diff --git a/reports/backtest-sr-overlay-full.json b/reports/backtest-sr-overlay-full.json new file mode 100644 index 0000000..91f37f4 --- /dev/null +++ b/reports/backtest-sr-overlay-full.json @@ -0,0 +1,646477 @@ +{ + "generated_at": "2026-07-13T08:41:38.872971+00:00", + "tickers": 506, + "candidates": 202765, + "qualified": 1086, + "params": { + "step_days": 5, + "horizon_days": 30, + "min_lookback": 60, + "cost_per_side_pct": 0.1, + "sr_variant": "production_structural_overlay", + "range_factor_lookback": 504, + "range_factor_min_log": 1.0, + "range_factor_min_ratio": 2.7183, + "structural_overlay_weight": 0.05, + "structural_overlay_source_variant": "rewrite_range504_structural_legacy_primary", + "entry_start": null, + "entry_end": null + }, + "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": 1086, + "wins": 379, + "losses": 591, + "expired": 116, + "hit_rate": 39.1, + "avg_r": 0.255, + "total_r": 276.76, + "net_avg_r": 0.209, + "net_total_r": 226.56, + "best_r": 8.85, + "worst_r": -3.38, + "avg_hold_days": 12.0, + "net_r_per_day": 0.0174, + "median_net_r": -1.031, + "profit_factor": 1.34, + "net_avg_r_ex_top5": 0.049 + }, + "overall_all": { + "total": 202765, + "wins": 82220, + "losses": 113809, + "expired": 6736, + "hit_rate": 41.9, + "avg_r": -0.04, + "total_r": -8186.18, + "net_avg_r": -0.095, + "net_total_r": -19184.55, + "best_r": 9.24, + "worst_r": -16.42, + "avg_hold_days": 8.2, + "net_r_per_day": -0.0115, + "median_net_r": -1.035, + "profit_factor": 0.85, + "net_avg_r_ex_top5": -0.22 + }, + "by_direction": { + "long": { + "total": 1086, + "wins": 379, + "losses": 591, + "expired": 116, + "hit_rate": 39.1, + "avg_r": 0.255, + "total_r": 276.76, + "net_avg_r": 0.209, + "net_total_r": 226.56, + "best_r": 8.85, + "worst_r": -3.38, + "avg_hold_days": 12.0, + "net_r_per_day": 0.0174, + "median_net_r": -1.031, + "profit_factor": 1.34, + "net_avg_r_ex_top5": 0.049 + }, + "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": 497, + "wins": 177, + "losses": 269, + "expired": 51, + "hit_rate": 39.7, + "avg_r": 0.276, + "total_r": 137.05, + "net_avg_r": 0.235, + "net_total_r": 116.55, + "best_r": 8.85, + "worst_r": -3.38, + "avg_hold_days": 11.8, + "net_r_per_day": 0.0199, + "median_net_r": -1.026, + "profit_factor": 1.39, + "net_avg_r_ex_top5": 0.071 + }, + { + "min_momentum_percentile": 80.0, + "total": 1086, + "wins": 379, + "losses": 591, + "expired": 116, + "hit_rate": 39.1, + "avg_r": 0.255, + "total_r": 276.76, + "net_avg_r": 0.209, + "net_total_r": 226.56, + "best_r": 8.85, + "worst_r": -3.38, + "avg_hold_days": 12.0, + "net_r_per_day": 0.0174, + "median_net_r": -1.031, + "profit_factor": 1.34, + "net_avg_r_ex_top5": 0.049 + }, + { + "min_momentum_percentile": 70.0, + "total": 1841, + "wins": 597, + "losses": 1062, + "expired": 182, + "hit_rate": 36.0, + "avg_r": 0.152, + "total_r": 280.26, + "net_avg_r": 0.104, + "net_total_r": 190.75, + "best_r": 8.85, + "worst_r": -4.21, + "avg_hold_days": 11.8, + "net_r_per_day": 0.0088, + "median_net_r": -1.037, + "profit_factor": 1.16, + "net_avg_r_ex_top5": -0.055 + }, + { + "min_momentum_percentile": 60.0, + "total": 2772, + "wins": 873, + "losses": 1611, + "expired": 288, + "hit_rate": 35.1, + "avg_r": 0.126, + "total_r": 348.07, + "net_avg_r": 0.075, + "net_total_r": 209.25, + "best_r": 8.85, + "worst_r": -4.21, + "avg_hold_days": 12.0, + "net_r_per_day": 0.0063, + "median_net_r": -1.04, + "profit_factor": 1.12, + "net_avg_r_ex_top5": -0.077 + }, + { + "min_momentum_percentile": 50.0, + "total": 3901, + "wins": 1182, + "losses": 2295, + "expired": 424, + "hit_rate": 34.0, + "avg_r": 0.089, + "total_r": 345.37, + "net_avg_r": 0.038, + "net_total_r": 146.96, + "best_r": 8.85, + "worst_r": -4.86, + "avg_hold_days": 12.1, + "net_r_per_day": 0.0031, + "median_net_r": -1.042, + "profit_factor": 1.06, + "net_avg_r_ex_top5": -0.114 + }, + { + "min_momentum_percentile": 0.0, + "total": 14588, + "wins": 3719, + "losses": 9271, + "expired": 1598, + "hit_rate": 28.6, + "avg_r": -0.065, + "total_r": -952.08, + "net_avg_r": -0.115, + "net_total_r": -1676.86, + "best_r": 9.24, + "worst_r": -15.94, + "avg_hold_days": 12.1, + "net_r_per_day": -0.0095, + "median_net_r": -1.043, + "profit_factor": 0.84, + "net_avg_r_ex_top5": -0.275 + } + ], + "gate_ablation": [ + { + "variant": "all_floors", + "total": 1086, + "wins": 379, + "losses": 591, + "expired": 116, + "hit_rate": 39.1, + "avg_r": 0.255, + "total_r": 276.76, + "net_avg_r": 0.209, + "net_total_r": 226.56, + "best_r": 8.85, + "worst_r": -3.38, + "avg_hold_days": 12.0, + "net_r_per_day": 0.0174, + "median_net_r": -1.031, + "profit_factor": 1.34, + "net_avg_r_ex_top5": 0.049, + "hold_days": 30, + "hold_avg_r": 0.631, + "hold_net_avg_r": 0.585, + "hold_total_r": 684.97 + }, + { + "variant": "no_confidence_floor", + "total": 1093, + "wins": 380, + "losses": 596, + "expired": 117, + "hit_rate": 38.9, + "avg_r": 0.25, + "total_r": 273.55, + "net_avg_r": 0.204, + "net_total_r": 222.99, + "best_r": 8.85, + "worst_r": -3.38, + "avg_hold_days": 11.9, + "net_r_per_day": 0.0171, + "median_net_r": -1.031, + "profit_factor": 1.33, + "net_avg_r_ex_top5": 0.045, + "hold_days": 30, + "hold_avg_r": 0.626, + "hold_net_avg_r": 0.58, + "hold_total_r": 684.08 + }, + { + "variant": "no_rr_floor", + "total": 6849, + "wins": 3235, + "losses": 3409, + "expired": 205, + "hit_rate": 48.7, + "avg_r": 0.112, + "total_r": 770.17, + "net_avg_r": 0.061, + "net_total_r": 418.96, + "best_r": 8.85, + "worst_r": -5.16, + "avg_hold_days": 7.9, + "net_r_per_day": 0.0078, + "median_net_r": -0.061, + "profit_factor": 1.11, + "net_avg_r_ex_top5": -0.061, + "hold_days": 30, + "hold_avg_r": 0.354, + "hold_net_avg_r": 0.303, + "hold_total_r": 2425.86 + }, + { + "variant": "no_neutral_exclusion", + "total": 2313, + "wins": 770, + "losses": 1279, + "expired": 264, + "hit_rate": 37.6, + "avg_r": 0.2, + "total_r": 462.35, + "net_avg_r": 0.154, + "net_total_r": 355.89, + "best_r": 8.85, + "worst_r": -3.38, + "avg_hold_days": 12.6, + "net_r_per_day": 0.0122, + "median_net_r": -1.031, + "profit_factor": 1.25, + "net_avg_r_ex_top5": 0.004, + "hold_days": 30, + "hold_avg_r": 0.583, + "hold_net_avg_r": 0.537, + "hold_total_r": 1348.89 + }, + { + "variant": "momentum_only", + "total": 14696, + "wins": 6827, + "losses": 7359, + "expired": 510, + "hit_rate": 48.1, + "avg_r": 0.114, + "total_r": 1669.64, + "net_avg_r": 0.064, + "net_total_r": 936.93, + "best_r": 8.85, + "worst_r": -5.71, + "avg_hold_days": 8.4, + "net_r_per_day": 0.0076, + "median_net_r": -1.013, + "profit_factor": 1.11, + "net_avg_r_ex_top5": -0.055, + "hold_days": 30, + "hold_avg_r": 0.395, + "hold_net_avg_r": 0.345, + "hold_total_r": 5798.82 + } + ], + "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": 1086, + "wins": 603, + "win_rate": 55.5, + "avg_r": 0.175, + "total_r": 190.16, + "net_avg_r": 0.129, + "net_total_r": 139.97, + "best_r": 5.09, + "worst_r": -2.51, + "avg_hold_days": 4.5, + "net_r_per_day": 0.0285, + "median_net_r": 0.115, + "profit_factor": 1.36, + "net_avg_r_ex_top5": -0.002 + }, + { + "hold_days": 10, + "total": 1086, + "wins": 559, + "win_rate": 51.5, + "avg_r": 0.357, + "total_r": 387.9, + "net_avg_r": 0.311, + "net_total_r": 337.7, + "best_r": 6.73, + "worst_r": -2.51, + "avg_hold_days": 7.9, + "net_r_per_day": 0.0395, + "median_net_r": 0.031, + "profit_factor": 1.67, + "net_avg_r_ex_top5": 0.112 + }, + { + "hold_days": 21, + "total": 1086, + "wins": 487, + "win_rate": 44.8, + "avg_r": 0.525, + "total_r": 570.33, + "net_avg_r": 0.479, + "net_total_r": 520.14, + "best_r": 9.86, + "worst_r": -3.38, + "avg_hold_days": 13.7, + "net_r_per_day": 0.0349, + "median_net_r": -1.027, + "profit_factor": 1.81, + "net_avg_r_ex_top5": 0.191 + }, + { + "hold_days": 30, + "total": 1086, + "wins": 434, + "win_rate": 40.0, + "avg_r": 0.631, + "total_r": 684.97, + "net_avg_r": 0.585, + "net_total_r": 634.78, + "best_r": 12.87, + "worst_r": -3.38, + "avg_hold_days": 17.8, + "net_r_per_day": 0.0329, + "median_net_r": -1.033, + "profit_factor": 1.9, + "net_avg_r_ex_top5": 0.212 + } + ], + "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": 27052.49, + "total_return_pct": 170.5, + "cagr_pct": 28.3, + "max_drawdown_pct": 22.5, + "sharpe": 1.48, + "trades": 422, + "win_rate": 42.4, + "avg_trade_pnl": 40.41, + "best_trade_r": 8.85, + "worst_trade_r": -2.68, + "best_trade_pnl": 990.78, + "worst_trade_pnl": -515.9, + "avg_hold_days": 10.7, + "exit_reasons": { + "stop": 236, + "target": 157, + "time": 29 + }, + "skipped_book_full": 0, + "spy_return_pct": 94.3, + "yearly_returns": [ + { + "year": 2022, + "return_pct": 9.5 + }, + { + "year": 2023, + "return_pct": 5.2 + }, + { + "year": 2024, + "return_pct": 47.5 + }, + { + "year": 2025, + "return_pct": 50.0 + }, + { + "year": 2026, + "return_pct": 6.1 + } + ], + "start_date": "2022-07-06", + "end_date": "2026-07-02" + }, + { + "policy": "hold", + "starting_capital": 10000.0, + "final_equity": 47653.95, + "total_return_pct": 376.5, + "cagr_pct": 47.9, + "max_drawdown_pct": 18.8, + "sharpe": 1.96, + "trades": 303, + "win_rate": 38.9, + "avg_trade_pnl": 124.27, + "best_trade_r": 12.87, + "worst_trade_r": -2.12, + "best_trade_pnl": 5031.32, + "worst_trade_pnl": -516.31, + "avg_hold_days": 17.0, + "exit_reasons": { + "stop": 178, + "time": 125 + }, + "skipped_book_full": 0, + "spy_return_pct": 94.3, + "yearly_returns": [ + { + "year": 2022, + "return_pct": 6.7 + }, + { + "year": 2023, + "return_pct": 42.5 + }, + { + "year": 2024, + "return_pct": 53.1 + }, + { + "year": 2025, + "return_pct": 61.2 + }, + { + "year": 2026, + "return_pct": 27.0 + } + ], + "start_date": "2022-07-06", + "end_date": "2026-07-02" + } + ], + "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": 47653.95, + "total_return_pct": 376.5, + "cagr_pct": 47.9, + "max_drawdown_pct": 18.8, + "sharpe": 1.96, + "trades": 303, + "win_rate": 38.9, + "avg_trade_pnl": 124.27, + "best_trade_r": 12.87, + "worst_trade_r": -2.12, + "best_trade_pnl": 5031.32, + "worst_trade_pnl": -516.31, + "avg_hold_days": 17.0, + "exit_reasons": { + "stop": 178, + "time": 125 + }, + "skipped_book_full": 0, + "spy_return_pct": 94.3, + "yearly_returns": [ + { + "year": 2022, + "return_pct": 6.7 + }, + { + "year": 2023, + "return_pct": 42.5 + }, + { + "year": 2024, + "return_pct": 53.1 + }, + { + "year": 2025, + "return_pct": 61.2 + }, + { + "year": 2026, + "return_pct": 27.0 + } + ], + "start_date": "2022-07-06", + "end_date": "2026-07-02" + }, + { + "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": 28874.99, + "total_return_pct": 188.7, + "cagr_pct": 30.3, + "max_drawdown_pct": 18.4, + "sharpe": 1.34, + "trades": 297, + "win_rate": 35.4, + "avg_trade_pnl": 63.55, + "best_trade_r": 12.87, + "worst_trade_r": -4.21, + "best_trade_pnl": 2822.98, + "worst_trade_pnl": -295.18, + "avg_hold_days": 16.7, + "exit_reasons": { + "stop": 184, + "time": 113 + }, + "skipped_book_full": 0, + "spy_return_pct": 95.7, + "yearly_returns": [ + { + "year": 2022, + "return_pct": 7.3 + }, + { + "year": 2023, + "return_pct": 6.9 + }, + { + "year": 2024, + "return_pct": 47.9 + }, + { + "year": 2025, + "return_pct": 31.2 + }, + { + "year": 2026, + "return_pct": 29.8 + } + ], + "start_date": "2022-06-28", + "end_date": "2026-07-02" + }, + { + "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": 32295.9, + "total_return_pct": 223.0, + "cagr_pct": 34.2, + "max_drawdown_pct": 16.9, + "sharpe": 1.62, + "trades": 217, + "win_rate": 36.4, + "avg_trade_pnl": 102.75, + "best_trade_r": 12.87, + "worst_trade_r": -2.13, + "best_trade_pnl": 3301.56, + "worst_trade_pnl": -499.25, + "avg_hold_days": 16.2, + "exit_reasons": { + "stop": 135, + "time": 82 + }, + "skipped_book_full": 0, + "spy_return_pct": 94.3, + "yearly_returns": [ + { + "year": 2022, + "return_pct": 7.6 + }, + { + "year": 2023, + "return_pct": 20.6 + }, + { + "year": 2024, + "return_pct": 42.6 + }, + { + "year": 2025, + "return_pct": 41.6 + }, + { + "year": 2026, + "return_pct": 23.3 + } + ], + "start_date": "2022-07-06", + "end_date": "2026-07-02" + }, + { + "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": 47653.95, + "total_return_pct": 376.5, + "cagr_pct": 47.9, + "max_drawdown_pct": 18.8, + "sharpe": 1.96, + "trades": 303, + "win_rate": 38.9, + "avg_trade_pnl": 124.27, + "best_trade_r": 12.87, + "worst_trade_r": -2.12, + "best_trade_pnl": 5031.32, + "worst_trade_pnl": -516.31, + "avg_hold_days": 17.0, + "exit_reasons": { + "stop": 178, + "time": 125 + }, + "skipped_book_full": 0, + "spy_return_pct": 94.3, + "yearly_returns": [ + { + "year": 2022, + "return_pct": 6.7 + }, + { + "year": 2023, + "return_pct": 42.5 + }, + { + "year": 2024, + "return_pct": 53.1 + }, + { + "year": 2025, + "return_pct": 61.2 + }, + { + "year": 2026, + "return_pct": 27.0 + } + ], + "start_date": "2022-07-06", + "end_date": "2026-07-02" + }, + { + "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": 18351.66, + "total_return_pct": 83.5, + "cagr_pct": 16.5, + "max_drawdown_pct": 8.9, + "sharpe": 1.69, + "trades": 118, + "win_rate": 48.3, + "avg_trade_pnl": 70.78, + "best_trade_r": 8.98, + "worst_trade_r": -1.16, + "best_trade_pnl": 1091.32, + "worst_trade_pnl": -203.91, + "avg_hold_days": 19.4, + "exit_reasons": { + "stop": 60, + "time": 58 + }, + "skipped_book_full": 0, + "spy_return_pct": 96.6, + "yearly_returns": [ + { + "year": 2022, + "return_pct": 12.0 + }, + { + "year": 2023, + "return_pct": 20.8 + }, + { + "year": 2024, + "return_pct": 2.9 + }, + { + "year": 2025, + "return_pct": 8.7 + }, + { + "year": 2026, + "return_pct": 21.4 + } + ], + "start_date": "2022-07-13", + "end_date": "2026-07-02" + }, + { + "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": 13860.93, + "total_return_pct": 38.6, + "cagr_pct": 8.6, + "max_drawdown_pct": 8.4, + "sharpe": 1.3, + "trades": 60, + "win_rate": 50.0, + "avg_trade_pnl": 64.35, + "best_trade_r": 8.98, + "worst_trade_r": -1.16, + "best_trade_pnl": 843.24, + "worst_trade_pnl": -129.59, + "avg_hold_days": 19.6, + "exit_reasons": { + "stop": 29, + "time": 31 + }, + "skipped_book_full": 0, + "spy_return_pct": 96.6, + "yearly_returns": [ + { + "year": 2022, + "return_pct": 11.3 + }, + { + "year": 2023, + "return_pct": 13.1 + }, + { + "year": 2024, + "return_pct": 2.1 + }, + { + "year": 2025, + "return_pct": 8.4 + }, + { + "year": 2026, + "return_pct": -0.4 + } + ], + "start_date": "2022-07-13", + "end_date": "2026-07-02" + }, + { + "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": 33689.55, + "total_return_pct": 236.9, + "cagr_pct": 35.6, + "max_drawdown_pct": 14.7, + "sharpe": 1.74, + "trades": 299, + "win_rate": 33.4, + "avg_trade_pnl": 79.23, + "best_trade_r": 10.81, + "worst_trade_r": -2.25, + "best_trade_pnl": 2080.79, + "worst_trade_pnl": -603.66, + "avg_hold_days": 16.0, + "exit_reasons": { + "stop": 193, + "time": 106 + }, + "skipped_book_full": 0, + "spy_return_pct": 94.3, + "yearly_returns": [ + { + "year": 2022, + "return_pct": 16.4 + }, + { + "year": 2023, + "return_pct": -0.4 + }, + { + "year": 2024, + "return_pct": 53.0 + }, + { + "year": 2025, + "return_pct": 65.8 + }, + { + "year": 2026, + "return_pct": 14.6 + } + ], + "start_date": "2022-07-06", + "end_date": "2026-07-02" + }, + { + "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": 36002.67, + "total_return_pct": 260.0, + "cagr_pct": 37.9, + "max_drawdown_pct": 20.3, + "sharpe": 1.58, + "trades": 297, + "win_rate": 36.0, + "avg_trade_pnl": 87.55, + "best_trade_r": 12.87, + "worst_trade_r": -2.12, + "best_trade_pnl": 4054.83, + "worst_trade_pnl": -393.92, + "avg_hold_days": 16.5, + "exit_reasons": { + "stop": 183, + "time": 114 + }, + "skipped_book_full": 0, + "spy_return_pct": 94.3, + "yearly_returns": [ + { + "year": 2022, + "return_pct": 4.6 + }, + { + "year": 2023, + "return_pct": 33.5 + }, + { + "year": 2024, + "return_pct": 43.2 + }, + { + "year": 2025, + "return_pct": 58.3 + }, + { + "year": 2026, + "return_pct": 13.7 + } + ], + "start_date": "2022-07-06", + "end_date": "2026-07-02" + }, + { + "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": 34617.41, + "total_return_pct": 246.2, + "cagr_pct": 36.5, + "max_drawdown_pct": 19.5, + "sharpe": 1.58, + "trades": 264, + "win_rate": 35.6, + "avg_trade_pnl": 93.25, + "best_trade_r": 12.87, + "worst_trade_r": -2.45, + "best_trade_pnl": 3860.4, + "worst_trade_pnl": -605.1, + "avg_hold_days": 16.3, + "exit_reasons": { + "stop": 165, + "time": 99 + }, + "skipped_book_full": 0, + "spy_return_pct": 94.3, + "yearly_returns": [ + { + "year": 2022, + "return_pct": 7.0 + }, + { + "year": 2023, + "return_pct": 22.1 + }, + { + "year": 2024, + "return_pct": 28.4 + }, + { + "year": 2025, + "return_pct": 81.4 + }, + { + "year": 2026, + "return_pct": 13.8 + } + ], + "start_date": "2022-07-06", + "end_date": "2026-07-02" + }, + { + "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": 46553.94, + "total_return_pct": 365.5, + "cagr_pct": 47.0, + "max_drawdown_pct": 21.1, + "sharpe": 1.86, + "trades": 307, + "win_rate": 36.8, + "avg_trade_pnl": 119.07, + "best_trade_r": 12.87, + "worst_trade_r": -2.12, + "best_trade_pnl": 4897.15, + "worst_trade_pnl": -522.67, + "avg_hold_days": 16.6, + "exit_reasons": { + "stop": 187, + "time": 120 + }, + "skipped_book_full": 0, + "spy_return_pct": 94.3, + "yearly_returns": [ + { + "year": 2022, + "return_pct": 10.7 + }, + { + "year": 2023, + "return_pct": 35.2 + }, + { + "year": 2024, + "return_pct": 52.5 + }, + { + "year": 2025, + "return_pct": 67.3 + }, + { + "year": 2026, + "return_pct": 22.0 + } + ], + "start_date": "2022-07-06", + "end_date": "2026-07-02" + }, + { + "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": 52815.5, + "total_return_pct": 428.2, + "cagr_pct": 51.8, + "max_drawdown_pct": 22.0, + "sharpe": 2.0, + "trades": 305, + "win_rate": 38.7, + "avg_trade_pnl": 140.38, + "best_trade_r": 12.87, + "worst_trade_r": -1.76, + "best_trade_pnl": 5144.91, + "worst_trade_pnl": -561.89, + "avg_hold_days": 17.1, + "exit_reasons": { + "stop": 180, + "time": 125 + }, + "skipped_book_full": 0, + "spy_return_pct": 94.3, + "yearly_returns": [ + { + "year": 2022, + "return_pct": 10.2 + }, + { + "year": 2023, + "return_pct": 41.6 + }, + { + "year": 2024, + "return_pct": 42.1 + }, + { + "year": 2025, + "return_pct": 75.8 + }, + { + "year": 2026, + "return_pct": 35.6 + } + ], + "start_date": "2022-07-06", + "end_date": "2026-07-02" + }, + { + "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": 52292.85, + "total_return_pct": 422.9, + "cagr_pct": 51.4, + "max_drawdown_pct": 19.5, + "sharpe": 1.97, + "trades": 307, + "win_rate": 39.1, + "avg_trade_pnl": 137.76, + "best_trade_r": 12.87, + "worst_trade_r": -2.13, + "best_trade_pnl": 5097.04, + "worst_trade_pnl": -556.36, + "avg_hold_days": 17.1, + "exit_reasons": { + "stop": 180, + "time": 127 + }, + "skipped_book_full": 0, + "spy_return_pct": 94.3, + "yearly_returns": [ + { + "year": 2022, + "return_pct": 10.2 + }, + { + "year": 2023, + "return_pct": 52.0 + }, + { + "year": 2024, + "return_pct": 42.4 + }, + { + "year": 2025, + "return_pct": 61.7 + }, + { + "year": 2026, + "return_pct": 35.7 + } + ], + "start_date": "2022-07-06", + "end_date": "2026-07-02" + }, + { + "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": 53744.15, + "total_return_pct": 437.4, + "cagr_pct": 52.4, + "max_drawdown_pct": 19.4, + "sharpe": 2.03, + "trades": 305, + "win_rate": 39.0, + "avg_trade_pnl": 143.42, + "best_trade_r": 12.87, + "worst_trade_r": -2.13, + "best_trade_pnl": 5425.85, + "worst_trade_pnl": -571.36, + "avg_hold_days": 17.1, + "exit_reasons": { + "stop": 179, + "time": 126 + }, + "skipped_book_full": 0, + "spy_return_pct": 94.3, + "yearly_returns": [ + { + "year": 2022, + "return_pct": 10.6 + }, + { + "year": 2023, + "return_pct": 51.9 + }, + { + "year": 2024, + "return_pct": 48.4 + }, + { + "year": 2025, + "return_pct": 64.7 + }, + { + "year": 2026, + "return_pct": 31.0 + } + ], + "start_date": "2022-07-06", + "end_date": "2026-07-02" + }, + { + "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": 31941.49, + "total_return_pct": 219.4, + "cagr_pct": 29.4, + "max_drawdown_pct": 36.5, + "sharpe": 1.06, + "trades": 483, + "win_rate": 33.5, + "avg_trade_pnl": 45.43, + "best_trade_r": 12.87, + "worst_trade_r": -6.58, + "best_trade_pnl": 3499.87, + "worst_trade_pnl": -1575.65, + "avg_hold_days": 16.1, + "exit_reasons": { + "stop": 308, + "time": 175 + }, + "skipped_book_full": 608, + "spy_return_pct": 56.2, + "yearly_returns": [ + { + "year": 2021, + "return_pct": -0.7 + }, + { + "year": 2022, + "return_pct": -26.2 + }, + { + "year": 2023, + "return_pct": 83.7 + }, + { + "year": 2024, + "return_pct": 57.2 + }, + { + "year": 2025, + "return_pct": 25.7 + }, + { + "year": 2026, + "return_pct": 20.2 + } + ], + "start_date": "2021-12-28", + "end_date": "2026-07-02" + }, + { + "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": 33221.17, + "total_return_pct": 232.2, + "cagr_pct": 30.5, + "max_drawdown_pct": 37.3, + "sharpe": 1.08, + "trades": 475, + "win_rate": 32.6, + "avg_trade_pnl": 48.89, + "best_trade_r": 12.87, + "worst_trade_r": -6.58, + "best_trade_pnl": 3578.0, + "worst_trade_pnl": -1724.97, + "avg_hold_days": 16.0, + "exit_reasons": { + "stop": 304, + "time": 171 + }, + "skipped_book_full": 371, + "spy_return_pct": 56.2, + "yearly_returns": [ + { + "year": 2021, + "return_pct": -0.7 + }, + { + "year": 2022, + "return_pct": -23.4 + }, + { + "year": 2023, + "return_pct": 83.7 + }, + { + "year": 2024, + "return_pct": 60.7 + }, + { + "year": 2025, + "return_pct": 21.5 + }, + { + "year": 2026, + "return_pct": 22.0 + } + ], + "start_date": "2021-12-28", + "end_date": "2026-07-02" + }, + { + "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": 30750.26, + "total_return_pct": 207.5, + "cagr_pct": 28.3, + "max_drawdown_pct": 35.7, + "sharpe": 1.03, + "trades": 427, + "win_rate": 32.1, + "avg_trade_pnl": 48.6, + "best_trade_r": 12.87, + "worst_trade_r": -6.58, + "best_trade_pnl": 3185.04, + "worst_trade_pnl": -1748.5, + "avg_hold_days": 16.2, + "exit_reasons": { + "stop": 274, + "time": 153 + }, + "skipped_book_full": 144, + "spy_return_pct": 56.2, + "yearly_returns": [ + { + "year": 2021, + "return_pct": -1.3 + }, + { + "year": 2022, + "return_pct": -26.2 + }, + { + "year": 2023, + "return_pct": 103.2 + }, + { + "year": 2024, + "return_pct": 47.7 + }, + { + "year": 2025, + "return_pct": 29.8 + }, + { + "year": 2026, + "return_pct": 8.4 + } + ], + "start_date": "2021-12-28", + "end_date": "2026-07-02" + }, + { + "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": 11360.88, + "total_return_pct": 13.6, + "cagr_pct": 2.9, + "max_drawdown_pct": 18.9, + "sharpe": 0.3, + "trades": 239, + "win_rate": 34.3, + "avg_trade_pnl": 5.69, + "best_trade_r": 8.89, + "worst_trade_r": -2.77, + "best_trade_pnl": 621.88, + "worst_trade_pnl": -195.69, + "avg_hold_days": 16.8, + "exit_reasons": { + "stop": 152, + "time": 87 + }, + "skipped_book_full": 0, + "spy_return_pct": 56.2, + "yearly_returns": [ + { + "year": 2021, + "return_pct": 0.3 + }, + { + "year": 2022, + "return_pct": 14.9 + }, + { + "year": 2023, + "return_pct": -2.4 + }, + { + "year": 2024, + "return_pct": 3.4 + }, + { + "year": 2025, + "return_pct": -10.0 + }, + { + "year": 2026, + "return_pct": 8.6 + } + ], + "start_date": "2021-12-28", + "end_date": "2026-07-02" + } + ], + "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": 52815.5, + "total_return_pct": 428.2, + "cagr_pct": 51.8, + "max_drawdown_pct": 22.0, + "sharpe": 2.0, + "trades": 305, + "win_rate": 38.7, + "avg_trade_pnl": 140.38, + "best_trade_r": 12.87, + "worst_trade_r": -1.76, + "best_trade_pnl": 5144.91, + "worst_trade_pnl": -561.89, + "avg_hold_days": 17.1, + "exit_reasons": { + "stop": 180, + "time": 125 + }, + "skipped_book_full": 0, + "spy_return_pct": 94.3, + "yearly_returns": [ + { + "year": 2022, + "return_pct": 10.2 + }, + { + "year": 2023, + "return_pct": 41.6 + }, + { + "year": 2024, + "return_pct": 42.1 + }, + { + "year": 2025, + "return_pct": 75.8 + }, + { + "year": 2026, + "return_pct": 35.6 + } + ], + "start_date": "2022-07-06", + "end_date": "2026-07-02" + }, + { + "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": 38710.74, + "total_return_pct": 287.1, + "cagr_pct": 40.4, + "max_drawdown_pct": 24.0, + "sharpe": 1.75, + "trades": 385, + "win_rate": 33.8, + "avg_trade_pnl": 74.57, + "best_trade_r": 12.87, + "worst_trade_r": -1.76, + "best_trade_pnl": 4323.49, + "worst_trade_pnl": -455.17, + "avg_hold_days": 12.3, + "exit_reasons": { + "sma50": 158, + "stop": 131, + "time": 96 + }, + "skipped_book_full": 4, + "spy_return_pct": 94.3, + "yearly_returns": [ + { + "year": 2022, + "return_pct": -5.2 + }, + { + "year": 2023, + "return_pct": 18.7 + }, + { + "year": 2024, + "return_pct": 77.1 + }, + { + "year": 2025, + "return_pct": 66.0 + }, + { + "year": 2026, + "return_pct": 17.1 + } + ], + "start_date": "2022-07-06", + "end_date": "2026-07-02" + }, + { + "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": 54364.58, + "total_return_pct": 443.6, + "cagr_pct": 52.9, + "max_drawdown_pct": 21.6, + "sharpe": 2.03, + "trades": 307, + "win_rate": 37.8, + "avg_trade_pnl": 144.51, + "best_trade_r": 12.87, + "worst_trade_r": -1.76, + "best_trade_pnl": 5295.81, + "worst_trade_pnl": -578.37, + "avg_hold_days": 16.7, + "exit_reasons": { + "low20": 17, + "stop": 177, + "time": 113 + }, + "skipped_book_full": 0, + "spy_return_pct": 94.3, + "yearly_returns": [ + { + "year": 2022, + "return_pct": 10.4 + }, + { + "year": 2023, + "return_pct": 40.3 + }, + { + "year": 2024, + "return_pct": 41.3 + }, + { + "year": 2025, + "return_pct": 85.1 + }, + { + "year": 2026, + "return_pct": 34.3 + } + ], + "start_date": "2022-07-06", + "end_date": "2026-07-02" + }, + { + "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": 52815.5, + "total_return_pct": 428.2, + "cagr_pct": 51.8, + "max_drawdown_pct": 22.0, + "sharpe": 2.0, + "trades": 305, + "win_rate": 38.7, + "avg_trade_pnl": 140.38, + "best_trade_r": 12.87, + "worst_trade_r": -1.76, + "best_trade_pnl": 5144.91, + "worst_trade_pnl": -561.89, + "avg_hold_days": 17.1, + "exit_reasons": { + "stop": 180, + "time": 125 + }, + "skipped_book_full": 0, + "spy_return_pct": 94.3, + "yearly_returns": [ + { + "year": 2022, + "return_pct": 10.2 + }, + { + "year": 2023, + "return_pct": 41.6 + }, + { + "year": 2024, + "return_pct": 42.1 + }, + { + "year": 2025, + "return_pct": 75.8 + }, + { + "year": 2026, + "return_pct": 35.6 + } + ], + "start_date": "2022-07-06", + "end_date": "2026-07-02" + }, + { + "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": 50380.47, + "total_return_pct": 403.8, + "cagr_pct": 50.0, + "max_drawdown_pct": 21.4, + "sharpe": 2.03, + "trades": 321, + "win_rate": 37.4, + "avg_trade_pnl": 125.8, + "best_trade_r": 12.87, + "worst_trade_r": -3.26, + "best_trade_pnl": 4977.01, + "worst_trade_pnl": -532.7, + "avg_hold_days": 15.3, + "exit_reasons": { + "stop": 146, + "time": 78, + "trailing_stop": 97 + }, + "skipped_book_full": 0, + "spy_return_pct": 94.3, + "yearly_returns": [ + { + "year": 2022, + "return_pct": 8.1 + }, + { + "year": 2023, + "return_pct": 42.0 + }, + { + "year": 2024, + "return_pct": 36.1 + }, + { + "year": 2025, + "return_pct": 78.5 + }, + { + "year": 2026, + "return_pct": 35.1 + } + ], + "start_date": "2022-07-06", + "end_date": "2026-07-02" + } + ], + "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 + }, + { + "strategy": "production_structural_overlay5_atr3", + "label": "Research: production gate + 5% clean-structure rank overlay", + "description": "Production-qualified universe and live exit, ranked by 95% current 80/20 strategy rank plus 5% clean structural/range confirmation.", + "is_production": false + } + ], + "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", + "ranking_key": "activation_momentum_percentile", + "exit_policy": "hold", + "live_exit_mode": null, + "lookback": "6m", + "lookback_label": "6 months", + "starting_capital": 10000.0, + "final_equity": 13158.33, + "total_return_pct": 31.6, + "cagr_pct": 72.9, + "max_drawdown_pct": 6.8, + "sharpe": 3.15, + "trades": 31, + "win_rate": 41.9, + "avg_trade_pnl": 101.88, + "best_trade_r": 12.87, + "worst_trade_r": -1.79, + "best_trade_pnl": 1389.22, + "worst_trade_pnl": -142.57, + "avg_hold_days": 16.8, + "exit_reasons": { + "stop": 18, + "time": 13 + }, + "skipped_book_full": 0, + "spy_return_pct": 9.2, + "yearly_returns": [ + { + "year": 2025, + "return_pct": 0.0 + }, + { + "year": 2026, + "return_pct": 31.6 + } + ], + "start_date": "2025-12-31", + "end_date": "2026-07-02", + "equity_curve": [ + { + "date": "2025-12-31", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2026-01-02", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2026-01-05", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2026-01-06", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2026-01-07", + "equity": 9990.34, + "return_pct": -0.1 + }, + { + "date": "2026-01-08", + "equity": 10080.41, + "return_pct": 0.8 + }, + { + "date": "2026-01-09", + "equity": 10127.43, + "return_pct": 1.27 + }, + { + "date": "2026-01-12", + "equity": 10331.35, + "return_pct": 3.31 + }, + { + "date": "2026-01-13", + "equity": 10442.28, + "return_pct": 4.42 + }, + { + "date": "2026-01-14", + "equity": 10473.24, + "return_pct": 4.73 + }, + { + "date": "2026-01-15", + "equity": 10541.56, + "return_pct": 5.42 + }, + { + "date": "2026-01-16", + "equity": 10352.94, + "return_pct": 3.53 + }, + { + "date": "2026-01-20", + "equity": 10400.77, + "return_pct": 4.01 + }, + { + "date": "2026-01-21", + "equity": 10634.54, + "return_pct": 6.35 + }, + { + "date": "2026-01-22", + "equity": 10760.66, + "return_pct": 7.61 + }, + { + "date": "2026-01-23", + "equity": 10829.45, + "return_pct": 8.29 + }, + { + "date": "2026-01-26", + "equity": 10863.78, + "return_pct": 8.64 + }, + { + "date": "2026-01-27", + "equity": 10726.72, + "return_pct": 7.27 + }, + { + "date": "2026-01-28", + "equity": 10630.33, + "return_pct": 6.3 + }, + { + "date": "2026-01-29", + "equity": 10579.87, + "return_pct": 5.8 + }, + { + "date": "2026-01-30", + "equity": 10480.93, + "return_pct": 4.81 + }, + { + "date": "2026-02-02", + "equity": 10548.96, + "return_pct": 5.49 + }, + { + "date": "2026-02-03", + "equity": 10786.74, + "return_pct": 7.87 + }, + { + "date": "2026-02-04", + "equity": 10769.34, + "return_pct": 7.69 + }, + { + "date": "2026-02-05", + "equity": 10763.99, + "return_pct": 7.64 + }, + { + "date": "2026-02-06", + "equity": 10945.01, + "return_pct": 9.45 + }, + { + "date": "2026-02-09", + "equity": 11000.63, + "return_pct": 10.01 + }, + { + "date": "2026-02-10", + "equity": 11125.63, + "return_pct": 11.26 + }, + { + "date": "2026-02-11", + "equity": 11261.89, + "return_pct": 12.62 + }, + { + "date": "2026-02-12", + "equity": 11022.75, + "return_pct": 10.23 + }, + { + "date": "2026-02-13", + "equity": 11186.58, + "return_pct": 11.87 + }, + { + "date": "2026-02-17", + "equity": 11121.24, + "return_pct": 11.21 + }, + { + "date": "2026-02-18", + "equity": 11250.11, + "return_pct": 12.5 + }, + { + "date": "2026-02-19", + "equity": 11233.8, + "return_pct": 12.34 + }, + { + "date": "2026-02-20", + "equity": 11183.73, + "return_pct": 11.84 + }, + { + "date": "2026-02-23", + "equity": 11140.11, + "return_pct": 11.4 + }, + { + "date": "2026-02-24", + "equity": 11289.91, + "return_pct": 12.9 + }, + { + "date": "2026-02-25", + "equity": 11187.27, + "return_pct": 11.87 + }, + { + "date": "2026-02-26", + "equity": 11174.05, + "return_pct": 11.74 + }, + { + "date": "2026-02-27", + "equity": 11258.34, + "return_pct": 12.58 + }, + { + "date": "2026-03-02", + "equity": 11101.36, + "return_pct": 11.01 + }, + { + "date": "2026-03-03", + "equity": 10941.99, + "return_pct": 9.42 + }, + { + "date": "2026-03-04", + "equity": 10893.84, + "return_pct": 8.94 + }, + { + "date": "2026-03-05", + "equity": 10814.01, + "return_pct": 8.14 + }, + { + "date": "2026-03-06", + "equity": 10825.58, + "return_pct": 8.26 + }, + { + "date": "2026-03-09", + "equity": 10818.29, + "return_pct": 8.18 + }, + { + "date": "2026-03-10", + "equity": 10780.23, + "return_pct": 7.8 + }, + { + "date": "2026-03-11", + "equity": 10816.7, + "return_pct": 8.17 + }, + { + "date": "2026-03-12", + "equity": 10867.59, + "return_pct": 8.68 + }, + { + "date": "2026-03-13", + "equity": 10842.97, + "return_pct": 8.43 + }, + { + "date": "2026-03-16", + "equity": 10822.73, + "return_pct": 8.23 + }, + { + "date": "2026-03-17", + "equity": 10894.72, + "return_pct": 8.95 + }, + { + "date": "2026-03-18", + "equity": 10825.57, + "return_pct": 8.26 + }, + { + "date": "2026-03-19", + "equity": 10774.0, + "return_pct": 7.74 + }, + { + "date": "2026-03-20", + "equity": 10629.15, + "return_pct": 6.29 + }, + { + "date": "2026-03-23", + "equity": 10783.63, + "return_pct": 7.84 + }, + { + "date": "2026-03-24", + "equity": 10841.03, + "return_pct": 8.41 + }, + { + "date": "2026-03-25", + "equity": 10849.96, + "return_pct": 8.5 + }, + { + "date": "2026-03-26", + "equity": 10803.24, + "return_pct": 8.03 + }, + { + "date": "2026-03-27", + "equity": 10777.43, + "return_pct": 7.77 + }, + { + "date": "2026-03-30", + "equity": 10734.03, + "return_pct": 7.34 + }, + { + "date": "2026-03-31", + "equity": 10804.49, + "return_pct": 8.04 + }, + { + "date": "2026-04-01", + "equity": 10803.85, + "return_pct": 8.04 + }, + { + "date": "2026-04-02", + "equity": 10852.53, + "return_pct": 8.53 + }, + { + "date": "2026-04-06", + "equity": 10826.26, + "return_pct": 8.26 + }, + { + "date": "2026-04-07", + "equity": 10805.89, + "return_pct": 8.06 + }, + { + "date": "2026-04-08", + "equity": 11196.42, + "return_pct": 11.96 + }, + { + "date": "2026-04-09", + "equity": 11295.33, + "return_pct": 12.95 + }, + { + "date": "2026-04-10", + "equity": 11362.99, + "return_pct": 13.63 + }, + { + "date": "2026-04-13", + "equity": 11386.61, + "return_pct": 13.87 + }, + { + "date": "2026-04-14", + "equity": 11588.18, + "return_pct": 15.88 + }, + { + "date": "2026-04-15", + "equity": 11453.6, + "return_pct": 14.54 + }, + { + "date": "2026-04-16", + "equity": 11576.0, + "return_pct": 15.76 + }, + { + "date": "2026-04-17", + "equity": 11760.49, + "return_pct": 17.6 + }, + { + "date": "2026-04-20", + "equity": 11721.73, + "return_pct": 17.22 + }, + { + "date": "2026-04-21", + "equity": 11710.94, + "return_pct": 17.11 + }, + { + "date": "2026-04-22", + "equity": 11924.81, + "return_pct": 19.25 + }, + { + "date": "2026-04-23", + "equity": 11975.78, + "return_pct": 19.76 + }, + { + "date": "2026-04-24", + "equity": 12323.93, + "return_pct": 23.24 + }, + { + "date": "2026-04-27", + "equity": 12343.08, + "return_pct": 23.43 + }, + { + "date": "2026-04-28", + "equity": 12141.75, + "return_pct": 21.42 + }, + { + "date": "2026-04-29", + "equity": 12236.87, + "return_pct": 22.37 + }, + { + "date": "2026-04-30", + "equity": 12706.91, + "return_pct": 27.07 + }, + { + "date": "2026-05-01", + "equity": 12703.0, + "return_pct": 27.03 + }, + { + "date": "2026-05-04", + "equity": 12578.68, + "return_pct": 25.79 + }, + { + "date": "2026-05-05", + "equity": 12826.66, + "return_pct": 28.27 + }, + { + "date": "2026-05-06", + "equity": 13428.85, + "return_pct": 34.29 + }, + { + "date": "2026-05-07", + "equity": 13209.56, + "return_pct": 32.1 + }, + { + "date": "2026-05-08", + "equity": 13550.58, + "return_pct": 35.51 + }, + { + "date": "2026-05-11", + "equity": 13670.78, + "return_pct": 36.71 + }, + { + "date": "2026-05-12", + "equity": 13622.28, + "return_pct": 36.22 + }, + { + "date": "2026-05-13", + "equity": 13744.55, + "return_pct": 37.45 + }, + { + "date": "2026-05-14", + "equity": 13774.44, + "return_pct": 37.74 + }, + { + "date": "2026-05-15", + "equity": 13397.16, + "return_pct": 33.97 + }, + { + "date": "2026-05-18", + "equity": 13257.94, + "return_pct": 32.58 + }, + { + "date": "2026-05-19", + "equity": 13236.82, + "return_pct": 32.37 + }, + { + "date": "2026-05-20", + "equity": 12926.28, + "return_pct": 29.26 + }, + { + "date": "2026-05-21", + "equity": 12884.6, + "return_pct": 28.85 + }, + { + "date": "2026-05-22", + "equity": 12977.82, + "return_pct": 29.78 + }, + { + "date": "2026-05-26", + "equity": 12838.68, + "return_pct": 28.39 + }, + { + "date": "2026-05-27", + "equity": 12898.68, + "return_pct": 28.99 + }, + { + "date": "2026-05-28", + "equity": 12905.57, + "return_pct": 29.06 + }, + { + "date": "2026-05-29", + "equity": 12892.27, + "return_pct": 28.92 + }, + { + "date": "2026-06-01", + "equity": 12926.59, + "return_pct": 29.27 + }, + { + "date": "2026-06-02", + "equity": 12872.22, + "return_pct": 28.72 + }, + { + "date": "2026-06-03", + "equity": 12970.76, + "return_pct": 29.71 + }, + { + "date": "2026-06-04", + "equity": 12977.54, + "return_pct": 29.78 + }, + { + "date": "2026-06-05", + "equity": 12962.19, + "return_pct": 29.62 + }, + { + "date": "2026-06-08", + "equity": 12924.6, + "return_pct": 29.25 + }, + { + "date": "2026-06-09", + "equity": 13014.16, + "return_pct": 30.14 + }, + { + "date": "2026-06-10", + "equity": 12946.99, + "return_pct": 29.47 + }, + { + "date": "2026-06-11", + "equity": 13026.05, + "return_pct": 30.26 + }, + { + "date": "2026-06-12", + "equity": 13027.29, + "return_pct": 30.27 + }, + { + "date": "2026-06-15", + "equity": 13007.81, + "return_pct": 30.08 + }, + { + "date": "2026-06-16", + "equity": 12965.93, + "return_pct": 29.66 + }, + { + "date": "2026-06-17", + "equity": 13008.22, + "return_pct": 30.08 + }, + { + "date": "2026-06-18", + "equity": 12979.33, + "return_pct": 29.79 + }, + { + "date": "2026-06-22", + "equity": 13022.59, + "return_pct": 30.23 + }, + { + "date": "2026-06-23", + "equity": 12987.76, + "return_pct": 29.88 + }, + { + "date": "2026-06-24", + "equity": 13020.94, + "return_pct": 30.21 + }, + { + "date": "2026-06-25", + "equity": 13053.69, + "return_pct": 30.54 + }, + { + "date": "2026-06-26", + "equity": 13248.16, + "return_pct": 32.48 + }, + { + "date": "2026-06-29", + "equity": 13254.11, + "return_pct": 32.54 + }, + { + "date": "2026-06-30", + "equity": 13248.58, + "return_pct": 32.49 + }, + { + "date": "2026-07-01", + "equity": 13158.33, + "return_pct": 31.58 + }, + { + "date": "2026-07-02", + "equity": 13158.33, + "return_pct": 31.58 + } + ], + "benchmark_curve": [ + { + "date": "2025-12-31", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2026-01-02", + "equity": 10018.33, + "return_pct": 0.18 + }, + { + "date": "2026-01-05", + "equity": 10085.05, + "return_pct": 0.85 + }, + { + "date": "2026-01-06", + "equity": 10145.03, + "return_pct": 1.45 + }, + { + "date": "2026-01-07", + "equity": 10112.33, + "return_pct": 1.12 + }, + { + "date": "2026-01-08", + "equity": 10111.3, + "return_pct": 1.11 + }, + { + "date": "2026-01-09", + "equity": 10178.17, + "return_pct": 1.78 + }, + { + "date": "2026-01-12", + "equity": 10194.16, + "return_pct": 1.94 + }, + { + "date": "2026-01-13", + "equity": 10173.77, + "return_pct": 1.74 + }, + { + "date": "2026-01-14", + "equity": 10123.77, + "return_pct": 1.24 + }, + { + "date": "2026-01-15", + "equity": 10151.34, + "return_pct": 1.51 + }, + { + "date": "2026-01-16", + "equity": 10142.83, + "return_pct": 1.43 + }, + { + "date": "2026-01-20", + "equity": 9936.36, + "return_pct": -0.64 + }, + { + "date": "2026-01-21", + "equity": 10051.03, + "return_pct": 0.51 + }, + { + "date": "2026-01-22", + "equity": 10103.53, + "return_pct": 1.04 + }, + { + "date": "2026-01-23", + "equity": 10107.2, + "return_pct": 1.07 + }, + { + "date": "2026-01-26", + "equity": 10158.52, + "return_pct": 1.59 + }, + { + "date": "2026-01-27", + "equity": 10199.0, + "return_pct": 1.99 + }, + { + "date": "2026-01-28", + "equity": 10197.97, + "return_pct": 1.98 + }, + { + "date": "2026-01-29", + "equity": 10177.73, + "return_pct": 1.78 + }, + { + "date": "2026-01-30", + "equity": 10147.38, + "return_pct": 1.47 + }, + { + "date": "2026-02-02", + "equity": 10197.82, + "return_pct": 1.98 + }, + { + "date": "2026-02-03", + "equity": 10111.6, + "return_pct": 1.12 + }, + { + "date": "2026-02-04", + "equity": 10062.62, + "return_pct": 0.63 + }, + { + "date": "2026-02-05", + "equity": 9936.94, + "return_pct": -0.63 + }, + { + "date": "2026-02-06", + "equity": 10127.58, + "return_pct": 1.28 + }, + { + "date": "2026-02-09", + "equity": 10176.41, + "return_pct": 1.76 + }, + { + "date": "2026-02-10", + "equity": 10149.58, + "return_pct": 1.5 + }, + { + "date": "2026-02-11", + "equity": 10147.23, + "return_pct": 1.47 + }, + { + "date": "2026-02-12", + "equity": 9990.47, + "return_pct": -0.1 + }, + { + "date": "2026-02-13", + "equity": 9997.51, + "return_pct": -0.02 + }, + { + "date": "2026-02-17", + "equity": 10013.64, + "return_pct": 0.14 + }, + { + "date": "2026-02-18", + "equity": 10064.08, + "return_pct": 0.64 + }, + { + "date": "2026-02-19", + "equity": 10037.54, + "return_pct": 0.38 + }, + { + "date": "2026-02-20", + "equity": 10110.13, + "return_pct": 1.1 + }, + { + "date": "2026-02-23", + "equity": 10006.89, + "return_pct": 0.07 + }, + { + "date": "2026-02-24", + "equity": 10079.63, + "return_pct": 0.8 + }, + { + "date": "2026-02-25", + "equity": 10164.68, + "return_pct": 1.65 + }, + { + "date": "2026-02-26", + "equity": 10108.22, + "return_pct": 1.08 + }, + { + "date": "2026-02-27", + "equity": 10059.68, + "return_pct": 0.6 + }, + { + "date": "2026-03-02", + "equity": 10065.4, + "return_pct": 0.65 + }, + { + "date": "2026-03-03", + "equity": 9976.68, + "return_pct": -0.23 + }, + { + "date": "2026-03-04", + "equity": 10047.07, + "return_pct": 0.47 + }, + { + "date": "2026-03-05", + "equity": 9991.05, + "return_pct": -0.09 + }, + { + "date": "2026-03-06", + "equity": 9860.1, + "return_pct": -1.4 + }, + { + "date": "2026-03-09", + "equity": 9946.47, + "return_pct": -0.54 + }, + { + "date": "2026-03-10", + "equity": 9930.49, + "return_pct": -0.7 + }, + { + "date": "2026-03-11", + "equity": 9918.03, + "return_pct": -0.82 + }, + { + "date": "2026-03-12", + "equity": 9767.42, + "return_pct": -2.33 + }, + { + "date": "2026-03-13", + "equity": 9712.14, + "return_pct": -2.88 + }, + { + "date": "2026-03-16", + "equity": 9810.97, + "return_pct": -1.89 + }, + { + "date": "2026-03-17", + "equity": 9836.78, + "return_pct": -1.63 + }, + { + "date": "2026-03-18", + "equity": 9699.52, + "return_pct": -3.0 + }, + { + "date": "2026-03-19", + "equity": 9675.62, + "return_pct": -3.24 + }, + { + "date": "2026-03-20", + "equity": 9510.94, + "return_pct": -4.89 + }, + { + "date": "2026-03-23", + "equity": 9610.8, + "return_pct": -3.89 + }, + { + "date": "2026-03-24", + "equity": 9578.54, + "return_pct": -4.21 + }, + { + "date": "2026-03-25", + "equity": 9631.92, + "return_pct": -3.68 + }, + { + "date": "2026-03-26", + "equity": 9459.91, + "return_pct": -5.4 + }, + { + "date": "2026-03-27", + "equity": 9298.6, + "return_pct": -7.01 + }, + { + "date": "2026-03-30", + "equity": 9267.51, + "return_pct": -7.32 + }, + { + "date": "2026-03-31", + "equity": 9536.9, + "return_pct": -4.63 + }, + { + "date": "2026-04-01", + "equity": 9608.75, + "return_pct": -3.91 + }, + { + "date": "2026-04-02", + "equity": 9617.4, + "return_pct": -3.83 + }, + { + "date": "2026-04-06", + "equity": 9662.86, + "return_pct": -3.37 + }, + { + "date": "2026-04-07", + "equity": 9667.12, + "return_pct": -3.33 + }, + { + "date": "2026-04-08", + "equity": 9913.33, + "return_pct": -0.87 + }, + { + "date": "2026-04-09", + "equity": 9970.52, + "return_pct": -0.29 + }, + { + "date": "2026-04-10", + "equity": 9963.93, + "return_pct": -0.36 + }, + { + "date": "2026-04-13", + "equity": 10061.3, + "return_pct": 0.61 + }, + { + "date": "2026-04-14", + "equity": 10183.89, + "return_pct": 1.84 + }, + { + "date": "2026-04-15", + "equity": 10264.25, + "return_pct": 2.64 + }, + { + "date": "2026-04-16", + "equity": 10289.48, + "return_pct": 2.89 + }, + { + "date": "2026-04-17", + "equity": 10413.83, + "return_pct": 4.14 + }, + { + "date": "2026-04-20", + "equity": 10393.01, + "return_pct": 3.93 + }, + { + "date": "2026-04-21", + "equity": 10324.96, + "return_pct": 3.25 + }, + { + "date": "2026-04-22", + "equity": 10429.52, + "return_pct": 4.3 + }, + { + "date": "2026-04-23", + "equity": 10389.05, + "return_pct": 3.89 + }, + { + "date": "2026-04-24", + "equity": 10469.56, + "return_pct": 4.7 + }, + { + "date": "2026-04-27", + "equity": 10487.59, + "return_pct": 4.88 + }, + { + "date": "2026-04-28", + "equity": 10436.56, + "return_pct": 4.37 + }, + { + "date": "2026-04-29", + "equity": 10434.95, + "return_pct": 4.35 + }, + { + "date": "2026-04-30", + "equity": 10538.77, + "return_pct": 5.39 + }, + { + "date": "2026-05-01", + "equity": 10567.96, + "return_pct": 5.68 + }, + { + "date": "2026-05-04", + "equity": 10529.24, + "return_pct": 5.29 + }, + { + "date": "2026-05-05", + "equity": 10613.71, + "return_pct": 6.14 + }, + { + "date": "2026-05-06", + "equity": 10761.23, + "return_pct": 7.61 + }, + { + "date": "2026-05-07", + "equity": 10728.24, + "return_pct": 7.28 + }, + { + "date": "2026-05-08", + "equity": 10816.81, + "return_pct": 8.17 + }, + { + "date": "2026-05-11", + "equity": 10841.45, + "return_pct": 8.41 + }, + { + "date": "2026-05-12", + "equity": 10825.02, + "return_pct": 8.25 + }, + { + "date": "2026-05-13", + "equity": 10885.59, + "return_pct": 8.86 + }, + { + "date": "2026-05-14", + "equity": 10971.52, + "return_pct": 9.72 + }, + { + "date": "2026-05-15", + "equity": 10839.54, + "return_pct": 8.4 + }, + { + "date": "2026-05-18", + "equity": 10831.92, + "return_pct": 8.32 + }, + { + "date": "2026-05-19", + "equity": 10759.77, + "return_pct": 7.6 + }, + { + "date": "2026-05-20", + "equity": 10870.04, + "return_pct": 8.7 + }, + { + "date": "2026-05-21", + "equity": 10891.6, + "return_pct": 8.92 + }, + { + "date": "2026-05-22", + "equity": 10934.42, + "return_pct": 9.34 + }, + { + "date": "2026-05-26", + "equity": 11007.01, + "return_pct": 10.07 + }, + { + "date": "2026-05-27", + "equity": 11005.1, + "return_pct": 10.05 + }, + { + "date": "2026-05-28", + "equity": 11065.81, + "return_pct": 10.66 + }, + { + "date": "2026-05-29", + "equity": 11093.38, + "return_pct": 10.93 + }, + { + "date": "2026-06-01", + "equity": 11123.59, + "return_pct": 11.24 + }, + { + "date": "2026-06-02", + "equity": 11138.7, + "return_pct": 11.39 + }, + { + "date": "2026-06-03", + "equity": 11060.53, + "return_pct": 10.61 + }, + { + "date": "2026-06-04", + "equity": 11102.33, + "return_pct": 11.02 + }, + { + "date": "2026-06-05", + "equity": 10815.78, + "return_pct": 8.16 + }, + { + "date": "2026-06-08", + "equity": 10840.27, + "return_pct": 8.4 + }, + { + "date": "2026-06-09", + "equity": 10808.45, + "return_pct": 8.08 + }, + { + "date": "2026-06-10", + "equity": 10638.05, + "return_pct": 6.38 + }, + { + "date": "2026-06-11", + "equity": 10818.86, + "return_pct": 8.19 + }, + { + "date": "2026-06-12", + "equity": 10877.38, + "return_pct": 8.77 + }, + { + "date": "2026-06-15", + "equity": 11069.19, + "return_pct": 10.69 + }, + { + "date": "2026-06-16", + "equity": 11003.2, + "return_pct": 10.03 + }, + { + "date": "2026-06-17", + "equity": 10865.79, + "return_pct": 8.66 + }, + { + "date": "2026-06-18", + "equity": 10950.55, + "return_pct": 9.51 + }, + { + "date": "2026-06-22", + "equity": 10916.09, + "return_pct": 9.16 + }, + { + "date": "2026-06-23", + "equity": 10757.57, + "return_pct": 7.58 + }, + { + "date": "2026-06-24", + "equity": 10752.58, + "return_pct": 7.53 + }, + { + "date": "2026-06-25", + "equity": 10768.13, + "return_pct": 7.68 + }, + { + "date": "2026-06-26", + "equity": 10690.26, + "return_pct": 6.9 + }, + { + "date": "2026-06-29", + "equity": 10866.38, + "return_pct": 8.66 + }, + { + "date": "2026-06-30", + "equity": 10950.99, + "return_pct": 9.51 + }, + { + "date": "2026-07-01", + "equity": 10936.18, + "return_pct": 9.36 + }, + { + "date": "2026-07-02", + "equity": 10921.81, + "return_pct": 9.22 + } + ] + }, + { + "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", + "ranking_key": "activation_momentum_percentile", + "exit_policy": "hold", + "live_exit_mode": null, + "lookback": "1y", + "lookback_label": "1 year", + "starting_capital": 10000.0, + "final_equity": 15685.86, + "total_return_pct": 56.9, + "cagr_pct": 56.9, + "max_drawdown_pct": 9.4, + "sharpe": 2.33, + "trades": 69, + "win_rate": 39.1, + "avg_trade_pnl": 82.4, + "best_trade_r": 12.87, + "worst_trade_r": -2.68, + "best_trade_pnl": 1656.12, + "worst_trade_pnl": -169.95, + "avg_hold_days": 17.3, + "exit_reasons": { + "stop": 39, + "time": 30 + }, + "skipped_book_full": 0, + "spy_return_pct": 20.0, + "yearly_returns": [ + { + "year": 2025, + "return_pct": 23.6 + }, + { + "year": 2026, + "return_pct": 27.0 + } + ], + "start_date": "2025-07-02", + "end_date": "2026-07-02", + "equity_curve": [ + { + "date": "2025-07-02", + "equity": 9998.0, + "return_pct": 0.0 + }, + { + "date": "2025-07-03", + "equity": 9992.67, + "return_pct": -0.05 + }, + { + "date": "2025-07-07", + "equity": 10001.33, + "return_pct": 0.03 + }, + { + "date": "2025-07-08", + "equity": 9917.68, + "return_pct": -0.8 + }, + { + "date": "2025-07-09", + "equity": 9917.68, + "return_pct": -0.8 + }, + { + "date": "2025-07-10", + "equity": 9907.77, + "return_pct": -0.9 + }, + { + "date": "2025-07-11", + "equity": 9946.33, + "return_pct": -0.52 + }, + { + "date": "2025-07-14", + "equity": 10085.35, + "return_pct": 0.87 + }, + { + "date": "2025-07-15", + "equity": 10114.28, + "return_pct": 1.16 + }, + { + "date": "2025-07-16", + "equity": 10193.44, + "return_pct": 1.95 + }, + { + "date": "2025-07-17", + "equity": 10271.08, + "return_pct": 2.73 + }, + { + "date": "2025-07-18", + "equity": 10207.33, + "return_pct": 2.09 + }, + { + "date": "2025-07-21", + "equity": 10256.22, + "return_pct": 2.58 + }, + { + "date": "2025-07-22", + "equity": 10069.4, + "return_pct": 0.71 + }, + { + "date": "2025-07-23", + "equity": 10195.13, + "return_pct": 1.97 + }, + { + "date": "2025-07-24", + "equity": 10221.79, + "return_pct": 2.24 + }, + { + "date": "2025-07-25", + "equity": 10293.54, + "return_pct": 2.96 + }, + { + "date": "2025-07-28", + "equity": 10412.82, + "return_pct": 4.15 + }, + { + "date": "2025-07-29", + "equity": 10384.57, + "return_pct": 3.87 + }, + { + "date": "2025-07-30", + "equity": 10429.52, + "return_pct": 4.32 + }, + { + "date": "2025-07-31", + "equity": 10498.41, + "return_pct": 5.01 + }, + { + "date": "2025-08-01", + "equity": 10184.43, + "return_pct": 1.86 + }, + { + "date": "2025-08-04", + "equity": 10463.0, + "return_pct": 4.65 + }, + { + "date": "2025-08-05", + "equity": 10571.14, + "return_pct": 5.73 + }, + { + "date": "2025-08-06", + "equity": 10628.44, + "return_pct": 6.31 + }, + { + "date": "2025-08-07", + "equity": 10891.29, + "return_pct": 8.93 + }, + { + "date": "2025-08-08", + "equity": 10967.6, + "return_pct": 9.7 + }, + { + "date": "2025-08-11", + "equity": 10879.24, + "return_pct": 8.81 + }, + { + "date": "2025-08-12", + "equity": 10961.4, + "return_pct": 9.64 + }, + { + "date": "2025-08-13", + "equity": 10821.71, + "return_pct": 8.24 + }, + { + "date": "2025-08-14", + "equity": 10532.83, + "return_pct": 5.35 + }, + { + "date": "2025-08-15", + "equity": 10535.4, + "return_pct": 5.38 + }, + { + "date": "2025-08-18", + "equity": 10689.92, + "return_pct": 6.92 + }, + { + "date": "2025-08-19", + "equity": 10494.82, + "return_pct": 4.97 + }, + { + "date": "2025-08-20", + "equity": 10370.69, + "return_pct": 3.73 + }, + { + "date": "2025-08-21", + "equity": 10432.5, + "return_pct": 4.35 + }, + { + "date": "2025-08-22", + "equity": 10716.37, + "return_pct": 7.19 + }, + { + "date": "2025-08-25", + "equity": 10802.34, + "return_pct": 8.04 + }, + { + "date": "2025-08-26", + "equity": 10943.23, + "return_pct": 9.45 + }, + { + "date": "2025-08-27", + "equity": 10993.23, + "return_pct": 9.95 + }, + { + "date": "2025-08-28", + "equity": 11178.78, + "return_pct": 11.81 + }, + { + "date": "2025-08-29", + "equity": 11009.67, + "return_pct": 10.12 + }, + { + "date": "2025-09-02", + "equity": 10901.76, + "return_pct": 9.04 + }, + { + "date": "2025-09-03", + "equity": 10879.15, + "return_pct": 8.81 + }, + { + "date": "2025-09-04", + "equity": 10827.06, + "return_pct": 8.29 + }, + { + "date": "2025-09-05", + "equity": 10798.86, + "return_pct": 8.01 + }, + { + "date": "2025-09-08", + "equity": 10831.72, + "return_pct": 8.34 + }, + { + "date": "2025-09-09", + "equity": 10767.65, + "return_pct": 7.7 + }, + { + "date": "2025-09-10", + "equity": 10838.6, + "return_pct": 8.41 + }, + { + "date": "2025-09-11", + "equity": 11017.53, + "return_pct": 10.2 + }, + { + "date": "2025-09-12", + "equity": 11065.86, + "return_pct": 10.68 + }, + { + "date": "2025-09-15", + "equity": 11172.72, + "return_pct": 11.75 + }, + { + "date": "2025-09-16", + "equity": 11161.08, + "return_pct": 11.63 + }, + { + "date": "2025-09-17", + "equity": 11218.47, + "return_pct": 12.21 + }, + { + "date": "2025-09-18", + "equity": 11456.09, + "return_pct": 14.58 + }, + { + "date": "2025-09-19", + "equity": 11531.94, + "return_pct": 15.34 + }, + { + "date": "2025-09-22", + "equity": 11468.96, + "return_pct": 14.71 + }, + { + "date": "2025-09-23", + "equity": 11373.48, + "return_pct": 13.76 + }, + { + "date": "2025-09-24", + "equity": 11396.84, + "return_pct": 13.99 + }, + { + "date": "2025-09-25", + "equity": 11152.14, + "return_pct": 11.54 + }, + { + "date": "2025-09-26", + "equity": 11306.85, + "return_pct": 13.09 + }, + { + "date": "2025-09-29", + "equity": 11496.07, + "return_pct": 14.98 + }, + { + "date": "2025-09-30", + "equity": 11547.85, + "return_pct": 15.5 + }, + { + "date": "2025-10-01", + "equity": 11853.18, + "return_pct": 18.56 + }, + { + "date": "2025-10-02", + "equity": 11876.53, + "return_pct": 18.79 + }, + { + "date": "2025-10-03", + "equity": 11877.37, + "return_pct": 18.8 + }, + { + "date": "2025-10-06", + "equity": 12187.08, + "return_pct": 21.9 + }, + { + "date": "2025-10-07", + "equity": 12024.89, + "return_pct": 20.27 + }, + { + "date": "2025-10-08", + "equity": 12263.42, + "return_pct": 22.66 + }, + { + "date": "2025-10-09", + "equity": 12118.0, + "return_pct": 21.2 + }, + { + "date": "2025-10-10", + "equity": 11577.46, + "return_pct": 15.8 + }, + { + "date": "2025-10-13", + "equity": 11840.34, + "return_pct": 18.43 + }, + { + "date": "2025-10-14", + "equity": 11611.19, + "return_pct": 16.14 + }, + { + "date": "2025-10-15", + "equity": 11688.38, + "return_pct": 16.91 + }, + { + "date": "2025-10-16", + "equity": 11633.24, + "return_pct": 16.36 + }, + { + "date": "2025-10-17", + "equity": 11683.15, + "return_pct": 16.85 + }, + { + "date": "2025-10-20", + "equity": 11740.05, + "return_pct": 17.42 + }, + { + "date": "2025-10-21", + "equity": 11677.77, + "return_pct": 16.8 + }, + { + "date": "2025-10-22", + "equity": 11379.79, + "return_pct": 13.82 + }, + { + "date": "2025-10-23", + "equity": 11230.4, + "return_pct": 12.33 + }, + { + "date": "2025-10-24", + "equity": 11409.08, + "return_pct": 14.11 + }, + { + "date": "2025-10-27", + "equity": 11577.29, + "return_pct": 15.8 + }, + { + "date": "2025-10-28", + "equity": 11480.9, + "return_pct": 14.83 + }, + { + "date": "2025-10-29", + "equity": 11429.05, + "return_pct": 14.31 + }, + { + "date": "2025-10-30", + "equity": 11177.9, + "return_pct": 11.8 + }, + { + "date": "2025-10-31", + "equity": 11612.83, + "return_pct": 16.15 + }, + { + "date": "2025-11-03", + "equity": 11564.25, + "return_pct": 15.67 + }, + { + "date": "2025-11-04", + "equity": 11592.66, + "return_pct": 15.95 + }, + { + "date": "2025-11-05", + "equity": 11798.17, + "return_pct": 18.01 + }, + { + "date": "2025-11-06", + "equity": 11663.69, + "return_pct": 16.66 + }, + { + "date": "2025-11-07", + "equity": 11750.63, + "return_pct": 17.53 + }, + { + "date": "2025-11-10", + "equity": 11839.76, + "return_pct": 18.42 + }, + { + "date": "2025-11-11", + "equity": 11682.73, + "return_pct": 16.85 + }, + { + "date": "2025-11-12", + "equity": 11649.98, + "return_pct": 16.52 + }, + { + "date": "2025-11-13", + "equity": 11392.07, + "return_pct": 13.94 + }, + { + "date": "2025-11-14", + "equity": 11405.46, + "return_pct": 14.08 + }, + { + "date": "2025-11-17", + "equity": 11333.81, + "return_pct": 13.36 + }, + { + "date": "2025-11-18", + "equity": 11361.32, + "return_pct": 13.64 + }, + { + "date": "2025-11-19", + "equity": 11200.91, + "return_pct": 12.03 + }, + { + "date": "2025-11-20", + "equity": 11104.57, + "return_pct": 11.07 + }, + { + "date": "2025-11-21", + "equity": 11235.98, + "return_pct": 12.38 + }, + { + "date": "2025-11-24", + "equity": 11248.8, + "return_pct": 12.51 + }, + { + "date": "2025-11-25", + "equity": 11386.03, + "return_pct": 13.88 + }, + { + "date": "2025-11-26", + "equity": 11650.37, + "return_pct": 16.53 + }, + { + "date": "2025-11-28", + "equity": 11690.61, + "return_pct": 16.93 + }, + { + "date": "2025-12-01", + "equity": 11581.94, + "return_pct": 15.84 + }, + { + "date": "2025-12-02", + "equity": 11582.15, + "return_pct": 15.84 + }, + { + "date": "2025-12-03", + "equity": 11584.97, + "return_pct": 15.87 + }, + { + "date": "2025-12-04", + "equity": 11986.05, + "return_pct": 19.88 + }, + { + "date": "2025-12-05", + "equity": 12423.39, + "return_pct": 24.26 + }, + { + "date": "2025-12-08", + "equity": 12280.23, + "return_pct": 22.83 + }, + { + "date": "2025-12-09", + "equity": 12339.23, + "return_pct": 23.42 + }, + { + "date": "2025-12-10", + "equity": 12442.19, + "return_pct": 24.45 + }, + { + "date": "2025-12-11", + "equity": 12632.4, + "return_pct": 26.35 + }, + { + "date": "2025-12-12", + "equity": 12594.29, + "return_pct": 25.97 + }, + { + "date": "2025-12-15", + "equity": 12568.87, + "return_pct": 25.71 + }, + { + "date": "2025-12-16", + "equity": 12602.54, + "return_pct": 26.05 + }, + { + "date": "2025-12-17", + "equity": 12487.59, + "return_pct": 24.9 + }, + { + "date": "2025-12-18", + "equity": 12435.07, + "return_pct": 24.38 + }, + { + "date": "2025-12-19", + "equity": 12486.26, + "return_pct": 24.89 + }, + { + "date": "2025-12-22", + "equity": 12465.68, + "return_pct": 24.68 + }, + { + "date": "2025-12-23", + "equity": 12343.39, + "return_pct": 23.46 + }, + { + "date": "2025-12-24", + "equity": 12466.1, + "return_pct": 24.69 + }, + { + "date": "2025-12-26", + "equity": 12529.54, + "return_pct": 25.32 + }, + { + "date": "2025-12-29", + "equity": 12544.0, + "return_pct": 25.47 + }, + { + "date": "2025-12-30", + "equity": 12494.84, + "return_pct": 24.97 + }, + { + "date": "2025-12-31", + "equity": 12352.9, + "return_pct": 23.55 + }, + { + "date": "2026-01-02", + "equity": 12579.59, + "return_pct": 25.82 + }, + { + "date": "2026-01-05", + "equity": 12665.1, + "return_pct": 26.68 + }, + { + "date": "2026-01-06", + "equity": 12868.51, + "return_pct": 28.71 + }, + { + "date": "2026-01-07", + "equity": 12766.81, + "return_pct": 27.69 + }, + { + "date": "2026-01-08", + "equity": 12985.27, + "return_pct": 29.88 + }, + { + "date": "2026-01-09", + "equity": 12984.55, + "return_pct": 29.87 + }, + { + "date": "2026-01-12", + "equity": 13204.45, + "return_pct": 32.07 + }, + { + "date": "2026-01-13", + "equity": 13269.02, + "return_pct": 32.72 + }, + { + "date": "2026-01-14", + "equity": 13317.96, + "return_pct": 33.21 + }, + { + "date": "2026-01-15", + "equity": 13484.32, + "return_pct": 34.87 + }, + { + "date": "2026-01-16", + "equity": 13415.84, + "return_pct": 34.19 + }, + { + "date": "2026-01-20", + "equity": 13207.0, + "return_pct": 32.1 + }, + { + "date": "2026-01-21", + "equity": 13566.77, + "return_pct": 35.69 + }, + { + "date": "2026-01-22", + "equity": 13547.42, + "return_pct": 35.5 + }, + { + "date": "2026-01-23", + "equity": 13725.79, + "return_pct": 37.29 + }, + { + "date": "2026-01-26", + "equity": 13722.14, + "return_pct": 37.25 + }, + { + "date": "2026-01-27", + "equity": 13428.94, + "return_pct": 34.32 + }, + { + "date": "2026-01-28", + "equity": 13408.12, + "return_pct": 34.11 + }, + { + "date": "2026-01-29", + "equity": 13318.47, + "return_pct": 33.21 + }, + { + "date": "2026-01-30", + "equity": 13177.88, + "return_pct": 31.81 + }, + { + "date": "2026-02-02", + "equity": 13349.6, + "return_pct": 33.52 + }, + { + "date": "2026-02-03", + "equity": 13454.79, + "return_pct": 34.57 + }, + { + "date": "2026-02-04", + "equity": 13243.33, + "return_pct": 32.46 + }, + { + "date": "2026-02-05", + "equity": 13351.84, + "return_pct": 33.55 + }, + { + "date": "2026-02-06", + "equity": 13737.79, + "return_pct": 37.41 + }, + { + "date": "2026-02-09", + "equity": 13645.56, + "return_pct": 36.48 + }, + { + "date": "2026-02-10", + "equity": 13555.49, + "return_pct": 35.58 + }, + { + "date": "2026-02-11", + "equity": 13819.96, + "return_pct": 38.23 + }, + { + "date": "2026-02-12", + "equity": 13797.47, + "return_pct": 38.0 + }, + { + "date": "2026-02-13", + "equity": 13920.98, + "return_pct": 39.24 + }, + { + "date": "2026-02-17", + "equity": 13867.74, + "return_pct": 38.71 + }, + { + "date": "2026-02-18", + "equity": 13801.73, + "return_pct": 38.04 + }, + { + "date": "2026-02-19", + "equity": 13720.29, + "return_pct": 37.23 + }, + { + "date": "2026-02-20", + "equity": 13802.61, + "return_pct": 38.05 + }, + { + "date": "2026-02-23", + "equity": 13861.21, + "return_pct": 38.64 + }, + { + "date": "2026-02-24", + "equity": 14060.46, + "return_pct": 40.63 + }, + { + "date": "2026-02-25", + "equity": 14089.43, + "return_pct": 40.92 + }, + { + "date": "2026-02-26", + "equity": 14030.77, + "return_pct": 40.34 + }, + { + "date": "2026-02-27", + "equity": 14038.59, + "return_pct": 40.41 + }, + { + "date": "2026-03-02", + "equity": 13836.87, + "return_pct": 38.4 + }, + { + "date": "2026-03-03", + "equity": 13740.85, + "return_pct": 37.44 + }, + { + "date": "2026-03-04", + "equity": 13692.52, + "return_pct": 36.95 + }, + { + "date": "2026-03-05", + "equity": 13470.2, + "return_pct": 34.73 + }, + { + "date": "2026-03-06", + "equity": 13409.28, + "return_pct": 34.12 + }, + { + "date": "2026-03-09", + "equity": 13437.74, + "return_pct": 34.4 + }, + { + "date": "2026-03-10", + "equity": 13325.54, + "return_pct": 33.28 + }, + { + "date": "2026-03-11", + "equity": 13293.85, + "return_pct": 32.97 + }, + { + "date": "2026-03-12", + "equity": 13261.3, + "return_pct": 32.64 + }, + { + "date": "2026-03-13", + "equity": 13250.88, + "return_pct": 32.54 + }, + { + "date": "2026-03-16", + "equity": 13269.31, + "return_pct": 32.72 + }, + { + "date": "2026-03-17", + "equity": 13400.88, + "return_pct": 34.04 + }, + { + "date": "2026-03-18", + "equity": 13254.99, + "return_pct": 32.58 + }, + { + "date": "2026-03-19", + "equity": 13169.07, + "return_pct": 31.72 + }, + { + "date": "2026-03-20", + "equity": 12953.93, + "return_pct": 29.57 + }, + { + "date": "2026-03-23", + "equity": 13070.94, + "return_pct": 30.74 + }, + { + "date": "2026-03-24", + "equity": 13001.15, + "return_pct": 30.04 + }, + { + "date": "2026-03-25", + "equity": 13003.22, + "return_pct": 30.06 + }, + { + "date": "2026-03-26", + "equity": 12917.99, + "return_pct": 29.21 + }, + { + "date": "2026-03-27", + "equity": 12890.19, + "return_pct": 28.93 + }, + { + "date": "2026-03-30", + "equity": 12857.22, + "return_pct": 28.6 + }, + { + "date": "2026-03-31", + "equity": 12904.42, + "return_pct": 29.07 + }, + { + "date": "2026-04-01", + "equity": 12916.27, + "return_pct": 29.19 + }, + { + "date": "2026-04-02", + "equity": 12916.92, + "return_pct": 29.2 + }, + { + "date": "2026-04-06", + "equity": 12906.19, + "return_pct": 29.09 + }, + { + "date": "2026-04-07", + "equity": 12881.77, + "return_pct": 28.84 + }, + { + "date": "2026-04-08", + "equity": 13347.42, + "return_pct": 33.5 + }, + { + "date": "2026-04-09", + "equity": 13465.2, + "return_pct": 34.68 + }, + { + "date": "2026-04-10", + "equity": 13545.55, + "return_pct": 35.48 + }, + { + "date": "2026-04-13", + "equity": 13573.58, + "return_pct": 35.76 + }, + { + "date": "2026-04-14", + "equity": 13813.51, + "return_pct": 38.16 + }, + { + "date": "2026-04-15", + "equity": 13652.83, + "return_pct": 36.56 + }, + { + "date": "2026-04-16", + "equity": 13798.61, + "return_pct": 38.01 + }, + { + "date": "2026-04-17", + "equity": 14018.37, + "return_pct": 40.21 + }, + { + "date": "2026-04-20", + "equity": 13972.14, + "return_pct": 39.75 + }, + { + "date": "2026-04-21", + "equity": 13959.56, + "return_pct": 39.62 + }, + { + "date": "2026-04-22", + "equity": 14214.35, + "return_pct": 42.17 + }, + { + "date": "2026-04-23", + "equity": 14275.32, + "return_pct": 42.78 + }, + { + "date": "2026-04-24", + "equity": 14689.84, + "return_pct": 46.93 + }, + { + "date": "2026-04-27", + "equity": 14712.42, + "return_pct": 47.15 + }, + { + "date": "2026-04-28", + "equity": 14472.86, + "return_pct": 44.76 + }, + { + "date": "2026-04-29", + "equity": 14586.61, + "return_pct": 45.9 + }, + { + "date": "2026-04-30", + "equity": 15147.46, + "return_pct": 51.5 + }, + { + "date": "2026-05-01", + "equity": 15142.89, + "return_pct": 51.46 + }, + { + "date": "2026-05-04", + "equity": 14994.84, + "return_pct": 49.98 + }, + { + "date": "2026-05-05", + "equity": 15290.9, + "return_pct": 52.94 + }, + { + "date": "2026-05-06", + "equity": 16008.11, + "return_pct": 60.11 + }, + { + "date": "2026-05-07", + "equity": 15746.46, + "return_pct": 57.5 + }, + { + "date": "2026-05-08", + "equity": 16152.83, + "return_pct": 61.56 + }, + { + "date": "2026-05-11", + "equity": 16296.18, + "return_pct": 62.99 + }, + { + "date": "2026-05-12", + "equity": 16238.41, + "return_pct": 62.42 + }, + { + "date": "2026-05-13", + "equity": 16384.18, + "return_pct": 63.87 + }, + { + "date": "2026-05-14", + "equity": 16419.17, + "return_pct": 64.22 + }, + { + "date": "2026-05-15", + "equity": 15969.79, + "return_pct": 59.73 + }, + { + "date": "2026-05-18", + "equity": 15804.05, + "return_pct": 58.07 + }, + { + "date": "2026-05-19", + "equity": 15778.87, + "return_pct": 57.82 + }, + { + "date": "2026-05-20", + "equity": 15408.56, + "return_pct": 54.12 + }, + { + "date": "2026-05-21", + "equity": 15358.81, + "return_pct": 53.62 + }, + { + "date": "2026-05-22", + "equity": 15469.99, + "return_pct": 54.73 + }, + { + "date": "2026-05-26", + "equity": 15304.3, + "return_pct": 53.07 + }, + { + "date": "2026-05-27", + "equity": 15376.01, + "return_pct": 53.79 + }, + { + "date": "2026-05-28", + "equity": 15384.29, + "return_pct": 53.87 + }, + { + "date": "2026-05-29", + "equity": 15368.4, + "return_pct": 53.71 + }, + { + "date": "2026-06-01", + "equity": 15409.65, + "return_pct": 54.13 + }, + { + "date": "2026-06-02", + "equity": 15344.81, + "return_pct": 53.48 + }, + { + "date": "2026-06-03", + "equity": 15462.28, + "return_pct": 54.65 + }, + { + "date": "2026-06-04", + "equity": 15470.36, + "return_pct": 54.73 + }, + { + "date": "2026-06-05", + "equity": 15452.07, + "return_pct": 54.55 + }, + { + "date": "2026-06-08", + "equity": 15407.25, + "return_pct": 54.1 + }, + { + "date": "2026-06-09", + "equity": 15514.02, + "return_pct": 55.17 + }, + { + "date": "2026-06-10", + "equity": 15433.94, + "return_pct": 54.37 + }, + { + "date": "2026-06-11", + "equity": 15528.19, + "return_pct": 55.31 + }, + { + "date": "2026-06-12", + "equity": 15529.67, + "return_pct": 55.33 + }, + { + "date": "2026-06-15", + "equity": 15506.44, + "return_pct": 55.1 + }, + { + "date": "2026-06-16", + "equity": 15456.52, + "return_pct": 54.6 + }, + { + "date": "2026-06-17", + "equity": 15506.93, + "return_pct": 55.1 + }, + { + "date": "2026-06-18", + "equity": 15472.5, + "return_pct": 54.76 + }, + { + "date": "2026-06-22", + "equity": 15524.07, + "return_pct": 55.27 + }, + { + "date": "2026-06-23", + "equity": 15482.55, + "return_pct": 54.86 + }, + { + "date": "2026-06-24", + "equity": 15522.09, + "return_pct": 55.25 + }, + { + "date": "2026-06-25", + "equity": 15561.14, + "return_pct": 55.64 + }, + { + "date": "2026-06-26", + "equity": 15792.95, + "return_pct": 57.96 + }, + { + "date": "2026-06-29", + "equity": 15800.04, + "return_pct": 58.03 + }, + { + "date": "2026-06-30", + "equity": 15793.45, + "return_pct": 57.97 + }, + { + "date": "2026-07-01", + "equity": 15685.86, + "return_pct": 56.89 + }, + { + "date": "2026-07-02", + "equity": 15685.86, + "return_pct": 56.89 + } + ], + "benchmark_curve": [ + { + "date": "2025-07-02", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2025-07-03", + "equity": 10078.81, + "return_pct": 0.79 + }, + { + "date": "2025-07-07", + "equity": 10003.71, + "return_pct": 0.04 + }, + { + "date": "2025-07-08", + "equity": 9998.23, + "return_pct": -0.02 + }, + { + "date": "2025-07-09", + "equity": 10058.18, + "return_pct": 0.58 + }, + { + "date": "2025-07-10", + "equity": 10086.55, + "return_pct": 0.87 + }, + { + "date": "2025-07-11", + "equity": 10051.09, + "return_pct": 0.51 + }, + { + "date": "2025-07-14", + "equity": 10070.27, + "return_pct": 0.7 + }, + { + "date": "2025-07-15", + "equity": 10027.24, + "return_pct": 0.27 + }, + { + "date": "2025-07-16", + "equity": 10060.76, + "return_pct": 0.61 + }, + { + "date": "2025-07-17", + "equity": 10122.33, + "return_pct": 1.22 + }, + { + "date": "2025-07-18", + "equity": 10114.92, + "return_pct": 1.15 + }, + { + "date": "2025-07-21", + "equity": 10134.1, + "return_pct": 1.34 + }, + { + "date": "2025-07-22", + "equity": 10135.55, + "return_pct": 1.36 + }, + { + "date": "2025-07-23", + "equity": 10221.77, + "return_pct": 2.22 + }, + { + "date": "2025-07-24", + "equity": 10225.16, + "return_pct": 2.25 + }, + { + "date": "2025-07-25", + "equity": 10268.35, + "return_pct": 2.68 + }, + { + "date": "2025-07-28", + "equity": 10265.77, + "return_pct": 2.66 + }, + { + "date": "2025-07-29", + "equity": 10238.7, + "return_pct": 2.39 + }, + { + "date": "2025-07-30", + "equity": 10225.8, + "return_pct": 2.26 + }, + { + "date": "2025-07-31", + "equity": 10187.44, + "return_pct": 1.87 + }, + { + "date": "2025-08-01", + "equity": 10020.47, + "return_pct": 0.2 + }, + { + "date": "2025-08-04", + "equity": 10172.78, + "return_pct": 1.73 + }, + { + "date": "2025-08-05", + "equity": 10121.2, + "return_pct": 1.21 + }, + { + "date": "2025-08-06", + "equity": 10198.73, + "return_pct": 1.99 + }, + { + "date": "2025-08-07", + "equity": 10190.18, + "return_pct": 1.9 + }, + { + "date": "2025-08-08", + "equity": 10269.64, + "return_pct": 2.7 + }, + { + "date": "2025-08-11", + "equity": 10249.34, + "return_pct": 2.49 + }, + { + "date": "2025-08-12", + "equity": 10358.45, + "return_pct": 3.58 + }, + { + "date": "2025-08-13", + "equity": 10393.91, + "return_pct": 3.94 + }, + { + "date": "2025-08-14", + "equity": 10394.87, + "return_pct": 3.95 + }, + { + "date": "2025-08-15", + "equity": 10370.54, + "return_pct": 3.71 + }, + { + "date": "2025-08-18", + "equity": 10368.28, + "return_pct": 3.68 + }, + { + "date": "2025-08-19", + "equity": 10312.03, + "return_pct": 3.12 + }, + { + "date": "2025-08-20", + "equity": 10284.63, + "return_pct": 2.85 + }, + { + "date": "2025-08-21", + "equity": 10243.37, + "return_pct": 2.43 + }, + { + "date": "2025-08-22", + "equity": 10400.68, + "return_pct": 4.01 + }, + { + "date": "2025-08-25", + "equity": 10354.9, + "return_pct": 3.55 + }, + { + "date": "2025-08-26", + "equity": 10398.26, + "return_pct": 3.98 + }, + { + "date": "2025-08-27", + "equity": 10421.95, + "return_pct": 4.22 + }, + { + "date": "2025-08-28", + "equity": 10458.86, + "return_pct": 4.59 + }, + { + "date": "2025-08-29", + "equity": 10396.49, + "return_pct": 3.96 + }, + { + "date": "2025-09-02", + "equity": 10319.45, + "return_pct": 3.19 + }, + { + "date": "2025-09-03", + "equity": 10375.37, + "return_pct": 3.75 + }, + { + "date": "2025-09-04", + "equity": 10462.08, + "return_pct": 4.62 + }, + { + "date": "2025-09-05", + "equity": 10431.78, + "return_pct": 4.32 + }, + { + "date": "2025-09-08", + "equity": 10457.41, + "return_pct": 4.57 + }, + { + "date": "2025-09-09", + "equity": 10481.59, + "return_pct": 4.82 + }, + { + "date": "2025-09-10", + "equity": 10511.89, + "return_pct": 5.12 + }, + { + "date": "2025-09-11", + "equity": 10599.24, + "return_pct": 5.99 + }, + { + "date": "2025-09-12", + "equity": 10595.7, + "return_pct": 5.96 + }, + { + "date": "2025-09-15", + "equity": 10652.11, + "return_pct": 6.52 + }, + { + "date": "2025-09-16", + "equity": 10637.44, + "return_pct": 6.37 + }, + { + "date": "2025-09-17", + "equity": 10624.22, + "return_pct": 6.24 + }, + { + "date": "2025-09-18", + "equity": 10673.87, + "return_pct": 6.74 + }, + { + "date": "2025-09-19", + "equity": 10697.07, + "return_pct": 6.97 + }, + { + "date": "2025-09-22", + "equity": 10747.68, + "return_pct": 7.48 + }, + { + "date": "2025-09-23", + "equity": 10689.18, + "return_pct": 6.89 + }, + { + "date": "2025-09-24", + "equity": 10655.17, + "return_pct": 6.55 + }, + { + "date": "2025-09-25", + "equity": 10606.01, + "return_pct": 6.06 + }, + { + "date": "2025-09-26", + "equity": 10666.77, + "return_pct": 6.67 + }, + { + "date": "2025-09-29", + "equity": 10696.75, + "return_pct": 6.97 + }, + { + "date": "2025-09-30", + "equity": 10737.05, + "return_pct": 7.37 + }, + { + "date": "2025-10-01", + "equity": 10773.63, + "return_pct": 7.74 + }, + { + "date": "2025-10-02", + "equity": 10786.04, + "return_pct": 7.86 + }, + { + "date": "2025-10-03", + "equity": 10785.88, + "return_pct": 7.86 + }, + { + "date": "2025-10-06", + "equity": 10824.56, + "return_pct": 8.25 + }, + { + "date": "2025-10-07", + "equity": 10784.43, + "return_pct": 7.84 + }, + { + "date": "2025-10-08", + "equity": 10848.74, + "return_pct": 8.49 + }, + { + "date": "2025-10-09", + "equity": 10817.31, + "return_pct": 8.17 + }, + { + "date": "2025-10-10", + "equity": 10524.94, + "return_pct": 5.25 + }, + { + "date": "2025-10-13", + "equity": 10686.44, + "return_pct": 6.86 + }, + { + "date": "2025-10-14", + "equity": 10673.38, + "return_pct": 6.73 + }, + { + "date": "2025-10-15", + "equity": 10720.77, + "return_pct": 7.21 + }, + { + "date": "2025-10-16", + "equity": 10647.76, + "return_pct": 6.48 + }, + { + "date": "2025-10-17", + "equity": 10708.2, + "return_pct": 7.08 + }, + { + "date": "2025-10-20", + "equity": 10819.57, + "return_pct": 8.2 + }, + { + "date": "2025-10-21", + "equity": 10819.41, + "return_pct": 8.19 + }, + { + "date": "2025-10-22", + "equity": 10763.16, + "return_pct": 7.63 + }, + { + "date": "2025-10-23", + "equity": 10826.98, + "return_pct": 8.27 + }, + { + "date": "2025-10-24", + "equity": 10915.46, + "return_pct": 9.15 + }, + { + "date": "2025-10-27", + "equity": 11044.24, + "return_pct": 10.44 + }, + { + "date": "2025-10-28", + "equity": 11073.58, + "return_pct": 10.74 + }, + { + "date": "2025-10-29", + "equity": 11078.89, + "return_pct": 10.79 + }, + { + "date": "2025-10-30", + "equity": 10957.05, + "return_pct": 9.57 + }, + { + "date": "2025-10-31", + "equity": 10992.99, + "return_pct": 9.93 + }, + { + "date": "2025-11-03", + "equity": 11013.62, + "return_pct": 10.14 + }, + { + "date": "2025-11-04", + "equity": 10883.07, + "return_pct": 8.83 + }, + { + "date": "2025-11-05", + "equity": 10920.78, + "return_pct": 9.21 + }, + { + "date": "2025-11-06", + "equity": 10803.61, + "return_pct": 8.04 + }, + { + "date": "2025-11-07", + "equity": 10814.25, + "return_pct": 8.14 + }, + { + "date": "2025-11-10", + "equity": 10983.0, + "return_pct": 9.83 + }, + { + "date": "2025-11-11", + "equity": 11008.14, + "return_pct": 10.08 + }, + { + "date": "2025-11-12", + "equity": 11014.26, + "return_pct": 10.14 + }, + { + "date": "2025-11-13", + "equity": 10831.49, + "return_pct": 8.31 + }, + { + "date": "2025-11-14", + "equity": 10829.72, + "return_pct": 8.3 + }, + { + "date": "2025-11-17", + "equity": 10728.83, + "return_pct": 7.29 + }, + { + "date": "2025-11-18", + "equity": 10638.73, + "return_pct": 6.39 + }, + { + "date": "2025-11-19", + "equity": 10679.83, + "return_pct": 6.8 + }, + { + "date": "2025-11-20", + "equity": 10517.04, + "return_pct": 5.17 + }, + { + "date": "2025-11-21", + "equity": 10621.81, + "return_pct": 6.22 + }, + { + "date": "2025-11-24", + "equity": 10778.14, + "return_pct": 7.78 + }, + { + "date": "2025-11-25", + "equity": 10879.52, + "return_pct": 8.8 + }, + { + "date": "2025-11-26", + "equity": 10954.63, + "return_pct": 9.55 + }, + { + "date": "2025-11-28", + "equity": 11014.43, + "return_pct": 10.14 + }, + { + "date": "2025-12-01", + "equity": 10964.14, + "return_pct": 9.64 + }, + { + "date": "2025-12-02", + "equity": 10984.45, + "return_pct": 9.84 + }, + { + "date": "2025-12-03", + "equity": 11022.48, + "return_pct": 10.22 + }, + { + "date": "2025-12-04", + "equity": 11030.54, + "return_pct": 10.31 + }, + { + "date": "2025-12-05", + "equity": 11051.49, + "return_pct": 10.51 + }, + { + "date": "2025-12-08", + "equity": 11018.29, + "return_pct": 10.18 + }, + { + "date": "2025-12-09", + "equity": 11008.78, + "return_pct": 10.09 + }, + { + "date": "2025-12-10", + "equity": 11081.8, + "return_pct": 10.82 + }, + { + "date": "2025-12-11", + "equity": 11107.58, + "return_pct": 11.08 + }, + { + "date": "2025-12-12", + "equity": 10988.15, + "return_pct": 9.88 + }, + { + "date": "2025-12-15", + "equity": 10971.55, + "return_pct": 9.72 + }, + { + "date": "2025-12-16", + "equity": 10941.57, + "return_pct": 9.42 + }, + { + "date": "2025-12-17", + "equity": 10821.18, + "return_pct": 8.21 + }, + { + "date": "2025-12-18", + "equity": 10902.89, + "return_pct": 9.03 + }, + { + "date": "2025-12-19", + "equity": 10969.3, + "return_pct": 9.69 + }, + { + "date": "2025-12-22", + "equity": 11037.63, + "return_pct": 10.38 + }, + { + "date": "2025-12-23", + "equity": 11088.08, + "return_pct": 10.88 + }, + { + "date": "2025-12-24", + "equity": 11127.09, + "return_pct": 11.27 + }, + { + "date": "2025-12-26", + "equity": 11125.96, + "return_pct": 11.26 + }, + { + "date": "2025-12-29", + "equity": 11086.31, + "return_pct": 10.86 + }, + { + "date": "2025-12-30", + "equity": 11072.77, + "return_pct": 10.73 + }, + { + "date": "2025-12-31", + "equity": 10990.73, + "return_pct": 9.91 + }, + { + "date": "2026-01-02", + "equity": 11010.88, + "return_pct": 10.11 + }, + { + "date": "2026-01-05", + "equity": 11084.21, + "return_pct": 10.84 + }, + { + "date": "2026-01-06", + "equity": 11150.13, + "return_pct": 11.5 + }, + { + "date": "2026-01-07", + "equity": 11114.19, + "return_pct": 11.14 + }, + { + "date": "2026-01-08", + "equity": 11113.06, + "return_pct": 11.13 + }, + { + "date": "2026-01-09", + "equity": 11186.56, + "return_pct": 11.87 + }, + { + "date": "2026-01-12", + "equity": 11204.13, + "return_pct": 12.04 + }, + { + "date": "2026-01-13", + "equity": 11181.72, + "return_pct": 11.82 + }, + { + "date": "2026-01-14", + "equity": 11126.76, + "return_pct": 11.27 + }, + { + "date": "2026-01-15", + "equity": 11157.06, + "return_pct": 11.57 + }, + { + "date": "2026-01-16", + "equity": 11147.72, + "return_pct": 11.48 + }, + { + "date": "2026-01-20", + "equity": 10920.78, + "return_pct": 9.21 + }, + { + "date": "2026-01-21", + "equity": 11046.82, + "return_pct": 10.47 + }, + { + "date": "2026-01-22", + "equity": 11104.52, + "return_pct": 11.05 + }, + { + "date": "2026-01-23", + "equity": 11108.55, + "return_pct": 11.09 + }, + { + "date": "2026-01-26", + "equity": 11164.96, + "return_pct": 11.65 + }, + { + "date": "2026-01-27", + "equity": 11209.44, + "return_pct": 12.09 + }, + { + "date": "2026-01-28", + "equity": 11208.32, + "return_pct": 12.08 + }, + { + "date": "2026-01-29", + "equity": 11186.07, + "return_pct": 11.86 + }, + { + "date": "2026-01-30", + "equity": 11152.71, + "return_pct": 11.53 + }, + { + "date": "2026-02-02", + "equity": 11208.16, + "return_pct": 12.08 + }, + { + "date": "2026-02-03", + "equity": 11113.39, + "return_pct": 11.13 + }, + { + "date": "2026-02-04", + "equity": 11059.55, + "return_pct": 10.6 + }, + { + "date": "2026-02-05", + "equity": 10921.43, + "return_pct": 9.21 + }, + { + "date": "2026-02-06", + "equity": 11130.95, + "return_pct": 11.31 + }, + { + "date": "2026-02-09", + "equity": 11184.62, + "return_pct": 11.85 + }, + { + "date": "2026-02-10", + "equity": 11155.13, + "return_pct": 11.55 + }, + { + "date": "2026-02-11", + "equity": 11152.55, + "return_pct": 11.53 + }, + { + "date": "2026-02-12", + "equity": 10980.26, + "return_pct": 9.8 + }, + { + "date": "2026-02-13", + "equity": 10987.99, + "return_pct": 9.88 + }, + { + "date": "2026-02-17", + "equity": 11005.72, + "return_pct": 10.06 + }, + { + "date": "2026-02-18", + "equity": 11061.17, + "return_pct": 10.61 + }, + { + "date": "2026-02-19", + "equity": 11031.99, + "return_pct": 10.32 + }, + { + "date": "2026-02-20", + "equity": 11111.77, + "return_pct": 11.12 + }, + { + "date": "2026-02-23", + "equity": 10998.31, + "return_pct": 9.98 + }, + { + "date": "2026-02-24", + "equity": 11078.25, + "return_pct": 10.78 + }, + { + "date": "2026-02-25", + "equity": 11171.73, + "return_pct": 11.72 + }, + { + "date": "2026-02-26", + "equity": 11109.68, + "return_pct": 11.1 + }, + { + "date": "2026-02-27", + "equity": 11056.33, + "return_pct": 10.56 + }, + { + "date": "2026-03-02", + "equity": 11062.62, + "return_pct": 10.63 + }, + { + "date": "2026-03-03", + "equity": 10965.11, + "return_pct": 9.65 + }, + { + "date": "2026-03-04", + "equity": 11042.47, + "return_pct": 10.42 + }, + { + "date": "2026-03-05", + "equity": 10980.9, + "return_pct": 9.81 + }, + { + "date": "2026-03-06", + "equity": 10836.97, + "return_pct": 8.37 + }, + { + "date": "2026-03-09", + "equity": 10931.9, + "return_pct": 9.32 + }, + { + "date": "2026-03-10", + "equity": 10914.34, + "return_pct": 9.14 + }, + { + "date": "2026-03-11", + "equity": 10900.64, + "return_pct": 9.01 + }, + { + "date": "2026-03-12", + "equity": 10735.11, + "return_pct": 7.35 + }, + { + "date": "2026-03-13", + "equity": 10674.35, + "return_pct": 6.74 + }, + { + "date": "2026-03-16", + "equity": 10782.98, + "return_pct": 7.83 + }, + { + "date": "2026-03-17", + "equity": 10811.35, + "return_pct": 8.11 + }, + { + "date": "2026-03-18", + "equity": 10660.49, + "return_pct": 6.6 + }, + { + "date": "2026-03-19", + "equity": 10634.22, + "return_pct": 6.34 + }, + { + "date": "2026-03-20", + "equity": 10453.22, + "return_pct": 4.53 + }, + { + "date": "2026-03-23", + "equity": 10562.98, + "return_pct": 5.63 + }, + { + "date": "2026-03-24", + "equity": 10527.52, + "return_pct": 5.28 + }, + { + "date": "2026-03-25", + "equity": 10586.19, + "return_pct": 5.86 + }, + { + "date": "2026-03-26", + "equity": 10397.13, + "return_pct": 3.97 + }, + { + "date": "2026-03-27", + "equity": 10219.84, + "return_pct": 2.2 + }, + { + "date": "2026-03-30", + "equity": 10185.67, + "return_pct": 1.86 + }, + { + "date": "2026-03-31", + "equity": 10481.75, + "return_pct": 4.82 + }, + { + "date": "2026-04-01", + "equity": 10560.72, + "return_pct": 5.61 + }, + { + "date": "2026-04-02", + "equity": 10570.23, + "return_pct": 5.7 + }, + { + "date": "2026-04-06", + "equity": 10620.2, + "return_pct": 6.2 + }, + { + "date": "2026-04-07", + "equity": 10624.87, + "return_pct": 6.25 + }, + { + "date": "2026-04-08", + "equity": 10895.48, + "return_pct": 8.95 + }, + { + "date": "2026-04-09", + "equity": 10958.34, + "return_pct": 9.58 + }, + { + "date": "2026-04-10", + "equity": 10951.08, + "return_pct": 9.51 + }, + { + "date": "2026-04-13", + "equity": 11058.1, + "return_pct": 10.58 + }, + { + "date": "2026-04-14", + "equity": 11192.84, + "return_pct": 11.93 + }, + { + "date": "2026-04-15", + "equity": 11281.17, + "return_pct": 12.81 + }, + { + "date": "2026-04-16", + "equity": 11308.89, + "return_pct": 13.09 + }, + { + "date": "2026-04-17", + "equity": 11445.56, + "return_pct": 14.46 + }, + { + "date": "2026-04-20", + "equity": 11422.68, + "return_pct": 14.23 + }, + { + "date": "2026-04-21", + "equity": 11347.89, + "return_pct": 13.48 + }, + { + "date": "2026-04-22", + "equity": 11462.81, + "return_pct": 14.63 + }, + { + "date": "2026-04-23", + "equity": 11418.33, + "return_pct": 14.18 + }, + { + "date": "2026-04-24", + "equity": 11506.81, + "return_pct": 15.07 + }, + { + "date": "2026-04-27", + "equity": 11526.63, + "return_pct": 15.27 + }, + { + "date": "2026-04-28", + "equity": 11470.55, + "return_pct": 14.71 + }, + { + "date": "2026-04-29", + "equity": 11468.77, + "return_pct": 14.69 + }, + { + "date": "2026-04-30", + "equity": 11582.88, + "return_pct": 15.83 + }, + { + "date": "2026-05-01", + "equity": 11614.96, + "return_pct": 16.15 + }, + { + "date": "2026-05-04", + "equity": 11572.41, + "return_pct": 15.72 + }, + { + "date": "2026-05-05", + "equity": 11665.24, + "return_pct": 16.65 + }, + { + "date": "2026-05-06", + "equity": 11827.38, + "return_pct": 18.27 + }, + { + "date": "2026-05-07", + "equity": 11791.12, + "return_pct": 17.91 + }, + { + "date": "2026-05-08", + "equity": 11888.47, + "return_pct": 18.88 + }, + { + "date": "2026-05-11", + "equity": 11915.55, + "return_pct": 19.16 + }, + { + "date": "2026-05-12", + "equity": 11897.49, + "return_pct": 18.97 + }, + { + "date": "2026-05-13", + "equity": 11964.06, + "return_pct": 19.64 + }, + { + "date": "2026-05-14", + "equity": 12058.51, + "return_pct": 20.59 + }, + { + "date": "2026-05-15", + "equity": 11913.45, + "return_pct": 19.13 + }, + { + "date": "2026-05-18", + "equity": 11905.07, + "return_pct": 19.05 + }, + { + "date": "2026-05-19", + "equity": 11825.77, + "return_pct": 18.26 + }, + { + "date": "2026-05-20", + "equity": 11946.97, + "return_pct": 19.47 + }, + { + "date": "2026-05-21", + "equity": 11970.67, + "return_pct": 19.71 + }, + { + "date": "2026-05-22", + "equity": 12017.73, + "return_pct": 20.18 + }, + { + "date": "2026-05-26", + "equity": 12097.51, + "return_pct": 20.98 + }, + { + "date": "2026-05-27", + "equity": 12095.41, + "return_pct": 20.95 + }, + { + "date": "2026-05-28", + "equity": 12162.14, + "return_pct": 21.62 + }, + { + "date": "2026-05-29", + "equity": 12192.44, + "return_pct": 21.92 + }, + { + "date": "2026-06-01", + "equity": 12225.64, + "return_pct": 22.26 + }, + { + "date": "2026-06-02", + "equity": 12242.24, + "return_pct": 22.42 + }, + { + "date": "2026-06-03", + "equity": 12156.34, + "return_pct": 21.56 + }, + { + "date": "2026-06-04", + "equity": 12202.27, + "return_pct": 22.02 + }, + { + "date": "2026-06-05", + "equity": 11887.34, + "return_pct": 18.87 + }, + { + "date": "2026-06-08", + "equity": 11914.26, + "return_pct": 19.14 + }, + { + "date": "2026-06-09", + "equity": 11879.28, + "return_pct": 18.79 + }, + { + "date": "2026-06-10", + "equity": 11692.0, + "return_pct": 16.92 + }, + { + "date": "2026-06-11", + "equity": 11890.72, + "return_pct": 18.91 + }, + { + "date": "2026-06-12", + "equity": 11955.03, + "return_pct": 19.55 + }, + { + "date": "2026-06-15", + "equity": 12165.85, + "return_pct": 21.66 + }, + { + "date": "2026-06-16", + "equity": 12093.32, + "return_pct": 20.93 + }, + { + "date": "2026-06-17", + "equity": 11942.3, + "return_pct": 19.42 + }, + { + "date": "2026-06-18", + "equity": 12035.46, + "return_pct": 20.35 + }, + { + "date": "2026-06-22", + "equity": 11997.58, + "return_pct": 19.98 + }, + { + "date": "2026-06-23", + "equity": 11823.35, + "return_pct": 18.23 + }, + { + "date": "2026-06-24", + "equity": 11817.87, + "return_pct": 18.18 + }, + { + "date": "2026-06-25", + "equity": 11834.96, + "return_pct": 18.35 + }, + { + "date": "2026-06-26", + "equity": 11749.38, + "return_pct": 17.49 + }, + { + "date": "2026-06-29", + "equity": 11942.94, + "return_pct": 19.43 + }, + { + "date": "2026-06-30", + "equity": 12035.94, + "return_pct": 20.36 + }, + { + "date": "2026-07-01", + "equity": 12019.66, + "return_pct": 20.2 + }, + { + "date": "2026-07-02", + "equity": 12003.87, + "return_pct": 20.04 + } + ] + }, + { + "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", + "ranking_key": "activation_momentum_percentile", + "exit_policy": "hold", + "live_exit_mode": null, + "lookback": "3y", + "lookback_label": "3 years", + "starting_capital": 10000.0, + "final_equity": 35112.32, + "total_return_pct": 251.1, + "cagr_pct": 52.0, + "max_drawdown_pct": 16.4, + "sharpe": 2.07, + "trades": 212, + "win_rate": 41.5, + "avg_trade_pnl": 118.45, + "best_trade_r": 12.87, + "worst_trade_r": -2.12, + "best_trade_pnl": 3707.17, + "worst_trade_pnl": -380.43, + "avg_hold_days": 18.3, + "exit_reasons": { + "stop": 116, + "time": 96 + }, + "skipped_book_full": 0, + "spy_return_pct": 67.8, + "yearly_returns": [ + { + "year": 2023, + "return_pct": 12.0 + }, + { + "year": 2024, + "return_pct": 53.1 + }, + { + "year": 2025, + "return_pct": 61.2 + }, + { + "year": 2026, + "return_pct": 27.0 + } + ], + "start_date": "2023-07-03", + "end_date": "2026-07-02", + "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": 9853.57, + "return_pct": -1.46 + }, + { + "date": "2023-07-07", + "equity": 9883.61, + "return_pct": -1.16 + }, + { + "date": "2023-07-10", + "equity": 10040.54, + "return_pct": 0.41 + }, + { + "date": "2023-07-11", + "equity": 10212.12, + "return_pct": 2.12 + }, + { + "date": "2023-07-12", + "equity": 10274.47, + "return_pct": 2.74 + }, + { + "date": "2023-07-13", + "equity": 10832.62, + "return_pct": 8.33 + }, + { + "date": "2023-07-14", + "equity": 10722.83, + "return_pct": 7.23 + }, + { + "date": "2023-07-17", + "equity": 10832.15, + "return_pct": 8.32 + }, + { + "date": "2023-07-18", + "equity": 10960.5, + "return_pct": 9.61 + }, + { + "date": "2023-07-19", + "equity": 11080.61, + "return_pct": 10.81 + }, + { + "date": "2023-07-20", + "equity": 10641.71, + "return_pct": 6.42 + }, + { + "date": "2023-07-21", + "equity": 10501.06, + "return_pct": 5.01 + }, + { + "date": "2023-07-24", + "equity": 10420.11, + "return_pct": 4.2 + }, + { + "date": "2023-07-25", + "equity": 10462.01, + "return_pct": 4.62 + }, + { + "date": "2023-07-26", + "equity": 10505.72, + "return_pct": 5.06 + }, + { + "date": "2023-07-27", + "equity": 10358.32, + "return_pct": 3.58 + }, + { + "date": "2023-07-28", + "equity": 10557.47, + "return_pct": 5.57 + }, + { + "date": "2023-07-31", + "equity": 10641.1, + "return_pct": 6.41 + }, + { + "date": "2023-08-01", + "equity": 10510.97, + "return_pct": 5.11 + }, + { + "date": "2023-08-02", + "equity": 10911.19, + "return_pct": 9.11 + }, + { + "date": "2023-08-03", + "equity": 10826.96, + "return_pct": 8.27 + }, + { + "date": "2023-08-04", + "equity": 10771.48, + "return_pct": 7.71 + }, + { + "date": "2023-08-07", + "equity": 10810.04, + "return_pct": 8.1 + }, + { + "date": "2023-08-08", + "equity": 10862.65, + "return_pct": 8.63 + }, + { + "date": "2023-08-09", + "equity": 10636.62, + "return_pct": 6.37 + }, + { + "date": "2023-08-10", + "equity": 10541.92, + "return_pct": 5.42 + }, + { + "date": "2023-08-11", + "equity": 10491.08, + "return_pct": 4.91 + }, + { + "date": "2023-08-14", + "equity": 10613.04, + "return_pct": 6.13 + }, + { + "date": "2023-08-15", + "equity": 10496.7, + "return_pct": 4.97 + }, + { + "date": "2023-08-16", + "equity": 10321.77, + "return_pct": 3.22 + }, + { + "date": "2023-08-17", + "equity": 10211.32, + "return_pct": 2.11 + }, + { + "date": "2023-08-18", + "equity": 10267.84, + "return_pct": 2.68 + }, + { + "date": "2023-08-21", + "equity": 10304.7, + "return_pct": 3.05 + }, + { + "date": "2023-08-22", + "equity": 10349.34, + "return_pct": 3.49 + }, + { + "date": "2023-08-23", + "equity": 10436.21, + "return_pct": 4.36 + }, + { + "date": "2023-08-24", + "equity": 10219.32, + "return_pct": 2.19 + }, + { + "date": "2023-08-25", + "equity": 10302.74, + "return_pct": 3.03 + }, + { + "date": "2023-08-28", + "equity": 10386.34, + "return_pct": 3.86 + }, + { + "date": "2023-08-29", + "equity": 10522.25, + "return_pct": 5.22 + }, + { + "date": "2023-08-30", + "equity": 10576.12, + "return_pct": 5.76 + }, + { + "date": "2023-08-31", + "equity": 10554.92, + "return_pct": 5.55 + }, + { + "date": "2023-09-01", + "equity": 10665.35, + "return_pct": 6.65 + }, + { + "date": "2023-09-05", + "equity": 10527.53, + "return_pct": 5.28 + }, + { + "date": "2023-09-06", + "equity": 10572.65, + "return_pct": 5.73 + }, + { + "date": "2023-09-07", + "equity": 10375.12, + "return_pct": 3.75 + }, + { + "date": "2023-09-08", + "equity": 10321.17, + "return_pct": 3.21 + }, + { + "date": "2023-09-11", + "equity": 10453.49, + "return_pct": 4.53 + }, + { + "date": "2023-09-12", + "equity": 10375.59, + "return_pct": 3.76 + }, + { + "date": "2023-09-13", + "equity": 10258.75, + "return_pct": 2.59 + }, + { + "date": "2023-09-14", + "equity": 10411.66, + "return_pct": 4.12 + }, + { + "date": "2023-09-15", + "equity": 10218.79, + "return_pct": 2.19 + }, + { + "date": "2023-09-18", + "equity": 10216.45, + "return_pct": 2.16 + }, + { + "date": "2023-09-19", + "equity": 10175.89, + "return_pct": 1.76 + }, + { + "date": "2023-09-20", + "equity": 10097.98, + "return_pct": 0.98 + }, + { + "date": "2023-09-21", + "equity": 9953.93, + "return_pct": -0.46 + }, + { + "date": "2023-09-22", + "equity": 10005.11, + "return_pct": 0.05 + }, + { + "date": "2023-09-25", + "equity": 10055.98, + "return_pct": 0.56 + }, + { + "date": "2023-09-26", + "equity": 9995.47, + "return_pct": -0.05 + }, + { + "date": "2023-09-27", + "equity": 10043.19, + "return_pct": 0.43 + }, + { + "date": "2023-09-28", + "equity": 10131.41, + "return_pct": 1.31 + }, + { + "date": "2023-09-29", + "equity": 10030.06, + "return_pct": 0.3 + }, + { + "date": "2023-10-02", + "equity": 9989.88, + "return_pct": -0.1 + }, + { + "date": "2023-10-03", + "equity": 9926.06, + "return_pct": -0.74 + }, + { + "date": "2023-10-04", + "equity": 9924.68, + "return_pct": -0.75 + }, + { + "date": "2023-10-05", + "equity": 9927.03, + "return_pct": -0.73 + }, + { + "date": "2023-10-06", + "equity": 10025.46, + "return_pct": 0.25 + }, + { + "date": "2023-10-09", + "equity": 10055.01, + "return_pct": 0.55 + }, + { + "date": "2023-10-10", + "equity": 10098.9, + "return_pct": 0.99 + }, + { + "date": "2023-10-11", + "equity": 10154.43, + "return_pct": 1.54 + }, + { + "date": "2023-10-12", + "equity": 10033.9, + "return_pct": 0.34 + }, + { + "date": "2023-10-13", + "equity": 9772.05, + "return_pct": -2.28 + }, + { + "date": "2023-10-16", + "equity": 9755.5, + "return_pct": -2.45 + }, + { + "date": "2023-10-17", + "equity": 9744.72, + "return_pct": -2.55 + }, + { + "date": "2023-10-18", + "equity": 9631.4, + "return_pct": -3.69 + }, + { + "date": "2023-10-19", + "equity": 9553.46, + "return_pct": -4.47 + }, + { + "date": "2023-10-20", + "equity": 9401.71, + "return_pct": -5.98 + }, + { + "date": "2023-10-23", + "equity": 9438.96, + "return_pct": -5.61 + }, + { + "date": "2023-10-24", + "equity": 9380.61, + "return_pct": -6.19 + }, + { + "date": "2023-10-25", + "equity": 9299.02, + "return_pct": -7.01 + }, + { + "date": "2023-10-26", + "equity": 9297.16, + "return_pct": -7.03 + }, + { + "date": "2023-10-27", + "equity": 9277.98, + "return_pct": -7.22 + }, + { + "date": "2023-10-30", + "equity": 9308.5, + "return_pct": -6.91 + }, + { + "date": "2023-10-31", + "equity": 9294.42, + "return_pct": -7.06 + }, + { + "date": "2023-11-01", + "equity": 9265.85, + "return_pct": -7.34 + }, + { + "date": "2023-11-02", + "equity": 9335.12, + "return_pct": -6.65 + }, + { + "date": "2023-11-03", + "equity": 9601.74, + "return_pct": -3.98 + }, + { + "date": "2023-11-06", + "equity": 9548.72, + "return_pct": -4.51 + }, + { + "date": "2023-11-07", + "equity": 9624.95, + "return_pct": -3.75 + }, + { + "date": "2023-11-08", + "equity": 9568.12, + "return_pct": -4.32 + }, + { + "date": "2023-11-09", + "equity": 9519.25, + "return_pct": -4.81 + }, + { + "date": "2023-11-10", + "equity": 9820.7, + "return_pct": -1.79 + }, + { + "date": "2023-11-13", + "equity": 9850.62, + "return_pct": -1.49 + }, + { + "date": "2023-11-14", + "equity": 10139.95, + "return_pct": 1.4 + }, + { + "date": "2023-11-15", + "equity": 10103.75, + "return_pct": 1.04 + }, + { + "date": "2023-11-16", + "equity": 10141.2, + "return_pct": 1.41 + }, + { + "date": "2023-11-17", + "equity": 10204.36, + "return_pct": 2.04 + }, + { + "date": "2023-11-20", + "equity": 10326.23, + "return_pct": 3.26 + }, + { + "date": "2023-11-21", + "equity": 10167.22, + "return_pct": 1.67 + }, + { + "date": "2023-11-22", + "equity": 10259.2, + "return_pct": 2.59 + }, + { + "date": "2023-11-24", + "equity": 10165.33, + "return_pct": 1.65 + }, + { + "date": "2023-11-27", + "equity": 10152.1, + "return_pct": 1.52 + }, + { + "date": "2023-11-28", + "equity": 10184.87, + "return_pct": 1.85 + }, + { + "date": "2023-11-29", + "equity": 10109.56, + "return_pct": 1.1 + }, + { + "date": "2023-11-30", + "equity": 10035.44, + "return_pct": 0.35 + }, + { + "date": "2023-12-01", + "equity": 10108.33, + "return_pct": 1.08 + }, + { + "date": "2023-12-04", + "equity": 10093.6, + "return_pct": 0.94 + }, + { + "date": "2023-12-05", + "equity": 9976.48, + "return_pct": -0.24 + }, + { + "date": "2023-12-06", + "equity": 9872.13, + "return_pct": -1.28 + }, + { + "date": "2023-12-07", + "equity": 10199.26, + "return_pct": 1.99 + }, + { + "date": "2023-12-08", + "equity": 10430.66, + "return_pct": 4.31 + }, + { + "date": "2023-12-11", + "equity": 10469.17, + "return_pct": 4.69 + }, + { + "date": "2023-12-12", + "equity": 10556.47, + "return_pct": 5.56 + }, + { + "date": "2023-12-13", + "equity": 10720.4, + "return_pct": 7.2 + }, + { + "date": "2023-12-14", + "equity": 10972.6, + "return_pct": 9.73 + }, + { + "date": "2023-12-15", + "equity": 10998.9, + "return_pct": 9.99 + }, + { + "date": "2023-12-18", + "equity": 11254.04, + "return_pct": 12.54 + }, + { + "date": "2023-12-19", + "equity": 11598.89, + "return_pct": 15.99 + }, + { + "date": "2023-12-20", + "equity": 11277.2, + "return_pct": 12.77 + }, + { + "date": "2023-12-21", + "equity": 11625.89, + "return_pct": 16.26 + }, + { + "date": "2023-12-22", + "equity": 11431.87, + "return_pct": 14.32 + }, + { + "date": "2023-12-26", + "equity": 11327.99, + "return_pct": 13.28 + }, + { + "date": "2023-12-27", + "equity": 11501.69, + "return_pct": 15.02 + }, + { + "date": "2023-12-28", + "equity": 11487.47, + "return_pct": 14.87 + }, + { + "date": "2023-12-29", + "equity": 11201.63, + "return_pct": 12.02 + }, + { + "date": "2024-01-02", + "equity": 10738.22, + "return_pct": 7.38 + }, + { + "date": "2024-01-03", + "equity": 10386.29, + "return_pct": 3.86 + }, + { + "date": "2024-01-04", + "equity": 10447.55, + "return_pct": 4.48 + }, + { + "date": "2024-01-05", + "equity": 10456.21, + "return_pct": 4.56 + }, + { + "date": "2024-01-08", + "equity": 10679.9, + "return_pct": 6.8 + }, + { + "date": "2024-01-09", + "equity": 10688.5, + "return_pct": 6.89 + }, + { + "date": "2024-01-10", + "equity": 10775.19, + "return_pct": 7.75 + }, + { + "date": "2024-01-11", + "equity": 10577.23, + "return_pct": 5.77 + }, + { + "date": "2024-01-12", + "equity": 10395.6, + "return_pct": 3.96 + }, + { + "date": "2024-01-16", + "equity": 10343.02, + "return_pct": 3.43 + }, + { + "date": "2024-01-17", + "equity": 10214.27, + "return_pct": 2.14 + }, + { + "date": "2024-01-18", + "equity": 10413.22, + "return_pct": 4.13 + }, + { + "date": "2024-01-19", + "equity": 10449.34, + "return_pct": 4.49 + }, + { + "date": "2024-01-22", + "equity": 10641.09, + "return_pct": 6.41 + }, + { + "date": "2024-01-23", + "equity": 10719.96, + "return_pct": 7.2 + }, + { + "date": "2024-01-24", + "equity": 10569.76, + "return_pct": 5.7 + }, + { + "date": "2024-01-25", + "equity": 10622.57, + "return_pct": 6.23 + }, + { + "date": "2024-01-26", + "equity": 10667.38, + "return_pct": 6.67 + }, + { + "date": "2024-01-29", + "equity": 10872.11, + "return_pct": 8.72 + }, + { + "date": "2024-01-30", + "equity": 10585.38, + "return_pct": 5.85 + }, + { + "date": "2024-01-31", + "equity": 10416.9, + "return_pct": 4.17 + }, + { + "date": "2024-02-01", + "equity": 10596.5, + "return_pct": 5.97 + }, + { + "date": "2024-02-02", + "equity": 11017.05, + "return_pct": 10.17 + }, + { + "date": "2024-02-05", + "equity": 10970.65, + "return_pct": 9.71 + }, + { + "date": "2024-02-06", + "equity": 11068.52, + "return_pct": 10.69 + }, + { + "date": "2024-02-07", + "equity": 11347.36, + "return_pct": 13.47 + }, + { + "date": "2024-02-08", + "equity": 11408.47, + "return_pct": 14.08 + }, + { + "date": "2024-02-09", + "equity": 11516.07, + "return_pct": 15.16 + }, + { + "date": "2024-02-12", + "equity": 11485.39, + "return_pct": 14.85 + }, + { + "date": "2024-02-13", + "equity": 11262.03, + "return_pct": 12.62 + }, + { + "date": "2024-02-14", + "equity": 11537.43, + "return_pct": 15.37 + }, + { + "date": "2024-02-15", + "equity": 11839.98, + "return_pct": 18.4 + }, + { + "date": "2024-02-16", + "equity": 11742.78, + "return_pct": 17.43 + }, + { + "date": "2024-02-20", + "equity": 11519.32, + "return_pct": 15.19 + }, + { + "date": "2024-02-21", + "equity": 11281.16, + "return_pct": 12.81 + }, + { + "date": "2024-02-22", + "equity": 11718.41, + "return_pct": 17.18 + }, + { + "date": "2024-02-23", + "equity": 11648.28, + "return_pct": 16.48 + }, + { + "date": "2024-02-26", + "equity": 11979.32, + "return_pct": 19.79 + }, + { + "date": "2024-02-27", + "equity": 12277.42, + "return_pct": 22.77 + }, + { + "date": "2024-02-28", + "equity": 12090.68, + "return_pct": 20.91 + }, + { + "date": "2024-02-29", + "equity": 12279.87, + "return_pct": 22.8 + }, + { + "date": "2024-03-01", + "equity": 12448.27, + "return_pct": 24.48 + }, + { + "date": "2024-03-04", + "equity": 12650.9, + "return_pct": 26.51 + }, + { + "date": "2024-03-05", + "equity": 12376.98, + "return_pct": 23.77 + }, + { + "date": "2024-03-06", + "equity": 12736.17, + "return_pct": 27.36 + }, + { + "date": "2024-03-07", + "equity": 12866.58, + "return_pct": 28.67 + }, + { + "date": "2024-03-08", + "equity": 12824.75, + "return_pct": 28.25 + }, + { + "date": "2024-03-11", + "equity": 12621.56, + "return_pct": 26.22 + }, + { + "date": "2024-03-12", + "equity": 12771.42, + "return_pct": 27.71 + }, + { + "date": "2024-03-13", + "equity": 12711.87, + "return_pct": 27.12 + }, + { + "date": "2024-03-14", + "equity": 12411.12, + "return_pct": 24.11 + }, + { + "date": "2024-03-15", + "equity": 12400.08, + "return_pct": 24.0 + }, + { + "date": "2024-03-18", + "equity": 12578.72, + "return_pct": 25.79 + }, + { + "date": "2024-03-19", + "equity": 12491.99, + "return_pct": 24.92 + }, + { + "date": "2024-03-20", + "equity": 12962.77, + "return_pct": 29.63 + }, + { + "date": "2024-03-21", + "equity": 13425.76, + "return_pct": 34.26 + }, + { + "date": "2024-03-22", + "equity": 13396.39, + "return_pct": 33.96 + }, + { + "date": "2024-03-25", + "equity": 13831.31, + "return_pct": 38.31 + }, + { + "date": "2024-03-26", + "equity": 13897.37, + "return_pct": 38.97 + }, + { + "date": "2024-03-27", + "equity": 13801.57, + "return_pct": 38.02 + }, + { + "date": "2024-03-28", + "equity": 13834.99, + "return_pct": 38.35 + }, + { + "date": "2024-04-01", + "equity": 14123.6, + "return_pct": 41.24 + }, + { + "date": "2024-04-02", + "equity": 14072.97, + "return_pct": 40.73 + }, + { + "date": "2024-04-03", + "equity": 14598.75, + "return_pct": 45.99 + }, + { + "date": "2024-04-04", + "equity": 14264.09, + "return_pct": 42.64 + }, + { + "date": "2024-04-05", + "equity": 14564.95, + "return_pct": 45.65 + }, + { + "date": "2024-04-08", + "equity": 14598.28, + "return_pct": 45.98 + }, + { + "date": "2024-04-09", + "equity": 14461.67, + "return_pct": 44.62 + }, + { + "date": "2024-04-10", + "equity": 14493.13, + "return_pct": 44.93 + }, + { + "date": "2024-04-11", + "equity": 14558.75, + "return_pct": 45.59 + }, + { + "date": "2024-04-12", + "equity": 14285.95, + "return_pct": 42.86 + }, + { + "date": "2024-04-15", + "equity": 14123.13, + "return_pct": 41.23 + }, + { + "date": "2024-04-16", + "equity": 14241.96, + "return_pct": 42.42 + }, + { + "date": "2024-04-17", + "equity": 14092.89, + "return_pct": 40.93 + }, + { + "date": "2024-04-18", + "equity": 14038.38, + "return_pct": 40.38 + }, + { + "date": "2024-04-19", + "equity": 13817.58, + "return_pct": 38.18 + }, + { + "date": "2024-04-22", + "equity": 13863.14, + "return_pct": 38.63 + }, + { + "date": "2024-04-23", + "equity": 14068.0, + "return_pct": 40.68 + }, + { + "date": "2024-04-24", + "equity": 14014.09, + "return_pct": 40.14 + }, + { + "date": "2024-04-25", + "equity": 14094.85, + "return_pct": 40.95 + }, + { + "date": "2024-04-26", + "equity": 14231.1, + "return_pct": 42.31 + }, + { + "date": "2024-04-29", + "equity": 14422.68, + "return_pct": 44.23 + }, + { + "date": "2024-04-30", + "equity": 14308.26, + "return_pct": 43.08 + }, + { + "date": "2024-05-01", + "equity": 14093.82, + "return_pct": 40.94 + }, + { + "date": "2024-05-02", + "equity": 14238.97, + "return_pct": 42.39 + }, + { + "date": "2024-05-03", + "equity": 14349.39, + "return_pct": 43.49 + }, + { + "date": "2024-05-06", + "equity": 14561.69, + "return_pct": 45.62 + }, + { + "date": "2024-05-07", + "equity": 14538.52, + "return_pct": 45.39 + }, + { + "date": "2024-05-08", + "equity": 14535.48, + "return_pct": 45.35 + }, + { + "date": "2024-05-09", + "equity": 14813.63, + "return_pct": 48.14 + }, + { + "date": "2024-05-10", + "equity": 14874.27, + "return_pct": 48.74 + }, + { + "date": "2024-05-13", + "equity": 14852.64, + "return_pct": 48.53 + }, + { + "date": "2024-05-14", + "equity": 14897.91, + "return_pct": 48.98 + }, + { + "date": "2024-05-15", + "equity": 15113.17, + "return_pct": 51.13 + }, + { + "date": "2024-05-16", + "equity": 15057.53, + "return_pct": 50.58 + }, + { + "date": "2024-05-17", + "equity": 15109.51, + "return_pct": 51.1 + }, + { + "date": "2024-05-20", + "equity": 15220.96, + "return_pct": 52.21 + }, + { + "date": "2024-05-21", + "equity": 15192.21, + "return_pct": 51.92 + }, + { + "date": "2024-05-22", + "equity": 14835.52, + "return_pct": 48.36 + }, + { + "date": "2024-05-23", + "equity": 14705.95, + "return_pct": 47.06 + }, + { + "date": "2024-05-24", + "equity": 14961.83, + "return_pct": 49.62 + }, + { + "date": "2024-05-28", + "equity": 15012.67, + "return_pct": 50.13 + }, + { + "date": "2024-05-29", + "equity": 14964.04, + "return_pct": 49.64 + }, + { + "date": "2024-05-30", + "equity": 14660.48, + "return_pct": 46.6 + }, + { + "date": "2024-05-31", + "equity": 14575.52, + "return_pct": 45.76 + }, + { + "date": "2024-06-03", + "equity": 14639.65, + "return_pct": 46.4 + }, + { + "date": "2024-06-04", + "equity": 14511.4, + "return_pct": 45.11 + }, + { + "date": "2024-06-05", + "equity": 14628.49, + "return_pct": 46.28 + }, + { + "date": "2024-06-06", + "equity": 14575.45, + "return_pct": 45.75 + }, + { + "date": "2024-06-07", + "equity": 14478.0, + "return_pct": 44.78 + }, + { + "date": "2024-06-10", + "equity": 14599.12, + "return_pct": 45.99 + }, + { + "date": "2024-06-11", + "equity": 14596.3, + "return_pct": 45.96 + }, + { + "date": "2024-06-12", + "equity": 14853.7, + "return_pct": 48.54 + }, + { + "date": "2024-06-13", + "equity": 14584.83, + "return_pct": 45.85 + }, + { + "date": "2024-06-14", + "equity": 14481.37, + "return_pct": 44.81 + }, + { + "date": "2024-06-17", + "equity": 14395.88, + "return_pct": 43.96 + }, + { + "date": "2024-06-18", + "equity": 14409.49, + "return_pct": 44.09 + }, + { + "date": "2024-06-20", + "equity": 14319.82, + "return_pct": 43.2 + }, + { + "date": "2024-06-21", + "equity": 14334.61, + "return_pct": 43.35 + }, + { + "date": "2024-06-24", + "equity": 14267.33, + "return_pct": 42.67 + }, + { + "date": "2024-06-25", + "equity": 14408.95, + "return_pct": 44.09 + }, + { + "date": "2024-06-26", + "equity": 14361.17, + "return_pct": 43.61 + }, + { + "date": "2024-06-27", + "equity": 14361.6, + "return_pct": 43.62 + }, + { + "date": "2024-06-28", + "equity": 14486.27, + "return_pct": 44.86 + }, + { + "date": "2024-07-01", + "equity": 14444.2, + "return_pct": 44.44 + }, + { + "date": "2024-07-02", + "equity": 14448.83, + "return_pct": 44.49 + }, + { + "date": "2024-07-03", + "equity": 14649.84, + "return_pct": 46.5 + }, + { + "date": "2024-07-05", + "equity": 14525.53, + "return_pct": 45.26 + }, + { + "date": "2024-07-08", + "equity": 14436.06, + "return_pct": 44.36 + }, + { + "date": "2024-07-09", + "equity": 14448.06, + "return_pct": 44.48 + }, + { + "date": "2024-07-10", + "equity": 14417.05, + "return_pct": 44.17 + }, + { + "date": "2024-07-11", + "equity": 14590.22, + "return_pct": 45.9 + }, + { + "date": "2024-07-12", + "equity": 14730.94, + "return_pct": 47.31 + }, + { + "date": "2024-07-15", + "equity": 15177.52, + "return_pct": 51.78 + }, + { + "date": "2024-07-16", + "equity": 15287.39, + "return_pct": 52.87 + }, + { + "date": "2024-07-17", + "equity": 14699.65, + "return_pct": 47.0 + }, + { + "date": "2024-07-18", + "equity": 14430.49, + "return_pct": 44.3 + }, + { + "date": "2024-07-19", + "equity": 14496.16, + "return_pct": 44.96 + }, + { + "date": "2024-07-22", + "equity": 14509.52, + "return_pct": 45.1 + }, + { + "date": "2024-07-23", + "equity": 14353.41, + "return_pct": 43.53 + }, + { + "date": "2024-07-24", + "equity": 14049.62, + "return_pct": 40.5 + }, + { + "date": "2024-07-25", + "equity": 14086.26, + "return_pct": 40.86 + }, + { + "date": "2024-07-26", + "equity": 14224.73, + "return_pct": 42.25 + }, + { + "date": "2024-07-29", + "equity": 14098.29, + "return_pct": 40.98 + }, + { + "date": "2024-07-30", + "equity": 14128.92, + "return_pct": 41.29 + }, + { + "date": "2024-07-31", + "equity": 14366.5, + "return_pct": 43.67 + }, + { + "date": "2024-08-01", + "equity": 14346.28, + "return_pct": 43.46 + }, + { + "date": "2024-08-02", + "equity": 13962.44, + "return_pct": 39.62 + }, + { + "date": "2024-08-05", + "equity": 13662.63, + "return_pct": 36.63 + }, + { + "date": "2024-08-06", + "equity": 13703.7, + "return_pct": 37.04 + }, + { + "date": "2024-08-07", + "equity": 13709.76, + "return_pct": 37.1 + }, + { + "date": "2024-08-08", + "equity": 13777.58, + "return_pct": 37.78 + }, + { + "date": "2024-08-09", + "equity": 13763.1, + "return_pct": 37.63 + }, + { + "date": "2024-08-12", + "equity": 13760.34, + "return_pct": 37.6 + }, + { + "date": "2024-08-13", + "equity": 13762.06, + "return_pct": 37.62 + }, + { + "date": "2024-08-14", + "equity": 13751.05, + "return_pct": 37.51 + }, + { + "date": "2024-08-15", + "equity": 13777.39, + "return_pct": 37.77 + }, + { + "date": "2024-08-16", + "equity": 13772.04, + "return_pct": 37.72 + }, + { + "date": "2024-08-19", + "equity": 13925.83, + "return_pct": 39.26 + }, + { + "date": "2024-08-20", + "equity": 14077.32, + "return_pct": 40.77 + }, + { + "date": "2024-08-21", + "equity": 14042.87, + "return_pct": 40.43 + }, + { + "date": "2024-08-22", + "equity": 13965.44, + "return_pct": 39.65 + }, + { + "date": "2024-08-23", + "equity": 14047.75, + "return_pct": 40.48 + }, + { + "date": "2024-08-26", + "equity": 13939.51, + "return_pct": 39.4 + }, + { + "date": "2024-08-27", + "equity": 13988.59, + "return_pct": 39.89 + }, + { + "date": "2024-08-28", + "equity": 14071.26, + "return_pct": 40.71 + }, + { + "date": "2024-08-29", + "equity": 14139.51, + "return_pct": 41.4 + }, + { + "date": "2024-08-30", + "equity": 14309.83, + "return_pct": 43.1 + }, + { + "date": "2024-09-03", + "equity": 14138.33, + "return_pct": 41.38 + }, + { + "date": "2024-09-04", + "equity": 14076.98, + "return_pct": 40.77 + }, + { + "date": "2024-09-05", + "equity": 13961.78, + "return_pct": 39.62 + }, + { + "date": "2024-09-06", + "equity": 13730.28, + "return_pct": 37.3 + }, + { + "date": "2024-09-09", + "equity": 13890.66, + "return_pct": 38.91 + }, + { + "date": "2024-09-10", + "equity": 13881.84, + "return_pct": 38.82 + }, + { + "date": "2024-09-11", + "equity": 13908.0, + "return_pct": 39.08 + }, + { + "date": "2024-09-12", + "equity": 14043.41, + "return_pct": 40.43 + }, + { + "date": "2024-09-13", + "equity": 14165.18, + "return_pct": 41.65 + }, + { + "date": "2024-09-16", + "equity": 14204.03, + "return_pct": 42.04 + }, + { + "date": "2024-09-17", + "equity": 14194.42, + "return_pct": 41.94 + }, + { + "date": "2024-09-18", + "equity": 14163.28, + "return_pct": 41.63 + }, + { + "date": "2024-09-19", + "equity": 14207.58, + "return_pct": 42.08 + }, + { + "date": "2024-09-20", + "equity": 14585.72, + "return_pct": 45.86 + }, + { + "date": "2024-09-23", + "equity": 14736.36, + "return_pct": 47.36 + }, + { + "date": "2024-09-24", + "equity": 14750.23, + "return_pct": 47.5 + }, + { + "date": "2024-09-25", + "equity": 14756.69, + "return_pct": 47.57 + }, + { + "date": "2024-09-26", + "equity": 14782.69, + "return_pct": 47.83 + }, + { + "date": "2024-09-27", + "equity": 14916.77, + "return_pct": 49.17 + }, + { + "date": "2024-09-30", + "equity": 14980.11, + "return_pct": 49.8 + }, + { + "date": "2024-10-01", + "equity": 14861.43, + "return_pct": 48.61 + }, + { + "date": "2024-10-02", + "equity": 14950.93, + "return_pct": 49.51 + }, + { + "date": "2024-10-03", + "equity": 14964.4, + "return_pct": 49.64 + }, + { + "date": "2024-10-04", + "equity": 15318.76, + "return_pct": 53.19 + }, + { + "date": "2024-10-07", + "equity": 15272.63, + "return_pct": 52.73 + }, + { + "date": "2024-10-08", + "equity": 15650.68, + "return_pct": 56.51 + }, + { + "date": "2024-10-09", + "equity": 15410.72, + "return_pct": 54.11 + }, + { + "date": "2024-10-10", + "equity": 15299.04, + "return_pct": 52.99 + }, + { + "date": "2024-10-11", + "equity": 15868.15, + "return_pct": 58.68 + }, + { + "date": "2024-10-14", + "equity": 15897.42, + "return_pct": 58.97 + }, + { + "date": "2024-10-15", + "equity": 15776.73, + "return_pct": 57.77 + }, + { + "date": "2024-10-16", + "equity": 15978.07, + "return_pct": 59.78 + }, + { + "date": "2024-10-17", + "equity": 15672.28, + "return_pct": 56.72 + }, + { + "date": "2024-10-18", + "equity": 15936.36, + "return_pct": 59.36 + }, + { + "date": "2024-10-21", + "equity": 15992.78, + "return_pct": 59.93 + }, + { + "date": "2024-10-22", + "equity": 16087.28, + "return_pct": 60.87 + }, + { + "date": "2024-10-23", + "equity": 15846.89, + "return_pct": 58.47 + }, + { + "date": "2024-10-24", + "equity": 16124.71, + "return_pct": 61.25 + }, + { + "date": "2024-10-25", + "equity": 16440.3, + "return_pct": 64.4 + }, + { + "date": "2024-10-28", + "equity": 16626.32, + "return_pct": 66.26 + }, + { + "date": "2024-10-29", + "equity": 16657.34, + "return_pct": 66.57 + }, + { + "date": "2024-10-30", + "equity": 16467.72, + "return_pct": 64.68 + }, + { + "date": "2024-10-31", + "equity": 16661.09, + "return_pct": 66.61 + }, + { + "date": "2024-11-01", + "equity": 16367.71, + "return_pct": 63.68 + }, + { + "date": "2024-11-04", + "equity": 16343.78, + "return_pct": 63.44 + }, + { + "date": "2024-11-05", + "equity": 16564.53, + "return_pct": 65.65 + }, + { + "date": "2024-11-06", + "equity": 17289.51, + "return_pct": 72.9 + }, + { + "date": "2024-11-07", + "equity": 17520.31, + "return_pct": 75.2 + }, + { + "date": "2024-11-08", + "equity": 17635.73, + "return_pct": 76.36 + }, + { + "date": "2024-11-11", + "equity": 18380.18, + "return_pct": 83.8 + }, + { + "date": "2024-11-12", + "equity": 18554.71, + "return_pct": 85.55 + }, + { + "date": "2024-11-13", + "equity": 18025.07, + "return_pct": 80.25 + }, + { + "date": "2024-11-14", + "equity": 17948.08, + "return_pct": 79.48 + }, + { + "date": "2024-11-15", + "equity": 17823.99, + "return_pct": 78.24 + }, + { + "date": "2024-11-18", + "equity": 17920.67, + "return_pct": 79.21 + }, + { + "date": "2024-11-19", + "equity": 17949.16, + "return_pct": 79.49 + }, + { + "date": "2024-11-20", + "equity": 17880.26, + "return_pct": 78.8 + }, + { + "date": "2024-11-21", + "equity": 17970.0, + "return_pct": 79.7 + }, + { + "date": "2024-11-22", + "equity": 18223.21, + "return_pct": 82.23 + }, + { + "date": "2024-11-25", + "equity": 18364.66, + "return_pct": 83.65 + }, + { + "date": "2024-11-26", + "equity": 18157.88, + "return_pct": 81.58 + }, + { + "date": "2024-11-27", + "equity": 18200.93, + "return_pct": 82.01 + }, + { + "date": "2024-11-29", + "equity": 18315.79, + "return_pct": 83.16 + }, + { + "date": "2024-12-02", + "equity": 18052.58, + "return_pct": 80.53 + }, + { + "date": "2024-12-03", + "equity": 18031.35, + "return_pct": 80.31 + }, + { + "date": "2024-12-04", + "equity": 18125.43, + "return_pct": 81.25 + }, + { + "date": "2024-12-05", + "equity": 17936.35, + "return_pct": 79.36 + }, + { + "date": "2024-12-06", + "equity": 18112.18, + "return_pct": 81.12 + }, + { + "date": "2024-12-09", + "equity": 17733.87, + "return_pct": 77.34 + }, + { + "date": "2024-12-10", + "equity": 17522.33, + "return_pct": 75.22 + }, + { + "date": "2024-12-11", + "equity": 17714.66, + "return_pct": 77.15 + }, + { + "date": "2024-12-12", + "equity": 17707.97, + "return_pct": 77.08 + }, + { + "date": "2024-12-13", + "equity": 17772.24, + "return_pct": 77.72 + }, + { + "date": "2024-12-16", + "equity": 18040.53, + "return_pct": 80.41 + }, + { + "date": "2024-12-17", + "equity": 17866.91, + "return_pct": 78.67 + }, + { + "date": "2024-12-18", + "equity": 17356.48, + "return_pct": 73.56 + }, + { + "date": "2024-12-19", + "equity": 17269.86, + "return_pct": 72.7 + }, + { + "date": "2024-12-20", + "equity": 17353.71, + "return_pct": 73.54 + }, + { + "date": "2024-12-23", + "equity": 17227.88, + "return_pct": 72.28 + }, + { + "date": "2024-12-24", + "equity": 17366.55, + "return_pct": 73.67 + }, + { + "date": "2024-12-26", + "equity": 17418.41, + "return_pct": 74.18 + }, + { + "date": "2024-12-27", + "equity": 17261.21, + "return_pct": 72.61 + }, + { + "date": "2024-12-30", + "equity": 17214.73, + "return_pct": 72.15 + }, + { + "date": "2024-12-31", + "equity": 17150.65, + "return_pct": 71.51 + }, + { + "date": "2025-01-02", + "equity": 17287.6, + "return_pct": 72.88 + }, + { + "date": "2025-01-03", + "equity": 17407.58, + "return_pct": 74.08 + }, + { + "date": "2025-01-06", + "equity": 17488.24, + "return_pct": 74.88 + }, + { + "date": "2025-01-07", + "equity": 17383.02, + "return_pct": 73.83 + }, + { + "date": "2025-01-08", + "equity": 17395.25, + "return_pct": 73.95 + }, + { + "date": "2025-01-10", + "equity": 17311.42, + "return_pct": 73.11 + }, + { + "date": "2025-01-13", + "equity": 17311.42, + "return_pct": 73.11 + }, + { + "date": "2025-01-14", + "equity": 17311.42, + "return_pct": 73.11 + }, + { + "date": "2025-01-15", + "equity": 17304.95, + "return_pct": 73.05 + }, + { + "date": "2025-01-16", + "equity": 17431.79, + "return_pct": 74.32 + }, + { + "date": "2025-01-17", + "equity": 17613.41, + "return_pct": 76.13 + }, + { + "date": "2025-01-21", + "equity": 17824.86, + "return_pct": 78.25 + }, + { + "date": "2025-01-22", + "equity": 17809.61, + "return_pct": 78.1 + }, + { + "date": "2025-01-23", + "equity": 17608.54, + "return_pct": 76.09 + }, + { + "date": "2025-01-24", + "equity": 17389.87, + "return_pct": 73.9 + }, + { + "date": "2025-01-27", + "equity": 17331.62, + "return_pct": 73.32 + }, + { + "date": "2025-01-28", + "equity": 17110.18, + "return_pct": 71.1 + }, + { + "date": "2025-01-29", + "equity": 16995.01, + "return_pct": 69.95 + }, + { + "date": "2025-01-30", + "equity": 17176.74, + "return_pct": 71.77 + }, + { + "date": "2025-01-31", + "equity": 17104.4, + "return_pct": 71.04 + }, + { + "date": "2025-02-03", + "equity": 17182.86, + "return_pct": 71.83 + }, + { + "date": "2025-02-04", + "equity": 17243.39, + "return_pct": 72.43 + }, + { + "date": "2025-02-05", + "equity": 17531.12, + "return_pct": 75.31 + }, + { + "date": "2025-02-06", + "equity": 17609.65, + "return_pct": 76.1 + }, + { + "date": "2025-02-07", + "equity": 17728.59, + "return_pct": 77.29 + }, + { + "date": "2025-02-10", + "equity": 17755.62, + "return_pct": 77.56 + }, + { + "date": "2025-02-11", + "equity": 17652.2, + "return_pct": 76.52 + }, + { + "date": "2025-02-12", + "equity": 17933.9, + "return_pct": 79.34 + }, + { + "date": "2025-02-13", + "equity": 18491.06, + "return_pct": 84.91 + }, + { + "date": "2025-02-14", + "equity": 18790.27, + "return_pct": 87.9 + }, + { + "date": "2025-02-18", + "equity": 18686.01, + "return_pct": 86.86 + }, + { + "date": "2025-02-19", + "equity": 18645.09, + "return_pct": 86.45 + }, + { + "date": "2025-02-20", + "equity": 18334.36, + "return_pct": 83.34 + }, + { + "date": "2025-02-21", + "equity": 18092.06, + "return_pct": 80.92 + }, + { + "date": "2025-02-24", + "equity": 17929.47, + "return_pct": 79.29 + }, + { + "date": "2025-02-25", + "equity": 17694.71, + "return_pct": 76.95 + }, + { + "date": "2025-02-26", + "equity": 17789.94, + "return_pct": 77.9 + }, + { + "date": "2025-02-27", + "equity": 17553.4, + "return_pct": 75.53 + }, + { + "date": "2025-02-28", + "equity": 17783.46, + "return_pct": 77.83 + }, + { + "date": "2025-03-03", + "equity": 17789.33, + "return_pct": 77.89 + }, + { + "date": "2025-03-04", + "equity": 17408.14, + "return_pct": 74.08 + }, + { + "date": "2025-03-05", + "equity": 17404.75, + "return_pct": 74.05 + }, + { + "date": "2025-03-06", + "equity": 17238.72, + "return_pct": 72.39 + }, + { + "date": "2025-03-07", + "equity": 17316.59, + "return_pct": 73.17 + }, + { + "date": "2025-03-10", + "equity": 17207.83, + "return_pct": 72.08 + }, + { + "date": "2025-03-11", + "equity": 16975.95, + "return_pct": 69.76 + }, + { + "date": "2025-03-12", + "equity": 16935.67, + "return_pct": 69.36 + }, + { + "date": "2025-03-13", + "equity": 17158.39, + "return_pct": 71.58 + }, + { + "date": "2025-03-14", + "equity": 17274.97, + "return_pct": 72.75 + }, + { + "date": "2025-03-17", + "equity": 17464.03, + "return_pct": 74.64 + }, + { + "date": "2025-03-18", + "equity": 17452.5, + "return_pct": 74.52 + }, + { + "date": "2025-03-19", + "equity": 17508.79, + "return_pct": 75.09 + }, + { + "date": "2025-03-20", + "equity": 17517.41, + "return_pct": 75.17 + }, + { + "date": "2025-03-21", + "equity": 17463.52, + "return_pct": 74.64 + }, + { + "date": "2025-03-24", + "equity": 17631.66, + "return_pct": 76.32 + }, + { + "date": "2025-03-25", + "equity": 17736.55, + "return_pct": 77.37 + }, + { + "date": "2025-03-26", + "equity": 17585.94, + "return_pct": 75.86 + }, + { + "date": "2025-03-27", + "equity": 17593.3, + "return_pct": 75.93 + }, + { + "date": "2025-03-28", + "equity": 17448.53, + "return_pct": 74.49 + }, + { + "date": "2025-03-31", + "equity": 17432.24, + "return_pct": 74.32 + }, + { + "date": "2025-04-01", + "equity": 17457.02, + "return_pct": 74.57 + }, + { + "date": "2025-04-02", + "equity": 17524.48, + "return_pct": 75.24 + }, + { + "date": "2025-04-03", + "equity": 17285.05, + "return_pct": 72.85 + }, + { + "date": "2025-04-04", + "equity": 16639.25, + "return_pct": 66.39 + }, + { + "date": "2025-04-07", + "equity": 16692.94, + "return_pct": 66.93 + }, + { + "date": "2025-04-08", + "equity": 16700.84, + "return_pct": 67.01 + }, + { + "date": "2025-04-09", + "equity": 17000.1, + "return_pct": 70.0 + }, + { + "date": "2025-04-10", + "equity": 17173.02, + "return_pct": 71.73 + }, + { + "date": "2025-04-11", + "equity": 17483.27, + "return_pct": 74.83 + }, + { + "date": "2025-04-14", + "equity": 17568.76, + "return_pct": 75.69 + }, + { + "date": "2025-04-15", + "equity": 17588.69, + "return_pct": 75.89 + }, + { + "date": "2025-04-16", + "equity": 17358.34, + "return_pct": 73.58 + }, + { + "date": "2025-04-17", + "equity": 17326.11, + "return_pct": 73.26 + }, + { + "date": "2025-04-21", + "equity": 17164.15, + "return_pct": 71.64 + }, + { + "date": "2025-04-22", + "equity": 17376.4, + "return_pct": 73.76 + }, + { + "date": "2025-04-23", + "equity": 17500.84, + "return_pct": 75.01 + }, + { + "date": "2025-04-24", + "equity": 17650.05, + "return_pct": 76.5 + }, + { + "date": "2025-04-25", + "equity": 17681.49, + "return_pct": 76.81 + }, + { + "date": "2025-04-28", + "equity": 17692.24, + "return_pct": 76.92 + }, + { + "date": "2025-04-29", + "equity": 17786.66, + "return_pct": 77.87 + }, + { + "date": "2025-04-30", + "equity": 17840.65, + "return_pct": 78.41 + }, + { + "date": "2025-05-01", + "equity": 17965.56, + "return_pct": 79.66 + }, + { + "date": "2025-05-02", + "equity": 18441.78, + "return_pct": 84.42 + }, + { + "date": "2025-05-05", + "equity": 18526.01, + "return_pct": 85.26 + }, + { + "date": "2025-05-06", + "equity": 18357.36, + "return_pct": 83.57 + }, + { + "date": "2025-05-07", + "equity": 18468.46, + "return_pct": 84.68 + }, + { + "date": "2025-05-08", + "equity": 19110.05, + "return_pct": 91.1 + }, + { + "date": "2025-05-09", + "equity": 18983.22, + "return_pct": 89.83 + }, + { + "date": "2025-05-12", + "equity": 19484.89, + "return_pct": 94.85 + }, + { + "date": "2025-05-13", + "equity": 19799.77, + "return_pct": 98.0 + }, + { + "date": "2025-05-14", + "equity": 19868.82, + "return_pct": 98.69 + }, + { + "date": "2025-05-15", + "equity": 19947.54, + "return_pct": 99.48 + }, + { + "date": "2025-05-16", + "equity": 20113.35, + "return_pct": 101.13 + }, + { + "date": "2025-05-19", + "equity": 20193.83, + "return_pct": 101.94 + }, + { + "date": "2025-05-20", + "equity": 19803.86, + "return_pct": 98.04 + }, + { + "date": "2025-05-21", + "equity": 19165.83, + "return_pct": 91.66 + }, + { + "date": "2025-05-22", + "equity": 19090.95, + "return_pct": 90.91 + }, + { + "date": "2025-05-23", + "equity": 19091.93, + "return_pct": 90.92 + }, + { + "date": "2025-05-27", + "equity": 19533.07, + "return_pct": 95.33 + }, + { + "date": "2025-05-28", + "equity": 19458.96, + "return_pct": 94.59 + }, + { + "date": "2025-05-29", + "equity": 19139.84, + "return_pct": 91.4 + }, + { + "date": "2025-05-30", + "equity": 19431.37, + "return_pct": 94.31 + }, + { + "date": "2025-06-02", + "equity": 19745.44, + "return_pct": 97.45 + }, + { + "date": "2025-06-03", + "equity": 20126.94, + "return_pct": 101.27 + }, + { + "date": "2025-06-04", + "equity": 20321.71, + "return_pct": 103.22 + }, + { + "date": "2025-06-05", + "equity": 20385.3, + "return_pct": 103.85 + }, + { + "date": "2025-06-06", + "equity": 20538.48, + "return_pct": 105.38 + }, + { + "date": "2025-06-09", + "equity": 20225.05, + "return_pct": 102.25 + }, + { + "date": "2025-06-10", + "equity": 20090.35, + "return_pct": 100.9 + }, + { + "date": "2025-06-11", + "equity": 20284.51, + "return_pct": 102.85 + }, + { + "date": "2025-06-12", + "equity": 20285.99, + "return_pct": 102.86 + }, + { + "date": "2025-06-13", + "equity": 19730.56, + "return_pct": 97.31 + }, + { + "date": "2025-06-16", + "equity": 20138.58, + "return_pct": 101.39 + }, + { + "date": "2025-06-17", + "equity": 19986.07, + "return_pct": 99.86 + }, + { + "date": "2025-06-18", + "equity": 20231.01, + "return_pct": 102.31 + }, + { + "date": "2025-06-20", + "equity": 20368.37, + "return_pct": 103.68 + }, + { + "date": "2025-06-23", + "equity": 20451.39, + "return_pct": 104.51 + }, + { + "date": "2025-06-24", + "equity": 20863.71, + "return_pct": 108.64 + }, + { + "date": "2025-06-25", + "equity": 20787.38, + "return_pct": 107.87 + }, + { + "date": "2025-06-26", + "equity": 21024.26, + "return_pct": 110.24 + }, + { + "date": "2025-06-27", + "equity": 21242.09, + "return_pct": 112.42 + }, + { + "date": "2025-06-30", + "equity": 21759.54, + "return_pct": 117.6 + }, + { + "date": "2025-07-01", + "equity": 21173.41, + "return_pct": 111.73 + }, + { + "date": "2025-07-02", + "equity": 21604.02, + "return_pct": 116.04 + }, + { + "date": "2025-07-03", + "equity": 21845.33, + "return_pct": 118.45 + }, + { + "date": "2025-07-07", + "equity": 21794.62, + "return_pct": 117.95 + }, + { + "date": "2025-07-08", + "equity": 21622.52, + "return_pct": 116.23 + }, + { + "date": "2025-07-09", + "equity": 22073.84, + "return_pct": 120.74 + }, + { + "date": "2025-07-10", + "equity": 22183.05, + "return_pct": 121.83 + }, + { + "date": "2025-07-11", + "equity": 22206.92, + "return_pct": 122.07 + }, + { + "date": "2025-07-14", + "equity": 22614.46, + "return_pct": 126.14 + }, + { + "date": "2025-07-15", + "equity": 22682.21, + "return_pct": 126.82 + }, + { + "date": "2025-07-16", + "equity": 22879.71, + "return_pct": 128.8 + }, + { + "date": "2025-07-17", + "equity": 23142.04, + "return_pct": 131.42 + }, + { + "date": "2025-07-18", + "equity": 23083.67, + "return_pct": 130.84 + }, + { + "date": "2025-07-21", + "equity": 23251.69, + "return_pct": 132.52 + }, + { + "date": "2025-07-22", + "equity": 22785.54, + "return_pct": 127.86 + }, + { + "date": "2025-07-23", + "equity": 23184.84, + "return_pct": 131.85 + }, + { + "date": "2025-07-24", + "equity": 23241.12, + "return_pct": 132.41 + }, + { + "date": "2025-07-25", + "equity": 23315.65, + "return_pct": 133.16 + }, + { + "date": "2025-07-28", + "equity": 23515.04, + "return_pct": 135.15 + }, + { + "date": "2025-07-29", + "equity": 23377.14, + "return_pct": 133.77 + }, + { + "date": "2025-07-30", + "equity": 23395.48, + "return_pct": 133.95 + }, + { + "date": "2025-07-31", + "equity": 23565.13, + "return_pct": 135.65 + }, + { + "date": "2025-08-01", + "equity": 22704.92, + "return_pct": 127.05 + }, + { + "date": "2025-08-04", + "equity": 23197.52, + "return_pct": 131.98 + }, + { + "date": "2025-08-05", + "equity": 23683.36, + "return_pct": 136.83 + }, + { + "date": "2025-08-06", + "equity": 23964.38, + "return_pct": 139.64 + }, + { + "date": "2025-08-07", + "equity": 24527.12, + "return_pct": 145.27 + }, + { + "date": "2025-08-08", + "equity": 24489.21, + "return_pct": 144.89 + }, + { + "date": "2025-08-11", + "equity": 24321.07, + "return_pct": 143.21 + }, + { + "date": "2025-08-12", + "equity": 24190.35, + "return_pct": 141.9 + }, + { + "date": "2025-08-13", + "equity": 23910.95, + "return_pct": 139.11 + }, + { + "date": "2025-08-14", + "equity": 23517.69, + "return_pct": 135.18 + }, + { + "date": "2025-08-15", + "equity": 23433.1, + "return_pct": 134.33 + }, + { + "date": "2025-08-18", + "equity": 23708.45, + "return_pct": 137.08 + }, + { + "date": "2025-08-19", + "equity": 23125.97, + "return_pct": 131.26 + }, + { + "date": "2025-08-20", + "equity": 22962.76, + "return_pct": 129.63 + }, + { + "date": "2025-08-21", + "equity": 23037.52, + "return_pct": 130.38 + }, + { + "date": "2025-08-22", + "equity": 23684.5, + "return_pct": 136.84 + }, + { + "date": "2025-08-25", + "equity": 23878.62, + "return_pct": 138.79 + }, + { + "date": "2025-08-26", + "equity": 24156.73, + "return_pct": 141.57 + }, + { + "date": "2025-08-27", + "equity": 24313.54, + "return_pct": 143.14 + }, + { + "date": "2025-08-28", + "equity": 24724.43, + "return_pct": 147.24 + }, + { + "date": "2025-08-29", + "equity": 24318.8, + "return_pct": 143.19 + }, + { + "date": "2025-09-02", + "equity": 24092.18, + "return_pct": 140.92 + }, + { + "date": "2025-09-03", + "equity": 24024.32, + "return_pct": 140.24 + }, + { + "date": "2025-09-04", + "equity": 23897.29, + "return_pct": 138.97 + }, + { + "date": "2025-09-05", + "equity": 23858.47, + "return_pct": 138.58 + }, + { + "date": "2025-09-08", + "equity": 23949.06, + "return_pct": 139.49 + }, + { + "date": "2025-09-09", + "equity": 23800.56, + "return_pct": 138.01 + }, + { + "date": "2025-09-10", + "equity": 23977.98, + "return_pct": 139.78 + }, + { + "date": "2025-09-11", + "equity": 24634.13, + "return_pct": 146.34 + }, + { + "date": "2025-09-12", + "equity": 24934.51, + "return_pct": 149.35 + }, + { + "date": "2025-09-15", + "equity": 25206.35, + "return_pct": 152.06 + }, + { + "date": "2025-09-16", + "equity": 25113.01, + "return_pct": 151.13 + }, + { + "date": "2025-09-17", + "equity": 25226.8, + "return_pct": 152.27 + }, + { + "date": "2025-09-18", + "equity": 25771.22, + "return_pct": 157.71 + }, + { + "date": "2025-09-19", + "equity": 25989.77, + "return_pct": 159.9 + }, + { + "date": "2025-09-22", + "equity": 25847.73, + "return_pct": 158.48 + }, + { + "date": "2025-09-23", + "equity": 25649.37, + "return_pct": 156.49 + }, + { + "date": "2025-09-24", + "equity": 25681.07, + "return_pct": 156.81 + }, + { + "date": "2025-09-25", + "equity": 25141.04, + "return_pct": 151.41 + }, + { + "date": "2025-09-26", + "equity": 25451.5, + "return_pct": 154.52 + }, + { + "date": "2025-09-29", + "equity": 25817.94, + "return_pct": 158.18 + }, + { + "date": "2025-09-30", + "equity": 25920.26, + "return_pct": 159.2 + }, + { + "date": "2025-10-01", + "equity": 26589.27, + "return_pct": 165.89 + }, + { + "date": "2025-10-02", + "equity": 26645.52, + "return_pct": 166.46 + }, + { + "date": "2025-10-03", + "equity": 26648.02, + "return_pct": 166.48 + }, + { + "date": "2025-10-06", + "equity": 27313.95, + "return_pct": 173.14 + }, + { + "date": "2025-10-07", + "equity": 26974.17, + "return_pct": 169.74 + }, + { + "date": "2025-10-08", + "equity": 27444.69, + "return_pct": 174.45 + }, + { + "date": "2025-10-09", + "equity": 27155.3, + "return_pct": 171.55 + }, + { + "date": "2025-10-10", + "equity": 25989.88, + "return_pct": 159.9 + }, + { + "date": "2025-10-13", + "equity": 26543.55, + "return_pct": 165.44 + }, + { + "date": "2025-10-14", + "equity": 26038.15, + "return_pct": 160.38 + }, + { + "date": "2025-10-15", + "equity": 26200.06, + "return_pct": 162.0 + }, + { + "date": "2025-10-16", + "equity": 26073.2, + "return_pct": 160.73 + }, + { + "date": "2025-10-17", + "equity": 26203.95, + "return_pct": 162.04 + }, + { + "date": "2025-10-20", + "equity": 26313.59, + "return_pct": 163.14 + }, + { + "date": "2025-10-21", + "equity": 26179.42, + "return_pct": 161.79 + }, + { + "date": "2025-10-22", + "equity": 25576.41, + "return_pct": 155.76 + }, + { + "date": "2025-10-23", + "equity": 25187.23, + "return_pct": 151.87 + }, + { + "date": "2025-10-24", + "equity": 25551.36, + "return_pct": 155.51 + }, + { + "date": "2025-10-27", + "equity": 25930.87, + "return_pct": 159.31 + }, + { + "date": "2025-10-28", + "equity": 25712.68, + "return_pct": 157.13 + }, + { + "date": "2025-10-29", + "equity": 25579.53, + "return_pct": 155.8 + }, + { + "date": "2025-10-30", + "equity": 24969.76, + "return_pct": 149.7 + }, + { + "date": "2025-10-31", + "equity": 25958.69, + "return_pct": 159.59 + }, + { + "date": "2025-11-03", + "equity": 25853.05, + "return_pct": 158.53 + }, + { + "date": "2025-11-04", + "equity": 25911.56, + "return_pct": 159.12 + }, + { + "date": "2025-11-05", + "equity": 26376.31, + "return_pct": 163.76 + }, + { + "date": "2025-11-06", + "equity": 26075.94, + "return_pct": 160.76 + }, + { + "date": "2025-11-07", + "equity": 26273.47, + "return_pct": 162.73 + }, + { + "date": "2025-11-10", + "equity": 26469.05, + "return_pct": 164.69 + }, + { + "date": "2025-11-11", + "equity": 26151.84, + "return_pct": 161.52 + }, + { + "date": "2025-11-12", + "equity": 26070.92, + "return_pct": 160.71 + }, + { + "date": "2025-11-13", + "equity": 25500.18, + "return_pct": 155.0 + }, + { + "date": "2025-11-14", + "equity": 25529.83, + "return_pct": 155.3 + }, + { + "date": "2025-11-17", + "equity": 25369.39, + "return_pct": 153.69 + }, + { + "date": "2025-11-18", + "equity": 25431.02, + "return_pct": 154.31 + }, + { + "date": "2025-11-19", + "equity": 25071.84, + "return_pct": 150.72 + }, + { + "date": "2025-11-20", + "equity": 24856.07, + "return_pct": 148.56 + }, + { + "date": "2025-11-21", + "equity": 25150.38, + "return_pct": 151.5 + }, + { + "date": "2025-11-24", + "equity": 25179.07, + "return_pct": 151.79 + }, + { + "date": "2025-11-25", + "equity": 25486.4, + "return_pct": 154.86 + }, + { + "date": "2025-11-26", + "equity": 26078.44, + "return_pct": 160.78 + }, + { + "date": "2025-11-28", + "equity": 26168.55, + "return_pct": 161.69 + }, + { + "date": "2025-12-01", + "equity": 25925.19, + "return_pct": 159.25 + }, + { + "date": "2025-12-02", + "equity": 25925.71, + "return_pct": 159.26 + }, + { + "date": "2025-12-03", + "equity": 25932.08, + "return_pct": 159.32 + }, + { + "date": "2025-12-04", + "equity": 26829.94, + "return_pct": 168.3 + }, + { + "date": "2025-12-05", + "equity": 27809.25, + "return_pct": 178.09 + }, + { + "date": "2025-12-08", + "equity": 27488.86, + "return_pct": 174.89 + }, + { + "date": "2025-12-09", + "equity": 27621.05, + "return_pct": 176.21 + }, + { + "date": "2025-12-10", + "equity": 27851.51, + "return_pct": 178.52 + }, + { + "date": "2025-12-11", + "equity": 28277.3, + "return_pct": 182.77 + }, + { + "date": "2025-12-12", + "equity": 28191.99, + "return_pct": 181.92 + }, + { + "date": "2025-12-15", + "equity": 28135.08, + "return_pct": 181.35 + }, + { + "date": "2025-12-16", + "equity": 28210.45, + "return_pct": 182.1 + }, + { + "date": "2025-12-17", + "equity": 27953.13, + "return_pct": 179.53 + }, + { + "date": "2025-12-18", + "equity": 27835.56, + "return_pct": 178.36 + }, + { + "date": "2025-12-19", + "equity": 27950.16, + "return_pct": 179.5 + }, + { + "date": "2025-12-22", + "equity": 27904.08, + "return_pct": 179.04 + }, + { + "date": "2025-12-23", + "equity": 27630.34, + "return_pct": 176.3 + }, + { + "date": "2025-12-24", + "equity": 27905.03, + "return_pct": 179.05 + }, + { + "date": "2025-12-26", + "equity": 28047.03, + "return_pct": 180.47 + }, + { + "date": "2025-12-29", + "equity": 28079.4, + "return_pct": 180.79 + }, + { + "date": "2025-12-30", + "equity": 27969.37, + "return_pct": 179.69 + }, + { + "date": "2025-12-31", + "equity": 27651.63, + "return_pct": 176.52 + }, + { + "date": "2026-01-02", + "equity": 28159.07, + "return_pct": 181.59 + }, + { + "date": "2026-01-05", + "equity": 28350.5, + "return_pct": 183.5 + }, + { + "date": "2026-01-06", + "equity": 28805.82, + "return_pct": 188.06 + }, + { + "date": "2026-01-07", + "equity": 28578.15, + "return_pct": 185.78 + }, + { + "date": "2026-01-08", + "equity": 29067.18, + "return_pct": 190.67 + }, + { + "date": "2026-01-09", + "equity": 29065.57, + "return_pct": 190.66 + }, + { + "date": "2026-01-12", + "equity": 29557.8, + "return_pct": 195.58 + }, + { + "date": "2026-01-13", + "equity": 29702.34, + "return_pct": 197.02 + }, + { + "date": "2026-01-14", + "equity": 29811.9, + "return_pct": 198.12 + }, + { + "date": "2026-01-15", + "equity": 30184.3, + "return_pct": 201.84 + }, + { + "date": "2026-01-16", + "equity": 30031.0, + "return_pct": 200.31 + }, + { + "date": "2026-01-20", + "equity": 29563.51, + "return_pct": 195.64 + }, + { + "date": "2026-01-21", + "equity": 30368.82, + "return_pct": 203.69 + }, + { + "date": "2026-01-22", + "equity": 30325.5, + "return_pct": 203.26 + }, + { + "date": "2026-01-23", + "equity": 30724.79, + "return_pct": 207.25 + }, + { + "date": "2026-01-26", + "equity": 30716.61, + "return_pct": 207.17 + }, + { + "date": "2026-01-27", + "equity": 30060.28, + "return_pct": 200.6 + }, + { + "date": "2026-01-28", + "equity": 30013.66, + "return_pct": 200.14 + }, + { + "date": "2026-01-29", + "equity": 29812.97, + "return_pct": 198.13 + }, + { + "date": "2026-01-30", + "equity": 29498.27, + "return_pct": 194.98 + }, + { + "date": "2026-02-02", + "equity": 29882.66, + "return_pct": 198.83 + }, + { + "date": "2026-02-03", + "equity": 30118.13, + "return_pct": 201.18 + }, + { + "date": "2026-02-04", + "equity": 29644.79, + "return_pct": 196.45 + }, + { + "date": "2026-02-05", + "equity": 29887.68, + "return_pct": 198.88 + }, + { + "date": "2026-02-06", + "equity": 30751.62, + "return_pct": 207.52 + }, + { + "date": "2026-02-09", + "equity": 30545.16, + "return_pct": 205.45 + }, + { + "date": "2026-02-10", + "equity": 30343.55, + "return_pct": 203.44 + }, + { + "date": "2026-02-11", + "equity": 30935.55, + "return_pct": 209.36 + }, + { + "date": "2026-02-12", + "equity": 30885.23, + "return_pct": 208.85 + }, + { + "date": "2026-02-13", + "equity": 31161.68, + "return_pct": 211.62 + }, + { + "date": "2026-02-17", + "equity": 31042.5, + "return_pct": 210.42 + }, + { + "date": "2026-02-18", + "equity": 30894.75, + "return_pct": 208.95 + }, + { + "date": "2026-02-19", + "equity": 30712.44, + "return_pct": 207.12 + }, + { + "date": "2026-02-20", + "equity": 30896.7, + "return_pct": 208.97 + }, + { + "date": "2026-02-23", + "equity": 31027.88, + "return_pct": 210.28 + }, + { + "date": "2026-02-24", + "equity": 31473.89, + "return_pct": 214.74 + }, + { + "date": "2026-02-25", + "equity": 31538.74, + "return_pct": 215.39 + }, + { + "date": "2026-02-26", + "equity": 31407.44, + "return_pct": 214.07 + }, + { + "date": "2026-02-27", + "equity": 31424.94, + "return_pct": 214.25 + }, + { + "date": "2026-03-02", + "equity": 30973.39, + "return_pct": 209.73 + }, + { + "date": "2026-03-03", + "equity": 30758.46, + "return_pct": 207.58 + }, + { + "date": "2026-03-04", + "equity": 30650.28, + "return_pct": 206.5 + }, + { + "date": "2026-03-05", + "equity": 30152.63, + "return_pct": 201.53 + }, + { + "date": "2026-03-06", + "equity": 30016.26, + "return_pct": 200.16 + }, + { + "date": "2026-03-09", + "equity": 30079.99, + "return_pct": 200.8 + }, + { + "date": "2026-03-10", + "equity": 29828.82, + "return_pct": 198.29 + }, + { + "date": "2026-03-11", + "equity": 29757.89, + "return_pct": 197.58 + }, + { + "date": "2026-03-12", + "equity": 29685.01, + "return_pct": 196.85 + }, + { + "date": "2026-03-13", + "equity": 29661.68, + "return_pct": 196.62 + }, + { + "date": "2026-03-16", + "equity": 29702.93, + "return_pct": 197.03 + }, + { + "date": "2026-03-17", + "equity": 29997.47, + "return_pct": 199.97 + }, + { + "date": "2026-03-18", + "equity": 29670.89, + "return_pct": 196.71 + }, + { + "date": "2026-03-19", + "equity": 29478.56, + "return_pct": 194.79 + }, + { + "date": "2026-03-20", + "equity": 28996.96, + "return_pct": 189.97 + }, + { + "date": "2026-03-23", + "equity": 29258.9, + "return_pct": 192.59 + }, + { + "date": "2026-03-24", + "equity": 29102.67, + "return_pct": 191.03 + }, + { + "date": "2026-03-25", + "equity": 29107.31, + "return_pct": 191.07 + }, + { + "date": "2026-03-26", + "equity": 28916.53, + "return_pct": 189.17 + }, + { + "date": "2026-03-27", + "equity": 28854.3, + "return_pct": 188.54 + }, + { + "date": "2026-03-30", + "equity": 28780.48, + "return_pct": 187.8 + }, + { + "date": "2026-03-31", + "equity": 28886.15, + "return_pct": 188.86 + }, + { + "date": "2026-04-01", + "equity": 28912.68, + "return_pct": 189.13 + }, + { + "date": "2026-04-02", + "equity": 28914.13, + "return_pct": 189.14 + }, + { + "date": "2026-04-06", + "equity": 28890.11, + "return_pct": 188.9 + }, + { + "date": "2026-04-07", + "equity": 28835.45, + "return_pct": 188.35 + }, + { + "date": "2026-04-08", + "equity": 29877.78, + "return_pct": 198.78 + }, + { + "date": "2026-04-09", + "equity": 30141.43, + "return_pct": 201.41 + }, + { + "date": "2026-04-10", + "equity": 30321.29, + "return_pct": 203.21 + }, + { + "date": "2026-04-13", + "equity": 30384.05, + "return_pct": 203.84 + }, + { + "date": "2026-04-14", + "equity": 30921.13, + "return_pct": 209.21 + }, + { + "date": "2026-04-15", + "equity": 30561.44, + "return_pct": 205.61 + }, + { + "date": "2026-04-16", + "equity": 30887.76, + "return_pct": 208.88 + }, + { + "date": "2026-04-17", + "equity": 31379.69, + "return_pct": 213.8 + }, + { + "date": "2026-04-20", + "equity": 31276.21, + "return_pct": 212.76 + }, + { + "date": "2026-04-21", + "equity": 31248.05, + "return_pct": 212.48 + }, + { + "date": "2026-04-22", + "equity": 31818.38, + "return_pct": 218.18 + }, + { + "date": "2026-04-23", + "equity": 31954.85, + "return_pct": 219.55 + }, + { + "date": "2026-04-24", + "equity": 32882.76, + "return_pct": 228.83 + }, + { + "date": "2026-04-27", + "equity": 32933.31, + "return_pct": 229.33 + }, + { + "date": "2026-04-28", + "equity": 32397.05, + "return_pct": 223.97 + }, + { + "date": "2026-04-29", + "equity": 32651.69, + "return_pct": 226.52 + }, + { + "date": "2026-04-30", + "equity": 33907.12, + "return_pct": 239.07 + }, + { + "date": "2026-05-01", + "equity": 33896.9, + "return_pct": 238.97 + }, + { + "date": "2026-05-04", + "equity": 33565.49, + "return_pct": 235.65 + }, + { + "date": "2026-05-05", + "equity": 34228.22, + "return_pct": 242.28 + }, + { + "date": "2026-05-06", + "equity": 35833.66, + "return_pct": 258.34 + }, + { + "date": "2026-05-07", + "equity": 35247.97, + "return_pct": 252.48 + }, + { + "date": "2026-05-08", + "equity": 36157.62, + "return_pct": 261.58 + }, + { + "date": "2026-05-11", + "equity": 36478.51, + "return_pct": 264.79 + }, + { + "date": "2026-05-12", + "equity": 36349.18, + "return_pct": 263.49 + }, + { + "date": "2026-05-13", + "equity": 36675.48, + "return_pct": 266.75 + }, + { + "date": "2026-05-14", + "equity": 36753.81, + "return_pct": 267.54 + }, + { + "date": "2026-05-15", + "equity": 35747.87, + "return_pct": 257.48 + }, + { + "date": "2026-05-18", + "equity": 35376.88, + "return_pct": 253.77 + }, + { + "date": "2026-05-19", + "equity": 35320.52, + "return_pct": 253.21 + }, + { + "date": "2026-05-20", + "equity": 34491.58, + "return_pct": 244.92 + }, + { + "date": "2026-05-21", + "equity": 34380.23, + "return_pct": 243.8 + }, + { + "date": "2026-05-22", + "equity": 34629.1, + "return_pct": 246.29 + }, + { + "date": "2026-05-26", + "equity": 34258.21, + "return_pct": 242.58 + }, + { + "date": "2026-05-27", + "equity": 34418.72, + "return_pct": 244.19 + }, + { + "date": "2026-05-28", + "equity": 34437.26, + "return_pct": 244.37 + }, + { + "date": "2026-05-29", + "equity": 34401.69, + "return_pct": 244.02 + }, + { + "date": "2026-06-01", + "equity": 34494.03, + "return_pct": 244.94 + }, + { + "date": "2026-06-02", + "equity": 34348.89, + "return_pct": 243.49 + }, + { + "date": "2026-06-03", + "equity": 34611.84, + "return_pct": 246.12 + }, + { + "date": "2026-06-04", + "equity": 34629.92, + "return_pct": 246.3 + }, + { + "date": "2026-06-05", + "equity": 34588.98, + "return_pct": 245.89 + }, + { + "date": "2026-06-08", + "equity": 34488.66, + "return_pct": 244.89 + }, + { + "date": "2026-06-09", + "equity": 34727.65, + "return_pct": 247.28 + }, + { + "date": "2026-06-10", + "equity": 34548.41, + "return_pct": 245.48 + }, + { + "date": "2026-06-11", + "equity": 34759.37, + "return_pct": 247.59 + }, + { + "date": "2026-06-12", + "equity": 34762.69, + "return_pct": 247.63 + }, + { + "date": "2026-06-15", + "equity": 34710.68, + "return_pct": 247.11 + }, + { + "date": "2026-06-16", + "equity": 34598.94, + "return_pct": 245.99 + }, + { + "date": "2026-06-17", + "equity": 34711.79, + "return_pct": 247.12 + }, + { + "date": "2026-06-18", + "equity": 34634.71, + "return_pct": 246.35 + }, + { + "date": "2026-06-22", + "equity": 34750.15, + "return_pct": 247.5 + }, + { + "date": "2026-06-23", + "equity": 34657.21, + "return_pct": 246.57 + }, + { + "date": "2026-06-24", + "equity": 34745.72, + "return_pct": 247.46 + }, + { + "date": "2026-06-25", + "equity": 34833.13, + "return_pct": 248.33 + }, + { + "date": "2026-06-26", + "equity": 35352.04, + "return_pct": 253.52 + }, + { + "date": "2026-06-29", + "equity": 35367.9, + "return_pct": 253.68 + }, + { + "date": "2026-06-30", + "equity": 35353.15, + "return_pct": 253.53 + }, + { + "date": "2026-07-01", + "equity": 35112.32, + "return_pct": 251.12 + }, + { + "date": "2026-07-02", + "equity": 35112.32, + "return_pct": 251.12 + } + ], + "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 + }, + { + "date": "2024-08-08", + "equity": 11957.23, + "return_pct": 19.57 + }, + { + "date": "2024-08-09", + "equity": 12009.96, + "return_pct": 20.1 + }, + { + "date": "2024-08-12", + "equity": 12016.27, + "return_pct": 20.16 + }, + { + "date": "2024-08-13", + "equity": 12213.88, + "return_pct": 22.14 + }, + { + "date": "2024-08-14", + "equity": 12252.42, + "return_pct": 22.52 + }, + { + "date": "2024-08-15", + "equity": 12462.43, + "return_pct": 24.62 + }, + { + "date": "2024-08-16", + "equity": 12490.37, + "return_pct": 24.9 + }, + { + "date": "2024-08-19", + "equity": 12609.79, + "return_pct": 26.1 + }, + { + "date": "2024-08-20", + "equity": 12589.29, + "return_pct": 25.89 + }, + { + "date": "2024-08-21", + "equity": 12632.55, + "return_pct": 26.33 + }, + { + "date": "2024-08-22", + "equity": 12533.41, + "return_pct": 25.33 + }, + { + "date": "2024-08-23", + "equity": 12666.58, + "return_pct": 26.67 + }, + { + "date": "2024-08-26", + "equity": 12636.38, + "return_pct": 26.36 + }, + { + "date": "2024-08-27", + "equity": 12653.73, + "return_pct": 26.54 + }, + { + "date": "2024-08-28", + "equity": 12580.27, + "return_pct": 25.8 + }, + { + "date": "2024-08-29", + "equity": 12581.4, + "return_pct": 25.81 + }, + { + "date": "2024-08-30", + "equity": 12701.5, + "return_pct": 27.02 + }, + { + "date": "2024-09-03", + "equity": 12440.12, + "return_pct": 24.4 + }, + { + "date": "2024-09-04", + "equity": 12414.66, + "return_pct": 24.15 + }, + { + "date": "2024-09-05", + "equity": 12384.46, + "return_pct": 23.84 + }, + { + "date": "2024-09-06", + "equity": 12176.03, + "return_pct": 21.76 + }, + { + "date": "2024-09-09", + "equity": 12312.35, + "return_pct": 23.12 + }, + { + "date": "2024-09-10", + "equity": 12365.98, + "return_pct": 23.66 + }, + { + "date": "2024-09-11", + "equity": 12492.85, + "return_pct": 24.93 + }, + { + "date": "2024-09-12", + "equity": 12598.08, + "return_pct": 25.98 + }, + { + "date": "2024-09-13", + "equity": 12663.87, + "return_pct": 26.64 + }, + { + "date": "2024-09-16", + "equity": 12682.58, + "return_pct": 26.83 + }, + { + "date": "2024-09-17", + "equity": 12687.76, + "return_pct": 26.88 + }, + { + "date": "2024-09-18", + "equity": 12650.13, + "return_pct": 26.5 + }, + { + "date": "2024-09-19", + "equity": 12866.0, + "return_pct": 28.66 + }, + { + "date": "2024-09-20", + "equity": 12804.48, + "return_pct": 28.04 + }, + { + "date": "2024-09-23", + "equity": 12836.48, + "return_pct": 28.36 + }, + { + "date": "2024-09-24", + "equity": 12873.21, + "return_pct": 28.73 + }, + { + "date": "2024-09-25", + "equity": 12844.81, + "return_pct": 28.45 + }, + { + "date": "2024-09-26", + "equity": 12895.74, + "return_pct": 28.96 + }, + { + "date": "2024-09-27", + "equity": 12877.04, + "return_pct": 28.77 + }, + { + "date": "2024-09-30", + "equity": 12928.64, + "return_pct": 29.29 + }, + { + "date": "2024-10-01", + "equity": 12812.82, + "return_pct": 28.13 + }, + { + "date": "2024-10-02", + "equity": 12818.22, + "return_pct": 28.18 + }, + { + "date": "2024-10-03", + "equity": 12794.79, + "return_pct": 27.95 + }, + { + "date": "2024-10-04", + "equity": 12911.06, + "return_pct": 29.11 + }, + { + "date": "2024-10-07", + "equity": 12794.34, + "return_pct": 27.94 + }, + { + "date": "2024-10-08", + "equity": 12915.34, + "return_pct": 29.15 + }, + { + "date": "2024-10-09", + "equity": 13004.8, + "return_pct": 30.05 + }, + { + "date": "2024-10-10", + "equity": 12982.04, + "return_pct": 29.82 + }, + { + "date": "2024-10-11", + "equity": 13059.78, + "return_pct": 30.6 + }, + { + "date": "2024-10-14", + "equity": 13166.59, + "return_pct": 31.67 + }, + { + "date": "2024-10-15", + "equity": 13064.29, + "return_pct": 30.64 + }, + { + "date": "2024-10-16", + "equity": 13121.07, + "return_pct": 31.21 + }, + { + "date": "2024-10-17", + "equity": 13122.2, + "return_pct": 31.22 + }, + { + "date": "2024-10-18", + "equity": 13172.67, + "return_pct": 31.73 + }, + { + "date": "2024-10-21", + "equity": 13151.04, + "return_pct": 31.51 + }, + { + "date": "2024-10-22", + "equity": 13144.05, + "return_pct": 31.44 + }, + { + "date": "2024-10-23", + "equity": 13023.95, + "return_pct": 30.24 + }, + { + "date": "2024-10-24", + "equity": 13052.12, + "return_pct": 30.52 + }, + { + "date": "2024-10-25", + "equity": 13047.61, + "return_pct": 30.48 + }, + { + "date": "2024-10-28", + "equity": 13087.95, + "return_pct": 30.88 + }, + { + "date": "2024-10-29", + "equity": 13109.13, + "return_pct": 31.09 + }, + { + "date": "2024-10-30", + "equity": 13069.47, + "return_pct": 30.69 + }, + { + "date": "2024-10-31", + "equity": 12813.27, + "return_pct": 28.13 + }, + { + "date": "2024-11-01", + "equity": 12867.35, + "return_pct": 28.67 + }, + { + "date": "2024-11-04", + "equity": 12839.63, + "return_pct": 28.4 + }, + { + "date": "2024-11-05", + "equity": 12994.88, + "return_pct": 29.95 + }, + { + "date": "2024-11-06", + "equity": 13318.01, + "return_pct": 33.18 + }, + { + "date": "2024-11-07", + "equity": 13420.99, + "return_pct": 34.21 + }, + { + "date": "2024-11-08", + "equity": 13479.12, + "return_pct": 34.79 + }, + { + "date": "2024-11-11", + "equity": 13491.97, + "return_pct": 34.92 + }, + { + "date": "2024-11-12", + "equity": 13450.06, + "return_pct": 34.5 + }, + { + "date": "2024-11-13", + "equity": 13456.59, + "return_pct": 34.57 + }, + { + "date": "2024-11-14", + "equity": 13370.06, + "return_pct": 33.7 + }, + { + "date": "2024-11-15", + "equity": 13198.81, + "return_pct": 31.99 + }, + { + "date": "2024-11-18", + "equity": 13252.89, + "return_pct": 32.53 + }, + { + "date": "2024-11-19", + "equity": 13301.34, + "return_pct": 33.01 + }, + { + "date": "2024-11-20", + "equity": 13305.84, + "return_pct": 33.06 + }, + { + "date": "2024-11-21", + "equity": 13377.27, + "return_pct": 33.77 + }, + { + "date": "2024-11-22", + "equity": 13418.73, + "return_pct": 34.19 + }, + { + "date": "2024-11-25", + "equity": 13464.25, + "return_pct": 34.64 + }, + { + "date": "2024-11-26", + "equity": 13534.55, + "return_pct": 35.35 + }, + { + "date": "2024-11-27", + "equity": 13493.54, + "return_pct": 34.94 + }, + { + "date": "2024-11-29", + "equity": 13577.37, + "return_pct": 35.77 + }, + { + "date": "2024-12-02", + "equity": 13601.7, + "return_pct": 36.02 + }, + { + "date": "2024-12-03", + "equity": 13608.01, + "return_pct": 36.08 + }, + { + "date": "2024-12-04", + "equity": 13692.51, + "return_pct": 36.93 + }, + { + "date": "2024-12-05", + "equity": 13669.98, + "return_pct": 36.7 + }, + { + "date": "2024-12-06", + "equity": 13695.89, + "return_pct": 36.96 + }, + { + "date": "2024-12-09", + "equity": 13625.36, + "return_pct": 36.25 + }, + { + "date": "2024-12-10", + "equity": 13583.0, + "return_pct": 35.83 + }, + { + "date": "2024-12-11", + "equity": 13688.01, + "return_pct": 36.88 + }, + { + "date": "2024-12-12", + "equity": 13617.48, + "return_pct": 36.17 + }, + { + "date": "2024-12-13", + "equity": 13614.77, + "return_pct": 36.15 + }, + { + "date": "2024-12-16", + "equity": 13672.91, + "return_pct": 36.73 + }, + { + "date": "2024-12-17", + "equity": 13616.58, + "return_pct": 36.17 + }, + { + "date": "2024-12-18", + "equity": 13210.75, + "return_pct": 32.11 + }, + { + "date": "2024-12-19", + "equity": 13206.7, + "return_pct": 32.07 + }, + { + "date": "2024-12-20", + "equity": 13320.49, + "return_pct": 33.2 + }, + { + "date": "2024-12-23", + "equity": 13400.26, + "return_pct": 34.0 + }, + { + "date": "2024-12-24", + "equity": 13549.2, + "return_pct": 35.49 + }, + { + "date": "2024-12-26", + "equity": 13550.1, + "return_pct": 35.5 + }, + { + "date": "2024-12-27", + "equity": 13407.47, + "return_pct": 34.07 + }, + { + "date": "2024-12-30", + "equity": 13254.47, + "return_pct": 32.54 + }, + { + "date": "2024-12-31", + "equity": 13206.25, + "return_pct": 32.06 + }, + { + "date": "2025-01-02", + "equity": 13173.8, + "return_pct": 31.74 + }, + { + "date": "2025-01-03", + "equity": 13338.52, + "return_pct": 33.39 + }, + { + "date": "2025-01-06", + "equity": 13415.35, + "return_pct": 34.15 + }, + { + "date": "2025-01-07", + "equity": 13263.71, + "return_pct": 32.64 + }, + { + "date": "2025-01-08", + "equity": 13283.08, + "return_pct": 32.83 + }, + { + "date": "2025-01-10", + "equity": 13080.29, + "return_pct": 30.8 + }, + { + "date": "2025-01-13", + "equity": 13100.57, + "return_pct": 31.01 + }, + { + "date": "2025-01-14", + "equity": 13118.59, + "return_pct": 31.19 + }, + { + "date": "2025-01-15", + "equity": 13357.22, + "return_pct": 33.57 + }, + { + "date": "2025-01-16", + "equity": 13331.53, + "return_pct": 33.32 + }, + { + "date": "2025-01-17", + "equity": 13465.38, + "return_pct": 34.65 + }, + { + "date": "2025-01-21", + "equity": 13588.63, + "return_pct": 35.89 + }, + { + "date": "2025-01-22", + "equity": 13665.02, + "return_pct": 36.65 + }, + { + "date": "2025-01-23", + "equity": 13739.61, + "return_pct": 37.4 + }, + { + "date": "2025-01-24", + "equity": 13699.5, + "return_pct": 36.99 + }, + { + "date": "2025-01-27", + "equity": 13505.71, + "return_pct": 35.06 + }, + { + "date": "2025-01-28", + "equity": 13621.76, + "return_pct": 36.22 + }, + { + "date": "2025-01-29", + "equity": 13560.69, + "return_pct": 35.61 + }, + { + "date": "2025-01-30", + "equity": 13633.48, + "return_pct": 36.33 + }, + { + "date": "2025-01-31", + "equity": 13560.92, + "return_pct": 35.61 + }, + { + "date": "2025-02-03", + "equity": 13469.66, + "return_pct": 34.7 + }, + { + "date": "2025-02-04", + "equity": 13560.02, + "return_pct": 35.6 + }, + { + "date": "2025-02-05", + "equity": 13615.0, + "return_pct": 36.15 + }, + { + "date": "2025-02-06", + "equity": 13662.32, + "return_pct": 36.62 + }, + { + "date": "2025-02-07", + "equity": 13537.26, + "return_pct": 35.37 + }, + { + "date": "2025-02-10", + "equity": 13629.19, + "return_pct": 36.29 + }, + { + "date": "2025-02-11", + "equity": 13639.56, + "return_pct": 36.4 + }, + { + "date": "2025-02-12", + "equity": 13595.62, + "return_pct": 35.96 + }, + { + "date": "2025-02-13", + "equity": 13739.16, + "return_pct": 37.39 + }, + { + "date": "2025-02-14", + "equity": 13738.48, + "return_pct": 37.38 + }, + { + "date": "2025-02-18", + "equity": 13778.81, + "return_pct": 37.79 + }, + { + "date": "2025-02-19", + "equity": 13811.26, + "return_pct": 38.11 + }, + { + "date": "2025-02-20", + "equity": 13753.8, + "return_pct": 37.54 + }, + { + "date": "2025-02-21", + "equity": 13518.56, + "return_pct": 35.19 + }, + { + "date": "2025-02-24", + "equity": 13457.04, + "return_pct": 34.57 + }, + { + "date": "2025-02-25", + "equity": 13390.12, + "return_pct": 33.9 + }, + { + "date": "2025-02-26", + "equity": 13396.88, + "return_pct": 33.97 + }, + { + "date": "2025-02-27", + "equity": 13183.04, + "return_pct": 31.83 + }, + { + "date": "2025-02-28", + "equity": 13388.76, + "return_pct": 33.89 + }, + { + "date": "2025-03-03", + "equity": 13154.19, + "return_pct": 31.54 + }, + { + "date": "2025-03-04", + "equity": 12998.49, + "return_pct": 29.98 + }, + { + "date": "2025-03-05", + "equity": 13138.2, + "return_pct": 31.38 + }, + { + "date": "2025-03-06", + "equity": 12904.98, + "return_pct": 29.05 + }, + { + "date": "2025-03-07", + "equity": 12977.31, + "return_pct": 29.77 + }, + { + "date": "2025-03-10", + "equity": 12631.65, + "return_pct": 26.32 + }, + { + "date": "2025-03-11", + "equity": 12526.65, + "return_pct": 25.27 + }, + { + "date": "2025-03-12", + "equity": 12593.12, + "return_pct": 25.93 + }, + { + "date": "2025-03-13", + "equity": 12425.25, + "return_pct": 24.25 + }, + { + "date": "2025-03-14", + "equity": 12681.9, + "return_pct": 26.82 + }, + { + "date": "2025-03-17", + "equity": 12779.69, + "return_pct": 27.8 + }, + { + "date": "2025-03-18", + "equity": 12641.56, + "return_pct": 26.42 + }, + { + "date": "2025-03-19", + "equity": 12779.24, + "return_pct": 27.79 + }, + { + "date": "2025-03-20", + "equity": 12742.29, + "return_pct": 27.42 + }, + { + "date": "2025-03-21", + "equity": 12708.26, + "return_pct": 27.08 + }, + { + "date": "2025-03-24", + "equity": 12935.85, + "return_pct": 29.36 + }, + { + "date": "2025-03-25", + "equity": 12966.94, + "return_pct": 29.67 + }, + { + "date": "2025-03-26", + "equity": 12812.14, + "return_pct": 28.12 + }, + { + "date": "2025-03-27", + "equity": 12778.12, + "return_pct": 27.78 + }, + { + "date": "2025-03-28", + "equity": 12520.79, + "return_pct": 25.21 + }, + { + "date": "2025-03-31", + "equity": 12604.84, + "return_pct": 26.05 + }, + { + "date": "2025-04-01", + "equity": 12640.44, + "return_pct": 26.4 + }, + { + "date": "2025-04-02", + "equity": 12720.43, + "return_pct": 27.2 + }, + { + "date": "2025-04-03", + "equity": 12093.56, + "return_pct": 20.94 + }, + { + "date": "2025-04-04", + "equity": 11385.57, + "return_pct": 13.86 + }, + { + "date": "2025-04-07", + "equity": 11365.29, + "return_pct": 13.65 + }, + { + "date": "2025-04-08", + "equity": 11187.27, + "return_pct": 11.87 + }, + { + "date": "2025-04-09", + "equity": 12362.15, + "return_pct": 23.62 + }, + { + "date": "2025-04-10", + "equity": 11820.46, + "return_pct": 18.2 + }, + { + "date": "2025-04-11", + "equity": 12031.37, + "return_pct": 20.31 + }, + { + "date": "2025-04-14", + "equity": 12148.09, + "return_pct": 21.48 + }, + { + "date": "2025-04-15", + "equity": 12114.06, + "return_pct": 21.14 + }, + { + "date": "2025-04-16", + "equity": 11844.79, + "return_pct": 18.45 + }, + { + "date": "2025-04-17", + "equity": 11861.69, + "return_pct": 18.62 + }, + { + "date": "2025-04-21", + "equity": 11579.35, + "return_pct": 15.79 + }, + { + "date": "2025-04-22", + "equity": 11880.62, + "return_pct": 18.81 + }, + { + "date": "2025-04-23", + "equity": 12064.72, + "return_pct": 20.65 + }, + { + "date": "2025-04-24", + "equity": 12318.66, + "return_pct": 23.19 + }, + { + "date": "2025-04-25", + "equity": 12407.67, + "return_pct": 24.08 + }, + { + "date": "2025-04-28", + "equity": 12412.4, + "return_pct": 24.12 + }, + { + "date": "2025-04-29", + "equity": 12490.59, + "return_pct": 24.91 + }, + { + "date": "2025-04-30", + "equity": 12495.55, + "return_pct": 24.96 + }, + { + "date": "2025-05-01", + "equity": 12584.11, + "return_pct": 25.84 + }, + { + "date": "2025-05-02", + "equity": 12770.91, + "return_pct": 27.71 + }, + { + "date": "2025-05-05", + "equity": 12697.67, + "return_pct": 26.98 + }, + { + "date": "2025-05-06", + "equity": 12591.54, + "return_pct": 25.92 + }, + { + "date": "2025-05-07", + "equity": 12644.49, + "return_pct": 26.44 + }, + { + "date": "2025-05-08", + "equity": 12732.6, + "return_pct": 27.33 + }, + { + "date": "2025-05-09", + "equity": 12716.37, + "return_pct": 27.16 + }, + { + "date": "2025-05-12", + "equity": 13136.62, + "return_pct": 31.37 + }, + { + "date": "2025-05-13", + "equity": 13223.37, + "return_pct": 32.23 + }, + { + "date": "2025-05-14", + "equity": 13240.27, + "return_pct": 32.4 + }, + { + "date": "2025-05-15", + "equity": 13304.94, + "return_pct": 33.05 + }, + { + "date": "2025-05-16", + "equity": 13389.22, + "return_pct": 33.89 + }, + { + "date": "2025-05-19", + "equity": 13403.86, + "return_pct": 34.04 + }, + { + "date": "2025-05-20", + "equity": 13358.8, + "return_pct": 33.59 + }, + { + "date": "2025-05-21", + "equity": 13133.69, + "return_pct": 31.34 + }, + { + "date": "2025-05-22", + "equity": 13138.87, + "return_pct": 31.39 + }, + { + "date": "2025-05-23", + "equity": 13049.19, + "return_pct": 30.49 + }, + { + "date": "2025-05-27", + "equity": 13320.49, + "return_pct": 33.2 + }, + { + "date": "2025-05-28", + "equity": 13243.43, + "return_pct": 32.43 + }, + { + "date": "2025-05-29", + "equity": 13295.7, + "return_pct": 32.96 + }, + { + "date": "2025-05-30", + "equity": 13280.83, + "return_pct": 32.81 + }, + { + "date": "2025-06-02", + "equity": 13355.64, + "return_pct": 33.56 + }, + { + "date": "2025-06-03", + "equity": 13431.8, + "return_pct": 34.32 + }, + { + "date": "2025-06-04", + "equity": 13428.2, + "return_pct": 34.28 + }, + { + "date": "2025-06-05", + "equity": 13363.3, + "return_pct": 33.63 + }, + { + "date": "2025-06-06", + "equity": 13500.53, + "return_pct": 35.01 + }, + { + "date": "2025-06-09", + "equity": 13512.7, + "return_pct": 35.13 + }, + { + "date": "2025-06-10", + "equity": 13589.31, + "return_pct": 35.89 + }, + { + "date": "2025-06-11", + "equity": 13550.55, + "return_pct": 35.51 + }, + { + "date": "2025-06-12", + "equity": 13604.41, + "return_pct": 36.04 + }, + { + "date": "2025-06-13", + "equity": 13452.31, + "return_pct": 34.52 + }, + { + "date": "2025-06-16", + "equity": 13580.3, + "return_pct": 35.8 + }, + { + "date": "2025-06-17", + "equity": 13464.25, + "return_pct": 34.64 + }, + { + "date": "2025-06-18", + "equity": 13462.22, + "return_pct": 34.62 + }, + { + "date": "2025-06-20", + "equity": 13391.02, + "return_pct": 33.91 + }, + { + "date": "2025-06-23", + "equity": 13523.29, + "return_pct": 35.23 + }, + { + "date": "2025-06-24", + "equity": 13672.68, + "return_pct": 36.73 + }, + { + "date": "2025-06-25", + "equity": 13680.34, + "return_pct": 36.8 + }, + { + "date": "2025-06-26", + "equity": 13787.38, + "return_pct": 37.87 + }, + { + "date": "2025-06-27", + "equity": 13855.88, + "return_pct": 38.56 + }, + { + "date": "2025-06-30", + "equity": 13922.13, + "return_pct": 39.22 + }, + { + "date": "2025-07-01", + "equity": 13917.62, + "return_pct": 39.18 + }, + { + "date": "2025-07-02", + "equity": 13980.71, + "return_pct": 39.81 + }, + { + "date": "2025-07-03", + "equity": 14090.9, + "return_pct": 40.91 + }, + { + "date": "2025-07-07", + "equity": 13985.89, + "return_pct": 39.86 + }, + { + "date": "2025-07-08", + "equity": 13978.23, + "return_pct": 39.78 + }, + { + "date": "2025-07-09", + "equity": 14062.06, + "return_pct": 40.62 + }, + { + "date": "2025-07-10", + "equity": 14101.71, + "return_pct": 41.02 + }, + { + "date": "2025-07-11", + "equity": 14052.14, + "return_pct": 40.52 + }, + { + "date": "2025-07-14", + "equity": 14078.96, + "return_pct": 40.79 + }, + { + "date": "2025-07-15", + "equity": 14018.79, + "return_pct": 40.19 + }, + { + "date": "2025-07-16", + "equity": 14065.66, + "return_pct": 40.66 + }, + { + "date": "2025-07-17", + "equity": 14151.74, + "return_pct": 41.52 + }, + { + "date": "2025-07-18", + "equity": 14141.37, + "return_pct": 41.41 + }, + { + "date": "2025-07-21", + "equity": 14168.19, + "return_pct": 41.68 + }, + { + "date": "2025-07-22", + "equity": 14170.22, + "return_pct": 41.7 + }, + { + "date": "2025-07-23", + "equity": 14290.77, + "return_pct": 42.91 + }, + { + "date": "2025-07-24", + "equity": 14295.5, + "return_pct": 42.96 + }, + { + "date": "2025-07-25", + "equity": 14355.89, + "return_pct": 43.56 + }, + { + "date": "2025-07-28", + "equity": 14352.28, + "return_pct": 43.52 + }, + { + "date": "2025-07-29", + "equity": 14314.43, + "return_pct": 43.14 + }, + { + "date": "2025-07-30", + "equity": 14296.4, + "return_pct": 42.96 + }, + { + "date": "2025-07-31", + "equity": 14242.77, + "return_pct": 42.43 + }, + { + "date": "2025-08-01", + "equity": 14009.33, + "return_pct": 40.09 + }, + { + "date": "2025-08-04", + "equity": 14222.27, + "return_pct": 42.22 + }, + { + "date": "2025-08-05", + "equity": 14150.16, + "return_pct": 41.5 + }, + { + "date": "2025-08-06", + "equity": 14258.55, + "return_pct": 42.59 + }, + { + "date": "2025-08-07", + "equity": 14246.6, + "return_pct": 42.47 + }, + { + "date": "2025-08-08", + "equity": 14357.69, + "return_pct": 43.58 + }, + { + "date": "2025-08-11", + "equity": 14329.3, + "return_pct": 43.29 + }, + { + "date": "2025-08-12", + "equity": 14481.85, + "return_pct": 44.82 + }, + { + "date": "2025-08-13", + "equity": 14531.42, + "return_pct": 45.31 + }, + { + "date": "2025-08-14", + "equity": 14532.77, + "return_pct": 45.33 + }, + { + "date": "2025-08-15", + "equity": 14498.75, + "return_pct": 44.99 + }, + { + "date": "2025-08-18", + "equity": 14495.59, + "return_pct": 44.96 + }, + { + "date": "2025-08-19", + "equity": 14416.95, + "return_pct": 44.17 + }, + { + "date": "2025-08-20", + "equity": 14378.65, + "return_pct": 43.79 + }, + { + "date": "2025-08-21", + "equity": 14320.96, + "return_pct": 43.21 + }, + { + "date": "2025-08-22", + "equity": 14540.89, + "return_pct": 45.41 + }, + { + "date": "2025-08-25", + "equity": 14476.89, + "return_pct": 44.77 + }, + { + "date": "2025-08-26", + "equity": 14537.51, + "return_pct": 45.38 + }, + { + "date": "2025-08-27", + "equity": 14570.63, + "return_pct": 45.71 + }, + { + "date": "2025-08-28", + "equity": 14622.23, + "return_pct": 46.22 + }, + { + "date": "2025-08-29", + "equity": 14535.03, + "return_pct": 45.35 + }, + { + "date": "2025-09-02", + "equity": 14427.32, + "return_pct": 44.27 + }, + { + "date": "2025-09-03", + "equity": 14505.51, + "return_pct": 45.06 + }, + { + "date": "2025-09-04", + "equity": 14626.74, + "return_pct": 46.27 + }, + { + "date": "2025-09-05", + "equity": 14584.38, + "return_pct": 45.84 + }, + { + "date": "2025-09-08", + "equity": 14620.2, + "return_pct": 46.2 + }, + { + "date": "2025-09-09", + "equity": 14654.0, + "return_pct": 46.54 + }, + { + "date": "2025-09-10", + "equity": 14696.37, + "return_pct": 46.96 + }, + { + "date": "2025-09-11", + "equity": 14818.5, + "return_pct": 48.18 + }, + { + "date": "2025-09-12", + "equity": 14813.54, + "return_pct": 48.14 + }, + { + "date": "2025-09-15", + "equity": 14892.4, + "return_pct": 48.92 + }, + { + "date": "2025-09-16", + "equity": 14871.9, + "return_pct": 48.72 + }, + { + "date": "2025-09-17", + "equity": 14853.42, + "return_pct": 48.53 + }, + { + "date": "2025-09-18", + "equity": 14922.82, + "return_pct": 49.23 + }, + { + "date": "2025-09-19", + "equity": 14955.27, + "return_pct": 49.55 + }, + { + "date": "2025-09-22", + "equity": 15026.03, + "return_pct": 50.26 + }, + { + "date": "2025-09-23", + "equity": 14944.23, + "return_pct": 49.44 + }, + { + "date": "2025-09-24", + "equity": 14896.69, + "return_pct": 48.97 + }, + { + "date": "2025-09-25", + "equity": 14827.96, + "return_pct": 48.28 + }, + { + "date": "2025-09-26", + "equity": 14912.91, + "return_pct": 49.13 + }, + { + "date": "2025-09-29", + "equity": 14954.82, + "return_pct": 49.55 + }, + { + "date": "2025-09-30", + "equity": 15011.15, + "return_pct": 50.11 + }, + { + "date": "2025-10-01", + "equity": 15062.3, + "return_pct": 50.62 + }, + { + "date": "2025-10-02", + "equity": 15079.65, + "return_pct": 50.8 + }, + { + "date": "2025-10-03", + "equity": 15079.43, + "return_pct": 50.79 + }, + { + "date": "2025-10-06", + "equity": 15133.51, + "return_pct": 51.34 + }, + { + "date": "2025-10-07", + "equity": 15077.4, + "return_pct": 50.77 + }, + { + "date": "2025-10-08", + "equity": 15167.31, + "return_pct": 51.67 + }, + { + "date": "2025-10-09", + "equity": 15123.37, + "return_pct": 51.23 + }, + { + "date": "2025-10-10", + "equity": 14714.62, + "return_pct": 47.15 + }, + { + "date": "2025-10-13", + "equity": 14940.4, + "return_pct": 49.4 + }, + { + "date": "2025-10-14", + "equity": 14922.15, + "return_pct": 49.22 + }, + { + "date": "2025-10-15", + "equity": 14988.4, + "return_pct": 49.88 + }, + { + "date": "2025-10-16", + "equity": 14886.32, + "return_pct": 48.86 + }, + { + "date": "2025-10-17", + "equity": 14970.82, + "return_pct": 49.71 + }, + { + "date": "2025-10-20", + "equity": 15126.52, + "return_pct": 51.27 + }, + { + "date": "2025-10-21", + "equity": 15126.3, + "return_pct": 51.26 + }, + { + "date": "2025-10-22", + "equity": 15047.66, + "return_pct": 50.48 + }, + { + "date": "2025-10-23", + "equity": 15136.89, + "return_pct": 51.37 + }, + { + "date": "2025-10-24", + "equity": 15260.6, + "return_pct": 52.61 + }, + { + "date": "2025-10-27", + "equity": 15440.64, + "return_pct": 54.41 + }, + { + "date": "2025-10-28", + "equity": 15481.65, + "return_pct": 54.82 + }, + { + "date": "2025-10-29", + "equity": 15489.08, + "return_pct": 54.89 + }, + { + "date": "2025-10-30", + "equity": 15318.73, + "return_pct": 53.19 + }, + { + "date": "2025-10-31", + "equity": 15368.98, + "return_pct": 53.69 + }, + { + "date": "2025-11-03", + "equity": 15397.82, + "return_pct": 53.98 + }, + { + "date": "2025-11-04", + "equity": 15215.3, + "return_pct": 52.15 + }, + { + "date": "2025-11-05", + "equity": 15268.03, + "return_pct": 52.68 + }, + { + "date": "2025-11-06", + "equity": 15104.22, + "return_pct": 51.04 + }, + { + "date": "2025-11-07", + "equity": 15119.09, + "return_pct": 51.19 + }, + { + "date": "2025-11-10", + "equity": 15355.01, + "return_pct": 53.55 + }, + { + "date": "2025-11-11", + "equity": 15390.16, + "return_pct": 53.9 + }, + { + "date": "2025-11-12", + "equity": 15398.72, + "return_pct": 53.99 + }, + { + "date": "2025-11-13", + "equity": 15143.2, + "return_pct": 51.43 + }, + { + "date": "2025-11-14", + "equity": 15140.72, + "return_pct": 51.41 + }, + { + "date": "2025-11-17", + "equity": 14999.66, + "return_pct": 50.0 + }, + { + "date": "2025-11-18", + "equity": 14873.7, + "return_pct": 48.74 + }, + { + "date": "2025-11-19", + "equity": 14931.16, + "return_pct": 49.31 + }, + { + "date": "2025-11-20", + "equity": 14703.58, + "return_pct": 47.04 + }, + { + "date": "2025-11-21", + "equity": 14850.04, + "return_pct": 48.5 + }, + { + "date": "2025-11-24", + "equity": 15068.61, + "return_pct": 50.69 + }, + { + "date": "2025-11-25", + "equity": 15210.35, + "return_pct": 52.1 + }, + { + "date": "2025-11-26", + "equity": 15315.35, + "return_pct": 53.15 + }, + { + "date": "2025-11-28", + "equity": 15398.95, + "return_pct": 53.99 + }, + { + "date": "2025-12-01", + "equity": 15328.65, + "return_pct": 53.29 + }, + { + "date": "2025-12-02", + "equity": 15357.04, + "return_pct": 53.57 + }, + { + "date": "2025-12-03", + "equity": 15410.22, + "return_pct": 54.1 + }, + { + "date": "2025-12-04", + "equity": 15421.48, + "return_pct": 54.21 + }, + { + "date": "2025-12-05", + "equity": 15450.78, + "return_pct": 54.51 + }, + { + "date": "2025-12-08", + "equity": 15404.36, + "return_pct": 54.04 + }, + { + "date": "2025-12-09", + "equity": 15391.06, + "return_pct": 53.91 + }, + { + "date": "2025-12-10", + "equity": 15493.14, + "return_pct": 54.93 + }, + { + "date": "2025-12-11", + "equity": 15529.19, + "return_pct": 55.29 + }, + { + "date": "2025-12-12", + "equity": 15362.22, + "return_pct": 53.62 + }, + { + "date": "2025-12-15", + "equity": 15339.01, + "return_pct": 53.39 + }, + { + "date": "2025-12-16", + "equity": 15297.1, + "return_pct": 52.97 + }, + { + "date": "2025-12-17", + "equity": 15128.78, + "return_pct": 51.29 + }, + { + "date": "2025-12-18", + "equity": 15243.02, + "return_pct": 52.43 + }, + { + "date": "2025-12-19", + "equity": 15335.86, + "return_pct": 53.36 + }, + { + "date": "2025-12-22", + "equity": 15431.4, + "return_pct": 54.31 + }, + { + "date": "2025-12-23", + "equity": 15501.93, + "return_pct": 55.02 + }, + { + "date": "2025-12-24", + "equity": 15556.46, + "return_pct": 55.56 + }, + { + "date": "2025-12-26", + "equity": 15554.88, + "return_pct": 55.55 + }, + { + "date": "2025-12-29", + "equity": 15499.45, + "return_pct": 54.99 + }, + { + "date": "2025-12-30", + "equity": 15480.52, + "return_pct": 54.81 + }, + { + "date": "2025-12-31", + "equity": 15365.83, + "return_pct": 53.66 + }, + { + "date": "2026-01-02", + "equity": 15393.99, + "return_pct": 53.94 + }, + { + "date": "2026-01-05", + "equity": 15496.52, + "return_pct": 54.97 + }, + { + "date": "2026-01-06", + "equity": 15588.68, + "return_pct": 55.89 + }, + { + "date": "2026-01-07", + "equity": 15538.43, + "return_pct": 55.38 + }, + { + "date": "2026-01-08", + "equity": 15536.85, + "return_pct": 55.37 + }, + { + "date": "2026-01-09", + "equity": 15639.6, + "return_pct": 56.4 + }, + { + "date": "2026-01-12", + "equity": 15664.17, + "return_pct": 56.64 + }, + { + "date": "2026-01-13", + "equity": 15632.84, + "return_pct": 56.33 + }, + { + "date": "2026-01-14", + "equity": 15556.01, + "return_pct": 55.56 + }, + { + "date": "2026-01-15", + "equity": 15598.37, + "return_pct": 55.98 + }, + { + "date": "2026-01-16", + "equity": 15585.3, + "return_pct": 55.85 + }, + { + "date": "2026-01-20", + "equity": 15268.03, + "return_pct": 52.68 + }, + { + "date": "2026-01-21", + "equity": 15444.24, + "return_pct": 54.44 + }, + { + "date": "2026-01-22", + "equity": 15524.91, + "return_pct": 55.25 + }, + { + "date": "2026-01-23", + "equity": 15530.54, + "return_pct": 55.31 + }, + { + "date": "2026-01-26", + "equity": 15609.41, + "return_pct": 56.09 + }, + { + "date": "2026-01-27", + "equity": 15671.6, + "return_pct": 56.72 + }, + { + "date": "2026-01-28", + "equity": 15670.02, + "return_pct": 56.7 + }, + { + "date": "2026-01-29", + "equity": 15638.93, + "return_pct": 56.39 + }, + { + "date": "2026-01-30", + "equity": 15592.28, + "return_pct": 55.92 + }, + { + "date": "2026-02-02", + "equity": 15669.8, + "return_pct": 56.7 + }, + { + "date": "2026-02-03", + "equity": 15537.3, + "return_pct": 55.37 + }, + { + "date": "2026-02-04", + "equity": 15462.04, + "return_pct": 54.62 + }, + { + "date": "2026-02-05", + "equity": 15268.93, + "return_pct": 52.69 + }, + { + "date": "2026-02-06", + "equity": 15561.86, + "return_pct": 55.62 + }, + { + "date": "2026-02-09", + "equity": 15636.9, + "return_pct": 56.37 + }, + { + "date": "2026-02-10", + "equity": 15595.66, + "return_pct": 55.96 + }, + { + "date": "2026-02-11", + "equity": 15592.06, + "return_pct": 55.92 + }, + { + "date": "2026-02-12", + "equity": 15351.18, + "return_pct": 53.51 + }, + { + "date": "2026-02-13", + "equity": 15362.0, + "return_pct": 53.62 + }, + { + "date": "2026-02-17", + "equity": 15386.78, + "return_pct": 53.87 + }, + { + "date": "2026-02-18", + "equity": 15464.3, + "return_pct": 54.64 + }, + { + "date": "2026-02-19", + "equity": 15423.51, + "return_pct": 54.24 + }, + { + "date": "2026-02-20", + "equity": 15535.05, + "return_pct": 55.35 + }, + { + "date": "2026-02-23", + "equity": 15376.42, + "return_pct": 53.76 + }, + { + "date": "2026-02-24", + "equity": 15488.18, + "return_pct": 54.88 + }, + { + "date": "2026-02-25", + "equity": 15618.87, + "return_pct": 56.19 + }, + { + "date": "2026-02-26", + "equity": 15532.12, + "return_pct": 55.32 + }, + { + "date": "2026-02-27", + "equity": 15457.54, + "return_pct": 54.58 + }, + { + "date": "2026-03-02", + "equity": 15466.32, + "return_pct": 54.66 + }, + { + "date": "2026-03-03", + "equity": 15330.0, + "return_pct": 53.3 + }, + { + "date": "2026-03-04", + "equity": 15438.16, + "return_pct": 54.38 + }, + { + "date": "2026-03-05", + "equity": 15352.08, + "return_pct": 53.52 + }, + { + "date": "2026-03-06", + "equity": 15150.86, + "return_pct": 51.51 + }, + { + "date": "2026-03-09", + "equity": 15283.58, + "return_pct": 52.84 + }, + { + "date": "2026-03-10", + "equity": 15259.02, + "return_pct": 52.59 + }, + { + "date": "2026-03-11", + "equity": 15239.87, + "return_pct": 52.4 + }, + { + "date": "2026-03-12", + "equity": 15008.45, + "return_pct": 50.08 + }, + { + "date": "2026-03-13", + "equity": 14923.5, + "return_pct": 49.23 + }, + { + "date": "2026-03-16", + "equity": 15075.37, + "return_pct": 50.75 + }, + { + "date": "2026-03-17", + "equity": 15115.03, + "return_pct": 51.15 + }, + { + "date": "2026-03-18", + "equity": 14904.12, + "return_pct": 49.04 + }, + { + "date": "2026-03-19", + "equity": 14867.39, + "return_pct": 48.67 + }, + { + "date": "2026-03-20", + "equity": 14614.34, + "return_pct": 46.14 + }, + { + "date": "2026-03-23", + "equity": 14767.8, + "return_pct": 47.68 + }, + { + "date": "2026-03-24", + "equity": 14718.22, + "return_pct": 47.18 + }, + { + "date": "2026-03-25", + "equity": 14800.24, + "return_pct": 48.0 + }, + { + "date": "2026-03-26", + "equity": 14535.93, + "return_pct": 45.36 + }, + { + "date": "2026-03-27", + "equity": 14288.06, + "return_pct": 42.88 + }, + { + "date": "2026-03-30", + "equity": 14240.29, + "return_pct": 42.4 + }, + { + "date": "2026-03-31", + "equity": 14654.23, + "return_pct": 46.54 + }, + { + "date": "2026-04-01", + "equity": 14764.64, + "return_pct": 47.65 + }, + { + "date": "2026-04-02", + "equity": 14777.94, + "return_pct": 47.78 + }, + { + "date": "2026-04-06", + "equity": 14847.79, + "return_pct": 48.48 + }, + { + "date": "2026-04-07", + "equity": 14854.32, + "return_pct": 48.54 + }, + { + "date": "2026-04-08", + "equity": 15232.66, + "return_pct": 52.33 + }, + { + "date": "2026-04-09", + "equity": 15320.53, + "return_pct": 53.21 + }, + { + "date": "2026-04-10", + "equity": 15310.39, + "return_pct": 53.1 + }, + { + "date": "2026-04-13", + "equity": 15460.01, + "return_pct": 54.6 + }, + { + "date": "2026-04-14", + "equity": 15648.39, + "return_pct": 56.48 + }, + { + "date": "2026-04-15", + "equity": 15771.87, + "return_pct": 57.72 + }, + { + "date": "2026-04-16", + "equity": 15810.63, + "return_pct": 58.11 + }, + { + "date": "2026-04-17", + "equity": 16001.71, + "return_pct": 60.02 + }, + { + "date": "2026-04-20", + "equity": 15969.72, + "return_pct": 59.7 + }, + { + "date": "2026-04-21", + "equity": 15865.16, + "return_pct": 58.65 + }, + { + "date": "2026-04-22", + "equity": 16025.82, + "return_pct": 60.26 + }, + { + "date": "2026-04-23", + "equity": 15963.63, + "return_pct": 59.64 + }, + { + "date": "2026-04-24", + "equity": 16087.34, + "return_pct": 60.87 + }, + { + "date": "2026-04-27", + "equity": 16115.05, + "return_pct": 61.15 + }, + { + "date": "2026-04-28", + "equity": 16036.64, + "return_pct": 60.37 + }, + { + "date": "2026-04-29", + "equity": 16034.16, + "return_pct": 60.34 + }, + { + "date": "2026-04-30", + "equity": 16193.7, + "return_pct": 61.94 + }, + { + "date": "2026-05-01", + "equity": 16238.54, + "return_pct": 62.39 + }, + { + "date": "2026-05-04", + "equity": 16179.05, + "return_pct": 61.79 + }, + { + "date": "2026-05-05", + "equity": 16308.84, + "return_pct": 63.09 + }, + { + "date": "2026-05-06", + "equity": 16535.52, + "return_pct": 65.36 + }, + { + "date": "2026-05-07", + "equity": 16484.82, + "return_pct": 64.85 + }, + { + "date": "2026-05-08", + "equity": 16620.92, + "return_pct": 66.21 + }, + { + "date": "2026-05-11", + "equity": 16658.78, + "return_pct": 66.59 + }, + { + "date": "2026-05-12", + "equity": 16633.54, + "return_pct": 66.34 + }, + { + "date": "2026-05-13", + "equity": 16726.6, + "return_pct": 67.27 + }, + { + "date": "2026-05-14", + "equity": 16858.65, + "return_pct": 68.59 + }, + { + "date": "2026-05-15", + "equity": 16655.85, + "return_pct": 66.56 + }, + { + "date": "2026-05-18", + "equity": 16644.13, + "return_pct": 66.44 + }, + { + "date": "2026-05-19", + "equity": 16533.27, + "return_pct": 65.33 + }, + { + "date": "2026-05-20", + "equity": 16702.72, + "return_pct": 67.03 + }, + { + "date": "2026-05-21", + "equity": 16735.84, + "return_pct": 67.36 + }, + { + "date": "2026-05-22", + "equity": 16801.64, + "return_pct": 68.02 + }, + { + "date": "2026-05-26", + "equity": 16913.18, + "return_pct": 69.13 + }, + { + "date": "2026-05-27", + "equity": 16910.25, + "return_pct": 69.1 + }, + { + "date": "2026-05-28", + "equity": 17003.54, + "return_pct": 70.04 + }, + { + "date": "2026-05-29", + "equity": 17045.9, + "return_pct": 70.46 + }, + { + "date": "2026-06-01", + "equity": 17092.32, + "return_pct": 70.92 + }, + { + "date": "2026-06-02", + "equity": 17115.53, + "return_pct": 71.16 + }, + { + "date": "2026-06-03", + "equity": 16995.43, + "return_pct": 69.95 + }, + { + "date": "2026-06-04", + "equity": 17059.65, + "return_pct": 70.6 + }, + { + "date": "2026-06-05", + "equity": 16619.35, + "return_pct": 66.19 + }, + { + "date": "2026-06-08", + "equity": 16656.98, + "return_pct": 66.57 + }, + { + "date": "2026-06-09", + "equity": 16608.08, + "return_pct": 66.08 + }, + { + "date": "2026-06-10", + "equity": 16346.24, + "return_pct": 63.46 + }, + { + "date": "2026-06-11", + "equity": 16624.08, + "return_pct": 66.24 + }, + { + "date": "2026-06-12", + "equity": 16713.99, + "return_pct": 67.14 + }, + { + "date": "2026-06-15", + "equity": 17008.72, + "return_pct": 70.09 + }, + { + "date": "2026-06-16", + "equity": 16907.32, + "return_pct": 69.07 + }, + { + "date": "2026-06-17", + "equity": 16696.19, + "return_pct": 66.96 + }, + { + "date": "2026-06-18", + "equity": 16826.43, + "return_pct": 68.26 + }, + { + "date": "2026-06-22", + "equity": 16773.47, + "return_pct": 67.73 + }, + { + "date": "2026-06-23", + "equity": 16529.89, + "return_pct": 65.3 + }, + { + "date": "2026-06-24", + "equity": 16522.23, + "return_pct": 65.22 + }, + { + "date": "2026-06-25", + "equity": 16546.11, + "return_pct": 65.46 + }, + { + "date": "2026-06-26", + "equity": 16426.46, + "return_pct": 64.26 + }, + { + "date": "2026-06-29", + "equity": 16697.09, + "return_pct": 66.97 + }, + { + "date": "2026-06-30", + "equity": 16827.1, + "return_pct": 68.27 + }, + { + "date": "2026-07-01", + "equity": 16804.34, + "return_pct": 68.04 + }, + { + "date": "2026-07-02", + "equity": 16782.26, + "return_pct": 67.82 + } + ] + }, + { + "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", + "ranking_key": "activation_momentum_percentile", + "exit_policy": "hold", + "live_exit_mode": null, + "lookback": "5y", + "lookback_label": "5 years", + "starting_capital": 10000.0, + "final_equity": 47653.95, + "total_return_pct": 376.5, + "cagr_pct": 36.8, + "max_drawdown_pct": 18.8, + "sharpe": 1.75, + "trades": 303, + "win_rate": 38.9, + "avg_trade_pnl": 124.27, + "best_trade_r": 12.87, + "worst_trade_r": -2.12, + "best_trade_pnl": 5031.32, + "worst_trade_pnl": -516.31, + "avg_hold_days": 17.0, + "exit_reasons": { + "stop": 178, + "time": 125 + }, + "skipped_book_full": 0, + "spy_return_pct": 72.0, + "yearly_returns": [ + { + "year": 2021, + "return_pct": 0.0 + }, + { + "year": 2022, + "return_pct": 6.7 + }, + { + "year": 2023, + "return_pct": 42.5 + }, + { + "year": 2024, + "return_pct": 53.1 + }, + { + "year": 2025, + "return_pct": 61.2 + }, + { + "year": 2026, + "return_pct": 27.0 + } + ], + "start_date": "2021-07-06", + "end_date": "2026-07-02", + "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": 9996.28, + "return_pct": -0.04 + }, + { + "date": "2022-07-07", + "equity": 10013.25, + "return_pct": 0.13 + }, + { + "date": "2022-07-08", + "equity": 10063.32, + "return_pct": 0.63 + }, + { + "date": "2022-07-11", + "equity": 10024.86, + "return_pct": 0.25 + }, + { + "date": "2022-07-12", + "equity": 9912.85, + "return_pct": -0.87 + }, + { + "date": "2022-07-13", + "equity": 9880.9, + "return_pct": -1.19 + }, + { + "date": "2022-07-14", + "equity": 9980.53, + "return_pct": -0.19 + }, + { + "date": "2022-07-15", + "equity": 10169.44, + "return_pct": 1.69 + }, + { + "date": "2022-07-18", + "equity": 10046.76, + "return_pct": 0.47 + }, + { + "date": "2022-07-19", + "equity": 10315.47, + "return_pct": 3.15 + }, + { + "date": "2022-07-20", + "equity": 10396.66, + "return_pct": 3.97 + }, + { + "date": "2022-07-21", + "equity": 10658.79, + "return_pct": 6.59 + }, + { + "date": "2022-07-22", + "equity": 10612.84, + "return_pct": 6.13 + }, + { + "date": "2022-07-25", + "equity": 10622.11, + "return_pct": 6.22 + }, + { + "date": "2022-07-26", + "equity": 10576.7, + "return_pct": 5.77 + }, + { + "date": "2022-07-27", + "equity": 10899.69, + "return_pct": 9.0 + }, + { + "date": "2022-07-28", + "equity": 11107.8, + "return_pct": 11.08 + }, + { + "date": "2022-07-29", + "equity": 11276.91, + "return_pct": 12.77 + }, + { + "date": "2022-08-01", + "equity": 11313.37, + "return_pct": 13.13 + }, + { + "date": "2022-08-02", + "equity": 11280.24, + "return_pct": 12.8 + }, + { + "date": "2022-08-03", + "equity": 11368.66, + "return_pct": 13.69 + }, + { + "date": "2022-08-04", + "equity": 11344.03, + "return_pct": 13.44 + }, + { + "date": "2022-08-05", + "equity": 11354.73, + "return_pct": 13.55 + }, + { + "date": "2022-08-08", + "equity": 11329.12, + "return_pct": 13.29 + }, + { + "date": "2022-08-09", + "equity": 11276.6, + "return_pct": 12.77 + }, + { + "date": "2022-08-10", + "equity": 11475.08, + "return_pct": 14.75 + }, + { + "date": "2022-08-11", + "equity": 11531.61, + "return_pct": 15.32 + }, + { + "date": "2022-08-12", + "equity": 11744.42, + "return_pct": 17.44 + }, + { + "date": "2022-08-15", + "equity": 11866.65, + "return_pct": 18.67 + }, + { + "date": "2022-08-16", + "equity": 11856.06, + "return_pct": 18.56 + }, + { + "date": "2022-08-17", + "equity": 11819.05, + "return_pct": 18.19 + }, + { + "date": "2022-08-18", + "equity": 11929.64, + "return_pct": 19.3 + }, + { + "date": "2022-08-19", + "equity": 11736.31, + "return_pct": 17.36 + }, + { + "date": "2022-08-22", + "equity": 11664.44, + "return_pct": 16.64 + }, + { + "date": "2022-08-23", + "equity": 11819.21, + "return_pct": 18.19 + }, + { + "date": "2022-08-24", + "equity": 11963.03, + "return_pct": 19.63 + }, + { + "date": "2022-08-25", + "equity": 12135.86, + "return_pct": 21.36 + }, + { + "date": "2022-08-26", + "equity": 11948.42, + "return_pct": 19.48 + }, + { + "date": "2022-08-29", + "equity": 11974.09, + "return_pct": 19.74 + }, + { + "date": "2022-08-30", + "equity": 11544.94, + "return_pct": 15.45 + }, + { + "date": "2022-08-31", + "equity": 11381.72, + "return_pct": 13.82 + }, + { + "date": "2022-09-01", + "equity": 11065.83, + "return_pct": 10.66 + }, + { + "date": "2022-09-02", + "equity": 11256.91, + "return_pct": 12.57 + }, + { + "date": "2022-09-06", + "equity": 11105.9, + "return_pct": 11.06 + }, + { + "date": "2022-09-07", + "equity": 10987.75, + "return_pct": 9.88 + }, + { + "date": "2022-09-08", + "equity": 11095.93, + "return_pct": 10.96 + }, + { + "date": "2022-09-09", + "equity": 11346.77, + "return_pct": 13.47 + }, + { + "date": "2022-09-12", + "equity": 11387.44, + "return_pct": 13.87 + }, + { + "date": "2022-09-13", + "equity": 11037.28, + "return_pct": 10.37 + }, + { + "date": "2022-09-14", + "equity": 11362.04, + "return_pct": 13.62 + }, + { + "date": "2022-09-15", + "equity": 11169.78, + "return_pct": 11.7 + }, + { + "date": "2022-09-16", + "equity": 10897.2, + "return_pct": 8.97 + }, + { + "date": "2022-09-19", + "equity": 10830.71, + "return_pct": 8.31 + }, + { + "date": "2022-09-20", + "equity": 10780.38, + "return_pct": 7.8 + }, + { + "date": "2022-09-21", + "equity": 10690.99, + "return_pct": 6.91 + }, + { + "date": "2022-09-22", + "equity": 10747.59, + "return_pct": 7.48 + }, + { + "date": "2022-09-23", + "equity": 10515.04, + "return_pct": 5.15 + }, + { + "date": "2022-09-26", + "equity": 10495.17, + "return_pct": 4.95 + }, + { + "date": "2022-09-27", + "equity": 10500.65, + "return_pct": 5.01 + }, + { + "date": "2022-09-28", + "equity": 10531.59, + "return_pct": 5.32 + }, + { + "date": "2022-09-29", + "equity": 10511.39, + "return_pct": 5.11 + }, + { + "date": "2022-09-30", + "equity": 10459.97, + "return_pct": 4.6 + }, + { + "date": "2022-10-03", + "equity": 10459.97, + "return_pct": 4.6 + }, + { + "date": "2022-10-04", + "equity": 10459.97, + "return_pct": 4.6 + }, + { + "date": "2022-10-05", + "equity": 10459.97, + "return_pct": 4.6 + }, + { + "date": "2022-10-06", + "equity": 10451.2, + "return_pct": 4.51 + }, + { + "date": "2022-10-07", + "equity": 10292.55, + "return_pct": 2.93 + }, + { + "date": "2022-10-10", + "equity": 10138.08, + "return_pct": 1.38 + }, + { + "date": "2022-10-11", + "equity": 10169.48, + "return_pct": 1.69 + }, + { + "date": "2022-10-12", + "equity": 10176.28, + "return_pct": 1.76 + }, + { + "date": "2022-10-13", + "equity": 10283.4, + "return_pct": 2.83 + }, + { + "date": "2022-10-14", + "equity": 9851.42, + "return_pct": -1.49 + }, + { + "date": "2022-10-17", + "equity": 10002.75, + "return_pct": 0.03 + }, + { + "date": "2022-10-18", + "equity": 10127.31, + "return_pct": 1.27 + }, + { + "date": "2022-10-19", + "equity": 10261.11, + "return_pct": 2.61 + }, + { + "date": "2022-10-20", + "equity": 10294.89, + "return_pct": 2.95 + }, + { + "date": "2022-10-21", + "equity": 10800.72, + "return_pct": 8.01 + }, + { + "date": "2022-10-24", + "equity": 11039.0, + "return_pct": 10.39 + }, + { + "date": "2022-10-25", + "equity": 11120.83, + "return_pct": 11.21 + }, + { + "date": "2022-10-26", + "equity": 11264.95, + "return_pct": 12.65 + }, + { + "date": "2022-10-27", + "equity": 11251.5, + "return_pct": 12.52 + }, + { + "date": "2022-10-28", + "equity": 11194.29, + "return_pct": 11.94 + }, + { + "date": "2022-10-31", + "equity": 11248.33, + "return_pct": 12.48 + }, + { + "date": "2022-11-01", + "equity": 11331.61, + "return_pct": 13.32 + }, + { + "date": "2022-11-02", + "equity": 11083.12, + "return_pct": 10.83 + }, + { + "date": "2022-11-03", + "equity": 11146.0, + "return_pct": 11.46 + }, + { + "date": "2022-11-04", + "equity": 11393.39, + "return_pct": 13.93 + }, + { + "date": "2022-11-07", + "equity": 11579.56, + "return_pct": 15.8 + }, + { + "date": "2022-11-08", + "equity": 11590.21, + "return_pct": 15.9 + }, + { + "date": "2022-11-09", + "equity": 11197.01, + "return_pct": 11.97 + }, + { + "date": "2022-11-10", + "equity": 11436.03, + "return_pct": 14.36 + }, + { + "date": "2022-11-11", + "equity": 11556.98, + "return_pct": 15.57 + }, + { + "date": "2022-11-14", + "equity": 11600.94, + "return_pct": 16.01 + }, + { + "date": "2022-11-15", + "equity": 11693.1, + "return_pct": 16.93 + }, + { + "date": "2022-11-16", + "equity": 11516.08, + "return_pct": 15.16 + }, + { + "date": "2022-11-17", + "equity": 11547.85, + "return_pct": 15.48 + }, + { + "date": "2022-11-18", + "equity": 11569.01, + "return_pct": 15.69 + }, + { + "date": "2022-11-21", + "equity": 11473.15, + "return_pct": 14.73 + }, + { + "date": "2022-11-22", + "equity": 11659.7, + "return_pct": 16.6 + }, + { + "date": "2022-11-23", + "equity": 11538.75, + "return_pct": 15.39 + }, + { + "date": "2022-11-25", + "equity": 11535.04, + "return_pct": 15.35 + }, + { + "date": "2022-11-28", + "equity": 11338.47, + "return_pct": 13.38 + }, + { + "date": "2022-11-29", + "equity": 11291.53, + "return_pct": 12.92 + }, + { + "date": "2022-11-30", + "equity": 11547.81, + "return_pct": 15.48 + }, + { + "date": "2022-12-01", + "equity": 11514.63, + "return_pct": 15.15 + }, + { + "date": "2022-12-02", + "equity": 11507.33, + "return_pct": 15.07 + }, + { + "date": "2022-12-05", + "equity": 11193.23, + "return_pct": 11.93 + }, + { + "date": "2022-12-06", + "equity": 11168.38, + "return_pct": 11.68 + }, + { + "date": "2022-12-07", + "equity": 11057.07, + "return_pct": 10.57 + }, + { + "date": "2022-12-08", + "equity": 11046.62, + "return_pct": 10.47 + }, + { + "date": "2022-12-09", + "equity": 10955.19, + "return_pct": 9.55 + }, + { + "date": "2022-12-12", + "equity": 11017.36, + "return_pct": 10.17 + }, + { + "date": "2022-12-13", + "equity": 11016.56, + "return_pct": 10.17 + }, + { + "date": "2022-12-14", + "equity": 11014.67, + "return_pct": 10.15 + }, + { + "date": "2022-12-15", + "equity": 10997.7, + "return_pct": 9.98 + }, + { + "date": "2022-12-16", + "equity": 10933.87, + "return_pct": 9.34 + }, + { + "date": "2022-12-19", + "equity": 10754.66, + "return_pct": 7.55 + }, + { + "date": "2022-12-20", + "equity": 10762.6, + "return_pct": 7.63 + }, + { + "date": "2022-12-21", + "equity": 10844.08, + "return_pct": 8.44 + }, + { + "date": "2022-12-22", + "equity": 10753.01, + "return_pct": 7.53 + }, + { + "date": "2022-12-23", + "equity": 10777.56, + "return_pct": 7.78 + }, + { + "date": "2022-12-27", + "equity": 10757.28, + "return_pct": 7.57 + }, + { + "date": "2022-12-28", + "equity": 10598.9, + "return_pct": 5.99 + }, + { + "date": "2022-12-29", + "equity": 10819.91, + "return_pct": 8.2 + }, + { + "date": "2022-12-30", + "equity": 10669.53, + "return_pct": 6.7 + }, + { + "date": "2023-01-03", + "equity": 10591.85, + "return_pct": 5.92 + }, + { + "date": "2023-01-04", + "equity": 10682.52, + "return_pct": 6.83 + }, + { + "date": "2023-01-05", + "equity": 10666.68, + "return_pct": 6.67 + }, + { + "date": "2023-01-06", + "equity": 10799.89, + "return_pct": 8.0 + }, + { + "date": "2023-01-09", + "equity": 10757.57, + "return_pct": 7.58 + }, + { + "date": "2023-01-10", + "equity": 10805.98, + "return_pct": 8.06 + }, + { + "date": "2023-01-11", + "equity": 10843.83, + "return_pct": 8.44 + }, + { + "date": "2023-01-12", + "equity": 10955.92, + "return_pct": 9.56 + }, + { + "date": "2023-01-13", + "equity": 11080.89, + "return_pct": 10.81 + }, + { + "date": "2023-01-17", + "equity": 11013.52, + "return_pct": 10.14 + }, + { + "date": "2023-01-18", + "equity": 10979.85, + "return_pct": 9.8 + }, + { + "date": "2023-01-19", + "equity": 10999.27, + "return_pct": 9.99 + }, + { + "date": "2023-01-20", + "equity": 11101.51, + "return_pct": 11.02 + }, + { + "date": "2023-01-23", + "equity": 11223.08, + "return_pct": 12.23 + }, + { + "date": "2023-01-24", + "equity": 11209.21, + "return_pct": 12.09 + }, + { + "date": "2023-01-25", + "equity": 11273.53, + "return_pct": 12.74 + }, + { + "date": "2023-01-26", + "equity": 11508.61, + "return_pct": 15.09 + }, + { + "date": "2023-01-27", + "equity": 11380.7, + "return_pct": 13.81 + }, + { + "date": "2023-01-30", + "equity": 11201.1, + "return_pct": 12.01 + }, + { + "date": "2023-01-31", + "equity": 11351.4, + "return_pct": 13.51 + }, + { + "date": "2023-02-01", + "equity": 11375.63, + "return_pct": 13.76 + }, + { + "date": "2023-02-02", + "equity": 11263.86, + "return_pct": 12.64 + }, + { + "date": "2023-02-03", + "equity": 11237.06, + "return_pct": 12.37 + }, + { + "date": "2023-02-06", + "equity": 11254.46, + "return_pct": 12.54 + }, + { + "date": "2023-02-07", + "equity": 10924.76, + "return_pct": 9.25 + }, + { + "date": "2023-02-08", + "equity": 10870.08, + "return_pct": 8.7 + }, + { + "date": "2023-02-09", + "equity": 10989.03, + "return_pct": 9.89 + }, + { + "date": "2023-02-10", + "equity": 11202.97, + "return_pct": 12.03 + }, + { + "date": "2023-02-13", + "equity": 11163.4, + "return_pct": 11.63 + }, + { + "date": "2023-02-14", + "equity": 11091.02, + "return_pct": 10.91 + }, + { + "date": "2023-02-15", + "equity": 10925.73, + "return_pct": 9.26 + }, + { + "date": "2023-02-16", + "equity": 10860.13, + "return_pct": 8.6 + }, + { + "date": "2023-02-17", + "equity": 10700.64, + "return_pct": 7.01 + }, + { + "date": "2023-02-21", + "equity": 10663.38, + "return_pct": 6.63 + }, + { + "date": "2023-02-22", + "equity": 10664.03, + "return_pct": 6.64 + }, + { + "date": "2023-02-23", + "equity": 10649.18, + "return_pct": 6.49 + }, + { + "date": "2023-02-24", + "equity": 10588.92, + "return_pct": 5.89 + }, + { + "date": "2023-02-27", + "equity": 10581.42, + "return_pct": 5.81 + }, + { + "date": "2023-02-28", + "equity": 10596.43, + "return_pct": 5.96 + }, + { + "date": "2023-03-01", + "equity": 10577.91, + "return_pct": 5.78 + }, + { + "date": "2023-03-02", + "equity": 10619.08, + "return_pct": 6.19 + }, + { + "date": "2023-03-03", + "equity": 10639.25, + "return_pct": 6.39 + }, + { + "date": "2023-03-06", + "equity": 10634.82, + "return_pct": 6.35 + }, + { + "date": "2023-03-07", + "equity": 10529.43, + "return_pct": 5.29 + }, + { + "date": "2023-03-08", + "equity": 10535.02, + "return_pct": 5.35 + }, + { + "date": "2023-03-09", + "equity": 10379.07, + "return_pct": 3.79 + }, + { + "date": "2023-03-10", + "equity": 10285.81, + "return_pct": 2.86 + }, + { + "date": "2023-03-13", + "equity": 10218.47, + "return_pct": 2.18 + }, + { + "date": "2023-03-14", + "equity": 10262.72, + "return_pct": 2.63 + }, + { + "date": "2023-03-15", + "equity": 10189.65, + "return_pct": 1.9 + }, + { + "date": "2023-03-16", + "equity": 10185.79, + "return_pct": 1.86 + }, + { + "date": "2023-03-17", + "equity": 10173.6, + "return_pct": 1.74 + }, + { + "date": "2023-03-20", + "equity": 10253.11, + "return_pct": 2.53 + }, + { + "date": "2023-03-21", + "equity": 10265.67, + "return_pct": 2.66 + }, + { + "date": "2023-03-22", + "equity": 10201.69, + "return_pct": 2.02 + }, + { + "date": "2023-03-23", + "equity": 10197.75, + "return_pct": 1.98 + }, + { + "date": "2023-03-24", + "equity": 10087.53, + "return_pct": 0.88 + }, + { + "date": "2023-03-27", + "equity": 9986.53, + "return_pct": -0.13 + }, + { + "date": "2023-03-28", + "equity": 9977.16, + "return_pct": -0.23 + }, + { + "date": "2023-03-29", + "equity": 10006.28, + "return_pct": 0.06 + }, + { + "date": "2023-03-30", + "equity": 10021.1, + "return_pct": 0.21 + }, + { + "date": "2023-03-31", + "equity": 10148.92, + "return_pct": 1.49 + }, + { + "date": "2023-04-03", + "equity": 10178.9, + "return_pct": 1.79 + }, + { + "date": "2023-04-04", + "equity": 10083.25, + "return_pct": 0.83 + }, + { + "date": "2023-04-05", + "equity": 10163.74, + "return_pct": 1.64 + }, + { + "date": "2023-04-06", + "equity": 10174.75, + "return_pct": 1.75 + }, + { + "date": "2023-04-10", + "equity": 10179.86, + "return_pct": 1.8 + }, + { + "date": "2023-04-11", + "equity": 10307.65, + "return_pct": 3.08 + }, + { + "date": "2023-04-12", + "equity": 10278.25, + "return_pct": 2.78 + }, + { + "date": "2023-04-13", + "equity": 10335.07, + "return_pct": 3.35 + }, + { + "date": "2023-04-14", + "equity": 10321.38, + "return_pct": 3.21 + }, + { + "date": "2023-04-17", + "equity": 10343.45, + "return_pct": 3.43 + }, + { + "date": "2023-04-18", + "equity": 10383.53, + "return_pct": 3.84 + }, + { + "date": "2023-04-19", + "equity": 10457.39, + "return_pct": 4.57 + }, + { + "date": "2023-04-20", + "equity": 10493.91, + "return_pct": 4.94 + }, + { + "date": "2023-04-21", + "equity": 10595.14, + "return_pct": 5.95 + }, + { + "date": "2023-04-24", + "equity": 10605.13, + "return_pct": 6.05 + }, + { + "date": "2023-04-25", + "equity": 10476.48, + "return_pct": 4.76 + }, + { + "date": "2023-04-26", + "equity": 10407.42, + "return_pct": 4.07 + }, + { + "date": "2023-04-27", + "equity": 10571.22, + "return_pct": 5.71 + }, + { + "date": "2023-04-28", + "equity": 10657.96, + "return_pct": 6.58 + }, + { + "date": "2023-05-01", + "equity": 10729.01, + "return_pct": 7.29 + }, + { + "date": "2023-05-02", + "equity": 10628.22, + "return_pct": 6.28 + }, + { + "date": "2023-05-03", + "equity": 10620.65, + "return_pct": 6.21 + }, + { + "date": "2023-05-04", + "equity": 10571.71, + "return_pct": 5.72 + }, + { + "date": "2023-05-05", + "equity": 10727.98, + "return_pct": 7.28 + }, + { + "date": "2023-05-08", + "equity": 10894.3, + "return_pct": 8.94 + }, + { + "date": "2023-05-09", + "equity": 10813.69, + "return_pct": 8.14 + }, + { + "date": "2023-05-10", + "equity": 10902.8, + "return_pct": 9.03 + }, + { + "date": "2023-05-11", + "equity": 10917.99, + "return_pct": 9.18 + }, + { + "date": "2023-05-12", + "equity": 10782.68, + "return_pct": 7.83 + }, + { + "date": "2023-05-15", + "equity": 10849.68, + "return_pct": 8.5 + }, + { + "date": "2023-05-16", + "equity": 10864.45, + "return_pct": 8.64 + }, + { + "date": "2023-05-17", + "equity": 11020.14, + "return_pct": 10.2 + }, + { + "date": "2023-05-18", + "equity": 11461.18, + "return_pct": 14.61 + }, + { + "date": "2023-05-19", + "equity": 11352.98, + "return_pct": 13.53 + }, + { + "date": "2023-05-22", + "equity": 11379.46, + "return_pct": 13.79 + }, + { + "date": "2023-05-23", + "equity": 11106.29, + "return_pct": 11.06 + }, + { + "date": "2023-05-24", + "equity": 11120.51, + "return_pct": 11.21 + }, + { + "date": "2023-05-25", + "equity": 11679.9, + "return_pct": 16.8 + }, + { + "date": "2023-05-26", + "equity": 11951.87, + "return_pct": 19.52 + }, + { + "date": "2023-05-30", + "equity": 12273.37, + "return_pct": 22.73 + }, + { + "date": "2023-05-31", + "equity": 12045.93, + "return_pct": 20.46 + }, + { + "date": "2023-06-01", + "equity": 12391.25, + "return_pct": 23.91 + }, + { + "date": "2023-06-02", + "equity": 12397.82, + "return_pct": 23.98 + }, + { + "date": "2023-06-05", + "equity": 12470.63, + "return_pct": 24.71 + }, + { + "date": "2023-06-06", + "equity": 12328.49, + "return_pct": 23.28 + }, + { + "date": "2023-06-07", + "equity": 12167.44, + "return_pct": 21.67 + }, + { + "date": "2023-06-08", + "equity": 12340.85, + "return_pct": 23.41 + }, + { + "date": "2023-06-09", + "equity": 12485.87, + "return_pct": 24.86 + }, + { + "date": "2023-06-12", + "equity": 12597.61, + "return_pct": 25.98 + }, + { + "date": "2023-06-13", + "equity": 12728.41, + "return_pct": 27.28 + }, + { + "date": "2023-06-14", + "equity": 12789.15, + "return_pct": 27.89 + }, + { + "date": "2023-06-15", + "equity": 12950.47, + "return_pct": 29.5 + }, + { + "date": "2023-06-16", + "equity": 12904.9, + "return_pct": 29.05 + }, + { + "date": "2023-06-20", + "equity": 12884.29, + "return_pct": 28.84 + }, + { + "date": "2023-06-21", + "equity": 12567.22, + "return_pct": 25.67 + }, + { + "date": "2023-06-22", + "equity": 12463.52, + "return_pct": 24.64 + }, + { + "date": "2023-06-23", + "equity": 12519.86, + "return_pct": 25.2 + }, + { + "date": "2023-06-26", + "equity": 12442.34, + "return_pct": 24.42 + }, + { + "date": "2023-06-27", + "equity": 12527.22, + "return_pct": 25.27 + }, + { + "date": "2023-06-28", + "equity": 12611.71, + "return_pct": 26.12 + }, + { + "date": "2023-06-29", + "equity": 12668.44, + "return_pct": 26.68 + }, + { + "date": "2023-06-30", + "equity": 12800.88, + "return_pct": 28.01 + }, + { + "date": "2023-07-03", + "equity": 13052.88, + "return_pct": 30.53 + }, + { + "date": "2023-07-05", + "equity": 13106.03, + "return_pct": 31.06 + }, + { + "date": "2023-07-06", + "equity": 12937.63, + "return_pct": 29.38 + }, + { + "date": "2023-07-07", + "equity": 13064.56, + "return_pct": 30.65 + }, + { + "date": "2023-07-10", + "equity": 13435.02, + "return_pct": 34.35 + }, + { + "date": "2023-07-11", + "equity": 13774.83, + "return_pct": 37.75 + }, + { + "date": "2023-07-12", + "equity": 14022.39, + "return_pct": 40.22 + }, + { + "date": "2023-07-13", + "equity": 14498.8, + "return_pct": 44.99 + }, + { + "date": "2023-07-14", + "equity": 14503.46, + "return_pct": 45.03 + }, + { + "date": "2023-07-17", + "equity": 14562.82, + "return_pct": 45.63 + }, + { + "date": "2023-07-18", + "equity": 14579.44, + "return_pct": 45.79 + }, + { + "date": "2023-07-19", + "equity": 14647.37, + "return_pct": 46.47 + }, + { + "date": "2023-07-20", + "equity": 14215.47, + "return_pct": 42.15 + }, + { + "date": "2023-07-21", + "equity": 14057.13, + "return_pct": 40.57 + }, + { + "date": "2023-07-24", + "equity": 13914.3, + "return_pct": 39.14 + }, + { + "date": "2023-07-25", + "equity": 14017.26, + "return_pct": 40.17 + }, + { + "date": "2023-07-26", + "equity": 14046.97, + "return_pct": 40.47 + }, + { + "date": "2023-07-27", + "equity": 14039.01, + "return_pct": 40.39 + }, + { + "date": "2023-07-28", + "equity": 14514.06, + "return_pct": 45.14 + }, + { + "date": "2023-07-31", + "equity": 14455.81, + "return_pct": 44.56 + }, + { + "date": "2023-08-01", + "equity": 14343.01, + "return_pct": 43.43 + }, + { + "date": "2023-08-02", + "equity": 14939.85, + "return_pct": 49.4 + }, + { + "date": "2023-08-03", + "equity": 14760.38, + "return_pct": 47.6 + }, + { + "date": "2023-08-04", + "equity": 14628.44, + "return_pct": 46.28 + }, + { + "date": "2023-08-07", + "equity": 14596.25, + "return_pct": 45.96 + }, + { + "date": "2023-08-08", + "equity": 14685.16, + "return_pct": 46.85 + }, + { + "date": "2023-08-09", + "equity": 14312.24, + "return_pct": 43.12 + }, + { + "date": "2023-08-10", + "equity": 14161.88, + "return_pct": 41.62 + }, + { + "date": "2023-08-11", + "equity": 14144.66, + "return_pct": 41.45 + }, + { + "date": "2023-08-14", + "equity": 14164.48, + "return_pct": 41.64 + }, + { + "date": "2023-08-15", + "equity": 14122.77, + "return_pct": 41.23 + }, + { + "date": "2023-08-16", + "equity": 13998.02, + "return_pct": 39.98 + }, + { + "date": "2023-08-17", + "equity": 13841.83, + "return_pct": 38.42 + }, + { + "date": "2023-08-18", + "equity": 13921.75, + "return_pct": 39.22 + }, + { + "date": "2023-08-21", + "equity": 13980.85, + "return_pct": 39.81 + }, + { + "date": "2023-08-22", + "equity": 14040.56, + "return_pct": 40.41 + }, + { + "date": "2023-08-23", + "equity": 14163.94, + "return_pct": 41.64 + }, + { + "date": "2023-08-24", + "equity": 13869.55, + "return_pct": 38.7 + }, + { + "date": "2023-08-25", + "equity": 13982.72, + "return_pct": 39.83 + }, + { + "date": "2023-08-28", + "equity": 14096.17, + "return_pct": 40.96 + }, + { + "date": "2023-08-29", + "equity": 14280.57, + "return_pct": 42.81 + }, + { + "date": "2023-08-30", + "equity": 14353.66, + "return_pct": 43.54 + }, + { + "date": "2023-08-31", + "equity": 14324.85, + "return_pct": 43.25 + }, + { + "date": "2023-09-01", + "equity": 14474.69, + "return_pct": 44.75 + }, + { + "date": "2023-09-05", + "equity": 14287.66, + "return_pct": 42.88 + }, + { + "date": "2023-09-06", + "equity": 14348.89, + "return_pct": 43.49 + }, + { + "date": "2023-09-07", + "equity": 14080.96, + "return_pct": 40.81 + }, + { + "date": "2023-09-08", + "equity": 14007.75, + "return_pct": 40.08 + }, + { + "date": "2023-09-11", + "equity": 14187.33, + "return_pct": 41.87 + }, + { + "date": "2023-09-12", + "equity": 14081.6, + "return_pct": 40.82 + }, + { + "date": "2023-09-13", + "equity": 13923.02, + "return_pct": 39.23 + }, + { + "date": "2023-09-14", + "equity": 14130.56, + "return_pct": 41.31 + }, + { + "date": "2023-09-15", + "equity": 13868.8, + "return_pct": 38.69 + }, + { + "date": "2023-09-18", + "equity": 13865.62, + "return_pct": 38.66 + }, + { + "date": "2023-09-19", + "equity": 13810.58, + "return_pct": 38.11 + }, + { + "date": "2023-09-20", + "equity": 13704.84, + "return_pct": 37.05 + }, + { + "date": "2023-09-21", + "equity": 13509.33, + "return_pct": 35.09 + }, + { + "date": "2023-09-22", + "equity": 13578.8, + "return_pct": 35.79 + }, + { + "date": "2023-09-25", + "equity": 13647.83, + "return_pct": 36.48 + }, + { + "date": "2023-09-26", + "equity": 13565.7, + "return_pct": 35.66 + }, + { + "date": "2023-09-27", + "equity": 13630.47, + "return_pct": 36.3 + }, + { + "date": "2023-09-28", + "equity": 13750.21, + "return_pct": 37.5 + }, + { + "date": "2023-09-29", + "equity": 13612.66, + "return_pct": 36.13 + }, + { + "date": "2023-10-02", + "equity": 13558.12, + "return_pct": 35.58 + }, + { + "date": "2023-10-03", + "equity": 13471.51, + "return_pct": 34.72 + }, + { + "date": "2023-10-04", + "equity": 13469.63, + "return_pct": 34.7 + }, + { + "date": "2023-10-05", + "equity": 13472.82, + "return_pct": 34.73 + }, + { + "date": "2023-10-06", + "equity": 13606.42, + "return_pct": 36.06 + }, + { + "date": "2023-10-09", + "equity": 13646.52, + "return_pct": 36.47 + }, + { + "date": "2023-10-10", + "equity": 13706.08, + "return_pct": 37.06 + }, + { + "date": "2023-10-11", + "equity": 13781.44, + "return_pct": 37.81 + }, + { + "date": "2023-10-12", + "equity": 13617.87, + "return_pct": 36.18 + }, + { + "date": "2023-10-13", + "equity": 13262.49, + "return_pct": 32.62 + }, + { + "date": "2023-10-16", + "equity": 13240.02, + "return_pct": 32.4 + }, + { + "date": "2023-10-17", + "equity": 13225.4, + "return_pct": 32.25 + }, + { + "date": "2023-10-18", + "equity": 13071.6, + "return_pct": 30.72 + }, + { + "date": "2023-10-19", + "equity": 12965.81, + "return_pct": 29.66 + }, + { + "date": "2023-10-20", + "equity": 12759.87, + "return_pct": 27.6 + }, + { + "date": "2023-10-23", + "equity": 12810.42, + "return_pct": 28.1 + }, + { + "date": "2023-10-24", + "equity": 12731.23, + "return_pct": 27.31 + }, + { + "date": "2023-10-25", + "equity": 12620.49, + "return_pct": 26.2 + }, + { + "date": "2023-10-26", + "equity": 12617.97, + "return_pct": 26.18 + }, + { + "date": "2023-10-27", + "equity": 12591.95, + "return_pct": 25.92 + }, + { + "date": "2023-10-30", + "equity": 12633.37, + "return_pct": 26.33 + }, + { + "date": "2023-10-31", + "equity": 12614.25, + "return_pct": 26.14 + }, + { + "date": "2023-11-01", + "equity": 12575.48, + "return_pct": 25.75 + }, + { + "date": "2023-11-02", + "equity": 12669.49, + "return_pct": 26.69 + }, + { + "date": "2023-11-03", + "equity": 13031.35, + "return_pct": 30.31 + }, + { + "date": "2023-11-06", + "equity": 12959.38, + "return_pct": 29.59 + }, + { + "date": "2023-11-07", + "equity": 13062.84, + "return_pct": 30.63 + }, + { + "date": "2023-11-08", + "equity": 12985.72, + "return_pct": 29.86 + }, + { + "date": "2023-11-09", + "equity": 12919.4, + "return_pct": 29.19 + }, + { + "date": "2023-11-10", + "equity": 13328.52, + "return_pct": 33.29 + }, + { + "date": "2023-11-13", + "equity": 13369.12, + "return_pct": 33.69 + }, + { + "date": "2023-11-14", + "equity": 13761.8, + "return_pct": 37.62 + }, + { + "date": "2023-11-15", + "equity": 13712.67, + "return_pct": 37.13 + }, + { + "date": "2023-11-16", + "equity": 13763.49, + "return_pct": 37.63 + }, + { + "date": "2023-11-17", + "equity": 13849.21, + "return_pct": 38.49 + }, + { + "date": "2023-11-20", + "equity": 14014.62, + "return_pct": 40.15 + }, + { + "date": "2023-11-21", + "equity": 13798.81, + "return_pct": 37.99 + }, + { + "date": "2023-11-22", + "equity": 13923.64, + "return_pct": 39.24 + }, + { + "date": "2023-11-24", + "equity": 13796.24, + "return_pct": 37.96 + }, + { + "date": "2023-11-27", + "equity": 13778.28, + "return_pct": 37.78 + }, + { + "date": "2023-11-28", + "equity": 13822.76, + "return_pct": 38.23 + }, + { + "date": "2023-11-29", + "equity": 13720.56, + "return_pct": 37.21 + }, + { + "date": "2023-11-30", + "equity": 13619.95, + "return_pct": 36.2 + }, + { + "date": "2023-12-01", + "equity": 13718.89, + "return_pct": 37.19 + }, + { + "date": "2023-12-04", + "equity": 13698.9, + "return_pct": 36.99 + }, + { + "date": "2023-12-05", + "equity": 13539.93, + "return_pct": 35.4 + }, + { + "date": "2023-12-06", + "equity": 13398.32, + "return_pct": 33.98 + }, + { + "date": "2023-12-07", + "equity": 13842.29, + "return_pct": 38.42 + }, + { + "date": "2023-12-08", + "equity": 14156.34, + "return_pct": 41.56 + }, + { + "date": "2023-12-11", + "equity": 14208.61, + "return_pct": 42.09 + }, + { + "date": "2023-12-12", + "equity": 14327.09, + "return_pct": 43.27 + }, + { + "date": "2023-12-13", + "equity": 14549.57, + "return_pct": 45.5 + }, + { + "date": "2023-12-14", + "equity": 14891.86, + "return_pct": 48.92 + }, + { + "date": "2023-12-15", + "equity": 14927.55, + "return_pct": 49.28 + }, + { + "date": "2023-12-18", + "equity": 15273.83, + "return_pct": 52.74 + }, + { + "date": "2023-12-19", + "equity": 15741.85, + "return_pct": 57.42 + }, + { + "date": "2023-12-20", + "equity": 15305.25, + "return_pct": 53.05 + }, + { + "date": "2023-12-21", + "equity": 15778.49, + "return_pct": 57.78 + }, + { + "date": "2023-12-22", + "equity": 15515.18, + "return_pct": 55.15 + }, + { + "date": "2023-12-26", + "equity": 15374.18, + "return_pct": 53.74 + }, + { + "date": "2023-12-27", + "equity": 15609.93, + "return_pct": 56.1 + }, + { + "date": "2023-12-28", + "equity": 15590.63, + "return_pct": 55.91 + }, + { + "date": "2023-12-29", + "equity": 15202.69, + "return_pct": 52.03 + }, + { + "date": "2024-01-02", + "equity": 14573.76, + "return_pct": 45.74 + }, + { + "date": "2024-01-03", + "equity": 14096.13, + "return_pct": 40.96 + }, + { + "date": "2024-01-04", + "equity": 14179.27, + "return_pct": 41.79 + }, + { + "date": "2024-01-05", + "equity": 14191.01, + "return_pct": 41.91 + }, + { + "date": "2024-01-08", + "equity": 14494.61, + "return_pct": 44.95 + }, + { + "date": "2024-01-09", + "equity": 14506.28, + "return_pct": 45.06 + }, + { + "date": "2024-01-10", + "equity": 14623.94, + "return_pct": 46.24 + }, + { + "date": "2024-01-11", + "equity": 14355.27, + "return_pct": 43.55 + }, + { + "date": "2024-01-12", + "equity": 14108.76, + "return_pct": 41.09 + }, + { + "date": "2024-01-16", + "equity": 14037.4, + "return_pct": 40.37 + }, + { + "date": "2024-01-17", + "equity": 13862.66, + "return_pct": 38.63 + }, + { + "date": "2024-01-18", + "equity": 14132.68, + "return_pct": 41.33 + }, + { + "date": "2024-01-19", + "equity": 14181.69, + "return_pct": 41.82 + }, + { + "date": "2024-01-22", + "equity": 14441.93, + "return_pct": 44.42 + }, + { + "date": "2024-01-23", + "equity": 14548.97, + "return_pct": 45.49 + }, + { + "date": "2024-01-24", + "equity": 14345.13, + "return_pct": 43.45 + }, + { + "date": "2024-01-25", + "equity": 14416.8, + "return_pct": 44.17 + }, + { + "date": "2024-01-26", + "equity": 14477.62, + "return_pct": 44.78 + }, + { + "date": "2024-01-29", + "equity": 14755.47, + "return_pct": 47.55 + }, + { + "date": "2024-01-30", + "equity": 14366.33, + "return_pct": 43.66 + }, + { + "date": "2024-01-31", + "equity": 14137.67, + "return_pct": 41.38 + }, + { + "date": "2024-02-01", + "equity": 14381.42, + "return_pct": 43.81 + }, + { + "date": "2024-02-02", + "equity": 14952.18, + "return_pct": 49.52 + }, + { + "date": "2024-02-05", + "equity": 14889.21, + "return_pct": 48.89 + }, + { + "date": "2024-02-06", + "equity": 15022.03, + "return_pct": 50.22 + }, + { + "date": "2024-02-07", + "equity": 15400.48, + "return_pct": 54.0 + }, + { + "date": "2024-02-08", + "equity": 15483.42, + "return_pct": 54.83 + }, + { + "date": "2024-02-09", + "equity": 15629.44, + "return_pct": 56.29 + }, + { + "date": "2024-02-12", + "equity": 15587.81, + "return_pct": 55.88 + }, + { + "date": "2024-02-13", + "equity": 15284.67, + "return_pct": 52.85 + }, + { + "date": "2024-02-14", + "equity": 15658.43, + "return_pct": 56.58 + }, + { + "date": "2024-02-15", + "equity": 16069.06, + "return_pct": 60.69 + }, + { + "date": "2024-02-16", + "equity": 15937.14, + "return_pct": 59.37 + }, + { + "date": "2024-02-20", + "equity": 15633.86, + "return_pct": 56.34 + }, + { + "date": "2024-02-21", + "equity": 15310.63, + "return_pct": 53.11 + }, + { + "date": "2024-02-22", + "equity": 15904.06, + "return_pct": 59.04 + }, + { + "date": "2024-02-23", + "equity": 15808.88, + "return_pct": 58.09 + }, + { + "date": "2024-02-26", + "equity": 16258.17, + "return_pct": 62.58 + }, + { + "date": "2024-02-27", + "equity": 16662.74, + "return_pct": 66.63 + }, + { + "date": "2024-02-28", + "equity": 16409.3, + "return_pct": 64.09 + }, + { + "date": "2024-02-29", + "equity": 16666.06, + "return_pct": 66.66 + }, + { + "date": "2024-03-01", + "equity": 16894.61, + "return_pct": 68.95 + }, + { + "date": "2024-03-04", + "equity": 17169.62, + "return_pct": 71.7 + }, + { + "date": "2024-03-05", + "equity": 16797.87, + "return_pct": 67.98 + }, + { + "date": "2024-03-06", + "equity": 17285.35, + "return_pct": 72.85 + }, + { + "date": "2024-03-07", + "equity": 17462.34, + "return_pct": 74.62 + }, + { + "date": "2024-03-08", + "equity": 17405.56, + "return_pct": 74.06 + }, + { + "date": "2024-03-11", + "equity": 17129.81, + "return_pct": 71.3 + }, + { + "date": "2024-03-12", + "equity": 17333.19, + "return_pct": 73.33 + }, + { + "date": "2024-03-13", + "equity": 17252.37, + "return_pct": 72.52 + }, + { + "date": "2024-03-14", + "equity": 16844.2, + "return_pct": 68.44 + }, + { + "date": "2024-03-15", + "equity": 16829.21, + "return_pct": 68.29 + }, + { + "date": "2024-03-18", + "equity": 17071.65, + "return_pct": 70.72 + }, + { + "date": "2024-03-19", + "equity": 16953.95, + "return_pct": 69.54 + }, + { + "date": "2024-03-20", + "equity": 17592.89, + "return_pct": 75.93 + }, + { + "date": "2024-03-21", + "equity": 18221.25, + "return_pct": 82.21 + }, + { + "date": "2024-03-22", + "equity": 18181.39, + "return_pct": 81.81 + }, + { + "date": "2024-03-25", + "equity": 18771.66, + "return_pct": 87.72 + }, + { + "date": "2024-03-26", + "equity": 18861.32, + "return_pct": 88.61 + }, + { + "date": "2024-03-27", + "equity": 18731.29, + "return_pct": 87.31 + }, + { + "date": "2024-03-28", + "equity": 18776.65, + "return_pct": 87.77 + }, + { + "date": "2024-04-01", + "equity": 19168.35, + "return_pct": 91.68 + }, + { + "date": "2024-04-02", + "equity": 19099.64, + "return_pct": 91.0 + }, + { + "date": "2024-04-03", + "equity": 19813.22, + "return_pct": 98.13 + }, + { + "date": "2024-04-04", + "equity": 19359.02, + "return_pct": 93.59 + }, + { + "date": "2024-04-05", + "equity": 19767.34, + "return_pct": 97.67 + }, + { + "date": "2024-04-08", + "equity": 19812.58, + "return_pct": 98.13 + }, + { + "date": "2024-04-09", + "equity": 19627.17, + "return_pct": 96.27 + }, + { + "date": "2024-04-10", + "equity": 19669.88, + "return_pct": 96.7 + }, + { + "date": "2024-04-11", + "equity": 19758.93, + "return_pct": 97.59 + }, + { + "date": "2024-04-12", + "equity": 19388.69, + "return_pct": 93.89 + }, + { + "date": "2024-04-15", + "equity": 19167.71, + "return_pct": 91.68 + }, + { + "date": "2024-04-16", + "equity": 19328.98, + "return_pct": 93.29 + }, + { + "date": "2024-04-17", + "equity": 19126.67, + "return_pct": 91.27 + }, + { + "date": "2024-04-18", + "equity": 19052.69, + "return_pct": 90.53 + }, + { + "date": "2024-04-19", + "equity": 18753.03, + "return_pct": 87.53 + }, + { + "date": "2024-04-22", + "equity": 18814.86, + "return_pct": 88.15 + }, + { + "date": "2024-04-23", + "equity": 19092.9, + "return_pct": 90.93 + }, + { + "date": "2024-04-24", + "equity": 19019.72, + "return_pct": 90.2 + }, + { + "date": "2024-04-25", + "equity": 19129.34, + "return_pct": 91.29 + }, + { + "date": "2024-04-26", + "equity": 19314.25, + "return_pct": 93.14 + }, + { + "date": "2024-04-29", + "equity": 19574.26, + "return_pct": 95.74 + }, + { + "date": "2024-04-30", + "equity": 19418.97, + "return_pct": 94.19 + }, + { + "date": "2024-05-01", + "equity": 19127.93, + "return_pct": 91.28 + }, + { + "date": "2024-05-02", + "equity": 19324.92, + "return_pct": 93.25 + }, + { + "date": "2024-05-03", + "equity": 19474.79, + "return_pct": 94.75 + }, + { + "date": "2024-05-06", + "equity": 19762.92, + "return_pct": 97.63 + }, + { + "date": "2024-05-07", + "equity": 19731.47, + "return_pct": 97.31 + }, + { + "date": "2024-05-08", + "equity": 19727.35, + "return_pct": 97.27 + }, + { + "date": "2024-05-09", + "equity": 20104.85, + "return_pct": 101.05 + }, + { + "date": "2024-05-10", + "equity": 20187.14, + "return_pct": 101.87 + }, + { + "date": "2024-05-13", + "equity": 20157.8, + "return_pct": 101.58 + }, + { + "date": "2024-05-14", + "equity": 20219.23, + "return_pct": 102.19 + }, + { + "date": "2024-05-15", + "equity": 20511.37, + "return_pct": 105.11 + }, + { + "date": "2024-05-16", + "equity": 20435.86, + "return_pct": 104.36 + }, + { + "date": "2024-05-17", + "equity": 20506.42, + "return_pct": 105.06 + }, + { + "date": "2024-05-20", + "equity": 20657.67, + "return_pct": 106.58 + }, + { + "date": "2024-05-21", + "equity": 20618.65, + "return_pct": 106.19 + }, + { + "date": "2024-05-22", + "equity": 20134.55, + "return_pct": 101.35 + }, + { + "date": "2024-05-23", + "equity": 19958.71, + "return_pct": 99.59 + }, + { + "date": "2024-05-24", + "equity": 20305.98, + "return_pct": 103.06 + }, + { + "date": "2024-05-28", + "equity": 20374.98, + "return_pct": 103.75 + }, + { + "date": "2024-05-29", + "equity": 20308.98, + "return_pct": 103.09 + }, + { + "date": "2024-05-30", + "equity": 19897.0, + "return_pct": 98.97 + }, + { + "date": "2024-05-31", + "equity": 19781.69, + "return_pct": 97.82 + }, + { + "date": "2024-06-03", + "equity": 19868.73, + "return_pct": 98.69 + }, + { + "date": "2024-06-04", + "equity": 19694.66, + "return_pct": 96.95 + }, + { + "date": "2024-06-05", + "equity": 19853.58, + "return_pct": 98.54 + }, + { + "date": "2024-06-06", + "equity": 19781.6, + "return_pct": 97.82 + }, + { + "date": "2024-06-07", + "equity": 19649.34, + "return_pct": 96.49 + }, + { + "date": "2024-06-10", + "equity": 19813.72, + "return_pct": 98.14 + }, + { + "date": "2024-06-11", + "equity": 19809.89, + "return_pct": 98.1 + }, + { + "date": "2024-06-12", + "equity": 20159.23, + "return_pct": 101.59 + }, + { + "date": "2024-06-13", + "equity": 19794.33, + "return_pct": 97.94 + }, + { + "date": "2024-06-14", + "equity": 19653.91, + "return_pct": 96.54 + }, + { + "date": "2024-06-17", + "equity": 19537.88, + "return_pct": 95.38 + }, + { + "date": "2024-06-18", + "equity": 19556.35, + "return_pct": 95.56 + }, + { + "date": "2024-06-20", + "equity": 19434.65, + "return_pct": 94.35 + }, + { + "date": "2024-06-21", + "equity": 19454.72, + "return_pct": 94.55 + }, + { + "date": "2024-06-24", + "equity": 19363.41, + "return_pct": 93.63 + }, + { + "date": "2024-06-25", + "equity": 19555.63, + "return_pct": 95.56 + }, + { + "date": "2024-06-26", + "equity": 19490.78, + "return_pct": 94.91 + }, + { + "date": "2024-06-27", + "equity": 19491.36, + "return_pct": 94.91 + }, + { + "date": "2024-06-28", + "equity": 19660.56, + "return_pct": 96.61 + }, + { + "date": "2024-07-01", + "equity": 19603.46, + "return_pct": 96.03 + }, + { + "date": "2024-07-02", + "equity": 19609.74, + "return_pct": 96.1 + }, + { + "date": "2024-07-03", + "equity": 19882.56, + "return_pct": 98.83 + }, + { + "date": "2024-07-05", + "equity": 19713.85, + "return_pct": 97.14 + }, + { + "date": "2024-07-08", + "equity": 19592.42, + "return_pct": 95.92 + }, + { + "date": "2024-07-09", + "equity": 19608.7, + "return_pct": 96.09 + }, + { + "date": "2024-07-10", + "equity": 19566.61, + "return_pct": 95.67 + }, + { + "date": "2024-07-11", + "equity": 19801.64, + "return_pct": 98.02 + }, + { + "date": "2024-07-12", + "equity": 19992.62, + "return_pct": 99.93 + }, + { + "date": "2024-07-15", + "equity": 20598.71, + "return_pct": 105.99 + }, + { + "date": "2024-07-16", + "equity": 20747.83, + "return_pct": 107.48 + }, + { + "date": "2024-07-17", + "equity": 19950.15, + "return_pct": 99.5 + }, + { + "date": "2024-07-18", + "equity": 19584.86, + "return_pct": 95.85 + }, + { + "date": "2024-07-19", + "equity": 19673.99, + "return_pct": 96.74 + }, + { + "date": "2024-07-22", + "equity": 19692.11, + "return_pct": 96.92 + }, + { + "date": "2024-07-23", + "equity": 19480.25, + "return_pct": 94.8 + }, + { + "date": "2024-07-24", + "equity": 19067.94, + "return_pct": 90.68 + }, + { + "date": "2024-07-25", + "equity": 19117.68, + "return_pct": 91.18 + }, + { + "date": "2024-07-26", + "equity": 19305.6, + "return_pct": 93.06 + }, + { + "date": "2024-07-29", + "equity": 19134.0, + "return_pct": 91.34 + }, + { + "date": "2024-07-30", + "equity": 19175.57, + "return_pct": 91.76 + }, + { + "date": "2024-07-31", + "equity": 19498.01, + "return_pct": 94.98 + }, + { + "date": "2024-08-01", + "equity": 19470.57, + "return_pct": 94.71 + }, + { + "date": "2024-08-02", + "equity": 18949.62, + "return_pct": 89.5 + }, + { + "date": "2024-08-05", + "equity": 18542.72, + "return_pct": 85.43 + }, + { + "date": "2024-08-06", + "equity": 18598.47, + "return_pct": 85.98 + }, + { + "date": "2024-08-07", + "equity": 18606.69, + "return_pct": 86.07 + }, + { + "date": "2024-08-08", + "equity": 18698.74, + "return_pct": 86.99 + }, + { + "date": "2024-08-09", + "equity": 18679.08, + "return_pct": 86.79 + }, + { + "date": "2024-08-12", + "equity": 18675.34, + "return_pct": 86.75 + }, + { + "date": "2024-08-13", + "equity": 18677.67, + "return_pct": 86.78 + }, + { + "date": "2024-08-14", + "equity": 18662.73, + "return_pct": 86.63 + }, + { + "date": "2024-08-15", + "equity": 18698.48, + "return_pct": 86.98 + }, + { + "date": "2024-08-16", + "equity": 18691.22, + "return_pct": 86.91 + }, + { + "date": "2024-08-19", + "equity": 18899.94, + "return_pct": 89.0 + }, + { + "date": "2024-08-20", + "equity": 19105.54, + "return_pct": 91.06 + }, + { + "date": "2024-08-21", + "equity": 19058.78, + "return_pct": 90.59 + }, + { + "date": "2024-08-22", + "equity": 18953.69, + "return_pct": 89.54 + }, + { + "date": "2024-08-23", + "equity": 19065.41, + "return_pct": 90.65 + }, + { + "date": "2024-08-26", + "equity": 18918.51, + "return_pct": 89.19 + }, + { + "date": "2024-08-27", + "equity": 18985.12, + "return_pct": 89.85 + }, + { + "date": "2024-08-28", + "equity": 19097.31, + "return_pct": 90.97 + }, + { + "date": "2024-08-29", + "equity": 19189.94, + "return_pct": 91.9 + }, + { + "date": "2024-08-30", + "equity": 19421.1, + "return_pct": 94.21 + }, + { + "date": "2024-09-03", + "equity": 19188.34, + "return_pct": 91.88 + }, + { + "date": "2024-09-04", + "equity": 19105.08, + "return_pct": 91.05 + }, + { + "date": "2024-09-05", + "equity": 18948.73, + "return_pct": 89.49 + }, + { + "date": "2024-09-06", + "equity": 18634.54, + "return_pct": 86.35 + }, + { + "date": "2024-09-09", + "equity": 18852.21, + "return_pct": 88.52 + }, + { + "date": "2024-09-10", + "equity": 18840.23, + "return_pct": 88.4 + }, + { + "date": "2024-09-11", + "equity": 18875.74, + "return_pct": 88.76 + }, + { + "date": "2024-09-12", + "equity": 19059.52, + "return_pct": 90.6 + }, + { + "date": "2024-09-13", + "equity": 19224.78, + "return_pct": 92.25 + }, + { + "date": "2024-09-16", + "equity": 19277.51, + "return_pct": 92.78 + }, + { + "date": "2024-09-17", + "equity": 19264.47, + "return_pct": 92.64 + }, + { + "date": "2024-09-18", + "equity": 19222.2, + "return_pct": 92.22 + }, + { + "date": "2024-09-19", + "equity": 19282.33, + "return_pct": 92.82 + }, + { + "date": "2024-09-20", + "equity": 19795.53, + "return_pct": 97.96 + }, + { + "date": "2024-09-23", + "equity": 19999.97, + "return_pct": 100.0 + }, + { + "date": "2024-09-24", + "equity": 20018.8, + "return_pct": 100.19 + }, + { + "date": "2024-09-25", + "equity": 20027.57, + "return_pct": 100.28 + }, + { + "date": "2024-09-26", + "equity": 20062.86, + "return_pct": 100.63 + }, + { + "date": "2024-09-27", + "equity": 20244.83, + "return_pct": 102.45 + }, + { + "date": "2024-09-30", + "equity": 20330.8, + "return_pct": 103.31 + }, + { + "date": "2024-10-01", + "equity": 20169.72, + "return_pct": 101.7 + }, + { + "date": "2024-10-02", + "equity": 20291.19, + "return_pct": 102.91 + }, + { + "date": "2024-10-03", + "equity": 20309.47, + "return_pct": 103.09 + }, + { + "date": "2024-10-04", + "equity": 20790.4, + "return_pct": 107.9 + }, + { + "date": "2024-10-07", + "equity": 20727.8, + "return_pct": 107.28 + }, + { + "date": "2024-10-08", + "equity": 21240.87, + "return_pct": 112.41 + }, + { + "date": "2024-10-09", + "equity": 20915.21, + "return_pct": 109.15 + }, + { + "date": "2024-10-10", + "equity": 20763.64, + "return_pct": 107.64 + }, + { + "date": "2024-10-11", + "equity": 21536.02, + "return_pct": 115.36 + }, + { + "date": "2024-10-14", + "equity": 21575.75, + "return_pct": 115.76 + }, + { + "date": "2024-10-15", + "equity": 21411.95, + "return_pct": 114.12 + }, + { + "date": "2024-10-16", + "equity": 21685.21, + "return_pct": 116.85 + }, + { + "date": "2024-10-17", + "equity": 21270.2, + "return_pct": 112.7 + }, + { + "date": "2024-10-18", + "equity": 21628.6, + "return_pct": 116.29 + }, + { + "date": "2024-10-21", + "equity": 21705.17, + "return_pct": 117.05 + }, + { + "date": "2024-10-22", + "equity": 21833.43, + "return_pct": 118.33 + }, + { + "date": "2024-10-23", + "equity": 21507.18, + "return_pct": 115.07 + }, + { + "date": "2024-10-24", + "equity": 21884.23, + "return_pct": 118.84 + }, + { + "date": "2024-10-25", + "equity": 22312.55, + "return_pct": 123.13 + }, + { + "date": "2024-10-28", + "equity": 22565.01, + "return_pct": 125.65 + }, + { + "date": "2024-10-29", + "equity": 22607.1, + "return_pct": 126.07 + }, + { + "date": "2024-10-30", + "equity": 22349.75, + "return_pct": 123.5 + }, + { + "date": "2024-10-31", + "equity": 22612.2, + "return_pct": 126.12 + }, + { + "date": "2024-11-01", + "equity": 22214.03, + "return_pct": 122.14 + }, + { + "date": "2024-11-04", + "equity": 22181.55, + "return_pct": 121.82 + }, + { + "date": "2024-11-05", + "equity": 22481.15, + "return_pct": 124.81 + }, + { + "date": "2024-11-06", + "equity": 23465.07, + "return_pct": 134.65 + }, + { + "date": "2024-11-07", + "equity": 23778.32, + "return_pct": 137.78 + }, + { + "date": "2024-11-08", + "equity": 23934.96, + "return_pct": 139.35 + }, + { + "date": "2024-11-11", + "equity": 24945.32, + "return_pct": 149.45 + }, + { + "date": "2024-11-12", + "equity": 25182.18, + "return_pct": 151.82 + }, + { + "date": "2024-11-13", + "equity": 24463.37, + "return_pct": 144.63 + }, + { + "date": "2024-11-14", + "equity": 24358.88, + "return_pct": 143.59 + }, + { + "date": "2024-11-15", + "equity": 24190.47, + "return_pct": 141.9 + }, + { + "date": "2024-11-18", + "equity": 24321.68, + "return_pct": 143.22 + }, + { + "date": "2024-11-19", + "equity": 24360.35, + "return_pct": 143.6 + }, + { + "date": "2024-11-20", + "equity": 24266.84, + "return_pct": 142.67 + }, + { + "date": "2024-11-21", + "equity": 24388.62, + "return_pct": 143.89 + }, + { + "date": "2024-11-22", + "equity": 24732.28, + "return_pct": 147.32 + }, + { + "date": "2024-11-25", + "equity": 24924.26, + "return_pct": 149.24 + }, + { + "date": "2024-11-26", + "equity": 24643.62, + "return_pct": 146.44 + }, + { + "date": "2024-11-27", + "equity": 24702.05, + "return_pct": 147.02 + }, + { + "date": "2024-11-29", + "equity": 24857.93, + "return_pct": 148.58 + }, + { + "date": "2024-12-02", + "equity": 24500.71, + "return_pct": 145.01 + }, + { + "date": "2024-12-03", + "equity": 24471.89, + "return_pct": 144.72 + }, + { + "date": "2024-12-04", + "equity": 24599.57, + "return_pct": 146.0 + }, + { + "date": "2024-12-05", + "equity": 24342.96, + "return_pct": 143.43 + }, + { + "date": "2024-12-06", + "equity": 24581.59, + "return_pct": 145.82 + }, + { + "date": "2024-12-09", + "equity": 24068.16, + "return_pct": 140.68 + }, + { + "date": "2024-12-10", + "equity": 23781.05, + "return_pct": 137.81 + }, + { + "date": "2024-12-11", + "equity": 24042.08, + "return_pct": 140.42 + }, + { + "date": "2024-12-12", + "equity": 24033.0, + "return_pct": 140.33 + }, + { + "date": "2024-12-13", + "equity": 24120.23, + "return_pct": 141.2 + }, + { + "date": "2024-12-16", + "equity": 24484.36, + "return_pct": 144.84 + }, + { + "date": "2024-12-17", + "equity": 24248.72, + "return_pct": 142.49 + }, + { + "date": "2024-12-18", + "equity": 23555.97, + "return_pct": 135.56 + }, + { + "date": "2024-12-19", + "equity": 23438.41, + "return_pct": 134.38 + }, + { + "date": "2024-12-20", + "equity": 23552.2, + "return_pct": 135.52 + }, + { + "date": "2024-12-23", + "equity": 23381.43, + "return_pct": 133.81 + }, + { + "date": "2024-12-24", + "equity": 23569.63, + "return_pct": 135.7 + }, + { + "date": "2024-12-26", + "equity": 23640.01, + "return_pct": 136.4 + }, + { + "date": "2024-12-27", + "equity": 23426.68, + "return_pct": 134.27 + }, + { + "date": "2024-12-30", + "equity": 23363.59, + "return_pct": 133.64 + }, + { + "date": "2024-12-31", + "equity": 23276.62, + "return_pct": 132.77 + }, + { + "date": "2025-01-02", + "equity": 23462.48, + "return_pct": 134.62 + }, + { + "date": "2025-01-03", + "equity": 23625.32, + "return_pct": 136.25 + }, + { + "date": "2025-01-06", + "equity": 23734.79, + "return_pct": 137.35 + }, + { + "date": "2025-01-07", + "equity": 23591.99, + "return_pct": 135.92 + }, + { + "date": "2025-01-08", + "equity": 23608.59, + "return_pct": 136.09 + }, + { + "date": "2025-01-10", + "equity": 23494.82, + "return_pct": 134.95 + }, + { + "date": "2025-01-13", + "equity": 23494.82, + "return_pct": 134.95 + }, + { + "date": "2025-01-14", + "equity": 23494.82, + "return_pct": 134.95 + }, + { + "date": "2025-01-15", + "equity": 23486.03, + "return_pct": 134.86 + }, + { + "date": "2025-01-16", + "equity": 23658.18, + "return_pct": 136.58 + }, + { + "date": "2025-01-17", + "equity": 23904.67, + "return_pct": 139.05 + }, + { + "date": "2025-01-21", + "equity": 24191.64, + "return_pct": 141.92 + }, + { + "date": "2025-01-22", + "equity": 24170.95, + "return_pct": 141.71 + }, + { + "date": "2025-01-23", + "equity": 23898.06, + "return_pct": 138.98 + }, + { + "date": "2025-01-24", + "equity": 23601.29, + "return_pct": 136.01 + }, + { + "date": "2025-01-27", + "equity": 23522.23, + "return_pct": 135.22 + }, + { + "date": "2025-01-28", + "equity": 23221.69, + "return_pct": 132.22 + }, + { + "date": "2025-01-29", + "equity": 23065.39, + "return_pct": 130.65 + }, + { + "date": "2025-01-30", + "equity": 23312.02, + "return_pct": 133.12 + }, + { + "date": "2025-01-31", + "equity": 23213.85, + "return_pct": 132.14 + }, + { + "date": "2025-02-03", + "equity": 23320.34, + "return_pct": 133.2 + }, + { + "date": "2025-02-04", + "equity": 23402.48, + "return_pct": 134.02 + }, + { + "date": "2025-02-05", + "equity": 23792.98, + "return_pct": 137.93 + }, + { + "date": "2025-02-06", + "equity": 23899.57, + "return_pct": 139.0 + }, + { + "date": "2025-02-07", + "equity": 24060.99, + "return_pct": 140.61 + }, + { + "date": "2025-02-10", + "equity": 24097.68, + "return_pct": 140.98 + }, + { + "date": "2025-02-11", + "equity": 23957.32, + "return_pct": 139.57 + }, + { + "date": "2025-02-12", + "equity": 24339.63, + "return_pct": 143.4 + }, + { + "date": "2025-02-13", + "equity": 25095.8, + "return_pct": 150.96 + }, + { + "date": "2025-02-14", + "equity": 25501.89, + "return_pct": 155.02 + }, + { + "date": "2025-02-18", + "equity": 25360.39, + "return_pct": 153.6 + }, + { + "date": "2025-02-19", + "equity": 25304.84, + "return_pct": 153.05 + }, + { + "date": "2025-02-20", + "equity": 24883.13, + "return_pct": 148.83 + }, + { + "date": "2025-02-21", + "equity": 24554.29, + "return_pct": 145.54 + }, + { + "date": "2025-02-24", + "equity": 24333.62, + "return_pct": 143.34 + }, + { + "date": "2025-02-25", + "equity": 24015.01, + "return_pct": 140.15 + }, + { + "date": "2025-02-26", + "equity": 24144.25, + "return_pct": 141.44 + }, + { + "date": "2025-02-27", + "equity": 23823.22, + "return_pct": 138.23 + }, + { + "date": "2025-02-28", + "equity": 24135.46, + "return_pct": 141.35 + }, + { + "date": "2025-03-03", + "equity": 24143.43, + "return_pct": 141.43 + }, + { + "date": "2025-03-04", + "equity": 23626.08, + "return_pct": 136.26 + }, + { + "date": "2025-03-05", + "equity": 23621.48, + "return_pct": 136.21 + }, + { + "date": "2025-03-06", + "equity": 23396.15, + "return_pct": 133.96 + }, + { + "date": "2025-03-07", + "equity": 23501.84, + "return_pct": 135.02 + }, + { + "date": "2025-03-10", + "equity": 23354.22, + "return_pct": 133.54 + }, + { + "date": "2025-03-11", + "equity": 23039.52, + "return_pct": 130.4 + }, + { + "date": "2025-03-12", + "equity": 22984.85, + "return_pct": 129.85 + }, + { + "date": "2025-03-13", + "equity": 23287.13, + "return_pct": 132.87 + }, + { + "date": "2025-03-14", + "equity": 23445.35, + "return_pct": 134.45 + }, + { + "date": "2025-03-17", + "equity": 23701.93, + "return_pct": 137.02 + }, + { + "date": "2025-03-18", + "equity": 23686.28, + "return_pct": 136.86 + }, + { + "date": "2025-03-19", + "equity": 23762.68, + "return_pct": 137.63 + }, + { + "date": "2025-03-20", + "equity": 23774.38, + "return_pct": 137.74 + }, + { + "date": "2025-03-21", + "equity": 23701.24, + "return_pct": 137.01 + }, + { + "date": "2025-03-24", + "equity": 23929.44, + "return_pct": 139.29 + }, + { + "date": "2025-03-25", + "equity": 24071.79, + "return_pct": 140.72 + }, + { + "date": "2025-03-26", + "equity": 23867.38, + "return_pct": 138.67 + }, + { + "date": "2025-03-27", + "equity": 23877.37, + "return_pct": 138.77 + }, + { + "date": "2025-03-28", + "equity": 23680.9, + "return_pct": 136.81 + }, + { + "date": "2025-03-31", + "equity": 23658.79, + "return_pct": 136.59 + }, + { + "date": "2025-04-01", + "equity": 23692.42, + "return_pct": 136.92 + }, + { + "date": "2025-04-02", + "equity": 23783.98, + "return_pct": 137.84 + }, + { + "date": "2025-04-03", + "equity": 23459.03, + "return_pct": 134.59 + }, + { + "date": "2025-04-04", + "equity": 22582.55, + "return_pct": 125.83 + }, + { + "date": "2025-04-07", + "equity": 22655.42, + "return_pct": 126.55 + }, + { + "date": "2025-04-08", + "equity": 22666.14, + "return_pct": 126.66 + }, + { + "date": "2025-04-09", + "equity": 23072.29, + "return_pct": 130.72 + }, + { + "date": "2025-04-10", + "equity": 23306.98, + "return_pct": 133.07 + }, + { + "date": "2025-04-11", + "equity": 23728.05, + "return_pct": 137.28 + }, + { + "date": "2025-04-14", + "equity": 23844.08, + "return_pct": 138.44 + }, + { + "date": "2025-04-15", + "equity": 23871.12, + "return_pct": 138.71 + }, + { + "date": "2025-04-16", + "equity": 23558.49, + "return_pct": 135.58 + }, + { + "date": "2025-04-17", + "equity": 23514.76, + "return_pct": 135.15 + }, + { + "date": "2025-04-21", + "equity": 23294.94, + "return_pct": 132.95 + }, + { + "date": "2025-04-22", + "equity": 23583.01, + "return_pct": 135.83 + }, + { + "date": "2025-04-23", + "equity": 23751.89, + "return_pct": 137.52 + }, + { + "date": "2025-04-24", + "equity": 23954.4, + "return_pct": 139.54 + }, + { + "date": "2025-04-25", + "equity": 23997.07, + "return_pct": 139.97 + }, + { + "date": "2025-04-28", + "equity": 24011.65, + "return_pct": 140.12 + }, + { + "date": "2025-04-29", + "equity": 24139.8, + "return_pct": 141.4 + }, + { + "date": "2025-04-30", + "equity": 24213.08, + "return_pct": 142.13 + }, + { + "date": "2025-05-01", + "equity": 24382.61, + "return_pct": 143.83 + }, + { + "date": "2025-05-02", + "equity": 25028.93, + "return_pct": 150.29 + }, + { + "date": "2025-05-05", + "equity": 25143.24, + "return_pct": 151.43 + }, + { + "date": "2025-05-06", + "equity": 24914.35, + "return_pct": 149.14 + }, + { + "date": "2025-05-07", + "equity": 25065.13, + "return_pct": 150.65 + }, + { + "date": "2025-05-08", + "equity": 25935.88, + "return_pct": 159.36 + }, + { + "date": "2025-05-09", + "equity": 25763.75, + "return_pct": 157.64 + }, + { + "date": "2025-05-12", + "equity": 26444.62, + "return_pct": 164.45 + }, + { + "date": "2025-05-13", + "equity": 26871.97, + "return_pct": 168.72 + }, + { + "date": "2025-05-14", + "equity": 26965.68, + "return_pct": 169.66 + }, + { + "date": "2025-05-15", + "equity": 27072.52, + "return_pct": 170.73 + }, + { + "date": "2025-05-16", + "equity": 27297.55, + "return_pct": 172.98 + }, + { + "date": "2025-05-19", + "equity": 27406.78, + "return_pct": 174.07 + }, + { + "date": "2025-05-20", + "equity": 26877.52, + "return_pct": 168.78 + }, + { + "date": "2025-05-21", + "equity": 26011.59, + "return_pct": 160.12 + }, + { + "date": "2025-05-22", + "equity": 25909.97, + "return_pct": 159.1 + }, + { + "date": "2025-05-23", + "equity": 25911.29, + "return_pct": 159.11 + }, + { + "date": "2025-05-27", + "equity": 26510.0, + "return_pct": 165.1 + }, + { + "date": "2025-05-28", + "equity": 26409.43, + "return_pct": 164.09 + }, + { + "date": "2025-05-29", + "equity": 25976.32, + "return_pct": 159.76 + }, + { + "date": "2025-05-30", + "equity": 26371.98, + "return_pct": 163.72 + }, + { + "date": "2025-06-02", + "equity": 26798.24, + "return_pct": 167.98 + }, + { + "date": "2025-06-03", + "equity": 27316.0, + "return_pct": 173.16 + }, + { + "date": "2025-06-04", + "equity": 27580.34, + "return_pct": 175.8 + }, + { + "date": "2025-06-05", + "equity": 27666.64, + "return_pct": 176.67 + }, + { + "date": "2025-06-06", + "equity": 27874.54, + "return_pct": 178.75 + }, + { + "date": "2025-06-09", + "equity": 27449.16, + "return_pct": 174.49 + }, + { + "date": "2025-06-10", + "equity": 27266.33, + "return_pct": 172.66 + }, + { + "date": "2025-06-11", + "equity": 27529.85, + "return_pct": 175.3 + }, + { + "date": "2025-06-12", + "equity": 27531.86, + "return_pct": 175.32 + }, + { + "date": "2025-06-13", + "equity": 26778.03, + "return_pct": 167.78 + }, + { + "date": "2025-06-16", + "equity": 27331.8, + "return_pct": 173.32 + }, + { + "date": "2025-06-17", + "equity": 27124.81, + "return_pct": 171.25 + }, + { + "date": "2025-06-18", + "equity": 27457.24, + "return_pct": 174.57 + }, + { + "date": "2025-06-20", + "equity": 27643.67, + "return_pct": 176.44 + }, + { + "date": "2025-06-23", + "equity": 27756.33, + "return_pct": 177.56 + }, + { + "date": "2025-06-24", + "equity": 28315.93, + "return_pct": 183.16 + }, + { + "date": "2025-06-25", + "equity": 28212.33, + "return_pct": 182.12 + }, + { + "date": "2025-06-26", + "equity": 28533.82, + "return_pct": 185.34 + }, + { + "date": "2025-06-27", + "equity": 28829.46, + "return_pct": 188.29 + }, + { + "date": "2025-06-30", + "equity": 29531.74, + "return_pct": 195.32 + }, + { + "date": "2025-07-01", + "equity": 28736.25, + "return_pct": 187.36 + }, + { + "date": "2025-07-02", + "equity": 29320.68, + "return_pct": 193.21 + }, + { + "date": "2025-07-03", + "equity": 29648.17, + "return_pct": 196.48 + }, + { + "date": "2025-07-07", + "equity": 29579.35, + "return_pct": 195.79 + }, + { + "date": "2025-07-08", + "equity": 29345.77, + "return_pct": 193.46 + }, + { + "date": "2025-07-09", + "equity": 29958.3, + "return_pct": 199.58 + }, + { + "date": "2025-07-10", + "equity": 30106.51, + "return_pct": 201.07 + }, + { + "date": "2025-07-11", + "equity": 30138.92, + "return_pct": 201.39 + }, + { + "date": "2025-07-14", + "equity": 30692.02, + "return_pct": 206.92 + }, + { + "date": "2025-07-15", + "equity": 30783.97, + "return_pct": 207.84 + }, + { + "date": "2025-07-16", + "equity": 31052.02, + "return_pct": 210.52 + }, + { + "date": "2025-07-17", + "equity": 31408.05, + "return_pct": 214.08 + }, + { + "date": "2025-07-18", + "equity": 31328.83, + "return_pct": 213.29 + }, + { + "date": "2025-07-21", + "equity": 31556.86, + "return_pct": 215.57 + }, + { + "date": "2025-07-22", + "equity": 30924.21, + "return_pct": 209.24 + }, + { + "date": "2025-07-23", + "equity": 31466.14, + "return_pct": 214.66 + }, + { + "date": "2025-07-24", + "equity": 31542.52, + "return_pct": 215.43 + }, + { + "date": "2025-07-25", + "equity": 31643.67, + "return_pct": 216.44 + }, + { + "date": "2025-07-28", + "equity": 31914.28, + "return_pct": 219.14 + }, + { + "date": "2025-07-29", + "equity": 31727.12, + "return_pct": 217.27 + }, + { + "date": "2025-07-30", + "equity": 31752.02, + "return_pct": 217.52 + }, + { + "date": "2025-07-31", + "equity": 31982.27, + "return_pct": 219.82 + }, + { + "date": "2025-08-01", + "equity": 30814.79, + "return_pct": 208.15 + }, + { + "date": "2025-08-04", + "equity": 31483.35, + "return_pct": 214.83 + }, + { + "date": "2025-08-05", + "equity": 32142.72, + "return_pct": 221.43 + }, + { + "date": "2025-08-06", + "equity": 32524.11, + "return_pct": 225.24 + }, + { + "date": "2025-08-07", + "equity": 33287.86, + "return_pct": 232.88 + }, + { + "date": "2025-08-08", + "equity": 33236.41, + "return_pct": 232.36 + }, + { + "date": "2025-08-11", + "equity": 33008.2, + "return_pct": 230.08 + }, + { + "date": "2025-08-12", + "equity": 32830.79, + "return_pct": 228.31 + }, + { + "date": "2025-08-13", + "equity": 32451.6, + "return_pct": 224.52 + }, + { + "date": "2025-08-14", + "equity": 31917.87, + "return_pct": 219.18 + }, + { + "date": "2025-08-15", + "equity": 31803.07, + "return_pct": 218.03 + }, + { + "date": "2025-08-18", + "equity": 32176.77, + "return_pct": 221.77 + }, + { + "date": "2025-08-19", + "equity": 31386.23, + "return_pct": 213.86 + }, + { + "date": "2025-08-20", + "equity": 31164.73, + "return_pct": 211.65 + }, + { + "date": "2025-08-21", + "equity": 31266.2, + "return_pct": 212.66 + }, + { + "date": "2025-08-22", + "equity": 32144.26, + "return_pct": 221.44 + }, + { + "date": "2025-08-25", + "equity": 32407.72, + "return_pct": 224.08 + }, + { + "date": "2025-08-26", + "equity": 32785.17, + "return_pct": 227.85 + }, + { + "date": "2025-08-27", + "equity": 32997.99, + "return_pct": 229.98 + }, + { + "date": "2025-08-28", + "equity": 33555.65, + "return_pct": 235.56 + }, + { + "date": "2025-08-29", + "equity": 33005.13, + "return_pct": 230.05 + }, + { + "date": "2025-09-02", + "equity": 32697.57, + "return_pct": 226.98 + }, + { + "date": "2025-09-03", + "equity": 32605.47, + "return_pct": 226.05 + }, + { + "date": "2025-09-04", + "equity": 32433.07, + "return_pct": 224.33 + }, + { + "date": "2025-09-05", + "equity": 32380.37, + "return_pct": 223.8 + }, + { + "date": "2025-09-08", + "equity": 32503.32, + "return_pct": 225.03 + }, + { + "date": "2025-09-09", + "equity": 32301.78, + "return_pct": 223.02 + }, + { + "date": "2025-09-10", + "equity": 32542.58, + "return_pct": 225.43 + }, + { + "date": "2025-09-11", + "equity": 33433.09, + "return_pct": 234.33 + }, + { + "date": "2025-09-12", + "equity": 33840.76, + "return_pct": 238.41 + }, + { + "date": "2025-09-15", + "equity": 34209.69, + "return_pct": 242.1 + }, + { + "date": "2025-09-16", + "equity": 34083.02, + "return_pct": 240.83 + }, + { + "date": "2025-09-17", + "equity": 34237.45, + "return_pct": 242.37 + }, + { + "date": "2025-09-18", + "equity": 34976.33, + "return_pct": 249.76 + }, + { + "date": "2025-09-19", + "equity": 35272.95, + "return_pct": 252.73 + }, + { + "date": "2025-09-22", + "equity": 35080.18, + "return_pct": 250.8 + }, + { + "date": "2025-09-23", + "equity": 34810.97, + "return_pct": 248.11 + }, + { + "date": "2025-09-24", + "equity": 34853.99, + "return_pct": 248.54 + }, + { + "date": "2025-09-25", + "equity": 34121.06, + "return_pct": 241.21 + }, + { + "date": "2025-09-26", + "equity": 34542.42, + "return_pct": 245.42 + }, + { + "date": "2025-09-29", + "equity": 35039.75, + "return_pct": 250.4 + }, + { + "date": "2025-09-30", + "equity": 35178.61, + "return_pct": 251.79 + }, + { + "date": "2025-10-01", + "equity": 36086.58, + "return_pct": 260.87 + }, + { + "date": "2025-10-02", + "equity": 36162.92, + "return_pct": 261.63 + }, + { + "date": "2025-10-03", + "equity": 36166.31, + "return_pct": 261.66 + }, + { + "date": "2025-10-06", + "equity": 37070.1, + "return_pct": 270.7 + }, + { + "date": "2025-10-07", + "equity": 36608.95, + "return_pct": 266.09 + }, + { + "date": "2025-10-08", + "equity": 37247.55, + "return_pct": 272.48 + }, + { + "date": "2025-10-09", + "equity": 36854.79, + "return_pct": 268.55 + }, + { + "date": "2025-10-10", + "equity": 35273.1, + "return_pct": 252.73 + }, + { + "date": "2025-10-13", + "equity": 36024.53, + "return_pct": 260.25 + }, + { + "date": "2025-10-14", + "equity": 35338.6, + "return_pct": 253.39 + }, + { + "date": "2025-10-15", + "equity": 35558.35, + "return_pct": 255.58 + }, + { + "date": "2025-10-16", + "equity": 35386.18, + "return_pct": 253.86 + }, + { + "date": "2025-10-17", + "equity": 35563.63, + "return_pct": 255.64 + }, + { + "date": "2025-10-20", + "equity": 35712.43, + "return_pct": 257.12 + }, + { + "date": "2025-10-21", + "equity": 35530.33, + "return_pct": 255.3 + }, + { + "date": "2025-10-22", + "equity": 34711.94, + "return_pct": 247.12 + }, + { + "date": "2025-10-23", + "equity": 34183.75, + "return_pct": 241.84 + }, + { + "date": "2025-10-24", + "equity": 34677.94, + "return_pct": 246.78 + }, + { + "date": "2025-10-27", + "equity": 35193.02, + "return_pct": 251.93 + }, + { + "date": "2025-10-28", + "equity": 34896.88, + "return_pct": 248.97 + }, + { + "date": "2025-10-29", + "equity": 34716.17, + "return_pct": 247.16 + }, + { + "date": "2025-10-30", + "equity": 33888.6, + "return_pct": 238.89 + }, + { + "date": "2025-10-31", + "equity": 35230.77, + "return_pct": 252.31 + }, + { + "date": "2025-11-03", + "equity": 35087.39, + "return_pct": 250.87 + }, + { + "date": "2025-11-04", + "equity": 35166.81, + "return_pct": 251.67 + }, + { + "date": "2025-11-05", + "equity": 35797.56, + "return_pct": 257.98 + }, + { + "date": "2025-11-06", + "equity": 35389.89, + "return_pct": 253.9 + }, + { + "date": "2025-11-07", + "equity": 35657.98, + "return_pct": 256.58 + }, + { + "date": "2025-11-10", + "equity": 35923.42, + "return_pct": 259.23 + }, + { + "date": "2025-11-11", + "equity": 35492.91, + "return_pct": 254.93 + }, + { + "date": "2025-11-12", + "equity": 35383.08, + "return_pct": 253.83 + }, + { + "date": "2025-11-13", + "equity": 34608.48, + "return_pct": 246.08 + }, + { + "date": "2025-11-14", + "equity": 34648.73, + "return_pct": 246.49 + }, + { + "date": "2025-11-17", + "equity": 34430.98, + "return_pct": 244.31 + }, + { + "date": "2025-11-18", + "equity": 34514.62, + "return_pct": 245.15 + }, + { + "date": "2025-11-19", + "equity": 34027.14, + "return_pct": 240.27 + }, + { + "date": "2025-11-20", + "equity": 33734.3, + "return_pct": 237.34 + }, + { + "date": "2025-11-21", + "equity": 34133.73, + "return_pct": 241.34 + }, + { + "date": "2025-11-24", + "equity": 34172.68, + "return_pct": 241.73 + }, + { + "date": "2025-11-25", + "equity": 34589.78, + "return_pct": 245.9 + }, + { + "date": "2025-11-26", + "equity": 35393.28, + "return_pct": 253.93 + }, + { + "date": "2025-11-28", + "equity": 35515.59, + "return_pct": 255.16 + }, + { + "date": "2025-12-01", + "equity": 35185.31, + "return_pct": 251.85 + }, + { + "date": "2025-12-02", + "equity": 35186.01, + "return_pct": 251.86 + }, + { + "date": "2025-12-03", + "equity": 35194.65, + "return_pct": 251.95 + }, + { + "date": "2025-12-04", + "equity": 36413.22, + "return_pct": 264.13 + }, + { + "date": "2025-12-05", + "equity": 37742.32, + "return_pct": 277.42 + }, + { + "date": "2025-12-08", + "equity": 37307.5, + "return_pct": 273.07 + }, + { + "date": "2025-12-09", + "equity": 37486.9, + "return_pct": 274.87 + }, + { + "date": "2025-12-10", + "equity": 37799.68, + "return_pct": 278.0 + }, + { + "date": "2025-12-11", + "equity": 38377.54, + "return_pct": 283.78 + }, + { + "date": "2025-12-12", + "equity": 38261.77, + "return_pct": 282.62 + }, + { + "date": "2025-12-15", + "equity": 38184.53, + "return_pct": 281.85 + }, + { + "date": "2025-12-16", + "equity": 38286.82, + "return_pct": 282.87 + }, + { + "date": "2025-12-17", + "equity": 37937.59, + "return_pct": 279.38 + }, + { + "date": "2025-12-18", + "equity": 37778.02, + "return_pct": 277.78 + }, + { + "date": "2025-12-19", + "equity": 37933.57, + "return_pct": 279.34 + }, + { + "date": "2025-12-22", + "equity": 37871.02, + "return_pct": 278.71 + }, + { + "date": "2025-12-23", + "equity": 37499.51, + "return_pct": 275.0 + }, + { + "date": "2025-12-24", + "equity": 37872.32, + "return_pct": 278.72 + }, + { + "date": "2025-12-26", + "equity": 38065.03, + "return_pct": 280.65 + }, + { + "date": "2025-12-29", + "equity": 38108.96, + "return_pct": 281.09 + }, + { + "date": "2025-12-30", + "equity": 37959.63, + "return_pct": 279.6 + }, + { + "date": "2025-12-31", + "equity": 37528.4, + "return_pct": 275.28 + }, + { + "date": "2026-01-02", + "equity": 38217.1, + "return_pct": 282.17 + }, + { + "date": "2026-01-05", + "equity": 38476.89, + "return_pct": 284.77 + }, + { + "date": "2026-01-06", + "equity": 39094.85, + "return_pct": 290.95 + }, + { + "date": "2026-01-07", + "equity": 38785.86, + "return_pct": 287.86 + }, + { + "date": "2026-01-08", + "equity": 39449.56, + "return_pct": 294.5 + }, + { + "date": "2026-01-09", + "equity": 39447.38, + "return_pct": 294.47 + }, + { + "date": "2026-01-12", + "equity": 40115.43, + "return_pct": 301.15 + }, + { + "date": "2026-01-13", + "equity": 40311.6, + "return_pct": 303.12 + }, + { + "date": "2026-01-14", + "equity": 40460.28, + "return_pct": 304.6 + }, + { + "date": "2026-01-15", + "equity": 40965.71, + "return_pct": 309.66 + }, + { + "date": "2026-01-16", + "equity": 40757.65, + "return_pct": 307.58 + }, + { + "date": "2026-01-20", + "equity": 40123.18, + "return_pct": 301.23 + }, + { + "date": "2026-01-21", + "equity": 41216.13, + "return_pct": 312.16 + }, + { + "date": "2026-01-22", + "equity": 41157.34, + "return_pct": 311.57 + }, + { + "date": "2026-01-23", + "equity": 41699.25, + "return_pct": 316.99 + }, + { + "date": "2026-01-26", + "equity": 41688.15, + "return_pct": 316.88 + }, + { + "date": "2026-01-27", + "equity": 40797.39, + "return_pct": 307.97 + }, + { + "date": "2026-01-28", + "equity": 40734.12, + "return_pct": 307.34 + }, + { + "date": "2026-01-29", + "equity": 40461.74, + "return_pct": 304.62 + }, + { + "date": "2026-01-30", + "equity": 40034.63, + "return_pct": 300.35 + }, + { + "date": "2026-02-02", + "equity": 40556.32, + "return_pct": 305.56 + }, + { + "date": "2026-02-03", + "equity": 40875.9, + "return_pct": 308.76 + }, + { + "date": "2026-02-04", + "equity": 40233.49, + "return_pct": 302.33 + }, + { + "date": "2026-02-05", + "equity": 40563.13, + "return_pct": 305.63 + }, + { + "date": "2026-02-06", + "equity": 41735.66, + "return_pct": 317.36 + }, + { + "date": "2026-02-09", + "equity": 41455.46, + "return_pct": 314.55 + }, + { + "date": "2026-02-10", + "equity": 41181.83, + "return_pct": 311.82 + }, + { + "date": "2026-02-11", + "equity": 41985.28, + "return_pct": 319.85 + }, + { + "date": "2026-02-12", + "equity": 41916.99, + "return_pct": 319.17 + }, + { + "date": "2026-02-13", + "equity": 42292.19, + "return_pct": 322.92 + }, + { + "date": "2026-02-17", + "equity": 42130.44, + "return_pct": 321.3 + }, + { + "date": "2026-02-18", + "equity": 41929.91, + "return_pct": 319.3 + }, + { + "date": "2026-02-19", + "equity": 41682.49, + "return_pct": 316.82 + }, + { + "date": "2026-02-20", + "equity": 41932.56, + "return_pct": 319.33 + }, + { + "date": "2026-02-23", + "equity": 42110.6, + "return_pct": 321.11 + }, + { + "date": "2026-02-24", + "equity": 42715.91, + "return_pct": 327.16 + }, + { + "date": "2026-02-25", + "equity": 42803.93, + "return_pct": 328.04 + }, + { + "date": "2026-02-26", + "equity": 42625.74, + "return_pct": 326.26 + }, + { + "date": "2026-02-27", + "equity": 42649.49, + "return_pct": 326.49 + }, + { + "date": "2026-03-02", + "equity": 42036.65, + "return_pct": 320.37 + }, + { + "date": "2026-03-03", + "equity": 41744.95, + "return_pct": 317.45 + }, + { + "date": "2026-03-04", + "equity": 41598.13, + "return_pct": 315.98 + }, + { + "date": "2026-03-05", + "equity": 40922.72, + "return_pct": 309.23 + }, + { + "date": "2026-03-06", + "equity": 40737.65, + "return_pct": 307.38 + }, + { + "date": "2026-03-09", + "equity": 40824.13, + "return_pct": 308.24 + }, + { + "date": "2026-03-10", + "equity": 40483.25, + "return_pct": 304.83 + }, + { + "date": "2026-03-11", + "equity": 40386.98, + "return_pct": 303.87 + }, + { + "date": "2026-03-12", + "equity": 40288.07, + "return_pct": 302.88 + }, + { + "date": "2026-03-13", + "equity": 40256.41, + "return_pct": 302.56 + }, + { + "date": "2026-03-16", + "equity": 40312.4, + "return_pct": 303.12 + }, + { + "date": "2026-03-17", + "equity": 40712.13, + "return_pct": 307.12 + }, + { + "date": "2026-03-18", + "equity": 40268.92, + "return_pct": 302.69 + }, + { + "date": "2026-03-19", + "equity": 40007.89, + "return_pct": 300.08 + }, + { + "date": "2026-03-20", + "equity": 39354.27, + "return_pct": 293.54 + }, + { + "date": "2026-03-23", + "equity": 39709.77, + "return_pct": 297.1 + }, + { + "date": "2026-03-24", + "equity": 39497.73, + "return_pct": 294.98 + }, + { + "date": "2026-03-25", + "equity": 39504.03, + "return_pct": 295.04 + }, + { + "date": "2026-03-26", + "equity": 39245.1, + "return_pct": 292.45 + }, + { + "date": "2026-03-27", + "equity": 39160.65, + "return_pct": 291.61 + }, + { + "date": "2026-03-30", + "equity": 39060.46, + "return_pct": 290.6 + }, + { + "date": "2026-03-31", + "equity": 39203.87, + "return_pct": 292.04 + }, + { + "date": "2026-04-01", + "equity": 39239.88, + "return_pct": 292.4 + }, + { + "date": "2026-04-02", + "equity": 39241.85, + "return_pct": 292.42 + }, + { + "date": "2026-04-06", + "equity": 39209.24, + "return_pct": 292.09 + }, + { + "date": "2026-04-07", + "equity": 39135.06, + "return_pct": 291.35 + }, + { + "date": "2026-04-08", + "equity": 40549.7, + "return_pct": 305.5 + }, + { + "date": "2026-04-09", + "equity": 40907.53, + "return_pct": 309.08 + }, + { + "date": "2026-04-10", + "equity": 41151.62, + "return_pct": 311.52 + }, + { + "date": "2026-04-13", + "equity": 41236.8, + "return_pct": 312.37 + }, + { + "date": "2026-04-14", + "equity": 41965.71, + "return_pct": 319.66 + }, + { + "date": "2026-04-15", + "equity": 41477.55, + "return_pct": 314.78 + }, + { + "date": "2026-04-16", + "equity": 41920.42, + "return_pct": 319.2 + }, + { + "date": "2026-04-17", + "equity": 42588.07, + "return_pct": 325.88 + }, + { + "date": "2026-04-20", + "equity": 42447.63, + "return_pct": 324.48 + }, + { + "date": "2026-04-21", + "equity": 42409.41, + "return_pct": 324.09 + }, + { + "date": "2026-04-22", + "equity": 43183.45, + "return_pct": 331.83 + }, + { + "date": "2026-04-23", + "equity": 43368.67, + "return_pct": 333.69 + }, + { + "date": "2026-04-24", + "equity": 44628.01, + "return_pct": 346.28 + }, + { + "date": "2026-04-27", + "equity": 44696.62, + "return_pct": 346.97 + }, + { + "date": "2026-04-28", + "equity": 43968.81, + "return_pct": 339.69 + }, + { + "date": "2026-04-29", + "equity": 44314.4, + "return_pct": 343.14 + }, + { + "date": "2026-04-30", + "equity": 46018.27, + "return_pct": 360.18 + }, + { + "date": "2026-05-01", + "equity": 46004.39, + "return_pct": 360.04 + }, + { + "date": "2026-05-04", + "equity": 45554.61, + "return_pct": 355.55 + }, + { + "date": "2026-05-05", + "equity": 46454.05, + "return_pct": 364.54 + }, + { + "date": "2026-05-06", + "equity": 48632.93, + "return_pct": 386.33 + }, + { + "date": "2026-05-07", + "equity": 47838.04, + "return_pct": 378.38 + }, + { + "date": "2026-05-08", + "equity": 49072.61, + "return_pct": 390.73 + }, + { + "date": "2026-05-11", + "equity": 49508.11, + "return_pct": 395.08 + }, + { + "date": "2026-05-12", + "equity": 49332.59, + "return_pct": 393.33 + }, + { + "date": "2026-05-13", + "equity": 49775.44, + "return_pct": 397.75 + }, + { + "date": "2026-05-14", + "equity": 49881.75, + "return_pct": 398.82 + }, + { + "date": "2026-05-15", + "equity": 48516.51, + "return_pct": 385.17 + }, + { + "date": "2026-05-18", + "equity": 48013.0, + "return_pct": 380.13 + }, + { + "date": "2026-05-19", + "equity": 47936.51, + "return_pct": 379.37 + }, + { + "date": "2026-05-20", + "equity": 46811.48, + "return_pct": 368.11 + }, + { + "date": "2026-05-21", + "equity": 46660.36, + "return_pct": 366.6 + }, + { + "date": "2026-05-22", + "equity": 46998.12, + "return_pct": 369.98 + }, + { + "date": "2026-05-26", + "equity": 46494.75, + "return_pct": 364.95 + }, + { + "date": "2026-05-27", + "equity": 46712.6, + "return_pct": 367.13 + }, + { + "date": "2026-05-28", + "equity": 46737.75, + "return_pct": 367.38 + }, + { + "date": "2026-05-29", + "equity": 46689.48, + "return_pct": 366.89 + }, + { + "date": "2026-06-01", + "equity": 46814.81, + "return_pct": 368.15 + }, + { + "date": "2026-06-02", + "equity": 46617.82, + "return_pct": 366.18 + }, + { + "date": "2026-06-03", + "equity": 46974.7, + "return_pct": 369.75 + }, + { + "date": "2026-06-04", + "equity": 46999.23, + "return_pct": 369.99 + }, + { + "date": "2026-06-05", + "equity": 46943.67, + "return_pct": 369.44 + }, + { + "date": "2026-06-08", + "equity": 46807.52, + "return_pct": 368.08 + }, + { + "date": "2026-06-09", + "equity": 47131.87, + "return_pct": 371.32 + }, + { + "date": "2026-06-10", + "equity": 46888.61, + "return_pct": 368.89 + }, + { + "date": "2026-06-11", + "equity": 47174.92, + "return_pct": 371.75 + }, + { + "date": "2026-06-12", + "equity": 47179.42, + "return_pct": 371.79 + }, + { + "date": "2026-06-15", + "equity": 47108.85, + "return_pct": 371.09 + }, + { + "date": "2026-06-16", + "equity": 46957.19, + "return_pct": 369.57 + }, + { + "date": "2026-06-17", + "equity": 47110.35, + "return_pct": 371.1 + }, + { + "date": "2026-06-18", + "equity": 47005.74, + "return_pct": 370.06 + }, + { + "date": "2026-06-22", + "equity": 47162.41, + "return_pct": 371.62 + }, + { + "date": "2026-06-23", + "equity": 47036.27, + "return_pct": 370.36 + }, + { + "date": "2026-06-24", + "equity": 47156.4, + "return_pct": 371.56 + }, + { + "date": "2026-06-25", + "equity": 47275.03, + "return_pct": 372.75 + }, + { + "date": "2026-06-26", + "equity": 47979.29, + "return_pct": 379.79 + }, + { + "date": "2026-06-29", + "equity": 48000.81, + "return_pct": 380.01 + }, + { + "date": "2026-06-30", + "equity": 47980.79, + "return_pct": 379.81 + }, + { + "date": "2026-07-01", + "equity": 47653.95, + "return_pct": 376.54 + }, + { + "date": "2026-07-02", + "equity": 47653.95, + "return_pct": 376.54 + } + ], + "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 + }, + { + "date": "2024-08-08", + "equity": 12257.18, + "return_pct": 22.57 + }, + { + "date": "2024-08-09", + "equity": 12311.23, + "return_pct": 23.11 + }, + { + "date": "2024-08-12", + "equity": 12317.7, + "return_pct": 23.18 + }, + { + "date": "2024-08-13", + "equity": 12520.27, + "return_pct": 25.2 + }, + { + "date": "2024-08-14", + "equity": 12559.77, + "return_pct": 25.6 + }, + { + "date": "2024-08-15", + "equity": 12775.04, + "return_pct": 27.75 + }, + { + "date": "2024-08-16", + "equity": 12803.69, + "return_pct": 28.04 + }, + { + "date": "2024-08-19", + "equity": 12926.11, + "return_pct": 29.26 + }, + { + "date": "2024-08-20", + "equity": 12905.09, + "return_pct": 29.05 + }, + { + "date": "2024-08-21", + "equity": 12949.44, + "return_pct": 29.49 + }, + { + "date": "2024-08-22", + "equity": 12847.8, + "return_pct": 28.48 + }, + { + "date": "2024-08-23", + "equity": 12984.32, + "return_pct": 29.84 + }, + { + "date": "2024-08-26", + "equity": 12953.36, + "return_pct": 29.53 + }, + { + "date": "2024-08-27", + "equity": 12971.15, + "return_pct": 29.71 + }, + { + "date": "2024-08-28", + "equity": 12895.85, + "return_pct": 28.96 + }, + { + "date": "2024-08-29", + "equity": 12897.0, + "return_pct": 28.97 + }, + { + "date": "2024-08-30", + "equity": 13020.12, + "return_pct": 30.2 + }, + { + "date": "2024-09-03", + "equity": 12752.18, + "return_pct": 27.52 + }, + { + "date": "2024-09-04", + "equity": 12726.08, + "return_pct": 27.26 + }, + { + "date": "2024-09-05", + "equity": 12695.12, + "return_pct": 26.95 + }, + { + "date": "2024-09-06", + "equity": 12481.46, + "return_pct": 24.81 + }, + { + "date": "2024-09-09", + "equity": 12621.21, + "return_pct": 26.21 + }, + { + "date": "2024-09-10", + "equity": 12676.18, + "return_pct": 26.76 + }, + { + "date": "2024-09-11", + "equity": 12806.23, + "return_pct": 28.06 + }, + { + "date": "2024-09-12", + "equity": 12914.1, + "return_pct": 29.14 + }, + { + "date": "2024-09-13", + "equity": 12981.54, + "return_pct": 29.82 + }, + { + "date": "2024-09-16", + "equity": 13000.72, + "return_pct": 30.01 + }, + { + "date": "2024-09-17", + "equity": 13006.03, + "return_pct": 30.06 + }, + { + "date": "2024-09-18", + "equity": 12967.45, + "return_pct": 29.67 + }, + { + "date": "2024-09-19", + "equity": 13188.74, + "return_pct": 31.89 + }, + { + "date": "2024-09-20", + "equity": 13125.68, + "return_pct": 31.26 + }, + { + "date": "2024-09-23", + "equity": 13158.48, + "return_pct": 31.58 + }, + { + "date": "2024-09-24", + "equity": 13196.13, + "return_pct": 31.96 + }, + { + "date": "2024-09-25", + "equity": 13167.02, + "return_pct": 31.67 + }, + { + "date": "2024-09-26", + "equity": 13219.23, + "return_pct": 32.19 + }, + { + "date": "2024-09-27", + "equity": 13200.06, + "return_pct": 32.0 + }, + { + "date": "2024-09-30", + "equity": 13252.95, + "return_pct": 32.53 + }, + { + "date": "2024-10-01", + "equity": 13134.22, + "return_pct": 31.34 + }, + { + "date": "2024-10-02", + "equity": 13139.77, + "return_pct": 31.4 + }, + { + "date": "2024-10-03", + "equity": 13115.75, + "return_pct": 31.16 + }, + { + "date": "2024-10-04", + "equity": 13234.93, + "return_pct": 32.35 + }, + { + "date": "2024-10-07", + "equity": 13115.28, + "return_pct": 31.15 + }, + { + "date": "2024-10-08", + "equity": 13239.32, + "return_pct": 32.39 + }, + { + "date": "2024-10-09", + "equity": 13331.02, + "return_pct": 33.31 + }, + { + "date": "2024-10-10", + "equity": 13307.69, + "return_pct": 33.08 + }, + { + "date": "2024-10-11", + "equity": 13387.38, + "return_pct": 33.87 + }, + { + "date": "2024-10-14", + "equity": 13496.87, + "return_pct": 34.97 + }, + { + "date": "2024-10-15", + "equity": 13392.0, + "return_pct": 33.92 + }, + { + "date": "2024-10-16", + "equity": 13450.21, + "return_pct": 34.5 + }, + { + "date": "2024-10-17", + "equity": 13451.37, + "return_pct": 34.51 + }, + { + "date": "2024-10-18", + "equity": 13503.11, + "return_pct": 35.03 + }, + { + "date": "2024-10-21", + "equity": 13480.93, + "return_pct": 34.81 + }, + { + "date": "2024-10-22", + "equity": 13473.77, + "return_pct": 34.74 + }, + { + "date": "2024-10-23", + "equity": 13350.66, + "return_pct": 33.51 + }, + { + "date": "2024-10-24", + "equity": 13379.53, + "return_pct": 33.8 + }, + { + "date": "2024-10-25", + "equity": 13374.91, + "return_pct": 33.75 + }, + { + "date": "2024-10-28", + "equity": 13416.26, + "return_pct": 34.16 + }, + { + "date": "2024-10-29", + "equity": 13437.97, + "return_pct": 34.38 + }, + { + "date": "2024-10-30", + "equity": 13397.32, + "return_pct": 33.97 + }, + { + "date": "2024-10-31", + "equity": 13134.69, + "return_pct": 31.35 + }, + { + "date": "2024-11-01", + "equity": 13190.12, + "return_pct": 31.9 + }, + { + "date": "2024-11-04", + "equity": 13161.71, + "return_pct": 31.62 + }, + { + "date": "2024-11-05", + "equity": 13320.86, + "return_pct": 33.21 + }, + { + "date": "2024-11-06", + "equity": 13652.09, + "return_pct": 36.52 + }, + { + "date": "2024-11-07", + "equity": 13757.65, + "return_pct": 37.58 + }, + { + "date": "2024-11-08", + "equity": 13817.25, + "return_pct": 38.17 + }, + { + "date": "2024-11-11", + "equity": 13830.41, + "return_pct": 38.3 + }, + { + "date": "2024-11-12", + "equity": 13787.45, + "return_pct": 37.87 + }, + { + "date": "2024-11-13", + "equity": 13794.15, + "return_pct": 37.94 + }, + { + "date": "2024-11-14", + "equity": 13705.45, + "return_pct": 37.05 + }, + { + "date": "2024-11-15", + "equity": 13529.9, + "return_pct": 35.3 + }, + { + "date": "2024-11-18", + "equity": 13585.34, + "return_pct": 35.85 + }, + { + "date": "2024-11-19", + "equity": 13635.0, + "return_pct": 36.35 + }, + { + "date": "2024-11-20", + "equity": 13639.62, + "return_pct": 36.4 + }, + { + "date": "2024-11-21", + "equity": 13712.84, + "return_pct": 37.13 + }, + { + "date": "2024-11-22", + "equity": 13755.34, + "return_pct": 37.55 + }, + { + "date": "2024-11-25", + "equity": 13802.0, + "return_pct": 38.02 + }, + { + "date": "2024-11-26", + "equity": 13874.07, + "return_pct": 38.74 + }, + { + "date": "2024-11-27", + "equity": 13832.03, + "return_pct": 38.32 + }, + { + "date": "2024-11-29", + "equity": 13917.95, + "return_pct": 39.18 + }, + { + "date": "2024-12-02", + "equity": 13942.9, + "return_pct": 39.43 + }, + { + "date": "2024-12-03", + "equity": 13949.37, + "return_pct": 39.49 + }, + { + "date": "2024-12-04", + "equity": 14035.99, + "return_pct": 40.36 + }, + { + "date": "2024-12-05", + "equity": 14012.89, + "return_pct": 40.13 + }, + { + "date": "2024-12-06", + "equity": 14039.45, + "return_pct": 40.39 + }, + { + "date": "2024-12-09", + "equity": 13967.15, + "return_pct": 39.67 + }, + { + "date": "2024-12-10", + "equity": 13923.73, + "return_pct": 39.24 + }, + { + "date": "2024-12-11", + "equity": 14031.37, + "return_pct": 40.31 + }, + { + "date": "2024-12-12", + "equity": 13959.07, + "return_pct": 39.59 + }, + { + "date": "2024-12-13", + "equity": 13956.3, + "return_pct": 39.56 + }, + { + "date": "2024-12-16", + "equity": 14015.89, + "return_pct": 40.16 + }, + { + "date": "2024-12-17", + "equity": 13958.15, + "return_pct": 39.58 + }, + { + "date": "2024-12-18", + "equity": 13542.14, + "return_pct": 35.42 + }, + { + "date": "2024-12-19", + "equity": 13537.99, + "return_pct": 35.38 + }, + { + "date": "2024-12-20", + "equity": 13654.63, + "return_pct": 36.55 + }, + { + "date": "2024-12-23", + "equity": 13736.4, + "return_pct": 37.36 + }, + { + "date": "2024-12-24", + "equity": 13889.08, + "return_pct": 38.89 + }, + { + "date": "2024-12-26", + "equity": 13890.01, + "return_pct": 38.9 + }, + { + "date": "2024-12-27", + "equity": 13743.79, + "return_pct": 37.44 + }, + { + "date": "2024-12-30", + "equity": 13586.95, + "return_pct": 35.87 + }, + { + "date": "2024-12-31", + "equity": 13537.52, + "return_pct": 35.38 + }, + { + "date": "2025-01-02", + "equity": 13504.26, + "return_pct": 35.04 + }, + { + "date": "2025-01-03", + "equity": 13673.11, + "return_pct": 36.73 + }, + { + "date": "2025-01-06", + "equity": 13751.88, + "return_pct": 37.52 + }, + { + "date": "2025-01-07", + "equity": 13596.42, + "return_pct": 35.96 + }, + { + "date": "2025-01-08", + "equity": 13616.29, + "return_pct": 36.16 + }, + { + "date": "2025-01-10", + "equity": 13408.4, + "return_pct": 34.08 + }, + { + "date": "2025-01-13", + "equity": 13429.19, + "return_pct": 34.29 + }, + { + "date": "2025-01-14", + "equity": 13447.67, + "return_pct": 34.48 + }, + { + "date": "2025-01-15", + "equity": 13692.28, + "return_pct": 36.92 + }, + { + "date": "2025-01-16", + "equity": 13665.95, + "return_pct": 36.66 + }, + { + "date": "2025-01-17", + "equity": 13803.16, + "return_pct": 38.03 + }, + { + "date": "2025-01-21", + "equity": 13929.5, + "return_pct": 39.3 + }, + { + "date": "2025-01-22", + "equity": 14007.81, + "return_pct": 40.08 + }, + { + "date": "2025-01-23", + "equity": 14084.26, + "return_pct": 40.84 + }, + { + "date": "2025-01-24", + "equity": 14043.15, + "return_pct": 40.43 + }, + { + "date": "2025-01-27", + "equity": 13844.5, + "return_pct": 38.45 + }, + { + "date": "2025-01-28", + "equity": 13963.46, + "return_pct": 39.63 + }, + { + "date": "2025-01-29", + "equity": 13900.86, + "return_pct": 39.01 + }, + { + "date": "2025-01-30", + "equity": 13975.47, + "return_pct": 39.75 + }, + { + "date": "2025-01-31", + "equity": 13901.09, + "return_pct": 39.01 + }, + { + "date": "2025-02-03", + "equity": 13807.54, + "return_pct": 38.08 + }, + { + "date": "2025-02-04", + "equity": 13900.17, + "return_pct": 39.0 + }, + { + "date": "2025-02-05", + "equity": 13956.53, + "return_pct": 39.57 + }, + { + "date": "2025-02-06", + "equity": 14005.04, + "return_pct": 40.05 + }, + { + "date": "2025-02-07", + "equity": 13876.84, + "return_pct": 38.77 + }, + { + "date": "2025-02-10", + "equity": 13971.08, + "return_pct": 39.71 + }, + { + "date": "2025-02-11", + "equity": 13981.71, + "return_pct": 39.82 + }, + { + "date": "2025-02-12", + "equity": 13936.66, + "return_pct": 39.37 + }, + { + "date": "2025-02-13", + "equity": 14083.8, + "return_pct": 40.84 + }, + { + "date": "2025-02-14", + "equity": 14083.11, + "return_pct": 40.83 + }, + { + "date": "2025-02-18", + "equity": 14124.45, + "return_pct": 41.24 + }, + { + "date": "2025-02-19", + "equity": 14157.72, + "return_pct": 41.58 + }, + { + "date": "2025-02-20", + "equity": 14098.82, + "return_pct": 40.99 + }, + { + "date": "2025-02-21", + "equity": 13857.67, + "return_pct": 38.58 + }, + { + "date": "2025-02-24", + "equity": 13794.61, + "return_pct": 37.95 + }, + { + "date": "2025-02-25", + "equity": 13726.01, + "return_pct": 37.26 + }, + { + "date": "2025-02-26", + "equity": 13732.94, + "return_pct": 37.33 + }, + { + "date": "2025-02-27", + "equity": 13513.73, + "return_pct": 35.14 + }, + { + "date": "2025-02-28", + "equity": 13724.62, + "return_pct": 37.25 + }, + { + "date": "2025-03-03", + "equity": 13484.17, + "return_pct": 34.84 + }, + { + "date": "2025-03-04", + "equity": 13324.56, + "return_pct": 33.25 + }, + { + "date": "2025-03-05", + "equity": 13467.77, + "return_pct": 34.68 + }, + { + "date": "2025-03-06", + "equity": 13228.7, + "return_pct": 32.29 + }, + { + "date": "2025-03-07", + "equity": 13302.84, + "return_pct": 33.03 + }, + { + "date": "2025-03-10", + "equity": 12948.51, + "return_pct": 29.49 + }, + { + "date": "2025-03-11", + "equity": 12840.87, + "return_pct": 28.41 + }, + { + "date": "2025-03-12", + "equity": 12909.02, + "return_pct": 29.09 + }, + { + "date": "2025-03-13", + "equity": 12736.93, + "return_pct": 27.37 + }, + { + "date": "2025-03-14", + "equity": 13000.02, + "return_pct": 30.0 + }, + { + "date": "2025-03-17", + "equity": 13100.27, + "return_pct": 31.0 + }, + { + "date": "2025-03-18", + "equity": 12958.68, + "return_pct": 29.59 + }, + { + "date": "2025-03-19", + "equity": 13099.81, + "return_pct": 31.0 + }, + { + "date": "2025-03-20", + "equity": 13061.93, + "return_pct": 30.62 + }, + { + "date": "2025-03-21", + "equity": 13027.05, + "return_pct": 30.27 + }, + { + "date": "2025-03-24", + "equity": 13260.34, + "return_pct": 32.6 + }, + { + "date": "2025-03-25", + "equity": 13292.22, + "return_pct": 32.92 + }, + { + "date": "2025-03-26", + "equity": 13133.53, + "return_pct": 31.34 + }, + { + "date": "2025-03-27", + "equity": 13098.65, + "return_pct": 30.99 + }, + { + "date": "2025-03-28", + "equity": 12834.87, + "return_pct": 28.35 + }, + { + "date": "2025-03-31", + "equity": 12921.03, + "return_pct": 29.21 + }, + { + "date": "2025-04-01", + "equity": 12957.52, + "return_pct": 29.58 + }, + { + "date": "2025-04-02", + "equity": 13039.52, + "return_pct": 30.4 + }, + { + "date": "2025-04-03", + "equity": 12396.92, + "return_pct": 23.97 + }, + { + "date": "2025-04-04", + "equity": 11671.17, + "return_pct": 16.71 + }, + { + "date": "2025-04-07", + "equity": 11650.38, + "return_pct": 16.5 + }, + { + "date": "2025-04-08", + "equity": 11467.9, + "return_pct": 14.68 + }, + { + "date": "2025-04-09", + "equity": 12672.26, + "return_pct": 26.72 + }, + { + "date": "2025-04-10", + "equity": 12116.97, + "return_pct": 21.17 + }, + { + "date": "2025-04-11", + "equity": 12333.17, + "return_pct": 23.33 + }, + { + "date": "2025-04-14", + "equity": 12452.82, + "return_pct": 24.53 + }, + { + "date": "2025-04-15", + "equity": 12417.94, + "return_pct": 24.18 + }, + { + "date": "2025-04-16", + "equity": 12141.92, + "return_pct": 21.42 + }, + { + "date": "2025-04-17", + "equity": 12159.24, + "return_pct": 21.59 + }, + { + "date": "2025-04-21", + "equity": 11869.82, + "return_pct": 18.7 + }, + { + "date": "2025-04-22", + "equity": 12178.64, + "return_pct": 21.79 + }, + { + "date": "2025-04-23", + "equity": 12367.36, + "return_pct": 23.67 + }, + { + "date": "2025-04-24", + "equity": 12627.68, + "return_pct": 26.28 + }, + { + "date": "2025-04-25", + "equity": 12718.92, + "return_pct": 27.19 + }, + { + "date": "2025-04-28", + "equity": 12723.77, + "return_pct": 27.24 + }, + { + "date": "2025-04-29", + "equity": 12803.92, + "return_pct": 28.04 + }, + { + "date": "2025-04-30", + "equity": 12809.0, + "return_pct": 28.09 + }, + { + "date": "2025-05-01", + "equity": 12899.78, + "return_pct": 29.0 + }, + { + "date": "2025-05-02", + "equity": 13091.26, + "return_pct": 30.91 + }, + { + "date": "2025-05-05", + "equity": 13016.19, + "return_pct": 30.16 + }, + { + "date": "2025-05-06", + "equity": 12907.4, + "return_pct": 29.07 + }, + { + "date": "2025-05-07", + "equity": 12961.68, + "return_pct": 29.62 + }, + { + "date": "2025-05-08", + "equity": 13051.99, + "return_pct": 30.52 + }, + { + "date": "2025-05-09", + "equity": 13035.36, + "return_pct": 30.35 + }, + { + "date": "2025-05-12", + "equity": 13466.15, + "return_pct": 34.66 + }, + { + "date": "2025-05-13", + "equity": 13555.08, + "return_pct": 35.55 + }, + { + "date": "2025-05-14", + "equity": 13572.4, + "return_pct": 35.72 + }, + { + "date": "2025-05-15", + "equity": 13638.69, + "return_pct": 36.39 + }, + { + "date": "2025-05-16", + "equity": 13725.08, + "return_pct": 37.25 + }, + { + "date": "2025-05-19", + "equity": 13740.1, + "return_pct": 37.4 + }, + { + "date": "2025-05-20", + "equity": 13693.9, + "return_pct": 36.94 + }, + { + "date": "2025-05-21", + "equity": 13463.15, + "return_pct": 34.63 + }, + { + "date": "2025-05-22", + "equity": 13468.46, + "return_pct": 34.68 + }, + { + "date": "2025-05-23", + "equity": 13376.53, + "return_pct": 33.77 + }, + { + "date": "2025-05-27", + "equity": 13654.63, + "return_pct": 36.55 + }, + { + "date": "2025-05-28", + "equity": 13575.64, + "return_pct": 35.76 + }, + { + "date": "2025-05-29", + "equity": 13629.22, + "return_pct": 36.29 + }, + { + "date": "2025-05-30", + "equity": 13613.98, + "return_pct": 36.14 + }, + { + "date": "2025-06-02", + "equity": 13690.67, + "return_pct": 36.91 + }, + { + "date": "2025-06-03", + "equity": 13768.74, + "return_pct": 37.69 + }, + { + "date": "2025-06-04", + "equity": 13765.04, + "return_pct": 37.65 + }, + { + "date": "2025-06-05", + "equity": 13698.52, + "return_pct": 36.99 + }, + { + "date": "2025-06-06", + "equity": 13839.19, + "return_pct": 38.39 + }, + { + "date": "2025-06-09", + "equity": 13851.66, + "return_pct": 38.52 + }, + { + "date": "2025-06-10", + "equity": 13930.2, + "return_pct": 39.3 + }, + { + "date": "2025-06-11", + "equity": 13890.47, + "return_pct": 38.9 + }, + { + "date": "2025-06-12", + "equity": 13945.67, + "return_pct": 39.46 + }, + { + "date": "2025-06-13", + "equity": 13789.76, + "return_pct": 37.9 + }, + { + "date": "2025-06-16", + "equity": 13920.96, + "return_pct": 39.21 + }, + { + "date": "2025-06-17", + "equity": 13802.0, + "return_pct": 38.02 + }, + { + "date": "2025-06-18", + "equity": 13799.92, + "return_pct": 38.0 + }, + { + "date": "2025-06-20", + "equity": 13726.93, + "return_pct": 37.27 + }, + { + "date": "2025-06-23", + "equity": 13862.52, + "return_pct": 38.63 + }, + { + "date": "2025-06-24", + "equity": 14015.66, + "return_pct": 40.16 + }, + { + "date": "2025-06-25", + "equity": 14023.51, + "return_pct": 40.24 + }, + { + "date": "2025-06-26", + "equity": 14133.23, + "return_pct": 41.33 + }, + { + "date": "2025-06-27", + "equity": 14203.45, + "return_pct": 42.03 + }, + { + "date": "2025-06-30", + "equity": 14271.36, + "return_pct": 42.71 + }, + { + "date": "2025-07-01", + "equity": 14266.74, + "return_pct": 42.67 + }, + { + "date": "2025-07-02", + "equity": 14331.42, + "return_pct": 43.31 + }, + { + "date": "2025-07-03", + "equity": 14444.37, + "return_pct": 44.44 + }, + { + "date": "2025-07-07", + "equity": 14336.73, + "return_pct": 43.37 + }, + { + "date": "2025-07-08", + "equity": 14328.88, + "return_pct": 43.29 + }, + { + "date": "2025-07-09", + "equity": 14414.8, + "return_pct": 44.15 + }, + { + "date": "2025-07-10", + "equity": 14455.45, + "return_pct": 44.55 + }, + { + "date": "2025-07-11", + "equity": 14404.64, + "return_pct": 44.05 + }, + { + "date": "2025-07-14", + "equity": 14432.13, + "return_pct": 44.32 + }, + { + "date": "2025-07-15", + "equity": 14370.45, + "return_pct": 43.7 + }, + { + "date": "2025-07-16", + "equity": 14418.5, + "return_pct": 44.18 + }, + { + "date": "2025-07-17", + "equity": 14506.73, + "return_pct": 45.07 + }, + { + "date": "2025-07-18", + "equity": 14496.11, + "return_pct": 44.96 + }, + { + "date": "2025-07-21", + "equity": 14523.6, + "return_pct": 45.24 + }, + { + "date": "2025-07-22", + "equity": 14525.67, + "return_pct": 45.26 + }, + { + "date": "2025-07-23", + "equity": 14649.25, + "return_pct": 46.49 + }, + { + "date": "2025-07-24", + "equity": 14654.1, + "return_pct": 46.54 + }, + { + "date": "2025-07-25", + "equity": 14716.0, + "return_pct": 47.16 + }, + { + "date": "2025-07-28", + "equity": 14712.31, + "return_pct": 47.12 + }, + { + "date": "2025-07-29", + "equity": 14673.5, + "return_pct": 46.74 + }, + { + "date": "2025-07-30", + "equity": 14655.03, + "return_pct": 46.55 + }, + { + "date": "2025-07-31", + "equity": 14600.05, + "return_pct": 46.0 + }, + { + "date": "2025-08-01", + "equity": 14360.75, + "return_pct": 43.61 + }, + { + "date": "2025-08-04", + "equity": 14579.03, + "return_pct": 45.79 + }, + { + "date": "2025-08-05", + "equity": 14505.12, + "return_pct": 45.05 + }, + { + "date": "2025-08-06", + "equity": 14616.22, + "return_pct": 46.16 + }, + { + "date": "2025-08-07", + "equity": 14603.98, + "return_pct": 46.04 + }, + { + "date": "2025-08-08", + "equity": 14717.85, + "return_pct": 47.18 + }, + { + "date": "2025-08-11", + "equity": 14688.75, + "return_pct": 46.89 + }, + { + "date": "2025-08-12", + "equity": 14845.13, + "return_pct": 48.45 + }, + { + "date": "2025-08-13", + "equity": 14895.94, + "return_pct": 48.96 + }, + { + "date": "2025-08-14", + "equity": 14897.33, + "return_pct": 48.97 + }, + { + "date": "2025-08-15", + "equity": 14862.45, + "return_pct": 48.62 + }, + { + "date": "2025-08-18", + "equity": 14859.22, + "return_pct": 48.59 + }, + { + "date": "2025-08-19", + "equity": 14778.6, + "return_pct": 47.79 + }, + { + "date": "2025-08-20", + "equity": 14739.33, + "return_pct": 47.39 + }, + { + "date": "2025-08-21", + "equity": 14680.2, + "return_pct": 46.8 + }, + { + "date": "2025-08-22", + "equity": 14905.64, + "return_pct": 49.06 + }, + { + "date": "2025-08-25", + "equity": 14840.04, + "return_pct": 48.4 + }, + { + "date": "2025-08-26", + "equity": 14902.18, + "return_pct": 49.02 + }, + { + "date": "2025-08-27", + "equity": 14936.13, + "return_pct": 49.36 + }, + { + "date": "2025-08-28", + "equity": 14989.03, + "return_pct": 49.89 + }, + { + "date": "2025-08-29", + "equity": 14899.64, + "return_pct": 49.0 + }, + { + "date": "2025-09-02", + "equity": 14789.23, + "return_pct": 47.89 + }, + { + "date": "2025-09-03", + "equity": 14869.38, + "return_pct": 48.69 + }, + { + "date": "2025-09-04", + "equity": 14993.65, + "return_pct": 49.94 + }, + { + "date": "2025-09-05", + "equity": 14950.22, + "return_pct": 49.5 + }, + { + "date": "2025-09-08", + "equity": 14986.95, + "return_pct": 49.87 + }, + { + "date": "2025-09-09", + "equity": 15021.6, + "return_pct": 50.22 + }, + { + "date": "2025-09-10", + "equity": 15065.02, + "return_pct": 50.65 + }, + { + "date": "2025-09-11", + "equity": 15190.22, + "return_pct": 51.9 + }, + { + "date": "2025-09-12", + "equity": 15185.13, + "return_pct": 51.85 + }, + { + "date": "2025-09-15", + "equity": 15265.98, + "return_pct": 52.66 + }, + { + "date": "2025-09-16", + "equity": 15244.96, + "return_pct": 52.45 + }, + { + "date": "2025-09-17", + "equity": 15226.02, + "return_pct": 52.26 + }, + { + "date": "2025-09-18", + "equity": 15297.16, + "return_pct": 52.97 + }, + { + "date": "2025-09-19", + "equity": 15330.42, + "return_pct": 53.3 + }, + { + "date": "2025-09-22", + "equity": 15402.95, + "return_pct": 54.03 + }, + { + "date": "2025-09-23", + "equity": 15319.1, + "return_pct": 53.19 + }, + { + "date": "2025-09-24", + "equity": 15270.37, + "return_pct": 52.7 + }, + { + "date": "2025-09-25", + "equity": 15199.92, + "return_pct": 52.0 + }, + { + "date": "2025-09-26", + "equity": 15287.0, + "return_pct": 52.87 + }, + { + "date": "2025-09-29", + "equity": 15329.96, + "return_pct": 53.3 + }, + { + "date": "2025-09-30", + "equity": 15387.71, + "return_pct": 53.88 + }, + { + "date": "2025-10-01", + "equity": 15440.14, + "return_pct": 54.4 + }, + { + "date": "2025-10-02", + "equity": 15457.93, + "return_pct": 54.58 + }, + { + "date": "2025-10-03", + "equity": 15457.7, + "return_pct": 54.58 + }, + { + "date": "2025-10-06", + "equity": 15513.13, + "return_pct": 55.13 + }, + { + "date": "2025-10-07", + "equity": 15455.62, + "return_pct": 54.56 + }, + { + "date": "2025-10-08", + "equity": 15547.78, + "return_pct": 55.48 + }, + { + "date": "2025-10-09", + "equity": 15502.74, + "return_pct": 55.03 + }, + { + "date": "2025-10-10", + "equity": 15083.73, + "return_pct": 50.84 + }, + { + "date": "2025-10-13", + "equity": 15315.18, + "return_pct": 53.15 + }, + { + "date": "2025-10-14", + "equity": 15296.47, + "return_pct": 52.96 + }, + { + "date": "2025-10-15", + "equity": 15364.38, + "return_pct": 53.64 + }, + { + "date": "2025-10-16", + "equity": 15259.74, + "return_pct": 52.6 + }, + { + "date": "2025-10-17", + "equity": 15346.36, + "return_pct": 53.46 + }, + { + "date": "2025-10-20", + "equity": 15505.97, + "return_pct": 55.06 + }, + { + "date": "2025-10-21", + "equity": 15505.74, + "return_pct": 55.06 + }, + { + "date": "2025-10-22", + "equity": 15425.13, + "return_pct": 54.25 + }, + { + "date": "2025-10-23", + "equity": 15516.6, + "return_pct": 55.17 + }, + { + "date": "2025-10-24", + "equity": 15643.41, + "return_pct": 56.43 + }, + { + "date": "2025-10-27", + "equity": 15827.96, + "return_pct": 58.28 + }, + { + "date": "2025-10-28", + "equity": 15870.0, + "return_pct": 58.7 + }, + { + "date": "2025-10-29", + "equity": 15877.62, + "return_pct": 58.78 + }, + { + "date": "2025-10-30", + "equity": 15703.0, + "return_pct": 57.03 + }, + { + "date": "2025-10-31", + "equity": 15754.51, + "return_pct": 57.55 + }, + { + "date": "2025-11-03", + "equity": 15784.08, + "return_pct": 57.84 + }, + { + "date": "2025-11-04", + "equity": 15596.98, + "return_pct": 55.97 + }, + { + "date": "2025-11-05", + "equity": 15651.03, + "return_pct": 56.51 + }, + { + "date": "2025-11-06", + "equity": 15483.1, + "return_pct": 54.83 + }, + { + "date": "2025-11-07", + "equity": 15498.35, + "return_pct": 54.98 + }, + { + "date": "2025-11-10", + "equity": 15740.19, + "return_pct": 57.4 + }, + { + "date": "2025-11-11", + "equity": 15776.22, + "return_pct": 57.76 + }, + { + "date": "2025-11-12", + "equity": 15785.0, + "return_pct": 57.85 + }, + { + "date": "2025-11-13", + "equity": 15523.06, + "return_pct": 55.23 + }, + { + "date": "2025-11-14", + "equity": 15520.52, + "return_pct": 55.21 + }, + { + "date": "2025-11-17", + "equity": 15375.93, + "return_pct": 53.76 + }, + { + "date": "2025-11-18", + "equity": 15246.81, + "return_pct": 52.47 + }, + { + "date": "2025-11-19", + "equity": 15305.71, + "return_pct": 53.06 + }, + { + "date": "2025-11-20", + "equity": 15072.41, + "return_pct": 50.72 + }, + { + "date": "2025-11-21", + "equity": 15222.55, + "return_pct": 52.23 + }, + { + "date": "2025-11-24", + "equity": 15446.61, + "return_pct": 54.47 + }, + { + "date": "2025-11-25", + "equity": 15591.9, + "return_pct": 55.92 + }, + { + "date": "2025-11-26", + "equity": 15699.54, + "return_pct": 57.0 + }, + { + "date": "2025-11-28", + "equity": 15785.23, + "return_pct": 57.85 + }, + { + "date": "2025-12-01", + "equity": 15713.16, + "return_pct": 57.13 + }, + { + "date": "2025-12-02", + "equity": 15742.27, + "return_pct": 57.42 + }, + { + "date": "2025-12-03", + "equity": 15796.78, + "return_pct": 57.97 + }, + { + "date": "2025-12-04", + "equity": 15808.33, + "return_pct": 58.08 + }, + { + "date": "2025-12-05", + "equity": 15838.36, + "return_pct": 58.38 + }, + { + "date": "2025-12-08", + "equity": 15790.77, + "return_pct": 57.91 + }, + { + "date": "2025-12-09", + "equity": 15777.15, + "return_pct": 57.77 + }, + { + "date": "2025-12-10", + "equity": 15881.78, + "return_pct": 58.82 + }, + { + "date": "2025-12-11", + "equity": 15918.74, + "return_pct": 59.19 + }, + { + "date": "2025-12-12", + "equity": 15747.58, + "return_pct": 57.48 + }, + { + "date": "2025-12-15", + "equity": 15723.79, + "return_pct": 57.24 + }, + { + "date": "2025-12-16", + "equity": 15680.83, + "return_pct": 56.81 + }, + { + "date": "2025-12-17", + "equity": 15508.28, + "return_pct": 55.08 + }, + { + "date": "2025-12-18", + "equity": 15625.39, + "return_pct": 56.25 + }, + { + "date": "2025-12-19", + "equity": 15720.56, + "return_pct": 57.21 + }, + { + "date": "2025-12-22", + "equity": 15818.49, + "return_pct": 58.18 + }, + { + "date": "2025-12-23", + "equity": 15890.79, + "return_pct": 58.91 + }, + { + "date": "2025-12-24", + "equity": 15946.69, + "return_pct": 59.47 + }, + { + "date": "2025-12-26", + "equity": 15945.07, + "return_pct": 59.45 + }, + { + "date": "2025-12-29", + "equity": 15888.25, + "return_pct": 58.88 + }, + { + "date": "2025-12-30", + "equity": 15868.85, + "return_pct": 58.69 + }, + { + "date": "2025-12-31", + "equity": 15751.28, + "return_pct": 57.51 + }, + { + "date": "2026-01-02", + "equity": 15780.15, + "return_pct": 57.8 + }, + { + "date": "2026-01-05", + "equity": 15885.25, + "return_pct": 58.85 + }, + { + "date": "2026-01-06", + "equity": 15979.72, + "return_pct": 59.8 + }, + { + "date": "2026-01-07", + "equity": 15928.21, + "return_pct": 59.28 + }, + { + "date": "2026-01-08", + "equity": 15926.59, + "return_pct": 59.27 + }, + { + "date": "2026-01-09", + "equity": 16031.92, + "return_pct": 60.32 + }, + { + "date": "2026-01-12", + "equity": 16057.1, + "return_pct": 60.57 + }, + { + "date": "2026-01-13", + "equity": 16024.99, + "return_pct": 60.25 + }, + { + "date": "2026-01-14", + "equity": 15946.23, + "return_pct": 59.46 + }, + { + "date": "2026-01-15", + "equity": 15989.65, + "return_pct": 59.9 + }, + { + "date": "2026-01-16", + "equity": 15976.25, + "return_pct": 59.76 + }, + { + "date": "2026-01-20", + "equity": 15651.03, + "return_pct": 56.51 + }, + { + "date": "2026-01-21", + "equity": 15831.66, + "return_pct": 58.32 + }, + { + "date": "2026-01-22", + "equity": 15914.35, + "return_pct": 59.14 + }, + { + "date": "2026-01-23", + "equity": 15920.13, + "return_pct": 59.2 + }, + { + "date": "2026-01-26", + "equity": 16000.97, + "return_pct": 60.01 + }, + { + "date": "2026-01-27", + "equity": 16064.72, + "return_pct": 60.65 + }, + { + "date": "2026-01-28", + "equity": 16063.1, + "return_pct": 60.63 + }, + { + "date": "2026-01-29", + "equity": 16031.23, + "return_pct": 60.31 + }, + { + "date": "2026-01-30", + "equity": 15983.42, + "return_pct": 59.83 + }, + { + "date": "2026-02-02", + "equity": 16062.87, + "return_pct": 60.63 + }, + { + "date": "2026-02-03", + "equity": 15927.06, + "return_pct": 59.27 + }, + { + "date": "2026-02-04", + "equity": 15849.91, + "return_pct": 58.5 + }, + { + "date": "2026-02-05", + "equity": 15651.95, + "return_pct": 56.52 + }, + { + "date": "2026-02-06", + "equity": 15952.23, + "return_pct": 59.52 + }, + { + "date": "2026-02-09", + "equity": 16029.15, + "return_pct": 60.29 + }, + { + "date": "2026-02-10", + "equity": 15986.88, + "return_pct": 59.87 + }, + { + "date": "2026-02-11", + "equity": 15983.18, + "return_pct": 59.83 + }, + { + "date": "2026-02-12", + "equity": 15736.26, + "return_pct": 57.36 + }, + { + "date": "2026-02-13", + "equity": 15747.35, + "return_pct": 57.47 + }, + { + "date": "2026-02-17", + "equity": 15772.76, + "return_pct": 57.73 + }, + { + "date": "2026-02-18", + "equity": 15852.22, + "return_pct": 58.52 + }, + { + "date": "2026-02-19", + "equity": 15810.41, + "return_pct": 58.1 + }, + { + "date": "2026-02-20", + "equity": 15924.75, + "return_pct": 59.25 + }, + { + "date": "2026-02-23", + "equity": 15762.13, + "return_pct": 57.62 + }, + { + "date": "2026-02-24", + "equity": 15876.7, + "return_pct": 58.77 + }, + { + "date": "2026-02-25", + "equity": 16010.67, + "return_pct": 60.11 + }, + { + "date": "2026-02-26", + "equity": 15921.74, + "return_pct": 59.22 + }, + { + "date": "2026-02-27", + "equity": 15845.29, + "return_pct": 58.45 + }, + { + "date": "2026-03-02", + "equity": 15854.3, + "return_pct": 58.54 + }, + { + "date": "2026-03-03", + "equity": 15714.55, + "return_pct": 57.15 + }, + { + "date": "2026-03-04", + "equity": 15825.42, + "return_pct": 58.25 + }, + { + "date": "2026-03-05", + "equity": 15737.19, + "return_pct": 57.37 + }, + { + "date": "2026-03-06", + "equity": 15530.92, + "return_pct": 55.31 + }, + { + "date": "2026-03-09", + "equity": 15666.97, + "return_pct": 56.67 + }, + { + "date": "2026-03-10", + "equity": 15641.79, + "return_pct": 56.42 + }, + { + "date": "2026-03-11", + "equity": 15622.16, + "return_pct": 56.22 + }, + { + "date": "2026-03-12", + "equity": 15384.94, + "return_pct": 53.85 + }, + { + "date": "2026-03-13", + "equity": 15297.85, + "return_pct": 52.98 + }, + { + "date": "2026-03-16", + "equity": 15453.54, + "return_pct": 54.54 + }, + { + "date": "2026-03-17", + "equity": 15494.19, + "return_pct": 54.94 + }, + { + "date": "2026-03-18", + "equity": 15277.99, + "return_pct": 52.78 + }, + { + "date": "2026-03-19", + "equity": 15240.34, + "return_pct": 52.4 + }, + { + "date": "2026-03-20", + "equity": 14980.94, + "return_pct": 49.81 + }, + { + "date": "2026-03-23", + "equity": 15138.24, + "return_pct": 51.38 + }, + { + "date": "2026-03-24", + "equity": 15087.43, + "return_pct": 50.87 + }, + { + "date": "2026-03-25", + "equity": 15171.51, + "return_pct": 51.72 + }, + { + "date": "2026-03-26", + "equity": 14900.56, + "return_pct": 49.01 + }, + { + "date": "2026-03-27", + "equity": 14646.48, + "return_pct": 46.46 + }, + { + "date": "2026-03-30", + "equity": 14597.51, + "return_pct": 45.98 + }, + { + "date": "2026-03-31", + "equity": 15021.83, + "return_pct": 50.22 + }, + { + "date": "2026-04-01", + "equity": 15135.01, + "return_pct": 51.35 + }, + { + "date": "2026-04-02", + "equity": 15148.64, + "return_pct": 51.49 + }, + { + "date": "2026-04-06", + "equity": 15220.24, + "return_pct": 52.2 + }, + { + "date": "2026-04-07", + "equity": 15226.94, + "return_pct": 52.27 + }, + { + "date": "2026-04-08", + "equity": 15614.76, + "return_pct": 56.15 + }, + { + "date": "2026-04-09", + "equity": 15704.85, + "return_pct": 57.05 + }, + { + "date": "2026-04-10", + "equity": 15694.45, + "return_pct": 56.94 + }, + { + "date": "2026-04-13", + "equity": 15847.83, + "return_pct": 58.48 + }, + { + "date": "2026-04-14", + "equity": 16040.93, + "return_pct": 60.41 + }, + { + "date": "2026-04-15", + "equity": 16167.51, + "return_pct": 61.68 + }, + { + "date": "2026-04-16", + "equity": 16207.24, + "return_pct": 62.07 + }, + { + "date": "2026-04-17", + "equity": 16403.11, + "return_pct": 64.03 + }, + { + "date": "2026-04-20", + "equity": 16370.31, + "return_pct": 63.7 + }, + { + "date": "2026-04-21", + "equity": 16263.14, + "return_pct": 62.63 + }, + { + "date": "2026-04-22", + "equity": 16427.83, + "return_pct": 64.28 + }, + { + "date": "2026-04-23", + "equity": 16364.08, + "return_pct": 63.64 + }, + { + "date": "2026-04-24", + "equity": 16490.89, + "return_pct": 64.91 + }, + { + "date": "2026-04-27", + "equity": 16519.3, + "return_pct": 65.19 + }, + { + "date": "2026-04-28", + "equity": 16438.92, + "return_pct": 64.39 + }, + { + "date": "2026-04-29", + "equity": 16436.38, + "return_pct": 64.36 + }, + { + "date": "2026-04-30", + "equity": 16599.91, + "return_pct": 66.0 + }, + { + "date": "2026-05-01", + "equity": 16645.88, + "return_pct": 66.46 + }, + { + "date": "2026-05-04", + "equity": 16584.9, + "return_pct": 65.85 + }, + { + "date": "2026-05-05", + "equity": 16717.95, + "return_pct": 67.18 + }, + { + "date": "2026-05-06", + "equity": 16950.32, + "return_pct": 69.5 + }, + { + "date": "2026-05-07", + "equity": 16898.34, + "return_pct": 68.98 + }, + { + "date": "2026-05-08", + "equity": 17037.86, + "return_pct": 70.38 + }, + { + "date": "2026-05-11", + "equity": 17076.66, + "return_pct": 70.77 + }, + { + "date": "2026-05-12", + "equity": 17050.79, + "return_pct": 70.51 + }, + { + "date": "2026-05-13", + "equity": 17146.19, + "return_pct": 71.46 + }, + { + "date": "2026-05-14", + "equity": 17281.55, + "return_pct": 72.82 + }, + { + "date": "2026-05-15", + "equity": 17073.66, + "return_pct": 70.74 + }, + { + "date": "2026-05-18", + "equity": 17061.65, + "return_pct": 70.62 + }, + { + "date": "2026-05-19", + "equity": 16948.01, + "return_pct": 69.48 + }, + { + "date": "2026-05-20", + "equity": 17121.71, + "return_pct": 71.22 + }, + { + "date": "2026-05-21", + "equity": 17155.66, + "return_pct": 71.56 + }, + { + "date": "2026-05-22", + "equity": 17223.11, + "return_pct": 72.23 + }, + { + "date": "2026-05-26", + "equity": 17337.44, + "return_pct": 73.37 + }, + { + "date": "2026-05-27", + "equity": 17334.44, + "return_pct": 73.34 + }, + { + "date": "2026-05-28", + "equity": 17430.07, + "return_pct": 74.3 + }, + { + "date": "2026-05-29", + "equity": 17473.49, + "return_pct": 74.73 + }, + { + "date": "2026-06-01", + "equity": 17521.08, + "return_pct": 75.21 + }, + { + "date": "2026-06-02", + "equity": 17544.87, + "return_pct": 75.45 + }, + { + "date": "2026-06-03", + "equity": 17421.75, + "return_pct": 74.22 + }, + { + "date": "2026-06-04", + "equity": 17487.58, + "return_pct": 74.88 + }, + { + "date": "2026-06-05", + "equity": 17036.24, + "return_pct": 70.36 + }, + { + "date": "2026-06-08", + "equity": 17074.82, + "return_pct": 70.75 + }, + { + "date": "2026-06-09", + "equity": 17024.69, + "return_pct": 70.25 + }, + { + "date": "2026-06-10", + "equity": 16756.29, + "return_pct": 67.56 + }, + { + "date": "2026-06-11", + "equity": 17041.09, + "return_pct": 70.41 + }, + { + "date": "2026-06-12", + "equity": 17133.25, + "return_pct": 71.33 + }, + { + "date": "2026-06-15", + "equity": 17435.38, + "return_pct": 74.35 + }, + { + "date": "2026-06-16", + "equity": 17331.44, + "return_pct": 73.31 + }, + { + "date": "2026-06-17", + "equity": 17115.01, + "return_pct": 71.15 + }, + { + "date": "2026-06-18", + "equity": 17248.52, + "return_pct": 72.49 + }, + { + "date": "2026-06-22", + "equity": 17194.23, + "return_pct": 71.94 + }, + { + "date": "2026-06-23", + "equity": 16944.54, + "return_pct": 69.45 + }, + { + "date": "2026-06-24", + "equity": 16936.69, + "return_pct": 69.37 + }, + { + "date": "2026-06-25", + "equity": 16961.17, + "return_pct": 69.61 + }, + { + "date": "2026-06-26", + "equity": 16838.52, + "return_pct": 68.39 + }, + { + "date": "2026-06-29", + "equity": 17115.93, + "return_pct": 71.16 + }, + { + "date": "2026-06-30", + "equity": 17249.21, + "return_pct": 72.49 + }, + { + "date": "2026-07-01", + "equity": 17225.88, + "return_pct": 72.26 + }, + { + "date": "2026-07-02", + "equity": 17203.24, + "return_pct": 72.03 + } + ] + }, + { + "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", + "ranking_key": "activation_momentum_percentile", + "exit_policy": "hold", + "live_exit_mode": null, + "lookback": "all", + "lookback_label": "All history", + "starting_capital": 10000.0, + "final_equity": 47653.95, + "total_return_pct": 376.5, + "cagr_pct": 47.9, + "max_drawdown_pct": 18.8, + "sharpe": 1.96, + "trades": 303, + "win_rate": 38.9, + "avg_trade_pnl": 124.27, + "best_trade_r": 12.87, + "worst_trade_r": -2.12, + "best_trade_pnl": 5031.32, + "worst_trade_pnl": -516.31, + "avg_hold_days": 17.0, + "exit_reasons": { + "stop": 178, + "time": 125 + }, + "skipped_book_full": 0, + "spy_return_pct": 94.3, + "yearly_returns": [ + { + "year": 2022, + "return_pct": 6.7 + }, + { + "year": 2023, + "return_pct": 42.5 + }, + { + "year": 2024, + "return_pct": 53.1 + }, + { + "year": 2025, + "return_pct": 61.2 + }, + { + "year": 2026, + "return_pct": 27.0 + } + ], + "start_date": "2022-07-06", + "end_date": "2026-07-02", + "equity_curve": [ + { + "date": "2022-07-06", + "equity": 9996.28, + "return_pct": 0.0 + }, + { + "date": "2022-07-07", + "equity": 10013.25, + "return_pct": 0.17 + }, + { + "date": "2022-07-08", + "equity": 10063.32, + "return_pct": 0.67 + }, + { + "date": "2022-07-11", + "equity": 10024.86, + "return_pct": 0.29 + }, + { + "date": "2022-07-12", + "equity": 9912.85, + "return_pct": -0.83 + }, + { + "date": "2022-07-13", + "equity": 9880.9, + "return_pct": -1.15 + }, + { + "date": "2022-07-14", + "equity": 9980.53, + "return_pct": -0.16 + }, + { + "date": "2022-07-15", + "equity": 10169.44, + "return_pct": 1.73 + }, + { + "date": "2022-07-18", + "equity": 10046.76, + "return_pct": 0.5 + }, + { + "date": "2022-07-19", + "equity": 10315.47, + "return_pct": 3.19 + }, + { + "date": "2022-07-20", + "equity": 10396.66, + "return_pct": 4.01 + }, + { + "date": "2022-07-21", + "equity": 10658.79, + "return_pct": 6.63 + }, + { + "date": "2022-07-22", + "equity": 10612.84, + "return_pct": 6.17 + }, + { + "date": "2022-07-25", + "equity": 10622.11, + "return_pct": 6.26 + }, + { + "date": "2022-07-26", + "equity": 10576.7, + "return_pct": 5.81 + }, + { + "date": "2022-07-27", + "equity": 10899.69, + "return_pct": 9.04 + }, + { + "date": "2022-07-28", + "equity": 11107.8, + "return_pct": 11.12 + }, + { + "date": "2022-07-29", + "equity": 11276.91, + "return_pct": 12.81 + }, + { + "date": "2022-08-01", + "equity": 11313.37, + "return_pct": 13.18 + }, + { + "date": "2022-08-02", + "equity": 11280.24, + "return_pct": 12.84 + }, + { + "date": "2022-08-03", + "equity": 11368.66, + "return_pct": 13.73 + }, + { + "date": "2022-08-04", + "equity": 11344.03, + "return_pct": 13.48 + }, + { + "date": "2022-08-05", + "equity": 11354.73, + "return_pct": 13.59 + }, + { + "date": "2022-08-08", + "equity": 11329.12, + "return_pct": 13.33 + }, + { + "date": "2022-08-09", + "equity": 11276.6, + "return_pct": 12.81 + }, + { + "date": "2022-08-10", + "equity": 11475.08, + "return_pct": 14.79 + }, + { + "date": "2022-08-11", + "equity": 11531.61, + "return_pct": 15.36 + }, + { + "date": "2022-08-12", + "equity": 11744.42, + "return_pct": 17.49 + }, + { + "date": "2022-08-15", + "equity": 11866.65, + "return_pct": 18.71 + }, + { + "date": "2022-08-16", + "equity": 11856.06, + "return_pct": 18.6 + }, + { + "date": "2022-08-17", + "equity": 11819.05, + "return_pct": 18.23 + }, + { + "date": "2022-08-18", + "equity": 11929.64, + "return_pct": 19.34 + }, + { + "date": "2022-08-19", + "equity": 11736.31, + "return_pct": 17.41 + }, + { + "date": "2022-08-22", + "equity": 11664.44, + "return_pct": 16.69 + }, + { + "date": "2022-08-23", + "equity": 11819.21, + "return_pct": 18.24 + }, + { + "date": "2022-08-24", + "equity": 11963.03, + "return_pct": 19.67 + }, + { + "date": "2022-08-25", + "equity": 12135.86, + "return_pct": 21.4 + }, + { + "date": "2022-08-26", + "equity": 11948.42, + "return_pct": 19.53 + }, + { + "date": "2022-08-29", + "equity": 11974.09, + "return_pct": 19.79 + }, + { + "date": "2022-08-30", + "equity": 11544.94, + "return_pct": 15.49 + }, + { + "date": "2022-08-31", + "equity": 11381.72, + "return_pct": 13.86 + }, + { + "date": "2022-09-01", + "equity": 11065.83, + "return_pct": 10.7 + }, + { + "date": "2022-09-02", + "equity": 11256.91, + "return_pct": 12.61 + }, + { + "date": "2022-09-06", + "equity": 11105.9, + "return_pct": 11.1 + }, + { + "date": "2022-09-07", + "equity": 10987.75, + "return_pct": 9.92 + }, + { + "date": "2022-09-08", + "equity": 11095.93, + "return_pct": 11.0 + }, + { + "date": "2022-09-09", + "equity": 11346.77, + "return_pct": 13.51 + }, + { + "date": "2022-09-12", + "equity": 11387.44, + "return_pct": 13.92 + }, + { + "date": "2022-09-13", + "equity": 11037.28, + "return_pct": 10.41 + }, + { + "date": "2022-09-14", + "equity": 11362.04, + "return_pct": 13.66 + }, + { + "date": "2022-09-15", + "equity": 11169.78, + "return_pct": 11.74 + }, + { + "date": "2022-09-16", + "equity": 10897.2, + "return_pct": 9.01 + }, + { + "date": "2022-09-19", + "equity": 10830.71, + "return_pct": 8.35 + }, + { + "date": "2022-09-20", + "equity": 10780.38, + "return_pct": 7.84 + }, + { + "date": "2022-09-21", + "equity": 10690.99, + "return_pct": 6.95 + }, + { + "date": "2022-09-22", + "equity": 10747.59, + "return_pct": 7.52 + }, + { + "date": "2022-09-23", + "equity": 10515.04, + "return_pct": 5.19 + }, + { + "date": "2022-09-26", + "equity": 10495.17, + "return_pct": 4.99 + }, + { + "date": "2022-09-27", + "equity": 10500.65, + "return_pct": 5.05 + }, + { + "date": "2022-09-28", + "equity": 10531.59, + "return_pct": 5.36 + }, + { + "date": "2022-09-29", + "equity": 10511.39, + "return_pct": 5.15 + }, + { + "date": "2022-09-30", + "equity": 10459.97, + "return_pct": 4.64 + }, + { + "date": "2022-10-03", + "equity": 10459.97, + "return_pct": 4.64 + }, + { + "date": "2022-10-04", + "equity": 10459.97, + "return_pct": 4.64 + }, + { + "date": "2022-10-05", + "equity": 10459.97, + "return_pct": 4.64 + }, + { + "date": "2022-10-06", + "equity": 10451.2, + "return_pct": 4.55 + }, + { + "date": "2022-10-07", + "equity": 10292.55, + "return_pct": 2.96 + }, + { + "date": "2022-10-10", + "equity": 10138.08, + "return_pct": 1.42 + }, + { + "date": "2022-10-11", + "equity": 10169.48, + "return_pct": 1.73 + }, + { + "date": "2022-10-12", + "equity": 10176.28, + "return_pct": 1.8 + }, + { + "date": "2022-10-13", + "equity": 10283.4, + "return_pct": 2.87 + }, + { + "date": "2022-10-14", + "equity": 9851.42, + "return_pct": -1.45 + }, + { + "date": "2022-10-17", + "equity": 10002.75, + "return_pct": 0.06 + }, + { + "date": "2022-10-18", + "equity": 10127.31, + "return_pct": 1.31 + }, + { + "date": "2022-10-19", + "equity": 10261.11, + "return_pct": 2.65 + }, + { + "date": "2022-10-20", + "equity": 10294.89, + "return_pct": 2.99 + }, + { + "date": "2022-10-21", + "equity": 10800.72, + "return_pct": 8.05 + }, + { + "date": "2022-10-24", + "equity": 11039.0, + "return_pct": 10.43 + }, + { + "date": "2022-10-25", + "equity": 11120.83, + "return_pct": 11.25 + }, + { + "date": "2022-10-26", + "equity": 11264.95, + "return_pct": 12.69 + }, + { + "date": "2022-10-27", + "equity": 11251.5, + "return_pct": 12.56 + }, + { + "date": "2022-10-28", + "equity": 11194.29, + "return_pct": 11.98 + }, + { + "date": "2022-10-31", + "equity": 11248.33, + "return_pct": 12.53 + }, + { + "date": "2022-11-01", + "equity": 11331.61, + "return_pct": 13.36 + }, + { + "date": "2022-11-02", + "equity": 11083.12, + "return_pct": 10.87 + }, + { + "date": "2022-11-03", + "equity": 11146.0, + "return_pct": 11.5 + }, + { + "date": "2022-11-04", + "equity": 11393.39, + "return_pct": 13.98 + }, + { + "date": "2022-11-07", + "equity": 11579.56, + "return_pct": 15.84 + }, + { + "date": "2022-11-08", + "equity": 11590.21, + "return_pct": 15.95 + }, + { + "date": "2022-11-09", + "equity": 11197.01, + "return_pct": 12.01 + }, + { + "date": "2022-11-10", + "equity": 11436.03, + "return_pct": 14.4 + }, + { + "date": "2022-11-11", + "equity": 11556.98, + "return_pct": 15.61 + }, + { + "date": "2022-11-14", + "equity": 11600.94, + "return_pct": 16.05 + }, + { + "date": "2022-11-15", + "equity": 11693.1, + "return_pct": 16.97 + }, + { + "date": "2022-11-16", + "equity": 11516.08, + "return_pct": 15.2 + }, + { + "date": "2022-11-17", + "equity": 11547.85, + "return_pct": 15.52 + }, + { + "date": "2022-11-18", + "equity": 11569.01, + "return_pct": 15.73 + }, + { + "date": "2022-11-21", + "equity": 11473.15, + "return_pct": 14.77 + }, + { + "date": "2022-11-22", + "equity": 11659.7, + "return_pct": 16.64 + }, + { + "date": "2022-11-23", + "equity": 11538.75, + "return_pct": 15.43 + }, + { + "date": "2022-11-25", + "equity": 11535.04, + "return_pct": 15.39 + }, + { + "date": "2022-11-28", + "equity": 11338.47, + "return_pct": 13.43 + }, + { + "date": "2022-11-29", + "equity": 11291.53, + "return_pct": 12.96 + }, + { + "date": "2022-11-30", + "equity": 11547.81, + "return_pct": 15.52 + }, + { + "date": "2022-12-01", + "equity": 11514.63, + "return_pct": 15.19 + }, + { + "date": "2022-12-02", + "equity": 11507.33, + "return_pct": 15.12 + }, + { + "date": "2022-12-05", + "equity": 11193.23, + "return_pct": 11.97 + }, + { + "date": "2022-12-06", + "equity": 11168.38, + "return_pct": 11.73 + }, + { + "date": "2022-12-07", + "equity": 11057.07, + "return_pct": 10.61 + }, + { + "date": "2022-12-08", + "equity": 11046.62, + "return_pct": 10.51 + }, + { + "date": "2022-12-09", + "equity": 10955.19, + "return_pct": 9.59 + }, + { + "date": "2022-12-12", + "equity": 11017.36, + "return_pct": 10.21 + }, + { + "date": "2022-12-13", + "equity": 11016.56, + "return_pct": 10.21 + }, + { + "date": "2022-12-14", + "equity": 11014.67, + "return_pct": 10.19 + }, + { + "date": "2022-12-15", + "equity": 10997.7, + "return_pct": 10.02 + }, + { + "date": "2022-12-16", + "equity": 10933.87, + "return_pct": 9.38 + }, + { + "date": "2022-12-19", + "equity": 10754.66, + "return_pct": 7.59 + }, + { + "date": "2022-12-20", + "equity": 10762.6, + "return_pct": 7.67 + }, + { + "date": "2022-12-21", + "equity": 10844.08, + "return_pct": 8.48 + }, + { + "date": "2022-12-22", + "equity": 10753.01, + "return_pct": 7.57 + }, + { + "date": "2022-12-23", + "equity": 10777.56, + "return_pct": 7.82 + }, + { + "date": "2022-12-27", + "equity": 10757.28, + "return_pct": 7.61 + }, + { + "date": "2022-12-28", + "equity": 10598.9, + "return_pct": 6.03 + }, + { + "date": "2022-12-29", + "equity": 10819.91, + "return_pct": 8.24 + }, + { + "date": "2022-12-30", + "equity": 10669.53, + "return_pct": 6.74 + }, + { + "date": "2023-01-03", + "equity": 10591.85, + "return_pct": 5.96 + }, + { + "date": "2023-01-04", + "equity": 10682.52, + "return_pct": 6.86 + }, + { + "date": "2023-01-05", + "equity": 10666.68, + "return_pct": 6.71 + }, + { + "date": "2023-01-06", + "equity": 10799.89, + "return_pct": 8.04 + }, + { + "date": "2023-01-09", + "equity": 10757.57, + "return_pct": 7.62 + }, + { + "date": "2023-01-10", + "equity": 10805.98, + "return_pct": 8.1 + }, + { + "date": "2023-01-11", + "equity": 10843.83, + "return_pct": 8.48 + }, + { + "date": "2023-01-12", + "equity": 10955.92, + "return_pct": 9.6 + }, + { + "date": "2023-01-13", + "equity": 11080.89, + "return_pct": 10.85 + }, + { + "date": "2023-01-17", + "equity": 11013.52, + "return_pct": 10.18 + }, + { + "date": "2023-01-18", + "equity": 10979.85, + "return_pct": 9.84 + }, + { + "date": "2023-01-19", + "equity": 10999.27, + "return_pct": 10.03 + }, + { + "date": "2023-01-20", + "equity": 11101.51, + "return_pct": 11.06 + }, + { + "date": "2023-01-23", + "equity": 11223.08, + "return_pct": 12.27 + }, + { + "date": "2023-01-24", + "equity": 11209.21, + "return_pct": 12.13 + }, + { + "date": "2023-01-25", + "equity": 11273.53, + "return_pct": 12.78 + }, + { + "date": "2023-01-26", + "equity": 11508.61, + "return_pct": 15.13 + }, + { + "date": "2023-01-27", + "equity": 11380.7, + "return_pct": 13.85 + }, + { + "date": "2023-01-30", + "equity": 11201.1, + "return_pct": 12.05 + }, + { + "date": "2023-01-31", + "equity": 11351.4, + "return_pct": 13.56 + }, + { + "date": "2023-02-01", + "equity": 11375.63, + "return_pct": 13.8 + }, + { + "date": "2023-02-02", + "equity": 11263.86, + "return_pct": 12.68 + }, + { + "date": "2023-02-03", + "equity": 11237.06, + "return_pct": 12.41 + }, + { + "date": "2023-02-06", + "equity": 11254.46, + "return_pct": 12.59 + }, + { + "date": "2023-02-07", + "equity": 10924.76, + "return_pct": 9.29 + }, + { + "date": "2023-02-08", + "equity": 10870.08, + "return_pct": 8.74 + }, + { + "date": "2023-02-09", + "equity": 10989.03, + "return_pct": 9.93 + }, + { + "date": "2023-02-10", + "equity": 11202.97, + "return_pct": 12.07 + }, + { + "date": "2023-02-13", + "equity": 11163.4, + "return_pct": 11.68 + }, + { + "date": "2023-02-14", + "equity": 11091.02, + "return_pct": 10.95 + }, + { + "date": "2023-02-15", + "equity": 10925.73, + "return_pct": 9.3 + }, + { + "date": "2023-02-16", + "equity": 10860.13, + "return_pct": 8.64 + }, + { + "date": "2023-02-17", + "equity": 10700.64, + "return_pct": 7.05 + }, + { + "date": "2023-02-21", + "equity": 10663.38, + "return_pct": 6.67 + }, + { + "date": "2023-02-22", + "equity": 10664.03, + "return_pct": 6.68 + }, + { + "date": "2023-02-23", + "equity": 10649.18, + "return_pct": 6.53 + }, + { + "date": "2023-02-24", + "equity": 10588.92, + "return_pct": 5.93 + }, + { + "date": "2023-02-27", + "equity": 10581.42, + "return_pct": 5.85 + }, + { + "date": "2023-02-28", + "equity": 10596.43, + "return_pct": 6.0 + }, + { + "date": "2023-03-01", + "equity": 10577.91, + "return_pct": 5.82 + }, + { + "date": "2023-03-02", + "equity": 10619.08, + "return_pct": 6.23 + }, + { + "date": "2023-03-03", + "equity": 10639.25, + "return_pct": 6.43 + }, + { + "date": "2023-03-06", + "equity": 10634.82, + "return_pct": 6.39 + }, + { + "date": "2023-03-07", + "equity": 10529.43, + "return_pct": 5.33 + }, + { + "date": "2023-03-08", + "equity": 10535.02, + "return_pct": 5.39 + }, + { + "date": "2023-03-09", + "equity": 10379.07, + "return_pct": 3.83 + }, + { + "date": "2023-03-10", + "equity": 10285.81, + "return_pct": 2.9 + }, + { + "date": "2023-03-13", + "equity": 10218.47, + "return_pct": 2.22 + }, + { + "date": "2023-03-14", + "equity": 10262.72, + "return_pct": 2.67 + }, + { + "date": "2023-03-15", + "equity": 10189.65, + "return_pct": 1.93 + }, + { + "date": "2023-03-16", + "equity": 10185.79, + "return_pct": 1.9 + }, + { + "date": "2023-03-17", + "equity": 10173.6, + "return_pct": 1.77 + }, + { + "date": "2023-03-20", + "equity": 10253.11, + "return_pct": 2.57 + }, + { + "date": "2023-03-21", + "equity": 10265.67, + "return_pct": 2.69 + }, + { + "date": "2023-03-22", + "equity": 10201.69, + "return_pct": 2.05 + }, + { + "date": "2023-03-23", + "equity": 10197.75, + "return_pct": 2.02 + }, + { + "date": "2023-03-24", + "equity": 10087.53, + "return_pct": 0.91 + }, + { + "date": "2023-03-27", + "equity": 9986.53, + "return_pct": -0.1 + }, + { + "date": "2023-03-28", + "equity": 9977.16, + "return_pct": -0.19 + }, + { + "date": "2023-03-29", + "equity": 10006.28, + "return_pct": 0.1 + }, + { + "date": "2023-03-30", + "equity": 10021.1, + "return_pct": 0.25 + }, + { + "date": "2023-03-31", + "equity": 10148.92, + "return_pct": 1.53 + }, + { + "date": "2023-04-03", + "equity": 10178.9, + "return_pct": 1.83 + }, + { + "date": "2023-04-04", + "equity": 10083.25, + "return_pct": 0.87 + }, + { + "date": "2023-04-05", + "equity": 10163.74, + "return_pct": 1.68 + }, + { + "date": "2023-04-06", + "equity": 10174.75, + "return_pct": 1.79 + }, + { + "date": "2023-04-10", + "equity": 10179.86, + "return_pct": 1.84 + }, + { + "date": "2023-04-11", + "equity": 10307.65, + "return_pct": 3.11 + }, + { + "date": "2023-04-12", + "equity": 10278.25, + "return_pct": 2.82 + }, + { + "date": "2023-04-13", + "equity": 10335.07, + "return_pct": 3.39 + }, + { + "date": "2023-04-14", + "equity": 10321.38, + "return_pct": 3.25 + }, + { + "date": "2023-04-17", + "equity": 10343.45, + "return_pct": 3.47 + }, + { + "date": "2023-04-18", + "equity": 10383.53, + "return_pct": 3.87 + }, + { + "date": "2023-04-19", + "equity": 10457.39, + "return_pct": 4.61 + }, + { + "date": "2023-04-20", + "equity": 10493.91, + "return_pct": 4.98 + }, + { + "date": "2023-04-21", + "equity": 10595.14, + "return_pct": 5.99 + }, + { + "date": "2023-04-24", + "equity": 10605.13, + "return_pct": 6.09 + }, + { + "date": "2023-04-25", + "equity": 10476.48, + "return_pct": 4.8 + }, + { + "date": "2023-04-26", + "equity": 10407.42, + "return_pct": 4.11 + }, + { + "date": "2023-04-27", + "equity": 10571.22, + "return_pct": 5.75 + }, + { + "date": "2023-04-28", + "equity": 10657.96, + "return_pct": 6.62 + }, + { + "date": "2023-05-01", + "equity": 10729.01, + "return_pct": 7.33 + }, + { + "date": "2023-05-02", + "equity": 10628.22, + "return_pct": 6.32 + }, + { + "date": "2023-05-03", + "equity": 10620.65, + "return_pct": 6.25 + }, + { + "date": "2023-05-04", + "equity": 10571.71, + "return_pct": 5.76 + }, + { + "date": "2023-05-05", + "equity": 10727.98, + "return_pct": 7.32 + }, + { + "date": "2023-05-08", + "equity": 10894.3, + "return_pct": 8.98 + }, + { + "date": "2023-05-09", + "equity": 10813.69, + "return_pct": 8.18 + }, + { + "date": "2023-05-10", + "equity": 10902.8, + "return_pct": 9.07 + }, + { + "date": "2023-05-11", + "equity": 10917.99, + "return_pct": 9.22 + }, + { + "date": "2023-05-12", + "equity": 10782.68, + "return_pct": 7.87 + }, + { + "date": "2023-05-15", + "equity": 10849.68, + "return_pct": 8.54 + }, + { + "date": "2023-05-16", + "equity": 10864.45, + "return_pct": 8.68 + }, + { + "date": "2023-05-17", + "equity": 11020.14, + "return_pct": 10.24 + }, + { + "date": "2023-05-18", + "equity": 11461.18, + "return_pct": 14.65 + }, + { + "date": "2023-05-19", + "equity": 11352.98, + "return_pct": 13.57 + }, + { + "date": "2023-05-22", + "equity": 11379.46, + "return_pct": 13.84 + }, + { + "date": "2023-05-23", + "equity": 11106.29, + "return_pct": 11.1 + }, + { + "date": "2023-05-24", + "equity": 11120.51, + "return_pct": 11.25 + }, + { + "date": "2023-05-25", + "equity": 11679.9, + "return_pct": 16.84 + }, + { + "date": "2023-05-26", + "equity": 11951.87, + "return_pct": 19.56 + }, + { + "date": "2023-05-30", + "equity": 12273.37, + "return_pct": 22.78 + }, + { + "date": "2023-05-31", + "equity": 12045.93, + "return_pct": 20.5 + }, + { + "date": "2023-06-01", + "equity": 12391.25, + "return_pct": 23.96 + }, + { + "date": "2023-06-02", + "equity": 12397.82, + "return_pct": 24.02 + }, + { + "date": "2023-06-05", + "equity": 12470.63, + "return_pct": 24.75 + }, + { + "date": "2023-06-06", + "equity": 12328.49, + "return_pct": 23.33 + }, + { + "date": "2023-06-07", + "equity": 12167.44, + "return_pct": 21.72 + }, + { + "date": "2023-06-08", + "equity": 12340.85, + "return_pct": 23.45 + }, + { + "date": "2023-06-09", + "equity": 12485.87, + "return_pct": 24.91 + }, + { + "date": "2023-06-12", + "equity": 12597.61, + "return_pct": 26.02 + }, + { + "date": "2023-06-13", + "equity": 12728.41, + "return_pct": 27.33 + }, + { + "date": "2023-06-14", + "equity": 12789.15, + "return_pct": 27.94 + }, + { + "date": "2023-06-15", + "equity": 12950.47, + "return_pct": 29.55 + }, + { + "date": "2023-06-16", + "equity": 12904.9, + "return_pct": 29.1 + }, + { + "date": "2023-06-20", + "equity": 12884.29, + "return_pct": 28.89 + }, + { + "date": "2023-06-21", + "equity": 12567.22, + "return_pct": 25.72 + }, + { + "date": "2023-06-22", + "equity": 12463.52, + "return_pct": 24.68 + }, + { + "date": "2023-06-23", + "equity": 12519.86, + "return_pct": 25.25 + }, + { + "date": "2023-06-26", + "equity": 12442.34, + "return_pct": 24.47 + }, + { + "date": "2023-06-27", + "equity": 12527.22, + "return_pct": 25.32 + }, + { + "date": "2023-06-28", + "equity": 12611.71, + "return_pct": 26.16 + }, + { + "date": "2023-06-29", + "equity": 12668.44, + "return_pct": 26.73 + }, + { + "date": "2023-06-30", + "equity": 12800.88, + "return_pct": 28.06 + }, + { + "date": "2023-07-03", + "equity": 13052.88, + "return_pct": 30.58 + }, + { + "date": "2023-07-05", + "equity": 13106.03, + "return_pct": 31.11 + }, + { + "date": "2023-07-06", + "equity": 12937.63, + "return_pct": 29.42 + }, + { + "date": "2023-07-07", + "equity": 13064.56, + "return_pct": 30.69 + }, + { + "date": "2023-07-10", + "equity": 13435.02, + "return_pct": 34.4 + }, + { + "date": "2023-07-11", + "equity": 13774.83, + "return_pct": 37.8 + }, + { + "date": "2023-07-12", + "equity": 14022.39, + "return_pct": 40.28 + }, + { + "date": "2023-07-13", + "equity": 14498.8, + "return_pct": 45.04 + }, + { + "date": "2023-07-14", + "equity": 14503.46, + "return_pct": 45.09 + }, + { + "date": "2023-07-17", + "equity": 14562.82, + "return_pct": 45.68 + }, + { + "date": "2023-07-18", + "equity": 14579.44, + "return_pct": 45.85 + }, + { + "date": "2023-07-19", + "equity": 14647.37, + "return_pct": 46.53 + }, + { + "date": "2023-07-20", + "equity": 14215.47, + "return_pct": 42.21 + }, + { + "date": "2023-07-21", + "equity": 14057.13, + "return_pct": 40.62 + }, + { + "date": "2023-07-24", + "equity": 13914.3, + "return_pct": 39.19 + }, + { + "date": "2023-07-25", + "equity": 14017.26, + "return_pct": 40.22 + }, + { + "date": "2023-07-26", + "equity": 14046.97, + "return_pct": 40.52 + }, + { + "date": "2023-07-27", + "equity": 14039.01, + "return_pct": 40.44 + }, + { + "date": "2023-07-28", + "equity": 14514.06, + "return_pct": 45.19 + }, + { + "date": "2023-07-31", + "equity": 14455.81, + "return_pct": 44.61 + }, + { + "date": "2023-08-01", + "equity": 14343.01, + "return_pct": 43.48 + }, + { + "date": "2023-08-02", + "equity": 14939.85, + "return_pct": 49.45 + }, + { + "date": "2023-08-03", + "equity": 14760.38, + "return_pct": 47.66 + }, + { + "date": "2023-08-04", + "equity": 14628.44, + "return_pct": 46.34 + }, + { + "date": "2023-08-07", + "equity": 14596.25, + "return_pct": 46.02 + }, + { + "date": "2023-08-08", + "equity": 14685.16, + "return_pct": 46.91 + }, + { + "date": "2023-08-09", + "equity": 14312.24, + "return_pct": 43.18 + }, + { + "date": "2023-08-10", + "equity": 14161.88, + "return_pct": 41.67 + }, + { + "date": "2023-08-11", + "equity": 14144.66, + "return_pct": 41.5 + }, + { + "date": "2023-08-14", + "equity": 14164.48, + "return_pct": 41.7 + }, + { + "date": "2023-08-15", + "equity": 14122.77, + "return_pct": 41.28 + }, + { + "date": "2023-08-16", + "equity": 13998.02, + "return_pct": 40.03 + }, + { + "date": "2023-08-17", + "equity": 13841.83, + "return_pct": 38.47 + }, + { + "date": "2023-08-18", + "equity": 13921.75, + "return_pct": 39.27 + }, + { + "date": "2023-08-21", + "equity": 13980.85, + "return_pct": 39.86 + }, + { + "date": "2023-08-22", + "equity": 14040.56, + "return_pct": 40.46 + }, + { + "date": "2023-08-23", + "equity": 14163.94, + "return_pct": 41.69 + }, + { + "date": "2023-08-24", + "equity": 13869.55, + "return_pct": 38.75 + }, + { + "date": "2023-08-25", + "equity": 13982.72, + "return_pct": 39.88 + }, + { + "date": "2023-08-28", + "equity": 14096.17, + "return_pct": 41.01 + }, + { + "date": "2023-08-29", + "equity": 14280.57, + "return_pct": 42.86 + }, + { + "date": "2023-08-30", + "equity": 14353.66, + "return_pct": 43.59 + }, + { + "date": "2023-08-31", + "equity": 14324.85, + "return_pct": 43.3 + }, + { + "date": "2023-09-01", + "equity": 14474.69, + "return_pct": 44.8 + }, + { + "date": "2023-09-05", + "equity": 14287.66, + "return_pct": 42.93 + }, + { + "date": "2023-09-06", + "equity": 14348.89, + "return_pct": 43.54 + }, + { + "date": "2023-09-07", + "equity": 14080.96, + "return_pct": 40.86 + }, + { + "date": "2023-09-08", + "equity": 14007.75, + "return_pct": 40.13 + }, + { + "date": "2023-09-11", + "equity": 14187.33, + "return_pct": 41.93 + }, + { + "date": "2023-09-12", + "equity": 14081.6, + "return_pct": 40.87 + }, + { + "date": "2023-09-13", + "equity": 13923.02, + "return_pct": 39.28 + }, + { + "date": "2023-09-14", + "equity": 14130.56, + "return_pct": 41.36 + }, + { + "date": "2023-09-15", + "equity": 13868.8, + "return_pct": 38.74 + }, + { + "date": "2023-09-18", + "equity": 13865.62, + "return_pct": 38.71 + }, + { + "date": "2023-09-19", + "equity": 13810.58, + "return_pct": 38.16 + }, + { + "date": "2023-09-20", + "equity": 13704.84, + "return_pct": 37.1 + }, + { + "date": "2023-09-21", + "equity": 13509.33, + "return_pct": 35.14 + }, + { + "date": "2023-09-22", + "equity": 13578.8, + "return_pct": 35.84 + }, + { + "date": "2023-09-25", + "equity": 13647.83, + "return_pct": 36.53 + }, + { + "date": "2023-09-26", + "equity": 13565.7, + "return_pct": 35.71 + }, + { + "date": "2023-09-27", + "equity": 13630.47, + "return_pct": 36.36 + }, + { + "date": "2023-09-28", + "equity": 13750.21, + "return_pct": 37.55 + }, + { + "date": "2023-09-29", + "equity": 13612.66, + "return_pct": 36.18 + }, + { + "date": "2023-10-02", + "equity": 13558.12, + "return_pct": 35.63 + }, + { + "date": "2023-10-03", + "equity": 13471.51, + "return_pct": 34.77 + }, + { + "date": "2023-10-04", + "equity": 13469.63, + "return_pct": 34.75 + }, + { + "date": "2023-10-05", + "equity": 13472.82, + "return_pct": 34.78 + }, + { + "date": "2023-10-06", + "equity": 13606.42, + "return_pct": 36.11 + }, + { + "date": "2023-10-09", + "equity": 13646.52, + "return_pct": 36.52 + }, + { + "date": "2023-10-10", + "equity": 13706.08, + "return_pct": 37.11 + }, + { + "date": "2023-10-11", + "equity": 13781.44, + "return_pct": 37.87 + }, + { + "date": "2023-10-12", + "equity": 13617.87, + "return_pct": 36.23 + }, + { + "date": "2023-10-13", + "equity": 13262.49, + "return_pct": 32.67 + }, + { + "date": "2023-10-16", + "equity": 13240.02, + "return_pct": 32.45 + }, + { + "date": "2023-10-17", + "equity": 13225.4, + "return_pct": 32.3 + }, + { + "date": "2023-10-18", + "equity": 13071.6, + "return_pct": 30.76 + }, + { + "date": "2023-10-19", + "equity": 12965.81, + "return_pct": 29.71 + }, + { + "date": "2023-10-20", + "equity": 12759.87, + "return_pct": 27.65 + }, + { + "date": "2023-10-23", + "equity": 12810.42, + "return_pct": 28.15 + }, + { + "date": "2023-10-24", + "equity": 12731.23, + "return_pct": 27.36 + }, + { + "date": "2023-10-25", + "equity": 12620.49, + "return_pct": 26.25 + }, + { + "date": "2023-10-26", + "equity": 12617.97, + "return_pct": 26.23 + }, + { + "date": "2023-10-27", + "equity": 12591.95, + "return_pct": 25.97 + }, + { + "date": "2023-10-30", + "equity": 12633.37, + "return_pct": 26.38 + }, + { + "date": "2023-10-31", + "equity": 12614.25, + "return_pct": 26.19 + }, + { + "date": "2023-11-01", + "equity": 12575.48, + "return_pct": 25.8 + }, + { + "date": "2023-11-02", + "equity": 12669.49, + "return_pct": 26.74 + }, + { + "date": "2023-11-03", + "equity": 13031.35, + "return_pct": 30.36 + }, + { + "date": "2023-11-06", + "equity": 12959.38, + "return_pct": 29.64 + }, + { + "date": "2023-11-07", + "equity": 13062.84, + "return_pct": 30.68 + }, + { + "date": "2023-11-08", + "equity": 12985.72, + "return_pct": 29.91 + }, + { + "date": "2023-11-09", + "equity": 12919.4, + "return_pct": 29.24 + }, + { + "date": "2023-11-10", + "equity": 13328.52, + "return_pct": 33.33 + }, + { + "date": "2023-11-13", + "equity": 13369.12, + "return_pct": 33.74 + }, + { + "date": "2023-11-14", + "equity": 13761.8, + "return_pct": 37.67 + }, + { + "date": "2023-11-15", + "equity": 13712.67, + "return_pct": 37.18 + }, + { + "date": "2023-11-16", + "equity": 13763.49, + "return_pct": 37.69 + }, + { + "date": "2023-11-17", + "equity": 13849.21, + "return_pct": 38.54 + }, + { + "date": "2023-11-20", + "equity": 14014.62, + "return_pct": 40.2 + }, + { + "date": "2023-11-21", + "equity": 13798.81, + "return_pct": 38.04 + }, + { + "date": "2023-11-22", + "equity": 13923.64, + "return_pct": 39.29 + }, + { + "date": "2023-11-24", + "equity": 13796.24, + "return_pct": 38.01 + }, + { + "date": "2023-11-27", + "equity": 13778.28, + "return_pct": 37.83 + }, + { + "date": "2023-11-28", + "equity": 13822.76, + "return_pct": 38.28 + }, + { + "date": "2023-11-29", + "equity": 13720.56, + "return_pct": 37.26 + }, + { + "date": "2023-11-30", + "equity": 13619.95, + "return_pct": 36.25 + }, + { + "date": "2023-12-01", + "equity": 13718.89, + "return_pct": 37.24 + }, + { + "date": "2023-12-04", + "equity": 13698.9, + "return_pct": 37.04 + }, + { + "date": "2023-12-05", + "equity": 13539.93, + "return_pct": 35.45 + }, + { + "date": "2023-12-06", + "equity": 13398.32, + "return_pct": 34.03 + }, + { + "date": "2023-12-07", + "equity": 13842.29, + "return_pct": 38.47 + }, + { + "date": "2023-12-08", + "equity": 14156.34, + "return_pct": 41.62 + }, + { + "date": "2023-12-11", + "equity": 14208.61, + "return_pct": 42.14 + }, + { + "date": "2023-12-12", + "equity": 14327.09, + "return_pct": 43.32 + }, + { + "date": "2023-12-13", + "equity": 14549.57, + "return_pct": 45.55 + }, + { + "date": "2023-12-14", + "equity": 14891.86, + "return_pct": 48.97 + }, + { + "date": "2023-12-15", + "equity": 14927.55, + "return_pct": 49.33 + }, + { + "date": "2023-12-18", + "equity": 15273.83, + "return_pct": 52.8 + }, + { + "date": "2023-12-19", + "equity": 15741.85, + "return_pct": 57.48 + }, + { + "date": "2023-12-20", + "equity": 15305.25, + "return_pct": 53.11 + }, + { + "date": "2023-12-21", + "equity": 15778.49, + "return_pct": 57.84 + }, + { + "date": "2023-12-22", + "equity": 15515.18, + "return_pct": 55.21 + }, + { + "date": "2023-12-26", + "equity": 15374.18, + "return_pct": 53.8 + }, + { + "date": "2023-12-27", + "equity": 15609.93, + "return_pct": 56.16 + }, + { + "date": "2023-12-28", + "equity": 15590.63, + "return_pct": 55.96 + }, + { + "date": "2023-12-29", + "equity": 15202.69, + "return_pct": 52.08 + }, + { + "date": "2024-01-02", + "equity": 14573.76, + "return_pct": 45.79 + }, + { + "date": "2024-01-03", + "equity": 14096.13, + "return_pct": 41.01 + }, + { + "date": "2024-01-04", + "equity": 14179.27, + "return_pct": 41.85 + }, + { + "date": "2024-01-05", + "equity": 14191.01, + "return_pct": 41.96 + }, + { + "date": "2024-01-08", + "equity": 14494.61, + "return_pct": 45.0 + }, + { + "date": "2024-01-09", + "equity": 14506.28, + "return_pct": 45.12 + }, + { + "date": "2024-01-10", + "equity": 14623.94, + "return_pct": 46.29 + }, + { + "date": "2024-01-11", + "equity": 14355.27, + "return_pct": 43.61 + }, + { + "date": "2024-01-12", + "equity": 14108.76, + "return_pct": 41.14 + }, + { + "date": "2024-01-16", + "equity": 14037.4, + "return_pct": 40.43 + }, + { + "date": "2024-01-17", + "equity": 13862.66, + "return_pct": 38.68 + }, + { + "date": "2024-01-18", + "equity": 14132.68, + "return_pct": 41.38 + }, + { + "date": "2024-01-19", + "equity": 14181.69, + "return_pct": 41.87 + }, + { + "date": "2024-01-22", + "equity": 14441.93, + "return_pct": 44.47 + }, + { + "date": "2024-01-23", + "equity": 14548.97, + "return_pct": 45.54 + }, + { + "date": "2024-01-24", + "equity": 14345.13, + "return_pct": 43.5 + }, + { + "date": "2024-01-25", + "equity": 14416.8, + "return_pct": 44.22 + }, + { + "date": "2024-01-26", + "equity": 14477.62, + "return_pct": 44.83 + }, + { + "date": "2024-01-29", + "equity": 14755.47, + "return_pct": 47.61 + }, + { + "date": "2024-01-30", + "equity": 14366.33, + "return_pct": 43.72 + }, + { + "date": "2024-01-31", + "equity": 14137.67, + "return_pct": 41.43 + }, + { + "date": "2024-02-01", + "equity": 14381.42, + "return_pct": 43.87 + }, + { + "date": "2024-02-02", + "equity": 14952.18, + "return_pct": 49.58 + }, + { + "date": "2024-02-05", + "equity": 14889.21, + "return_pct": 48.95 + }, + { + "date": "2024-02-06", + "equity": 15022.03, + "return_pct": 50.28 + }, + { + "date": "2024-02-07", + "equity": 15400.48, + "return_pct": 54.06 + }, + { + "date": "2024-02-08", + "equity": 15483.42, + "return_pct": 54.89 + }, + { + "date": "2024-02-09", + "equity": 15629.44, + "return_pct": 56.35 + }, + { + "date": "2024-02-12", + "equity": 15587.81, + "return_pct": 55.94 + }, + { + "date": "2024-02-13", + "equity": 15284.67, + "return_pct": 52.9 + }, + { + "date": "2024-02-14", + "equity": 15658.43, + "return_pct": 56.64 + }, + { + "date": "2024-02-15", + "equity": 16069.06, + "return_pct": 60.75 + }, + { + "date": "2024-02-16", + "equity": 15937.14, + "return_pct": 59.43 + }, + { + "date": "2024-02-20", + "equity": 15633.86, + "return_pct": 56.4 + }, + { + "date": "2024-02-21", + "equity": 15310.63, + "return_pct": 53.16 + }, + { + "date": "2024-02-22", + "equity": 15904.06, + "return_pct": 59.1 + }, + { + "date": "2024-02-23", + "equity": 15808.88, + "return_pct": 58.15 + }, + { + "date": "2024-02-26", + "equity": 16258.17, + "return_pct": 62.64 + }, + { + "date": "2024-02-27", + "equity": 16662.74, + "return_pct": 66.69 + }, + { + "date": "2024-02-28", + "equity": 16409.3, + "return_pct": 64.15 + }, + { + "date": "2024-02-29", + "equity": 16666.06, + "return_pct": 66.72 + }, + { + "date": "2024-03-01", + "equity": 16894.61, + "return_pct": 69.01 + }, + { + "date": "2024-03-04", + "equity": 17169.62, + "return_pct": 71.76 + }, + { + "date": "2024-03-05", + "equity": 16797.87, + "return_pct": 68.04 + }, + { + "date": "2024-03-06", + "equity": 17285.35, + "return_pct": 72.92 + }, + { + "date": "2024-03-07", + "equity": 17462.34, + "return_pct": 74.69 + }, + { + "date": "2024-03-08", + "equity": 17405.56, + "return_pct": 74.12 + }, + { + "date": "2024-03-11", + "equity": 17129.81, + "return_pct": 71.36 + }, + { + "date": "2024-03-12", + "equity": 17333.19, + "return_pct": 73.4 + }, + { + "date": "2024-03-13", + "equity": 17252.37, + "return_pct": 72.59 + }, + { + "date": "2024-03-14", + "equity": 16844.2, + "return_pct": 68.5 + }, + { + "date": "2024-03-15", + "equity": 16829.21, + "return_pct": 68.35 + }, + { + "date": "2024-03-18", + "equity": 17071.65, + "return_pct": 70.78 + }, + { + "date": "2024-03-19", + "equity": 16953.95, + "return_pct": 69.6 + }, + { + "date": "2024-03-20", + "equity": 17592.89, + "return_pct": 75.99 + }, + { + "date": "2024-03-21", + "equity": 18221.25, + "return_pct": 82.28 + }, + { + "date": "2024-03-22", + "equity": 18181.39, + "return_pct": 81.88 + }, + { + "date": "2024-03-25", + "equity": 18771.66, + "return_pct": 87.79 + }, + { + "date": "2024-03-26", + "equity": 18861.32, + "return_pct": 88.68 + }, + { + "date": "2024-03-27", + "equity": 18731.29, + "return_pct": 87.38 + }, + { + "date": "2024-03-28", + "equity": 18776.65, + "return_pct": 87.84 + }, + { + "date": "2024-04-01", + "equity": 19168.35, + "return_pct": 91.75 + }, + { + "date": "2024-04-02", + "equity": 19099.64, + "return_pct": 91.07 + }, + { + "date": "2024-04-03", + "equity": 19813.22, + "return_pct": 98.21 + }, + { + "date": "2024-04-04", + "equity": 19359.02, + "return_pct": 93.66 + }, + { + "date": "2024-04-05", + "equity": 19767.34, + "return_pct": 97.75 + }, + { + "date": "2024-04-08", + "equity": 19812.58, + "return_pct": 98.2 + }, + { + "date": "2024-04-09", + "equity": 19627.17, + "return_pct": 96.34 + }, + { + "date": "2024-04-10", + "equity": 19669.88, + "return_pct": 96.77 + }, + { + "date": "2024-04-11", + "equity": 19758.93, + "return_pct": 97.66 + }, + { + "date": "2024-04-12", + "equity": 19388.69, + "return_pct": 93.96 + }, + { + "date": "2024-04-15", + "equity": 19167.71, + "return_pct": 91.75 + }, + { + "date": "2024-04-16", + "equity": 19328.98, + "return_pct": 93.36 + }, + { + "date": "2024-04-17", + "equity": 19126.67, + "return_pct": 91.34 + }, + { + "date": "2024-04-18", + "equity": 19052.69, + "return_pct": 90.6 + }, + { + "date": "2024-04-19", + "equity": 18753.03, + "return_pct": 87.6 + }, + { + "date": "2024-04-22", + "equity": 18814.86, + "return_pct": 88.22 + }, + { + "date": "2024-04-23", + "equity": 19092.9, + "return_pct": 91.0 + }, + { + "date": "2024-04-24", + "equity": 19019.72, + "return_pct": 90.27 + }, + { + "date": "2024-04-25", + "equity": 19129.34, + "return_pct": 91.36 + }, + { + "date": "2024-04-26", + "equity": 19314.25, + "return_pct": 93.21 + }, + { + "date": "2024-04-29", + "equity": 19574.26, + "return_pct": 95.82 + }, + { + "date": "2024-04-30", + "equity": 19418.97, + "return_pct": 94.26 + }, + { + "date": "2024-05-01", + "equity": 19127.93, + "return_pct": 91.35 + }, + { + "date": "2024-05-02", + "equity": 19324.92, + "return_pct": 93.32 + }, + { + "date": "2024-05-03", + "equity": 19474.79, + "return_pct": 94.82 + }, + { + "date": "2024-05-06", + "equity": 19762.92, + "return_pct": 97.7 + }, + { + "date": "2024-05-07", + "equity": 19731.47, + "return_pct": 97.39 + }, + { + "date": "2024-05-08", + "equity": 19727.35, + "return_pct": 97.35 + }, + { + "date": "2024-05-09", + "equity": 20104.85, + "return_pct": 101.12 + }, + { + "date": "2024-05-10", + "equity": 20187.14, + "return_pct": 101.95 + }, + { + "date": "2024-05-13", + "equity": 20157.8, + "return_pct": 101.65 + }, + { + "date": "2024-05-14", + "equity": 20219.23, + "return_pct": 102.27 + }, + { + "date": "2024-05-15", + "equity": 20511.37, + "return_pct": 105.19 + }, + { + "date": "2024-05-16", + "equity": 20435.86, + "return_pct": 104.43 + }, + { + "date": "2024-05-17", + "equity": 20506.42, + "return_pct": 105.14 + }, + { + "date": "2024-05-20", + "equity": 20657.67, + "return_pct": 106.65 + }, + { + "date": "2024-05-21", + "equity": 20618.65, + "return_pct": 106.26 + }, + { + "date": "2024-05-22", + "equity": 20134.55, + "return_pct": 101.42 + }, + { + "date": "2024-05-23", + "equity": 19958.71, + "return_pct": 99.66 + }, + { + "date": "2024-05-24", + "equity": 20305.98, + "return_pct": 103.14 + }, + { + "date": "2024-05-28", + "equity": 20374.98, + "return_pct": 103.83 + }, + { + "date": "2024-05-29", + "equity": 20308.98, + "return_pct": 103.17 + }, + { + "date": "2024-05-30", + "equity": 19897.0, + "return_pct": 99.04 + }, + { + "date": "2024-05-31", + "equity": 19781.69, + "return_pct": 97.89 + }, + { + "date": "2024-06-03", + "equity": 19868.73, + "return_pct": 98.76 + }, + { + "date": "2024-06-04", + "equity": 19694.66, + "return_pct": 97.02 + }, + { + "date": "2024-06-05", + "equity": 19853.58, + "return_pct": 98.61 + }, + { + "date": "2024-06-06", + "equity": 19781.6, + "return_pct": 97.89 + }, + { + "date": "2024-06-07", + "equity": 19649.34, + "return_pct": 96.57 + }, + { + "date": "2024-06-10", + "equity": 19813.72, + "return_pct": 98.21 + }, + { + "date": "2024-06-11", + "equity": 19809.89, + "return_pct": 98.17 + }, + { + "date": "2024-06-12", + "equity": 20159.23, + "return_pct": 101.67 + }, + { + "date": "2024-06-13", + "equity": 19794.33, + "return_pct": 98.02 + }, + { + "date": "2024-06-14", + "equity": 19653.91, + "return_pct": 96.61 + }, + { + "date": "2024-06-17", + "equity": 19537.88, + "return_pct": 95.45 + }, + { + "date": "2024-06-18", + "equity": 19556.35, + "return_pct": 95.64 + }, + { + "date": "2024-06-20", + "equity": 19434.65, + "return_pct": 94.42 + }, + { + "date": "2024-06-21", + "equity": 19454.72, + "return_pct": 94.62 + }, + { + "date": "2024-06-24", + "equity": 19363.41, + "return_pct": 93.71 + }, + { + "date": "2024-06-25", + "equity": 19555.63, + "return_pct": 95.63 + }, + { + "date": "2024-06-26", + "equity": 19490.78, + "return_pct": 94.98 + }, + { + "date": "2024-06-27", + "equity": 19491.36, + "return_pct": 94.99 + }, + { + "date": "2024-06-28", + "equity": 19660.56, + "return_pct": 96.68 + }, + { + "date": "2024-07-01", + "equity": 19603.46, + "return_pct": 96.11 + }, + { + "date": "2024-07-02", + "equity": 19609.74, + "return_pct": 96.17 + }, + { + "date": "2024-07-03", + "equity": 19882.56, + "return_pct": 98.9 + }, + { + "date": "2024-07-05", + "equity": 19713.85, + "return_pct": 97.21 + }, + { + "date": "2024-07-08", + "equity": 19592.42, + "return_pct": 96.0 + }, + { + "date": "2024-07-09", + "equity": 19608.7, + "return_pct": 96.16 + }, + { + "date": "2024-07-10", + "equity": 19566.61, + "return_pct": 95.74 + }, + { + "date": "2024-07-11", + "equity": 19801.64, + "return_pct": 98.09 + }, + { + "date": "2024-07-12", + "equity": 19992.62, + "return_pct": 100.0 + }, + { + "date": "2024-07-15", + "equity": 20598.71, + "return_pct": 106.06 + }, + { + "date": "2024-07-16", + "equity": 20747.83, + "return_pct": 107.56 + }, + { + "date": "2024-07-17", + "equity": 19950.15, + "return_pct": 99.58 + }, + { + "date": "2024-07-18", + "equity": 19584.86, + "return_pct": 95.92 + }, + { + "date": "2024-07-19", + "equity": 19673.99, + "return_pct": 96.81 + }, + { + "date": "2024-07-22", + "equity": 19692.11, + "return_pct": 96.99 + }, + { + "date": "2024-07-23", + "equity": 19480.25, + "return_pct": 94.88 + }, + { + "date": "2024-07-24", + "equity": 19067.94, + "return_pct": 90.75 + }, + { + "date": "2024-07-25", + "equity": 19117.68, + "return_pct": 91.25 + }, + { + "date": "2024-07-26", + "equity": 19305.6, + "return_pct": 93.13 + }, + { + "date": "2024-07-29", + "equity": 19134.0, + "return_pct": 91.41 + }, + { + "date": "2024-07-30", + "equity": 19175.57, + "return_pct": 91.83 + }, + { + "date": "2024-07-31", + "equity": 19498.01, + "return_pct": 95.05 + }, + { + "date": "2024-08-01", + "equity": 19470.57, + "return_pct": 94.78 + }, + { + "date": "2024-08-02", + "equity": 18949.62, + "return_pct": 89.57 + }, + { + "date": "2024-08-05", + "equity": 18542.72, + "return_pct": 85.5 + }, + { + "date": "2024-08-06", + "equity": 18598.47, + "return_pct": 86.05 + }, + { + "date": "2024-08-07", + "equity": 18606.69, + "return_pct": 86.14 + }, + { + "date": "2024-08-08", + "equity": 18698.74, + "return_pct": 87.06 + }, + { + "date": "2024-08-09", + "equity": 18679.08, + "return_pct": 86.86 + }, + { + "date": "2024-08-12", + "equity": 18675.34, + "return_pct": 86.82 + }, + { + "date": "2024-08-13", + "equity": 18677.67, + "return_pct": 86.85 + }, + { + "date": "2024-08-14", + "equity": 18662.73, + "return_pct": 86.7 + }, + { + "date": "2024-08-15", + "equity": 18698.48, + "return_pct": 87.05 + }, + { + "date": "2024-08-16", + "equity": 18691.22, + "return_pct": 86.98 + }, + { + "date": "2024-08-19", + "equity": 18899.94, + "return_pct": 89.07 + }, + { + "date": "2024-08-20", + "equity": 19105.54, + "return_pct": 91.13 + }, + { + "date": "2024-08-21", + "equity": 19058.78, + "return_pct": 90.66 + }, + { + "date": "2024-08-22", + "equity": 18953.69, + "return_pct": 89.61 + }, + { + "date": "2024-08-23", + "equity": 19065.41, + "return_pct": 90.73 + }, + { + "date": "2024-08-26", + "equity": 18918.51, + "return_pct": 89.26 + }, + { + "date": "2024-08-27", + "equity": 18985.12, + "return_pct": 89.92 + }, + { + "date": "2024-08-28", + "equity": 19097.31, + "return_pct": 91.04 + }, + { + "date": "2024-08-29", + "equity": 19189.94, + "return_pct": 91.97 + }, + { + "date": "2024-08-30", + "equity": 19421.1, + "return_pct": 94.28 + }, + { + "date": "2024-09-03", + "equity": 19188.34, + "return_pct": 91.95 + }, + { + "date": "2024-09-04", + "equity": 19105.08, + "return_pct": 91.12 + }, + { + "date": "2024-09-05", + "equity": 18948.73, + "return_pct": 89.56 + }, + { + "date": "2024-09-06", + "equity": 18634.54, + "return_pct": 86.41 + }, + { + "date": "2024-09-09", + "equity": 18852.21, + "return_pct": 88.59 + }, + { + "date": "2024-09-10", + "equity": 18840.23, + "return_pct": 88.47 + }, + { + "date": "2024-09-11", + "equity": 18875.74, + "return_pct": 88.83 + }, + { + "date": "2024-09-12", + "equity": 19059.52, + "return_pct": 90.67 + }, + { + "date": "2024-09-13", + "equity": 19224.78, + "return_pct": 92.32 + }, + { + "date": "2024-09-16", + "equity": 19277.51, + "return_pct": 92.85 + }, + { + "date": "2024-09-17", + "equity": 19264.47, + "return_pct": 92.72 + }, + { + "date": "2024-09-18", + "equity": 19222.2, + "return_pct": 92.29 + }, + { + "date": "2024-09-19", + "equity": 19282.33, + "return_pct": 92.9 + }, + { + "date": "2024-09-20", + "equity": 19795.53, + "return_pct": 98.03 + }, + { + "date": "2024-09-23", + "equity": 19999.97, + "return_pct": 100.07 + }, + { + "date": "2024-09-24", + "equity": 20018.8, + "return_pct": 100.26 + }, + { + "date": "2024-09-25", + "equity": 20027.57, + "return_pct": 100.35 + }, + { + "date": "2024-09-26", + "equity": 20062.86, + "return_pct": 100.7 + }, + { + "date": "2024-09-27", + "equity": 20244.83, + "return_pct": 102.52 + }, + { + "date": "2024-09-30", + "equity": 20330.8, + "return_pct": 103.38 + }, + { + "date": "2024-10-01", + "equity": 20169.72, + "return_pct": 101.77 + }, + { + "date": "2024-10-02", + "equity": 20291.19, + "return_pct": 102.99 + }, + { + "date": "2024-10-03", + "equity": 20309.47, + "return_pct": 103.17 + }, + { + "date": "2024-10-04", + "equity": 20790.4, + "return_pct": 107.98 + }, + { + "date": "2024-10-07", + "equity": 20727.8, + "return_pct": 107.36 + }, + { + "date": "2024-10-08", + "equity": 21240.87, + "return_pct": 112.49 + }, + { + "date": "2024-10-09", + "equity": 20915.21, + "return_pct": 109.23 + }, + { + "date": "2024-10-10", + "equity": 20763.64, + "return_pct": 107.71 + }, + { + "date": "2024-10-11", + "equity": 21536.02, + "return_pct": 115.44 + }, + { + "date": "2024-10-14", + "equity": 21575.75, + "return_pct": 115.84 + }, + { + "date": "2024-10-15", + "equity": 21411.95, + "return_pct": 114.2 + }, + { + "date": "2024-10-16", + "equity": 21685.21, + "return_pct": 116.93 + }, + { + "date": "2024-10-17", + "equity": 21270.2, + "return_pct": 112.78 + }, + { + "date": "2024-10-18", + "equity": 21628.6, + "return_pct": 116.37 + }, + { + "date": "2024-10-21", + "equity": 21705.17, + "return_pct": 117.13 + }, + { + "date": "2024-10-22", + "equity": 21833.43, + "return_pct": 118.42 + }, + { + "date": "2024-10-23", + "equity": 21507.18, + "return_pct": 115.15 + }, + { + "date": "2024-10-24", + "equity": 21884.23, + "return_pct": 118.92 + }, + { + "date": "2024-10-25", + "equity": 22312.55, + "return_pct": 123.21 + }, + { + "date": "2024-10-28", + "equity": 22565.01, + "return_pct": 125.73 + }, + { + "date": "2024-10-29", + "equity": 22607.1, + "return_pct": 126.16 + }, + { + "date": "2024-10-30", + "equity": 22349.75, + "return_pct": 123.58 + }, + { + "date": "2024-10-31", + "equity": 22612.2, + "return_pct": 126.21 + }, + { + "date": "2024-11-01", + "equity": 22214.03, + "return_pct": 122.22 + }, + { + "date": "2024-11-04", + "equity": 22181.55, + "return_pct": 121.9 + }, + { + "date": "2024-11-05", + "equity": 22481.15, + "return_pct": 124.9 + }, + { + "date": "2024-11-06", + "equity": 23465.07, + "return_pct": 134.74 + }, + { + "date": "2024-11-07", + "equity": 23778.32, + "return_pct": 137.87 + }, + { + "date": "2024-11-08", + "equity": 23934.96, + "return_pct": 139.44 + }, + { + "date": "2024-11-11", + "equity": 24945.32, + "return_pct": 149.55 + }, + { + "date": "2024-11-12", + "equity": 25182.18, + "return_pct": 151.92 + }, + { + "date": "2024-11-13", + "equity": 24463.37, + "return_pct": 144.72 + }, + { + "date": "2024-11-14", + "equity": 24358.88, + "return_pct": 143.68 + }, + { + "date": "2024-11-15", + "equity": 24190.47, + "return_pct": 141.99 + }, + { + "date": "2024-11-18", + "equity": 24321.68, + "return_pct": 143.31 + }, + { + "date": "2024-11-19", + "equity": 24360.35, + "return_pct": 143.69 + }, + { + "date": "2024-11-20", + "equity": 24266.84, + "return_pct": 142.76 + }, + { + "date": "2024-11-21", + "equity": 24388.62, + "return_pct": 143.98 + }, + { + "date": "2024-11-22", + "equity": 24732.28, + "return_pct": 147.41 + }, + { + "date": "2024-11-25", + "equity": 24924.26, + "return_pct": 149.34 + }, + { + "date": "2024-11-26", + "equity": 24643.62, + "return_pct": 146.53 + }, + { + "date": "2024-11-27", + "equity": 24702.05, + "return_pct": 147.11 + }, + { + "date": "2024-11-29", + "equity": 24857.93, + "return_pct": 148.67 + }, + { + "date": "2024-12-02", + "equity": 24500.71, + "return_pct": 145.1 + }, + { + "date": "2024-12-03", + "equity": 24471.89, + "return_pct": 144.81 + }, + { + "date": "2024-12-04", + "equity": 24599.57, + "return_pct": 146.09 + }, + { + "date": "2024-12-05", + "equity": 24342.96, + "return_pct": 143.52 + }, + { + "date": "2024-12-06", + "equity": 24581.59, + "return_pct": 145.91 + }, + { + "date": "2024-12-09", + "equity": 24068.16, + "return_pct": 140.77 + }, + { + "date": "2024-12-10", + "equity": 23781.05, + "return_pct": 137.9 + }, + { + "date": "2024-12-11", + "equity": 24042.08, + "return_pct": 140.51 + }, + { + "date": "2024-12-12", + "equity": 24033.0, + "return_pct": 140.42 + }, + { + "date": "2024-12-13", + "equity": 24120.23, + "return_pct": 141.29 + }, + { + "date": "2024-12-16", + "equity": 24484.36, + "return_pct": 144.93 + }, + { + "date": "2024-12-17", + "equity": 24248.72, + "return_pct": 142.58 + }, + { + "date": "2024-12-18", + "equity": 23555.97, + "return_pct": 135.65 + }, + { + "date": "2024-12-19", + "equity": 23438.41, + "return_pct": 134.47 + }, + { + "date": "2024-12-20", + "equity": 23552.2, + "return_pct": 135.61 + }, + { + "date": "2024-12-23", + "equity": 23381.43, + "return_pct": 133.9 + }, + { + "date": "2024-12-24", + "equity": 23569.63, + "return_pct": 135.78 + }, + { + "date": "2024-12-26", + "equity": 23640.01, + "return_pct": 136.49 + }, + { + "date": "2024-12-27", + "equity": 23426.68, + "return_pct": 134.35 + }, + { + "date": "2024-12-30", + "equity": 23363.59, + "return_pct": 133.72 + }, + { + "date": "2024-12-31", + "equity": 23276.62, + "return_pct": 132.85 + }, + { + "date": "2025-01-02", + "equity": 23462.48, + "return_pct": 134.71 + }, + { + "date": "2025-01-03", + "equity": 23625.32, + "return_pct": 136.34 + }, + { + "date": "2025-01-06", + "equity": 23734.79, + "return_pct": 137.44 + }, + { + "date": "2025-01-07", + "equity": 23591.99, + "return_pct": 136.01 + }, + { + "date": "2025-01-08", + "equity": 23608.59, + "return_pct": 136.17 + }, + { + "date": "2025-01-10", + "equity": 23494.82, + "return_pct": 135.04 + }, + { + "date": "2025-01-13", + "equity": 23494.82, + "return_pct": 135.04 + }, + { + "date": "2025-01-14", + "equity": 23494.82, + "return_pct": 135.04 + }, + { + "date": "2025-01-15", + "equity": 23486.03, + "return_pct": 134.95 + }, + { + "date": "2025-01-16", + "equity": 23658.18, + "return_pct": 136.67 + }, + { + "date": "2025-01-17", + "equity": 23904.67, + "return_pct": 139.14 + }, + { + "date": "2025-01-21", + "equity": 24191.64, + "return_pct": 142.01 + }, + { + "date": "2025-01-22", + "equity": 24170.95, + "return_pct": 141.8 + }, + { + "date": "2025-01-23", + "equity": 23898.06, + "return_pct": 139.07 + }, + { + "date": "2025-01-24", + "equity": 23601.29, + "return_pct": 136.1 + }, + { + "date": "2025-01-27", + "equity": 23522.23, + "return_pct": 135.31 + }, + { + "date": "2025-01-28", + "equity": 23221.69, + "return_pct": 132.3 + }, + { + "date": "2025-01-29", + "equity": 23065.39, + "return_pct": 130.74 + }, + { + "date": "2025-01-30", + "equity": 23312.02, + "return_pct": 133.21 + }, + { + "date": "2025-01-31", + "equity": 23213.85, + "return_pct": 132.23 + }, + { + "date": "2025-02-03", + "equity": 23320.34, + "return_pct": 133.29 + }, + { + "date": "2025-02-04", + "equity": 23402.48, + "return_pct": 134.11 + }, + { + "date": "2025-02-05", + "equity": 23792.98, + "return_pct": 138.02 + }, + { + "date": "2025-02-06", + "equity": 23899.57, + "return_pct": 139.08 + }, + { + "date": "2025-02-07", + "equity": 24060.99, + "return_pct": 140.7 + }, + { + "date": "2025-02-10", + "equity": 24097.68, + "return_pct": 141.07 + }, + { + "date": "2025-02-11", + "equity": 23957.32, + "return_pct": 139.66 + }, + { + "date": "2025-02-12", + "equity": 24339.63, + "return_pct": 143.49 + }, + { + "date": "2025-02-13", + "equity": 25095.8, + "return_pct": 151.05 + }, + { + "date": "2025-02-14", + "equity": 25501.89, + "return_pct": 155.11 + }, + { + "date": "2025-02-18", + "equity": 25360.39, + "return_pct": 153.7 + }, + { + "date": "2025-02-19", + "equity": 25304.84, + "return_pct": 153.14 + }, + { + "date": "2025-02-20", + "equity": 24883.13, + "return_pct": 148.92 + }, + { + "date": "2025-02-21", + "equity": 24554.29, + "return_pct": 145.63 + }, + { + "date": "2025-02-24", + "equity": 24333.62, + "return_pct": 143.43 + }, + { + "date": "2025-02-25", + "equity": 24015.01, + "return_pct": 140.24 + }, + { + "date": "2025-02-26", + "equity": 24144.25, + "return_pct": 141.53 + }, + { + "date": "2025-02-27", + "equity": 23823.22, + "return_pct": 138.32 + }, + { + "date": "2025-02-28", + "equity": 24135.46, + "return_pct": 141.44 + }, + { + "date": "2025-03-03", + "equity": 24143.43, + "return_pct": 141.52 + }, + { + "date": "2025-03-04", + "equity": 23626.08, + "return_pct": 136.35 + }, + { + "date": "2025-03-05", + "equity": 23621.48, + "return_pct": 136.3 + }, + { + "date": "2025-03-06", + "equity": 23396.15, + "return_pct": 134.05 + }, + { + "date": "2025-03-07", + "equity": 23501.84, + "return_pct": 135.11 + }, + { + "date": "2025-03-10", + "equity": 23354.22, + "return_pct": 133.63 + }, + { + "date": "2025-03-11", + "equity": 23039.52, + "return_pct": 130.48 + }, + { + "date": "2025-03-12", + "equity": 22984.85, + "return_pct": 129.93 + }, + { + "date": "2025-03-13", + "equity": 23287.13, + "return_pct": 132.96 + }, + { + "date": "2025-03-14", + "equity": 23445.35, + "return_pct": 134.54 + }, + { + "date": "2025-03-17", + "equity": 23701.93, + "return_pct": 137.11 + }, + { + "date": "2025-03-18", + "equity": 23686.28, + "return_pct": 136.95 + }, + { + "date": "2025-03-19", + "equity": 23762.68, + "return_pct": 137.72 + }, + { + "date": "2025-03-20", + "equity": 23774.38, + "return_pct": 137.83 + }, + { + "date": "2025-03-21", + "equity": 23701.24, + "return_pct": 137.1 + }, + { + "date": "2025-03-24", + "equity": 23929.44, + "return_pct": 139.38 + }, + { + "date": "2025-03-25", + "equity": 24071.79, + "return_pct": 140.81 + }, + { + "date": "2025-03-26", + "equity": 23867.38, + "return_pct": 138.76 + }, + { + "date": "2025-03-27", + "equity": 23877.37, + "return_pct": 138.86 + }, + { + "date": "2025-03-28", + "equity": 23680.9, + "return_pct": 136.9 + }, + { + "date": "2025-03-31", + "equity": 23658.79, + "return_pct": 136.68 + }, + { + "date": "2025-04-01", + "equity": 23692.42, + "return_pct": 137.01 + }, + { + "date": "2025-04-02", + "equity": 23783.98, + "return_pct": 137.93 + }, + { + "date": "2025-04-03", + "equity": 23459.03, + "return_pct": 134.68 + }, + { + "date": "2025-04-04", + "equity": 22582.55, + "return_pct": 125.91 + }, + { + "date": "2025-04-07", + "equity": 22655.42, + "return_pct": 126.64 + }, + { + "date": "2025-04-08", + "equity": 22666.14, + "return_pct": 126.75 + }, + { + "date": "2025-04-09", + "equity": 23072.29, + "return_pct": 130.81 + }, + { + "date": "2025-04-10", + "equity": 23306.98, + "return_pct": 133.16 + }, + { + "date": "2025-04-11", + "equity": 23728.05, + "return_pct": 137.37 + }, + { + "date": "2025-04-14", + "equity": 23844.08, + "return_pct": 138.53 + }, + { + "date": "2025-04-15", + "equity": 23871.12, + "return_pct": 138.8 + }, + { + "date": "2025-04-16", + "equity": 23558.49, + "return_pct": 135.67 + }, + { + "date": "2025-04-17", + "equity": 23514.76, + "return_pct": 135.24 + }, + { + "date": "2025-04-21", + "equity": 23294.94, + "return_pct": 133.04 + }, + { + "date": "2025-04-22", + "equity": 23583.01, + "return_pct": 135.92 + }, + { + "date": "2025-04-23", + "equity": 23751.89, + "return_pct": 137.61 + }, + { + "date": "2025-04-24", + "equity": 23954.4, + "return_pct": 139.63 + }, + { + "date": "2025-04-25", + "equity": 23997.07, + "return_pct": 140.06 + }, + { + "date": "2025-04-28", + "equity": 24011.65, + "return_pct": 140.21 + }, + { + "date": "2025-04-29", + "equity": 24139.8, + "return_pct": 141.49 + }, + { + "date": "2025-04-30", + "equity": 24213.08, + "return_pct": 142.22 + }, + { + "date": "2025-05-01", + "equity": 24382.61, + "return_pct": 143.92 + }, + { + "date": "2025-05-02", + "equity": 25028.93, + "return_pct": 150.38 + }, + { + "date": "2025-05-05", + "equity": 25143.24, + "return_pct": 151.53 + }, + { + "date": "2025-05-06", + "equity": 24914.35, + "return_pct": 149.24 + }, + { + "date": "2025-05-07", + "equity": 25065.13, + "return_pct": 150.74 + }, + { + "date": "2025-05-08", + "equity": 25935.88, + "return_pct": 159.46 + }, + { + "date": "2025-05-09", + "equity": 25763.75, + "return_pct": 157.73 + }, + { + "date": "2025-05-12", + "equity": 26444.62, + "return_pct": 164.54 + }, + { + "date": "2025-05-13", + "equity": 26871.97, + "return_pct": 168.82 + }, + { + "date": "2025-05-14", + "equity": 26965.68, + "return_pct": 169.76 + }, + { + "date": "2025-05-15", + "equity": 27072.52, + "return_pct": 170.83 + }, + { + "date": "2025-05-16", + "equity": 27297.55, + "return_pct": 173.08 + }, + { + "date": "2025-05-19", + "equity": 27406.78, + "return_pct": 174.17 + }, + { + "date": "2025-05-20", + "equity": 26877.52, + "return_pct": 168.88 + }, + { + "date": "2025-05-21", + "equity": 26011.59, + "return_pct": 160.21 + }, + { + "date": "2025-05-22", + "equity": 25909.97, + "return_pct": 159.2 + }, + { + "date": "2025-05-23", + "equity": 25911.29, + "return_pct": 159.21 + }, + { + "date": "2025-05-27", + "equity": 26510.0, + "return_pct": 165.2 + }, + { + "date": "2025-05-28", + "equity": 26409.43, + "return_pct": 164.19 + }, + { + "date": "2025-05-29", + "equity": 25976.32, + "return_pct": 159.86 + }, + { + "date": "2025-05-30", + "equity": 26371.98, + "return_pct": 163.82 + }, + { + "date": "2025-06-02", + "equity": 26798.24, + "return_pct": 168.08 + }, + { + "date": "2025-06-03", + "equity": 27316.0, + "return_pct": 173.26 + }, + { + "date": "2025-06-04", + "equity": 27580.34, + "return_pct": 175.91 + }, + { + "date": "2025-06-05", + "equity": 27666.64, + "return_pct": 176.77 + }, + { + "date": "2025-06-06", + "equity": 27874.54, + "return_pct": 178.85 + }, + { + "date": "2025-06-09", + "equity": 27449.16, + "return_pct": 174.59 + }, + { + "date": "2025-06-10", + "equity": 27266.33, + "return_pct": 172.76 + }, + { + "date": "2025-06-11", + "equity": 27529.85, + "return_pct": 175.4 + }, + { + "date": "2025-06-12", + "equity": 27531.86, + "return_pct": 175.42 + }, + { + "date": "2025-06-13", + "equity": 26778.03, + "return_pct": 167.88 + }, + { + "date": "2025-06-16", + "equity": 27331.8, + "return_pct": 173.42 + }, + { + "date": "2025-06-17", + "equity": 27124.81, + "return_pct": 171.35 + }, + { + "date": "2025-06-18", + "equity": 27457.24, + "return_pct": 174.67 + }, + { + "date": "2025-06-20", + "equity": 27643.67, + "return_pct": 176.54 + }, + { + "date": "2025-06-23", + "equity": 27756.33, + "return_pct": 177.67 + }, + { + "date": "2025-06-24", + "equity": 28315.93, + "return_pct": 183.26 + }, + { + "date": "2025-06-25", + "equity": 28212.33, + "return_pct": 182.23 + }, + { + "date": "2025-06-26", + "equity": 28533.82, + "return_pct": 185.44 + }, + { + "date": "2025-06-27", + "equity": 28829.46, + "return_pct": 188.4 + }, + { + "date": "2025-06-30", + "equity": 29531.74, + "return_pct": 195.43 + }, + { + "date": "2025-07-01", + "equity": 28736.25, + "return_pct": 187.47 + }, + { + "date": "2025-07-02", + "equity": 29320.68, + "return_pct": 193.32 + }, + { + "date": "2025-07-03", + "equity": 29648.17, + "return_pct": 196.59 + }, + { + "date": "2025-07-07", + "equity": 29579.35, + "return_pct": 195.9 + }, + { + "date": "2025-07-08", + "equity": 29345.77, + "return_pct": 193.57 + }, + { + "date": "2025-07-09", + "equity": 29958.3, + "return_pct": 199.69 + }, + { + "date": "2025-07-10", + "equity": 30106.51, + "return_pct": 201.18 + }, + { + "date": "2025-07-11", + "equity": 30138.92, + "return_pct": 201.5 + }, + { + "date": "2025-07-14", + "equity": 30692.02, + "return_pct": 207.03 + }, + { + "date": "2025-07-15", + "equity": 30783.97, + "return_pct": 207.95 + }, + { + "date": "2025-07-16", + "equity": 31052.02, + "return_pct": 210.64 + }, + { + "date": "2025-07-17", + "equity": 31408.05, + "return_pct": 214.2 + }, + { + "date": "2025-07-18", + "equity": 31328.83, + "return_pct": 213.41 + }, + { + "date": "2025-07-21", + "equity": 31556.86, + "return_pct": 215.69 + }, + { + "date": "2025-07-22", + "equity": 30924.21, + "return_pct": 209.36 + }, + { + "date": "2025-07-23", + "equity": 31466.14, + "return_pct": 214.78 + }, + { + "date": "2025-07-24", + "equity": 31542.52, + "return_pct": 215.54 + }, + { + "date": "2025-07-25", + "equity": 31643.67, + "return_pct": 216.55 + }, + { + "date": "2025-07-28", + "equity": 31914.28, + "return_pct": 219.26 + }, + { + "date": "2025-07-29", + "equity": 31727.12, + "return_pct": 217.39 + }, + { + "date": "2025-07-30", + "equity": 31752.02, + "return_pct": 217.64 + }, + { + "date": "2025-07-31", + "equity": 31982.27, + "return_pct": 219.94 + }, + { + "date": "2025-08-01", + "equity": 30814.79, + "return_pct": 208.26 + }, + { + "date": "2025-08-04", + "equity": 31483.35, + "return_pct": 214.95 + }, + { + "date": "2025-08-05", + "equity": 32142.72, + "return_pct": 221.55 + }, + { + "date": "2025-08-06", + "equity": 32524.11, + "return_pct": 225.36 + }, + { + "date": "2025-08-07", + "equity": 33287.86, + "return_pct": 233.0 + }, + { + "date": "2025-08-08", + "equity": 33236.41, + "return_pct": 232.49 + }, + { + "date": "2025-08-11", + "equity": 33008.2, + "return_pct": 230.21 + }, + { + "date": "2025-08-12", + "equity": 32830.79, + "return_pct": 228.43 + }, + { + "date": "2025-08-13", + "equity": 32451.6, + "return_pct": 224.64 + }, + { + "date": "2025-08-14", + "equity": 31917.87, + "return_pct": 219.3 + }, + { + "date": "2025-08-15", + "equity": 31803.07, + "return_pct": 218.15 + }, + { + "date": "2025-08-18", + "equity": 32176.77, + "return_pct": 221.89 + }, + { + "date": "2025-08-19", + "equity": 31386.23, + "return_pct": 213.98 + }, + { + "date": "2025-08-20", + "equity": 31164.73, + "return_pct": 211.76 + }, + { + "date": "2025-08-21", + "equity": 31266.2, + "return_pct": 212.78 + }, + { + "date": "2025-08-22", + "equity": 32144.26, + "return_pct": 221.56 + }, + { + "date": "2025-08-25", + "equity": 32407.72, + "return_pct": 224.2 + }, + { + "date": "2025-08-26", + "equity": 32785.17, + "return_pct": 227.97 + }, + { + "date": "2025-08-27", + "equity": 32997.99, + "return_pct": 230.1 + }, + { + "date": "2025-08-28", + "equity": 33555.65, + "return_pct": 235.68 + }, + { + "date": "2025-08-29", + "equity": 33005.13, + "return_pct": 230.17 + }, + { + "date": "2025-09-02", + "equity": 32697.57, + "return_pct": 227.1 + }, + { + "date": "2025-09-03", + "equity": 32605.47, + "return_pct": 226.18 + }, + { + "date": "2025-09-04", + "equity": 32433.07, + "return_pct": 224.45 + }, + { + "date": "2025-09-05", + "equity": 32380.37, + "return_pct": 223.92 + }, + { + "date": "2025-09-08", + "equity": 32503.32, + "return_pct": 225.15 + }, + { + "date": "2025-09-09", + "equity": 32301.78, + "return_pct": 223.14 + }, + { + "date": "2025-09-10", + "equity": 32542.58, + "return_pct": 225.55 + }, + { + "date": "2025-09-11", + "equity": 33433.09, + "return_pct": 234.46 + }, + { + "date": "2025-09-12", + "equity": 33840.76, + "return_pct": 238.53 + }, + { + "date": "2025-09-15", + "equity": 34209.69, + "return_pct": 242.22 + }, + { + "date": "2025-09-16", + "equity": 34083.02, + "return_pct": 240.96 + }, + { + "date": "2025-09-17", + "equity": 34237.45, + "return_pct": 242.5 + }, + { + "date": "2025-09-18", + "equity": 34976.33, + "return_pct": 249.89 + }, + { + "date": "2025-09-19", + "equity": 35272.95, + "return_pct": 252.86 + }, + { + "date": "2025-09-22", + "equity": 35080.18, + "return_pct": 250.93 + }, + { + "date": "2025-09-23", + "equity": 34810.97, + "return_pct": 248.24 + }, + { + "date": "2025-09-24", + "equity": 34853.99, + "return_pct": 248.67 + }, + { + "date": "2025-09-25", + "equity": 34121.06, + "return_pct": 241.34 + }, + { + "date": "2025-09-26", + "equity": 34542.42, + "return_pct": 245.55 + }, + { + "date": "2025-09-29", + "equity": 35039.75, + "return_pct": 250.53 + }, + { + "date": "2025-09-30", + "equity": 35178.61, + "return_pct": 251.92 + }, + { + "date": "2025-10-01", + "equity": 36086.58, + "return_pct": 261.0 + }, + { + "date": "2025-10-02", + "equity": 36162.92, + "return_pct": 261.76 + }, + { + "date": "2025-10-03", + "equity": 36166.31, + "return_pct": 261.8 + }, + { + "date": "2025-10-06", + "equity": 37070.1, + "return_pct": 270.84 + }, + { + "date": "2025-10-07", + "equity": 36608.95, + "return_pct": 266.23 + }, + { + "date": "2025-10-08", + "equity": 37247.55, + "return_pct": 272.61 + }, + { + "date": "2025-10-09", + "equity": 36854.79, + "return_pct": 268.69 + }, + { + "date": "2025-10-10", + "equity": 35273.1, + "return_pct": 252.86 + }, + { + "date": "2025-10-13", + "equity": 36024.53, + "return_pct": 260.38 + }, + { + "date": "2025-10-14", + "equity": 35338.6, + "return_pct": 253.52 + }, + { + "date": "2025-10-15", + "equity": 35558.35, + "return_pct": 255.72 + }, + { + "date": "2025-10-16", + "equity": 35386.18, + "return_pct": 253.99 + }, + { + "date": "2025-10-17", + "equity": 35563.63, + "return_pct": 255.77 + }, + { + "date": "2025-10-20", + "equity": 35712.43, + "return_pct": 257.26 + }, + { + "date": "2025-10-21", + "equity": 35530.33, + "return_pct": 255.44 + }, + { + "date": "2025-10-22", + "equity": 34711.94, + "return_pct": 247.25 + }, + { + "date": "2025-10-23", + "equity": 34183.75, + "return_pct": 241.96 + }, + { + "date": "2025-10-24", + "equity": 34677.94, + "return_pct": 246.91 + }, + { + "date": "2025-10-27", + "equity": 35193.02, + "return_pct": 252.06 + }, + { + "date": "2025-10-28", + "equity": 34896.88, + "return_pct": 249.1 + }, + { + "date": "2025-10-29", + "equity": 34716.17, + "return_pct": 247.29 + }, + { + "date": "2025-10-30", + "equity": 33888.6, + "return_pct": 239.01 + }, + { + "date": "2025-10-31", + "equity": 35230.77, + "return_pct": 252.44 + }, + { + "date": "2025-11-03", + "equity": 35087.39, + "return_pct": 251.0 + }, + { + "date": "2025-11-04", + "equity": 35166.81, + "return_pct": 251.8 + }, + { + "date": "2025-11-05", + "equity": 35797.56, + "return_pct": 258.11 + }, + { + "date": "2025-11-06", + "equity": 35389.89, + "return_pct": 254.03 + }, + { + "date": "2025-11-07", + "equity": 35657.98, + "return_pct": 256.71 + }, + { + "date": "2025-11-10", + "equity": 35923.42, + "return_pct": 259.37 + }, + { + "date": "2025-11-11", + "equity": 35492.91, + "return_pct": 255.06 + }, + { + "date": "2025-11-12", + "equity": 35383.08, + "return_pct": 253.96 + }, + { + "date": "2025-11-13", + "equity": 34608.48, + "return_pct": 246.21 + }, + { + "date": "2025-11-14", + "equity": 34648.73, + "return_pct": 246.62 + }, + { + "date": "2025-11-17", + "equity": 34430.98, + "return_pct": 244.44 + }, + { + "date": "2025-11-18", + "equity": 34514.62, + "return_pct": 245.27 + }, + { + "date": "2025-11-19", + "equity": 34027.14, + "return_pct": 240.4 + }, + { + "date": "2025-11-20", + "equity": 33734.3, + "return_pct": 237.47 + }, + { + "date": "2025-11-21", + "equity": 34133.73, + "return_pct": 241.46 + }, + { + "date": "2025-11-24", + "equity": 34172.68, + "return_pct": 241.85 + }, + { + "date": "2025-11-25", + "equity": 34589.78, + "return_pct": 246.03 + }, + { + "date": "2025-11-26", + "equity": 35393.28, + "return_pct": 254.06 + }, + { + "date": "2025-11-28", + "equity": 35515.59, + "return_pct": 255.29 + }, + { + "date": "2025-12-01", + "equity": 35185.31, + "return_pct": 251.98 + }, + { + "date": "2025-12-02", + "equity": 35186.01, + "return_pct": 251.99 + }, + { + "date": "2025-12-03", + "equity": 35194.65, + "return_pct": 252.08 + }, + { + "date": "2025-12-04", + "equity": 36413.22, + "return_pct": 264.27 + }, + { + "date": "2025-12-05", + "equity": 37742.32, + "return_pct": 277.56 + }, + { + "date": "2025-12-08", + "equity": 37307.5, + "return_pct": 273.21 + }, + { + "date": "2025-12-09", + "equity": 37486.9, + "return_pct": 275.01 + }, + { + "date": "2025-12-10", + "equity": 37799.68, + "return_pct": 278.14 + }, + { + "date": "2025-12-11", + "equity": 38377.54, + "return_pct": 283.92 + }, + { + "date": "2025-12-12", + "equity": 38261.77, + "return_pct": 282.76 + }, + { + "date": "2025-12-15", + "equity": 38184.53, + "return_pct": 281.99 + }, + { + "date": "2025-12-16", + "equity": 38286.82, + "return_pct": 283.01 + }, + { + "date": "2025-12-17", + "equity": 37937.59, + "return_pct": 279.52 + }, + { + "date": "2025-12-18", + "equity": 37778.02, + "return_pct": 277.92 + }, + { + "date": "2025-12-19", + "equity": 37933.57, + "return_pct": 279.48 + }, + { + "date": "2025-12-22", + "equity": 37871.02, + "return_pct": 278.85 + }, + { + "date": "2025-12-23", + "equity": 37499.51, + "return_pct": 275.13 + }, + { + "date": "2025-12-24", + "equity": 37872.32, + "return_pct": 278.86 + }, + { + "date": "2025-12-26", + "equity": 38065.03, + "return_pct": 280.79 + }, + { + "date": "2025-12-29", + "equity": 38108.96, + "return_pct": 281.23 + }, + { + "date": "2025-12-30", + "equity": 37959.63, + "return_pct": 279.74 + }, + { + "date": "2025-12-31", + "equity": 37528.4, + "return_pct": 275.42 + }, + { + "date": "2026-01-02", + "equity": 38217.1, + "return_pct": 282.31 + }, + { + "date": "2026-01-05", + "equity": 38476.89, + "return_pct": 284.91 + }, + { + "date": "2026-01-06", + "equity": 39094.85, + "return_pct": 291.09 + }, + { + "date": "2026-01-07", + "equity": 38785.86, + "return_pct": 288.0 + }, + { + "date": "2026-01-08", + "equity": 39449.56, + "return_pct": 294.64 + }, + { + "date": "2026-01-09", + "equity": 39447.38, + "return_pct": 294.62 + }, + { + "date": "2026-01-12", + "equity": 40115.43, + "return_pct": 301.3 + }, + { + "date": "2026-01-13", + "equity": 40311.6, + "return_pct": 303.27 + }, + { + "date": "2026-01-14", + "equity": 40460.28, + "return_pct": 304.75 + }, + { + "date": "2026-01-15", + "equity": 40965.71, + "return_pct": 309.81 + }, + { + "date": "2026-01-16", + "equity": 40757.65, + "return_pct": 307.73 + }, + { + "date": "2026-01-20", + "equity": 40123.18, + "return_pct": 301.38 + }, + { + "date": "2026-01-21", + "equity": 41216.13, + "return_pct": 312.31 + }, + { + "date": "2026-01-22", + "equity": 41157.34, + "return_pct": 311.73 + }, + { + "date": "2026-01-23", + "equity": 41699.25, + "return_pct": 317.15 + }, + { + "date": "2026-01-26", + "equity": 41688.15, + "return_pct": 317.04 + }, + { + "date": "2026-01-27", + "equity": 40797.39, + "return_pct": 308.13 + }, + { + "date": "2026-01-28", + "equity": 40734.12, + "return_pct": 307.49 + }, + { + "date": "2026-01-29", + "equity": 40461.74, + "return_pct": 304.77 + }, + { + "date": "2026-01-30", + "equity": 40034.63, + "return_pct": 300.5 + }, + { + "date": "2026-02-02", + "equity": 40556.32, + "return_pct": 305.71 + }, + { + "date": "2026-02-03", + "equity": 40875.9, + "return_pct": 308.91 + }, + { + "date": "2026-02-04", + "equity": 40233.49, + "return_pct": 302.48 + }, + { + "date": "2026-02-05", + "equity": 40563.13, + "return_pct": 305.78 + }, + { + "date": "2026-02-06", + "equity": 41735.66, + "return_pct": 317.51 + }, + { + "date": "2026-02-09", + "equity": 41455.46, + "return_pct": 314.71 + }, + { + "date": "2026-02-10", + "equity": 41181.83, + "return_pct": 311.97 + }, + { + "date": "2026-02-11", + "equity": 41985.28, + "return_pct": 320.01 + }, + { + "date": "2026-02-12", + "equity": 41916.99, + "return_pct": 319.33 + }, + { + "date": "2026-02-13", + "equity": 42292.19, + "return_pct": 323.08 + }, + { + "date": "2026-02-17", + "equity": 42130.44, + "return_pct": 321.46 + }, + { + "date": "2026-02-18", + "equity": 41929.91, + "return_pct": 319.46 + }, + { + "date": "2026-02-19", + "equity": 41682.49, + "return_pct": 316.98 + }, + { + "date": "2026-02-20", + "equity": 41932.56, + "return_pct": 319.48 + }, + { + "date": "2026-02-23", + "equity": 42110.6, + "return_pct": 321.26 + }, + { + "date": "2026-02-24", + "equity": 42715.91, + "return_pct": 327.32 + }, + { + "date": "2026-02-25", + "equity": 42803.93, + "return_pct": 328.2 + }, + { + "date": "2026-02-26", + "equity": 42625.74, + "return_pct": 326.42 + }, + { + "date": "2026-02-27", + "equity": 42649.49, + "return_pct": 326.65 + }, + { + "date": "2026-03-02", + "equity": 42036.65, + "return_pct": 320.52 + }, + { + "date": "2026-03-03", + "equity": 41744.95, + "return_pct": 317.61 + }, + { + "date": "2026-03-04", + "equity": 41598.13, + "return_pct": 316.14 + }, + { + "date": "2026-03-05", + "equity": 40922.72, + "return_pct": 309.38 + }, + { + "date": "2026-03-06", + "equity": 40737.65, + "return_pct": 307.53 + }, + { + "date": "2026-03-09", + "equity": 40824.13, + "return_pct": 308.39 + }, + { + "date": "2026-03-10", + "equity": 40483.25, + "return_pct": 304.98 + }, + { + "date": "2026-03-11", + "equity": 40386.98, + "return_pct": 304.02 + }, + { + "date": "2026-03-12", + "equity": 40288.07, + "return_pct": 303.03 + }, + { + "date": "2026-03-13", + "equity": 40256.41, + "return_pct": 302.71 + }, + { + "date": "2026-03-16", + "equity": 40312.4, + "return_pct": 303.27 + }, + { + "date": "2026-03-17", + "equity": 40712.13, + "return_pct": 307.27 + }, + { + "date": "2026-03-18", + "equity": 40268.92, + "return_pct": 302.84 + }, + { + "date": "2026-03-19", + "equity": 40007.89, + "return_pct": 300.23 + }, + { + "date": "2026-03-20", + "equity": 39354.27, + "return_pct": 293.69 + }, + { + "date": "2026-03-23", + "equity": 39709.77, + "return_pct": 297.25 + }, + { + "date": "2026-03-24", + "equity": 39497.73, + "return_pct": 295.12 + }, + { + "date": "2026-03-25", + "equity": 39504.03, + "return_pct": 295.19 + }, + { + "date": "2026-03-26", + "equity": 39245.1, + "return_pct": 292.6 + }, + { + "date": "2026-03-27", + "equity": 39160.65, + "return_pct": 291.75 + }, + { + "date": "2026-03-30", + "equity": 39060.46, + "return_pct": 290.75 + }, + { + "date": "2026-03-31", + "equity": 39203.87, + "return_pct": 292.18 + }, + { + "date": "2026-04-01", + "equity": 39239.88, + "return_pct": 292.55 + }, + { + "date": "2026-04-02", + "equity": 39241.85, + "return_pct": 292.56 + }, + { + "date": "2026-04-06", + "equity": 39209.24, + "return_pct": 292.24 + }, + { + "date": "2026-04-07", + "equity": 39135.06, + "return_pct": 291.5 + }, + { + "date": "2026-04-08", + "equity": 40549.7, + "return_pct": 305.65 + }, + { + "date": "2026-04-09", + "equity": 40907.53, + "return_pct": 309.23 + }, + { + "date": "2026-04-10", + "equity": 41151.62, + "return_pct": 311.67 + }, + { + "date": "2026-04-13", + "equity": 41236.8, + "return_pct": 312.52 + }, + { + "date": "2026-04-14", + "equity": 41965.71, + "return_pct": 319.81 + }, + { + "date": "2026-04-15", + "equity": 41477.55, + "return_pct": 314.93 + }, + { + "date": "2026-04-16", + "equity": 41920.42, + "return_pct": 319.36 + }, + { + "date": "2026-04-17", + "equity": 42588.07, + "return_pct": 326.04 + }, + { + "date": "2026-04-20", + "equity": 42447.63, + "return_pct": 324.63 + }, + { + "date": "2026-04-21", + "equity": 42409.41, + "return_pct": 324.25 + }, + { + "date": "2026-04-22", + "equity": 43183.45, + "return_pct": 332.0 + }, + { + "date": "2026-04-23", + "equity": 43368.67, + "return_pct": 333.85 + }, + { + "date": "2026-04-24", + "equity": 44628.01, + "return_pct": 346.45 + }, + { + "date": "2026-04-27", + "equity": 44696.62, + "return_pct": 347.13 + }, + { + "date": "2026-04-28", + "equity": 43968.81, + "return_pct": 339.85 + }, + { + "date": "2026-04-29", + "equity": 44314.4, + "return_pct": 343.31 + }, + { + "date": "2026-04-30", + "equity": 46018.27, + "return_pct": 360.35 + }, + { + "date": "2026-05-01", + "equity": 46004.39, + "return_pct": 360.22 + }, + { + "date": "2026-05-04", + "equity": 45554.61, + "return_pct": 355.72 + }, + { + "date": "2026-05-05", + "equity": 46454.05, + "return_pct": 364.71 + }, + { + "date": "2026-05-06", + "equity": 48632.93, + "return_pct": 386.51 + }, + { + "date": "2026-05-07", + "equity": 47838.04, + "return_pct": 378.56 + }, + { + "date": "2026-05-08", + "equity": 49072.61, + "return_pct": 390.91 + }, + { + "date": "2026-05-11", + "equity": 49508.11, + "return_pct": 395.27 + }, + { + "date": "2026-05-12", + "equity": 49332.59, + "return_pct": 393.51 + }, + { + "date": "2026-05-13", + "equity": 49775.44, + "return_pct": 397.94 + }, + { + "date": "2026-05-14", + "equity": 49881.75, + "return_pct": 399.0 + }, + { + "date": "2026-05-15", + "equity": 48516.51, + "return_pct": 385.35 + }, + { + "date": "2026-05-18", + "equity": 48013.0, + "return_pct": 380.31 + }, + { + "date": "2026-05-19", + "equity": 47936.51, + "return_pct": 379.54 + }, + { + "date": "2026-05-20", + "equity": 46811.48, + "return_pct": 368.29 + }, + { + "date": "2026-05-21", + "equity": 46660.36, + "return_pct": 366.78 + }, + { + "date": "2026-05-22", + "equity": 46998.12, + "return_pct": 370.16 + }, + { + "date": "2026-05-26", + "equity": 46494.75, + "return_pct": 365.12 + }, + { + "date": "2026-05-27", + "equity": 46712.6, + "return_pct": 367.3 + }, + { + "date": "2026-05-28", + "equity": 46737.75, + "return_pct": 367.55 + }, + { + "date": "2026-05-29", + "equity": 46689.48, + "return_pct": 367.07 + }, + { + "date": "2026-06-01", + "equity": 46814.81, + "return_pct": 368.32 + }, + { + "date": "2026-06-02", + "equity": 46617.82, + "return_pct": 366.35 + }, + { + "date": "2026-06-03", + "equity": 46974.7, + "return_pct": 369.92 + }, + { + "date": "2026-06-04", + "equity": 46999.23, + "return_pct": 370.17 + }, + { + "date": "2026-06-05", + "equity": 46943.67, + "return_pct": 369.61 + }, + { + "date": "2026-06-08", + "equity": 46807.52, + "return_pct": 368.25 + }, + { + "date": "2026-06-09", + "equity": 47131.87, + "return_pct": 371.49 + }, + { + "date": "2026-06-10", + "equity": 46888.61, + "return_pct": 369.06 + }, + { + "date": "2026-06-11", + "equity": 47174.92, + "return_pct": 371.92 + }, + { + "date": "2026-06-12", + "equity": 47179.42, + "return_pct": 371.97 + }, + { + "date": "2026-06-15", + "equity": 47108.85, + "return_pct": 371.26 + }, + { + "date": "2026-06-16", + "equity": 46957.19, + "return_pct": 369.75 + }, + { + "date": "2026-06-17", + "equity": 47110.35, + "return_pct": 371.28 + }, + { + "date": "2026-06-18", + "equity": 47005.74, + "return_pct": 370.23 + }, + { + "date": "2026-06-22", + "equity": 47162.41, + "return_pct": 371.8 + }, + { + "date": "2026-06-23", + "equity": 47036.27, + "return_pct": 370.54 + }, + { + "date": "2026-06-24", + "equity": 47156.4, + "return_pct": 371.74 + }, + { + "date": "2026-06-25", + "equity": 47275.03, + "return_pct": 372.93 + }, + { + "date": "2026-06-26", + "equity": 47979.29, + "return_pct": 379.97 + }, + { + "date": "2026-06-29", + "equity": 48000.81, + "return_pct": 380.19 + }, + { + "date": "2026-06-30", + "equity": 47980.79, + "return_pct": 379.99 + }, + { + "date": "2026-07-01", + "equity": 47653.95, + "return_pct": 376.72 + }, + { + "date": "2026-07-02", + "equity": 47653.95, + "return_pct": 376.72 + } + ], + "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 + }, + { + "date": "2024-08-08", + "equity": 13846.05, + "return_pct": 38.46 + }, + { + "date": "2024-08-09", + "equity": 13907.11, + "return_pct": 39.07 + }, + { + "date": "2024-08-12", + "equity": 13914.42, + "return_pct": 39.14 + }, + { + "date": "2024-08-13", + "equity": 14143.25, + "return_pct": 41.43 + }, + { + "date": "2024-08-14", + "equity": 14187.87, + "return_pct": 41.88 + }, + { + "date": "2024-08-15", + "equity": 14431.05, + "return_pct": 44.31 + }, + { + "date": "2024-08-16", + "equity": 14463.41, + "return_pct": 44.63 + }, + { + "date": "2024-08-19", + "equity": 14601.7, + "return_pct": 46.02 + }, + { + "date": "2024-08-20", + "equity": 14577.95, + "return_pct": 45.78 + }, + { + "date": "2024-08-21", + "equity": 14628.05, + "return_pct": 46.28 + }, + { + "date": "2024-08-22", + "equity": 14513.24, + "return_pct": 45.13 + }, + { + "date": "2024-08-23", + "equity": 14667.45, + "return_pct": 46.67 + }, + { + "date": "2024-08-26", + "equity": 14632.49, + "return_pct": 46.32 + }, + { + "date": "2024-08-27", + "equity": 14652.58, + "return_pct": 46.53 + }, + { + "date": "2024-08-28", + "equity": 14567.51, + "return_pct": 45.68 + }, + { + "date": "2024-08-29", + "equity": 14568.82, + "return_pct": 45.69 + }, + { + "date": "2024-08-30", + "equity": 14707.89, + "return_pct": 47.08 + }, + { + "date": "2024-09-03", + "equity": 14405.22, + "return_pct": 44.05 + }, + { + "date": "2024-09-04", + "equity": 14375.73, + "return_pct": 43.76 + }, + { + "date": "2024-09-05", + "equity": 14340.77, + "return_pct": 43.41 + }, + { + "date": "2024-09-06", + "equity": 14099.41, + "return_pct": 40.99 + }, + { + "date": "2024-09-09", + "equity": 14257.27, + "return_pct": 42.57 + }, + { + "date": "2024-09-10", + "equity": 14319.37, + "return_pct": 43.19 + }, + { + "date": "2024-09-11", + "equity": 14466.28, + "return_pct": 44.66 + }, + { + "date": "2024-09-12", + "equity": 14588.13, + "return_pct": 45.88 + }, + { + "date": "2024-09-13", + "equity": 14664.32, + "return_pct": 46.64 + }, + { + "date": "2024-09-16", + "equity": 14685.98, + "return_pct": 46.86 + }, + { + "date": "2024-09-17", + "equity": 14691.98, + "return_pct": 46.92 + }, + { + "date": "2024-09-18", + "equity": 14648.4, + "return_pct": 46.48 + }, + { + "date": "2024-09-19", + "equity": 14898.37, + "return_pct": 48.98 + }, + { + "date": "2024-09-20", + "equity": 14827.14, + "return_pct": 48.27 + }, + { + "date": "2024-09-23", + "equity": 14864.19, + "return_pct": 48.64 + }, + { + "date": "2024-09-24", + "equity": 14906.72, + "return_pct": 49.07 + }, + { + "date": "2024-09-25", + "equity": 14873.84, + "return_pct": 48.74 + }, + { + "date": "2024-09-26", + "equity": 14932.81, + "return_pct": 49.33 + }, + { + "date": "2024-09-27", + "equity": 14911.15, + "return_pct": 49.11 + }, + { + "date": "2024-09-30", + "equity": 14970.91, + "return_pct": 49.71 + }, + { + "date": "2024-10-01", + "equity": 14836.79, + "return_pct": 48.37 + }, + { + "date": "2024-10-02", + "equity": 14843.05, + "return_pct": 48.43 + }, + { + "date": "2024-10-03", + "equity": 14815.92, + "return_pct": 48.16 + }, + { + "date": "2024-10-04", + "equity": 14950.55, + "return_pct": 49.51 + }, + { + "date": "2024-10-07", + "equity": 14815.39, + "return_pct": 48.15 + }, + { + "date": "2024-10-08", + "equity": 14955.51, + "return_pct": 49.56 + }, + { + "date": "2024-10-09", + "equity": 15059.1, + "return_pct": 50.59 + }, + { + "date": "2024-10-10", + "equity": 15032.75, + "return_pct": 50.33 + }, + { + "date": "2024-10-11", + "equity": 15122.77, + "return_pct": 51.23 + }, + { + "date": "2024-10-14", + "equity": 15246.44, + "return_pct": 52.46 + }, + { + "date": "2024-10-15", + "equity": 15127.98, + "return_pct": 51.28 + }, + { + "date": "2024-10-16", + "equity": 15193.74, + "return_pct": 51.94 + }, + { + "date": "2024-10-17", + "equity": 15195.04, + "return_pct": 51.95 + }, + { + "date": "2024-10-18", + "equity": 15253.49, + "return_pct": 52.53 + }, + { + "date": "2024-10-21", + "equity": 15228.44, + "return_pct": 52.28 + }, + { + "date": "2024-10-22", + "equity": 15220.35, + "return_pct": 52.2 + }, + { + "date": "2024-10-23", + "equity": 15081.28, + "return_pct": 50.81 + }, + { + "date": "2024-10-24", + "equity": 15113.89, + "return_pct": 51.14 + }, + { + "date": "2024-10-25", + "equity": 15108.68, + "return_pct": 51.09 + }, + { + "date": "2024-10-28", + "equity": 15155.38, + "return_pct": 51.55 + }, + { + "date": "2024-10-29", + "equity": 15179.91, + "return_pct": 51.8 + }, + { + "date": "2024-10-30", + "equity": 15133.99, + "return_pct": 51.34 + }, + { + "date": "2024-10-31", + "equity": 14837.31, + "return_pct": 48.37 + }, + { + "date": "2024-11-01", + "equity": 14899.93, + "return_pct": 49.0 + }, + { + "date": "2024-11-04", + "equity": 14867.84, + "return_pct": 48.68 + }, + { + "date": "2024-11-05", + "equity": 15047.62, + "return_pct": 50.48 + }, + { + "date": "2024-11-06", + "equity": 15421.79, + "return_pct": 54.22 + }, + { + "date": "2024-11-07", + "equity": 15541.03, + "return_pct": 55.41 + }, + { + "date": "2024-11-08", + "equity": 15608.35, + "return_pct": 56.08 + }, + { + "date": "2024-11-11", + "equity": 15623.22, + "return_pct": 56.23 + }, + { + "date": "2024-11-12", + "equity": 15574.69, + "return_pct": 55.75 + }, + { + "date": "2024-11-13", + "equity": 15582.26, + "return_pct": 55.82 + }, + { + "date": "2024-11-14", + "equity": 15482.06, + "return_pct": 54.82 + }, + { + "date": "2024-11-15", + "equity": 15283.76, + "return_pct": 52.84 + }, + { + "date": "2024-11-18", + "equity": 15346.38, + "return_pct": 53.46 + }, + { + "date": "2024-11-19", + "equity": 15402.48, + "return_pct": 54.02 + }, + { + "date": "2024-11-20", + "equity": 15407.7, + "return_pct": 54.08 + }, + { + "date": "2024-11-21", + "equity": 15490.41, + "return_pct": 54.9 + }, + { + "date": "2024-11-22", + "equity": 15538.42, + "return_pct": 55.38 + }, + { + "date": "2024-11-25", + "equity": 15591.13, + "return_pct": 55.91 + }, + { + "date": "2024-11-26", + "equity": 15672.54, + "return_pct": 56.73 + }, + { + "date": "2024-11-27", + "equity": 15625.05, + "return_pct": 56.25 + }, + { + "date": "2024-11-29", + "equity": 15722.11, + "return_pct": 57.22 + }, + { + "date": "2024-12-02", + "equity": 15750.29, + "return_pct": 57.5 + }, + { + "date": "2024-12-03", + "equity": 15757.6, + "return_pct": 57.58 + }, + { + "date": "2024-12-04", + "equity": 15855.45, + "return_pct": 58.55 + }, + { + "date": "2024-12-05", + "equity": 15829.35, + "return_pct": 58.29 + }, + { + "date": "2024-12-06", + "equity": 15859.36, + "return_pct": 58.59 + }, + { + "date": "2024-12-09", + "equity": 15777.69, + "return_pct": 57.78 + }, + { + "date": "2024-12-10", + "equity": 15728.64, + "return_pct": 57.29 + }, + { + "date": "2024-12-11", + "equity": 15850.23, + "return_pct": 58.5 + }, + { + "date": "2024-12-12", + "equity": 15768.56, + "return_pct": 57.69 + }, + { + "date": "2024-12-13", + "equity": 15765.43, + "return_pct": 57.65 + }, + { + "date": "2024-12-16", + "equity": 15832.75, + "return_pct": 58.33 + }, + { + "date": "2024-12-17", + "equity": 15767.51, + "return_pct": 57.68 + }, + { + "date": "2024-12-18", + "equity": 15297.59, + "return_pct": 52.98 + }, + { + "date": "2024-12-19", + "equity": 15292.89, + "return_pct": 52.93 + }, + { + "date": "2024-12-20", + "equity": 15424.66, + "return_pct": 54.25 + }, + { + "date": "2024-12-23", + "equity": 15517.03, + "return_pct": 55.17 + }, + { + "date": "2024-12-24", + "equity": 15689.5, + "return_pct": 56.89 + }, + { + "date": "2024-12-26", + "equity": 15690.54, + "return_pct": 56.91 + }, + { + "date": "2024-12-27", + "equity": 15525.38, + "return_pct": 55.25 + }, + { + "date": "2024-12-30", + "equity": 15348.21, + "return_pct": 53.48 + }, + { + "date": "2024-12-31", + "equity": 15292.37, + "return_pct": 52.92 + }, + { + "date": "2025-01-02", + "equity": 15254.79, + "return_pct": 52.55 + }, + { + "date": "2025-01-03", + "equity": 15445.53, + "return_pct": 54.46 + }, + { + "date": "2025-01-06", + "equity": 15534.51, + "return_pct": 55.35 + }, + { + "date": "2025-01-07", + "equity": 15358.9, + "return_pct": 53.59 + }, + { + "date": "2025-01-08", + "equity": 15381.34, + "return_pct": 53.81 + }, + { + "date": "2025-01-10", + "equity": 15146.51, + "return_pct": 51.47 + }, + { + "date": "2025-01-13", + "equity": 15169.99, + "return_pct": 51.7 + }, + { + "date": "2025-01-14", + "equity": 15190.87, + "return_pct": 51.91 + }, + { + "date": "2025-01-15", + "equity": 15467.19, + "return_pct": 54.67 + }, + { + "date": "2025-01-16", + "equity": 15437.44, + "return_pct": 54.37 + }, + { + "date": "2025-01-17", + "equity": 15592.43, + "return_pct": 55.92 + }, + { + "date": "2025-01-21", + "equity": 15735.16, + "return_pct": 57.35 + }, + { + "date": "2025-01-22", + "equity": 15823.61, + "return_pct": 58.24 + }, + { + "date": "2025-01-23", + "equity": 15909.98, + "return_pct": 59.1 + }, + { + "date": "2025-01-24", + "equity": 15863.54, + "return_pct": 58.64 + }, + { + "date": "2025-01-27", + "equity": 15639.14, + "return_pct": 56.39 + }, + { + "date": "2025-01-28", + "equity": 15773.52, + "return_pct": 57.74 + }, + { + "date": "2025-01-29", + "equity": 15702.8, + "return_pct": 57.03 + }, + { + "date": "2025-01-30", + "equity": 15787.08, + "return_pct": 57.87 + }, + { + "date": "2025-01-31", + "equity": 15703.07, + "return_pct": 57.03 + }, + { + "date": "2025-02-03", + "equity": 15597.39, + "return_pct": 55.97 + }, + { + "date": "2025-02-04", + "equity": 15702.02, + "return_pct": 57.02 + }, + { + "date": "2025-02-05", + "equity": 15765.69, + "return_pct": 57.66 + }, + { + "date": "2025-02-06", + "equity": 15820.48, + "return_pct": 58.2 + }, + { + "date": "2025-02-07", + "equity": 15675.67, + "return_pct": 56.76 + }, + { + "date": "2025-02-10", + "equity": 15782.13, + "return_pct": 57.82 + }, + { + "date": "2025-02-11", + "equity": 15794.13, + "return_pct": 57.94 + }, + { + "date": "2025-02-12", + "equity": 15743.25, + "return_pct": 57.43 + }, + { + "date": "2025-02-13", + "equity": 15909.46, + "return_pct": 59.09 + }, + { + "date": "2025-02-14", + "equity": 15908.68, + "return_pct": 59.09 + }, + { + "date": "2025-02-18", + "equity": 15955.38, + "return_pct": 59.55 + }, + { + "date": "2025-02-19", + "equity": 15992.95, + "return_pct": 59.93 + }, + { + "date": "2025-02-20", + "equity": 15926.42, + "return_pct": 59.26 + }, + { + "date": "2025-02-21", + "equity": 15654.01, + "return_pct": 56.54 + }, + { + "date": "2025-02-24", + "equity": 15582.78, + "return_pct": 55.83 + }, + { + "date": "2025-02-25", + "equity": 15505.28, + "return_pct": 55.05 + }, + { + "date": "2025-02-26", + "equity": 15513.11, + "return_pct": 55.13 + }, + { + "date": "2025-02-27", + "equity": 15265.49, + "return_pct": 52.65 + }, + { + "date": "2025-02-28", + "equity": 15503.72, + "return_pct": 55.04 + }, + { + "date": "2025-03-03", + "equity": 15232.09, + "return_pct": 52.32 + }, + { + "date": "2025-03-04", + "equity": 15051.79, + "return_pct": 50.52 + }, + { + "date": "2025-03-05", + "equity": 15213.57, + "return_pct": 52.14 + }, + { + "date": "2025-03-06", + "equity": 14943.51, + "return_pct": 49.44 + }, + { + "date": "2025-03-07", + "equity": 15027.27, + "return_pct": 50.27 + }, + { + "date": "2025-03-10", + "equity": 14627.01, + "return_pct": 46.27 + }, + { + "date": "2025-03-11", + "equity": 14505.41, + "return_pct": 45.05 + }, + { + "date": "2025-03-12", + "equity": 14582.39, + "return_pct": 45.82 + }, + { + "date": "2025-03-13", + "equity": 14388.0, + "return_pct": 43.88 + }, + { + "date": "2025-03-14", + "equity": 14685.19, + "return_pct": 46.85 + }, + { + "date": "2025-03-17", + "equity": 14798.43, + "return_pct": 47.98 + }, + { + "date": "2025-03-18", + "equity": 14638.49, + "return_pct": 46.38 + }, + { + "date": "2025-03-19", + "equity": 14797.91, + "return_pct": 47.98 + }, + { + "date": "2025-03-20", + "equity": 14755.12, + "return_pct": 47.55 + }, + { + "date": "2025-03-21", + "equity": 14715.72, + "return_pct": 47.16 + }, + { + "date": "2025-03-24", + "equity": 14979.26, + "return_pct": 49.79 + }, + { + "date": "2025-03-25", + "equity": 15015.26, + "return_pct": 50.15 + }, + { + "date": "2025-03-26", + "equity": 14836.01, + "return_pct": 48.36 + }, + { + "date": "2025-03-27", + "equity": 14796.61, + "return_pct": 47.97 + }, + { + "date": "2025-03-28", + "equity": 14498.63, + "return_pct": 44.99 + }, + { + "date": "2025-03-31", + "equity": 14595.96, + "return_pct": 45.96 + }, + { + "date": "2025-04-01", + "equity": 14637.18, + "return_pct": 46.37 + }, + { + "date": "2025-04-02", + "equity": 14729.81, + "return_pct": 47.3 + }, + { + "date": "2025-04-03", + "equity": 14003.91, + "return_pct": 40.04 + }, + { + "date": "2025-04-04", + "equity": 13184.08, + "return_pct": 31.84 + }, + { + "date": "2025-04-07", + "equity": 13160.6, + "return_pct": 31.61 + }, + { + "date": "2025-04-08", + "equity": 12954.47, + "return_pct": 29.54 + }, + { + "date": "2025-04-09", + "equity": 14314.94, + "return_pct": 43.15 + }, + { + "date": "2025-04-10", + "equity": 13687.67, + "return_pct": 36.88 + }, + { + "date": "2025-04-11", + "equity": 13931.9, + "return_pct": 39.32 + }, + { + "date": "2025-04-14", + "equity": 14067.06, + "return_pct": 40.67 + }, + { + "date": "2025-04-15", + "equity": 14027.66, + "return_pct": 40.28 + }, + { + "date": "2025-04-16", + "equity": 13715.85, + "return_pct": 37.16 + }, + { + "date": "2025-04-17", + "equity": 13735.42, + "return_pct": 37.35 + }, + { + "date": "2025-04-21", + "equity": 13408.48, + "return_pct": 34.08 + }, + { + "date": "2025-04-22", + "equity": 13757.34, + "return_pct": 37.57 + }, + { + "date": "2025-04-23", + "equity": 13970.52, + "return_pct": 39.71 + }, + { + "date": "2025-04-24", + "equity": 14264.58, + "return_pct": 42.65 + }, + { + "date": "2025-04-25", + "equity": 14367.65, + "return_pct": 43.68 + }, + { + "date": "2025-04-28", + "equity": 14373.12, + "return_pct": 43.73 + }, + { + "date": "2025-04-29", + "equity": 14463.67, + "return_pct": 44.64 + }, + { + "date": "2025-04-30", + "equity": 14469.41, + "return_pct": 44.69 + }, + { + "date": "2025-05-01", + "equity": 14571.95, + "return_pct": 45.72 + }, + { + "date": "2025-05-02", + "equity": 14788.26, + "return_pct": 47.88 + }, + { + "date": "2025-05-05", + "equity": 14703.46, + "return_pct": 47.03 + }, + { + "date": "2025-05-06", + "equity": 14580.56, + "return_pct": 45.81 + }, + { + "date": "2025-05-07", + "equity": 14641.88, + "return_pct": 46.42 + }, + { + "date": "2025-05-08", + "equity": 14743.9, + "return_pct": 47.44 + }, + { + "date": "2025-05-09", + "equity": 14725.11, + "return_pct": 47.25 + }, + { + "date": "2025-05-12", + "equity": 15211.74, + "return_pct": 52.12 + }, + { + "date": "2025-05-13", + "equity": 15312.2, + "return_pct": 53.12 + }, + { + "date": "2025-05-14", + "equity": 15331.77, + "return_pct": 53.32 + }, + { + "date": "2025-05-15", + "equity": 15406.65, + "return_pct": 54.07 + }, + { + "date": "2025-05-16", + "equity": 15504.24, + "return_pct": 55.04 + }, + { + "date": "2025-05-19", + "equity": 15521.2, + "return_pct": 55.21 + }, + { + "date": "2025-05-20", + "equity": 15469.02, + "return_pct": 54.69 + }, + { + "date": "2025-05-21", + "equity": 15208.35, + "return_pct": 52.08 + }, + { + "date": "2025-05-22", + "equity": 15214.35, + "return_pct": 52.14 + }, + { + "date": "2025-05-23", + "equity": 15110.5, + "return_pct": 51.11 + }, + { + "date": "2025-05-27", + "equity": 15424.66, + "return_pct": 54.25 + }, + { + "date": "2025-05-28", + "equity": 15335.42, + "return_pct": 53.35 + }, + { + "date": "2025-05-29", + "equity": 15395.96, + "return_pct": 53.96 + }, + { + "date": "2025-05-30", + "equity": 15378.73, + "return_pct": 53.79 + }, + { + "date": "2025-06-02", + "equity": 15465.36, + "return_pct": 54.65 + }, + { + "date": "2025-06-03", + "equity": 15553.56, + "return_pct": 55.54 + }, + { + "date": "2025-06-04", + "equity": 15549.38, + "return_pct": 55.49 + }, + { + "date": "2025-06-05", + "equity": 15474.23, + "return_pct": 54.74 + }, + { + "date": "2025-06-06", + "equity": 15633.14, + "return_pct": 56.33 + }, + { + "date": "2025-06-09", + "equity": 15647.23, + "return_pct": 56.47 + }, + { + "date": "2025-06-10", + "equity": 15735.94, + "return_pct": 57.36 + }, + { + "date": "2025-06-11", + "equity": 15691.06, + "return_pct": 56.91 + }, + { + "date": "2025-06-12", + "equity": 15753.42, + "return_pct": 57.53 + }, + { + "date": "2025-06-13", + "equity": 15577.3, + "return_pct": 55.77 + }, + { + "date": "2025-06-16", + "equity": 15725.51, + "return_pct": 57.26 + }, + { + "date": "2025-06-17", + "equity": 15591.13, + "return_pct": 55.91 + }, + { + "date": "2025-06-18", + "equity": 15588.78, + "return_pct": 55.89 + }, + { + "date": "2025-06-20", + "equity": 15506.33, + "return_pct": 55.06 + }, + { + "date": "2025-06-23", + "equity": 15659.49, + "return_pct": 56.59 + }, + { + "date": "2025-06-24", + "equity": 15832.49, + "return_pct": 58.32 + }, + { + "date": "2025-06-25", + "equity": 15841.36, + "return_pct": 58.41 + }, + { + "date": "2025-06-26", + "equity": 15965.3, + "return_pct": 59.65 + }, + { + "date": "2025-06-27", + "equity": 16044.62, + "return_pct": 60.45 + }, + { + "date": "2025-06-30", + "equity": 16121.33, + "return_pct": 61.21 + }, + { + "date": "2025-07-01", + "equity": 16116.11, + "return_pct": 61.16 + }, + { + "date": "2025-07-02", + "equity": 16189.17, + "return_pct": 61.89 + }, + { + "date": "2025-07-03", + "equity": 16316.76, + "return_pct": 63.17 + }, + { + "date": "2025-07-07", + "equity": 16195.17, + "return_pct": 61.95 + }, + { + "date": "2025-07-08", + "equity": 16186.3, + "return_pct": 61.86 + }, + { + "date": "2025-07-09", + "equity": 16283.37, + "return_pct": 62.83 + }, + { + "date": "2025-07-10", + "equity": 16329.29, + "return_pct": 63.29 + }, + { + "date": "2025-07-11", + "equity": 16271.89, + "return_pct": 62.72 + }, + { + "date": "2025-07-14", + "equity": 16302.94, + "return_pct": 63.03 + }, + { + "date": "2025-07-15", + "equity": 16233.27, + "return_pct": 62.33 + }, + { + "date": "2025-07-16", + "equity": 16287.54, + "return_pct": 62.88 + }, + { + "date": "2025-07-17", + "equity": 16387.21, + "return_pct": 63.87 + }, + { + "date": "2025-07-18", + "equity": 16375.21, + "return_pct": 63.75 + }, + { + "date": "2025-07-21", + "equity": 16406.26, + "return_pct": 64.06 + }, + { + "date": "2025-07-22", + "equity": 16408.61, + "return_pct": 64.09 + }, + { + "date": "2025-07-23", + "equity": 16548.21, + "return_pct": 65.48 + }, + { + "date": "2025-07-24", + "equity": 16553.69, + "return_pct": 65.54 + }, + { + "date": "2025-07-25", + "equity": 16623.61, + "return_pct": 66.24 + }, + { + "date": "2025-07-28", + "equity": 16619.44, + "return_pct": 66.19 + }, + { + "date": "2025-07-29", + "equity": 16575.6, + "return_pct": 65.76 + }, + { + "date": "2025-07-30", + "equity": 16554.73, + "return_pct": 65.55 + }, + { + "date": "2025-07-31", + "equity": 16492.63, + "return_pct": 64.93 + }, + { + "date": "2025-08-01", + "equity": 16222.31, + "return_pct": 62.22 + }, + { + "date": "2025-08-04", + "equity": 16468.88, + "return_pct": 64.69 + }, + { + "date": "2025-08-05", + "equity": 16385.39, + "return_pct": 63.85 + }, + { + "date": "2025-08-06", + "equity": 16510.89, + "return_pct": 65.11 + }, + { + "date": "2025-08-07", + "equity": 16497.06, + "return_pct": 64.97 + }, + { + "date": "2025-08-08", + "equity": 16625.7, + "return_pct": 66.26 + }, + { + "date": "2025-08-11", + "equity": 16592.82, + "return_pct": 65.93 + }, + { + "date": "2025-08-12", + "equity": 16769.47, + "return_pct": 67.69 + }, + { + "date": "2025-08-13", + "equity": 16826.88, + "return_pct": 68.27 + }, + { + "date": "2025-08-14", + "equity": 16828.44, + "return_pct": 68.28 + }, + { + "date": "2025-08-15", + "equity": 16789.04, + "return_pct": 67.89 + }, + { + "date": "2025-08-18", + "equity": 16785.39, + "return_pct": 67.85 + }, + { + "date": "2025-08-19", + "equity": 16694.32, + "return_pct": 66.94 + }, + { + "date": "2025-08-20", + "equity": 16649.97, + "return_pct": 66.5 + }, + { + "date": "2025-08-21", + "equity": 16583.17, + "return_pct": 65.83 + }, + { + "date": "2025-08-22", + "equity": 16837.83, + "return_pct": 68.38 + }, + { + "date": "2025-08-25", + "equity": 16763.73, + "return_pct": 67.64 + }, + { + "date": "2025-08-26", + "equity": 16833.92, + "return_pct": 68.34 + }, + { + "date": "2025-08-27", + "equity": 16872.28, + "return_pct": 68.72 + }, + { + "date": "2025-08-28", + "equity": 16932.03, + "return_pct": 69.32 + }, + { + "date": "2025-08-29", + "equity": 16831.05, + "return_pct": 68.31 + }, + { + "date": "2025-09-02", + "equity": 16706.33, + "return_pct": 67.06 + }, + { + "date": "2025-09-03", + "equity": 16796.87, + "return_pct": 67.97 + }, + { + "date": "2025-09-04", + "equity": 16937.25, + "return_pct": 69.37 + }, + { + "date": "2025-09-05", + "equity": 16888.19, + "return_pct": 68.88 + }, + { + "date": "2025-09-08", + "equity": 16929.68, + "return_pct": 69.3 + }, + { + "date": "2025-09-09", + "equity": 16968.82, + "return_pct": 69.69 + }, + { + "date": "2025-09-10", + "equity": 17017.87, + "return_pct": 70.18 + }, + { + "date": "2025-09-11", + "equity": 17159.3, + "return_pct": 71.59 + }, + { + "date": "2025-09-12", + "equity": 17153.56, + "return_pct": 71.54 + }, + { + "date": "2025-09-15", + "equity": 17244.88, + "return_pct": 72.45 + }, + { + "date": "2025-09-16", + "equity": 17221.14, + "return_pct": 72.21 + }, + { + "date": "2025-09-17", + "equity": 17199.74, + "return_pct": 72.0 + }, + { + "date": "2025-09-18", + "equity": 17280.1, + "return_pct": 72.8 + }, + { + "date": "2025-09-19", + "equity": 17317.68, + "return_pct": 73.18 + }, + { + "date": "2025-09-22", + "equity": 17399.61, + "return_pct": 74.0 + }, + { + "date": "2025-09-23", + "equity": 17304.89, + "return_pct": 73.05 + }, + { + "date": "2025-09-24", + "equity": 17249.84, + "return_pct": 72.5 + }, + { + "date": "2025-09-25", + "equity": 17170.25, + "return_pct": 71.7 + }, + { + "date": "2025-09-26", + "equity": 17268.62, + "return_pct": 72.69 + }, + { + "date": "2025-09-29", + "equity": 17317.16, + "return_pct": 73.17 + }, + { + "date": "2025-09-30", + "equity": 17382.39, + "return_pct": 73.82 + }, + { + "date": "2025-10-01", + "equity": 17441.62, + "return_pct": 74.42 + }, + { + "date": "2025-10-02", + "equity": 17461.71, + "return_pct": 74.62 + }, + { + "date": "2025-10-03", + "equity": 17461.45, + "return_pct": 74.61 + }, + { + "date": "2025-10-06", + "equity": 17524.07, + "return_pct": 75.24 + }, + { + "date": "2025-10-07", + "equity": 17459.1, + "return_pct": 74.59 + }, + { + "date": "2025-10-08", + "equity": 17563.21, + "return_pct": 75.63 + }, + { + "date": "2025-10-09", + "equity": 17512.33, + "return_pct": 75.12 + }, + { + "date": "2025-10-10", + "equity": 17039.01, + "return_pct": 70.39 + }, + { + "date": "2025-10-13", + "equity": 17300.46, + "return_pct": 73.0 + }, + { + "date": "2025-10-14", + "equity": 17279.32, + "return_pct": 72.79 + }, + { + "date": "2025-10-15", + "equity": 17356.03, + "return_pct": 73.56 + }, + { + "date": "2025-10-16", + "equity": 17237.83, + "return_pct": 72.38 + }, + { + "date": "2025-10-17", + "equity": 17335.68, + "return_pct": 73.36 + }, + { + "date": "2025-10-20", + "equity": 17515.98, + "return_pct": 75.16 + }, + { + "date": "2025-10-21", + "equity": 17515.72, + "return_pct": 75.16 + }, + { + "date": "2025-10-22", + "equity": 17424.66, + "return_pct": 74.25 + }, + { + "date": "2025-10-23", + "equity": 17527.98, + "return_pct": 75.28 + }, + { + "date": "2025-10-24", + "equity": 17671.23, + "return_pct": 76.71 + }, + { + "date": "2025-10-27", + "equity": 17879.71, + "return_pct": 78.8 + }, + { + "date": "2025-10-28", + "equity": 17927.2, + "return_pct": 79.27 + }, + { + "date": "2025-10-29", + "equity": 17935.81, + "return_pct": 79.36 + }, + { + "date": "2025-10-30", + "equity": 17738.55, + "return_pct": 77.39 + }, + { + "date": "2025-10-31", + "equity": 17796.74, + "return_pct": 77.97 + }, + { + "date": "2025-11-03", + "equity": 17830.14, + "return_pct": 78.3 + }, + { + "date": "2025-11-04", + "equity": 17618.79, + "return_pct": 76.19 + }, + { + "date": "2025-11-05", + "equity": 17679.84, + "return_pct": 76.8 + }, + { + "date": "2025-11-06", + "equity": 17490.15, + "return_pct": 74.9 + }, + { + "date": "2025-11-07", + "equity": 17507.37, + "return_pct": 75.07 + }, + { + "date": "2025-11-10", + "equity": 17780.56, + "return_pct": 77.81 + }, + { + "date": "2025-11-11", + "equity": 17821.27, + "return_pct": 78.21 + }, + { + "date": "2025-11-12", + "equity": 17831.18, + "return_pct": 78.31 + }, + { + "date": "2025-11-13", + "equity": 17535.29, + "return_pct": 75.35 + }, + { + "date": "2025-11-14", + "equity": 17532.42, + "return_pct": 75.32 + }, + { + "date": "2025-11-17", + "equity": 17369.08, + "return_pct": 73.69 + }, + { + "date": "2025-11-18", + "equity": 17223.22, + "return_pct": 72.23 + }, + { + "date": "2025-11-19", + "equity": 17289.76, + "return_pct": 72.9 + }, + { + "date": "2025-11-20", + "equity": 17026.22, + "return_pct": 70.26 + }, + { + "date": "2025-11-21", + "equity": 17195.83, + "return_pct": 71.96 + }, + { + "date": "2025-11-24", + "equity": 17448.92, + "return_pct": 74.49 + }, + { + "date": "2025-11-25", + "equity": 17613.05, + "return_pct": 76.13 + }, + { + "date": "2025-11-26", + "equity": 17734.64, + "return_pct": 77.35 + }, + { + "date": "2025-11-28", + "equity": 17831.44, + "return_pct": 78.31 + }, + { + "date": "2025-12-01", + "equity": 17750.03, + "return_pct": 77.5 + }, + { + "date": "2025-12-02", + "equity": 17782.91, + "return_pct": 77.83 + }, + { + "date": "2025-12-03", + "equity": 17844.49, + "return_pct": 78.44 + }, + { + "date": "2025-12-04", + "equity": 17857.53, + "return_pct": 78.58 + }, + { + "date": "2025-12-05", + "equity": 17891.45, + "return_pct": 78.91 + }, + { + "date": "2025-12-08", + "equity": 17837.7, + "return_pct": 78.38 + }, + { + "date": "2025-12-09", + "equity": 17822.31, + "return_pct": 78.22 + }, + { + "date": "2025-12-10", + "equity": 17940.51, + "return_pct": 79.41 + }, + { + "date": "2025-12-11", + "equity": 17982.26, + "return_pct": 79.82 + }, + { + "date": "2025-12-12", + "equity": 17788.91, + "return_pct": 77.89 + }, + { + "date": "2025-12-15", + "equity": 17762.04, + "return_pct": 77.62 + }, + { + "date": "2025-12-16", + "equity": 17713.5, + "return_pct": 77.14 + }, + { + "date": "2025-12-17", + "equity": 17518.59, + "return_pct": 75.19 + }, + { + "date": "2025-12-18", + "equity": 17650.88, + "return_pct": 76.51 + }, + { + "date": "2025-12-19", + "equity": 17758.38, + "return_pct": 77.58 + }, + { + "date": "2025-12-22", + "equity": 17869.02, + "return_pct": 78.69 + }, + { + "date": "2025-12-23", + "equity": 17950.68, + "return_pct": 79.51 + }, + { + "date": "2025-12-24", + "equity": 18013.83, + "return_pct": 80.14 + }, + { + "date": "2025-12-26", + "equity": 18012.0, + "return_pct": 80.12 + }, + { + "date": "2025-12-29", + "equity": 17947.81, + "return_pct": 79.48 + }, + { + "date": "2025-12-30", + "equity": 17925.9, + "return_pct": 79.26 + }, + { + "date": "2025-12-31", + "equity": 17793.09, + "return_pct": 77.93 + }, + { + "date": "2026-01-02", + "equity": 17825.7, + "return_pct": 78.26 + }, + { + "date": "2026-01-05", + "equity": 17944.42, + "return_pct": 79.44 + }, + { + "date": "2026-01-06", + "equity": 18051.14, + "return_pct": 80.51 + }, + { + "date": "2026-01-07", + "equity": 17992.95, + "return_pct": 79.93 + }, + { + "date": "2026-01-08", + "equity": 17991.13, + "return_pct": 79.91 + }, + { + "date": "2026-01-09", + "equity": 18110.11, + "return_pct": 81.1 + }, + { + "date": "2026-01-12", + "equity": 18138.55, + "return_pct": 81.39 + }, + { + "date": "2026-01-13", + "equity": 18102.28, + "return_pct": 81.02 + }, + { + "date": "2026-01-14", + "equity": 18013.31, + "return_pct": 80.13 + }, + { + "date": "2026-01-15", + "equity": 18062.36, + "return_pct": 80.62 + }, + { + "date": "2026-01-16", + "equity": 18047.23, + "return_pct": 80.47 + }, + { + "date": "2026-01-20", + "equity": 17679.84, + "return_pct": 76.8 + }, + { + "date": "2026-01-21", + "equity": 17883.89, + "return_pct": 78.84 + }, + { + "date": "2026-01-22", + "equity": 17977.3, + "return_pct": 79.77 + }, + { + "date": "2026-01-23", + "equity": 17983.82, + "return_pct": 79.84 + }, + { + "date": "2026-01-26", + "equity": 18075.15, + "return_pct": 80.75 + }, + { + "date": "2026-01-27", + "equity": 18147.16, + "return_pct": 81.47 + }, + { + "date": "2026-01-28", + "equity": 18145.34, + "return_pct": 81.45 + }, + { + "date": "2026-01-29", + "equity": 18109.33, + "return_pct": 81.09 + }, + { + "date": "2026-01-30", + "equity": 18055.32, + "return_pct": 80.55 + }, + { + "date": "2026-02-02", + "equity": 18145.08, + "return_pct": 81.45 + }, + { + "date": "2026-02-03", + "equity": 17991.65, + "return_pct": 79.92 + }, + { + "date": "2026-02-04", + "equity": 17904.5, + "return_pct": 79.05 + }, + { + "date": "2026-02-05", + "equity": 17680.89, + "return_pct": 76.81 + }, + { + "date": "2026-02-06", + "equity": 18020.09, + "return_pct": 80.2 + }, + { + "date": "2026-02-09", + "equity": 18106.98, + "return_pct": 81.07 + }, + { + "date": "2026-02-10", + "equity": 18059.23, + "return_pct": 80.59 + }, + { + "date": "2026-02-11", + "equity": 18055.06, + "return_pct": 80.55 + }, + { + "date": "2026-02-12", + "equity": 17776.13, + "return_pct": 77.76 + }, + { + "date": "2026-02-13", + "equity": 17788.65, + "return_pct": 77.89 + }, + { + "date": "2026-02-17", + "equity": 17817.35, + "return_pct": 78.17 + }, + { + "date": "2026-02-18", + "equity": 17907.11, + "return_pct": 79.07 + }, + { + "date": "2026-02-19", + "equity": 17859.88, + "return_pct": 78.6 + }, + { + "date": "2026-02-20", + "equity": 17989.04, + "return_pct": 79.89 + }, + { + "date": "2026-02-23", + "equity": 17805.35, + "return_pct": 78.05 + }, + { + "date": "2026-02-24", + "equity": 17934.77, + "return_pct": 79.35 + }, + { + "date": "2026-02-25", + "equity": 18086.11, + "return_pct": 80.86 + }, + { + "date": "2026-02-26", + "equity": 17985.65, + "return_pct": 79.86 + }, + { + "date": "2026-02-27", + "equity": 17899.28, + "return_pct": 78.99 + }, + { + "date": "2026-03-02", + "equity": 17909.46, + "return_pct": 79.09 + }, + { + "date": "2026-03-03", + "equity": 17751.6, + "return_pct": 77.52 + }, + { + "date": "2026-03-04", + "equity": 17876.84, + "return_pct": 78.77 + }, + { + "date": "2026-03-05", + "equity": 17777.17, + "return_pct": 77.77 + }, + { + "date": "2026-03-06", + "equity": 17544.16, + "return_pct": 75.44 + }, + { + "date": "2026-03-09", + "equity": 17697.85, + "return_pct": 76.98 + }, + { + "date": "2026-03-10", + "equity": 17669.41, + "return_pct": 76.69 + }, + { + "date": "2026-03-11", + "equity": 17647.23, + "return_pct": 76.47 + }, + { + "date": "2026-03-12", + "equity": 17379.26, + "return_pct": 73.79 + }, + { + "date": "2026-03-13", + "equity": 17280.89, + "return_pct": 72.81 + }, + { + "date": "2026-03-16", + "equity": 17456.75, + "return_pct": 74.57 + }, + { + "date": "2026-03-17", + "equity": 17502.67, + "return_pct": 75.03 + }, + { + "date": "2026-03-18", + "equity": 17258.45, + "return_pct": 72.58 + }, + { + "date": "2026-03-19", + "equity": 17215.92, + "return_pct": 72.16 + }, + { + "date": "2026-03-20", + "equity": 16922.9, + "return_pct": 69.23 + }, + { + "date": "2026-03-23", + "equity": 17100.59, + "return_pct": 71.01 + }, + { + "date": "2026-03-24", + "equity": 17043.18, + "return_pct": 70.43 + }, + { + "date": "2026-03-25", + "equity": 17138.16, + "return_pct": 71.38 + }, + { + "date": "2026-03-26", + "equity": 16832.09, + "return_pct": 68.32 + }, + { + "date": "2026-03-27", + "equity": 16545.08, + "return_pct": 65.45 + }, + { + "date": "2026-03-30", + "equity": 16489.76, + "return_pct": 64.9 + }, + { + "date": "2026-03-31", + "equity": 16969.08, + "return_pct": 69.69 + }, + { + "date": "2026-04-01", + "equity": 17096.93, + "return_pct": 70.97 + }, + { + "date": "2026-04-02", + "equity": 17112.33, + "return_pct": 71.12 + }, + { + "date": "2026-04-06", + "equity": 17193.22, + "return_pct": 71.93 + }, + { + "date": "2026-04-07", + "equity": 17200.78, + "return_pct": 72.01 + }, + { + "date": "2026-04-08", + "equity": 17638.88, + "return_pct": 76.39 + }, + { + "date": "2026-04-09", + "equity": 17740.64, + "return_pct": 77.41 + }, + { + "date": "2026-04-10", + "equity": 17728.9, + "return_pct": 77.29 + }, + { + "date": "2026-04-13", + "equity": 17902.15, + "return_pct": 79.02 + }, + { + "date": "2026-04-14", + "equity": 18120.29, + "return_pct": 81.2 + }, + { + "date": "2026-04-15", + "equity": 18263.27, + "return_pct": 82.63 + }, + { + "date": "2026-04-16", + "equity": 18308.15, + "return_pct": 83.08 + }, + { + "date": "2026-04-17", + "equity": 18529.42, + "return_pct": 85.29 + }, + { + "date": "2026-04-20", + "equity": 18492.37, + "return_pct": 84.92 + }, + { + "date": "2026-04-21", + "equity": 18371.3, + "return_pct": 83.71 + }, + { + "date": "2026-04-22", + "equity": 18557.34, + "return_pct": 85.57 + }, + { + "date": "2026-04-23", + "equity": 18485.32, + "return_pct": 84.85 + }, + { + "date": "2026-04-24", + "equity": 18628.57, + "return_pct": 86.29 + }, + { + "date": "2026-04-27", + "equity": 18660.67, + "return_pct": 86.61 + }, + { + "date": "2026-04-28", + "equity": 18569.86, + "return_pct": 85.7 + }, + { + "date": "2026-04-29", + "equity": 18566.99, + "return_pct": 85.67 + }, + { + "date": "2026-04-30", + "equity": 18751.73, + "return_pct": 87.52 + }, + { + "date": "2026-05-01", + "equity": 18803.65, + "return_pct": 88.04 + }, + { + "date": "2026-05-04", + "equity": 18734.77, + "return_pct": 87.35 + }, + { + "date": "2026-05-05", + "equity": 18885.06, + "return_pct": 88.85 + }, + { + "date": "2026-05-06", + "equity": 19147.55, + "return_pct": 91.48 + }, + { + "date": "2026-05-07", + "equity": 19088.85, + "return_pct": 90.89 + }, + { + "date": "2026-05-08", + "equity": 19246.44, + "return_pct": 92.46 + }, + { + "date": "2026-05-11", + "equity": 19290.28, + "return_pct": 92.9 + }, + { + "date": "2026-05-12", + "equity": 19261.06, + "return_pct": 92.61 + }, + { + "date": "2026-05-13", + "equity": 19368.82, + "return_pct": 93.69 + }, + { + "date": "2026-05-14", + "equity": 19521.72, + "return_pct": 95.22 + }, + { + "date": "2026-05-15", + "equity": 19286.89, + "return_pct": 92.87 + }, + { + "date": "2026-05-18", + "equity": 19273.32, + "return_pct": 92.73 + }, + { + "date": "2026-05-19", + "equity": 19144.94, + "return_pct": 91.45 + }, + { + "date": "2026-05-20", + "equity": 19341.16, + "return_pct": 93.41 + }, + { + "date": "2026-05-21", + "equity": 19379.52, + "return_pct": 93.8 + }, + { + "date": "2026-05-22", + "equity": 19455.71, + "return_pct": 94.56 + }, + { + "date": "2026-05-26", + "equity": 19584.87, + "return_pct": 95.85 + }, + { + "date": "2026-05-27", + "equity": 19581.47, + "return_pct": 95.81 + }, + { + "date": "2026-05-28", + "equity": 19689.5, + "return_pct": 96.89 + }, + { + "date": "2026-05-29", + "equity": 19738.55, + "return_pct": 97.39 + }, + { + "date": "2026-06-01", + "equity": 19792.3, + "return_pct": 97.92 + }, + { + "date": "2026-06-02", + "equity": 19819.18, + "return_pct": 98.19 + }, + { + "date": "2026-06-03", + "equity": 19680.1, + "return_pct": 96.8 + }, + { + "date": "2026-06-04", + "equity": 19754.47, + "return_pct": 97.54 + }, + { + "date": "2026-06-05", + "equity": 19244.62, + "return_pct": 92.45 + }, + { + "date": "2026-06-08", + "equity": 19288.19, + "return_pct": 92.88 + }, + { + "date": "2026-06-09", + "equity": 19231.57, + "return_pct": 92.32 + }, + { + "date": "2026-06-10", + "equity": 18928.38, + "return_pct": 89.28 + }, + { + "date": "2026-06-11", + "equity": 19250.1, + "return_pct": 92.5 + }, + { + "date": "2026-06-12", + "equity": 19354.21, + "return_pct": 93.54 + }, + { + "date": "2026-06-15", + "equity": 19695.5, + "return_pct": 96.95 + }, + { + "date": "2026-06-16", + "equity": 19578.08, + "return_pct": 95.78 + }, + { + "date": "2026-06-17", + "equity": 19333.59, + "return_pct": 93.34 + }, + { + "date": "2026-06-18", + "equity": 19484.41, + "return_pct": 94.84 + }, + { + "date": "2026-06-22", + "equity": 19423.09, + "return_pct": 94.23 + }, + { + "date": "2026-06-23", + "equity": 19141.03, + "return_pct": 91.41 + }, + { + "date": "2026-06-24", + "equity": 19132.16, + "return_pct": 91.32 + }, + { + "date": "2026-06-25", + "equity": 19159.82, + "return_pct": 91.6 + }, + { + "date": "2026-06-26", + "equity": 19021.27, + "return_pct": 90.21 + }, + { + "date": "2026-06-29", + "equity": 19334.64, + "return_pct": 93.35 + }, + { + "date": "2026-06-30", + "equity": 19485.19, + "return_pct": 94.85 + }, + { + "date": "2026-07-01", + "equity": 19458.84, + "return_pct": 94.59 + }, + { + "date": "2026-07-02", + "equity": 19433.27, + "return_pct": 94.33 + } + ] + }, + { + "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", + "ranking_key": "residual_high_vol_blend_80_20_score", + "exit_policy": "hold", + "live_exit_mode": null, + "lookback": "6m", + "lookback_label": "6 months", + "starting_capital": 10000.0, + "final_equity": 13733.17, + "total_return_pct": 37.3, + "cagr_pct": 88.4, + "max_drawdown_pct": 7.7, + "sharpe": 2.99, + "trades": 28, + "win_rate": 42.9, + "avg_trade_pnl": 133.33, + "best_trade_r": 12.87, + "worst_trade_r": -1.79, + "best_trade_pnl": 1337.86, + "worst_trade_pnl": -146.11, + "avg_hold_days": 18.6, + "exit_reasons": { + "stop": 16, + "time": 12 + }, + "skipped_book_full": 0, + "spy_return_pct": 9.2, + "yearly_returns": [ + { + "year": 2025, + "return_pct": 0.0 + }, + { + "year": 2026, + "return_pct": 37.3 + } + ], + "start_date": "2025-12-31", + "end_date": "2026-07-02", + "equity_curve": [ + { + "date": "2025-12-31", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2026-01-02", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2026-01-05", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2026-01-06", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2026-01-07", + "equity": 9990.34, + "return_pct": -0.1 + }, + { + "date": "2026-01-08", + "equity": 10080.4, + "return_pct": 0.8 + }, + { + "date": "2026-01-09", + "equity": 10127.43, + "return_pct": 1.27 + }, + { + "date": "2026-01-12", + "equity": 10331.36, + "return_pct": 3.31 + }, + { + "date": "2026-01-13", + "equity": 10442.31, + "return_pct": 4.42 + }, + { + "date": "2026-01-14", + "equity": 10473.27, + "return_pct": 4.73 + }, + { + "date": "2026-01-15", + "equity": 10541.57, + "return_pct": 5.42 + }, + { + "date": "2026-01-16", + "equity": 10352.95, + "return_pct": 3.53 + }, + { + "date": "2026-01-20", + "equity": 10400.79, + "return_pct": 4.01 + }, + { + "date": "2026-01-21", + "equity": 10634.57, + "return_pct": 6.35 + }, + { + "date": "2026-01-22", + "equity": 10760.71, + "return_pct": 7.61 + }, + { + "date": "2026-01-23", + "equity": 10829.49, + "return_pct": 8.29 + }, + { + "date": "2026-01-26", + "equity": 10863.82, + "return_pct": 8.64 + }, + { + "date": "2026-01-27", + "equity": 10726.81, + "return_pct": 7.27 + }, + { + "date": "2026-01-28", + "equity": 10630.39, + "return_pct": 6.3 + }, + { + "date": "2026-01-29", + "equity": 10579.92, + "return_pct": 5.8 + }, + { + "date": "2026-01-30", + "equity": 10390.42, + "return_pct": 3.9 + }, + { + "date": "2026-02-02", + "equity": 10436.2, + "return_pct": 4.36 + }, + { + "date": "2026-02-03", + "equity": 10810.24, + "return_pct": 8.1 + }, + { + "date": "2026-02-04", + "equity": 10707.46, + "return_pct": 7.07 + }, + { + "date": "2026-02-05", + "equity": 10498.06, + "return_pct": 4.98 + }, + { + "date": "2026-02-06", + "equity": 10659.87, + "return_pct": 6.6 + }, + { + "date": "2026-02-09", + "equity": 10719.6, + "return_pct": 7.2 + }, + { + "date": "2026-02-10", + "equity": 10877.33, + "return_pct": 8.77 + }, + { + "date": "2026-02-11", + "equity": 11013.98, + "return_pct": 10.14 + }, + { + "date": "2026-02-12", + "equity": 10793.13, + "return_pct": 7.93 + }, + { + "date": "2026-02-13", + "equity": 11001.93, + "return_pct": 10.02 + }, + { + "date": "2026-02-17", + "equity": 10974.3, + "return_pct": 9.74 + }, + { + "date": "2026-02-18", + "equity": 11069.4, + "return_pct": 10.69 + }, + { + "date": "2026-02-19", + "equity": 11082.3, + "return_pct": 10.82 + }, + { + "date": "2026-02-20", + "equity": 11039.63, + "return_pct": 10.4 + }, + { + "date": "2026-02-23", + "equity": 10976.93, + "return_pct": 9.77 + }, + { + "date": "2026-02-24", + "equity": 11008.79, + "return_pct": 10.09 + }, + { + "date": "2026-02-25", + "equity": 10890.17, + "return_pct": 8.9 + }, + { + "date": "2026-02-26", + "equity": 10842.53, + "return_pct": 8.43 + }, + { + "date": "2026-02-27", + "equity": 11056.65, + "return_pct": 10.57 + }, + { + "date": "2026-03-02", + "equity": 10578.82, + "return_pct": 5.79 + }, + { + "date": "2026-03-03", + "equity": 10408.6, + "return_pct": 4.09 + }, + { + "date": "2026-03-04", + "equity": 10395.97, + "return_pct": 3.96 + }, + { + "date": "2026-03-05", + "equity": 10342.29, + "return_pct": 3.42 + }, + { + "date": "2026-03-06", + "equity": 10326.88, + "return_pct": 3.27 + }, + { + "date": "2026-03-09", + "equity": 10336.02, + "return_pct": 3.36 + }, + { + "date": "2026-03-10", + "equity": 10336.92, + "return_pct": 3.37 + }, + { + "date": "2026-03-11", + "equity": 10387.85, + "return_pct": 3.88 + }, + { + "date": "2026-03-12", + "equity": 10459.03, + "return_pct": 4.59 + }, + { + "date": "2026-03-13", + "equity": 10419.5, + "return_pct": 4.19 + }, + { + "date": "2026-03-16", + "equity": 10395.18, + "return_pct": 3.95 + }, + { + "date": "2026-03-17", + "equity": 10460.69, + "return_pct": 4.61 + }, + { + "date": "2026-03-18", + "equity": 10399.53, + "return_pct": 4.0 + }, + { + "date": "2026-03-19", + "equity": 10352.79, + "return_pct": 3.53 + }, + { + "date": "2026-03-20", + "equity": 10228.08, + "return_pct": 2.28 + }, + { + "date": "2026-03-23", + "equity": 10377.41, + "return_pct": 3.77 + }, + { + "date": "2026-03-24", + "equity": 10435.9, + "return_pct": 4.36 + }, + { + "date": "2026-03-25", + "equity": 10444.66, + "return_pct": 4.45 + }, + { + "date": "2026-03-26", + "equity": 10400.82, + "return_pct": 4.01 + }, + { + "date": "2026-03-27", + "equity": 10376.06, + "return_pct": 3.76 + }, + { + "date": "2026-03-30", + "equity": 10333.9, + "return_pct": 3.34 + }, + { + "date": "2026-03-31", + "equity": 10402.48, + "return_pct": 4.02 + }, + { + "date": "2026-04-01", + "equity": 10401.61, + "return_pct": 4.02 + }, + { + "date": "2026-04-02", + "equity": 10449.63, + "return_pct": 4.5 + }, + { + "date": "2026-04-06", + "equity": 10423.93, + "return_pct": 4.24 + }, + { + "date": "2026-04-07", + "equity": 10476.7, + "return_pct": 4.77 + }, + { + "date": "2026-04-08", + "equity": 10920.6, + "return_pct": 9.21 + }, + { + "date": "2026-04-09", + "equity": 11047.22, + "return_pct": 10.47 + }, + { + "date": "2026-04-10", + "equity": 11155.08, + "return_pct": 11.55 + }, + { + "date": "2026-04-13", + "equity": 11198.6, + "return_pct": 11.99 + }, + { + "date": "2026-04-14", + "equity": 11411.65, + "return_pct": 14.12 + }, + { + "date": "2026-04-15", + "equity": 11390.23, + "return_pct": 13.9 + }, + { + "date": "2026-04-16", + "equity": 11501.04, + "return_pct": 15.01 + }, + { + "date": "2026-04-17", + "equity": 11684.2, + "return_pct": 16.84 + }, + { + "date": "2026-04-20", + "equity": 11675.57, + "return_pct": 16.76 + }, + { + "date": "2026-04-21", + "equity": 11643.4, + "return_pct": 16.43 + }, + { + "date": "2026-04-22", + "equity": 11787.56, + "return_pct": 17.88 + }, + { + "date": "2026-04-23", + "equity": 11862.76, + "return_pct": 18.63 + }, + { + "date": "2026-04-24", + "equity": 12304.39, + "return_pct": 23.04 + }, + { + "date": "2026-04-27", + "equity": 12337.45, + "return_pct": 23.37 + }, + { + "date": "2026-04-28", + "equity": 12094.4, + "return_pct": 20.94 + }, + { + "date": "2026-04-29", + "equity": 12431.02, + "return_pct": 24.31 + }, + { + "date": "2026-04-30", + "equity": 12869.1, + "return_pct": 28.69 + }, + { + "date": "2026-05-01", + "equity": 12842.96, + "return_pct": 28.43 + }, + { + "date": "2026-05-04", + "equity": 12662.96, + "return_pct": 26.63 + }, + { + "date": "2026-05-05", + "equity": 12898.52, + "return_pct": 28.99 + }, + { + "date": "2026-05-06", + "equity": 13761.2, + "return_pct": 37.61 + }, + { + "date": "2026-05-07", + "equity": 13569.46, + "return_pct": 35.69 + }, + { + "date": "2026-05-08", + "equity": 13940.0, + "return_pct": 39.4 + }, + { + "date": "2026-05-11", + "equity": 14054.48, + "return_pct": 40.54 + }, + { + "date": "2026-05-12", + "equity": 13989.57, + "return_pct": 39.9 + }, + { + "date": "2026-05-13", + "equity": 14122.78, + "return_pct": 41.23 + }, + { + "date": "2026-05-14", + "equity": 14353.7, + "return_pct": 43.54 + }, + { + "date": "2026-05-15", + "equity": 13846.05, + "return_pct": 38.46 + }, + { + "date": "2026-05-18", + "equity": 13586.37, + "return_pct": 35.86 + }, + { + "date": "2026-05-19", + "equity": 13516.65, + "return_pct": 35.17 + }, + { + "date": "2026-05-20", + "equity": 13305.82, + "return_pct": 33.06 + }, + { + "date": "2026-05-21", + "equity": 13306.28, + "return_pct": 33.06 + }, + { + "date": "2026-05-22", + "equity": 13584.55, + "return_pct": 35.85 + }, + { + "date": "2026-05-26", + "equity": 13465.25, + "return_pct": 34.65 + }, + { + "date": "2026-05-27", + "equity": 13529.67, + "return_pct": 35.3 + }, + { + "date": "2026-05-28", + "equity": 13532.08, + "return_pct": 35.32 + }, + { + "date": "2026-05-29", + "equity": 13515.75, + "return_pct": 35.16 + }, + { + "date": "2026-06-01", + "equity": 13386.38, + "return_pct": 33.86 + }, + { + "date": "2026-06-02", + "equity": 13471.21, + "return_pct": 34.71 + }, + { + "date": "2026-06-03", + "equity": 13577.03, + "return_pct": 35.77 + }, + { + "date": "2026-06-04", + "equity": 13581.77, + "return_pct": 35.82 + }, + { + "date": "2026-06-05", + "equity": 13542.11, + "return_pct": 35.42 + }, + { + "date": "2026-06-08", + "equity": 13501.17, + "return_pct": 35.01 + }, + { + "date": "2026-06-09", + "equity": 13584.16, + "return_pct": 35.84 + }, + { + "date": "2026-06-10", + "equity": 13506.71, + "return_pct": 35.07 + }, + { + "date": "2026-06-11", + "equity": 13602.32, + "return_pct": 36.02 + }, + { + "date": "2026-06-12", + "equity": 13601.03, + "return_pct": 36.01 + }, + { + "date": "2026-06-15", + "equity": 13585.19, + "return_pct": 35.85 + }, + { + "date": "2026-06-16", + "equity": 13535.99, + "return_pct": 35.36 + }, + { + "date": "2026-06-17", + "equity": 13579.34, + "return_pct": 35.79 + }, + { + "date": "2026-06-18", + "equity": 13549.73, + "return_pct": 35.5 + }, + { + "date": "2026-06-22", + "equity": 13594.07, + "return_pct": 35.94 + }, + { + "date": "2026-06-23", + "equity": 13558.37, + "return_pct": 35.58 + }, + { + "date": "2026-06-24", + "equity": 13592.37, + "return_pct": 35.92 + }, + { + "date": "2026-06-25", + "equity": 13625.94, + "return_pct": 36.26 + }, + { + "date": "2026-06-26", + "equity": 13825.24, + "return_pct": 38.25 + }, + { + "date": "2026-06-29", + "equity": 13831.33, + "return_pct": 38.31 + }, + { + "date": "2026-06-30", + "equity": 13825.66, + "return_pct": 38.26 + }, + { + "date": "2026-07-01", + "equity": 13733.17, + "return_pct": 37.33 + }, + { + "date": "2026-07-02", + "equity": 13733.17, + "return_pct": 37.33 + } + ], + "benchmark_curve": [ + { + "date": "2025-12-31", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2026-01-02", + "equity": 10018.33, + "return_pct": 0.18 + }, + { + "date": "2026-01-05", + "equity": 10085.05, + "return_pct": 0.85 + }, + { + "date": "2026-01-06", + "equity": 10145.03, + "return_pct": 1.45 + }, + { + "date": "2026-01-07", + "equity": 10112.33, + "return_pct": 1.12 + }, + { + "date": "2026-01-08", + "equity": 10111.3, + "return_pct": 1.11 + }, + { + "date": "2026-01-09", + "equity": 10178.17, + "return_pct": 1.78 + }, + { + "date": "2026-01-12", + "equity": 10194.16, + "return_pct": 1.94 + }, + { + "date": "2026-01-13", + "equity": 10173.77, + "return_pct": 1.74 + }, + { + "date": "2026-01-14", + "equity": 10123.77, + "return_pct": 1.24 + }, + { + "date": "2026-01-15", + "equity": 10151.34, + "return_pct": 1.51 + }, + { + "date": "2026-01-16", + "equity": 10142.83, + "return_pct": 1.43 + }, + { + "date": "2026-01-20", + "equity": 9936.36, + "return_pct": -0.64 + }, + { + "date": "2026-01-21", + "equity": 10051.03, + "return_pct": 0.51 + }, + { + "date": "2026-01-22", + "equity": 10103.53, + "return_pct": 1.04 + }, + { + "date": "2026-01-23", + "equity": 10107.2, + "return_pct": 1.07 + }, + { + "date": "2026-01-26", + "equity": 10158.52, + "return_pct": 1.59 + }, + { + "date": "2026-01-27", + "equity": 10199.0, + "return_pct": 1.99 + }, + { + "date": "2026-01-28", + "equity": 10197.97, + "return_pct": 1.98 + }, + { + "date": "2026-01-29", + "equity": 10177.73, + "return_pct": 1.78 + }, + { + "date": "2026-01-30", + "equity": 10147.38, + "return_pct": 1.47 + }, + { + "date": "2026-02-02", + "equity": 10197.82, + "return_pct": 1.98 + }, + { + "date": "2026-02-03", + "equity": 10111.6, + "return_pct": 1.12 + }, + { + "date": "2026-02-04", + "equity": 10062.62, + "return_pct": 0.63 + }, + { + "date": "2026-02-05", + "equity": 9936.94, + "return_pct": -0.63 + }, + { + "date": "2026-02-06", + "equity": 10127.58, + "return_pct": 1.28 + }, + { + "date": "2026-02-09", + "equity": 10176.41, + "return_pct": 1.76 + }, + { + "date": "2026-02-10", + "equity": 10149.58, + "return_pct": 1.5 + }, + { + "date": "2026-02-11", + "equity": 10147.23, + "return_pct": 1.47 + }, + { + "date": "2026-02-12", + "equity": 9990.47, + "return_pct": -0.1 + }, + { + "date": "2026-02-13", + "equity": 9997.51, + "return_pct": -0.02 + }, + { + "date": "2026-02-17", + "equity": 10013.64, + "return_pct": 0.14 + }, + { + "date": "2026-02-18", + "equity": 10064.08, + "return_pct": 0.64 + }, + { + "date": "2026-02-19", + "equity": 10037.54, + "return_pct": 0.38 + }, + { + "date": "2026-02-20", + "equity": 10110.13, + "return_pct": 1.1 + }, + { + "date": "2026-02-23", + "equity": 10006.89, + "return_pct": 0.07 + }, + { + "date": "2026-02-24", + "equity": 10079.63, + "return_pct": 0.8 + }, + { + "date": "2026-02-25", + "equity": 10164.68, + "return_pct": 1.65 + }, + { + "date": "2026-02-26", + "equity": 10108.22, + "return_pct": 1.08 + }, + { + "date": "2026-02-27", + "equity": 10059.68, + "return_pct": 0.6 + }, + { + "date": "2026-03-02", + "equity": 10065.4, + "return_pct": 0.65 + }, + { + "date": "2026-03-03", + "equity": 9976.68, + "return_pct": -0.23 + }, + { + "date": "2026-03-04", + "equity": 10047.07, + "return_pct": 0.47 + }, + { + "date": "2026-03-05", + "equity": 9991.05, + "return_pct": -0.09 + }, + { + "date": "2026-03-06", + "equity": 9860.1, + "return_pct": -1.4 + }, + { + "date": "2026-03-09", + "equity": 9946.47, + "return_pct": -0.54 + }, + { + "date": "2026-03-10", + "equity": 9930.49, + "return_pct": -0.7 + }, + { + "date": "2026-03-11", + "equity": 9918.03, + "return_pct": -0.82 + }, + { + "date": "2026-03-12", + "equity": 9767.42, + "return_pct": -2.33 + }, + { + "date": "2026-03-13", + "equity": 9712.14, + "return_pct": -2.88 + }, + { + "date": "2026-03-16", + "equity": 9810.97, + "return_pct": -1.89 + }, + { + "date": "2026-03-17", + "equity": 9836.78, + "return_pct": -1.63 + }, + { + "date": "2026-03-18", + "equity": 9699.52, + "return_pct": -3.0 + }, + { + "date": "2026-03-19", + "equity": 9675.62, + "return_pct": -3.24 + }, + { + "date": "2026-03-20", + "equity": 9510.94, + "return_pct": -4.89 + }, + { + "date": "2026-03-23", + "equity": 9610.8, + "return_pct": -3.89 + }, + { + "date": "2026-03-24", + "equity": 9578.54, + "return_pct": -4.21 + }, + { + "date": "2026-03-25", + "equity": 9631.92, + "return_pct": -3.68 + }, + { + "date": "2026-03-26", + "equity": 9459.91, + "return_pct": -5.4 + }, + { + "date": "2026-03-27", + "equity": 9298.6, + "return_pct": -7.01 + }, + { + "date": "2026-03-30", + "equity": 9267.51, + "return_pct": -7.32 + }, + { + "date": "2026-03-31", + "equity": 9536.9, + "return_pct": -4.63 + }, + { + "date": "2026-04-01", + "equity": 9608.75, + "return_pct": -3.91 + }, + { + "date": "2026-04-02", + "equity": 9617.4, + "return_pct": -3.83 + }, + { + "date": "2026-04-06", + "equity": 9662.86, + "return_pct": -3.37 + }, + { + "date": "2026-04-07", + "equity": 9667.12, + "return_pct": -3.33 + }, + { + "date": "2026-04-08", + "equity": 9913.33, + "return_pct": -0.87 + }, + { + "date": "2026-04-09", + "equity": 9970.52, + "return_pct": -0.29 + }, + { + "date": "2026-04-10", + "equity": 9963.93, + "return_pct": -0.36 + }, + { + "date": "2026-04-13", + "equity": 10061.3, + "return_pct": 0.61 + }, + { + "date": "2026-04-14", + "equity": 10183.89, + "return_pct": 1.84 + }, + { + "date": "2026-04-15", + "equity": 10264.25, + "return_pct": 2.64 + }, + { + "date": "2026-04-16", + "equity": 10289.48, + "return_pct": 2.89 + }, + { + "date": "2026-04-17", + "equity": 10413.83, + "return_pct": 4.14 + }, + { + "date": "2026-04-20", + "equity": 10393.01, + "return_pct": 3.93 + }, + { + "date": "2026-04-21", + "equity": 10324.96, + "return_pct": 3.25 + }, + { + "date": "2026-04-22", + "equity": 10429.52, + "return_pct": 4.3 + }, + { + "date": "2026-04-23", + "equity": 10389.05, + "return_pct": 3.89 + }, + { + "date": "2026-04-24", + "equity": 10469.56, + "return_pct": 4.7 + }, + { + "date": "2026-04-27", + "equity": 10487.59, + "return_pct": 4.88 + }, + { + "date": "2026-04-28", + "equity": 10436.56, + "return_pct": 4.37 + }, + { + "date": "2026-04-29", + "equity": 10434.95, + "return_pct": 4.35 + }, + { + "date": "2026-04-30", + "equity": 10538.77, + "return_pct": 5.39 + }, + { + "date": "2026-05-01", + "equity": 10567.96, + "return_pct": 5.68 + }, + { + "date": "2026-05-04", + "equity": 10529.24, + "return_pct": 5.29 + }, + { + "date": "2026-05-05", + "equity": 10613.71, + "return_pct": 6.14 + }, + { + "date": "2026-05-06", + "equity": 10761.23, + "return_pct": 7.61 + }, + { + "date": "2026-05-07", + "equity": 10728.24, + "return_pct": 7.28 + }, + { + "date": "2026-05-08", + "equity": 10816.81, + "return_pct": 8.17 + }, + { + "date": "2026-05-11", + "equity": 10841.45, + "return_pct": 8.41 + }, + { + "date": "2026-05-12", + "equity": 10825.02, + "return_pct": 8.25 + }, + { + "date": "2026-05-13", + "equity": 10885.59, + "return_pct": 8.86 + }, + { + "date": "2026-05-14", + "equity": 10971.52, + "return_pct": 9.72 + }, + { + "date": "2026-05-15", + "equity": 10839.54, + "return_pct": 8.4 + }, + { + "date": "2026-05-18", + "equity": 10831.92, + "return_pct": 8.32 + }, + { + "date": "2026-05-19", + "equity": 10759.77, + "return_pct": 7.6 + }, + { + "date": "2026-05-20", + "equity": 10870.04, + "return_pct": 8.7 + }, + { + "date": "2026-05-21", + "equity": 10891.6, + "return_pct": 8.92 + }, + { + "date": "2026-05-22", + "equity": 10934.42, + "return_pct": 9.34 + }, + { + "date": "2026-05-26", + "equity": 11007.01, + "return_pct": 10.07 + }, + { + "date": "2026-05-27", + "equity": 11005.1, + "return_pct": 10.05 + }, + { + "date": "2026-05-28", + "equity": 11065.81, + "return_pct": 10.66 + }, + { + "date": "2026-05-29", + "equity": 11093.38, + "return_pct": 10.93 + }, + { + "date": "2026-06-01", + "equity": 11123.59, + "return_pct": 11.24 + }, + { + "date": "2026-06-02", + "equity": 11138.7, + "return_pct": 11.39 + }, + { + "date": "2026-06-03", + "equity": 11060.53, + "return_pct": 10.61 + }, + { + "date": "2026-06-04", + "equity": 11102.33, + "return_pct": 11.02 + }, + { + "date": "2026-06-05", + "equity": 10815.78, + "return_pct": 8.16 + }, + { + "date": "2026-06-08", + "equity": 10840.27, + "return_pct": 8.4 + }, + { + "date": "2026-06-09", + "equity": 10808.45, + "return_pct": 8.08 + }, + { + "date": "2026-06-10", + "equity": 10638.05, + "return_pct": 6.38 + }, + { + "date": "2026-06-11", + "equity": 10818.86, + "return_pct": 8.19 + }, + { + "date": "2026-06-12", + "equity": 10877.38, + "return_pct": 8.77 + }, + { + "date": "2026-06-15", + "equity": 11069.19, + "return_pct": 10.69 + }, + { + "date": "2026-06-16", + "equity": 11003.2, + "return_pct": 10.03 + }, + { + "date": "2026-06-17", + "equity": 10865.79, + "return_pct": 8.66 + }, + { + "date": "2026-06-18", + "equity": 10950.55, + "return_pct": 9.51 + }, + { + "date": "2026-06-22", + "equity": 10916.09, + "return_pct": 9.16 + }, + { + "date": "2026-06-23", + "equity": 10757.57, + "return_pct": 7.58 + }, + { + "date": "2026-06-24", + "equity": 10752.58, + "return_pct": 7.53 + }, + { + "date": "2026-06-25", + "equity": 10768.13, + "return_pct": 7.68 + }, + { + "date": "2026-06-26", + "equity": 10690.26, + "return_pct": 6.9 + }, + { + "date": "2026-06-29", + "equity": 10866.38, + "return_pct": 8.66 + }, + { + "date": "2026-06-30", + "equity": 10950.99, + "return_pct": 9.51 + }, + { + "date": "2026-07-01", + "equity": 10936.18, + "return_pct": 9.36 + }, + { + "date": "2026-07-02", + "equity": 10921.81, + "return_pct": 9.22 + } + ] + }, + { + "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", + "ranking_key": "residual_high_vol_blend_80_20_score", + "exit_policy": "hold", + "live_exit_mode": null, + "lookback": "1y", + "lookback_label": "1 year", + "starting_capital": 10000.0, + "final_equity": 16496.29, + "total_return_pct": 65.0, + "cagr_pct": 65.0, + "max_drawdown_pct": 11.4, + "sharpe": 2.32, + "trades": 67, + "win_rate": 41.8, + "avg_trade_pnl": 96.96, + "best_trade_r": 12.87, + "worst_trade_r": -2.68, + "best_trade_pnl": 1606.95, + "worst_trade_pnl": -175.5, + "avg_hold_days": 18.5, + "exit_reasons": { + "stop": 36, + "time": 31 + }, + "skipped_book_full": 0, + "spy_return_pct": 20.0, + "yearly_returns": [ + { + "year": 2025, + "return_pct": 21.7 + }, + { + "year": 2026, + "return_pct": 35.6 + } + ], + "start_date": "2025-07-02", + "end_date": "2026-07-02", + "equity_curve": [ + { + "date": "2025-07-02", + "equity": 9998.0, + "return_pct": 0.0 + }, + { + "date": "2025-07-03", + "equity": 9992.67, + "return_pct": -0.05 + }, + { + "date": "2025-07-07", + "equity": 10001.33, + "return_pct": 0.03 + }, + { + "date": "2025-07-08", + "equity": 9917.68, + "return_pct": -0.8 + }, + { + "date": "2025-07-09", + "equity": 9917.68, + "return_pct": -0.8 + }, + { + "date": "2025-07-10", + "equity": 9907.77, + "return_pct": -0.9 + }, + { + "date": "2025-07-11", + "equity": 9946.33, + "return_pct": -0.52 + }, + { + "date": "2025-07-14", + "equity": 10085.33, + "return_pct": 0.87 + }, + { + "date": "2025-07-15", + "equity": 10114.28, + "return_pct": 1.16 + }, + { + "date": "2025-07-16", + "equity": 10193.45, + "return_pct": 1.95 + }, + { + "date": "2025-07-17", + "equity": 10271.09, + "return_pct": 2.73 + }, + { + "date": "2025-07-18", + "equity": 10207.34, + "return_pct": 2.09 + }, + { + "date": "2025-07-21", + "equity": 10256.23, + "return_pct": 2.58 + }, + { + "date": "2025-07-22", + "equity": 10069.4, + "return_pct": 0.71 + }, + { + "date": "2025-07-23", + "equity": 10195.13, + "return_pct": 1.97 + }, + { + "date": "2025-07-24", + "equity": 10221.79, + "return_pct": 2.24 + }, + { + "date": "2025-07-25", + "equity": 10293.54, + "return_pct": 2.96 + }, + { + "date": "2025-07-28", + "equity": 10412.82, + "return_pct": 4.15 + }, + { + "date": "2025-07-29", + "equity": 10384.57, + "return_pct": 3.87 + }, + { + "date": "2025-07-30", + "equity": 10429.52, + "return_pct": 4.32 + }, + { + "date": "2025-07-31", + "equity": 10498.41, + "return_pct": 5.01 + }, + { + "date": "2025-08-01", + "equity": 10184.43, + "return_pct": 1.86 + }, + { + "date": "2025-08-04", + "equity": 10463.0, + "return_pct": 4.65 + }, + { + "date": "2025-08-05", + "equity": 10571.14, + "return_pct": 5.73 + }, + { + "date": "2025-08-06", + "equity": 10628.43, + "return_pct": 6.31 + }, + { + "date": "2025-08-07", + "equity": 10891.29, + "return_pct": 8.93 + }, + { + "date": "2025-08-08", + "equity": 10967.62, + "return_pct": 9.7 + }, + { + "date": "2025-08-11", + "equity": 10879.25, + "return_pct": 8.81 + }, + { + "date": "2025-08-12", + "equity": 10961.42, + "return_pct": 9.64 + }, + { + "date": "2025-08-13", + "equity": 10821.74, + "return_pct": 8.24 + }, + { + "date": "2025-08-14", + "equity": 10532.85, + "return_pct": 5.35 + }, + { + "date": "2025-08-15", + "equity": 10535.43, + "return_pct": 5.38 + }, + { + "date": "2025-08-18", + "equity": 10689.96, + "return_pct": 6.92 + }, + { + "date": "2025-08-19", + "equity": 10494.87, + "return_pct": 4.97 + }, + { + "date": "2025-08-20", + "equity": 10370.74, + "return_pct": 3.73 + }, + { + "date": "2025-08-21", + "equity": 10432.55, + "return_pct": 4.35 + }, + { + "date": "2025-08-22", + "equity": 10716.43, + "return_pct": 7.19 + }, + { + "date": "2025-08-25", + "equity": 10802.39, + "return_pct": 8.05 + }, + { + "date": "2025-08-26", + "equity": 10943.28, + "return_pct": 9.45 + }, + { + "date": "2025-08-27", + "equity": 10993.28, + "return_pct": 9.95 + }, + { + "date": "2025-08-28", + "equity": 11178.84, + "return_pct": 11.81 + }, + { + "date": "2025-08-29", + "equity": 10978.55, + "return_pct": 9.81 + }, + { + "date": "2025-09-02", + "equity": 10900.6, + "return_pct": 9.03 + }, + { + "date": "2025-09-03", + "equity": 10878.0, + "return_pct": 8.8 + }, + { + "date": "2025-09-04", + "equity": 10825.91, + "return_pct": 8.28 + }, + { + "date": "2025-09-05", + "equity": 10797.71, + "return_pct": 8.0 + }, + { + "date": "2025-09-08", + "equity": 10830.58, + "return_pct": 8.33 + }, + { + "date": "2025-09-09", + "equity": 10766.5, + "return_pct": 7.69 + }, + { + "date": "2025-09-10", + "equity": 10837.45, + "return_pct": 8.4 + }, + { + "date": "2025-09-11", + "equity": 11016.37, + "return_pct": 10.19 + }, + { + "date": "2025-09-12", + "equity": 11064.69, + "return_pct": 10.67 + }, + { + "date": "2025-09-15", + "equity": 11165.12, + "return_pct": 11.67 + }, + { + "date": "2025-09-16", + "equity": 11167.67, + "return_pct": 11.7 + }, + { + "date": "2025-09-17", + "equity": 11226.63, + "return_pct": 12.29 + }, + { + "date": "2025-09-18", + "equity": 11424.02, + "return_pct": 14.26 + }, + { + "date": "2025-09-19", + "equity": 11545.09, + "return_pct": 15.47 + }, + { + "date": "2025-09-22", + "equity": 11487.51, + "return_pct": 14.9 + }, + { + "date": "2025-09-23", + "equity": 11419.15, + "return_pct": 14.21 + }, + { + "date": "2025-09-24", + "equity": 11395.67, + "return_pct": 13.98 + }, + { + "date": "2025-09-25", + "equity": 11159.37, + "return_pct": 11.62 + }, + { + "date": "2025-09-26", + "equity": 11320.41, + "return_pct": 13.23 + }, + { + "date": "2025-09-29", + "equity": 11492.25, + "return_pct": 14.95 + }, + { + "date": "2025-09-30", + "equity": 11528.26, + "return_pct": 15.31 + }, + { + "date": "2025-10-01", + "equity": 11837.75, + "return_pct": 18.4 + }, + { + "date": "2025-10-02", + "equity": 11866.23, + "return_pct": 18.69 + }, + { + "date": "2025-10-03", + "equity": 11871.47, + "return_pct": 18.74 + }, + { + "date": "2025-10-06", + "equity": 12184.45, + "return_pct": 21.87 + }, + { + "date": "2025-10-07", + "equity": 12019.22, + "return_pct": 20.22 + }, + { + "date": "2025-10-08", + "equity": 12221.08, + "return_pct": 22.24 + }, + { + "date": "2025-10-09", + "equity": 12071.05, + "return_pct": 20.73 + }, + { + "date": "2025-10-10", + "equity": 11559.79, + "return_pct": 15.62 + }, + { + "date": "2025-10-13", + "equity": 11840.3, + "return_pct": 18.43 + }, + { + "date": "2025-10-14", + "equity": 11623.02, + "return_pct": 16.25 + }, + { + "date": "2025-10-15", + "equity": 11723.03, + "return_pct": 17.25 + }, + { + "date": "2025-10-16", + "equity": 11721.88, + "return_pct": 17.24 + }, + { + "date": "2025-10-17", + "equity": 11692.14, + "return_pct": 16.94 + }, + { + "date": "2025-10-20", + "equity": 11780.72, + "return_pct": 17.83 + }, + { + "date": "2025-10-21", + "equity": 11625.31, + "return_pct": 16.28 + }, + { + "date": "2025-10-22", + "equity": 11397.19, + "return_pct": 13.99 + }, + { + "date": "2025-10-23", + "equity": 11233.15, + "return_pct": 12.35 + }, + { + "date": "2025-10-24", + "equity": 11313.25, + "return_pct": 13.16 + }, + { + "date": "2025-10-27", + "equity": 11480.12, + "return_pct": 14.82 + }, + { + "date": "2025-10-28", + "equity": 11384.49, + "return_pct": 13.87 + }, + { + "date": "2025-10-29", + "equity": 11332.71, + "return_pct": 13.35 + }, + { + "date": "2025-10-30", + "equity": 11082.62, + "return_pct": 10.85 + }, + { + "date": "2025-10-31", + "equity": 11514.2, + "return_pct": 15.17 + }, + { + "date": "2025-11-03", + "equity": 11466.1, + "return_pct": 14.68 + }, + { + "date": "2025-11-04", + "equity": 11494.14, + "return_pct": 14.96 + }, + { + "date": "2025-11-05", + "equity": 11698.03, + "return_pct": 17.0 + }, + { + "date": "2025-11-06", + "equity": 11564.68, + "return_pct": 15.67 + }, + { + "date": "2025-11-07", + "equity": 11650.94, + "return_pct": 16.53 + }, + { + "date": "2025-11-10", + "equity": 11739.24, + "return_pct": 17.42 + }, + { + "date": "2025-11-11", + "equity": 11584.26, + "return_pct": 15.87 + }, + { + "date": "2025-11-12", + "equity": 11551.62, + "return_pct": 15.54 + }, + { + "date": "2025-11-13", + "equity": 11296.02, + "return_pct": 12.98 + }, + { + "date": "2025-11-14", + "equity": 11309.3, + "return_pct": 13.12 + }, + { + "date": "2025-11-17", + "equity": 11238.26, + "return_pct": 12.41 + }, + { + "date": "2025-11-18", + "equity": 11265.54, + "return_pct": 12.68 + }, + { + "date": "2025-11-19", + "equity": 11106.47, + "return_pct": 11.09 + }, + { + "date": "2025-11-20", + "equity": 11010.94, + "return_pct": 10.13 + }, + { + "date": "2025-11-21", + "equity": 11141.25, + "return_pct": 11.43 + }, + { + "date": "2025-11-24", + "equity": 11153.96, + "return_pct": 11.56 + }, + { + "date": "2025-11-25", + "equity": 11290.03, + "return_pct": 12.92 + }, + { + "date": "2025-11-26", + "equity": 11552.15, + "return_pct": 15.54 + }, + { + "date": "2025-11-28", + "equity": 11592.05, + "return_pct": 15.94 + }, + { + "date": "2025-12-01", + "equity": 11484.3, + "return_pct": 14.87 + }, + { + "date": "2025-12-02", + "equity": 11484.51, + "return_pct": 14.87 + }, + { + "date": "2025-12-03", + "equity": 11487.31, + "return_pct": 14.9 + }, + { + "date": "2025-12-04", + "equity": 11885.01, + "return_pct": 18.87 + }, + { + "date": "2025-12-05", + "equity": 12318.67, + "return_pct": 23.21 + }, + { + "date": "2025-12-08", + "equity": 12176.72, + "return_pct": 21.79 + }, + { + "date": "2025-12-09", + "equity": 12235.23, + "return_pct": 22.38 + }, + { + "date": "2025-12-10", + "equity": 12337.32, + "return_pct": 23.4 + }, + { + "date": "2025-12-11", + "equity": 12525.93, + "return_pct": 25.28 + }, + { + "date": "2025-12-12", + "equity": 12488.14, + "return_pct": 24.91 + }, + { + "date": "2025-12-15", + "equity": 12462.93, + "return_pct": 24.65 + }, + { + "date": "2025-12-16", + "equity": 12496.32, + "return_pct": 24.99 + }, + { + "date": "2025-12-17", + "equity": 12382.33, + "return_pct": 23.85 + }, + { + "date": "2025-12-18", + "equity": 12330.25, + "return_pct": 23.33 + }, + { + "date": "2025-12-19", + "equity": 12381.02, + "return_pct": 23.83 + }, + { + "date": "2025-12-22", + "equity": 12360.61, + "return_pct": 23.63 + }, + { + "date": "2025-12-23", + "equity": 12257.58, + "return_pct": 22.6 + }, + { + "date": "2025-12-24", + "equity": 12378.98, + "return_pct": 23.81 + }, + { + "date": "2025-12-26", + "equity": 12453.06, + "return_pct": 24.56 + }, + { + "date": "2025-12-29", + "equity": 12383.66, + "return_pct": 23.86 + }, + { + "date": "2025-12-30", + "equity": 12306.13, + "return_pct": 23.09 + }, + { + "date": "2025-12-31", + "equity": 12169.17, + "return_pct": 21.72 + }, + { + "date": "2026-01-02", + "equity": 12417.99, + "return_pct": 24.2 + }, + { + "date": "2026-01-05", + "equity": 12525.96, + "return_pct": 25.28 + }, + { + "date": "2026-01-06", + "equity": 12893.39, + "return_pct": 28.96 + }, + { + "date": "2026-01-07", + "equity": 12857.78, + "return_pct": 28.6 + }, + { + "date": "2026-01-08", + "equity": 13007.95, + "return_pct": 30.11 + }, + { + "date": "2026-01-09", + "equity": 13057.54, + "return_pct": 30.6 + }, + { + "date": "2026-01-12", + "equity": 13394.09, + "return_pct": 33.97 + }, + { + "date": "2026-01-13", + "equity": 13549.02, + "return_pct": 35.52 + }, + { + "date": "2026-01-14", + "equity": 13653.96, + "return_pct": 36.57 + }, + { + "date": "2026-01-15", + "equity": 13712.31, + "return_pct": 37.15 + }, + { + "date": "2026-01-16", + "equity": 13578.41, + "return_pct": 35.81 + }, + { + "date": "2026-01-20", + "equity": 13436.7, + "return_pct": 34.39 + }, + { + "date": "2026-01-21", + "equity": 13851.85, + "return_pct": 38.55 + }, + { + "date": "2026-01-22", + "equity": 13890.83, + "return_pct": 38.94 + }, + { + "date": "2026-01-23", + "equity": 14082.9, + "return_pct": 40.86 + }, + { + "date": "2026-01-26", + "equity": 14044.31, + "return_pct": 40.47 + }, + { + "date": "2026-01-27", + "equity": 14048.35, + "return_pct": 40.51 + }, + { + "date": "2026-01-28", + "equity": 13884.91, + "return_pct": 38.88 + }, + { + "date": "2026-01-29", + "equity": 13743.29, + "return_pct": 37.46 + }, + { + "date": "2026-01-30", + "equity": 13361.53, + "return_pct": 33.64 + }, + { + "date": "2026-02-02", + "equity": 13439.97, + "return_pct": 34.43 + }, + { + "date": "2026-02-03", + "equity": 13828.07, + "return_pct": 38.31 + }, + { + "date": "2026-02-04", + "equity": 13451.53, + "return_pct": 34.54 + }, + { + "date": "2026-02-05", + "equity": 13149.4, + "return_pct": 31.52 + }, + { + "date": "2026-02-06", + "equity": 13609.46, + "return_pct": 36.12 + }, + { + "date": "2026-02-09", + "equity": 13466.52, + "return_pct": 34.69 + }, + { + "date": "2026-02-10", + "equity": 13375.23, + "return_pct": 33.78 + }, + { + "date": "2026-02-11", + "equity": 13614.39, + "return_pct": 36.17 + }, + { + "date": "2026-02-12", + "equity": 13648.28, + "return_pct": 36.51 + }, + { + "date": "2026-02-13", + "equity": 13826.65, + "return_pct": 38.29 + }, + { + "date": "2026-02-17", + "equity": 13799.56, + "return_pct": 38.02 + }, + { + "date": "2026-02-18", + "equity": 13711.09, + "return_pct": 37.14 + }, + { + "date": "2026-02-19", + "equity": 13660.7, + "return_pct": 36.63 + }, + { + "date": "2026-02-20", + "equity": 13739.93, + "return_pct": 37.43 + }, + { + "date": "2026-02-23", + "equity": 13720.76, + "return_pct": 37.24 + }, + { + "date": "2026-02-24", + "equity": 13851.92, + "return_pct": 38.55 + }, + { + "date": "2026-02-25", + "equity": 13875.94, + "return_pct": 38.79 + }, + { + "date": "2026-02-26", + "equity": 13750.43, + "return_pct": 37.53 + }, + { + "date": "2026-02-27", + "equity": 13923.35, + "return_pct": 39.26 + }, + { + "date": "2026-03-02", + "equity": 13124.29, + "return_pct": 31.27 + }, + { + "date": "2026-03-03", + "equity": 13046.05, + "return_pct": 30.49 + }, + { + "date": "2026-03-04", + "equity": 13103.37, + "return_pct": 31.06 + }, + { + "date": "2026-03-05", + "equity": 12957.51, + "return_pct": 29.6 + }, + { + "date": "2026-03-06", + "equity": 12873.21, + "return_pct": 28.76 + }, + { + "date": "2026-03-09", + "equity": 12937.9, + "return_pct": 29.4 + }, + { + "date": "2026-03-10", + "equity": 12882.12, + "return_pct": 28.85 + }, + { + "date": "2026-03-11", + "equity": 12899.0, + "return_pct": 29.02 + }, + { + "date": "2026-03-12", + "equity": 12847.22, + "return_pct": 28.5 + }, + { + "date": "2026-03-13", + "equity": 12780.83, + "return_pct": 27.83 + }, + { + "date": "2026-03-16", + "equity": 12798.34, + "return_pct": 28.01 + }, + { + "date": "2026-03-17", + "equity": 12923.83, + "return_pct": 29.26 + }, + { + "date": "2026-03-18", + "equity": 12782.54, + "return_pct": 27.85 + }, + { + "date": "2026-03-19", + "equity": 12727.85, + "return_pct": 27.3 + }, + { + "date": "2026-03-20", + "equity": 12566.21, + "return_pct": 25.69 + }, + { + "date": "2026-03-23", + "equity": 12678.55, + "return_pct": 26.81 + }, + { + "date": "2026-03-24", + "equity": 12611.55, + "return_pct": 26.14 + }, + { + "date": "2026-03-25", + "equity": 12613.54, + "return_pct": 26.16 + }, + { + "date": "2026-03-26", + "equity": 12531.72, + "return_pct": 25.34 + }, + { + "date": "2026-03-27", + "equity": 12505.0, + "return_pct": 25.08 + }, + { + "date": "2026-03-30", + "equity": 12473.01, + "return_pct": 24.76 + }, + { + "date": "2026-03-31", + "equity": 12518.8, + "return_pct": 25.21 + }, + { + "date": "2026-04-01", + "equity": 12530.3, + "return_pct": 25.33 + }, + { + "date": "2026-04-02", + "equity": 12530.93, + "return_pct": 25.33 + }, + { + "date": "2026-04-06", + "equity": 12520.52, + "return_pct": 25.23 + }, + { + "date": "2026-04-07", + "equity": 12583.75, + "return_pct": 25.86 + }, + { + "date": "2026-04-08", + "equity": 13116.71, + "return_pct": 31.19 + }, + { + "date": "2026-04-09", + "equity": 13268.54, + "return_pct": 32.71 + }, + { + "date": "2026-04-10", + "equity": 13397.96, + "return_pct": 34.01 + }, + { + "date": "2026-04-13", + "equity": 13449.96, + "return_pct": 34.53 + }, + { + "date": "2026-04-14", + "equity": 13705.74, + "return_pct": 37.08 + }, + { + "date": "2026-04-15", + "equity": 13679.98, + "return_pct": 36.83 + }, + { + "date": "2026-04-16", + "equity": 13812.82, + "return_pct": 38.16 + }, + { + "date": "2026-04-17", + "equity": 14032.43, + "return_pct": 40.35 + }, + { + "date": "2026-04-20", + "equity": 14021.99, + "return_pct": 40.25 + }, + { + "date": "2026-04-21", + "equity": 13983.38, + "return_pct": 39.86 + }, + { + "date": "2026-04-22", + "equity": 14157.43, + "return_pct": 41.6 + }, + { + "date": "2026-04-23", + "equity": 14247.83, + "return_pct": 42.51 + }, + { + "date": "2026-04-24", + "equity": 14778.25, + "return_pct": 47.81 + }, + { + "date": "2026-04-27", + "equity": 14818.16, + "return_pct": 48.21 + }, + { + "date": "2026-04-28", + "equity": 14526.01, + "return_pct": 45.29 + }, + { + "date": "2026-04-29", + "equity": 14930.12, + "return_pct": 49.33 + }, + { + "date": "2026-04-30", + "equity": 15456.05, + "return_pct": 54.59 + }, + { + "date": "2026-05-01", + "equity": 15424.82, + "return_pct": 54.28 + }, + { + "date": "2026-05-04", + "equity": 15208.7, + "return_pct": 52.12 + }, + { + "date": "2026-05-05", + "equity": 15491.84, + "return_pct": 54.95 + }, + { + "date": "2026-05-06", + "equity": 16527.61, + "return_pct": 65.31 + }, + { + "date": "2026-05-07", + "equity": 16297.43, + "return_pct": 63.01 + }, + { + "date": "2026-05-08", + "equity": 16742.84, + "return_pct": 67.46 + }, + { + "date": "2026-05-11", + "equity": 16880.82, + "return_pct": 68.84 + }, + { + "date": "2026-05-12", + "equity": 16802.36, + "return_pct": 68.06 + }, + { + "date": "2026-05-13", + "equity": 16962.84, + "return_pct": 69.66 + }, + { + "date": "2026-05-14", + "equity": 17240.13, + "return_pct": 72.44 + }, + { + "date": "2026-05-15", + "equity": 16630.52, + "return_pct": 66.34 + }, + { + "date": "2026-05-18", + "equity": 16318.93, + "return_pct": 63.22 + }, + { + "date": "2026-05-19", + "equity": 16234.78, + "return_pct": 62.38 + }, + { + "date": "2026-05-20", + "equity": 15982.11, + "return_pct": 59.85 + }, + { + "date": "2026-05-21", + "equity": 15983.05, + "return_pct": 59.86 + }, + { + "date": "2026-05-22", + "equity": 16317.57, + "return_pct": 63.21 + }, + { + "date": "2026-05-26", + "equity": 16174.7, + "return_pct": 61.78 + }, + { + "date": "2026-05-27", + "equity": 16252.2, + "return_pct": 62.55 + }, + { + "date": "2026-05-28", + "equity": 16256.14, + "return_pct": 62.59 + }, + { + "date": "2026-05-29", + "equity": 16236.65, + "return_pct": 62.4 + }, + { + "date": "2026-06-01", + "equity": 16081.14, + "return_pct": 60.84 + }, + { + "date": "2026-06-02", + "equity": 16183.3, + "return_pct": 61.87 + }, + { + "date": "2026-06-03", + "equity": 16310.66, + "return_pct": 63.14 + }, + { + "date": "2026-06-04", + "equity": 16316.24, + "return_pct": 63.2 + }, + { + "date": "2026-06-05", + "equity": 16267.32, + "return_pct": 62.71 + }, + { + "date": "2026-06-08", + "equity": 16218.02, + "return_pct": 62.21 + }, + { + "date": "2026-06-09", + "equity": 16317.24, + "return_pct": 63.21 + }, + { + "date": "2026-06-10", + "equity": 16223.76, + "return_pct": 62.27 + }, + { + "date": "2026-06-11", + "equity": 16339.37, + "return_pct": 63.43 + }, + { + "date": "2026-06-12", + "equity": 16337.68, + "return_pct": 63.41 + }, + { + "date": "2026-06-15", + "equity": 16318.87, + "return_pct": 63.22 + }, + { + "date": "2026-06-16", + "equity": 16259.45, + "return_pct": 62.63 + }, + { + "date": "2026-06-17", + "equity": 16311.52, + "return_pct": 63.15 + }, + { + "date": "2026-06-18", + "equity": 16275.96, + "return_pct": 62.79 + }, + { + "date": "2026-06-22", + "equity": 16329.21, + "return_pct": 63.32 + }, + { + "date": "2026-06-23", + "equity": 16286.34, + "return_pct": 62.9 + }, + { + "date": "2026-06-24", + "equity": 16327.17, + "return_pct": 63.3 + }, + { + "date": "2026-06-25", + "equity": 16367.49, + "return_pct": 63.71 + }, + { + "date": "2026-06-26", + "equity": 16606.87, + "return_pct": 66.1 + }, + { + "date": "2026-06-29", + "equity": 16614.19, + "return_pct": 66.18 + }, + { + "date": "2026-06-30", + "equity": 16607.38, + "return_pct": 66.11 + }, + { + "date": "2026-07-01", + "equity": 16496.29, + "return_pct": 65.0 + }, + { + "date": "2026-07-02", + "equity": 16496.29, + "return_pct": 65.0 + } + ], + "benchmark_curve": [ + { + "date": "2025-07-02", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2025-07-03", + "equity": 10078.81, + "return_pct": 0.79 + }, + { + "date": "2025-07-07", + "equity": 10003.71, + "return_pct": 0.04 + }, + { + "date": "2025-07-08", + "equity": 9998.23, + "return_pct": -0.02 + }, + { + "date": "2025-07-09", + "equity": 10058.18, + "return_pct": 0.58 + }, + { + "date": "2025-07-10", + "equity": 10086.55, + "return_pct": 0.87 + }, + { + "date": "2025-07-11", + "equity": 10051.09, + "return_pct": 0.51 + }, + { + "date": "2025-07-14", + "equity": 10070.27, + "return_pct": 0.7 + }, + { + "date": "2025-07-15", + "equity": 10027.24, + "return_pct": 0.27 + }, + { + "date": "2025-07-16", + "equity": 10060.76, + "return_pct": 0.61 + }, + { + "date": "2025-07-17", + "equity": 10122.33, + "return_pct": 1.22 + }, + { + "date": "2025-07-18", + "equity": 10114.92, + "return_pct": 1.15 + }, + { + "date": "2025-07-21", + "equity": 10134.1, + "return_pct": 1.34 + }, + { + "date": "2025-07-22", + "equity": 10135.55, + "return_pct": 1.36 + }, + { + "date": "2025-07-23", + "equity": 10221.77, + "return_pct": 2.22 + }, + { + "date": "2025-07-24", + "equity": 10225.16, + "return_pct": 2.25 + }, + { + "date": "2025-07-25", + "equity": 10268.35, + "return_pct": 2.68 + }, + { + "date": "2025-07-28", + "equity": 10265.77, + "return_pct": 2.66 + }, + { + "date": "2025-07-29", + "equity": 10238.7, + "return_pct": 2.39 + }, + { + "date": "2025-07-30", + "equity": 10225.8, + "return_pct": 2.26 + }, + { + "date": "2025-07-31", + "equity": 10187.44, + "return_pct": 1.87 + }, + { + "date": "2025-08-01", + "equity": 10020.47, + "return_pct": 0.2 + }, + { + "date": "2025-08-04", + "equity": 10172.78, + "return_pct": 1.73 + }, + { + "date": "2025-08-05", + "equity": 10121.2, + "return_pct": 1.21 + }, + { + "date": "2025-08-06", + "equity": 10198.73, + "return_pct": 1.99 + }, + { + "date": "2025-08-07", + "equity": 10190.18, + "return_pct": 1.9 + }, + { + "date": "2025-08-08", + "equity": 10269.64, + "return_pct": 2.7 + }, + { + "date": "2025-08-11", + "equity": 10249.34, + "return_pct": 2.49 + }, + { + "date": "2025-08-12", + "equity": 10358.45, + "return_pct": 3.58 + }, + { + "date": "2025-08-13", + "equity": 10393.91, + "return_pct": 3.94 + }, + { + "date": "2025-08-14", + "equity": 10394.87, + "return_pct": 3.95 + }, + { + "date": "2025-08-15", + "equity": 10370.54, + "return_pct": 3.71 + }, + { + "date": "2025-08-18", + "equity": 10368.28, + "return_pct": 3.68 + }, + { + "date": "2025-08-19", + "equity": 10312.03, + "return_pct": 3.12 + }, + { + "date": "2025-08-20", + "equity": 10284.63, + "return_pct": 2.85 + }, + { + "date": "2025-08-21", + "equity": 10243.37, + "return_pct": 2.43 + }, + { + "date": "2025-08-22", + "equity": 10400.68, + "return_pct": 4.01 + }, + { + "date": "2025-08-25", + "equity": 10354.9, + "return_pct": 3.55 + }, + { + "date": "2025-08-26", + "equity": 10398.26, + "return_pct": 3.98 + }, + { + "date": "2025-08-27", + "equity": 10421.95, + "return_pct": 4.22 + }, + { + "date": "2025-08-28", + "equity": 10458.86, + "return_pct": 4.59 + }, + { + "date": "2025-08-29", + "equity": 10396.49, + "return_pct": 3.96 + }, + { + "date": "2025-09-02", + "equity": 10319.45, + "return_pct": 3.19 + }, + { + "date": "2025-09-03", + "equity": 10375.37, + "return_pct": 3.75 + }, + { + "date": "2025-09-04", + "equity": 10462.08, + "return_pct": 4.62 + }, + { + "date": "2025-09-05", + "equity": 10431.78, + "return_pct": 4.32 + }, + { + "date": "2025-09-08", + "equity": 10457.41, + "return_pct": 4.57 + }, + { + "date": "2025-09-09", + "equity": 10481.59, + "return_pct": 4.82 + }, + { + "date": "2025-09-10", + "equity": 10511.89, + "return_pct": 5.12 + }, + { + "date": "2025-09-11", + "equity": 10599.24, + "return_pct": 5.99 + }, + { + "date": "2025-09-12", + "equity": 10595.7, + "return_pct": 5.96 + }, + { + "date": "2025-09-15", + "equity": 10652.11, + "return_pct": 6.52 + }, + { + "date": "2025-09-16", + "equity": 10637.44, + "return_pct": 6.37 + }, + { + "date": "2025-09-17", + "equity": 10624.22, + "return_pct": 6.24 + }, + { + "date": "2025-09-18", + "equity": 10673.87, + "return_pct": 6.74 + }, + { + "date": "2025-09-19", + "equity": 10697.07, + "return_pct": 6.97 + }, + { + "date": "2025-09-22", + "equity": 10747.68, + "return_pct": 7.48 + }, + { + "date": "2025-09-23", + "equity": 10689.18, + "return_pct": 6.89 + }, + { + "date": "2025-09-24", + "equity": 10655.17, + "return_pct": 6.55 + }, + { + "date": "2025-09-25", + "equity": 10606.01, + "return_pct": 6.06 + }, + { + "date": "2025-09-26", + "equity": 10666.77, + "return_pct": 6.67 + }, + { + "date": "2025-09-29", + "equity": 10696.75, + "return_pct": 6.97 + }, + { + "date": "2025-09-30", + "equity": 10737.05, + "return_pct": 7.37 + }, + { + "date": "2025-10-01", + "equity": 10773.63, + "return_pct": 7.74 + }, + { + "date": "2025-10-02", + "equity": 10786.04, + "return_pct": 7.86 + }, + { + "date": "2025-10-03", + "equity": 10785.88, + "return_pct": 7.86 + }, + { + "date": "2025-10-06", + "equity": 10824.56, + "return_pct": 8.25 + }, + { + "date": "2025-10-07", + "equity": 10784.43, + "return_pct": 7.84 + }, + { + "date": "2025-10-08", + "equity": 10848.74, + "return_pct": 8.49 + }, + { + "date": "2025-10-09", + "equity": 10817.31, + "return_pct": 8.17 + }, + { + "date": "2025-10-10", + "equity": 10524.94, + "return_pct": 5.25 + }, + { + "date": "2025-10-13", + "equity": 10686.44, + "return_pct": 6.86 + }, + { + "date": "2025-10-14", + "equity": 10673.38, + "return_pct": 6.73 + }, + { + "date": "2025-10-15", + "equity": 10720.77, + "return_pct": 7.21 + }, + { + "date": "2025-10-16", + "equity": 10647.76, + "return_pct": 6.48 + }, + { + "date": "2025-10-17", + "equity": 10708.2, + "return_pct": 7.08 + }, + { + "date": "2025-10-20", + "equity": 10819.57, + "return_pct": 8.2 + }, + { + "date": "2025-10-21", + "equity": 10819.41, + "return_pct": 8.19 + }, + { + "date": "2025-10-22", + "equity": 10763.16, + "return_pct": 7.63 + }, + { + "date": "2025-10-23", + "equity": 10826.98, + "return_pct": 8.27 + }, + { + "date": "2025-10-24", + "equity": 10915.46, + "return_pct": 9.15 + }, + { + "date": "2025-10-27", + "equity": 11044.24, + "return_pct": 10.44 + }, + { + "date": "2025-10-28", + "equity": 11073.58, + "return_pct": 10.74 + }, + { + "date": "2025-10-29", + "equity": 11078.89, + "return_pct": 10.79 + }, + { + "date": "2025-10-30", + "equity": 10957.05, + "return_pct": 9.57 + }, + { + "date": "2025-10-31", + "equity": 10992.99, + "return_pct": 9.93 + }, + { + "date": "2025-11-03", + "equity": 11013.62, + "return_pct": 10.14 + }, + { + "date": "2025-11-04", + "equity": 10883.07, + "return_pct": 8.83 + }, + { + "date": "2025-11-05", + "equity": 10920.78, + "return_pct": 9.21 + }, + { + "date": "2025-11-06", + "equity": 10803.61, + "return_pct": 8.04 + }, + { + "date": "2025-11-07", + "equity": 10814.25, + "return_pct": 8.14 + }, + { + "date": "2025-11-10", + "equity": 10983.0, + "return_pct": 9.83 + }, + { + "date": "2025-11-11", + "equity": 11008.14, + "return_pct": 10.08 + }, + { + "date": "2025-11-12", + "equity": 11014.26, + "return_pct": 10.14 + }, + { + "date": "2025-11-13", + "equity": 10831.49, + "return_pct": 8.31 + }, + { + "date": "2025-11-14", + "equity": 10829.72, + "return_pct": 8.3 + }, + { + "date": "2025-11-17", + "equity": 10728.83, + "return_pct": 7.29 + }, + { + "date": "2025-11-18", + "equity": 10638.73, + "return_pct": 6.39 + }, + { + "date": "2025-11-19", + "equity": 10679.83, + "return_pct": 6.8 + }, + { + "date": "2025-11-20", + "equity": 10517.04, + "return_pct": 5.17 + }, + { + "date": "2025-11-21", + "equity": 10621.81, + "return_pct": 6.22 + }, + { + "date": "2025-11-24", + "equity": 10778.14, + "return_pct": 7.78 + }, + { + "date": "2025-11-25", + "equity": 10879.52, + "return_pct": 8.8 + }, + { + "date": "2025-11-26", + "equity": 10954.63, + "return_pct": 9.55 + }, + { + "date": "2025-11-28", + "equity": 11014.43, + "return_pct": 10.14 + }, + { + "date": "2025-12-01", + "equity": 10964.14, + "return_pct": 9.64 + }, + { + "date": "2025-12-02", + "equity": 10984.45, + "return_pct": 9.84 + }, + { + "date": "2025-12-03", + "equity": 11022.48, + "return_pct": 10.22 + }, + { + "date": "2025-12-04", + "equity": 11030.54, + "return_pct": 10.31 + }, + { + "date": "2025-12-05", + "equity": 11051.49, + "return_pct": 10.51 + }, + { + "date": "2025-12-08", + "equity": 11018.29, + "return_pct": 10.18 + }, + { + "date": "2025-12-09", + "equity": 11008.78, + "return_pct": 10.09 + }, + { + "date": "2025-12-10", + "equity": 11081.8, + "return_pct": 10.82 + }, + { + "date": "2025-12-11", + "equity": 11107.58, + "return_pct": 11.08 + }, + { + "date": "2025-12-12", + "equity": 10988.15, + "return_pct": 9.88 + }, + { + "date": "2025-12-15", + "equity": 10971.55, + "return_pct": 9.72 + }, + { + "date": "2025-12-16", + "equity": 10941.57, + "return_pct": 9.42 + }, + { + "date": "2025-12-17", + "equity": 10821.18, + "return_pct": 8.21 + }, + { + "date": "2025-12-18", + "equity": 10902.89, + "return_pct": 9.03 + }, + { + "date": "2025-12-19", + "equity": 10969.3, + "return_pct": 9.69 + }, + { + "date": "2025-12-22", + "equity": 11037.63, + "return_pct": 10.38 + }, + { + "date": "2025-12-23", + "equity": 11088.08, + "return_pct": 10.88 + }, + { + "date": "2025-12-24", + "equity": 11127.09, + "return_pct": 11.27 + }, + { + "date": "2025-12-26", + "equity": 11125.96, + "return_pct": 11.26 + }, + { + "date": "2025-12-29", + "equity": 11086.31, + "return_pct": 10.86 + }, + { + "date": "2025-12-30", + "equity": 11072.77, + "return_pct": 10.73 + }, + { + "date": "2025-12-31", + "equity": 10990.73, + "return_pct": 9.91 + }, + { + "date": "2026-01-02", + "equity": 11010.88, + "return_pct": 10.11 + }, + { + "date": "2026-01-05", + "equity": 11084.21, + "return_pct": 10.84 + }, + { + "date": "2026-01-06", + "equity": 11150.13, + "return_pct": 11.5 + }, + { + "date": "2026-01-07", + "equity": 11114.19, + "return_pct": 11.14 + }, + { + "date": "2026-01-08", + "equity": 11113.06, + "return_pct": 11.13 + }, + { + "date": "2026-01-09", + "equity": 11186.56, + "return_pct": 11.87 + }, + { + "date": "2026-01-12", + "equity": 11204.13, + "return_pct": 12.04 + }, + { + "date": "2026-01-13", + "equity": 11181.72, + "return_pct": 11.82 + }, + { + "date": "2026-01-14", + "equity": 11126.76, + "return_pct": 11.27 + }, + { + "date": "2026-01-15", + "equity": 11157.06, + "return_pct": 11.57 + }, + { + "date": "2026-01-16", + "equity": 11147.72, + "return_pct": 11.48 + }, + { + "date": "2026-01-20", + "equity": 10920.78, + "return_pct": 9.21 + }, + { + "date": "2026-01-21", + "equity": 11046.82, + "return_pct": 10.47 + }, + { + "date": "2026-01-22", + "equity": 11104.52, + "return_pct": 11.05 + }, + { + "date": "2026-01-23", + "equity": 11108.55, + "return_pct": 11.09 + }, + { + "date": "2026-01-26", + "equity": 11164.96, + "return_pct": 11.65 + }, + { + "date": "2026-01-27", + "equity": 11209.44, + "return_pct": 12.09 + }, + { + "date": "2026-01-28", + "equity": 11208.32, + "return_pct": 12.08 + }, + { + "date": "2026-01-29", + "equity": 11186.07, + "return_pct": 11.86 + }, + { + "date": "2026-01-30", + "equity": 11152.71, + "return_pct": 11.53 + }, + { + "date": "2026-02-02", + "equity": 11208.16, + "return_pct": 12.08 + }, + { + "date": "2026-02-03", + "equity": 11113.39, + "return_pct": 11.13 + }, + { + "date": "2026-02-04", + "equity": 11059.55, + "return_pct": 10.6 + }, + { + "date": "2026-02-05", + "equity": 10921.43, + "return_pct": 9.21 + }, + { + "date": "2026-02-06", + "equity": 11130.95, + "return_pct": 11.31 + }, + { + "date": "2026-02-09", + "equity": 11184.62, + "return_pct": 11.85 + }, + { + "date": "2026-02-10", + "equity": 11155.13, + "return_pct": 11.55 + }, + { + "date": "2026-02-11", + "equity": 11152.55, + "return_pct": 11.53 + }, + { + "date": "2026-02-12", + "equity": 10980.26, + "return_pct": 9.8 + }, + { + "date": "2026-02-13", + "equity": 10987.99, + "return_pct": 9.88 + }, + { + "date": "2026-02-17", + "equity": 11005.72, + "return_pct": 10.06 + }, + { + "date": "2026-02-18", + "equity": 11061.17, + "return_pct": 10.61 + }, + { + "date": "2026-02-19", + "equity": 11031.99, + "return_pct": 10.32 + }, + { + "date": "2026-02-20", + "equity": 11111.77, + "return_pct": 11.12 + }, + { + "date": "2026-02-23", + "equity": 10998.31, + "return_pct": 9.98 + }, + { + "date": "2026-02-24", + "equity": 11078.25, + "return_pct": 10.78 + }, + { + "date": "2026-02-25", + "equity": 11171.73, + "return_pct": 11.72 + }, + { + "date": "2026-02-26", + "equity": 11109.68, + "return_pct": 11.1 + }, + { + "date": "2026-02-27", + "equity": 11056.33, + "return_pct": 10.56 + }, + { + "date": "2026-03-02", + "equity": 11062.62, + "return_pct": 10.63 + }, + { + "date": "2026-03-03", + "equity": 10965.11, + "return_pct": 9.65 + }, + { + "date": "2026-03-04", + "equity": 11042.47, + "return_pct": 10.42 + }, + { + "date": "2026-03-05", + "equity": 10980.9, + "return_pct": 9.81 + }, + { + "date": "2026-03-06", + "equity": 10836.97, + "return_pct": 8.37 + }, + { + "date": "2026-03-09", + "equity": 10931.9, + "return_pct": 9.32 + }, + { + "date": "2026-03-10", + "equity": 10914.34, + "return_pct": 9.14 + }, + { + "date": "2026-03-11", + "equity": 10900.64, + "return_pct": 9.01 + }, + { + "date": "2026-03-12", + "equity": 10735.11, + "return_pct": 7.35 + }, + { + "date": "2026-03-13", + "equity": 10674.35, + "return_pct": 6.74 + }, + { + "date": "2026-03-16", + "equity": 10782.98, + "return_pct": 7.83 + }, + { + "date": "2026-03-17", + "equity": 10811.35, + "return_pct": 8.11 + }, + { + "date": "2026-03-18", + "equity": 10660.49, + "return_pct": 6.6 + }, + { + "date": "2026-03-19", + "equity": 10634.22, + "return_pct": 6.34 + }, + { + "date": "2026-03-20", + "equity": 10453.22, + "return_pct": 4.53 + }, + { + "date": "2026-03-23", + "equity": 10562.98, + "return_pct": 5.63 + }, + { + "date": "2026-03-24", + "equity": 10527.52, + "return_pct": 5.28 + }, + { + "date": "2026-03-25", + "equity": 10586.19, + "return_pct": 5.86 + }, + { + "date": "2026-03-26", + "equity": 10397.13, + "return_pct": 3.97 + }, + { + "date": "2026-03-27", + "equity": 10219.84, + "return_pct": 2.2 + }, + { + "date": "2026-03-30", + "equity": 10185.67, + "return_pct": 1.86 + }, + { + "date": "2026-03-31", + "equity": 10481.75, + "return_pct": 4.82 + }, + { + "date": "2026-04-01", + "equity": 10560.72, + "return_pct": 5.61 + }, + { + "date": "2026-04-02", + "equity": 10570.23, + "return_pct": 5.7 + }, + { + "date": "2026-04-06", + "equity": 10620.2, + "return_pct": 6.2 + }, + { + "date": "2026-04-07", + "equity": 10624.87, + "return_pct": 6.25 + }, + { + "date": "2026-04-08", + "equity": 10895.48, + "return_pct": 8.95 + }, + { + "date": "2026-04-09", + "equity": 10958.34, + "return_pct": 9.58 + }, + { + "date": "2026-04-10", + "equity": 10951.08, + "return_pct": 9.51 + }, + { + "date": "2026-04-13", + "equity": 11058.1, + "return_pct": 10.58 + }, + { + "date": "2026-04-14", + "equity": 11192.84, + "return_pct": 11.93 + }, + { + "date": "2026-04-15", + "equity": 11281.17, + "return_pct": 12.81 + }, + { + "date": "2026-04-16", + "equity": 11308.89, + "return_pct": 13.09 + }, + { + "date": "2026-04-17", + "equity": 11445.56, + "return_pct": 14.46 + }, + { + "date": "2026-04-20", + "equity": 11422.68, + "return_pct": 14.23 + }, + { + "date": "2026-04-21", + "equity": 11347.89, + "return_pct": 13.48 + }, + { + "date": "2026-04-22", + "equity": 11462.81, + "return_pct": 14.63 + }, + { + "date": "2026-04-23", + "equity": 11418.33, + "return_pct": 14.18 + }, + { + "date": "2026-04-24", + "equity": 11506.81, + "return_pct": 15.07 + }, + { + "date": "2026-04-27", + "equity": 11526.63, + "return_pct": 15.27 + }, + { + "date": "2026-04-28", + "equity": 11470.55, + "return_pct": 14.71 + }, + { + "date": "2026-04-29", + "equity": 11468.77, + "return_pct": 14.69 + }, + { + "date": "2026-04-30", + "equity": 11582.88, + "return_pct": 15.83 + }, + { + "date": "2026-05-01", + "equity": 11614.96, + "return_pct": 16.15 + }, + { + "date": "2026-05-04", + "equity": 11572.41, + "return_pct": 15.72 + }, + { + "date": "2026-05-05", + "equity": 11665.24, + "return_pct": 16.65 + }, + { + "date": "2026-05-06", + "equity": 11827.38, + "return_pct": 18.27 + }, + { + "date": "2026-05-07", + "equity": 11791.12, + "return_pct": 17.91 + }, + { + "date": "2026-05-08", + "equity": 11888.47, + "return_pct": 18.88 + }, + { + "date": "2026-05-11", + "equity": 11915.55, + "return_pct": 19.16 + }, + { + "date": "2026-05-12", + "equity": 11897.49, + "return_pct": 18.97 + }, + { + "date": "2026-05-13", + "equity": 11964.06, + "return_pct": 19.64 + }, + { + "date": "2026-05-14", + "equity": 12058.51, + "return_pct": 20.59 + }, + { + "date": "2026-05-15", + "equity": 11913.45, + "return_pct": 19.13 + }, + { + "date": "2026-05-18", + "equity": 11905.07, + "return_pct": 19.05 + }, + { + "date": "2026-05-19", + "equity": 11825.77, + "return_pct": 18.26 + }, + { + "date": "2026-05-20", + "equity": 11946.97, + "return_pct": 19.47 + }, + { + "date": "2026-05-21", + "equity": 11970.67, + "return_pct": 19.71 + }, + { + "date": "2026-05-22", + "equity": 12017.73, + "return_pct": 20.18 + }, + { + "date": "2026-05-26", + "equity": 12097.51, + "return_pct": 20.98 + }, + { + "date": "2026-05-27", + "equity": 12095.41, + "return_pct": 20.95 + }, + { + "date": "2026-05-28", + "equity": 12162.14, + "return_pct": 21.62 + }, + { + "date": "2026-05-29", + "equity": 12192.44, + "return_pct": 21.92 + }, + { + "date": "2026-06-01", + "equity": 12225.64, + "return_pct": 22.26 + }, + { + "date": "2026-06-02", + "equity": 12242.24, + "return_pct": 22.42 + }, + { + "date": "2026-06-03", + "equity": 12156.34, + "return_pct": 21.56 + }, + { + "date": "2026-06-04", + "equity": 12202.27, + "return_pct": 22.02 + }, + { + "date": "2026-06-05", + "equity": 11887.34, + "return_pct": 18.87 + }, + { + "date": "2026-06-08", + "equity": 11914.26, + "return_pct": 19.14 + }, + { + "date": "2026-06-09", + "equity": 11879.28, + "return_pct": 18.79 + }, + { + "date": "2026-06-10", + "equity": 11692.0, + "return_pct": 16.92 + }, + { + "date": "2026-06-11", + "equity": 11890.72, + "return_pct": 18.91 + }, + { + "date": "2026-06-12", + "equity": 11955.03, + "return_pct": 19.55 + }, + { + "date": "2026-06-15", + "equity": 12165.85, + "return_pct": 21.66 + }, + { + "date": "2026-06-16", + "equity": 12093.32, + "return_pct": 20.93 + }, + { + "date": "2026-06-17", + "equity": 11942.3, + "return_pct": 19.42 + }, + { + "date": "2026-06-18", + "equity": 12035.46, + "return_pct": 20.35 + }, + { + "date": "2026-06-22", + "equity": 11997.58, + "return_pct": 19.98 + }, + { + "date": "2026-06-23", + "equity": 11823.35, + "return_pct": 18.23 + }, + { + "date": "2026-06-24", + "equity": 11817.87, + "return_pct": 18.18 + }, + { + "date": "2026-06-25", + "equity": 11834.96, + "return_pct": 18.35 + }, + { + "date": "2026-06-26", + "equity": 11749.38, + "return_pct": 17.49 + }, + { + "date": "2026-06-29", + "equity": 11942.94, + "return_pct": 19.43 + }, + { + "date": "2026-06-30", + "equity": 12035.94, + "return_pct": 20.36 + }, + { + "date": "2026-07-01", + "equity": 12019.66, + "return_pct": 20.2 + }, + { + "date": "2026-07-02", + "equity": 12003.87, + "return_pct": 20.04 + } + ] + }, + { + "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", + "ranking_key": "residual_high_vol_blend_80_20_score", + "exit_policy": "hold", + "live_exit_mode": null, + "lookback": "3y", + "lookback_label": "3 years", + "starting_capital": 10000.0, + "final_equity": 36776.76, + "total_return_pct": 267.8, + "cagr_pct": 54.4, + "max_drawdown_pct": 18.1, + "sharpe": 2.05, + "trades": 212, + "win_rate": 41.5, + "avg_trade_pnl": 126.31, + "best_trade_r": 12.87, + "worst_trade_r": -1.76, + "best_trade_pnl": 3582.53, + "worst_trade_pnl": -391.26, + "avg_hold_days": 18.5, + "exit_reasons": { + "stop": 116, + "time": 96 + }, + "skipped_book_full": 0, + "spy_return_pct": 67.8, + "yearly_returns": [ + { + "year": 2023, + "return_pct": 8.6 + }, + { + "year": 2024, + "return_pct": 42.1 + }, + { + "year": 2025, + "return_pct": 75.8 + }, + { + "year": 2026, + "return_pct": 35.6 + } + ], + "start_date": "2023-07-03", + "end_date": "2026-07-02", + "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": 9839.38, + "return_pct": -1.61 + }, + { + "date": "2023-07-07", + "equity": 9844.65, + "return_pct": -1.55 + }, + { + "date": "2023-07-10", + "equity": 10009.37, + "return_pct": 0.09 + }, + { + "date": "2023-07-11", + "equity": 10122.28, + "return_pct": 1.22 + }, + { + "date": "2023-07-12", + "equity": 10220.04, + "return_pct": 2.2 + }, + { + "date": "2023-07-13", + "equity": 10786.57, + "return_pct": 7.87 + }, + { + "date": "2023-07-14", + "equity": 10672.23, + "return_pct": 6.72 + }, + { + "date": "2023-07-17", + "equity": 10730.21, + "return_pct": 7.3 + }, + { + "date": "2023-07-18", + "equity": 10849.84, + "return_pct": 8.5 + }, + { + "date": "2023-07-19", + "equity": 10958.33, + "return_pct": 9.58 + }, + { + "date": "2023-07-20", + "equity": 10398.22, + "return_pct": 3.98 + }, + { + "date": "2023-07-21", + "equity": 10246.78, + "return_pct": 2.47 + }, + { + "date": "2023-07-24", + "equity": 10188.84, + "return_pct": 1.89 + }, + { + "date": "2023-07-25", + "equity": 10264.6, + "return_pct": 2.65 + }, + { + "date": "2023-07-26", + "equity": 10248.24, + "return_pct": 2.48 + }, + { + "date": "2023-07-27", + "equity": 10170.73, + "return_pct": 1.71 + }, + { + "date": "2023-07-28", + "equity": 10455.41, + "return_pct": 4.55 + }, + { + "date": "2023-07-31", + "equity": 10552.55, + "return_pct": 5.53 + }, + { + "date": "2023-08-01", + "equity": 10482.31, + "return_pct": 4.82 + }, + { + "date": "2023-08-02", + "equity": 10757.53, + "return_pct": 7.58 + }, + { + "date": "2023-08-03", + "equity": 10726.49, + "return_pct": 7.26 + }, + { + "date": "2023-08-04", + "equity": 10722.61, + "return_pct": 7.23 + }, + { + "date": "2023-08-07", + "equity": 10740.16, + "return_pct": 7.4 + }, + { + "date": "2023-08-08", + "equity": 10786.13, + "return_pct": 7.86 + }, + { + "date": "2023-08-09", + "equity": 10505.16, + "return_pct": 5.05 + }, + { + "date": "2023-08-10", + "equity": 10415.01, + "return_pct": 4.15 + }, + { + "date": "2023-08-11", + "equity": 10315.19, + "return_pct": 3.15 + }, + { + "date": "2023-08-14", + "equity": 10426.27, + "return_pct": 4.26 + }, + { + "date": "2023-08-15", + "equity": 10305.24, + "return_pct": 3.05 + }, + { + "date": "2023-08-16", + "equity": 10143.91, + "return_pct": 1.44 + }, + { + "date": "2023-08-17", + "equity": 10034.37, + "return_pct": 0.34 + }, + { + "date": "2023-08-18", + "equity": 10090.79, + "return_pct": 0.91 + }, + { + "date": "2023-08-21", + "equity": 10128.44, + "return_pct": 1.28 + }, + { + "date": "2023-08-22", + "equity": 10172.19, + "return_pct": 1.72 + }, + { + "date": "2023-08-23", + "equity": 10258.43, + "return_pct": 2.58 + }, + { + "date": "2023-08-24", + "equity": 9999.93, + "return_pct": -0.0 + }, + { + "date": "2023-08-25", + "equity": 10048.32, + "return_pct": 0.48 + }, + { + "date": "2023-08-28", + "equity": 10113.58, + "return_pct": 1.14 + }, + { + "date": "2023-08-29", + "equity": 10209.72, + "return_pct": 2.1 + }, + { + "date": "2023-08-30", + "equity": 10238.68, + "return_pct": 2.39 + }, + { + "date": "2023-08-31", + "equity": 10227.49, + "return_pct": 2.27 + }, + { + "date": "2023-09-01", + "equity": 10312.32, + "return_pct": 3.12 + }, + { + "date": "2023-09-05", + "equity": 10228.05, + "return_pct": 2.28 + }, + { + "date": "2023-09-06", + "equity": 10227.85, + "return_pct": 2.28 + }, + { + "date": "2023-09-07", + "equity": 10037.08, + "return_pct": 0.37 + }, + { + "date": "2023-09-08", + "equity": 10017.51, + "return_pct": 0.18 + }, + { + "date": "2023-09-11", + "equity": 10153.38, + "return_pct": 1.53 + }, + { + "date": "2023-09-12", + "equity": 10106.61, + "return_pct": 1.07 + }, + { + "date": "2023-09-13", + "equity": 10010.17, + "return_pct": 0.1 + }, + { + "date": "2023-09-14", + "equity": 10148.37, + "return_pct": 1.48 + }, + { + "date": "2023-09-15", + "equity": 9924.82, + "return_pct": -0.75 + }, + { + "date": "2023-09-18", + "equity": 9910.56, + "return_pct": -0.89 + }, + { + "date": "2023-09-19", + "equity": 9838.09, + "return_pct": -1.62 + }, + { + "date": "2023-09-20", + "equity": 9771.76, + "return_pct": -2.28 + }, + { + "date": "2023-09-21", + "equity": 9652.81, + "return_pct": -3.47 + }, + { + "date": "2023-09-22", + "equity": 9702.76, + "return_pct": -2.97 + }, + { + "date": "2023-09-25", + "equity": 9752.57, + "return_pct": -2.47 + }, + { + "date": "2023-09-26", + "equity": 9693.28, + "return_pct": -3.07 + }, + { + "date": "2023-09-27", + "equity": 9740.32, + "return_pct": -2.6 + }, + { + "date": "2023-09-28", + "equity": 9826.4, + "return_pct": -1.74 + }, + { + "date": "2023-09-29", + "equity": 9726.88, + "return_pct": -2.73 + }, + { + "date": "2023-10-02", + "equity": 9686.89, + "return_pct": -3.13 + }, + { + "date": "2023-10-03", + "equity": 9624.83, + "return_pct": -3.75 + }, + { + "date": "2023-10-04", + "equity": 9622.87, + "return_pct": -3.77 + }, + { + "date": "2023-10-05", + "equity": 9625.16, + "return_pct": -3.75 + }, + { + "date": "2023-10-06", + "equity": 9720.45, + "return_pct": -2.8 + }, + { + "date": "2023-10-09", + "equity": 9749.06, + "return_pct": -2.51 + }, + { + "date": "2023-10-10", + "equity": 9791.57, + "return_pct": -2.08 + }, + { + "date": "2023-10-11", + "equity": 9845.32, + "return_pct": -1.55 + }, + { + "date": "2023-10-12", + "equity": 9728.48, + "return_pct": -2.72 + }, + { + "date": "2023-10-13", + "equity": 9506.17, + "return_pct": -4.94 + }, + { + "date": "2023-10-16", + "equity": 9513.35, + "return_pct": -4.87 + }, + { + "date": "2023-10-17", + "equity": 9443.5, + "return_pct": -5.56 + }, + { + "date": "2023-10-18", + "equity": 9333.71, + "return_pct": -6.66 + }, + { + "date": "2023-10-19", + "equity": 9258.2, + "return_pct": -7.42 + }, + { + "date": "2023-10-20", + "equity": 9111.14, + "return_pct": -8.89 + }, + { + "date": "2023-10-23", + "equity": 9147.24, + "return_pct": -8.53 + }, + { + "date": "2023-10-24", + "equity": 9090.69, + "return_pct": -9.09 + }, + { + "date": "2023-10-25", + "equity": 9011.62, + "return_pct": -9.88 + }, + { + "date": "2023-10-26", + "equity": 9009.82, + "return_pct": -9.9 + }, + { + "date": "2023-10-27", + "equity": 8991.24, + "return_pct": -10.09 + }, + { + "date": "2023-10-30", + "equity": 9020.82, + "return_pct": -9.79 + }, + { + "date": "2023-10-31", + "equity": 9007.16, + "return_pct": -9.93 + }, + { + "date": "2023-11-01", + "equity": 8979.48, + "return_pct": -10.21 + }, + { + "date": "2023-11-02", + "equity": 9046.61, + "return_pct": -9.53 + }, + { + "date": "2023-11-03", + "equity": 9305.02, + "return_pct": -6.95 + }, + { + "date": "2023-11-06", + "equity": 9253.62, + "return_pct": -7.46 + }, + { + "date": "2023-11-07", + "equity": 9327.5, + "return_pct": -6.73 + }, + { + "date": "2023-11-08", + "equity": 9272.42, + "return_pct": -7.28 + }, + { + "date": "2023-11-09", + "equity": 9225.06, + "return_pct": -7.75 + }, + { + "date": "2023-11-10", + "equity": 9517.21, + "return_pct": -4.83 + }, + { + "date": "2023-11-13", + "equity": 9546.2, + "return_pct": -4.54 + }, + { + "date": "2023-11-14", + "equity": 9826.59, + "return_pct": -1.73 + }, + { + "date": "2023-11-15", + "equity": 9791.51, + "return_pct": -2.08 + }, + { + "date": "2023-11-16", + "equity": 9827.8, + "return_pct": -1.72 + }, + { + "date": "2023-11-17", + "equity": 9889.02, + "return_pct": -1.11 + }, + { + "date": "2023-11-20", + "equity": 10007.13, + "return_pct": 0.07 + }, + { + "date": "2023-11-21", + "equity": 9853.01, + "return_pct": -1.47 + }, + { + "date": "2023-11-22", + "equity": 9942.15, + "return_pct": -0.58 + }, + { + "date": "2023-11-24", + "equity": 9851.18, + "return_pct": -1.49 + }, + { + "date": "2023-11-27", + "equity": 9838.37, + "return_pct": -1.62 + }, + { + "date": "2023-11-28", + "equity": 9870.12, + "return_pct": -1.3 + }, + { + "date": "2023-11-29", + "equity": 9797.17, + "return_pct": -2.03 + }, + { + "date": "2023-11-30", + "equity": 9725.34, + "return_pct": -2.75 + }, + { + "date": "2023-12-01", + "equity": 9795.99, + "return_pct": -2.04 + }, + { + "date": "2023-12-04", + "equity": 9781.69, + "return_pct": -2.18 + }, + { + "date": "2023-12-05", + "equity": 9668.19, + "return_pct": -3.32 + }, + { + "date": "2023-12-06", + "equity": 9567.05, + "return_pct": -4.33 + }, + { + "date": "2023-12-07", + "equity": 9884.1, + "return_pct": -1.16 + }, + { + "date": "2023-12-08", + "equity": 10108.34, + "return_pct": 1.08 + }, + { + "date": "2023-12-11", + "equity": 10145.72, + "return_pct": 1.46 + }, + { + "date": "2023-12-12", + "equity": 10230.3, + "return_pct": 2.3 + }, + { + "date": "2023-12-13", + "equity": 10389.17, + "return_pct": 3.89 + }, + { + "date": "2023-12-14", + "equity": 10633.59, + "return_pct": 6.34 + }, + { + "date": "2023-12-15", + "equity": 10659.08, + "return_pct": 6.59 + }, + { + "date": "2023-12-18", + "equity": 10922.03, + "return_pct": 9.22 + }, + { + "date": "2023-12-19", + "equity": 11291.58, + "return_pct": 12.92 + }, + { + "date": "2023-12-20", + "equity": 10962.82, + "return_pct": 9.63 + }, + { + "date": "2023-12-21", + "equity": 11275.53, + "return_pct": 12.76 + }, + { + "date": "2023-12-22", + "equity": 11075.4, + "return_pct": 10.75 + }, + { + "date": "2023-12-26", + "equity": 11001.57, + "return_pct": 10.02 + }, + { + "date": "2023-12-27", + "equity": 11184.34, + "return_pct": 11.84 + }, + { + "date": "2023-12-28", + "equity": 11147.48, + "return_pct": 11.47 + }, + { + "date": "2023-12-29", + "equity": 10864.39, + "return_pct": 8.64 + }, + { + "date": "2024-01-02", + "equity": 10423.75, + "return_pct": 4.24 + }, + { + "date": "2024-01-03", + "equity": 10081.61, + "return_pct": 0.82 + }, + { + "date": "2024-01-04", + "equity": 10152.56, + "return_pct": 1.53 + }, + { + "date": "2024-01-05", + "equity": 10159.35, + "return_pct": 1.59 + }, + { + "date": "2024-01-08", + "equity": 10404.73, + "return_pct": 4.05 + }, + { + "date": "2024-01-09", + "equity": 10406.49, + "return_pct": 4.06 + }, + { + "date": "2024-01-10", + "equity": 10441.42, + "return_pct": 4.41 + }, + { + "date": "2024-01-11", + "equity": 10297.52, + "return_pct": 2.98 + }, + { + "date": "2024-01-12", + "equity": 10152.7, + "return_pct": 1.53 + }, + { + "date": "2024-01-16", + "equity": 10061.76, + "return_pct": 0.62 + }, + { + "date": "2024-01-17", + "equity": 9969.88, + "return_pct": -0.3 + }, + { + "date": "2024-01-18", + "equity": 10163.45, + "return_pct": 1.63 + }, + { + "date": "2024-01-19", + "equity": 10201.72, + "return_pct": 2.02 + }, + { + "date": "2024-01-22", + "equity": 10383.38, + "return_pct": 3.83 + }, + { + "date": "2024-01-23", + "equity": 10466.93, + "return_pct": 4.67 + }, + { + "date": "2024-01-24", + "equity": 10473.77, + "return_pct": 4.74 + }, + { + "date": "2024-01-25", + "equity": 10553.04, + "return_pct": 5.53 + }, + { + "date": "2024-01-26", + "equity": 10578.82, + "return_pct": 5.79 + }, + { + "date": "2024-01-29", + "equity": 10734.4, + "return_pct": 7.34 + }, + { + "date": "2024-01-30", + "equity": 10385.66, + "return_pct": 3.86 + }, + { + "date": "2024-01-31", + "equity": 10226.06, + "return_pct": 2.26 + }, + { + "date": "2024-02-01", + "equity": 10388.68, + "return_pct": 3.89 + }, + { + "date": "2024-02-02", + "equity": 10827.22, + "return_pct": 8.27 + }, + { + "date": "2024-02-05", + "equity": 10672.05, + "return_pct": 6.72 + }, + { + "date": "2024-02-06", + "equity": 10714.4, + "return_pct": 7.14 + }, + { + "date": "2024-02-07", + "equity": 10933.98, + "return_pct": 9.34 + }, + { + "date": "2024-02-08", + "equity": 11010.33, + "return_pct": 10.1 + }, + { + "date": "2024-02-09", + "equity": 11160.24, + "return_pct": 11.6 + }, + { + "date": "2024-02-12", + "equity": 11109.89, + "return_pct": 11.1 + }, + { + "date": "2024-02-13", + "equity": 10883.89, + "return_pct": 8.84 + }, + { + "date": "2024-02-14", + "equity": 11104.06, + "return_pct": 11.04 + }, + { + "date": "2024-02-15", + "equity": 11776.33, + "return_pct": 17.76 + }, + { + "date": "2024-02-16", + "equity": 11691.32, + "return_pct": 16.91 + }, + { + "date": "2024-02-20", + "equity": 11459.85, + "return_pct": 14.6 + }, + { + "date": "2024-02-21", + "equity": 11203.58, + "return_pct": 12.04 + }, + { + "date": "2024-02-22", + "equity": 11662.41, + "return_pct": 16.62 + }, + { + "date": "2024-02-23", + "equity": 11571.2, + "return_pct": 15.71 + }, + { + "date": "2024-02-26", + "equity": 11845.64, + "return_pct": 18.46 + }, + { + "date": "2024-02-27", + "equity": 12132.64, + "return_pct": 21.33 + }, + { + "date": "2024-02-28", + "equity": 11998.95, + "return_pct": 19.99 + }, + { + "date": "2024-02-29", + "equity": 12189.54, + "return_pct": 21.9 + }, + { + "date": "2024-03-01", + "equity": 12463.91, + "return_pct": 24.64 + }, + { + "date": "2024-03-04", + "equity": 12650.35, + "return_pct": 26.5 + }, + { + "date": "2024-03-05", + "equity": 12320.23, + "return_pct": 23.2 + }, + { + "date": "2024-03-06", + "equity": 12719.1, + "return_pct": 27.19 + }, + { + "date": "2024-03-07", + "equity": 12773.24, + "return_pct": 27.73 + }, + { + "date": "2024-03-08", + "equity": 12731.69, + "return_pct": 27.32 + }, + { + "date": "2024-03-11", + "equity": 12570.13, + "return_pct": 25.7 + }, + { + "date": "2024-03-12", + "equity": 12672.48, + "return_pct": 26.72 + }, + { + "date": "2024-03-13", + "equity": 12675.86, + "return_pct": 26.76 + }, + { + "date": "2024-03-14", + "equity": 12415.66, + "return_pct": 24.16 + }, + { + "date": "2024-03-15", + "equity": 12315.17, + "return_pct": 23.15 + }, + { + "date": "2024-03-18", + "equity": 12492.83, + "return_pct": 24.93 + }, + { + "date": "2024-03-19", + "equity": 12408.49, + "return_pct": 24.08 + }, + { + "date": "2024-03-20", + "equity": 12870.11, + "return_pct": 28.7 + }, + { + "date": "2024-03-21", + "equity": 13048.94, + "return_pct": 30.49 + }, + { + "date": "2024-03-22", + "equity": 13016.01, + "return_pct": 30.16 + }, + { + "date": "2024-03-25", + "equity": 13295.36, + "return_pct": 32.95 + }, + { + "date": "2024-03-26", + "equity": 13355.87, + "return_pct": 33.56 + }, + { + "date": "2024-03-27", + "equity": 13138.83, + "return_pct": 31.39 + }, + { + "date": "2024-03-28", + "equity": 13203.23, + "return_pct": 32.03 + }, + { + "date": "2024-04-01", + "equity": 13439.06, + "return_pct": 34.39 + }, + { + "date": "2024-04-02", + "equity": 13344.82, + "return_pct": 33.45 + }, + { + "date": "2024-04-03", + "equity": 13834.97, + "return_pct": 38.35 + }, + { + "date": "2024-04-04", + "equity": 13620.91, + "return_pct": 36.21 + }, + { + "date": "2024-04-05", + "equity": 14042.37, + "return_pct": 40.42 + }, + { + "date": "2024-04-08", + "equity": 14044.04, + "return_pct": 40.44 + }, + { + "date": "2024-04-09", + "equity": 13911.79, + "return_pct": 39.12 + }, + { + "date": "2024-04-10", + "equity": 13896.4, + "return_pct": 38.96 + }, + { + "date": "2024-04-11", + "equity": 14032.79, + "return_pct": 40.33 + }, + { + "date": "2024-04-12", + "equity": 13730.29, + "return_pct": 37.3 + }, + { + "date": "2024-04-15", + "equity": 13565.21, + "return_pct": 35.65 + }, + { + "date": "2024-04-16", + "equity": 13680.81, + "return_pct": 36.81 + }, + { + "date": "2024-04-17", + "equity": 13534.81, + "return_pct": 35.35 + }, + { + "date": "2024-04-18", + "equity": 13478.35, + "return_pct": 34.78 + }, + { + "date": "2024-04-19", + "equity": 13262.36, + "return_pct": 32.62 + }, + { + "date": "2024-04-22", + "equity": 13308.23, + "return_pct": 33.08 + }, + { + "date": "2024-04-23", + "equity": 13511.34, + "return_pct": 35.11 + }, + { + "date": "2024-04-24", + "equity": 13456.5, + "return_pct": 34.56 + }, + { + "date": "2024-04-25", + "equity": 13532.46, + "return_pct": 35.32 + }, + { + "date": "2024-04-26", + "equity": 13672.8, + "return_pct": 36.73 + }, + { + "date": "2024-04-29", + "equity": 13856.51, + "return_pct": 38.57 + }, + { + "date": "2024-04-30", + "equity": 13746.98, + "return_pct": 37.47 + }, + { + "date": "2024-05-01", + "equity": 13541.71, + "return_pct": 35.42 + }, + { + "date": "2024-05-02", + "equity": 13680.57, + "return_pct": 36.81 + }, + { + "date": "2024-05-03", + "equity": 13786.44, + "return_pct": 37.86 + }, + { + "date": "2024-05-06", + "equity": 13989.85, + "return_pct": 39.9 + }, + { + "date": "2024-05-07", + "equity": 13967.83, + "return_pct": 39.68 + }, + { + "date": "2024-05-08", + "equity": 13964.38, + "return_pct": 39.64 + }, + { + "date": "2024-05-09", + "equity": 14231.61, + "return_pct": 42.32 + }, + { + "date": "2024-05-10", + "equity": 14289.74, + "return_pct": 42.9 + }, + { + "date": "2024-05-13", + "equity": 14183.52, + "return_pct": 41.84 + }, + { + "date": "2024-05-14", + "equity": 14258.45, + "return_pct": 42.58 + }, + { + "date": "2024-05-15", + "equity": 14509.35, + "return_pct": 45.09 + }, + { + "date": "2024-05-16", + "equity": 14373.92, + "return_pct": 43.74 + }, + { + "date": "2024-05-17", + "equity": 14441.55, + "return_pct": 44.42 + }, + { + "date": "2024-05-20", + "equity": 14499.81, + "return_pct": 45.0 + }, + { + "date": "2024-05-21", + "equity": 14504.72, + "return_pct": 45.05 + }, + { + "date": "2024-05-22", + "equity": 14146.86, + "return_pct": 41.47 + }, + { + "date": "2024-05-23", + "equity": 13925.87, + "return_pct": 39.26 + }, + { + "date": "2024-05-24", + "equity": 14077.2, + "return_pct": 40.77 + }, + { + "date": "2024-05-28", + "equity": 14139.68, + "return_pct": 41.4 + }, + { + "date": "2024-05-29", + "equity": 14067.22, + "return_pct": 40.67 + }, + { + "date": "2024-05-30", + "equity": 13706.56, + "return_pct": 37.07 + }, + { + "date": "2024-05-31", + "equity": 13552.53, + "return_pct": 35.53 + }, + { + "date": "2024-06-03", + "equity": 13596.48, + "return_pct": 35.96 + }, + { + "date": "2024-06-04", + "equity": 13504.22, + "return_pct": 35.04 + }, + { + "date": "2024-06-05", + "equity": 13534.91, + "return_pct": 35.35 + }, + { + "date": "2024-06-06", + "equity": 13504.96, + "return_pct": 35.05 + }, + { + "date": "2024-06-07", + "equity": 13468.87, + "return_pct": 34.69 + }, + { + "date": "2024-06-10", + "equity": 13578.13, + "return_pct": 35.78 + }, + { + "date": "2024-06-11", + "equity": 13569.08, + "return_pct": 35.69 + }, + { + "date": "2024-06-12", + "equity": 13780.66, + "return_pct": 37.81 + }, + { + "date": "2024-06-13", + "equity": 13570.19, + "return_pct": 35.7 + }, + { + "date": "2024-06-14", + "equity": 13485.72, + "return_pct": 34.86 + }, + { + "date": "2024-06-17", + "equity": 13429.73, + "return_pct": 34.3 + }, + { + "date": "2024-06-18", + "equity": 13421.05, + "return_pct": 34.21 + }, + { + "date": "2024-06-20", + "equity": 13352.46, + "return_pct": 33.52 + }, + { + "date": "2024-06-21", + "equity": 13291.02, + "return_pct": 32.91 + }, + { + "date": "2024-06-24", + "equity": 13217.66, + "return_pct": 32.18 + }, + { + "date": "2024-06-25", + "equity": 13309.7, + "return_pct": 33.1 + }, + { + "date": "2024-06-26", + "equity": 13265.28, + "return_pct": 32.65 + }, + { + "date": "2024-06-27", + "equity": 13265.39, + "return_pct": 32.65 + }, + { + "date": "2024-06-28", + "equity": 13381.25, + "return_pct": 33.81 + }, + { + "date": "2024-07-01", + "equity": 13341.71, + "return_pct": 33.42 + }, + { + "date": "2024-07-02", + "equity": 13346.07, + "return_pct": 33.46 + }, + { + "date": "2024-07-03", + "equity": 13533.13, + "return_pct": 35.33 + }, + { + "date": "2024-07-05", + "equity": 13419.31, + "return_pct": 34.19 + }, + { + "date": "2024-07-08", + "equity": 13337.08, + "return_pct": 33.37 + }, + { + "date": "2024-07-09", + "equity": 13348.39, + "return_pct": 33.48 + }, + { + "date": "2024-07-10", + "equity": 13319.94, + "return_pct": 33.2 + }, + { + "date": "2024-07-11", + "equity": 13482.96, + "return_pct": 34.83 + }, + { + "date": "2024-07-12", + "equity": 13613.68, + "return_pct": 36.14 + }, + { + "date": "2024-07-15", + "equity": 14028.48, + "return_pct": 40.28 + }, + { + "date": "2024-07-16", + "equity": 14131.84, + "return_pct": 41.32 + }, + { + "date": "2024-07-17", + "equity": 13587.03, + "return_pct": 35.87 + }, + { + "date": "2024-07-18", + "equity": 13340.07, + "return_pct": 33.4 + }, + { + "date": "2024-07-19", + "equity": 13396.55, + "return_pct": 33.97 + }, + { + "date": "2024-07-22", + "equity": 13407.38, + "return_pct": 34.07 + }, + { + "date": "2024-07-23", + "equity": 13264.04, + "return_pct": 32.64 + }, + { + "date": "2024-07-24", + "equity": 12985.21, + "return_pct": 29.85 + }, + { + "date": "2024-07-25", + "equity": 13022.65, + "return_pct": 30.23 + }, + { + "date": "2024-07-26", + "equity": 13150.91, + "return_pct": 31.51 + }, + { + "date": "2024-07-29", + "equity": 13034.03, + "return_pct": 30.34 + }, + { + "date": "2024-07-30", + "equity": 13062.62, + "return_pct": 30.63 + }, + { + "date": "2024-07-31", + "equity": 13282.66, + "return_pct": 32.83 + }, + { + "date": "2024-08-01", + "equity": 13292.34, + "return_pct": 32.92 + }, + { + "date": "2024-08-02", + "equity": 12890.74, + "return_pct": 28.91 + }, + { + "date": "2024-08-05", + "equity": 12613.72, + "return_pct": 26.14 + }, + { + "date": "2024-08-06", + "equity": 12651.68, + "return_pct": 26.52 + }, + { + "date": "2024-08-07", + "equity": 12657.29, + "return_pct": 26.57 + }, + { + "date": "2024-08-08", + "equity": 12719.93, + "return_pct": 27.2 + }, + { + "date": "2024-08-09", + "equity": 12706.57, + "return_pct": 27.07 + }, + { + "date": "2024-08-12", + "equity": 12704.01, + "return_pct": 27.04 + }, + { + "date": "2024-08-13", + "equity": 12705.61, + "return_pct": 27.06 + }, + { + "date": "2024-08-14", + "equity": 12695.46, + "return_pct": 26.95 + }, + { + "date": "2024-08-15", + "equity": 12719.7, + "return_pct": 27.2 + }, + { + "date": "2024-08-16", + "equity": 12714.8, + "return_pct": 27.15 + }, + { + "date": "2024-08-19", + "equity": 12856.81, + "return_pct": 28.57 + }, + { + "date": "2024-08-20", + "equity": 12996.67, + "return_pct": 29.97 + }, + { + "date": "2024-08-21", + "equity": 12964.87, + "return_pct": 29.65 + }, + { + "date": "2024-08-22", + "equity": 12877.93, + "return_pct": 28.78 + }, + { + "date": "2024-08-23", + "equity": 13008.7, + "return_pct": 30.09 + }, + { + "date": "2024-08-26", + "equity": 12883.41, + "return_pct": 28.83 + }, + { + "date": "2024-08-27", + "equity": 12940.7, + "return_pct": 29.41 + }, + { + "date": "2024-08-28", + "equity": 12954.4, + "return_pct": 29.54 + }, + { + "date": "2024-08-29", + "equity": 12984.75, + "return_pct": 29.85 + }, + { + "date": "2024-08-30", + "equity": 13131.96, + "return_pct": 31.32 + }, + { + "date": "2024-09-03", + "equity": 12950.95, + "return_pct": 29.51 + }, + { + "date": "2024-09-04", + "equity": 12882.58, + "return_pct": 28.83 + }, + { + "date": "2024-09-05", + "equity": 12797.44, + "return_pct": 27.97 + }, + { + "date": "2024-09-06", + "equity": 12548.34, + "return_pct": 25.48 + }, + { + "date": "2024-09-09", + "equity": 12711.02, + "return_pct": 27.11 + }, + { + "date": "2024-09-10", + "equity": 12691.6, + "return_pct": 26.92 + }, + { + "date": "2024-09-11", + "equity": 12714.27, + "return_pct": 27.14 + }, + { + "date": "2024-09-12", + "equity": 12854.28, + "return_pct": 28.54 + }, + { + "date": "2024-09-13", + "equity": 12957.94, + "return_pct": 29.58 + }, + { + "date": "2024-09-16", + "equity": 13026.26, + "return_pct": 30.26 + }, + { + "date": "2024-09-17", + "equity": 13024.29, + "return_pct": 30.24 + }, + { + "date": "2024-09-18", + "equity": 12934.23, + "return_pct": 29.34 + }, + { + "date": "2024-09-19", + "equity": 13035.45, + "return_pct": 30.35 + }, + { + "date": "2024-09-20", + "equity": 13623.92, + "return_pct": 36.24 + }, + { + "date": "2024-09-23", + "equity": 13798.64, + "return_pct": 37.99 + }, + { + "date": "2024-09-24", + "equity": 13822.61, + "return_pct": 38.23 + }, + { + "date": "2024-09-25", + "equity": 13974.36, + "return_pct": 39.74 + }, + { + "date": "2024-09-26", + "equity": 13913.79, + "return_pct": 39.14 + }, + { + "date": "2024-09-27", + "equity": 14034.14, + "return_pct": 40.34 + }, + { + "date": "2024-09-30", + "equity": 14134.83, + "return_pct": 41.35 + }, + { + "date": "2024-10-01", + "equity": 14091.99, + "return_pct": 40.92 + }, + { + "date": "2024-10-02", + "equity": 14271.83, + "return_pct": 42.72 + }, + { + "date": "2024-10-03", + "equity": 14450.19, + "return_pct": 44.5 + }, + { + "date": "2024-10-04", + "equity": 14713.97, + "return_pct": 47.14 + }, + { + "date": "2024-10-07", + "equity": 14600.59, + "return_pct": 46.01 + }, + { + "date": "2024-10-08", + "equity": 14851.35, + "return_pct": 48.51 + }, + { + "date": "2024-10-09", + "equity": 14633.16, + "return_pct": 46.33 + }, + { + "date": "2024-10-10", + "equity": 14588.69, + "return_pct": 45.89 + }, + { + "date": "2024-10-11", + "equity": 14894.32, + "return_pct": 48.94 + }, + { + "date": "2024-10-14", + "equity": 15056.69, + "return_pct": 50.57 + }, + { + "date": "2024-10-15", + "equity": 14831.61, + "return_pct": 48.32 + }, + { + "date": "2024-10-16", + "equity": 15158.87, + "return_pct": 51.59 + }, + { + "date": "2024-10-17", + "equity": 14779.28, + "return_pct": 47.79 + }, + { + "date": "2024-10-18", + "equity": 14977.36, + "return_pct": 49.77 + }, + { + "date": "2024-10-21", + "equity": 15088.41, + "return_pct": 50.88 + }, + { + "date": "2024-10-22", + "equity": 15090.87, + "return_pct": 50.91 + }, + { + "date": "2024-10-23", + "equity": 14862.25, + "return_pct": 48.62 + }, + { + "date": "2024-10-24", + "equity": 14984.9, + "return_pct": 49.85 + }, + { + "date": "2024-10-25", + "equity": 15247.03, + "return_pct": 52.47 + }, + { + "date": "2024-10-28", + "equity": 15264.77, + "return_pct": 52.65 + }, + { + "date": "2024-10-29", + "equity": 15244.98, + "return_pct": 52.45 + }, + { + "date": "2024-10-30", + "equity": 15130.64, + "return_pct": 51.31 + }, + { + "date": "2024-10-31", + "equity": 15411.4, + "return_pct": 54.11 + }, + { + "date": "2024-11-01", + "equity": 15343.59, + "return_pct": 53.44 + }, + { + "date": "2024-11-04", + "equity": 15328.7, + "return_pct": 53.29 + }, + { + "date": "2024-11-05", + "equity": 15563.8, + "return_pct": 55.64 + }, + { + "date": "2024-11-06", + "equity": 16306.62, + "return_pct": 63.07 + }, + { + "date": "2024-11-07", + "equity": 16289.22, + "return_pct": 62.89 + }, + { + "date": "2024-11-08", + "equity": 16576.93, + "return_pct": 65.77 + }, + { + "date": "2024-11-11", + "equity": 16793.8, + "return_pct": 67.94 + }, + { + "date": "2024-11-12", + "equity": 16782.21, + "return_pct": 67.82 + }, + { + "date": "2024-11-13", + "equity": 16421.76, + "return_pct": 64.22 + }, + { + "date": "2024-11-14", + "equity": 16280.02, + "return_pct": 62.8 + }, + { + "date": "2024-11-15", + "equity": 16242.85, + "return_pct": 62.43 + }, + { + "date": "2024-11-18", + "equity": 16290.27, + "return_pct": 62.9 + }, + { + "date": "2024-11-19", + "equity": 16433.03, + "return_pct": 64.33 + }, + { + "date": "2024-11-20", + "equity": 16444.6, + "return_pct": 64.45 + }, + { + "date": "2024-11-21", + "equity": 16532.82, + "return_pct": 65.33 + }, + { + "date": "2024-11-22", + "equity": 16663.88, + "return_pct": 66.64 + }, + { + "date": "2024-11-25", + "equity": 16738.7, + "return_pct": 67.39 + }, + { + "date": "2024-11-26", + "equity": 16686.04, + "return_pct": 66.86 + }, + { + "date": "2024-11-27", + "equity": 16660.08, + "return_pct": 66.6 + }, + { + "date": "2024-11-29", + "equity": 16777.9, + "return_pct": 67.78 + }, + { + "date": "2024-12-02", + "equity": 16525.74, + "return_pct": 65.26 + }, + { + "date": "2024-12-03", + "equity": 16450.77, + "return_pct": 64.51 + }, + { + "date": "2024-12-04", + "equity": 16409.75, + "return_pct": 64.1 + }, + { + "date": "2024-12-05", + "equity": 16295.58, + "return_pct": 62.96 + }, + { + "date": "2024-12-06", + "equity": 16264.37, + "return_pct": 62.64 + }, + { + "date": "2024-12-09", + "equity": 16077.5, + "return_pct": 60.78 + }, + { + "date": "2024-12-10", + "equity": 15976.08, + "return_pct": 59.76 + }, + { + "date": "2024-12-11", + "equity": 16111.1, + "return_pct": 61.11 + }, + { + "date": "2024-12-12", + "equity": 16034.44, + "return_pct": 60.34 + }, + { + "date": "2024-12-13", + "equity": 16084.75, + "return_pct": 60.85 + }, + { + "date": "2024-12-16", + "equity": 16292.93, + "return_pct": 62.93 + }, + { + "date": "2024-12-17", + "equity": 16202.8, + "return_pct": 62.03 + }, + { + "date": "2024-12-18", + "equity": 15793.46, + "return_pct": 57.93 + }, + { + "date": "2024-12-19", + "equity": 15715.26, + "return_pct": 57.15 + }, + { + "date": "2024-12-20", + "equity": 15629.51, + "return_pct": 56.3 + }, + { + "date": "2024-12-23", + "equity": 15563.14, + "return_pct": 55.63 + }, + { + "date": "2024-12-24", + "equity": 15570.36, + "return_pct": 55.7 + }, + { + "date": "2024-12-26", + "equity": 15571.8, + "return_pct": 55.72 + }, + { + "date": "2024-12-27", + "equity": 15505.58, + "return_pct": 55.06 + }, + { + "date": "2024-12-30", + "equity": 15475.36, + "return_pct": 54.75 + }, + { + "date": "2024-12-31", + "equity": 15433.71, + "return_pct": 54.34 + }, + { + "date": "2025-01-02", + "equity": 15522.73, + "return_pct": 55.23 + }, + { + "date": "2025-01-03", + "equity": 15600.72, + "return_pct": 56.01 + }, + { + "date": "2025-01-06", + "equity": 15656.26, + "return_pct": 56.56 + }, + { + "date": "2025-01-07", + "equity": 15568.46, + "return_pct": 55.68 + }, + { + "date": "2025-01-08", + "equity": 15578.67, + "return_pct": 55.79 + }, + { + "date": "2025-01-10", + "equity": 15548.86, + "return_pct": 55.49 + }, + { + "date": "2025-01-13", + "equity": 15528.85, + "return_pct": 55.29 + }, + { + "date": "2025-01-14", + "equity": 15617.46, + "return_pct": 56.17 + }, + { + "date": "2025-01-15", + "equity": 15766.74, + "return_pct": 57.67 + }, + { + "date": "2025-01-16", + "equity": 15903.53, + "return_pct": 59.04 + }, + { + "date": "2025-01-17", + "equity": 16153.54, + "return_pct": 61.54 + }, + { + "date": "2025-01-21", + "equity": 16421.74, + "return_pct": 64.22 + }, + { + "date": "2025-01-22", + "equity": 16414.38, + "return_pct": 64.14 + }, + { + "date": "2025-01-23", + "equity": 16241.21, + "return_pct": 62.41 + }, + { + "date": "2025-01-24", + "equity": 16088.58, + "return_pct": 60.89 + }, + { + "date": "2025-01-27", + "equity": 15930.09, + "return_pct": 59.3 + }, + { + "date": "2025-01-28", + "equity": 15789.72, + "return_pct": 57.9 + }, + { + "date": "2025-01-29", + "equity": 15766.71, + "return_pct": 57.67 + }, + { + "date": "2025-01-30", + "equity": 15975.09, + "return_pct": 59.75 + }, + { + "date": "2025-01-31", + "equity": 15911.73, + "return_pct": 59.12 + }, + { + "date": "2025-02-03", + "equity": 15986.64, + "return_pct": 59.87 + }, + { + "date": "2025-02-04", + "equity": 16049.65, + "return_pct": 60.5 + }, + { + "date": "2025-02-05", + "equity": 16328.92, + "return_pct": 63.29 + }, + { + "date": "2025-02-06", + "equity": 16410.72, + "return_pct": 64.11 + }, + { + "date": "2025-02-07", + "equity": 16497.92, + "return_pct": 64.98 + }, + { + "date": "2025-02-10", + "equity": 16521.47, + "return_pct": 65.21 + }, + { + "date": "2025-02-11", + "equity": 16413.11, + "return_pct": 64.13 + }, + { + "date": "2025-02-12", + "equity": 16652.9, + "return_pct": 66.53 + }, + { + "date": "2025-02-13", + "equity": 16854.36, + "return_pct": 68.54 + }, + { + "date": "2025-02-14", + "equity": 17186.27, + "return_pct": 71.86 + }, + { + "date": "2025-02-18", + "equity": 17275.92, + "return_pct": 72.76 + }, + { + "date": "2025-02-19", + "equity": 17268.98, + "return_pct": 72.69 + }, + { + "date": "2025-02-20", + "equity": 16902.17, + "return_pct": 69.02 + }, + { + "date": "2025-02-21", + "equity": 16836.14, + "return_pct": 68.36 + }, + { + "date": "2025-02-24", + "equity": 16751.65, + "return_pct": 67.52 + }, + { + "date": "2025-02-25", + "equity": 16584.49, + "return_pct": 65.84 + }, + { + "date": "2025-02-26", + "equity": 16683.35, + "return_pct": 66.83 + }, + { + "date": "2025-02-27", + "equity": 16467.84, + "return_pct": 64.68 + }, + { + "date": "2025-02-28", + "equity": 16664.85, + "return_pct": 66.65 + }, + { + "date": "2025-03-03", + "equity": 16659.32, + "return_pct": 66.59 + }, + { + "date": "2025-03-04", + "equity": 16313.98, + "return_pct": 63.14 + }, + { + "date": "2025-03-05", + "equity": 16323.21, + "return_pct": 63.23 + }, + { + "date": "2025-03-06", + "equity": 16168.03, + "return_pct": 61.68 + }, + { + "date": "2025-03-07", + "equity": 16213.43, + "return_pct": 62.13 + }, + { + "date": "2025-03-10", + "equity": 16095.63, + "return_pct": 60.96 + }, + { + "date": "2025-03-11", + "equity": 15908.7, + "return_pct": 59.09 + }, + { + "date": "2025-03-12", + "equity": 15885.64, + "return_pct": 58.86 + }, + { + "date": "2025-03-13", + "equity": 16084.24, + "return_pct": 60.84 + }, + { + "date": "2025-03-14", + "equity": 16186.29, + "return_pct": 61.86 + }, + { + "date": "2025-03-17", + "equity": 16363.38, + "return_pct": 63.63 + }, + { + "date": "2025-03-18", + "equity": 16352.56, + "return_pct": 63.53 + }, + { + "date": "2025-03-19", + "equity": 16405.3, + "return_pct": 64.05 + }, + { + "date": "2025-03-20", + "equity": 16413.39, + "return_pct": 64.13 + }, + { + "date": "2025-03-21", + "equity": 16362.91, + "return_pct": 63.63 + }, + { + "date": "2025-03-24", + "equity": 16520.48, + "return_pct": 65.2 + }, + { + "date": "2025-03-25", + "equity": 16618.73, + "return_pct": 66.19 + }, + { + "date": "2025-03-26", + "equity": 16477.61, + "return_pct": 64.78 + }, + { + "date": "2025-03-27", + "equity": 16484.47, + "return_pct": 64.84 + }, + { + "date": "2025-03-28", + "equity": 16348.84, + "return_pct": 63.49 + }, + { + "date": "2025-03-31", + "equity": 16333.57, + "return_pct": 63.34 + }, + { + "date": "2025-04-01", + "equity": 16356.78, + "return_pct": 63.57 + }, + { + "date": "2025-04-02", + "equity": 16419.98, + "return_pct": 64.2 + }, + { + "date": "2025-04-03", + "equity": 16195.65, + "return_pct": 61.96 + }, + { + "date": "2025-04-04", + "equity": 15590.71, + "return_pct": 55.91 + }, + { + "date": "2025-04-07", + "equity": 15640.99, + "return_pct": 56.41 + }, + { + "date": "2025-04-08", + "equity": 15648.39, + "return_pct": 56.48 + }, + { + "date": "2025-04-09", + "equity": 15928.64, + "return_pct": 59.29 + }, + { + "date": "2025-04-10", + "equity": 16090.58, + "return_pct": 60.91 + }, + { + "date": "2025-04-11", + "equity": 16381.12, + "return_pct": 63.81 + }, + { + "date": "2025-04-14", + "equity": 16461.23, + "return_pct": 64.61 + }, + { + "date": "2025-04-15", + "equity": 16479.91, + "return_pct": 64.8 + }, + { + "date": "2025-04-16", + "equity": 16264.0, + "return_pct": 62.64 + }, + { + "date": "2025-04-17", + "equity": 16233.83, + "return_pct": 62.34 + }, + { + "date": "2025-04-21", + "equity": 16082.08, + "return_pct": 60.82 + }, + { + "date": "2025-04-22", + "equity": 16280.94, + "return_pct": 62.81 + }, + { + "date": "2025-04-23", + "equity": 16397.54, + "return_pct": 63.98 + }, + { + "date": "2025-04-24", + "equity": 16537.34, + "return_pct": 65.37 + }, + { + "date": "2025-04-25", + "equity": 16566.8, + "return_pct": 65.67 + }, + { + "date": "2025-04-28", + "equity": 16576.87, + "return_pct": 65.77 + }, + { + "date": "2025-04-29", + "equity": 16686.93, + "return_pct": 66.87 + }, + { + "date": "2025-04-30", + "equity": 16699.1, + "return_pct": 66.99 + }, + { + "date": "2025-05-01", + "equity": 16853.53, + "return_pct": 68.54 + }, + { + "date": "2025-05-02", + "equity": 17282.9, + "return_pct": 72.83 + }, + { + "date": "2025-05-05", + "equity": 17387.23, + "return_pct": 73.87 + }, + { + "date": "2025-05-06", + "equity": 17264.23, + "return_pct": 72.64 + }, + { + "date": "2025-05-07", + "equity": 17408.31, + "return_pct": 74.08 + }, + { + "date": "2025-05-08", + "equity": 18021.49, + "return_pct": 80.21 + }, + { + "date": "2025-05-09", + "equity": 17872.77, + "return_pct": 78.73 + }, + { + "date": "2025-05-12", + "equity": 18491.51, + "return_pct": 84.92 + }, + { + "date": "2025-05-13", + "equity": 18870.37, + "return_pct": 88.7 + }, + { + "date": "2025-05-14", + "equity": 19042.26, + "return_pct": 90.42 + }, + { + "date": "2025-05-15", + "equity": 19081.64, + "return_pct": 90.82 + }, + { + "date": "2025-05-16", + "equity": 19221.55, + "return_pct": 92.22 + }, + { + "date": "2025-05-19", + "equity": 19309.83, + "return_pct": 93.1 + }, + { + "date": "2025-05-20", + "equity": 18936.23, + "return_pct": 89.36 + }, + { + "date": "2025-05-21", + "equity": 18347.96, + "return_pct": 83.48 + }, + { + "date": "2025-05-22", + "equity": 18293.05, + "return_pct": 82.93 + }, + { + "date": "2025-05-23", + "equity": 18291.11, + "return_pct": 82.91 + }, + { + "date": "2025-05-27", + "equity": 18768.16, + "return_pct": 87.68 + }, + { + "date": "2025-05-28", + "equity": 18695.12, + "return_pct": 86.95 + }, + { + "date": "2025-05-29", + "equity": 18377.75, + "return_pct": 83.78 + }, + { + "date": "2025-05-30", + "equity": 18525.66, + "return_pct": 85.26 + }, + { + "date": "2025-06-02", + "equity": 18894.24, + "return_pct": 88.94 + }, + { + "date": "2025-06-03", + "equity": 19324.3, + "return_pct": 93.24 + }, + { + "date": "2025-06-04", + "equity": 19535.44, + "return_pct": 95.35 + }, + { + "date": "2025-06-05", + "equity": 19623.22, + "return_pct": 96.23 + }, + { + "date": "2025-06-06", + "equity": 19792.08, + "return_pct": 97.92 + }, + { + "date": "2025-06-09", + "equity": 19482.97, + "return_pct": 94.83 + }, + { + "date": "2025-06-10", + "equity": 19306.66, + "return_pct": 93.07 + }, + { + "date": "2025-06-11", + "equity": 19428.17, + "return_pct": 94.28 + }, + { + "date": "2025-06-12", + "equity": 19413.2, + "return_pct": 94.13 + }, + { + "date": "2025-06-13", + "equity": 18887.94, + "return_pct": 88.88 + }, + { + "date": "2025-06-16", + "equity": 19228.79, + "return_pct": 92.29 + }, + { + "date": "2025-06-17", + "equity": 19103.73, + "return_pct": 91.04 + }, + { + "date": "2025-06-18", + "equity": 19397.33, + "return_pct": 93.97 + }, + { + "date": "2025-06-20", + "equity": 19521.02, + "return_pct": 95.21 + }, + { + "date": "2025-06-23", + "equity": 19635.41, + "return_pct": 96.35 + }, + { + "date": "2025-06-24", + "equity": 20100.24, + "return_pct": 101.0 + }, + { + "date": "2025-06-25", + "equity": 19981.08, + "return_pct": 99.81 + }, + { + "date": "2025-06-26", + "equity": 20352.7, + "return_pct": 103.53 + }, + { + "date": "2025-06-27", + "equity": 20510.85, + "return_pct": 105.11 + }, + { + "date": "2025-06-30", + "equity": 21079.59, + "return_pct": 110.8 + }, + { + "date": "2025-07-01", + "equity": 20403.97, + "return_pct": 104.04 + }, + { + "date": "2025-07-02", + "equity": 20809.6, + "return_pct": 108.1 + }, + { + "date": "2025-07-03", + "equity": 21044.78, + "return_pct": 110.45 + }, + { + "date": "2025-07-07", + "equity": 21130.03, + "return_pct": 111.3 + }, + { + "date": "2025-07-08", + "equity": 20876.53, + "return_pct": 108.77 + }, + { + "date": "2025-07-09", + "equity": 21404.26, + "return_pct": 114.04 + }, + { + "date": "2025-07-10", + "equity": 21494.45, + "return_pct": 114.94 + }, + { + "date": "2025-07-11", + "equity": 21484.98, + "return_pct": 114.85 + }, + { + "date": "2025-07-14", + "equity": 21952.25, + "return_pct": 119.52 + }, + { + "date": "2025-07-15", + "equity": 21994.19, + "return_pct": 119.94 + }, + { + "date": "2025-07-16", + "equity": 22163.97, + "return_pct": 121.64 + }, + { + "date": "2025-07-17", + "equity": 22443.46, + "return_pct": 124.43 + }, + { + "date": "2025-07-18", + "equity": 22433.01, + "return_pct": 124.33 + }, + { + "date": "2025-07-21", + "equity": 22694.31, + "return_pct": 126.94 + }, + { + "date": "2025-07-22", + "equity": 22362.01, + "return_pct": 123.62 + }, + { + "date": "2025-07-23", + "equity": 22678.11, + "return_pct": 126.78 + }, + { + "date": "2025-07-24", + "equity": 22698.22, + "return_pct": 126.98 + }, + { + "date": "2025-07-25", + "equity": 22848.56, + "return_pct": 128.49 + }, + { + "date": "2025-07-28", + "equity": 23045.48, + "return_pct": 130.45 + }, + { + "date": "2025-07-29", + "equity": 22843.78, + "return_pct": 128.44 + }, + { + "date": "2025-07-30", + "equity": 22942.54, + "return_pct": 129.43 + }, + { + "date": "2025-07-31", + "equity": 23007.9, + "return_pct": 130.08 + }, + { + "date": "2025-08-01", + "equity": 22253.12, + "return_pct": 122.53 + }, + { + "date": "2025-08-04", + "equity": 22663.61, + "return_pct": 126.64 + }, + { + "date": "2025-08-05", + "equity": 23211.7, + "return_pct": 132.12 + }, + { + "date": "2025-08-06", + "equity": 23430.87, + "return_pct": 134.31 + }, + { + "date": "2025-08-07", + "equity": 23780.99, + "return_pct": 137.81 + }, + { + "date": "2025-08-08", + "equity": 23665.36, + "return_pct": 136.65 + }, + { + "date": "2025-08-11", + "equity": 23461.38, + "return_pct": 134.61 + }, + { + "date": "2025-08-12", + "equity": 23326.48, + "return_pct": 133.26 + }, + { + "date": "2025-08-13", + "equity": 23141.37, + "return_pct": 131.41 + }, + { + "date": "2025-08-14", + "equity": 22813.96, + "return_pct": 128.14 + }, + { + "date": "2025-08-15", + "equity": 22708.06, + "return_pct": 127.08 + }, + { + "date": "2025-08-18", + "equity": 22972.63, + "return_pct": 129.73 + }, + { + "date": "2025-08-19", + "equity": 22475.58, + "return_pct": 124.76 + }, + { + "date": "2025-08-20", + "equity": 22315.41, + "return_pct": 123.15 + }, + { + "date": "2025-08-21", + "equity": 22368.15, + "return_pct": 123.68 + }, + { + "date": "2025-08-22", + "equity": 22970.45, + "return_pct": 129.7 + }, + { + "date": "2025-08-25", + "equity": 23119.58, + "return_pct": 131.2 + }, + { + "date": "2025-08-26", + "equity": 23275.76, + "return_pct": 132.76 + }, + { + "date": "2025-08-27", + "equity": 23507.21, + "return_pct": 135.07 + }, + { + "date": "2025-08-28", + "equity": 23809.26, + "return_pct": 138.09 + }, + { + "date": "2025-08-29", + "equity": 23358.15, + "return_pct": 133.58 + }, + { + "date": "2025-09-02", + "equity": 23195.28, + "return_pct": 131.95 + }, + { + "date": "2025-09-03", + "equity": 23173.63, + "return_pct": 131.74 + }, + { + "date": "2025-09-04", + "equity": 23027.83, + "return_pct": 130.28 + }, + { + "date": "2025-09-05", + "equity": 23041.36, + "return_pct": 130.41 + }, + { + "date": "2025-09-08", + "equity": 23165.64, + "return_pct": 131.66 + }, + { + "date": "2025-09-09", + "equity": 23007.93, + "return_pct": 130.08 + }, + { + "date": "2025-09-10", + "equity": 23222.19, + "return_pct": 132.22 + }, + { + "date": "2025-09-11", + "equity": 24403.71, + "return_pct": 144.04 + }, + { + "date": "2025-09-12", + "equity": 25101.58, + "return_pct": 151.02 + }, + { + "date": "2025-09-15", + "equity": 25437.8, + "return_pct": 154.38 + }, + { + "date": "2025-09-16", + "equity": 25195.12, + "return_pct": 151.95 + }, + { + "date": "2025-09-17", + "equity": 25268.98, + "return_pct": 152.69 + }, + { + "date": "2025-09-18", + "equity": 25852.02, + "return_pct": 158.52 + }, + { + "date": "2025-09-19", + "equity": 26166.42, + "return_pct": 161.66 + }, + { + "date": "2025-09-22", + "equity": 26021.49, + "return_pct": 160.21 + }, + { + "date": "2025-09-23", + "equity": 25830.6, + "return_pct": 158.31 + }, + { + "date": "2025-09-24", + "equity": 25884.93, + "return_pct": 158.85 + }, + { + "date": "2025-09-25", + "equity": 25354.86, + "return_pct": 153.55 + }, + { + "date": "2025-09-26", + "equity": 25614.13, + "return_pct": 156.14 + }, + { + "date": "2025-09-29", + "equity": 25856.92, + "return_pct": 158.57 + }, + { + "date": "2025-09-30", + "equity": 25903.38, + "return_pct": 159.03 + }, + { + "date": "2025-10-01", + "equity": 26438.08, + "return_pct": 164.38 + }, + { + "date": "2025-10-02", + "equity": 26499.97, + "return_pct": 165.0 + }, + { + "date": "2025-10-03", + "equity": 26523.84, + "return_pct": 165.24 + }, + { + "date": "2025-10-06", + "equity": 27092.87, + "return_pct": 170.93 + }, + { + "date": "2025-10-07", + "equity": 26763.91, + "return_pct": 167.64 + }, + { + "date": "2025-10-08", + "equity": 27078.85, + "return_pct": 170.79 + }, + { + "date": "2025-10-09", + "equity": 26844.59, + "return_pct": 168.45 + }, + { + "date": "2025-10-10", + "equity": 25849.22, + "return_pct": 158.49 + }, + { + "date": "2025-10-13", + "equity": 26309.42, + "return_pct": 163.09 + }, + { + "date": "2025-10-14", + "equity": 25837.66, + "return_pct": 158.38 + }, + { + "date": "2025-10-15", + "equity": 25931.98, + "return_pct": 159.32 + }, + { + "date": "2025-10-16", + "equity": 25754.63, + "return_pct": 157.55 + }, + { + "date": "2025-10-17", + "equity": 25927.73, + "return_pct": 159.28 + }, + { + "date": "2025-10-20", + "equity": 25952.15, + "return_pct": 159.52 + }, + { + "date": "2025-10-21", + "equity": 25773.85, + "return_pct": 157.74 + }, + { + "date": "2025-10-22", + "equity": 25333.32, + "return_pct": 153.33 + }, + { + "date": "2025-10-23", + "equity": 25027.7, + "return_pct": 150.28 + }, + { + "date": "2025-10-24", + "equity": 25291.78, + "return_pct": 152.92 + }, + { + "date": "2025-10-27", + "equity": 25652.1, + "return_pct": 156.52 + }, + { + "date": "2025-10-28", + "equity": 25437.29, + "return_pct": 154.37 + }, + { + "date": "2025-10-29", + "equity": 25302.75, + "return_pct": 153.03 + }, + { + "date": "2025-10-30", + "equity": 24666.03, + "return_pct": 146.66 + }, + { + "date": "2025-10-31", + "equity": 25644.21, + "return_pct": 156.44 + }, + { + "date": "2025-11-03", + "equity": 25540.46, + "return_pct": 155.4 + }, + { + "date": "2025-11-04", + "equity": 25591.82, + "return_pct": 155.92 + }, + { + "date": "2025-11-05", + "equity": 26050.2, + "return_pct": 160.5 + }, + { + "date": "2025-11-06", + "equity": 25751.46, + "return_pct": 157.51 + }, + { + "date": "2025-11-07", + "equity": 25940.34, + "return_pct": 159.4 + }, + { + "date": "2025-11-10", + "equity": 26134.07, + "return_pct": 161.34 + }, + { + "date": "2025-11-11", + "equity": 25822.67, + "return_pct": 158.23 + }, + { + "date": "2025-11-12", + "equity": 25741.79, + "return_pct": 157.42 + }, + { + "date": "2025-11-13", + "equity": 25178.4, + "return_pct": 151.78 + }, + { + "date": "2025-11-14", + "equity": 25208.61, + "return_pct": 152.09 + }, + { + "date": "2025-11-17", + "equity": 25049.97, + "return_pct": 150.5 + }, + { + "date": "2025-11-18", + "equity": 25110.84, + "return_pct": 151.11 + }, + { + "date": "2025-11-19", + "equity": 24755.75, + "return_pct": 147.56 + }, + { + "date": "2025-11-20", + "equity": 24542.2, + "return_pct": 145.42 + }, + { + "date": "2025-11-21", + "equity": 24833.48, + "return_pct": 148.33 + }, + { + "date": "2025-11-24", + "equity": 24861.92, + "return_pct": 148.62 + }, + { + "date": "2025-11-25", + "equity": 25166.12, + "return_pct": 151.66 + }, + { + "date": "2025-11-26", + "equity": 25752.03, + "return_pct": 157.52 + }, + { + "date": "2025-11-28", + "equity": 25841.22, + "return_pct": 158.41 + }, + { + "date": "2025-12-01", + "equity": 25600.37, + "return_pct": 156.0 + }, + { + "date": "2025-12-02", + "equity": 25600.96, + "return_pct": 156.01 + }, + { + "date": "2025-12-03", + "equity": 25607.48, + "return_pct": 156.07 + }, + { + "date": "2025-12-04", + "equity": 26494.5, + "return_pct": 164.94 + }, + { + "date": "2025-12-05", + "equity": 27462.88, + "return_pct": 174.63 + }, + { + "date": "2025-12-08", + "equity": 27146.55, + "return_pct": 171.47 + }, + { + "date": "2025-12-09", + "equity": 27277.42, + "return_pct": 172.77 + }, + { + "date": "2025-12-10", + "equity": 27505.01, + "return_pct": 175.05 + }, + { + "date": "2025-12-11", + "equity": 27925.46, + "return_pct": 179.25 + }, + { + "date": "2025-12-12", + "equity": 27841.22, + "return_pct": 178.41 + }, + { + "date": "2025-12-15", + "equity": 27785.02, + "return_pct": 177.85 + }, + { + "date": "2025-12-16", + "equity": 27859.44, + "return_pct": 178.59 + }, + { + "date": "2025-12-17", + "equity": 27605.32, + "return_pct": 176.05 + }, + { + "date": "2025-12-18", + "equity": 27489.21, + "return_pct": 174.89 + }, + { + "date": "2025-12-19", + "equity": 27602.39, + "return_pct": 176.02 + }, + { + "date": "2025-12-22", + "equity": 27556.87, + "return_pct": 175.57 + }, + { + "date": "2025-12-23", + "equity": 27327.21, + "return_pct": 173.27 + }, + { + "date": "2025-12-24", + "equity": 27597.85, + "return_pct": 175.98 + }, + { + "date": "2025-12-26", + "equity": 27763.0, + "return_pct": 177.63 + }, + { + "date": "2025-12-29", + "equity": 27608.29, + "return_pct": 176.08 + }, + { + "date": "2025-12-30", + "equity": 27435.46, + "return_pct": 174.35 + }, + { + "date": "2025-12-31", + "equity": 27130.12, + "return_pct": 171.3 + }, + { + "date": "2026-01-02", + "equity": 27684.84, + "return_pct": 176.85 + }, + { + "date": "2026-01-05", + "equity": 27925.52, + "return_pct": 179.26 + }, + { + "date": "2026-01-06", + "equity": 28744.65, + "return_pct": 187.45 + }, + { + "date": "2026-01-07", + "equity": 28665.26, + "return_pct": 186.65 + }, + { + "date": "2026-01-08", + "equity": 29000.05, + "return_pct": 190.0 + }, + { + "date": "2026-01-09", + "equity": 29110.63, + "return_pct": 191.11 + }, + { + "date": "2026-01-12", + "equity": 29860.9, + "return_pct": 198.61 + }, + { + "date": "2026-01-13", + "equity": 30206.28, + "return_pct": 202.06 + }, + { + "date": "2026-01-14", + "equity": 30440.23, + "return_pct": 204.4 + }, + { + "date": "2026-01-15", + "equity": 30570.31, + "return_pct": 205.7 + }, + { + "date": "2026-01-16", + "equity": 30271.75, + "return_pct": 202.72 + }, + { + "date": "2026-01-20", + "equity": 29955.83, + "return_pct": 199.56 + }, + { + "date": "2026-01-21", + "equity": 30881.37, + "return_pct": 208.81 + }, + { + "date": "2026-01-22", + "equity": 30968.28, + "return_pct": 209.68 + }, + { + "date": "2026-01-23", + "equity": 31396.48, + "return_pct": 213.96 + }, + { + "date": "2026-01-26", + "equity": 31310.45, + "return_pct": 213.1 + }, + { + "date": "2026-01-27", + "equity": 31319.37, + "return_pct": 213.19 + }, + { + "date": "2026-01-28", + "equity": 30954.93, + "return_pct": 209.55 + }, + { + "date": "2026-01-29", + "equity": 30639.18, + "return_pct": 206.39 + }, + { + "date": "2026-01-30", + "equity": 29788.14, + "return_pct": 197.88 + }, + { + "date": "2026-02-02", + "equity": 29962.98, + "return_pct": 199.63 + }, + { + "date": "2026-02-03", + "equity": 30828.17, + "return_pct": 208.28 + }, + { + "date": "2026-02-04", + "equity": 29988.72, + "return_pct": 199.89 + }, + { + "date": "2026-02-05", + "equity": 29315.14, + "return_pct": 193.15 + }, + { + "date": "2026-02-06", + "equity": 30340.75, + "return_pct": 203.41 + }, + { + "date": "2026-02-09", + "equity": 30022.11, + "return_pct": 200.22 + }, + { + "date": "2026-02-10", + "equity": 29818.66, + "return_pct": 198.19 + }, + { + "date": "2026-02-11", + "equity": 30351.83, + "return_pct": 203.52 + }, + { + "date": "2026-02-12", + "equity": 30427.43, + "return_pct": 204.27 + }, + { + "date": "2026-02-13", + "equity": 30825.08, + "return_pct": 208.25 + }, + { + "date": "2026-02-17", + "equity": 30764.7, + "return_pct": 207.65 + }, + { + "date": "2026-02-18", + "equity": 30567.42, + "return_pct": 205.67 + }, + { + "date": "2026-02-19", + "equity": 30455.1, + "return_pct": 204.55 + }, + { + "date": "2026-02-20", + "equity": 30631.7, + "return_pct": 206.32 + }, + { + "date": "2026-02-23", + "equity": 30588.99, + "return_pct": 205.89 + }, + { + "date": "2026-02-24", + "equity": 30881.37, + "return_pct": 208.81 + }, + { + "date": "2026-02-25", + "equity": 30934.92, + "return_pct": 209.35 + }, + { + "date": "2026-02-26", + "equity": 30655.14, + "return_pct": 206.55 + }, + { + "date": "2026-02-27", + "equity": 31040.66, + "return_pct": 210.41 + }, + { + "date": "2026-03-02", + "equity": 29259.26, + "return_pct": 192.59 + }, + { + "date": "2026-03-03", + "equity": 29084.84, + "return_pct": 190.85 + }, + { + "date": "2026-03-04", + "equity": 29212.62, + "return_pct": 192.13 + }, + { + "date": "2026-03-05", + "equity": 28887.45, + "return_pct": 188.87 + }, + { + "date": "2026-03-06", + "equity": 28699.52, + "return_pct": 187.0 + }, + { + "date": "2026-03-09", + "equity": 28843.76, + "return_pct": 188.44 + }, + { + "date": "2026-03-10", + "equity": 28719.4, + "return_pct": 187.19 + }, + { + "date": "2026-03-11", + "equity": 28757.03, + "return_pct": 187.57 + }, + { + "date": "2026-03-12", + "equity": 28641.58, + "return_pct": 186.42 + }, + { + "date": "2026-03-13", + "equity": 28493.6, + "return_pct": 184.94 + }, + { + "date": "2026-03-16", + "equity": 28532.65, + "return_pct": 185.33 + }, + { + "date": "2026-03-17", + "equity": 28812.42, + "return_pct": 188.12 + }, + { + "date": "2026-03-18", + "equity": 28497.41, + "return_pct": 184.97 + }, + { + "date": "2026-03-19", + "equity": 28375.46, + "return_pct": 183.75 + }, + { + "date": "2026-03-20", + "equity": 28015.07, + "return_pct": 180.15 + }, + { + "date": "2026-03-23", + "equity": 28265.52, + "return_pct": 182.66 + }, + { + "date": "2026-03-24", + "equity": 28116.14, + "return_pct": 181.16 + }, + { + "date": "2026-03-25", + "equity": 28120.57, + "return_pct": 181.21 + }, + { + "date": "2026-03-26", + "equity": 27938.16, + "return_pct": 179.38 + }, + { + "date": "2026-03-27", + "equity": 27878.61, + "return_pct": 178.79 + }, + { + "date": "2026-03-30", + "equity": 27807.28, + "return_pct": 178.07 + }, + { + "date": "2026-03-31", + "equity": 27909.37, + "return_pct": 179.09 + }, + { + "date": "2026-04-01", + "equity": 27935.01, + "return_pct": 179.35 + }, + { + "date": "2026-04-02", + "equity": 27936.41, + "return_pct": 179.36 + }, + { + "date": "2026-04-06", + "equity": 27913.2, + "return_pct": 179.13 + }, + { + "date": "2026-04-07", + "equity": 28054.16, + "return_pct": 180.54 + }, + { + "date": "2026-04-08", + "equity": 29242.35, + "return_pct": 192.42 + }, + { + "date": "2026-04-09", + "equity": 29580.82, + "return_pct": 195.81 + }, + { + "date": "2026-04-10", + "equity": 29869.35, + "return_pct": 198.69 + }, + { + "date": "2026-04-13", + "equity": 29985.28, + "return_pct": 199.85 + }, + { + "date": "2026-04-14", + "equity": 30555.51, + "return_pct": 205.56 + }, + { + "date": "2026-04-15", + "equity": 30498.1, + "return_pct": 204.98 + }, + { + "date": "2026-04-16", + "equity": 30794.25, + "return_pct": 207.94 + }, + { + "date": "2026-04-17", + "equity": 31283.85, + "return_pct": 212.84 + }, + { + "date": "2026-04-20", + "equity": 31260.57, + "return_pct": 212.61 + }, + { + "date": "2026-04-21", + "equity": 31174.5, + "return_pct": 211.75 + }, + { + "date": "2026-04-22", + "equity": 31562.52, + "return_pct": 215.63 + }, + { + "date": "2026-04-23", + "equity": 31764.06, + "return_pct": 217.64 + }, + { + "date": "2026-04-24", + "equity": 32946.57, + "return_pct": 229.47 + }, + { + "date": "2026-04-27", + "equity": 33035.54, + "return_pct": 230.36 + }, + { + "date": "2026-04-28", + "equity": 32384.24, + "return_pct": 223.84 + }, + { + "date": "2026-04-29", + "equity": 33285.16, + "return_pct": 232.85 + }, + { + "date": "2026-04-30", + "equity": 34457.65, + "return_pct": 244.58 + }, + { + "date": "2026-05-01", + "equity": 34388.04, + "return_pct": 243.88 + }, + { + "date": "2026-05-04", + "equity": 33906.22, + "return_pct": 239.06 + }, + { + "date": "2026-05-05", + "equity": 34537.45, + "return_pct": 245.37 + }, + { + "date": "2026-05-06", + "equity": 36846.59, + "return_pct": 268.47 + }, + { + "date": "2026-05-07", + "equity": 36333.44, + "return_pct": 263.33 + }, + { + "date": "2026-05-08", + "equity": 37326.43, + "return_pct": 273.26 + }, + { + "date": "2026-05-11", + "equity": 37634.03, + "return_pct": 276.34 + }, + { + "date": "2026-05-12", + "equity": 37459.13, + "return_pct": 274.59 + }, + { + "date": "2026-05-13", + "equity": 37816.9, + "return_pct": 278.17 + }, + { + "date": "2026-05-14", + "equity": 38435.08, + "return_pct": 284.35 + }, + { + "date": "2026-05-15", + "equity": 37076.01, + "return_pct": 270.76 + }, + { + "date": "2026-05-18", + "equity": 36381.35, + "return_pct": 263.81 + }, + { + "date": "2026-05-19", + "equity": 36193.76, + "return_pct": 261.94 + }, + { + "date": "2026-05-20", + "equity": 35630.45, + "return_pct": 256.3 + }, + { + "date": "2026-05-21", + "equity": 35632.55, + "return_pct": 256.33 + }, + { + "date": "2026-05-22", + "equity": 36378.34, + "return_pct": 263.78 + }, + { + "date": "2026-05-26", + "equity": 36059.81, + "return_pct": 260.6 + }, + { + "date": "2026-05-27", + "equity": 36232.59, + "return_pct": 262.33 + }, + { + "date": "2026-05-28", + "equity": 36241.38, + "return_pct": 262.41 + }, + { + "date": "2026-05-29", + "equity": 36197.93, + "return_pct": 261.98 + }, + { + "date": "2026-06-01", + "equity": 35851.24, + "return_pct": 258.51 + }, + { + "date": "2026-06-02", + "equity": 36078.99, + "return_pct": 260.79 + }, + { + "date": "2026-06-03", + "equity": 36362.92, + "return_pct": 263.63 + }, + { + "date": "2026-06-04", + "equity": 36375.36, + "return_pct": 263.75 + }, + { + "date": "2026-06-05", + "equity": 36266.3, + "return_pct": 262.66 + }, + { + "date": "2026-06-08", + "equity": 36156.39, + "return_pct": 261.56 + }, + { + "date": "2026-06-09", + "equity": 36377.59, + "return_pct": 263.78 + }, + { + "date": "2026-06-10", + "equity": 36169.18, + "return_pct": 261.69 + }, + { + "date": "2026-06-11", + "equity": 36426.94, + "return_pct": 264.27 + }, + { + "date": "2026-06-12", + "equity": 36423.16, + "return_pct": 264.23 + }, + { + "date": "2026-06-15", + "equity": 36381.23, + "return_pct": 263.81 + }, + { + "date": "2026-06-16", + "equity": 36248.76, + "return_pct": 262.49 + }, + { + "date": "2026-06-17", + "equity": 36364.83, + "return_pct": 263.65 + }, + { + "date": "2026-06-18", + "equity": 36285.55, + "return_pct": 262.86 + }, + { + "date": "2026-06-22", + "equity": 36404.28, + "return_pct": 264.04 + }, + { + "date": "2026-06-23", + "equity": 36308.69, + "return_pct": 263.09 + }, + { + "date": "2026-06-24", + "equity": 36399.72, + "return_pct": 264.0 + }, + { + "date": "2026-06-25", + "equity": 36489.62, + "return_pct": 264.9 + }, + { + "date": "2026-06-26", + "equity": 37023.3, + "return_pct": 270.23 + }, + { + "date": "2026-06-29", + "equity": 37039.61, + "return_pct": 270.4 + }, + { + "date": "2026-06-30", + "equity": 37024.43, + "return_pct": 270.24 + }, + { + "date": "2026-07-01", + "equity": 36776.76, + "return_pct": 267.77 + }, + { + "date": "2026-07-02", + "equity": 36776.76, + "return_pct": 267.77 + } + ], + "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 + }, + { + "date": "2024-08-08", + "equity": 11957.23, + "return_pct": 19.57 + }, + { + "date": "2024-08-09", + "equity": 12009.96, + "return_pct": 20.1 + }, + { + "date": "2024-08-12", + "equity": 12016.27, + "return_pct": 20.16 + }, + { + "date": "2024-08-13", + "equity": 12213.88, + "return_pct": 22.14 + }, + { + "date": "2024-08-14", + "equity": 12252.42, + "return_pct": 22.52 + }, + { + "date": "2024-08-15", + "equity": 12462.43, + "return_pct": 24.62 + }, + { + "date": "2024-08-16", + "equity": 12490.37, + "return_pct": 24.9 + }, + { + "date": "2024-08-19", + "equity": 12609.79, + "return_pct": 26.1 + }, + { + "date": "2024-08-20", + "equity": 12589.29, + "return_pct": 25.89 + }, + { + "date": "2024-08-21", + "equity": 12632.55, + "return_pct": 26.33 + }, + { + "date": "2024-08-22", + "equity": 12533.41, + "return_pct": 25.33 + }, + { + "date": "2024-08-23", + "equity": 12666.58, + "return_pct": 26.67 + }, + { + "date": "2024-08-26", + "equity": 12636.38, + "return_pct": 26.36 + }, + { + "date": "2024-08-27", + "equity": 12653.73, + "return_pct": 26.54 + }, + { + "date": "2024-08-28", + "equity": 12580.27, + "return_pct": 25.8 + }, + { + "date": "2024-08-29", + "equity": 12581.4, + "return_pct": 25.81 + }, + { + "date": "2024-08-30", + "equity": 12701.5, + "return_pct": 27.02 + }, + { + "date": "2024-09-03", + "equity": 12440.12, + "return_pct": 24.4 + }, + { + "date": "2024-09-04", + "equity": 12414.66, + "return_pct": 24.15 + }, + { + "date": "2024-09-05", + "equity": 12384.46, + "return_pct": 23.84 + }, + { + "date": "2024-09-06", + "equity": 12176.03, + "return_pct": 21.76 + }, + { + "date": "2024-09-09", + "equity": 12312.35, + "return_pct": 23.12 + }, + { + "date": "2024-09-10", + "equity": 12365.98, + "return_pct": 23.66 + }, + { + "date": "2024-09-11", + "equity": 12492.85, + "return_pct": 24.93 + }, + { + "date": "2024-09-12", + "equity": 12598.08, + "return_pct": 25.98 + }, + { + "date": "2024-09-13", + "equity": 12663.87, + "return_pct": 26.64 + }, + { + "date": "2024-09-16", + "equity": 12682.58, + "return_pct": 26.83 + }, + { + "date": "2024-09-17", + "equity": 12687.76, + "return_pct": 26.88 + }, + { + "date": "2024-09-18", + "equity": 12650.13, + "return_pct": 26.5 + }, + { + "date": "2024-09-19", + "equity": 12866.0, + "return_pct": 28.66 + }, + { + "date": "2024-09-20", + "equity": 12804.48, + "return_pct": 28.04 + }, + { + "date": "2024-09-23", + "equity": 12836.48, + "return_pct": 28.36 + }, + { + "date": "2024-09-24", + "equity": 12873.21, + "return_pct": 28.73 + }, + { + "date": "2024-09-25", + "equity": 12844.81, + "return_pct": 28.45 + }, + { + "date": "2024-09-26", + "equity": 12895.74, + "return_pct": 28.96 + }, + { + "date": "2024-09-27", + "equity": 12877.04, + "return_pct": 28.77 + }, + { + "date": "2024-09-30", + "equity": 12928.64, + "return_pct": 29.29 + }, + { + "date": "2024-10-01", + "equity": 12812.82, + "return_pct": 28.13 + }, + { + "date": "2024-10-02", + "equity": 12818.22, + "return_pct": 28.18 + }, + { + "date": "2024-10-03", + "equity": 12794.79, + "return_pct": 27.95 + }, + { + "date": "2024-10-04", + "equity": 12911.06, + "return_pct": 29.11 + }, + { + "date": "2024-10-07", + "equity": 12794.34, + "return_pct": 27.94 + }, + { + "date": "2024-10-08", + "equity": 12915.34, + "return_pct": 29.15 + }, + { + "date": "2024-10-09", + "equity": 13004.8, + "return_pct": 30.05 + }, + { + "date": "2024-10-10", + "equity": 12982.04, + "return_pct": 29.82 + }, + { + "date": "2024-10-11", + "equity": 13059.78, + "return_pct": 30.6 + }, + { + "date": "2024-10-14", + "equity": 13166.59, + "return_pct": 31.67 + }, + { + "date": "2024-10-15", + "equity": 13064.29, + "return_pct": 30.64 + }, + { + "date": "2024-10-16", + "equity": 13121.07, + "return_pct": 31.21 + }, + { + "date": "2024-10-17", + "equity": 13122.2, + "return_pct": 31.22 + }, + { + "date": "2024-10-18", + "equity": 13172.67, + "return_pct": 31.73 + }, + { + "date": "2024-10-21", + "equity": 13151.04, + "return_pct": 31.51 + }, + { + "date": "2024-10-22", + "equity": 13144.05, + "return_pct": 31.44 + }, + { + "date": "2024-10-23", + "equity": 13023.95, + "return_pct": 30.24 + }, + { + "date": "2024-10-24", + "equity": 13052.12, + "return_pct": 30.52 + }, + { + "date": "2024-10-25", + "equity": 13047.61, + "return_pct": 30.48 + }, + { + "date": "2024-10-28", + "equity": 13087.95, + "return_pct": 30.88 + }, + { + "date": "2024-10-29", + "equity": 13109.13, + "return_pct": 31.09 + }, + { + "date": "2024-10-30", + "equity": 13069.47, + "return_pct": 30.69 + }, + { + "date": "2024-10-31", + "equity": 12813.27, + "return_pct": 28.13 + }, + { + "date": "2024-11-01", + "equity": 12867.35, + "return_pct": 28.67 + }, + { + "date": "2024-11-04", + "equity": 12839.63, + "return_pct": 28.4 + }, + { + "date": "2024-11-05", + "equity": 12994.88, + "return_pct": 29.95 + }, + { + "date": "2024-11-06", + "equity": 13318.01, + "return_pct": 33.18 + }, + { + "date": "2024-11-07", + "equity": 13420.99, + "return_pct": 34.21 + }, + { + "date": "2024-11-08", + "equity": 13479.12, + "return_pct": 34.79 + }, + { + "date": "2024-11-11", + "equity": 13491.97, + "return_pct": 34.92 + }, + { + "date": "2024-11-12", + "equity": 13450.06, + "return_pct": 34.5 + }, + { + "date": "2024-11-13", + "equity": 13456.59, + "return_pct": 34.57 + }, + { + "date": "2024-11-14", + "equity": 13370.06, + "return_pct": 33.7 + }, + { + "date": "2024-11-15", + "equity": 13198.81, + "return_pct": 31.99 + }, + { + "date": "2024-11-18", + "equity": 13252.89, + "return_pct": 32.53 + }, + { + "date": "2024-11-19", + "equity": 13301.34, + "return_pct": 33.01 + }, + { + "date": "2024-11-20", + "equity": 13305.84, + "return_pct": 33.06 + }, + { + "date": "2024-11-21", + "equity": 13377.27, + "return_pct": 33.77 + }, + { + "date": "2024-11-22", + "equity": 13418.73, + "return_pct": 34.19 + }, + { + "date": "2024-11-25", + "equity": 13464.25, + "return_pct": 34.64 + }, + { + "date": "2024-11-26", + "equity": 13534.55, + "return_pct": 35.35 + }, + { + "date": "2024-11-27", + "equity": 13493.54, + "return_pct": 34.94 + }, + { + "date": "2024-11-29", + "equity": 13577.37, + "return_pct": 35.77 + }, + { + "date": "2024-12-02", + "equity": 13601.7, + "return_pct": 36.02 + }, + { + "date": "2024-12-03", + "equity": 13608.01, + "return_pct": 36.08 + }, + { + "date": "2024-12-04", + "equity": 13692.51, + "return_pct": 36.93 + }, + { + "date": "2024-12-05", + "equity": 13669.98, + "return_pct": 36.7 + }, + { + "date": "2024-12-06", + "equity": 13695.89, + "return_pct": 36.96 + }, + { + "date": "2024-12-09", + "equity": 13625.36, + "return_pct": 36.25 + }, + { + "date": "2024-12-10", + "equity": 13583.0, + "return_pct": 35.83 + }, + { + "date": "2024-12-11", + "equity": 13688.01, + "return_pct": 36.88 + }, + { + "date": "2024-12-12", + "equity": 13617.48, + "return_pct": 36.17 + }, + { + "date": "2024-12-13", + "equity": 13614.77, + "return_pct": 36.15 + }, + { + "date": "2024-12-16", + "equity": 13672.91, + "return_pct": 36.73 + }, + { + "date": "2024-12-17", + "equity": 13616.58, + "return_pct": 36.17 + }, + { + "date": "2024-12-18", + "equity": 13210.75, + "return_pct": 32.11 + }, + { + "date": "2024-12-19", + "equity": 13206.7, + "return_pct": 32.07 + }, + { + "date": "2024-12-20", + "equity": 13320.49, + "return_pct": 33.2 + }, + { + "date": "2024-12-23", + "equity": 13400.26, + "return_pct": 34.0 + }, + { + "date": "2024-12-24", + "equity": 13549.2, + "return_pct": 35.49 + }, + { + "date": "2024-12-26", + "equity": 13550.1, + "return_pct": 35.5 + }, + { + "date": "2024-12-27", + "equity": 13407.47, + "return_pct": 34.07 + }, + { + "date": "2024-12-30", + "equity": 13254.47, + "return_pct": 32.54 + }, + { + "date": "2024-12-31", + "equity": 13206.25, + "return_pct": 32.06 + }, + { + "date": "2025-01-02", + "equity": 13173.8, + "return_pct": 31.74 + }, + { + "date": "2025-01-03", + "equity": 13338.52, + "return_pct": 33.39 + }, + { + "date": "2025-01-06", + "equity": 13415.35, + "return_pct": 34.15 + }, + { + "date": "2025-01-07", + "equity": 13263.71, + "return_pct": 32.64 + }, + { + "date": "2025-01-08", + "equity": 13283.08, + "return_pct": 32.83 + }, + { + "date": "2025-01-10", + "equity": 13080.29, + "return_pct": 30.8 + }, + { + "date": "2025-01-13", + "equity": 13100.57, + "return_pct": 31.01 + }, + { + "date": "2025-01-14", + "equity": 13118.59, + "return_pct": 31.19 + }, + { + "date": "2025-01-15", + "equity": 13357.22, + "return_pct": 33.57 + }, + { + "date": "2025-01-16", + "equity": 13331.53, + "return_pct": 33.32 + }, + { + "date": "2025-01-17", + "equity": 13465.38, + "return_pct": 34.65 + }, + { + "date": "2025-01-21", + "equity": 13588.63, + "return_pct": 35.89 + }, + { + "date": "2025-01-22", + "equity": 13665.02, + "return_pct": 36.65 + }, + { + "date": "2025-01-23", + "equity": 13739.61, + "return_pct": 37.4 + }, + { + "date": "2025-01-24", + "equity": 13699.5, + "return_pct": 36.99 + }, + { + "date": "2025-01-27", + "equity": 13505.71, + "return_pct": 35.06 + }, + { + "date": "2025-01-28", + "equity": 13621.76, + "return_pct": 36.22 + }, + { + "date": "2025-01-29", + "equity": 13560.69, + "return_pct": 35.61 + }, + { + "date": "2025-01-30", + "equity": 13633.48, + "return_pct": 36.33 + }, + { + "date": "2025-01-31", + "equity": 13560.92, + "return_pct": 35.61 + }, + { + "date": "2025-02-03", + "equity": 13469.66, + "return_pct": 34.7 + }, + { + "date": "2025-02-04", + "equity": 13560.02, + "return_pct": 35.6 + }, + { + "date": "2025-02-05", + "equity": 13615.0, + "return_pct": 36.15 + }, + { + "date": "2025-02-06", + "equity": 13662.32, + "return_pct": 36.62 + }, + { + "date": "2025-02-07", + "equity": 13537.26, + "return_pct": 35.37 + }, + { + "date": "2025-02-10", + "equity": 13629.19, + "return_pct": 36.29 + }, + { + "date": "2025-02-11", + "equity": 13639.56, + "return_pct": 36.4 + }, + { + "date": "2025-02-12", + "equity": 13595.62, + "return_pct": 35.96 + }, + { + "date": "2025-02-13", + "equity": 13739.16, + "return_pct": 37.39 + }, + { + "date": "2025-02-14", + "equity": 13738.48, + "return_pct": 37.38 + }, + { + "date": "2025-02-18", + "equity": 13778.81, + "return_pct": 37.79 + }, + { + "date": "2025-02-19", + "equity": 13811.26, + "return_pct": 38.11 + }, + { + "date": "2025-02-20", + "equity": 13753.8, + "return_pct": 37.54 + }, + { + "date": "2025-02-21", + "equity": 13518.56, + "return_pct": 35.19 + }, + { + "date": "2025-02-24", + "equity": 13457.04, + "return_pct": 34.57 + }, + { + "date": "2025-02-25", + "equity": 13390.12, + "return_pct": 33.9 + }, + { + "date": "2025-02-26", + "equity": 13396.88, + "return_pct": 33.97 + }, + { + "date": "2025-02-27", + "equity": 13183.04, + "return_pct": 31.83 + }, + { + "date": "2025-02-28", + "equity": 13388.76, + "return_pct": 33.89 + }, + { + "date": "2025-03-03", + "equity": 13154.19, + "return_pct": 31.54 + }, + { + "date": "2025-03-04", + "equity": 12998.49, + "return_pct": 29.98 + }, + { + "date": "2025-03-05", + "equity": 13138.2, + "return_pct": 31.38 + }, + { + "date": "2025-03-06", + "equity": 12904.98, + "return_pct": 29.05 + }, + { + "date": "2025-03-07", + "equity": 12977.31, + "return_pct": 29.77 + }, + { + "date": "2025-03-10", + "equity": 12631.65, + "return_pct": 26.32 + }, + { + "date": "2025-03-11", + "equity": 12526.65, + "return_pct": 25.27 + }, + { + "date": "2025-03-12", + "equity": 12593.12, + "return_pct": 25.93 + }, + { + "date": "2025-03-13", + "equity": 12425.25, + "return_pct": 24.25 + }, + { + "date": "2025-03-14", + "equity": 12681.9, + "return_pct": 26.82 + }, + { + "date": "2025-03-17", + "equity": 12779.69, + "return_pct": 27.8 + }, + { + "date": "2025-03-18", + "equity": 12641.56, + "return_pct": 26.42 + }, + { + "date": "2025-03-19", + "equity": 12779.24, + "return_pct": 27.79 + }, + { + "date": "2025-03-20", + "equity": 12742.29, + "return_pct": 27.42 + }, + { + "date": "2025-03-21", + "equity": 12708.26, + "return_pct": 27.08 + }, + { + "date": "2025-03-24", + "equity": 12935.85, + "return_pct": 29.36 + }, + { + "date": "2025-03-25", + "equity": 12966.94, + "return_pct": 29.67 + }, + { + "date": "2025-03-26", + "equity": 12812.14, + "return_pct": 28.12 + }, + { + "date": "2025-03-27", + "equity": 12778.12, + "return_pct": 27.78 + }, + { + "date": "2025-03-28", + "equity": 12520.79, + "return_pct": 25.21 + }, + { + "date": "2025-03-31", + "equity": 12604.84, + "return_pct": 26.05 + }, + { + "date": "2025-04-01", + "equity": 12640.44, + "return_pct": 26.4 + }, + { + "date": "2025-04-02", + "equity": 12720.43, + "return_pct": 27.2 + }, + { + "date": "2025-04-03", + "equity": 12093.56, + "return_pct": 20.94 + }, + { + "date": "2025-04-04", + "equity": 11385.57, + "return_pct": 13.86 + }, + { + "date": "2025-04-07", + "equity": 11365.29, + "return_pct": 13.65 + }, + { + "date": "2025-04-08", + "equity": 11187.27, + "return_pct": 11.87 + }, + { + "date": "2025-04-09", + "equity": 12362.15, + "return_pct": 23.62 + }, + { + "date": "2025-04-10", + "equity": 11820.46, + "return_pct": 18.2 + }, + { + "date": "2025-04-11", + "equity": 12031.37, + "return_pct": 20.31 + }, + { + "date": "2025-04-14", + "equity": 12148.09, + "return_pct": 21.48 + }, + { + "date": "2025-04-15", + "equity": 12114.06, + "return_pct": 21.14 + }, + { + "date": "2025-04-16", + "equity": 11844.79, + "return_pct": 18.45 + }, + { + "date": "2025-04-17", + "equity": 11861.69, + "return_pct": 18.62 + }, + { + "date": "2025-04-21", + "equity": 11579.35, + "return_pct": 15.79 + }, + { + "date": "2025-04-22", + "equity": 11880.62, + "return_pct": 18.81 + }, + { + "date": "2025-04-23", + "equity": 12064.72, + "return_pct": 20.65 + }, + { + "date": "2025-04-24", + "equity": 12318.66, + "return_pct": 23.19 + }, + { + "date": "2025-04-25", + "equity": 12407.67, + "return_pct": 24.08 + }, + { + "date": "2025-04-28", + "equity": 12412.4, + "return_pct": 24.12 + }, + { + "date": "2025-04-29", + "equity": 12490.59, + "return_pct": 24.91 + }, + { + "date": "2025-04-30", + "equity": 12495.55, + "return_pct": 24.96 + }, + { + "date": "2025-05-01", + "equity": 12584.11, + "return_pct": 25.84 + }, + { + "date": "2025-05-02", + "equity": 12770.91, + "return_pct": 27.71 + }, + { + "date": "2025-05-05", + "equity": 12697.67, + "return_pct": 26.98 + }, + { + "date": "2025-05-06", + "equity": 12591.54, + "return_pct": 25.92 + }, + { + "date": "2025-05-07", + "equity": 12644.49, + "return_pct": 26.44 + }, + { + "date": "2025-05-08", + "equity": 12732.6, + "return_pct": 27.33 + }, + { + "date": "2025-05-09", + "equity": 12716.37, + "return_pct": 27.16 + }, + { + "date": "2025-05-12", + "equity": 13136.62, + "return_pct": 31.37 + }, + { + "date": "2025-05-13", + "equity": 13223.37, + "return_pct": 32.23 + }, + { + "date": "2025-05-14", + "equity": 13240.27, + "return_pct": 32.4 + }, + { + "date": "2025-05-15", + "equity": 13304.94, + "return_pct": 33.05 + }, + { + "date": "2025-05-16", + "equity": 13389.22, + "return_pct": 33.89 + }, + { + "date": "2025-05-19", + "equity": 13403.86, + "return_pct": 34.04 + }, + { + "date": "2025-05-20", + "equity": 13358.8, + "return_pct": 33.59 + }, + { + "date": "2025-05-21", + "equity": 13133.69, + "return_pct": 31.34 + }, + { + "date": "2025-05-22", + "equity": 13138.87, + "return_pct": 31.39 + }, + { + "date": "2025-05-23", + "equity": 13049.19, + "return_pct": 30.49 + }, + { + "date": "2025-05-27", + "equity": 13320.49, + "return_pct": 33.2 + }, + { + "date": "2025-05-28", + "equity": 13243.43, + "return_pct": 32.43 + }, + { + "date": "2025-05-29", + "equity": 13295.7, + "return_pct": 32.96 + }, + { + "date": "2025-05-30", + "equity": 13280.83, + "return_pct": 32.81 + }, + { + "date": "2025-06-02", + "equity": 13355.64, + "return_pct": 33.56 + }, + { + "date": "2025-06-03", + "equity": 13431.8, + "return_pct": 34.32 + }, + { + "date": "2025-06-04", + "equity": 13428.2, + "return_pct": 34.28 + }, + { + "date": "2025-06-05", + "equity": 13363.3, + "return_pct": 33.63 + }, + { + "date": "2025-06-06", + "equity": 13500.53, + "return_pct": 35.01 + }, + { + "date": "2025-06-09", + "equity": 13512.7, + "return_pct": 35.13 + }, + { + "date": "2025-06-10", + "equity": 13589.31, + "return_pct": 35.89 + }, + { + "date": "2025-06-11", + "equity": 13550.55, + "return_pct": 35.51 + }, + { + "date": "2025-06-12", + "equity": 13604.41, + "return_pct": 36.04 + }, + { + "date": "2025-06-13", + "equity": 13452.31, + "return_pct": 34.52 + }, + { + "date": "2025-06-16", + "equity": 13580.3, + "return_pct": 35.8 + }, + { + "date": "2025-06-17", + "equity": 13464.25, + "return_pct": 34.64 + }, + { + "date": "2025-06-18", + "equity": 13462.22, + "return_pct": 34.62 + }, + { + "date": "2025-06-20", + "equity": 13391.02, + "return_pct": 33.91 + }, + { + "date": "2025-06-23", + "equity": 13523.29, + "return_pct": 35.23 + }, + { + "date": "2025-06-24", + "equity": 13672.68, + "return_pct": 36.73 + }, + { + "date": "2025-06-25", + "equity": 13680.34, + "return_pct": 36.8 + }, + { + "date": "2025-06-26", + "equity": 13787.38, + "return_pct": 37.87 + }, + { + "date": "2025-06-27", + "equity": 13855.88, + "return_pct": 38.56 + }, + { + "date": "2025-06-30", + "equity": 13922.13, + "return_pct": 39.22 + }, + { + "date": "2025-07-01", + "equity": 13917.62, + "return_pct": 39.18 + }, + { + "date": "2025-07-02", + "equity": 13980.71, + "return_pct": 39.81 + }, + { + "date": "2025-07-03", + "equity": 14090.9, + "return_pct": 40.91 + }, + { + "date": "2025-07-07", + "equity": 13985.89, + "return_pct": 39.86 + }, + { + "date": "2025-07-08", + "equity": 13978.23, + "return_pct": 39.78 + }, + { + "date": "2025-07-09", + "equity": 14062.06, + "return_pct": 40.62 + }, + { + "date": "2025-07-10", + "equity": 14101.71, + "return_pct": 41.02 + }, + { + "date": "2025-07-11", + "equity": 14052.14, + "return_pct": 40.52 + }, + { + "date": "2025-07-14", + "equity": 14078.96, + "return_pct": 40.79 + }, + { + "date": "2025-07-15", + "equity": 14018.79, + "return_pct": 40.19 + }, + { + "date": "2025-07-16", + "equity": 14065.66, + "return_pct": 40.66 + }, + { + "date": "2025-07-17", + "equity": 14151.74, + "return_pct": 41.52 + }, + { + "date": "2025-07-18", + "equity": 14141.37, + "return_pct": 41.41 + }, + { + "date": "2025-07-21", + "equity": 14168.19, + "return_pct": 41.68 + }, + { + "date": "2025-07-22", + "equity": 14170.22, + "return_pct": 41.7 + }, + { + "date": "2025-07-23", + "equity": 14290.77, + "return_pct": 42.91 + }, + { + "date": "2025-07-24", + "equity": 14295.5, + "return_pct": 42.96 + }, + { + "date": "2025-07-25", + "equity": 14355.89, + "return_pct": 43.56 + }, + { + "date": "2025-07-28", + "equity": 14352.28, + "return_pct": 43.52 + }, + { + "date": "2025-07-29", + "equity": 14314.43, + "return_pct": 43.14 + }, + { + "date": "2025-07-30", + "equity": 14296.4, + "return_pct": 42.96 + }, + { + "date": "2025-07-31", + "equity": 14242.77, + "return_pct": 42.43 + }, + { + "date": "2025-08-01", + "equity": 14009.33, + "return_pct": 40.09 + }, + { + "date": "2025-08-04", + "equity": 14222.27, + "return_pct": 42.22 + }, + { + "date": "2025-08-05", + "equity": 14150.16, + "return_pct": 41.5 + }, + { + "date": "2025-08-06", + "equity": 14258.55, + "return_pct": 42.59 + }, + { + "date": "2025-08-07", + "equity": 14246.6, + "return_pct": 42.47 + }, + { + "date": "2025-08-08", + "equity": 14357.69, + "return_pct": 43.58 + }, + { + "date": "2025-08-11", + "equity": 14329.3, + "return_pct": 43.29 + }, + { + "date": "2025-08-12", + "equity": 14481.85, + "return_pct": 44.82 + }, + { + "date": "2025-08-13", + "equity": 14531.42, + "return_pct": 45.31 + }, + { + "date": "2025-08-14", + "equity": 14532.77, + "return_pct": 45.33 + }, + { + "date": "2025-08-15", + "equity": 14498.75, + "return_pct": 44.99 + }, + { + "date": "2025-08-18", + "equity": 14495.59, + "return_pct": 44.96 + }, + { + "date": "2025-08-19", + "equity": 14416.95, + "return_pct": 44.17 + }, + { + "date": "2025-08-20", + "equity": 14378.65, + "return_pct": 43.79 + }, + { + "date": "2025-08-21", + "equity": 14320.96, + "return_pct": 43.21 + }, + { + "date": "2025-08-22", + "equity": 14540.89, + "return_pct": 45.41 + }, + { + "date": "2025-08-25", + "equity": 14476.89, + "return_pct": 44.77 + }, + { + "date": "2025-08-26", + "equity": 14537.51, + "return_pct": 45.38 + }, + { + "date": "2025-08-27", + "equity": 14570.63, + "return_pct": 45.71 + }, + { + "date": "2025-08-28", + "equity": 14622.23, + "return_pct": 46.22 + }, + { + "date": "2025-08-29", + "equity": 14535.03, + "return_pct": 45.35 + }, + { + "date": "2025-09-02", + "equity": 14427.32, + "return_pct": 44.27 + }, + { + "date": "2025-09-03", + "equity": 14505.51, + "return_pct": 45.06 + }, + { + "date": "2025-09-04", + "equity": 14626.74, + "return_pct": 46.27 + }, + { + "date": "2025-09-05", + "equity": 14584.38, + "return_pct": 45.84 + }, + { + "date": "2025-09-08", + "equity": 14620.2, + "return_pct": 46.2 + }, + { + "date": "2025-09-09", + "equity": 14654.0, + "return_pct": 46.54 + }, + { + "date": "2025-09-10", + "equity": 14696.37, + "return_pct": 46.96 + }, + { + "date": "2025-09-11", + "equity": 14818.5, + "return_pct": 48.18 + }, + { + "date": "2025-09-12", + "equity": 14813.54, + "return_pct": 48.14 + }, + { + "date": "2025-09-15", + "equity": 14892.4, + "return_pct": 48.92 + }, + { + "date": "2025-09-16", + "equity": 14871.9, + "return_pct": 48.72 + }, + { + "date": "2025-09-17", + "equity": 14853.42, + "return_pct": 48.53 + }, + { + "date": "2025-09-18", + "equity": 14922.82, + "return_pct": 49.23 + }, + { + "date": "2025-09-19", + "equity": 14955.27, + "return_pct": 49.55 + }, + { + "date": "2025-09-22", + "equity": 15026.03, + "return_pct": 50.26 + }, + { + "date": "2025-09-23", + "equity": 14944.23, + "return_pct": 49.44 + }, + { + "date": "2025-09-24", + "equity": 14896.69, + "return_pct": 48.97 + }, + { + "date": "2025-09-25", + "equity": 14827.96, + "return_pct": 48.28 + }, + { + "date": "2025-09-26", + "equity": 14912.91, + "return_pct": 49.13 + }, + { + "date": "2025-09-29", + "equity": 14954.82, + "return_pct": 49.55 + }, + { + "date": "2025-09-30", + "equity": 15011.15, + "return_pct": 50.11 + }, + { + "date": "2025-10-01", + "equity": 15062.3, + "return_pct": 50.62 + }, + { + "date": "2025-10-02", + "equity": 15079.65, + "return_pct": 50.8 + }, + { + "date": "2025-10-03", + "equity": 15079.43, + "return_pct": 50.79 + }, + { + "date": "2025-10-06", + "equity": 15133.51, + "return_pct": 51.34 + }, + { + "date": "2025-10-07", + "equity": 15077.4, + "return_pct": 50.77 + }, + { + "date": "2025-10-08", + "equity": 15167.31, + "return_pct": 51.67 + }, + { + "date": "2025-10-09", + "equity": 15123.37, + "return_pct": 51.23 + }, + { + "date": "2025-10-10", + "equity": 14714.62, + "return_pct": 47.15 + }, + { + "date": "2025-10-13", + "equity": 14940.4, + "return_pct": 49.4 + }, + { + "date": "2025-10-14", + "equity": 14922.15, + "return_pct": 49.22 + }, + { + "date": "2025-10-15", + "equity": 14988.4, + "return_pct": 49.88 + }, + { + "date": "2025-10-16", + "equity": 14886.32, + "return_pct": 48.86 + }, + { + "date": "2025-10-17", + "equity": 14970.82, + "return_pct": 49.71 + }, + { + "date": "2025-10-20", + "equity": 15126.52, + "return_pct": 51.27 + }, + { + "date": "2025-10-21", + "equity": 15126.3, + "return_pct": 51.26 + }, + { + "date": "2025-10-22", + "equity": 15047.66, + "return_pct": 50.48 + }, + { + "date": "2025-10-23", + "equity": 15136.89, + "return_pct": 51.37 + }, + { + "date": "2025-10-24", + "equity": 15260.6, + "return_pct": 52.61 + }, + { + "date": "2025-10-27", + "equity": 15440.64, + "return_pct": 54.41 + }, + { + "date": "2025-10-28", + "equity": 15481.65, + "return_pct": 54.82 + }, + { + "date": "2025-10-29", + "equity": 15489.08, + "return_pct": 54.89 + }, + { + "date": "2025-10-30", + "equity": 15318.73, + "return_pct": 53.19 + }, + { + "date": "2025-10-31", + "equity": 15368.98, + "return_pct": 53.69 + }, + { + "date": "2025-11-03", + "equity": 15397.82, + "return_pct": 53.98 + }, + { + "date": "2025-11-04", + "equity": 15215.3, + "return_pct": 52.15 + }, + { + "date": "2025-11-05", + "equity": 15268.03, + "return_pct": 52.68 + }, + { + "date": "2025-11-06", + "equity": 15104.22, + "return_pct": 51.04 + }, + { + "date": "2025-11-07", + "equity": 15119.09, + "return_pct": 51.19 + }, + { + "date": "2025-11-10", + "equity": 15355.01, + "return_pct": 53.55 + }, + { + "date": "2025-11-11", + "equity": 15390.16, + "return_pct": 53.9 + }, + { + "date": "2025-11-12", + "equity": 15398.72, + "return_pct": 53.99 + }, + { + "date": "2025-11-13", + "equity": 15143.2, + "return_pct": 51.43 + }, + { + "date": "2025-11-14", + "equity": 15140.72, + "return_pct": 51.41 + }, + { + "date": "2025-11-17", + "equity": 14999.66, + "return_pct": 50.0 + }, + { + "date": "2025-11-18", + "equity": 14873.7, + "return_pct": 48.74 + }, + { + "date": "2025-11-19", + "equity": 14931.16, + "return_pct": 49.31 + }, + { + "date": "2025-11-20", + "equity": 14703.58, + "return_pct": 47.04 + }, + { + "date": "2025-11-21", + "equity": 14850.04, + "return_pct": 48.5 + }, + { + "date": "2025-11-24", + "equity": 15068.61, + "return_pct": 50.69 + }, + { + "date": "2025-11-25", + "equity": 15210.35, + "return_pct": 52.1 + }, + { + "date": "2025-11-26", + "equity": 15315.35, + "return_pct": 53.15 + }, + { + "date": "2025-11-28", + "equity": 15398.95, + "return_pct": 53.99 + }, + { + "date": "2025-12-01", + "equity": 15328.65, + "return_pct": 53.29 + }, + { + "date": "2025-12-02", + "equity": 15357.04, + "return_pct": 53.57 + }, + { + "date": "2025-12-03", + "equity": 15410.22, + "return_pct": 54.1 + }, + { + "date": "2025-12-04", + "equity": 15421.48, + "return_pct": 54.21 + }, + { + "date": "2025-12-05", + "equity": 15450.78, + "return_pct": 54.51 + }, + { + "date": "2025-12-08", + "equity": 15404.36, + "return_pct": 54.04 + }, + { + "date": "2025-12-09", + "equity": 15391.06, + "return_pct": 53.91 + }, + { + "date": "2025-12-10", + "equity": 15493.14, + "return_pct": 54.93 + }, + { + "date": "2025-12-11", + "equity": 15529.19, + "return_pct": 55.29 + }, + { + "date": "2025-12-12", + "equity": 15362.22, + "return_pct": 53.62 + }, + { + "date": "2025-12-15", + "equity": 15339.01, + "return_pct": 53.39 + }, + { + "date": "2025-12-16", + "equity": 15297.1, + "return_pct": 52.97 + }, + { + "date": "2025-12-17", + "equity": 15128.78, + "return_pct": 51.29 + }, + { + "date": "2025-12-18", + "equity": 15243.02, + "return_pct": 52.43 + }, + { + "date": "2025-12-19", + "equity": 15335.86, + "return_pct": 53.36 + }, + { + "date": "2025-12-22", + "equity": 15431.4, + "return_pct": 54.31 + }, + { + "date": "2025-12-23", + "equity": 15501.93, + "return_pct": 55.02 + }, + { + "date": "2025-12-24", + "equity": 15556.46, + "return_pct": 55.56 + }, + { + "date": "2025-12-26", + "equity": 15554.88, + "return_pct": 55.55 + }, + { + "date": "2025-12-29", + "equity": 15499.45, + "return_pct": 54.99 + }, + { + "date": "2025-12-30", + "equity": 15480.52, + "return_pct": 54.81 + }, + { + "date": "2025-12-31", + "equity": 15365.83, + "return_pct": 53.66 + }, + { + "date": "2026-01-02", + "equity": 15393.99, + "return_pct": 53.94 + }, + { + "date": "2026-01-05", + "equity": 15496.52, + "return_pct": 54.97 + }, + { + "date": "2026-01-06", + "equity": 15588.68, + "return_pct": 55.89 + }, + { + "date": "2026-01-07", + "equity": 15538.43, + "return_pct": 55.38 + }, + { + "date": "2026-01-08", + "equity": 15536.85, + "return_pct": 55.37 + }, + { + "date": "2026-01-09", + "equity": 15639.6, + "return_pct": 56.4 + }, + { + "date": "2026-01-12", + "equity": 15664.17, + "return_pct": 56.64 + }, + { + "date": "2026-01-13", + "equity": 15632.84, + "return_pct": 56.33 + }, + { + "date": "2026-01-14", + "equity": 15556.01, + "return_pct": 55.56 + }, + { + "date": "2026-01-15", + "equity": 15598.37, + "return_pct": 55.98 + }, + { + "date": "2026-01-16", + "equity": 15585.3, + "return_pct": 55.85 + }, + { + "date": "2026-01-20", + "equity": 15268.03, + "return_pct": 52.68 + }, + { + "date": "2026-01-21", + "equity": 15444.24, + "return_pct": 54.44 + }, + { + "date": "2026-01-22", + "equity": 15524.91, + "return_pct": 55.25 + }, + { + "date": "2026-01-23", + "equity": 15530.54, + "return_pct": 55.31 + }, + { + "date": "2026-01-26", + "equity": 15609.41, + "return_pct": 56.09 + }, + { + "date": "2026-01-27", + "equity": 15671.6, + "return_pct": 56.72 + }, + { + "date": "2026-01-28", + "equity": 15670.02, + "return_pct": 56.7 + }, + { + "date": "2026-01-29", + "equity": 15638.93, + "return_pct": 56.39 + }, + { + "date": "2026-01-30", + "equity": 15592.28, + "return_pct": 55.92 + }, + { + "date": "2026-02-02", + "equity": 15669.8, + "return_pct": 56.7 + }, + { + "date": "2026-02-03", + "equity": 15537.3, + "return_pct": 55.37 + }, + { + "date": "2026-02-04", + "equity": 15462.04, + "return_pct": 54.62 + }, + { + "date": "2026-02-05", + "equity": 15268.93, + "return_pct": 52.69 + }, + { + "date": "2026-02-06", + "equity": 15561.86, + "return_pct": 55.62 + }, + { + "date": "2026-02-09", + "equity": 15636.9, + "return_pct": 56.37 + }, + { + "date": "2026-02-10", + "equity": 15595.66, + "return_pct": 55.96 + }, + { + "date": "2026-02-11", + "equity": 15592.06, + "return_pct": 55.92 + }, + { + "date": "2026-02-12", + "equity": 15351.18, + "return_pct": 53.51 + }, + { + "date": "2026-02-13", + "equity": 15362.0, + "return_pct": 53.62 + }, + { + "date": "2026-02-17", + "equity": 15386.78, + "return_pct": 53.87 + }, + { + "date": "2026-02-18", + "equity": 15464.3, + "return_pct": 54.64 + }, + { + "date": "2026-02-19", + "equity": 15423.51, + "return_pct": 54.24 + }, + { + "date": "2026-02-20", + "equity": 15535.05, + "return_pct": 55.35 + }, + { + "date": "2026-02-23", + "equity": 15376.42, + "return_pct": 53.76 + }, + { + "date": "2026-02-24", + "equity": 15488.18, + "return_pct": 54.88 + }, + { + "date": "2026-02-25", + "equity": 15618.87, + "return_pct": 56.19 + }, + { + "date": "2026-02-26", + "equity": 15532.12, + "return_pct": 55.32 + }, + { + "date": "2026-02-27", + "equity": 15457.54, + "return_pct": 54.58 + }, + { + "date": "2026-03-02", + "equity": 15466.32, + "return_pct": 54.66 + }, + { + "date": "2026-03-03", + "equity": 15330.0, + "return_pct": 53.3 + }, + { + "date": "2026-03-04", + "equity": 15438.16, + "return_pct": 54.38 + }, + { + "date": "2026-03-05", + "equity": 15352.08, + "return_pct": 53.52 + }, + { + "date": "2026-03-06", + "equity": 15150.86, + "return_pct": 51.51 + }, + { + "date": "2026-03-09", + "equity": 15283.58, + "return_pct": 52.84 + }, + { + "date": "2026-03-10", + "equity": 15259.02, + "return_pct": 52.59 + }, + { + "date": "2026-03-11", + "equity": 15239.87, + "return_pct": 52.4 + }, + { + "date": "2026-03-12", + "equity": 15008.45, + "return_pct": 50.08 + }, + { + "date": "2026-03-13", + "equity": 14923.5, + "return_pct": 49.23 + }, + { + "date": "2026-03-16", + "equity": 15075.37, + "return_pct": 50.75 + }, + { + "date": "2026-03-17", + "equity": 15115.03, + "return_pct": 51.15 + }, + { + "date": "2026-03-18", + "equity": 14904.12, + "return_pct": 49.04 + }, + { + "date": "2026-03-19", + "equity": 14867.39, + "return_pct": 48.67 + }, + { + "date": "2026-03-20", + "equity": 14614.34, + "return_pct": 46.14 + }, + { + "date": "2026-03-23", + "equity": 14767.8, + "return_pct": 47.68 + }, + { + "date": "2026-03-24", + "equity": 14718.22, + "return_pct": 47.18 + }, + { + "date": "2026-03-25", + "equity": 14800.24, + "return_pct": 48.0 + }, + { + "date": "2026-03-26", + "equity": 14535.93, + "return_pct": 45.36 + }, + { + "date": "2026-03-27", + "equity": 14288.06, + "return_pct": 42.88 + }, + { + "date": "2026-03-30", + "equity": 14240.29, + "return_pct": 42.4 + }, + { + "date": "2026-03-31", + "equity": 14654.23, + "return_pct": 46.54 + }, + { + "date": "2026-04-01", + "equity": 14764.64, + "return_pct": 47.65 + }, + { + "date": "2026-04-02", + "equity": 14777.94, + "return_pct": 47.78 + }, + { + "date": "2026-04-06", + "equity": 14847.79, + "return_pct": 48.48 + }, + { + "date": "2026-04-07", + "equity": 14854.32, + "return_pct": 48.54 + }, + { + "date": "2026-04-08", + "equity": 15232.66, + "return_pct": 52.33 + }, + { + "date": "2026-04-09", + "equity": 15320.53, + "return_pct": 53.21 + }, + { + "date": "2026-04-10", + "equity": 15310.39, + "return_pct": 53.1 + }, + { + "date": "2026-04-13", + "equity": 15460.01, + "return_pct": 54.6 + }, + { + "date": "2026-04-14", + "equity": 15648.39, + "return_pct": 56.48 + }, + { + "date": "2026-04-15", + "equity": 15771.87, + "return_pct": 57.72 + }, + { + "date": "2026-04-16", + "equity": 15810.63, + "return_pct": 58.11 + }, + { + "date": "2026-04-17", + "equity": 16001.71, + "return_pct": 60.02 + }, + { + "date": "2026-04-20", + "equity": 15969.72, + "return_pct": 59.7 + }, + { + "date": "2026-04-21", + "equity": 15865.16, + "return_pct": 58.65 + }, + { + "date": "2026-04-22", + "equity": 16025.82, + "return_pct": 60.26 + }, + { + "date": "2026-04-23", + "equity": 15963.63, + "return_pct": 59.64 + }, + { + "date": "2026-04-24", + "equity": 16087.34, + "return_pct": 60.87 + }, + { + "date": "2026-04-27", + "equity": 16115.05, + "return_pct": 61.15 + }, + { + "date": "2026-04-28", + "equity": 16036.64, + "return_pct": 60.37 + }, + { + "date": "2026-04-29", + "equity": 16034.16, + "return_pct": 60.34 + }, + { + "date": "2026-04-30", + "equity": 16193.7, + "return_pct": 61.94 + }, + { + "date": "2026-05-01", + "equity": 16238.54, + "return_pct": 62.39 + }, + { + "date": "2026-05-04", + "equity": 16179.05, + "return_pct": 61.79 + }, + { + "date": "2026-05-05", + "equity": 16308.84, + "return_pct": 63.09 + }, + { + "date": "2026-05-06", + "equity": 16535.52, + "return_pct": 65.36 + }, + { + "date": "2026-05-07", + "equity": 16484.82, + "return_pct": 64.85 + }, + { + "date": "2026-05-08", + "equity": 16620.92, + "return_pct": 66.21 + }, + { + "date": "2026-05-11", + "equity": 16658.78, + "return_pct": 66.59 + }, + { + "date": "2026-05-12", + "equity": 16633.54, + "return_pct": 66.34 + }, + { + "date": "2026-05-13", + "equity": 16726.6, + "return_pct": 67.27 + }, + { + "date": "2026-05-14", + "equity": 16858.65, + "return_pct": 68.59 + }, + { + "date": "2026-05-15", + "equity": 16655.85, + "return_pct": 66.56 + }, + { + "date": "2026-05-18", + "equity": 16644.13, + "return_pct": 66.44 + }, + { + "date": "2026-05-19", + "equity": 16533.27, + "return_pct": 65.33 + }, + { + "date": "2026-05-20", + "equity": 16702.72, + "return_pct": 67.03 + }, + { + "date": "2026-05-21", + "equity": 16735.84, + "return_pct": 67.36 + }, + { + "date": "2026-05-22", + "equity": 16801.64, + "return_pct": 68.02 + }, + { + "date": "2026-05-26", + "equity": 16913.18, + "return_pct": 69.13 + }, + { + "date": "2026-05-27", + "equity": 16910.25, + "return_pct": 69.1 + }, + { + "date": "2026-05-28", + "equity": 17003.54, + "return_pct": 70.04 + }, + { + "date": "2026-05-29", + "equity": 17045.9, + "return_pct": 70.46 + }, + { + "date": "2026-06-01", + "equity": 17092.32, + "return_pct": 70.92 + }, + { + "date": "2026-06-02", + "equity": 17115.53, + "return_pct": 71.16 + }, + { + "date": "2026-06-03", + "equity": 16995.43, + "return_pct": 69.95 + }, + { + "date": "2026-06-04", + "equity": 17059.65, + "return_pct": 70.6 + }, + { + "date": "2026-06-05", + "equity": 16619.35, + "return_pct": 66.19 + }, + { + "date": "2026-06-08", + "equity": 16656.98, + "return_pct": 66.57 + }, + { + "date": "2026-06-09", + "equity": 16608.08, + "return_pct": 66.08 + }, + { + "date": "2026-06-10", + "equity": 16346.24, + "return_pct": 63.46 + }, + { + "date": "2026-06-11", + "equity": 16624.08, + "return_pct": 66.24 + }, + { + "date": "2026-06-12", + "equity": 16713.99, + "return_pct": 67.14 + }, + { + "date": "2026-06-15", + "equity": 17008.72, + "return_pct": 70.09 + }, + { + "date": "2026-06-16", + "equity": 16907.32, + "return_pct": 69.07 + }, + { + "date": "2026-06-17", + "equity": 16696.19, + "return_pct": 66.96 + }, + { + "date": "2026-06-18", + "equity": 16826.43, + "return_pct": 68.26 + }, + { + "date": "2026-06-22", + "equity": 16773.47, + "return_pct": 67.73 + }, + { + "date": "2026-06-23", + "equity": 16529.89, + "return_pct": 65.3 + }, + { + "date": "2026-06-24", + "equity": 16522.23, + "return_pct": 65.22 + }, + { + "date": "2026-06-25", + "equity": 16546.11, + "return_pct": 65.46 + }, + { + "date": "2026-06-26", + "equity": 16426.46, + "return_pct": 64.26 + }, + { + "date": "2026-06-29", + "equity": 16697.09, + "return_pct": 66.97 + }, + { + "date": "2026-06-30", + "equity": 16827.1, + "return_pct": 68.27 + }, + { + "date": "2026-07-01", + "equity": 16804.34, + "return_pct": 68.04 + }, + { + "date": "2026-07-02", + "equity": 16782.26, + "return_pct": 67.82 + } + ] + }, + { + "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", + "ranking_key": "residual_high_vol_blend_80_20_score", + "exit_policy": "hold", + "live_exit_mode": null, + "lookback": "5y", + "lookback_label": "5 years", + "starting_capital": 10000.0, + "final_equity": 52815.5, + "total_return_pct": 428.2, + "cagr_pct": 39.6, + "max_drawdown_pct": 22.0, + "sharpe": 1.78, + "trades": 305, + "win_rate": 38.7, + "avg_trade_pnl": 140.38, + "best_trade_r": 12.87, + "worst_trade_r": -1.76, + "best_trade_pnl": 5144.91, + "worst_trade_pnl": -561.89, + "avg_hold_days": 17.1, + "exit_reasons": { + "stop": 180, + "time": 125 + }, + "skipped_book_full": 0, + "spy_return_pct": 72.0, + "yearly_returns": [ + { + "year": 2021, + "return_pct": 0.0 + }, + { + "year": 2022, + "return_pct": 10.2 + }, + { + "year": 2023, + "return_pct": 41.6 + }, + { + "year": 2024, + "return_pct": 42.1 + }, + { + "year": 2025, + "return_pct": 75.8 + }, + { + "year": 2026, + "return_pct": 35.6 + } + ], + "start_date": "2021-07-06", + "end_date": "2026-07-02", + "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": 9996.28, + "return_pct": -0.04 + }, + { + "date": "2022-07-07", + "equity": 10013.25, + "return_pct": 0.13 + }, + { + "date": "2022-07-08", + "equity": 10063.32, + "return_pct": 0.63 + }, + { + "date": "2022-07-11", + "equity": 10024.86, + "return_pct": 0.25 + }, + { + "date": "2022-07-12", + "equity": 9912.85, + "return_pct": -0.87 + }, + { + "date": "2022-07-13", + "equity": 9880.9, + "return_pct": -1.19 + }, + { + "date": "2022-07-14", + "equity": 9992.36, + "return_pct": -0.08 + }, + { + "date": "2022-07-15", + "equity": 10195.49, + "return_pct": 1.95 + }, + { + "date": "2022-07-18", + "equity": 10079.01, + "return_pct": 0.79 + }, + { + "date": "2022-07-19", + "equity": 10370.35, + "return_pct": 3.7 + }, + { + "date": "2022-07-20", + "equity": 10460.36, + "return_pct": 4.6 + }, + { + "date": "2022-07-21", + "equity": 10726.38, + "return_pct": 7.26 + }, + { + "date": "2022-07-22", + "equity": 10651.86, + "return_pct": 6.52 + }, + { + "date": "2022-07-25", + "equity": 10661.54, + "return_pct": 6.62 + }, + { + "date": "2022-07-26", + "equity": 10607.59, + "return_pct": 6.08 + }, + { + "date": "2022-07-27", + "equity": 10979.29, + "return_pct": 9.79 + }, + { + "date": "2022-07-28", + "equity": 11265.96, + "return_pct": 12.66 + }, + { + "date": "2022-07-29", + "equity": 11445.08, + "return_pct": 14.45 + }, + { + "date": "2022-08-01", + "equity": 11488.81, + "return_pct": 14.89 + }, + { + "date": "2022-08-02", + "equity": 11452.33, + "return_pct": 14.52 + }, + { + "date": "2022-08-03", + "equity": 11576.03, + "return_pct": 15.76 + }, + { + "date": "2022-08-04", + "equity": 11598.23, + "return_pct": 15.98 + }, + { + "date": "2022-08-05", + "equity": 11629.52, + "return_pct": 16.3 + }, + { + "date": "2022-08-08", + "equity": 11586.35, + "return_pct": 15.86 + }, + { + "date": "2022-08-09", + "equity": 11500.63, + "return_pct": 15.01 + }, + { + "date": "2022-08-10", + "equity": 11745.9, + "return_pct": 17.46 + }, + { + "date": "2022-08-11", + "equity": 11754.59, + "return_pct": 17.55 + }, + { + "date": "2022-08-12", + "equity": 11957.71, + "return_pct": 19.58 + }, + { + "date": "2022-08-15", + "equity": 12110.85, + "return_pct": 21.11 + }, + { + "date": "2022-08-16", + "equity": 12112.58, + "return_pct": 21.13 + }, + { + "date": "2022-08-17", + "equity": 12063.8, + "return_pct": 20.64 + }, + { + "date": "2022-08-18", + "equity": 12168.37, + "return_pct": 21.68 + }, + { + "date": "2022-08-19", + "equity": 11951.27, + "return_pct": 19.51 + }, + { + "date": "2022-08-22", + "equity": 11859.92, + "return_pct": 18.6 + }, + { + "date": "2022-08-23", + "equity": 11990.27, + "return_pct": 19.9 + }, + { + "date": "2022-08-24", + "equity": 12108.74, + "return_pct": 21.09 + }, + { + "date": "2022-08-25", + "equity": 12281.42, + "return_pct": 22.81 + }, + { + "date": "2022-08-26", + "equity": 12078.94, + "return_pct": 20.79 + }, + { + "date": "2022-08-29", + "equity": 12080.42, + "return_pct": 20.8 + }, + { + "date": "2022-08-30", + "equity": 11691.74, + "return_pct": 16.92 + }, + { + "date": "2022-08-31", + "equity": 11526.05, + "return_pct": 15.26 + }, + { + "date": "2022-09-01", + "equity": 11249.08, + "return_pct": 12.49 + }, + { + "date": "2022-09-02", + "equity": 11459.88, + "return_pct": 14.6 + }, + { + "date": "2022-09-06", + "equity": 11247.29, + "return_pct": 12.47 + }, + { + "date": "2022-09-07", + "equity": 11058.83, + "return_pct": 10.59 + }, + { + "date": "2022-09-08", + "equity": 11157.71, + "return_pct": 11.58 + }, + { + "date": "2022-09-09", + "equity": 11407.48, + "return_pct": 14.07 + }, + { + "date": "2022-09-12", + "equity": 11431.64, + "return_pct": 14.32 + }, + { + "date": "2022-09-13", + "equity": 11068.83, + "return_pct": 10.69 + }, + { + "date": "2022-09-14", + "equity": 11380.13, + "return_pct": 13.8 + }, + { + "date": "2022-09-15", + "equity": 11206.91, + "return_pct": 12.07 + }, + { + "date": "2022-09-16", + "equity": 10905.52, + "return_pct": 9.06 + }, + { + "date": "2022-09-19", + "equity": 10832.43, + "return_pct": 8.32 + }, + { + "date": "2022-09-20", + "equity": 10787.3, + "return_pct": 7.87 + }, + { + "date": "2022-09-21", + "equity": 10704.56, + "return_pct": 7.05 + }, + { + "date": "2022-09-22", + "equity": 10763.64, + "return_pct": 7.64 + }, + { + "date": "2022-09-23", + "equity": 10528.85, + "return_pct": 5.29 + }, + { + "date": "2022-09-26", + "equity": 10511.71, + "return_pct": 5.12 + }, + { + "date": "2022-09-27", + "equity": 10516.43, + "return_pct": 5.16 + }, + { + "date": "2022-09-28", + "equity": 10543.12, + "return_pct": 5.43 + }, + { + "date": "2022-09-29", + "equity": 10525.7, + "return_pct": 5.26 + }, + { + "date": "2022-09-30", + "equity": 10481.34, + "return_pct": 4.81 + }, + { + "date": "2022-10-03", + "equity": 10481.34, + "return_pct": 4.81 + }, + { + "date": "2022-10-04", + "equity": 10481.34, + "return_pct": 4.81 + }, + { + "date": "2022-10-05", + "equity": 10481.34, + "return_pct": 4.81 + }, + { + "date": "2022-10-06", + "equity": 10472.56, + "return_pct": 4.73 + }, + { + "date": "2022-10-07", + "equity": 10313.59, + "return_pct": 3.14 + }, + { + "date": "2022-10-10", + "equity": 10158.8, + "return_pct": 1.59 + }, + { + "date": "2022-10-11", + "equity": 10190.27, + "return_pct": 1.9 + }, + { + "date": "2022-10-12", + "equity": 10197.08, + "return_pct": 1.97 + }, + { + "date": "2022-10-13", + "equity": 10304.42, + "return_pct": 3.04 + }, + { + "date": "2022-10-14", + "equity": 9871.2, + "return_pct": -1.29 + }, + { + "date": "2022-10-17", + "equity": 10033.82, + "return_pct": 0.34 + }, + { + "date": "2022-10-18", + "equity": 10166.48, + "return_pct": 1.66 + }, + { + "date": "2022-10-19", + "equity": 10333.6, + "return_pct": 3.34 + }, + { + "date": "2022-10-20", + "equity": 10371.54, + "return_pct": 3.72 + }, + { + "date": "2022-10-21", + "equity": 10950.54, + "return_pct": 9.51 + }, + { + "date": "2022-10-24", + "equity": 11202.77, + "return_pct": 12.03 + }, + { + "date": "2022-10-25", + "equity": 11283.22, + "return_pct": 12.83 + }, + { + "date": "2022-10-26", + "equity": 11422.26, + "return_pct": 14.22 + }, + { + "date": "2022-10-27", + "equity": 11402.05, + "return_pct": 14.02 + }, + { + "date": "2022-10-28", + "equity": 11273.82, + "return_pct": 12.74 + }, + { + "date": "2022-10-31", + "equity": 11349.89, + "return_pct": 13.5 + }, + { + "date": "2022-11-01", + "equity": 11422.29, + "return_pct": 14.22 + }, + { + "date": "2022-11-02", + "equity": 11177.85, + "return_pct": 11.78 + }, + { + "date": "2022-11-03", + "equity": 11260.31, + "return_pct": 12.6 + }, + { + "date": "2022-11-04", + "equity": 11525.39, + "return_pct": 15.25 + }, + { + "date": "2022-11-07", + "equity": 11734.26, + "return_pct": 17.34 + }, + { + "date": "2022-11-08", + "equity": 11742.5, + "return_pct": 17.43 + }, + { + "date": "2022-11-09", + "equity": 11329.27, + "return_pct": 13.29 + }, + { + "date": "2022-11-10", + "equity": 11560.47, + "return_pct": 15.6 + }, + { + "date": "2022-11-11", + "equity": 11729.66, + "return_pct": 17.3 + }, + { + "date": "2022-11-14", + "equity": 11765.68, + "return_pct": 17.66 + }, + { + "date": "2022-11-15", + "equity": 11869.8, + "return_pct": 18.7 + }, + { + "date": "2022-11-16", + "equity": 11666.58, + "return_pct": 16.67 + }, + { + "date": "2022-11-17", + "equity": 11681.68, + "return_pct": 16.82 + }, + { + "date": "2022-11-18", + "equity": 11707.02, + "return_pct": 17.07 + }, + { + "date": "2022-11-21", + "equity": 11586.94, + "return_pct": 15.87 + }, + { + "date": "2022-11-22", + "equity": 11786.75, + "return_pct": 17.87 + }, + { + "date": "2022-11-23", + "equity": 11638.22, + "return_pct": 16.38 + }, + { + "date": "2022-11-25", + "equity": 11618.97, + "return_pct": 16.19 + }, + { + "date": "2022-11-28", + "equity": 11451.19, + "return_pct": 14.51 + }, + { + "date": "2022-11-29", + "equity": 11469.59, + "return_pct": 14.7 + }, + { + "date": "2022-11-30", + "equity": 11770.47, + "return_pct": 17.7 + }, + { + "date": "2022-12-01", + "equity": 11738.75, + "return_pct": 17.39 + }, + { + "date": "2022-12-02", + "equity": 11782.21, + "return_pct": 17.82 + }, + { + "date": "2022-12-05", + "equity": 11507.44, + "return_pct": 15.07 + }, + { + "date": "2022-12-06", + "equity": 11424.76, + "return_pct": 14.25 + }, + { + "date": "2022-12-07", + "equity": 11348.87, + "return_pct": 13.49 + }, + { + "date": "2022-12-08", + "equity": 11391.17, + "return_pct": 13.91 + }, + { + "date": "2022-12-09", + "equity": 11260.49, + "return_pct": 12.6 + }, + { + "date": "2022-12-12", + "equity": 11334.64, + "return_pct": 13.35 + }, + { + "date": "2022-12-13", + "equity": 11355.19, + "return_pct": 13.55 + }, + { + "date": "2022-12-14", + "equity": 11364.45, + "return_pct": 13.64 + }, + { + "date": "2022-12-15", + "equity": 11358.06, + "return_pct": 13.58 + }, + { + "date": "2022-12-16", + "equity": 11274.69, + "return_pct": 12.75 + }, + { + "date": "2022-12-19", + "equity": 11039.12, + "return_pct": 10.39 + }, + { + "date": "2022-12-20", + "equity": 11048.22, + "return_pct": 10.48 + }, + { + "date": "2022-12-21", + "equity": 11155.07, + "return_pct": 11.55 + }, + { + "date": "2022-12-22", + "equity": 11044.71, + "return_pct": 10.45 + }, + { + "date": "2022-12-23", + "equity": 11072.06, + "return_pct": 10.72 + }, + { + "date": "2022-12-27", + "equity": 11146.03, + "return_pct": 11.46 + }, + { + "date": "2022-12-28", + "equity": 10894.64, + "return_pct": 8.95 + }, + { + "date": "2022-12-29", + "equity": 11133.97, + "return_pct": 11.34 + }, + { + "date": "2022-12-30", + "equity": 11020.08, + "return_pct": 10.2 + }, + { + "date": "2023-01-03", + "equity": 11001.32, + "return_pct": 10.01 + }, + { + "date": "2023-01-04", + "equity": 11172.18, + "return_pct": 11.72 + }, + { + "date": "2023-01-05", + "equity": 11132.04, + "return_pct": 11.32 + }, + { + "date": "2023-01-06", + "equity": 11213.71, + "return_pct": 12.14 + }, + { + "date": "2023-01-09", + "equity": 11275.45, + "return_pct": 12.75 + }, + { + "date": "2023-01-10", + "equity": 11347.82, + "return_pct": 13.48 + }, + { + "date": "2023-01-11", + "equity": 11406.64, + "return_pct": 14.07 + }, + { + "date": "2023-01-12", + "equity": 11591.69, + "return_pct": 15.92 + }, + { + "date": "2023-01-13", + "equity": 11663.98, + "return_pct": 16.64 + }, + { + "date": "2023-01-17", + "equity": 11606.63, + "return_pct": 16.07 + }, + { + "date": "2023-01-18", + "equity": 11569.9, + "return_pct": 15.7 + }, + { + "date": "2023-01-19", + "equity": 11591.25, + "return_pct": 15.91 + }, + { + "date": "2023-01-20", + "equity": 11773.79, + "return_pct": 17.74 + }, + { + "date": "2023-01-23", + "equity": 12054.37, + "return_pct": 20.54 + }, + { + "date": "2023-01-24", + "equity": 11910.45, + "return_pct": 19.1 + }, + { + "date": "2023-01-25", + "equity": 11965.48, + "return_pct": 19.65 + }, + { + "date": "2023-01-26", + "equity": 12169.79, + "return_pct": 21.7 + }, + { + "date": "2023-01-27", + "equity": 12107.61, + "return_pct": 21.08 + }, + { + "date": "2023-01-30", + "equity": 11842.2, + "return_pct": 18.42 + }, + { + "date": "2023-01-31", + "equity": 12132.59, + "return_pct": 21.33 + }, + { + "date": "2023-02-01", + "equity": 12292.78, + "return_pct": 22.93 + }, + { + "date": "2023-02-02", + "equity": 12314.15, + "return_pct": 23.14 + }, + { + "date": "2023-02-03", + "equity": 12160.42, + "return_pct": 21.6 + }, + { + "date": "2023-02-06", + "equity": 12098.11, + "return_pct": 20.98 + }, + { + "date": "2023-02-07", + "equity": 11890.55, + "return_pct": 18.91 + }, + { + "date": "2023-02-08", + "equity": 11815.71, + "return_pct": 18.16 + }, + { + "date": "2023-02-09", + "equity": 12102.76, + "return_pct": 21.03 + }, + { + "date": "2023-02-10", + "equity": 12173.94, + "return_pct": 21.74 + }, + { + "date": "2023-02-13", + "equity": 12246.79, + "return_pct": 22.47 + }, + { + "date": "2023-02-14", + "equity": 12284.82, + "return_pct": 22.85 + }, + { + "date": "2023-02-15", + "equity": 12160.18, + "return_pct": 21.6 + }, + { + "date": "2023-02-16", + "equity": 11999.29, + "return_pct": 19.99 + }, + { + "date": "2023-02-17", + "equity": 11860.53, + "return_pct": 18.61 + }, + { + "date": "2023-02-21", + "equity": 11703.41, + "return_pct": 17.03 + }, + { + "date": "2023-02-22", + "equity": 11666.28, + "return_pct": 16.66 + }, + { + "date": "2023-02-23", + "equity": 11683.67, + "return_pct": 16.84 + }, + { + "date": "2023-02-24", + "equity": 11631.5, + "return_pct": 16.32 + }, + { + "date": "2023-02-27", + "equity": 11629.62, + "return_pct": 16.3 + }, + { + "date": "2023-02-28", + "equity": 11633.38, + "return_pct": 16.33 + }, + { + "date": "2023-03-01", + "equity": 11628.75, + "return_pct": 16.29 + }, + { + "date": "2023-03-02", + "equity": 11637.26, + "return_pct": 16.37 + }, + { + "date": "2023-03-03", + "equity": 11674.59, + "return_pct": 16.75 + }, + { + "date": "2023-03-06", + "equity": 11672.92, + "return_pct": 16.73 + }, + { + "date": "2023-03-07", + "equity": 11617.07, + "return_pct": 16.17 + }, + { + "date": "2023-03-08", + "equity": 11600.35, + "return_pct": 16.0 + }, + { + "date": "2023-03-09", + "equity": 11496.24, + "return_pct": 14.96 + }, + { + "date": "2023-03-10", + "equity": 11402.4, + "return_pct": 14.02 + }, + { + "date": "2023-03-13", + "equity": 11327.81, + "return_pct": 13.28 + }, + { + "date": "2023-03-14", + "equity": 11376.83, + "return_pct": 13.77 + }, + { + "date": "2023-03-15", + "equity": 11295.89, + "return_pct": 12.96 + }, + { + "date": "2023-03-16", + "equity": 11291.61, + "return_pct": 12.92 + }, + { + "date": "2023-03-17", + "equity": 11278.1, + "return_pct": 12.78 + }, + { + "date": "2023-03-20", + "equity": 11366.24, + "return_pct": 13.66 + }, + { + "date": "2023-03-21", + "equity": 11380.18, + "return_pct": 13.8 + }, + { + "date": "2023-03-22", + "equity": 11309.24, + "return_pct": 13.09 + }, + { + "date": "2023-03-23", + "equity": 11304.87, + "return_pct": 13.05 + }, + { + "date": "2023-03-24", + "equity": 11182.68, + "return_pct": 11.83 + }, + { + "date": "2023-03-27", + "equity": 11070.72, + "return_pct": 10.71 + }, + { + "date": "2023-03-28", + "equity": 11060.33, + "return_pct": 10.6 + }, + { + "date": "2023-03-29", + "equity": 11092.61, + "return_pct": 10.93 + }, + { + "date": "2023-03-30", + "equity": 11109.03, + "return_pct": 11.09 + }, + { + "date": "2023-03-31", + "equity": 11241.87, + "return_pct": 12.42 + }, + { + "date": "2023-04-03", + "equity": 11320.83, + "return_pct": 13.21 + }, + { + "date": "2023-04-04", + "equity": 11214.4, + "return_pct": 12.14 + }, + { + "date": "2023-04-05", + "equity": 11178.87, + "return_pct": 11.79 + }, + { + "date": "2023-04-06", + "equity": 11175.74, + "return_pct": 11.76 + }, + { + "date": "2023-04-10", + "equity": 11210.75, + "return_pct": 12.11 + }, + { + "date": "2023-04-11", + "equity": 11361.98, + "return_pct": 13.62 + }, + { + "date": "2023-04-12", + "equity": 11318.44, + "return_pct": 13.18 + }, + { + "date": "2023-04-13", + "equity": 11355.98, + "return_pct": 13.56 + }, + { + "date": "2023-04-14", + "equity": 11224.5, + "return_pct": 12.24 + }, + { + "date": "2023-04-17", + "equity": 11227.96, + "return_pct": 12.28 + }, + { + "date": "2023-04-18", + "equity": 11292.53, + "return_pct": 12.93 + }, + { + "date": "2023-04-19", + "equity": 11372.18, + "return_pct": 13.72 + }, + { + "date": "2023-04-20", + "equity": 11441.46, + "return_pct": 14.41 + }, + { + "date": "2023-04-21", + "equity": 11523.26, + "return_pct": 15.23 + }, + { + "date": "2023-04-24", + "equity": 11523.48, + "return_pct": 15.23 + }, + { + "date": "2023-04-25", + "equity": 11394.13, + "return_pct": 13.94 + }, + { + "date": "2023-04-26", + "equity": 11303.87, + "return_pct": 13.04 + }, + { + "date": "2023-04-27", + "equity": 11591.39, + "return_pct": 15.91 + }, + { + "date": "2023-04-28", + "equity": 11634.29, + "return_pct": 16.34 + }, + { + "date": "2023-05-01", + "equity": 11618.71, + "return_pct": 16.19 + }, + { + "date": "2023-05-02", + "equity": 11525.24, + "return_pct": 15.25 + }, + { + "date": "2023-05-03", + "equity": 11509.74, + "return_pct": 15.1 + }, + { + "date": "2023-05-04", + "equity": 11345.43, + "return_pct": 13.45 + }, + { + "date": "2023-05-05", + "equity": 11577.52, + "return_pct": 15.78 + }, + { + "date": "2023-05-08", + "equity": 11834.09, + "return_pct": 18.34 + }, + { + "date": "2023-05-09", + "equity": 11735.06, + "return_pct": 17.35 + }, + { + "date": "2023-05-10", + "equity": 11862.21, + "return_pct": 18.62 + }, + { + "date": "2023-05-11", + "equity": 11865.33, + "return_pct": 18.65 + }, + { + "date": "2023-05-12", + "equity": 11715.38, + "return_pct": 17.15 + }, + { + "date": "2023-05-15", + "equity": 11794.73, + "return_pct": 17.95 + }, + { + "date": "2023-05-16", + "equity": 11748.08, + "return_pct": 17.48 + }, + { + "date": "2023-05-17", + "equity": 11980.76, + "return_pct": 19.81 + }, + { + "date": "2023-05-18", + "equity": 12433.28, + "return_pct": 24.33 + }, + { + "date": "2023-05-19", + "equity": 12297.81, + "return_pct": 22.98 + }, + { + "date": "2023-05-22", + "equity": 12435.28, + "return_pct": 24.35 + }, + { + "date": "2023-05-23", + "equity": 12167.29, + "return_pct": 21.67 + }, + { + "date": "2023-05-24", + "equity": 12141.56, + "return_pct": 21.42 + }, + { + "date": "2023-05-25", + "equity": 12971.19, + "return_pct": 29.71 + }, + { + "date": "2023-05-26", + "equity": 13356.33, + "return_pct": 33.56 + }, + { + "date": "2023-05-30", + "equity": 13531.04, + "return_pct": 35.31 + }, + { + "date": "2023-05-31", + "equity": 13304.12, + "return_pct": 33.04 + }, + { + "date": "2023-06-01", + "equity": 13661.91, + "return_pct": 36.62 + }, + { + "date": "2023-06-02", + "equity": 13703.53, + "return_pct": 37.04 + }, + { + "date": "2023-06-05", + "equity": 13730.09, + "return_pct": 37.3 + }, + { + "date": "2023-06-06", + "equity": 13574.11, + "return_pct": 35.74 + }, + { + "date": "2023-06-07", + "equity": 13365.33, + "return_pct": 33.65 + }, + { + "date": "2023-06-08", + "equity": 13552.28, + "return_pct": 35.52 + }, + { + "date": "2023-06-09", + "equity": 13737.58, + "return_pct": 37.38 + }, + { + "date": "2023-06-12", + "equity": 13870.72, + "return_pct": 38.71 + }, + { + "date": "2023-06-13", + "equity": 14020.93, + "return_pct": 40.21 + }, + { + "date": "2023-06-14", + "equity": 14124.6, + "return_pct": 41.25 + }, + { + "date": "2023-06-15", + "equity": 14430.61, + "return_pct": 44.31 + }, + { + "date": "2023-06-16", + "equity": 14322.41, + "return_pct": 43.22 + }, + { + "date": "2023-06-20", + "equity": 14240.2, + "return_pct": 42.4 + }, + { + "date": "2023-06-21", + "equity": 14170.17, + "return_pct": 41.7 + }, + { + "date": "2023-06-22", + "equity": 14072.86, + "return_pct": 40.73 + }, + { + "date": "2023-06-23", + "equity": 14109.0, + "return_pct": 41.09 + }, + { + "date": "2023-06-26", + "equity": 13821.07, + "return_pct": 38.21 + }, + { + "date": "2023-06-27", + "equity": 14080.41, + "return_pct": 40.8 + }, + { + "date": "2023-06-28", + "equity": 14295.3, + "return_pct": 42.95 + }, + { + "date": "2023-06-29", + "equity": 14322.21, + "return_pct": 43.22 + }, + { + "date": "2023-06-30", + "equity": 14462.54, + "return_pct": 44.63 + }, + { + "date": "2023-07-03", + "equity": 14769.97, + "return_pct": 47.7 + }, + { + "date": "2023-07-05", + "equity": 14856.52, + "return_pct": 48.57 + }, + { + "date": "2023-07-06", + "equity": 14650.16, + "return_pct": 46.5 + }, + { + "date": "2023-07-07", + "equity": 14749.18, + "return_pct": 47.49 + }, + { + "date": "2023-07-10", + "equity": 15133.22, + "return_pct": 51.33 + }, + { + "date": "2023-07-11", + "equity": 15561.27, + "return_pct": 55.61 + }, + { + "date": "2023-07-12", + "equity": 15810.65, + "return_pct": 58.11 + }, + { + "date": "2023-07-13", + "equity": 16308.06, + "return_pct": 63.08 + }, + { + "date": "2023-07-14", + "equity": 16317.7, + "return_pct": 63.18 + }, + { + "date": "2023-07-17", + "equity": 16476.5, + "return_pct": 64.76 + }, + { + "date": "2023-07-18", + "equity": 16513.41, + "return_pct": 65.13 + }, + { + "date": "2023-07-19", + "equity": 16525.27, + "return_pct": 65.25 + }, + { + "date": "2023-07-20", + "equity": 16034.27, + "return_pct": 60.34 + }, + { + "date": "2023-07-21", + "equity": 15954.41, + "return_pct": 59.54 + }, + { + "date": "2023-07-24", + "equity": 15788.79, + "return_pct": 57.89 + }, + { + "date": "2023-07-25", + "equity": 15866.78, + "return_pct": 58.67 + }, + { + "date": "2023-07-26", + "equity": 15938.34, + "return_pct": 59.38 + }, + { + "date": "2023-07-27", + "equity": 15884.04, + "return_pct": 58.84 + }, + { + "date": "2023-07-28", + "equity": 16314.26, + "return_pct": 63.14 + }, + { + "date": "2023-07-31", + "equity": 16184.25, + "return_pct": 61.84 + }, + { + "date": "2023-08-01", + "equity": 16129.6, + "return_pct": 61.3 + }, + { + "date": "2023-08-02", + "equity": 15978.74, + "return_pct": 59.79 + }, + { + "date": "2023-08-03", + "equity": 15840.86, + "return_pct": 58.41 + }, + { + "date": "2023-08-04", + "equity": 15646.68, + "return_pct": 56.47 + }, + { + "date": "2023-08-07", + "equity": 15658.1, + "return_pct": 56.58 + }, + { + "date": "2023-08-08", + "equity": 15535.63, + "return_pct": 55.36 + }, + { + "date": "2023-08-09", + "equity": 15270.04, + "return_pct": 52.7 + }, + { + "date": "2023-08-10", + "equity": 15252.88, + "return_pct": 52.53 + }, + { + "date": "2023-08-11", + "equity": 15218.91, + "return_pct": 52.19 + }, + { + "date": "2023-08-14", + "equity": 15186.16, + "return_pct": 51.86 + }, + { + "date": "2023-08-15", + "equity": 15107.82, + "return_pct": 51.08 + }, + { + "date": "2023-08-16", + "equity": 14996.68, + "return_pct": 49.97 + }, + { + "date": "2023-08-17", + "equity": 14732.38, + "return_pct": 47.32 + }, + { + "date": "2023-08-18", + "equity": 14648.83, + "return_pct": 46.49 + }, + { + "date": "2023-08-21", + "equity": 14579.03, + "return_pct": 45.79 + }, + { + "date": "2023-08-22", + "equity": 14646.31, + "return_pct": 46.46 + }, + { + "date": "2023-08-23", + "equity": 14712.77, + "return_pct": 47.13 + }, + { + "date": "2023-08-24", + "equity": 14351.21, + "return_pct": 43.51 + }, + { + "date": "2023-08-25", + "equity": 14423.78, + "return_pct": 44.24 + }, + { + "date": "2023-08-28", + "equity": 14528.91, + "return_pct": 45.29 + }, + { + "date": "2023-08-29", + "equity": 14671.85, + "return_pct": 46.72 + }, + { + "date": "2023-08-30", + "equity": 14720.84, + "return_pct": 47.21 + }, + { + "date": "2023-08-31", + "equity": 14695.13, + "return_pct": 46.95 + }, + { + "date": "2023-09-01", + "equity": 14827.72, + "return_pct": 48.28 + }, + { + "date": "2023-09-05", + "equity": 14708.78, + "return_pct": 47.09 + }, + { + "date": "2023-09-06", + "equity": 14721.87, + "return_pct": 47.22 + }, + { + "date": "2023-09-07", + "equity": 14443.4, + "return_pct": 44.43 + }, + { + "date": "2023-09-08", + "equity": 14408.87, + "return_pct": 44.09 + }, + { + "date": "2023-09-11", + "equity": 14604.23, + "return_pct": 46.04 + }, + { + "date": "2023-09-12", + "equity": 14550.05, + "return_pct": 45.5 + }, + { + "date": "2023-09-13", + "equity": 14403.75, + "return_pct": 44.04 + }, + { + "date": "2023-09-14", + "equity": 14604.15, + "return_pct": 46.04 + }, + { + "date": "2023-09-15", + "equity": 14261.7, + "return_pct": 42.62 + }, + { + "date": "2023-09-18", + "equity": 14236.45, + "return_pct": 42.36 + }, + { + "date": "2023-09-19", + "equity": 14127.33, + "return_pct": 41.27 + }, + { + "date": "2023-09-20", + "equity": 14032.11, + "return_pct": 40.32 + }, + { + "date": "2023-09-21", + "equity": 13861.6, + "return_pct": 38.62 + }, + { + "date": "2023-09-22", + "equity": 13933.35, + "return_pct": 39.33 + }, + { + "date": "2023-09-25", + "equity": 14004.84, + "return_pct": 40.05 + }, + { + "date": "2023-09-26", + "equity": 13919.75, + "return_pct": 39.2 + }, + { + "date": "2023-09-27", + "equity": 13987.17, + "return_pct": 39.87 + }, + { + "date": "2023-09-28", + "equity": 14110.82, + "return_pct": 41.11 + }, + { + "date": "2023-09-29", + "equity": 13968.01, + "return_pct": 39.68 + }, + { + "date": "2023-10-02", + "equity": 13910.85, + "return_pct": 39.11 + }, + { + "date": "2023-10-03", + "equity": 13821.64, + "return_pct": 38.22 + }, + { + "date": "2023-10-04", + "equity": 13819.0, + "return_pct": 38.19 + }, + { + "date": "2023-10-05", + "equity": 13822.28, + "return_pct": 38.22 + }, + { + "date": "2023-10-06", + "equity": 13959.33, + "return_pct": 39.59 + }, + { + "date": "2023-10-09", + "equity": 14000.46, + "return_pct": 40.0 + }, + { + "date": "2023-10-10", + "equity": 14061.58, + "return_pct": 40.62 + }, + { + "date": "2023-10-11", + "equity": 14138.89, + "return_pct": 41.39 + }, + { + "date": "2023-10-12", + "equity": 13971.04, + "return_pct": 39.71 + }, + { + "date": "2023-10-13", + "equity": 13651.95, + "return_pct": 36.52 + }, + { + "date": "2023-10-16", + "equity": 13662.39, + "return_pct": 36.62 + }, + { + "date": "2023-10-17", + "equity": 13562.13, + "return_pct": 35.62 + }, + { + "date": "2023-10-18", + "equity": 13404.33, + "return_pct": 34.04 + }, + { + "date": "2023-10-19", + "equity": 13295.8, + "return_pct": 32.96 + }, + { + "date": "2023-10-20", + "equity": 13084.61, + "return_pct": 30.85 + }, + { + "date": "2023-10-23", + "equity": 13136.45, + "return_pct": 31.36 + }, + { + "date": "2023-10-24", + "equity": 13055.24, + "return_pct": 30.55 + }, + { + "date": "2023-10-25", + "equity": 12941.69, + "return_pct": 29.42 + }, + { + "date": "2023-10-26", + "equity": 12939.1, + "return_pct": 29.39 + }, + { + "date": "2023-10-27", + "equity": 12912.41, + "return_pct": 29.12 + }, + { + "date": "2023-10-30", + "equity": 12954.89, + "return_pct": 29.55 + }, + { + "date": "2023-10-31", + "equity": 12935.29, + "return_pct": 29.35 + }, + { + "date": "2023-11-01", + "equity": 12895.53, + "return_pct": 28.96 + }, + { + "date": "2023-11-02", + "equity": 12991.93, + "return_pct": 29.92 + }, + { + "date": "2023-11-03", + "equity": 13363.04, + "return_pct": 33.63 + }, + { + "date": "2023-11-06", + "equity": 13289.22, + "return_pct": 32.89 + }, + { + "date": "2023-11-07", + "equity": 13395.32, + "return_pct": 33.95 + }, + { + "date": "2023-11-08", + "equity": 13316.23, + "return_pct": 33.16 + }, + { + "date": "2023-11-09", + "equity": 13248.2, + "return_pct": 32.48 + }, + { + "date": "2023-11-10", + "equity": 13667.77, + "return_pct": 36.68 + }, + { + "date": "2023-11-13", + "equity": 13709.4, + "return_pct": 37.09 + }, + { + "date": "2023-11-14", + "equity": 14112.07, + "return_pct": 41.12 + }, + { + "date": "2023-11-15", + "equity": 14061.69, + "return_pct": 40.62 + }, + { + "date": "2023-11-16", + "equity": 14113.81, + "return_pct": 41.14 + }, + { + "date": "2023-11-17", + "equity": 14201.73, + "return_pct": 42.02 + }, + { + "date": "2023-11-20", + "equity": 14371.35, + "return_pct": 43.71 + }, + { + "date": "2023-11-21", + "equity": 14150.02, + "return_pct": 41.5 + }, + { + "date": "2023-11-22", + "equity": 14278.02, + "return_pct": 42.78 + }, + { + "date": "2023-11-24", + "equity": 14147.38, + "return_pct": 41.47 + }, + { + "date": "2023-11-27", + "equity": 14128.99, + "return_pct": 41.29 + }, + { + "date": "2023-11-28", + "equity": 14174.59, + "return_pct": 41.75 + }, + { + "date": "2023-11-29", + "equity": 14069.82, + "return_pct": 40.7 + }, + { + "date": "2023-11-30", + "equity": 13966.66, + "return_pct": 39.67 + }, + { + "date": "2023-12-01", + "equity": 14068.13, + "return_pct": 40.68 + }, + { + "date": "2023-12-04", + "equity": 14047.59, + "return_pct": 40.48 + }, + { + "date": "2023-12-05", + "equity": 13884.59, + "return_pct": 38.85 + }, + { + "date": "2023-12-06", + "equity": 13739.34, + "return_pct": 37.39 + }, + { + "date": "2023-12-07", + "equity": 14194.66, + "return_pct": 41.95 + }, + { + "date": "2023-12-08", + "equity": 14516.7, + "return_pct": 45.17 + }, + { + "date": "2023-12-11", + "equity": 14570.37, + "return_pct": 45.7 + }, + { + "date": "2023-12-12", + "equity": 14691.85, + "return_pct": 46.92 + }, + { + "date": "2023-12-13", + "equity": 14920.0, + "return_pct": 49.2 + }, + { + "date": "2023-12-14", + "equity": 15271.01, + "return_pct": 52.71 + }, + { + "date": "2023-12-15", + "equity": 15307.61, + "return_pct": 53.08 + }, + { + "date": "2023-12-18", + "equity": 15685.25, + "return_pct": 56.85 + }, + { + "date": "2023-12-19", + "equity": 16215.96, + "return_pct": 62.16 + }, + { + "date": "2023-12-20", + "equity": 15743.82, + "return_pct": 57.44 + }, + { + "date": "2023-12-21", + "equity": 16192.91, + "return_pct": 61.93 + }, + { + "date": "2023-12-22", + "equity": 15905.51, + "return_pct": 59.06 + }, + { + "date": "2023-12-26", + "equity": 15799.47, + "return_pct": 57.99 + }, + { + "date": "2023-12-27", + "equity": 16061.95, + "return_pct": 60.62 + }, + { + "date": "2023-12-28", + "equity": 16009.01, + "return_pct": 60.09 + }, + { + "date": "2023-12-29", + "equity": 15602.47, + "return_pct": 56.02 + }, + { + "date": "2024-01-02", + "equity": 14969.66, + "return_pct": 49.7 + }, + { + "date": "2024-01-03", + "equity": 14478.3, + "return_pct": 44.78 + }, + { + "date": "2024-01-04", + "equity": 14580.2, + "return_pct": 45.8 + }, + { + "date": "2024-01-05", + "equity": 14589.95, + "return_pct": 45.9 + }, + { + "date": "2024-01-08", + "equity": 14942.35, + "return_pct": 49.42 + }, + { + "date": "2024-01-09", + "equity": 14944.88, + "return_pct": 49.45 + }, + { + "date": "2024-01-10", + "equity": 14995.03, + "return_pct": 49.95 + }, + { + "date": "2024-01-11", + "equity": 14788.38, + "return_pct": 47.88 + }, + { + "date": "2024-01-12", + "equity": 14580.41, + "return_pct": 45.8 + }, + { + "date": "2024-01-16", + "equity": 14449.8, + "return_pct": 44.5 + }, + { + "date": "2024-01-17", + "equity": 14317.86, + "return_pct": 43.18 + }, + { + "date": "2024-01-18", + "equity": 14595.83, + "return_pct": 45.96 + }, + { + "date": "2024-01-19", + "equity": 14650.8, + "return_pct": 46.51 + }, + { + "date": "2024-01-22", + "equity": 14911.68, + "return_pct": 49.12 + }, + { + "date": "2024-01-23", + "equity": 15031.68, + "return_pct": 50.32 + }, + { + "date": "2024-01-24", + "equity": 15041.49, + "return_pct": 50.41 + }, + { + "date": "2024-01-25", + "equity": 15155.34, + "return_pct": 51.55 + }, + { + "date": "2024-01-26", + "equity": 15192.36, + "return_pct": 51.92 + }, + { + "date": "2024-01-29", + "equity": 15415.79, + "return_pct": 54.16 + }, + { + "date": "2024-01-30", + "equity": 14914.97, + "return_pct": 49.15 + }, + { + "date": "2024-01-31", + "equity": 14685.76, + "return_pct": 46.86 + }, + { + "date": "2024-02-01", + "equity": 14919.29, + "return_pct": 49.19 + }, + { + "date": "2024-02-02", + "equity": 15549.09, + "return_pct": 55.49 + }, + { + "date": "2024-02-05", + "equity": 15326.25, + "return_pct": 53.26 + }, + { + "date": "2024-02-06", + "equity": 15387.06, + "return_pct": 53.87 + }, + { + "date": "2024-02-07", + "equity": 15702.4, + "return_pct": 57.02 + }, + { + "date": "2024-02-08", + "equity": 15812.06, + "return_pct": 58.12 + }, + { + "date": "2024-02-09", + "equity": 16027.35, + "return_pct": 60.27 + }, + { + "date": "2024-02-12", + "equity": 15955.04, + "return_pct": 59.55 + }, + { + "date": "2024-02-13", + "equity": 15630.48, + "return_pct": 56.3 + }, + { + "date": "2024-02-14", + "equity": 15946.66, + "return_pct": 59.47 + }, + { + "date": "2024-02-15", + "equity": 16912.12, + "return_pct": 69.12 + }, + { + "date": "2024-02-16", + "equity": 16790.03, + "return_pct": 67.9 + }, + { + "date": "2024-02-20", + "equity": 16457.61, + "return_pct": 64.58 + }, + { + "date": "2024-02-21", + "equity": 16089.59, + "return_pct": 60.9 + }, + { + "date": "2024-02-22", + "equity": 16748.52, + "return_pct": 67.49 + }, + { + "date": "2024-02-23", + "equity": 16617.53, + "return_pct": 66.18 + }, + { + "date": "2024-02-26", + "equity": 17011.65, + "return_pct": 70.12 + }, + { + "date": "2024-02-27", + "equity": 17423.82, + "return_pct": 74.24 + }, + { + "date": "2024-02-28", + "equity": 17231.82, + "return_pct": 72.32 + }, + { + "date": "2024-02-29", + "equity": 17505.53, + "return_pct": 75.06 + }, + { + "date": "2024-03-01", + "equity": 17899.55, + "return_pct": 79.0 + }, + { + "date": "2024-03-04", + "equity": 18167.31, + "return_pct": 81.67 + }, + { + "date": "2024-03-05", + "equity": 17693.21, + "return_pct": 76.93 + }, + { + "date": "2024-03-06", + "equity": 18266.04, + "return_pct": 82.66 + }, + { + "date": "2024-03-07", + "equity": 18343.79, + "return_pct": 83.44 + }, + { + "date": "2024-03-08", + "equity": 18284.11, + "return_pct": 82.84 + }, + { + "date": "2024-03-11", + "equity": 18052.1, + "return_pct": 80.52 + }, + { + "date": "2024-03-12", + "equity": 18199.08, + "return_pct": 81.99 + }, + { + "date": "2024-03-13", + "equity": 18203.93, + "return_pct": 82.04 + }, + { + "date": "2024-03-14", + "equity": 17830.27, + "return_pct": 78.3 + }, + { + "date": "2024-03-15", + "equity": 17685.95, + "return_pct": 76.86 + }, + { + "date": "2024-03-18", + "equity": 17941.09, + "return_pct": 79.41 + }, + { + "date": "2024-03-19", + "equity": 17819.97, + "return_pct": 78.2 + }, + { + "date": "2024-03-20", + "equity": 18482.91, + "return_pct": 84.83 + }, + { + "date": "2024-03-21", + "equity": 18739.72, + "return_pct": 87.4 + }, + { + "date": "2024-03-22", + "equity": 18692.43, + "return_pct": 86.92 + }, + { + "date": "2024-03-25", + "equity": 19093.62, + "return_pct": 90.94 + }, + { + "date": "2024-03-26", + "equity": 19180.51, + "return_pct": 91.81 + }, + { + "date": "2024-03-27", + "equity": 18868.82, + "return_pct": 88.69 + }, + { + "date": "2024-03-28", + "equity": 18961.3, + "return_pct": 89.61 + }, + { + "date": "2024-04-01", + "equity": 19299.97, + "return_pct": 93.0 + }, + { + "date": "2024-04-02", + "equity": 19164.63, + "return_pct": 91.65 + }, + { + "date": "2024-04-03", + "equity": 19868.55, + "return_pct": 98.69 + }, + { + "date": "2024-04-04", + "equity": 19561.14, + "return_pct": 95.61 + }, + { + "date": "2024-04-05", + "equity": 20166.4, + "return_pct": 101.66 + }, + { + "date": "2024-04-08", + "equity": 20168.8, + "return_pct": 101.69 + }, + { + "date": "2024-04-09", + "equity": 19978.87, + "return_pct": 99.79 + }, + { + "date": "2024-04-10", + "equity": 19956.77, + "return_pct": 99.57 + }, + { + "date": "2024-04-11", + "equity": 20152.64, + "return_pct": 101.53 + }, + { + "date": "2024-04-12", + "equity": 19718.22, + "return_pct": 97.18 + }, + { + "date": "2024-04-15", + "equity": 19481.15, + "return_pct": 94.81 + }, + { + "date": "2024-04-16", + "equity": 19647.17, + "return_pct": 96.47 + }, + { + "date": "2024-04-17", + "equity": 19437.48, + "return_pct": 94.37 + }, + { + "date": "2024-04-18", + "equity": 19356.41, + "return_pct": 93.56 + }, + { + "date": "2024-04-19", + "equity": 19046.21, + "return_pct": 90.46 + }, + { + "date": "2024-04-22", + "equity": 19112.09, + "return_pct": 91.12 + }, + { + "date": "2024-04-23", + "equity": 19403.78, + "return_pct": 94.04 + }, + { + "date": "2024-04-24", + "equity": 19325.02, + "return_pct": 93.25 + }, + { + "date": "2024-04-25", + "equity": 19434.11, + "return_pct": 94.34 + }, + { + "date": "2024-04-26", + "equity": 19635.65, + "return_pct": 96.36 + }, + { + "date": "2024-04-29", + "equity": 19899.49, + "return_pct": 98.99 + }, + { + "date": "2024-04-30", + "equity": 19742.19, + "return_pct": 97.42 + }, + { + "date": "2024-05-01", + "equity": 19447.4, + "return_pct": 94.47 + }, + { + "date": "2024-05-02", + "equity": 19646.81, + "return_pct": 96.47 + }, + { + "date": "2024-05-03", + "equity": 19798.85, + "return_pct": 97.99 + }, + { + "date": "2024-05-06", + "equity": 20090.98, + "return_pct": 100.91 + }, + { + "date": "2024-05-07", + "equity": 20059.35, + "return_pct": 100.59 + }, + { + "date": "2024-05-08", + "equity": 20054.39, + "return_pct": 100.54 + }, + { + "date": "2024-05-09", + "equity": 20438.16, + "return_pct": 104.38 + }, + { + "date": "2024-05-10", + "equity": 20521.65, + "return_pct": 105.22 + }, + { + "date": "2024-05-13", + "equity": 20369.11, + "return_pct": 103.69 + }, + { + "date": "2024-05-14", + "equity": 20476.71, + "return_pct": 104.77 + }, + { + "date": "2024-05-15", + "equity": 20837.03, + "return_pct": 108.37 + }, + { + "date": "2024-05-16", + "equity": 20642.54, + "return_pct": 106.43 + }, + { + "date": "2024-05-17", + "equity": 20739.67, + "return_pct": 107.4 + }, + { + "date": "2024-05-20", + "equity": 20823.33, + "return_pct": 108.23 + }, + { + "date": "2024-05-21", + "equity": 20830.39, + "return_pct": 108.3 + }, + { + "date": "2024-05-22", + "equity": 20316.46, + "return_pct": 103.16 + }, + { + "date": "2024-05-23", + "equity": 19999.09, + "return_pct": 99.99 + }, + { + "date": "2024-05-24", + "equity": 20216.42, + "return_pct": 102.16 + }, + { + "date": "2024-05-28", + "equity": 20306.14, + "return_pct": 103.06 + }, + { + "date": "2024-05-29", + "equity": 20202.09, + "return_pct": 102.02 + }, + { + "date": "2024-05-30", + "equity": 19684.15, + "return_pct": 96.84 + }, + { + "date": "2024-05-31", + "equity": 19462.94, + "return_pct": 94.63 + }, + { + "date": "2024-06-03", + "equity": 19526.05, + "return_pct": 95.26 + }, + { + "date": "2024-06-04", + "equity": 19393.56, + "return_pct": 93.94 + }, + { + "date": "2024-06-05", + "equity": 19437.64, + "return_pct": 94.38 + }, + { + "date": "2024-06-06", + "equity": 19394.63, + "return_pct": 93.95 + }, + { + "date": "2024-06-07", + "equity": 19342.79, + "return_pct": 93.43 + }, + { + "date": "2024-06-10", + "equity": 19499.7, + "return_pct": 95.0 + }, + { + "date": "2024-06-11", + "equity": 19486.7, + "return_pct": 94.87 + }, + { + "date": "2024-06-12", + "equity": 19790.55, + "return_pct": 97.91 + }, + { + "date": "2024-06-13", + "equity": 19488.29, + "return_pct": 94.88 + }, + { + "date": "2024-06-14", + "equity": 19366.98, + "return_pct": 93.67 + }, + { + "date": "2024-06-17", + "equity": 19286.58, + "return_pct": 92.87 + }, + { + "date": "2024-06-18", + "equity": 19274.12, + "return_pct": 92.74 + }, + { + "date": "2024-06-20", + "equity": 19175.61, + "return_pct": 91.76 + }, + { + "date": "2024-06-21", + "equity": 19087.37, + "return_pct": 90.87 + }, + { + "date": "2024-06-24", + "equity": 18982.02, + "return_pct": 89.82 + }, + { + "date": "2024-06-25", + "equity": 19114.2, + "return_pct": 91.14 + }, + { + "date": "2024-06-26", + "equity": 19050.41, + "return_pct": 90.5 + }, + { + "date": "2024-06-27", + "equity": 19050.57, + "return_pct": 90.51 + }, + { + "date": "2024-06-28", + "equity": 19216.96, + "return_pct": 92.17 + }, + { + "date": "2024-07-01", + "equity": 19160.17, + "return_pct": 91.6 + }, + { + "date": "2024-07-02", + "equity": 19166.44, + "return_pct": 91.66 + }, + { + "date": "2024-07-03", + "equity": 19435.07, + "return_pct": 94.35 + }, + { + "date": "2024-07-05", + "equity": 19271.61, + "return_pct": 92.72 + }, + { + "date": "2024-07-08", + "equity": 19153.53, + "return_pct": 91.54 + }, + { + "date": "2024-07-09", + "equity": 19169.77, + "return_pct": 91.7 + }, + { + "date": "2024-07-10", + "equity": 19128.91, + "return_pct": 91.29 + }, + { + "date": "2024-07-11", + "equity": 19363.02, + "return_pct": 93.63 + }, + { + "date": "2024-07-12", + "equity": 19550.76, + "return_pct": 95.51 + }, + { + "date": "2024-07-15", + "equity": 20146.45, + "return_pct": 101.46 + }, + { + "date": "2024-07-16", + "equity": 20294.89, + "return_pct": 102.95 + }, + { + "date": "2024-07-17", + "equity": 19512.49, + "return_pct": 95.12 + }, + { + "date": "2024-07-18", + "equity": 19157.82, + "return_pct": 91.58 + }, + { + "date": "2024-07-19", + "equity": 19238.93, + "return_pct": 92.39 + }, + { + "date": "2024-07-22", + "equity": 19254.48, + "return_pct": 92.54 + }, + { + "date": "2024-07-23", + "equity": 19048.63, + "return_pct": 90.49 + }, + { + "date": "2024-07-24", + "equity": 18648.21, + "return_pct": 86.48 + }, + { + "date": "2024-07-25", + "equity": 18701.96, + "return_pct": 87.02 + }, + { + "date": "2024-07-26", + "equity": 18886.16, + "return_pct": 88.86 + }, + { + "date": "2024-07-29", + "equity": 18718.31, + "return_pct": 87.18 + }, + { + "date": "2024-07-30", + "equity": 18759.37, + "return_pct": 87.59 + }, + { + "date": "2024-07-31", + "equity": 19075.37, + "return_pct": 90.75 + }, + { + "date": "2024-08-01", + "equity": 19089.27, + "return_pct": 90.89 + }, + { + "date": "2024-08-02", + "equity": 18512.53, + "return_pct": 85.13 + }, + { + "date": "2024-08-05", + "equity": 18114.7, + "return_pct": 81.15 + }, + { + "date": "2024-08-06", + "equity": 18169.22, + "return_pct": 81.69 + }, + { + "date": "2024-08-07", + "equity": 18177.26, + "return_pct": 81.77 + }, + { + "date": "2024-08-08", + "equity": 18267.22, + "return_pct": 82.67 + }, + { + "date": "2024-08-09", + "equity": 18248.04, + "return_pct": 82.48 + }, + { + "date": "2024-08-12", + "equity": 18244.37, + "return_pct": 82.44 + }, + { + "date": "2024-08-13", + "equity": 18246.66, + "return_pct": 82.47 + }, + { + "date": "2024-08-14", + "equity": 18232.09, + "return_pct": 82.32 + }, + { + "date": "2024-08-15", + "equity": 18266.91, + "return_pct": 82.67 + }, + { + "date": "2024-08-16", + "equity": 18259.86, + "return_pct": 82.6 + }, + { + "date": "2024-08-19", + "equity": 18463.8, + "return_pct": 84.64 + }, + { + "date": "2024-08-20", + "equity": 18664.66, + "return_pct": 86.65 + }, + { + "date": "2024-08-21", + "equity": 18618.99, + "return_pct": 86.19 + }, + { + "date": "2024-08-22", + "equity": 18494.13, + "return_pct": 84.94 + }, + { + "date": "2024-08-23", + "equity": 18681.94, + "return_pct": 86.82 + }, + { + "date": "2024-08-26", + "equity": 18502.0, + "return_pct": 85.02 + }, + { + "date": "2024-08-27", + "equity": 18584.27, + "return_pct": 85.84 + }, + { + "date": "2024-08-28", + "equity": 18603.96, + "return_pct": 86.04 + }, + { + "date": "2024-08-29", + "equity": 18647.55, + "return_pct": 86.48 + }, + { + "date": "2024-08-30", + "equity": 18858.95, + "return_pct": 88.59 + }, + { + "date": "2024-09-03", + "equity": 18599.0, + "return_pct": 85.99 + }, + { + "date": "2024-09-04", + "equity": 18500.82, + "return_pct": 85.01 + }, + { + "date": "2024-09-05", + "equity": 18378.54, + "return_pct": 83.79 + }, + { + "date": "2024-09-06", + "equity": 18020.81, + "return_pct": 80.21 + }, + { + "date": "2024-09-09", + "equity": 18254.43, + "return_pct": 82.54 + }, + { + "date": "2024-09-10", + "equity": 18226.55, + "return_pct": 82.27 + }, + { + "date": "2024-09-11", + "equity": 18259.1, + "return_pct": 82.59 + }, + { + "date": "2024-09-12", + "equity": 18460.16, + "return_pct": 84.6 + }, + { + "date": "2024-09-13", + "equity": 18609.04, + "return_pct": 86.09 + }, + { + "date": "2024-09-16", + "equity": 18707.15, + "return_pct": 87.07 + }, + { + "date": "2024-09-17", + "equity": 18704.32, + "return_pct": 87.04 + }, + { + "date": "2024-09-18", + "equity": 18574.99, + "return_pct": 85.75 + }, + { + "date": "2024-09-19", + "equity": 18720.34, + "return_pct": 87.2 + }, + { + "date": "2024-09-20", + "equity": 19565.47, + "return_pct": 95.65 + }, + { + "date": "2024-09-23", + "equity": 19816.37, + "return_pct": 98.16 + }, + { + "date": "2024-09-24", + "equity": 19850.8, + "return_pct": 98.51 + }, + { + "date": "2024-09-25", + "equity": 20068.74, + "return_pct": 100.69 + }, + { + "date": "2024-09-26", + "equity": 19981.75, + "return_pct": 99.82 + }, + { + "date": "2024-09-27", + "equity": 20154.58, + "return_pct": 101.55 + }, + { + "date": "2024-09-30", + "equity": 20299.18, + "return_pct": 102.99 + }, + { + "date": "2024-10-01", + "equity": 20237.66, + "return_pct": 102.38 + }, + { + "date": "2024-10-02", + "equity": 20495.92, + "return_pct": 104.96 + }, + { + "date": "2024-10-03", + "equity": 20752.07, + "return_pct": 107.52 + }, + { + "date": "2024-10-04", + "equity": 21130.89, + "return_pct": 111.31 + }, + { + "date": "2024-10-07", + "equity": 20968.07, + "return_pct": 109.68 + }, + { + "date": "2024-10-08", + "equity": 21328.19, + "return_pct": 113.28 + }, + { + "date": "2024-10-09", + "equity": 21014.83, + "return_pct": 110.15 + }, + { + "date": "2024-10-10", + "equity": 20950.98, + "return_pct": 109.51 + }, + { + "date": "2024-10-11", + "equity": 21389.9, + "return_pct": 113.9 + }, + { + "date": "2024-10-14", + "equity": 21623.08, + "return_pct": 116.23 + }, + { + "date": "2024-10-15", + "equity": 21299.84, + "return_pct": 113.0 + }, + { + "date": "2024-10-16", + "equity": 21769.82, + "return_pct": 117.7 + }, + { + "date": "2024-10-17", + "equity": 21224.69, + "return_pct": 112.25 + }, + { + "date": "2024-10-18", + "equity": 21509.15, + "return_pct": 115.09 + }, + { + "date": "2024-10-21", + "equity": 21668.63, + "return_pct": 116.69 + }, + { + "date": "2024-10-22", + "equity": 21672.17, + "return_pct": 116.72 + }, + { + "date": "2024-10-23", + "equity": 21343.84, + "return_pct": 113.44 + }, + { + "date": "2024-10-24", + "equity": 21519.97, + "return_pct": 115.2 + }, + { + "date": "2024-10-25", + "equity": 21896.42, + "return_pct": 118.96 + }, + { + "date": "2024-10-28", + "equity": 21921.91, + "return_pct": 119.22 + }, + { + "date": "2024-10-29", + "equity": 21893.48, + "return_pct": 118.93 + }, + { + "date": "2024-10-30", + "equity": 21729.28, + "return_pct": 117.29 + }, + { + "date": "2024-10-31", + "equity": 22132.48, + "return_pct": 121.32 + }, + { + "date": "2024-11-01", + "equity": 22035.09, + "return_pct": 120.35 + }, + { + "date": "2024-11-04", + "equity": 22013.71, + "return_pct": 120.14 + }, + { + "date": "2024-11-05", + "equity": 22351.34, + "return_pct": 123.51 + }, + { + "date": "2024-11-06", + "equity": 23418.12, + "return_pct": 134.18 + }, + { + "date": "2024-11-07", + "equity": 23393.13, + "return_pct": 133.93 + }, + { + "date": "2024-11-08", + "equity": 23806.31, + "return_pct": 138.06 + }, + { + "date": "2024-11-11", + "equity": 24117.76, + "return_pct": 141.18 + }, + { + "date": "2024-11-12", + "equity": 24101.11, + "return_pct": 141.01 + }, + { + "date": "2024-11-13", + "equity": 23583.46, + "return_pct": 135.83 + }, + { + "date": "2024-11-14", + "equity": 23379.91, + "return_pct": 133.8 + }, + { + "date": "2024-11-15", + "equity": 23326.54, + "return_pct": 133.27 + }, + { + "date": "2024-11-18", + "equity": 23394.63, + "return_pct": 133.95 + }, + { + "date": "2024-11-19", + "equity": 23599.65, + "return_pct": 136.0 + }, + { + "date": "2024-11-20", + "equity": 23616.27, + "return_pct": 136.16 + }, + { + "date": "2024-11-21", + "equity": 23742.96, + "return_pct": 137.43 + }, + { + "date": "2024-11-22", + "equity": 23931.18, + "return_pct": 139.31 + }, + { + "date": "2024-11-25", + "equity": 24038.62, + "return_pct": 140.39 + }, + { + "date": "2024-11-26", + "equity": 23963.0, + "return_pct": 139.63 + }, + { + "date": "2024-11-27", + "equity": 23925.72, + "return_pct": 139.26 + }, + { + "date": "2024-11-29", + "equity": 24094.93, + "return_pct": 140.95 + }, + { + "date": "2024-12-02", + "equity": 23732.8, + "return_pct": 137.33 + }, + { + "date": "2024-12-03", + "equity": 23625.12, + "return_pct": 136.25 + }, + { + "date": "2024-12-04", + "equity": 23566.23, + "return_pct": 135.66 + }, + { + "date": "2024-12-05", + "equity": 23402.25, + "return_pct": 134.02 + }, + { + "date": "2024-12-06", + "equity": 23357.44, + "return_pct": 133.57 + }, + { + "date": "2024-12-09", + "equity": 23089.07, + "return_pct": 130.89 + }, + { + "date": "2024-12-10", + "equity": 22943.42, + "return_pct": 129.43 + }, + { + "date": "2024-12-11", + "equity": 23137.32, + "return_pct": 131.37 + }, + { + "date": "2024-12-12", + "equity": 23027.23, + "return_pct": 130.27 + }, + { + "date": "2024-12-13", + "equity": 23099.48, + "return_pct": 130.99 + }, + { + "date": "2024-12-16", + "equity": 23398.45, + "return_pct": 133.98 + }, + { + "date": "2024-12-17", + "equity": 23269.02, + "return_pct": 132.69 + }, + { + "date": "2024-12-18", + "equity": 22681.16, + "return_pct": 126.81 + }, + { + "date": "2024-12-19", + "equity": 22568.85, + "return_pct": 125.69 + }, + { + "date": "2024-12-20", + "equity": 22445.71, + "return_pct": 124.46 + }, + { + "date": "2024-12-23", + "equity": 22350.4, + "return_pct": 123.5 + }, + { + "date": "2024-12-24", + "equity": 22360.76, + "return_pct": 123.61 + }, + { + "date": "2024-12-26", + "equity": 22362.83, + "return_pct": 123.63 + }, + { + "date": "2024-12-27", + "equity": 22267.73, + "return_pct": 122.68 + }, + { + "date": "2024-12-30", + "equity": 22224.33, + "return_pct": 122.24 + }, + { + "date": "2024-12-31", + "equity": 22164.51, + "return_pct": 121.65 + }, + { + "date": "2025-01-02", + "equity": 22292.36, + "return_pct": 122.92 + }, + { + "date": "2025-01-03", + "equity": 22404.36, + "return_pct": 124.04 + }, + { + "date": "2025-01-06", + "equity": 22484.12, + "return_pct": 124.84 + }, + { + "date": "2025-01-07", + "equity": 22358.04, + "return_pct": 123.58 + }, + { + "date": "2025-01-08", + "equity": 22372.7, + "return_pct": 123.73 + }, + { + "date": "2025-01-10", + "equity": 22329.89, + "return_pct": 123.3 + }, + { + "date": "2025-01-13", + "equity": 22301.15, + "return_pct": 123.01 + }, + { + "date": "2025-01-14", + "equity": 22428.41, + "return_pct": 124.28 + }, + { + "date": "2025-01-15", + "equity": 22642.78, + "return_pct": 126.43 + }, + { + "date": "2025-01-16", + "equity": 22839.24, + "return_pct": 128.39 + }, + { + "date": "2025-01-17", + "equity": 23198.28, + "return_pct": 131.98 + }, + { + "date": "2025-01-21", + "equity": 23583.43, + "return_pct": 135.83 + }, + { + "date": "2025-01-22", + "equity": 23572.86, + "return_pct": 135.73 + }, + { + "date": "2025-01-23", + "equity": 23324.17, + "return_pct": 133.24 + }, + { + "date": "2025-01-24", + "equity": 23104.99, + "return_pct": 131.05 + }, + { + "date": "2025-01-27", + "equity": 22877.37, + "return_pct": 128.77 + }, + { + "date": "2025-01-28", + "equity": 22675.79, + "return_pct": 126.76 + }, + { + "date": "2025-01-29", + "equity": 22642.74, + "return_pct": 126.43 + }, + { + "date": "2025-01-30", + "equity": 22942.0, + "return_pct": 129.42 + }, + { + "date": "2025-01-31", + "equity": 22851.0, + "return_pct": 128.51 + }, + { + "date": "2025-02-03", + "equity": 22958.59, + "return_pct": 129.59 + }, + { + "date": "2025-02-04", + "equity": 23049.08, + "return_pct": 130.49 + }, + { + "date": "2025-02-05", + "equity": 23450.13, + "return_pct": 134.5 + }, + { + "date": "2025-02-06", + "equity": 23567.61, + "return_pct": 135.68 + }, + { + "date": "2025-02-07", + "equity": 23692.84, + "return_pct": 136.93 + }, + { + "date": "2025-02-10", + "equity": 23726.66, + "return_pct": 137.27 + }, + { + "date": "2025-02-11", + "equity": 23571.04, + "return_pct": 135.71 + }, + { + "date": "2025-02-12", + "equity": 23915.4, + "return_pct": 139.15 + }, + { + "date": "2025-02-13", + "equity": 24204.73, + "return_pct": 142.05 + }, + { + "date": "2025-02-14", + "equity": 24681.39, + "return_pct": 146.81 + }, + { + "date": "2025-02-18", + "equity": 24810.13, + "return_pct": 148.1 + }, + { + "date": "2025-02-19", + "equity": 24800.17, + "return_pct": 148.0 + }, + { + "date": "2025-02-20", + "equity": 24273.38, + "return_pct": 142.73 + }, + { + "date": "2025-02-21", + "equity": 24178.56, + "return_pct": 141.79 + }, + { + "date": "2025-02-24", + "equity": 24057.22, + "return_pct": 140.57 + }, + { + "date": "2025-02-25", + "equity": 23817.16, + "return_pct": 138.17 + }, + { + "date": "2025-02-26", + "equity": 23959.14, + "return_pct": 139.59 + }, + { + "date": "2025-02-27", + "equity": 23649.64, + "return_pct": 136.5 + }, + { + "date": "2025-02-28", + "equity": 23932.56, + "return_pct": 139.33 + }, + { + "date": "2025-03-03", + "equity": 23924.63, + "return_pct": 139.25 + }, + { + "date": "2025-03-04", + "equity": 23428.68, + "return_pct": 134.29 + }, + { + "date": "2025-03-05", + "equity": 23441.94, + "return_pct": 134.42 + }, + { + "date": "2025-03-06", + "equity": 23219.08, + "return_pct": 132.19 + }, + { + "date": "2025-03-07", + "equity": 23284.28, + "return_pct": 132.84 + }, + { + "date": "2025-03-10", + "equity": 23115.1, + "return_pct": 131.15 + }, + { + "date": "2025-03-11", + "equity": 22846.66, + "return_pct": 128.47 + }, + { + "date": "2025-03-12", + "equity": 22813.54, + "return_pct": 128.14 + }, + { + "date": "2025-03-13", + "equity": 23098.75, + "return_pct": 130.99 + }, + { + "date": "2025-03-14", + "equity": 23245.3, + "return_pct": 132.45 + }, + { + "date": "2025-03-17", + "equity": 23499.63, + "return_pct": 135.0 + }, + { + "date": "2025-03-18", + "equity": 23484.1, + "return_pct": 134.84 + }, + { + "date": "2025-03-19", + "equity": 23559.83, + "return_pct": 135.6 + }, + { + "date": "2025-03-20", + "equity": 23571.44, + "return_pct": 135.71 + }, + { + "date": "2025-03-21", + "equity": 23498.95, + "return_pct": 134.99 + }, + { + "date": "2025-03-24", + "equity": 23725.24, + "return_pct": 137.25 + }, + { + "date": "2025-03-25", + "equity": 23866.33, + "return_pct": 138.66 + }, + { + "date": "2025-03-26", + "equity": 23663.68, + "return_pct": 136.64 + }, + { + "date": "2025-03-27", + "equity": 23673.52, + "return_pct": 136.74 + }, + { + "date": "2025-03-28", + "equity": 23478.75, + "return_pct": 134.79 + }, + { + "date": "2025-03-31", + "equity": 23456.82, + "return_pct": 134.57 + }, + { + "date": "2025-04-01", + "equity": 23490.16, + "return_pct": 134.9 + }, + { + "date": "2025-04-02", + "equity": 23580.91, + "return_pct": 135.81 + }, + { + "date": "2025-04-03", + "equity": 23258.75, + "return_pct": 132.59 + }, + { + "date": "2025-04-04", + "equity": 22389.99, + "return_pct": 123.9 + }, + { + "date": "2025-04-07", + "equity": 22462.2, + "return_pct": 124.62 + }, + { + "date": "2025-04-08", + "equity": 22472.82, + "return_pct": 124.73 + }, + { + "date": "2025-04-09", + "equity": 22875.29, + "return_pct": 128.75 + }, + { + "date": "2025-04-10", + "equity": 23107.86, + "return_pct": 131.08 + }, + { + "date": "2025-04-11", + "equity": 23525.11, + "return_pct": 135.25 + }, + { + "date": "2025-04-14", + "equity": 23640.15, + "return_pct": 136.4 + }, + { + "date": "2025-04-15", + "equity": 23666.97, + "return_pct": 136.67 + }, + { + "date": "2025-04-16", + "equity": 23356.9, + "return_pct": 133.57 + }, + { + "date": "2025-04-17", + "equity": 23313.58, + "return_pct": 133.14 + }, + { + "date": "2025-04-21", + "equity": 23095.65, + "return_pct": 130.96 + }, + { + "date": "2025-04-22", + "equity": 23381.24, + "return_pct": 133.81 + }, + { + "date": "2025-04-23", + "equity": 23548.68, + "return_pct": 135.49 + }, + { + "date": "2025-04-24", + "equity": 23749.46, + "return_pct": 137.49 + }, + { + "date": "2025-04-25", + "equity": 23791.76, + "return_pct": 137.92 + }, + { + "date": "2025-04-28", + "equity": 23806.22, + "return_pct": 138.06 + }, + { + "date": "2025-04-29", + "equity": 23964.27, + "return_pct": 139.64 + }, + { + "date": "2025-04-30", + "equity": 23981.75, + "return_pct": 139.82 + }, + { + "date": "2025-05-01", + "equity": 24203.54, + "return_pct": 142.04 + }, + { + "date": "2025-05-02", + "equity": 24820.15, + "return_pct": 148.2 + }, + { + "date": "2025-05-05", + "equity": 24969.99, + "return_pct": 149.7 + }, + { + "date": "2025-05-06", + "equity": 24793.34, + "return_pct": 147.93 + }, + { + "date": "2025-05-07", + "equity": 25000.27, + "return_pct": 150.0 + }, + { + "date": "2025-05-08", + "equity": 25880.86, + "return_pct": 158.81 + }, + { + "date": "2025-05-09", + "equity": 25667.28, + "return_pct": 156.67 + }, + { + "date": "2025-05-12", + "equity": 26555.86, + "return_pct": 165.56 + }, + { + "date": "2025-05-13", + "equity": 27099.94, + "return_pct": 171.0 + }, + { + "date": "2025-05-14", + "equity": 27346.8, + "return_pct": 173.47 + }, + { + "date": "2025-05-15", + "equity": 27403.34, + "return_pct": 174.03 + }, + { + "date": "2025-05-16", + "equity": 27604.28, + "return_pct": 176.04 + }, + { + "date": "2025-05-19", + "equity": 27731.05, + "return_pct": 177.31 + }, + { + "date": "2025-05-20", + "equity": 27194.52, + "return_pct": 171.95 + }, + { + "date": "2025-05-21", + "equity": 26349.7, + "return_pct": 163.5 + }, + { + "date": "2025-05-22", + "equity": 26270.85, + "return_pct": 162.71 + }, + { + "date": "2025-05-23", + "equity": 26268.07, + "return_pct": 162.68 + }, + { + "date": "2025-05-27", + "equity": 26953.16, + "return_pct": 169.53 + }, + { + "date": "2025-05-28", + "equity": 26848.27, + "return_pct": 168.48 + }, + { + "date": "2025-05-29", + "equity": 26392.48, + "return_pct": 163.92 + }, + { + "date": "2025-05-30", + "equity": 26604.91, + "return_pct": 166.05 + }, + { + "date": "2025-06-02", + "equity": 27134.23, + "return_pct": 171.34 + }, + { + "date": "2025-06-03", + "equity": 27751.84, + "return_pct": 177.52 + }, + { + "date": "2025-06-04", + "equity": 28055.06, + "return_pct": 180.55 + }, + { + "date": "2025-06-05", + "equity": 28181.11, + "return_pct": 181.81 + }, + { + "date": "2025-06-06", + "equity": 28423.63, + "return_pct": 184.24 + }, + { + "date": "2025-06-09", + "equity": 27979.7, + "return_pct": 179.8 + }, + { + "date": "2025-06-10", + "equity": 27726.5, + "return_pct": 177.26 + }, + { + "date": "2025-06-11", + "equity": 27901.0, + "return_pct": 179.01 + }, + { + "date": "2025-06-12", + "equity": 27879.51, + "return_pct": 178.8 + }, + { + "date": "2025-06-13", + "equity": 27125.17, + "return_pct": 171.25 + }, + { + "date": "2025-06-16", + "equity": 27614.67, + "return_pct": 176.15 + }, + { + "date": "2025-06-17", + "equity": 27435.08, + "return_pct": 174.35 + }, + { + "date": "2025-06-18", + "equity": 27856.72, + "return_pct": 178.57 + }, + { + "date": "2025-06-20", + "equity": 28034.35, + "return_pct": 180.34 + }, + { + "date": "2025-06-23", + "equity": 28198.62, + "return_pct": 181.99 + }, + { + "date": "2025-06-24", + "equity": 28866.17, + "return_pct": 188.66 + }, + { + "date": "2025-06-25", + "equity": 28695.04, + "return_pct": 186.95 + }, + { + "date": "2025-06-26", + "equity": 29228.73, + "return_pct": 192.29 + }, + { + "date": "2025-06-27", + "equity": 29455.85, + "return_pct": 194.56 + }, + { + "date": "2025-06-30", + "equity": 30272.63, + "return_pct": 202.73 + }, + { + "date": "2025-07-01", + "equity": 29302.37, + "return_pct": 193.02 + }, + { + "date": "2025-07-02", + "equity": 29884.89, + "return_pct": 198.85 + }, + { + "date": "2025-07-03", + "equity": 30222.64, + "return_pct": 202.23 + }, + { + "date": "2025-07-07", + "equity": 30345.06, + "return_pct": 203.45 + }, + { + "date": "2025-07-08", + "equity": 29981.0, + "return_pct": 199.81 + }, + { + "date": "2025-07-09", + "equity": 30738.89, + "return_pct": 207.39 + }, + { + "date": "2025-07-10", + "equity": 30868.41, + "return_pct": 208.68 + }, + { + "date": "2025-07-11", + "equity": 30854.81, + "return_pct": 208.55 + }, + { + "date": "2025-07-14", + "equity": 31525.86, + "return_pct": 215.26 + }, + { + "date": "2025-07-15", + "equity": 31586.09, + "return_pct": 215.86 + }, + { + "date": "2025-07-16", + "equity": 31829.91, + "return_pct": 218.3 + }, + { + "date": "2025-07-17", + "equity": 32231.3, + "return_pct": 222.31 + }, + { + "date": "2025-07-18", + "equity": 32216.28, + "return_pct": 222.16 + }, + { + "date": "2025-07-21", + "equity": 32591.54, + "return_pct": 225.92 + }, + { + "date": "2025-07-22", + "equity": 32114.32, + "return_pct": 221.14 + }, + { + "date": "2025-07-23", + "equity": 32568.28, + "return_pct": 225.68 + }, + { + "date": "2025-07-24", + "equity": 32597.15, + "return_pct": 225.97 + }, + { + "date": "2025-07-25", + "equity": 32813.07, + "return_pct": 228.13 + }, + { + "date": "2025-07-28", + "equity": 33095.86, + "return_pct": 230.96 + }, + { + "date": "2025-07-29", + "equity": 32806.2, + "return_pct": 228.06 + }, + { + "date": "2025-07-30", + "equity": 32948.03, + "return_pct": 229.48 + }, + { + "date": "2025-07-31", + "equity": 33041.89, + "return_pct": 230.42 + }, + { + "date": "2025-08-01", + "equity": 31957.94, + "return_pct": 219.58 + }, + { + "date": "2025-08-04", + "equity": 32547.45, + "return_pct": 225.47 + }, + { + "date": "2025-08-05", + "equity": 33334.58, + "return_pct": 233.35 + }, + { + "date": "2025-08-06", + "equity": 33649.32, + "return_pct": 236.49 + }, + { + "date": "2025-08-07", + "equity": 34152.14, + "return_pct": 241.52 + }, + { + "date": "2025-08-08", + "equity": 33986.07, + "return_pct": 239.86 + }, + { + "date": "2025-08-11", + "equity": 33693.14, + "return_pct": 236.93 + }, + { + "date": "2025-08-12", + "equity": 33499.41, + "return_pct": 234.99 + }, + { + "date": "2025-08-13", + "equity": 33233.58, + "return_pct": 232.34 + }, + { + "date": "2025-08-14", + "equity": 32763.38, + "return_pct": 227.63 + }, + { + "date": "2025-08-15", + "equity": 32611.29, + "return_pct": 226.11 + }, + { + "date": "2025-08-18", + "equity": 32991.25, + "return_pct": 229.91 + }, + { + "date": "2025-08-19", + "equity": 32277.42, + "return_pct": 222.77 + }, + { + "date": "2025-08-20", + "equity": 32047.4, + "return_pct": 220.47 + }, + { + "date": "2025-08-21", + "equity": 32123.14, + "return_pct": 221.23 + }, + { + "date": "2025-08-22", + "equity": 32988.11, + "return_pct": 229.88 + }, + { + "date": "2025-08-25", + "equity": 33202.28, + "return_pct": 232.02 + }, + { + "date": "2025-08-26", + "equity": 33426.57, + "return_pct": 234.27 + }, + { + "date": "2025-08-27", + "equity": 33758.96, + "return_pct": 237.59 + }, + { + "date": "2025-08-28", + "equity": 34192.74, + "return_pct": 241.93 + }, + { + "date": "2025-08-29", + "equity": 33544.89, + "return_pct": 235.45 + }, + { + "date": "2025-09-02", + "equity": 33311.0, + "return_pct": 233.11 + }, + { + "date": "2025-09-03", + "equity": 33279.91, + "return_pct": 232.8 + }, + { + "date": "2025-09-04", + "equity": 33070.52, + "return_pct": 230.71 + }, + { + "date": "2025-09-05", + "equity": 33089.95, + "return_pct": 230.9 + }, + { + "date": "2025-09-08", + "equity": 33268.43, + "return_pct": 232.68 + }, + { + "date": "2025-09-09", + "equity": 33041.93, + "return_pct": 230.42 + }, + { + "date": "2025-09-10", + "equity": 33349.64, + "return_pct": 233.5 + }, + { + "date": "2025-09-11", + "equity": 35046.43, + "return_pct": 250.46 + }, + { + "date": "2025-09-12", + "equity": 36048.64, + "return_pct": 260.49 + }, + { + "date": "2025-09-15", + "equity": 36531.5, + "return_pct": 265.32 + }, + { + "date": "2025-09-16", + "equity": 36182.99, + "return_pct": 261.83 + }, + { + "date": "2025-09-17", + "equity": 36289.05, + "return_pct": 262.89 + }, + { + "date": "2025-09-18", + "equity": 37126.36, + "return_pct": 271.26 + }, + { + "date": "2025-09-19", + "equity": 37577.88, + "return_pct": 275.78 + }, + { + "date": "2025-09-22", + "equity": 37369.75, + "return_pct": 273.7 + }, + { + "date": "2025-09-23", + "equity": 37095.6, + "return_pct": 270.96 + }, + { + "date": "2025-09-24", + "equity": 37173.63, + "return_pct": 271.74 + }, + { + "date": "2025-09-25", + "equity": 36412.39, + "return_pct": 264.12 + }, + { + "date": "2025-09-26", + "equity": 36784.73, + "return_pct": 267.85 + }, + { + "date": "2025-09-29", + "equity": 37133.41, + "return_pct": 271.33 + }, + { + "date": "2025-09-30", + "equity": 37200.12, + "return_pct": 272.0 + }, + { + "date": "2025-10-01", + "equity": 37968.01, + "return_pct": 279.68 + }, + { + "date": "2025-10-02", + "equity": 38056.9, + "return_pct": 280.57 + }, + { + "date": "2025-10-03", + "equity": 38091.17, + "return_pct": 280.91 + }, + { + "date": "2025-10-06", + "equity": 38908.36, + "return_pct": 289.08 + }, + { + "date": "2025-10-07", + "equity": 38435.93, + "return_pct": 284.36 + }, + { + "date": "2025-10-08", + "equity": 38888.23, + "return_pct": 288.88 + }, + { + "date": "2025-10-09", + "equity": 38551.81, + "return_pct": 285.52 + }, + { + "date": "2025-10-10", + "equity": 37122.34, + "return_pct": 271.22 + }, + { + "date": "2025-10-13", + "equity": 37783.24, + "return_pct": 277.83 + }, + { + "date": "2025-10-14", + "equity": 37105.74, + "return_pct": 271.06 + }, + { + "date": "2025-10-15", + "equity": 37241.19, + "return_pct": 272.41 + }, + { + "date": "2025-10-16", + "equity": 36986.5, + "return_pct": 269.87 + }, + { + "date": "2025-10-17", + "equity": 37235.09, + "return_pct": 272.35 + }, + { + "date": "2025-10-20", + "equity": 37270.16, + "return_pct": 272.7 + }, + { + "date": "2025-10-21", + "equity": 37014.1, + "return_pct": 270.14 + }, + { + "date": "2025-10-22", + "equity": 36381.45, + "return_pct": 263.81 + }, + { + "date": "2025-10-23", + "equity": 35942.55, + "return_pct": 259.43 + }, + { + "date": "2025-10-24", + "equity": 36321.8, + "return_pct": 263.22 + }, + { + "date": "2025-10-27", + "equity": 36839.26, + "return_pct": 268.39 + }, + { + "date": "2025-10-28", + "equity": 36530.77, + "return_pct": 265.31 + }, + { + "date": "2025-10-29", + "equity": 36337.56, + "return_pct": 263.38 + }, + { + "date": "2025-10-30", + "equity": 35423.15, + "return_pct": 254.23 + }, + { + "date": "2025-10-31", + "equity": 36827.93, + "return_pct": 268.28 + }, + { + "date": "2025-11-03", + "equity": 36678.93, + "return_pct": 266.79 + }, + { + "date": "2025-11-04", + "equity": 36752.69, + "return_pct": 267.53 + }, + { + "date": "2025-11-05", + "equity": 37410.98, + "return_pct": 274.11 + }, + { + "date": "2025-11-06", + "equity": 36981.95, + "return_pct": 269.82 + }, + { + "date": "2025-11-07", + "equity": 37253.21, + "return_pct": 272.53 + }, + { + "date": "2025-11-10", + "equity": 37531.42, + "return_pct": 275.31 + }, + { + "date": "2025-11-11", + "equity": 37084.22, + "return_pct": 270.84 + }, + { + "date": "2025-11-12", + "equity": 36968.06, + "return_pct": 269.68 + }, + { + "date": "2025-11-13", + "equity": 36158.98, + "return_pct": 261.59 + }, + { + "date": "2025-11-14", + "equity": 36202.36, + "return_pct": 262.02 + }, + { + "date": "2025-11-17", + "equity": 35974.54, + "return_pct": 259.75 + }, + { + "date": "2025-11-18", + "equity": 36061.95, + "return_pct": 260.62 + }, + { + "date": "2025-11-19", + "equity": 35552.0, + "return_pct": 255.52 + }, + { + "date": "2025-11-20", + "equity": 35245.31, + "return_pct": 252.45 + }, + { + "date": "2025-11-21", + "equity": 35663.63, + "return_pct": 256.64 + }, + { + "date": "2025-11-24", + "equity": 35704.48, + "return_pct": 257.04 + }, + { + "date": "2025-11-25", + "equity": 36141.34, + "return_pct": 261.41 + }, + { + "date": "2025-11-26", + "equity": 36982.77, + "return_pct": 269.83 + }, + { + "date": "2025-11-28", + "equity": 37110.85, + "return_pct": 271.11 + }, + { + "date": "2025-12-01", + "equity": 36764.97, + "return_pct": 267.65 + }, + { + "date": "2025-12-02", + "equity": 36765.82, + "return_pct": 267.66 + }, + { + "date": "2025-12-03", + "equity": 36775.18, + "return_pct": 267.75 + }, + { + "date": "2025-12-04", + "equity": 38049.03, + "return_pct": 280.49 + }, + { + "date": "2025-12-05", + "equity": 39439.74, + "return_pct": 294.4 + }, + { + "date": "2025-12-08", + "equity": 38985.46, + "return_pct": 289.85 + }, + { + "date": "2025-12-09", + "equity": 39173.4, + "return_pct": 291.73 + }, + { + "date": "2025-12-10", + "equity": 39500.24, + "return_pct": 295.0 + }, + { + "date": "2025-12-11", + "equity": 40104.06, + "return_pct": 301.04 + }, + { + "date": "2025-12-12", + "equity": 39983.08, + "return_pct": 299.83 + }, + { + "date": "2025-12-15", + "equity": 39902.37, + "return_pct": 299.02 + }, + { + "date": "2025-12-16", + "equity": 40009.25, + "return_pct": 300.09 + }, + { + "date": "2025-12-17", + "equity": 39644.29, + "return_pct": 296.44 + }, + { + "date": "2025-12-18", + "equity": 39477.55, + "return_pct": 294.78 + }, + { + "date": "2025-12-19", + "equity": 39640.09, + "return_pct": 296.4 + }, + { + "date": "2025-12-22", + "equity": 39574.73, + "return_pct": 295.75 + }, + { + "date": "2025-12-23", + "equity": 39244.9, + "return_pct": 292.45 + }, + { + "date": "2025-12-24", + "equity": 39633.57, + "return_pct": 296.34 + }, + { + "date": "2025-12-26", + "equity": 39870.75, + "return_pct": 298.71 + }, + { + "date": "2025-12-29", + "equity": 39648.56, + "return_pct": 296.49 + }, + { + "date": "2025-12-30", + "equity": 39400.36, + "return_pct": 294.0 + }, + { + "date": "2025-12-31", + "equity": 38961.86, + "return_pct": 289.62 + }, + { + "date": "2026-01-02", + "equity": 39758.5, + "return_pct": 297.58 + }, + { + "date": "2026-01-05", + "equity": 40104.15, + "return_pct": 301.04 + }, + { + "date": "2026-01-06", + "equity": 41280.5, + "return_pct": 312.8 + }, + { + "date": "2026-01-07", + "equity": 41166.49, + "return_pct": 311.66 + }, + { + "date": "2026-01-08", + "equity": 41647.28, + "return_pct": 316.47 + }, + { + "date": "2026-01-09", + "equity": 41806.09, + "return_pct": 318.06 + }, + { + "date": "2026-01-12", + "equity": 42883.56, + "return_pct": 328.84 + }, + { + "date": "2026-01-13", + "equity": 43379.56, + "return_pct": 333.8 + }, + { + "date": "2026-01-14", + "equity": 43715.54, + "return_pct": 337.16 + }, + { + "date": "2026-01-15", + "equity": 43902.35, + "return_pct": 339.02 + }, + { + "date": "2026-01-16", + "equity": 43473.59, + "return_pct": 334.74 + }, + { + "date": "2026-01-20", + "equity": 43019.89, + "return_pct": 330.2 + }, + { + "date": "2026-01-21", + "equity": 44349.06, + "return_pct": 343.49 + }, + { + "date": "2026-01-22", + "equity": 44473.88, + "return_pct": 344.74 + }, + { + "date": "2026-01-23", + "equity": 45088.82, + "return_pct": 350.89 + }, + { + "date": "2026-01-26", + "equity": 44965.28, + "return_pct": 349.65 + }, + { + "date": "2026-01-27", + "equity": 44978.08, + "return_pct": 349.78 + }, + { + "date": "2026-01-28", + "equity": 44454.71, + "return_pct": 344.55 + }, + { + "date": "2026-01-29", + "equity": 44001.26, + "return_pct": 340.01 + }, + { + "date": "2026-01-30", + "equity": 42779.07, + "return_pct": 327.79 + }, + { + "date": "2026-02-02", + "equity": 43030.16, + "return_pct": 330.3 + }, + { + "date": "2026-02-03", + "equity": 44272.67, + "return_pct": 342.73 + }, + { + "date": "2026-02-04", + "equity": 43067.12, + "return_pct": 330.67 + }, + { + "date": "2026-02-05", + "equity": 42099.79, + "return_pct": 321.0 + }, + { + "date": "2026-02-06", + "equity": 43572.68, + "return_pct": 335.73 + }, + { + "date": "2026-02-09", + "equity": 43115.08, + "return_pct": 331.15 + }, + { + "date": "2026-02-10", + "equity": 42822.9, + "return_pct": 328.23 + }, + { + "date": "2026-02-11", + "equity": 43588.59, + "return_pct": 335.89 + }, + { + "date": "2026-02-12", + "equity": 43697.16, + "return_pct": 336.97 + }, + { + "date": "2026-02-13", + "equity": 44268.24, + "return_pct": 342.68 + }, + { + "date": "2026-02-17", + "equity": 44181.53, + "return_pct": 341.82 + }, + { + "date": "2026-02-18", + "equity": 43898.21, + "return_pct": 338.98 + }, + { + "date": "2026-02-19", + "equity": 43736.91, + "return_pct": 337.37 + }, + { + "date": "2026-02-20", + "equity": 43990.51, + "return_pct": 339.91 + }, + { + "date": "2026-02-23", + "equity": 43929.18, + "return_pct": 339.29 + }, + { + "date": "2026-02-24", + "equity": 44349.07, + "return_pct": 343.49 + }, + { + "date": "2026-02-25", + "equity": 44425.97, + "return_pct": 344.26 + }, + { + "date": "2026-02-26", + "equity": 44024.18, + "return_pct": 340.24 + }, + { + "date": "2026-02-27", + "equity": 44577.83, + "return_pct": 345.78 + }, + { + "date": "2026-03-02", + "equity": 42019.55, + "return_pct": 320.2 + }, + { + "date": "2026-03-03", + "equity": 41769.06, + "return_pct": 317.69 + }, + { + "date": "2026-03-04", + "equity": 41952.56, + "return_pct": 319.53 + }, + { + "date": "2026-03-05", + "equity": 41485.57, + "return_pct": 314.86 + }, + { + "date": "2026-03-06", + "equity": 41215.7, + "return_pct": 312.16 + }, + { + "date": "2026-03-09", + "equity": 41422.84, + "return_pct": 314.23 + }, + { + "date": "2026-03-10", + "equity": 41244.24, + "return_pct": 312.44 + }, + { + "date": "2026-03-11", + "equity": 41298.28, + "return_pct": 312.98 + }, + { + "date": "2026-03-12", + "equity": 41132.49, + "return_pct": 311.32 + }, + { + "date": "2026-03-13", + "equity": 40919.97, + "return_pct": 309.2 + }, + { + "date": "2026-03-16", + "equity": 40976.04, + "return_pct": 309.76 + }, + { + "date": "2026-03-17", + "equity": 41377.82, + "return_pct": 313.78 + }, + { + "date": "2026-03-18", + "equity": 40925.44, + "return_pct": 309.25 + }, + { + "date": "2026-03-19", + "equity": 40750.31, + "return_pct": 307.5 + }, + { + "date": "2026-03-20", + "equity": 40232.74, + "return_pct": 302.33 + }, + { + "date": "2026-03-23", + "equity": 40592.41, + "return_pct": 305.92 + }, + { + "date": "2026-03-24", + "equity": 40377.89, + "return_pct": 303.78 + }, + { + "date": "2026-03-25", + "equity": 40384.26, + "return_pct": 303.84 + }, + { + "date": "2026-03-26", + "equity": 40122.29, + "return_pct": 301.22 + }, + { + "date": "2026-03-27", + "equity": 40036.77, + "return_pct": 300.37 + }, + { + "date": "2026-03-30", + "equity": 39934.34, + "return_pct": 299.34 + }, + { + "date": "2026-03-31", + "equity": 40080.95, + "return_pct": 300.81 + }, + { + "date": "2026-04-01", + "equity": 40117.77, + "return_pct": 301.18 + }, + { + "date": "2026-04-02", + "equity": 40119.78, + "return_pct": 301.2 + }, + { + "date": "2026-04-06", + "equity": 40086.45, + "return_pct": 300.86 + }, + { + "date": "2026-04-07", + "equity": 40288.88, + "return_pct": 302.89 + }, + { + "date": "2026-04-08", + "equity": 41995.25, + "return_pct": 319.95 + }, + { + "date": "2026-04-09", + "equity": 42481.34, + "return_pct": 324.81 + }, + { + "date": "2026-04-10", + "equity": 42895.7, + "return_pct": 328.96 + }, + { + "date": "2026-04-13", + "equity": 43062.18, + "return_pct": 330.62 + }, + { + "date": "2026-04-14", + "equity": 43881.1, + "return_pct": 338.81 + }, + { + "date": "2026-04-15", + "equity": 43798.66, + "return_pct": 337.99 + }, + { + "date": "2026-04-16", + "equity": 44223.96, + "return_pct": 342.24 + }, + { + "date": "2026-04-17", + "equity": 44927.07, + "return_pct": 349.27 + }, + { + "date": "2026-04-20", + "equity": 44893.64, + "return_pct": 348.94 + }, + { + "date": "2026-04-21", + "equity": 44770.04, + "return_pct": 347.7 + }, + { + "date": "2026-04-22", + "equity": 45327.27, + "return_pct": 353.27 + }, + { + "date": "2026-04-23", + "equity": 45616.71, + "return_pct": 356.17 + }, + { + "date": "2026-04-24", + "equity": 47314.92, + "return_pct": 373.15 + }, + { + "date": "2026-04-27", + "equity": 47442.7, + "return_pct": 374.43 + }, + { + "date": "2026-04-28", + "equity": 46507.35, + "return_pct": 365.07 + }, + { + "date": "2026-04-29", + "equity": 47801.18, + "return_pct": 378.01 + }, + { + "date": "2026-04-30", + "equity": 49485.01, + "return_pct": 394.85 + }, + { + "date": "2026-05-01", + "equity": 49385.03, + "return_pct": 393.85 + }, + { + "date": "2026-05-04", + "equity": 48693.09, + "return_pct": 386.93 + }, + { + "date": "2026-05-05", + "equity": 49599.61, + "return_pct": 396.0 + }, + { + "date": "2026-05-06", + "equity": 52915.79, + "return_pct": 429.16 + }, + { + "date": "2026-05-07", + "equity": 52178.84, + "return_pct": 421.79 + }, + { + "date": "2026-05-08", + "equity": 53604.88, + "return_pct": 436.05 + }, + { + "date": "2026-05-11", + "equity": 54046.64, + "return_pct": 440.47 + }, + { + "date": "2026-05-12", + "equity": 53795.46, + "return_pct": 437.95 + }, + { + "date": "2026-05-13", + "equity": 54309.26, + "return_pct": 443.09 + }, + { + "date": "2026-05-14", + "equity": 55197.04, + "return_pct": 451.97 + }, + { + "date": "2026-05-15", + "equity": 53245.27, + "return_pct": 432.45 + }, + { + "date": "2026-05-18", + "equity": 52247.65, + "return_pct": 422.48 + }, + { + "date": "2026-05-19", + "equity": 51978.24, + "return_pct": 419.78 + }, + { + "date": "2026-05-20", + "equity": 51169.27, + "return_pct": 411.69 + }, + { + "date": "2026-05-21", + "equity": 51172.29, + "return_pct": 411.72 + }, + { + "date": "2026-05-22", + "equity": 52243.32, + "return_pct": 422.43 + }, + { + "date": "2026-05-26", + "equity": 51785.88, + "return_pct": 417.86 + }, + { + "date": "2026-05-27", + "equity": 52034.01, + "return_pct": 420.34 + }, + { + "date": "2026-05-28", + "equity": 52046.64, + "return_pct": 420.47 + }, + { + "date": "2026-05-29", + "equity": 51984.24, + "return_pct": 419.84 + }, + { + "date": "2026-06-01", + "equity": 51486.35, + "return_pct": 414.86 + }, + { + "date": "2026-06-02", + "equity": 51813.43, + "return_pct": 418.13 + }, + { + "date": "2026-06-03", + "equity": 52221.18, + "return_pct": 422.21 + }, + { + "date": "2026-06-04", + "equity": 52239.04, + "return_pct": 422.39 + }, + { + "date": "2026-06-05", + "equity": 52082.43, + "return_pct": 420.82 + }, + { + "date": "2026-06-08", + "equity": 51924.58, + "return_pct": 419.25 + }, + { + "date": "2026-06-09", + "equity": 52242.25, + "return_pct": 422.42 + }, + { + "date": "2026-06-10", + "equity": 51942.95, + "return_pct": 419.43 + }, + { + "date": "2026-06-11", + "equity": 52313.12, + "return_pct": 423.13 + }, + { + "date": "2026-06-12", + "equity": 52307.69, + "return_pct": 423.08 + }, + { + "date": "2026-06-15", + "equity": 52247.48, + "return_pct": 422.47 + }, + { + "date": "2026-06-16", + "equity": 52057.24, + "return_pct": 420.57 + }, + { + "date": "2026-06-17", + "equity": 52223.92, + "return_pct": 422.24 + }, + { + "date": "2026-06-18", + "equity": 52110.08, + "return_pct": 421.1 + }, + { + "date": "2026-06-22", + "equity": 52280.58, + "return_pct": 422.81 + }, + { + "date": "2026-06-23", + "equity": 52143.31, + "return_pct": 421.43 + }, + { + "date": "2026-06-24", + "equity": 52274.04, + "return_pct": 422.74 + }, + { + "date": "2026-06-25", + "equity": 52403.14, + "return_pct": 424.03 + }, + { + "date": "2026-06-26", + "equity": 53169.56, + "return_pct": 431.7 + }, + { + "date": "2026-06-29", + "equity": 53192.98, + "return_pct": 431.93 + }, + { + "date": "2026-06-30", + "equity": 53171.19, + "return_pct": 431.71 + }, + { + "date": "2026-07-01", + "equity": 52815.5, + "return_pct": 428.16 + }, + { + "date": "2026-07-02", + "equity": 52815.5, + "return_pct": 428.16 + } + ], + "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 + }, + { + "date": "2024-08-08", + "equity": 12257.18, + "return_pct": 22.57 + }, + { + "date": "2024-08-09", + "equity": 12311.23, + "return_pct": 23.11 + }, + { + "date": "2024-08-12", + "equity": 12317.7, + "return_pct": 23.18 + }, + { + "date": "2024-08-13", + "equity": 12520.27, + "return_pct": 25.2 + }, + { + "date": "2024-08-14", + "equity": 12559.77, + "return_pct": 25.6 + }, + { + "date": "2024-08-15", + "equity": 12775.04, + "return_pct": 27.75 + }, + { + "date": "2024-08-16", + "equity": 12803.69, + "return_pct": 28.04 + }, + { + "date": "2024-08-19", + "equity": 12926.11, + "return_pct": 29.26 + }, + { + "date": "2024-08-20", + "equity": 12905.09, + "return_pct": 29.05 + }, + { + "date": "2024-08-21", + "equity": 12949.44, + "return_pct": 29.49 + }, + { + "date": "2024-08-22", + "equity": 12847.8, + "return_pct": 28.48 + }, + { + "date": "2024-08-23", + "equity": 12984.32, + "return_pct": 29.84 + }, + { + "date": "2024-08-26", + "equity": 12953.36, + "return_pct": 29.53 + }, + { + "date": "2024-08-27", + "equity": 12971.15, + "return_pct": 29.71 + }, + { + "date": "2024-08-28", + "equity": 12895.85, + "return_pct": 28.96 + }, + { + "date": "2024-08-29", + "equity": 12897.0, + "return_pct": 28.97 + }, + { + "date": "2024-08-30", + "equity": 13020.12, + "return_pct": 30.2 + }, + { + "date": "2024-09-03", + "equity": 12752.18, + "return_pct": 27.52 + }, + { + "date": "2024-09-04", + "equity": 12726.08, + "return_pct": 27.26 + }, + { + "date": "2024-09-05", + "equity": 12695.12, + "return_pct": 26.95 + }, + { + "date": "2024-09-06", + "equity": 12481.46, + "return_pct": 24.81 + }, + { + "date": "2024-09-09", + "equity": 12621.21, + "return_pct": 26.21 + }, + { + "date": "2024-09-10", + "equity": 12676.18, + "return_pct": 26.76 + }, + { + "date": "2024-09-11", + "equity": 12806.23, + "return_pct": 28.06 + }, + { + "date": "2024-09-12", + "equity": 12914.1, + "return_pct": 29.14 + }, + { + "date": "2024-09-13", + "equity": 12981.54, + "return_pct": 29.82 + }, + { + "date": "2024-09-16", + "equity": 13000.72, + "return_pct": 30.01 + }, + { + "date": "2024-09-17", + "equity": 13006.03, + "return_pct": 30.06 + }, + { + "date": "2024-09-18", + "equity": 12967.45, + "return_pct": 29.67 + }, + { + "date": "2024-09-19", + "equity": 13188.74, + "return_pct": 31.89 + }, + { + "date": "2024-09-20", + "equity": 13125.68, + "return_pct": 31.26 + }, + { + "date": "2024-09-23", + "equity": 13158.48, + "return_pct": 31.58 + }, + { + "date": "2024-09-24", + "equity": 13196.13, + "return_pct": 31.96 + }, + { + "date": "2024-09-25", + "equity": 13167.02, + "return_pct": 31.67 + }, + { + "date": "2024-09-26", + "equity": 13219.23, + "return_pct": 32.19 + }, + { + "date": "2024-09-27", + "equity": 13200.06, + "return_pct": 32.0 + }, + { + "date": "2024-09-30", + "equity": 13252.95, + "return_pct": 32.53 + }, + { + "date": "2024-10-01", + "equity": 13134.22, + "return_pct": 31.34 + }, + { + "date": "2024-10-02", + "equity": 13139.77, + "return_pct": 31.4 + }, + { + "date": "2024-10-03", + "equity": 13115.75, + "return_pct": 31.16 + }, + { + "date": "2024-10-04", + "equity": 13234.93, + "return_pct": 32.35 + }, + { + "date": "2024-10-07", + "equity": 13115.28, + "return_pct": 31.15 + }, + { + "date": "2024-10-08", + "equity": 13239.32, + "return_pct": 32.39 + }, + { + "date": "2024-10-09", + "equity": 13331.02, + "return_pct": 33.31 + }, + { + "date": "2024-10-10", + "equity": 13307.69, + "return_pct": 33.08 + }, + { + "date": "2024-10-11", + "equity": 13387.38, + "return_pct": 33.87 + }, + { + "date": "2024-10-14", + "equity": 13496.87, + "return_pct": 34.97 + }, + { + "date": "2024-10-15", + "equity": 13392.0, + "return_pct": 33.92 + }, + { + "date": "2024-10-16", + "equity": 13450.21, + "return_pct": 34.5 + }, + { + "date": "2024-10-17", + "equity": 13451.37, + "return_pct": 34.51 + }, + { + "date": "2024-10-18", + "equity": 13503.11, + "return_pct": 35.03 + }, + { + "date": "2024-10-21", + "equity": 13480.93, + "return_pct": 34.81 + }, + { + "date": "2024-10-22", + "equity": 13473.77, + "return_pct": 34.74 + }, + { + "date": "2024-10-23", + "equity": 13350.66, + "return_pct": 33.51 + }, + { + "date": "2024-10-24", + "equity": 13379.53, + "return_pct": 33.8 + }, + { + "date": "2024-10-25", + "equity": 13374.91, + "return_pct": 33.75 + }, + { + "date": "2024-10-28", + "equity": 13416.26, + "return_pct": 34.16 + }, + { + "date": "2024-10-29", + "equity": 13437.97, + "return_pct": 34.38 + }, + { + "date": "2024-10-30", + "equity": 13397.32, + "return_pct": 33.97 + }, + { + "date": "2024-10-31", + "equity": 13134.69, + "return_pct": 31.35 + }, + { + "date": "2024-11-01", + "equity": 13190.12, + "return_pct": 31.9 + }, + { + "date": "2024-11-04", + "equity": 13161.71, + "return_pct": 31.62 + }, + { + "date": "2024-11-05", + "equity": 13320.86, + "return_pct": 33.21 + }, + { + "date": "2024-11-06", + "equity": 13652.09, + "return_pct": 36.52 + }, + { + "date": "2024-11-07", + "equity": 13757.65, + "return_pct": 37.58 + }, + { + "date": "2024-11-08", + "equity": 13817.25, + "return_pct": 38.17 + }, + { + "date": "2024-11-11", + "equity": 13830.41, + "return_pct": 38.3 + }, + { + "date": "2024-11-12", + "equity": 13787.45, + "return_pct": 37.87 + }, + { + "date": "2024-11-13", + "equity": 13794.15, + "return_pct": 37.94 + }, + { + "date": "2024-11-14", + "equity": 13705.45, + "return_pct": 37.05 + }, + { + "date": "2024-11-15", + "equity": 13529.9, + "return_pct": 35.3 + }, + { + "date": "2024-11-18", + "equity": 13585.34, + "return_pct": 35.85 + }, + { + "date": "2024-11-19", + "equity": 13635.0, + "return_pct": 36.35 + }, + { + "date": "2024-11-20", + "equity": 13639.62, + "return_pct": 36.4 + }, + { + "date": "2024-11-21", + "equity": 13712.84, + "return_pct": 37.13 + }, + { + "date": "2024-11-22", + "equity": 13755.34, + "return_pct": 37.55 + }, + { + "date": "2024-11-25", + "equity": 13802.0, + "return_pct": 38.02 + }, + { + "date": "2024-11-26", + "equity": 13874.07, + "return_pct": 38.74 + }, + { + "date": "2024-11-27", + "equity": 13832.03, + "return_pct": 38.32 + }, + { + "date": "2024-11-29", + "equity": 13917.95, + "return_pct": 39.18 + }, + { + "date": "2024-12-02", + "equity": 13942.9, + "return_pct": 39.43 + }, + { + "date": "2024-12-03", + "equity": 13949.37, + "return_pct": 39.49 + }, + { + "date": "2024-12-04", + "equity": 14035.99, + "return_pct": 40.36 + }, + { + "date": "2024-12-05", + "equity": 14012.89, + "return_pct": 40.13 + }, + { + "date": "2024-12-06", + "equity": 14039.45, + "return_pct": 40.39 + }, + { + "date": "2024-12-09", + "equity": 13967.15, + "return_pct": 39.67 + }, + { + "date": "2024-12-10", + "equity": 13923.73, + "return_pct": 39.24 + }, + { + "date": "2024-12-11", + "equity": 14031.37, + "return_pct": 40.31 + }, + { + "date": "2024-12-12", + "equity": 13959.07, + "return_pct": 39.59 + }, + { + "date": "2024-12-13", + "equity": 13956.3, + "return_pct": 39.56 + }, + { + "date": "2024-12-16", + "equity": 14015.89, + "return_pct": 40.16 + }, + { + "date": "2024-12-17", + "equity": 13958.15, + "return_pct": 39.58 + }, + { + "date": "2024-12-18", + "equity": 13542.14, + "return_pct": 35.42 + }, + { + "date": "2024-12-19", + "equity": 13537.99, + "return_pct": 35.38 + }, + { + "date": "2024-12-20", + "equity": 13654.63, + "return_pct": 36.55 + }, + { + "date": "2024-12-23", + "equity": 13736.4, + "return_pct": 37.36 + }, + { + "date": "2024-12-24", + "equity": 13889.08, + "return_pct": 38.89 + }, + { + "date": "2024-12-26", + "equity": 13890.01, + "return_pct": 38.9 + }, + { + "date": "2024-12-27", + "equity": 13743.79, + "return_pct": 37.44 + }, + { + "date": "2024-12-30", + "equity": 13586.95, + "return_pct": 35.87 + }, + { + "date": "2024-12-31", + "equity": 13537.52, + "return_pct": 35.38 + }, + { + "date": "2025-01-02", + "equity": 13504.26, + "return_pct": 35.04 + }, + { + "date": "2025-01-03", + "equity": 13673.11, + "return_pct": 36.73 + }, + { + "date": "2025-01-06", + "equity": 13751.88, + "return_pct": 37.52 + }, + { + "date": "2025-01-07", + "equity": 13596.42, + "return_pct": 35.96 + }, + { + "date": "2025-01-08", + "equity": 13616.29, + "return_pct": 36.16 + }, + { + "date": "2025-01-10", + "equity": 13408.4, + "return_pct": 34.08 + }, + { + "date": "2025-01-13", + "equity": 13429.19, + "return_pct": 34.29 + }, + { + "date": "2025-01-14", + "equity": 13447.67, + "return_pct": 34.48 + }, + { + "date": "2025-01-15", + "equity": 13692.28, + "return_pct": 36.92 + }, + { + "date": "2025-01-16", + "equity": 13665.95, + "return_pct": 36.66 + }, + { + "date": "2025-01-17", + "equity": 13803.16, + "return_pct": 38.03 + }, + { + "date": "2025-01-21", + "equity": 13929.5, + "return_pct": 39.3 + }, + { + "date": "2025-01-22", + "equity": 14007.81, + "return_pct": 40.08 + }, + { + "date": "2025-01-23", + "equity": 14084.26, + "return_pct": 40.84 + }, + { + "date": "2025-01-24", + "equity": 14043.15, + "return_pct": 40.43 + }, + { + "date": "2025-01-27", + "equity": 13844.5, + "return_pct": 38.45 + }, + { + "date": "2025-01-28", + "equity": 13963.46, + "return_pct": 39.63 + }, + { + "date": "2025-01-29", + "equity": 13900.86, + "return_pct": 39.01 + }, + { + "date": "2025-01-30", + "equity": 13975.47, + "return_pct": 39.75 + }, + { + "date": "2025-01-31", + "equity": 13901.09, + "return_pct": 39.01 + }, + { + "date": "2025-02-03", + "equity": 13807.54, + "return_pct": 38.08 + }, + { + "date": "2025-02-04", + "equity": 13900.17, + "return_pct": 39.0 + }, + { + "date": "2025-02-05", + "equity": 13956.53, + "return_pct": 39.57 + }, + { + "date": "2025-02-06", + "equity": 14005.04, + "return_pct": 40.05 + }, + { + "date": "2025-02-07", + "equity": 13876.84, + "return_pct": 38.77 + }, + { + "date": "2025-02-10", + "equity": 13971.08, + "return_pct": 39.71 + }, + { + "date": "2025-02-11", + "equity": 13981.71, + "return_pct": 39.82 + }, + { + "date": "2025-02-12", + "equity": 13936.66, + "return_pct": 39.37 + }, + { + "date": "2025-02-13", + "equity": 14083.8, + "return_pct": 40.84 + }, + { + "date": "2025-02-14", + "equity": 14083.11, + "return_pct": 40.83 + }, + { + "date": "2025-02-18", + "equity": 14124.45, + "return_pct": 41.24 + }, + { + "date": "2025-02-19", + "equity": 14157.72, + "return_pct": 41.58 + }, + { + "date": "2025-02-20", + "equity": 14098.82, + "return_pct": 40.99 + }, + { + "date": "2025-02-21", + "equity": 13857.67, + "return_pct": 38.58 + }, + { + "date": "2025-02-24", + "equity": 13794.61, + "return_pct": 37.95 + }, + { + "date": "2025-02-25", + "equity": 13726.01, + "return_pct": 37.26 + }, + { + "date": "2025-02-26", + "equity": 13732.94, + "return_pct": 37.33 + }, + { + "date": "2025-02-27", + "equity": 13513.73, + "return_pct": 35.14 + }, + { + "date": "2025-02-28", + "equity": 13724.62, + "return_pct": 37.25 + }, + { + "date": "2025-03-03", + "equity": 13484.17, + "return_pct": 34.84 + }, + { + "date": "2025-03-04", + "equity": 13324.56, + "return_pct": 33.25 + }, + { + "date": "2025-03-05", + "equity": 13467.77, + "return_pct": 34.68 + }, + { + "date": "2025-03-06", + "equity": 13228.7, + "return_pct": 32.29 + }, + { + "date": "2025-03-07", + "equity": 13302.84, + "return_pct": 33.03 + }, + { + "date": "2025-03-10", + "equity": 12948.51, + "return_pct": 29.49 + }, + { + "date": "2025-03-11", + "equity": 12840.87, + "return_pct": 28.41 + }, + { + "date": "2025-03-12", + "equity": 12909.02, + "return_pct": 29.09 + }, + { + "date": "2025-03-13", + "equity": 12736.93, + "return_pct": 27.37 + }, + { + "date": "2025-03-14", + "equity": 13000.02, + "return_pct": 30.0 + }, + { + "date": "2025-03-17", + "equity": 13100.27, + "return_pct": 31.0 + }, + { + "date": "2025-03-18", + "equity": 12958.68, + "return_pct": 29.59 + }, + { + "date": "2025-03-19", + "equity": 13099.81, + "return_pct": 31.0 + }, + { + "date": "2025-03-20", + "equity": 13061.93, + "return_pct": 30.62 + }, + { + "date": "2025-03-21", + "equity": 13027.05, + "return_pct": 30.27 + }, + { + "date": "2025-03-24", + "equity": 13260.34, + "return_pct": 32.6 + }, + { + "date": "2025-03-25", + "equity": 13292.22, + "return_pct": 32.92 + }, + { + "date": "2025-03-26", + "equity": 13133.53, + "return_pct": 31.34 + }, + { + "date": "2025-03-27", + "equity": 13098.65, + "return_pct": 30.99 + }, + { + "date": "2025-03-28", + "equity": 12834.87, + "return_pct": 28.35 + }, + { + "date": "2025-03-31", + "equity": 12921.03, + "return_pct": 29.21 + }, + { + "date": "2025-04-01", + "equity": 12957.52, + "return_pct": 29.58 + }, + { + "date": "2025-04-02", + "equity": 13039.52, + "return_pct": 30.4 + }, + { + "date": "2025-04-03", + "equity": 12396.92, + "return_pct": 23.97 + }, + { + "date": "2025-04-04", + "equity": 11671.17, + "return_pct": 16.71 + }, + { + "date": "2025-04-07", + "equity": 11650.38, + "return_pct": 16.5 + }, + { + "date": "2025-04-08", + "equity": 11467.9, + "return_pct": 14.68 + }, + { + "date": "2025-04-09", + "equity": 12672.26, + "return_pct": 26.72 + }, + { + "date": "2025-04-10", + "equity": 12116.97, + "return_pct": 21.17 + }, + { + "date": "2025-04-11", + "equity": 12333.17, + "return_pct": 23.33 + }, + { + "date": "2025-04-14", + "equity": 12452.82, + "return_pct": 24.53 + }, + { + "date": "2025-04-15", + "equity": 12417.94, + "return_pct": 24.18 + }, + { + "date": "2025-04-16", + "equity": 12141.92, + "return_pct": 21.42 + }, + { + "date": "2025-04-17", + "equity": 12159.24, + "return_pct": 21.59 + }, + { + "date": "2025-04-21", + "equity": 11869.82, + "return_pct": 18.7 + }, + { + "date": "2025-04-22", + "equity": 12178.64, + "return_pct": 21.79 + }, + { + "date": "2025-04-23", + "equity": 12367.36, + "return_pct": 23.67 + }, + { + "date": "2025-04-24", + "equity": 12627.68, + "return_pct": 26.28 + }, + { + "date": "2025-04-25", + "equity": 12718.92, + "return_pct": 27.19 + }, + { + "date": "2025-04-28", + "equity": 12723.77, + "return_pct": 27.24 + }, + { + "date": "2025-04-29", + "equity": 12803.92, + "return_pct": 28.04 + }, + { + "date": "2025-04-30", + "equity": 12809.0, + "return_pct": 28.09 + }, + { + "date": "2025-05-01", + "equity": 12899.78, + "return_pct": 29.0 + }, + { + "date": "2025-05-02", + "equity": 13091.26, + "return_pct": 30.91 + }, + { + "date": "2025-05-05", + "equity": 13016.19, + "return_pct": 30.16 + }, + { + "date": "2025-05-06", + "equity": 12907.4, + "return_pct": 29.07 + }, + { + "date": "2025-05-07", + "equity": 12961.68, + "return_pct": 29.62 + }, + { + "date": "2025-05-08", + "equity": 13051.99, + "return_pct": 30.52 + }, + { + "date": "2025-05-09", + "equity": 13035.36, + "return_pct": 30.35 + }, + { + "date": "2025-05-12", + "equity": 13466.15, + "return_pct": 34.66 + }, + { + "date": "2025-05-13", + "equity": 13555.08, + "return_pct": 35.55 + }, + { + "date": "2025-05-14", + "equity": 13572.4, + "return_pct": 35.72 + }, + { + "date": "2025-05-15", + "equity": 13638.69, + "return_pct": 36.39 + }, + { + "date": "2025-05-16", + "equity": 13725.08, + "return_pct": 37.25 + }, + { + "date": "2025-05-19", + "equity": 13740.1, + "return_pct": 37.4 + }, + { + "date": "2025-05-20", + "equity": 13693.9, + "return_pct": 36.94 + }, + { + "date": "2025-05-21", + "equity": 13463.15, + "return_pct": 34.63 + }, + { + "date": "2025-05-22", + "equity": 13468.46, + "return_pct": 34.68 + }, + { + "date": "2025-05-23", + "equity": 13376.53, + "return_pct": 33.77 + }, + { + "date": "2025-05-27", + "equity": 13654.63, + "return_pct": 36.55 + }, + { + "date": "2025-05-28", + "equity": 13575.64, + "return_pct": 35.76 + }, + { + "date": "2025-05-29", + "equity": 13629.22, + "return_pct": 36.29 + }, + { + "date": "2025-05-30", + "equity": 13613.98, + "return_pct": 36.14 + }, + { + "date": "2025-06-02", + "equity": 13690.67, + "return_pct": 36.91 + }, + { + "date": "2025-06-03", + "equity": 13768.74, + "return_pct": 37.69 + }, + { + "date": "2025-06-04", + "equity": 13765.04, + "return_pct": 37.65 + }, + { + "date": "2025-06-05", + "equity": 13698.52, + "return_pct": 36.99 + }, + { + "date": "2025-06-06", + "equity": 13839.19, + "return_pct": 38.39 + }, + { + "date": "2025-06-09", + "equity": 13851.66, + "return_pct": 38.52 + }, + { + "date": "2025-06-10", + "equity": 13930.2, + "return_pct": 39.3 + }, + { + "date": "2025-06-11", + "equity": 13890.47, + "return_pct": 38.9 + }, + { + "date": "2025-06-12", + "equity": 13945.67, + "return_pct": 39.46 + }, + { + "date": "2025-06-13", + "equity": 13789.76, + "return_pct": 37.9 + }, + { + "date": "2025-06-16", + "equity": 13920.96, + "return_pct": 39.21 + }, + { + "date": "2025-06-17", + "equity": 13802.0, + "return_pct": 38.02 + }, + { + "date": "2025-06-18", + "equity": 13799.92, + "return_pct": 38.0 + }, + { + "date": "2025-06-20", + "equity": 13726.93, + "return_pct": 37.27 + }, + { + "date": "2025-06-23", + "equity": 13862.52, + "return_pct": 38.63 + }, + { + "date": "2025-06-24", + "equity": 14015.66, + "return_pct": 40.16 + }, + { + "date": "2025-06-25", + "equity": 14023.51, + "return_pct": 40.24 + }, + { + "date": "2025-06-26", + "equity": 14133.23, + "return_pct": 41.33 + }, + { + "date": "2025-06-27", + "equity": 14203.45, + "return_pct": 42.03 + }, + { + "date": "2025-06-30", + "equity": 14271.36, + "return_pct": 42.71 + }, + { + "date": "2025-07-01", + "equity": 14266.74, + "return_pct": 42.67 + }, + { + "date": "2025-07-02", + "equity": 14331.42, + "return_pct": 43.31 + }, + { + "date": "2025-07-03", + "equity": 14444.37, + "return_pct": 44.44 + }, + { + "date": "2025-07-07", + "equity": 14336.73, + "return_pct": 43.37 + }, + { + "date": "2025-07-08", + "equity": 14328.88, + "return_pct": 43.29 + }, + { + "date": "2025-07-09", + "equity": 14414.8, + "return_pct": 44.15 + }, + { + "date": "2025-07-10", + "equity": 14455.45, + "return_pct": 44.55 + }, + { + "date": "2025-07-11", + "equity": 14404.64, + "return_pct": 44.05 + }, + { + "date": "2025-07-14", + "equity": 14432.13, + "return_pct": 44.32 + }, + { + "date": "2025-07-15", + "equity": 14370.45, + "return_pct": 43.7 + }, + { + "date": "2025-07-16", + "equity": 14418.5, + "return_pct": 44.18 + }, + { + "date": "2025-07-17", + "equity": 14506.73, + "return_pct": 45.07 + }, + { + "date": "2025-07-18", + "equity": 14496.11, + "return_pct": 44.96 + }, + { + "date": "2025-07-21", + "equity": 14523.6, + "return_pct": 45.24 + }, + { + "date": "2025-07-22", + "equity": 14525.67, + "return_pct": 45.26 + }, + { + "date": "2025-07-23", + "equity": 14649.25, + "return_pct": 46.49 + }, + { + "date": "2025-07-24", + "equity": 14654.1, + "return_pct": 46.54 + }, + { + "date": "2025-07-25", + "equity": 14716.0, + "return_pct": 47.16 + }, + { + "date": "2025-07-28", + "equity": 14712.31, + "return_pct": 47.12 + }, + { + "date": "2025-07-29", + "equity": 14673.5, + "return_pct": 46.74 + }, + { + "date": "2025-07-30", + "equity": 14655.03, + "return_pct": 46.55 + }, + { + "date": "2025-07-31", + "equity": 14600.05, + "return_pct": 46.0 + }, + { + "date": "2025-08-01", + "equity": 14360.75, + "return_pct": 43.61 + }, + { + "date": "2025-08-04", + "equity": 14579.03, + "return_pct": 45.79 + }, + { + "date": "2025-08-05", + "equity": 14505.12, + "return_pct": 45.05 + }, + { + "date": "2025-08-06", + "equity": 14616.22, + "return_pct": 46.16 + }, + { + "date": "2025-08-07", + "equity": 14603.98, + "return_pct": 46.04 + }, + { + "date": "2025-08-08", + "equity": 14717.85, + "return_pct": 47.18 + }, + { + "date": "2025-08-11", + "equity": 14688.75, + "return_pct": 46.89 + }, + { + "date": "2025-08-12", + "equity": 14845.13, + "return_pct": 48.45 + }, + { + "date": "2025-08-13", + "equity": 14895.94, + "return_pct": 48.96 + }, + { + "date": "2025-08-14", + "equity": 14897.33, + "return_pct": 48.97 + }, + { + "date": "2025-08-15", + "equity": 14862.45, + "return_pct": 48.62 + }, + { + "date": "2025-08-18", + "equity": 14859.22, + "return_pct": 48.59 + }, + { + "date": "2025-08-19", + "equity": 14778.6, + "return_pct": 47.79 + }, + { + "date": "2025-08-20", + "equity": 14739.33, + "return_pct": 47.39 + }, + { + "date": "2025-08-21", + "equity": 14680.2, + "return_pct": 46.8 + }, + { + "date": "2025-08-22", + "equity": 14905.64, + "return_pct": 49.06 + }, + { + "date": "2025-08-25", + "equity": 14840.04, + "return_pct": 48.4 + }, + { + "date": "2025-08-26", + "equity": 14902.18, + "return_pct": 49.02 + }, + { + "date": "2025-08-27", + "equity": 14936.13, + "return_pct": 49.36 + }, + { + "date": "2025-08-28", + "equity": 14989.03, + "return_pct": 49.89 + }, + { + "date": "2025-08-29", + "equity": 14899.64, + "return_pct": 49.0 + }, + { + "date": "2025-09-02", + "equity": 14789.23, + "return_pct": 47.89 + }, + { + "date": "2025-09-03", + "equity": 14869.38, + "return_pct": 48.69 + }, + { + "date": "2025-09-04", + "equity": 14993.65, + "return_pct": 49.94 + }, + { + "date": "2025-09-05", + "equity": 14950.22, + "return_pct": 49.5 + }, + { + "date": "2025-09-08", + "equity": 14986.95, + "return_pct": 49.87 + }, + { + "date": "2025-09-09", + "equity": 15021.6, + "return_pct": 50.22 + }, + { + "date": "2025-09-10", + "equity": 15065.02, + "return_pct": 50.65 + }, + { + "date": "2025-09-11", + "equity": 15190.22, + "return_pct": 51.9 + }, + { + "date": "2025-09-12", + "equity": 15185.13, + "return_pct": 51.85 + }, + { + "date": "2025-09-15", + "equity": 15265.98, + "return_pct": 52.66 + }, + { + "date": "2025-09-16", + "equity": 15244.96, + "return_pct": 52.45 + }, + { + "date": "2025-09-17", + "equity": 15226.02, + "return_pct": 52.26 + }, + { + "date": "2025-09-18", + "equity": 15297.16, + "return_pct": 52.97 + }, + { + "date": "2025-09-19", + "equity": 15330.42, + "return_pct": 53.3 + }, + { + "date": "2025-09-22", + "equity": 15402.95, + "return_pct": 54.03 + }, + { + "date": "2025-09-23", + "equity": 15319.1, + "return_pct": 53.19 + }, + { + "date": "2025-09-24", + "equity": 15270.37, + "return_pct": 52.7 + }, + { + "date": "2025-09-25", + "equity": 15199.92, + "return_pct": 52.0 + }, + { + "date": "2025-09-26", + "equity": 15287.0, + "return_pct": 52.87 + }, + { + "date": "2025-09-29", + "equity": 15329.96, + "return_pct": 53.3 + }, + { + "date": "2025-09-30", + "equity": 15387.71, + "return_pct": 53.88 + }, + { + "date": "2025-10-01", + "equity": 15440.14, + "return_pct": 54.4 + }, + { + "date": "2025-10-02", + "equity": 15457.93, + "return_pct": 54.58 + }, + { + "date": "2025-10-03", + "equity": 15457.7, + "return_pct": 54.58 + }, + { + "date": "2025-10-06", + "equity": 15513.13, + "return_pct": 55.13 + }, + { + "date": "2025-10-07", + "equity": 15455.62, + "return_pct": 54.56 + }, + { + "date": "2025-10-08", + "equity": 15547.78, + "return_pct": 55.48 + }, + { + "date": "2025-10-09", + "equity": 15502.74, + "return_pct": 55.03 + }, + { + "date": "2025-10-10", + "equity": 15083.73, + "return_pct": 50.84 + }, + { + "date": "2025-10-13", + "equity": 15315.18, + "return_pct": 53.15 + }, + { + "date": "2025-10-14", + "equity": 15296.47, + "return_pct": 52.96 + }, + { + "date": "2025-10-15", + "equity": 15364.38, + "return_pct": 53.64 + }, + { + "date": "2025-10-16", + "equity": 15259.74, + "return_pct": 52.6 + }, + { + "date": "2025-10-17", + "equity": 15346.36, + "return_pct": 53.46 + }, + { + "date": "2025-10-20", + "equity": 15505.97, + "return_pct": 55.06 + }, + { + "date": "2025-10-21", + "equity": 15505.74, + "return_pct": 55.06 + }, + { + "date": "2025-10-22", + "equity": 15425.13, + "return_pct": 54.25 + }, + { + "date": "2025-10-23", + "equity": 15516.6, + "return_pct": 55.17 + }, + { + "date": "2025-10-24", + "equity": 15643.41, + "return_pct": 56.43 + }, + { + "date": "2025-10-27", + "equity": 15827.96, + "return_pct": 58.28 + }, + { + "date": "2025-10-28", + "equity": 15870.0, + "return_pct": 58.7 + }, + { + "date": "2025-10-29", + "equity": 15877.62, + "return_pct": 58.78 + }, + { + "date": "2025-10-30", + "equity": 15703.0, + "return_pct": 57.03 + }, + { + "date": "2025-10-31", + "equity": 15754.51, + "return_pct": 57.55 + }, + { + "date": "2025-11-03", + "equity": 15784.08, + "return_pct": 57.84 + }, + { + "date": "2025-11-04", + "equity": 15596.98, + "return_pct": 55.97 + }, + { + "date": "2025-11-05", + "equity": 15651.03, + "return_pct": 56.51 + }, + { + "date": "2025-11-06", + "equity": 15483.1, + "return_pct": 54.83 + }, + { + "date": "2025-11-07", + "equity": 15498.35, + "return_pct": 54.98 + }, + { + "date": "2025-11-10", + "equity": 15740.19, + "return_pct": 57.4 + }, + { + "date": "2025-11-11", + "equity": 15776.22, + "return_pct": 57.76 + }, + { + "date": "2025-11-12", + "equity": 15785.0, + "return_pct": 57.85 + }, + { + "date": "2025-11-13", + "equity": 15523.06, + "return_pct": 55.23 + }, + { + "date": "2025-11-14", + "equity": 15520.52, + "return_pct": 55.21 + }, + { + "date": "2025-11-17", + "equity": 15375.93, + "return_pct": 53.76 + }, + { + "date": "2025-11-18", + "equity": 15246.81, + "return_pct": 52.47 + }, + { + "date": "2025-11-19", + "equity": 15305.71, + "return_pct": 53.06 + }, + { + "date": "2025-11-20", + "equity": 15072.41, + "return_pct": 50.72 + }, + { + "date": "2025-11-21", + "equity": 15222.55, + "return_pct": 52.23 + }, + { + "date": "2025-11-24", + "equity": 15446.61, + "return_pct": 54.47 + }, + { + "date": "2025-11-25", + "equity": 15591.9, + "return_pct": 55.92 + }, + { + "date": "2025-11-26", + "equity": 15699.54, + "return_pct": 57.0 + }, + { + "date": "2025-11-28", + "equity": 15785.23, + "return_pct": 57.85 + }, + { + "date": "2025-12-01", + "equity": 15713.16, + "return_pct": 57.13 + }, + { + "date": "2025-12-02", + "equity": 15742.27, + "return_pct": 57.42 + }, + { + "date": "2025-12-03", + "equity": 15796.78, + "return_pct": 57.97 + }, + { + "date": "2025-12-04", + "equity": 15808.33, + "return_pct": 58.08 + }, + { + "date": "2025-12-05", + "equity": 15838.36, + "return_pct": 58.38 + }, + { + "date": "2025-12-08", + "equity": 15790.77, + "return_pct": 57.91 + }, + { + "date": "2025-12-09", + "equity": 15777.15, + "return_pct": 57.77 + }, + { + "date": "2025-12-10", + "equity": 15881.78, + "return_pct": 58.82 + }, + { + "date": "2025-12-11", + "equity": 15918.74, + "return_pct": 59.19 + }, + { + "date": "2025-12-12", + "equity": 15747.58, + "return_pct": 57.48 + }, + { + "date": "2025-12-15", + "equity": 15723.79, + "return_pct": 57.24 + }, + { + "date": "2025-12-16", + "equity": 15680.83, + "return_pct": 56.81 + }, + { + "date": "2025-12-17", + "equity": 15508.28, + "return_pct": 55.08 + }, + { + "date": "2025-12-18", + "equity": 15625.39, + "return_pct": 56.25 + }, + { + "date": "2025-12-19", + "equity": 15720.56, + "return_pct": 57.21 + }, + { + "date": "2025-12-22", + "equity": 15818.49, + "return_pct": 58.18 + }, + { + "date": "2025-12-23", + "equity": 15890.79, + "return_pct": 58.91 + }, + { + "date": "2025-12-24", + "equity": 15946.69, + "return_pct": 59.47 + }, + { + "date": "2025-12-26", + "equity": 15945.07, + "return_pct": 59.45 + }, + { + "date": "2025-12-29", + "equity": 15888.25, + "return_pct": 58.88 + }, + { + "date": "2025-12-30", + "equity": 15868.85, + "return_pct": 58.69 + }, + { + "date": "2025-12-31", + "equity": 15751.28, + "return_pct": 57.51 + }, + { + "date": "2026-01-02", + "equity": 15780.15, + "return_pct": 57.8 + }, + { + "date": "2026-01-05", + "equity": 15885.25, + "return_pct": 58.85 + }, + { + "date": "2026-01-06", + "equity": 15979.72, + "return_pct": 59.8 + }, + { + "date": "2026-01-07", + "equity": 15928.21, + "return_pct": 59.28 + }, + { + "date": "2026-01-08", + "equity": 15926.59, + "return_pct": 59.27 + }, + { + "date": "2026-01-09", + "equity": 16031.92, + "return_pct": 60.32 + }, + { + "date": "2026-01-12", + "equity": 16057.1, + "return_pct": 60.57 + }, + { + "date": "2026-01-13", + "equity": 16024.99, + "return_pct": 60.25 + }, + { + "date": "2026-01-14", + "equity": 15946.23, + "return_pct": 59.46 + }, + { + "date": "2026-01-15", + "equity": 15989.65, + "return_pct": 59.9 + }, + { + "date": "2026-01-16", + "equity": 15976.25, + "return_pct": 59.76 + }, + { + "date": "2026-01-20", + "equity": 15651.03, + "return_pct": 56.51 + }, + { + "date": "2026-01-21", + "equity": 15831.66, + "return_pct": 58.32 + }, + { + "date": "2026-01-22", + "equity": 15914.35, + "return_pct": 59.14 + }, + { + "date": "2026-01-23", + "equity": 15920.13, + "return_pct": 59.2 + }, + { + "date": "2026-01-26", + "equity": 16000.97, + "return_pct": 60.01 + }, + { + "date": "2026-01-27", + "equity": 16064.72, + "return_pct": 60.65 + }, + { + "date": "2026-01-28", + "equity": 16063.1, + "return_pct": 60.63 + }, + { + "date": "2026-01-29", + "equity": 16031.23, + "return_pct": 60.31 + }, + { + "date": "2026-01-30", + "equity": 15983.42, + "return_pct": 59.83 + }, + { + "date": "2026-02-02", + "equity": 16062.87, + "return_pct": 60.63 + }, + { + "date": "2026-02-03", + "equity": 15927.06, + "return_pct": 59.27 + }, + { + "date": "2026-02-04", + "equity": 15849.91, + "return_pct": 58.5 + }, + { + "date": "2026-02-05", + "equity": 15651.95, + "return_pct": 56.52 + }, + { + "date": "2026-02-06", + "equity": 15952.23, + "return_pct": 59.52 + }, + { + "date": "2026-02-09", + "equity": 16029.15, + "return_pct": 60.29 + }, + { + "date": "2026-02-10", + "equity": 15986.88, + "return_pct": 59.87 + }, + { + "date": "2026-02-11", + "equity": 15983.18, + "return_pct": 59.83 + }, + { + "date": "2026-02-12", + "equity": 15736.26, + "return_pct": 57.36 + }, + { + "date": "2026-02-13", + "equity": 15747.35, + "return_pct": 57.47 + }, + { + "date": "2026-02-17", + "equity": 15772.76, + "return_pct": 57.73 + }, + { + "date": "2026-02-18", + "equity": 15852.22, + "return_pct": 58.52 + }, + { + "date": "2026-02-19", + "equity": 15810.41, + "return_pct": 58.1 + }, + { + "date": "2026-02-20", + "equity": 15924.75, + "return_pct": 59.25 + }, + { + "date": "2026-02-23", + "equity": 15762.13, + "return_pct": 57.62 + }, + { + "date": "2026-02-24", + "equity": 15876.7, + "return_pct": 58.77 + }, + { + "date": "2026-02-25", + "equity": 16010.67, + "return_pct": 60.11 + }, + { + "date": "2026-02-26", + "equity": 15921.74, + "return_pct": 59.22 + }, + { + "date": "2026-02-27", + "equity": 15845.29, + "return_pct": 58.45 + }, + { + "date": "2026-03-02", + "equity": 15854.3, + "return_pct": 58.54 + }, + { + "date": "2026-03-03", + "equity": 15714.55, + "return_pct": 57.15 + }, + { + "date": "2026-03-04", + "equity": 15825.42, + "return_pct": 58.25 + }, + { + "date": "2026-03-05", + "equity": 15737.19, + "return_pct": 57.37 + }, + { + "date": "2026-03-06", + "equity": 15530.92, + "return_pct": 55.31 + }, + { + "date": "2026-03-09", + "equity": 15666.97, + "return_pct": 56.67 + }, + { + "date": "2026-03-10", + "equity": 15641.79, + "return_pct": 56.42 + }, + { + "date": "2026-03-11", + "equity": 15622.16, + "return_pct": 56.22 + }, + { + "date": "2026-03-12", + "equity": 15384.94, + "return_pct": 53.85 + }, + { + "date": "2026-03-13", + "equity": 15297.85, + "return_pct": 52.98 + }, + { + "date": "2026-03-16", + "equity": 15453.54, + "return_pct": 54.54 + }, + { + "date": "2026-03-17", + "equity": 15494.19, + "return_pct": 54.94 + }, + { + "date": "2026-03-18", + "equity": 15277.99, + "return_pct": 52.78 + }, + { + "date": "2026-03-19", + "equity": 15240.34, + "return_pct": 52.4 + }, + { + "date": "2026-03-20", + "equity": 14980.94, + "return_pct": 49.81 + }, + { + "date": "2026-03-23", + "equity": 15138.24, + "return_pct": 51.38 + }, + { + "date": "2026-03-24", + "equity": 15087.43, + "return_pct": 50.87 + }, + { + "date": "2026-03-25", + "equity": 15171.51, + "return_pct": 51.72 + }, + { + "date": "2026-03-26", + "equity": 14900.56, + "return_pct": 49.01 + }, + { + "date": "2026-03-27", + "equity": 14646.48, + "return_pct": 46.46 + }, + { + "date": "2026-03-30", + "equity": 14597.51, + "return_pct": 45.98 + }, + { + "date": "2026-03-31", + "equity": 15021.83, + "return_pct": 50.22 + }, + { + "date": "2026-04-01", + "equity": 15135.01, + "return_pct": 51.35 + }, + { + "date": "2026-04-02", + "equity": 15148.64, + "return_pct": 51.49 + }, + { + "date": "2026-04-06", + "equity": 15220.24, + "return_pct": 52.2 + }, + { + "date": "2026-04-07", + "equity": 15226.94, + "return_pct": 52.27 + }, + { + "date": "2026-04-08", + "equity": 15614.76, + "return_pct": 56.15 + }, + { + "date": "2026-04-09", + "equity": 15704.85, + "return_pct": 57.05 + }, + { + "date": "2026-04-10", + "equity": 15694.45, + "return_pct": 56.94 + }, + { + "date": "2026-04-13", + "equity": 15847.83, + "return_pct": 58.48 + }, + { + "date": "2026-04-14", + "equity": 16040.93, + "return_pct": 60.41 + }, + { + "date": "2026-04-15", + "equity": 16167.51, + "return_pct": 61.68 + }, + { + "date": "2026-04-16", + "equity": 16207.24, + "return_pct": 62.07 + }, + { + "date": "2026-04-17", + "equity": 16403.11, + "return_pct": 64.03 + }, + { + "date": "2026-04-20", + "equity": 16370.31, + "return_pct": 63.7 + }, + { + "date": "2026-04-21", + "equity": 16263.14, + "return_pct": 62.63 + }, + { + "date": "2026-04-22", + "equity": 16427.83, + "return_pct": 64.28 + }, + { + "date": "2026-04-23", + "equity": 16364.08, + "return_pct": 63.64 + }, + { + "date": "2026-04-24", + "equity": 16490.89, + "return_pct": 64.91 + }, + { + "date": "2026-04-27", + "equity": 16519.3, + "return_pct": 65.19 + }, + { + "date": "2026-04-28", + "equity": 16438.92, + "return_pct": 64.39 + }, + { + "date": "2026-04-29", + "equity": 16436.38, + "return_pct": 64.36 + }, + { + "date": "2026-04-30", + "equity": 16599.91, + "return_pct": 66.0 + }, + { + "date": "2026-05-01", + "equity": 16645.88, + "return_pct": 66.46 + }, + { + "date": "2026-05-04", + "equity": 16584.9, + "return_pct": 65.85 + }, + { + "date": "2026-05-05", + "equity": 16717.95, + "return_pct": 67.18 + }, + { + "date": "2026-05-06", + "equity": 16950.32, + "return_pct": 69.5 + }, + { + "date": "2026-05-07", + "equity": 16898.34, + "return_pct": 68.98 + }, + { + "date": "2026-05-08", + "equity": 17037.86, + "return_pct": 70.38 + }, + { + "date": "2026-05-11", + "equity": 17076.66, + "return_pct": 70.77 + }, + { + "date": "2026-05-12", + "equity": 17050.79, + "return_pct": 70.51 + }, + { + "date": "2026-05-13", + "equity": 17146.19, + "return_pct": 71.46 + }, + { + "date": "2026-05-14", + "equity": 17281.55, + "return_pct": 72.82 + }, + { + "date": "2026-05-15", + "equity": 17073.66, + "return_pct": 70.74 + }, + { + "date": "2026-05-18", + "equity": 17061.65, + "return_pct": 70.62 + }, + { + "date": "2026-05-19", + "equity": 16948.01, + "return_pct": 69.48 + }, + { + "date": "2026-05-20", + "equity": 17121.71, + "return_pct": 71.22 + }, + { + "date": "2026-05-21", + "equity": 17155.66, + "return_pct": 71.56 + }, + { + "date": "2026-05-22", + "equity": 17223.11, + "return_pct": 72.23 + }, + { + "date": "2026-05-26", + "equity": 17337.44, + "return_pct": 73.37 + }, + { + "date": "2026-05-27", + "equity": 17334.44, + "return_pct": 73.34 + }, + { + "date": "2026-05-28", + "equity": 17430.07, + "return_pct": 74.3 + }, + { + "date": "2026-05-29", + "equity": 17473.49, + "return_pct": 74.73 + }, + { + "date": "2026-06-01", + "equity": 17521.08, + "return_pct": 75.21 + }, + { + "date": "2026-06-02", + "equity": 17544.87, + "return_pct": 75.45 + }, + { + "date": "2026-06-03", + "equity": 17421.75, + "return_pct": 74.22 + }, + { + "date": "2026-06-04", + "equity": 17487.58, + "return_pct": 74.88 + }, + { + "date": "2026-06-05", + "equity": 17036.24, + "return_pct": 70.36 + }, + { + "date": "2026-06-08", + "equity": 17074.82, + "return_pct": 70.75 + }, + { + "date": "2026-06-09", + "equity": 17024.69, + "return_pct": 70.25 + }, + { + "date": "2026-06-10", + "equity": 16756.29, + "return_pct": 67.56 + }, + { + "date": "2026-06-11", + "equity": 17041.09, + "return_pct": 70.41 + }, + { + "date": "2026-06-12", + "equity": 17133.25, + "return_pct": 71.33 + }, + { + "date": "2026-06-15", + "equity": 17435.38, + "return_pct": 74.35 + }, + { + "date": "2026-06-16", + "equity": 17331.44, + "return_pct": 73.31 + }, + { + "date": "2026-06-17", + "equity": 17115.01, + "return_pct": 71.15 + }, + { + "date": "2026-06-18", + "equity": 17248.52, + "return_pct": 72.49 + }, + { + "date": "2026-06-22", + "equity": 17194.23, + "return_pct": 71.94 + }, + { + "date": "2026-06-23", + "equity": 16944.54, + "return_pct": 69.45 + }, + { + "date": "2026-06-24", + "equity": 16936.69, + "return_pct": 69.37 + }, + { + "date": "2026-06-25", + "equity": 16961.17, + "return_pct": 69.61 + }, + { + "date": "2026-06-26", + "equity": 16838.52, + "return_pct": 68.39 + }, + { + "date": "2026-06-29", + "equity": 17115.93, + "return_pct": 71.16 + }, + { + "date": "2026-06-30", + "equity": 17249.21, + "return_pct": 72.49 + }, + { + "date": "2026-07-01", + "equity": 17225.88, + "return_pct": 72.26 + }, + { + "date": "2026-07-02", + "equity": 17203.24, + "return_pct": 72.03 + } + ] + }, + { + "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", + "ranking_key": "residual_high_vol_blend_80_20_score", + "exit_policy": "hold", + "live_exit_mode": null, + "lookback": "all", + "lookback_label": "All history", + "starting_capital": 10000.0, + "final_equity": 52815.5, + "total_return_pct": 428.2, + "cagr_pct": 51.8, + "max_drawdown_pct": 22.0, + "sharpe": 2.0, + "trades": 305, + "win_rate": 38.7, + "avg_trade_pnl": 140.38, + "best_trade_r": 12.87, + "worst_trade_r": -1.76, + "best_trade_pnl": 5144.91, + "worst_trade_pnl": -561.89, + "avg_hold_days": 17.1, + "exit_reasons": { + "stop": 180, + "time": 125 + }, + "skipped_book_full": 0, + "spy_return_pct": 94.3, + "yearly_returns": [ + { + "year": 2022, + "return_pct": 10.2 + }, + { + "year": 2023, + "return_pct": 41.6 + }, + { + "year": 2024, + "return_pct": 42.1 + }, + { + "year": 2025, + "return_pct": 75.8 + }, + { + "year": 2026, + "return_pct": 35.6 + } + ], + "start_date": "2022-07-06", + "end_date": "2026-07-02", + "equity_curve": [ + { + "date": "2022-07-06", + "equity": 9996.28, + "return_pct": 0.0 + }, + { + "date": "2022-07-07", + "equity": 10013.25, + "return_pct": 0.17 + }, + { + "date": "2022-07-08", + "equity": 10063.32, + "return_pct": 0.67 + }, + { + "date": "2022-07-11", + "equity": 10024.86, + "return_pct": 0.29 + }, + { + "date": "2022-07-12", + "equity": 9912.85, + "return_pct": -0.83 + }, + { + "date": "2022-07-13", + "equity": 9880.9, + "return_pct": -1.15 + }, + { + "date": "2022-07-14", + "equity": 9992.36, + "return_pct": -0.04 + }, + { + "date": "2022-07-15", + "equity": 10195.49, + "return_pct": 1.99 + }, + { + "date": "2022-07-18", + "equity": 10079.01, + "return_pct": 0.83 + }, + { + "date": "2022-07-19", + "equity": 10370.35, + "return_pct": 3.74 + }, + { + "date": "2022-07-20", + "equity": 10460.36, + "return_pct": 4.64 + }, + { + "date": "2022-07-21", + "equity": 10726.38, + "return_pct": 7.3 + }, + { + "date": "2022-07-22", + "equity": 10651.86, + "return_pct": 6.56 + }, + { + "date": "2022-07-25", + "equity": 10661.54, + "return_pct": 6.66 + }, + { + "date": "2022-07-26", + "equity": 10607.59, + "return_pct": 6.12 + }, + { + "date": "2022-07-27", + "equity": 10979.29, + "return_pct": 9.83 + }, + { + "date": "2022-07-28", + "equity": 11265.96, + "return_pct": 12.7 + }, + { + "date": "2022-07-29", + "equity": 11445.08, + "return_pct": 14.49 + }, + { + "date": "2022-08-01", + "equity": 11488.81, + "return_pct": 14.93 + }, + { + "date": "2022-08-02", + "equity": 11452.33, + "return_pct": 14.57 + }, + { + "date": "2022-08-03", + "equity": 11576.03, + "return_pct": 15.8 + }, + { + "date": "2022-08-04", + "equity": 11598.23, + "return_pct": 16.03 + }, + { + "date": "2022-08-05", + "equity": 11629.52, + "return_pct": 16.34 + }, + { + "date": "2022-08-08", + "equity": 11586.35, + "return_pct": 15.91 + }, + { + "date": "2022-08-09", + "equity": 11500.63, + "return_pct": 15.05 + }, + { + "date": "2022-08-10", + "equity": 11745.9, + "return_pct": 17.5 + }, + { + "date": "2022-08-11", + "equity": 11754.59, + "return_pct": 17.59 + }, + { + "date": "2022-08-12", + "equity": 11957.71, + "return_pct": 19.62 + }, + { + "date": "2022-08-15", + "equity": 12110.85, + "return_pct": 21.15 + }, + { + "date": "2022-08-16", + "equity": 12112.58, + "return_pct": 21.17 + }, + { + "date": "2022-08-17", + "equity": 12063.8, + "return_pct": 20.68 + }, + { + "date": "2022-08-18", + "equity": 12168.37, + "return_pct": 21.73 + }, + { + "date": "2022-08-19", + "equity": 11951.27, + "return_pct": 19.56 + }, + { + "date": "2022-08-22", + "equity": 11859.92, + "return_pct": 18.64 + }, + { + "date": "2022-08-23", + "equity": 11990.27, + "return_pct": 19.95 + }, + { + "date": "2022-08-24", + "equity": 12108.74, + "return_pct": 21.13 + }, + { + "date": "2022-08-25", + "equity": 12281.42, + "return_pct": 22.86 + }, + { + "date": "2022-08-26", + "equity": 12078.94, + "return_pct": 20.83 + }, + { + "date": "2022-08-29", + "equity": 12080.42, + "return_pct": 20.85 + }, + { + "date": "2022-08-30", + "equity": 11691.74, + "return_pct": 16.96 + }, + { + "date": "2022-08-31", + "equity": 11526.05, + "return_pct": 15.3 + }, + { + "date": "2022-09-01", + "equity": 11249.08, + "return_pct": 12.53 + }, + { + "date": "2022-09-02", + "equity": 11459.88, + "return_pct": 14.64 + }, + { + "date": "2022-09-06", + "equity": 11247.29, + "return_pct": 12.51 + }, + { + "date": "2022-09-07", + "equity": 11058.83, + "return_pct": 10.63 + }, + { + "date": "2022-09-08", + "equity": 11157.71, + "return_pct": 11.62 + }, + { + "date": "2022-09-09", + "equity": 11407.48, + "return_pct": 14.12 + }, + { + "date": "2022-09-12", + "equity": 11431.64, + "return_pct": 14.36 + }, + { + "date": "2022-09-13", + "equity": 11068.83, + "return_pct": 10.73 + }, + { + "date": "2022-09-14", + "equity": 11380.13, + "return_pct": 13.84 + }, + { + "date": "2022-09-15", + "equity": 11206.91, + "return_pct": 12.11 + }, + { + "date": "2022-09-16", + "equity": 10905.52, + "return_pct": 9.1 + }, + { + "date": "2022-09-19", + "equity": 10832.43, + "return_pct": 8.36 + }, + { + "date": "2022-09-20", + "equity": 10787.3, + "return_pct": 7.91 + }, + { + "date": "2022-09-21", + "equity": 10704.56, + "return_pct": 7.09 + }, + { + "date": "2022-09-22", + "equity": 10763.64, + "return_pct": 7.68 + }, + { + "date": "2022-09-23", + "equity": 10528.85, + "return_pct": 5.33 + }, + { + "date": "2022-09-26", + "equity": 10511.71, + "return_pct": 5.16 + }, + { + "date": "2022-09-27", + "equity": 10516.43, + "return_pct": 5.2 + }, + { + "date": "2022-09-28", + "equity": 10543.12, + "return_pct": 5.47 + }, + { + "date": "2022-09-29", + "equity": 10525.7, + "return_pct": 5.3 + }, + { + "date": "2022-09-30", + "equity": 10481.34, + "return_pct": 4.85 + }, + { + "date": "2022-10-03", + "equity": 10481.34, + "return_pct": 4.85 + }, + { + "date": "2022-10-04", + "equity": 10481.34, + "return_pct": 4.85 + }, + { + "date": "2022-10-05", + "equity": 10481.34, + "return_pct": 4.85 + }, + { + "date": "2022-10-06", + "equity": 10472.56, + "return_pct": 4.76 + }, + { + "date": "2022-10-07", + "equity": 10313.59, + "return_pct": 3.17 + }, + { + "date": "2022-10-10", + "equity": 10158.8, + "return_pct": 1.63 + }, + { + "date": "2022-10-11", + "equity": 10190.27, + "return_pct": 1.94 + }, + { + "date": "2022-10-12", + "equity": 10197.08, + "return_pct": 2.01 + }, + { + "date": "2022-10-13", + "equity": 10304.42, + "return_pct": 3.08 + }, + { + "date": "2022-10-14", + "equity": 9871.2, + "return_pct": -1.25 + }, + { + "date": "2022-10-17", + "equity": 10033.82, + "return_pct": 0.38 + }, + { + "date": "2022-10-18", + "equity": 10166.48, + "return_pct": 1.7 + }, + { + "date": "2022-10-19", + "equity": 10333.6, + "return_pct": 3.37 + }, + { + "date": "2022-10-20", + "equity": 10371.54, + "return_pct": 3.75 + }, + { + "date": "2022-10-21", + "equity": 10950.54, + "return_pct": 9.55 + }, + { + "date": "2022-10-24", + "equity": 11202.77, + "return_pct": 12.07 + }, + { + "date": "2022-10-25", + "equity": 11283.22, + "return_pct": 12.87 + }, + { + "date": "2022-10-26", + "equity": 11422.26, + "return_pct": 14.27 + }, + { + "date": "2022-10-27", + "equity": 11402.05, + "return_pct": 14.06 + }, + { + "date": "2022-10-28", + "equity": 11273.82, + "return_pct": 12.78 + }, + { + "date": "2022-10-31", + "equity": 11349.89, + "return_pct": 13.54 + }, + { + "date": "2022-11-01", + "equity": 11422.29, + "return_pct": 14.27 + }, + { + "date": "2022-11-02", + "equity": 11177.85, + "return_pct": 11.82 + }, + { + "date": "2022-11-03", + "equity": 11260.31, + "return_pct": 12.65 + }, + { + "date": "2022-11-04", + "equity": 11525.39, + "return_pct": 15.3 + }, + { + "date": "2022-11-07", + "equity": 11734.26, + "return_pct": 17.39 + }, + { + "date": "2022-11-08", + "equity": 11742.5, + "return_pct": 17.47 + }, + { + "date": "2022-11-09", + "equity": 11329.27, + "return_pct": 13.33 + }, + { + "date": "2022-11-10", + "equity": 11560.47, + "return_pct": 15.65 + }, + { + "date": "2022-11-11", + "equity": 11729.66, + "return_pct": 17.34 + }, + { + "date": "2022-11-14", + "equity": 11765.68, + "return_pct": 17.7 + }, + { + "date": "2022-11-15", + "equity": 11869.8, + "return_pct": 18.74 + }, + { + "date": "2022-11-16", + "equity": 11666.58, + "return_pct": 16.71 + }, + { + "date": "2022-11-17", + "equity": 11681.68, + "return_pct": 16.86 + }, + { + "date": "2022-11-18", + "equity": 11707.02, + "return_pct": 17.11 + }, + { + "date": "2022-11-21", + "equity": 11586.94, + "return_pct": 15.91 + }, + { + "date": "2022-11-22", + "equity": 11786.75, + "return_pct": 17.91 + }, + { + "date": "2022-11-23", + "equity": 11638.22, + "return_pct": 16.43 + }, + { + "date": "2022-11-25", + "equity": 11618.97, + "return_pct": 16.23 + }, + { + "date": "2022-11-28", + "equity": 11451.19, + "return_pct": 14.55 + }, + { + "date": "2022-11-29", + "equity": 11469.59, + "return_pct": 14.74 + }, + { + "date": "2022-11-30", + "equity": 11770.47, + "return_pct": 17.75 + }, + { + "date": "2022-12-01", + "equity": 11738.75, + "return_pct": 17.43 + }, + { + "date": "2022-12-02", + "equity": 11782.21, + "return_pct": 17.87 + }, + { + "date": "2022-12-05", + "equity": 11507.44, + "return_pct": 15.12 + }, + { + "date": "2022-12-06", + "equity": 11424.76, + "return_pct": 14.29 + }, + { + "date": "2022-12-07", + "equity": 11348.87, + "return_pct": 13.53 + }, + { + "date": "2022-12-08", + "equity": 11391.17, + "return_pct": 13.95 + }, + { + "date": "2022-12-09", + "equity": 11260.49, + "return_pct": 12.65 + }, + { + "date": "2022-12-12", + "equity": 11334.64, + "return_pct": 13.39 + }, + { + "date": "2022-12-13", + "equity": 11355.19, + "return_pct": 13.59 + }, + { + "date": "2022-12-14", + "equity": 11364.45, + "return_pct": 13.69 + }, + { + "date": "2022-12-15", + "equity": 11358.06, + "return_pct": 13.62 + }, + { + "date": "2022-12-16", + "equity": 11274.69, + "return_pct": 12.79 + }, + { + "date": "2022-12-19", + "equity": 11039.12, + "return_pct": 10.43 + }, + { + "date": "2022-12-20", + "equity": 11048.22, + "return_pct": 10.52 + }, + { + "date": "2022-12-21", + "equity": 11155.07, + "return_pct": 11.59 + }, + { + "date": "2022-12-22", + "equity": 11044.71, + "return_pct": 10.49 + }, + { + "date": "2022-12-23", + "equity": 11072.06, + "return_pct": 10.76 + }, + { + "date": "2022-12-27", + "equity": 11146.03, + "return_pct": 11.5 + }, + { + "date": "2022-12-28", + "equity": 10894.64, + "return_pct": 8.99 + }, + { + "date": "2022-12-29", + "equity": 11133.97, + "return_pct": 11.38 + }, + { + "date": "2022-12-30", + "equity": 11020.08, + "return_pct": 10.24 + }, + { + "date": "2023-01-03", + "equity": 11001.32, + "return_pct": 10.05 + }, + { + "date": "2023-01-04", + "equity": 11172.18, + "return_pct": 11.76 + }, + { + "date": "2023-01-05", + "equity": 11132.04, + "return_pct": 11.36 + }, + { + "date": "2023-01-06", + "equity": 11213.71, + "return_pct": 12.18 + }, + { + "date": "2023-01-09", + "equity": 11275.45, + "return_pct": 12.8 + }, + { + "date": "2023-01-10", + "equity": 11347.82, + "return_pct": 13.52 + }, + { + "date": "2023-01-11", + "equity": 11406.64, + "return_pct": 14.11 + }, + { + "date": "2023-01-12", + "equity": 11591.69, + "return_pct": 15.96 + }, + { + "date": "2023-01-13", + "equity": 11663.98, + "return_pct": 16.68 + }, + { + "date": "2023-01-17", + "equity": 11606.63, + "return_pct": 16.11 + }, + { + "date": "2023-01-18", + "equity": 11569.9, + "return_pct": 15.74 + }, + { + "date": "2023-01-19", + "equity": 11591.25, + "return_pct": 15.96 + }, + { + "date": "2023-01-20", + "equity": 11773.79, + "return_pct": 17.78 + }, + { + "date": "2023-01-23", + "equity": 12054.37, + "return_pct": 20.59 + }, + { + "date": "2023-01-24", + "equity": 11910.45, + "return_pct": 19.15 + }, + { + "date": "2023-01-25", + "equity": 11965.48, + "return_pct": 19.7 + }, + { + "date": "2023-01-26", + "equity": 12169.79, + "return_pct": 21.74 + }, + { + "date": "2023-01-27", + "equity": 12107.61, + "return_pct": 21.12 + }, + { + "date": "2023-01-30", + "equity": 11842.2, + "return_pct": 18.47 + }, + { + "date": "2023-01-31", + "equity": 12132.59, + "return_pct": 21.37 + }, + { + "date": "2023-02-01", + "equity": 12292.78, + "return_pct": 22.97 + }, + { + "date": "2023-02-02", + "equity": 12314.15, + "return_pct": 23.19 + }, + { + "date": "2023-02-03", + "equity": 12160.42, + "return_pct": 21.65 + }, + { + "date": "2023-02-06", + "equity": 12098.11, + "return_pct": 21.03 + }, + { + "date": "2023-02-07", + "equity": 11890.55, + "return_pct": 18.95 + }, + { + "date": "2023-02-08", + "equity": 11815.71, + "return_pct": 18.2 + }, + { + "date": "2023-02-09", + "equity": 12102.76, + "return_pct": 21.07 + }, + { + "date": "2023-02-10", + "equity": 12173.94, + "return_pct": 21.78 + }, + { + "date": "2023-02-13", + "equity": 12246.79, + "return_pct": 22.51 + }, + { + "date": "2023-02-14", + "equity": 12284.82, + "return_pct": 22.89 + }, + { + "date": "2023-02-15", + "equity": 12160.18, + "return_pct": 21.65 + }, + { + "date": "2023-02-16", + "equity": 11999.29, + "return_pct": 20.04 + }, + { + "date": "2023-02-17", + "equity": 11860.53, + "return_pct": 18.65 + }, + { + "date": "2023-02-21", + "equity": 11703.41, + "return_pct": 17.08 + }, + { + "date": "2023-02-22", + "equity": 11666.28, + "return_pct": 16.71 + }, + { + "date": "2023-02-23", + "equity": 11683.67, + "return_pct": 16.88 + }, + { + "date": "2023-02-24", + "equity": 11631.5, + "return_pct": 16.36 + }, + { + "date": "2023-02-27", + "equity": 11629.62, + "return_pct": 16.34 + }, + { + "date": "2023-02-28", + "equity": 11633.38, + "return_pct": 16.38 + }, + { + "date": "2023-03-01", + "equity": 11628.75, + "return_pct": 16.33 + }, + { + "date": "2023-03-02", + "equity": 11637.26, + "return_pct": 16.42 + }, + { + "date": "2023-03-03", + "equity": 11674.59, + "return_pct": 16.79 + }, + { + "date": "2023-03-06", + "equity": 11672.92, + "return_pct": 16.77 + }, + { + "date": "2023-03-07", + "equity": 11617.07, + "return_pct": 16.21 + }, + { + "date": "2023-03-08", + "equity": 11600.35, + "return_pct": 16.05 + }, + { + "date": "2023-03-09", + "equity": 11496.24, + "return_pct": 15.01 + }, + { + "date": "2023-03-10", + "equity": 11402.4, + "return_pct": 14.07 + }, + { + "date": "2023-03-13", + "equity": 11327.81, + "return_pct": 13.32 + }, + { + "date": "2023-03-14", + "equity": 11376.83, + "return_pct": 13.81 + }, + { + "date": "2023-03-15", + "equity": 11295.89, + "return_pct": 13.0 + }, + { + "date": "2023-03-16", + "equity": 11291.61, + "return_pct": 12.96 + }, + { + "date": "2023-03-17", + "equity": 11278.1, + "return_pct": 12.82 + }, + { + "date": "2023-03-20", + "equity": 11366.24, + "return_pct": 13.7 + }, + { + "date": "2023-03-21", + "equity": 11380.18, + "return_pct": 13.84 + }, + { + "date": "2023-03-22", + "equity": 11309.24, + "return_pct": 13.13 + }, + { + "date": "2023-03-23", + "equity": 11304.87, + "return_pct": 13.09 + }, + { + "date": "2023-03-24", + "equity": 11182.68, + "return_pct": 11.87 + }, + { + "date": "2023-03-27", + "equity": 11070.72, + "return_pct": 10.75 + }, + { + "date": "2023-03-28", + "equity": 11060.33, + "return_pct": 10.64 + }, + { + "date": "2023-03-29", + "equity": 11092.61, + "return_pct": 10.97 + }, + { + "date": "2023-03-30", + "equity": 11109.03, + "return_pct": 11.13 + }, + { + "date": "2023-03-31", + "equity": 11241.87, + "return_pct": 12.46 + }, + { + "date": "2023-04-03", + "equity": 11320.83, + "return_pct": 13.25 + }, + { + "date": "2023-04-04", + "equity": 11214.4, + "return_pct": 12.19 + }, + { + "date": "2023-04-05", + "equity": 11178.87, + "return_pct": 11.83 + }, + { + "date": "2023-04-06", + "equity": 11175.74, + "return_pct": 11.8 + }, + { + "date": "2023-04-10", + "equity": 11210.75, + "return_pct": 12.15 + }, + { + "date": "2023-04-11", + "equity": 11361.98, + "return_pct": 13.66 + }, + { + "date": "2023-04-12", + "equity": 11318.44, + "return_pct": 13.23 + }, + { + "date": "2023-04-13", + "equity": 11355.98, + "return_pct": 13.6 + }, + { + "date": "2023-04-14", + "equity": 11224.5, + "return_pct": 12.29 + }, + { + "date": "2023-04-17", + "equity": 11227.96, + "return_pct": 12.32 + }, + { + "date": "2023-04-18", + "equity": 11292.53, + "return_pct": 12.97 + }, + { + "date": "2023-04-19", + "equity": 11372.18, + "return_pct": 13.76 + }, + { + "date": "2023-04-20", + "equity": 11441.46, + "return_pct": 14.46 + }, + { + "date": "2023-04-21", + "equity": 11523.26, + "return_pct": 15.28 + }, + { + "date": "2023-04-24", + "equity": 11523.48, + "return_pct": 15.28 + }, + { + "date": "2023-04-25", + "equity": 11394.13, + "return_pct": 13.98 + }, + { + "date": "2023-04-26", + "equity": 11303.87, + "return_pct": 13.08 + }, + { + "date": "2023-04-27", + "equity": 11591.39, + "return_pct": 15.96 + }, + { + "date": "2023-04-28", + "equity": 11634.29, + "return_pct": 16.39 + }, + { + "date": "2023-05-01", + "equity": 11618.71, + "return_pct": 16.23 + }, + { + "date": "2023-05-02", + "equity": 11525.24, + "return_pct": 15.3 + }, + { + "date": "2023-05-03", + "equity": 11509.74, + "return_pct": 15.14 + }, + { + "date": "2023-05-04", + "equity": 11345.43, + "return_pct": 13.5 + }, + { + "date": "2023-05-05", + "equity": 11577.52, + "return_pct": 15.82 + }, + { + "date": "2023-05-08", + "equity": 11834.09, + "return_pct": 18.39 + }, + { + "date": "2023-05-09", + "equity": 11735.06, + "return_pct": 17.39 + }, + { + "date": "2023-05-10", + "equity": 11862.21, + "return_pct": 18.67 + }, + { + "date": "2023-05-11", + "equity": 11865.33, + "return_pct": 18.7 + }, + { + "date": "2023-05-12", + "equity": 11715.38, + "return_pct": 17.2 + }, + { + "date": "2023-05-15", + "equity": 11794.73, + "return_pct": 17.99 + }, + { + "date": "2023-05-16", + "equity": 11748.08, + "return_pct": 17.52 + }, + { + "date": "2023-05-17", + "equity": 11980.76, + "return_pct": 19.85 + }, + { + "date": "2023-05-18", + "equity": 12433.28, + "return_pct": 24.38 + }, + { + "date": "2023-05-19", + "equity": 12297.81, + "return_pct": 23.02 + }, + { + "date": "2023-05-22", + "equity": 12435.28, + "return_pct": 24.4 + }, + { + "date": "2023-05-23", + "equity": 12167.29, + "return_pct": 21.72 + }, + { + "date": "2023-05-24", + "equity": 12141.56, + "return_pct": 21.46 + }, + { + "date": "2023-05-25", + "equity": 12971.19, + "return_pct": 29.76 + }, + { + "date": "2023-05-26", + "equity": 13356.33, + "return_pct": 33.61 + }, + { + "date": "2023-05-30", + "equity": 13531.04, + "return_pct": 35.36 + }, + { + "date": "2023-05-31", + "equity": 13304.12, + "return_pct": 33.09 + }, + { + "date": "2023-06-01", + "equity": 13661.91, + "return_pct": 36.67 + }, + { + "date": "2023-06-02", + "equity": 13703.53, + "return_pct": 37.09 + }, + { + "date": "2023-06-05", + "equity": 13730.09, + "return_pct": 37.35 + }, + { + "date": "2023-06-06", + "equity": 13574.11, + "return_pct": 35.79 + }, + { + "date": "2023-06-07", + "equity": 13365.33, + "return_pct": 33.7 + }, + { + "date": "2023-06-08", + "equity": 13552.28, + "return_pct": 35.57 + }, + { + "date": "2023-06-09", + "equity": 13737.58, + "return_pct": 37.43 + }, + { + "date": "2023-06-12", + "equity": 13870.72, + "return_pct": 38.76 + }, + { + "date": "2023-06-13", + "equity": 14020.93, + "return_pct": 40.26 + }, + { + "date": "2023-06-14", + "equity": 14124.6, + "return_pct": 41.3 + }, + { + "date": "2023-06-15", + "equity": 14430.61, + "return_pct": 44.36 + }, + { + "date": "2023-06-16", + "equity": 14322.41, + "return_pct": 43.28 + }, + { + "date": "2023-06-20", + "equity": 14240.2, + "return_pct": 42.46 + }, + { + "date": "2023-06-21", + "equity": 14170.17, + "return_pct": 41.75 + }, + { + "date": "2023-06-22", + "equity": 14072.86, + "return_pct": 40.78 + }, + { + "date": "2023-06-23", + "equity": 14109.0, + "return_pct": 41.14 + }, + { + "date": "2023-06-26", + "equity": 13821.07, + "return_pct": 38.26 + }, + { + "date": "2023-06-27", + "equity": 14080.41, + "return_pct": 40.86 + }, + { + "date": "2023-06-28", + "equity": 14295.3, + "return_pct": 43.01 + }, + { + "date": "2023-06-29", + "equity": 14322.21, + "return_pct": 43.28 + }, + { + "date": "2023-06-30", + "equity": 14462.54, + "return_pct": 44.68 + }, + { + "date": "2023-07-03", + "equity": 14769.97, + "return_pct": 47.75 + }, + { + "date": "2023-07-05", + "equity": 14856.52, + "return_pct": 48.62 + }, + { + "date": "2023-07-06", + "equity": 14650.16, + "return_pct": 46.56 + }, + { + "date": "2023-07-07", + "equity": 14749.18, + "return_pct": 47.55 + }, + { + "date": "2023-07-10", + "equity": 15133.22, + "return_pct": 51.39 + }, + { + "date": "2023-07-11", + "equity": 15561.27, + "return_pct": 55.67 + }, + { + "date": "2023-07-12", + "equity": 15810.65, + "return_pct": 58.17 + }, + { + "date": "2023-07-13", + "equity": 16308.06, + "return_pct": 63.14 + }, + { + "date": "2023-07-14", + "equity": 16317.7, + "return_pct": 63.24 + }, + { + "date": "2023-07-17", + "equity": 16476.5, + "return_pct": 64.83 + }, + { + "date": "2023-07-18", + "equity": 16513.41, + "return_pct": 65.2 + }, + { + "date": "2023-07-19", + "equity": 16525.27, + "return_pct": 65.31 + }, + { + "date": "2023-07-20", + "equity": 16034.27, + "return_pct": 60.4 + }, + { + "date": "2023-07-21", + "equity": 15954.41, + "return_pct": 59.6 + }, + { + "date": "2023-07-24", + "equity": 15788.79, + "return_pct": 57.95 + }, + { + "date": "2023-07-25", + "equity": 15866.78, + "return_pct": 58.73 + }, + { + "date": "2023-07-26", + "equity": 15938.34, + "return_pct": 59.44 + }, + { + "date": "2023-07-27", + "equity": 15884.04, + "return_pct": 58.9 + }, + { + "date": "2023-07-28", + "equity": 16314.26, + "return_pct": 63.2 + }, + { + "date": "2023-07-31", + "equity": 16184.25, + "return_pct": 61.9 + }, + { + "date": "2023-08-01", + "equity": 16129.6, + "return_pct": 61.36 + }, + { + "date": "2023-08-02", + "equity": 15978.74, + "return_pct": 59.85 + }, + { + "date": "2023-08-03", + "equity": 15840.86, + "return_pct": 58.47 + }, + { + "date": "2023-08-04", + "equity": 15646.68, + "return_pct": 56.53 + }, + { + "date": "2023-08-07", + "equity": 15658.1, + "return_pct": 56.64 + }, + { + "date": "2023-08-08", + "equity": 15535.63, + "return_pct": 55.41 + }, + { + "date": "2023-08-09", + "equity": 15270.04, + "return_pct": 52.76 + }, + { + "date": "2023-08-10", + "equity": 15252.88, + "return_pct": 52.59 + }, + { + "date": "2023-08-11", + "equity": 15218.91, + "return_pct": 52.25 + }, + { + "date": "2023-08-14", + "equity": 15186.16, + "return_pct": 51.92 + }, + { + "date": "2023-08-15", + "equity": 15107.82, + "return_pct": 51.13 + }, + { + "date": "2023-08-16", + "equity": 14996.68, + "return_pct": 50.02 + }, + { + "date": "2023-08-17", + "equity": 14732.38, + "return_pct": 47.38 + }, + { + "date": "2023-08-18", + "equity": 14648.83, + "return_pct": 46.54 + }, + { + "date": "2023-08-21", + "equity": 14579.03, + "return_pct": 45.84 + }, + { + "date": "2023-08-22", + "equity": 14646.31, + "return_pct": 46.52 + }, + { + "date": "2023-08-23", + "equity": 14712.77, + "return_pct": 47.18 + }, + { + "date": "2023-08-24", + "equity": 14351.21, + "return_pct": 43.57 + }, + { + "date": "2023-08-25", + "equity": 14423.78, + "return_pct": 44.29 + }, + { + "date": "2023-08-28", + "equity": 14528.91, + "return_pct": 45.34 + }, + { + "date": "2023-08-29", + "equity": 14671.85, + "return_pct": 46.77 + }, + { + "date": "2023-08-30", + "equity": 14720.84, + "return_pct": 47.26 + }, + { + "date": "2023-08-31", + "equity": 14695.13, + "return_pct": 47.01 + }, + { + "date": "2023-09-01", + "equity": 14827.72, + "return_pct": 48.33 + }, + { + "date": "2023-09-05", + "equity": 14708.78, + "return_pct": 47.14 + }, + { + "date": "2023-09-06", + "equity": 14721.87, + "return_pct": 47.27 + }, + { + "date": "2023-09-07", + "equity": 14443.4, + "return_pct": 44.49 + }, + { + "date": "2023-09-08", + "equity": 14408.87, + "return_pct": 44.14 + }, + { + "date": "2023-09-11", + "equity": 14604.23, + "return_pct": 46.1 + }, + { + "date": "2023-09-12", + "equity": 14550.05, + "return_pct": 45.55 + }, + { + "date": "2023-09-13", + "equity": 14403.75, + "return_pct": 44.09 + }, + { + "date": "2023-09-14", + "equity": 14604.15, + "return_pct": 46.1 + }, + { + "date": "2023-09-15", + "equity": 14261.7, + "return_pct": 42.67 + }, + { + "date": "2023-09-18", + "equity": 14236.45, + "return_pct": 42.42 + }, + { + "date": "2023-09-19", + "equity": 14127.33, + "return_pct": 41.33 + }, + { + "date": "2023-09-20", + "equity": 14032.11, + "return_pct": 40.37 + }, + { + "date": "2023-09-21", + "equity": 13861.6, + "return_pct": 38.67 + }, + { + "date": "2023-09-22", + "equity": 13933.35, + "return_pct": 39.39 + }, + { + "date": "2023-09-25", + "equity": 14004.84, + "return_pct": 40.1 + }, + { + "date": "2023-09-26", + "equity": 13919.75, + "return_pct": 39.25 + }, + { + "date": "2023-09-27", + "equity": 13987.17, + "return_pct": 39.92 + }, + { + "date": "2023-09-28", + "equity": 14110.82, + "return_pct": 41.16 + }, + { + "date": "2023-09-29", + "equity": 13968.01, + "return_pct": 39.73 + }, + { + "date": "2023-10-02", + "equity": 13910.85, + "return_pct": 39.16 + }, + { + "date": "2023-10-03", + "equity": 13821.64, + "return_pct": 38.27 + }, + { + "date": "2023-10-04", + "equity": 13819.0, + "return_pct": 38.24 + }, + { + "date": "2023-10-05", + "equity": 13822.28, + "return_pct": 38.27 + }, + { + "date": "2023-10-06", + "equity": 13959.33, + "return_pct": 39.65 + }, + { + "date": "2023-10-09", + "equity": 14000.46, + "return_pct": 40.06 + }, + { + "date": "2023-10-10", + "equity": 14061.58, + "return_pct": 40.67 + }, + { + "date": "2023-10-11", + "equity": 14138.89, + "return_pct": 41.44 + }, + { + "date": "2023-10-12", + "equity": 13971.04, + "return_pct": 39.76 + }, + { + "date": "2023-10-13", + "equity": 13651.95, + "return_pct": 36.57 + }, + { + "date": "2023-10-16", + "equity": 13662.39, + "return_pct": 36.67 + }, + { + "date": "2023-10-17", + "equity": 13562.13, + "return_pct": 35.67 + }, + { + "date": "2023-10-18", + "equity": 13404.33, + "return_pct": 34.09 + }, + { + "date": "2023-10-19", + "equity": 13295.8, + "return_pct": 33.01 + }, + { + "date": "2023-10-20", + "equity": 13084.61, + "return_pct": 30.89 + }, + { + "date": "2023-10-23", + "equity": 13136.45, + "return_pct": 31.41 + }, + { + "date": "2023-10-24", + "equity": 13055.24, + "return_pct": 30.6 + }, + { + "date": "2023-10-25", + "equity": 12941.69, + "return_pct": 29.47 + }, + { + "date": "2023-10-26", + "equity": 12939.1, + "return_pct": 29.44 + }, + { + "date": "2023-10-27", + "equity": 12912.41, + "return_pct": 29.17 + }, + { + "date": "2023-10-30", + "equity": 12954.89, + "return_pct": 29.6 + }, + { + "date": "2023-10-31", + "equity": 12935.29, + "return_pct": 29.4 + }, + { + "date": "2023-11-01", + "equity": 12895.53, + "return_pct": 29.0 + }, + { + "date": "2023-11-02", + "equity": 12991.93, + "return_pct": 29.97 + }, + { + "date": "2023-11-03", + "equity": 13363.04, + "return_pct": 33.68 + }, + { + "date": "2023-11-06", + "equity": 13289.22, + "return_pct": 32.94 + }, + { + "date": "2023-11-07", + "equity": 13395.32, + "return_pct": 34.0 + }, + { + "date": "2023-11-08", + "equity": 13316.23, + "return_pct": 33.21 + }, + { + "date": "2023-11-09", + "equity": 13248.2, + "return_pct": 32.53 + }, + { + "date": "2023-11-10", + "equity": 13667.77, + "return_pct": 36.73 + }, + { + "date": "2023-11-13", + "equity": 13709.4, + "return_pct": 37.15 + }, + { + "date": "2023-11-14", + "equity": 14112.07, + "return_pct": 41.17 + }, + { + "date": "2023-11-15", + "equity": 14061.69, + "return_pct": 40.67 + }, + { + "date": "2023-11-16", + "equity": 14113.81, + "return_pct": 41.19 + }, + { + "date": "2023-11-17", + "equity": 14201.73, + "return_pct": 42.07 + }, + { + "date": "2023-11-20", + "equity": 14371.35, + "return_pct": 43.77 + }, + { + "date": "2023-11-21", + "equity": 14150.02, + "return_pct": 41.55 + }, + { + "date": "2023-11-22", + "equity": 14278.02, + "return_pct": 42.83 + }, + { + "date": "2023-11-24", + "equity": 14147.38, + "return_pct": 41.53 + }, + { + "date": "2023-11-27", + "equity": 14128.99, + "return_pct": 41.34 + }, + { + "date": "2023-11-28", + "equity": 14174.59, + "return_pct": 41.8 + }, + { + "date": "2023-11-29", + "equity": 14069.82, + "return_pct": 40.75 + }, + { + "date": "2023-11-30", + "equity": 13966.66, + "return_pct": 39.72 + }, + { + "date": "2023-12-01", + "equity": 14068.13, + "return_pct": 40.73 + }, + { + "date": "2023-12-04", + "equity": 14047.59, + "return_pct": 40.53 + }, + { + "date": "2023-12-05", + "equity": 13884.59, + "return_pct": 38.9 + }, + { + "date": "2023-12-06", + "equity": 13739.34, + "return_pct": 37.44 + }, + { + "date": "2023-12-07", + "equity": 14194.66, + "return_pct": 42.0 + }, + { + "date": "2023-12-08", + "equity": 14516.7, + "return_pct": 45.22 + }, + { + "date": "2023-12-11", + "equity": 14570.37, + "return_pct": 45.76 + }, + { + "date": "2023-12-12", + "equity": 14691.85, + "return_pct": 46.97 + }, + { + "date": "2023-12-13", + "equity": 14920.0, + "return_pct": 49.26 + }, + { + "date": "2023-12-14", + "equity": 15271.01, + "return_pct": 52.77 + }, + { + "date": "2023-12-15", + "equity": 15307.61, + "return_pct": 53.13 + }, + { + "date": "2023-12-18", + "equity": 15685.25, + "return_pct": 56.91 + }, + { + "date": "2023-12-19", + "equity": 16215.96, + "return_pct": 62.22 + }, + { + "date": "2023-12-20", + "equity": 15743.82, + "return_pct": 57.5 + }, + { + "date": "2023-12-21", + "equity": 16192.91, + "return_pct": 61.99 + }, + { + "date": "2023-12-22", + "equity": 15905.51, + "return_pct": 59.11 + }, + { + "date": "2023-12-26", + "equity": 15799.47, + "return_pct": 58.05 + }, + { + "date": "2023-12-27", + "equity": 16061.95, + "return_pct": 60.68 + }, + { + "date": "2023-12-28", + "equity": 16009.01, + "return_pct": 60.15 + }, + { + "date": "2023-12-29", + "equity": 15602.47, + "return_pct": 56.08 + }, + { + "date": "2024-01-02", + "equity": 14969.66, + "return_pct": 49.75 + }, + { + "date": "2024-01-03", + "equity": 14478.3, + "return_pct": 44.84 + }, + { + "date": "2024-01-04", + "equity": 14580.2, + "return_pct": 45.86 + }, + { + "date": "2024-01-05", + "equity": 14589.95, + "return_pct": 45.95 + }, + { + "date": "2024-01-08", + "equity": 14942.35, + "return_pct": 49.48 + }, + { + "date": "2024-01-09", + "equity": 14944.88, + "return_pct": 49.5 + }, + { + "date": "2024-01-10", + "equity": 14995.03, + "return_pct": 50.01 + }, + { + "date": "2024-01-11", + "equity": 14788.38, + "return_pct": 47.94 + }, + { + "date": "2024-01-12", + "equity": 14580.41, + "return_pct": 45.86 + }, + { + "date": "2024-01-16", + "equity": 14449.8, + "return_pct": 44.55 + }, + { + "date": "2024-01-17", + "equity": 14317.86, + "return_pct": 43.23 + }, + { + "date": "2024-01-18", + "equity": 14595.83, + "return_pct": 46.01 + }, + { + "date": "2024-01-19", + "equity": 14650.8, + "return_pct": 46.56 + }, + { + "date": "2024-01-22", + "equity": 14911.68, + "return_pct": 49.17 + }, + { + "date": "2024-01-23", + "equity": 15031.68, + "return_pct": 50.37 + }, + { + "date": "2024-01-24", + "equity": 15041.49, + "return_pct": 50.47 + }, + { + "date": "2024-01-25", + "equity": 15155.34, + "return_pct": 51.61 + }, + { + "date": "2024-01-26", + "equity": 15192.36, + "return_pct": 51.98 + }, + { + "date": "2024-01-29", + "equity": 15415.79, + "return_pct": 54.22 + }, + { + "date": "2024-01-30", + "equity": 14914.97, + "return_pct": 49.21 + }, + { + "date": "2024-01-31", + "equity": 14685.76, + "return_pct": 46.91 + }, + { + "date": "2024-02-01", + "equity": 14919.29, + "return_pct": 49.25 + }, + { + "date": "2024-02-02", + "equity": 15549.09, + "return_pct": 55.55 + }, + { + "date": "2024-02-05", + "equity": 15326.25, + "return_pct": 53.32 + }, + { + "date": "2024-02-06", + "equity": 15387.06, + "return_pct": 53.93 + }, + { + "date": "2024-02-07", + "equity": 15702.4, + "return_pct": 57.08 + }, + { + "date": "2024-02-08", + "equity": 15812.06, + "return_pct": 58.18 + }, + { + "date": "2024-02-09", + "equity": 16027.35, + "return_pct": 60.33 + }, + { + "date": "2024-02-12", + "equity": 15955.04, + "return_pct": 59.61 + }, + { + "date": "2024-02-13", + "equity": 15630.48, + "return_pct": 56.36 + }, + { + "date": "2024-02-14", + "equity": 15946.66, + "return_pct": 59.53 + }, + { + "date": "2024-02-15", + "equity": 16912.12, + "return_pct": 69.18 + }, + { + "date": "2024-02-16", + "equity": 16790.03, + "return_pct": 67.96 + }, + { + "date": "2024-02-20", + "equity": 16457.61, + "return_pct": 64.64 + }, + { + "date": "2024-02-21", + "equity": 16089.59, + "return_pct": 60.96 + }, + { + "date": "2024-02-22", + "equity": 16748.52, + "return_pct": 67.55 + }, + { + "date": "2024-02-23", + "equity": 16617.53, + "return_pct": 66.24 + }, + { + "date": "2024-02-26", + "equity": 17011.65, + "return_pct": 70.18 + }, + { + "date": "2024-02-27", + "equity": 17423.82, + "return_pct": 74.3 + }, + { + "date": "2024-02-28", + "equity": 17231.82, + "return_pct": 72.38 + }, + { + "date": "2024-02-29", + "equity": 17505.53, + "return_pct": 75.12 + }, + { + "date": "2024-03-01", + "equity": 17899.55, + "return_pct": 79.06 + }, + { + "date": "2024-03-04", + "equity": 18167.31, + "return_pct": 81.74 + }, + { + "date": "2024-03-05", + "equity": 17693.21, + "return_pct": 77.0 + }, + { + "date": "2024-03-06", + "equity": 18266.04, + "return_pct": 82.73 + }, + { + "date": "2024-03-07", + "equity": 18343.79, + "return_pct": 83.51 + }, + { + "date": "2024-03-08", + "equity": 18284.11, + "return_pct": 82.91 + }, + { + "date": "2024-03-11", + "equity": 18052.1, + "return_pct": 80.59 + }, + { + "date": "2024-03-12", + "equity": 18199.08, + "return_pct": 82.06 + }, + { + "date": "2024-03-13", + "equity": 18203.93, + "return_pct": 82.11 + }, + { + "date": "2024-03-14", + "equity": 17830.27, + "return_pct": 78.37 + }, + { + "date": "2024-03-15", + "equity": 17685.95, + "return_pct": 76.93 + }, + { + "date": "2024-03-18", + "equity": 17941.09, + "return_pct": 79.48 + }, + { + "date": "2024-03-19", + "equity": 17819.97, + "return_pct": 78.27 + }, + { + "date": "2024-03-20", + "equity": 18482.91, + "return_pct": 84.9 + }, + { + "date": "2024-03-21", + "equity": 18739.72, + "return_pct": 87.47 + }, + { + "date": "2024-03-22", + "equity": 18692.43, + "return_pct": 86.99 + }, + { + "date": "2024-03-25", + "equity": 19093.62, + "return_pct": 91.01 + }, + { + "date": "2024-03-26", + "equity": 19180.51, + "return_pct": 91.88 + }, + { + "date": "2024-03-27", + "equity": 18868.82, + "return_pct": 88.76 + }, + { + "date": "2024-03-28", + "equity": 18961.3, + "return_pct": 89.68 + }, + { + "date": "2024-04-01", + "equity": 19299.97, + "return_pct": 93.07 + }, + { + "date": "2024-04-02", + "equity": 19164.63, + "return_pct": 91.72 + }, + { + "date": "2024-04-03", + "equity": 19868.55, + "return_pct": 98.76 + }, + { + "date": "2024-04-04", + "equity": 19561.14, + "return_pct": 95.68 + }, + { + "date": "2024-04-05", + "equity": 20166.4, + "return_pct": 101.74 + }, + { + "date": "2024-04-08", + "equity": 20168.8, + "return_pct": 101.76 + }, + { + "date": "2024-04-09", + "equity": 19978.87, + "return_pct": 99.86 + }, + { + "date": "2024-04-10", + "equity": 19956.77, + "return_pct": 99.64 + }, + { + "date": "2024-04-11", + "equity": 20152.64, + "return_pct": 101.6 + }, + { + "date": "2024-04-12", + "equity": 19718.22, + "return_pct": 97.26 + }, + { + "date": "2024-04-15", + "equity": 19481.15, + "return_pct": 94.88 + }, + { + "date": "2024-04-16", + "equity": 19647.17, + "return_pct": 96.54 + }, + { + "date": "2024-04-17", + "equity": 19437.48, + "return_pct": 94.45 + }, + { + "date": "2024-04-18", + "equity": 19356.41, + "return_pct": 93.64 + }, + { + "date": "2024-04-19", + "equity": 19046.21, + "return_pct": 90.53 + }, + { + "date": "2024-04-22", + "equity": 19112.09, + "return_pct": 91.19 + }, + { + "date": "2024-04-23", + "equity": 19403.78, + "return_pct": 94.11 + }, + { + "date": "2024-04-24", + "equity": 19325.02, + "return_pct": 93.32 + }, + { + "date": "2024-04-25", + "equity": 19434.11, + "return_pct": 94.41 + }, + { + "date": "2024-04-26", + "equity": 19635.65, + "return_pct": 96.43 + }, + { + "date": "2024-04-29", + "equity": 19899.49, + "return_pct": 99.07 + }, + { + "date": "2024-04-30", + "equity": 19742.19, + "return_pct": 97.5 + }, + { + "date": "2024-05-01", + "equity": 19447.4, + "return_pct": 94.55 + }, + { + "date": "2024-05-02", + "equity": 19646.81, + "return_pct": 96.54 + }, + { + "date": "2024-05-03", + "equity": 19798.85, + "return_pct": 98.06 + }, + { + "date": "2024-05-06", + "equity": 20090.98, + "return_pct": 100.98 + }, + { + "date": "2024-05-07", + "equity": 20059.35, + "return_pct": 100.67 + }, + { + "date": "2024-05-08", + "equity": 20054.39, + "return_pct": 100.62 + }, + { + "date": "2024-05-09", + "equity": 20438.16, + "return_pct": 104.46 + }, + { + "date": "2024-05-10", + "equity": 20521.65, + "return_pct": 105.29 + }, + { + "date": "2024-05-13", + "equity": 20369.11, + "return_pct": 103.77 + }, + { + "date": "2024-05-14", + "equity": 20476.71, + "return_pct": 104.84 + }, + { + "date": "2024-05-15", + "equity": 20837.03, + "return_pct": 108.45 + }, + { + "date": "2024-05-16", + "equity": 20642.54, + "return_pct": 106.5 + }, + { + "date": "2024-05-17", + "equity": 20739.67, + "return_pct": 107.47 + }, + { + "date": "2024-05-20", + "equity": 20823.33, + "return_pct": 108.31 + }, + { + "date": "2024-05-21", + "equity": 20830.39, + "return_pct": 108.38 + }, + { + "date": "2024-05-22", + "equity": 20316.46, + "return_pct": 103.24 + }, + { + "date": "2024-05-23", + "equity": 19999.09, + "return_pct": 100.07 + }, + { + "date": "2024-05-24", + "equity": 20216.42, + "return_pct": 102.24 + }, + { + "date": "2024-05-28", + "equity": 20306.14, + "return_pct": 103.14 + }, + { + "date": "2024-05-29", + "equity": 20202.09, + "return_pct": 102.1 + }, + { + "date": "2024-05-30", + "equity": 19684.15, + "return_pct": 96.91 + }, + { + "date": "2024-05-31", + "equity": 19462.94, + "return_pct": 94.7 + }, + { + "date": "2024-06-03", + "equity": 19526.05, + "return_pct": 95.33 + }, + { + "date": "2024-06-04", + "equity": 19393.56, + "return_pct": 94.01 + }, + { + "date": "2024-06-05", + "equity": 19437.64, + "return_pct": 94.45 + }, + { + "date": "2024-06-06", + "equity": 19394.63, + "return_pct": 94.02 + }, + { + "date": "2024-06-07", + "equity": 19342.79, + "return_pct": 93.5 + }, + { + "date": "2024-06-10", + "equity": 19499.7, + "return_pct": 95.07 + }, + { + "date": "2024-06-11", + "equity": 19486.7, + "return_pct": 94.94 + }, + { + "date": "2024-06-12", + "equity": 19790.55, + "return_pct": 97.98 + }, + { + "date": "2024-06-13", + "equity": 19488.29, + "return_pct": 94.96 + }, + { + "date": "2024-06-14", + "equity": 19366.98, + "return_pct": 93.74 + }, + { + "date": "2024-06-17", + "equity": 19286.58, + "return_pct": 92.94 + }, + { + "date": "2024-06-18", + "equity": 19274.12, + "return_pct": 92.81 + }, + { + "date": "2024-06-20", + "equity": 19175.61, + "return_pct": 91.83 + }, + { + "date": "2024-06-21", + "equity": 19087.37, + "return_pct": 90.94 + }, + { + "date": "2024-06-24", + "equity": 18982.02, + "return_pct": 89.89 + }, + { + "date": "2024-06-25", + "equity": 19114.2, + "return_pct": 91.21 + }, + { + "date": "2024-06-26", + "equity": 19050.41, + "return_pct": 90.58 + }, + { + "date": "2024-06-27", + "equity": 19050.57, + "return_pct": 90.58 + }, + { + "date": "2024-06-28", + "equity": 19216.96, + "return_pct": 92.24 + }, + { + "date": "2024-07-01", + "equity": 19160.17, + "return_pct": 91.67 + }, + { + "date": "2024-07-02", + "equity": 19166.44, + "return_pct": 91.74 + }, + { + "date": "2024-07-03", + "equity": 19435.07, + "return_pct": 94.42 + }, + { + "date": "2024-07-05", + "equity": 19271.61, + "return_pct": 92.79 + }, + { + "date": "2024-07-08", + "equity": 19153.53, + "return_pct": 91.61 + }, + { + "date": "2024-07-09", + "equity": 19169.77, + "return_pct": 91.77 + }, + { + "date": "2024-07-10", + "equity": 19128.91, + "return_pct": 91.36 + }, + { + "date": "2024-07-11", + "equity": 19363.02, + "return_pct": 93.7 + }, + { + "date": "2024-07-12", + "equity": 19550.76, + "return_pct": 95.58 + }, + { + "date": "2024-07-15", + "equity": 20146.45, + "return_pct": 101.54 + }, + { + "date": "2024-07-16", + "equity": 20294.89, + "return_pct": 103.02 + }, + { + "date": "2024-07-17", + "equity": 19512.49, + "return_pct": 95.2 + }, + { + "date": "2024-07-18", + "equity": 19157.82, + "return_pct": 91.65 + }, + { + "date": "2024-07-19", + "equity": 19238.93, + "return_pct": 92.46 + }, + { + "date": "2024-07-22", + "equity": 19254.48, + "return_pct": 92.62 + }, + { + "date": "2024-07-23", + "equity": 19048.63, + "return_pct": 90.56 + }, + { + "date": "2024-07-24", + "equity": 18648.21, + "return_pct": 86.55 + }, + { + "date": "2024-07-25", + "equity": 18701.96, + "return_pct": 87.09 + }, + { + "date": "2024-07-26", + "equity": 18886.16, + "return_pct": 88.93 + }, + { + "date": "2024-07-29", + "equity": 18718.31, + "return_pct": 87.25 + }, + { + "date": "2024-07-30", + "equity": 18759.37, + "return_pct": 87.66 + }, + { + "date": "2024-07-31", + "equity": 19075.37, + "return_pct": 90.82 + }, + { + "date": "2024-08-01", + "equity": 19089.27, + "return_pct": 90.96 + }, + { + "date": "2024-08-02", + "equity": 18512.53, + "return_pct": 85.19 + }, + { + "date": "2024-08-05", + "equity": 18114.7, + "return_pct": 81.21 + }, + { + "date": "2024-08-06", + "equity": 18169.22, + "return_pct": 81.76 + }, + { + "date": "2024-08-07", + "equity": 18177.26, + "return_pct": 81.84 + }, + { + "date": "2024-08-08", + "equity": 18267.22, + "return_pct": 82.74 + }, + { + "date": "2024-08-09", + "equity": 18248.04, + "return_pct": 82.55 + }, + { + "date": "2024-08-12", + "equity": 18244.37, + "return_pct": 82.51 + }, + { + "date": "2024-08-13", + "equity": 18246.66, + "return_pct": 82.53 + }, + { + "date": "2024-08-14", + "equity": 18232.09, + "return_pct": 82.39 + }, + { + "date": "2024-08-15", + "equity": 18266.91, + "return_pct": 82.74 + }, + { + "date": "2024-08-16", + "equity": 18259.86, + "return_pct": 82.67 + }, + { + "date": "2024-08-19", + "equity": 18463.8, + "return_pct": 84.71 + }, + { + "date": "2024-08-20", + "equity": 18664.66, + "return_pct": 86.72 + }, + { + "date": "2024-08-21", + "equity": 18618.99, + "return_pct": 86.26 + }, + { + "date": "2024-08-22", + "equity": 18494.13, + "return_pct": 85.01 + }, + { + "date": "2024-08-23", + "equity": 18681.94, + "return_pct": 86.89 + }, + { + "date": "2024-08-26", + "equity": 18502.0, + "return_pct": 85.09 + }, + { + "date": "2024-08-27", + "equity": 18584.27, + "return_pct": 85.91 + }, + { + "date": "2024-08-28", + "equity": 18603.96, + "return_pct": 86.11 + }, + { + "date": "2024-08-29", + "equity": 18647.55, + "return_pct": 86.54 + }, + { + "date": "2024-08-30", + "equity": 18858.95, + "return_pct": 88.66 + }, + { + "date": "2024-09-03", + "equity": 18599.0, + "return_pct": 86.06 + }, + { + "date": "2024-09-04", + "equity": 18500.82, + "return_pct": 85.08 + }, + { + "date": "2024-09-05", + "equity": 18378.54, + "return_pct": 83.85 + }, + { + "date": "2024-09-06", + "equity": 18020.81, + "return_pct": 80.28 + }, + { + "date": "2024-09-09", + "equity": 18254.43, + "return_pct": 82.61 + }, + { + "date": "2024-09-10", + "equity": 18226.55, + "return_pct": 82.33 + }, + { + "date": "2024-09-11", + "equity": 18259.1, + "return_pct": 82.66 + }, + { + "date": "2024-09-12", + "equity": 18460.16, + "return_pct": 84.67 + }, + { + "date": "2024-09-13", + "equity": 18609.04, + "return_pct": 86.16 + }, + { + "date": "2024-09-16", + "equity": 18707.15, + "return_pct": 87.14 + }, + { + "date": "2024-09-17", + "equity": 18704.32, + "return_pct": 87.11 + }, + { + "date": "2024-09-18", + "equity": 18574.99, + "return_pct": 85.82 + }, + { + "date": "2024-09-19", + "equity": 18720.34, + "return_pct": 87.27 + }, + { + "date": "2024-09-20", + "equity": 19565.47, + "return_pct": 95.73 + }, + { + "date": "2024-09-23", + "equity": 19816.37, + "return_pct": 98.24 + }, + { + "date": "2024-09-24", + "equity": 19850.8, + "return_pct": 98.58 + }, + { + "date": "2024-09-25", + "equity": 20068.74, + "return_pct": 100.76 + }, + { + "date": "2024-09-26", + "equity": 19981.75, + "return_pct": 99.89 + }, + { + "date": "2024-09-27", + "equity": 20154.58, + "return_pct": 101.62 + }, + { + "date": "2024-09-30", + "equity": 20299.18, + "return_pct": 103.07 + }, + { + "date": "2024-10-01", + "equity": 20237.66, + "return_pct": 102.45 + }, + { + "date": "2024-10-02", + "equity": 20495.92, + "return_pct": 105.04 + }, + { + "date": "2024-10-03", + "equity": 20752.07, + "return_pct": 107.6 + }, + { + "date": "2024-10-04", + "equity": 21130.89, + "return_pct": 111.39 + }, + { + "date": "2024-10-07", + "equity": 20968.07, + "return_pct": 109.76 + }, + { + "date": "2024-10-08", + "equity": 21328.19, + "return_pct": 113.36 + }, + { + "date": "2024-10-09", + "equity": 21014.83, + "return_pct": 110.23 + }, + { + "date": "2024-10-10", + "equity": 20950.98, + "return_pct": 109.59 + }, + { + "date": "2024-10-11", + "equity": 21389.9, + "return_pct": 113.98 + }, + { + "date": "2024-10-14", + "equity": 21623.08, + "return_pct": 116.31 + }, + { + "date": "2024-10-15", + "equity": 21299.84, + "return_pct": 113.08 + }, + { + "date": "2024-10-16", + "equity": 21769.82, + "return_pct": 117.78 + }, + { + "date": "2024-10-17", + "equity": 21224.69, + "return_pct": 112.33 + }, + { + "date": "2024-10-18", + "equity": 21509.15, + "return_pct": 115.17 + }, + { + "date": "2024-10-21", + "equity": 21668.63, + "return_pct": 116.77 + }, + { + "date": "2024-10-22", + "equity": 21672.17, + "return_pct": 116.8 + }, + { + "date": "2024-10-23", + "equity": 21343.84, + "return_pct": 113.52 + }, + { + "date": "2024-10-24", + "equity": 21519.97, + "return_pct": 115.28 + }, + { + "date": "2024-10-25", + "equity": 21896.42, + "return_pct": 119.05 + }, + { + "date": "2024-10-28", + "equity": 21921.91, + "return_pct": 119.3 + }, + { + "date": "2024-10-29", + "equity": 21893.48, + "return_pct": 119.02 + }, + { + "date": "2024-10-30", + "equity": 21729.28, + "return_pct": 117.37 + }, + { + "date": "2024-10-31", + "equity": 22132.48, + "return_pct": 121.41 + }, + { + "date": "2024-11-01", + "equity": 22035.09, + "return_pct": 120.43 + }, + { + "date": "2024-11-04", + "equity": 22013.71, + "return_pct": 120.22 + }, + { + "date": "2024-11-05", + "equity": 22351.34, + "return_pct": 123.6 + }, + { + "date": "2024-11-06", + "equity": 23418.12, + "return_pct": 134.27 + }, + { + "date": "2024-11-07", + "equity": 23393.13, + "return_pct": 134.02 + }, + { + "date": "2024-11-08", + "equity": 23806.31, + "return_pct": 138.15 + }, + { + "date": "2024-11-11", + "equity": 24117.76, + "return_pct": 141.27 + }, + { + "date": "2024-11-12", + "equity": 24101.11, + "return_pct": 141.1 + }, + { + "date": "2024-11-13", + "equity": 23583.46, + "return_pct": 135.92 + }, + { + "date": "2024-11-14", + "equity": 23379.91, + "return_pct": 133.89 + }, + { + "date": "2024-11-15", + "equity": 23326.54, + "return_pct": 133.35 + }, + { + "date": "2024-11-18", + "equity": 23394.63, + "return_pct": 134.03 + }, + { + "date": "2024-11-19", + "equity": 23599.65, + "return_pct": 136.08 + }, + { + "date": "2024-11-20", + "equity": 23616.27, + "return_pct": 136.25 + }, + { + "date": "2024-11-21", + "equity": 23742.96, + "return_pct": 137.52 + }, + { + "date": "2024-11-22", + "equity": 23931.18, + "return_pct": 139.4 + }, + { + "date": "2024-11-25", + "equity": 24038.62, + "return_pct": 140.48 + }, + { + "date": "2024-11-26", + "equity": 23963.0, + "return_pct": 139.72 + }, + { + "date": "2024-11-27", + "equity": 23925.72, + "return_pct": 139.35 + }, + { + "date": "2024-11-29", + "equity": 24094.93, + "return_pct": 141.04 + }, + { + "date": "2024-12-02", + "equity": 23732.8, + "return_pct": 137.42 + }, + { + "date": "2024-12-03", + "equity": 23625.12, + "return_pct": 136.34 + }, + { + "date": "2024-12-04", + "equity": 23566.23, + "return_pct": 135.75 + }, + { + "date": "2024-12-05", + "equity": 23402.25, + "return_pct": 134.11 + }, + { + "date": "2024-12-06", + "equity": 23357.44, + "return_pct": 133.66 + }, + { + "date": "2024-12-09", + "equity": 23089.07, + "return_pct": 130.98 + }, + { + "date": "2024-12-10", + "equity": 22943.42, + "return_pct": 129.52 + }, + { + "date": "2024-12-11", + "equity": 23137.32, + "return_pct": 131.46 + }, + { + "date": "2024-12-12", + "equity": 23027.23, + "return_pct": 130.36 + }, + { + "date": "2024-12-13", + "equity": 23099.48, + "return_pct": 131.08 + }, + { + "date": "2024-12-16", + "equity": 23398.45, + "return_pct": 134.07 + }, + { + "date": "2024-12-17", + "equity": 23269.02, + "return_pct": 132.78 + }, + { + "date": "2024-12-18", + "equity": 22681.16, + "return_pct": 126.9 + }, + { + "date": "2024-12-19", + "equity": 22568.85, + "return_pct": 125.77 + }, + { + "date": "2024-12-20", + "equity": 22445.71, + "return_pct": 124.54 + }, + { + "date": "2024-12-23", + "equity": 22350.4, + "return_pct": 123.59 + }, + { + "date": "2024-12-24", + "equity": 22360.76, + "return_pct": 123.69 + }, + { + "date": "2024-12-26", + "equity": 22362.83, + "return_pct": 123.71 + }, + { + "date": "2024-12-27", + "equity": 22267.73, + "return_pct": 122.76 + }, + { + "date": "2024-12-30", + "equity": 22224.33, + "return_pct": 122.33 + }, + { + "date": "2024-12-31", + "equity": 22164.51, + "return_pct": 121.73 + }, + { + "date": "2025-01-02", + "equity": 22292.36, + "return_pct": 123.01 + }, + { + "date": "2025-01-03", + "equity": 22404.36, + "return_pct": 124.13 + }, + { + "date": "2025-01-06", + "equity": 22484.12, + "return_pct": 124.92 + }, + { + "date": "2025-01-07", + "equity": 22358.04, + "return_pct": 123.66 + }, + { + "date": "2025-01-08", + "equity": 22372.7, + "return_pct": 123.81 + }, + { + "date": "2025-01-10", + "equity": 22329.89, + "return_pct": 123.38 + }, + { + "date": "2025-01-13", + "equity": 22301.15, + "return_pct": 123.09 + }, + { + "date": "2025-01-14", + "equity": 22428.41, + "return_pct": 124.37 + }, + { + "date": "2025-01-15", + "equity": 22642.78, + "return_pct": 126.51 + }, + { + "date": "2025-01-16", + "equity": 22839.24, + "return_pct": 128.48 + }, + { + "date": "2025-01-17", + "equity": 23198.28, + "return_pct": 132.07 + }, + { + "date": "2025-01-21", + "equity": 23583.43, + "return_pct": 135.92 + }, + { + "date": "2025-01-22", + "equity": 23572.86, + "return_pct": 135.82 + }, + { + "date": "2025-01-23", + "equity": 23324.17, + "return_pct": 133.33 + }, + { + "date": "2025-01-24", + "equity": 23104.99, + "return_pct": 131.14 + }, + { + "date": "2025-01-27", + "equity": 22877.37, + "return_pct": 128.86 + }, + { + "date": "2025-01-28", + "equity": 22675.79, + "return_pct": 126.84 + }, + { + "date": "2025-01-29", + "equity": 22642.74, + "return_pct": 126.51 + }, + { + "date": "2025-01-30", + "equity": 22942.0, + "return_pct": 129.51 + }, + { + "date": "2025-01-31", + "equity": 22851.0, + "return_pct": 128.6 + }, + { + "date": "2025-02-03", + "equity": 22958.59, + "return_pct": 129.67 + }, + { + "date": "2025-02-04", + "equity": 23049.08, + "return_pct": 130.58 + }, + { + "date": "2025-02-05", + "equity": 23450.13, + "return_pct": 134.59 + }, + { + "date": "2025-02-06", + "equity": 23567.61, + "return_pct": 135.76 + }, + { + "date": "2025-02-07", + "equity": 23692.84, + "return_pct": 137.02 + }, + { + "date": "2025-02-10", + "equity": 23726.66, + "return_pct": 137.36 + }, + { + "date": "2025-02-11", + "equity": 23571.04, + "return_pct": 135.8 + }, + { + "date": "2025-02-12", + "equity": 23915.4, + "return_pct": 139.24 + }, + { + "date": "2025-02-13", + "equity": 24204.73, + "return_pct": 142.14 + }, + { + "date": "2025-02-14", + "equity": 24681.39, + "return_pct": 146.91 + }, + { + "date": "2025-02-18", + "equity": 24810.13, + "return_pct": 148.19 + }, + { + "date": "2025-02-19", + "equity": 24800.17, + "return_pct": 148.09 + }, + { + "date": "2025-02-20", + "equity": 24273.38, + "return_pct": 142.82 + }, + { + "date": "2025-02-21", + "equity": 24178.56, + "return_pct": 141.88 + }, + { + "date": "2025-02-24", + "equity": 24057.22, + "return_pct": 140.66 + }, + { + "date": "2025-02-25", + "equity": 23817.16, + "return_pct": 138.26 + }, + { + "date": "2025-02-26", + "equity": 23959.14, + "return_pct": 139.68 + }, + { + "date": "2025-02-27", + "equity": 23649.64, + "return_pct": 136.58 + }, + { + "date": "2025-02-28", + "equity": 23932.56, + "return_pct": 139.41 + }, + { + "date": "2025-03-03", + "equity": 23924.63, + "return_pct": 139.34 + }, + { + "date": "2025-03-04", + "equity": 23428.68, + "return_pct": 134.37 + }, + { + "date": "2025-03-05", + "equity": 23441.94, + "return_pct": 134.51 + }, + { + "date": "2025-03-06", + "equity": 23219.08, + "return_pct": 132.28 + }, + { + "date": "2025-03-07", + "equity": 23284.28, + "return_pct": 132.93 + }, + { + "date": "2025-03-10", + "equity": 23115.1, + "return_pct": 131.24 + }, + { + "date": "2025-03-11", + "equity": 22846.66, + "return_pct": 128.55 + }, + { + "date": "2025-03-12", + "equity": 22813.54, + "return_pct": 128.22 + }, + { + "date": "2025-03-13", + "equity": 23098.75, + "return_pct": 131.07 + }, + { + "date": "2025-03-14", + "equity": 23245.3, + "return_pct": 132.54 + }, + { + "date": "2025-03-17", + "equity": 23499.63, + "return_pct": 135.08 + }, + { + "date": "2025-03-18", + "equity": 23484.1, + "return_pct": 134.93 + }, + { + "date": "2025-03-19", + "equity": 23559.83, + "return_pct": 135.69 + }, + { + "date": "2025-03-20", + "equity": 23571.44, + "return_pct": 135.8 + }, + { + "date": "2025-03-21", + "equity": 23498.95, + "return_pct": 135.08 + }, + { + "date": "2025-03-24", + "equity": 23725.24, + "return_pct": 137.34 + }, + { + "date": "2025-03-25", + "equity": 23866.33, + "return_pct": 138.75 + }, + { + "date": "2025-03-26", + "equity": 23663.68, + "return_pct": 136.72 + }, + { + "date": "2025-03-27", + "equity": 23673.52, + "return_pct": 136.82 + }, + { + "date": "2025-03-28", + "equity": 23478.75, + "return_pct": 134.87 + }, + { + "date": "2025-03-31", + "equity": 23456.82, + "return_pct": 134.66 + }, + { + "date": "2025-04-01", + "equity": 23490.16, + "return_pct": 134.99 + }, + { + "date": "2025-04-02", + "equity": 23580.91, + "return_pct": 135.9 + }, + { + "date": "2025-04-03", + "equity": 23258.75, + "return_pct": 132.67 + }, + { + "date": "2025-04-04", + "equity": 22389.99, + "return_pct": 123.98 + }, + { + "date": "2025-04-07", + "equity": 22462.2, + "return_pct": 124.71 + }, + { + "date": "2025-04-08", + "equity": 22472.82, + "return_pct": 124.81 + }, + { + "date": "2025-04-09", + "equity": 22875.29, + "return_pct": 128.84 + }, + { + "date": "2025-04-10", + "equity": 23107.86, + "return_pct": 131.16 + }, + { + "date": "2025-04-11", + "equity": 23525.11, + "return_pct": 135.34 + }, + { + "date": "2025-04-14", + "equity": 23640.15, + "return_pct": 136.49 + }, + { + "date": "2025-04-15", + "equity": 23666.97, + "return_pct": 136.76 + }, + { + "date": "2025-04-16", + "equity": 23356.9, + "return_pct": 133.66 + }, + { + "date": "2025-04-17", + "equity": 23313.58, + "return_pct": 133.22 + }, + { + "date": "2025-04-21", + "equity": 23095.65, + "return_pct": 131.04 + }, + { + "date": "2025-04-22", + "equity": 23381.24, + "return_pct": 133.9 + }, + { + "date": "2025-04-23", + "equity": 23548.68, + "return_pct": 135.57 + }, + { + "date": "2025-04-24", + "equity": 23749.46, + "return_pct": 137.58 + }, + { + "date": "2025-04-25", + "equity": 23791.76, + "return_pct": 138.01 + }, + { + "date": "2025-04-28", + "equity": 23806.22, + "return_pct": 138.15 + }, + { + "date": "2025-04-29", + "equity": 23964.27, + "return_pct": 139.73 + }, + { + "date": "2025-04-30", + "equity": 23981.75, + "return_pct": 139.91 + }, + { + "date": "2025-05-01", + "equity": 24203.54, + "return_pct": 142.13 + }, + { + "date": "2025-05-02", + "equity": 24820.15, + "return_pct": 148.29 + }, + { + "date": "2025-05-05", + "equity": 24969.99, + "return_pct": 149.79 + }, + { + "date": "2025-05-06", + "equity": 24793.34, + "return_pct": 148.03 + }, + { + "date": "2025-05-07", + "equity": 25000.27, + "return_pct": 150.1 + }, + { + "date": "2025-05-08", + "equity": 25880.86, + "return_pct": 158.91 + }, + { + "date": "2025-05-09", + "equity": 25667.28, + "return_pct": 156.77 + }, + { + "date": "2025-05-12", + "equity": 26555.86, + "return_pct": 165.66 + }, + { + "date": "2025-05-13", + "equity": 27099.94, + "return_pct": 171.1 + }, + { + "date": "2025-05-14", + "equity": 27346.8, + "return_pct": 173.57 + }, + { + "date": "2025-05-15", + "equity": 27403.34, + "return_pct": 174.14 + }, + { + "date": "2025-05-16", + "equity": 27604.28, + "return_pct": 176.15 + }, + { + "date": "2025-05-19", + "equity": 27731.05, + "return_pct": 177.41 + }, + { + "date": "2025-05-20", + "equity": 27194.52, + "return_pct": 172.05 + }, + { + "date": "2025-05-21", + "equity": 26349.7, + "return_pct": 163.6 + }, + { + "date": "2025-05-22", + "equity": 26270.85, + "return_pct": 162.81 + }, + { + "date": "2025-05-23", + "equity": 26268.07, + "return_pct": 162.78 + }, + { + "date": "2025-05-27", + "equity": 26953.16, + "return_pct": 169.63 + }, + { + "date": "2025-05-28", + "equity": 26848.27, + "return_pct": 168.58 + }, + { + "date": "2025-05-29", + "equity": 26392.48, + "return_pct": 164.02 + }, + { + "date": "2025-05-30", + "equity": 26604.91, + "return_pct": 166.15 + }, + { + "date": "2025-06-02", + "equity": 27134.23, + "return_pct": 171.44 + }, + { + "date": "2025-06-03", + "equity": 27751.84, + "return_pct": 177.62 + }, + { + "date": "2025-06-04", + "equity": 28055.06, + "return_pct": 180.66 + }, + { + "date": "2025-06-05", + "equity": 28181.11, + "return_pct": 181.92 + }, + { + "date": "2025-06-06", + "equity": 28423.63, + "return_pct": 184.34 + }, + { + "date": "2025-06-09", + "equity": 27979.7, + "return_pct": 179.9 + }, + { + "date": "2025-06-10", + "equity": 27726.5, + "return_pct": 177.37 + }, + { + "date": "2025-06-11", + "equity": 27901.0, + "return_pct": 179.11 + }, + { + "date": "2025-06-12", + "equity": 27879.51, + "return_pct": 178.9 + }, + { + "date": "2025-06-13", + "equity": 27125.17, + "return_pct": 171.35 + }, + { + "date": "2025-06-16", + "equity": 27614.67, + "return_pct": 176.25 + }, + { + "date": "2025-06-17", + "equity": 27435.08, + "return_pct": 174.45 + }, + { + "date": "2025-06-18", + "equity": 27856.72, + "return_pct": 178.67 + }, + { + "date": "2025-06-20", + "equity": 28034.35, + "return_pct": 180.45 + }, + { + "date": "2025-06-23", + "equity": 28198.62, + "return_pct": 182.09 + }, + { + "date": "2025-06-24", + "equity": 28866.17, + "return_pct": 188.77 + }, + { + "date": "2025-06-25", + "equity": 28695.04, + "return_pct": 187.06 + }, + { + "date": "2025-06-26", + "equity": 29228.73, + "return_pct": 192.4 + }, + { + "date": "2025-06-27", + "equity": 29455.85, + "return_pct": 194.67 + }, + { + "date": "2025-06-30", + "equity": 30272.63, + "return_pct": 202.84 + }, + { + "date": "2025-07-01", + "equity": 29302.37, + "return_pct": 193.13 + }, + { + "date": "2025-07-02", + "equity": 29884.89, + "return_pct": 198.96 + }, + { + "date": "2025-07-03", + "equity": 30222.64, + "return_pct": 202.34 + }, + { + "date": "2025-07-07", + "equity": 30345.06, + "return_pct": 203.56 + }, + { + "date": "2025-07-08", + "equity": 29981.0, + "return_pct": 199.92 + }, + { + "date": "2025-07-09", + "equity": 30738.89, + "return_pct": 207.5 + }, + { + "date": "2025-07-10", + "equity": 30868.41, + "return_pct": 208.8 + }, + { + "date": "2025-07-11", + "equity": 30854.81, + "return_pct": 208.66 + }, + { + "date": "2025-07-14", + "equity": 31525.86, + "return_pct": 215.38 + }, + { + "date": "2025-07-15", + "equity": 31586.09, + "return_pct": 215.98 + }, + { + "date": "2025-07-16", + "equity": 31829.91, + "return_pct": 218.42 + }, + { + "date": "2025-07-17", + "equity": 32231.3, + "return_pct": 222.43 + }, + { + "date": "2025-07-18", + "equity": 32216.28, + "return_pct": 222.28 + }, + { + "date": "2025-07-21", + "equity": 32591.54, + "return_pct": 226.04 + }, + { + "date": "2025-07-22", + "equity": 32114.32, + "return_pct": 221.26 + }, + { + "date": "2025-07-23", + "equity": 32568.28, + "return_pct": 225.8 + }, + { + "date": "2025-07-24", + "equity": 32597.15, + "return_pct": 226.09 + }, + { + "date": "2025-07-25", + "equity": 32813.07, + "return_pct": 228.25 + }, + { + "date": "2025-07-28", + "equity": 33095.86, + "return_pct": 231.08 + }, + { + "date": "2025-07-29", + "equity": 32806.2, + "return_pct": 228.18 + }, + { + "date": "2025-07-30", + "equity": 32948.03, + "return_pct": 229.6 + }, + { + "date": "2025-07-31", + "equity": 33041.89, + "return_pct": 230.54 + }, + { + "date": "2025-08-01", + "equity": 31957.94, + "return_pct": 219.7 + }, + { + "date": "2025-08-04", + "equity": 32547.45, + "return_pct": 225.6 + }, + { + "date": "2025-08-05", + "equity": 33334.58, + "return_pct": 233.47 + }, + { + "date": "2025-08-06", + "equity": 33649.32, + "return_pct": 236.62 + }, + { + "date": "2025-08-07", + "equity": 34152.14, + "return_pct": 241.65 + }, + { + "date": "2025-08-08", + "equity": 33986.07, + "return_pct": 239.99 + }, + { + "date": "2025-08-11", + "equity": 33693.14, + "return_pct": 237.06 + }, + { + "date": "2025-08-12", + "equity": 33499.41, + "return_pct": 235.12 + }, + { + "date": "2025-08-13", + "equity": 33233.58, + "return_pct": 232.46 + }, + { + "date": "2025-08-14", + "equity": 32763.38, + "return_pct": 227.76 + }, + { + "date": "2025-08-15", + "equity": 32611.29, + "return_pct": 226.23 + }, + { + "date": "2025-08-18", + "equity": 32991.25, + "return_pct": 230.04 + }, + { + "date": "2025-08-19", + "equity": 32277.42, + "return_pct": 222.89 + }, + { + "date": "2025-08-20", + "equity": 32047.4, + "return_pct": 220.59 + }, + { + "date": "2025-08-21", + "equity": 32123.14, + "return_pct": 221.35 + }, + { + "date": "2025-08-22", + "equity": 32988.11, + "return_pct": 230.0 + }, + { + "date": "2025-08-25", + "equity": 33202.28, + "return_pct": 232.15 + }, + { + "date": "2025-08-26", + "equity": 33426.57, + "return_pct": 234.39 + }, + { + "date": "2025-08-27", + "equity": 33758.96, + "return_pct": 237.72 + }, + { + "date": "2025-08-28", + "equity": 34192.74, + "return_pct": 242.05 + }, + { + "date": "2025-08-29", + "equity": 33544.89, + "return_pct": 235.57 + }, + { + "date": "2025-09-02", + "equity": 33311.0, + "return_pct": 233.23 + }, + { + "date": "2025-09-03", + "equity": 33279.91, + "return_pct": 232.92 + }, + { + "date": "2025-09-04", + "equity": 33070.52, + "return_pct": 230.83 + }, + { + "date": "2025-09-05", + "equity": 33089.95, + "return_pct": 231.02 + }, + { + "date": "2025-09-08", + "equity": 33268.43, + "return_pct": 232.81 + }, + { + "date": "2025-09-09", + "equity": 33041.93, + "return_pct": 230.54 + }, + { + "date": "2025-09-10", + "equity": 33349.64, + "return_pct": 233.62 + }, + { + "date": "2025-09-11", + "equity": 35046.43, + "return_pct": 250.59 + }, + { + "date": "2025-09-12", + "equity": 36048.64, + "return_pct": 260.62 + }, + { + "date": "2025-09-15", + "equity": 36531.5, + "return_pct": 265.45 + }, + { + "date": "2025-09-16", + "equity": 36182.99, + "return_pct": 261.96 + }, + { + "date": "2025-09-17", + "equity": 36289.05, + "return_pct": 263.03 + }, + { + "date": "2025-09-18", + "equity": 37126.36, + "return_pct": 271.4 + }, + { + "date": "2025-09-19", + "equity": 37577.88, + "return_pct": 275.92 + }, + { + "date": "2025-09-22", + "equity": 37369.75, + "return_pct": 273.84 + }, + { + "date": "2025-09-23", + "equity": 37095.6, + "return_pct": 271.09 + }, + { + "date": "2025-09-24", + "equity": 37173.63, + "return_pct": 271.87 + }, + { + "date": "2025-09-25", + "equity": 36412.39, + "return_pct": 264.26 + }, + { + "date": "2025-09-26", + "equity": 36784.73, + "return_pct": 267.98 + }, + { + "date": "2025-09-29", + "equity": 37133.41, + "return_pct": 271.47 + }, + { + "date": "2025-09-30", + "equity": 37200.12, + "return_pct": 272.14 + }, + { + "date": "2025-10-01", + "equity": 37968.01, + "return_pct": 279.82 + }, + { + "date": "2025-10-02", + "equity": 38056.9, + "return_pct": 280.71 + }, + { + "date": "2025-10-03", + "equity": 38091.17, + "return_pct": 281.05 + }, + { + "date": "2025-10-06", + "equity": 38908.36, + "return_pct": 289.23 + }, + { + "date": "2025-10-07", + "equity": 38435.93, + "return_pct": 284.5 + }, + { + "date": "2025-10-08", + "equity": 38888.23, + "return_pct": 289.03 + }, + { + "date": "2025-10-09", + "equity": 38551.81, + "return_pct": 285.66 + }, + { + "date": "2025-10-10", + "equity": 37122.34, + "return_pct": 271.36 + }, + { + "date": "2025-10-13", + "equity": 37783.24, + "return_pct": 277.97 + }, + { + "date": "2025-10-14", + "equity": 37105.74, + "return_pct": 271.2 + }, + { + "date": "2025-10-15", + "equity": 37241.19, + "return_pct": 272.55 + }, + { + "date": "2025-10-16", + "equity": 36986.5, + "return_pct": 270.0 + }, + { + "date": "2025-10-17", + "equity": 37235.09, + "return_pct": 272.49 + }, + { + "date": "2025-10-20", + "equity": 37270.16, + "return_pct": 272.84 + }, + { + "date": "2025-10-21", + "equity": 37014.1, + "return_pct": 270.28 + }, + { + "date": "2025-10-22", + "equity": 36381.45, + "return_pct": 263.95 + }, + { + "date": "2025-10-23", + "equity": 35942.55, + "return_pct": 259.56 + }, + { + "date": "2025-10-24", + "equity": 36321.8, + "return_pct": 263.35 + }, + { + "date": "2025-10-27", + "equity": 36839.26, + "return_pct": 268.53 + }, + { + "date": "2025-10-28", + "equity": 36530.77, + "return_pct": 265.44 + }, + { + "date": "2025-10-29", + "equity": 36337.56, + "return_pct": 263.51 + }, + { + "date": "2025-10-30", + "equity": 35423.15, + "return_pct": 254.36 + }, + { + "date": "2025-10-31", + "equity": 36827.93, + "return_pct": 268.42 + }, + { + "date": "2025-11-03", + "equity": 36678.93, + "return_pct": 266.93 + }, + { + "date": "2025-11-04", + "equity": 36752.69, + "return_pct": 267.66 + }, + { + "date": "2025-11-05", + "equity": 37410.98, + "return_pct": 274.25 + }, + { + "date": "2025-11-06", + "equity": 36981.95, + "return_pct": 269.96 + }, + { + "date": "2025-11-07", + "equity": 37253.21, + "return_pct": 272.67 + }, + { + "date": "2025-11-10", + "equity": 37531.42, + "return_pct": 275.45 + }, + { + "date": "2025-11-11", + "equity": 37084.22, + "return_pct": 270.98 + }, + { + "date": "2025-11-12", + "equity": 36968.06, + "return_pct": 269.82 + }, + { + "date": "2025-11-13", + "equity": 36158.98, + "return_pct": 261.72 + }, + { + "date": "2025-11-14", + "equity": 36202.36, + "return_pct": 262.16 + }, + { + "date": "2025-11-17", + "equity": 35974.54, + "return_pct": 259.88 + }, + { + "date": "2025-11-18", + "equity": 36061.95, + "return_pct": 260.75 + }, + { + "date": "2025-11-19", + "equity": 35552.0, + "return_pct": 255.65 + }, + { + "date": "2025-11-20", + "equity": 35245.31, + "return_pct": 252.58 + }, + { + "date": "2025-11-21", + "equity": 35663.63, + "return_pct": 256.77 + }, + { + "date": "2025-11-24", + "equity": 35704.48, + "return_pct": 257.18 + }, + { + "date": "2025-11-25", + "equity": 36141.34, + "return_pct": 261.55 + }, + { + "date": "2025-11-26", + "equity": 36982.77, + "return_pct": 269.97 + }, + { + "date": "2025-11-28", + "equity": 37110.85, + "return_pct": 271.25 + }, + { + "date": "2025-12-01", + "equity": 36764.97, + "return_pct": 267.79 + }, + { + "date": "2025-12-02", + "equity": 36765.82, + "return_pct": 267.8 + }, + { + "date": "2025-12-03", + "equity": 36775.18, + "return_pct": 267.89 + }, + { + "date": "2025-12-04", + "equity": 38049.03, + "return_pct": 280.63 + }, + { + "date": "2025-12-05", + "equity": 39439.74, + "return_pct": 294.54 + }, + { + "date": "2025-12-08", + "equity": 38985.46, + "return_pct": 290.0 + }, + { + "date": "2025-12-09", + "equity": 39173.4, + "return_pct": 291.88 + }, + { + "date": "2025-12-10", + "equity": 39500.24, + "return_pct": 295.15 + }, + { + "date": "2025-12-11", + "equity": 40104.06, + "return_pct": 301.19 + }, + { + "date": "2025-12-12", + "equity": 39983.08, + "return_pct": 299.98 + }, + { + "date": "2025-12-15", + "equity": 39902.37, + "return_pct": 299.17 + }, + { + "date": "2025-12-16", + "equity": 40009.25, + "return_pct": 300.24 + }, + { + "date": "2025-12-17", + "equity": 39644.29, + "return_pct": 296.59 + }, + { + "date": "2025-12-18", + "equity": 39477.55, + "return_pct": 294.92 + }, + { + "date": "2025-12-19", + "equity": 39640.09, + "return_pct": 296.55 + }, + { + "date": "2025-12-22", + "equity": 39574.73, + "return_pct": 295.89 + }, + { + "date": "2025-12-23", + "equity": 39244.9, + "return_pct": 292.6 + }, + { + "date": "2025-12-24", + "equity": 39633.57, + "return_pct": 296.48 + }, + { + "date": "2025-12-26", + "equity": 39870.75, + "return_pct": 298.86 + }, + { + "date": "2025-12-29", + "equity": 39648.56, + "return_pct": 296.63 + }, + { + "date": "2025-12-30", + "equity": 39400.36, + "return_pct": 294.15 + }, + { + "date": "2025-12-31", + "equity": 38961.86, + "return_pct": 289.76 + }, + { + "date": "2026-01-02", + "equity": 39758.5, + "return_pct": 297.73 + }, + { + "date": "2026-01-05", + "equity": 40104.15, + "return_pct": 301.19 + }, + { + "date": "2026-01-06", + "equity": 41280.5, + "return_pct": 312.96 + }, + { + "date": "2026-01-07", + "equity": 41166.49, + "return_pct": 311.82 + }, + { + "date": "2026-01-08", + "equity": 41647.28, + "return_pct": 316.63 + }, + { + "date": "2026-01-09", + "equity": 41806.09, + "return_pct": 318.22 + }, + { + "date": "2026-01-12", + "equity": 42883.56, + "return_pct": 329.0 + }, + { + "date": "2026-01-13", + "equity": 43379.56, + "return_pct": 333.96 + }, + { + "date": "2026-01-14", + "equity": 43715.54, + "return_pct": 337.32 + }, + { + "date": "2026-01-15", + "equity": 43902.35, + "return_pct": 339.19 + }, + { + "date": "2026-01-16", + "equity": 43473.59, + "return_pct": 334.9 + }, + { + "date": "2026-01-20", + "equity": 43019.89, + "return_pct": 330.36 + }, + { + "date": "2026-01-21", + "equity": 44349.06, + "return_pct": 343.66 + }, + { + "date": "2026-01-22", + "equity": 44473.88, + "return_pct": 344.9 + }, + { + "date": "2026-01-23", + "equity": 45088.82, + "return_pct": 351.06 + }, + { + "date": "2026-01-26", + "equity": 44965.28, + "return_pct": 349.82 + }, + { + "date": "2026-01-27", + "equity": 44978.08, + "return_pct": 349.95 + }, + { + "date": "2026-01-28", + "equity": 44454.71, + "return_pct": 344.71 + }, + { + "date": "2026-01-29", + "equity": 44001.26, + "return_pct": 340.18 + }, + { + "date": "2026-01-30", + "equity": 42779.07, + "return_pct": 327.95 + }, + { + "date": "2026-02-02", + "equity": 43030.16, + "return_pct": 330.46 + }, + { + "date": "2026-02-03", + "equity": 44272.67, + "return_pct": 342.89 + }, + { + "date": "2026-02-04", + "equity": 43067.12, + "return_pct": 330.83 + }, + { + "date": "2026-02-05", + "equity": 42099.79, + "return_pct": 321.15 + }, + { + "date": "2026-02-06", + "equity": 43572.68, + "return_pct": 335.89 + }, + { + "date": "2026-02-09", + "equity": 43115.08, + "return_pct": 331.31 + }, + { + "date": "2026-02-10", + "equity": 42822.9, + "return_pct": 328.39 + }, + { + "date": "2026-02-11", + "equity": 43588.59, + "return_pct": 336.05 + }, + { + "date": "2026-02-12", + "equity": 43697.16, + "return_pct": 337.13 + }, + { + "date": "2026-02-13", + "equity": 44268.24, + "return_pct": 342.85 + }, + { + "date": "2026-02-17", + "equity": 44181.53, + "return_pct": 341.98 + }, + { + "date": "2026-02-18", + "equity": 43898.21, + "return_pct": 339.15 + }, + { + "date": "2026-02-19", + "equity": 43736.91, + "return_pct": 337.53 + }, + { + "date": "2026-02-20", + "equity": 43990.51, + "return_pct": 340.07 + }, + { + "date": "2026-02-23", + "equity": 43929.18, + "return_pct": 339.46 + }, + { + "date": "2026-02-24", + "equity": 44349.07, + "return_pct": 343.66 + }, + { + "date": "2026-02-25", + "equity": 44425.97, + "return_pct": 344.43 + }, + { + "date": "2026-02-26", + "equity": 44024.18, + "return_pct": 340.41 + }, + { + "date": "2026-02-27", + "equity": 44577.83, + "return_pct": 345.94 + }, + { + "date": "2026-03-02", + "equity": 42019.55, + "return_pct": 320.35 + }, + { + "date": "2026-03-03", + "equity": 41769.06, + "return_pct": 317.85 + }, + { + "date": "2026-03-04", + "equity": 41952.56, + "return_pct": 319.68 + }, + { + "date": "2026-03-05", + "equity": 41485.57, + "return_pct": 315.01 + }, + { + "date": "2026-03-06", + "equity": 41215.7, + "return_pct": 312.31 + }, + { + "date": "2026-03-09", + "equity": 41422.84, + "return_pct": 314.38 + }, + { + "date": "2026-03-10", + "equity": 41244.24, + "return_pct": 312.6 + }, + { + "date": "2026-03-11", + "equity": 41298.28, + "return_pct": 313.14 + }, + { + "date": "2026-03-12", + "equity": 41132.49, + "return_pct": 311.48 + }, + { + "date": "2026-03-13", + "equity": 40919.97, + "return_pct": 309.35 + }, + { + "date": "2026-03-16", + "equity": 40976.04, + "return_pct": 309.91 + }, + { + "date": "2026-03-17", + "equity": 41377.82, + "return_pct": 313.93 + }, + { + "date": "2026-03-18", + "equity": 40925.44, + "return_pct": 309.41 + }, + { + "date": "2026-03-19", + "equity": 40750.31, + "return_pct": 307.65 + }, + { + "date": "2026-03-20", + "equity": 40232.74, + "return_pct": 302.48 + }, + { + "date": "2026-03-23", + "equity": 40592.41, + "return_pct": 306.08 + }, + { + "date": "2026-03-24", + "equity": 40377.89, + "return_pct": 303.93 + }, + { + "date": "2026-03-25", + "equity": 40384.26, + "return_pct": 303.99 + }, + { + "date": "2026-03-26", + "equity": 40122.29, + "return_pct": 301.37 + }, + { + "date": "2026-03-27", + "equity": 40036.77, + "return_pct": 300.52 + }, + { + "date": "2026-03-30", + "equity": 39934.34, + "return_pct": 299.49 + }, + { + "date": "2026-03-31", + "equity": 40080.95, + "return_pct": 300.96 + }, + { + "date": "2026-04-01", + "equity": 40117.77, + "return_pct": 301.33 + }, + { + "date": "2026-04-02", + "equity": 40119.78, + "return_pct": 301.35 + }, + { + "date": "2026-04-06", + "equity": 40086.45, + "return_pct": 301.01 + }, + { + "date": "2026-04-07", + "equity": 40288.88, + "return_pct": 303.04 + }, + { + "date": "2026-04-08", + "equity": 41995.25, + "return_pct": 320.11 + }, + { + "date": "2026-04-09", + "equity": 42481.34, + "return_pct": 324.97 + }, + { + "date": "2026-04-10", + "equity": 42895.7, + "return_pct": 329.12 + }, + { + "date": "2026-04-13", + "equity": 43062.18, + "return_pct": 330.78 + }, + { + "date": "2026-04-14", + "equity": 43881.1, + "return_pct": 338.97 + }, + { + "date": "2026-04-15", + "equity": 43798.66, + "return_pct": 338.15 + }, + { + "date": "2026-04-16", + "equity": 44223.96, + "return_pct": 342.4 + }, + { + "date": "2026-04-17", + "equity": 44927.07, + "return_pct": 349.44 + }, + { + "date": "2026-04-20", + "equity": 44893.64, + "return_pct": 349.1 + }, + { + "date": "2026-04-21", + "equity": 44770.04, + "return_pct": 347.87 + }, + { + "date": "2026-04-22", + "equity": 45327.27, + "return_pct": 353.44 + }, + { + "date": "2026-04-23", + "equity": 45616.71, + "return_pct": 356.34 + }, + { + "date": "2026-04-24", + "equity": 47314.92, + "return_pct": 373.33 + }, + { + "date": "2026-04-27", + "equity": 47442.7, + "return_pct": 374.6 + }, + { + "date": "2026-04-28", + "equity": 46507.35, + "return_pct": 365.25 + }, + { + "date": "2026-04-29", + "equity": 47801.18, + "return_pct": 378.19 + }, + { + "date": "2026-04-30", + "equity": 49485.01, + "return_pct": 395.03 + }, + { + "date": "2026-05-01", + "equity": 49385.03, + "return_pct": 394.03 + }, + { + "date": "2026-05-04", + "equity": 48693.09, + "return_pct": 387.11 + }, + { + "date": "2026-05-05", + "equity": 49599.61, + "return_pct": 396.18 + }, + { + "date": "2026-05-06", + "equity": 52915.79, + "return_pct": 429.36 + }, + { + "date": "2026-05-07", + "equity": 52178.84, + "return_pct": 421.98 + }, + { + "date": "2026-05-08", + "equity": 53604.88, + "return_pct": 436.25 + }, + { + "date": "2026-05-11", + "equity": 54046.64, + "return_pct": 440.67 + }, + { + "date": "2026-05-12", + "equity": 53795.46, + "return_pct": 438.16 + }, + { + "date": "2026-05-13", + "equity": 54309.26, + "return_pct": 443.29 + }, + { + "date": "2026-05-14", + "equity": 55197.04, + "return_pct": 452.18 + }, + { + "date": "2026-05-15", + "equity": 53245.27, + "return_pct": 432.65 + }, + { + "date": "2026-05-18", + "equity": 52247.65, + "return_pct": 422.67 + }, + { + "date": "2026-05-19", + "equity": 51978.24, + "return_pct": 419.98 + }, + { + "date": "2026-05-20", + "equity": 51169.27, + "return_pct": 411.88 + }, + { + "date": "2026-05-21", + "equity": 51172.29, + "return_pct": 411.91 + }, + { + "date": "2026-05-22", + "equity": 52243.32, + "return_pct": 422.63 + }, + { + "date": "2026-05-26", + "equity": 51785.88, + "return_pct": 418.05 + }, + { + "date": "2026-05-27", + "equity": 52034.01, + "return_pct": 420.53 + }, + { + "date": "2026-05-28", + "equity": 52046.64, + "return_pct": 420.66 + }, + { + "date": "2026-05-29", + "equity": 51984.24, + "return_pct": 420.04 + }, + { + "date": "2026-06-01", + "equity": 51486.35, + "return_pct": 415.06 + }, + { + "date": "2026-06-02", + "equity": 51813.43, + "return_pct": 418.33 + }, + { + "date": "2026-06-03", + "equity": 52221.18, + "return_pct": 422.41 + }, + { + "date": "2026-06-04", + "equity": 52239.04, + "return_pct": 422.59 + }, + { + "date": "2026-06-05", + "equity": 52082.43, + "return_pct": 421.02 + }, + { + "date": "2026-06-08", + "equity": 51924.58, + "return_pct": 419.44 + }, + { + "date": "2026-06-09", + "equity": 52242.25, + "return_pct": 422.62 + }, + { + "date": "2026-06-10", + "equity": 51942.95, + "return_pct": 419.62 + }, + { + "date": "2026-06-11", + "equity": 52313.12, + "return_pct": 423.33 + }, + { + "date": "2026-06-12", + "equity": 52307.69, + "return_pct": 423.27 + }, + { + "date": "2026-06-15", + "equity": 52247.48, + "return_pct": 422.67 + }, + { + "date": "2026-06-16", + "equity": 52057.24, + "return_pct": 420.77 + }, + { + "date": "2026-06-17", + "equity": 52223.92, + "return_pct": 422.43 + }, + { + "date": "2026-06-18", + "equity": 52110.08, + "return_pct": 421.29 + }, + { + "date": "2026-06-22", + "equity": 52280.58, + "return_pct": 423.0 + }, + { + "date": "2026-06-23", + "equity": 52143.31, + "return_pct": 421.63 + }, + { + "date": "2026-06-24", + "equity": 52274.04, + "return_pct": 422.94 + }, + { + "date": "2026-06-25", + "equity": 52403.14, + "return_pct": 424.23 + }, + { + "date": "2026-06-26", + "equity": 53169.56, + "return_pct": 431.89 + }, + { + "date": "2026-06-29", + "equity": 53192.98, + "return_pct": 432.13 + }, + { + "date": "2026-06-30", + "equity": 53171.19, + "return_pct": 431.91 + }, + { + "date": "2026-07-01", + "equity": 52815.5, + "return_pct": 428.35 + }, + { + "date": "2026-07-02", + "equity": 52815.5, + "return_pct": 428.35 + } + ], + "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 + }, + { + "date": "2024-08-08", + "equity": 13846.05, + "return_pct": 38.46 + }, + { + "date": "2024-08-09", + "equity": 13907.11, + "return_pct": 39.07 + }, + { + "date": "2024-08-12", + "equity": 13914.42, + "return_pct": 39.14 + }, + { + "date": "2024-08-13", + "equity": 14143.25, + "return_pct": 41.43 + }, + { + "date": "2024-08-14", + "equity": 14187.87, + "return_pct": 41.88 + }, + { + "date": "2024-08-15", + "equity": 14431.05, + "return_pct": 44.31 + }, + { + "date": "2024-08-16", + "equity": 14463.41, + "return_pct": 44.63 + }, + { + "date": "2024-08-19", + "equity": 14601.7, + "return_pct": 46.02 + }, + { + "date": "2024-08-20", + "equity": 14577.95, + "return_pct": 45.78 + }, + { + "date": "2024-08-21", + "equity": 14628.05, + "return_pct": 46.28 + }, + { + "date": "2024-08-22", + "equity": 14513.24, + "return_pct": 45.13 + }, + { + "date": "2024-08-23", + "equity": 14667.45, + "return_pct": 46.67 + }, + { + "date": "2024-08-26", + "equity": 14632.49, + "return_pct": 46.32 + }, + { + "date": "2024-08-27", + "equity": 14652.58, + "return_pct": 46.53 + }, + { + "date": "2024-08-28", + "equity": 14567.51, + "return_pct": 45.68 + }, + { + "date": "2024-08-29", + "equity": 14568.82, + "return_pct": 45.69 + }, + { + "date": "2024-08-30", + "equity": 14707.89, + "return_pct": 47.08 + }, + { + "date": "2024-09-03", + "equity": 14405.22, + "return_pct": 44.05 + }, + { + "date": "2024-09-04", + "equity": 14375.73, + "return_pct": 43.76 + }, + { + "date": "2024-09-05", + "equity": 14340.77, + "return_pct": 43.41 + }, + { + "date": "2024-09-06", + "equity": 14099.41, + "return_pct": 40.99 + }, + { + "date": "2024-09-09", + "equity": 14257.27, + "return_pct": 42.57 + }, + { + "date": "2024-09-10", + "equity": 14319.37, + "return_pct": 43.19 + }, + { + "date": "2024-09-11", + "equity": 14466.28, + "return_pct": 44.66 + }, + { + "date": "2024-09-12", + "equity": 14588.13, + "return_pct": 45.88 + }, + { + "date": "2024-09-13", + "equity": 14664.32, + "return_pct": 46.64 + }, + { + "date": "2024-09-16", + "equity": 14685.98, + "return_pct": 46.86 + }, + { + "date": "2024-09-17", + "equity": 14691.98, + "return_pct": 46.92 + }, + { + "date": "2024-09-18", + "equity": 14648.4, + "return_pct": 46.48 + }, + { + "date": "2024-09-19", + "equity": 14898.37, + "return_pct": 48.98 + }, + { + "date": "2024-09-20", + "equity": 14827.14, + "return_pct": 48.27 + }, + { + "date": "2024-09-23", + "equity": 14864.19, + "return_pct": 48.64 + }, + { + "date": "2024-09-24", + "equity": 14906.72, + "return_pct": 49.07 + }, + { + "date": "2024-09-25", + "equity": 14873.84, + "return_pct": 48.74 + }, + { + "date": "2024-09-26", + "equity": 14932.81, + "return_pct": 49.33 + }, + { + "date": "2024-09-27", + "equity": 14911.15, + "return_pct": 49.11 + }, + { + "date": "2024-09-30", + "equity": 14970.91, + "return_pct": 49.71 + }, + { + "date": "2024-10-01", + "equity": 14836.79, + "return_pct": 48.37 + }, + { + "date": "2024-10-02", + "equity": 14843.05, + "return_pct": 48.43 + }, + { + "date": "2024-10-03", + "equity": 14815.92, + "return_pct": 48.16 + }, + { + "date": "2024-10-04", + "equity": 14950.55, + "return_pct": 49.51 + }, + { + "date": "2024-10-07", + "equity": 14815.39, + "return_pct": 48.15 + }, + { + "date": "2024-10-08", + "equity": 14955.51, + "return_pct": 49.56 + }, + { + "date": "2024-10-09", + "equity": 15059.1, + "return_pct": 50.59 + }, + { + "date": "2024-10-10", + "equity": 15032.75, + "return_pct": 50.33 + }, + { + "date": "2024-10-11", + "equity": 15122.77, + "return_pct": 51.23 + }, + { + "date": "2024-10-14", + "equity": 15246.44, + "return_pct": 52.46 + }, + { + "date": "2024-10-15", + "equity": 15127.98, + "return_pct": 51.28 + }, + { + "date": "2024-10-16", + "equity": 15193.74, + "return_pct": 51.94 + }, + { + "date": "2024-10-17", + "equity": 15195.04, + "return_pct": 51.95 + }, + { + "date": "2024-10-18", + "equity": 15253.49, + "return_pct": 52.53 + }, + { + "date": "2024-10-21", + "equity": 15228.44, + "return_pct": 52.28 + }, + { + "date": "2024-10-22", + "equity": 15220.35, + "return_pct": 52.2 + }, + { + "date": "2024-10-23", + "equity": 15081.28, + "return_pct": 50.81 + }, + { + "date": "2024-10-24", + "equity": 15113.89, + "return_pct": 51.14 + }, + { + "date": "2024-10-25", + "equity": 15108.68, + "return_pct": 51.09 + }, + { + "date": "2024-10-28", + "equity": 15155.38, + "return_pct": 51.55 + }, + { + "date": "2024-10-29", + "equity": 15179.91, + "return_pct": 51.8 + }, + { + "date": "2024-10-30", + "equity": 15133.99, + "return_pct": 51.34 + }, + { + "date": "2024-10-31", + "equity": 14837.31, + "return_pct": 48.37 + }, + { + "date": "2024-11-01", + "equity": 14899.93, + "return_pct": 49.0 + }, + { + "date": "2024-11-04", + "equity": 14867.84, + "return_pct": 48.68 + }, + { + "date": "2024-11-05", + "equity": 15047.62, + "return_pct": 50.48 + }, + { + "date": "2024-11-06", + "equity": 15421.79, + "return_pct": 54.22 + }, + { + "date": "2024-11-07", + "equity": 15541.03, + "return_pct": 55.41 + }, + { + "date": "2024-11-08", + "equity": 15608.35, + "return_pct": 56.08 + }, + { + "date": "2024-11-11", + "equity": 15623.22, + "return_pct": 56.23 + }, + { + "date": "2024-11-12", + "equity": 15574.69, + "return_pct": 55.75 + }, + { + "date": "2024-11-13", + "equity": 15582.26, + "return_pct": 55.82 + }, + { + "date": "2024-11-14", + "equity": 15482.06, + "return_pct": 54.82 + }, + { + "date": "2024-11-15", + "equity": 15283.76, + "return_pct": 52.84 + }, + { + "date": "2024-11-18", + "equity": 15346.38, + "return_pct": 53.46 + }, + { + "date": "2024-11-19", + "equity": 15402.48, + "return_pct": 54.02 + }, + { + "date": "2024-11-20", + "equity": 15407.7, + "return_pct": 54.08 + }, + { + "date": "2024-11-21", + "equity": 15490.41, + "return_pct": 54.9 + }, + { + "date": "2024-11-22", + "equity": 15538.42, + "return_pct": 55.38 + }, + { + "date": "2024-11-25", + "equity": 15591.13, + "return_pct": 55.91 + }, + { + "date": "2024-11-26", + "equity": 15672.54, + "return_pct": 56.73 + }, + { + "date": "2024-11-27", + "equity": 15625.05, + "return_pct": 56.25 + }, + { + "date": "2024-11-29", + "equity": 15722.11, + "return_pct": 57.22 + }, + { + "date": "2024-12-02", + "equity": 15750.29, + "return_pct": 57.5 + }, + { + "date": "2024-12-03", + "equity": 15757.6, + "return_pct": 57.58 + }, + { + "date": "2024-12-04", + "equity": 15855.45, + "return_pct": 58.55 + }, + { + "date": "2024-12-05", + "equity": 15829.35, + "return_pct": 58.29 + }, + { + "date": "2024-12-06", + "equity": 15859.36, + "return_pct": 58.59 + }, + { + "date": "2024-12-09", + "equity": 15777.69, + "return_pct": 57.78 + }, + { + "date": "2024-12-10", + "equity": 15728.64, + "return_pct": 57.29 + }, + { + "date": "2024-12-11", + "equity": 15850.23, + "return_pct": 58.5 + }, + { + "date": "2024-12-12", + "equity": 15768.56, + "return_pct": 57.69 + }, + { + "date": "2024-12-13", + "equity": 15765.43, + "return_pct": 57.65 + }, + { + "date": "2024-12-16", + "equity": 15832.75, + "return_pct": 58.33 + }, + { + "date": "2024-12-17", + "equity": 15767.51, + "return_pct": 57.68 + }, + { + "date": "2024-12-18", + "equity": 15297.59, + "return_pct": 52.98 + }, + { + "date": "2024-12-19", + "equity": 15292.89, + "return_pct": 52.93 + }, + { + "date": "2024-12-20", + "equity": 15424.66, + "return_pct": 54.25 + }, + { + "date": "2024-12-23", + "equity": 15517.03, + "return_pct": 55.17 + }, + { + "date": "2024-12-24", + "equity": 15689.5, + "return_pct": 56.89 + }, + { + "date": "2024-12-26", + "equity": 15690.54, + "return_pct": 56.91 + }, + { + "date": "2024-12-27", + "equity": 15525.38, + "return_pct": 55.25 + }, + { + "date": "2024-12-30", + "equity": 15348.21, + "return_pct": 53.48 + }, + { + "date": "2024-12-31", + "equity": 15292.37, + "return_pct": 52.92 + }, + { + "date": "2025-01-02", + "equity": 15254.79, + "return_pct": 52.55 + }, + { + "date": "2025-01-03", + "equity": 15445.53, + "return_pct": 54.46 + }, + { + "date": "2025-01-06", + "equity": 15534.51, + "return_pct": 55.35 + }, + { + "date": "2025-01-07", + "equity": 15358.9, + "return_pct": 53.59 + }, + { + "date": "2025-01-08", + "equity": 15381.34, + "return_pct": 53.81 + }, + { + "date": "2025-01-10", + "equity": 15146.51, + "return_pct": 51.47 + }, + { + "date": "2025-01-13", + "equity": 15169.99, + "return_pct": 51.7 + }, + { + "date": "2025-01-14", + "equity": 15190.87, + "return_pct": 51.91 + }, + { + "date": "2025-01-15", + "equity": 15467.19, + "return_pct": 54.67 + }, + { + "date": "2025-01-16", + "equity": 15437.44, + "return_pct": 54.37 + }, + { + "date": "2025-01-17", + "equity": 15592.43, + "return_pct": 55.92 + }, + { + "date": "2025-01-21", + "equity": 15735.16, + "return_pct": 57.35 + }, + { + "date": "2025-01-22", + "equity": 15823.61, + "return_pct": 58.24 + }, + { + "date": "2025-01-23", + "equity": 15909.98, + "return_pct": 59.1 + }, + { + "date": "2025-01-24", + "equity": 15863.54, + "return_pct": 58.64 + }, + { + "date": "2025-01-27", + "equity": 15639.14, + "return_pct": 56.39 + }, + { + "date": "2025-01-28", + "equity": 15773.52, + "return_pct": 57.74 + }, + { + "date": "2025-01-29", + "equity": 15702.8, + "return_pct": 57.03 + }, + { + "date": "2025-01-30", + "equity": 15787.08, + "return_pct": 57.87 + }, + { + "date": "2025-01-31", + "equity": 15703.07, + "return_pct": 57.03 + }, + { + "date": "2025-02-03", + "equity": 15597.39, + "return_pct": 55.97 + }, + { + "date": "2025-02-04", + "equity": 15702.02, + "return_pct": 57.02 + }, + { + "date": "2025-02-05", + "equity": 15765.69, + "return_pct": 57.66 + }, + { + "date": "2025-02-06", + "equity": 15820.48, + "return_pct": 58.2 + }, + { + "date": "2025-02-07", + "equity": 15675.67, + "return_pct": 56.76 + }, + { + "date": "2025-02-10", + "equity": 15782.13, + "return_pct": 57.82 + }, + { + "date": "2025-02-11", + "equity": 15794.13, + "return_pct": 57.94 + }, + { + "date": "2025-02-12", + "equity": 15743.25, + "return_pct": 57.43 + }, + { + "date": "2025-02-13", + "equity": 15909.46, + "return_pct": 59.09 + }, + { + "date": "2025-02-14", + "equity": 15908.68, + "return_pct": 59.09 + }, + { + "date": "2025-02-18", + "equity": 15955.38, + "return_pct": 59.55 + }, + { + "date": "2025-02-19", + "equity": 15992.95, + "return_pct": 59.93 + }, + { + "date": "2025-02-20", + "equity": 15926.42, + "return_pct": 59.26 + }, + { + "date": "2025-02-21", + "equity": 15654.01, + "return_pct": 56.54 + }, + { + "date": "2025-02-24", + "equity": 15582.78, + "return_pct": 55.83 + }, + { + "date": "2025-02-25", + "equity": 15505.28, + "return_pct": 55.05 + }, + { + "date": "2025-02-26", + "equity": 15513.11, + "return_pct": 55.13 + }, + { + "date": "2025-02-27", + "equity": 15265.49, + "return_pct": 52.65 + }, + { + "date": "2025-02-28", + "equity": 15503.72, + "return_pct": 55.04 + }, + { + "date": "2025-03-03", + "equity": 15232.09, + "return_pct": 52.32 + }, + { + "date": "2025-03-04", + "equity": 15051.79, + "return_pct": 50.52 + }, + { + "date": "2025-03-05", + "equity": 15213.57, + "return_pct": 52.14 + }, + { + "date": "2025-03-06", + "equity": 14943.51, + "return_pct": 49.44 + }, + { + "date": "2025-03-07", + "equity": 15027.27, + "return_pct": 50.27 + }, + { + "date": "2025-03-10", + "equity": 14627.01, + "return_pct": 46.27 + }, + { + "date": "2025-03-11", + "equity": 14505.41, + "return_pct": 45.05 + }, + { + "date": "2025-03-12", + "equity": 14582.39, + "return_pct": 45.82 + }, + { + "date": "2025-03-13", + "equity": 14388.0, + "return_pct": 43.88 + }, + { + "date": "2025-03-14", + "equity": 14685.19, + "return_pct": 46.85 + }, + { + "date": "2025-03-17", + "equity": 14798.43, + "return_pct": 47.98 + }, + { + "date": "2025-03-18", + "equity": 14638.49, + "return_pct": 46.38 + }, + { + "date": "2025-03-19", + "equity": 14797.91, + "return_pct": 47.98 + }, + { + "date": "2025-03-20", + "equity": 14755.12, + "return_pct": 47.55 + }, + { + "date": "2025-03-21", + "equity": 14715.72, + "return_pct": 47.16 + }, + { + "date": "2025-03-24", + "equity": 14979.26, + "return_pct": 49.79 + }, + { + "date": "2025-03-25", + "equity": 15015.26, + "return_pct": 50.15 + }, + { + "date": "2025-03-26", + "equity": 14836.01, + "return_pct": 48.36 + }, + { + "date": "2025-03-27", + "equity": 14796.61, + "return_pct": 47.97 + }, + { + "date": "2025-03-28", + "equity": 14498.63, + "return_pct": 44.99 + }, + { + "date": "2025-03-31", + "equity": 14595.96, + "return_pct": 45.96 + }, + { + "date": "2025-04-01", + "equity": 14637.18, + "return_pct": 46.37 + }, + { + "date": "2025-04-02", + "equity": 14729.81, + "return_pct": 47.3 + }, + { + "date": "2025-04-03", + "equity": 14003.91, + "return_pct": 40.04 + }, + { + "date": "2025-04-04", + "equity": 13184.08, + "return_pct": 31.84 + }, + { + "date": "2025-04-07", + "equity": 13160.6, + "return_pct": 31.61 + }, + { + "date": "2025-04-08", + "equity": 12954.47, + "return_pct": 29.54 + }, + { + "date": "2025-04-09", + "equity": 14314.94, + "return_pct": 43.15 + }, + { + "date": "2025-04-10", + "equity": 13687.67, + "return_pct": 36.88 + }, + { + "date": "2025-04-11", + "equity": 13931.9, + "return_pct": 39.32 + }, + { + "date": "2025-04-14", + "equity": 14067.06, + "return_pct": 40.67 + }, + { + "date": "2025-04-15", + "equity": 14027.66, + "return_pct": 40.28 + }, + { + "date": "2025-04-16", + "equity": 13715.85, + "return_pct": 37.16 + }, + { + "date": "2025-04-17", + "equity": 13735.42, + "return_pct": 37.35 + }, + { + "date": "2025-04-21", + "equity": 13408.48, + "return_pct": 34.08 + }, + { + "date": "2025-04-22", + "equity": 13757.34, + "return_pct": 37.57 + }, + { + "date": "2025-04-23", + "equity": 13970.52, + "return_pct": 39.71 + }, + { + "date": "2025-04-24", + "equity": 14264.58, + "return_pct": 42.65 + }, + { + "date": "2025-04-25", + "equity": 14367.65, + "return_pct": 43.68 + }, + { + "date": "2025-04-28", + "equity": 14373.12, + "return_pct": 43.73 + }, + { + "date": "2025-04-29", + "equity": 14463.67, + "return_pct": 44.64 + }, + { + "date": "2025-04-30", + "equity": 14469.41, + "return_pct": 44.69 + }, + { + "date": "2025-05-01", + "equity": 14571.95, + "return_pct": 45.72 + }, + { + "date": "2025-05-02", + "equity": 14788.26, + "return_pct": 47.88 + }, + { + "date": "2025-05-05", + "equity": 14703.46, + "return_pct": 47.03 + }, + { + "date": "2025-05-06", + "equity": 14580.56, + "return_pct": 45.81 + }, + { + "date": "2025-05-07", + "equity": 14641.88, + "return_pct": 46.42 + }, + { + "date": "2025-05-08", + "equity": 14743.9, + "return_pct": 47.44 + }, + { + "date": "2025-05-09", + "equity": 14725.11, + "return_pct": 47.25 + }, + { + "date": "2025-05-12", + "equity": 15211.74, + "return_pct": 52.12 + }, + { + "date": "2025-05-13", + "equity": 15312.2, + "return_pct": 53.12 + }, + { + "date": "2025-05-14", + "equity": 15331.77, + "return_pct": 53.32 + }, + { + "date": "2025-05-15", + "equity": 15406.65, + "return_pct": 54.07 + }, + { + "date": "2025-05-16", + "equity": 15504.24, + "return_pct": 55.04 + }, + { + "date": "2025-05-19", + "equity": 15521.2, + "return_pct": 55.21 + }, + { + "date": "2025-05-20", + "equity": 15469.02, + "return_pct": 54.69 + }, + { + "date": "2025-05-21", + "equity": 15208.35, + "return_pct": 52.08 + }, + { + "date": "2025-05-22", + "equity": 15214.35, + "return_pct": 52.14 + }, + { + "date": "2025-05-23", + "equity": 15110.5, + "return_pct": 51.11 + }, + { + "date": "2025-05-27", + "equity": 15424.66, + "return_pct": 54.25 + }, + { + "date": "2025-05-28", + "equity": 15335.42, + "return_pct": 53.35 + }, + { + "date": "2025-05-29", + "equity": 15395.96, + "return_pct": 53.96 + }, + { + "date": "2025-05-30", + "equity": 15378.73, + "return_pct": 53.79 + }, + { + "date": "2025-06-02", + "equity": 15465.36, + "return_pct": 54.65 + }, + { + "date": "2025-06-03", + "equity": 15553.56, + "return_pct": 55.54 + }, + { + "date": "2025-06-04", + "equity": 15549.38, + "return_pct": 55.49 + }, + { + "date": "2025-06-05", + "equity": 15474.23, + "return_pct": 54.74 + }, + { + "date": "2025-06-06", + "equity": 15633.14, + "return_pct": 56.33 + }, + { + "date": "2025-06-09", + "equity": 15647.23, + "return_pct": 56.47 + }, + { + "date": "2025-06-10", + "equity": 15735.94, + "return_pct": 57.36 + }, + { + "date": "2025-06-11", + "equity": 15691.06, + "return_pct": 56.91 + }, + { + "date": "2025-06-12", + "equity": 15753.42, + "return_pct": 57.53 + }, + { + "date": "2025-06-13", + "equity": 15577.3, + "return_pct": 55.77 + }, + { + "date": "2025-06-16", + "equity": 15725.51, + "return_pct": 57.26 + }, + { + "date": "2025-06-17", + "equity": 15591.13, + "return_pct": 55.91 + }, + { + "date": "2025-06-18", + "equity": 15588.78, + "return_pct": 55.89 + }, + { + "date": "2025-06-20", + "equity": 15506.33, + "return_pct": 55.06 + }, + { + "date": "2025-06-23", + "equity": 15659.49, + "return_pct": 56.59 + }, + { + "date": "2025-06-24", + "equity": 15832.49, + "return_pct": 58.32 + }, + { + "date": "2025-06-25", + "equity": 15841.36, + "return_pct": 58.41 + }, + { + "date": "2025-06-26", + "equity": 15965.3, + "return_pct": 59.65 + }, + { + "date": "2025-06-27", + "equity": 16044.62, + "return_pct": 60.45 + }, + { + "date": "2025-06-30", + "equity": 16121.33, + "return_pct": 61.21 + }, + { + "date": "2025-07-01", + "equity": 16116.11, + "return_pct": 61.16 + }, + { + "date": "2025-07-02", + "equity": 16189.17, + "return_pct": 61.89 + }, + { + "date": "2025-07-03", + "equity": 16316.76, + "return_pct": 63.17 + }, + { + "date": "2025-07-07", + "equity": 16195.17, + "return_pct": 61.95 + }, + { + "date": "2025-07-08", + "equity": 16186.3, + "return_pct": 61.86 + }, + { + "date": "2025-07-09", + "equity": 16283.37, + "return_pct": 62.83 + }, + { + "date": "2025-07-10", + "equity": 16329.29, + "return_pct": 63.29 + }, + { + "date": "2025-07-11", + "equity": 16271.89, + "return_pct": 62.72 + }, + { + "date": "2025-07-14", + "equity": 16302.94, + "return_pct": 63.03 + }, + { + "date": "2025-07-15", + "equity": 16233.27, + "return_pct": 62.33 + }, + { + "date": "2025-07-16", + "equity": 16287.54, + "return_pct": 62.88 + }, + { + "date": "2025-07-17", + "equity": 16387.21, + "return_pct": 63.87 + }, + { + "date": "2025-07-18", + "equity": 16375.21, + "return_pct": 63.75 + }, + { + "date": "2025-07-21", + "equity": 16406.26, + "return_pct": 64.06 + }, + { + "date": "2025-07-22", + "equity": 16408.61, + "return_pct": 64.09 + }, + { + "date": "2025-07-23", + "equity": 16548.21, + "return_pct": 65.48 + }, + { + "date": "2025-07-24", + "equity": 16553.69, + "return_pct": 65.54 + }, + { + "date": "2025-07-25", + "equity": 16623.61, + "return_pct": 66.24 + }, + { + "date": "2025-07-28", + "equity": 16619.44, + "return_pct": 66.19 + }, + { + "date": "2025-07-29", + "equity": 16575.6, + "return_pct": 65.76 + }, + { + "date": "2025-07-30", + "equity": 16554.73, + "return_pct": 65.55 + }, + { + "date": "2025-07-31", + "equity": 16492.63, + "return_pct": 64.93 + }, + { + "date": "2025-08-01", + "equity": 16222.31, + "return_pct": 62.22 + }, + { + "date": "2025-08-04", + "equity": 16468.88, + "return_pct": 64.69 + }, + { + "date": "2025-08-05", + "equity": 16385.39, + "return_pct": 63.85 + }, + { + "date": "2025-08-06", + "equity": 16510.89, + "return_pct": 65.11 + }, + { + "date": "2025-08-07", + "equity": 16497.06, + "return_pct": 64.97 + }, + { + "date": "2025-08-08", + "equity": 16625.7, + "return_pct": 66.26 + }, + { + "date": "2025-08-11", + "equity": 16592.82, + "return_pct": 65.93 + }, + { + "date": "2025-08-12", + "equity": 16769.47, + "return_pct": 67.69 + }, + { + "date": "2025-08-13", + "equity": 16826.88, + "return_pct": 68.27 + }, + { + "date": "2025-08-14", + "equity": 16828.44, + "return_pct": 68.28 + }, + { + "date": "2025-08-15", + "equity": 16789.04, + "return_pct": 67.89 + }, + { + "date": "2025-08-18", + "equity": 16785.39, + "return_pct": 67.85 + }, + { + "date": "2025-08-19", + "equity": 16694.32, + "return_pct": 66.94 + }, + { + "date": "2025-08-20", + "equity": 16649.97, + "return_pct": 66.5 + }, + { + "date": "2025-08-21", + "equity": 16583.17, + "return_pct": 65.83 + }, + { + "date": "2025-08-22", + "equity": 16837.83, + "return_pct": 68.38 + }, + { + "date": "2025-08-25", + "equity": 16763.73, + "return_pct": 67.64 + }, + { + "date": "2025-08-26", + "equity": 16833.92, + "return_pct": 68.34 + }, + { + "date": "2025-08-27", + "equity": 16872.28, + "return_pct": 68.72 + }, + { + "date": "2025-08-28", + "equity": 16932.03, + "return_pct": 69.32 + }, + { + "date": "2025-08-29", + "equity": 16831.05, + "return_pct": 68.31 + }, + { + "date": "2025-09-02", + "equity": 16706.33, + "return_pct": 67.06 + }, + { + "date": "2025-09-03", + "equity": 16796.87, + "return_pct": 67.97 + }, + { + "date": "2025-09-04", + "equity": 16937.25, + "return_pct": 69.37 + }, + { + "date": "2025-09-05", + "equity": 16888.19, + "return_pct": 68.88 + }, + { + "date": "2025-09-08", + "equity": 16929.68, + "return_pct": 69.3 + }, + { + "date": "2025-09-09", + "equity": 16968.82, + "return_pct": 69.69 + }, + { + "date": "2025-09-10", + "equity": 17017.87, + "return_pct": 70.18 + }, + { + "date": "2025-09-11", + "equity": 17159.3, + "return_pct": 71.59 + }, + { + "date": "2025-09-12", + "equity": 17153.56, + "return_pct": 71.54 + }, + { + "date": "2025-09-15", + "equity": 17244.88, + "return_pct": 72.45 + }, + { + "date": "2025-09-16", + "equity": 17221.14, + "return_pct": 72.21 + }, + { + "date": "2025-09-17", + "equity": 17199.74, + "return_pct": 72.0 + }, + { + "date": "2025-09-18", + "equity": 17280.1, + "return_pct": 72.8 + }, + { + "date": "2025-09-19", + "equity": 17317.68, + "return_pct": 73.18 + }, + { + "date": "2025-09-22", + "equity": 17399.61, + "return_pct": 74.0 + }, + { + "date": "2025-09-23", + "equity": 17304.89, + "return_pct": 73.05 + }, + { + "date": "2025-09-24", + "equity": 17249.84, + "return_pct": 72.5 + }, + { + "date": "2025-09-25", + "equity": 17170.25, + "return_pct": 71.7 + }, + { + "date": "2025-09-26", + "equity": 17268.62, + "return_pct": 72.69 + }, + { + "date": "2025-09-29", + "equity": 17317.16, + "return_pct": 73.17 + }, + { + "date": "2025-09-30", + "equity": 17382.39, + "return_pct": 73.82 + }, + { + "date": "2025-10-01", + "equity": 17441.62, + "return_pct": 74.42 + }, + { + "date": "2025-10-02", + "equity": 17461.71, + "return_pct": 74.62 + }, + { + "date": "2025-10-03", + "equity": 17461.45, + "return_pct": 74.61 + }, + { + "date": "2025-10-06", + "equity": 17524.07, + "return_pct": 75.24 + }, + { + "date": "2025-10-07", + "equity": 17459.1, + "return_pct": 74.59 + }, + { + "date": "2025-10-08", + "equity": 17563.21, + "return_pct": 75.63 + }, + { + "date": "2025-10-09", + "equity": 17512.33, + "return_pct": 75.12 + }, + { + "date": "2025-10-10", + "equity": 17039.01, + "return_pct": 70.39 + }, + { + "date": "2025-10-13", + "equity": 17300.46, + "return_pct": 73.0 + }, + { + "date": "2025-10-14", + "equity": 17279.32, + "return_pct": 72.79 + }, + { + "date": "2025-10-15", + "equity": 17356.03, + "return_pct": 73.56 + }, + { + "date": "2025-10-16", + "equity": 17237.83, + "return_pct": 72.38 + }, + { + "date": "2025-10-17", + "equity": 17335.68, + "return_pct": 73.36 + }, + { + "date": "2025-10-20", + "equity": 17515.98, + "return_pct": 75.16 + }, + { + "date": "2025-10-21", + "equity": 17515.72, + "return_pct": 75.16 + }, + { + "date": "2025-10-22", + "equity": 17424.66, + "return_pct": 74.25 + }, + { + "date": "2025-10-23", + "equity": 17527.98, + "return_pct": 75.28 + }, + { + "date": "2025-10-24", + "equity": 17671.23, + "return_pct": 76.71 + }, + { + "date": "2025-10-27", + "equity": 17879.71, + "return_pct": 78.8 + }, + { + "date": "2025-10-28", + "equity": 17927.2, + "return_pct": 79.27 + }, + { + "date": "2025-10-29", + "equity": 17935.81, + "return_pct": 79.36 + }, + { + "date": "2025-10-30", + "equity": 17738.55, + "return_pct": 77.39 + }, + { + "date": "2025-10-31", + "equity": 17796.74, + "return_pct": 77.97 + }, + { + "date": "2025-11-03", + "equity": 17830.14, + "return_pct": 78.3 + }, + { + "date": "2025-11-04", + "equity": 17618.79, + "return_pct": 76.19 + }, + { + "date": "2025-11-05", + "equity": 17679.84, + "return_pct": 76.8 + }, + { + "date": "2025-11-06", + "equity": 17490.15, + "return_pct": 74.9 + }, + { + "date": "2025-11-07", + "equity": 17507.37, + "return_pct": 75.07 + }, + { + "date": "2025-11-10", + "equity": 17780.56, + "return_pct": 77.81 + }, + { + "date": "2025-11-11", + "equity": 17821.27, + "return_pct": 78.21 + }, + { + "date": "2025-11-12", + "equity": 17831.18, + "return_pct": 78.31 + }, + { + "date": "2025-11-13", + "equity": 17535.29, + "return_pct": 75.35 + }, + { + "date": "2025-11-14", + "equity": 17532.42, + "return_pct": 75.32 + }, + { + "date": "2025-11-17", + "equity": 17369.08, + "return_pct": 73.69 + }, + { + "date": "2025-11-18", + "equity": 17223.22, + "return_pct": 72.23 + }, + { + "date": "2025-11-19", + "equity": 17289.76, + "return_pct": 72.9 + }, + { + "date": "2025-11-20", + "equity": 17026.22, + "return_pct": 70.26 + }, + { + "date": "2025-11-21", + "equity": 17195.83, + "return_pct": 71.96 + }, + { + "date": "2025-11-24", + "equity": 17448.92, + "return_pct": 74.49 + }, + { + "date": "2025-11-25", + "equity": 17613.05, + "return_pct": 76.13 + }, + { + "date": "2025-11-26", + "equity": 17734.64, + "return_pct": 77.35 + }, + { + "date": "2025-11-28", + "equity": 17831.44, + "return_pct": 78.31 + }, + { + "date": "2025-12-01", + "equity": 17750.03, + "return_pct": 77.5 + }, + { + "date": "2025-12-02", + "equity": 17782.91, + "return_pct": 77.83 + }, + { + "date": "2025-12-03", + "equity": 17844.49, + "return_pct": 78.44 + }, + { + "date": "2025-12-04", + "equity": 17857.53, + "return_pct": 78.58 + }, + { + "date": "2025-12-05", + "equity": 17891.45, + "return_pct": 78.91 + }, + { + "date": "2025-12-08", + "equity": 17837.7, + "return_pct": 78.38 + }, + { + "date": "2025-12-09", + "equity": 17822.31, + "return_pct": 78.22 + }, + { + "date": "2025-12-10", + "equity": 17940.51, + "return_pct": 79.41 + }, + { + "date": "2025-12-11", + "equity": 17982.26, + "return_pct": 79.82 + }, + { + "date": "2025-12-12", + "equity": 17788.91, + "return_pct": 77.89 + }, + { + "date": "2025-12-15", + "equity": 17762.04, + "return_pct": 77.62 + }, + { + "date": "2025-12-16", + "equity": 17713.5, + "return_pct": 77.14 + }, + { + "date": "2025-12-17", + "equity": 17518.59, + "return_pct": 75.19 + }, + { + "date": "2025-12-18", + "equity": 17650.88, + "return_pct": 76.51 + }, + { + "date": "2025-12-19", + "equity": 17758.38, + "return_pct": 77.58 + }, + { + "date": "2025-12-22", + "equity": 17869.02, + "return_pct": 78.69 + }, + { + "date": "2025-12-23", + "equity": 17950.68, + "return_pct": 79.51 + }, + { + "date": "2025-12-24", + "equity": 18013.83, + "return_pct": 80.14 + }, + { + "date": "2025-12-26", + "equity": 18012.0, + "return_pct": 80.12 + }, + { + "date": "2025-12-29", + "equity": 17947.81, + "return_pct": 79.48 + }, + { + "date": "2025-12-30", + "equity": 17925.9, + "return_pct": 79.26 + }, + { + "date": "2025-12-31", + "equity": 17793.09, + "return_pct": 77.93 + }, + { + "date": "2026-01-02", + "equity": 17825.7, + "return_pct": 78.26 + }, + { + "date": "2026-01-05", + "equity": 17944.42, + "return_pct": 79.44 + }, + { + "date": "2026-01-06", + "equity": 18051.14, + "return_pct": 80.51 + }, + { + "date": "2026-01-07", + "equity": 17992.95, + "return_pct": 79.93 + }, + { + "date": "2026-01-08", + "equity": 17991.13, + "return_pct": 79.91 + }, + { + "date": "2026-01-09", + "equity": 18110.11, + "return_pct": 81.1 + }, + { + "date": "2026-01-12", + "equity": 18138.55, + "return_pct": 81.39 + }, + { + "date": "2026-01-13", + "equity": 18102.28, + "return_pct": 81.02 + }, + { + "date": "2026-01-14", + "equity": 18013.31, + "return_pct": 80.13 + }, + { + "date": "2026-01-15", + "equity": 18062.36, + "return_pct": 80.62 + }, + { + "date": "2026-01-16", + "equity": 18047.23, + "return_pct": 80.47 + }, + { + "date": "2026-01-20", + "equity": 17679.84, + "return_pct": 76.8 + }, + { + "date": "2026-01-21", + "equity": 17883.89, + "return_pct": 78.84 + }, + { + "date": "2026-01-22", + "equity": 17977.3, + "return_pct": 79.77 + }, + { + "date": "2026-01-23", + "equity": 17983.82, + "return_pct": 79.84 + }, + { + "date": "2026-01-26", + "equity": 18075.15, + "return_pct": 80.75 + }, + { + "date": "2026-01-27", + "equity": 18147.16, + "return_pct": 81.47 + }, + { + "date": "2026-01-28", + "equity": 18145.34, + "return_pct": 81.45 + }, + { + "date": "2026-01-29", + "equity": 18109.33, + "return_pct": 81.09 + }, + { + "date": "2026-01-30", + "equity": 18055.32, + "return_pct": 80.55 + }, + { + "date": "2026-02-02", + "equity": 18145.08, + "return_pct": 81.45 + }, + { + "date": "2026-02-03", + "equity": 17991.65, + "return_pct": 79.92 + }, + { + "date": "2026-02-04", + "equity": 17904.5, + "return_pct": 79.05 + }, + { + "date": "2026-02-05", + "equity": 17680.89, + "return_pct": 76.81 + }, + { + "date": "2026-02-06", + "equity": 18020.09, + "return_pct": 80.2 + }, + { + "date": "2026-02-09", + "equity": 18106.98, + "return_pct": 81.07 + }, + { + "date": "2026-02-10", + "equity": 18059.23, + "return_pct": 80.59 + }, + { + "date": "2026-02-11", + "equity": 18055.06, + "return_pct": 80.55 + }, + { + "date": "2026-02-12", + "equity": 17776.13, + "return_pct": 77.76 + }, + { + "date": "2026-02-13", + "equity": 17788.65, + "return_pct": 77.89 + }, + { + "date": "2026-02-17", + "equity": 17817.35, + "return_pct": 78.17 + }, + { + "date": "2026-02-18", + "equity": 17907.11, + "return_pct": 79.07 + }, + { + "date": "2026-02-19", + "equity": 17859.88, + "return_pct": 78.6 + }, + { + "date": "2026-02-20", + "equity": 17989.04, + "return_pct": 79.89 + }, + { + "date": "2026-02-23", + "equity": 17805.35, + "return_pct": 78.05 + }, + { + "date": "2026-02-24", + "equity": 17934.77, + "return_pct": 79.35 + }, + { + "date": "2026-02-25", + "equity": 18086.11, + "return_pct": 80.86 + }, + { + "date": "2026-02-26", + "equity": 17985.65, + "return_pct": 79.86 + }, + { + "date": "2026-02-27", + "equity": 17899.28, + "return_pct": 78.99 + }, + { + "date": "2026-03-02", + "equity": 17909.46, + "return_pct": 79.09 + }, + { + "date": "2026-03-03", + "equity": 17751.6, + "return_pct": 77.52 + }, + { + "date": "2026-03-04", + "equity": 17876.84, + "return_pct": 78.77 + }, + { + "date": "2026-03-05", + "equity": 17777.17, + "return_pct": 77.77 + }, + { + "date": "2026-03-06", + "equity": 17544.16, + "return_pct": 75.44 + }, + { + "date": "2026-03-09", + "equity": 17697.85, + "return_pct": 76.98 + }, + { + "date": "2026-03-10", + "equity": 17669.41, + "return_pct": 76.69 + }, + { + "date": "2026-03-11", + "equity": 17647.23, + "return_pct": 76.47 + }, + { + "date": "2026-03-12", + "equity": 17379.26, + "return_pct": 73.79 + }, + { + "date": "2026-03-13", + "equity": 17280.89, + "return_pct": 72.81 + }, + { + "date": "2026-03-16", + "equity": 17456.75, + "return_pct": 74.57 + }, + { + "date": "2026-03-17", + "equity": 17502.67, + "return_pct": 75.03 + }, + { + "date": "2026-03-18", + "equity": 17258.45, + "return_pct": 72.58 + }, + { + "date": "2026-03-19", + "equity": 17215.92, + "return_pct": 72.16 + }, + { + "date": "2026-03-20", + "equity": 16922.9, + "return_pct": 69.23 + }, + { + "date": "2026-03-23", + "equity": 17100.59, + "return_pct": 71.01 + }, + { + "date": "2026-03-24", + "equity": 17043.18, + "return_pct": 70.43 + }, + { + "date": "2026-03-25", + "equity": 17138.16, + "return_pct": 71.38 + }, + { + "date": "2026-03-26", + "equity": 16832.09, + "return_pct": 68.32 + }, + { + "date": "2026-03-27", + "equity": 16545.08, + "return_pct": 65.45 + }, + { + "date": "2026-03-30", + "equity": 16489.76, + "return_pct": 64.9 + }, + { + "date": "2026-03-31", + "equity": 16969.08, + "return_pct": 69.69 + }, + { + "date": "2026-04-01", + "equity": 17096.93, + "return_pct": 70.97 + }, + { + "date": "2026-04-02", + "equity": 17112.33, + "return_pct": 71.12 + }, + { + "date": "2026-04-06", + "equity": 17193.22, + "return_pct": 71.93 + }, + { + "date": "2026-04-07", + "equity": 17200.78, + "return_pct": 72.01 + }, + { + "date": "2026-04-08", + "equity": 17638.88, + "return_pct": 76.39 + }, + { + "date": "2026-04-09", + "equity": 17740.64, + "return_pct": 77.41 + }, + { + "date": "2026-04-10", + "equity": 17728.9, + "return_pct": 77.29 + }, + { + "date": "2026-04-13", + "equity": 17902.15, + "return_pct": 79.02 + }, + { + "date": "2026-04-14", + "equity": 18120.29, + "return_pct": 81.2 + }, + { + "date": "2026-04-15", + "equity": 18263.27, + "return_pct": 82.63 + }, + { + "date": "2026-04-16", + "equity": 18308.15, + "return_pct": 83.08 + }, + { + "date": "2026-04-17", + "equity": 18529.42, + "return_pct": 85.29 + }, + { + "date": "2026-04-20", + "equity": 18492.37, + "return_pct": 84.92 + }, + { + "date": "2026-04-21", + "equity": 18371.3, + "return_pct": 83.71 + }, + { + "date": "2026-04-22", + "equity": 18557.34, + "return_pct": 85.57 + }, + { + "date": "2026-04-23", + "equity": 18485.32, + "return_pct": 84.85 + }, + { + "date": "2026-04-24", + "equity": 18628.57, + "return_pct": 86.29 + }, + { + "date": "2026-04-27", + "equity": 18660.67, + "return_pct": 86.61 + }, + { + "date": "2026-04-28", + "equity": 18569.86, + "return_pct": 85.7 + }, + { + "date": "2026-04-29", + "equity": 18566.99, + "return_pct": 85.67 + }, + { + "date": "2026-04-30", + "equity": 18751.73, + "return_pct": 87.52 + }, + { + "date": "2026-05-01", + "equity": 18803.65, + "return_pct": 88.04 + }, + { + "date": "2026-05-04", + "equity": 18734.77, + "return_pct": 87.35 + }, + { + "date": "2026-05-05", + "equity": 18885.06, + "return_pct": 88.85 + }, + { + "date": "2026-05-06", + "equity": 19147.55, + "return_pct": 91.48 + }, + { + "date": "2026-05-07", + "equity": 19088.85, + "return_pct": 90.89 + }, + { + "date": "2026-05-08", + "equity": 19246.44, + "return_pct": 92.46 + }, + { + "date": "2026-05-11", + "equity": 19290.28, + "return_pct": 92.9 + }, + { + "date": "2026-05-12", + "equity": 19261.06, + "return_pct": 92.61 + }, + { + "date": "2026-05-13", + "equity": 19368.82, + "return_pct": 93.69 + }, + { + "date": "2026-05-14", + "equity": 19521.72, + "return_pct": 95.22 + }, + { + "date": "2026-05-15", + "equity": 19286.89, + "return_pct": 92.87 + }, + { + "date": "2026-05-18", + "equity": 19273.32, + "return_pct": 92.73 + }, + { + "date": "2026-05-19", + "equity": 19144.94, + "return_pct": 91.45 + }, + { + "date": "2026-05-20", + "equity": 19341.16, + "return_pct": 93.41 + }, + { + "date": "2026-05-21", + "equity": 19379.52, + "return_pct": 93.8 + }, + { + "date": "2026-05-22", + "equity": 19455.71, + "return_pct": 94.56 + }, + { + "date": "2026-05-26", + "equity": 19584.87, + "return_pct": 95.85 + }, + { + "date": "2026-05-27", + "equity": 19581.47, + "return_pct": 95.81 + }, + { + "date": "2026-05-28", + "equity": 19689.5, + "return_pct": 96.89 + }, + { + "date": "2026-05-29", + "equity": 19738.55, + "return_pct": 97.39 + }, + { + "date": "2026-06-01", + "equity": 19792.3, + "return_pct": 97.92 + }, + { + "date": "2026-06-02", + "equity": 19819.18, + "return_pct": 98.19 + }, + { + "date": "2026-06-03", + "equity": 19680.1, + "return_pct": 96.8 + }, + { + "date": "2026-06-04", + "equity": 19754.47, + "return_pct": 97.54 + }, + { + "date": "2026-06-05", + "equity": 19244.62, + "return_pct": 92.45 + }, + { + "date": "2026-06-08", + "equity": 19288.19, + "return_pct": 92.88 + }, + { + "date": "2026-06-09", + "equity": 19231.57, + "return_pct": 92.32 + }, + { + "date": "2026-06-10", + "equity": 18928.38, + "return_pct": 89.28 + }, + { + "date": "2026-06-11", + "equity": 19250.1, + "return_pct": 92.5 + }, + { + "date": "2026-06-12", + "equity": 19354.21, + "return_pct": 93.54 + }, + { + "date": "2026-06-15", + "equity": 19695.5, + "return_pct": 96.95 + }, + { + "date": "2026-06-16", + "equity": 19578.08, + "return_pct": 95.78 + }, + { + "date": "2026-06-17", + "equity": 19333.59, + "return_pct": 93.34 + }, + { + "date": "2026-06-18", + "equity": 19484.41, + "return_pct": 94.84 + }, + { + "date": "2026-06-22", + "equity": 19423.09, + "return_pct": 94.23 + }, + { + "date": "2026-06-23", + "equity": 19141.03, + "return_pct": 91.41 + }, + { + "date": "2026-06-24", + "equity": 19132.16, + "return_pct": 91.32 + }, + { + "date": "2026-06-25", + "equity": 19159.82, + "return_pct": 91.6 + }, + { + "date": "2026-06-26", + "equity": 19021.27, + "return_pct": 90.21 + }, + { + "date": "2026-06-29", + "equity": 19334.64, + "return_pct": 93.35 + }, + { + "date": "2026-06-30", + "equity": 19485.19, + "return_pct": 94.85 + }, + { + "date": "2026-07-01", + "equity": 19458.84, + "return_pct": 94.59 + }, + { + "date": "2026-07-02", + "equity": 19433.27, + "return_pct": 94.33 + } + ] + }, + { + "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", + "ranking_key": "residual_high_vol_blend_80_20_score", + "exit_policy": "atr_trail3", + "live_exit_mode": "atr_trailing", + "lookback": "6m", + "lookback_label": "6 months", + "starting_capital": 10000.0, + "final_equity": 13298.3, + "total_return_pct": 33.0, + "cagr_pct": 76.6, + "max_drawdown_pct": 8.1, + "sharpe": 2.87, + "trades": 30, + "win_rate": 40.0, + "avg_trade_pnl": 109.94, + "best_trade_r": 12.87, + "worst_trade_r": -1.79, + "best_trade_pnl": 1313.72, + "worst_trade_pnl": -140.61, + "avg_hold_days": 15.4, + "exit_reasons": { + "stop": 13, + "time": 7, + "trailing_stop": 10 + }, + "skipped_book_full": 0, + "spy_return_pct": 9.2, + "yearly_returns": [ + { + "year": 2025, + "return_pct": 0.0 + }, + { + "year": 2026, + "return_pct": 33.0 + } + ], + "start_date": "2025-12-31", + "end_date": "2026-07-02", + "equity_curve": [ + { + "date": "2025-12-31", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2026-01-02", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2026-01-05", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2026-01-06", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2026-01-07", + "equity": 9990.34, + "return_pct": -0.1 + }, + { + "date": "2026-01-08", + "equity": 10080.4, + "return_pct": 0.8 + }, + { + "date": "2026-01-09", + "equity": 10127.43, + "return_pct": 1.27 + }, + { + "date": "2026-01-12", + "equity": 10331.36, + "return_pct": 3.31 + }, + { + "date": "2026-01-13", + "equity": 10442.31, + "return_pct": 4.42 + }, + { + "date": "2026-01-14", + "equity": 10473.27, + "return_pct": 4.73 + }, + { + "date": "2026-01-15", + "equity": 10541.57, + "return_pct": 5.42 + }, + { + "date": "2026-01-16", + "equity": 10352.95, + "return_pct": 3.53 + }, + { + "date": "2026-01-20", + "equity": 10400.79, + "return_pct": 4.01 + }, + { + "date": "2026-01-21", + "equity": 10634.57, + "return_pct": 6.35 + }, + { + "date": "2026-01-22", + "equity": 10760.71, + "return_pct": 7.61 + }, + { + "date": "2026-01-23", + "equity": 10829.49, + "return_pct": 8.29 + }, + { + "date": "2026-01-26", + "equity": 10863.82, + "return_pct": 8.64 + }, + { + "date": "2026-01-27", + "equity": 10726.81, + "return_pct": 7.27 + }, + { + "date": "2026-01-28", + "equity": 10630.39, + "return_pct": 6.3 + }, + { + "date": "2026-01-29", + "equity": 10579.92, + "return_pct": 5.8 + }, + { + "date": "2026-01-30", + "equity": 10355.61, + "return_pct": 3.56 + }, + { + "date": "2026-02-02", + "equity": 10459.96, + "return_pct": 4.6 + }, + { + "date": "2026-02-03", + "equity": 10775.33, + "return_pct": 7.75 + }, + { + "date": "2026-02-04", + "equity": 10700.41, + "return_pct": 7.0 + }, + { + "date": "2026-02-05", + "equity": 10614.43, + "return_pct": 6.14 + }, + { + "date": "2026-02-06", + "equity": 10715.51, + "return_pct": 7.16 + }, + { + "date": "2026-02-09", + "equity": 10724.29, + "return_pct": 7.24 + }, + { + "date": "2026-02-10", + "equity": 10850.74, + "return_pct": 8.51 + }, + { + "date": "2026-02-11", + "equity": 10951.99, + "return_pct": 9.52 + }, + { + "date": "2026-02-12", + "equity": 10919.51, + "return_pct": 9.2 + }, + { + "date": "2026-02-13", + "equity": 11067.16, + "return_pct": 10.67 + }, + { + "date": "2026-02-17", + "equity": 11014.38, + "return_pct": 10.14 + }, + { + "date": "2026-02-18", + "equity": 11050.67, + "return_pct": 10.51 + }, + { + "date": "2026-02-19", + "equity": 11083.64, + "return_pct": 10.84 + }, + { + "date": "2026-02-20", + "equity": 11071.48, + "return_pct": 10.71 + }, + { + "date": "2026-02-23", + "equity": 10962.22, + "return_pct": 9.62 + }, + { + "date": "2026-02-24", + "equity": 11064.5, + "return_pct": 10.64 + }, + { + "date": "2026-02-25", + "equity": 10974.39, + "return_pct": 9.74 + }, + { + "date": "2026-02-26", + "equity": 10924.14, + "return_pct": 9.24 + }, + { + "date": "2026-02-27", + "equity": 11100.07, + "return_pct": 11.0 + }, + { + "date": "2026-03-02", + "equity": 10549.04, + "return_pct": 5.49 + }, + { + "date": "2026-03-03", + "equity": 10398.69, + "return_pct": 3.99 + }, + { + "date": "2026-03-04", + "equity": 10374.59, + "return_pct": 3.75 + }, + { + "date": "2026-03-05", + "equity": 10349.51, + "return_pct": 3.5 + }, + { + "date": "2026-03-06", + "equity": 10374.21, + "return_pct": 3.74 + }, + { + "date": "2026-03-09", + "equity": 10383.36, + "return_pct": 3.83 + }, + { + "date": "2026-03-10", + "equity": 10384.19, + "return_pct": 3.84 + }, + { + "date": "2026-03-11", + "equity": 10435.27, + "return_pct": 4.35 + }, + { + "date": "2026-03-12", + "equity": 10506.69, + "return_pct": 5.07 + }, + { + "date": "2026-03-13", + "equity": 10467.0, + "return_pct": 4.67 + }, + { + "date": "2026-03-16", + "equity": 10442.64, + "return_pct": 4.43 + }, + { + "date": "2026-03-17", + "equity": 10508.37, + "return_pct": 5.08 + }, + { + "date": "2026-03-18", + "equity": 10447.0, + "return_pct": 4.47 + }, + { + "date": "2026-03-19", + "equity": 10400.17, + "return_pct": 4.0 + }, + { + "date": "2026-03-20", + "equity": 10272.47, + "return_pct": 2.72 + }, + { + "date": "2026-03-23", + "equity": 10363.0, + "return_pct": 3.63 + }, + { + "date": "2026-03-24", + "equity": 10309.0, + "return_pct": 3.09 + }, + { + "date": "2026-03-25", + "equity": 10310.61, + "return_pct": 3.11 + }, + { + "date": "2026-03-26", + "equity": 10244.67, + "return_pct": 2.45 + }, + { + "date": "2026-03-27", + "equity": 10223.11, + "return_pct": 2.23 + }, + { + "date": "2026-03-30", + "equity": 10196.96, + "return_pct": 1.97 + }, + { + "date": "2026-03-31", + "equity": 10234.4, + "return_pct": 2.34 + }, + { + "date": "2026-04-01", + "equity": 10243.8, + "return_pct": 2.44 + }, + { + "date": "2026-04-02", + "equity": 10244.31, + "return_pct": 2.44 + }, + { + "date": "2026-04-06", + "equity": 10235.8, + "return_pct": 2.36 + }, + { + "date": "2026-04-07", + "equity": 10287.49, + "return_pct": 2.87 + }, + { + "date": "2026-04-08", + "equity": 10723.2, + "return_pct": 7.23 + }, + { + "date": "2026-04-09", + "equity": 10847.32, + "return_pct": 8.47 + }, + { + "date": "2026-04-10", + "equity": 10953.12, + "return_pct": 9.53 + }, + { + "date": "2026-04-13", + "equity": 10995.63, + "return_pct": 9.96 + }, + { + "date": "2026-04-14", + "equity": 11204.74, + "return_pct": 12.05 + }, + { + "date": "2026-04-15", + "equity": 11183.69, + "return_pct": 11.84 + }, + { + "date": "2026-04-16", + "equity": 11292.28, + "return_pct": 12.92 + }, + { + "date": "2026-04-17", + "equity": 11471.82, + "return_pct": 14.72 + }, + { + "date": "2026-04-20", + "equity": 11463.28, + "return_pct": 14.63 + }, + { + "date": "2026-04-21", + "equity": 11431.72, + "return_pct": 14.32 + }, + { + "date": "2026-04-22", + "equity": 11561.52, + "return_pct": 15.62 + }, + { + "date": "2026-04-23", + "equity": 11644.66, + "return_pct": 16.45 + }, + { + "date": "2026-04-24", + "equity": 12086.82, + "return_pct": 20.87 + }, + { + "date": "2026-04-27", + "equity": 12133.22, + "return_pct": 21.33 + }, + { + "date": "2026-04-28", + "equity": 11876.81, + "return_pct": 18.77 + }, + { + "date": "2026-04-29", + "equity": 12194.86, + "return_pct": 21.95 + }, + { + "date": "2026-04-30", + "equity": 12602.72, + "return_pct": 26.03 + }, + { + "date": "2026-05-01", + "equity": 12601.91, + "return_pct": 26.02 + }, + { + "date": "2026-05-04", + "equity": 12428.03, + "return_pct": 24.28 + }, + { + "date": "2026-05-05", + "equity": 12724.23, + "return_pct": 27.24 + }, + { + "date": "2026-05-06", + "equity": 13329.37, + "return_pct": 33.29 + }, + { + "date": "2026-05-07", + "equity": 13088.32, + "return_pct": 30.88 + }, + { + "date": "2026-05-08", + "equity": 13463.9, + "return_pct": 34.64 + }, + { + "date": "2026-05-11", + "equity": 13634.24, + "return_pct": 36.34 + }, + { + "date": "2026-05-12", + "equity": 13499.28, + "return_pct": 34.99 + }, + { + "date": "2026-05-13", + "equity": 13584.73, + "return_pct": 35.85 + }, + { + "date": "2026-05-14", + "equity": 13668.08, + "return_pct": 36.68 + }, + { + "date": "2026-05-15", + "equity": 13288.47, + "return_pct": 32.88 + }, + { + "date": "2026-05-18", + "equity": 13076.69, + "return_pct": 30.77 + }, + { + "date": "2026-05-19", + "equity": 12949.89, + "return_pct": 29.5 + }, + { + "date": "2026-05-20", + "equity": 12885.81, + "return_pct": 28.86 + }, + { + "date": "2026-05-21", + "equity": 12953.41, + "return_pct": 29.53 + }, + { + "date": "2026-05-22", + "equity": 13112.4, + "return_pct": 31.12 + }, + { + "date": "2026-05-26", + "equity": 13078.35, + "return_pct": 30.78 + }, + { + "date": "2026-05-27", + "equity": 13123.8, + "return_pct": 31.24 + }, + { + "date": "2026-05-28", + "equity": 13375.42, + "return_pct": 33.75 + }, + { + "date": "2026-05-29", + "equity": 13399.89, + "return_pct": 34.0 + }, + { + "date": "2026-06-01", + "equity": 13315.4, + "return_pct": 33.15 + }, + { + "date": "2026-06-02", + "equity": 13339.02, + "return_pct": 33.39 + }, + { + "date": "2026-06-03", + "equity": 13499.46, + "return_pct": 34.99 + }, + { + "date": "2026-06-04", + "equity": 13477.31, + "return_pct": 34.77 + }, + { + "date": "2026-06-05", + "equity": 13148.23, + "return_pct": 31.48 + }, + { + "date": "2026-06-08", + "equity": 13079.53, + "return_pct": 30.8 + }, + { + "date": "2026-06-09", + "equity": 13156.12, + "return_pct": 31.56 + }, + { + "date": "2026-06-10", + "equity": 13089.87, + "return_pct": 30.9 + }, + { + "date": "2026-06-11", + "equity": 13167.84, + "return_pct": 31.68 + }, + { + "date": "2026-06-12", + "equity": 13169.07, + "return_pct": 31.69 + }, + { + "date": "2026-06-15", + "equity": 13149.85, + "return_pct": 31.5 + }, + { + "date": "2026-06-16", + "equity": 13108.54, + "return_pct": 31.09 + }, + { + "date": "2026-06-17", + "equity": 13150.26, + "return_pct": 31.5 + }, + { + "date": "2026-06-18", + "equity": 13121.77, + "return_pct": 31.22 + }, + { + "date": "2026-06-22", + "equity": 13164.43, + "return_pct": 31.64 + }, + { + "date": "2026-06-23", + "equity": 13130.08, + "return_pct": 31.3 + }, + { + "date": "2026-06-24", + "equity": 13162.8, + "return_pct": 31.63 + }, + { + "date": "2026-06-25", + "equity": 13195.1, + "return_pct": 31.95 + }, + { + "date": "2026-06-26", + "equity": 13386.9, + "return_pct": 33.87 + }, + { + "date": "2026-06-29", + "equity": 13392.76, + "return_pct": 33.93 + }, + { + "date": "2026-06-30", + "equity": 13387.31, + "return_pct": 33.87 + }, + { + "date": "2026-07-01", + "equity": 13298.3, + "return_pct": 32.98 + }, + { + "date": "2026-07-02", + "equity": 13298.3, + "return_pct": 32.98 + } + ], + "benchmark_curve": [ + { + "date": "2025-12-31", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2026-01-02", + "equity": 10018.33, + "return_pct": 0.18 + }, + { + "date": "2026-01-05", + "equity": 10085.05, + "return_pct": 0.85 + }, + { + "date": "2026-01-06", + "equity": 10145.03, + "return_pct": 1.45 + }, + { + "date": "2026-01-07", + "equity": 10112.33, + "return_pct": 1.12 + }, + { + "date": "2026-01-08", + "equity": 10111.3, + "return_pct": 1.11 + }, + { + "date": "2026-01-09", + "equity": 10178.17, + "return_pct": 1.78 + }, + { + "date": "2026-01-12", + "equity": 10194.16, + "return_pct": 1.94 + }, + { + "date": "2026-01-13", + "equity": 10173.77, + "return_pct": 1.74 + }, + { + "date": "2026-01-14", + "equity": 10123.77, + "return_pct": 1.24 + }, + { + "date": "2026-01-15", + "equity": 10151.34, + "return_pct": 1.51 + }, + { + "date": "2026-01-16", + "equity": 10142.83, + "return_pct": 1.43 + }, + { + "date": "2026-01-20", + "equity": 9936.36, + "return_pct": -0.64 + }, + { + "date": "2026-01-21", + "equity": 10051.03, + "return_pct": 0.51 + }, + { + "date": "2026-01-22", + "equity": 10103.53, + "return_pct": 1.04 + }, + { + "date": "2026-01-23", + "equity": 10107.2, + "return_pct": 1.07 + }, + { + "date": "2026-01-26", + "equity": 10158.52, + "return_pct": 1.59 + }, + { + "date": "2026-01-27", + "equity": 10199.0, + "return_pct": 1.99 + }, + { + "date": "2026-01-28", + "equity": 10197.97, + "return_pct": 1.98 + }, + { + "date": "2026-01-29", + "equity": 10177.73, + "return_pct": 1.78 + }, + { + "date": "2026-01-30", + "equity": 10147.38, + "return_pct": 1.47 + }, + { + "date": "2026-02-02", + "equity": 10197.82, + "return_pct": 1.98 + }, + { + "date": "2026-02-03", + "equity": 10111.6, + "return_pct": 1.12 + }, + { + "date": "2026-02-04", + "equity": 10062.62, + "return_pct": 0.63 + }, + { + "date": "2026-02-05", + "equity": 9936.94, + "return_pct": -0.63 + }, + { + "date": "2026-02-06", + "equity": 10127.58, + "return_pct": 1.28 + }, + { + "date": "2026-02-09", + "equity": 10176.41, + "return_pct": 1.76 + }, + { + "date": "2026-02-10", + "equity": 10149.58, + "return_pct": 1.5 + }, + { + "date": "2026-02-11", + "equity": 10147.23, + "return_pct": 1.47 + }, + { + "date": "2026-02-12", + "equity": 9990.47, + "return_pct": -0.1 + }, + { + "date": "2026-02-13", + "equity": 9997.51, + "return_pct": -0.02 + }, + { + "date": "2026-02-17", + "equity": 10013.64, + "return_pct": 0.14 + }, + { + "date": "2026-02-18", + "equity": 10064.08, + "return_pct": 0.64 + }, + { + "date": "2026-02-19", + "equity": 10037.54, + "return_pct": 0.38 + }, + { + "date": "2026-02-20", + "equity": 10110.13, + "return_pct": 1.1 + }, + { + "date": "2026-02-23", + "equity": 10006.89, + "return_pct": 0.07 + }, + { + "date": "2026-02-24", + "equity": 10079.63, + "return_pct": 0.8 + }, + { + "date": "2026-02-25", + "equity": 10164.68, + "return_pct": 1.65 + }, + { + "date": "2026-02-26", + "equity": 10108.22, + "return_pct": 1.08 + }, + { + "date": "2026-02-27", + "equity": 10059.68, + "return_pct": 0.6 + }, + { + "date": "2026-03-02", + "equity": 10065.4, + "return_pct": 0.65 + }, + { + "date": "2026-03-03", + "equity": 9976.68, + "return_pct": -0.23 + }, + { + "date": "2026-03-04", + "equity": 10047.07, + "return_pct": 0.47 + }, + { + "date": "2026-03-05", + "equity": 9991.05, + "return_pct": -0.09 + }, + { + "date": "2026-03-06", + "equity": 9860.1, + "return_pct": -1.4 + }, + { + "date": "2026-03-09", + "equity": 9946.47, + "return_pct": -0.54 + }, + { + "date": "2026-03-10", + "equity": 9930.49, + "return_pct": -0.7 + }, + { + "date": "2026-03-11", + "equity": 9918.03, + "return_pct": -0.82 + }, + { + "date": "2026-03-12", + "equity": 9767.42, + "return_pct": -2.33 + }, + { + "date": "2026-03-13", + "equity": 9712.14, + "return_pct": -2.88 + }, + { + "date": "2026-03-16", + "equity": 9810.97, + "return_pct": -1.89 + }, + { + "date": "2026-03-17", + "equity": 9836.78, + "return_pct": -1.63 + }, + { + "date": "2026-03-18", + "equity": 9699.52, + "return_pct": -3.0 + }, + { + "date": "2026-03-19", + "equity": 9675.62, + "return_pct": -3.24 + }, + { + "date": "2026-03-20", + "equity": 9510.94, + "return_pct": -4.89 + }, + { + "date": "2026-03-23", + "equity": 9610.8, + "return_pct": -3.89 + }, + { + "date": "2026-03-24", + "equity": 9578.54, + "return_pct": -4.21 + }, + { + "date": "2026-03-25", + "equity": 9631.92, + "return_pct": -3.68 + }, + { + "date": "2026-03-26", + "equity": 9459.91, + "return_pct": -5.4 + }, + { + "date": "2026-03-27", + "equity": 9298.6, + "return_pct": -7.01 + }, + { + "date": "2026-03-30", + "equity": 9267.51, + "return_pct": -7.32 + }, + { + "date": "2026-03-31", + "equity": 9536.9, + "return_pct": -4.63 + }, + { + "date": "2026-04-01", + "equity": 9608.75, + "return_pct": -3.91 + }, + { + "date": "2026-04-02", + "equity": 9617.4, + "return_pct": -3.83 + }, + { + "date": "2026-04-06", + "equity": 9662.86, + "return_pct": -3.37 + }, + { + "date": "2026-04-07", + "equity": 9667.12, + "return_pct": -3.33 + }, + { + "date": "2026-04-08", + "equity": 9913.33, + "return_pct": -0.87 + }, + { + "date": "2026-04-09", + "equity": 9970.52, + "return_pct": -0.29 + }, + { + "date": "2026-04-10", + "equity": 9963.93, + "return_pct": -0.36 + }, + { + "date": "2026-04-13", + "equity": 10061.3, + "return_pct": 0.61 + }, + { + "date": "2026-04-14", + "equity": 10183.89, + "return_pct": 1.84 + }, + { + "date": "2026-04-15", + "equity": 10264.25, + "return_pct": 2.64 + }, + { + "date": "2026-04-16", + "equity": 10289.48, + "return_pct": 2.89 + }, + { + "date": "2026-04-17", + "equity": 10413.83, + "return_pct": 4.14 + }, + { + "date": "2026-04-20", + "equity": 10393.01, + "return_pct": 3.93 + }, + { + "date": "2026-04-21", + "equity": 10324.96, + "return_pct": 3.25 + }, + { + "date": "2026-04-22", + "equity": 10429.52, + "return_pct": 4.3 + }, + { + "date": "2026-04-23", + "equity": 10389.05, + "return_pct": 3.89 + }, + { + "date": "2026-04-24", + "equity": 10469.56, + "return_pct": 4.7 + }, + { + "date": "2026-04-27", + "equity": 10487.59, + "return_pct": 4.88 + }, + { + "date": "2026-04-28", + "equity": 10436.56, + "return_pct": 4.37 + }, + { + "date": "2026-04-29", + "equity": 10434.95, + "return_pct": 4.35 + }, + { + "date": "2026-04-30", + "equity": 10538.77, + "return_pct": 5.39 + }, + { + "date": "2026-05-01", + "equity": 10567.96, + "return_pct": 5.68 + }, + { + "date": "2026-05-04", + "equity": 10529.24, + "return_pct": 5.29 + }, + { + "date": "2026-05-05", + "equity": 10613.71, + "return_pct": 6.14 + }, + { + "date": "2026-05-06", + "equity": 10761.23, + "return_pct": 7.61 + }, + { + "date": "2026-05-07", + "equity": 10728.24, + "return_pct": 7.28 + }, + { + "date": "2026-05-08", + "equity": 10816.81, + "return_pct": 8.17 + }, + { + "date": "2026-05-11", + "equity": 10841.45, + "return_pct": 8.41 + }, + { + "date": "2026-05-12", + "equity": 10825.02, + "return_pct": 8.25 + }, + { + "date": "2026-05-13", + "equity": 10885.59, + "return_pct": 8.86 + }, + { + "date": "2026-05-14", + "equity": 10971.52, + "return_pct": 9.72 + }, + { + "date": "2026-05-15", + "equity": 10839.54, + "return_pct": 8.4 + }, + { + "date": "2026-05-18", + "equity": 10831.92, + "return_pct": 8.32 + }, + { + "date": "2026-05-19", + "equity": 10759.77, + "return_pct": 7.6 + }, + { + "date": "2026-05-20", + "equity": 10870.04, + "return_pct": 8.7 + }, + { + "date": "2026-05-21", + "equity": 10891.6, + "return_pct": 8.92 + }, + { + "date": "2026-05-22", + "equity": 10934.42, + "return_pct": 9.34 + }, + { + "date": "2026-05-26", + "equity": 11007.01, + "return_pct": 10.07 + }, + { + "date": "2026-05-27", + "equity": 11005.1, + "return_pct": 10.05 + }, + { + "date": "2026-05-28", + "equity": 11065.81, + "return_pct": 10.66 + }, + { + "date": "2026-05-29", + "equity": 11093.38, + "return_pct": 10.93 + }, + { + "date": "2026-06-01", + "equity": 11123.59, + "return_pct": 11.24 + }, + { + "date": "2026-06-02", + "equity": 11138.7, + "return_pct": 11.39 + }, + { + "date": "2026-06-03", + "equity": 11060.53, + "return_pct": 10.61 + }, + { + "date": "2026-06-04", + "equity": 11102.33, + "return_pct": 11.02 + }, + { + "date": "2026-06-05", + "equity": 10815.78, + "return_pct": 8.16 + }, + { + "date": "2026-06-08", + "equity": 10840.27, + "return_pct": 8.4 + }, + { + "date": "2026-06-09", + "equity": 10808.45, + "return_pct": 8.08 + }, + { + "date": "2026-06-10", + "equity": 10638.05, + "return_pct": 6.38 + }, + { + "date": "2026-06-11", + "equity": 10818.86, + "return_pct": 8.19 + }, + { + "date": "2026-06-12", + "equity": 10877.38, + "return_pct": 8.77 + }, + { + "date": "2026-06-15", + "equity": 11069.19, + "return_pct": 10.69 + }, + { + "date": "2026-06-16", + "equity": 11003.2, + "return_pct": 10.03 + }, + { + "date": "2026-06-17", + "equity": 10865.79, + "return_pct": 8.66 + }, + { + "date": "2026-06-18", + "equity": 10950.55, + "return_pct": 9.51 + }, + { + "date": "2026-06-22", + "equity": 10916.09, + "return_pct": 9.16 + }, + { + "date": "2026-06-23", + "equity": 10757.57, + "return_pct": 7.58 + }, + { + "date": "2026-06-24", + "equity": 10752.58, + "return_pct": 7.53 + }, + { + "date": "2026-06-25", + "equity": 10768.13, + "return_pct": 7.68 + }, + { + "date": "2026-06-26", + "equity": 10690.26, + "return_pct": 6.9 + }, + { + "date": "2026-06-29", + "equity": 10866.38, + "return_pct": 8.66 + }, + { + "date": "2026-06-30", + "equity": 10950.99, + "return_pct": 9.51 + }, + { + "date": "2026-07-01", + "equity": 10936.18, + "return_pct": 9.36 + }, + { + "date": "2026-07-02", + "equity": 10921.81, + "return_pct": 9.22 + } + ] + }, + { + "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", + "ranking_key": "residual_high_vol_blend_80_20_score", + "exit_policy": "atr_trail3", + "live_exit_mode": "atr_trailing", + "lookback": "1y", + "lookback_label": "1 year", + "starting_capital": 10000.0, + "final_equity": 16673.71, + "total_return_pct": 66.7, + "cagr_pct": 66.8, + "max_drawdown_pct": 8.8, + "sharpe": 2.47, + "trades": 72, + "win_rate": 38.9, + "avg_trade_pnl": 92.69, + "best_trade_r": 12.87, + "worst_trade_r": -2.68, + "best_trade_pnl": 1647.17, + "worst_trade_pnl": -176.3, + "avg_hold_days": 15.8, + "exit_reasons": { + "stop": 30, + "time": 15, + "trailing_stop": 27 + }, + "skipped_book_full": 0, + "spy_return_pct": 20.0, + "yearly_returns": [ + { + "year": 2025, + "return_pct": 23.4 + }, + { + "year": 2026, + "return_pct": 35.2 + } + ], + "start_date": "2025-07-02", + "end_date": "2026-07-02", + "equity_curve": [ + { + "date": "2025-07-02", + "equity": 9998.0, + "return_pct": 0.0 + }, + { + "date": "2025-07-03", + "equity": 9992.67, + "return_pct": -0.05 + }, + { + "date": "2025-07-07", + "equity": 10001.33, + "return_pct": 0.03 + }, + { + "date": "2025-07-08", + "equity": 9917.68, + "return_pct": -0.8 + }, + { + "date": "2025-07-09", + "equity": 9917.68, + "return_pct": -0.8 + }, + { + "date": "2025-07-10", + "equity": 9907.77, + "return_pct": -0.9 + }, + { + "date": "2025-07-11", + "equity": 9946.33, + "return_pct": -0.52 + }, + { + "date": "2025-07-14", + "equity": 10085.33, + "return_pct": 0.87 + }, + { + "date": "2025-07-15", + "equity": 10114.28, + "return_pct": 1.16 + }, + { + "date": "2025-07-16", + "equity": 10193.45, + "return_pct": 1.95 + }, + { + "date": "2025-07-17", + "equity": 10271.09, + "return_pct": 2.73 + }, + { + "date": "2025-07-18", + "equity": 10207.34, + "return_pct": 2.09 + }, + { + "date": "2025-07-21", + "equity": 10256.23, + "return_pct": 2.58 + }, + { + "date": "2025-07-22", + "equity": 10069.4, + "return_pct": 0.71 + }, + { + "date": "2025-07-23", + "equity": 10173.85, + "return_pct": 1.76 + }, + { + "date": "2025-07-24", + "equity": 10189.71, + "return_pct": 1.92 + }, + { + "date": "2025-07-25", + "equity": 10294.61, + "return_pct": 2.97 + }, + { + "date": "2025-07-28", + "equity": 10408.77, + "return_pct": 4.11 + }, + { + "date": "2025-07-29", + "equity": 10450.52, + "return_pct": 4.53 + }, + { + "date": "2025-07-30", + "equity": 10455.33, + "return_pct": 4.57 + }, + { + "date": "2025-07-31", + "equity": 10529.18, + "return_pct": 5.31 + }, + { + "date": "2025-08-01", + "equity": 10191.76, + "return_pct": 1.94 + }, + { + "date": "2025-08-04", + "equity": 10465.19, + "return_pct": 4.67 + }, + { + "date": "2025-08-05", + "equity": 10312.68, + "return_pct": 3.15 + }, + { + "date": "2025-08-06", + "equity": 10377.37, + "return_pct": 3.79 + }, + { + "date": "2025-08-07", + "equity": 10624.62, + "return_pct": 6.27 + }, + { + "date": "2025-08-08", + "equity": 10761.66, + "return_pct": 7.64 + }, + { + "date": "2025-08-11", + "equity": 10724.06, + "return_pct": 7.26 + }, + { + "date": "2025-08-12", + "equity": 10913.1, + "return_pct": 9.15 + }, + { + "date": "2025-08-13", + "equity": 10779.92, + "return_pct": 7.82 + }, + { + "date": "2025-08-14", + "equity": 10524.14, + "return_pct": 5.26 + }, + { + "date": "2025-08-15", + "equity": 10498.92, + "return_pct": 5.01 + }, + { + "date": "2025-08-18", + "equity": 10577.67, + "return_pct": 5.8 + }, + { + "date": "2025-08-19", + "equity": 10389.4, + "return_pct": 3.91 + }, + { + "date": "2025-08-20", + "equity": 10258.5, + "return_pct": 2.61 + }, + { + "date": "2025-08-21", + "equity": 10271.04, + "return_pct": 2.73 + }, + { + "date": "2025-08-22", + "equity": 10470.77, + "return_pct": 4.73 + }, + { + "date": "2025-08-25", + "equity": 10527.96, + "return_pct": 5.3 + }, + { + "date": "2025-08-26", + "equity": 10586.66, + "return_pct": 5.89 + }, + { + "date": "2025-08-27", + "equity": 10673.65, + "return_pct": 6.76 + }, + { + "date": "2025-08-28", + "equity": 10778.97, + "return_pct": 7.81 + }, + { + "date": "2025-08-29", + "equity": 10582.76, + "return_pct": 5.85 + }, + { + "date": "2025-09-02", + "equity": 10512.42, + "return_pct": 5.15 + }, + { + "date": "2025-09-03", + "equity": 10487.82, + "return_pct": 4.9 + }, + { + "date": "2025-09-04", + "equity": 10433.22, + "return_pct": 4.35 + }, + { + "date": "2025-09-05", + "equity": 10410.78, + "return_pct": 4.13 + }, + { + "date": "2025-09-08", + "equity": 10448.28, + "return_pct": 4.5 + }, + { + "date": "2025-09-09", + "equity": 10383.25, + "return_pct": 3.85 + }, + { + "date": "2025-09-10", + "equity": 10458.21, + "return_pct": 4.6 + }, + { + "date": "2025-09-11", + "equity": 10694.51, + "return_pct": 6.97 + }, + { + "date": "2025-09-12", + "equity": 10784.99, + "return_pct": 7.87 + }, + { + "date": "2025-09-15", + "equity": 10891.85, + "return_pct": 8.94 + }, + { + "date": "2025-09-16", + "equity": 10873.39, + "return_pct": 8.76 + }, + { + "date": "2025-09-17", + "equity": 10929.2, + "return_pct": 9.31 + }, + { + "date": "2025-09-18", + "equity": 11138.6, + "return_pct": 11.41 + }, + { + "date": "2025-09-19", + "equity": 11251.2, + "return_pct": 12.53 + }, + { + "date": "2025-09-22", + "equity": 11187.75, + "return_pct": 11.9 + }, + { + "date": "2025-09-23", + "equity": 11116.9, + "return_pct": 11.19 + }, + { + "date": "2025-09-24", + "equity": 11101.87, + "return_pct": 11.04 + }, + { + "date": "2025-09-25", + "equity": 10876.36, + "return_pct": 8.79 + }, + { + "date": "2025-09-26", + "equity": 11045.13, + "return_pct": 10.47 + }, + { + "date": "2025-09-29", + "equity": 11200.77, + "return_pct": 12.03 + }, + { + "date": "2025-09-30", + "equity": 11312.97, + "return_pct": 13.15 + }, + { + "date": "2025-10-01", + "equity": 11688.26, + "return_pct": 16.91 + }, + { + "date": "2025-10-02", + "equity": 11687.38, + "return_pct": 16.9 + }, + { + "date": "2025-10-03", + "equity": 11630.82, + "return_pct": 16.33 + }, + { + "date": "2025-10-06", + "equity": 11949.36, + "return_pct": 19.52 + }, + { + "date": "2025-10-07", + "equity": 11810.79, + "return_pct": 18.13 + }, + { + "date": "2025-10-08", + "equity": 12018.93, + "return_pct": 20.21 + }, + { + "date": "2025-10-09", + "equity": 11884.44, + "return_pct": 18.87 + }, + { + "date": "2025-10-10", + "equity": 11360.04, + "return_pct": 13.62 + }, + { + "date": "2025-10-13", + "equity": 11566.74, + "return_pct": 15.69 + }, + { + "date": "2025-10-14", + "equity": 11340.05, + "return_pct": 13.42 + }, + { + "date": "2025-10-15", + "equity": 11448.75, + "return_pct": 14.51 + }, + { + "date": "2025-10-16", + "equity": 11410.42, + "return_pct": 14.13 + }, + { + "date": "2025-10-17", + "equity": 11404.37, + "return_pct": 14.07 + }, + { + "date": "2025-10-20", + "equity": 11447.46, + "return_pct": 14.5 + }, + { + "date": "2025-10-21", + "equity": 11351.79, + "return_pct": 13.54 + }, + { + "date": "2025-10-22", + "equity": 11220.06, + "return_pct": 12.22 + }, + { + "date": "2025-10-23", + "equity": 11199.1, + "return_pct": 12.01 + }, + { + "date": "2025-10-24", + "equity": 11153.8, + "return_pct": 11.56 + }, + { + "date": "2025-10-27", + "equity": 11324.73, + "return_pct": 13.27 + }, + { + "date": "2025-10-28", + "equity": 11222.12, + "return_pct": 12.24 + }, + { + "date": "2025-10-29", + "equity": 11225.97, + "return_pct": 12.28 + }, + { + "date": "2025-10-30", + "equity": 11392.29, + "return_pct": 13.95 + }, + { + "date": "2025-10-31", + "equity": 11792.63, + "return_pct": 17.95 + }, + { + "date": "2025-11-03", + "equity": 11730.43, + "return_pct": 17.33 + }, + { + "date": "2025-11-04", + "equity": 11835.36, + "return_pct": 18.38 + }, + { + "date": "2025-11-05", + "equity": 12043.54, + "return_pct": 20.46 + }, + { + "date": "2025-11-06", + "equity": 11925.17, + "return_pct": 19.28 + }, + { + "date": "2025-11-07", + "equity": 12071.86, + "return_pct": 20.74 + }, + { + "date": "2025-11-10", + "equity": 12169.19, + "return_pct": 21.72 + }, + { + "date": "2025-11-11", + "equity": 11912.14, + "return_pct": 19.15 + }, + { + "date": "2025-11-12", + "equity": 11881.63, + "return_pct": 18.84 + }, + { + "date": "2025-11-13", + "equity": 11595.37, + "return_pct": 15.98 + }, + { + "date": "2025-11-14", + "equity": 11635.29, + "return_pct": 16.38 + }, + { + "date": "2025-11-17", + "equity": 11564.16, + "return_pct": 15.66 + }, + { + "date": "2025-11-18", + "equity": 11591.27, + "return_pct": 15.94 + }, + { + "date": "2025-11-19", + "equity": 11431.5, + "return_pct": 14.34 + }, + { + "date": "2025-11-20", + "equity": 11337.3, + "return_pct": 13.4 + }, + { + "date": "2025-11-21", + "equity": 11397.96, + "return_pct": 14.0 + }, + { + "date": "2025-11-24", + "equity": 11336.33, + "return_pct": 13.39 + }, + { + "date": "2025-11-25", + "equity": 11466.69, + "return_pct": 14.69 + }, + { + "date": "2025-11-26", + "equity": 11636.77, + "return_pct": 16.39 + }, + { + "date": "2025-11-28", + "equity": 11670.81, + "return_pct": 16.73 + }, + { + "date": "2025-12-01", + "equity": 11632.7, + "return_pct": 16.35 + }, + { + "date": "2025-12-02", + "equity": 11633.1, + "return_pct": 16.35 + }, + { + "date": "2025-12-03", + "equity": 11640.9, + "return_pct": 16.43 + }, + { + "date": "2025-12-04", + "equity": 12040.58, + "return_pct": 20.43 + }, + { + "date": "2025-12-05", + "equity": 12471.91, + "return_pct": 24.74 + }, + { + "date": "2025-12-08", + "equity": 12330.85, + "return_pct": 23.33 + }, + { + "date": "2025-12-09", + "equity": 12371.83, + "return_pct": 23.74 + }, + { + "date": "2025-12-10", + "equity": 12532.58, + "return_pct": 25.35 + }, + { + "date": "2025-12-11", + "equity": 12792.65, + "return_pct": 27.95 + }, + { + "date": "2025-12-12", + "equity": 12636.97, + "return_pct": 26.39 + }, + { + "date": "2025-12-15", + "equity": 12620.02, + "return_pct": 26.23 + }, + { + "date": "2025-12-16", + "equity": 12675.19, + "return_pct": 26.78 + }, + { + "date": "2025-12-17", + "equity": 12524.45, + "return_pct": 25.27 + }, + { + "date": "2025-12-18", + "equity": 12534.39, + "return_pct": 25.37 + }, + { + "date": "2025-12-19", + "equity": 12623.98, + "return_pct": 26.27 + }, + { + "date": "2025-12-22", + "equity": 12691.5, + "return_pct": 26.94 + }, + { + "date": "2025-12-23", + "equity": 12465.99, + "return_pct": 24.68 + }, + { + "date": "2025-12-24", + "equity": 12599.51, + "return_pct": 26.02 + }, + { + "date": "2025-12-26", + "equity": 12672.02, + "return_pct": 26.75 + }, + { + "date": "2025-12-29", + "equity": 12583.75, + "return_pct": 25.86 + }, + { + "date": "2025-12-30", + "equity": 12480.24, + "return_pct": 24.83 + }, + { + "date": "2025-12-31", + "equity": 12337.07, + "return_pct": 23.4 + }, + { + "date": "2026-01-02", + "equity": 12626.23, + "return_pct": 26.29 + }, + { + "date": "2026-01-05", + "equity": 12699.22, + "return_pct": 27.02 + }, + { + "date": "2026-01-06", + "equity": 13031.28, + "return_pct": 30.34 + }, + { + "date": "2026-01-07", + "equity": 12883.19, + "return_pct": 28.86 + }, + { + "date": "2026-01-08", + "equity": 12939.19, + "return_pct": 29.42 + }, + { + "date": "2026-01-09", + "equity": 12886.93, + "return_pct": 28.9 + }, + { + "date": "2026-01-12", + "equity": 13218.69, + "return_pct": 32.21 + }, + { + "date": "2026-01-13", + "equity": 13389.15, + "return_pct": 33.92 + }, + { + "date": "2026-01-14", + "equity": 13356.77, + "return_pct": 33.59 + }, + { + "date": "2026-01-15", + "equity": 13502.31, + "return_pct": 35.05 + }, + { + "date": "2026-01-16", + "equity": 13288.83, + "return_pct": 32.91 + }, + { + "date": "2026-01-20", + "equity": 13318.39, + "return_pct": 33.21 + }, + { + "date": "2026-01-21", + "equity": 13669.29, + "return_pct": 36.72 + }, + { + "date": "2026-01-22", + "equity": 13879.59, + "return_pct": 38.82 + }, + { + "date": "2026-01-23", + "equity": 13989.55, + "return_pct": 39.92 + }, + { + "date": "2026-01-26", + "equity": 14024.16, + "return_pct": 40.27 + }, + { + "date": "2026-01-27", + "equity": 13803.1, + "return_pct": 38.06 + }, + { + "date": "2026-01-28", + "equity": 13707.57, + "return_pct": 37.1 + }, + { + "date": "2026-01-29", + "equity": 13633.49, + "return_pct": 36.36 + }, + { + "date": "2026-01-30", + "equity": 13175.42, + "return_pct": 31.78 + }, + { + "date": "2026-02-02", + "equity": 13465.57, + "return_pct": 34.68 + }, + { + "date": "2026-02-03", + "equity": 13739.25, + "return_pct": 37.42 + }, + { + "date": "2026-02-04", + "equity": 13465.12, + "return_pct": 34.68 + }, + { + "date": "2026-02-05", + "equity": 13344.75, + "return_pct": 33.47 + }, + { + "date": "2026-02-06", + "equity": 13635.87, + "return_pct": 36.39 + }, + { + "date": "2026-02-09", + "equity": 13604.28, + "return_pct": 36.07 + }, + { + "date": "2026-02-10", + "equity": 13712.71, + "return_pct": 37.15 + }, + { + "date": "2026-02-11", + "equity": 13946.46, + "return_pct": 39.49 + }, + { + "date": "2026-02-12", + "equity": 13830.35, + "return_pct": 38.33 + }, + { + "date": "2026-02-13", + "equity": 14009.95, + "return_pct": 40.13 + }, + { + "date": "2026-02-17", + "equity": 13944.09, + "return_pct": 39.47 + }, + { + "date": "2026-02-18", + "equity": 13886.13, + "return_pct": 38.89 + }, + { + "date": "2026-02-19", + "equity": 13843.11, + "return_pct": 38.46 + }, + { + "date": "2026-02-20", + "equity": 13928.85, + "return_pct": 39.32 + }, + { + "date": "2026-02-23", + "equity": 13795.59, + "return_pct": 37.98 + }, + { + "date": "2026-02-24", + "equity": 13965.96, + "return_pct": 39.69 + }, + { + "date": "2026-02-25", + "equity": 13934.86, + "return_pct": 39.38 + }, + { + "date": "2026-02-26", + "equity": 13819.98, + "return_pct": 38.23 + }, + { + "date": "2026-02-27", + "equity": 13959.24, + "return_pct": 39.62 + }, + { + "date": "2026-03-02", + "equity": 13233.26, + "return_pct": 32.36 + }, + { + "date": "2026-03-03", + "equity": 13171.16, + "return_pct": 31.74 + }, + { + "date": "2026-03-04", + "equity": 13161.87, + "return_pct": 31.64 + }, + { + "date": "2026-03-05", + "equity": 13025.48, + "return_pct": 30.28 + }, + { + "date": "2026-03-06", + "equity": 12955.67, + "return_pct": 29.58 + }, + { + "date": "2026-03-09", + "equity": 12948.95, + "return_pct": 29.52 + }, + { + "date": "2026-03-10", + "equity": 12894.38, + "return_pct": 28.97 + }, + { + "date": "2026-03-11", + "equity": 12903.71, + "return_pct": 29.06 + }, + { + "date": "2026-03-12", + "equity": 12929.73, + "return_pct": 29.32 + }, + { + "date": "2026-03-13", + "equity": 12899.83, + "return_pct": 29.02 + }, + { + "date": "2026-03-16", + "equity": 12915.94, + "return_pct": 29.19 + }, + { + "date": "2026-03-17", + "equity": 12946.2, + "return_pct": 29.49 + }, + { + "date": "2026-03-18", + "equity": 12916.84, + "return_pct": 29.19 + }, + { + "date": "2026-03-19", + "equity": 12942.71, + "return_pct": 29.45 + }, + { + "date": "2026-03-20", + "equity": 12879.63, + "return_pct": 28.82 + }, + { + "date": "2026-03-23", + "equity": 12992.68, + "return_pct": 29.95 + }, + { + "date": "2026-03-24", + "equity": 12925.25, + "return_pct": 29.28 + }, + { + "date": "2026-03-25", + "equity": 12927.25, + "return_pct": 29.3 + }, + { + "date": "2026-03-26", + "equity": 12844.91, + "return_pct": 28.47 + }, + { + "date": "2026-03-27", + "equity": 12817.98, + "return_pct": 28.21 + }, + { + "date": "2026-03-30", + "equity": 12785.18, + "return_pct": 27.88 + }, + { + "date": "2026-03-31", + "equity": 12832.12, + "return_pct": 28.35 + }, + { + "date": "2026-04-01", + "equity": 12843.91, + "return_pct": 28.46 + }, + { + "date": "2026-04-02", + "equity": 12844.55, + "return_pct": 28.47 + }, + { + "date": "2026-04-06", + "equity": 12833.88, + "return_pct": 28.36 + }, + { + "date": "2026-04-07", + "equity": 12898.69, + "return_pct": 29.01 + }, + { + "date": "2026-04-08", + "equity": 13444.99, + "return_pct": 34.48 + }, + { + "date": "2026-04-09", + "equity": 13600.62, + "return_pct": 36.03 + }, + { + "date": "2026-04-10", + "equity": 13733.28, + "return_pct": 37.36 + }, + { + "date": "2026-04-13", + "equity": 13786.58, + "return_pct": 37.89 + }, + { + "date": "2026-04-14", + "equity": 14048.76, + "return_pct": 40.52 + }, + { + "date": "2026-04-15", + "equity": 14022.36, + "return_pct": 40.25 + }, + { + "date": "2026-04-16", + "equity": 14158.53, + "return_pct": 41.61 + }, + { + "date": "2026-04-17", + "equity": 14383.63, + "return_pct": 43.87 + }, + { + "date": "2026-04-20", + "equity": 14372.93, + "return_pct": 43.76 + }, + { + "date": "2026-04-21", + "equity": 14333.36, + "return_pct": 43.36 + }, + { + "date": "2026-04-22", + "equity": 14496.09, + "return_pct": 44.99 + }, + { + "date": "2026-04-23", + "equity": 14600.34, + "return_pct": 46.03 + }, + { + "date": "2026-04-24", + "equity": 15154.74, + "return_pct": 51.58 + }, + { + "date": "2026-04-27", + "equity": 15212.91, + "return_pct": 52.16 + }, + { + "date": "2026-04-28", + "equity": 14891.42, + "return_pct": 48.94 + }, + { + "date": "2026-04-29", + "equity": 15290.2, + "return_pct": 52.93 + }, + { + "date": "2026-04-30", + "equity": 15801.58, + "return_pct": 58.05 + }, + { + "date": "2026-05-01", + "equity": 15800.56, + "return_pct": 58.04 + }, + { + "date": "2026-05-04", + "equity": 15582.54, + "return_pct": 55.86 + }, + { + "date": "2026-05-05", + "equity": 15953.94, + "return_pct": 59.57 + }, + { + "date": "2026-05-06", + "equity": 16712.67, + "return_pct": 67.16 + }, + { + "date": "2026-05-07", + "equity": 16410.44, + "return_pct": 64.14 + }, + { + "date": "2026-05-08", + "equity": 16881.34, + "return_pct": 68.85 + }, + { + "date": "2026-05-11", + "equity": 17094.92, + "return_pct": 70.98 + }, + { + "date": "2026-05-12", + "equity": 16925.71, + "return_pct": 69.29 + }, + { + "date": "2026-05-13", + "equity": 17032.85, + "return_pct": 70.36 + }, + { + "date": "2026-05-14", + "equity": 17137.35, + "return_pct": 71.41 + }, + { + "date": "2026-05-15", + "equity": 16661.39, + "return_pct": 66.65 + }, + { + "date": "2026-05-18", + "equity": 16395.85, + "return_pct": 63.99 + }, + { + "date": "2026-05-19", + "equity": 16236.87, + "return_pct": 62.4 + }, + { + "date": "2026-05-20", + "equity": 16156.53, + "return_pct": 61.6 + }, + { + "date": "2026-05-21", + "equity": 16241.29, + "return_pct": 62.45 + }, + { + "date": "2026-05-22", + "equity": 16440.62, + "return_pct": 64.44 + }, + { + "date": "2026-05-26", + "equity": 16397.94, + "return_pct": 64.01 + }, + { + "date": "2026-05-27", + "equity": 16454.92, + "return_pct": 64.58 + }, + { + "date": "2026-05-28", + "equity": 16770.41, + "return_pct": 67.74 + }, + { + "date": "2026-05-29", + "equity": 16801.09, + "return_pct": 68.04 + }, + { + "date": "2026-06-01", + "equity": 16695.15, + "return_pct": 66.98 + }, + { + "date": "2026-06-02", + "equity": 16724.77, + "return_pct": 67.28 + }, + { + "date": "2026-06-03", + "equity": 16925.93, + "return_pct": 69.29 + }, + { + "date": "2026-06-04", + "equity": 16898.16, + "return_pct": 69.02 + }, + { + "date": "2026-06-05", + "equity": 16485.55, + "return_pct": 64.89 + }, + { + "date": "2026-06-08", + "equity": 16399.41, + "return_pct": 64.03 + }, + { + "date": "2026-06-09", + "equity": 16495.44, + "return_pct": 64.99 + }, + { + "date": "2026-06-10", + "equity": 16412.38, + "return_pct": 64.16 + }, + { + "date": "2026-06-11", + "equity": 16510.14, + "return_pct": 65.13 + }, + { + "date": "2026-06-12", + "equity": 16511.68, + "return_pct": 65.15 + }, + { + "date": "2026-06-15", + "equity": 16487.58, + "return_pct": 64.91 + }, + { + "date": "2026-06-16", + "equity": 16435.79, + "return_pct": 64.39 + }, + { + "date": "2026-06-17", + "equity": 16488.09, + "return_pct": 64.91 + }, + { + "date": "2026-06-18", + "equity": 16452.37, + "return_pct": 64.56 + }, + { + "date": "2026-06-22", + "equity": 16505.87, + "return_pct": 65.09 + }, + { + "date": "2026-06-23", + "equity": 16462.8, + "return_pct": 64.66 + }, + { + "date": "2026-06-24", + "equity": 16503.82, + "return_pct": 65.07 + }, + { + "date": "2026-06-25", + "equity": 16544.32, + "return_pct": 65.48 + }, + { + "date": "2026-06-26", + "equity": 16784.8, + "return_pct": 67.88 + }, + { + "date": "2026-06-29", + "equity": 16792.15, + "return_pct": 67.96 + }, + { + "date": "2026-06-30", + "equity": 16785.31, + "return_pct": 67.89 + }, + { + "date": "2026-07-01", + "equity": 16673.71, + "return_pct": 66.77 + }, + { + "date": "2026-07-02", + "equity": 16673.71, + "return_pct": 66.77 + } + ], + "benchmark_curve": [ + { + "date": "2025-07-02", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2025-07-03", + "equity": 10078.81, + "return_pct": 0.79 + }, + { + "date": "2025-07-07", + "equity": 10003.71, + "return_pct": 0.04 + }, + { + "date": "2025-07-08", + "equity": 9998.23, + "return_pct": -0.02 + }, + { + "date": "2025-07-09", + "equity": 10058.18, + "return_pct": 0.58 + }, + { + "date": "2025-07-10", + "equity": 10086.55, + "return_pct": 0.87 + }, + { + "date": "2025-07-11", + "equity": 10051.09, + "return_pct": 0.51 + }, + { + "date": "2025-07-14", + "equity": 10070.27, + "return_pct": 0.7 + }, + { + "date": "2025-07-15", + "equity": 10027.24, + "return_pct": 0.27 + }, + { + "date": "2025-07-16", + "equity": 10060.76, + "return_pct": 0.61 + }, + { + "date": "2025-07-17", + "equity": 10122.33, + "return_pct": 1.22 + }, + { + "date": "2025-07-18", + "equity": 10114.92, + "return_pct": 1.15 + }, + { + "date": "2025-07-21", + "equity": 10134.1, + "return_pct": 1.34 + }, + { + "date": "2025-07-22", + "equity": 10135.55, + "return_pct": 1.36 + }, + { + "date": "2025-07-23", + "equity": 10221.77, + "return_pct": 2.22 + }, + { + "date": "2025-07-24", + "equity": 10225.16, + "return_pct": 2.25 + }, + { + "date": "2025-07-25", + "equity": 10268.35, + "return_pct": 2.68 + }, + { + "date": "2025-07-28", + "equity": 10265.77, + "return_pct": 2.66 + }, + { + "date": "2025-07-29", + "equity": 10238.7, + "return_pct": 2.39 + }, + { + "date": "2025-07-30", + "equity": 10225.8, + "return_pct": 2.26 + }, + { + "date": "2025-07-31", + "equity": 10187.44, + "return_pct": 1.87 + }, + { + "date": "2025-08-01", + "equity": 10020.47, + "return_pct": 0.2 + }, + { + "date": "2025-08-04", + "equity": 10172.78, + "return_pct": 1.73 + }, + { + "date": "2025-08-05", + "equity": 10121.2, + "return_pct": 1.21 + }, + { + "date": "2025-08-06", + "equity": 10198.73, + "return_pct": 1.99 + }, + { + "date": "2025-08-07", + "equity": 10190.18, + "return_pct": 1.9 + }, + { + "date": "2025-08-08", + "equity": 10269.64, + "return_pct": 2.7 + }, + { + "date": "2025-08-11", + "equity": 10249.34, + "return_pct": 2.49 + }, + { + "date": "2025-08-12", + "equity": 10358.45, + "return_pct": 3.58 + }, + { + "date": "2025-08-13", + "equity": 10393.91, + "return_pct": 3.94 + }, + { + "date": "2025-08-14", + "equity": 10394.87, + "return_pct": 3.95 + }, + { + "date": "2025-08-15", + "equity": 10370.54, + "return_pct": 3.71 + }, + { + "date": "2025-08-18", + "equity": 10368.28, + "return_pct": 3.68 + }, + { + "date": "2025-08-19", + "equity": 10312.03, + "return_pct": 3.12 + }, + { + "date": "2025-08-20", + "equity": 10284.63, + "return_pct": 2.85 + }, + { + "date": "2025-08-21", + "equity": 10243.37, + "return_pct": 2.43 + }, + { + "date": "2025-08-22", + "equity": 10400.68, + "return_pct": 4.01 + }, + { + "date": "2025-08-25", + "equity": 10354.9, + "return_pct": 3.55 + }, + { + "date": "2025-08-26", + "equity": 10398.26, + "return_pct": 3.98 + }, + { + "date": "2025-08-27", + "equity": 10421.95, + "return_pct": 4.22 + }, + { + "date": "2025-08-28", + "equity": 10458.86, + "return_pct": 4.59 + }, + { + "date": "2025-08-29", + "equity": 10396.49, + "return_pct": 3.96 + }, + { + "date": "2025-09-02", + "equity": 10319.45, + "return_pct": 3.19 + }, + { + "date": "2025-09-03", + "equity": 10375.37, + "return_pct": 3.75 + }, + { + "date": "2025-09-04", + "equity": 10462.08, + "return_pct": 4.62 + }, + { + "date": "2025-09-05", + "equity": 10431.78, + "return_pct": 4.32 + }, + { + "date": "2025-09-08", + "equity": 10457.41, + "return_pct": 4.57 + }, + { + "date": "2025-09-09", + "equity": 10481.59, + "return_pct": 4.82 + }, + { + "date": "2025-09-10", + "equity": 10511.89, + "return_pct": 5.12 + }, + { + "date": "2025-09-11", + "equity": 10599.24, + "return_pct": 5.99 + }, + { + "date": "2025-09-12", + "equity": 10595.7, + "return_pct": 5.96 + }, + { + "date": "2025-09-15", + "equity": 10652.11, + "return_pct": 6.52 + }, + { + "date": "2025-09-16", + "equity": 10637.44, + "return_pct": 6.37 + }, + { + "date": "2025-09-17", + "equity": 10624.22, + "return_pct": 6.24 + }, + { + "date": "2025-09-18", + "equity": 10673.87, + "return_pct": 6.74 + }, + { + "date": "2025-09-19", + "equity": 10697.07, + "return_pct": 6.97 + }, + { + "date": "2025-09-22", + "equity": 10747.68, + "return_pct": 7.48 + }, + { + "date": "2025-09-23", + "equity": 10689.18, + "return_pct": 6.89 + }, + { + "date": "2025-09-24", + "equity": 10655.17, + "return_pct": 6.55 + }, + { + "date": "2025-09-25", + "equity": 10606.01, + "return_pct": 6.06 + }, + { + "date": "2025-09-26", + "equity": 10666.77, + "return_pct": 6.67 + }, + { + "date": "2025-09-29", + "equity": 10696.75, + "return_pct": 6.97 + }, + { + "date": "2025-09-30", + "equity": 10737.05, + "return_pct": 7.37 + }, + { + "date": "2025-10-01", + "equity": 10773.63, + "return_pct": 7.74 + }, + { + "date": "2025-10-02", + "equity": 10786.04, + "return_pct": 7.86 + }, + { + "date": "2025-10-03", + "equity": 10785.88, + "return_pct": 7.86 + }, + { + "date": "2025-10-06", + "equity": 10824.56, + "return_pct": 8.25 + }, + { + "date": "2025-10-07", + "equity": 10784.43, + "return_pct": 7.84 + }, + { + "date": "2025-10-08", + "equity": 10848.74, + "return_pct": 8.49 + }, + { + "date": "2025-10-09", + "equity": 10817.31, + "return_pct": 8.17 + }, + { + "date": "2025-10-10", + "equity": 10524.94, + "return_pct": 5.25 + }, + { + "date": "2025-10-13", + "equity": 10686.44, + "return_pct": 6.86 + }, + { + "date": "2025-10-14", + "equity": 10673.38, + "return_pct": 6.73 + }, + { + "date": "2025-10-15", + "equity": 10720.77, + "return_pct": 7.21 + }, + { + "date": "2025-10-16", + "equity": 10647.76, + "return_pct": 6.48 + }, + { + "date": "2025-10-17", + "equity": 10708.2, + "return_pct": 7.08 + }, + { + "date": "2025-10-20", + "equity": 10819.57, + "return_pct": 8.2 + }, + { + "date": "2025-10-21", + "equity": 10819.41, + "return_pct": 8.19 + }, + { + "date": "2025-10-22", + "equity": 10763.16, + "return_pct": 7.63 + }, + { + "date": "2025-10-23", + "equity": 10826.98, + "return_pct": 8.27 + }, + { + "date": "2025-10-24", + "equity": 10915.46, + "return_pct": 9.15 + }, + { + "date": "2025-10-27", + "equity": 11044.24, + "return_pct": 10.44 + }, + { + "date": "2025-10-28", + "equity": 11073.58, + "return_pct": 10.74 + }, + { + "date": "2025-10-29", + "equity": 11078.89, + "return_pct": 10.79 + }, + { + "date": "2025-10-30", + "equity": 10957.05, + "return_pct": 9.57 + }, + { + "date": "2025-10-31", + "equity": 10992.99, + "return_pct": 9.93 + }, + { + "date": "2025-11-03", + "equity": 11013.62, + "return_pct": 10.14 + }, + { + "date": "2025-11-04", + "equity": 10883.07, + "return_pct": 8.83 + }, + { + "date": "2025-11-05", + "equity": 10920.78, + "return_pct": 9.21 + }, + { + "date": "2025-11-06", + "equity": 10803.61, + "return_pct": 8.04 + }, + { + "date": "2025-11-07", + "equity": 10814.25, + "return_pct": 8.14 + }, + { + "date": "2025-11-10", + "equity": 10983.0, + "return_pct": 9.83 + }, + { + "date": "2025-11-11", + "equity": 11008.14, + "return_pct": 10.08 + }, + { + "date": "2025-11-12", + "equity": 11014.26, + "return_pct": 10.14 + }, + { + "date": "2025-11-13", + "equity": 10831.49, + "return_pct": 8.31 + }, + { + "date": "2025-11-14", + "equity": 10829.72, + "return_pct": 8.3 + }, + { + "date": "2025-11-17", + "equity": 10728.83, + "return_pct": 7.29 + }, + { + "date": "2025-11-18", + "equity": 10638.73, + "return_pct": 6.39 + }, + { + "date": "2025-11-19", + "equity": 10679.83, + "return_pct": 6.8 + }, + { + "date": "2025-11-20", + "equity": 10517.04, + "return_pct": 5.17 + }, + { + "date": "2025-11-21", + "equity": 10621.81, + "return_pct": 6.22 + }, + { + "date": "2025-11-24", + "equity": 10778.14, + "return_pct": 7.78 + }, + { + "date": "2025-11-25", + "equity": 10879.52, + "return_pct": 8.8 + }, + { + "date": "2025-11-26", + "equity": 10954.63, + "return_pct": 9.55 + }, + { + "date": "2025-11-28", + "equity": 11014.43, + "return_pct": 10.14 + }, + { + "date": "2025-12-01", + "equity": 10964.14, + "return_pct": 9.64 + }, + { + "date": "2025-12-02", + "equity": 10984.45, + "return_pct": 9.84 + }, + { + "date": "2025-12-03", + "equity": 11022.48, + "return_pct": 10.22 + }, + { + "date": "2025-12-04", + "equity": 11030.54, + "return_pct": 10.31 + }, + { + "date": "2025-12-05", + "equity": 11051.49, + "return_pct": 10.51 + }, + { + "date": "2025-12-08", + "equity": 11018.29, + "return_pct": 10.18 + }, + { + "date": "2025-12-09", + "equity": 11008.78, + "return_pct": 10.09 + }, + { + "date": "2025-12-10", + "equity": 11081.8, + "return_pct": 10.82 + }, + { + "date": "2025-12-11", + "equity": 11107.58, + "return_pct": 11.08 + }, + { + "date": "2025-12-12", + "equity": 10988.15, + "return_pct": 9.88 + }, + { + "date": "2025-12-15", + "equity": 10971.55, + "return_pct": 9.72 + }, + { + "date": "2025-12-16", + "equity": 10941.57, + "return_pct": 9.42 + }, + { + "date": "2025-12-17", + "equity": 10821.18, + "return_pct": 8.21 + }, + { + "date": "2025-12-18", + "equity": 10902.89, + "return_pct": 9.03 + }, + { + "date": "2025-12-19", + "equity": 10969.3, + "return_pct": 9.69 + }, + { + "date": "2025-12-22", + "equity": 11037.63, + "return_pct": 10.38 + }, + { + "date": "2025-12-23", + "equity": 11088.08, + "return_pct": 10.88 + }, + { + "date": "2025-12-24", + "equity": 11127.09, + "return_pct": 11.27 + }, + { + "date": "2025-12-26", + "equity": 11125.96, + "return_pct": 11.26 + }, + { + "date": "2025-12-29", + "equity": 11086.31, + "return_pct": 10.86 + }, + { + "date": "2025-12-30", + "equity": 11072.77, + "return_pct": 10.73 + }, + { + "date": "2025-12-31", + "equity": 10990.73, + "return_pct": 9.91 + }, + { + "date": "2026-01-02", + "equity": 11010.88, + "return_pct": 10.11 + }, + { + "date": "2026-01-05", + "equity": 11084.21, + "return_pct": 10.84 + }, + { + "date": "2026-01-06", + "equity": 11150.13, + "return_pct": 11.5 + }, + { + "date": "2026-01-07", + "equity": 11114.19, + "return_pct": 11.14 + }, + { + "date": "2026-01-08", + "equity": 11113.06, + "return_pct": 11.13 + }, + { + "date": "2026-01-09", + "equity": 11186.56, + "return_pct": 11.87 + }, + { + "date": "2026-01-12", + "equity": 11204.13, + "return_pct": 12.04 + }, + { + "date": "2026-01-13", + "equity": 11181.72, + "return_pct": 11.82 + }, + { + "date": "2026-01-14", + "equity": 11126.76, + "return_pct": 11.27 + }, + { + "date": "2026-01-15", + "equity": 11157.06, + "return_pct": 11.57 + }, + { + "date": "2026-01-16", + "equity": 11147.72, + "return_pct": 11.48 + }, + { + "date": "2026-01-20", + "equity": 10920.78, + "return_pct": 9.21 + }, + { + "date": "2026-01-21", + "equity": 11046.82, + "return_pct": 10.47 + }, + { + "date": "2026-01-22", + "equity": 11104.52, + "return_pct": 11.05 + }, + { + "date": "2026-01-23", + "equity": 11108.55, + "return_pct": 11.09 + }, + { + "date": "2026-01-26", + "equity": 11164.96, + "return_pct": 11.65 + }, + { + "date": "2026-01-27", + "equity": 11209.44, + "return_pct": 12.09 + }, + { + "date": "2026-01-28", + "equity": 11208.32, + "return_pct": 12.08 + }, + { + "date": "2026-01-29", + "equity": 11186.07, + "return_pct": 11.86 + }, + { + "date": "2026-01-30", + "equity": 11152.71, + "return_pct": 11.53 + }, + { + "date": "2026-02-02", + "equity": 11208.16, + "return_pct": 12.08 + }, + { + "date": "2026-02-03", + "equity": 11113.39, + "return_pct": 11.13 + }, + { + "date": "2026-02-04", + "equity": 11059.55, + "return_pct": 10.6 + }, + { + "date": "2026-02-05", + "equity": 10921.43, + "return_pct": 9.21 + }, + { + "date": "2026-02-06", + "equity": 11130.95, + "return_pct": 11.31 + }, + { + "date": "2026-02-09", + "equity": 11184.62, + "return_pct": 11.85 + }, + { + "date": "2026-02-10", + "equity": 11155.13, + "return_pct": 11.55 + }, + { + "date": "2026-02-11", + "equity": 11152.55, + "return_pct": 11.53 + }, + { + "date": "2026-02-12", + "equity": 10980.26, + "return_pct": 9.8 + }, + { + "date": "2026-02-13", + "equity": 10987.99, + "return_pct": 9.88 + }, + { + "date": "2026-02-17", + "equity": 11005.72, + "return_pct": 10.06 + }, + { + "date": "2026-02-18", + "equity": 11061.17, + "return_pct": 10.61 + }, + { + "date": "2026-02-19", + "equity": 11031.99, + "return_pct": 10.32 + }, + { + "date": "2026-02-20", + "equity": 11111.77, + "return_pct": 11.12 + }, + { + "date": "2026-02-23", + "equity": 10998.31, + "return_pct": 9.98 + }, + { + "date": "2026-02-24", + "equity": 11078.25, + "return_pct": 10.78 + }, + { + "date": "2026-02-25", + "equity": 11171.73, + "return_pct": 11.72 + }, + { + "date": "2026-02-26", + "equity": 11109.68, + "return_pct": 11.1 + }, + { + "date": "2026-02-27", + "equity": 11056.33, + "return_pct": 10.56 + }, + { + "date": "2026-03-02", + "equity": 11062.62, + "return_pct": 10.63 + }, + { + "date": "2026-03-03", + "equity": 10965.11, + "return_pct": 9.65 + }, + { + "date": "2026-03-04", + "equity": 11042.47, + "return_pct": 10.42 + }, + { + "date": "2026-03-05", + "equity": 10980.9, + "return_pct": 9.81 + }, + { + "date": "2026-03-06", + "equity": 10836.97, + "return_pct": 8.37 + }, + { + "date": "2026-03-09", + "equity": 10931.9, + "return_pct": 9.32 + }, + { + "date": "2026-03-10", + "equity": 10914.34, + "return_pct": 9.14 + }, + { + "date": "2026-03-11", + "equity": 10900.64, + "return_pct": 9.01 + }, + { + "date": "2026-03-12", + "equity": 10735.11, + "return_pct": 7.35 + }, + { + "date": "2026-03-13", + "equity": 10674.35, + "return_pct": 6.74 + }, + { + "date": "2026-03-16", + "equity": 10782.98, + "return_pct": 7.83 + }, + { + "date": "2026-03-17", + "equity": 10811.35, + "return_pct": 8.11 + }, + { + "date": "2026-03-18", + "equity": 10660.49, + "return_pct": 6.6 + }, + { + "date": "2026-03-19", + "equity": 10634.22, + "return_pct": 6.34 + }, + { + "date": "2026-03-20", + "equity": 10453.22, + "return_pct": 4.53 + }, + { + "date": "2026-03-23", + "equity": 10562.98, + "return_pct": 5.63 + }, + { + "date": "2026-03-24", + "equity": 10527.52, + "return_pct": 5.28 + }, + { + "date": "2026-03-25", + "equity": 10586.19, + "return_pct": 5.86 + }, + { + "date": "2026-03-26", + "equity": 10397.13, + "return_pct": 3.97 + }, + { + "date": "2026-03-27", + "equity": 10219.84, + "return_pct": 2.2 + }, + { + "date": "2026-03-30", + "equity": 10185.67, + "return_pct": 1.86 + }, + { + "date": "2026-03-31", + "equity": 10481.75, + "return_pct": 4.82 + }, + { + "date": "2026-04-01", + "equity": 10560.72, + "return_pct": 5.61 + }, + { + "date": "2026-04-02", + "equity": 10570.23, + "return_pct": 5.7 + }, + { + "date": "2026-04-06", + "equity": 10620.2, + "return_pct": 6.2 + }, + { + "date": "2026-04-07", + "equity": 10624.87, + "return_pct": 6.25 + }, + { + "date": "2026-04-08", + "equity": 10895.48, + "return_pct": 8.95 + }, + { + "date": "2026-04-09", + "equity": 10958.34, + "return_pct": 9.58 + }, + { + "date": "2026-04-10", + "equity": 10951.08, + "return_pct": 9.51 + }, + { + "date": "2026-04-13", + "equity": 11058.1, + "return_pct": 10.58 + }, + { + "date": "2026-04-14", + "equity": 11192.84, + "return_pct": 11.93 + }, + { + "date": "2026-04-15", + "equity": 11281.17, + "return_pct": 12.81 + }, + { + "date": "2026-04-16", + "equity": 11308.89, + "return_pct": 13.09 + }, + { + "date": "2026-04-17", + "equity": 11445.56, + "return_pct": 14.46 + }, + { + "date": "2026-04-20", + "equity": 11422.68, + "return_pct": 14.23 + }, + { + "date": "2026-04-21", + "equity": 11347.89, + "return_pct": 13.48 + }, + { + "date": "2026-04-22", + "equity": 11462.81, + "return_pct": 14.63 + }, + { + "date": "2026-04-23", + "equity": 11418.33, + "return_pct": 14.18 + }, + { + "date": "2026-04-24", + "equity": 11506.81, + "return_pct": 15.07 + }, + { + "date": "2026-04-27", + "equity": 11526.63, + "return_pct": 15.27 + }, + { + "date": "2026-04-28", + "equity": 11470.55, + "return_pct": 14.71 + }, + { + "date": "2026-04-29", + "equity": 11468.77, + "return_pct": 14.69 + }, + { + "date": "2026-04-30", + "equity": 11582.88, + "return_pct": 15.83 + }, + { + "date": "2026-05-01", + "equity": 11614.96, + "return_pct": 16.15 + }, + { + "date": "2026-05-04", + "equity": 11572.41, + "return_pct": 15.72 + }, + { + "date": "2026-05-05", + "equity": 11665.24, + "return_pct": 16.65 + }, + { + "date": "2026-05-06", + "equity": 11827.38, + "return_pct": 18.27 + }, + { + "date": "2026-05-07", + "equity": 11791.12, + "return_pct": 17.91 + }, + { + "date": "2026-05-08", + "equity": 11888.47, + "return_pct": 18.88 + }, + { + "date": "2026-05-11", + "equity": 11915.55, + "return_pct": 19.16 + }, + { + "date": "2026-05-12", + "equity": 11897.49, + "return_pct": 18.97 + }, + { + "date": "2026-05-13", + "equity": 11964.06, + "return_pct": 19.64 + }, + { + "date": "2026-05-14", + "equity": 12058.51, + "return_pct": 20.59 + }, + { + "date": "2026-05-15", + "equity": 11913.45, + "return_pct": 19.13 + }, + { + "date": "2026-05-18", + "equity": 11905.07, + "return_pct": 19.05 + }, + { + "date": "2026-05-19", + "equity": 11825.77, + "return_pct": 18.26 + }, + { + "date": "2026-05-20", + "equity": 11946.97, + "return_pct": 19.47 + }, + { + "date": "2026-05-21", + "equity": 11970.67, + "return_pct": 19.71 + }, + { + "date": "2026-05-22", + "equity": 12017.73, + "return_pct": 20.18 + }, + { + "date": "2026-05-26", + "equity": 12097.51, + "return_pct": 20.98 + }, + { + "date": "2026-05-27", + "equity": 12095.41, + "return_pct": 20.95 + }, + { + "date": "2026-05-28", + "equity": 12162.14, + "return_pct": 21.62 + }, + { + "date": "2026-05-29", + "equity": 12192.44, + "return_pct": 21.92 + }, + { + "date": "2026-06-01", + "equity": 12225.64, + "return_pct": 22.26 + }, + { + "date": "2026-06-02", + "equity": 12242.24, + "return_pct": 22.42 + }, + { + "date": "2026-06-03", + "equity": 12156.34, + "return_pct": 21.56 + }, + { + "date": "2026-06-04", + "equity": 12202.27, + "return_pct": 22.02 + }, + { + "date": "2026-06-05", + "equity": 11887.34, + "return_pct": 18.87 + }, + { + "date": "2026-06-08", + "equity": 11914.26, + "return_pct": 19.14 + }, + { + "date": "2026-06-09", + "equity": 11879.28, + "return_pct": 18.79 + }, + { + "date": "2026-06-10", + "equity": 11692.0, + "return_pct": 16.92 + }, + { + "date": "2026-06-11", + "equity": 11890.72, + "return_pct": 18.91 + }, + { + "date": "2026-06-12", + "equity": 11955.03, + "return_pct": 19.55 + }, + { + "date": "2026-06-15", + "equity": 12165.85, + "return_pct": 21.66 + }, + { + "date": "2026-06-16", + "equity": 12093.32, + "return_pct": 20.93 + }, + { + "date": "2026-06-17", + "equity": 11942.3, + "return_pct": 19.42 + }, + { + "date": "2026-06-18", + "equity": 12035.46, + "return_pct": 20.35 + }, + { + "date": "2026-06-22", + "equity": 11997.58, + "return_pct": 19.98 + }, + { + "date": "2026-06-23", + "equity": 11823.35, + "return_pct": 18.23 + }, + { + "date": "2026-06-24", + "equity": 11817.87, + "return_pct": 18.18 + }, + { + "date": "2026-06-25", + "equity": 11834.96, + "return_pct": 18.35 + }, + { + "date": "2026-06-26", + "equity": 11749.38, + "return_pct": 17.49 + }, + { + "date": "2026-06-29", + "equity": 11942.94, + "return_pct": 19.43 + }, + { + "date": "2026-06-30", + "equity": 12035.94, + "return_pct": 20.36 + }, + { + "date": "2026-07-01", + "equity": 12019.66, + "return_pct": 20.2 + }, + { + "date": "2026-07-02", + "equity": 12003.87, + "return_pct": 20.04 + } + ] + }, + { + "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", + "ranking_key": "residual_high_vol_blend_80_20_score", + "exit_policy": "atr_trail3", + "live_exit_mode": "atr_trailing", + "lookback": "3y", + "lookback_label": "3 years", + "starting_capital": 10000.0, + "final_equity": 35324.8, + "total_return_pct": 253.2, + "cagr_pct": 52.3, + "max_drawdown_pct": 17.7, + "sharpe": 2.12, + "trades": 230, + "win_rate": 38.7, + "avg_trade_pnl": 110.11, + "best_trade_r": 12.87, + "worst_trade_r": -3.26, + "best_trade_pnl": 3489.68, + "worst_trade_pnl": -373.51, + "avg_hold_days": 15.7, + "exit_reasons": { + "stop": 95, + "time": 53, + "trailing_stop": 82 + }, + "skipped_book_full": 0, + "spy_return_pct": 67.8, + "yearly_returns": [ + { + "year": 2023, + "return_pct": 7.6 + }, + { + "year": 2024, + "return_pct": 36.1 + }, + { + "year": 2025, + "return_pct": 78.5 + }, + { + "year": 2026, + "return_pct": 35.1 + } + ], + "start_date": "2023-07-03", + "end_date": "2026-07-02", + "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": 9839.38, + "return_pct": -1.61 + }, + { + "date": "2023-07-07", + "equity": 9844.65, + "return_pct": -1.55 + }, + { + "date": "2023-07-10", + "equity": 10009.37, + "return_pct": 0.09 + }, + { + "date": "2023-07-11", + "equity": 10122.28, + "return_pct": 1.22 + }, + { + "date": "2023-07-12", + "equity": 10220.04, + "return_pct": 2.2 + }, + { + "date": "2023-07-13", + "equity": 10786.57, + "return_pct": 7.87 + }, + { + "date": "2023-07-14", + "equity": 10672.23, + "return_pct": 6.72 + }, + { + "date": "2023-07-17", + "equity": 10730.21, + "return_pct": 7.3 + }, + { + "date": "2023-07-18", + "equity": 10849.84, + "return_pct": 8.5 + }, + { + "date": "2023-07-19", + "equity": 10958.33, + "return_pct": 9.58 + }, + { + "date": "2023-07-20", + "equity": 10396.25, + "return_pct": 3.96 + }, + { + "date": "2023-07-21", + "equity": 10276.52, + "return_pct": 2.77 + }, + { + "date": "2023-07-24", + "equity": 10236.57, + "return_pct": 2.37 + }, + { + "date": "2023-07-25", + "equity": 10292.91, + "return_pct": 2.93 + }, + { + "date": "2023-07-26", + "equity": 10246.69, + "return_pct": 2.47 + }, + { + "date": "2023-07-27", + "equity": 10160.97, + "return_pct": 1.61 + }, + { + "date": "2023-07-28", + "equity": 10443.67, + "return_pct": 4.44 + }, + { + "date": "2023-07-31", + "equity": 10547.9, + "return_pct": 5.48 + }, + { + "date": "2023-08-01", + "equity": 10408.42, + "return_pct": 4.08 + }, + { + "date": "2023-08-02", + "equity": 10737.25, + "return_pct": 7.37 + }, + { + "date": "2023-08-03", + "equity": 10718.62, + "return_pct": 7.19 + }, + { + "date": "2023-08-04", + "equity": 10713.47, + "return_pct": 7.13 + }, + { + "date": "2023-08-07", + "equity": 10751.88, + "return_pct": 7.52 + }, + { + "date": "2023-08-08", + "equity": 10710.04, + "return_pct": 7.1 + }, + { + "date": "2023-08-09", + "equity": 10496.13, + "return_pct": 4.96 + }, + { + "date": "2023-08-10", + "equity": 10387.98, + "return_pct": 3.88 + }, + { + "date": "2023-08-11", + "equity": 10302.97, + "return_pct": 3.03 + }, + { + "date": "2023-08-14", + "equity": 10347.13, + "return_pct": 3.47 + }, + { + "date": "2023-08-15", + "equity": 10284.45, + "return_pct": 2.84 + }, + { + "date": "2023-08-16", + "equity": 10177.19, + "return_pct": 1.77 + }, + { + "date": "2023-08-17", + "equity": 10067.35, + "return_pct": 0.67 + }, + { + "date": "2023-08-18", + "equity": 10120.36, + "return_pct": 1.2 + }, + { + "date": "2023-08-21", + "equity": 10157.87, + "return_pct": 1.58 + }, + { + "date": "2023-08-22", + "equity": 10201.78, + "return_pct": 2.02 + }, + { + "date": "2023-08-23", + "equity": 10288.14, + "return_pct": 2.88 + }, + { + "date": "2023-08-24", + "equity": 10028.89, + "return_pct": 0.29 + }, + { + "date": "2023-08-25", + "equity": 10077.43, + "return_pct": 0.77 + }, + { + "date": "2023-08-28", + "equity": 10142.87, + "return_pct": 1.43 + }, + { + "date": "2023-08-29", + "equity": 10239.29, + "return_pct": 2.39 + }, + { + "date": "2023-08-30", + "equity": 10268.34, + "return_pct": 2.68 + }, + { + "date": "2023-08-31", + "equity": 10257.11, + "return_pct": 2.57 + }, + { + "date": "2023-09-01", + "equity": 10342.19, + "return_pct": 3.42 + }, + { + "date": "2023-09-05", + "equity": 10257.68, + "return_pct": 2.58 + }, + { + "date": "2023-09-06", + "equity": 10257.48, + "return_pct": 2.57 + }, + { + "date": "2023-09-07", + "equity": 10093.24, + "return_pct": 0.93 + }, + { + "date": "2023-09-08", + "equity": 10073.5, + "return_pct": 0.74 + }, + { + "date": "2023-09-11", + "equity": 10210.64, + "return_pct": 2.11 + }, + { + "date": "2023-09-12", + "equity": 10163.44, + "return_pct": 1.63 + }, + { + "date": "2023-09-13", + "equity": 10066.78, + "return_pct": 0.67 + }, + { + "date": "2023-09-14", + "equity": 10205.31, + "return_pct": 2.05 + }, + { + "date": "2023-09-15", + "equity": 9979.68, + "return_pct": -0.2 + }, + { + "date": "2023-09-18", + "equity": 9964.59, + "return_pct": -0.35 + }, + { + "date": "2023-09-19", + "equity": 9891.48, + "return_pct": -1.09 + }, + { + "date": "2023-09-20", + "equity": 9824.92, + "return_pct": -1.75 + }, + { + "date": "2023-09-21", + "equity": 9712.47, + "return_pct": -2.88 + }, + { + "date": "2023-09-22", + "equity": 9742.89, + "return_pct": -2.57 + }, + { + "date": "2023-09-25", + "equity": 9763.85, + "return_pct": -2.36 + }, + { + "date": "2023-09-26", + "equity": 9713.27, + "return_pct": -2.87 + }, + { + "date": "2023-09-27", + "equity": 9630.62, + "return_pct": -3.69 + }, + { + "date": "2023-09-28", + "equity": 9626.77, + "return_pct": -3.73 + }, + { + "date": "2023-09-29", + "equity": 9626.09, + "return_pct": -3.74 + }, + { + "date": "2023-10-02", + "equity": 9651.44, + "return_pct": -3.49 + }, + { + "date": "2023-10-03", + "equity": 9612.36, + "return_pct": -3.88 + }, + { + "date": "2023-10-04", + "equity": 9648.12, + "return_pct": -3.52 + }, + { + "date": "2023-10-05", + "equity": 9650.57, + "return_pct": -3.49 + }, + { + "date": "2023-10-06", + "equity": 9741.26, + "return_pct": -2.59 + }, + { + "date": "2023-10-09", + "equity": 9768.55, + "return_pct": -2.31 + }, + { + "date": "2023-10-10", + "equity": 9809.32, + "return_pct": -1.91 + }, + { + "date": "2023-10-11", + "equity": 9860.49, + "return_pct": -1.4 + }, + { + "date": "2023-10-12", + "equity": 9746.64, + "return_pct": -2.53 + }, + { + "date": "2023-10-13", + "equity": 9517.81, + "return_pct": -4.82 + }, + { + "date": "2023-10-16", + "equity": 9522.91, + "return_pct": -4.77 + }, + { + "date": "2023-10-17", + "equity": 9450.94, + "return_pct": -5.49 + }, + { + "date": "2023-10-18", + "equity": 9345.14, + "return_pct": -6.55 + }, + { + "date": "2023-10-19", + "equity": 9292.06, + "return_pct": -7.08 + }, + { + "date": "2023-10-20", + "equity": 9142.84, + "return_pct": -8.57 + }, + { + "date": "2023-10-23", + "equity": 9181.17, + "return_pct": -8.19 + }, + { + "date": "2023-10-24", + "equity": 9123.84, + "return_pct": -8.76 + }, + { + "date": "2023-10-25", + "equity": 9055.05, + "return_pct": -9.45 + }, + { + "date": "2023-10-26", + "equity": 9053.24, + "return_pct": -9.47 + }, + { + "date": "2023-10-27", + "equity": 9034.57, + "return_pct": -9.65 + }, + { + "date": "2023-10-30", + "equity": 9064.29, + "return_pct": -9.36 + }, + { + "date": "2023-10-31", + "equity": 9050.57, + "return_pct": -9.49 + }, + { + "date": "2023-11-01", + "equity": 9022.75, + "return_pct": -9.77 + }, + { + "date": "2023-11-02", + "equity": 9090.2, + "return_pct": -9.1 + }, + { + "date": "2023-11-03", + "equity": 9349.86, + "return_pct": -6.5 + }, + { + "date": "2023-11-06", + "equity": 9298.21, + "return_pct": -7.02 + }, + { + "date": "2023-11-07", + "equity": 9372.45, + "return_pct": -6.28 + }, + { + "date": "2023-11-08", + "equity": 9317.11, + "return_pct": -6.83 + }, + { + "date": "2023-11-09", + "equity": 9269.51, + "return_pct": -7.3 + }, + { + "date": "2023-11-10", + "equity": 9563.08, + "return_pct": -4.37 + }, + { + "date": "2023-11-13", + "equity": 9592.2, + "return_pct": -4.08 + }, + { + "date": "2023-11-14", + "equity": 9873.94, + "return_pct": -1.26 + }, + { + "date": "2023-11-15", + "equity": 9838.69, + "return_pct": -1.61 + }, + { + "date": "2023-11-16", + "equity": 9875.16, + "return_pct": -1.25 + }, + { + "date": "2023-11-17", + "equity": 9936.68, + "return_pct": -0.63 + }, + { + "date": "2023-11-20", + "equity": 10055.35, + "return_pct": 0.55 + }, + { + "date": "2023-11-21", + "equity": 9900.49, + "return_pct": -1.0 + }, + { + "date": "2023-11-22", + "equity": 9990.06, + "return_pct": -0.1 + }, + { + "date": "2023-11-24", + "equity": 9898.65, + "return_pct": -1.01 + }, + { + "date": "2023-11-27", + "equity": 9885.78, + "return_pct": -1.14 + }, + { + "date": "2023-11-28", + "equity": 9917.68, + "return_pct": -0.82 + }, + { + "date": "2023-11-29", + "equity": 9860.36, + "return_pct": -1.4 + }, + { + "date": "2023-11-30", + "equity": 9788.18, + "return_pct": -2.12 + }, + { + "date": "2023-12-01", + "equity": 9859.16, + "return_pct": -1.41 + }, + { + "date": "2023-12-04", + "equity": 9837.94, + "return_pct": -1.62 + }, + { + "date": "2023-12-05", + "equity": 9739.85, + "return_pct": -2.6 + }, + { + "date": "2023-12-06", + "equity": 9713.63, + "return_pct": -2.86 + }, + { + "date": "2023-12-07", + "equity": 9973.45, + "return_pct": -0.27 + }, + { + "date": "2023-12-08", + "equity": 10127.32, + "return_pct": 1.27 + }, + { + "date": "2023-12-11", + "equity": 10030.78, + "return_pct": 0.31 + }, + { + "date": "2023-12-12", + "equity": 10093.99, + "return_pct": 0.94 + }, + { + "date": "2023-12-13", + "equity": 10327.04, + "return_pct": 3.27 + }, + { + "date": "2023-12-14", + "equity": 10594.44, + "return_pct": 5.94 + }, + { + "date": "2023-12-15", + "equity": 10567.42, + "return_pct": 5.67 + }, + { + "date": "2023-12-18", + "equity": 10826.7, + "return_pct": 8.27 + }, + { + "date": "2023-12-19", + "equity": 11188.45, + "return_pct": 11.88 + }, + { + "date": "2023-12-20", + "equity": 10859.46, + "return_pct": 8.59 + }, + { + "date": "2023-12-21", + "equity": 11171.11, + "return_pct": 11.71 + }, + { + "date": "2023-12-22", + "equity": 10970.73, + "return_pct": 9.71 + }, + { + "date": "2023-12-26", + "equity": 10897.75, + "return_pct": 8.98 + }, + { + "date": "2023-12-27", + "equity": 11077.19, + "return_pct": 10.77 + }, + { + "date": "2023-12-28", + "equity": 11040.4, + "return_pct": 10.4 + }, + { + "date": "2023-12-29", + "equity": 10759.25, + "return_pct": 7.59 + }, + { + "date": "2024-01-02", + "equity": 10315.65, + "return_pct": 3.16 + }, + { + "date": "2024-01-03", + "equity": 9984.62, + "return_pct": -0.15 + }, + { + "date": "2024-01-04", + "equity": 9933.1, + "return_pct": -0.67 + }, + { + "date": "2024-01-05", + "equity": 9967.19, + "return_pct": -0.33 + }, + { + "date": "2024-01-08", + "equity": 10123.18, + "return_pct": 1.23 + }, + { + "date": "2024-01-09", + "equity": 10252.8, + "return_pct": 2.53 + }, + { + "date": "2024-01-10", + "equity": 10353.55, + "return_pct": 3.54 + }, + { + "date": "2024-01-11", + "equity": 10281.36, + "return_pct": 2.81 + }, + { + "date": "2024-01-12", + "equity": 10209.27, + "return_pct": 2.09 + }, + { + "date": "2024-01-16", + "equity": 10188.05, + "return_pct": 1.88 + }, + { + "date": "2024-01-17", + "equity": 10060.87, + "return_pct": 0.61 + }, + { + "date": "2024-01-18", + "equity": 10284.17, + "return_pct": 2.84 + }, + { + "date": "2024-01-19", + "equity": 10326.94, + "return_pct": 3.27 + }, + { + "date": "2024-01-22", + "equity": 10469.86, + "return_pct": 4.7 + }, + { + "date": "2024-01-23", + "equity": 10520.38, + "return_pct": 5.2 + }, + { + "date": "2024-01-24", + "equity": 10411.23, + "return_pct": 4.11 + }, + { + "date": "2024-01-25", + "equity": 10430.35, + "return_pct": 4.3 + }, + { + "date": "2024-01-26", + "equity": 10424.58, + "return_pct": 4.25 + }, + { + "date": "2024-01-29", + "equity": 10688.77, + "return_pct": 6.89 + }, + { + "date": "2024-01-30", + "equity": 10372.3, + "return_pct": 3.72 + }, + { + "date": "2024-01-31", + "equity": 10181.06, + "return_pct": 1.81 + }, + { + "date": "2024-02-01", + "equity": 10409.37, + "return_pct": 4.09 + }, + { + "date": "2024-02-02", + "equity": 10621.38, + "return_pct": 6.21 + }, + { + "date": "2024-02-05", + "equity": 10529.9, + "return_pct": 5.3 + }, + { + "date": "2024-02-06", + "equity": 10536.89, + "return_pct": 5.37 + }, + { + "date": "2024-02-07", + "equity": 10764.44, + "return_pct": 7.64 + }, + { + "date": "2024-02-08", + "equity": 10965.17, + "return_pct": 9.65 + }, + { + "date": "2024-02-09", + "equity": 10760.03, + "return_pct": 7.6 + }, + { + "date": "2024-02-12", + "equity": 10630.06, + "return_pct": 6.3 + }, + { + "date": "2024-02-13", + "equity": 10502.26, + "return_pct": 5.02 + }, + { + "date": "2024-02-14", + "equity": 10743.61, + "return_pct": 7.44 + }, + { + "date": "2024-02-15", + "equity": 10835.98, + "return_pct": 8.36 + }, + { + "date": "2024-02-16", + "equity": 10616.26, + "return_pct": 6.16 + }, + { + "date": "2024-02-20", + "equity": 10533.57, + "return_pct": 5.34 + }, + { + "date": "2024-02-21", + "equity": 10427.84, + "return_pct": 4.28 + }, + { + "date": "2024-02-22", + "equity": 10565.23, + "return_pct": 5.65 + }, + { + "date": "2024-02-23", + "equity": 10509.97, + "return_pct": 5.1 + }, + { + "date": "2024-02-26", + "equity": 10774.73, + "return_pct": 7.75 + }, + { + "date": "2024-02-27", + "equity": 10994.0, + "return_pct": 9.94 + }, + { + "date": "2024-02-28", + "equity": 10934.87, + "return_pct": 9.35 + }, + { + "date": "2024-02-29", + "equity": 11045.28, + "return_pct": 10.45 + }, + { + "date": "2024-03-01", + "equity": 11251.81, + "return_pct": 12.52 + }, + { + "date": "2024-03-04", + "equity": 11517.13, + "return_pct": 15.17 + }, + { + "date": "2024-03-05", + "equity": 11204.65, + "return_pct": 12.05 + }, + { + "date": "2024-03-06", + "equity": 11414.14, + "return_pct": 14.14 + }, + { + "date": "2024-03-07", + "equity": 11550.07, + "return_pct": 15.5 + }, + { + "date": "2024-03-08", + "equity": 11594.21, + "return_pct": 15.94 + }, + { + "date": "2024-03-11", + "equity": 11361.19, + "return_pct": 13.61 + }, + { + "date": "2024-03-12", + "equity": 11531.26, + "return_pct": 15.31 + }, + { + "date": "2024-03-13", + "equity": 11440.58, + "return_pct": 14.41 + }, + { + "date": "2024-03-14", + "equity": 11220.17, + "return_pct": 12.2 + }, + { + "date": "2024-03-15", + "equity": 11179.99, + "return_pct": 11.8 + }, + { + "date": "2024-03-18", + "equity": 11438.46, + "return_pct": 14.38 + }, + { + "date": "2024-03-19", + "equity": 11378.56, + "return_pct": 13.79 + }, + { + "date": "2024-03-20", + "equity": 11802.61, + "return_pct": 18.03 + }, + { + "date": "2024-03-21", + "equity": 11845.49, + "return_pct": 18.45 + }, + { + "date": "2024-03-22", + "equity": 11843.82, + "return_pct": 18.44 + }, + { + "date": "2024-03-25", + "equity": 12044.23, + "return_pct": 20.44 + }, + { + "date": "2024-03-26", + "equity": 11965.16, + "return_pct": 19.65 + }, + { + "date": "2024-03-27", + "equity": 11763.14, + "return_pct": 17.63 + }, + { + "date": "2024-03-28", + "equity": 11804.6, + "return_pct": 18.05 + }, + { + "date": "2024-04-01", + "equity": 11974.77, + "return_pct": 19.75 + }, + { + "date": "2024-04-02", + "equity": 11935.44, + "return_pct": 19.35 + }, + { + "date": "2024-04-03", + "equity": 12277.67, + "return_pct": 22.78 + }, + { + "date": "2024-04-04", + "equity": 12068.23, + "return_pct": 20.68 + }, + { + "date": "2024-04-05", + "equity": 12406.15, + "return_pct": 24.06 + }, + { + "date": "2024-04-08", + "equity": 12444.35, + "return_pct": 24.44 + }, + { + "date": "2024-04-09", + "equity": 12374.79, + "return_pct": 23.75 + }, + { + "date": "2024-04-10", + "equity": 12356.29, + "return_pct": 23.56 + }, + { + "date": "2024-04-11", + "equity": 12470.81, + "return_pct": 24.71 + }, + { + "date": "2024-04-12", + "equity": 12263.59, + "return_pct": 22.64 + }, + { + "date": "2024-04-15", + "equity": 12067.05, + "return_pct": 20.67 + }, + { + "date": "2024-04-16", + "equity": 12075.14, + "return_pct": 20.75 + }, + { + "date": "2024-04-17", + "equity": 11981.81, + "return_pct": 19.82 + }, + { + "date": "2024-04-18", + "equity": 11948.78, + "return_pct": 19.49 + }, + { + "date": "2024-04-19", + "equity": 11847.31, + "return_pct": 18.47 + }, + { + "date": "2024-04-22", + "equity": 11881.61, + "return_pct": 18.82 + }, + { + "date": "2024-04-23", + "equity": 11911.91, + "return_pct": 19.12 + }, + { + "date": "2024-04-24", + "equity": 11930.07, + "return_pct": 19.3 + }, + { + "date": "2024-04-25", + "equity": 11881.61, + "return_pct": 18.82 + }, + { + "date": "2024-04-26", + "equity": 12116.96, + "return_pct": 21.17 + }, + { + "date": "2024-04-29", + "equity": 12234.42, + "return_pct": 22.34 + }, + { + "date": "2024-04-30", + "equity": 12189.92, + "return_pct": 21.9 + }, + { + "date": "2024-05-01", + "equity": 12108.68, + "return_pct": 21.09 + }, + { + "date": "2024-05-02", + "equity": 12152.54, + "return_pct": 21.53 + }, + { + "date": "2024-05-03", + "equity": 12216.98, + "return_pct": 22.17 + }, + { + "date": "2024-05-06", + "equity": 12324.58, + "return_pct": 23.25 + }, + { + "date": "2024-05-07", + "equity": 12335.64, + "return_pct": 23.36 + }, + { + "date": "2024-05-08", + "equity": 12262.83, + "return_pct": 22.63 + }, + { + "date": "2024-05-09", + "equity": 12498.45, + "return_pct": 24.98 + }, + { + "date": "2024-05-10", + "equity": 12533.65, + "return_pct": 25.34 + }, + { + "date": "2024-05-13", + "equity": 12441.4, + "return_pct": 24.41 + }, + { + "date": "2024-05-14", + "equity": 12506.12, + "return_pct": 25.06 + }, + { + "date": "2024-05-15", + "equity": 12728.47, + "return_pct": 27.28 + }, + { + "date": "2024-05-16", + "equity": 12609.18, + "return_pct": 26.09 + }, + { + "date": "2024-05-17", + "equity": 12668.53, + "return_pct": 26.69 + }, + { + "date": "2024-05-20", + "equity": 12719.38, + "return_pct": 27.19 + }, + { + "date": "2024-05-21", + "equity": 12723.39, + "return_pct": 27.23 + }, + { + "date": "2024-05-22", + "equity": 12432.11, + "return_pct": 24.32 + }, + { + "date": "2024-05-23", + "equity": 12263.7, + "return_pct": 22.64 + }, + { + "date": "2024-05-24", + "equity": 12396.71, + "return_pct": 23.97 + }, + { + "date": "2024-05-28", + "equity": 12451.75, + "return_pct": 24.52 + }, + { + "date": "2024-05-29", + "equity": 12387.73, + "return_pct": 23.88 + }, + { + "date": "2024-05-30", + "equity": 12099.78, + "return_pct": 21.0 + }, + { + "date": "2024-05-31", + "equity": 11942.09, + "return_pct": 19.42 + }, + { + "date": "2024-06-03", + "equity": 11951.68, + "return_pct": 19.52 + }, + { + "date": "2024-06-04", + "equity": 11917.21, + "return_pct": 19.17 + }, + { + "date": "2024-06-05", + "equity": 11963.25, + "return_pct": 19.63 + }, + { + "date": "2024-06-06", + "equity": 11953.27, + "return_pct": 19.53 + }, + { + "date": "2024-06-07", + "equity": 11921.97, + "return_pct": 19.22 + }, + { + "date": "2024-06-10", + "equity": 11958.14, + "return_pct": 19.58 + }, + { + "date": "2024-06-11", + "equity": 11950.11, + "return_pct": 19.5 + }, + { + "date": "2024-06-12", + "equity": 12136.6, + "return_pct": 21.37 + }, + { + "date": "2024-06-13", + "equity": 11951.11, + "return_pct": 19.51 + }, + { + "date": "2024-06-14", + "equity": 11876.44, + "return_pct": 18.76 + }, + { + "date": "2024-06-17", + "equity": 11827.09, + "return_pct": 18.27 + }, + { + "date": "2024-06-18", + "equity": 11819.32, + "return_pct": 18.19 + }, + { + "date": "2024-06-20", + "equity": 11758.87, + "return_pct": 17.59 + }, + { + "date": "2024-06-21", + "equity": 11704.94, + "return_pct": 17.05 + }, + { + "date": "2024-06-24", + "equity": 11640.05, + "return_pct": 16.4 + }, + { + "date": "2024-06-25", + "equity": 11721.34, + "return_pct": 17.21 + }, + { + "date": "2024-06-26", + "equity": 11682.28, + "return_pct": 16.82 + }, + { + "date": "2024-06-27", + "equity": 11682.46, + "return_pct": 16.82 + }, + { + "date": "2024-06-28", + "equity": 11784.54, + "return_pct": 17.85 + }, + { + "date": "2024-07-01", + "equity": 11749.73, + "return_pct": 17.5 + }, + { + "date": "2024-07-02", + "equity": 11753.48, + "return_pct": 17.53 + }, + { + "date": "2024-07-03", + "equity": 11918.43, + "return_pct": 19.18 + }, + { + "date": "2024-07-05", + "equity": 11818.28, + "return_pct": 18.18 + }, + { + "date": "2024-07-08", + "equity": 11745.75, + "return_pct": 17.46 + }, + { + "date": "2024-07-09", + "equity": 11755.87, + "return_pct": 17.56 + }, + { + "date": "2024-07-10", + "equity": 11730.74, + "return_pct": 17.31 + }, + { + "date": "2024-07-11", + "equity": 11874.45, + "return_pct": 18.74 + }, + { + "date": "2024-07-12", + "equity": 11989.7, + "return_pct": 19.9 + }, + { + "date": "2024-07-15", + "equity": 12355.63, + "return_pct": 23.56 + }, + { + "date": "2024-07-16", + "equity": 12446.99, + "return_pct": 24.47 + }, + { + "date": "2024-07-17", + "equity": 11967.06, + "return_pct": 19.67 + }, + { + "date": "2024-07-18", + "equity": 11795.7, + "return_pct": 17.96 + }, + { + "date": "2024-07-19", + "equity": 11808.4, + "return_pct": 18.08 + }, + { + "date": "2024-07-22", + "equity": 11803.11, + "return_pct": 18.03 + }, + { + "date": "2024-07-23", + "equity": 11684.21, + "return_pct": 16.84 + }, + { + "date": "2024-07-24", + "equity": 11489.38, + "return_pct": 14.89 + }, + { + "date": "2024-07-25", + "equity": 11497.62, + "return_pct": 14.98 + }, + { + "date": "2024-07-26", + "equity": 11599.1, + "return_pct": 15.99 + }, + { + "date": "2024-07-29", + "equity": 11525.61, + "return_pct": 15.26 + }, + { + "date": "2024-07-30", + "equity": 11553.09, + "return_pct": 15.53 + }, + { + "date": "2024-07-31", + "equity": 11694.51, + "return_pct": 16.95 + }, + { + "date": "2024-08-01", + "equity": 11736.5, + "return_pct": 17.37 + }, + { + "date": "2024-08-02", + "equity": 11404.42, + "return_pct": 14.04 + }, + { + "date": "2024-08-05", + "equity": 11106.55, + "return_pct": 11.07 + }, + { + "date": "2024-08-06", + "equity": 11140.14, + "return_pct": 11.4 + }, + { + "date": "2024-08-07", + "equity": 11145.1, + "return_pct": 11.45 + }, + { + "date": "2024-08-08", + "equity": 11200.35, + "return_pct": 12.0 + }, + { + "date": "2024-08-09", + "equity": 11188.64, + "return_pct": 11.89 + }, + { + "date": "2024-08-12", + "equity": 11186.35, + "return_pct": 11.86 + }, + { + "date": "2024-08-13", + "equity": 11187.81, + "return_pct": 11.88 + }, + { + "date": "2024-08-14", + "equity": 11178.94, + "return_pct": 11.79 + }, + { + "date": "2024-08-15", + "equity": 11199.98, + "return_pct": 12.0 + }, + { + "date": "2024-08-16", + "equity": 11195.8, + "return_pct": 11.96 + }, + { + "date": "2024-08-19", + "equity": 11320.93, + "return_pct": 13.21 + }, + { + "date": "2024-08-20", + "equity": 11444.08, + "return_pct": 14.44 + }, + { + "date": "2024-08-21", + "equity": 11416.12, + "return_pct": 14.16 + }, + { + "date": "2024-08-22", + "equity": 11339.53, + "return_pct": 13.4 + }, + { + "date": "2024-08-23", + "equity": 11454.85, + "return_pct": 14.55 + }, + { + "date": "2024-08-26", + "equity": 11344.48, + "return_pct": 13.44 + }, + { + "date": "2024-08-27", + "equity": 11394.84, + "return_pct": 13.95 + }, + { + "date": "2024-08-28", + "equity": 11406.83, + "return_pct": 14.07 + }, + { + "date": "2024-08-29", + "equity": 11433.46, + "return_pct": 14.33 + }, + { + "date": "2024-08-30", + "equity": 11563.04, + "return_pct": 15.63 + }, + { + "date": "2024-09-03", + "equity": 11404.01, + "return_pct": 14.04 + }, + { + "date": "2024-09-04", + "equity": 11332.92, + "return_pct": 13.33 + }, + { + "date": "2024-09-05", + "equity": 11290.0, + "return_pct": 12.9 + }, + { + "date": "2024-09-06", + "equity": 11026.46, + "return_pct": 10.26 + }, + { + "date": "2024-09-09", + "equity": 11152.23, + "return_pct": 11.52 + }, + { + "date": "2024-09-10", + "equity": 11109.03, + "return_pct": 11.09 + }, + { + "date": "2024-09-11", + "equity": 11323.33, + "return_pct": 13.23 + }, + { + "date": "2024-09-12", + "equity": 11544.16, + "return_pct": 15.44 + }, + { + "date": "2024-09-13", + "equity": 11728.22, + "return_pct": 17.28 + }, + { + "date": "2024-09-16", + "equity": 11858.35, + "return_pct": 18.58 + }, + { + "date": "2024-09-17", + "equity": 12036.57, + "return_pct": 20.37 + }, + { + "date": "2024-09-18", + "equity": 11943.88, + "return_pct": 19.44 + }, + { + "date": "2024-09-19", + "equity": 12079.47, + "return_pct": 20.79 + }, + { + "date": "2024-09-20", + "equity": 12429.21, + "return_pct": 24.29 + }, + { + "date": "2024-09-23", + "equity": 12507.12, + "return_pct": 25.07 + }, + { + "date": "2024-09-24", + "equity": 12587.45, + "return_pct": 25.87 + }, + { + "date": "2024-09-25", + "equity": 12701.62, + "return_pct": 27.02 + }, + { + "date": "2024-09-26", + "equity": 12675.84, + "return_pct": 26.76 + }, + { + "date": "2024-09-27", + "equity": 12760.77, + "return_pct": 27.61 + }, + { + "date": "2024-09-30", + "equity": 12835.34, + "return_pct": 28.35 + }, + { + "date": "2024-10-01", + "equity": 12788.1, + "return_pct": 27.88 + }, + { + "date": "2024-10-02", + "equity": 12950.41, + "return_pct": 29.5 + }, + { + "date": "2024-10-03", + "equity": 13065.0, + "return_pct": 30.65 + }, + { + "date": "2024-10-04", + "equity": 13371.69, + "return_pct": 33.72 + }, + { + "date": "2024-10-07", + "equity": 13340.96, + "return_pct": 33.41 + }, + { + "date": "2024-10-08", + "equity": 13675.79, + "return_pct": 36.76 + }, + { + "date": "2024-10-09", + "equity": 13509.18, + "return_pct": 35.09 + }, + { + "date": "2024-10-10", + "equity": 13529.62, + "return_pct": 35.3 + }, + { + "date": "2024-10-11", + "equity": 13780.24, + "return_pct": 37.8 + }, + { + "date": "2024-10-14", + "equity": 13777.85, + "return_pct": 37.78 + }, + { + "date": "2024-10-15", + "equity": 13633.2, + "return_pct": 36.33 + }, + { + "date": "2024-10-16", + "equity": 13762.7, + "return_pct": 37.63 + }, + { + "date": "2024-10-17", + "equity": 13712.5, + "return_pct": 37.12 + }, + { + "date": "2024-10-18", + "equity": 13827.86, + "return_pct": 38.28 + }, + { + "date": "2024-10-21", + "equity": 13942.43, + "return_pct": 39.42 + }, + { + "date": "2024-10-22", + "equity": 14170.32, + "return_pct": 41.7 + }, + { + "date": "2024-10-23", + "equity": 13910.79, + "return_pct": 39.11 + }, + { + "date": "2024-10-24", + "equity": 14038.06, + "return_pct": 40.38 + }, + { + "date": "2024-10-25", + "equity": 14231.14, + "return_pct": 42.31 + }, + { + "date": "2024-10-28", + "equity": 14153.55, + "return_pct": 41.54 + }, + { + "date": "2024-10-29", + "equity": 14164.66, + "return_pct": 41.65 + }, + { + "date": "2024-10-30", + "equity": 14084.71, + "return_pct": 40.85 + }, + { + "date": "2024-10-31", + "equity": 14353.86, + "return_pct": 43.54 + }, + { + "date": "2024-11-01", + "equity": 14294.75, + "return_pct": 42.95 + }, + { + "date": "2024-11-04", + "equity": 14361.68, + "return_pct": 43.62 + }, + { + "date": "2024-11-05", + "equity": 14590.99, + "return_pct": 45.91 + }, + { + "date": "2024-11-06", + "equity": 14909.85, + "return_pct": 49.1 + }, + { + "date": "2024-11-07", + "equity": 15093.33, + "return_pct": 50.93 + }, + { + "date": "2024-11-08", + "equity": 15406.25, + "return_pct": 54.06 + }, + { + "date": "2024-11-11", + "equity": 15632.36, + "return_pct": 56.32 + }, + { + "date": "2024-11-12", + "equity": 15664.01, + "return_pct": 56.64 + }, + { + "date": "2024-11-13", + "equity": 15362.94, + "return_pct": 53.63 + }, + { + "date": "2024-11-14", + "equity": 15273.02, + "return_pct": 52.73 + }, + { + "date": "2024-11-15", + "equity": 15112.96, + "return_pct": 51.13 + }, + { + "date": "2024-11-18", + "equity": 15314.74, + "return_pct": 53.15 + }, + { + "date": "2024-11-19", + "equity": 15536.94, + "return_pct": 55.37 + }, + { + "date": "2024-11-20", + "equity": 15516.8, + "return_pct": 55.17 + }, + { + "date": "2024-11-21", + "equity": 15501.06, + "return_pct": 55.01 + }, + { + "date": "2024-11-22", + "equity": 15765.27, + "return_pct": 57.65 + }, + { + "date": "2024-11-25", + "equity": 15894.35, + "return_pct": 58.94 + }, + { + "date": "2024-11-26", + "equity": 15629.74, + "return_pct": 56.3 + }, + { + "date": "2024-11-27", + "equity": 15624.12, + "return_pct": 56.24 + }, + { + "date": "2024-11-29", + "equity": 15704.61, + "return_pct": 57.05 + }, + { + "date": "2024-12-02", + "equity": 15488.11, + "return_pct": 54.88 + }, + { + "date": "2024-12-03", + "equity": 15488.89, + "return_pct": 54.89 + }, + { + "date": "2024-12-04", + "equity": 15603.51, + "return_pct": 56.04 + }, + { + "date": "2024-12-05", + "equity": 15393.05, + "return_pct": 53.93 + }, + { + "date": "2024-12-06", + "equity": 15590.24, + "return_pct": 55.9 + }, + { + "date": "2024-12-09", + "equity": 15327.75, + "return_pct": 53.28 + }, + { + "date": "2024-12-10", + "equity": 15138.58, + "return_pct": 51.39 + }, + { + "date": "2024-12-11", + "equity": 15308.25, + "return_pct": 53.08 + }, + { + "date": "2024-12-12", + "equity": 15304.2, + "return_pct": 53.04 + }, + { + "date": "2024-12-13", + "equity": 15314.7, + "return_pct": 53.15 + }, + { + "date": "2024-12-16", + "equity": 15518.45, + "return_pct": 55.18 + }, + { + "date": "2024-12-17", + "equity": 15406.66, + "return_pct": 54.07 + }, + { + "date": "2024-12-18", + "equity": 14952.26, + "return_pct": 49.52 + }, + { + "date": "2024-12-19", + "equity": 14944.01, + "return_pct": 49.44 + }, + { + "date": "2024-12-20", + "equity": 14831.0, + "return_pct": 48.31 + }, + { + "date": "2024-12-23", + "equity": 14768.02, + "return_pct": 47.68 + }, + { + "date": "2024-12-24", + "equity": 14774.87, + "return_pct": 47.75 + }, + { + "date": "2024-12-26", + "equity": 14776.24, + "return_pct": 47.76 + }, + { + "date": "2024-12-27", + "equity": 14713.4, + "return_pct": 47.13 + }, + { + "date": "2024-12-30", + "equity": 14684.72, + "return_pct": 46.85 + }, + { + "date": "2024-12-31", + "equity": 14645.2, + "return_pct": 46.45 + }, + { + "date": "2025-01-02", + "equity": 14729.67, + "return_pct": 47.3 + }, + { + "date": "2025-01-03", + "equity": 14803.68, + "return_pct": 48.04 + }, + { + "date": "2025-01-06", + "equity": 14856.38, + "return_pct": 48.56 + }, + { + "date": "2025-01-07", + "equity": 14773.07, + "return_pct": 47.73 + }, + { + "date": "2025-01-08", + "equity": 14782.76, + "return_pct": 47.83 + }, + { + "date": "2025-01-10", + "equity": 14754.47, + "return_pct": 47.54 + }, + { + "date": "2025-01-13", + "equity": 14735.49, + "return_pct": 47.35 + }, + { + "date": "2025-01-14", + "equity": 14819.57, + "return_pct": 48.2 + }, + { + "date": "2025-01-15", + "equity": 14961.22, + "return_pct": 49.61 + }, + { + "date": "2025-01-16", + "equity": 15091.03, + "return_pct": 50.91 + }, + { + "date": "2025-01-17", + "equity": 15328.26, + "return_pct": 53.28 + }, + { + "date": "2025-01-21", + "equity": 15582.75, + "return_pct": 55.83 + }, + { + "date": "2025-01-22", + "equity": 15575.77, + "return_pct": 55.76 + }, + { + "date": "2025-01-23", + "equity": 15423.06, + "return_pct": 54.23 + }, + { + "date": "2025-01-24", + "equity": 15278.08, + "return_pct": 52.78 + }, + { + "date": "2025-01-27", + "equity": 15127.62, + "return_pct": 51.28 + }, + { + "date": "2025-01-28", + "equity": 14994.27, + "return_pct": 49.94 + }, + { + "date": "2025-01-29", + "equity": 14972.39, + "return_pct": 49.72 + }, + { + "date": "2025-01-30", + "equity": 15170.17, + "return_pct": 51.7 + }, + { + "date": "2025-01-31", + "equity": 15109.99, + "return_pct": 51.1 + }, + { + "date": "2025-02-03", + "equity": 15181.15, + "return_pct": 51.81 + }, + { + "date": "2025-02-04", + "equity": 15240.97, + "return_pct": 52.41 + }, + { + "date": "2025-02-05", + "equity": 15506.12, + "return_pct": 55.06 + }, + { + "date": "2025-02-06", + "equity": 15583.79, + "return_pct": 55.84 + }, + { + "date": "2025-02-07", + "equity": 15666.48, + "return_pct": 56.66 + }, + { + "date": "2025-02-10", + "equity": 15688.87, + "return_pct": 56.89 + }, + { + "date": "2025-02-11", + "equity": 15586.07, + "return_pct": 55.86 + }, + { + "date": "2025-02-12", + "equity": 15813.63, + "return_pct": 58.14 + }, + { + "date": "2025-02-13", + "equity": 16004.97, + "return_pct": 60.05 + }, + { + "date": "2025-02-14", + "equity": 16320.04, + "return_pct": 63.2 + }, + { + "date": "2025-02-18", + "equity": 16405.1, + "return_pct": 64.05 + }, + { + "date": "2025-02-19", + "equity": 16398.58, + "return_pct": 63.99 + }, + { + "date": "2025-02-20", + "equity": 16050.44, + "return_pct": 60.5 + }, + { + "date": "2025-02-21", + "equity": 15987.72, + "return_pct": 59.88 + }, + { + "date": "2025-02-24", + "equity": 15918.19, + "return_pct": 59.18 + }, + { + "date": "2025-02-25", + "equity": 15833.36, + "return_pct": 58.33 + }, + { + "date": "2025-02-26", + "equity": 15809.2, + "return_pct": 58.09 + }, + { + "date": "2025-02-27", + "equity": 15765.57, + "return_pct": 57.66 + }, + { + "date": "2025-02-28", + "equity": 15910.72, + "return_pct": 59.11 + }, + { + "date": "2025-03-03", + "equity": 15910.74, + "return_pct": 59.11 + }, + { + "date": "2025-03-04", + "equity": 15655.77, + "return_pct": 56.56 + }, + { + "date": "2025-03-05", + "equity": 15642.64, + "return_pct": 56.43 + }, + { + "date": "2025-03-06", + "equity": 15642.64, + "return_pct": 56.43 + }, + { + "date": "2025-03-07", + "equity": 15633.26, + "return_pct": 56.33 + }, + { + "date": "2025-03-10", + "equity": 15517.57, + "return_pct": 55.18 + }, + { + "date": "2025-03-11", + "equity": 15374.63, + "return_pct": 53.75 + }, + { + "date": "2025-03-12", + "equity": 15389.61, + "return_pct": 53.9 + }, + { + "date": "2025-03-13", + "equity": 15533.66, + "return_pct": 55.34 + }, + { + "date": "2025-03-14", + "equity": 15572.62, + "return_pct": 55.73 + }, + { + "date": "2025-03-17", + "equity": 15743.22, + "return_pct": 57.43 + }, + { + "date": "2025-03-18", + "equity": 15732.86, + "return_pct": 57.33 + }, + { + "date": "2025-03-19", + "equity": 15783.63, + "return_pct": 57.84 + }, + { + "date": "2025-03-20", + "equity": 15791.37, + "return_pct": 57.91 + }, + { + "date": "2025-03-21", + "equity": 15742.74, + "return_pct": 57.43 + }, + { + "date": "2025-03-24", + "equity": 15894.24, + "return_pct": 58.94 + }, + { + "date": "2025-03-25", + "equity": 15988.89, + "return_pct": 59.89 + }, + { + "date": "2025-03-26", + "equity": 15853.1, + "return_pct": 58.53 + }, + { + "date": "2025-03-27", + "equity": 15859.86, + "return_pct": 58.6 + }, + { + "date": "2025-03-28", + "equity": 15729.32, + "return_pct": 57.29 + }, + { + "date": "2025-03-31", + "equity": 15714.67, + "return_pct": 57.15 + }, + { + "date": "2025-04-01", + "equity": 15737.0, + "return_pct": 57.37 + }, + { + "date": "2025-04-02", + "equity": 15797.88, + "return_pct": 57.98 + }, + { + "date": "2025-04-03", + "equity": 15581.99, + "return_pct": 55.82 + }, + { + "date": "2025-04-04", + "equity": 15121.76, + "return_pct": 51.22 + }, + { + "date": "2025-04-07", + "equity": 15121.76, + "return_pct": 51.22 + }, + { + "date": "2025-04-08", + "equity": 15121.76, + "return_pct": 51.22 + }, + { + "date": "2025-04-09", + "equity": 15121.76, + "return_pct": 51.22 + }, + { + "date": "2025-04-10", + "equity": 15121.76, + "return_pct": 51.22 + }, + { + "date": "2025-04-11", + "equity": 15114.87, + "return_pct": 51.15 + }, + { + "date": "2025-04-14", + "equity": 15201.07, + "return_pct": 52.01 + }, + { + "date": "2025-04-15", + "equity": 15232.63, + "return_pct": 52.33 + }, + { + "date": "2025-04-16", + "equity": 14939.94, + "return_pct": 49.4 + }, + { + "date": "2025-04-17", + "equity": 14971.46, + "return_pct": 49.71 + }, + { + "date": "2025-04-21", + "equity": 14826.34, + "return_pct": 48.26 + }, + { + "date": "2025-04-22", + "equity": 15009.83, + "return_pct": 50.1 + }, + { + "date": "2025-04-23", + "equity": 15117.41, + "return_pct": 51.17 + }, + { + "date": "2025-04-24", + "equity": 15246.41, + "return_pct": 52.46 + }, + { + "date": "2025-04-25", + "equity": 15273.59, + "return_pct": 52.74 + }, + { + "date": "2025-04-28", + "equity": 15282.89, + "return_pct": 52.83 + }, + { + "date": "2025-04-29", + "equity": 15384.44, + "return_pct": 53.84 + }, + { + "date": "2025-04-30", + "equity": 15395.69, + "return_pct": 53.96 + }, + { + "date": "2025-05-01", + "equity": 15538.17, + "return_pct": 55.38 + }, + { + "date": "2025-05-02", + "equity": 15934.0, + "return_pct": 59.34 + }, + { + "date": "2025-05-05", + "equity": 16030.11, + "return_pct": 60.3 + }, + { + "date": "2025-05-06", + "equity": 15916.71, + "return_pct": 59.17 + }, + { + "date": "2025-05-07", + "equity": 16049.55, + "return_pct": 60.5 + }, + { + "date": "2025-05-08", + "equity": 16615.12, + "return_pct": 66.15 + }, + { + "date": "2025-05-09", + "equity": 16477.86, + "return_pct": 64.78 + }, + { + "date": "2025-05-12", + "equity": 17048.21, + "return_pct": 70.48 + }, + { + "date": "2025-05-13", + "equity": 17397.53, + "return_pct": 73.98 + }, + { + "date": "2025-05-14", + "equity": 17556.11, + "return_pct": 75.56 + }, + { + "date": "2025-05-15", + "equity": 17484.0, + "return_pct": 74.84 + }, + { + "date": "2025-05-16", + "equity": 17557.05, + "return_pct": 75.57 + }, + { + "date": "2025-05-19", + "equity": 17639.26, + "return_pct": 76.39 + }, + { + "date": "2025-05-20", + "equity": 17327.51, + "return_pct": 73.28 + }, + { + "date": "2025-05-21", + "equity": 17028.84, + "return_pct": 70.29 + }, + { + "date": "2025-05-22", + "equity": 17011.97, + "return_pct": 70.12 + }, + { + "date": "2025-05-23", + "equity": 16996.46, + "return_pct": 69.96 + }, + { + "date": "2025-05-27", + "equity": 17484.01, + "return_pct": 74.84 + }, + { + "date": "2025-05-28", + "equity": 17433.07, + "return_pct": 74.33 + }, + { + "date": "2025-05-29", + "equity": 17122.17, + "return_pct": 71.22 + }, + { + "date": "2025-05-30", + "equity": 17239.43, + "return_pct": 72.39 + }, + { + "date": "2025-06-02", + "equity": 17477.54, + "return_pct": 74.78 + }, + { + "date": "2025-06-03", + "equity": 17717.25, + "return_pct": 77.17 + }, + { + "date": "2025-06-04", + "equity": 17851.89, + "return_pct": 78.52 + }, + { + "date": "2025-06-05", + "equity": 17666.54, + "return_pct": 76.67 + }, + { + "date": "2025-06-06", + "equity": 17830.24, + "return_pct": 78.3 + }, + { + "date": "2025-06-09", + "equity": 17423.97, + "return_pct": 74.24 + }, + { + "date": "2025-06-10", + "equity": 17332.53, + "return_pct": 73.33 + }, + { + "date": "2025-06-11", + "equity": 17480.4, + "return_pct": 74.8 + }, + { + "date": "2025-06-12", + "equity": 17443.92, + "return_pct": 74.44 + }, + { + "date": "2025-06-13", + "equity": 17022.67, + "return_pct": 70.23 + }, + { + "date": "2025-06-16", + "equity": 17391.64, + "return_pct": 73.92 + }, + { + "date": "2025-06-17", + "equity": 17256.46, + "return_pct": 72.56 + }, + { + "date": "2025-06-18", + "equity": 17514.68, + "return_pct": 75.15 + }, + { + "date": "2025-06-20", + "equity": 17608.53, + "return_pct": 76.09 + }, + { + "date": "2025-06-23", + "equity": 17677.9, + "return_pct": 76.78 + }, + { + "date": "2025-06-24", + "equity": 18120.11, + "return_pct": 81.2 + }, + { + "date": "2025-06-25", + "equity": 18005.48, + "return_pct": 80.05 + }, + { + "date": "2025-06-26", + "equity": 18325.07, + "return_pct": 83.25 + }, + { + "date": "2025-06-27", + "equity": 18496.56, + "return_pct": 84.97 + }, + { + "date": "2025-06-30", + "equity": 19016.24, + "return_pct": 90.16 + }, + { + "date": "2025-07-01", + "equity": 18432.3, + "return_pct": 84.32 + }, + { + "date": "2025-07-02", + "equity": 18818.1, + "return_pct": 88.18 + }, + { + "date": "2025-07-03", + "equity": 19036.35, + "return_pct": 90.36 + }, + { + "date": "2025-07-07", + "equity": 19079.38, + "return_pct": 90.79 + }, + { + "date": "2025-07-08", + "equity": 18838.25, + "return_pct": 88.38 + }, + { + "date": "2025-07-09", + "equity": 19291.02, + "return_pct": 92.91 + }, + { + "date": "2025-07-10", + "equity": 19406.11, + "return_pct": 94.06 + }, + { + "date": "2025-07-11", + "equity": 19413.07, + "return_pct": 94.13 + }, + { + "date": "2025-07-14", + "equity": 19784.47, + "return_pct": 97.84 + }, + { + "date": "2025-07-15", + "equity": 19809.94, + "return_pct": 98.1 + }, + { + "date": "2025-07-16", + "equity": 20031.79, + "return_pct": 100.32 + }, + { + "date": "2025-07-17", + "equity": 20305.46, + "return_pct": 103.05 + }, + { + "date": "2025-07-18", + "equity": 20302.36, + "return_pct": 103.02 + }, + { + "date": "2025-07-21", + "equity": 20454.14, + "return_pct": 104.54 + }, + { + "date": "2025-07-22", + "equity": 20142.33, + "return_pct": 101.42 + }, + { + "date": "2025-07-23", + "equity": 20421.04, + "return_pct": 104.21 + }, + { + "date": "2025-07-24", + "equity": 20508.36, + "return_pct": 105.08 + }, + { + "date": "2025-07-25", + "equity": 20893.07, + "return_pct": 108.93 + }, + { + "date": "2025-07-28", + "equity": 20871.56, + "return_pct": 108.72 + }, + { + "date": "2025-07-29", + "equity": 20807.34, + "return_pct": 108.07 + }, + { + "date": "2025-07-30", + "equity": 20700.39, + "return_pct": 107.0 + }, + { + "date": "2025-07-31", + "equity": 20624.81, + "return_pct": 106.25 + }, + { + "date": "2025-08-01", + "equity": 20239.98, + "return_pct": 102.4 + }, + { + "date": "2025-08-04", + "equity": 20558.21, + "return_pct": 105.58 + }, + { + "date": "2025-08-05", + "equity": 21313.19, + "return_pct": 113.13 + }, + { + "date": "2025-08-06", + "equity": 21420.79, + "return_pct": 114.21 + }, + { + "date": "2025-08-07", + "equity": 21559.69, + "return_pct": 115.6 + }, + { + "date": "2025-08-08", + "equity": 21514.87, + "return_pct": 115.15 + }, + { + "date": "2025-08-11", + "equity": 21391.01, + "return_pct": 113.91 + }, + { + "date": "2025-08-12", + "equity": 21243.0, + "return_pct": 112.43 + }, + { + "date": "2025-08-13", + "equity": 21035.48, + "return_pct": 110.35 + }, + { + "date": "2025-08-14", + "equity": 20844.37, + "return_pct": 108.44 + }, + { + "date": "2025-08-15", + "equity": 20808.89, + "return_pct": 108.09 + }, + { + "date": "2025-08-18", + "equity": 20797.2, + "return_pct": 107.97 + }, + { + "date": "2025-08-19", + "equity": 20399.71, + "return_pct": 104.0 + }, + { + "date": "2025-08-20", + "equity": 20366.86, + "return_pct": 103.67 + }, + { + "date": "2025-08-21", + "equity": 20418.59, + "return_pct": 104.19 + }, + { + "date": "2025-08-22", + "equity": 20943.14, + "return_pct": 109.43 + }, + { + "date": "2025-08-25", + "equity": 21076.5, + "return_pct": 110.77 + }, + { + "date": "2025-08-26", + "equity": 21239.18, + "return_pct": 112.39 + }, + { + "date": "2025-08-27", + "equity": 21471.04, + "return_pct": 114.71 + }, + { + "date": "2025-08-28", + "equity": 21708.45, + "return_pct": 117.08 + }, + { + "date": "2025-08-29", + "equity": 21531.05, + "return_pct": 115.31 + }, + { + "date": "2025-09-02", + "equity": 21520.5, + "return_pct": 115.2 + }, + { + "date": "2025-09-03", + "equity": 21495.54, + "return_pct": 114.96 + }, + { + "date": "2025-09-04", + "equity": 21324.7, + "return_pct": 113.25 + }, + { + "date": "2025-09-05", + "equity": 21421.59, + "return_pct": 114.22 + }, + { + "date": "2025-09-08", + "equity": 21536.8, + "return_pct": 115.37 + }, + { + "date": "2025-09-09", + "equity": 21391.92, + "return_pct": 113.92 + }, + { + "date": "2025-09-10", + "equity": 21590.8, + "return_pct": 115.91 + }, + { + "date": "2025-09-11", + "equity": 22713.45, + "return_pct": 127.13 + }, + { + "date": "2025-09-12", + "equity": 23385.38, + "return_pct": 133.85 + }, + { + "date": "2025-09-15", + "equity": 23703.51, + "return_pct": 137.04 + }, + { + "date": "2025-09-16", + "equity": 23470.17, + "return_pct": 134.7 + }, + { + "date": "2025-09-17", + "equity": 23534.07, + "return_pct": 135.34 + }, + { + "date": "2025-09-18", + "equity": 24079.83, + "return_pct": 140.8 + }, + { + "date": "2025-09-19", + "equity": 24375.22, + "return_pct": 143.75 + }, + { + "date": "2025-09-22", + "equity": 24247.71, + "return_pct": 142.48 + }, + { + "date": "2025-09-23", + "equity": 24068.86, + "return_pct": 140.69 + }, + { + "date": "2025-09-24", + "equity": 24123.27, + "return_pct": 141.23 + }, + { + "date": "2025-09-25", + "equity": 23643.13, + "return_pct": 136.43 + }, + { + "date": "2025-09-26", + "equity": 23928.25, + "return_pct": 139.28 + }, + { + "date": "2025-09-29", + "equity": 24142.22, + "return_pct": 141.42 + }, + { + "date": "2025-09-30", + "equity": 24340.99, + "return_pct": 143.41 + }, + { + "date": "2025-10-01", + "equity": 25012.85, + "return_pct": 150.13 + }, + { + "date": "2025-10-02", + "equity": 25013.68, + "return_pct": 150.14 + }, + { + "date": "2025-10-03", + "equity": 24914.48, + "return_pct": 149.14 + }, + { + "date": "2025-10-06", + "equity": 25475.08, + "return_pct": 154.75 + }, + { + "date": "2025-10-07", + "equity": 25204.45, + "return_pct": 152.04 + }, + { + "date": "2025-10-08", + "equity": 25534.09, + "return_pct": 155.34 + }, + { + "date": "2025-10-09", + "equity": 25302.28, + "return_pct": 153.02 + }, + { + "date": "2025-10-10", + "equity": 24348.08, + "return_pct": 143.48 + }, + { + "date": "2025-10-13", + "equity": 24707.73, + "return_pct": 147.08 + }, + { + "date": "2025-10-14", + "equity": 24291.49, + "return_pct": 142.91 + }, + { + "date": "2025-10-15", + "equity": 24493.82, + "return_pct": 144.94 + }, + { + "date": "2025-10-16", + "equity": 24386.24, + "return_pct": 143.86 + }, + { + "date": "2025-10-17", + "equity": 24548.47, + "return_pct": 145.48 + }, + { + "date": "2025-10-20", + "equity": 24510.86, + "return_pct": 145.11 + }, + { + "date": "2025-10-21", + "equity": 24413.1, + "return_pct": 144.13 + }, + { + "date": "2025-10-22", + "equity": 24171.83, + "return_pct": 141.72 + }, + { + "date": "2025-10-23", + "equity": 24090.58, + "return_pct": 140.91 + }, + { + "date": "2025-10-24", + "equity": 24017.95, + "return_pct": 140.18 + }, + { + "date": "2025-10-27", + "equity": 24371.49, + "return_pct": 143.71 + }, + { + "date": "2025-10-28", + "equity": 24180.41, + "return_pct": 141.8 + }, + { + "date": "2025-10-29", + "equity": 24108.96, + "return_pct": 141.09 + }, + { + "date": "2025-10-30", + "equity": 24221.75, + "return_pct": 142.22 + }, + { + "date": "2025-10-31", + "equity": 24931.95, + "return_pct": 149.32 + }, + { + "date": "2025-11-03", + "equity": 24805.65, + "return_pct": 148.06 + }, + { + "date": "2025-11-04", + "equity": 25025.13, + "return_pct": 150.25 + }, + { + "date": "2025-11-05", + "equity": 25402.54, + "return_pct": 154.03 + }, + { + "date": "2025-11-06", + "equity": 25167.09, + "return_pct": 151.67 + }, + { + "date": "2025-11-07", + "equity": 25480.36, + "return_pct": 154.8 + }, + { + "date": "2025-11-10", + "equity": 25656.01, + "return_pct": 156.56 + }, + { + "date": "2025-11-11", + "equity": 25133.6, + "return_pct": 151.34 + }, + { + "date": "2025-11-12", + "equity": 25054.36, + "return_pct": 150.54 + }, + { + "date": "2025-11-13", + "equity": 24469.91, + "return_pct": 144.7 + }, + { + "date": "2025-11-14", + "equity": 24573.3, + "return_pct": 145.73 + }, + { + "date": "2025-11-17", + "equity": 24419.18, + "return_pct": 144.19 + }, + { + "date": "2025-11-18", + "equity": 24483.29, + "return_pct": 144.83 + }, + { + "date": "2025-11-19", + "equity": 24143.64, + "return_pct": 141.44 + }, + { + "date": "2025-11-20", + "equity": 23967.6, + "return_pct": 139.68 + }, + { + "date": "2025-11-21", + "equity": 24120.5, + "return_pct": 141.21 + }, + { + "date": "2025-11-24", + "equity": 23987.82, + "return_pct": 139.88 + }, + { + "date": "2025-11-25", + "equity": 24268.5, + "return_pct": 142.69 + }, + { + "date": "2025-11-26", + "equity": 24634.63, + "return_pct": 146.35 + }, + { + "date": "2025-11-28", + "equity": 24707.93, + "return_pct": 147.08 + }, + { + "date": "2025-12-01", + "equity": 24626.12, + "return_pct": 146.26 + }, + { + "date": "2025-12-02", + "equity": 24628.18, + "return_pct": 146.28 + }, + { + "date": "2025-12-03", + "equity": 24648.03, + "return_pct": 146.48 + }, + { + "date": "2025-12-04", + "equity": 25496.46, + "return_pct": 154.96 + }, + { + "date": "2025-12-05", + "equity": 26419.52, + "return_pct": 164.2 + }, + { + "date": "2025-12-08", + "equity": 26122.48, + "return_pct": 161.22 + }, + { + "date": "2025-12-09", + "equity": 26212.13, + "return_pct": 162.12 + }, + { + "date": "2025-12-10", + "equity": 26552.59, + "return_pct": 165.53 + }, + { + "date": "2025-12-11", + "equity": 27103.22, + "return_pct": 171.03 + }, + { + "date": "2025-12-12", + "equity": 26773.57, + "return_pct": 167.74 + }, + { + "date": "2025-12-15", + "equity": 26737.64, + "return_pct": 167.38 + }, + { + "date": "2025-12-16", + "equity": 26854.42, + "return_pct": 168.54 + }, + { + "date": "2025-12-17", + "equity": 26535.08, + "return_pct": 165.35 + }, + { + "date": "2025-12-18", + "equity": 26555.98, + "return_pct": 165.56 + }, + { + "date": "2025-12-19", + "equity": 26745.7, + "return_pct": 167.46 + }, + { + "date": "2025-12-22", + "equity": 26888.7, + "return_pct": 168.89 + }, + { + "date": "2025-12-23", + "equity": 26411.32, + "return_pct": 164.11 + }, + { + "date": "2025-12-24", + "equity": 26694.16, + "return_pct": 166.94 + }, + { + "date": "2025-12-26", + "equity": 26847.64, + "return_pct": 168.48 + }, + { + "date": "2025-12-29", + "equity": 26660.72, + "return_pct": 166.61 + }, + { + "date": "2025-12-30", + "equity": 26441.53, + "return_pct": 164.42 + }, + { + "date": "2025-12-31", + "equity": 26138.26, + "return_pct": 161.38 + }, + { + "date": "2026-01-02", + "equity": 26750.6, + "return_pct": 167.51 + }, + { + "date": "2026-01-05", + "equity": 26905.15, + "return_pct": 169.05 + }, + { + "date": "2026-01-06", + "equity": 27608.22, + "return_pct": 176.08 + }, + { + "date": "2026-01-07", + "equity": 27294.62, + "return_pct": 172.95 + }, + { + "date": "2026-01-08", + "equity": 27413.39, + "return_pct": 174.13 + }, + { + "date": "2026-01-09", + "equity": 27302.57, + "return_pct": 173.03 + }, + { + "date": "2026-01-12", + "equity": 28005.2, + "return_pct": 180.05 + }, + { + "date": "2026-01-13", + "equity": 28366.27, + "return_pct": 183.66 + }, + { + "date": "2026-01-14", + "equity": 28297.58, + "return_pct": 182.98 + }, + { + "date": "2026-01-15", + "equity": 28605.89, + "return_pct": 186.06 + }, + { + "date": "2026-01-16", + "equity": 28153.45, + "return_pct": 181.53 + }, + { + "date": "2026-01-20", + "equity": 28215.99, + "return_pct": 182.16 + }, + { + "date": "2026-01-21", + "equity": 28959.35, + "return_pct": 189.59 + }, + { + "date": "2026-01-22", + "equity": 29404.93, + "return_pct": 194.05 + }, + { + "date": "2026-01-23", + "equity": 29637.96, + "return_pct": 196.38 + }, + { + "date": "2026-01-26", + "equity": 29711.3, + "return_pct": 197.11 + }, + { + "date": "2026-01-27", + "equity": 29242.83, + "return_pct": 192.43 + }, + { + "date": "2026-01-28", + "equity": 29040.11, + "return_pct": 190.4 + }, + { + "date": "2026-01-29", + "equity": 28883.09, + "return_pct": 188.83 + }, + { + "date": "2026-01-30", + "equity": 27912.87, + "return_pct": 179.13 + }, + { + "date": "2026-02-02", + "equity": 28527.6, + "return_pct": 185.28 + }, + { + "date": "2026-02-03", + "equity": 29107.52, + "return_pct": 191.08 + }, + { + "date": "2026-02-04", + "equity": 28527.03, + "return_pct": 185.27 + }, + { + "date": "2026-02-05", + "equity": 28271.84, + "return_pct": 182.72 + }, + { + "date": "2026-02-06", + "equity": 28888.09, + "return_pct": 188.88 + }, + { + "date": "2026-02-09", + "equity": 28821.48, + "return_pct": 188.21 + }, + { + "date": "2026-02-10", + "equity": 29052.0, + "return_pct": 190.52 + }, + { + "date": "2026-02-11", + "equity": 29547.03, + "return_pct": 195.47 + }, + { + "date": "2026-02-12", + "equity": 29300.99, + "return_pct": 193.01 + }, + { + "date": "2026-02-13", + "equity": 29681.47, + "return_pct": 196.81 + }, + { + "date": "2026-02-17", + "equity": 29541.91, + "return_pct": 195.42 + }, + { + "date": "2026-02-18", + "equity": 29418.99, + "return_pct": 194.19 + }, + { + "date": "2026-02-19", + "equity": 29327.9, + "return_pct": 193.28 + }, + { + "date": "2026-02-20", + "equity": 29509.41, + "return_pct": 195.09 + }, + { + "date": "2026-02-23", + "equity": 29227.15, + "return_pct": 192.27 + }, + { + "date": "2026-02-24", + "equity": 29587.99, + "return_pct": 195.88 + }, + { + "date": "2026-02-25", + "equity": 29521.96, + "return_pct": 195.22 + }, + { + "date": "2026-02-26", + "equity": 29278.84, + "return_pct": 192.79 + }, + { + "date": "2026-02-27", + "equity": 29574.24, + "return_pct": 195.74 + }, + { + "date": "2026-03-02", + "equity": 28036.22, + "return_pct": 180.36 + }, + { + "date": "2026-03-03", + "equity": 27904.51, + "return_pct": 179.05 + }, + { + "date": "2026-03-04", + "equity": 27884.75, + "return_pct": 178.85 + }, + { + "date": "2026-03-05", + "equity": 27595.73, + "return_pct": 175.96 + }, + { + "date": "2026-03-06", + "equity": 27447.92, + "return_pct": 174.48 + }, + { + "date": "2026-03-09", + "equity": 27433.73, + "return_pct": 174.34 + }, + { + "date": "2026-03-10", + "equity": 27318.25, + "return_pct": 173.18 + }, + { + "date": "2026-03-11", + "equity": 27338.14, + "return_pct": 173.38 + }, + { + "date": "2026-03-12", + "equity": 27393.42, + "return_pct": 173.93 + }, + { + "date": "2026-03-13", + "equity": 27330.04, + "return_pct": 173.3 + }, + { + "date": "2026-03-16", + "equity": 27364.04, + "return_pct": 173.64 + }, + { + "date": "2026-03-17", + "equity": 27428.29, + "return_pct": 174.28 + }, + { + "date": "2026-03-18", + "equity": 27365.97, + "return_pct": 173.66 + }, + { + "date": "2026-03-19", + "equity": 27420.57, + "return_pct": 174.21 + }, + { + "date": "2026-03-20", + "equity": 27286.68, + "return_pct": 172.87 + }, + { + "date": "2026-03-23", + "equity": 27526.21, + "return_pct": 175.26 + }, + { + "date": "2026-03-24", + "equity": 27383.34, + "return_pct": 173.83 + }, + { + "date": "2026-03-25", + "equity": 27387.59, + "return_pct": 173.88 + }, + { + "date": "2026-03-26", + "equity": 27213.13, + "return_pct": 172.13 + }, + { + "date": "2026-03-27", + "equity": 27156.07, + "return_pct": 171.56 + }, + { + "date": "2026-03-30", + "equity": 27086.6, + "return_pct": 170.87 + }, + { + "date": "2026-03-31", + "equity": 27186.04, + "return_pct": 171.86 + }, + { + "date": "2026-04-01", + "equity": 27211.02, + "return_pct": 172.11 + }, + { + "date": "2026-04-02", + "equity": 27212.38, + "return_pct": 172.12 + }, + { + "date": "2026-04-06", + "equity": 27189.77, + "return_pct": 171.9 + }, + { + "date": "2026-04-07", + "equity": 27327.08, + "return_pct": 173.27 + }, + { + "date": "2026-04-08", + "equity": 28484.47, + "return_pct": 184.84 + }, + { + "date": "2026-04-09", + "equity": 28814.17, + "return_pct": 188.14 + }, + { + "date": "2026-04-10", + "equity": 29095.23, + "return_pct": 190.95 + }, + { + "date": "2026-04-13", + "equity": 29208.15, + "return_pct": 192.08 + }, + { + "date": "2026-04-14", + "equity": 29763.6, + "return_pct": 197.64 + }, + { + "date": "2026-04-15", + "equity": 29707.68, + "return_pct": 197.08 + }, + { + "date": "2026-04-16", + "equity": 29996.15, + "return_pct": 199.96 + }, + { + "date": "2026-04-17", + "equity": 30473.06, + "return_pct": 204.73 + }, + { + "date": "2026-04-20", + "equity": 30450.39, + "return_pct": 204.5 + }, + { + "date": "2026-04-21", + "equity": 30366.55, + "return_pct": 203.67 + }, + { + "date": "2026-04-22", + "equity": 30711.32, + "return_pct": 207.11 + }, + { + "date": "2026-04-23", + "equity": 30932.18, + "return_pct": 209.32 + }, + { + "date": "2026-04-24", + "equity": 32106.72, + "return_pct": 221.07 + }, + { + "date": "2026-04-27", + "equity": 32229.97, + "return_pct": 222.3 + }, + { + "date": "2026-04-28", + "equity": 31548.85, + "return_pct": 215.49 + }, + { + "date": "2026-04-29", + "equity": 32393.71, + "return_pct": 223.94 + }, + { + "date": "2026-04-30", + "equity": 33477.12, + "return_pct": 234.77 + }, + { + "date": "2026-05-01", + "equity": 33474.96, + "return_pct": 234.75 + }, + { + "date": "2026-05-04", + "equity": 33013.07, + "return_pct": 230.13 + }, + { + "date": "2026-05-05", + "equity": 33799.9, + "return_pct": 238.0 + }, + { + "date": "2026-05-06", + "equity": 35407.35, + "return_pct": 254.07 + }, + { + "date": "2026-05-07", + "equity": 34767.04, + "return_pct": 247.67 + }, + { + "date": "2026-05-08", + "equity": 35764.69, + "return_pct": 257.65 + }, + { + "date": "2026-05-11", + "equity": 36217.18, + "return_pct": 262.17 + }, + { + "date": "2026-05-12", + "equity": 35858.7, + "return_pct": 258.59 + }, + { + "date": "2026-05-13", + "equity": 36085.67, + "return_pct": 260.86 + }, + { + "date": "2026-05-14", + "equity": 36307.07, + "return_pct": 263.07 + }, + { + "date": "2026-05-15", + "equity": 35298.7, + "return_pct": 252.99 + }, + { + "date": "2026-05-18", + "equity": 34736.13, + "return_pct": 247.36 + }, + { + "date": "2026-05-19", + "equity": 34399.32, + "return_pct": 243.99 + }, + { + "date": "2026-05-20", + "equity": 34229.11, + "return_pct": 242.29 + }, + { + "date": "2026-05-21", + "equity": 34408.67, + "return_pct": 244.09 + }, + { + "date": "2026-05-22", + "equity": 34830.99, + "return_pct": 248.31 + }, + { + "date": "2026-05-26", + "equity": 34740.55, + "return_pct": 247.41 + }, + { + "date": "2026-05-27", + "equity": 34861.28, + "return_pct": 248.61 + }, + { + "date": "2026-05-28", + "equity": 35529.68, + "return_pct": 255.3 + }, + { + "date": "2026-05-29", + "equity": 35594.68, + "return_pct": 255.95 + }, + { + "date": "2026-06-01", + "equity": 35370.23, + "return_pct": 253.7 + }, + { + "date": "2026-06-02", + "equity": 35432.98, + "return_pct": 254.33 + }, + { + "date": "2026-06-03", + "equity": 35859.15, + "return_pct": 258.59 + }, + { + "date": "2026-06-04", + "equity": 35800.32, + "return_pct": 258.0 + }, + { + "date": "2026-06-05", + "equity": 34926.17, + "return_pct": 249.26 + }, + { + "date": "2026-06-08", + "equity": 34743.68, + "return_pct": 247.44 + }, + { + "date": "2026-06-09", + "equity": 34947.13, + "return_pct": 249.47 + }, + { + "date": "2026-06-10", + "equity": 34771.15, + "return_pct": 247.71 + }, + { + "date": "2026-06-11", + "equity": 34978.27, + "return_pct": 249.78 + }, + { + "date": "2026-06-12", + "equity": 34981.53, + "return_pct": 249.82 + }, + { + "date": "2026-06-15", + "equity": 34930.47, + "return_pct": 249.3 + }, + { + "date": "2026-06-16", + "equity": 34820.76, + "return_pct": 248.21 + }, + { + "date": "2026-06-17", + "equity": 34931.56, + "return_pct": 249.32 + }, + { + "date": "2026-06-18", + "equity": 34855.88, + "return_pct": 248.56 + }, + { + "date": "2026-06-22", + "equity": 34969.22, + "return_pct": 249.69 + }, + { + "date": "2026-06-23", + "equity": 34877.97, + "return_pct": 248.78 + }, + { + "date": "2026-06-24", + "equity": 34964.87, + "return_pct": 249.65 + }, + { + "date": "2026-06-25", + "equity": 35050.69, + "return_pct": 250.51 + }, + { + "date": "2026-06-26", + "equity": 35560.16, + "return_pct": 255.6 + }, + { + "date": "2026-06-29", + "equity": 35575.73, + "return_pct": 255.76 + }, + { + "date": "2026-06-30", + "equity": 35561.24, + "return_pct": 255.61 + }, + { + "date": "2026-07-01", + "equity": 35324.8, + "return_pct": 253.25 + }, + { + "date": "2026-07-02", + "equity": 35324.8, + "return_pct": 253.25 + } + ], + "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 + }, + { + "date": "2024-08-08", + "equity": 11957.23, + "return_pct": 19.57 + }, + { + "date": "2024-08-09", + "equity": 12009.96, + "return_pct": 20.1 + }, + { + "date": "2024-08-12", + "equity": 12016.27, + "return_pct": 20.16 + }, + { + "date": "2024-08-13", + "equity": 12213.88, + "return_pct": 22.14 + }, + { + "date": "2024-08-14", + "equity": 12252.42, + "return_pct": 22.52 + }, + { + "date": "2024-08-15", + "equity": 12462.43, + "return_pct": 24.62 + }, + { + "date": "2024-08-16", + "equity": 12490.37, + "return_pct": 24.9 + }, + { + "date": "2024-08-19", + "equity": 12609.79, + "return_pct": 26.1 + }, + { + "date": "2024-08-20", + "equity": 12589.29, + "return_pct": 25.89 + }, + { + "date": "2024-08-21", + "equity": 12632.55, + "return_pct": 26.33 + }, + { + "date": "2024-08-22", + "equity": 12533.41, + "return_pct": 25.33 + }, + { + "date": "2024-08-23", + "equity": 12666.58, + "return_pct": 26.67 + }, + { + "date": "2024-08-26", + "equity": 12636.38, + "return_pct": 26.36 + }, + { + "date": "2024-08-27", + "equity": 12653.73, + "return_pct": 26.54 + }, + { + "date": "2024-08-28", + "equity": 12580.27, + "return_pct": 25.8 + }, + { + "date": "2024-08-29", + "equity": 12581.4, + "return_pct": 25.81 + }, + { + "date": "2024-08-30", + "equity": 12701.5, + "return_pct": 27.02 + }, + { + "date": "2024-09-03", + "equity": 12440.12, + "return_pct": 24.4 + }, + { + "date": "2024-09-04", + "equity": 12414.66, + "return_pct": 24.15 + }, + { + "date": "2024-09-05", + "equity": 12384.46, + "return_pct": 23.84 + }, + { + "date": "2024-09-06", + "equity": 12176.03, + "return_pct": 21.76 + }, + { + "date": "2024-09-09", + "equity": 12312.35, + "return_pct": 23.12 + }, + { + "date": "2024-09-10", + "equity": 12365.98, + "return_pct": 23.66 + }, + { + "date": "2024-09-11", + "equity": 12492.85, + "return_pct": 24.93 + }, + { + "date": "2024-09-12", + "equity": 12598.08, + "return_pct": 25.98 + }, + { + "date": "2024-09-13", + "equity": 12663.87, + "return_pct": 26.64 + }, + { + "date": "2024-09-16", + "equity": 12682.58, + "return_pct": 26.83 + }, + { + "date": "2024-09-17", + "equity": 12687.76, + "return_pct": 26.88 + }, + { + "date": "2024-09-18", + "equity": 12650.13, + "return_pct": 26.5 + }, + { + "date": "2024-09-19", + "equity": 12866.0, + "return_pct": 28.66 + }, + { + "date": "2024-09-20", + "equity": 12804.48, + "return_pct": 28.04 + }, + { + "date": "2024-09-23", + "equity": 12836.48, + "return_pct": 28.36 + }, + { + "date": "2024-09-24", + "equity": 12873.21, + "return_pct": 28.73 + }, + { + "date": "2024-09-25", + "equity": 12844.81, + "return_pct": 28.45 + }, + { + "date": "2024-09-26", + "equity": 12895.74, + "return_pct": 28.96 + }, + { + "date": "2024-09-27", + "equity": 12877.04, + "return_pct": 28.77 + }, + { + "date": "2024-09-30", + "equity": 12928.64, + "return_pct": 29.29 + }, + { + "date": "2024-10-01", + "equity": 12812.82, + "return_pct": 28.13 + }, + { + "date": "2024-10-02", + "equity": 12818.22, + "return_pct": 28.18 + }, + { + "date": "2024-10-03", + "equity": 12794.79, + "return_pct": 27.95 + }, + { + "date": "2024-10-04", + "equity": 12911.06, + "return_pct": 29.11 + }, + { + "date": "2024-10-07", + "equity": 12794.34, + "return_pct": 27.94 + }, + { + "date": "2024-10-08", + "equity": 12915.34, + "return_pct": 29.15 + }, + { + "date": "2024-10-09", + "equity": 13004.8, + "return_pct": 30.05 + }, + { + "date": "2024-10-10", + "equity": 12982.04, + "return_pct": 29.82 + }, + { + "date": "2024-10-11", + "equity": 13059.78, + "return_pct": 30.6 + }, + { + "date": "2024-10-14", + "equity": 13166.59, + "return_pct": 31.67 + }, + { + "date": "2024-10-15", + "equity": 13064.29, + "return_pct": 30.64 + }, + { + "date": "2024-10-16", + "equity": 13121.07, + "return_pct": 31.21 + }, + { + "date": "2024-10-17", + "equity": 13122.2, + "return_pct": 31.22 + }, + { + "date": "2024-10-18", + "equity": 13172.67, + "return_pct": 31.73 + }, + { + "date": "2024-10-21", + "equity": 13151.04, + "return_pct": 31.51 + }, + { + "date": "2024-10-22", + "equity": 13144.05, + "return_pct": 31.44 + }, + { + "date": "2024-10-23", + "equity": 13023.95, + "return_pct": 30.24 + }, + { + "date": "2024-10-24", + "equity": 13052.12, + "return_pct": 30.52 + }, + { + "date": "2024-10-25", + "equity": 13047.61, + "return_pct": 30.48 + }, + { + "date": "2024-10-28", + "equity": 13087.95, + "return_pct": 30.88 + }, + { + "date": "2024-10-29", + "equity": 13109.13, + "return_pct": 31.09 + }, + { + "date": "2024-10-30", + "equity": 13069.47, + "return_pct": 30.69 + }, + { + "date": "2024-10-31", + "equity": 12813.27, + "return_pct": 28.13 + }, + { + "date": "2024-11-01", + "equity": 12867.35, + "return_pct": 28.67 + }, + { + "date": "2024-11-04", + "equity": 12839.63, + "return_pct": 28.4 + }, + { + "date": "2024-11-05", + "equity": 12994.88, + "return_pct": 29.95 + }, + { + "date": "2024-11-06", + "equity": 13318.01, + "return_pct": 33.18 + }, + { + "date": "2024-11-07", + "equity": 13420.99, + "return_pct": 34.21 + }, + { + "date": "2024-11-08", + "equity": 13479.12, + "return_pct": 34.79 + }, + { + "date": "2024-11-11", + "equity": 13491.97, + "return_pct": 34.92 + }, + { + "date": "2024-11-12", + "equity": 13450.06, + "return_pct": 34.5 + }, + { + "date": "2024-11-13", + "equity": 13456.59, + "return_pct": 34.57 + }, + { + "date": "2024-11-14", + "equity": 13370.06, + "return_pct": 33.7 + }, + { + "date": "2024-11-15", + "equity": 13198.81, + "return_pct": 31.99 + }, + { + "date": "2024-11-18", + "equity": 13252.89, + "return_pct": 32.53 + }, + { + "date": "2024-11-19", + "equity": 13301.34, + "return_pct": 33.01 + }, + { + "date": "2024-11-20", + "equity": 13305.84, + "return_pct": 33.06 + }, + { + "date": "2024-11-21", + "equity": 13377.27, + "return_pct": 33.77 + }, + { + "date": "2024-11-22", + "equity": 13418.73, + "return_pct": 34.19 + }, + { + "date": "2024-11-25", + "equity": 13464.25, + "return_pct": 34.64 + }, + { + "date": "2024-11-26", + "equity": 13534.55, + "return_pct": 35.35 + }, + { + "date": "2024-11-27", + "equity": 13493.54, + "return_pct": 34.94 + }, + { + "date": "2024-11-29", + "equity": 13577.37, + "return_pct": 35.77 + }, + { + "date": "2024-12-02", + "equity": 13601.7, + "return_pct": 36.02 + }, + { + "date": "2024-12-03", + "equity": 13608.01, + "return_pct": 36.08 + }, + { + "date": "2024-12-04", + "equity": 13692.51, + "return_pct": 36.93 + }, + { + "date": "2024-12-05", + "equity": 13669.98, + "return_pct": 36.7 + }, + { + "date": "2024-12-06", + "equity": 13695.89, + "return_pct": 36.96 + }, + { + "date": "2024-12-09", + "equity": 13625.36, + "return_pct": 36.25 + }, + { + "date": "2024-12-10", + "equity": 13583.0, + "return_pct": 35.83 + }, + { + "date": "2024-12-11", + "equity": 13688.01, + "return_pct": 36.88 + }, + { + "date": "2024-12-12", + "equity": 13617.48, + "return_pct": 36.17 + }, + { + "date": "2024-12-13", + "equity": 13614.77, + "return_pct": 36.15 + }, + { + "date": "2024-12-16", + "equity": 13672.91, + "return_pct": 36.73 + }, + { + "date": "2024-12-17", + "equity": 13616.58, + "return_pct": 36.17 + }, + { + "date": "2024-12-18", + "equity": 13210.75, + "return_pct": 32.11 + }, + { + "date": "2024-12-19", + "equity": 13206.7, + "return_pct": 32.07 + }, + { + "date": "2024-12-20", + "equity": 13320.49, + "return_pct": 33.2 + }, + { + "date": "2024-12-23", + "equity": 13400.26, + "return_pct": 34.0 + }, + { + "date": "2024-12-24", + "equity": 13549.2, + "return_pct": 35.49 + }, + { + "date": "2024-12-26", + "equity": 13550.1, + "return_pct": 35.5 + }, + { + "date": "2024-12-27", + "equity": 13407.47, + "return_pct": 34.07 + }, + { + "date": "2024-12-30", + "equity": 13254.47, + "return_pct": 32.54 + }, + { + "date": "2024-12-31", + "equity": 13206.25, + "return_pct": 32.06 + }, + { + "date": "2025-01-02", + "equity": 13173.8, + "return_pct": 31.74 + }, + { + "date": "2025-01-03", + "equity": 13338.52, + "return_pct": 33.39 + }, + { + "date": "2025-01-06", + "equity": 13415.35, + "return_pct": 34.15 + }, + { + "date": "2025-01-07", + "equity": 13263.71, + "return_pct": 32.64 + }, + { + "date": "2025-01-08", + "equity": 13283.08, + "return_pct": 32.83 + }, + { + "date": "2025-01-10", + "equity": 13080.29, + "return_pct": 30.8 + }, + { + "date": "2025-01-13", + "equity": 13100.57, + "return_pct": 31.01 + }, + { + "date": "2025-01-14", + "equity": 13118.59, + "return_pct": 31.19 + }, + { + "date": "2025-01-15", + "equity": 13357.22, + "return_pct": 33.57 + }, + { + "date": "2025-01-16", + "equity": 13331.53, + "return_pct": 33.32 + }, + { + "date": "2025-01-17", + "equity": 13465.38, + "return_pct": 34.65 + }, + { + "date": "2025-01-21", + "equity": 13588.63, + "return_pct": 35.89 + }, + { + "date": "2025-01-22", + "equity": 13665.02, + "return_pct": 36.65 + }, + { + "date": "2025-01-23", + "equity": 13739.61, + "return_pct": 37.4 + }, + { + "date": "2025-01-24", + "equity": 13699.5, + "return_pct": 36.99 + }, + { + "date": "2025-01-27", + "equity": 13505.71, + "return_pct": 35.06 + }, + { + "date": "2025-01-28", + "equity": 13621.76, + "return_pct": 36.22 + }, + { + "date": "2025-01-29", + "equity": 13560.69, + "return_pct": 35.61 + }, + { + "date": "2025-01-30", + "equity": 13633.48, + "return_pct": 36.33 + }, + { + "date": "2025-01-31", + "equity": 13560.92, + "return_pct": 35.61 + }, + { + "date": "2025-02-03", + "equity": 13469.66, + "return_pct": 34.7 + }, + { + "date": "2025-02-04", + "equity": 13560.02, + "return_pct": 35.6 + }, + { + "date": "2025-02-05", + "equity": 13615.0, + "return_pct": 36.15 + }, + { + "date": "2025-02-06", + "equity": 13662.32, + "return_pct": 36.62 + }, + { + "date": "2025-02-07", + "equity": 13537.26, + "return_pct": 35.37 + }, + { + "date": "2025-02-10", + "equity": 13629.19, + "return_pct": 36.29 + }, + { + "date": "2025-02-11", + "equity": 13639.56, + "return_pct": 36.4 + }, + { + "date": "2025-02-12", + "equity": 13595.62, + "return_pct": 35.96 + }, + { + "date": "2025-02-13", + "equity": 13739.16, + "return_pct": 37.39 + }, + { + "date": "2025-02-14", + "equity": 13738.48, + "return_pct": 37.38 + }, + { + "date": "2025-02-18", + "equity": 13778.81, + "return_pct": 37.79 + }, + { + "date": "2025-02-19", + "equity": 13811.26, + "return_pct": 38.11 + }, + { + "date": "2025-02-20", + "equity": 13753.8, + "return_pct": 37.54 + }, + { + "date": "2025-02-21", + "equity": 13518.56, + "return_pct": 35.19 + }, + { + "date": "2025-02-24", + "equity": 13457.04, + "return_pct": 34.57 + }, + { + "date": "2025-02-25", + "equity": 13390.12, + "return_pct": 33.9 + }, + { + "date": "2025-02-26", + "equity": 13396.88, + "return_pct": 33.97 + }, + { + "date": "2025-02-27", + "equity": 13183.04, + "return_pct": 31.83 + }, + { + "date": "2025-02-28", + "equity": 13388.76, + "return_pct": 33.89 + }, + { + "date": "2025-03-03", + "equity": 13154.19, + "return_pct": 31.54 + }, + { + "date": "2025-03-04", + "equity": 12998.49, + "return_pct": 29.98 + }, + { + "date": "2025-03-05", + "equity": 13138.2, + "return_pct": 31.38 + }, + { + "date": "2025-03-06", + "equity": 12904.98, + "return_pct": 29.05 + }, + { + "date": "2025-03-07", + "equity": 12977.31, + "return_pct": 29.77 + }, + { + "date": "2025-03-10", + "equity": 12631.65, + "return_pct": 26.32 + }, + { + "date": "2025-03-11", + "equity": 12526.65, + "return_pct": 25.27 + }, + { + "date": "2025-03-12", + "equity": 12593.12, + "return_pct": 25.93 + }, + { + "date": "2025-03-13", + "equity": 12425.25, + "return_pct": 24.25 + }, + { + "date": "2025-03-14", + "equity": 12681.9, + "return_pct": 26.82 + }, + { + "date": "2025-03-17", + "equity": 12779.69, + "return_pct": 27.8 + }, + { + "date": "2025-03-18", + "equity": 12641.56, + "return_pct": 26.42 + }, + { + "date": "2025-03-19", + "equity": 12779.24, + "return_pct": 27.79 + }, + { + "date": "2025-03-20", + "equity": 12742.29, + "return_pct": 27.42 + }, + { + "date": "2025-03-21", + "equity": 12708.26, + "return_pct": 27.08 + }, + { + "date": "2025-03-24", + "equity": 12935.85, + "return_pct": 29.36 + }, + { + "date": "2025-03-25", + "equity": 12966.94, + "return_pct": 29.67 + }, + { + "date": "2025-03-26", + "equity": 12812.14, + "return_pct": 28.12 + }, + { + "date": "2025-03-27", + "equity": 12778.12, + "return_pct": 27.78 + }, + { + "date": "2025-03-28", + "equity": 12520.79, + "return_pct": 25.21 + }, + { + "date": "2025-03-31", + "equity": 12604.84, + "return_pct": 26.05 + }, + { + "date": "2025-04-01", + "equity": 12640.44, + "return_pct": 26.4 + }, + { + "date": "2025-04-02", + "equity": 12720.43, + "return_pct": 27.2 + }, + { + "date": "2025-04-03", + "equity": 12093.56, + "return_pct": 20.94 + }, + { + "date": "2025-04-04", + "equity": 11385.57, + "return_pct": 13.86 + }, + { + "date": "2025-04-07", + "equity": 11365.29, + "return_pct": 13.65 + }, + { + "date": "2025-04-08", + "equity": 11187.27, + "return_pct": 11.87 + }, + { + "date": "2025-04-09", + "equity": 12362.15, + "return_pct": 23.62 + }, + { + "date": "2025-04-10", + "equity": 11820.46, + "return_pct": 18.2 + }, + { + "date": "2025-04-11", + "equity": 12031.37, + "return_pct": 20.31 + }, + { + "date": "2025-04-14", + "equity": 12148.09, + "return_pct": 21.48 + }, + { + "date": "2025-04-15", + "equity": 12114.06, + "return_pct": 21.14 + }, + { + "date": "2025-04-16", + "equity": 11844.79, + "return_pct": 18.45 + }, + { + "date": "2025-04-17", + "equity": 11861.69, + "return_pct": 18.62 + }, + { + "date": "2025-04-21", + "equity": 11579.35, + "return_pct": 15.79 + }, + { + "date": "2025-04-22", + "equity": 11880.62, + "return_pct": 18.81 + }, + { + "date": "2025-04-23", + "equity": 12064.72, + "return_pct": 20.65 + }, + { + "date": "2025-04-24", + "equity": 12318.66, + "return_pct": 23.19 + }, + { + "date": "2025-04-25", + "equity": 12407.67, + "return_pct": 24.08 + }, + { + "date": "2025-04-28", + "equity": 12412.4, + "return_pct": 24.12 + }, + { + "date": "2025-04-29", + "equity": 12490.59, + "return_pct": 24.91 + }, + { + "date": "2025-04-30", + "equity": 12495.55, + "return_pct": 24.96 + }, + { + "date": "2025-05-01", + "equity": 12584.11, + "return_pct": 25.84 + }, + { + "date": "2025-05-02", + "equity": 12770.91, + "return_pct": 27.71 + }, + { + "date": "2025-05-05", + "equity": 12697.67, + "return_pct": 26.98 + }, + { + "date": "2025-05-06", + "equity": 12591.54, + "return_pct": 25.92 + }, + { + "date": "2025-05-07", + "equity": 12644.49, + "return_pct": 26.44 + }, + { + "date": "2025-05-08", + "equity": 12732.6, + "return_pct": 27.33 + }, + { + "date": "2025-05-09", + "equity": 12716.37, + "return_pct": 27.16 + }, + { + "date": "2025-05-12", + "equity": 13136.62, + "return_pct": 31.37 + }, + { + "date": "2025-05-13", + "equity": 13223.37, + "return_pct": 32.23 + }, + { + "date": "2025-05-14", + "equity": 13240.27, + "return_pct": 32.4 + }, + { + "date": "2025-05-15", + "equity": 13304.94, + "return_pct": 33.05 + }, + { + "date": "2025-05-16", + "equity": 13389.22, + "return_pct": 33.89 + }, + { + "date": "2025-05-19", + "equity": 13403.86, + "return_pct": 34.04 + }, + { + "date": "2025-05-20", + "equity": 13358.8, + "return_pct": 33.59 + }, + { + "date": "2025-05-21", + "equity": 13133.69, + "return_pct": 31.34 + }, + { + "date": "2025-05-22", + "equity": 13138.87, + "return_pct": 31.39 + }, + { + "date": "2025-05-23", + "equity": 13049.19, + "return_pct": 30.49 + }, + { + "date": "2025-05-27", + "equity": 13320.49, + "return_pct": 33.2 + }, + { + "date": "2025-05-28", + "equity": 13243.43, + "return_pct": 32.43 + }, + { + "date": "2025-05-29", + "equity": 13295.7, + "return_pct": 32.96 + }, + { + "date": "2025-05-30", + "equity": 13280.83, + "return_pct": 32.81 + }, + { + "date": "2025-06-02", + "equity": 13355.64, + "return_pct": 33.56 + }, + { + "date": "2025-06-03", + "equity": 13431.8, + "return_pct": 34.32 + }, + { + "date": "2025-06-04", + "equity": 13428.2, + "return_pct": 34.28 + }, + { + "date": "2025-06-05", + "equity": 13363.3, + "return_pct": 33.63 + }, + { + "date": "2025-06-06", + "equity": 13500.53, + "return_pct": 35.01 + }, + { + "date": "2025-06-09", + "equity": 13512.7, + "return_pct": 35.13 + }, + { + "date": "2025-06-10", + "equity": 13589.31, + "return_pct": 35.89 + }, + { + "date": "2025-06-11", + "equity": 13550.55, + "return_pct": 35.51 + }, + { + "date": "2025-06-12", + "equity": 13604.41, + "return_pct": 36.04 + }, + { + "date": "2025-06-13", + "equity": 13452.31, + "return_pct": 34.52 + }, + { + "date": "2025-06-16", + "equity": 13580.3, + "return_pct": 35.8 + }, + { + "date": "2025-06-17", + "equity": 13464.25, + "return_pct": 34.64 + }, + { + "date": "2025-06-18", + "equity": 13462.22, + "return_pct": 34.62 + }, + { + "date": "2025-06-20", + "equity": 13391.02, + "return_pct": 33.91 + }, + { + "date": "2025-06-23", + "equity": 13523.29, + "return_pct": 35.23 + }, + { + "date": "2025-06-24", + "equity": 13672.68, + "return_pct": 36.73 + }, + { + "date": "2025-06-25", + "equity": 13680.34, + "return_pct": 36.8 + }, + { + "date": "2025-06-26", + "equity": 13787.38, + "return_pct": 37.87 + }, + { + "date": "2025-06-27", + "equity": 13855.88, + "return_pct": 38.56 + }, + { + "date": "2025-06-30", + "equity": 13922.13, + "return_pct": 39.22 + }, + { + "date": "2025-07-01", + "equity": 13917.62, + "return_pct": 39.18 + }, + { + "date": "2025-07-02", + "equity": 13980.71, + "return_pct": 39.81 + }, + { + "date": "2025-07-03", + "equity": 14090.9, + "return_pct": 40.91 + }, + { + "date": "2025-07-07", + "equity": 13985.89, + "return_pct": 39.86 + }, + { + "date": "2025-07-08", + "equity": 13978.23, + "return_pct": 39.78 + }, + { + "date": "2025-07-09", + "equity": 14062.06, + "return_pct": 40.62 + }, + { + "date": "2025-07-10", + "equity": 14101.71, + "return_pct": 41.02 + }, + { + "date": "2025-07-11", + "equity": 14052.14, + "return_pct": 40.52 + }, + { + "date": "2025-07-14", + "equity": 14078.96, + "return_pct": 40.79 + }, + { + "date": "2025-07-15", + "equity": 14018.79, + "return_pct": 40.19 + }, + { + "date": "2025-07-16", + "equity": 14065.66, + "return_pct": 40.66 + }, + { + "date": "2025-07-17", + "equity": 14151.74, + "return_pct": 41.52 + }, + { + "date": "2025-07-18", + "equity": 14141.37, + "return_pct": 41.41 + }, + { + "date": "2025-07-21", + "equity": 14168.19, + "return_pct": 41.68 + }, + { + "date": "2025-07-22", + "equity": 14170.22, + "return_pct": 41.7 + }, + { + "date": "2025-07-23", + "equity": 14290.77, + "return_pct": 42.91 + }, + { + "date": "2025-07-24", + "equity": 14295.5, + "return_pct": 42.96 + }, + { + "date": "2025-07-25", + "equity": 14355.89, + "return_pct": 43.56 + }, + { + "date": "2025-07-28", + "equity": 14352.28, + "return_pct": 43.52 + }, + { + "date": "2025-07-29", + "equity": 14314.43, + "return_pct": 43.14 + }, + { + "date": "2025-07-30", + "equity": 14296.4, + "return_pct": 42.96 + }, + { + "date": "2025-07-31", + "equity": 14242.77, + "return_pct": 42.43 + }, + { + "date": "2025-08-01", + "equity": 14009.33, + "return_pct": 40.09 + }, + { + "date": "2025-08-04", + "equity": 14222.27, + "return_pct": 42.22 + }, + { + "date": "2025-08-05", + "equity": 14150.16, + "return_pct": 41.5 + }, + { + "date": "2025-08-06", + "equity": 14258.55, + "return_pct": 42.59 + }, + { + "date": "2025-08-07", + "equity": 14246.6, + "return_pct": 42.47 + }, + { + "date": "2025-08-08", + "equity": 14357.69, + "return_pct": 43.58 + }, + { + "date": "2025-08-11", + "equity": 14329.3, + "return_pct": 43.29 + }, + { + "date": "2025-08-12", + "equity": 14481.85, + "return_pct": 44.82 + }, + { + "date": "2025-08-13", + "equity": 14531.42, + "return_pct": 45.31 + }, + { + "date": "2025-08-14", + "equity": 14532.77, + "return_pct": 45.33 + }, + { + "date": "2025-08-15", + "equity": 14498.75, + "return_pct": 44.99 + }, + { + "date": "2025-08-18", + "equity": 14495.59, + "return_pct": 44.96 + }, + { + "date": "2025-08-19", + "equity": 14416.95, + "return_pct": 44.17 + }, + { + "date": "2025-08-20", + "equity": 14378.65, + "return_pct": 43.79 + }, + { + "date": "2025-08-21", + "equity": 14320.96, + "return_pct": 43.21 + }, + { + "date": "2025-08-22", + "equity": 14540.89, + "return_pct": 45.41 + }, + { + "date": "2025-08-25", + "equity": 14476.89, + "return_pct": 44.77 + }, + { + "date": "2025-08-26", + "equity": 14537.51, + "return_pct": 45.38 + }, + { + "date": "2025-08-27", + "equity": 14570.63, + "return_pct": 45.71 + }, + { + "date": "2025-08-28", + "equity": 14622.23, + "return_pct": 46.22 + }, + { + "date": "2025-08-29", + "equity": 14535.03, + "return_pct": 45.35 + }, + { + "date": "2025-09-02", + "equity": 14427.32, + "return_pct": 44.27 + }, + { + "date": "2025-09-03", + "equity": 14505.51, + "return_pct": 45.06 + }, + { + "date": "2025-09-04", + "equity": 14626.74, + "return_pct": 46.27 + }, + { + "date": "2025-09-05", + "equity": 14584.38, + "return_pct": 45.84 + }, + { + "date": "2025-09-08", + "equity": 14620.2, + "return_pct": 46.2 + }, + { + "date": "2025-09-09", + "equity": 14654.0, + "return_pct": 46.54 + }, + { + "date": "2025-09-10", + "equity": 14696.37, + "return_pct": 46.96 + }, + { + "date": "2025-09-11", + "equity": 14818.5, + "return_pct": 48.18 + }, + { + "date": "2025-09-12", + "equity": 14813.54, + "return_pct": 48.14 + }, + { + "date": "2025-09-15", + "equity": 14892.4, + "return_pct": 48.92 + }, + { + "date": "2025-09-16", + "equity": 14871.9, + "return_pct": 48.72 + }, + { + "date": "2025-09-17", + "equity": 14853.42, + "return_pct": 48.53 + }, + { + "date": "2025-09-18", + "equity": 14922.82, + "return_pct": 49.23 + }, + { + "date": "2025-09-19", + "equity": 14955.27, + "return_pct": 49.55 + }, + { + "date": "2025-09-22", + "equity": 15026.03, + "return_pct": 50.26 + }, + { + "date": "2025-09-23", + "equity": 14944.23, + "return_pct": 49.44 + }, + { + "date": "2025-09-24", + "equity": 14896.69, + "return_pct": 48.97 + }, + { + "date": "2025-09-25", + "equity": 14827.96, + "return_pct": 48.28 + }, + { + "date": "2025-09-26", + "equity": 14912.91, + "return_pct": 49.13 + }, + { + "date": "2025-09-29", + "equity": 14954.82, + "return_pct": 49.55 + }, + { + "date": "2025-09-30", + "equity": 15011.15, + "return_pct": 50.11 + }, + { + "date": "2025-10-01", + "equity": 15062.3, + "return_pct": 50.62 + }, + { + "date": "2025-10-02", + "equity": 15079.65, + "return_pct": 50.8 + }, + { + "date": "2025-10-03", + "equity": 15079.43, + "return_pct": 50.79 + }, + { + "date": "2025-10-06", + "equity": 15133.51, + "return_pct": 51.34 + }, + { + "date": "2025-10-07", + "equity": 15077.4, + "return_pct": 50.77 + }, + { + "date": "2025-10-08", + "equity": 15167.31, + "return_pct": 51.67 + }, + { + "date": "2025-10-09", + "equity": 15123.37, + "return_pct": 51.23 + }, + { + "date": "2025-10-10", + "equity": 14714.62, + "return_pct": 47.15 + }, + { + "date": "2025-10-13", + "equity": 14940.4, + "return_pct": 49.4 + }, + { + "date": "2025-10-14", + "equity": 14922.15, + "return_pct": 49.22 + }, + { + "date": "2025-10-15", + "equity": 14988.4, + "return_pct": 49.88 + }, + { + "date": "2025-10-16", + "equity": 14886.32, + "return_pct": 48.86 + }, + { + "date": "2025-10-17", + "equity": 14970.82, + "return_pct": 49.71 + }, + { + "date": "2025-10-20", + "equity": 15126.52, + "return_pct": 51.27 + }, + { + "date": "2025-10-21", + "equity": 15126.3, + "return_pct": 51.26 + }, + { + "date": "2025-10-22", + "equity": 15047.66, + "return_pct": 50.48 + }, + { + "date": "2025-10-23", + "equity": 15136.89, + "return_pct": 51.37 + }, + { + "date": "2025-10-24", + "equity": 15260.6, + "return_pct": 52.61 + }, + { + "date": "2025-10-27", + "equity": 15440.64, + "return_pct": 54.41 + }, + { + "date": "2025-10-28", + "equity": 15481.65, + "return_pct": 54.82 + }, + { + "date": "2025-10-29", + "equity": 15489.08, + "return_pct": 54.89 + }, + { + "date": "2025-10-30", + "equity": 15318.73, + "return_pct": 53.19 + }, + { + "date": "2025-10-31", + "equity": 15368.98, + "return_pct": 53.69 + }, + { + "date": "2025-11-03", + "equity": 15397.82, + "return_pct": 53.98 + }, + { + "date": "2025-11-04", + "equity": 15215.3, + "return_pct": 52.15 + }, + { + "date": "2025-11-05", + "equity": 15268.03, + "return_pct": 52.68 + }, + { + "date": "2025-11-06", + "equity": 15104.22, + "return_pct": 51.04 + }, + { + "date": "2025-11-07", + "equity": 15119.09, + "return_pct": 51.19 + }, + { + "date": "2025-11-10", + "equity": 15355.01, + "return_pct": 53.55 + }, + { + "date": "2025-11-11", + "equity": 15390.16, + "return_pct": 53.9 + }, + { + "date": "2025-11-12", + "equity": 15398.72, + "return_pct": 53.99 + }, + { + "date": "2025-11-13", + "equity": 15143.2, + "return_pct": 51.43 + }, + { + "date": "2025-11-14", + "equity": 15140.72, + "return_pct": 51.41 + }, + { + "date": "2025-11-17", + "equity": 14999.66, + "return_pct": 50.0 + }, + { + "date": "2025-11-18", + "equity": 14873.7, + "return_pct": 48.74 + }, + { + "date": "2025-11-19", + "equity": 14931.16, + "return_pct": 49.31 + }, + { + "date": "2025-11-20", + "equity": 14703.58, + "return_pct": 47.04 + }, + { + "date": "2025-11-21", + "equity": 14850.04, + "return_pct": 48.5 + }, + { + "date": "2025-11-24", + "equity": 15068.61, + "return_pct": 50.69 + }, + { + "date": "2025-11-25", + "equity": 15210.35, + "return_pct": 52.1 + }, + { + "date": "2025-11-26", + "equity": 15315.35, + "return_pct": 53.15 + }, + { + "date": "2025-11-28", + "equity": 15398.95, + "return_pct": 53.99 + }, + { + "date": "2025-12-01", + "equity": 15328.65, + "return_pct": 53.29 + }, + { + "date": "2025-12-02", + "equity": 15357.04, + "return_pct": 53.57 + }, + { + "date": "2025-12-03", + "equity": 15410.22, + "return_pct": 54.1 + }, + { + "date": "2025-12-04", + "equity": 15421.48, + "return_pct": 54.21 + }, + { + "date": "2025-12-05", + "equity": 15450.78, + "return_pct": 54.51 + }, + { + "date": "2025-12-08", + "equity": 15404.36, + "return_pct": 54.04 + }, + { + "date": "2025-12-09", + "equity": 15391.06, + "return_pct": 53.91 + }, + { + "date": "2025-12-10", + "equity": 15493.14, + "return_pct": 54.93 + }, + { + "date": "2025-12-11", + "equity": 15529.19, + "return_pct": 55.29 + }, + { + "date": "2025-12-12", + "equity": 15362.22, + "return_pct": 53.62 + }, + { + "date": "2025-12-15", + "equity": 15339.01, + "return_pct": 53.39 + }, + { + "date": "2025-12-16", + "equity": 15297.1, + "return_pct": 52.97 + }, + { + "date": "2025-12-17", + "equity": 15128.78, + "return_pct": 51.29 + }, + { + "date": "2025-12-18", + "equity": 15243.02, + "return_pct": 52.43 + }, + { + "date": "2025-12-19", + "equity": 15335.86, + "return_pct": 53.36 + }, + { + "date": "2025-12-22", + "equity": 15431.4, + "return_pct": 54.31 + }, + { + "date": "2025-12-23", + "equity": 15501.93, + "return_pct": 55.02 + }, + { + "date": "2025-12-24", + "equity": 15556.46, + "return_pct": 55.56 + }, + { + "date": "2025-12-26", + "equity": 15554.88, + "return_pct": 55.55 + }, + { + "date": "2025-12-29", + "equity": 15499.45, + "return_pct": 54.99 + }, + { + "date": "2025-12-30", + "equity": 15480.52, + "return_pct": 54.81 + }, + { + "date": "2025-12-31", + "equity": 15365.83, + "return_pct": 53.66 + }, + { + "date": "2026-01-02", + "equity": 15393.99, + "return_pct": 53.94 + }, + { + "date": "2026-01-05", + "equity": 15496.52, + "return_pct": 54.97 + }, + { + "date": "2026-01-06", + "equity": 15588.68, + "return_pct": 55.89 + }, + { + "date": "2026-01-07", + "equity": 15538.43, + "return_pct": 55.38 + }, + { + "date": "2026-01-08", + "equity": 15536.85, + "return_pct": 55.37 + }, + { + "date": "2026-01-09", + "equity": 15639.6, + "return_pct": 56.4 + }, + { + "date": "2026-01-12", + "equity": 15664.17, + "return_pct": 56.64 + }, + { + "date": "2026-01-13", + "equity": 15632.84, + "return_pct": 56.33 + }, + { + "date": "2026-01-14", + "equity": 15556.01, + "return_pct": 55.56 + }, + { + "date": "2026-01-15", + "equity": 15598.37, + "return_pct": 55.98 + }, + { + "date": "2026-01-16", + "equity": 15585.3, + "return_pct": 55.85 + }, + { + "date": "2026-01-20", + "equity": 15268.03, + "return_pct": 52.68 + }, + { + "date": "2026-01-21", + "equity": 15444.24, + "return_pct": 54.44 + }, + { + "date": "2026-01-22", + "equity": 15524.91, + "return_pct": 55.25 + }, + { + "date": "2026-01-23", + "equity": 15530.54, + "return_pct": 55.31 + }, + { + "date": "2026-01-26", + "equity": 15609.41, + "return_pct": 56.09 + }, + { + "date": "2026-01-27", + "equity": 15671.6, + "return_pct": 56.72 + }, + { + "date": "2026-01-28", + "equity": 15670.02, + "return_pct": 56.7 + }, + { + "date": "2026-01-29", + "equity": 15638.93, + "return_pct": 56.39 + }, + { + "date": "2026-01-30", + "equity": 15592.28, + "return_pct": 55.92 + }, + { + "date": "2026-02-02", + "equity": 15669.8, + "return_pct": 56.7 + }, + { + "date": "2026-02-03", + "equity": 15537.3, + "return_pct": 55.37 + }, + { + "date": "2026-02-04", + "equity": 15462.04, + "return_pct": 54.62 + }, + { + "date": "2026-02-05", + "equity": 15268.93, + "return_pct": 52.69 + }, + { + "date": "2026-02-06", + "equity": 15561.86, + "return_pct": 55.62 + }, + { + "date": "2026-02-09", + "equity": 15636.9, + "return_pct": 56.37 + }, + { + "date": "2026-02-10", + "equity": 15595.66, + "return_pct": 55.96 + }, + { + "date": "2026-02-11", + "equity": 15592.06, + "return_pct": 55.92 + }, + { + "date": "2026-02-12", + "equity": 15351.18, + "return_pct": 53.51 + }, + { + "date": "2026-02-13", + "equity": 15362.0, + "return_pct": 53.62 + }, + { + "date": "2026-02-17", + "equity": 15386.78, + "return_pct": 53.87 + }, + { + "date": "2026-02-18", + "equity": 15464.3, + "return_pct": 54.64 + }, + { + "date": "2026-02-19", + "equity": 15423.51, + "return_pct": 54.24 + }, + { + "date": "2026-02-20", + "equity": 15535.05, + "return_pct": 55.35 + }, + { + "date": "2026-02-23", + "equity": 15376.42, + "return_pct": 53.76 + }, + { + "date": "2026-02-24", + "equity": 15488.18, + "return_pct": 54.88 + }, + { + "date": "2026-02-25", + "equity": 15618.87, + "return_pct": 56.19 + }, + { + "date": "2026-02-26", + "equity": 15532.12, + "return_pct": 55.32 + }, + { + "date": "2026-02-27", + "equity": 15457.54, + "return_pct": 54.58 + }, + { + "date": "2026-03-02", + "equity": 15466.32, + "return_pct": 54.66 + }, + { + "date": "2026-03-03", + "equity": 15330.0, + "return_pct": 53.3 + }, + { + "date": "2026-03-04", + "equity": 15438.16, + "return_pct": 54.38 + }, + { + "date": "2026-03-05", + "equity": 15352.08, + "return_pct": 53.52 + }, + { + "date": "2026-03-06", + "equity": 15150.86, + "return_pct": 51.51 + }, + { + "date": "2026-03-09", + "equity": 15283.58, + "return_pct": 52.84 + }, + { + "date": "2026-03-10", + "equity": 15259.02, + "return_pct": 52.59 + }, + { + "date": "2026-03-11", + "equity": 15239.87, + "return_pct": 52.4 + }, + { + "date": "2026-03-12", + "equity": 15008.45, + "return_pct": 50.08 + }, + { + "date": "2026-03-13", + "equity": 14923.5, + "return_pct": 49.23 + }, + { + "date": "2026-03-16", + "equity": 15075.37, + "return_pct": 50.75 + }, + { + "date": "2026-03-17", + "equity": 15115.03, + "return_pct": 51.15 + }, + { + "date": "2026-03-18", + "equity": 14904.12, + "return_pct": 49.04 + }, + { + "date": "2026-03-19", + "equity": 14867.39, + "return_pct": 48.67 + }, + { + "date": "2026-03-20", + "equity": 14614.34, + "return_pct": 46.14 + }, + { + "date": "2026-03-23", + "equity": 14767.8, + "return_pct": 47.68 + }, + { + "date": "2026-03-24", + "equity": 14718.22, + "return_pct": 47.18 + }, + { + "date": "2026-03-25", + "equity": 14800.24, + "return_pct": 48.0 + }, + { + "date": "2026-03-26", + "equity": 14535.93, + "return_pct": 45.36 + }, + { + "date": "2026-03-27", + "equity": 14288.06, + "return_pct": 42.88 + }, + { + "date": "2026-03-30", + "equity": 14240.29, + "return_pct": 42.4 + }, + { + "date": "2026-03-31", + "equity": 14654.23, + "return_pct": 46.54 + }, + { + "date": "2026-04-01", + "equity": 14764.64, + "return_pct": 47.65 + }, + { + "date": "2026-04-02", + "equity": 14777.94, + "return_pct": 47.78 + }, + { + "date": "2026-04-06", + "equity": 14847.79, + "return_pct": 48.48 + }, + { + "date": "2026-04-07", + "equity": 14854.32, + "return_pct": 48.54 + }, + { + "date": "2026-04-08", + "equity": 15232.66, + "return_pct": 52.33 + }, + { + "date": "2026-04-09", + "equity": 15320.53, + "return_pct": 53.21 + }, + { + "date": "2026-04-10", + "equity": 15310.39, + "return_pct": 53.1 + }, + { + "date": "2026-04-13", + "equity": 15460.01, + "return_pct": 54.6 + }, + { + "date": "2026-04-14", + "equity": 15648.39, + "return_pct": 56.48 + }, + { + "date": "2026-04-15", + "equity": 15771.87, + "return_pct": 57.72 + }, + { + "date": "2026-04-16", + "equity": 15810.63, + "return_pct": 58.11 + }, + { + "date": "2026-04-17", + "equity": 16001.71, + "return_pct": 60.02 + }, + { + "date": "2026-04-20", + "equity": 15969.72, + "return_pct": 59.7 + }, + { + "date": "2026-04-21", + "equity": 15865.16, + "return_pct": 58.65 + }, + { + "date": "2026-04-22", + "equity": 16025.82, + "return_pct": 60.26 + }, + { + "date": "2026-04-23", + "equity": 15963.63, + "return_pct": 59.64 + }, + { + "date": "2026-04-24", + "equity": 16087.34, + "return_pct": 60.87 + }, + { + "date": "2026-04-27", + "equity": 16115.05, + "return_pct": 61.15 + }, + { + "date": "2026-04-28", + "equity": 16036.64, + "return_pct": 60.37 + }, + { + "date": "2026-04-29", + "equity": 16034.16, + "return_pct": 60.34 + }, + { + "date": "2026-04-30", + "equity": 16193.7, + "return_pct": 61.94 + }, + { + "date": "2026-05-01", + "equity": 16238.54, + "return_pct": 62.39 + }, + { + "date": "2026-05-04", + "equity": 16179.05, + "return_pct": 61.79 + }, + { + "date": "2026-05-05", + "equity": 16308.84, + "return_pct": 63.09 + }, + { + "date": "2026-05-06", + "equity": 16535.52, + "return_pct": 65.36 + }, + { + "date": "2026-05-07", + "equity": 16484.82, + "return_pct": 64.85 + }, + { + "date": "2026-05-08", + "equity": 16620.92, + "return_pct": 66.21 + }, + { + "date": "2026-05-11", + "equity": 16658.78, + "return_pct": 66.59 + }, + { + "date": "2026-05-12", + "equity": 16633.54, + "return_pct": 66.34 + }, + { + "date": "2026-05-13", + "equity": 16726.6, + "return_pct": 67.27 + }, + { + "date": "2026-05-14", + "equity": 16858.65, + "return_pct": 68.59 + }, + { + "date": "2026-05-15", + "equity": 16655.85, + "return_pct": 66.56 + }, + { + "date": "2026-05-18", + "equity": 16644.13, + "return_pct": 66.44 + }, + { + "date": "2026-05-19", + "equity": 16533.27, + "return_pct": 65.33 + }, + { + "date": "2026-05-20", + "equity": 16702.72, + "return_pct": 67.03 + }, + { + "date": "2026-05-21", + "equity": 16735.84, + "return_pct": 67.36 + }, + { + "date": "2026-05-22", + "equity": 16801.64, + "return_pct": 68.02 + }, + { + "date": "2026-05-26", + "equity": 16913.18, + "return_pct": 69.13 + }, + { + "date": "2026-05-27", + "equity": 16910.25, + "return_pct": 69.1 + }, + { + "date": "2026-05-28", + "equity": 17003.54, + "return_pct": 70.04 + }, + { + "date": "2026-05-29", + "equity": 17045.9, + "return_pct": 70.46 + }, + { + "date": "2026-06-01", + "equity": 17092.32, + "return_pct": 70.92 + }, + { + "date": "2026-06-02", + "equity": 17115.53, + "return_pct": 71.16 + }, + { + "date": "2026-06-03", + "equity": 16995.43, + "return_pct": 69.95 + }, + { + "date": "2026-06-04", + "equity": 17059.65, + "return_pct": 70.6 + }, + { + "date": "2026-06-05", + "equity": 16619.35, + "return_pct": 66.19 + }, + { + "date": "2026-06-08", + "equity": 16656.98, + "return_pct": 66.57 + }, + { + "date": "2026-06-09", + "equity": 16608.08, + "return_pct": 66.08 + }, + { + "date": "2026-06-10", + "equity": 16346.24, + "return_pct": 63.46 + }, + { + "date": "2026-06-11", + "equity": 16624.08, + "return_pct": 66.24 + }, + { + "date": "2026-06-12", + "equity": 16713.99, + "return_pct": 67.14 + }, + { + "date": "2026-06-15", + "equity": 17008.72, + "return_pct": 70.09 + }, + { + "date": "2026-06-16", + "equity": 16907.32, + "return_pct": 69.07 + }, + { + "date": "2026-06-17", + "equity": 16696.19, + "return_pct": 66.96 + }, + { + "date": "2026-06-18", + "equity": 16826.43, + "return_pct": 68.26 + }, + { + "date": "2026-06-22", + "equity": 16773.47, + "return_pct": 67.73 + }, + { + "date": "2026-06-23", + "equity": 16529.89, + "return_pct": 65.3 + }, + { + "date": "2026-06-24", + "equity": 16522.23, + "return_pct": 65.22 + }, + { + "date": "2026-06-25", + "equity": 16546.11, + "return_pct": 65.46 + }, + { + "date": "2026-06-26", + "equity": 16426.46, + "return_pct": 64.26 + }, + { + "date": "2026-06-29", + "equity": 16697.09, + "return_pct": 66.97 + }, + { + "date": "2026-06-30", + "equity": 16827.1, + "return_pct": 68.27 + }, + { + "date": "2026-07-01", + "equity": 16804.34, + "return_pct": 68.04 + }, + { + "date": "2026-07-02", + "equity": 16782.26, + "return_pct": 67.82 + } + ] + }, + { + "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", + "ranking_key": "residual_high_vol_blend_80_20_score", + "exit_policy": "atr_trail3", + "live_exit_mode": "atr_trailing", + "lookback": "5y", + "lookback_label": "5 years", + "starting_capital": 10000.0, + "final_equity": 50380.47, + "total_return_pct": 403.8, + "cagr_pct": 38.3, + "max_drawdown_pct": 21.4, + "sharpe": 1.81, + "trades": 321, + "win_rate": 37.4, + "avg_trade_pnl": 125.8, + "best_trade_r": 12.87, + "worst_trade_r": -3.26, + "best_trade_pnl": 4977.01, + "worst_trade_pnl": -532.7, + "avg_hold_days": 15.3, + "exit_reasons": { + "stop": 146, + "time": 78, + "trailing_stop": 97 + }, + "skipped_book_full": 0, + "spy_return_pct": 72.0, + "yearly_returns": [ + { + "year": 2021, + "return_pct": 0.0 + }, + { + "year": 2022, + "return_pct": 8.1 + }, + { + "year": 2023, + "return_pct": 42.0 + }, + { + "year": 2024, + "return_pct": 36.1 + }, + { + "year": 2025, + "return_pct": 78.5 + }, + { + "year": 2026, + "return_pct": 35.1 + } + ], + "start_date": "2021-07-06", + "end_date": "2026-07-02", + "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": 9996.28, + "return_pct": -0.04 + }, + { + "date": "2022-07-07", + "equity": 10013.25, + "return_pct": 0.13 + }, + { + "date": "2022-07-08", + "equity": 10063.32, + "return_pct": 0.63 + }, + { + "date": "2022-07-11", + "equity": 10024.86, + "return_pct": 0.25 + }, + { + "date": "2022-07-12", + "equity": 9912.85, + "return_pct": -0.87 + }, + { + "date": "2022-07-13", + "equity": 9880.9, + "return_pct": -1.19 + }, + { + "date": "2022-07-14", + "equity": 9992.36, + "return_pct": -0.08 + }, + { + "date": "2022-07-15", + "equity": 10195.49, + "return_pct": 1.95 + }, + { + "date": "2022-07-18", + "equity": 10079.01, + "return_pct": 0.79 + }, + { + "date": "2022-07-19", + "equity": 10370.35, + "return_pct": 3.7 + }, + { + "date": "2022-07-20", + "equity": 10460.36, + "return_pct": 4.6 + }, + { + "date": "2022-07-21", + "equity": 10726.38, + "return_pct": 7.26 + }, + { + "date": "2022-07-22", + "equity": 10651.86, + "return_pct": 6.52 + }, + { + "date": "2022-07-25", + "equity": 10661.54, + "return_pct": 6.62 + }, + { + "date": "2022-07-26", + "equity": 10607.59, + "return_pct": 6.08 + }, + { + "date": "2022-07-27", + "equity": 10979.29, + "return_pct": 9.79 + }, + { + "date": "2022-07-28", + "equity": 11265.96, + "return_pct": 12.66 + }, + { + "date": "2022-07-29", + "equity": 11445.08, + "return_pct": 14.45 + }, + { + "date": "2022-08-01", + "equity": 11488.81, + "return_pct": 14.89 + }, + { + "date": "2022-08-02", + "equity": 11452.33, + "return_pct": 14.52 + }, + { + "date": "2022-08-03", + "equity": 11576.03, + "return_pct": 15.76 + }, + { + "date": "2022-08-04", + "equity": 11598.23, + "return_pct": 15.98 + }, + { + "date": "2022-08-05", + "equity": 11629.52, + "return_pct": 16.3 + }, + { + "date": "2022-08-08", + "equity": 11586.35, + "return_pct": 15.86 + }, + { + "date": "2022-08-09", + "equity": 11500.63, + "return_pct": 15.01 + }, + { + "date": "2022-08-10", + "equity": 11745.9, + "return_pct": 17.46 + }, + { + "date": "2022-08-11", + "equity": 11754.59, + "return_pct": 17.55 + }, + { + "date": "2022-08-12", + "equity": 11957.71, + "return_pct": 19.58 + }, + { + "date": "2022-08-15", + "equity": 12110.85, + "return_pct": 21.11 + }, + { + "date": "2022-08-16", + "equity": 12112.58, + "return_pct": 21.13 + }, + { + "date": "2022-08-17", + "equity": 12063.8, + "return_pct": 20.64 + }, + { + "date": "2022-08-18", + "equity": 12168.37, + "return_pct": 21.68 + }, + { + "date": "2022-08-19", + "equity": 11954.7, + "return_pct": 19.55 + }, + { + "date": "2022-08-22", + "equity": 11894.89, + "return_pct": 18.95 + }, + { + "date": "2022-08-23", + "equity": 12019.44, + "return_pct": 20.19 + }, + { + "date": "2022-08-24", + "equity": 12141.8, + "return_pct": 21.42 + }, + { + "date": "2022-08-25", + "equity": 12314.93, + "return_pct": 23.15 + }, + { + "date": "2022-08-26", + "equity": 12111.59, + "return_pct": 21.12 + }, + { + "date": "2022-08-29", + "equity": 12113.07, + "return_pct": 21.13 + }, + { + "date": "2022-08-30", + "equity": 11723.69, + "return_pct": 17.24 + }, + { + "date": "2022-08-31", + "equity": 11607.49, + "return_pct": 16.07 + }, + { + "date": "2022-09-01", + "equity": 11265.24, + "return_pct": 12.65 + }, + { + "date": "2022-09-02", + "equity": 11398.34, + "return_pct": 13.98 + }, + { + "date": "2022-09-06", + "equity": 11207.32, + "return_pct": 12.07 + }, + { + "date": "2022-09-07", + "equity": 11051.05, + "return_pct": 10.51 + }, + { + "date": "2022-09-08", + "equity": 11110.11, + "return_pct": 11.1 + }, + { + "date": "2022-09-09", + "equity": 11354.34, + "return_pct": 13.54 + }, + { + "date": "2022-09-12", + "equity": 11397.71, + "return_pct": 13.98 + }, + { + "date": "2022-09-13", + "equity": 11026.66, + "return_pct": 10.27 + }, + { + "date": "2022-09-14", + "equity": 11338.41, + "return_pct": 13.38 + }, + { + "date": "2022-09-15", + "equity": 11166.57, + "return_pct": 11.67 + }, + { + "date": "2022-09-16", + "equity": 10860.55, + "return_pct": 8.61 + }, + { + "date": "2022-09-19", + "equity": 10785.2, + "return_pct": 7.85 + }, + { + "date": "2022-09-20", + "equity": 10739.96, + "return_pct": 7.4 + }, + { + "date": "2022-09-21", + "equity": 10657.0, + "return_pct": 6.57 + }, + { + "date": "2022-09-22", + "equity": 10716.29, + "return_pct": 7.16 + }, + { + "date": "2022-09-23", + "equity": 10510.93, + "return_pct": 5.11 + }, + { + "date": "2022-09-26", + "equity": 10493.79, + "return_pct": 4.94 + }, + { + "date": "2022-09-27", + "equity": 10498.52, + "return_pct": 4.99 + }, + { + "date": "2022-09-28", + "equity": 10525.19, + "return_pct": 5.25 + }, + { + "date": "2022-09-29", + "equity": 10507.78, + "return_pct": 5.08 + }, + { + "date": "2022-09-30", + "equity": 10463.45, + "return_pct": 4.63 + }, + { + "date": "2022-10-03", + "equity": 10463.45, + "return_pct": 4.63 + }, + { + "date": "2022-10-04", + "equity": 10463.45, + "return_pct": 4.63 + }, + { + "date": "2022-10-05", + "equity": 10463.45, + "return_pct": 4.63 + }, + { + "date": "2022-10-06", + "equity": 10454.68, + "return_pct": 4.55 + }, + { + "date": "2022-10-07", + "equity": 10295.98, + "return_pct": 2.96 + }, + { + "date": "2022-10-10", + "equity": 10141.46, + "return_pct": 1.41 + }, + { + "date": "2022-10-11", + "equity": 10172.87, + "return_pct": 1.73 + }, + { + "date": "2022-10-12", + "equity": 10179.67, + "return_pct": 1.8 + }, + { + "date": "2022-10-13", + "equity": 10286.83, + "return_pct": 2.87 + }, + { + "date": "2022-10-14", + "equity": 9854.35, + "return_pct": -1.46 + }, + { + "date": "2022-10-17", + "equity": 10016.69, + "return_pct": 0.17 + }, + { + "date": "2022-10-18", + "equity": 10149.12, + "return_pct": 1.49 + }, + { + "date": "2022-10-19", + "equity": 10315.96, + "return_pct": 3.16 + }, + { + "date": "2022-10-20", + "equity": 10353.84, + "return_pct": 3.54 + }, + { + "date": "2022-10-21", + "equity": 10931.84, + "return_pct": 9.32 + }, + { + "date": "2022-10-24", + "equity": 11183.65, + "return_pct": 11.84 + }, + { + "date": "2022-10-25", + "equity": 11263.96, + "return_pct": 12.64 + }, + { + "date": "2022-10-26", + "equity": 11402.76, + "return_pct": 14.03 + }, + { + "date": "2022-10-27", + "equity": 11382.59, + "return_pct": 13.83 + }, + { + "date": "2022-10-28", + "equity": 11186.87, + "return_pct": 11.87 + }, + { + "date": "2022-10-31", + "equity": 11280.34, + "return_pct": 12.8 + }, + { + "date": "2022-11-01", + "equity": 11345.23, + "return_pct": 13.45 + }, + { + "date": "2022-11-02", + "equity": 11135.84, + "return_pct": 11.36 + }, + { + "date": "2022-11-03", + "equity": 11217.54, + "return_pct": 12.18 + }, + { + "date": "2022-11-04", + "equity": 11591.09, + "return_pct": 15.91 + }, + { + "date": "2022-11-07", + "equity": 11756.51, + "return_pct": 17.57 + }, + { + "date": "2022-11-08", + "equity": 11740.9, + "return_pct": 17.41 + }, + { + "date": "2022-11-09", + "equity": 11252.28, + "return_pct": 12.52 + }, + { + "date": "2022-11-10", + "equity": 11520.26, + "return_pct": 15.2 + }, + { + "date": "2022-11-11", + "equity": 11701.9, + "return_pct": 17.02 + }, + { + "date": "2022-11-14", + "equity": 11765.03, + "return_pct": 17.65 + }, + { + "date": "2022-11-15", + "equity": 11870.6, + "return_pct": 18.71 + }, + { + "date": "2022-11-16", + "equity": 11658.66, + "return_pct": 16.59 + }, + { + "date": "2022-11-17", + "equity": 11691.46, + "return_pct": 16.91 + }, + { + "date": "2022-11-18", + "equity": 11725.06, + "return_pct": 17.25 + }, + { + "date": "2022-11-21", + "equity": 11398.46, + "return_pct": 13.98 + }, + { + "date": "2022-11-22", + "equity": 11525.85, + "return_pct": 15.26 + }, + { + "date": "2022-11-23", + "equity": 11519.77, + "return_pct": 15.2 + }, + { + "date": "2022-11-25", + "equity": 11450.48, + "return_pct": 14.5 + }, + { + "date": "2022-11-28", + "equity": 11292.75, + "return_pct": 12.93 + }, + { + "date": "2022-11-29", + "equity": 11310.81, + "return_pct": 13.11 + }, + { + "date": "2022-11-30", + "equity": 11661.14, + "return_pct": 16.61 + }, + { + "date": "2022-12-01", + "equity": 11625.84, + "return_pct": 16.26 + }, + { + "date": "2022-12-02", + "equity": 11575.11, + "return_pct": 15.75 + }, + { + "date": "2022-12-05", + "equity": 11313.04, + "return_pct": 13.13 + }, + { + "date": "2022-12-06", + "equity": 11187.9, + "return_pct": 11.88 + }, + { + "date": "2022-12-07", + "equity": 11093.18, + "return_pct": 10.93 + }, + { + "date": "2022-12-08", + "equity": 11153.62, + "return_pct": 11.54 + }, + { + "date": "2022-12-09", + "equity": 11044.59, + "return_pct": 10.45 + }, + { + "date": "2022-12-12", + "equity": 11115.55, + "return_pct": 11.16 + }, + { + "date": "2022-12-13", + "equity": 11135.73, + "return_pct": 11.36 + }, + { + "date": "2022-12-14", + "equity": 11144.8, + "return_pct": 11.45 + }, + { + "date": "2022-12-15", + "equity": 11138.51, + "return_pct": 11.39 + }, + { + "date": "2022-12-16", + "equity": 11056.49, + "return_pct": 10.56 + }, + { + "date": "2022-12-19", + "equity": 10825.23, + "return_pct": 8.25 + }, + { + "date": "2022-12-20", + "equity": 10834.16, + "return_pct": 8.34 + }, + { + "date": "2022-12-21", + "equity": 10939.06, + "return_pct": 9.39 + }, + { + "date": "2022-12-22", + "equity": 10830.75, + "return_pct": 8.31 + }, + { + "date": "2022-12-23", + "equity": 10857.58, + "return_pct": 8.58 + }, + { + "date": "2022-12-27", + "equity": 10930.58, + "return_pct": 9.31 + }, + { + "date": "2022-12-28", + "equity": 10683.63, + "return_pct": 6.84 + }, + { + "date": "2022-12-29", + "equity": 10918.38, + "return_pct": 9.18 + }, + { + "date": "2022-12-30", + "equity": 10806.87, + "return_pct": 8.07 + }, + { + "date": "2023-01-03", + "equity": 10788.78, + "return_pct": 7.89 + }, + { + "date": "2023-01-04", + "equity": 10956.69, + "return_pct": 9.57 + }, + { + "date": "2023-01-05", + "equity": 10917.21, + "return_pct": 9.17 + }, + { + "date": "2023-01-06", + "equity": 10997.01, + "return_pct": 9.97 + }, + { + "date": "2023-01-09", + "equity": 11058.1, + "return_pct": 10.58 + }, + { + "date": "2023-01-10", + "equity": 11129.16, + "return_pct": 11.29 + }, + { + "date": "2023-01-11", + "equity": 11186.82, + "return_pct": 11.87 + }, + { + "date": "2023-01-12", + "equity": 11368.49, + "return_pct": 13.68 + }, + { + "date": "2023-01-13", + "equity": 11439.3, + "return_pct": 14.39 + }, + { + "date": "2023-01-17", + "equity": 11383.27, + "return_pct": 13.83 + }, + { + "date": "2023-01-18", + "equity": 11347.25, + "return_pct": 13.47 + }, + { + "date": "2023-01-19", + "equity": 11368.46, + "return_pct": 13.68 + }, + { + "date": "2023-01-20", + "equity": 11546.27, + "return_pct": 15.46 + }, + { + "date": "2023-01-23", + "equity": 11821.37, + "return_pct": 18.21 + }, + { + "date": "2023-01-24", + "equity": 11677.85, + "return_pct": 16.78 + }, + { + "date": "2023-01-25", + "equity": 11728.53, + "return_pct": 17.29 + }, + { + "date": "2023-01-26", + "equity": 11934.01, + "return_pct": 19.34 + }, + { + "date": "2023-01-27", + "equity": 11872.9, + "return_pct": 18.73 + }, + { + "date": "2023-01-30", + "equity": 11609.78, + "return_pct": 16.1 + }, + { + "date": "2023-01-31", + "equity": 11897.37, + "return_pct": 18.97 + }, + { + "date": "2023-02-01", + "equity": 12063.65, + "return_pct": 20.64 + }, + { + "date": "2023-02-02", + "equity": 12085.43, + "return_pct": 20.85 + }, + { + "date": "2023-02-03", + "equity": 11932.94, + "return_pct": 19.33 + }, + { + "date": "2023-02-06", + "equity": 11871.39, + "return_pct": 18.71 + }, + { + "date": "2023-02-07", + "equity": 11779.87, + "return_pct": 17.8 + }, + { + "date": "2023-02-08", + "equity": 11706.45, + "return_pct": 17.06 + }, + { + "date": "2023-02-09", + "equity": 11986.9, + "return_pct": 19.87 + }, + { + "date": "2023-02-10", + "equity": 12059.3, + "return_pct": 20.59 + }, + { + "date": "2023-02-13", + "equity": 12130.24, + "return_pct": 21.3 + }, + { + "date": "2023-02-14", + "equity": 12166.41, + "return_pct": 21.66 + }, + { + "date": "2023-02-15", + "equity": 12043.22, + "return_pct": 20.43 + }, + { + "date": "2023-02-16", + "equity": 11883.19, + "return_pct": 18.83 + }, + { + "date": "2023-02-17", + "equity": 11744.5, + "return_pct": 17.45 + }, + { + "date": "2023-02-21", + "equity": 11583.33, + "return_pct": 15.83 + }, + { + "date": "2023-02-22", + "equity": 11534.45, + "return_pct": 15.34 + }, + { + "date": "2023-02-23", + "equity": 11546.26, + "return_pct": 15.46 + }, + { + "date": "2023-02-24", + "equity": 11499.54, + "return_pct": 15.0 + }, + { + "date": "2023-02-27", + "equity": 11499.54, + "return_pct": 15.0 + }, + { + "date": "2023-02-28", + "equity": 11499.54, + "return_pct": 15.0 + }, + { + "date": "2023-03-01", + "equity": 11499.54, + "return_pct": 15.0 + }, + { + "date": "2023-03-02", + "equity": 11497.24, + "return_pct": 14.97 + }, + { + "date": "2023-03-03", + "equity": 11538.58, + "return_pct": 15.39 + }, + { + "date": "2023-03-06", + "equity": 11537.85, + "return_pct": 15.38 + }, + { + "date": "2023-03-07", + "equity": 11500.14, + "return_pct": 15.0 + }, + { + "date": "2023-03-08", + "equity": 11476.93, + "return_pct": 14.77 + }, + { + "date": "2023-03-09", + "equity": 11393.63, + "return_pct": 13.94 + }, + { + "date": "2023-03-10", + "equity": 11303.36, + "return_pct": 13.03 + }, + { + "date": "2023-03-13", + "equity": 11229.44, + "return_pct": 12.29 + }, + { + "date": "2023-03-14", + "equity": 11278.02, + "return_pct": 12.78 + }, + { + "date": "2023-03-15", + "equity": 11197.8, + "return_pct": 11.98 + }, + { + "date": "2023-03-16", + "equity": 11193.56, + "return_pct": 11.94 + }, + { + "date": "2023-03-17", + "equity": 11180.17, + "return_pct": 11.8 + }, + { + "date": "2023-03-20", + "equity": 11267.54, + "return_pct": 12.68 + }, + { + "date": "2023-03-21", + "equity": 11281.36, + "return_pct": 12.81 + }, + { + "date": "2023-03-22", + "equity": 11211.03, + "return_pct": 12.11 + }, + { + "date": "2023-03-23", + "equity": 11206.7, + "return_pct": 12.07 + }, + { + "date": "2023-03-24", + "equity": 11085.57, + "return_pct": 10.86 + }, + { + "date": "2023-03-27", + "equity": 10974.58, + "return_pct": 9.75 + }, + { + "date": "2023-03-28", + "equity": 10964.28, + "return_pct": 9.64 + }, + { + "date": "2023-03-29", + "equity": 10996.28, + "return_pct": 9.96 + }, + { + "date": "2023-03-30", + "equity": 11012.56, + "return_pct": 10.13 + }, + { + "date": "2023-03-31", + "equity": 11144.25, + "return_pct": 11.44 + }, + { + "date": "2023-04-03", + "equity": 11222.52, + "return_pct": 12.23 + }, + { + "date": "2023-04-04", + "equity": 11117.01, + "return_pct": 11.17 + }, + { + "date": "2023-04-05", + "equity": 11081.79, + "return_pct": 10.82 + }, + { + "date": "2023-04-06", + "equity": 11078.69, + "return_pct": 10.79 + }, + { + "date": "2023-04-10", + "equity": 11113.4, + "return_pct": 11.13 + }, + { + "date": "2023-04-11", + "equity": 11263.31, + "return_pct": 12.63 + }, + { + "date": "2023-04-12", + "equity": 11220.15, + "return_pct": 12.2 + }, + { + "date": "2023-04-13", + "equity": 11257.36, + "return_pct": 12.57 + }, + { + "date": "2023-04-14", + "equity": 11127.03, + "return_pct": 11.27 + }, + { + "date": "2023-04-17", + "equity": 11130.46, + "return_pct": 11.3 + }, + { + "date": "2023-04-18", + "equity": 11194.47, + "return_pct": 11.94 + }, + { + "date": "2023-04-19", + "equity": 11273.42, + "return_pct": 12.73 + }, + { + "date": "2023-04-20", + "equity": 11342.1, + "return_pct": 13.42 + }, + { + "date": "2023-04-21", + "equity": 11423.19, + "return_pct": 14.23 + }, + { + "date": "2023-04-24", + "equity": 11423.42, + "return_pct": 14.23 + }, + { + "date": "2023-04-25", + "equity": 11291.41, + "return_pct": 12.91 + }, + { + "date": "2023-04-26", + "equity": 11207.38, + "return_pct": 12.07 + }, + { + "date": "2023-04-27", + "equity": 11490.77, + "return_pct": 14.91 + }, + { + "date": "2023-04-28", + "equity": 11528.15, + "return_pct": 15.28 + }, + { + "date": "2023-05-01", + "equity": 11510.14, + "return_pct": 15.1 + }, + { + "date": "2023-05-02", + "equity": 11426.14, + "return_pct": 14.26 + }, + { + "date": "2023-05-03", + "equity": 11407.31, + "return_pct": 14.07 + }, + { + "date": "2023-05-04", + "equity": 11240.54, + "return_pct": 12.41 + }, + { + "date": "2023-05-05", + "equity": 11470.55, + "return_pct": 14.71 + }, + { + "date": "2023-05-08", + "equity": 11724.76, + "return_pct": 17.25 + }, + { + "date": "2023-05-09", + "equity": 11626.66, + "return_pct": 16.27 + }, + { + "date": "2023-05-10", + "equity": 11752.64, + "return_pct": 17.53 + }, + { + "date": "2023-05-11", + "equity": 11755.73, + "return_pct": 17.56 + }, + { + "date": "2023-05-12", + "equity": 11607.13, + "return_pct": 16.07 + }, + { + "date": "2023-05-15", + "equity": 11685.78, + "return_pct": 16.86 + }, + { + "date": "2023-05-16", + "equity": 11639.57, + "return_pct": 16.4 + }, + { + "date": "2023-05-17", + "equity": 11870.19, + "return_pct": 18.7 + }, + { + "date": "2023-05-18", + "equity": 12318.68, + "return_pct": 23.19 + }, + { + "date": "2023-05-19", + "equity": 12184.42, + "return_pct": 21.84 + }, + { + "date": "2023-05-22", + "equity": 12320.64, + "return_pct": 23.21 + }, + { + "date": "2023-05-23", + "equity": 12055.19, + "return_pct": 20.55 + }, + { + "date": "2023-05-24", + "equity": 12029.72, + "return_pct": 20.3 + }, + { + "date": "2023-05-25", + "equity": 12851.79, + "return_pct": 28.52 + }, + { + "date": "2023-05-26", + "equity": 13233.49, + "return_pct": 32.33 + }, + { + "date": "2023-05-30", + "equity": 13406.64, + "return_pct": 34.07 + }, + { + "date": "2023-05-31", + "equity": 13181.77, + "return_pct": 31.82 + }, + { + "date": "2023-06-01", + "equity": 13536.27, + "return_pct": 35.36 + }, + { + "date": "2023-06-02", + "equity": 13577.49, + "return_pct": 35.77 + }, + { + "date": "2023-06-05", + "equity": 13603.82, + "return_pct": 36.04 + }, + { + "date": "2023-06-06", + "equity": 13449.26, + "return_pct": 34.49 + }, + { + "date": "2023-06-07", + "equity": 13242.45, + "return_pct": 32.42 + }, + { + "date": "2023-06-08", + "equity": 13427.71, + "return_pct": 34.28 + }, + { + "date": "2023-06-09", + "equity": 13611.34, + "return_pct": 36.11 + }, + { + "date": "2023-06-12", + "equity": 13743.23, + "return_pct": 37.43 + }, + { + "date": "2023-06-13", + "equity": 13892.12, + "return_pct": 38.92 + }, + { + "date": "2023-06-14", + "equity": 13994.82, + "return_pct": 39.95 + }, + { + "date": "2023-06-15", + "equity": 14297.99, + "return_pct": 42.98 + }, + { + "date": "2023-06-16", + "equity": 14190.73, + "return_pct": 41.91 + }, + { + "date": "2023-06-20", + "equity": 14109.26, + "return_pct": 41.09 + }, + { + "date": "2023-06-21", + "equity": 14039.88, + "return_pct": 40.4 + }, + { + "date": "2023-06-22", + "equity": 13943.43, + "return_pct": 39.43 + }, + { + "date": "2023-06-23", + "equity": 13979.23, + "return_pct": 39.79 + }, + { + "date": "2023-06-26", + "equity": 13693.99, + "return_pct": 36.94 + }, + { + "date": "2023-06-27", + "equity": 13950.91, + "return_pct": 39.51 + }, + { + "date": "2023-06-28", + "equity": 14163.88, + "return_pct": 41.64 + }, + { + "date": "2023-06-29", + "equity": 14190.56, + "return_pct": 41.91 + }, + { + "date": "2023-06-30", + "equity": 14329.6, + "return_pct": 43.3 + }, + { + "date": "2023-07-03", + "equity": 14634.22, + "return_pct": 46.34 + }, + { + "date": "2023-07-05", + "equity": 14719.92, + "return_pct": 47.2 + }, + { + "date": "2023-07-06", + "equity": 14515.44, + "return_pct": 45.15 + }, + { + "date": "2023-07-07", + "equity": 14613.55, + "return_pct": 46.14 + }, + { + "date": "2023-07-10", + "equity": 14994.05, + "return_pct": 49.94 + }, + { + "date": "2023-07-11", + "equity": 15418.15, + "return_pct": 54.18 + }, + { + "date": "2023-07-12", + "equity": 15665.18, + "return_pct": 56.65 + }, + { + "date": "2023-07-13", + "equity": 16158.06, + "return_pct": 61.58 + }, + { + "date": "2023-07-14", + "equity": 16167.59, + "return_pct": 61.68 + }, + { + "date": "2023-07-17", + "equity": 16324.92, + "return_pct": 63.25 + }, + { + "date": "2023-07-18", + "equity": 16361.61, + "return_pct": 63.62 + }, + { + "date": "2023-07-19", + "equity": 16373.39, + "return_pct": 63.73 + }, + { + "date": "2023-07-20", + "equity": 15886.67, + "return_pct": 58.87 + }, + { + "date": "2023-07-21", + "equity": 15808.08, + "return_pct": 58.08 + }, + { + "date": "2023-07-24", + "equity": 15659.11, + "return_pct": 56.59 + }, + { + "date": "2023-07-25", + "equity": 15686.96, + "return_pct": 56.87 + }, + { + "date": "2023-07-26", + "equity": 15745.35, + "return_pct": 57.45 + }, + { + "date": "2023-07-27", + "equity": 15691.83, + "return_pct": 56.92 + }, + { + "date": "2023-07-28", + "equity": 16117.22, + "return_pct": 61.17 + }, + { + "date": "2023-07-31", + "equity": 15989.02, + "return_pct": 59.89 + }, + { + "date": "2023-08-01", + "equity": 15934.66, + "return_pct": 59.35 + }, + { + "date": "2023-08-02", + "equity": 15785.86, + "return_pct": 57.86 + }, + { + "date": "2023-08-03", + "equity": 15649.45, + "return_pct": 56.49 + }, + { + "date": "2023-08-04", + "equity": 15460.09, + "return_pct": 54.6 + }, + { + "date": "2023-08-07", + "equity": 15487.3, + "return_pct": 54.87 + }, + { + "date": "2023-08-08", + "equity": 15366.27, + "return_pct": 53.66 + }, + { + "date": "2023-08-09", + "equity": 15103.63, + "return_pct": 51.04 + }, + { + "date": "2023-08-10", + "equity": 15086.7, + "return_pct": 50.87 + }, + { + "date": "2023-08-11", + "equity": 15053.06, + "return_pct": 50.53 + }, + { + "date": "2023-08-14", + "equity": 15020.61, + "return_pct": 50.21 + }, + { + "date": "2023-08-15", + "equity": 14943.31, + "return_pct": 49.43 + }, + { + "date": "2023-08-16", + "equity": 14875.38, + "return_pct": 48.75 + }, + { + "date": "2023-08-17", + "equity": 14710.2, + "return_pct": 47.1 + }, + { + "date": "2023-08-18", + "equity": 14627.64, + "return_pct": 46.28 + }, + { + "date": "2023-08-21", + "equity": 14558.51, + "return_pct": 45.59 + }, + { + "date": "2023-08-22", + "equity": 14625.43, + "return_pct": 46.25 + }, + { + "date": "2023-08-23", + "equity": 14671.93, + "return_pct": 46.72 + }, + { + "date": "2023-08-24", + "equity": 14302.73, + "return_pct": 43.03 + }, + { + "date": "2023-08-25", + "equity": 14373.41, + "return_pct": 43.73 + }, + { + "date": "2023-08-28", + "equity": 14467.06, + "return_pct": 44.67 + }, + { + "date": "2023-08-29", + "equity": 14606.05, + "return_pct": 46.06 + }, + { + "date": "2023-08-30", + "equity": 14647.99, + "return_pct": 46.48 + }, + { + "date": "2023-08-31", + "equity": 14630.74, + "return_pct": 46.31 + }, + { + "date": "2023-09-01", + "equity": 14752.9, + "return_pct": 47.53 + }, + { + "date": "2023-09-05", + "equity": 14631.87, + "return_pct": 46.32 + }, + { + "date": "2023-09-06", + "equity": 14632.32, + "return_pct": 46.32 + }, + { + "date": "2023-09-07", + "equity": 14393.73, + "return_pct": 43.94 + }, + { + "date": "2023-09-08", + "equity": 14365.4, + "return_pct": 43.65 + }, + { + "date": "2023-09-11", + "equity": 14562.27, + "return_pct": 45.62 + }, + { + "date": "2023-09-12", + "equity": 14494.96, + "return_pct": 44.95 + }, + { + "date": "2023-09-13", + "equity": 14357.28, + "return_pct": 43.57 + }, + { + "date": "2023-09-14", + "equity": 14554.41, + "return_pct": 45.54 + }, + { + "date": "2023-09-15", + "equity": 14233.42, + "return_pct": 42.33 + }, + { + "date": "2023-09-18", + "equity": 14209.75, + "return_pct": 42.1 + }, + { + "date": "2023-09-19", + "equity": 14107.27, + "return_pct": 41.07 + }, + { + "date": "2023-09-20", + "equity": 14012.34, + "return_pct": 40.12 + }, + { + "date": "2023-09-21", + "equity": 13851.98, + "return_pct": 38.52 + }, + { + "date": "2023-09-22", + "equity": 13895.36, + "return_pct": 38.95 + }, + { + "date": "2023-09-25", + "equity": 13925.25, + "return_pct": 39.25 + }, + { + "date": "2023-09-26", + "equity": 13853.12, + "return_pct": 38.53 + }, + { + "date": "2023-09-27", + "equity": 13735.26, + "return_pct": 37.35 + }, + { + "date": "2023-09-28", + "equity": 13729.77, + "return_pct": 37.3 + }, + { + "date": "2023-09-29", + "equity": 13728.8, + "return_pct": 37.29 + }, + { + "date": "2023-10-02", + "equity": 13764.95, + "return_pct": 37.65 + }, + { + "date": "2023-10-03", + "equity": 13709.21, + "return_pct": 37.09 + }, + { + "date": "2023-10-04", + "equity": 13760.22, + "return_pct": 37.6 + }, + { + "date": "2023-10-05", + "equity": 13763.71, + "return_pct": 37.64 + }, + { + "date": "2023-10-06", + "equity": 13893.05, + "return_pct": 38.93 + }, + { + "date": "2023-10-09", + "equity": 13931.97, + "return_pct": 39.32 + }, + { + "date": "2023-10-10", + "equity": 13990.12, + "return_pct": 39.9 + }, + { + "date": "2023-10-11", + "equity": 14063.09, + "return_pct": 40.63 + }, + { + "date": "2023-10-12", + "equity": 13900.73, + "return_pct": 39.01 + }, + { + "date": "2023-10-13", + "equity": 13574.36, + "return_pct": 35.74 + }, + { + "date": "2023-10-16", + "equity": 13581.64, + "return_pct": 35.82 + }, + { + "date": "2023-10-17", + "equity": 13479.0, + "return_pct": 34.79 + }, + { + "date": "2023-10-18", + "equity": 13328.1, + "return_pct": 33.28 + }, + { + "date": "2023-10-19", + "equity": 13252.4, + "return_pct": 32.52 + }, + { + "date": "2023-10-20", + "equity": 13039.57, + "return_pct": 30.4 + }, + { + "date": "2023-10-23", + "equity": 13094.24, + "return_pct": 30.94 + }, + { + "date": "2023-10-24", + "equity": 13012.48, + "return_pct": 30.12 + }, + { + "date": "2023-10-25", + "equity": 12914.37, + "return_pct": 29.14 + }, + { + "date": "2023-10-26", + "equity": 12911.79, + "return_pct": 29.12 + }, + { + "date": "2023-10-27", + "equity": 12885.16, + "return_pct": 28.85 + }, + { + "date": "2023-10-30", + "equity": 12927.55, + "return_pct": 29.28 + }, + { + "date": "2023-10-31", + "equity": 12907.98, + "return_pct": 29.08 + }, + { + "date": "2023-11-01", + "equity": 12868.31, + "return_pct": 28.68 + }, + { + "date": "2023-11-02", + "equity": 12964.5, + "return_pct": 29.65 + }, + { + "date": "2023-11-03", + "equity": 13334.83, + "return_pct": 33.35 + }, + { + "date": "2023-11-06", + "equity": 13261.17, + "return_pct": 32.61 + }, + { + "date": "2023-11-07", + "equity": 13367.05, + "return_pct": 33.67 + }, + { + "date": "2023-11-08", + "equity": 13288.12, + "return_pct": 32.88 + }, + { + "date": "2023-11-09", + "equity": 13220.24, + "return_pct": 32.2 + }, + { + "date": "2023-11-10", + "equity": 13638.92, + "return_pct": 36.39 + }, + { + "date": "2023-11-13", + "equity": 13680.46, + "return_pct": 36.8 + }, + { + "date": "2023-11-14", + "equity": 14082.28, + "return_pct": 40.82 + }, + { + "date": "2023-11-15", + "equity": 14032.01, + "return_pct": 40.32 + }, + { + "date": "2023-11-16", + "equity": 14084.02, + "return_pct": 40.84 + }, + { + "date": "2023-11-17", + "equity": 14171.75, + "return_pct": 41.72 + }, + { + "date": "2023-11-20", + "equity": 14341.01, + "return_pct": 43.41 + }, + { + "date": "2023-11-21", + "equity": 14120.15, + "return_pct": 41.2 + }, + { + "date": "2023-11-22", + "equity": 14247.89, + "return_pct": 42.48 + }, + { + "date": "2023-11-24", + "equity": 14117.52, + "return_pct": 41.18 + }, + { + "date": "2023-11-27", + "equity": 14099.16, + "return_pct": 40.99 + }, + { + "date": "2023-11-28", + "equity": 14144.67, + "return_pct": 41.45 + }, + { + "date": "2023-11-29", + "equity": 14062.91, + "return_pct": 40.63 + }, + { + "date": "2023-11-30", + "equity": 13959.96, + "return_pct": 39.6 + }, + { + "date": "2023-12-01", + "equity": 14061.19, + "return_pct": 40.61 + }, + { + "date": "2023-12-04", + "equity": 14030.94, + "return_pct": 40.31 + }, + { + "date": "2023-12-05", + "equity": 13891.04, + "return_pct": 38.91 + }, + { + "date": "2023-12-06", + "equity": 13853.64, + "return_pct": 38.54 + }, + { + "date": "2023-12-07", + "equity": 14224.19, + "return_pct": 42.24 + }, + { + "date": "2023-12-08", + "equity": 14443.65, + "return_pct": 44.44 + }, + { + "date": "2023-12-11", + "equity": 14305.96, + "return_pct": 43.06 + }, + { + "date": "2023-12-12", + "equity": 14396.12, + "return_pct": 43.96 + }, + { + "date": "2023-12-13", + "equity": 14728.49, + "return_pct": 47.28 + }, + { + "date": "2023-12-14", + "equity": 15109.86, + "return_pct": 51.1 + }, + { + "date": "2023-12-15", + "equity": 15071.33, + "return_pct": 50.71 + }, + { + "date": "2023-12-18", + "equity": 15441.11, + "return_pct": 54.41 + }, + { + "date": "2023-12-19", + "equity": 15957.04, + "return_pct": 59.57 + }, + { + "date": "2023-12-20", + "equity": 15487.84, + "return_pct": 54.88 + }, + { + "date": "2023-12-21", + "equity": 15932.32, + "return_pct": 59.32 + }, + { + "date": "2023-12-22", + "equity": 15646.52, + "return_pct": 56.47 + }, + { + "date": "2023-12-26", + "equity": 15542.45, + "return_pct": 55.42 + }, + { + "date": "2023-12-27", + "equity": 15798.36, + "return_pct": 57.98 + }, + { + "date": "2023-12-28", + "equity": 15745.89, + "return_pct": 57.46 + }, + { + "date": "2023-12-29", + "equity": 15344.91, + "return_pct": 53.45 + }, + { + "date": "2024-01-02", + "equity": 14712.25, + "return_pct": 47.12 + }, + { + "date": "2024-01-03", + "equity": 14240.13, + "return_pct": 42.4 + }, + { + "date": "2024-01-04", + "equity": 14166.65, + "return_pct": 41.67 + }, + { + "date": "2024-01-05", + "equity": 14215.27, + "return_pct": 42.15 + }, + { + "date": "2024-01-08", + "equity": 14437.75, + "return_pct": 44.38 + }, + { + "date": "2024-01-09", + "equity": 14622.61, + "return_pct": 46.23 + }, + { + "date": "2024-01-10", + "equity": 14766.31, + "return_pct": 47.66 + }, + { + "date": "2024-01-11", + "equity": 14663.34, + "return_pct": 46.63 + }, + { + "date": "2024-01-12", + "equity": 14560.54, + "return_pct": 45.61 + }, + { + "date": "2024-01-16", + "equity": 14530.27, + "return_pct": 45.3 + }, + { + "date": "2024-01-17", + "equity": 14348.89, + "return_pct": 43.49 + }, + { + "date": "2024-01-18", + "equity": 14667.36, + "return_pct": 46.67 + }, + { + "date": "2024-01-19", + "equity": 14728.35, + "return_pct": 47.28 + }, + { + "date": "2024-01-22", + "equity": 14932.19, + "return_pct": 49.32 + }, + { + "date": "2024-01-23", + "equity": 15004.24, + "return_pct": 50.04 + }, + { + "date": "2024-01-24", + "equity": 14848.56, + "return_pct": 48.49 + }, + { + "date": "2024-01-25", + "equity": 14875.83, + "return_pct": 48.76 + }, + { + "date": "2024-01-26", + "equity": 14867.6, + "return_pct": 48.68 + }, + { + "date": "2024-01-29", + "equity": 15244.39, + "return_pct": 52.44 + }, + { + "date": "2024-01-30", + "equity": 14793.04, + "return_pct": 47.93 + }, + { + "date": "2024-01-31", + "equity": 14520.29, + "return_pct": 45.2 + }, + { + "date": "2024-02-01", + "equity": 14845.91, + "return_pct": 48.46 + }, + { + "date": "2024-02-02", + "equity": 15148.29, + "return_pct": 51.48 + }, + { + "date": "2024-02-05", + "equity": 15017.81, + "return_pct": 50.18 + }, + { + "date": "2024-02-06", + "equity": 15027.78, + "return_pct": 50.28 + }, + { + "date": "2024-02-07", + "equity": 15352.32, + "return_pct": 53.52 + }, + { + "date": "2024-02-08", + "equity": 15638.6, + "return_pct": 56.39 + }, + { + "date": "2024-02-09", + "equity": 15346.02, + "return_pct": 53.46 + }, + { + "date": "2024-02-12", + "equity": 15160.66, + "return_pct": 51.61 + }, + { + "date": "2024-02-13", + "equity": 14978.4, + "return_pct": 49.78 + }, + { + "date": "2024-02-14", + "equity": 15322.6, + "return_pct": 53.23 + }, + { + "date": "2024-02-15", + "equity": 15454.35, + "return_pct": 54.54 + }, + { + "date": "2024-02-16", + "equity": 15140.98, + "return_pct": 51.41 + }, + { + "date": "2024-02-20", + "equity": 15023.05, + "return_pct": 50.23 + }, + { + "date": "2024-02-21", + "equity": 14872.25, + "return_pct": 48.72 + }, + { + "date": "2024-02-22", + "equity": 15068.21, + "return_pct": 50.68 + }, + { + "date": "2024-02-23", + "equity": 14989.39, + "return_pct": 49.89 + }, + { + "date": "2024-02-26", + "equity": 15366.99, + "return_pct": 53.67 + }, + { + "date": "2024-02-27", + "equity": 15679.72, + "return_pct": 56.8 + }, + { + "date": "2024-02-28", + "equity": 15595.39, + "return_pct": 55.95 + }, + { + "date": "2024-02-29", + "equity": 15752.85, + "return_pct": 57.53 + }, + { + "date": "2024-03-01", + "equity": 16047.41, + "return_pct": 60.47 + }, + { + "date": "2024-03-04", + "equity": 16425.81, + "return_pct": 64.26 + }, + { + "date": "2024-03-05", + "equity": 15980.15, + "return_pct": 59.8 + }, + { + "date": "2024-03-06", + "equity": 16278.92, + "return_pct": 62.79 + }, + { + "date": "2024-03-07", + "equity": 16472.78, + "return_pct": 64.73 + }, + { + "date": "2024-03-08", + "equity": 16535.73, + "return_pct": 65.36 + }, + { + "date": "2024-03-11", + "equity": 16203.41, + "return_pct": 62.03 + }, + { + "date": "2024-03-12", + "equity": 16445.96, + "return_pct": 64.46 + }, + { + "date": "2024-03-13", + "equity": 16316.64, + "return_pct": 63.17 + }, + { + "date": "2024-03-14", + "equity": 16002.29, + "return_pct": 60.02 + }, + { + "date": "2024-03-15", + "equity": 15944.97, + "return_pct": 59.45 + }, + { + "date": "2024-03-18", + "equity": 16313.61, + "return_pct": 63.14 + }, + { + "date": "2024-03-19", + "equity": 16228.17, + "return_pct": 62.28 + }, + { + "date": "2024-03-20", + "equity": 16832.96, + "return_pct": 68.33 + }, + { + "date": "2024-03-21", + "equity": 16894.12, + "return_pct": 68.94 + }, + { + "date": "2024-03-22", + "equity": 16891.74, + "return_pct": 68.92 + }, + { + "date": "2024-03-25", + "equity": 17177.56, + "return_pct": 71.78 + }, + { + "date": "2024-03-26", + "equity": 17064.79, + "return_pct": 70.65 + }, + { + "date": "2024-03-27", + "equity": 16776.68, + "return_pct": 67.77 + }, + { + "date": "2024-03-28", + "equity": 16835.8, + "return_pct": 68.36 + }, + { + "date": "2024-04-01", + "equity": 17078.5, + "return_pct": 70.78 + }, + { + "date": "2024-04-02", + "equity": 17022.41, + "return_pct": 70.22 + }, + { + "date": "2024-04-03", + "equity": 17510.49, + "return_pct": 75.1 + }, + { + "date": "2024-04-04", + "equity": 17211.79, + "return_pct": 72.12 + }, + { + "date": "2024-04-05", + "equity": 17693.74, + "return_pct": 76.94 + }, + { + "date": "2024-04-08", + "equity": 17748.21, + "return_pct": 77.48 + }, + { + "date": "2024-04-09", + "equity": 17649.01, + "return_pct": 76.49 + }, + { + "date": "2024-04-10", + "equity": 17622.63, + "return_pct": 76.23 + }, + { + "date": "2024-04-11", + "equity": 17785.95, + "return_pct": 77.86 + }, + { + "date": "2024-04-12", + "equity": 17490.42, + "return_pct": 74.9 + }, + { + "date": "2024-04-15", + "equity": 17210.11, + "return_pct": 72.1 + }, + { + "date": "2024-04-16", + "equity": 17221.65, + "return_pct": 72.22 + }, + { + "date": "2024-04-17", + "equity": 17088.54, + "return_pct": 70.89 + }, + { + "date": "2024-04-18", + "equity": 17041.42, + "return_pct": 70.41 + }, + { + "date": "2024-04-19", + "equity": 16896.71, + "return_pct": 68.97 + }, + { + "date": "2024-04-22", + "equity": 16945.63, + "return_pct": 69.46 + }, + { + "date": "2024-04-23", + "equity": 16988.85, + "return_pct": 69.89 + }, + { + "date": "2024-04-24", + "equity": 17014.74, + "return_pct": 70.15 + }, + { + "date": "2024-04-25", + "equity": 16945.63, + "return_pct": 69.46 + }, + { + "date": "2024-04-26", + "equity": 17281.29, + "return_pct": 72.81 + }, + { + "date": "2024-04-29", + "equity": 17448.81, + "return_pct": 74.49 + }, + { + "date": "2024-04-30", + "equity": 17385.34, + "return_pct": 73.85 + }, + { + "date": "2024-05-01", + "equity": 17269.48, + "return_pct": 72.69 + }, + { + "date": "2024-05-02", + "equity": 17332.03, + "return_pct": 73.32 + }, + { + "date": "2024-05-03", + "equity": 17423.94, + "return_pct": 74.24 + }, + { + "date": "2024-05-06", + "equity": 17577.4, + "return_pct": 75.77 + }, + { + "date": "2024-05-07", + "equity": 17593.17, + "return_pct": 75.93 + }, + { + "date": "2024-05-08", + "equity": 17489.33, + "return_pct": 74.89 + }, + { + "date": "2024-05-09", + "equity": 17825.37, + "return_pct": 78.25 + }, + { + "date": "2024-05-10", + "equity": 17875.58, + "return_pct": 78.76 + }, + { + "date": "2024-05-13", + "equity": 17744.01, + "return_pct": 77.44 + }, + { + "date": "2024-05-14", + "equity": 17836.31, + "return_pct": 78.36 + }, + { + "date": "2024-05-15", + "equity": 18153.43, + "return_pct": 81.53 + }, + { + "date": "2024-05-16", + "equity": 17983.3, + "return_pct": 79.83 + }, + { + "date": "2024-05-17", + "equity": 18067.95, + "return_pct": 80.68 + }, + { + "date": "2024-05-20", + "equity": 18140.47, + "return_pct": 81.4 + }, + { + "date": "2024-05-21", + "equity": 18146.18, + "return_pct": 81.46 + }, + { + "date": "2024-05-22", + "equity": 17730.76, + "return_pct": 77.31 + }, + { + "date": "2024-05-23", + "equity": 17490.57, + "return_pct": 74.91 + }, + { + "date": "2024-05-24", + "equity": 17680.27, + "return_pct": 76.8 + }, + { + "date": "2024-05-28", + "equity": 17758.76, + "return_pct": 77.59 + }, + { + "date": "2024-05-29", + "equity": 17667.46, + "return_pct": 76.67 + }, + { + "date": "2024-05-30", + "equity": 17256.78, + "return_pct": 72.57 + }, + { + "date": "2024-05-31", + "equity": 17031.89, + "return_pct": 70.32 + }, + { + "date": "2024-06-03", + "equity": 17045.56, + "return_pct": 70.46 + }, + { + "date": "2024-06-04", + "equity": 16996.4, + "return_pct": 69.96 + }, + { + "date": "2024-06-05", + "equity": 17062.07, + "return_pct": 70.62 + }, + { + "date": "2024-06-06", + "equity": 17047.83, + "return_pct": 70.48 + }, + { + "date": "2024-06-07", + "equity": 17003.19, + "return_pct": 70.03 + }, + { + "date": "2024-06-10", + "equity": 17054.78, + "return_pct": 70.55 + }, + { + "date": "2024-06-11", + "equity": 17043.32, + "return_pct": 70.43 + }, + { + "date": "2024-06-12", + "equity": 17309.29, + "return_pct": 73.09 + }, + { + "date": "2024-06-13", + "equity": 17044.76, + "return_pct": 70.45 + }, + { + "date": "2024-06-14", + "equity": 16938.26, + "return_pct": 69.38 + }, + { + "date": "2024-06-17", + "equity": 16867.87, + "return_pct": 68.68 + }, + { + "date": "2024-06-18", + "equity": 16856.8, + "return_pct": 68.57 + }, + { + "date": "2024-06-20", + "equity": 16770.58, + "return_pct": 67.71 + }, + { + "date": "2024-06-21", + "equity": 16693.66, + "return_pct": 66.94 + }, + { + "date": "2024-06-24", + "equity": 16601.11, + "return_pct": 66.01 + }, + { + "date": "2024-06-25", + "equity": 16717.06, + "return_pct": 67.17 + }, + { + "date": "2024-06-26", + "equity": 16661.35, + "return_pct": 66.61 + }, + { + "date": "2024-06-27", + "equity": 16661.6, + "return_pct": 66.62 + }, + { + "date": "2024-06-28", + "equity": 16807.19, + "return_pct": 68.07 + }, + { + "date": "2024-07-01", + "equity": 16757.55, + "return_pct": 67.58 + }, + { + "date": "2024-07-02", + "equity": 16762.9, + "return_pct": 67.63 + }, + { + "date": "2024-07-03", + "equity": 16998.14, + "return_pct": 69.98 + }, + { + "date": "2024-07-05", + "equity": 16855.31, + "return_pct": 68.55 + }, + { + "date": "2024-07-08", + "equity": 16751.87, + "return_pct": 67.52 + }, + { + "date": "2024-07-09", + "equity": 16766.3, + "return_pct": 67.66 + }, + { + "date": "2024-07-10", + "equity": 16730.45, + "return_pct": 67.3 + }, + { + "date": "2024-07-11", + "equity": 16935.42, + "return_pct": 69.35 + }, + { + "date": "2024-07-12", + "equity": 17099.8, + "return_pct": 71.0 + }, + { + "date": "2024-07-15", + "equity": 17621.68, + "return_pct": 76.22 + }, + { + "date": "2024-07-16", + "equity": 17751.99, + "return_pct": 77.52 + }, + { + "date": "2024-07-17", + "equity": 17067.49, + "return_pct": 70.67 + }, + { + "date": "2024-07-18", + "equity": 16823.11, + "return_pct": 68.23 + }, + { + "date": "2024-07-19", + "equity": 16841.22, + "return_pct": 68.41 + }, + { + "date": "2024-07-22", + "equity": 16833.67, + "return_pct": 68.34 + }, + { + "date": "2024-07-23", + "equity": 16664.1, + "return_pct": 66.64 + }, + { + "date": "2024-07-24", + "equity": 16386.24, + "return_pct": 63.86 + }, + { + "date": "2024-07-25", + "equity": 16397.98, + "return_pct": 63.98 + }, + { + "date": "2024-07-26", + "equity": 16542.72, + "return_pct": 65.43 + }, + { + "date": "2024-07-29", + "equity": 16437.91, + "return_pct": 64.38 + }, + { + "date": "2024-07-30", + "equity": 16477.09, + "return_pct": 64.77 + }, + { + "date": "2024-07-31", + "equity": 16678.79, + "return_pct": 66.79 + }, + { + "date": "2024-08-01", + "equity": 16738.67, + "return_pct": 67.39 + }, + { + "date": "2024-08-02", + "equity": 16265.06, + "return_pct": 62.65 + }, + { + "date": "2024-08-05", + "equity": 15840.23, + "return_pct": 58.4 + }, + { + "date": "2024-08-06", + "equity": 15888.14, + "return_pct": 58.88 + }, + { + "date": "2024-08-07", + "equity": 15895.22, + "return_pct": 58.95 + }, + { + "date": "2024-08-08", + "equity": 15974.01, + "return_pct": 59.74 + }, + { + "date": "2024-08-09", + "equity": 15957.31, + "return_pct": 59.57 + }, + { + "date": "2024-08-12", + "equity": 15954.05, + "return_pct": 59.54 + }, + { + "date": "2024-08-13", + "equity": 15956.13, + "return_pct": 59.56 + }, + { + "date": "2024-08-14", + "equity": 15943.48, + "return_pct": 59.43 + }, + { + "date": "2024-08-15", + "equity": 15973.48, + "return_pct": 59.73 + }, + { + "date": "2024-08-16", + "equity": 15967.52, + "return_pct": 59.68 + }, + { + "date": "2024-08-19", + "equity": 16145.98, + "return_pct": 61.46 + }, + { + "date": "2024-08-20", + "equity": 16321.63, + "return_pct": 63.22 + }, + { + "date": "2024-08-21", + "equity": 16281.75, + "return_pct": 62.82 + }, + { + "date": "2024-08-22", + "equity": 16172.52, + "return_pct": 61.73 + }, + { + "date": "2024-08-23", + "equity": 16336.98, + "return_pct": 63.37 + }, + { + "date": "2024-08-26", + "equity": 16179.57, + "return_pct": 61.8 + }, + { + "date": "2024-08-27", + "equity": 16251.39, + "return_pct": 62.51 + }, + { + "date": "2024-08-28", + "equity": 16268.5, + "return_pct": 62.68 + }, + { + "date": "2024-08-29", + "equity": 16306.47, + "return_pct": 63.06 + }, + { + "date": "2024-08-30", + "equity": 16491.29, + "return_pct": 64.91 + }, + { + "date": "2024-09-03", + "equity": 16264.47, + "return_pct": 62.64 + }, + { + "date": "2024-09-04", + "equity": 16163.08, + "return_pct": 61.63 + }, + { + "date": "2024-09-05", + "equity": 16101.87, + "return_pct": 61.02 + }, + { + "date": "2024-09-06", + "equity": 15726.01, + "return_pct": 57.26 + }, + { + "date": "2024-09-09", + "equity": 15905.39, + "return_pct": 59.05 + }, + { + "date": "2024-09-10", + "equity": 15843.77, + "return_pct": 58.44 + }, + { + "date": "2024-09-11", + "equity": 16149.41, + "return_pct": 61.49 + }, + { + "date": "2024-09-12", + "equity": 16464.35, + "return_pct": 64.64 + }, + { + "date": "2024-09-13", + "equity": 16726.87, + "return_pct": 67.27 + }, + { + "date": "2024-09-16", + "equity": 16912.46, + "return_pct": 69.12 + }, + { + "date": "2024-09-17", + "equity": 17166.64, + "return_pct": 71.67 + }, + { + "date": "2024-09-18", + "equity": 17034.44, + "return_pct": 70.34 + }, + { + "date": "2024-09-19", + "equity": 17227.82, + "return_pct": 72.28 + }, + { + "date": "2024-09-20", + "equity": 17726.62, + "return_pct": 77.27 + }, + { + "date": "2024-09-23", + "equity": 17837.74, + "return_pct": 78.38 + }, + { + "date": "2024-09-24", + "equity": 17952.3, + "return_pct": 79.52 + }, + { + "date": "2024-09-25", + "equity": 18115.13, + "return_pct": 81.15 + }, + { + "date": "2024-09-26", + "equity": 18078.37, + "return_pct": 80.78 + }, + { + "date": "2024-09-27", + "equity": 18199.49, + "return_pct": 81.99 + }, + { + "date": "2024-09-30", + "equity": 18305.85, + "return_pct": 83.06 + }, + { + "date": "2024-10-01", + "equity": 18238.47, + "return_pct": 82.38 + }, + { + "date": "2024-10-02", + "equity": 18469.96, + "return_pct": 84.7 + }, + { + "date": "2024-10-03", + "equity": 18633.38, + "return_pct": 86.33 + }, + { + "date": "2024-10-04", + "equity": 19070.8, + "return_pct": 90.71 + }, + { + "date": "2024-10-07", + "equity": 19026.96, + "return_pct": 90.27 + }, + { + "date": "2024-10-08", + "equity": 19504.51, + "return_pct": 95.05 + }, + { + "date": "2024-10-09", + "equity": 19266.88, + "return_pct": 92.67 + }, + { + "date": "2024-10-10", + "equity": 19296.04, + "return_pct": 92.96 + }, + { + "date": "2024-10-11", + "equity": 19653.48, + "return_pct": 96.53 + }, + { + "date": "2024-10-14", + "equity": 19650.07, + "return_pct": 96.5 + }, + { + "date": "2024-10-15", + "equity": 19443.76, + "return_pct": 94.44 + }, + { + "date": "2024-10-16", + "equity": 19628.46, + "return_pct": 96.28 + }, + { + "date": "2024-10-17", + "equity": 19556.86, + "return_pct": 95.57 + }, + { + "date": "2024-10-18", + "equity": 19721.39, + "return_pct": 97.21 + }, + { + "date": "2024-10-21", + "equity": 19884.78, + "return_pct": 98.85 + }, + { + "date": "2024-10-22", + "equity": 20209.81, + "return_pct": 102.1 + }, + { + "date": "2024-10-23", + "equity": 19839.66, + "return_pct": 98.4 + }, + { + "date": "2024-10-24", + "equity": 20021.18, + "return_pct": 100.21 + }, + { + "date": "2024-10-25", + "equity": 20296.54, + "return_pct": 102.97 + }, + { + "date": "2024-10-28", + "equity": 20185.89, + "return_pct": 101.86 + }, + { + "date": "2024-10-29", + "equity": 20201.73, + "return_pct": 102.02 + }, + { + "date": "2024-10-30", + "equity": 20087.71, + "return_pct": 100.88 + }, + { + "date": "2024-10-31", + "equity": 20471.57, + "return_pct": 104.72 + }, + { + "date": "2024-11-01", + "equity": 20387.27, + "return_pct": 103.87 + }, + { + "date": "2024-11-04", + "equity": 20482.72, + "return_pct": 104.83 + }, + { + "date": "2024-11-05", + "equity": 20809.77, + "return_pct": 108.1 + }, + { + "date": "2024-11-06", + "equity": 21264.53, + "return_pct": 112.65 + }, + { + "date": "2024-11-07", + "equity": 21526.2, + "return_pct": 115.26 + }, + { + "date": "2024-11-08", + "equity": 21972.5, + "return_pct": 119.73 + }, + { + "date": "2024-11-11", + "equity": 22294.98, + "return_pct": 122.95 + }, + { + "date": "2024-11-12", + "equity": 22340.12, + "return_pct": 123.4 + }, + { + "date": "2024-11-13", + "equity": 21910.73, + "return_pct": 119.11 + }, + { + "date": "2024-11-14", + "equity": 21782.49, + "return_pct": 117.82 + }, + { + "date": "2024-11-15", + "equity": 21554.21, + "return_pct": 115.54 + }, + { + "date": "2024-11-18", + "equity": 21841.99, + "return_pct": 118.42 + }, + { + "date": "2024-11-19", + "equity": 22158.89, + "return_pct": 121.59 + }, + { + "date": "2024-11-20", + "equity": 22130.17, + "return_pct": 121.3 + }, + { + "date": "2024-11-21", + "equity": 22107.71, + "return_pct": 121.08 + }, + { + "date": "2024-11-22", + "equity": 22484.53, + "return_pct": 124.85 + }, + { + "date": "2024-11-25", + "equity": 22668.62, + "return_pct": 126.69 + }, + { + "date": "2024-11-26", + "equity": 22291.23, + "return_pct": 122.91 + }, + { + "date": "2024-11-27", + "equity": 22283.23, + "return_pct": 122.83 + }, + { + "date": "2024-11-29", + "equity": 22398.01, + "return_pct": 123.98 + }, + { + "date": "2024-12-02", + "equity": 22089.25, + "return_pct": 120.89 + }, + { + "date": "2024-12-03", + "equity": 22090.36, + "return_pct": 120.9 + }, + { + "date": "2024-12-04", + "equity": 22253.83, + "return_pct": 122.54 + }, + { + "date": "2024-12-05", + "equity": 21953.66, + "return_pct": 119.54 + }, + { + "date": "2024-12-06", + "equity": 22234.9, + "return_pct": 122.35 + }, + { + "date": "2024-12-09", + "equity": 21860.53, + "return_pct": 118.61 + }, + { + "date": "2024-12-10", + "equity": 21590.74, + "return_pct": 115.91 + }, + { + "date": "2024-12-11", + "equity": 21832.73, + "return_pct": 118.33 + }, + { + "date": "2024-12-12", + "equity": 21826.95, + "return_pct": 118.27 + }, + { + "date": "2024-12-13", + "equity": 21841.92, + "return_pct": 118.42 + }, + { + "date": "2024-12-16", + "equity": 22132.52, + "return_pct": 121.33 + }, + { + "date": "2024-12-17", + "equity": 21973.08, + "return_pct": 119.73 + }, + { + "date": "2024-12-18", + "equity": 21325.02, + "return_pct": 113.25 + }, + { + "date": "2024-12-19", + "equity": 21313.24, + "return_pct": 113.13 + }, + { + "date": "2024-12-20", + "equity": 21152.07, + "return_pct": 111.52 + }, + { + "date": "2024-12-23", + "equity": 21062.25, + "return_pct": 110.62 + }, + { + "date": "2024-12-24", + "equity": 21072.02, + "return_pct": 110.72 + }, + { + "date": "2024-12-26", + "equity": 21073.97, + "return_pct": 110.74 + }, + { + "date": "2024-12-27", + "equity": 20984.35, + "return_pct": 109.84 + }, + { + "date": "2024-12-30", + "equity": 20943.45, + "return_pct": 109.43 + }, + { + "date": "2024-12-31", + "equity": 20887.08, + "return_pct": 108.87 + }, + { + "date": "2025-01-02", + "equity": 21007.56, + "return_pct": 110.08 + }, + { + "date": "2025-01-03", + "equity": 21113.11, + "return_pct": 111.13 + }, + { + "date": "2025-01-06", + "equity": 21188.27, + "return_pct": 111.88 + }, + { + "date": "2025-01-07", + "equity": 21069.45, + "return_pct": 110.69 + }, + { + "date": "2025-01-08", + "equity": 21083.27, + "return_pct": 110.83 + }, + { + "date": "2025-01-10", + "equity": 21042.93, + "return_pct": 110.43 + }, + { + "date": "2025-01-13", + "equity": 21015.85, + "return_pct": 110.16 + }, + { + "date": "2025-01-14", + "equity": 21135.77, + "return_pct": 111.36 + }, + { + "date": "2025-01-15", + "equity": 21337.79, + "return_pct": 113.38 + }, + { + "date": "2025-01-16", + "equity": 21522.92, + "return_pct": 115.23 + }, + { + "date": "2025-01-17", + "equity": 21861.27, + "return_pct": 118.61 + }, + { + "date": "2025-01-21", + "equity": 22224.22, + "return_pct": 122.24 + }, + { + "date": "2025-01-22", + "equity": 22214.26, + "return_pct": 122.14 + }, + { + "date": "2025-01-23", + "equity": 21996.47, + "return_pct": 119.96 + }, + { + "date": "2025-01-24", + "equity": 21789.7, + "return_pct": 117.9 + }, + { + "date": "2025-01-27", + "equity": 21575.12, + "return_pct": 115.75 + }, + { + "date": "2025-01-28", + "equity": 21384.93, + "return_pct": 113.85 + }, + { + "date": "2025-01-29", + "equity": 21353.72, + "return_pct": 113.54 + }, + { + "date": "2025-01-30", + "equity": 21635.8, + "return_pct": 116.36 + }, + { + "date": "2025-01-31", + "equity": 21549.97, + "return_pct": 115.5 + }, + { + "date": "2025-02-03", + "equity": 21651.46, + "return_pct": 116.51 + }, + { + "date": "2025-02-04", + "equity": 21736.78, + "return_pct": 117.37 + }, + { + "date": "2025-02-05", + "equity": 22114.93, + "return_pct": 121.15 + }, + { + "date": "2025-02-06", + "equity": 22225.71, + "return_pct": 122.26 + }, + { + "date": "2025-02-07", + "equity": 22343.64, + "return_pct": 123.44 + }, + { + "date": "2025-02-10", + "equity": 22375.57, + "return_pct": 123.76 + }, + { + "date": "2025-02-11", + "equity": 22228.95, + "return_pct": 122.29 + }, + { + "date": "2025-02-12", + "equity": 22553.5, + "return_pct": 125.54 + }, + { + "date": "2025-02-13", + "equity": 22826.4, + "return_pct": 128.26 + }, + { + "date": "2025-02-14", + "equity": 23275.75, + "return_pct": 132.76 + }, + { + "date": "2025-02-18", + "equity": 23397.07, + "return_pct": 133.97 + }, + { + "date": "2025-02-19", + "equity": 23387.77, + "return_pct": 133.88 + }, + { + "date": "2025-02-20", + "equity": 22891.25, + "return_pct": 128.91 + }, + { + "date": "2025-02-21", + "equity": 22801.79, + "return_pct": 128.02 + }, + { + "date": "2025-02-24", + "equity": 22702.63, + "return_pct": 127.03 + }, + { + "date": "2025-02-25", + "equity": 22581.64, + "return_pct": 125.82 + }, + { + "date": "2025-02-26", + "equity": 22547.18, + "return_pct": 125.47 + }, + { + "date": "2025-02-27", + "equity": 22484.96, + "return_pct": 124.85 + }, + { + "date": "2025-02-28", + "equity": 22691.97, + "return_pct": 126.92 + }, + { + "date": "2025-03-03", + "equity": 22692.0, + "return_pct": 126.92 + }, + { + "date": "2025-03-04", + "equity": 22328.37, + "return_pct": 123.28 + }, + { + "date": "2025-03-05", + "equity": 22309.64, + "return_pct": 123.1 + }, + { + "date": "2025-03-06", + "equity": 22309.64, + "return_pct": 123.1 + }, + { + "date": "2025-03-07", + "equity": 22296.25, + "return_pct": 122.96 + }, + { + "date": "2025-03-10", + "equity": 22131.26, + "return_pct": 121.31 + }, + { + "date": "2025-03-11", + "equity": 21927.4, + "return_pct": 119.27 + }, + { + "date": "2025-03-12", + "equity": 21948.76, + "return_pct": 119.49 + }, + { + "date": "2025-03-13", + "equity": 22154.21, + "return_pct": 121.54 + }, + { + "date": "2025-03-14", + "equity": 22209.78, + "return_pct": 122.1 + }, + { + "date": "2025-03-17", + "equity": 22453.08, + "return_pct": 124.53 + }, + { + "date": "2025-03-18", + "equity": 22438.31, + "return_pct": 124.38 + }, + { + "date": "2025-03-19", + "equity": 22510.72, + "return_pct": 125.11 + }, + { + "date": "2025-03-20", + "equity": 22521.76, + "return_pct": 125.22 + }, + { + "date": "2025-03-21", + "equity": 22452.4, + "return_pct": 124.52 + }, + { + "date": "2025-03-24", + "equity": 22668.47, + "return_pct": 126.68 + }, + { + "date": "2025-03-25", + "equity": 22803.46, + "return_pct": 128.03 + }, + { + "date": "2025-03-26", + "equity": 22609.79, + "return_pct": 126.1 + }, + { + "date": "2025-03-27", + "equity": 22619.44, + "return_pct": 126.19 + }, + { + "date": "2025-03-28", + "equity": 22433.27, + "return_pct": 124.33 + }, + { + "date": "2025-03-31", + "equity": 22412.36, + "return_pct": 124.12 + }, + { + "date": "2025-04-01", + "equity": 22444.22, + "return_pct": 124.44 + }, + { + "date": "2025-04-02", + "equity": 22531.04, + "return_pct": 125.31 + }, + { + "date": "2025-04-03", + "equity": 22223.14, + "return_pct": 122.23 + }, + { + "date": "2025-04-04", + "equity": 21566.75, + "return_pct": 115.67 + }, + { + "date": "2025-04-07", + "equity": 21566.75, + "return_pct": 115.67 + }, + { + "date": "2025-04-08", + "equity": 21566.75, + "return_pct": 115.67 + }, + { + "date": "2025-04-09", + "equity": 21566.75, + "return_pct": 115.67 + }, + { + "date": "2025-04-10", + "equity": 21566.75, + "return_pct": 115.67 + }, + { + "date": "2025-04-11", + "equity": 21556.93, + "return_pct": 115.57 + }, + { + "date": "2025-04-14", + "equity": 21679.86, + "return_pct": 116.8 + }, + { + "date": "2025-04-15", + "equity": 21724.88, + "return_pct": 117.25 + }, + { + "date": "2025-04-16", + "equity": 21307.44, + "return_pct": 113.07 + }, + { + "date": "2025-04-17", + "equity": 21352.4, + "return_pct": 113.52 + }, + { + "date": "2025-04-21", + "equity": 21145.42, + "return_pct": 111.45 + }, + { + "date": "2025-04-22", + "equity": 21407.12, + "return_pct": 114.07 + }, + { + "date": "2025-04-23", + "equity": 21560.56, + "return_pct": 115.61 + }, + { + "date": "2025-04-24", + "equity": 21744.53, + "return_pct": 117.45 + }, + { + "date": "2025-04-25", + "equity": 21783.3, + "return_pct": 117.83 + }, + { + "date": "2025-04-28", + "equity": 21796.56, + "return_pct": 117.97 + }, + { + "date": "2025-04-29", + "equity": 21941.39, + "return_pct": 119.41 + }, + { + "date": "2025-04-30", + "equity": 21957.44, + "return_pct": 119.57 + }, + { + "date": "2025-05-01", + "equity": 22160.64, + "return_pct": 121.61 + }, + { + "date": "2025-05-02", + "equity": 22725.17, + "return_pct": 127.25 + }, + { + "date": "2025-05-05", + "equity": 22862.25, + "return_pct": 128.62 + }, + { + "date": "2025-05-06", + "equity": 22700.51, + "return_pct": 127.01 + }, + { + "date": "2025-05-07", + "equity": 22889.98, + "return_pct": 128.9 + }, + { + "date": "2025-05-08", + "equity": 23696.6, + "return_pct": 136.97 + }, + { + "date": "2025-05-09", + "equity": 23500.84, + "return_pct": 135.01 + }, + { + "date": "2025-05-12", + "equity": 24314.27, + "return_pct": 143.14 + }, + { + "date": "2025-05-13", + "equity": 24812.47, + "return_pct": 148.12 + }, + { + "date": "2025-05-14", + "equity": 25038.64, + "return_pct": 150.39 + }, + { + "date": "2025-05-15", + "equity": 24935.8, + "return_pct": 149.36 + }, + { + "date": "2025-05-16", + "equity": 25039.99, + "return_pct": 150.4 + }, + { + "date": "2025-05-19", + "equity": 25157.24, + "return_pct": 151.57 + }, + { + "date": "2025-05-20", + "equity": 24712.61, + "return_pct": 147.13 + }, + { + "date": "2025-05-21", + "equity": 24286.64, + "return_pct": 142.87 + }, + { + "date": "2025-05-22", + "equity": 24262.58, + "return_pct": 142.63 + }, + { + "date": "2025-05-23", + "equity": 24240.47, + "return_pct": 142.4 + }, + { + "date": "2025-05-27", + "equity": 24935.82, + "return_pct": 149.36 + }, + { + "date": "2025-05-28", + "equity": 24863.16, + "return_pct": 148.63 + }, + { + "date": "2025-05-29", + "equity": 24419.75, + "return_pct": 144.2 + }, + { + "date": "2025-05-30", + "equity": 24586.99, + "return_pct": 145.87 + }, + { + "date": "2025-06-02", + "equity": 24926.58, + "return_pct": 149.27 + }, + { + "date": "2025-06-03", + "equity": 25268.46, + "return_pct": 152.68 + }, + { + "date": "2025-06-04", + "equity": 25460.48, + "return_pct": 154.6 + }, + { + "date": "2025-06-05", + "equity": 25196.13, + "return_pct": 151.96 + }, + { + "date": "2025-06-06", + "equity": 25429.61, + "return_pct": 154.3 + }, + { + "date": "2025-06-09", + "equity": 24850.18, + "return_pct": 148.5 + }, + { + "date": "2025-06-10", + "equity": 24719.77, + "return_pct": 147.2 + }, + { + "date": "2025-06-11", + "equity": 24930.66, + "return_pct": 149.31 + }, + { + "date": "2025-06-12", + "equity": 24878.64, + "return_pct": 148.79 + }, + { + "date": "2025-06-13", + "equity": 24277.84, + "return_pct": 142.78 + }, + { + "date": "2025-06-16", + "equity": 24804.08, + "return_pct": 148.04 + }, + { + "date": "2025-06-17", + "equity": 24611.28, + "return_pct": 146.11 + }, + { + "date": "2025-06-18", + "equity": 24979.55, + "return_pct": 149.8 + }, + { + "date": "2025-06-20", + "equity": 25113.41, + "return_pct": 151.13 + }, + { + "date": "2025-06-23", + "equity": 25212.34, + "return_pct": 152.12 + }, + { + "date": "2025-06-24", + "equity": 25843.02, + "return_pct": 158.43 + }, + { + "date": "2025-06-25", + "equity": 25679.53, + "return_pct": 156.8 + }, + { + "date": "2025-06-26", + "equity": 26135.33, + "return_pct": 161.35 + }, + { + "date": "2025-06-27", + "equity": 26379.91, + "return_pct": 163.8 + }, + { + "date": "2025-06-30", + "equity": 27121.09, + "return_pct": 171.21 + }, + { + "date": "2025-07-01", + "equity": 26288.26, + "return_pct": 162.88 + }, + { + "date": "2025-07-02", + "equity": 26838.5, + "return_pct": 168.39 + }, + { + "date": "2025-07-03", + "equity": 27149.77, + "return_pct": 171.5 + }, + { + "date": "2025-07-07", + "equity": 27211.14, + "return_pct": 172.11 + }, + { + "date": "2025-07-08", + "equity": 26867.24, + "return_pct": 168.67 + }, + { + "date": "2025-07-09", + "equity": 27512.98, + "return_pct": 175.13 + }, + { + "date": "2025-07-10", + "equity": 27677.12, + "return_pct": 176.77 + }, + { + "date": "2025-07-11", + "equity": 27687.06, + "return_pct": 176.87 + }, + { + "date": "2025-07-14", + "equity": 28216.74, + "return_pct": 182.17 + }, + { + "date": "2025-07-15", + "equity": 28253.06, + "return_pct": 182.53 + }, + { + "date": "2025-07-16", + "equity": 28569.47, + "return_pct": 185.69 + }, + { + "date": "2025-07-17", + "equity": 28959.79, + "return_pct": 189.6 + }, + { + "date": "2025-07-18", + "equity": 28955.37, + "return_pct": 189.55 + }, + { + "date": "2025-07-21", + "equity": 29171.83, + "return_pct": 191.72 + }, + { + "date": "2025-07-22", + "equity": 28727.13, + "return_pct": 187.27 + }, + { + "date": "2025-07-23", + "equity": 29124.63, + "return_pct": 191.25 + }, + { + "date": "2025-07-24", + "equity": 29249.16, + "return_pct": 192.49 + }, + { + "date": "2025-07-25", + "equity": 29797.84, + "return_pct": 197.98 + }, + { + "date": "2025-07-28", + "equity": 29767.16, + "return_pct": 197.67 + }, + { + "date": "2025-07-29", + "equity": 29675.57, + "return_pct": 196.76 + }, + { + "date": "2025-07-30", + "equity": 29523.03, + "return_pct": 195.23 + }, + { + "date": "2025-07-31", + "equity": 29415.24, + "return_pct": 194.15 + }, + { + "date": "2025-08-01", + "equity": 28866.4, + "return_pct": 188.66 + }, + { + "date": "2025-08-04", + "equity": 29320.26, + "return_pct": 193.2 + }, + { + "date": "2025-08-05", + "equity": 30397.02, + "return_pct": 203.97 + }, + { + "date": "2025-08-06", + "equity": 30550.47, + "return_pct": 205.5 + }, + { + "date": "2025-08-07", + "equity": 30748.58, + "return_pct": 207.49 + }, + { + "date": "2025-08-08", + "equity": 30684.66, + "return_pct": 206.85 + }, + { + "date": "2025-08-11", + "equity": 30508.0, + "return_pct": 205.08 + }, + { + "date": "2025-08-12", + "equity": 30296.9, + "return_pct": 202.97 + }, + { + "date": "2025-08-13", + "equity": 30000.94, + "return_pct": 200.01 + }, + { + "date": "2025-08-14", + "equity": 29728.37, + "return_pct": 197.28 + }, + { + "date": "2025-08-15", + "equity": 29677.78, + "return_pct": 196.78 + }, + { + "date": "2025-08-18", + "equity": 29661.11, + "return_pct": 196.61 + }, + { + "date": "2025-08-19", + "equity": 29094.21, + "return_pct": 190.94 + }, + { + "date": "2025-08-20", + "equity": 29047.35, + "return_pct": 190.47 + }, + { + "date": "2025-08-21", + "equity": 29121.13, + "return_pct": 191.21 + }, + { + "date": "2025-08-22", + "equity": 29869.25, + "return_pct": 198.69 + }, + { + "date": "2025-08-25", + "equity": 30059.45, + "return_pct": 200.59 + }, + { + "date": "2025-08-26", + "equity": 30291.46, + "return_pct": 202.91 + }, + { + "date": "2025-08-27", + "equity": 30622.14, + "return_pct": 206.22 + }, + { + "date": "2025-08-28", + "equity": 30960.73, + "return_pct": 209.61 + }, + { + "date": "2025-08-29", + "equity": 30707.72, + "return_pct": 207.08 + }, + { + "date": "2025-09-02", + "equity": 30692.68, + "return_pct": 206.93 + }, + { + "date": "2025-09-03", + "equity": 30657.08, + "return_pct": 206.57 + }, + { + "date": "2025-09-04", + "equity": 30413.43, + "return_pct": 204.13 + }, + { + "date": "2025-09-05", + "equity": 30551.61, + "return_pct": 205.52 + }, + { + "date": "2025-09-08", + "equity": 30715.93, + "return_pct": 207.16 + }, + { + "date": "2025-09-09", + "equity": 30509.29, + "return_pct": 205.09 + }, + { + "date": "2025-09-10", + "equity": 30792.94, + "return_pct": 207.93 + }, + { + "date": "2025-09-11", + "equity": 32394.07, + "return_pct": 223.94 + }, + { + "date": "2025-09-12", + "equity": 33352.39, + "return_pct": 233.52 + }, + { + "date": "2025-09-15", + "equity": 33806.1, + "return_pct": 238.06 + }, + { + "date": "2025-09-16", + "equity": 33473.32, + "return_pct": 234.73 + }, + { + "date": "2025-09-17", + "equity": 33564.45, + "return_pct": 235.64 + }, + { + "date": "2025-09-18", + "equity": 34342.82, + "return_pct": 243.43 + }, + { + "date": "2025-09-19", + "equity": 34764.1, + "return_pct": 247.64 + }, + { + "date": "2025-09-22", + "equity": 34582.25, + "return_pct": 245.82 + }, + { + "date": "2025-09-23", + "equity": 34327.16, + "return_pct": 243.27 + }, + { + "date": "2025-09-24", + "equity": 34404.76, + "return_pct": 244.05 + }, + { + "date": "2025-09-25", + "equity": 33719.99, + "return_pct": 237.2 + }, + { + "date": "2025-09-26", + "equity": 34126.64, + "return_pct": 241.27 + }, + { + "date": "2025-09-29", + "equity": 34431.8, + "return_pct": 244.32 + }, + { + "date": "2025-09-30", + "equity": 34715.28, + "return_pct": 247.15 + }, + { + "date": "2025-10-01", + "equity": 35673.49, + "return_pct": 256.73 + }, + { + "date": "2025-10-02", + "equity": 35674.67, + "return_pct": 256.75 + }, + { + "date": "2025-10-03", + "equity": 35533.2, + "return_pct": 255.33 + }, + { + "date": "2025-10-06", + "equity": 36332.73, + "return_pct": 263.33 + }, + { + "date": "2025-10-07", + "equity": 35946.75, + "return_pct": 259.47 + }, + { + "date": "2025-10-08", + "equity": 36416.89, + "return_pct": 264.17 + }, + { + "date": "2025-10-09", + "equity": 36086.27, + "return_pct": 260.86 + }, + { + "date": "2025-10-10", + "equity": 34725.4, + "return_pct": 247.25 + }, + { + "date": "2025-10-13", + "equity": 35238.33, + "return_pct": 252.38 + }, + { + "date": "2025-10-14", + "equity": 34644.68, + "return_pct": 246.45 + }, + { + "date": "2025-10-15", + "equity": 34933.25, + "return_pct": 249.33 + }, + { + "date": "2025-10-16", + "equity": 34779.82, + "return_pct": 247.8 + }, + { + "date": "2025-10-17", + "equity": 35011.19, + "return_pct": 250.11 + }, + { + "date": "2025-10-20", + "equity": 34957.55, + "return_pct": 249.58 + }, + { + "date": "2025-10-21", + "equity": 34818.13, + "return_pct": 248.18 + }, + { + "date": "2025-10-22", + "equity": 34474.03, + "return_pct": 244.74 + }, + { + "date": "2025-10-23", + "equity": 34358.14, + "return_pct": 243.58 + }, + { + "date": "2025-10-24", + "equity": 34254.56, + "return_pct": 242.55 + }, + { + "date": "2025-10-27", + "equity": 34758.79, + "return_pct": 247.59 + }, + { + "date": "2025-10-28", + "equity": 34486.26, + "return_pct": 244.86 + }, + { + "date": "2025-10-29", + "equity": 34384.35, + "return_pct": 243.84 + }, + { + "date": "2025-10-30", + "equity": 34545.22, + "return_pct": 245.45 + }, + { + "date": "2025-10-31", + "equity": 35558.11, + "return_pct": 255.58 + }, + { + "date": "2025-11-03", + "equity": 35377.99, + "return_pct": 253.78 + }, + { + "date": "2025-11-04", + "equity": 35691.0, + "return_pct": 256.91 + }, + { + "date": "2025-11-05", + "equity": 36229.28, + "return_pct": 262.29 + }, + { + "date": "2025-11-06", + "equity": 35893.47, + "return_pct": 258.93 + }, + { + "date": "2025-11-07", + "equity": 36340.26, + "return_pct": 263.4 + }, + { + "date": "2025-11-10", + "equity": 36590.78, + "return_pct": 265.91 + }, + { + "date": "2025-11-11", + "equity": 35845.71, + "return_pct": 258.46 + }, + { + "date": "2025-11-12", + "equity": 35732.7, + "return_pct": 257.33 + }, + { + "date": "2025-11-13", + "equity": 34899.15, + "return_pct": 248.99 + }, + { + "date": "2025-11-14", + "equity": 35046.6, + "return_pct": 250.47 + }, + { + "date": "2025-11-17", + "equity": 34826.8, + "return_pct": 248.27 + }, + { + "date": "2025-11-18", + "equity": 34918.23, + "return_pct": 249.18 + }, + { + "date": "2025-11-19", + "equity": 34433.81, + "return_pct": 244.34 + }, + { + "date": "2025-11-20", + "equity": 34182.76, + "return_pct": 241.83 + }, + { + "date": "2025-11-21", + "equity": 34400.82, + "return_pct": 244.01 + }, + { + "date": "2025-11-24", + "equity": 34211.59, + "return_pct": 242.12 + }, + { + "date": "2025-11-25", + "equity": 34611.9, + "return_pct": 246.12 + }, + { + "date": "2025-11-26", + "equity": 35134.08, + "return_pct": 251.34 + }, + { + "date": "2025-11-28", + "equity": 35238.62, + "return_pct": 252.39 + }, + { + "date": "2025-12-01", + "equity": 35121.93, + "return_pct": 251.22 + }, + { + "date": "2025-12-02", + "equity": 35124.88, + "return_pct": 251.25 + }, + { + "date": "2025-12-03", + "equity": 35153.18, + "return_pct": 251.53 + }, + { + "date": "2025-12-04", + "equity": 36363.22, + "return_pct": 263.63 + }, + { + "date": "2025-12-05", + "equity": 37679.7, + "return_pct": 276.8 + }, + { + "date": "2025-12-08", + "equity": 37256.05, + "return_pct": 272.56 + }, + { + "date": "2025-12-09", + "equity": 37383.92, + "return_pct": 273.84 + }, + { + "date": "2025-12-10", + "equity": 37869.48, + "return_pct": 278.69 + }, + { + "date": "2025-12-11", + "equity": 38654.79, + "return_pct": 286.55 + }, + { + "date": "2025-12-12", + "equity": 38184.64, + "return_pct": 281.85 + }, + { + "date": "2025-12-15", + "equity": 38133.4, + "return_pct": 281.33 + }, + { + "date": "2025-12-16", + "equity": 38299.96, + "return_pct": 283.0 + }, + { + "date": "2025-12-17", + "equity": 37844.5, + "return_pct": 278.45 + }, + { + "date": "2025-12-18", + "equity": 37874.32, + "return_pct": 278.74 + }, + { + "date": "2025-12-19", + "equity": 38144.89, + "return_pct": 281.45 + }, + { + "date": "2025-12-22", + "equity": 38348.85, + "return_pct": 283.49 + }, + { + "date": "2025-12-23", + "equity": 37668.01, + "return_pct": 276.68 + }, + { + "date": "2025-12-24", + "equity": 38071.38, + "return_pct": 280.71 + }, + { + "date": "2025-12-26", + "equity": 38290.28, + "return_pct": 282.9 + }, + { + "date": "2025-12-29", + "equity": 38023.7, + "return_pct": 280.24 + }, + { + "date": "2025-12-30", + "equity": 37711.09, + "return_pct": 277.11 + }, + { + "date": "2025-12-31", + "equity": 37278.56, + "return_pct": 272.79 + }, + { + "date": "2026-01-02", + "equity": 38151.89, + "return_pct": 281.52 + }, + { + "date": "2026-01-05", + "equity": 38372.3, + "return_pct": 283.72 + }, + { + "date": "2026-01-06", + "equity": 39375.02, + "return_pct": 293.75 + }, + { + "date": "2026-01-07", + "equity": 38927.77, + "return_pct": 289.28 + }, + { + "date": "2026-01-08", + "equity": 39097.16, + "return_pct": 290.97 + }, + { + "date": "2026-01-09", + "equity": 38939.11, + "return_pct": 289.39 + }, + { + "date": "2026-01-12", + "equity": 39941.21, + "return_pct": 299.41 + }, + { + "date": "2026-01-13", + "equity": 40456.16, + "return_pct": 304.56 + }, + { + "date": "2026-01-14", + "equity": 40358.2, + "return_pct": 303.58 + }, + { + "date": "2026-01-15", + "equity": 40797.92, + "return_pct": 307.98 + }, + { + "date": "2026-01-16", + "equity": 40152.64, + "return_pct": 301.53 + }, + { + "date": "2026-01-20", + "equity": 40241.83, + "return_pct": 302.42 + }, + { + "date": "2026-01-21", + "equity": 41302.01, + "return_pct": 313.02 + }, + { + "date": "2026-01-22", + "equity": 41937.51, + "return_pct": 319.38 + }, + { + "date": "2026-01-23", + "equity": 42269.86, + "return_pct": 322.7 + }, + { + "date": "2026-01-26", + "equity": 42374.46, + "return_pct": 323.74 + }, + { + "date": "2026-01-27", + "equity": 41706.32, + "return_pct": 317.06 + }, + { + "date": "2026-01-28", + "equity": 41417.2, + "return_pct": 314.17 + }, + { + "date": "2026-01-29", + "equity": 41193.26, + "return_pct": 311.93 + }, + { + "date": "2026-01-30", + "equity": 39809.52, + "return_pct": 298.1 + }, + { + "date": "2026-02-02", + "equity": 40686.25, + "return_pct": 306.86 + }, + { + "date": "2026-02-03", + "equity": 41513.34, + "return_pct": 315.13 + }, + { + "date": "2026-02-04", + "equity": 40685.44, + "return_pct": 306.85 + }, + { + "date": "2026-02-05", + "equity": 40321.49, + "return_pct": 303.21 + }, + { + "date": "2026-02-06", + "equity": 41200.39, + "return_pct": 312.0 + }, + { + "date": "2026-02-09", + "equity": 41105.38, + "return_pct": 311.05 + }, + { + "date": "2026-02-10", + "equity": 41434.15, + "return_pct": 314.34 + }, + { + "date": "2026-02-11", + "equity": 42140.17, + "return_pct": 321.4 + }, + { + "date": "2026-02-12", + "equity": 41789.26, + "return_pct": 317.89 + }, + { + "date": "2026-02-13", + "equity": 42331.91, + "return_pct": 323.32 + }, + { + "date": "2026-02-17", + "equity": 42132.87, + "return_pct": 321.33 + }, + { + "date": "2026-02-18", + "equity": 41957.56, + "return_pct": 319.58 + }, + { + "date": "2026-02-19", + "equity": 41827.65, + "return_pct": 318.28 + }, + { + "date": "2026-02-20", + "equity": 42086.52, + "return_pct": 320.87 + }, + { + "date": "2026-02-23", + "equity": 41683.95, + "return_pct": 316.84 + }, + { + "date": "2026-02-24", + "equity": 42198.58, + "return_pct": 321.99 + }, + { + "date": "2026-02-25", + "equity": 42104.41, + "return_pct": 321.04 + }, + { + "date": "2026-02-26", + "equity": 41757.67, + "return_pct": 317.58 + }, + { + "date": "2026-02-27", + "equity": 42178.98, + "return_pct": 321.79 + }, + { + "date": "2026-03-02", + "equity": 39985.44, + "return_pct": 299.85 + }, + { + "date": "2026-03-03", + "equity": 39797.61, + "return_pct": 297.98 + }, + { + "date": "2026-03-04", + "equity": 39769.42, + "return_pct": 297.69 + }, + { + "date": "2026-03-05", + "equity": 39357.21, + "return_pct": 293.57 + }, + { + "date": "2026-03-06", + "equity": 39146.41, + "return_pct": 291.46 + }, + { + "date": "2026-03-09", + "equity": 39126.17, + "return_pct": 291.26 + }, + { + "date": "2026-03-10", + "equity": 38961.47, + "return_pct": 289.61 + }, + { + "date": "2026-03-11", + "equity": 38989.84, + "return_pct": 289.9 + }, + { + "date": "2026-03-12", + "equity": 39068.68, + "return_pct": 290.69 + }, + { + "date": "2026-03-13", + "equity": 38978.29, + "return_pct": 289.78 + }, + { + "date": "2026-03-16", + "equity": 39026.78, + "return_pct": 290.27 + }, + { + "date": "2026-03-17", + "equity": 39118.41, + "return_pct": 291.18 + }, + { + "date": "2026-03-18", + "equity": 39029.54, + "return_pct": 290.3 + }, + { + "date": "2026-03-19", + "equity": 39107.4, + "return_pct": 291.07 + }, + { + "date": "2026-03-20", + "equity": 38916.45, + "return_pct": 289.16 + }, + { + "date": "2026-03-23", + "equity": 39258.06, + "return_pct": 292.58 + }, + { + "date": "2026-03-24", + "equity": 39054.31, + "return_pct": 290.54 + }, + { + "date": "2026-03-25", + "equity": 39060.36, + "return_pct": 290.6 + }, + { + "date": "2026-03-26", + "equity": 38811.55, + "return_pct": 288.12 + }, + { + "date": "2026-03-27", + "equity": 38730.17, + "return_pct": 287.3 + }, + { + "date": "2026-03-30", + "equity": 38631.09, + "return_pct": 286.31 + }, + { + "date": "2026-03-31", + "equity": 38772.92, + "return_pct": 287.73 + }, + { + "date": "2026-04-01", + "equity": 38808.54, + "return_pct": 288.09 + }, + { + "date": "2026-04-02", + "equity": 38810.48, + "return_pct": 288.1 + }, + { + "date": "2026-04-06", + "equity": 38778.23, + "return_pct": 287.78 + }, + { + "date": "2026-04-07", + "equity": 38974.06, + "return_pct": 289.74 + }, + { + "date": "2026-04-08", + "equity": 40624.74, + "return_pct": 306.25 + }, + { + "date": "2026-04-09", + "equity": 41094.97, + "return_pct": 310.95 + }, + { + "date": "2026-04-10", + "equity": 41495.8, + "return_pct": 314.96 + }, + { + "date": "2026-04-13", + "equity": 41656.86, + "return_pct": 316.57 + }, + { + "date": "2026-04-14", + "equity": 42449.05, + "return_pct": 324.49 + }, + { + "date": "2026-04-15", + "equity": 42369.29, + "return_pct": 323.69 + }, + { + "date": "2026-04-16", + "equity": 42780.71, + "return_pct": 327.81 + }, + { + "date": "2026-04-17", + "equity": 43460.88, + "return_pct": 334.61 + }, + { + "date": "2026-04-20", + "equity": 43428.55, + "return_pct": 334.29 + }, + { + "date": "2026-04-21", + "equity": 43308.97, + "return_pct": 333.09 + }, + { + "date": "2026-04-22", + "equity": 43800.69, + "return_pct": 338.01 + }, + { + "date": "2026-04-23", + "equity": 44115.68, + "return_pct": 341.16 + }, + { + "date": "2026-04-24", + "equity": 45790.82, + "return_pct": 357.91 + }, + { + "date": "2026-04-27", + "equity": 45966.59, + "return_pct": 359.67 + }, + { + "date": "2026-04-28", + "equity": 44995.18, + "return_pct": 349.95 + }, + { + "date": "2026-04-29", + "equity": 46200.13, + "return_pct": 362.0 + }, + { + "date": "2026-04-30", + "equity": 47745.29, + "return_pct": 377.45 + }, + { + "date": "2026-05-01", + "equity": 47742.21, + "return_pct": 377.42 + }, + { + "date": "2026-05-04", + "equity": 47083.46, + "return_pct": 370.83 + }, + { + "date": "2026-05-05", + "equity": 48205.64, + "return_pct": 382.06 + }, + { + "date": "2026-05-06", + "equity": 50498.19, + "return_pct": 404.98 + }, + { + "date": "2026-05-07", + "equity": 49584.99, + "return_pct": 395.85 + }, + { + "date": "2026-05-08", + "equity": 51007.84, + "return_pct": 410.08 + }, + { + "date": "2026-05-11", + "equity": 51653.19, + "return_pct": 416.53 + }, + { + "date": "2026-05-12", + "equity": 51141.91, + "return_pct": 411.42 + }, + { + "date": "2026-05-13", + "equity": 51465.62, + "return_pct": 414.66 + }, + { + "date": "2026-05-14", + "equity": 51781.38, + "return_pct": 417.81 + }, + { + "date": "2026-05-15", + "equity": 50343.25, + "return_pct": 403.43 + }, + { + "date": "2026-05-18", + "equity": 49540.9, + "return_pct": 395.41 + }, + { + "date": "2026-05-19", + "equity": 49060.54, + "return_pct": 390.61 + }, + { + "date": "2026-05-20", + "equity": 48817.79, + "return_pct": 388.18 + }, + { + "date": "2026-05-21", + "equity": 49073.88, + "return_pct": 390.74 + }, + { + "date": "2026-05-22", + "equity": 49676.19, + "return_pct": 396.76 + }, + { + "date": "2026-05-26", + "equity": 49547.21, + "return_pct": 395.47 + }, + { + "date": "2026-05-27", + "equity": 49719.4, + "return_pct": 397.19 + }, + { + "date": "2026-05-28", + "equity": 50672.66, + "return_pct": 406.73 + }, + { + "date": "2026-05-29", + "equity": 50765.37, + "return_pct": 407.65 + }, + { + "date": "2026-06-01", + "equity": 50445.26, + "return_pct": 404.45 + }, + { + "date": "2026-06-02", + "equity": 50534.75, + "return_pct": 405.35 + }, + { + "date": "2026-06-03", + "equity": 51142.56, + "return_pct": 411.43 + }, + { + "date": "2026-06-04", + "equity": 51058.66, + "return_pct": 410.59 + }, + { + "date": "2026-06-05", + "equity": 49811.94, + "return_pct": 398.12 + }, + { + "date": "2026-06-08", + "equity": 49551.67, + "return_pct": 395.52 + }, + { + "date": "2026-06-09", + "equity": 49841.83, + "return_pct": 398.42 + }, + { + "date": "2026-06-10", + "equity": 49590.85, + "return_pct": 395.91 + }, + { + "date": "2026-06-11", + "equity": 49886.24, + "return_pct": 398.86 + }, + { + "date": "2026-06-12", + "equity": 49890.89, + "return_pct": 398.91 + }, + { + "date": "2026-06-15", + "equity": 49818.07, + "return_pct": 398.18 + }, + { + "date": "2026-06-16", + "equity": 49661.6, + "return_pct": 396.62 + }, + { + "date": "2026-06-17", + "equity": 49819.62, + "return_pct": 398.2 + }, + { + "date": "2026-06-18", + "equity": 49711.69, + "return_pct": 397.12 + }, + { + "date": "2026-06-22", + "equity": 49873.33, + "return_pct": 398.73 + }, + { + "date": "2026-06-23", + "equity": 49743.19, + "return_pct": 397.43 + }, + { + "date": "2026-06-24", + "equity": 49867.13, + "return_pct": 398.67 + }, + { + "date": "2026-06-25", + "equity": 49989.53, + "return_pct": 399.9 + }, + { + "date": "2026-06-26", + "equity": 50716.13, + "return_pct": 407.16 + }, + { + "date": "2026-06-29", + "equity": 50738.34, + "return_pct": 407.38 + }, + { + "date": "2026-06-30", + "equity": 50717.68, + "return_pct": 407.18 + }, + { + "date": "2026-07-01", + "equity": 50380.47, + "return_pct": 403.8 + }, + { + "date": "2026-07-02", + "equity": 50380.47, + "return_pct": 403.8 + } + ], + "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 + }, + { + "date": "2024-08-08", + "equity": 12257.18, + "return_pct": 22.57 + }, + { + "date": "2024-08-09", + "equity": 12311.23, + "return_pct": 23.11 + }, + { + "date": "2024-08-12", + "equity": 12317.7, + "return_pct": 23.18 + }, + { + "date": "2024-08-13", + "equity": 12520.27, + "return_pct": 25.2 + }, + { + "date": "2024-08-14", + "equity": 12559.77, + "return_pct": 25.6 + }, + { + "date": "2024-08-15", + "equity": 12775.04, + "return_pct": 27.75 + }, + { + "date": "2024-08-16", + "equity": 12803.69, + "return_pct": 28.04 + }, + { + "date": "2024-08-19", + "equity": 12926.11, + "return_pct": 29.26 + }, + { + "date": "2024-08-20", + "equity": 12905.09, + "return_pct": 29.05 + }, + { + "date": "2024-08-21", + "equity": 12949.44, + "return_pct": 29.49 + }, + { + "date": "2024-08-22", + "equity": 12847.8, + "return_pct": 28.48 + }, + { + "date": "2024-08-23", + "equity": 12984.32, + "return_pct": 29.84 + }, + { + "date": "2024-08-26", + "equity": 12953.36, + "return_pct": 29.53 + }, + { + "date": "2024-08-27", + "equity": 12971.15, + "return_pct": 29.71 + }, + { + "date": "2024-08-28", + "equity": 12895.85, + "return_pct": 28.96 + }, + { + "date": "2024-08-29", + "equity": 12897.0, + "return_pct": 28.97 + }, + { + "date": "2024-08-30", + "equity": 13020.12, + "return_pct": 30.2 + }, + { + "date": "2024-09-03", + "equity": 12752.18, + "return_pct": 27.52 + }, + { + "date": "2024-09-04", + "equity": 12726.08, + "return_pct": 27.26 + }, + { + "date": "2024-09-05", + "equity": 12695.12, + "return_pct": 26.95 + }, + { + "date": "2024-09-06", + "equity": 12481.46, + "return_pct": 24.81 + }, + { + "date": "2024-09-09", + "equity": 12621.21, + "return_pct": 26.21 + }, + { + "date": "2024-09-10", + "equity": 12676.18, + "return_pct": 26.76 + }, + { + "date": "2024-09-11", + "equity": 12806.23, + "return_pct": 28.06 + }, + { + "date": "2024-09-12", + "equity": 12914.1, + "return_pct": 29.14 + }, + { + "date": "2024-09-13", + "equity": 12981.54, + "return_pct": 29.82 + }, + { + "date": "2024-09-16", + "equity": 13000.72, + "return_pct": 30.01 + }, + { + "date": "2024-09-17", + "equity": 13006.03, + "return_pct": 30.06 + }, + { + "date": "2024-09-18", + "equity": 12967.45, + "return_pct": 29.67 + }, + { + "date": "2024-09-19", + "equity": 13188.74, + "return_pct": 31.89 + }, + { + "date": "2024-09-20", + "equity": 13125.68, + "return_pct": 31.26 + }, + { + "date": "2024-09-23", + "equity": 13158.48, + "return_pct": 31.58 + }, + { + "date": "2024-09-24", + "equity": 13196.13, + "return_pct": 31.96 + }, + { + "date": "2024-09-25", + "equity": 13167.02, + "return_pct": 31.67 + }, + { + "date": "2024-09-26", + "equity": 13219.23, + "return_pct": 32.19 + }, + { + "date": "2024-09-27", + "equity": 13200.06, + "return_pct": 32.0 + }, + { + "date": "2024-09-30", + "equity": 13252.95, + "return_pct": 32.53 + }, + { + "date": "2024-10-01", + "equity": 13134.22, + "return_pct": 31.34 + }, + { + "date": "2024-10-02", + "equity": 13139.77, + "return_pct": 31.4 + }, + { + "date": "2024-10-03", + "equity": 13115.75, + "return_pct": 31.16 + }, + { + "date": "2024-10-04", + "equity": 13234.93, + "return_pct": 32.35 + }, + { + "date": "2024-10-07", + "equity": 13115.28, + "return_pct": 31.15 + }, + { + "date": "2024-10-08", + "equity": 13239.32, + "return_pct": 32.39 + }, + { + "date": "2024-10-09", + "equity": 13331.02, + "return_pct": 33.31 + }, + { + "date": "2024-10-10", + "equity": 13307.69, + "return_pct": 33.08 + }, + { + "date": "2024-10-11", + "equity": 13387.38, + "return_pct": 33.87 + }, + { + "date": "2024-10-14", + "equity": 13496.87, + "return_pct": 34.97 + }, + { + "date": "2024-10-15", + "equity": 13392.0, + "return_pct": 33.92 + }, + { + "date": "2024-10-16", + "equity": 13450.21, + "return_pct": 34.5 + }, + { + "date": "2024-10-17", + "equity": 13451.37, + "return_pct": 34.51 + }, + { + "date": "2024-10-18", + "equity": 13503.11, + "return_pct": 35.03 + }, + { + "date": "2024-10-21", + "equity": 13480.93, + "return_pct": 34.81 + }, + { + "date": "2024-10-22", + "equity": 13473.77, + "return_pct": 34.74 + }, + { + "date": "2024-10-23", + "equity": 13350.66, + "return_pct": 33.51 + }, + { + "date": "2024-10-24", + "equity": 13379.53, + "return_pct": 33.8 + }, + { + "date": "2024-10-25", + "equity": 13374.91, + "return_pct": 33.75 + }, + { + "date": "2024-10-28", + "equity": 13416.26, + "return_pct": 34.16 + }, + { + "date": "2024-10-29", + "equity": 13437.97, + "return_pct": 34.38 + }, + { + "date": "2024-10-30", + "equity": 13397.32, + "return_pct": 33.97 + }, + { + "date": "2024-10-31", + "equity": 13134.69, + "return_pct": 31.35 + }, + { + "date": "2024-11-01", + "equity": 13190.12, + "return_pct": 31.9 + }, + { + "date": "2024-11-04", + "equity": 13161.71, + "return_pct": 31.62 + }, + { + "date": "2024-11-05", + "equity": 13320.86, + "return_pct": 33.21 + }, + { + "date": "2024-11-06", + "equity": 13652.09, + "return_pct": 36.52 + }, + { + "date": "2024-11-07", + "equity": 13757.65, + "return_pct": 37.58 + }, + { + "date": "2024-11-08", + "equity": 13817.25, + "return_pct": 38.17 + }, + { + "date": "2024-11-11", + "equity": 13830.41, + "return_pct": 38.3 + }, + { + "date": "2024-11-12", + "equity": 13787.45, + "return_pct": 37.87 + }, + { + "date": "2024-11-13", + "equity": 13794.15, + "return_pct": 37.94 + }, + { + "date": "2024-11-14", + "equity": 13705.45, + "return_pct": 37.05 + }, + { + "date": "2024-11-15", + "equity": 13529.9, + "return_pct": 35.3 + }, + { + "date": "2024-11-18", + "equity": 13585.34, + "return_pct": 35.85 + }, + { + "date": "2024-11-19", + "equity": 13635.0, + "return_pct": 36.35 + }, + { + "date": "2024-11-20", + "equity": 13639.62, + "return_pct": 36.4 + }, + { + "date": "2024-11-21", + "equity": 13712.84, + "return_pct": 37.13 + }, + { + "date": "2024-11-22", + "equity": 13755.34, + "return_pct": 37.55 + }, + { + "date": "2024-11-25", + "equity": 13802.0, + "return_pct": 38.02 + }, + { + "date": "2024-11-26", + "equity": 13874.07, + "return_pct": 38.74 + }, + { + "date": "2024-11-27", + "equity": 13832.03, + "return_pct": 38.32 + }, + { + "date": "2024-11-29", + "equity": 13917.95, + "return_pct": 39.18 + }, + { + "date": "2024-12-02", + "equity": 13942.9, + "return_pct": 39.43 + }, + { + "date": "2024-12-03", + "equity": 13949.37, + "return_pct": 39.49 + }, + { + "date": "2024-12-04", + "equity": 14035.99, + "return_pct": 40.36 + }, + { + "date": "2024-12-05", + "equity": 14012.89, + "return_pct": 40.13 + }, + { + "date": "2024-12-06", + "equity": 14039.45, + "return_pct": 40.39 + }, + { + "date": "2024-12-09", + "equity": 13967.15, + "return_pct": 39.67 + }, + { + "date": "2024-12-10", + "equity": 13923.73, + "return_pct": 39.24 + }, + { + "date": "2024-12-11", + "equity": 14031.37, + "return_pct": 40.31 + }, + { + "date": "2024-12-12", + "equity": 13959.07, + "return_pct": 39.59 + }, + { + "date": "2024-12-13", + "equity": 13956.3, + "return_pct": 39.56 + }, + { + "date": "2024-12-16", + "equity": 14015.89, + "return_pct": 40.16 + }, + { + "date": "2024-12-17", + "equity": 13958.15, + "return_pct": 39.58 + }, + { + "date": "2024-12-18", + "equity": 13542.14, + "return_pct": 35.42 + }, + { + "date": "2024-12-19", + "equity": 13537.99, + "return_pct": 35.38 + }, + { + "date": "2024-12-20", + "equity": 13654.63, + "return_pct": 36.55 + }, + { + "date": "2024-12-23", + "equity": 13736.4, + "return_pct": 37.36 + }, + { + "date": "2024-12-24", + "equity": 13889.08, + "return_pct": 38.89 + }, + { + "date": "2024-12-26", + "equity": 13890.01, + "return_pct": 38.9 + }, + { + "date": "2024-12-27", + "equity": 13743.79, + "return_pct": 37.44 + }, + { + "date": "2024-12-30", + "equity": 13586.95, + "return_pct": 35.87 + }, + { + "date": "2024-12-31", + "equity": 13537.52, + "return_pct": 35.38 + }, + { + "date": "2025-01-02", + "equity": 13504.26, + "return_pct": 35.04 + }, + { + "date": "2025-01-03", + "equity": 13673.11, + "return_pct": 36.73 + }, + { + "date": "2025-01-06", + "equity": 13751.88, + "return_pct": 37.52 + }, + { + "date": "2025-01-07", + "equity": 13596.42, + "return_pct": 35.96 + }, + { + "date": "2025-01-08", + "equity": 13616.29, + "return_pct": 36.16 + }, + { + "date": "2025-01-10", + "equity": 13408.4, + "return_pct": 34.08 + }, + { + "date": "2025-01-13", + "equity": 13429.19, + "return_pct": 34.29 + }, + { + "date": "2025-01-14", + "equity": 13447.67, + "return_pct": 34.48 + }, + { + "date": "2025-01-15", + "equity": 13692.28, + "return_pct": 36.92 + }, + { + "date": "2025-01-16", + "equity": 13665.95, + "return_pct": 36.66 + }, + { + "date": "2025-01-17", + "equity": 13803.16, + "return_pct": 38.03 + }, + { + "date": "2025-01-21", + "equity": 13929.5, + "return_pct": 39.3 + }, + { + "date": "2025-01-22", + "equity": 14007.81, + "return_pct": 40.08 + }, + { + "date": "2025-01-23", + "equity": 14084.26, + "return_pct": 40.84 + }, + { + "date": "2025-01-24", + "equity": 14043.15, + "return_pct": 40.43 + }, + { + "date": "2025-01-27", + "equity": 13844.5, + "return_pct": 38.45 + }, + { + "date": "2025-01-28", + "equity": 13963.46, + "return_pct": 39.63 + }, + { + "date": "2025-01-29", + "equity": 13900.86, + "return_pct": 39.01 + }, + { + "date": "2025-01-30", + "equity": 13975.47, + "return_pct": 39.75 + }, + { + "date": "2025-01-31", + "equity": 13901.09, + "return_pct": 39.01 + }, + { + "date": "2025-02-03", + "equity": 13807.54, + "return_pct": 38.08 + }, + { + "date": "2025-02-04", + "equity": 13900.17, + "return_pct": 39.0 + }, + { + "date": "2025-02-05", + "equity": 13956.53, + "return_pct": 39.57 + }, + { + "date": "2025-02-06", + "equity": 14005.04, + "return_pct": 40.05 + }, + { + "date": "2025-02-07", + "equity": 13876.84, + "return_pct": 38.77 + }, + { + "date": "2025-02-10", + "equity": 13971.08, + "return_pct": 39.71 + }, + { + "date": "2025-02-11", + "equity": 13981.71, + "return_pct": 39.82 + }, + { + "date": "2025-02-12", + "equity": 13936.66, + "return_pct": 39.37 + }, + { + "date": "2025-02-13", + "equity": 14083.8, + "return_pct": 40.84 + }, + { + "date": "2025-02-14", + "equity": 14083.11, + "return_pct": 40.83 + }, + { + "date": "2025-02-18", + "equity": 14124.45, + "return_pct": 41.24 + }, + { + "date": "2025-02-19", + "equity": 14157.72, + "return_pct": 41.58 + }, + { + "date": "2025-02-20", + "equity": 14098.82, + "return_pct": 40.99 + }, + { + "date": "2025-02-21", + "equity": 13857.67, + "return_pct": 38.58 + }, + { + "date": "2025-02-24", + "equity": 13794.61, + "return_pct": 37.95 + }, + { + "date": "2025-02-25", + "equity": 13726.01, + "return_pct": 37.26 + }, + { + "date": "2025-02-26", + "equity": 13732.94, + "return_pct": 37.33 + }, + { + "date": "2025-02-27", + "equity": 13513.73, + "return_pct": 35.14 + }, + { + "date": "2025-02-28", + "equity": 13724.62, + "return_pct": 37.25 + }, + { + "date": "2025-03-03", + "equity": 13484.17, + "return_pct": 34.84 + }, + { + "date": "2025-03-04", + "equity": 13324.56, + "return_pct": 33.25 + }, + { + "date": "2025-03-05", + "equity": 13467.77, + "return_pct": 34.68 + }, + { + "date": "2025-03-06", + "equity": 13228.7, + "return_pct": 32.29 + }, + { + "date": "2025-03-07", + "equity": 13302.84, + "return_pct": 33.03 + }, + { + "date": "2025-03-10", + "equity": 12948.51, + "return_pct": 29.49 + }, + { + "date": "2025-03-11", + "equity": 12840.87, + "return_pct": 28.41 + }, + { + "date": "2025-03-12", + "equity": 12909.02, + "return_pct": 29.09 + }, + { + "date": "2025-03-13", + "equity": 12736.93, + "return_pct": 27.37 + }, + { + "date": "2025-03-14", + "equity": 13000.02, + "return_pct": 30.0 + }, + { + "date": "2025-03-17", + "equity": 13100.27, + "return_pct": 31.0 + }, + { + "date": "2025-03-18", + "equity": 12958.68, + "return_pct": 29.59 + }, + { + "date": "2025-03-19", + "equity": 13099.81, + "return_pct": 31.0 + }, + { + "date": "2025-03-20", + "equity": 13061.93, + "return_pct": 30.62 + }, + { + "date": "2025-03-21", + "equity": 13027.05, + "return_pct": 30.27 + }, + { + "date": "2025-03-24", + "equity": 13260.34, + "return_pct": 32.6 + }, + { + "date": "2025-03-25", + "equity": 13292.22, + "return_pct": 32.92 + }, + { + "date": "2025-03-26", + "equity": 13133.53, + "return_pct": 31.34 + }, + { + "date": "2025-03-27", + "equity": 13098.65, + "return_pct": 30.99 + }, + { + "date": "2025-03-28", + "equity": 12834.87, + "return_pct": 28.35 + }, + { + "date": "2025-03-31", + "equity": 12921.03, + "return_pct": 29.21 + }, + { + "date": "2025-04-01", + "equity": 12957.52, + "return_pct": 29.58 + }, + { + "date": "2025-04-02", + "equity": 13039.52, + "return_pct": 30.4 + }, + { + "date": "2025-04-03", + "equity": 12396.92, + "return_pct": 23.97 + }, + { + "date": "2025-04-04", + "equity": 11671.17, + "return_pct": 16.71 + }, + { + "date": "2025-04-07", + "equity": 11650.38, + "return_pct": 16.5 + }, + { + "date": "2025-04-08", + "equity": 11467.9, + "return_pct": 14.68 + }, + { + "date": "2025-04-09", + "equity": 12672.26, + "return_pct": 26.72 + }, + { + "date": "2025-04-10", + "equity": 12116.97, + "return_pct": 21.17 + }, + { + "date": "2025-04-11", + "equity": 12333.17, + "return_pct": 23.33 + }, + { + "date": "2025-04-14", + "equity": 12452.82, + "return_pct": 24.53 + }, + { + "date": "2025-04-15", + "equity": 12417.94, + "return_pct": 24.18 + }, + { + "date": "2025-04-16", + "equity": 12141.92, + "return_pct": 21.42 + }, + { + "date": "2025-04-17", + "equity": 12159.24, + "return_pct": 21.59 + }, + { + "date": "2025-04-21", + "equity": 11869.82, + "return_pct": 18.7 + }, + { + "date": "2025-04-22", + "equity": 12178.64, + "return_pct": 21.79 + }, + { + "date": "2025-04-23", + "equity": 12367.36, + "return_pct": 23.67 + }, + { + "date": "2025-04-24", + "equity": 12627.68, + "return_pct": 26.28 + }, + { + "date": "2025-04-25", + "equity": 12718.92, + "return_pct": 27.19 + }, + { + "date": "2025-04-28", + "equity": 12723.77, + "return_pct": 27.24 + }, + { + "date": "2025-04-29", + "equity": 12803.92, + "return_pct": 28.04 + }, + { + "date": "2025-04-30", + "equity": 12809.0, + "return_pct": 28.09 + }, + { + "date": "2025-05-01", + "equity": 12899.78, + "return_pct": 29.0 + }, + { + "date": "2025-05-02", + "equity": 13091.26, + "return_pct": 30.91 + }, + { + "date": "2025-05-05", + "equity": 13016.19, + "return_pct": 30.16 + }, + { + "date": "2025-05-06", + "equity": 12907.4, + "return_pct": 29.07 + }, + { + "date": "2025-05-07", + "equity": 12961.68, + "return_pct": 29.62 + }, + { + "date": "2025-05-08", + "equity": 13051.99, + "return_pct": 30.52 + }, + { + "date": "2025-05-09", + "equity": 13035.36, + "return_pct": 30.35 + }, + { + "date": "2025-05-12", + "equity": 13466.15, + "return_pct": 34.66 + }, + { + "date": "2025-05-13", + "equity": 13555.08, + "return_pct": 35.55 + }, + { + "date": "2025-05-14", + "equity": 13572.4, + "return_pct": 35.72 + }, + { + "date": "2025-05-15", + "equity": 13638.69, + "return_pct": 36.39 + }, + { + "date": "2025-05-16", + "equity": 13725.08, + "return_pct": 37.25 + }, + { + "date": "2025-05-19", + "equity": 13740.1, + "return_pct": 37.4 + }, + { + "date": "2025-05-20", + "equity": 13693.9, + "return_pct": 36.94 + }, + { + "date": "2025-05-21", + "equity": 13463.15, + "return_pct": 34.63 + }, + { + "date": "2025-05-22", + "equity": 13468.46, + "return_pct": 34.68 + }, + { + "date": "2025-05-23", + "equity": 13376.53, + "return_pct": 33.77 + }, + { + "date": "2025-05-27", + "equity": 13654.63, + "return_pct": 36.55 + }, + { + "date": "2025-05-28", + "equity": 13575.64, + "return_pct": 35.76 + }, + { + "date": "2025-05-29", + "equity": 13629.22, + "return_pct": 36.29 + }, + { + "date": "2025-05-30", + "equity": 13613.98, + "return_pct": 36.14 + }, + { + "date": "2025-06-02", + "equity": 13690.67, + "return_pct": 36.91 + }, + { + "date": "2025-06-03", + "equity": 13768.74, + "return_pct": 37.69 + }, + { + "date": "2025-06-04", + "equity": 13765.04, + "return_pct": 37.65 + }, + { + "date": "2025-06-05", + "equity": 13698.52, + "return_pct": 36.99 + }, + { + "date": "2025-06-06", + "equity": 13839.19, + "return_pct": 38.39 + }, + { + "date": "2025-06-09", + "equity": 13851.66, + "return_pct": 38.52 + }, + { + "date": "2025-06-10", + "equity": 13930.2, + "return_pct": 39.3 + }, + { + "date": "2025-06-11", + "equity": 13890.47, + "return_pct": 38.9 + }, + { + "date": "2025-06-12", + "equity": 13945.67, + "return_pct": 39.46 + }, + { + "date": "2025-06-13", + "equity": 13789.76, + "return_pct": 37.9 + }, + { + "date": "2025-06-16", + "equity": 13920.96, + "return_pct": 39.21 + }, + { + "date": "2025-06-17", + "equity": 13802.0, + "return_pct": 38.02 + }, + { + "date": "2025-06-18", + "equity": 13799.92, + "return_pct": 38.0 + }, + { + "date": "2025-06-20", + "equity": 13726.93, + "return_pct": 37.27 + }, + { + "date": "2025-06-23", + "equity": 13862.52, + "return_pct": 38.63 + }, + { + "date": "2025-06-24", + "equity": 14015.66, + "return_pct": 40.16 + }, + { + "date": "2025-06-25", + "equity": 14023.51, + "return_pct": 40.24 + }, + { + "date": "2025-06-26", + "equity": 14133.23, + "return_pct": 41.33 + }, + { + "date": "2025-06-27", + "equity": 14203.45, + "return_pct": 42.03 + }, + { + "date": "2025-06-30", + "equity": 14271.36, + "return_pct": 42.71 + }, + { + "date": "2025-07-01", + "equity": 14266.74, + "return_pct": 42.67 + }, + { + "date": "2025-07-02", + "equity": 14331.42, + "return_pct": 43.31 + }, + { + "date": "2025-07-03", + "equity": 14444.37, + "return_pct": 44.44 + }, + { + "date": "2025-07-07", + "equity": 14336.73, + "return_pct": 43.37 + }, + { + "date": "2025-07-08", + "equity": 14328.88, + "return_pct": 43.29 + }, + { + "date": "2025-07-09", + "equity": 14414.8, + "return_pct": 44.15 + }, + { + "date": "2025-07-10", + "equity": 14455.45, + "return_pct": 44.55 + }, + { + "date": "2025-07-11", + "equity": 14404.64, + "return_pct": 44.05 + }, + { + "date": "2025-07-14", + "equity": 14432.13, + "return_pct": 44.32 + }, + { + "date": "2025-07-15", + "equity": 14370.45, + "return_pct": 43.7 + }, + { + "date": "2025-07-16", + "equity": 14418.5, + "return_pct": 44.18 + }, + { + "date": "2025-07-17", + "equity": 14506.73, + "return_pct": 45.07 + }, + { + "date": "2025-07-18", + "equity": 14496.11, + "return_pct": 44.96 + }, + { + "date": "2025-07-21", + "equity": 14523.6, + "return_pct": 45.24 + }, + { + "date": "2025-07-22", + "equity": 14525.67, + "return_pct": 45.26 + }, + { + "date": "2025-07-23", + "equity": 14649.25, + "return_pct": 46.49 + }, + { + "date": "2025-07-24", + "equity": 14654.1, + "return_pct": 46.54 + }, + { + "date": "2025-07-25", + "equity": 14716.0, + "return_pct": 47.16 + }, + { + "date": "2025-07-28", + "equity": 14712.31, + "return_pct": 47.12 + }, + { + "date": "2025-07-29", + "equity": 14673.5, + "return_pct": 46.74 + }, + { + "date": "2025-07-30", + "equity": 14655.03, + "return_pct": 46.55 + }, + { + "date": "2025-07-31", + "equity": 14600.05, + "return_pct": 46.0 + }, + { + "date": "2025-08-01", + "equity": 14360.75, + "return_pct": 43.61 + }, + { + "date": "2025-08-04", + "equity": 14579.03, + "return_pct": 45.79 + }, + { + "date": "2025-08-05", + "equity": 14505.12, + "return_pct": 45.05 + }, + { + "date": "2025-08-06", + "equity": 14616.22, + "return_pct": 46.16 + }, + { + "date": "2025-08-07", + "equity": 14603.98, + "return_pct": 46.04 + }, + { + "date": "2025-08-08", + "equity": 14717.85, + "return_pct": 47.18 + }, + { + "date": "2025-08-11", + "equity": 14688.75, + "return_pct": 46.89 + }, + { + "date": "2025-08-12", + "equity": 14845.13, + "return_pct": 48.45 + }, + { + "date": "2025-08-13", + "equity": 14895.94, + "return_pct": 48.96 + }, + { + "date": "2025-08-14", + "equity": 14897.33, + "return_pct": 48.97 + }, + { + "date": "2025-08-15", + "equity": 14862.45, + "return_pct": 48.62 + }, + { + "date": "2025-08-18", + "equity": 14859.22, + "return_pct": 48.59 + }, + { + "date": "2025-08-19", + "equity": 14778.6, + "return_pct": 47.79 + }, + { + "date": "2025-08-20", + "equity": 14739.33, + "return_pct": 47.39 + }, + { + "date": "2025-08-21", + "equity": 14680.2, + "return_pct": 46.8 + }, + { + "date": "2025-08-22", + "equity": 14905.64, + "return_pct": 49.06 + }, + { + "date": "2025-08-25", + "equity": 14840.04, + "return_pct": 48.4 + }, + { + "date": "2025-08-26", + "equity": 14902.18, + "return_pct": 49.02 + }, + { + "date": "2025-08-27", + "equity": 14936.13, + "return_pct": 49.36 + }, + { + "date": "2025-08-28", + "equity": 14989.03, + "return_pct": 49.89 + }, + { + "date": "2025-08-29", + "equity": 14899.64, + "return_pct": 49.0 + }, + { + "date": "2025-09-02", + "equity": 14789.23, + "return_pct": 47.89 + }, + { + "date": "2025-09-03", + "equity": 14869.38, + "return_pct": 48.69 + }, + { + "date": "2025-09-04", + "equity": 14993.65, + "return_pct": 49.94 + }, + { + "date": "2025-09-05", + "equity": 14950.22, + "return_pct": 49.5 + }, + { + "date": "2025-09-08", + "equity": 14986.95, + "return_pct": 49.87 + }, + { + "date": "2025-09-09", + "equity": 15021.6, + "return_pct": 50.22 + }, + { + "date": "2025-09-10", + "equity": 15065.02, + "return_pct": 50.65 + }, + { + "date": "2025-09-11", + "equity": 15190.22, + "return_pct": 51.9 + }, + { + "date": "2025-09-12", + "equity": 15185.13, + "return_pct": 51.85 + }, + { + "date": "2025-09-15", + "equity": 15265.98, + "return_pct": 52.66 + }, + { + "date": "2025-09-16", + "equity": 15244.96, + "return_pct": 52.45 + }, + { + "date": "2025-09-17", + "equity": 15226.02, + "return_pct": 52.26 + }, + { + "date": "2025-09-18", + "equity": 15297.16, + "return_pct": 52.97 + }, + { + "date": "2025-09-19", + "equity": 15330.42, + "return_pct": 53.3 + }, + { + "date": "2025-09-22", + "equity": 15402.95, + "return_pct": 54.03 + }, + { + "date": "2025-09-23", + "equity": 15319.1, + "return_pct": 53.19 + }, + { + "date": "2025-09-24", + "equity": 15270.37, + "return_pct": 52.7 + }, + { + "date": "2025-09-25", + "equity": 15199.92, + "return_pct": 52.0 + }, + { + "date": "2025-09-26", + "equity": 15287.0, + "return_pct": 52.87 + }, + { + "date": "2025-09-29", + "equity": 15329.96, + "return_pct": 53.3 + }, + { + "date": "2025-09-30", + "equity": 15387.71, + "return_pct": 53.88 + }, + { + "date": "2025-10-01", + "equity": 15440.14, + "return_pct": 54.4 + }, + { + "date": "2025-10-02", + "equity": 15457.93, + "return_pct": 54.58 + }, + { + "date": "2025-10-03", + "equity": 15457.7, + "return_pct": 54.58 + }, + { + "date": "2025-10-06", + "equity": 15513.13, + "return_pct": 55.13 + }, + { + "date": "2025-10-07", + "equity": 15455.62, + "return_pct": 54.56 + }, + { + "date": "2025-10-08", + "equity": 15547.78, + "return_pct": 55.48 + }, + { + "date": "2025-10-09", + "equity": 15502.74, + "return_pct": 55.03 + }, + { + "date": "2025-10-10", + "equity": 15083.73, + "return_pct": 50.84 + }, + { + "date": "2025-10-13", + "equity": 15315.18, + "return_pct": 53.15 + }, + { + "date": "2025-10-14", + "equity": 15296.47, + "return_pct": 52.96 + }, + { + "date": "2025-10-15", + "equity": 15364.38, + "return_pct": 53.64 + }, + { + "date": "2025-10-16", + "equity": 15259.74, + "return_pct": 52.6 + }, + { + "date": "2025-10-17", + "equity": 15346.36, + "return_pct": 53.46 + }, + { + "date": "2025-10-20", + "equity": 15505.97, + "return_pct": 55.06 + }, + { + "date": "2025-10-21", + "equity": 15505.74, + "return_pct": 55.06 + }, + { + "date": "2025-10-22", + "equity": 15425.13, + "return_pct": 54.25 + }, + { + "date": "2025-10-23", + "equity": 15516.6, + "return_pct": 55.17 + }, + { + "date": "2025-10-24", + "equity": 15643.41, + "return_pct": 56.43 + }, + { + "date": "2025-10-27", + "equity": 15827.96, + "return_pct": 58.28 + }, + { + "date": "2025-10-28", + "equity": 15870.0, + "return_pct": 58.7 + }, + { + "date": "2025-10-29", + "equity": 15877.62, + "return_pct": 58.78 + }, + { + "date": "2025-10-30", + "equity": 15703.0, + "return_pct": 57.03 + }, + { + "date": "2025-10-31", + "equity": 15754.51, + "return_pct": 57.55 + }, + { + "date": "2025-11-03", + "equity": 15784.08, + "return_pct": 57.84 + }, + { + "date": "2025-11-04", + "equity": 15596.98, + "return_pct": 55.97 + }, + { + "date": "2025-11-05", + "equity": 15651.03, + "return_pct": 56.51 + }, + { + "date": "2025-11-06", + "equity": 15483.1, + "return_pct": 54.83 + }, + { + "date": "2025-11-07", + "equity": 15498.35, + "return_pct": 54.98 + }, + { + "date": "2025-11-10", + "equity": 15740.19, + "return_pct": 57.4 + }, + { + "date": "2025-11-11", + "equity": 15776.22, + "return_pct": 57.76 + }, + { + "date": "2025-11-12", + "equity": 15785.0, + "return_pct": 57.85 + }, + { + "date": "2025-11-13", + "equity": 15523.06, + "return_pct": 55.23 + }, + { + "date": "2025-11-14", + "equity": 15520.52, + "return_pct": 55.21 + }, + { + "date": "2025-11-17", + "equity": 15375.93, + "return_pct": 53.76 + }, + { + "date": "2025-11-18", + "equity": 15246.81, + "return_pct": 52.47 + }, + { + "date": "2025-11-19", + "equity": 15305.71, + "return_pct": 53.06 + }, + { + "date": "2025-11-20", + "equity": 15072.41, + "return_pct": 50.72 + }, + { + "date": "2025-11-21", + "equity": 15222.55, + "return_pct": 52.23 + }, + { + "date": "2025-11-24", + "equity": 15446.61, + "return_pct": 54.47 + }, + { + "date": "2025-11-25", + "equity": 15591.9, + "return_pct": 55.92 + }, + { + "date": "2025-11-26", + "equity": 15699.54, + "return_pct": 57.0 + }, + { + "date": "2025-11-28", + "equity": 15785.23, + "return_pct": 57.85 + }, + { + "date": "2025-12-01", + "equity": 15713.16, + "return_pct": 57.13 + }, + { + "date": "2025-12-02", + "equity": 15742.27, + "return_pct": 57.42 + }, + { + "date": "2025-12-03", + "equity": 15796.78, + "return_pct": 57.97 + }, + { + "date": "2025-12-04", + "equity": 15808.33, + "return_pct": 58.08 + }, + { + "date": "2025-12-05", + "equity": 15838.36, + "return_pct": 58.38 + }, + { + "date": "2025-12-08", + "equity": 15790.77, + "return_pct": 57.91 + }, + { + "date": "2025-12-09", + "equity": 15777.15, + "return_pct": 57.77 + }, + { + "date": "2025-12-10", + "equity": 15881.78, + "return_pct": 58.82 + }, + { + "date": "2025-12-11", + "equity": 15918.74, + "return_pct": 59.19 + }, + { + "date": "2025-12-12", + "equity": 15747.58, + "return_pct": 57.48 + }, + { + "date": "2025-12-15", + "equity": 15723.79, + "return_pct": 57.24 + }, + { + "date": "2025-12-16", + "equity": 15680.83, + "return_pct": 56.81 + }, + { + "date": "2025-12-17", + "equity": 15508.28, + "return_pct": 55.08 + }, + { + "date": "2025-12-18", + "equity": 15625.39, + "return_pct": 56.25 + }, + { + "date": "2025-12-19", + "equity": 15720.56, + "return_pct": 57.21 + }, + { + "date": "2025-12-22", + "equity": 15818.49, + "return_pct": 58.18 + }, + { + "date": "2025-12-23", + "equity": 15890.79, + "return_pct": 58.91 + }, + { + "date": "2025-12-24", + "equity": 15946.69, + "return_pct": 59.47 + }, + { + "date": "2025-12-26", + "equity": 15945.07, + "return_pct": 59.45 + }, + { + "date": "2025-12-29", + "equity": 15888.25, + "return_pct": 58.88 + }, + { + "date": "2025-12-30", + "equity": 15868.85, + "return_pct": 58.69 + }, + { + "date": "2025-12-31", + "equity": 15751.28, + "return_pct": 57.51 + }, + { + "date": "2026-01-02", + "equity": 15780.15, + "return_pct": 57.8 + }, + { + "date": "2026-01-05", + "equity": 15885.25, + "return_pct": 58.85 + }, + { + "date": "2026-01-06", + "equity": 15979.72, + "return_pct": 59.8 + }, + { + "date": "2026-01-07", + "equity": 15928.21, + "return_pct": 59.28 + }, + { + "date": "2026-01-08", + "equity": 15926.59, + "return_pct": 59.27 + }, + { + "date": "2026-01-09", + "equity": 16031.92, + "return_pct": 60.32 + }, + { + "date": "2026-01-12", + "equity": 16057.1, + "return_pct": 60.57 + }, + { + "date": "2026-01-13", + "equity": 16024.99, + "return_pct": 60.25 + }, + { + "date": "2026-01-14", + "equity": 15946.23, + "return_pct": 59.46 + }, + { + "date": "2026-01-15", + "equity": 15989.65, + "return_pct": 59.9 + }, + { + "date": "2026-01-16", + "equity": 15976.25, + "return_pct": 59.76 + }, + { + "date": "2026-01-20", + "equity": 15651.03, + "return_pct": 56.51 + }, + { + "date": "2026-01-21", + "equity": 15831.66, + "return_pct": 58.32 + }, + { + "date": "2026-01-22", + "equity": 15914.35, + "return_pct": 59.14 + }, + { + "date": "2026-01-23", + "equity": 15920.13, + "return_pct": 59.2 + }, + { + "date": "2026-01-26", + "equity": 16000.97, + "return_pct": 60.01 + }, + { + "date": "2026-01-27", + "equity": 16064.72, + "return_pct": 60.65 + }, + { + "date": "2026-01-28", + "equity": 16063.1, + "return_pct": 60.63 + }, + { + "date": "2026-01-29", + "equity": 16031.23, + "return_pct": 60.31 + }, + { + "date": "2026-01-30", + "equity": 15983.42, + "return_pct": 59.83 + }, + { + "date": "2026-02-02", + "equity": 16062.87, + "return_pct": 60.63 + }, + { + "date": "2026-02-03", + "equity": 15927.06, + "return_pct": 59.27 + }, + { + "date": "2026-02-04", + "equity": 15849.91, + "return_pct": 58.5 + }, + { + "date": "2026-02-05", + "equity": 15651.95, + "return_pct": 56.52 + }, + { + "date": "2026-02-06", + "equity": 15952.23, + "return_pct": 59.52 + }, + { + "date": "2026-02-09", + "equity": 16029.15, + "return_pct": 60.29 + }, + { + "date": "2026-02-10", + "equity": 15986.88, + "return_pct": 59.87 + }, + { + "date": "2026-02-11", + "equity": 15983.18, + "return_pct": 59.83 + }, + { + "date": "2026-02-12", + "equity": 15736.26, + "return_pct": 57.36 + }, + { + "date": "2026-02-13", + "equity": 15747.35, + "return_pct": 57.47 + }, + { + "date": "2026-02-17", + "equity": 15772.76, + "return_pct": 57.73 + }, + { + "date": "2026-02-18", + "equity": 15852.22, + "return_pct": 58.52 + }, + { + "date": "2026-02-19", + "equity": 15810.41, + "return_pct": 58.1 + }, + { + "date": "2026-02-20", + "equity": 15924.75, + "return_pct": 59.25 + }, + { + "date": "2026-02-23", + "equity": 15762.13, + "return_pct": 57.62 + }, + { + "date": "2026-02-24", + "equity": 15876.7, + "return_pct": 58.77 + }, + { + "date": "2026-02-25", + "equity": 16010.67, + "return_pct": 60.11 + }, + { + "date": "2026-02-26", + "equity": 15921.74, + "return_pct": 59.22 + }, + { + "date": "2026-02-27", + "equity": 15845.29, + "return_pct": 58.45 + }, + { + "date": "2026-03-02", + "equity": 15854.3, + "return_pct": 58.54 + }, + { + "date": "2026-03-03", + "equity": 15714.55, + "return_pct": 57.15 + }, + { + "date": "2026-03-04", + "equity": 15825.42, + "return_pct": 58.25 + }, + { + "date": "2026-03-05", + "equity": 15737.19, + "return_pct": 57.37 + }, + { + "date": "2026-03-06", + "equity": 15530.92, + "return_pct": 55.31 + }, + { + "date": "2026-03-09", + "equity": 15666.97, + "return_pct": 56.67 + }, + { + "date": "2026-03-10", + "equity": 15641.79, + "return_pct": 56.42 + }, + { + "date": "2026-03-11", + "equity": 15622.16, + "return_pct": 56.22 + }, + { + "date": "2026-03-12", + "equity": 15384.94, + "return_pct": 53.85 + }, + { + "date": "2026-03-13", + "equity": 15297.85, + "return_pct": 52.98 + }, + { + "date": "2026-03-16", + "equity": 15453.54, + "return_pct": 54.54 + }, + { + "date": "2026-03-17", + "equity": 15494.19, + "return_pct": 54.94 + }, + { + "date": "2026-03-18", + "equity": 15277.99, + "return_pct": 52.78 + }, + { + "date": "2026-03-19", + "equity": 15240.34, + "return_pct": 52.4 + }, + { + "date": "2026-03-20", + "equity": 14980.94, + "return_pct": 49.81 + }, + { + "date": "2026-03-23", + "equity": 15138.24, + "return_pct": 51.38 + }, + { + "date": "2026-03-24", + "equity": 15087.43, + "return_pct": 50.87 + }, + { + "date": "2026-03-25", + "equity": 15171.51, + "return_pct": 51.72 + }, + { + "date": "2026-03-26", + "equity": 14900.56, + "return_pct": 49.01 + }, + { + "date": "2026-03-27", + "equity": 14646.48, + "return_pct": 46.46 + }, + { + "date": "2026-03-30", + "equity": 14597.51, + "return_pct": 45.98 + }, + { + "date": "2026-03-31", + "equity": 15021.83, + "return_pct": 50.22 + }, + { + "date": "2026-04-01", + "equity": 15135.01, + "return_pct": 51.35 + }, + { + "date": "2026-04-02", + "equity": 15148.64, + "return_pct": 51.49 + }, + { + "date": "2026-04-06", + "equity": 15220.24, + "return_pct": 52.2 + }, + { + "date": "2026-04-07", + "equity": 15226.94, + "return_pct": 52.27 + }, + { + "date": "2026-04-08", + "equity": 15614.76, + "return_pct": 56.15 + }, + { + "date": "2026-04-09", + "equity": 15704.85, + "return_pct": 57.05 + }, + { + "date": "2026-04-10", + "equity": 15694.45, + "return_pct": 56.94 + }, + { + "date": "2026-04-13", + "equity": 15847.83, + "return_pct": 58.48 + }, + { + "date": "2026-04-14", + "equity": 16040.93, + "return_pct": 60.41 + }, + { + "date": "2026-04-15", + "equity": 16167.51, + "return_pct": 61.68 + }, + { + "date": "2026-04-16", + "equity": 16207.24, + "return_pct": 62.07 + }, + { + "date": "2026-04-17", + "equity": 16403.11, + "return_pct": 64.03 + }, + { + "date": "2026-04-20", + "equity": 16370.31, + "return_pct": 63.7 + }, + { + "date": "2026-04-21", + "equity": 16263.14, + "return_pct": 62.63 + }, + { + "date": "2026-04-22", + "equity": 16427.83, + "return_pct": 64.28 + }, + { + "date": "2026-04-23", + "equity": 16364.08, + "return_pct": 63.64 + }, + { + "date": "2026-04-24", + "equity": 16490.89, + "return_pct": 64.91 + }, + { + "date": "2026-04-27", + "equity": 16519.3, + "return_pct": 65.19 + }, + { + "date": "2026-04-28", + "equity": 16438.92, + "return_pct": 64.39 + }, + { + "date": "2026-04-29", + "equity": 16436.38, + "return_pct": 64.36 + }, + { + "date": "2026-04-30", + "equity": 16599.91, + "return_pct": 66.0 + }, + { + "date": "2026-05-01", + "equity": 16645.88, + "return_pct": 66.46 + }, + { + "date": "2026-05-04", + "equity": 16584.9, + "return_pct": 65.85 + }, + { + "date": "2026-05-05", + "equity": 16717.95, + "return_pct": 67.18 + }, + { + "date": "2026-05-06", + "equity": 16950.32, + "return_pct": 69.5 + }, + { + "date": "2026-05-07", + "equity": 16898.34, + "return_pct": 68.98 + }, + { + "date": "2026-05-08", + "equity": 17037.86, + "return_pct": 70.38 + }, + { + "date": "2026-05-11", + "equity": 17076.66, + "return_pct": 70.77 + }, + { + "date": "2026-05-12", + "equity": 17050.79, + "return_pct": 70.51 + }, + { + "date": "2026-05-13", + "equity": 17146.19, + "return_pct": 71.46 + }, + { + "date": "2026-05-14", + "equity": 17281.55, + "return_pct": 72.82 + }, + { + "date": "2026-05-15", + "equity": 17073.66, + "return_pct": 70.74 + }, + { + "date": "2026-05-18", + "equity": 17061.65, + "return_pct": 70.62 + }, + { + "date": "2026-05-19", + "equity": 16948.01, + "return_pct": 69.48 + }, + { + "date": "2026-05-20", + "equity": 17121.71, + "return_pct": 71.22 + }, + { + "date": "2026-05-21", + "equity": 17155.66, + "return_pct": 71.56 + }, + { + "date": "2026-05-22", + "equity": 17223.11, + "return_pct": 72.23 + }, + { + "date": "2026-05-26", + "equity": 17337.44, + "return_pct": 73.37 + }, + { + "date": "2026-05-27", + "equity": 17334.44, + "return_pct": 73.34 + }, + { + "date": "2026-05-28", + "equity": 17430.07, + "return_pct": 74.3 + }, + { + "date": "2026-05-29", + "equity": 17473.49, + "return_pct": 74.73 + }, + { + "date": "2026-06-01", + "equity": 17521.08, + "return_pct": 75.21 + }, + { + "date": "2026-06-02", + "equity": 17544.87, + "return_pct": 75.45 + }, + { + "date": "2026-06-03", + "equity": 17421.75, + "return_pct": 74.22 + }, + { + "date": "2026-06-04", + "equity": 17487.58, + "return_pct": 74.88 + }, + { + "date": "2026-06-05", + "equity": 17036.24, + "return_pct": 70.36 + }, + { + "date": "2026-06-08", + "equity": 17074.82, + "return_pct": 70.75 + }, + { + "date": "2026-06-09", + "equity": 17024.69, + "return_pct": 70.25 + }, + { + "date": "2026-06-10", + "equity": 16756.29, + "return_pct": 67.56 + }, + { + "date": "2026-06-11", + "equity": 17041.09, + "return_pct": 70.41 + }, + { + "date": "2026-06-12", + "equity": 17133.25, + "return_pct": 71.33 + }, + { + "date": "2026-06-15", + "equity": 17435.38, + "return_pct": 74.35 + }, + { + "date": "2026-06-16", + "equity": 17331.44, + "return_pct": 73.31 + }, + { + "date": "2026-06-17", + "equity": 17115.01, + "return_pct": 71.15 + }, + { + "date": "2026-06-18", + "equity": 17248.52, + "return_pct": 72.49 + }, + { + "date": "2026-06-22", + "equity": 17194.23, + "return_pct": 71.94 + }, + { + "date": "2026-06-23", + "equity": 16944.54, + "return_pct": 69.45 + }, + { + "date": "2026-06-24", + "equity": 16936.69, + "return_pct": 69.37 + }, + { + "date": "2026-06-25", + "equity": 16961.17, + "return_pct": 69.61 + }, + { + "date": "2026-06-26", + "equity": 16838.52, + "return_pct": 68.39 + }, + { + "date": "2026-06-29", + "equity": 17115.93, + "return_pct": 71.16 + }, + { + "date": "2026-06-30", + "equity": 17249.21, + "return_pct": 72.49 + }, + { + "date": "2026-07-01", + "equity": 17225.88, + "return_pct": 72.26 + }, + { + "date": "2026-07-02", + "equity": 17203.24, + "return_pct": 72.03 + } + ] + }, + { + "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", + "ranking_key": "residual_high_vol_blend_80_20_score", + "exit_policy": "atr_trail3", + "live_exit_mode": "atr_trailing", + "lookback": "all", + "lookback_label": "All history", + "starting_capital": 10000.0, + "final_equity": 50380.47, + "total_return_pct": 403.8, + "cagr_pct": 50.0, + "max_drawdown_pct": 21.4, + "sharpe": 2.03, + "trades": 321, + "win_rate": 37.4, + "avg_trade_pnl": 125.8, + "best_trade_r": 12.87, + "worst_trade_r": -3.26, + "best_trade_pnl": 4977.01, + "worst_trade_pnl": -532.7, + "avg_hold_days": 15.3, + "exit_reasons": { + "stop": 146, + "time": 78, + "trailing_stop": 97 + }, + "skipped_book_full": 0, + "spy_return_pct": 94.3, + "yearly_returns": [ + { + "year": 2022, + "return_pct": 8.1 + }, + { + "year": 2023, + "return_pct": 42.0 + }, + { + "year": 2024, + "return_pct": 36.1 + }, + { + "year": 2025, + "return_pct": 78.5 + }, + { + "year": 2026, + "return_pct": 35.1 + } + ], + "start_date": "2022-07-06", + "end_date": "2026-07-02", + "equity_curve": [ + { + "date": "2022-07-06", + "equity": 9996.28, + "return_pct": 0.0 + }, + { + "date": "2022-07-07", + "equity": 10013.25, + "return_pct": 0.17 + }, + { + "date": "2022-07-08", + "equity": 10063.32, + "return_pct": 0.67 + }, + { + "date": "2022-07-11", + "equity": 10024.86, + "return_pct": 0.29 + }, + { + "date": "2022-07-12", + "equity": 9912.85, + "return_pct": -0.83 + }, + { + "date": "2022-07-13", + "equity": 9880.9, + "return_pct": -1.15 + }, + { + "date": "2022-07-14", + "equity": 9992.36, + "return_pct": -0.04 + }, + { + "date": "2022-07-15", + "equity": 10195.49, + "return_pct": 1.99 + }, + { + "date": "2022-07-18", + "equity": 10079.01, + "return_pct": 0.83 + }, + { + "date": "2022-07-19", + "equity": 10370.35, + "return_pct": 3.74 + }, + { + "date": "2022-07-20", + "equity": 10460.36, + "return_pct": 4.64 + }, + { + "date": "2022-07-21", + "equity": 10726.38, + "return_pct": 7.3 + }, + { + "date": "2022-07-22", + "equity": 10651.86, + "return_pct": 6.56 + }, + { + "date": "2022-07-25", + "equity": 10661.54, + "return_pct": 6.66 + }, + { + "date": "2022-07-26", + "equity": 10607.59, + "return_pct": 6.12 + }, + { + "date": "2022-07-27", + "equity": 10979.29, + "return_pct": 9.83 + }, + { + "date": "2022-07-28", + "equity": 11265.96, + "return_pct": 12.7 + }, + { + "date": "2022-07-29", + "equity": 11445.08, + "return_pct": 14.49 + }, + { + "date": "2022-08-01", + "equity": 11488.81, + "return_pct": 14.93 + }, + { + "date": "2022-08-02", + "equity": 11452.33, + "return_pct": 14.57 + }, + { + "date": "2022-08-03", + "equity": 11576.03, + "return_pct": 15.8 + }, + { + "date": "2022-08-04", + "equity": 11598.23, + "return_pct": 16.03 + }, + { + "date": "2022-08-05", + "equity": 11629.52, + "return_pct": 16.34 + }, + { + "date": "2022-08-08", + "equity": 11586.35, + "return_pct": 15.91 + }, + { + "date": "2022-08-09", + "equity": 11500.63, + "return_pct": 15.05 + }, + { + "date": "2022-08-10", + "equity": 11745.9, + "return_pct": 17.5 + }, + { + "date": "2022-08-11", + "equity": 11754.59, + "return_pct": 17.59 + }, + { + "date": "2022-08-12", + "equity": 11957.71, + "return_pct": 19.62 + }, + { + "date": "2022-08-15", + "equity": 12110.85, + "return_pct": 21.15 + }, + { + "date": "2022-08-16", + "equity": 12112.58, + "return_pct": 21.17 + }, + { + "date": "2022-08-17", + "equity": 12063.8, + "return_pct": 20.68 + }, + { + "date": "2022-08-18", + "equity": 12168.37, + "return_pct": 21.73 + }, + { + "date": "2022-08-19", + "equity": 11954.7, + "return_pct": 19.59 + }, + { + "date": "2022-08-22", + "equity": 11894.89, + "return_pct": 18.99 + }, + { + "date": "2022-08-23", + "equity": 12019.44, + "return_pct": 20.24 + }, + { + "date": "2022-08-24", + "equity": 12141.8, + "return_pct": 21.46 + }, + { + "date": "2022-08-25", + "equity": 12314.93, + "return_pct": 23.2 + }, + { + "date": "2022-08-26", + "equity": 12111.59, + "return_pct": 21.16 + }, + { + "date": "2022-08-29", + "equity": 12113.07, + "return_pct": 21.18 + }, + { + "date": "2022-08-30", + "equity": 11723.69, + "return_pct": 17.28 + }, + { + "date": "2022-08-31", + "equity": 11607.49, + "return_pct": 16.12 + }, + { + "date": "2022-09-01", + "equity": 11265.24, + "return_pct": 12.69 + }, + { + "date": "2022-09-02", + "equity": 11398.34, + "return_pct": 14.03 + }, + { + "date": "2022-09-06", + "equity": 11207.32, + "return_pct": 12.11 + }, + { + "date": "2022-09-07", + "equity": 11051.05, + "return_pct": 10.55 + }, + { + "date": "2022-09-08", + "equity": 11110.11, + "return_pct": 11.14 + }, + { + "date": "2022-09-09", + "equity": 11354.34, + "return_pct": 13.59 + }, + { + "date": "2022-09-12", + "equity": 11397.71, + "return_pct": 14.02 + }, + { + "date": "2022-09-13", + "equity": 11026.66, + "return_pct": 10.31 + }, + { + "date": "2022-09-14", + "equity": 11338.41, + "return_pct": 13.43 + }, + { + "date": "2022-09-15", + "equity": 11166.57, + "return_pct": 11.71 + }, + { + "date": "2022-09-16", + "equity": 10860.55, + "return_pct": 8.65 + }, + { + "date": "2022-09-19", + "equity": 10785.2, + "return_pct": 7.89 + }, + { + "date": "2022-09-20", + "equity": 10739.96, + "return_pct": 7.44 + }, + { + "date": "2022-09-21", + "equity": 10657.0, + "return_pct": 6.61 + }, + { + "date": "2022-09-22", + "equity": 10716.29, + "return_pct": 7.2 + }, + { + "date": "2022-09-23", + "equity": 10510.93, + "return_pct": 5.15 + }, + { + "date": "2022-09-26", + "equity": 10493.79, + "return_pct": 4.98 + }, + { + "date": "2022-09-27", + "equity": 10498.52, + "return_pct": 5.02 + }, + { + "date": "2022-09-28", + "equity": 10525.19, + "return_pct": 5.29 + }, + { + "date": "2022-09-29", + "equity": 10507.78, + "return_pct": 5.12 + }, + { + "date": "2022-09-30", + "equity": 10463.45, + "return_pct": 4.67 + }, + { + "date": "2022-10-03", + "equity": 10463.45, + "return_pct": 4.67 + }, + { + "date": "2022-10-04", + "equity": 10463.45, + "return_pct": 4.67 + }, + { + "date": "2022-10-05", + "equity": 10463.45, + "return_pct": 4.67 + }, + { + "date": "2022-10-06", + "equity": 10454.68, + "return_pct": 4.59 + }, + { + "date": "2022-10-07", + "equity": 10295.98, + "return_pct": 3.0 + }, + { + "date": "2022-10-10", + "equity": 10141.46, + "return_pct": 1.45 + }, + { + "date": "2022-10-11", + "equity": 10172.87, + "return_pct": 1.77 + }, + { + "date": "2022-10-12", + "equity": 10179.67, + "return_pct": 1.83 + }, + { + "date": "2022-10-13", + "equity": 10286.83, + "return_pct": 2.91 + }, + { + "date": "2022-10-14", + "equity": 9854.35, + "return_pct": -1.42 + }, + { + "date": "2022-10-17", + "equity": 10016.69, + "return_pct": 0.2 + }, + { + "date": "2022-10-18", + "equity": 10149.12, + "return_pct": 1.53 + }, + { + "date": "2022-10-19", + "equity": 10315.96, + "return_pct": 3.2 + }, + { + "date": "2022-10-20", + "equity": 10353.84, + "return_pct": 3.58 + }, + { + "date": "2022-10-21", + "equity": 10931.84, + "return_pct": 9.36 + }, + { + "date": "2022-10-24", + "equity": 11183.65, + "return_pct": 11.88 + }, + { + "date": "2022-10-25", + "equity": 11263.96, + "return_pct": 12.68 + }, + { + "date": "2022-10-26", + "equity": 11402.76, + "return_pct": 14.07 + }, + { + "date": "2022-10-27", + "equity": 11382.59, + "return_pct": 13.87 + }, + { + "date": "2022-10-28", + "equity": 11186.87, + "return_pct": 11.91 + }, + { + "date": "2022-10-31", + "equity": 11280.34, + "return_pct": 12.85 + }, + { + "date": "2022-11-01", + "equity": 11345.23, + "return_pct": 13.49 + }, + { + "date": "2022-11-02", + "equity": 11135.84, + "return_pct": 11.4 + }, + { + "date": "2022-11-03", + "equity": 11217.54, + "return_pct": 12.22 + }, + { + "date": "2022-11-04", + "equity": 11591.09, + "return_pct": 15.95 + }, + { + "date": "2022-11-07", + "equity": 11756.51, + "return_pct": 17.61 + }, + { + "date": "2022-11-08", + "equity": 11740.9, + "return_pct": 17.45 + }, + { + "date": "2022-11-09", + "equity": 11252.28, + "return_pct": 12.56 + }, + { + "date": "2022-11-10", + "equity": 11520.26, + "return_pct": 15.25 + }, + { + "date": "2022-11-11", + "equity": 11701.9, + "return_pct": 17.06 + }, + { + "date": "2022-11-14", + "equity": 11765.03, + "return_pct": 17.69 + }, + { + "date": "2022-11-15", + "equity": 11870.6, + "return_pct": 18.75 + }, + { + "date": "2022-11-16", + "equity": 11658.66, + "return_pct": 16.63 + }, + { + "date": "2022-11-17", + "equity": 11691.46, + "return_pct": 16.96 + }, + { + "date": "2022-11-18", + "equity": 11725.06, + "return_pct": 17.29 + }, + { + "date": "2022-11-21", + "equity": 11398.46, + "return_pct": 14.03 + }, + { + "date": "2022-11-22", + "equity": 11525.85, + "return_pct": 15.3 + }, + { + "date": "2022-11-23", + "equity": 11519.77, + "return_pct": 15.24 + }, + { + "date": "2022-11-25", + "equity": 11450.48, + "return_pct": 14.55 + }, + { + "date": "2022-11-28", + "equity": 11292.75, + "return_pct": 12.97 + }, + { + "date": "2022-11-29", + "equity": 11310.81, + "return_pct": 13.15 + }, + { + "date": "2022-11-30", + "equity": 11661.14, + "return_pct": 16.65 + }, + { + "date": "2022-12-01", + "equity": 11625.84, + "return_pct": 16.3 + }, + { + "date": "2022-12-02", + "equity": 11575.11, + "return_pct": 15.79 + }, + { + "date": "2022-12-05", + "equity": 11313.04, + "return_pct": 13.17 + }, + { + "date": "2022-12-06", + "equity": 11187.9, + "return_pct": 11.92 + }, + { + "date": "2022-12-07", + "equity": 11093.18, + "return_pct": 10.97 + }, + { + "date": "2022-12-08", + "equity": 11153.62, + "return_pct": 11.58 + }, + { + "date": "2022-12-09", + "equity": 11044.59, + "return_pct": 10.49 + }, + { + "date": "2022-12-12", + "equity": 11115.55, + "return_pct": 11.2 + }, + { + "date": "2022-12-13", + "equity": 11135.73, + "return_pct": 11.4 + }, + { + "date": "2022-12-14", + "equity": 11144.8, + "return_pct": 11.49 + }, + { + "date": "2022-12-15", + "equity": 11138.51, + "return_pct": 11.43 + }, + { + "date": "2022-12-16", + "equity": 11056.49, + "return_pct": 10.61 + }, + { + "date": "2022-12-19", + "equity": 10825.23, + "return_pct": 8.29 + }, + { + "date": "2022-12-20", + "equity": 10834.16, + "return_pct": 8.38 + }, + { + "date": "2022-12-21", + "equity": 10939.06, + "return_pct": 9.43 + }, + { + "date": "2022-12-22", + "equity": 10830.75, + "return_pct": 8.35 + }, + { + "date": "2022-12-23", + "equity": 10857.58, + "return_pct": 8.62 + }, + { + "date": "2022-12-27", + "equity": 10930.58, + "return_pct": 9.35 + }, + { + "date": "2022-12-28", + "equity": 10683.63, + "return_pct": 6.88 + }, + { + "date": "2022-12-29", + "equity": 10918.38, + "return_pct": 9.22 + }, + { + "date": "2022-12-30", + "equity": 10806.87, + "return_pct": 8.11 + }, + { + "date": "2023-01-03", + "equity": 10788.78, + "return_pct": 7.93 + }, + { + "date": "2023-01-04", + "equity": 10956.69, + "return_pct": 9.61 + }, + { + "date": "2023-01-05", + "equity": 10917.21, + "return_pct": 9.21 + }, + { + "date": "2023-01-06", + "equity": 10997.01, + "return_pct": 10.01 + }, + { + "date": "2023-01-09", + "equity": 11058.1, + "return_pct": 10.62 + }, + { + "date": "2023-01-10", + "equity": 11129.16, + "return_pct": 11.33 + }, + { + "date": "2023-01-11", + "equity": 11186.82, + "return_pct": 11.91 + }, + { + "date": "2023-01-12", + "equity": 11368.49, + "return_pct": 13.73 + }, + { + "date": "2023-01-13", + "equity": 11439.3, + "return_pct": 14.44 + }, + { + "date": "2023-01-17", + "equity": 11383.27, + "return_pct": 13.88 + }, + { + "date": "2023-01-18", + "equity": 11347.25, + "return_pct": 13.51 + }, + { + "date": "2023-01-19", + "equity": 11368.46, + "return_pct": 13.73 + }, + { + "date": "2023-01-20", + "equity": 11546.27, + "return_pct": 15.51 + }, + { + "date": "2023-01-23", + "equity": 11821.37, + "return_pct": 18.26 + }, + { + "date": "2023-01-24", + "equity": 11677.85, + "return_pct": 16.82 + }, + { + "date": "2023-01-25", + "equity": 11728.53, + "return_pct": 17.33 + }, + { + "date": "2023-01-26", + "equity": 11934.01, + "return_pct": 19.38 + }, + { + "date": "2023-01-27", + "equity": 11872.9, + "return_pct": 18.77 + }, + { + "date": "2023-01-30", + "equity": 11609.78, + "return_pct": 16.14 + }, + { + "date": "2023-01-31", + "equity": 11897.37, + "return_pct": 19.02 + }, + { + "date": "2023-02-01", + "equity": 12063.65, + "return_pct": 20.68 + }, + { + "date": "2023-02-02", + "equity": 12085.43, + "return_pct": 20.9 + }, + { + "date": "2023-02-03", + "equity": 11932.94, + "return_pct": 19.37 + }, + { + "date": "2023-02-06", + "equity": 11871.39, + "return_pct": 18.76 + }, + { + "date": "2023-02-07", + "equity": 11779.87, + "return_pct": 17.84 + }, + { + "date": "2023-02-08", + "equity": 11706.45, + "return_pct": 17.11 + }, + { + "date": "2023-02-09", + "equity": 11986.9, + "return_pct": 19.91 + }, + { + "date": "2023-02-10", + "equity": 12059.3, + "return_pct": 20.64 + }, + { + "date": "2023-02-13", + "equity": 12130.24, + "return_pct": 21.35 + }, + { + "date": "2023-02-14", + "equity": 12166.41, + "return_pct": 21.71 + }, + { + "date": "2023-02-15", + "equity": 12043.22, + "return_pct": 20.48 + }, + { + "date": "2023-02-16", + "equity": 11883.19, + "return_pct": 18.88 + }, + { + "date": "2023-02-17", + "equity": 11744.5, + "return_pct": 17.49 + }, + { + "date": "2023-02-21", + "equity": 11583.33, + "return_pct": 15.88 + }, + { + "date": "2023-02-22", + "equity": 11534.45, + "return_pct": 15.39 + }, + { + "date": "2023-02-23", + "equity": 11546.26, + "return_pct": 15.51 + }, + { + "date": "2023-02-24", + "equity": 11499.54, + "return_pct": 15.04 + }, + { + "date": "2023-02-27", + "equity": 11499.54, + "return_pct": 15.04 + }, + { + "date": "2023-02-28", + "equity": 11499.54, + "return_pct": 15.04 + }, + { + "date": "2023-03-01", + "equity": 11499.54, + "return_pct": 15.04 + }, + { + "date": "2023-03-02", + "equity": 11497.24, + "return_pct": 15.02 + }, + { + "date": "2023-03-03", + "equity": 11538.58, + "return_pct": 15.43 + }, + { + "date": "2023-03-06", + "equity": 11537.85, + "return_pct": 15.42 + }, + { + "date": "2023-03-07", + "equity": 11500.14, + "return_pct": 15.04 + }, + { + "date": "2023-03-08", + "equity": 11476.93, + "return_pct": 14.81 + }, + { + "date": "2023-03-09", + "equity": 11393.63, + "return_pct": 13.98 + }, + { + "date": "2023-03-10", + "equity": 11303.36, + "return_pct": 13.08 + }, + { + "date": "2023-03-13", + "equity": 11229.44, + "return_pct": 12.34 + }, + { + "date": "2023-03-14", + "equity": 11278.02, + "return_pct": 12.82 + }, + { + "date": "2023-03-15", + "equity": 11197.8, + "return_pct": 12.02 + }, + { + "date": "2023-03-16", + "equity": 11193.56, + "return_pct": 11.98 + }, + { + "date": "2023-03-17", + "equity": 11180.17, + "return_pct": 11.84 + }, + { + "date": "2023-03-20", + "equity": 11267.54, + "return_pct": 12.72 + }, + { + "date": "2023-03-21", + "equity": 11281.36, + "return_pct": 12.86 + }, + { + "date": "2023-03-22", + "equity": 11211.03, + "return_pct": 12.15 + }, + { + "date": "2023-03-23", + "equity": 11206.7, + "return_pct": 12.11 + }, + { + "date": "2023-03-24", + "equity": 11085.57, + "return_pct": 10.9 + }, + { + "date": "2023-03-27", + "equity": 10974.58, + "return_pct": 9.79 + }, + { + "date": "2023-03-28", + "equity": 10964.28, + "return_pct": 9.68 + }, + { + "date": "2023-03-29", + "equity": 10996.28, + "return_pct": 10.0 + }, + { + "date": "2023-03-30", + "equity": 11012.56, + "return_pct": 10.17 + }, + { + "date": "2023-03-31", + "equity": 11144.25, + "return_pct": 11.48 + }, + { + "date": "2023-04-03", + "equity": 11222.52, + "return_pct": 12.27 + }, + { + "date": "2023-04-04", + "equity": 11117.01, + "return_pct": 11.21 + }, + { + "date": "2023-04-05", + "equity": 11081.79, + "return_pct": 10.86 + }, + { + "date": "2023-04-06", + "equity": 11078.69, + "return_pct": 10.83 + }, + { + "date": "2023-04-10", + "equity": 11113.4, + "return_pct": 11.18 + }, + { + "date": "2023-04-11", + "equity": 11263.31, + "return_pct": 12.68 + }, + { + "date": "2023-04-12", + "equity": 11220.15, + "return_pct": 12.24 + }, + { + "date": "2023-04-13", + "equity": 11257.36, + "return_pct": 12.62 + }, + { + "date": "2023-04-14", + "equity": 11127.03, + "return_pct": 11.31 + }, + { + "date": "2023-04-17", + "equity": 11130.46, + "return_pct": 11.35 + }, + { + "date": "2023-04-18", + "equity": 11194.47, + "return_pct": 11.99 + }, + { + "date": "2023-04-19", + "equity": 11273.42, + "return_pct": 12.78 + }, + { + "date": "2023-04-20", + "equity": 11342.1, + "return_pct": 13.46 + }, + { + "date": "2023-04-21", + "equity": 11423.19, + "return_pct": 14.27 + }, + { + "date": "2023-04-24", + "equity": 11423.42, + "return_pct": 14.28 + }, + { + "date": "2023-04-25", + "equity": 11291.41, + "return_pct": 12.96 + }, + { + "date": "2023-04-26", + "equity": 11207.38, + "return_pct": 12.12 + }, + { + "date": "2023-04-27", + "equity": 11490.77, + "return_pct": 14.95 + }, + { + "date": "2023-04-28", + "equity": 11528.15, + "return_pct": 15.32 + }, + { + "date": "2023-05-01", + "equity": 11510.14, + "return_pct": 15.14 + }, + { + "date": "2023-05-02", + "equity": 11426.14, + "return_pct": 14.3 + }, + { + "date": "2023-05-03", + "equity": 11407.31, + "return_pct": 14.12 + }, + { + "date": "2023-05-04", + "equity": 11240.54, + "return_pct": 12.45 + }, + { + "date": "2023-05-05", + "equity": 11470.55, + "return_pct": 14.75 + }, + { + "date": "2023-05-08", + "equity": 11724.76, + "return_pct": 17.29 + }, + { + "date": "2023-05-09", + "equity": 11626.66, + "return_pct": 16.31 + }, + { + "date": "2023-05-10", + "equity": 11752.64, + "return_pct": 17.57 + }, + { + "date": "2023-05-11", + "equity": 11755.73, + "return_pct": 17.6 + }, + { + "date": "2023-05-12", + "equity": 11607.13, + "return_pct": 16.11 + }, + { + "date": "2023-05-15", + "equity": 11685.78, + "return_pct": 16.9 + }, + { + "date": "2023-05-16", + "equity": 11639.57, + "return_pct": 16.44 + }, + { + "date": "2023-05-17", + "equity": 11870.19, + "return_pct": 18.75 + }, + { + "date": "2023-05-18", + "equity": 12318.68, + "return_pct": 23.23 + }, + { + "date": "2023-05-19", + "equity": 12184.42, + "return_pct": 21.89 + }, + { + "date": "2023-05-22", + "equity": 12320.64, + "return_pct": 23.25 + }, + { + "date": "2023-05-23", + "equity": 12055.19, + "return_pct": 20.6 + }, + { + "date": "2023-05-24", + "equity": 12029.72, + "return_pct": 20.34 + }, + { + "date": "2023-05-25", + "equity": 12851.79, + "return_pct": 28.57 + }, + { + "date": "2023-05-26", + "equity": 13233.49, + "return_pct": 32.38 + }, + { + "date": "2023-05-30", + "equity": 13406.64, + "return_pct": 34.12 + }, + { + "date": "2023-05-31", + "equity": 13181.77, + "return_pct": 31.87 + }, + { + "date": "2023-06-01", + "equity": 13536.27, + "return_pct": 35.41 + }, + { + "date": "2023-06-02", + "equity": 13577.49, + "return_pct": 35.83 + }, + { + "date": "2023-06-05", + "equity": 13603.82, + "return_pct": 36.09 + }, + { + "date": "2023-06-06", + "equity": 13449.26, + "return_pct": 34.54 + }, + { + "date": "2023-06-07", + "equity": 13242.45, + "return_pct": 32.47 + }, + { + "date": "2023-06-08", + "equity": 13427.71, + "return_pct": 34.33 + }, + { + "date": "2023-06-09", + "equity": 13611.34, + "return_pct": 36.16 + }, + { + "date": "2023-06-12", + "equity": 13743.23, + "return_pct": 37.48 + }, + { + "date": "2023-06-13", + "equity": 13892.12, + "return_pct": 38.97 + }, + { + "date": "2023-06-14", + "equity": 13994.82, + "return_pct": 40.0 + }, + { + "date": "2023-06-15", + "equity": 14297.99, + "return_pct": 43.03 + }, + { + "date": "2023-06-16", + "equity": 14190.73, + "return_pct": 41.96 + }, + { + "date": "2023-06-20", + "equity": 14109.26, + "return_pct": 41.15 + }, + { + "date": "2023-06-21", + "equity": 14039.88, + "return_pct": 40.45 + }, + { + "date": "2023-06-22", + "equity": 13943.43, + "return_pct": 39.49 + }, + { + "date": "2023-06-23", + "equity": 13979.23, + "return_pct": 39.84 + }, + { + "date": "2023-06-26", + "equity": 13693.99, + "return_pct": 36.99 + }, + { + "date": "2023-06-27", + "equity": 13950.91, + "return_pct": 39.56 + }, + { + "date": "2023-06-28", + "equity": 14163.88, + "return_pct": 41.69 + }, + { + "date": "2023-06-29", + "equity": 14190.56, + "return_pct": 41.96 + }, + { + "date": "2023-06-30", + "equity": 14329.6, + "return_pct": 43.35 + }, + { + "date": "2023-07-03", + "equity": 14634.22, + "return_pct": 46.4 + }, + { + "date": "2023-07-05", + "equity": 14719.92, + "return_pct": 47.25 + }, + { + "date": "2023-07-06", + "equity": 14515.44, + "return_pct": 45.21 + }, + { + "date": "2023-07-07", + "equity": 14613.55, + "return_pct": 46.19 + }, + { + "date": "2023-07-10", + "equity": 14994.05, + "return_pct": 50.0 + }, + { + "date": "2023-07-11", + "equity": 15418.15, + "return_pct": 54.24 + }, + { + "date": "2023-07-12", + "equity": 15665.18, + "return_pct": 56.71 + }, + { + "date": "2023-07-13", + "equity": 16158.06, + "return_pct": 61.64 + }, + { + "date": "2023-07-14", + "equity": 16167.59, + "return_pct": 61.74 + }, + { + "date": "2023-07-17", + "equity": 16324.92, + "return_pct": 63.31 + }, + { + "date": "2023-07-18", + "equity": 16361.61, + "return_pct": 63.68 + }, + { + "date": "2023-07-19", + "equity": 16373.39, + "return_pct": 63.79 + }, + { + "date": "2023-07-20", + "equity": 15886.67, + "return_pct": 58.93 + }, + { + "date": "2023-07-21", + "equity": 15808.08, + "return_pct": 58.14 + }, + { + "date": "2023-07-24", + "equity": 15659.11, + "return_pct": 56.65 + }, + { + "date": "2023-07-25", + "equity": 15686.96, + "return_pct": 56.93 + }, + { + "date": "2023-07-26", + "equity": 15745.35, + "return_pct": 57.51 + }, + { + "date": "2023-07-27", + "equity": 15691.83, + "return_pct": 56.98 + }, + { + "date": "2023-07-28", + "equity": 16117.22, + "return_pct": 61.23 + }, + { + "date": "2023-07-31", + "equity": 15989.02, + "return_pct": 59.95 + }, + { + "date": "2023-08-01", + "equity": 15934.66, + "return_pct": 59.41 + }, + { + "date": "2023-08-02", + "equity": 15785.86, + "return_pct": 57.92 + }, + { + "date": "2023-08-03", + "equity": 15649.45, + "return_pct": 56.55 + }, + { + "date": "2023-08-04", + "equity": 15460.09, + "return_pct": 54.66 + }, + { + "date": "2023-08-07", + "equity": 15487.3, + "return_pct": 54.93 + }, + { + "date": "2023-08-08", + "equity": 15366.27, + "return_pct": 53.72 + }, + { + "date": "2023-08-09", + "equity": 15103.63, + "return_pct": 51.09 + }, + { + "date": "2023-08-10", + "equity": 15086.7, + "return_pct": 50.92 + }, + { + "date": "2023-08-11", + "equity": 15053.06, + "return_pct": 50.59 + }, + { + "date": "2023-08-14", + "equity": 15020.61, + "return_pct": 50.26 + }, + { + "date": "2023-08-15", + "equity": 14943.31, + "return_pct": 49.49 + }, + { + "date": "2023-08-16", + "equity": 14875.38, + "return_pct": 48.81 + }, + { + "date": "2023-08-17", + "equity": 14710.2, + "return_pct": 47.16 + }, + { + "date": "2023-08-18", + "equity": 14627.64, + "return_pct": 46.33 + }, + { + "date": "2023-08-21", + "equity": 14558.51, + "return_pct": 45.64 + }, + { + "date": "2023-08-22", + "equity": 14625.43, + "return_pct": 46.31 + }, + { + "date": "2023-08-23", + "equity": 14671.93, + "return_pct": 46.77 + }, + { + "date": "2023-08-24", + "equity": 14302.73, + "return_pct": 43.08 + }, + { + "date": "2023-08-25", + "equity": 14373.41, + "return_pct": 43.79 + }, + { + "date": "2023-08-28", + "equity": 14467.06, + "return_pct": 44.72 + }, + { + "date": "2023-08-29", + "equity": 14606.05, + "return_pct": 46.11 + }, + { + "date": "2023-08-30", + "equity": 14647.99, + "return_pct": 46.53 + }, + { + "date": "2023-08-31", + "equity": 14630.74, + "return_pct": 46.36 + }, + { + "date": "2023-09-01", + "equity": 14752.9, + "return_pct": 47.58 + }, + { + "date": "2023-09-05", + "equity": 14631.87, + "return_pct": 46.37 + }, + { + "date": "2023-09-06", + "equity": 14632.32, + "return_pct": 46.38 + }, + { + "date": "2023-09-07", + "equity": 14393.73, + "return_pct": 43.99 + }, + { + "date": "2023-09-08", + "equity": 14365.4, + "return_pct": 43.71 + }, + { + "date": "2023-09-11", + "equity": 14562.27, + "return_pct": 45.68 + }, + { + "date": "2023-09-12", + "equity": 14494.96, + "return_pct": 45.0 + }, + { + "date": "2023-09-13", + "equity": 14357.28, + "return_pct": 43.63 + }, + { + "date": "2023-09-14", + "equity": 14554.41, + "return_pct": 45.6 + }, + { + "date": "2023-09-15", + "equity": 14233.42, + "return_pct": 42.39 + }, + { + "date": "2023-09-18", + "equity": 14209.75, + "return_pct": 42.15 + }, + { + "date": "2023-09-19", + "equity": 14107.27, + "return_pct": 41.13 + }, + { + "date": "2023-09-20", + "equity": 14012.34, + "return_pct": 40.18 + }, + { + "date": "2023-09-21", + "equity": 13851.98, + "return_pct": 38.57 + }, + { + "date": "2023-09-22", + "equity": 13895.36, + "return_pct": 39.01 + }, + { + "date": "2023-09-25", + "equity": 13925.25, + "return_pct": 39.3 + }, + { + "date": "2023-09-26", + "equity": 13853.12, + "return_pct": 38.58 + }, + { + "date": "2023-09-27", + "equity": 13735.26, + "return_pct": 37.4 + }, + { + "date": "2023-09-28", + "equity": 13729.77, + "return_pct": 37.35 + }, + { + "date": "2023-09-29", + "equity": 13728.8, + "return_pct": 37.34 + }, + { + "date": "2023-10-02", + "equity": 13764.95, + "return_pct": 37.7 + }, + { + "date": "2023-10-03", + "equity": 13709.21, + "return_pct": 37.14 + }, + { + "date": "2023-10-04", + "equity": 13760.22, + "return_pct": 37.65 + }, + { + "date": "2023-10-05", + "equity": 13763.71, + "return_pct": 37.69 + }, + { + "date": "2023-10-06", + "equity": 13893.05, + "return_pct": 38.98 + }, + { + "date": "2023-10-09", + "equity": 13931.97, + "return_pct": 39.37 + }, + { + "date": "2023-10-10", + "equity": 13990.12, + "return_pct": 39.95 + }, + { + "date": "2023-10-11", + "equity": 14063.09, + "return_pct": 40.68 + }, + { + "date": "2023-10-12", + "equity": 13900.73, + "return_pct": 39.06 + }, + { + "date": "2023-10-13", + "equity": 13574.36, + "return_pct": 35.79 + }, + { + "date": "2023-10-16", + "equity": 13581.64, + "return_pct": 35.87 + }, + { + "date": "2023-10-17", + "equity": 13479.0, + "return_pct": 34.84 + }, + { + "date": "2023-10-18", + "equity": 13328.1, + "return_pct": 33.33 + }, + { + "date": "2023-10-19", + "equity": 13252.4, + "return_pct": 32.57 + }, + { + "date": "2023-10-20", + "equity": 13039.57, + "return_pct": 30.44 + }, + { + "date": "2023-10-23", + "equity": 13094.24, + "return_pct": 30.99 + }, + { + "date": "2023-10-24", + "equity": 13012.48, + "return_pct": 30.17 + }, + { + "date": "2023-10-25", + "equity": 12914.37, + "return_pct": 29.19 + }, + { + "date": "2023-10-26", + "equity": 12911.79, + "return_pct": 29.17 + }, + { + "date": "2023-10-27", + "equity": 12885.16, + "return_pct": 28.9 + }, + { + "date": "2023-10-30", + "equity": 12927.55, + "return_pct": 29.32 + }, + { + "date": "2023-10-31", + "equity": 12907.98, + "return_pct": 29.13 + }, + { + "date": "2023-11-01", + "equity": 12868.31, + "return_pct": 28.73 + }, + { + "date": "2023-11-02", + "equity": 12964.5, + "return_pct": 29.69 + }, + { + "date": "2023-11-03", + "equity": 13334.83, + "return_pct": 33.4 + }, + { + "date": "2023-11-06", + "equity": 13261.17, + "return_pct": 32.66 + }, + { + "date": "2023-11-07", + "equity": 13367.05, + "return_pct": 33.72 + }, + { + "date": "2023-11-08", + "equity": 13288.12, + "return_pct": 32.93 + }, + { + "date": "2023-11-09", + "equity": 13220.24, + "return_pct": 32.25 + }, + { + "date": "2023-11-10", + "equity": 13638.92, + "return_pct": 36.44 + }, + { + "date": "2023-11-13", + "equity": 13680.46, + "return_pct": 36.86 + }, + { + "date": "2023-11-14", + "equity": 14082.28, + "return_pct": 40.88 + }, + { + "date": "2023-11-15", + "equity": 14032.01, + "return_pct": 40.37 + }, + { + "date": "2023-11-16", + "equity": 14084.02, + "return_pct": 40.89 + }, + { + "date": "2023-11-17", + "equity": 14171.75, + "return_pct": 41.77 + }, + { + "date": "2023-11-20", + "equity": 14341.01, + "return_pct": 43.46 + }, + { + "date": "2023-11-21", + "equity": 14120.15, + "return_pct": 41.25 + }, + { + "date": "2023-11-22", + "equity": 14247.89, + "return_pct": 42.53 + }, + { + "date": "2023-11-24", + "equity": 14117.52, + "return_pct": 41.23 + }, + { + "date": "2023-11-27", + "equity": 14099.16, + "return_pct": 41.04 + }, + { + "date": "2023-11-28", + "equity": 14144.67, + "return_pct": 41.5 + }, + { + "date": "2023-11-29", + "equity": 14062.91, + "return_pct": 40.68 + }, + { + "date": "2023-11-30", + "equity": 13959.96, + "return_pct": 39.65 + }, + { + "date": "2023-12-01", + "equity": 14061.19, + "return_pct": 40.66 + }, + { + "date": "2023-12-04", + "equity": 14030.94, + "return_pct": 40.36 + }, + { + "date": "2023-12-05", + "equity": 13891.04, + "return_pct": 38.96 + }, + { + "date": "2023-12-06", + "equity": 13853.64, + "return_pct": 38.59 + }, + { + "date": "2023-12-07", + "equity": 14224.19, + "return_pct": 42.29 + }, + { + "date": "2023-12-08", + "equity": 14443.65, + "return_pct": 44.49 + }, + { + "date": "2023-12-11", + "equity": 14305.96, + "return_pct": 43.11 + }, + { + "date": "2023-12-12", + "equity": 14396.12, + "return_pct": 44.01 + }, + { + "date": "2023-12-13", + "equity": 14728.49, + "return_pct": 47.34 + }, + { + "date": "2023-12-14", + "equity": 15109.86, + "return_pct": 51.15 + }, + { + "date": "2023-12-15", + "equity": 15071.33, + "return_pct": 50.77 + }, + { + "date": "2023-12-18", + "equity": 15441.11, + "return_pct": 54.47 + }, + { + "date": "2023-12-19", + "equity": 15957.04, + "return_pct": 59.63 + }, + { + "date": "2023-12-20", + "equity": 15487.84, + "return_pct": 54.94 + }, + { + "date": "2023-12-21", + "equity": 15932.32, + "return_pct": 59.38 + }, + { + "date": "2023-12-22", + "equity": 15646.52, + "return_pct": 56.52 + }, + { + "date": "2023-12-26", + "equity": 15542.45, + "return_pct": 55.48 + }, + { + "date": "2023-12-27", + "equity": 15798.36, + "return_pct": 58.04 + }, + { + "date": "2023-12-28", + "equity": 15745.89, + "return_pct": 57.52 + }, + { + "date": "2023-12-29", + "equity": 15344.91, + "return_pct": 53.51 + }, + { + "date": "2024-01-02", + "equity": 14712.25, + "return_pct": 47.18 + }, + { + "date": "2024-01-03", + "equity": 14240.13, + "return_pct": 42.45 + }, + { + "date": "2024-01-04", + "equity": 14166.65, + "return_pct": 41.72 + }, + { + "date": "2024-01-05", + "equity": 14215.27, + "return_pct": 42.21 + }, + { + "date": "2024-01-08", + "equity": 14437.75, + "return_pct": 44.43 + }, + { + "date": "2024-01-09", + "equity": 14622.61, + "return_pct": 46.28 + }, + { + "date": "2024-01-10", + "equity": 14766.31, + "return_pct": 47.72 + }, + { + "date": "2024-01-11", + "equity": 14663.34, + "return_pct": 46.69 + }, + { + "date": "2024-01-12", + "equity": 14560.54, + "return_pct": 45.66 + }, + { + "date": "2024-01-16", + "equity": 14530.27, + "return_pct": 45.36 + }, + { + "date": "2024-01-17", + "equity": 14348.89, + "return_pct": 43.54 + }, + { + "date": "2024-01-18", + "equity": 14667.36, + "return_pct": 46.73 + }, + { + "date": "2024-01-19", + "equity": 14728.35, + "return_pct": 47.34 + }, + { + "date": "2024-01-22", + "equity": 14932.19, + "return_pct": 49.38 + }, + { + "date": "2024-01-23", + "equity": 15004.24, + "return_pct": 50.1 + }, + { + "date": "2024-01-24", + "equity": 14848.56, + "return_pct": 48.54 + }, + { + "date": "2024-01-25", + "equity": 14875.83, + "return_pct": 48.81 + }, + { + "date": "2024-01-26", + "equity": 14867.6, + "return_pct": 48.73 + }, + { + "date": "2024-01-29", + "equity": 15244.39, + "return_pct": 52.5 + }, + { + "date": "2024-01-30", + "equity": 14793.04, + "return_pct": 47.99 + }, + { + "date": "2024-01-31", + "equity": 14520.29, + "return_pct": 45.26 + }, + { + "date": "2024-02-01", + "equity": 14845.91, + "return_pct": 48.51 + }, + { + "date": "2024-02-02", + "equity": 15148.29, + "return_pct": 51.54 + }, + { + "date": "2024-02-05", + "equity": 15017.81, + "return_pct": 50.23 + }, + { + "date": "2024-02-06", + "equity": 15027.78, + "return_pct": 50.33 + }, + { + "date": "2024-02-07", + "equity": 15352.32, + "return_pct": 53.58 + }, + { + "date": "2024-02-08", + "equity": 15638.6, + "return_pct": 56.44 + }, + { + "date": "2024-02-09", + "equity": 15346.02, + "return_pct": 53.52 + }, + { + "date": "2024-02-12", + "equity": 15160.66, + "return_pct": 51.66 + }, + { + "date": "2024-02-13", + "equity": 14978.4, + "return_pct": 49.84 + }, + { + "date": "2024-02-14", + "equity": 15322.6, + "return_pct": 53.28 + }, + { + "date": "2024-02-15", + "equity": 15454.35, + "return_pct": 54.6 + }, + { + "date": "2024-02-16", + "equity": 15140.98, + "return_pct": 51.47 + }, + { + "date": "2024-02-20", + "equity": 15023.05, + "return_pct": 50.29 + }, + { + "date": "2024-02-21", + "equity": 14872.25, + "return_pct": 48.78 + }, + { + "date": "2024-02-22", + "equity": 15068.21, + "return_pct": 50.74 + }, + { + "date": "2024-02-23", + "equity": 14989.39, + "return_pct": 49.95 + }, + { + "date": "2024-02-26", + "equity": 15366.99, + "return_pct": 53.73 + }, + { + "date": "2024-02-27", + "equity": 15679.72, + "return_pct": 56.86 + }, + { + "date": "2024-02-28", + "equity": 15595.39, + "return_pct": 56.01 + }, + { + "date": "2024-02-29", + "equity": 15752.85, + "return_pct": 57.59 + }, + { + "date": "2024-03-01", + "equity": 16047.41, + "return_pct": 60.53 + }, + { + "date": "2024-03-04", + "equity": 16425.81, + "return_pct": 64.32 + }, + { + "date": "2024-03-05", + "equity": 15980.15, + "return_pct": 59.86 + }, + { + "date": "2024-03-06", + "equity": 16278.92, + "return_pct": 62.85 + }, + { + "date": "2024-03-07", + "equity": 16472.78, + "return_pct": 64.79 + }, + { + "date": "2024-03-08", + "equity": 16535.73, + "return_pct": 65.42 + }, + { + "date": "2024-03-11", + "equity": 16203.41, + "return_pct": 62.09 + }, + { + "date": "2024-03-12", + "equity": 16445.96, + "return_pct": 64.52 + }, + { + "date": "2024-03-13", + "equity": 16316.64, + "return_pct": 63.23 + }, + { + "date": "2024-03-14", + "equity": 16002.29, + "return_pct": 60.08 + }, + { + "date": "2024-03-15", + "equity": 15944.97, + "return_pct": 59.51 + }, + { + "date": "2024-03-18", + "equity": 16313.61, + "return_pct": 63.2 + }, + { + "date": "2024-03-19", + "equity": 16228.17, + "return_pct": 62.34 + }, + { + "date": "2024-03-20", + "equity": 16832.96, + "return_pct": 68.39 + }, + { + "date": "2024-03-21", + "equity": 16894.12, + "return_pct": 69.0 + }, + { + "date": "2024-03-22", + "equity": 16891.74, + "return_pct": 68.98 + }, + { + "date": "2024-03-25", + "equity": 17177.56, + "return_pct": 71.84 + }, + { + "date": "2024-03-26", + "equity": 17064.79, + "return_pct": 70.71 + }, + { + "date": "2024-03-27", + "equity": 16776.68, + "return_pct": 67.83 + }, + { + "date": "2024-03-28", + "equity": 16835.8, + "return_pct": 68.42 + }, + { + "date": "2024-04-01", + "equity": 17078.5, + "return_pct": 70.85 + }, + { + "date": "2024-04-02", + "equity": 17022.41, + "return_pct": 70.29 + }, + { + "date": "2024-04-03", + "equity": 17510.49, + "return_pct": 75.17 + }, + { + "date": "2024-04-04", + "equity": 17211.79, + "return_pct": 72.18 + }, + { + "date": "2024-04-05", + "equity": 17693.74, + "return_pct": 77.0 + }, + { + "date": "2024-04-08", + "equity": 17748.21, + "return_pct": 77.55 + }, + { + "date": "2024-04-09", + "equity": 17649.01, + "return_pct": 76.56 + }, + { + "date": "2024-04-10", + "equity": 17622.63, + "return_pct": 76.29 + }, + { + "date": "2024-04-11", + "equity": 17785.95, + "return_pct": 77.93 + }, + { + "date": "2024-04-12", + "equity": 17490.42, + "return_pct": 74.97 + }, + { + "date": "2024-04-15", + "equity": 17210.11, + "return_pct": 72.17 + }, + { + "date": "2024-04-16", + "equity": 17221.65, + "return_pct": 72.28 + }, + { + "date": "2024-04-17", + "equity": 17088.54, + "return_pct": 70.95 + }, + { + "date": "2024-04-18", + "equity": 17041.42, + "return_pct": 70.48 + }, + { + "date": "2024-04-19", + "equity": 16896.71, + "return_pct": 69.03 + }, + { + "date": "2024-04-22", + "equity": 16945.63, + "return_pct": 69.52 + }, + { + "date": "2024-04-23", + "equity": 16988.85, + "return_pct": 69.95 + }, + { + "date": "2024-04-24", + "equity": 17014.74, + "return_pct": 70.21 + }, + { + "date": "2024-04-25", + "equity": 16945.63, + "return_pct": 69.52 + }, + { + "date": "2024-04-26", + "equity": 17281.29, + "return_pct": 72.88 + }, + { + "date": "2024-04-29", + "equity": 17448.81, + "return_pct": 74.55 + }, + { + "date": "2024-04-30", + "equity": 17385.34, + "return_pct": 73.92 + }, + { + "date": "2024-05-01", + "equity": 17269.48, + "return_pct": 72.76 + }, + { + "date": "2024-05-02", + "equity": 17332.03, + "return_pct": 73.38 + }, + { + "date": "2024-05-03", + "equity": 17423.94, + "return_pct": 74.3 + }, + { + "date": "2024-05-06", + "equity": 17577.4, + "return_pct": 75.84 + }, + { + "date": "2024-05-07", + "equity": 17593.17, + "return_pct": 76.0 + }, + { + "date": "2024-05-08", + "equity": 17489.33, + "return_pct": 74.96 + }, + { + "date": "2024-05-09", + "equity": 17825.37, + "return_pct": 78.32 + }, + { + "date": "2024-05-10", + "equity": 17875.58, + "return_pct": 78.82 + }, + { + "date": "2024-05-13", + "equity": 17744.01, + "return_pct": 77.51 + }, + { + "date": "2024-05-14", + "equity": 17836.31, + "return_pct": 78.43 + }, + { + "date": "2024-05-15", + "equity": 18153.43, + "return_pct": 81.6 + }, + { + "date": "2024-05-16", + "equity": 17983.3, + "return_pct": 79.9 + }, + { + "date": "2024-05-17", + "equity": 18067.95, + "return_pct": 80.75 + }, + { + "date": "2024-05-20", + "equity": 18140.47, + "return_pct": 81.47 + }, + { + "date": "2024-05-21", + "equity": 18146.18, + "return_pct": 81.53 + }, + { + "date": "2024-05-22", + "equity": 17730.76, + "return_pct": 77.37 + }, + { + "date": "2024-05-23", + "equity": 17490.57, + "return_pct": 74.97 + }, + { + "date": "2024-05-24", + "equity": 17680.27, + "return_pct": 76.87 + }, + { + "date": "2024-05-28", + "equity": 17758.76, + "return_pct": 77.65 + }, + { + "date": "2024-05-29", + "equity": 17667.46, + "return_pct": 76.74 + }, + { + "date": "2024-05-30", + "equity": 17256.78, + "return_pct": 72.63 + }, + { + "date": "2024-05-31", + "equity": 17031.89, + "return_pct": 70.38 + }, + { + "date": "2024-06-03", + "equity": 17045.56, + "return_pct": 70.52 + }, + { + "date": "2024-06-04", + "equity": 16996.4, + "return_pct": 70.03 + }, + { + "date": "2024-06-05", + "equity": 17062.07, + "return_pct": 70.68 + }, + { + "date": "2024-06-06", + "equity": 17047.83, + "return_pct": 70.54 + }, + { + "date": "2024-06-07", + "equity": 17003.19, + "return_pct": 70.1 + }, + { + "date": "2024-06-10", + "equity": 17054.78, + "return_pct": 70.61 + }, + { + "date": "2024-06-11", + "equity": 17043.32, + "return_pct": 70.5 + }, + { + "date": "2024-06-12", + "equity": 17309.29, + "return_pct": 73.16 + }, + { + "date": "2024-06-13", + "equity": 17044.76, + "return_pct": 70.51 + }, + { + "date": "2024-06-14", + "equity": 16938.26, + "return_pct": 69.45 + }, + { + "date": "2024-06-17", + "equity": 16867.87, + "return_pct": 68.74 + }, + { + "date": "2024-06-18", + "equity": 16856.8, + "return_pct": 68.63 + }, + { + "date": "2024-06-20", + "equity": 16770.58, + "return_pct": 67.77 + }, + { + "date": "2024-06-21", + "equity": 16693.66, + "return_pct": 67.0 + }, + { + "date": "2024-06-24", + "equity": 16601.11, + "return_pct": 66.07 + }, + { + "date": "2024-06-25", + "equity": 16717.06, + "return_pct": 67.23 + }, + { + "date": "2024-06-26", + "equity": 16661.35, + "return_pct": 66.68 + }, + { + "date": "2024-06-27", + "equity": 16661.6, + "return_pct": 66.68 + }, + { + "date": "2024-06-28", + "equity": 16807.19, + "return_pct": 68.13 + }, + { + "date": "2024-07-01", + "equity": 16757.55, + "return_pct": 67.64 + }, + { + "date": "2024-07-02", + "equity": 16762.9, + "return_pct": 67.69 + }, + { + "date": "2024-07-03", + "equity": 16998.14, + "return_pct": 70.04 + }, + { + "date": "2024-07-05", + "equity": 16855.31, + "return_pct": 68.62 + }, + { + "date": "2024-07-08", + "equity": 16751.87, + "return_pct": 67.58 + }, + { + "date": "2024-07-09", + "equity": 16766.3, + "return_pct": 67.73 + }, + { + "date": "2024-07-10", + "equity": 16730.45, + "return_pct": 67.37 + }, + { + "date": "2024-07-11", + "equity": 16935.42, + "return_pct": 69.42 + }, + { + "date": "2024-07-12", + "equity": 17099.8, + "return_pct": 71.06 + }, + { + "date": "2024-07-15", + "equity": 17621.68, + "return_pct": 76.28 + }, + { + "date": "2024-07-16", + "equity": 17751.99, + "return_pct": 77.59 + }, + { + "date": "2024-07-17", + "equity": 17067.49, + "return_pct": 70.74 + }, + { + "date": "2024-07-18", + "equity": 16823.11, + "return_pct": 68.29 + }, + { + "date": "2024-07-19", + "equity": 16841.22, + "return_pct": 68.47 + }, + { + "date": "2024-07-22", + "equity": 16833.67, + "return_pct": 68.4 + }, + { + "date": "2024-07-23", + "equity": 16664.1, + "return_pct": 66.7 + }, + { + "date": "2024-07-24", + "equity": 16386.24, + "return_pct": 63.92 + }, + { + "date": "2024-07-25", + "equity": 16397.98, + "return_pct": 64.04 + }, + { + "date": "2024-07-26", + "equity": 16542.72, + "return_pct": 65.49 + }, + { + "date": "2024-07-29", + "equity": 16437.91, + "return_pct": 64.44 + }, + { + "date": "2024-07-30", + "equity": 16477.09, + "return_pct": 64.83 + }, + { + "date": "2024-07-31", + "equity": 16678.79, + "return_pct": 66.85 + }, + { + "date": "2024-08-01", + "equity": 16738.67, + "return_pct": 67.45 + }, + { + "date": "2024-08-02", + "equity": 16265.06, + "return_pct": 62.71 + }, + { + "date": "2024-08-05", + "equity": 15840.23, + "return_pct": 58.46 + }, + { + "date": "2024-08-06", + "equity": 15888.14, + "return_pct": 58.94 + }, + { + "date": "2024-08-07", + "equity": 15895.22, + "return_pct": 59.01 + }, + { + "date": "2024-08-08", + "equity": 15974.01, + "return_pct": 59.8 + }, + { + "date": "2024-08-09", + "equity": 15957.31, + "return_pct": 59.63 + }, + { + "date": "2024-08-12", + "equity": 15954.05, + "return_pct": 59.6 + }, + { + "date": "2024-08-13", + "equity": 15956.13, + "return_pct": 59.62 + }, + { + "date": "2024-08-14", + "equity": 15943.48, + "return_pct": 59.49 + }, + { + "date": "2024-08-15", + "equity": 15973.48, + "return_pct": 59.79 + }, + { + "date": "2024-08-16", + "equity": 15967.52, + "return_pct": 59.73 + }, + { + "date": "2024-08-19", + "equity": 16145.98, + "return_pct": 61.52 + }, + { + "date": "2024-08-20", + "equity": 16321.63, + "return_pct": 63.28 + }, + { + "date": "2024-08-21", + "equity": 16281.75, + "return_pct": 62.88 + }, + { + "date": "2024-08-22", + "equity": 16172.52, + "return_pct": 61.79 + }, + { + "date": "2024-08-23", + "equity": 16336.98, + "return_pct": 63.43 + }, + { + "date": "2024-08-26", + "equity": 16179.57, + "return_pct": 61.86 + }, + { + "date": "2024-08-27", + "equity": 16251.39, + "return_pct": 62.57 + }, + { + "date": "2024-08-28", + "equity": 16268.5, + "return_pct": 62.75 + }, + { + "date": "2024-08-29", + "equity": 16306.47, + "return_pct": 63.13 + }, + { + "date": "2024-08-30", + "equity": 16491.29, + "return_pct": 64.97 + }, + { + "date": "2024-09-03", + "equity": 16264.47, + "return_pct": 62.71 + }, + { + "date": "2024-09-04", + "equity": 16163.08, + "return_pct": 61.69 + }, + { + "date": "2024-09-05", + "equity": 16101.87, + "return_pct": 61.08 + }, + { + "date": "2024-09-06", + "equity": 15726.01, + "return_pct": 57.32 + }, + { + "date": "2024-09-09", + "equity": 15905.39, + "return_pct": 59.11 + }, + { + "date": "2024-09-10", + "equity": 15843.77, + "return_pct": 58.5 + }, + { + "date": "2024-09-11", + "equity": 16149.41, + "return_pct": 61.55 + }, + { + "date": "2024-09-12", + "equity": 16464.35, + "return_pct": 64.7 + }, + { + "date": "2024-09-13", + "equity": 16726.87, + "return_pct": 67.33 + }, + { + "date": "2024-09-16", + "equity": 16912.46, + "return_pct": 69.19 + }, + { + "date": "2024-09-17", + "equity": 17166.64, + "return_pct": 71.73 + }, + { + "date": "2024-09-18", + "equity": 17034.44, + "return_pct": 70.41 + }, + { + "date": "2024-09-19", + "equity": 17227.82, + "return_pct": 72.34 + }, + { + "date": "2024-09-20", + "equity": 17726.62, + "return_pct": 77.33 + }, + { + "date": "2024-09-23", + "equity": 17837.74, + "return_pct": 78.44 + }, + { + "date": "2024-09-24", + "equity": 17952.3, + "return_pct": 79.59 + }, + { + "date": "2024-09-25", + "equity": 18115.13, + "return_pct": 81.22 + }, + { + "date": "2024-09-26", + "equity": 18078.37, + "return_pct": 80.85 + }, + { + "date": "2024-09-27", + "equity": 18199.49, + "return_pct": 82.06 + }, + { + "date": "2024-09-30", + "equity": 18305.85, + "return_pct": 83.13 + }, + { + "date": "2024-10-01", + "equity": 18238.47, + "return_pct": 82.45 + }, + { + "date": "2024-10-02", + "equity": 18469.96, + "return_pct": 84.77 + }, + { + "date": "2024-10-03", + "equity": 18633.38, + "return_pct": 86.4 + }, + { + "date": "2024-10-04", + "equity": 19070.8, + "return_pct": 90.78 + }, + { + "date": "2024-10-07", + "equity": 19026.96, + "return_pct": 90.34 + }, + { + "date": "2024-10-08", + "equity": 19504.51, + "return_pct": 95.12 + }, + { + "date": "2024-10-09", + "equity": 19266.88, + "return_pct": 92.74 + }, + { + "date": "2024-10-10", + "equity": 19296.04, + "return_pct": 93.03 + }, + { + "date": "2024-10-11", + "equity": 19653.48, + "return_pct": 96.61 + }, + { + "date": "2024-10-14", + "equity": 19650.07, + "return_pct": 96.57 + }, + { + "date": "2024-10-15", + "equity": 19443.76, + "return_pct": 94.51 + }, + { + "date": "2024-10-16", + "equity": 19628.46, + "return_pct": 96.36 + }, + { + "date": "2024-10-17", + "equity": 19556.86, + "return_pct": 95.64 + }, + { + "date": "2024-10-18", + "equity": 19721.39, + "return_pct": 97.29 + }, + { + "date": "2024-10-21", + "equity": 19884.78, + "return_pct": 98.92 + }, + { + "date": "2024-10-22", + "equity": 20209.81, + "return_pct": 102.17 + }, + { + "date": "2024-10-23", + "equity": 19839.66, + "return_pct": 98.47 + }, + { + "date": "2024-10-24", + "equity": 20021.18, + "return_pct": 100.29 + }, + { + "date": "2024-10-25", + "equity": 20296.54, + "return_pct": 103.04 + }, + { + "date": "2024-10-28", + "equity": 20185.89, + "return_pct": 101.93 + }, + { + "date": "2024-10-29", + "equity": 20201.73, + "return_pct": 102.09 + }, + { + "date": "2024-10-30", + "equity": 20087.71, + "return_pct": 100.95 + }, + { + "date": "2024-10-31", + "equity": 20471.57, + "return_pct": 104.79 + }, + { + "date": "2024-11-01", + "equity": 20387.27, + "return_pct": 103.95 + }, + { + "date": "2024-11-04", + "equity": 20482.72, + "return_pct": 104.9 + }, + { + "date": "2024-11-05", + "equity": 20809.77, + "return_pct": 108.18 + }, + { + "date": "2024-11-06", + "equity": 21264.53, + "return_pct": 112.72 + }, + { + "date": "2024-11-07", + "equity": 21526.2, + "return_pct": 115.34 + }, + { + "date": "2024-11-08", + "equity": 21972.5, + "return_pct": 119.81 + }, + { + "date": "2024-11-11", + "equity": 22294.98, + "return_pct": 123.03 + }, + { + "date": "2024-11-12", + "equity": 22340.12, + "return_pct": 123.48 + }, + { + "date": "2024-11-13", + "equity": 21910.73, + "return_pct": 119.19 + }, + { + "date": "2024-11-14", + "equity": 21782.49, + "return_pct": 117.91 + }, + { + "date": "2024-11-15", + "equity": 21554.21, + "return_pct": 115.62 + }, + { + "date": "2024-11-18", + "equity": 21841.99, + "return_pct": 118.5 + }, + { + "date": "2024-11-19", + "equity": 22158.89, + "return_pct": 121.67 + }, + { + "date": "2024-11-20", + "equity": 22130.17, + "return_pct": 121.38 + }, + { + "date": "2024-11-21", + "equity": 22107.71, + "return_pct": 121.16 + }, + { + "date": "2024-11-22", + "equity": 22484.53, + "return_pct": 124.93 + }, + { + "date": "2024-11-25", + "equity": 22668.62, + "return_pct": 126.77 + }, + { + "date": "2024-11-26", + "equity": 22291.23, + "return_pct": 123.0 + }, + { + "date": "2024-11-27", + "equity": 22283.23, + "return_pct": 122.92 + }, + { + "date": "2024-11-29", + "equity": 22398.01, + "return_pct": 124.06 + }, + { + "date": "2024-12-02", + "equity": 22089.25, + "return_pct": 120.97 + }, + { + "date": "2024-12-03", + "equity": 22090.36, + "return_pct": 120.99 + }, + { + "date": "2024-12-04", + "equity": 22253.83, + "return_pct": 122.62 + }, + { + "date": "2024-12-05", + "equity": 21953.66, + "return_pct": 119.62 + }, + { + "date": "2024-12-06", + "equity": 22234.9, + "return_pct": 122.43 + }, + { + "date": "2024-12-09", + "equity": 21860.53, + "return_pct": 118.69 + }, + { + "date": "2024-12-10", + "equity": 21590.74, + "return_pct": 115.99 + }, + { + "date": "2024-12-11", + "equity": 21832.73, + "return_pct": 118.41 + }, + { + "date": "2024-12-12", + "equity": 21826.95, + "return_pct": 118.35 + }, + { + "date": "2024-12-13", + "equity": 21841.92, + "return_pct": 118.5 + }, + { + "date": "2024-12-16", + "equity": 22132.52, + "return_pct": 121.41 + }, + { + "date": "2024-12-17", + "equity": 21973.08, + "return_pct": 119.81 + }, + { + "date": "2024-12-18", + "equity": 21325.02, + "return_pct": 113.33 + }, + { + "date": "2024-12-19", + "equity": 21313.24, + "return_pct": 113.21 + }, + { + "date": "2024-12-20", + "equity": 21152.07, + "return_pct": 111.6 + }, + { + "date": "2024-12-23", + "equity": 21062.25, + "return_pct": 110.7 + }, + { + "date": "2024-12-24", + "equity": 21072.02, + "return_pct": 110.8 + }, + { + "date": "2024-12-26", + "equity": 21073.97, + "return_pct": 110.82 + }, + { + "date": "2024-12-27", + "equity": 20984.35, + "return_pct": 109.92 + }, + { + "date": "2024-12-30", + "equity": 20943.45, + "return_pct": 109.51 + }, + { + "date": "2024-12-31", + "equity": 20887.08, + "return_pct": 108.95 + }, + { + "date": "2025-01-02", + "equity": 21007.56, + "return_pct": 110.15 + }, + { + "date": "2025-01-03", + "equity": 21113.11, + "return_pct": 111.21 + }, + { + "date": "2025-01-06", + "equity": 21188.27, + "return_pct": 111.96 + }, + { + "date": "2025-01-07", + "equity": 21069.45, + "return_pct": 110.77 + }, + { + "date": "2025-01-08", + "equity": 21083.27, + "return_pct": 110.91 + }, + { + "date": "2025-01-10", + "equity": 21042.93, + "return_pct": 110.51 + }, + { + "date": "2025-01-13", + "equity": 21015.85, + "return_pct": 110.24 + }, + { + "date": "2025-01-14", + "equity": 21135.77, + "return_pct": 111.44 + }, + { + "date": "2025-01-15", + "equity": 21337.79, + "return_pct": 113.46 + }, + { + "date": "2025-01-16", + "equity": 21522.92, + "return_pct": 115.31 + }, + { + "date": "2025-01-17", + "equity": 21861.27, + "return_pct": 118.69 + }, + { + "date": "2025-01-21", + "equity": 22224.22, + "return_pct": 122.33 + }, + { + "date": "2025-01-22", + "equity": 22214.26, + "return_pct": 122.23 + }, + { + "date": "2025-01-23", + "equity": 21996.47, + "return_pct": 120.05 + }, + { + "date": "2025-01-24", + "equity": 21789.7, + "return_pct": 117.98 + }, + { + "date": "2025-01-27", + "equity": 21575.12, + "return_pct": 115.83 + }, + { + "date": "2025-01-28", + "equity": 21384.93, + "return_pct": 113.93 + }, + { + "date": "2025-01-29", + "equity": 21353.72, + "return_pct": 113.62 + }, + { + "date": "2025-01-30", + "equity": 21635.8, + "return_pct": 116.44 + }, + { + "date": "2025-01-31", + "equity": 21549.97, + "return_pct": 115.58 + }, + { + "date": "2025-02-03", + "equity": 21651.46, + "return_pct": 116.6 + }, + { + "date": "2025-02-04", + "equity": 21736.78, + "return_pct": 117.45 + }, + { + "date": "2025-02-05", + "equity": 22114.93, + "return_pct": 121.23 + }, + { + "date": "2025-02-06", + "equity": 22225.71, + "return_pct": 122.34 + }, + { + "date": "2025-02-07", + "equity": 22343.64, + "return_pct": 123.52 + }, + { + "date": "2025-02-10", + "equity": 22375.57, + "return_pct": 123.84 + }, + { + "date": "2025-02-11", + "equity": 22228.95, + "return_pct": 122.37 + }, + { + "date": "2025-02-12", + "equity": 22553.5, + "return_pct": 125.62 + }, + { + "date": "2025-02-13", + "equity": 22826.4, + "return_pct": 128.35 + }, + { + "date": "2025-02-14", + "equity": 23275.75, + "return_pct": 132.84 + }, + { + "date": "2025-02-18", + "equity": 23397.07, + "return_pct": 134.06 + }, + { + "date": "2025-02-19", + "equity": 23387.77, + "return_pct": 133.96 + }, + { + "date": "2025-02-20", + "equity": 22891.25, + "return_pct": 129.0 + }, + { + "date": "2025-02-21", + "equity": 22801.79, + "return_pct": 128.1 + }, + { + "date": "2025-02-24", + "equity": 22702.63, + "return_pct": 127.11 + }, + { + "date": "2025-02-25", + "equity": 22581.64, + "return_pct": 125.9 + }, + { + "date": "2025-02-26", + "equity": 22547.18, + "return_pct": 125.56 + }, + { + "date": "2025-02-27", + "equity": 22484.96, + "return_pct": 124.93 + }, + { + "date": "2025-02-28", + "equity": 22691.97, + "return_pct": 127.0 + }, + { + "date": "2025-03-03", + "equity": 22692.0, + "return_pct": 127.0 + }, + { + "date": "2025-03-04", + "equity": 22328.37, + "return_pct": 123.37 + }, + { + "date": "2025-03-05", + "equity": 22309.64, + "return_pct": 123.18 + }, + { + "date": "2025-03-06", + "equity": 22309.64, + "return_pct": 123.18 + }, + { + "date": "2025-03-07", + "equity": 22296.25, + "return_pct": 123.05 + }, + { + "date": "2025-03-10", + "equity": 22131.26, + "return_pct": 121.4 + }, + { + "date": "2025-03-11", + "equity": 21927.4, + "return_pct": 119.36 + }, + { + "date": "2025-03-12", + "equity": 21948.76, + "return_pct": 119.57 + }, + { + "date": "2025-03-13", + "equity": 22154.21, + "return_pct": 121.62 + }, + { + "date": "2025-03-14", + "equity": 22209.78, + "return_pct": 122.18 + }, + { + "date": "2025-03-17", + "equity": 22453.08, + "return_pct": 124.61 + }, + { + "date": "2025-03-18", + "equity": 22438.31, + "return_pct": 124.47 + }, + { + "date": "2025-03-19", + "equity": 22510.72, + "return_pct": 125.19 + }, + { + "date": "2025-03-20", + "equity": 22521.76, + "return_pct": 125.3 + }, + { + "date": "2025-03-21", + "equity": 22452.4, + "return_pct": 124.61 + }, + { + "date": "2025-03-24", + "equity": 22668.47, + "return_pct": 126.77 + }, + { + "date": "2025-03-25", + "equity": 22803.46, + "return_pct": 128.12 + }, + { + "date": "2025-03-26", + "equity": 22609.79, + "return_pct": 126.18 + }, + { + "date": "2025-03-27", + "equity": 22619.44, + "return_pct": 126.28 + }, + { + "date": "2025-03-28", + "equity": 22433.27, + "return_pct": 124.42 + }, + { + "date": "2025-03-31", + "equity": 22412.36, + "return_pct": 124.21 + }, + { + "date": "2025-04-01", + "equity": 22444.22, + "return_pct": 124.53 + }, + { + "date": "2025-04-02", + "equity": 22531.04, + "return_pct": 125.39 + }, + { + "date": "2025-04-03", + "equity": 22223.14, + "return_pct": 122.31 + }, + { + "date": "2025-04-04", + "equity": 21566.75, + "return_pct": 115.75 + }, + { + "date": "2025-04-07", + "equity": 21566.75, + "return_pct": 115.75 + }, + { + "date": "2025-04-08", + "equity": 21566.75, + "return_pct": 115.75 + }, + { + "date": "2025-04-09", + "equity": 21566.75, + "return_pct": 115.75 + }, + { + "date": "2025-04-10", + "equity": 21566.75, + "return_pct": 115.75 + }, + { + "date": "2025-04-11", + "equity": 21556.93, + "return_pct": 115.65 + }, + { + "date": "2025-04-14", + "equity": 21679.86, + "return_pct": 116.88 + }, + { + "date": "2025-04-15", + "equity": 21724.88, + "return_pct": 117.33 + }, + { + "date": "2025-04-16", + "equity": 21307.44, + "return_pct": 113.15 + }, + { + "date": "2025-04-17", + "equity": 21352.4, + "return_pct": 113.6 + }, + { + "date": "2025-04-21", + "equity": 21145.42, + "return_pct": 111.53 + }, + { + "date": "2025-04-22", + "equity": 21407.12, + "return_pct": 114.15 + }, + { + "date": "2025-04-23", + "equity": 21560.56, + "return_pct": 115.69 + }, + { + "date": "2025-04-24", + "equity": 21744.53, + "return_pct": 117.53 + }, + { + "date": "2025-04-25", + "equity": 21783.3, + "return_pct": 117.91 + }, + { + "date": "2025-04-28", + "equity": 21796.56, + "return_pct": 118.05 + }, + { + "date": "2025-04-29", + "equity": 21941.39, + "return_pct": 119.5 + }, + { + "date": "2025-04-30", + "equity": 21957.44, + "return_pct": 119.66 + }, + { + "date": "2025-05-01", + "equity": 22160.64, + "return_pct": 121.69 + }, + { + "date": "2025-05-02", + "equity": 22725.17, + "return_pct": 127.34 + }, + { + "date": "2025-05-05", + "equity": 22862.25, + "return_pct": 128.71 + }, + { + "date": "2025-05-06", + "equity": 22700.51, + "return_pct": 127.09 + }, + { + "date": "2025-05-07", + "equity": 22889.98, + "return_pct": 128.99 + }, + { + "date": "2025-05-08", + "equity": 23696.6, + "return_pct": 137.05 + }, + { + "date": "2025-05-09", + "equity": 23500.84, + "return_pct": 135.1 + }, + { + "date": "2025-05-12", + "equity": 24314.27, + "return_pct": 143.23 + }, + { + "date": "2025-05-13", + "equity": 24812.47, + "return_pct": 148.22 + }, + { + "date": "2025-05-14", + "equity": 25038.64, + "return_pct": 150.48 + }, + { + "date": "2025-05-15", + "equity": 24935.8, + "return_pct": 149.45 + }, + { + "date": "2025-05-16", + "equity": 25039.99, + "return_pct": 150.49 + }, + { + "date": "2025-05-19", + "equity": 25157.24, + "return_pct": 151.67 + }, + { + "date": "2025-05-20", + "equity": 24712.61, + "return_pct": 147.22 + }, + { + "date": "2025-05-21", + "equity": 24286.64, + "return_pct": 142.96 + }, + { + "date": "2025-05-22", + "equity": 24262.58, + "return_pct": 142.72 + }, + { + "date": "2025-05-23", + "equity": 24240.47, + "return_pct": 142.5 + }, + { + "date": "2025-05-27", + "equity": 24935.82, + "return_pct": 149.45 + }, + { + "date": "2025-05-28", + "equity": 24863.16, + "return_pct": 148.72 + }, + { + "date": "2025-05-29", + "equity": 24419.75, + "return_pct": 144.29 + }, + { + "date": "2025-05-30", + "equity": 24586.99, + "return_pct": 145.96 + }, + { + "date": "2025-06-02", + "equity": 24926.58, + "return_pct": 149.36 + }, + { + "date": "2025-06-03", + "equity": 25268.46, + "return_pct": 152.78 + }, + { + "date": "2025-06-04", + "equity": 25460.48, + "return_pct": 154.7 + }, + { + "date": "2025-06-05", + "equity": 25196.13, + "return_pct": 152.06 + }, + { + "date": "2025-06-06", + "equity": 25429.61, + "return_pct": 154.39 + }, + { + "date": "2025-06-09", + "equity": 24850.18, + "return_pct": 148.59 + }, + { + "date": "2025-06-10", + "equity": 24719.77, + "return_pct": 147.29 + }, + { + "date": "2025-06-11", + "equity": 24930.66, + "return_pct": 149.4 + }, + { + "date": "2025-06-12", + "equity": 24878.64, + "return_pct": 148.88 + }, + { + "date": "2025-06-13", + "equity": 24277.84, + "return_pct": 142.87 + }, + { + "date": "2025-06-16", + "equity": 24804.08, + "return_pct": 148.13 + }, + { + "date": "2025-06-17", + "equity": 24611.28, + "return_pct": 146.2 + }, + { + "date": "2025-06-18", + "equity": 24979.55, + "return_pct": 149.89 + }, + { + "date": "2025-06-20", + "equity": 25113.41, + "return_pct": 151.23 + }, + { + "date": "2025-06-23", + "equity": 25212.34, + "return_pct": 152.22 + }, + { + "date": "2025-06-24", + "equity": 25843.02, + "return_pct": 158.53 + }, + { + "date": "2025-06-25", + "equity": 25679.53, + "return_pct": 156.89 + }, + { + "date": "2025-06-26", + "equity": 26135.33, + "return_pct": 161.45 + }, + { + "date": "2025-06-27", + "equity": 26379.91, + "return_pct": 163.9 + }, + { + "date": "2025-06-30", + "equity": 27121.09, + "return_pct": 171.31 + }, + { + "date": "2025-07-01", + "equity": 26288.26, + "return_pct": 162.98 + }, + { + "date": "2025-07-02", + "equity": 26838.5, + "return_pct": 168.49 + }, + { + "date": "2025-07-03", + "equity": 27149.77, + "return_pct": 171.6 + }, + { + "date": "2025-07-07", + "equity": 27211.14, + "return_pct": 172.21 + }, + { + "date": "2025-07-08", + "equity": 26867.24, + "return_pct": 168.77 + }, + { + "date": "2025-07-09", + "equity": 27512.98, + "return_pct": 175.23 + }, + { + "date": "2025-07-10", + "equity": 27677.12, + "return_pct": 176.87 + }, + { + "date": "2025-07-11", + "equity": 27687.06, + "return_pct": 176.97 + }, + { + "date": "2025-07-14", + "equity": 28216.74, + "return_pct": 182.27 + }, + { + "date": "2025-07-15", + "equity": 28253.06, + "return_pct": 182.64 + }, + { + "date": "2025-07-16", + "equity": 28569.47, + "return_pct": 185.8 + }, + { + "date": "2025-07-17", + "equity": 28959.79, + "return_pct": 189.71 + }, + { + "date": "2025-07-18", + "equity": 28955.37, + "return_pct": 189.66 + }, + { + "date": "2025-07-21", + "equity": 29171.83, + "return_pct": 191.83 + }, + { + "date": "2025-07-22", + "equity": 28727.13, + "return_pct": 187.38 + }, + { + "date": "2025-07-23", + "equity": 29124.63, + "return_pct": 191.35 + }, + { + "date": "2025-07-24", + "equity": 29249.16, + "return_pct": 192.6 + }, + { + "date": "2025-07-25", + "equity": 29797.84, + "return_pct": 198.09 + }, + { + "date": "2025-07-28", + "equity": 29767.16, + "return_pct": 197.78 + }, + { + "date": "2025-07-29", + "equity": 29675.57, + "return_pct": 196.87 + }, + { + "date": "2025-07-30", + "equity": 29523.03, + "return_pct": 195.34 + }, + { + "date": "2025-07-31", + "equity": 29415.24, + "return_pct": 194.26 + }, + { + "date": "2025-08-01", + "equity": 28866.4, + "return_pct": 188.77 + }, + { + "date": "2025-08-04", + "equity": 29320.26, + "return_pct": 193.31 + }, + { + "date": "2025-08-05", + "equity": 30397.02, + "return_pct": 204.08 + }, + { + "date": "2025-08-06", + "equity": 30550.47, + "return_pct": 205.62 + }, + { + "date": "2025-08-07", + "equity": 30748.58, + "return_pct": 207.6 + }, + { + "date": "2025-08-08", + "equity": 30684.66, + "return_pct": 206.96 + }, + { + "date": "2025-08-11", + "equity": 30508.0, + "return_pct": 205.19 + }, + { + "date": "2025-08-12", + "equity": 30296.9, + "return_pct": 203.08 + }, + { + "date": "2025-08-13", + "equity": 30000.94, + "return_pct": 200.12 + }, + { + "date": "2025-08-14", + "equity": 29728.37, + "return_pct": 197.39 + }, + { + "date": "2025-08-15", + "equity": 29677.78, + "return_pct": 196.89 + }, + { + "date": "2025-08-18", + "equity": 29661.11, + "return_pct": 196.72 + }, + { + "date": "2025-08-19", + "equity": 29094.21, + "return_pct": 191.05 + }, + { + "date": "2025-08-20", + "equity": 29047.35, + "return_pct": 190.58 + }, + { + "date": "2025-08-21", + "equity": 29121.13, + "return_pct": 191.32 + }, + { + "date": "2025-08-22", + "equity": 29869.25, + "return_pct": 198.8 + }, + { + "date": "2025-08-25", + "equity": 30059.45, + "return_pct": 200.71 + }, + { + "date": "2025-08-26", + "equity": 30291.46, + "return_pct": 203.03 + }, + { + "date": "2025-08-27", + "equity": 30622.14, + "return_pct": 206.34 + }, + { + "date": "2025-08-28", + "equity": 30960.73, + "return_pct": 209.72 + }, + { + "date": "2025-08-29", + "equity": 30707.72, + "return_pct": 207.19 + }, + { + "date": "2025-09-02", + "equity": 30692.68, + "return_pct": 207.04 + }, + { + "date": "2025-09-03", + "equity": 30657.08, + "return_pct": 206.69 + }, + { + "date": "2025-09-04", + "equity": 30413.43, + "return_pct": 204.25 + }, + { + "date": "2025-09-05", + "equity": 30551.61, + "return_pct": 205.63 + }, + { + "date": "2025-09-08", + "equity": 30715.93, + "return_pct": 207.27 + }, + { + "date": "2025-09-09", + "equity": 30509.29, + "return_pct": 205.21 + }, + { + "date": "2025-09-10", + "equity": 30792.94, + "return_pct": 208.04 + }, + { + "date": "2025-09-11", + "equity": 32394.07, + "return_pct": 224.06 + }, + { + "date": "2025-09-12", + "equity": 33352.39, + "return_pct": 233.65 + }, + { + "date": "2025-09-15", + "equity": 33806.1, + "return_pct": 238.19 + }, + { + "date": "2025-09-16", + "equity": 33473.32, + "return_pct": 234.86 + }, + { + "date": "2025-09-17", + "equity": 33564.45, + "return_pct": 235.77 + }, + { + "date": "2025-09-18", + "equity": 34342.82, + "return_pct": 243.56 + }, + { + "date": "2025-09-19", + "equity": 34764.1, + "return_pct": 247.77 + }, + { + "date": "2025-09-22", + "equity": 34582.25, + "return_pct": 245.95 + }, + { + "date": "2025-09-23", + "equity": 34327.16, + "return_pct": 243.4 + }, + { + "date": "2025-09-24", + "equity": 34404.76, + "return_pct": 244.18 + }, + { + "date": "2025-09-25", + "equity": 33719.99, + "return_pct": 237.33 + }, + { + "date": "2025-09-26", + "equity": 34126.64, + "return_pct": 241.39 + }, + { + "date": "2025-09-29", + "equity": 34431.8, + "return_pct": 244.45 + }, + { + "date": "2025-09-30", + "equity": 34715.28, + "return_pct": 247.28 + }, + { + "date": "2025-10-01", + "equity": 35673.49, + "return_pct": 256.87 + }, + { + "date": "2025-10-02", + "equity": 35674.67, + "return_pct": 256.88 + }, + { + "date": "2025-10-03", + "equity": 35533.2, + "return_pct": 255.46 + }, + { + "date": "2025-10-06", + "equity": 36332.73, + "return_pct": 263.46 + }, + { + "date": "2025-10-07", + "equity": 35946.75, + "return_pct": 259.6 + }, + { + "date": "2025-10-08", + "equity": 36416.89, + "return_pct": 264.3 + }, + { + "date": "2025-10-09", + "equity": 36086.27, + "return_pct": 261.0 + }, + { + "date": "2025-10-10", + "equity": 34725.4, + "return_pct": 247.38 + }, + { + "date": "2025-10-13", + "equity": 35238.33, + "return_pct": 252.51 + }, + { + "date": "2025-10-14", + "equity": 34644.68, + "return_pct": 246.58 + }, + { + "date": "2025-10-15", + "equity": 34933.25, + "return_pct": 249.46 + }, + { + "date": "2025-10-16", + "equity": 34779.82, + "return_pct": 247.93 + }, + { + "date": "2025-10-17", + "equity": 35011.19, + "return_pct": 250.24 + }, + { + "date": "2025-10-20", + "equity": 34957.55, + "return_pct": 249.71 + }, + { + "date": "2025-10-21", + "equity": 34818.13, + "return_pct": 248.31 + }, + { + "date": "2025-10-22", + "equity": 34474.03, + "return_pct": 244.87 + }, + { + "date": "2025-10-23", + "equity": 34358.14, + "return_pct": 243.71 + }, + { + "date": "2025-10-24", + "equity": 34254.56, + "return_pct": 242.67 + }, + { + "date": "2025-10-27", + "equity": 34758.79, + "return_pct": 247.72 + }, + { + "date": "2025-10-28", + "equity": 34486.26, + "return_pct": 244.99 + }, + { + "date": "2025-10-29", + "equity": 34384.35, + "return_pct": 243.97 + }, + { + "date": "2025-10-30", + "equity": 34545.22, + "return_pct": 245.58 + }, + { + "date": "2025-10-31", + "equity": 35558.11, + "return_pct": 255.71 + }, + { + "date": "2025-11-03", + "equity": 35377.99, + "return_pct": 253.91 + }, + { + "date": "2025-11-04", + "equity": 35691.0, + "return_pct": 257.04 + }, + { + "date": "2025-11-05", + "equity": 36229.28, + "return_pct": 262.43 + }, + { + "date": "2025-11-06", + "equity": 35893.47, + "return_pct": 259.07 + }, + { + "date": "2025-11-07", + "equity": 36340.26, + "return_pct": 263.54 + }, + { + "date": "2025-11-10", + "equity": 36590.78, + "return_pct": 266.04 + }, + { + "date": "2025-11-11", + "equity": 35845.71, + "return_pct": 258.59 + }, + { + "date": "2025-11-12", + "equity": 35732.7, + "return_pct": 257.46 + }, + { + "date": "2025-11-13", + "equity": 34899.15, + "return_pct": 249.12 + }, + { + "date": "2025-11-14", + "equity": 35046.6, + "return_pct": 250.6 + }, + { + "date": "2025-11-17", + "equity": 34826.8, + "return_pct": 248.4 + }, + { + "date": "2025-11-18", + "equity": 34918.23, + "return_pct": 249.31 + }, + { + "date": "2025-11-19", + "equity": 34433.81, + "return_pct": 244.47 + }, + { + "date": "2025-11-20", + "equity": 34182.76, + "return_pct": 241.95 + }, + { + "date": "2025-11-21", + "equity": 34400.82, + "return_pct": 244.14 + }, + { + "date": "2025-11-24", + "equity": 34211.59, + "return_pct": 242.24 + }, + { + "date": "2025-11-25", + "equity": 34611.9, + "return_pct": 246.25 + }, + { + "date": "2025-11-26", + "equity": 35134.08, + "return_pct": 251.47 + }, + { + "date": "2025-11-28", + "equity": 35238.62, + "return_pct": 252.52 + }, + { + "date": "2025-12-01", + "equity": 35121.93, + "return_pct": 251.35 + }, + { + "date": "2025-12-02", + "equity": 35124.88, + "return_pct": 251.38 + }, + { + "date": "2025-12-03", + "equity": 35153.18, + "return_pct": 251.66 + }, + { + "date": "2025-12-04", + "equity": 36363.22, + "return_pct": 263.77 + }, + { + "date": "2025-12-05", + "equity": 37679.7, + "return_pct": 276.94 + }, + { + "date": "2025-12-08", + "equity": 37256.05, + "return_pct": 272.7 + }, + { + "date": "2025-12-09", + "equity": 37383.92, + "return_pct": 273.98 + }, + { + "date": "2025-12-10", + "equity": 37869.48, + "return_pct": 278.84 + }, + { + "date": "2025-12-11", + "equity": 38654.79, + "return_pct": 286.69 + }, + { + "date": "2025-12-12", + "equity": 38184.64, + "return_pct": 281.99 + }, + { + "date": "2025-12-15", + "equity": 38133.4, + "return_pct": 281.48 + }, + { + "date": "2025-12-16", + "equity": 38299.96, + "return_pct": 283.14 + }, + { + "date": "2025-12-17", + "equity": 37844.5, + "return_pct": 278.59 + }, + { + "date": "2025-12-18", + "equity": 37874.32, + "return_pct": 278.88 + }, + { + "date": "2025-12-19", + "equity": 38144.89, + "return_pct": 281.59 + }, + { + "date": "2025-12-22", + "equity": 38348.85, + "return_pct": 283.63 + }, + { + "date": "2025-12-23", + "equity": 37668.01, + "return_pct": 276.82 + }, + { + "date": "2025-12-24", + "equity": 38071.38, + "return_pct": 280.86 + }, + { + "date": "2025-12-26", + "equity": 38290.28, + "return_pct": 283.05 + }, + { + "date": "2025-12-29", + "equity": 38023.7, + "return_pct": 280.38 + }, + { + "date": "2025-12-30", + "equity": 37711.09, + "return_pct": 277.25 + }, + { + "date": "2025-12-31", + "equity": 37278.56, + "return_pct": 272.92 + }, + { + "date": "2026-01-02", + "equity": 38151.89, + "return_pct": 281.66 + }, + { + "date": "2026-01-05", + "equity": 38372.3, + "return_pct": 283.87 + }, + { + "date": "2026-01-06", + "equity": 39375.02, + "return_pct": 293.9 + }, + { + "date": "2026-01-07", + "equity": 38927.77, + "return_pct": 289.42 + }, + { + "date": "2026-01-08", + "equity": 39097.16, + "return_pct": 291.12 + }, + { + "date": "2026-01-09", + "equity": 38939.11, + "return_pct": 289.54 + }, + { + "date": "2026-01-12", + "equity": 39941.21, + "return_pct": 299.56 + }, + { + "date": "2026-01-13", + "equity": 40456.16, + "return_pct": 304.71 + }, + { + "date": "2026-01-14", + "equity": 40358.2, + "return_pct": 303.73 + }, + { + "date": "2026-01-15", + "equity": 40797.92, + "return_pct": 308.13 + }, + { + "date": "2026-01-16", + "equity": 40152.64, + "return_pct": 301.68 + }, + { + "date": "2026-01-20", + "equity": 40241.83, + "return_pct": 302.57 + }, + { + "date": "2026-01-21", + "equity": 41302.01, + "return_pct": 313.17 + }, + { + "date": "2026-01-22", + "equity": 41937.51, + "return_pct": 319.53 + }, + { + "date": "2026-01-23", + "equity": 42269.86, + "return_pct": 322.86 + }, + { + "date": "2026-01-26", + "equity": 42374.46, + "return_pct": 323.9 + }, + { + "date": "2026-01-27", + "equity": 41706.32, + "return_pct": 317.22 + }, + { + "date": "2026-01-28", + "equity": 41417.2, + "return_pct": 314.33 + }, + { + "date": "2026-01-29", + "equity": 41193.26, + "return_pct": 312.09 + }, + { + "date": "2026-01-30", + "equity": 39809.52, + "return_pct": 298.24 + }, + { + "date": "2026-02-02", + "equity": 40686.25, + "return_pct": 307.01 + }, + { + "date": "2026-02-03", + "equity": 41513.34, + "return_pct": 315.29 + }, + { + "date": "2026-02-04", + "equity": 40685.44, + "return_pct": 307.01 + }, + { + "date": "2026-02-05", + "equity": 40321.49, + "return_pct": 303.37 + }, + { + "date": "2026-02-06", + "equity": 41200.39, + "return_pct": 312.16 + }, + { + "date": "2026-02-09", + "equity": 41105.38, + "return_pct": 311.21 + }, + { + "date": "2026-02-10", + "equity": 41434.15, + "return_pct": 314.5 + }, + { + "date": "2026-02-11", + "equity": 42140.17, + "return_pct": 321.56 + }, + { + "date": "2026-02-12", + "equity": 41789.26, + "return_pct": 318.05 + }, + { + "date": "2026-02-13", + "equity": 42331.91, + "return_pct": 323.48 + }, + { + "date": "2026-02-17", + "equity": 42132.87, + "return_pct": 321.49 + }, + { + "date": "2026-02-18", + "equity": 41957.56, + "return_pct": 319.73 + }, + { + "date": "2026-02-19", + "equity": 41827.65, + "return_pct": 318.43 + }, + { + "date": "2026-02-20", + "equity": 42086.52, + "return_pct": 321.02 + }, + { + "date": "2026-02-23", + "equity": 41683.95, + "return_pct": 316.99 + }, + { + "date": "2026-02-24", + "equity": 42198.58, + "return_pct": 322.14 + }, + { + "date": "2026-02-25", + "equity": 42104.41, + "return_pct": 321.2 + }, + { + "date": "2026-02-26", + "equity": 41757.67, + "return_pct": 317.73 + }, + { + "date": "2026-02-27", + "equity": 42178.98, + "return_pct": 321.95 + }, + { + "date": "2026-03-02", + "equity": 39985.44, + "return_pct": 300.0 + }, + { + "date": "2026-03-03", + "equity": 39797.61, + "return_pct": 298.12 + }, + { + "date": "2026-03-04", + "equity": 39769.42, + "return_pct": 297.84 + }, + { + "date": "2026-03-05", + "equity": 39357.21, + "return_pct": 293.72 + }, + { + "date": "2026-03-06", + "equity": 39146.41, + "return_pct": 291.61 + }, + { + "date": "2026-03-09", + "equity": 39126.17, + "return_pct": 291.41 + }, + { + "date": "2026-03-10", + "equity": 38961.47, + "return_pct": 289.76 + }, + { + "date": "2026-03-11", + "equity": 38989.84, + "return_pct": 290.04 + }, + { + "date": "2026-03-12", + "equity": 39068.68, + "return_pct": 290.83 + }, + { + "date": "2026-03-13", + "equity": 38978.29, + "return_pct": 289.93 + }, + { + "date": "2026-03-16", + "equity": 39026.78, + "return_pct": 290.41 + }, + { + "date": "2026-03-17", + "equity": 39118.41, + "return_pct": 291.33 + }, + { + "date": "2026-03-18", + "equity": 39029.54, + "return_pct": 290.44 + }, + { + "date": "2026-03-19", + "equity": 39107.4, + "return_pct": 291.22 + }, + { + "date": "2026-03-20", + "equity": 38916.45, + "return_pct": 289.31 + }, + { + "date": "2026-03-23", + "equity": 39258.06, + "return_pct": 292.73 + }, + { + "date": "2026-03-24", + "equity": 39054.31, + "return_pct": 290.69 + }, + { + "date": "2026-03-25", + "equity": 39060.36, + "return_pct": 290.75 + }, + { + "date": "2026-03-26", + "equity": 38811.55, + "return_pct": 288.26 + }, + { + "date": "2026-03-27", + "equity": 38730.17, + "return_pct": 287.45 + }, + { + "date": "2026-03-30", + "equity": 38631.09, + "return_pct": 286.45 + }, + { + "date": "2026-03-31", + "equity": 38772.92, + "return_pct": 287.87 + }, + { + "date": "2026-04-01", + "equity": 38808.54, + "return_pct": 288.23 + }, + { + "date": "2026-04-02", + "equity": 38810.48, + "return_pct": 288.25 + }, + { + "date": "2026-04-06", + "equity": 38778.23, + "return_pct": 287.93 + }, + { + "date": "2026-04-07", + "equity": 38974.06, + "return_pct": 289.89 + }, + { + "date": "2026-04-08", + "equity": 40624.74, + "return_pct": 306.4 + }, + { + "date": "2026-04-09", + "equity": 41094.97, + "return_pct": 311.1 + }, + { + "date": "2026-04-10", + "equity": 41495.8, + "return_pct": 315.11 + }, + { + "date": "2026-04-13", + "equity": 41656.86, + "return_pct": 316.72 + }, + { + "date": "2026-04-14", + "equity": 42449.05, + "return_pct": 324.65 + }, + { + "date": "2026-04-15", + "equity": 42369.29, + "return_pct": 323.85 + }, + { + "date": "2026-04-16", + "equity": 42780.71, + "return_pct": 327.97 + }, + { + "date": "2026-04-17", + "equity": 43460.88, + "return_pct": 334.77 + }, + { + "date": "2026-04-20", + "equity": 43428.55, + "return_pct": 334.45 + }, + { + "date": "2026-04-21", + "equity": 43308.97, + "return_pct": 333.25 + }, + { + "date": "2026-04-22", + "equity": 43800.69, + "return_pct": 338.17 + }, + { + "date": "2026-04-23", + "equity": 44115.68, + "return_pct": 341.32 + }, + { + "date": "2026-04-24", + "equity": 45790.82, + "return_pct": 358.08 + }, + { + "date": "2026-04-27", + "equity": 45966.59, + "return_pct": 359.84 + }, + { + "date": "2026-04-28", + "equity": 44995.18, + "return_pct": 350.12 + }, + { + "date": "2026-04-29", + "equity": 46200.13, + "return_pct": 362.17 + }, + { + "date": "2026-04-30", + "equity": 47745.29, + "return_pct": 377.63 + }, + { + "date": "2026-05-01", + "equity": 47742.21, + "return_pct": 377.6 + }, + { + "date": "2026-05-04", + "equity": 47083.46, + "return_pct": 371.01 + }, + { + "date": "2026-05-05", + "equity": 48205.64, + "return_pct": 382.24 + }, + { + "date": "2026-05-06", + "equity": 50498.19, + "return_pct": 405.17 + }, + { + "date": "2026-05-07", + "equity": 49584.99, + "return_pct": 396.03 + }, + { + "date": "2026-05-08", + "equity": 51007.84, + "return_pct": 410.27 + }, + { + "date": "2026-05-11", + "equity": 51653.19, + "return_pct": 416.72 + }, + { + "date": "2026-05-12", + "equity": 51141.91, + "return_pct": 411.61 + }, + { + "date": "2026-05-13", + "equity": 51465.62, + "return_pct": 414.85 + }, + { + "date": "2026-05-14", + "equity": 51781.38, + "return_pct": 418.01 + }, + { + "date": "2026-05-15", + "equity": 50343.25, + "return_pct": 403.62 + }, + { + "date": "2026-05-18", + "equity": 49540.9, + "return_pct": 395.59 + }, + { + "date": "2026-05-19", + "equity": 49060.54, + "return_pct": 390.79 + }, + { + "date": "2026-05-20", + "equity": 48817.79, + "return_pct": 388.36 + }, + { + "date": "2026-05-21", + "equity": 49073.88, + "return_pct": 390.92 + }, + { + "date": "2026-05-22", + "equity": 49676.19, + "return_pct": 396.95 + }, + { + "date": "2026-05-26", + "equity": 49547.21, + "return_pct": 395.66 + }, + { + "date": "2026-05-27", + "equity": 49719.4, + "return_pct": 397.38 + }, + { + "date": "2026-05-28", + "equity": 50672.66, + "return_pct": 406.92 + }, + { + "date": "2026-05-29", + "equity": 50765.37, + "return_pct": 407.84 + }, + { + "date": "2026-06-01", + "equity": 50445.26, + "return_pct": 404.64 + }, + { + "date": "2026-06-02", + "equity": 50534.75, + "return_pct": 405.54 + }, + { + "date": "2026-06-03", + "equity": 51142.56, + "return_pct": 411.62 + }, + { + "date": "2026-06-04", + "equity": 51058.66, + "return_pct": 410.78 + }, + { + "date": "2026-06-05", + "equity": 49811.94, + "return_pct": 398.31 + }, + { + "date": "2026-06-08", + "equity": 49551.67, + "return_pct": 395.7 + }, + { + "date": "2026-06-09", + "equity": 49841.83, + "return_pct": 398.6 + }, + { + "date": "2026-06-10", + "equity": 49590.85, + "return_pct": 396.09 + }, + { + "date": "2026-06-11", + "equity": 49886.24, + "return_pct": 399.05 + }, + { + "date": "2026-06-12", + "equity": 49890.89, + "return_pct": 399.09 + }, + { + "date": "2026-06-15", + "equity": 49818.07, + "return_pct": 398.37 + }, + { + "date": "2026-06-16", + "equity": 49661.6, + "return_pct": 396.8 + }, + { + "date": "2026-06-17", + "equity": 49819.62, + "return_pct": 398.38 + }, + { + "date": "2026-06-18", + "equity": 49711.69, + "return_pct": 397.3 + }, + { + "date": "2026-06-22", + "equity": 49873.33, + "return_pct": 398.92 + }, + { + "date": "2026-06-23", + "equity": 49743.19, + "return_pct": 397.62 + }, + { + "date": "2026-06-24", + "equity": 49867.13, + "return_pct": 398.86 + }, + { + "date": "2026-06-25", + "equity": 49989.53, + "return_pct": 400.08 + }, + { + "date": "2026-06-26", + "equity": 50716.13, + "return_pct": 407.35 + }, + { + "date": "2026-06-29", + "equity": 50738.34, + "return_pct": 407.57 + }, + { + "date": "2026-06-30", + "equity": 50717.68, + "return_pct": 407.37 + }, + { + "date": "2026-07-01", + "equity": 50380.47, + "return_pct": 403.99 + }, + { + "date": "2026-07-02", + "equity": 50380.47, + "return_pct": 403.99 + } + ], + "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 + }, + { + "date": "2024-08-08", + "equity": 13846.05, + "return_pct": 38.46 + }, + { + "date": "2024-08-09", + "equity": 13907.11, + "return_pct": 39.07 + }, + { + "date": "2024-08-12", + "equity": 13914.42, + "return_pct": 39.14 + }, + { + "date": "2024-08-13", + "equity": 14143.25, + "return_pct": 41.43 + }, + { + "date": "2024-08-14", + "equity": 14187.87, + "return_pct": 41.88 + }, + { + "date": "2024-08-15", + "equity": 14431.05, + "return_pct": 44.31 + }, + { + "date": "2024-08-16", + "equity": 14463.41, + "return_pct": 44.63 + }, + { + "date": "2024-08-19", + "equity": 14601.7, + "return_pct": 46.02 + }, + { + "date": "2024-08-20", + "equity": 14577.95, + "return_pct": 45.78 + }, + { + "date": "2024-08-21", + "equity": 14628.05, + "return_pct": 46.28 + }, + { + "date": "2024-08-22", + "equity": 14513.24, + "return_pct": 45.13 + }, + { + "date": "2024-08-23", + "equity": 14667.45, + "return_pct": 46.67 + }, + { + "date": "2024-08-26", + "equity": 14632.49, + "return_pct": 46.32 + }, + { + "date": "2024-08-27", + "equity": 14652.58, + "return_pct": 46.53 + }, + { + "date": "2024-08-28", + "equity": 14567.51, + "return_pct": 45.68 + }, + { + "date": "2024-08-29", + "equity": 14568.82, + "return_pct": 45.69 + }, + { + "date": "2024-08-30", + "equity": 14707.89, + "return_pct": 47.08 + }, + { + "date": "2024-09-03", + "equity": 14405.22, + "return_pct": 44.05 + }, + { + "date": "2024-09-04", + "equity": 14375.73, + "return_pct": 43.76 + }, + { + "date": "2024-09-05", + "equity": 14340.77, + "return_pct": 43.41 + }, + { + "date": "2024-09-06", + "equity": 14099.41, + "return_pct": 40.99 + }, + { + "date": "2024-09-09", + "equity": 14257.27, + "return_pct": 42.57 + }, + { + "date": "2024-09-10", + "equity": 14319.37, + "return_pct": 43.19 + }, + { + "date": "2024-09-11", + "equity": 14466.28, + "return_pct": 44.66 + }, + { + "date": "2024-09-12", + "equity": 14588.13, + "return_pct": 45.88 + }, + { + "date": "2024-09-13", + "equity": 14664.32, + "return_pct": 46.64 + }, + { + "date": "2024-09-16", + "equity": 14685.98, + "return_pct": 46.86 + }, + { + "date": "2024-09-17", + "equity": 14691.98, + "return_pct": 46.92 + }, + { + "date": "2024-09-18", + "equity": 14648.4, + "return_pct": 46.48 + }, + { + "date": "2024-09-19", + "equity": 14898.37, + "return_pct": 48.98 + }, + { + "date": "2024-09-20", + "equity": 14827.14, + "return_pct": 48.27 + }, + { + "date": "2024-09-23", + "equity": 14864.19, + "return_pct": 48.64 + }, + { + "date": "2024-09-24", + "equity": 14906.72, + "return_pct": 49.07 + }, + { + "date": "2024-09-25", + "equity": 14873.84, + "return_pct": 48.74 + }, + { + "date": "2024-09-26", + "equity": 14932.81, + "return_pct": 49.33 + }, + { + "date": "2024-09-27", + "equity": 14911.15, + "return_pct": 49.11 + }, + { + "date": "2024-09-30", + "equity": 14970.91, + "return_pct": 49.71 + }, + { + "date": "2024-10-01", + "equity": 14836.79, + "return_pct": 48.37 + }, + { + "date": "2024-10-02", + "equity": 14843.05, + "return_pct": 48.43 + }, + { + "date": "2024-10-03", + "equity": 14815.92, + "return_pct": 48.16 + }, + { + "date": "2024-10-04", + "equity": 14950.55, + "return_pct": 49.51 + }, + { + "date": "2024-10-07", + "equity": 14815.39, + "return_pct": 48.15 + }, + { + "date": "2024-10-08", + "equity": 14955.51, + "return_pct": 49.56 + }, + { + "date": "2024-10-09", + "equity": 15059.1, + "return_pct": 50.59 + }, + { + "date": "2024-10-10", + "equity": 15032.75, + "return_pct": 50.33 + }, + { + "date": "2024-10-11", + "equity": 15122.77, + "return_pct": 51.23 + }, + { + "date": "2024-10-14", + "equity": 15246.44, + "return_pct": 52.46 + }, + { + "date": "2024-10-15", + "equity": 15127.98, + "return_pct": 51.28 + }, + { + "date": "2024-10-16", + "equity": 15193.74, + "return_pct": 51.94 + }, + { + "date": "2024-10-17", + "equity": 15195.04, + "return_pct": 51.95 + }, + { + "date": "2024-10-18", + "equity": 15253.49, + "return_pct": 52.53 + }, + { + "date": "2024-10-21", + "equity": 15228.44, + "return_pct": 52.28 + }, + { + "date": "2024-10-22", + "equity": 15220.35, + "return_pct": 52.2 + }, + { + "date": "2024-10-23", + "equity": 15081.28, + "return_pct": 50.81 + }, + { + "date": "2024-10-24", + "equity": 15113.89, + "return_pct": 51.14 + }, + { + "date": "2024-10-25", + "equity": 15108.68, + "return_pct": 51.09 + }, + { + "date": "2024-10-28", + "equity": 15155.38, + "return_pct": 51.55 + }, + { + "date": "2024-10-29", + "equity": 15179.91, + "return_pct": 51.8 + }, + { + "date": "2024-10-30", + "equity": 15133.99, + "return_pct": 51.34 + }, + { + "date": "2024-10-31", + "equity": 14837.31, + "return_pct": 48.37 + }, + { + "date": "2024-11-01", + "equity": 14899.93, + "return_pct": 49.0 + }, + { + "date": "2024-11-04", + "equity": 14867.84, + "return_pct": 48.68 + }, + { + "date": "2024-11-05", + "equity": 15047.62, + "return_pct": 50.48 + }, + { + "date": "2024-11-06", + "equity": 15421.79, + "return_pct": 54.22 + }, + { + "date": "2024-11-07", + "equity": 15541.03, + "return_pct": 55.41 + }, + { + "date": "2024-11-08", + "equity": 15608.35, + "return_pct": 56.08 + }, + { + "date": "2024-11-11", + "equity": 15623.22, + "return_pct": 56.23 + }, + { + "date": "2024-11-12", + "equity": 15574.69, + "return_pct": 55.75 + }, + { + "date": "2024-11-13", + "equity": 15582.26, + "return_pct": 55.82 + }, + { + "date": "2024-11-14", + "equity": 15482.06, + "return_pct": 54.82 + }, + { + "date": "2024-11-15", + "equity": 15283.76, + "return_pct": 52.84 + }, + { + "date": "2024-11-18", + "equity": 15346.38, + "return_pct": 53.46 + }, + { + "date": "2024-11-19", + "equity": 15402.48, + "return_pct": 54.02 + }, + { + "date": "2024-11-20", + "equity": 15407.7, + "return_pct": 54.08 + }, + { + "date": "2024-11-21", + "equity": 15490.41, + "return_pct": 54.9 + }, + { + "date": "2024-11-22", + "equity": 15538.42, + "return_pct": 55.38 + }, + { + "date": "2024-11-25", + "equity": 15591.13, + "return_pct": 55.91 + }, + { + "date": "2024-11-26", + "equity": 15672.54, + "return_pct": 56.73 + }, + { + "date": "2024-11-27", + "equity": 15625.05, + "return_pct": 56.25 + }, + { + "date": "2024-11-29", + "equity": 15722.11, + "return_pct": 57.22 + }, + { + "date": "2024-12-02", + "equity": 15750.29, + "return_pct": 57.5 + }, + { + "date": "2024-12-03", + "equity": 15757.6, + "return_pct": 57.58 + }, + { + "date": "2024-12-04", + "equity": 15855.45, + "return_pct": 58.55 + }, + { + "date": "2024-12-05", + "equity": 15829.35, + "return_pct": 58.29 + }, + { + "date": "2024-12-06", + "equity": 15859.36, + "return_pct": 58.59 + }, + { + "date": "2024-12-09", + "equity": 15777.69, + "return_pct": 57.78 + }, + { + "date": "2024-12-10", + "equity": 15728.64, + "return_pct": 57.29 + }, + { + "date": "2024-12-11", + "equity": 15850.23, + "return_pct": 58.5 + }, + { + "date": "2024-12-12", + "equity": 15768.56, + "return_pct": 57.69 + }, + { + "date": "2024-12-13", + "equity": 15765.43, + "return_pct": 57.65 + }, + { + "date": "2024-12-16", + "equity": 15832.75, + "return_pct": 58.33 + }, + { + "date": "2024-12-17", + "equity": 15767.51, + "return_pct": 57.68 + }, + { + "date": "2024-12-18", + "equity": 15297.59, + "return_pct": 52.98 + }, + { + "date": "2024-12-19", + "equity": 15292.89, + "return_pct": 52.93 + }, + { + "date": "2024-12-20", + "equity": 15424.66, + "return_pct": 54.25 + }, + { + "date": "2024-12-23", + "equity": 15517.03, + "return_pct": 55.17 + }, + { + "date": "2024-12-24", + "equity": 15689.5, + "return_pct": 56.89 + }, + { + "date": "2024-12-26", + "equity": 15690.54, + "return_pct": 56.91 + }, + { + "date": "2024-12-27", + "equity": 15525.38, + "return_pct": 55.25 + }, + { + "date": "2024-12-30", + "equity": 15348.21, + "return_pct": 53.48 + }, + { + "date": "2024-12-31", + "equity": 15292.37, + "return_pct": 52.92 + }, + { + "date": "2025-01-02", + "equity": 15254.79, + "return_pct": 52.55 + }, + { + "date": "2025-01-03", + "equity": 15445.53, + "return_pct": 54.46 + }, + { + "date": "2025-01-06", + "equity": 15534.51, + "return_pct": 55.35 + }, + { + "date": "2025-01-07", + "equity": 15358.9, + "return_pct": 53.59 + }, + { + "date": "2025-01-08", + "equity": 15381.34, + "return_pct": 53.81 + }, + { + "date": "2025-01-10", + "equity": 15146.51, + "return_pct": 51.47 + }, + { + "date": "2025-01-13", + "equity": 15169.99, + "return_pct": 51.7 + }, + { + "date": "2025-01-14", + "equity": 15190.87, + "return_pct": 51.91 + }, + { + "date": "2025-01-15", + "equity": 15467.19, + "return_pct": 54.67 + }, + { + "date": "2025-01-16", + "equity": 15437.44, + "return_pct": 54.37 + }, + { + "date": "2025-01-17", + "equity": 15592.43, + "return_pct": 55.92 + }, + { + "date": "2025-01-21", + "equity": 15735.16, + "return_pct": 57.35 + }, + { + "date": "2025-01-22", + "equity": 15823.61, + "return_pct": 58.24 + }, + { + "date": "2025-01-23", + "equity": 15909.98, + "return_pct": 59.1 + }, + { + "date": "2025-01-24", + "equity": 15863.54, + "return_pct": 58.64 + }, + { + "date": "2025-01-27", + "equity": 15639.14, + "return_pct": 56.39 + }, + { + "date": "2025-01-28", + "equity": 15773.52, + "return_pct": 57.74 + }, + { + "date": "2025-01-29", + "equity": 15702.8, + "return_pct": 57.03 + }, + { + "date": "2025-01-30", + "equity": 15787.08, + "return_pct": 57.87 + }, + { + "date": "2025-01-31", + "equity": 15703.07, + "return_pct": 57.03 + }, + { + "date": "2025-02-03", + "equity": 15597.39, + "return_pct": 55.97 + }, + { + "date": "2025-02-04", + "equity": 15702.02, + "return_pct": 57.02 + }, + { + "date": "2025-02-05", + "equity": 15765.69, + "return_pct": 57.66 + }, + { + "date": "2025-02-06", + "equity": 15820.48, + "return_pct": 58.2 + }, + { + "date": "2025-02-07", + "equity": 15675.67, + "return_pct": 56.76 + }, + { + "date": "2025-02-10", + "equity": 15782.13, + "return_pct": 57.82 + }, + { + "date": "2025-02-11", + "equity": 15794.13, + "return_pct": 57.94 + }, + { + "date": "2025-02-12", + "equity": 15743.25, + "return_pct": 57.43 + }, + { + "date": "2025-02-13", + "equity": 15909.46, + "return_pct": 59.09 + }, + { + "date": "2025-02-14", + "equity": 15908.68, + "return_pct": 59.09 + }, + { + "date": "2025-02-18", + "equity": 15955.38, + "return_pct": 59.55 + }, + { + "date": "2025-02-19", + "equity": 15992.95, + "return_pct": 59.93 + }, + { + "date": "2025-02-20", + "equity": 15926.42, + "return_pct": 59.26 + }, + { + "date": "2025-02-21", + "equity": 15654.01, + "return_pct": 56.54 + }, + { + "date": "2025-02-24", + "equity": 15582.78, + "return_pct": 55.83 + }, + { + "date": "2025-02-25", + "equity": 15505.28, + "return_pct": 55.05 + }, + { + "date": "2025-02-26", + "equity": 15513.11, + "return_pct": 55.13 + }, + { + "date": "2025-02-27", + "equity": 15265.49, + "return_pct": 52.65 + }, + { + "date": "2025-02-28", + "equity": 15503.72, + "return_pct": 55.04 + }, + { + "date": "2025-03-03", + "equity": 15232.09, + "return_pct": 52.32 + }, + { + "date": "2025-03-04", + "equity": 15051.79, + "return_pct": 50.52 + }, + { + "date": "2025-03-05", + "equity": 15213.57, + "return_pct": 52.14 + }, + { + "date": "2025-03-06", + "equity": 14943.51, + "return_pct": 49.44 + }, + { + "date": "2025-03-07", + "equity": 15027.27, + "return_pct": 50.27 + }, + { + "date": "2025-03-10", + "equity": 14627.01, + "return_pct": 46.27 + }, + { + "date": "2025-03-11", + "equity": 14505.41, + "return_pct": 45.05 + }, + { + "date": "2025-03-12", + "equity": 14582.39, + "return_pct": 45.82 + }, + { + "date": "2025-03-13", + "equity": 14388.0, + "return_pct": 43.88 + }, + { + "date": "2025-03-14", + "equity": 14685.19, + "return_pct": 46.85 + }, + { + "date": "2025-03-17", + "equity": 14798.43, + "return_pct": 47.98 + }, + { + "date": "2025-03-18", + "equity": 14638.49, + "return_pct": 46.38 + }, + { + "date": "2025-03-19", + "equity": 14797.91, + "return_pct": 47.98 + }, + { + "date": "2025-03-20", + "equity": 14755.12, + "return_pct": 47.55 + }, + { + "date": "2025-03-21", + "equity": 14715.72, + "return_pct": 47.16 + }, + { + "date": "2025-03-24", + "equity": 14979.26, + "return_pct": 49.79 + }, + { + "date": "2025-03-25", + "equity": 15015.26, + "return_pct": 50.15 + }, + { + "date": "2025-03-26", + "equity": 14836.01, + "return_pct": 48.36 + }, + { + "date": "2025-03-27", + "equity": 14796.61, + "return_pct": 47.97 + }, + { + "date": "2025-03-28", + "equity": 14498.63, + "return_pct": 44.99 + }, + { + "date": "2025-03-31", + "equity": 14595.96, + "return_pct": 45.96 + }, + { + "date": "2025-04-01", + "equity": 14637.18, + "return_pct": 46.37 + }, + { + "date": "2025-04-02", + "equity": 14729.81, + "return_pct": 47.3 + }, + { + "date": "2025-04-03", + "equity": 14003.91, + "return_pct": 40.04 + }, + { + "date": "2025-04-04", + "equity": 13184.08, + "return_pct": 31.84 + }, + { + "date": "2025-04-07", + "equity": 13160.6, + "return_pct": 31.61 + }, + { + "date": "2025-04-08", + "equity": 12954.47, + "return_pct": 29.54 + }, + { + "date": "2025-04-09", + "equity": 14314.94, + "return_pct": 43.15 + }, + { + "date": "2025-04-10", + "equity": 13687.67, + "return_pct": 36.88 + }, + { + "date": "2025-04-11", + "equity": 13931.9, + "return_pct": 39.32 + }, + { + "date": "2025-04-14", + "equity": 14067.06, + "return_pct": 40.67 + }, + { + "date": "2025-04-15", + "equity": 14027.66, + "return_pct": 40.28 + }, + { + "date": "2025-04-16", + "equity": 13715.85, + "return_pct": 37.16 + }, + { + "date": "2025-04-17", + "equity": 13735.42, + "return_pct": 37.35 + }, + { + "date": "2025-04-21", + "equity": 13408.48, + "return_pct": 34.08 + }, + { + "date": "2025-04-22", + "equity": 13757.34, + "return_pct": 37.57 + }, + { + "date": "2025-04-23", + "equity": 13970.52, + "return_pct": 39.71 + }, + { + "date": "2025-04-24", + "equity": 14264.58, + "return_pct": 42.65 + }, + { + "date": "2025-04-25", + "equity": 14367.65, + "return_pct": 43.68 + }, + { + "date": "2025-04-28", + "equity": 14373.12, + "return_pct": 43.73 + }, + { + "date": "2025-04-29", + "equity": 14463.67, + "return_pct": 44.64 + }, + { + "date": "2025-04-30", + "equity": 14469.41, + "return_pct": 44.69 + }, + { + "date": "2025-05-01", + "equity": 14571.95, + "return_pct": 45.72 + }, + { + "date": "2025-05-02", + "equity": 14788.26, + "return_pct": 47.88 + }, + { + "date": "2025-05-05", + "equity": 14703.46, + "return_pct": 47.03 + }, + { + "date": "2025-05-06", + "equity": 14580.56, + "return_pct": 45.81 + }, + { + "date": "2025-05-07", + "equity": 14641.88, + "return_pct": 46.42 + }, + { + "date": "2025-05-08", + "equity": 14743.9, + "return_pct": 47.44 + }, + { + "date": "2025-05-09", + "equity": 14725.11, + "return_pct": 47.25 + }, + { + "date": "2025-05-12", + "equity": 15211.74, + "return_pct": 52.12 + }, + { + "date": "2025-05-13", + "equity": 15312.2, + "return_pct": 53.12 + }, + { + "date": "2025-05-14", + "equity": 15331.77, + "return_pct": 53.32 + }, + { + "date": "2025-05-15", + "equity": 15406.65, + "return_pct": 54.07 + }, + { + "date": "2025-05-16", + "equity": 15504.24, + "return_pct": 55.04 + }, + { + "date": "2025-05-19", + "equity": 15521.2, + "return_pct": 55.21 + }, + { + "date": "2025-05-20", + "equity": 15469.02, + "return_pct": 54.69 + }, + { + "date": "2025-05-21", + "equity": 15208.35, + "return_pct": 52.08 + }, + { + "date": "2025-05-22", + "equity": 15214.35, + "return_pct": 52.14 + }, + { + "date": "2025-05-23", + "equity": 15110.5, + "return_pct": 51.11 + }, + { + "date": "2025-05-27", + "equity": 15424.66, + "return_pct": 54.25 + }, + { + "date": "2025-05-28", + "equity": 15335.42, + "return_pct": 53.35 + }, + { + "date": "2025-05-29", + "equity": 15395.96, + "return_pct": 53.96 + }, + { + "date": "2025-05-30", + "equity": 15378.73, + "return_pct": 53.79 + }, + { + "date": "2025-06-02", + "equity": 15465.36, + "return_pct": 54.65 + }, + { + "date": "2025-06-03", + "equity": 15553.56, + "return_pct": 55.54 + }, + { + "date": "2025-06-04", + "equity": 15549.38, + "return_pct": 55.49 + }, + { + "date": "2025-06-05", + "equity": 15474.23, + "return_pct": 54.74 + }, + { + "date": "2025-06-06", + "equity": 15633.14, + "return_pct": 56.33 + }, + { + "date": "2025-06-09", + "equity": 15647.23, + "return_pct": 56.47 + }, + { + "date": "2025-06-10", + "equity": 15735.94, + "return_pct": 57.36 + }, + { + "date": "2025-06-11", + "equity": 15691.06, + "return_pct": 56.91 + }, + { + "date": "2025-06-12", + "equity": 15753.42, + "return_pct": 57.53 + }, + { + "date": "2025-06-13", + "equity": 15577.3, + "return_pct": 55.77 + }, + { + "date": "2025-06-16", + "equity": 15725.51, + "return_pct": 57.26 + }, + { + "date": "2025-06-17", + "equity": 15591.13, + "return_pct": 55.91 + }, + { + "date": "2025-06-18", + "equity": 15588.78, + "return_pct": 55.89 + }, + { + "date": "2025-06-20", + "equity": 15506.33, + "return_pct": 55.06 + }, + { + "date": "2025-06-23", + "equity": 15659.49, + "return_pct": 56.59 + }, + { + "date": "2025-06-24", + "equity": 15832.49, + "return_pct": 58.32 + }, + { + "date": "2025-06-25", + "equity": 15841.36, + "return_pct": 58.41 + }, + { + "date": "2025-06-26", + "equity": 15965.3, + "return_pct": 59.65 + }, + { + "date": "2025-06-27", + "equity": 16044.62, + "return_pct": 60.45 + }, + { + "date": "2025-06-30", + "equity": 16121.33, + "return_pct": 61.21 + }, + { + "date": "2025-07-01", + "equity": 16116.11, + "return_pct": 61.16 + }, + { + "date": "2025-07-02", + "equity": 16189.17, + "return_pct": 61.89 + }, + { + "date": "2025-07-03", + "equity": 16316.76, + "return_pct": 63.17 + }, + { + "date": "2025-07-07", + "equity": 16195.17, + "return_pct": 61.95 + }, + { + "date": "2025-07-08", + "equity": 16186.3, + "return_pct": 61.86 + }, + { + "date": "2025-07-09", + "equity": 16283.37, + "return_pct": 62.83 + }, + { + "date": "2025-07-10", + "equity": 16329.29, + "return_pct": 63.29 + }, + { + "date": "2025-07-11", + "equity": 16271.89, + "return_pct": 62.72 + }, + { + "date": "2025-07-14", + "equity": 16302.94, + "return_pct": 63.03 + }, + { + "date": "2025-07-15", + "equity": 16233.27, + "return_pct": 62.33 + }, + { + "date": "2025-07-16", + "equity": 16287.54, + "return_pct": 62.88 + }, + { + "date": "2025-07-17", + "equity": 16387.21, + "return_pct": 63.87 + }, + { + "date": "2025-07-18", + "equity": 16375.21, + "return_pct": 63.75 + }, + { + "date": "2025-07-21", + "equity": 16406.26, + "return_pct": 64.06 + }, + { + "date": "2025-07-22", + "equity": 16408.61, + "return_pct": 64.09 + }, + { + "date": "2025-07-23", + "equity": 16548.21, + "return_pct": 65.48 + }, + { + "date": "2025-07-24", + "equity": 16553.69, + "return_pct": 65.54 + }, + { + "date": "2025-07-25", + "equity": 16623.61, + "return_pct": 66.24 + }, + { + "date": "2025-07-28", + "equity": 16619.44, + "return_pct": 66.19 + }, + { + "date": "2025-07-29", + "equity": 16575.6, + "return_pct": 65.76 + }, + { + "date": "2025-07-30", + "equity": 16554.73, + "return_pct": 65.55 + }, + { + "date": "2025-07-31", + "equity": 16492.63, + "return_pct": 64.93 + }, + { + "date": "2025-08-01", + "equity": 16222.31, + "return_pct": 62.22 + }, + { + "date": "2025-08-04", + "equity": 16468.88, + "return_pct": 64.69 + }, + { + "date": "2025-08-05", + "equity": 16385.39, + "return_pct": 63.85 + }, + { + "date": "2025-08-06", + "equity": 16510.89, + "return_pct": 65.11 + }, + { + "date": "2025-08-07", + "equity": 16497.06, + "return_pct": 64.97 + }, + { + "date": "2025-08-08", + "equity": 16625.7, + "return_pct": 66.26 + }, + { + "date": "2025-08-11", + "equity": 16592.82, + "return_pct": 65.93 + }, + { + "date": "2025-08-12", + "equity": 16769.47, + "return_pct": 67.69 + }, + { + "date": "2025-08-13", + "equity": 16826.88, + "return_pct": 68.27 + }, + { + "date": "2025-08-14", + "equity": 16828.44, + "return_pct": 68.28 + }, + { + "date": "2025-08-15", + "equity": 16789.04, + "return_pct": 67.89 + }, + { + "date": "2025-08-18", + "equity": 16785.39, + "return_pct": 67.85 + }, + { + "date": "2025-08-19", + "equity": 16694.32, + "return_pct": 66.94 + }, + { + "date": "2025-08-20", + "equity": 16649.97, + "return_pct": 66.5 + }, + { + "date": "2025-08-21", + "equity": 16583.17, + "return_pct": 65.83 + }, + { + "date": "2025-08-22", + "equity": 16837.83, + "return_pct": 68.38 + }, + { + "date": "2025-08-25", + "equity": 16763.73, + "return_pct": 67.64 + }, + { + "date": "2025-08-26", + "equity": 16833.92, + "return_pct": 68.34 + }, + { + "date": "2025-08-27", + "equity": 16872.28, + "return_pct": 68.72 + }, + { + "date": "2025-08-28", + "equity": 16932.03, + "return_pct": 69.32 + }, + { + "date": "2025-08-29", + "equity": 16831.05, + "return_pct": 68.31 + }, + { + "date": "2025-09-02", + "equity": 16706.33, + "return_pct": 67.06 + }, + { + "date": "2025-09-03", + "equity": 16796.87, + "return_pct": 67.97 + }, + { + "date": "2025-09-04", + "equity": 16937.25, + "return_pct": 69.37 + }, + { + "date": "2025-09-05", + "equity": 16888.19, + "return_pct": 68.88 + }, + { + "date": "2025-09-08", + "equity": 16929.68, + "return_pct": 69.3 + }, + { + "date": "2025-09-09", + "equity": 16968.82, + "return_pct": 69.69 + }, + { + "date": "2025-09-10", + "equity": 17017.87, + "return_pct": 70.18 + }, + { + "date": "2025-09-11", + "equity": 17159.3, + "return_pct": 71.59 + }, + { + "date": "2025-09-12", + "equity": 17153.56, + "return_pct": 71.54 + }, + { + "date": "2025-09-15", + "equity": 17244.88, + "return_pct": 72.45 + }, + { + "date": "2025-09-16", + "equity": 17221.14, + "return_pct": 72.21 + }, + { + "date": "2025-09-17", + "equity": 17199.74, + "return_pct": 72.0 + }, + { + "date": "2025-09-18", + "equity": 17280.1, + "return_pct": 72.8 + }, + { + "date": "2025-09-19", + "equity": 17317.68, + "return_pct": 73.18 + }, + { + "date": "2025-09-22", + "equity": 17399.61, + "return_pct": 74.0 + }, + { + "date": "2025-09-23", + "equity": 17304.89, + "return_pct": 73.05 + }, + { + "date": "2025-09-24", + "equity": 17249.84, + "return_pct": 72.5 + }, + { + "date": "2025-09-25", + "equity": 17170.25, + "return_pct": 71.7 + }, + { + "date": "2025-09-26", + "equity": 17268.62, + "return_pct": 72.69 + }, + { + "date": "2025-09-29", + "equity": 17317.16, + "return_pct": 73.17 + }, + { + "date": "2025-09-30", + "equity": 17382.39, + "return_pct": 73.82 + }, + { + "date": "2025-10-01", + "equity": 17441.62, + "return_pct": 74.42 + }, + { + "date": "2025-10-02", + "equity": 17461.71, + "return_pct": 74.62 + }, + { + "date": "2025-10-03", + "equity": 17461.45, + "return_pct": 74.61 + }, + { + "date": "2025-10-06", + "equity": 17524.07, + "return_pct": 75.24 + }, + { + "date": "2025-10-07", + "equity": 17459.1, + "return_pct": 74.59 + }, + { + "date": "2025-10-08", + "equity": 17563.21, + "return_pct": 75.63 + }, + { + "date": "2025-10-09", + "equity": 17512.33, + "return_pct": 75.12 + }, + { + "date": "2025-10-10", + "equity": 17039.01, + "return_pct": 70.39 + }, + { + "date": "2025-10-13", + "equity": 17300.46, + "return_pct": 73.0 + }, + { + "date": "2025-10-14", + "equity": 17279.32, + "return_pct": 72.79 + }, + { + "date": "2025-10-15", + "equity": 17356.03, + "return_pct": 73.56 + }, + { + "date": "2025-10-16", + "equity": 17237.83, + "return_pct": 72.38 + }, + { + "date": "2025-10-17", + "equity": 17335.68, + "return_pct": 73.36 + }, + { + "date": "2025-10-20", + "equity": 17515.98, + "return_pct": 75.16 + }, + { + "date": "2025-10-21", + "equity": 17515.72, + "return_pct": 75.16 + }, + { + "date": "2025-10-22", + "equity": 17424.66, + "return_pct": 74.25 + }, + { + "date": "2025-10-23", + "equity": 17527.98, + "return_pct": 75.28 + }, + { + "date": "2025-10-24", + "equity": 17671.23, + "return_pct": 76.71 + }, + { + "date": "2025-10-27", + "equity": 17879.71, + "return_pct": 78.8 + }, + { + "date": "2025-10-28", + "equity": 17927.2, + "return_pct": 79.27 + }, + { + "date": "2025-10-29", + "equity": 17935.81, + "return_pct": 79.36 + }, + { + "date": "2025-10-30", + "equity": 17738.55, + "return_pct": 77.39 + }, + { + "date": "2025-10-31", + "equity": 17796.74, + "return_pct": 77.97 + }, + { + "date": "2025-11-03", + "equity": 17830.14, + "return_pct": 78.3 + }, + { + "date": "2025-11-04", + "equity": 17618.79, + "return_pct": 76.19 + }, + { + "date": "2025-11-05", + "equity": 17679.84, + "return_pct": 76.8 + }, + { + "date": "2025-11-06", + "equity": 17490.15, + "return_pct": 74.9 + }, + { + "date": "2025-11-07", + "equity": 17507.37, + "return_pct": 75.07 + }, + { + "date": "2025-11-10", + "equity": 17780.56, + "return_pct": 77.81 + }, + { + "date": "2025-11-11", + "equity": 17821.27, + "return_pct": 78.21 + }, + { + "date": "2025-11-12", + "equity": 17831.18, + "return_pct": 78.31 + }, + { + "date": "2025-11-13", + "equity": 17535.29, + "return_pct": 75.35 + }, + { + "date": "2025-11-14", + "equity": 17532.42, + "return_pct": 75.32 + }, + { + "date": "2025-11-17", + "equity": 17369.08, + "return_pct": 73.69 + }, + { + "date": "2025-11-18", + "equity": 17223.22, + "return_pct": 72.23 + }, + { + "date": "2025-11-19", + "equity": 17289.76, + "return_pct": 72.9 + }, + { + "date": "2025-11-20", + "equity": 17026.22, + "return_pct": 70.26 + }, + { + "date": "2025-11-21", + "equity": 17195.83, + "return_pct": 71.96 + }, + { + "date": "2025-11-24", + "equity": 17448.92, + "return_pct": 74.49 + }, + { + "date": "2025-11-25", + "equity": 17613.05, + "return_pct": 76.13 + }, + { + "date": "2025-11-26", + "equity": 17734.64, + "return_pct": 77.35 + }, + { + "date": "2025-11-28", + "equity": 17831.44, + "return_pct": 78.31 + }, + { + "date": "2025-12-01", + "equity": 17750.03, + "return_pct": 77.5 + }, + { + "date": "2025-12-02", + "equity": 17782.91, + "return_pct": 77.83 + }, + { + "date": "2025-12-03", + "equity": 17844.49, + "return_pct": 78.44 + }, + { + "date": "2025-12-04", + "equity": 17857.53, + "return_pct": 78.58 + }, + { + "date": "2025-12-05", + "equity": 17891.45, + "return_pct": 78.91 + }, + { + "date": "2025-12-08", + "equity": 17837.7, + "return_pct": 78.38 + }, + { + "date": "2025-12-09", + "equity": 17822.31, + "return_pct": 78.22 + }, + { + "date": "2025-12-10", + "equity": 17940.51, + "return_pct": 79.41 + }, + { + "date": "2025-12-11", + "equity": 17982.26, + "return_pct": 79.82 + }, + { + "date": "2025-12-12", + "equity": 17788.91, + "return_pct": 77.89 + }, + { + "date": "2025-12-15", + "equity": 17762.04, + "return_pct": 77.62 + }, + { + "date": "2025-12-16", + "equity": 17713.5, + "return_pct": 77.14 + }, + { + "date": "2025-12-17", + "equity": 17518.59, + "return_pct": 75.19 + }, + { + "date": "2025-12-18", + "equity": 17650.88, + "return_pct": 76.51 + }, + { + "date": "2025-12-19", + "equity": 17758.38, + "return_pct": 77.58 + }, + { + "date": "2025-12-22", + "equity": 17869.02, + "return_pct": 78.69 + }, + { + "date": "2025-12-23", + "equity": 17950.68, + "return_pct": 79.51 + }, + { + "date": "2025-12-24", + "equity": 18013.83, + "return_pct": 80.14 + }, + { + "date": "2025-12-26", + "equity": 18012.0, + "return_pct": 80.12 + }, + { + "date": "2025-12-29", + "equity": 17947.81, + "return_pct": 79.48 + }, + { + "date": "2025-12-30", + "equity": 17925.9, + "return_pct": 79.26 + }, + { + "date": "2025-12-31", + "equity": 17793.09, + "return_pct": 77.93 + }, + { + "date": "2026-01-02", + "equity": 17825.7, + "return_pct": 78.26 + }, + { + "date": "2026-01-05", + "equity": 17944.42, + "return_pct": 79.44 + }, + { + "date": "2026-01-06", + "equity": 18051.14, + "return_pct": 80.51 + }, + { + "date": "2026-01-07", + "equity": 17992.95, + "return_pct": 79.93 + }, + { + "date": "2026-01-08", + "equity": 17991.13, + "return_pct": 79.91 + }, + { + "date": "2026-01-09", + "equity": 18110.11, + "return_pct": 81.1 + }, + { + "date": "2026-01-12", + "equity": 18138.55, + "return_pct": 81.39 + }, + { + "date": "2026-01-13", + "equity": 18102.28, + "return_pct": 81.02 + }, + { + "date": "2026-01-14", + "equity": 18013.31, + "return_pct": 80.13 + }, + { + "date": "2026-01-15", + "equity": 18062.36, + "return_pct": 80.62 + }, + { + "date": "2026-01-16", + "equity": 18047.23, + "return_pct": 80.47 + }, + { + "date": "2026-01-20", + "equity": 17679.84, + "return_pct": 76.8 + }, + { + "date": "2026-01-21", + "equity": 17883.89, + "return_pct": 78.84 + }, + { + "date": "2026-01-22", + "equity": 17977.3, + "return_pct": 79.77 + }, + { + "date": "2026-01-23", + "equity": 17983.82, + "return_pct": 79.84 + }, + { + "date": "2026-01-26", + "equity": 18075.15, + "return_pct": 80.75 + }, + { + "date": "2026-01-27", + "equity": 18147.16, + "return_pct": 81.47 + }, + { + "date": "2026-01-28", + "equity": 18145.34, + "return_pct": 81.45 + }, + { + "date": "2026-01-29", + "equity": 18109.33, + "return_pct": 81.09 + }, + { + "date": "2026-01-30", + "equity": 18055.32, + "return_pct": 80.55 + }, + { + "date": "2026-02-02", + "equity": 18145.08, + "return_pct": 81.45 + }, + { + "date": "2026-02-03", + "equity": 17991.65, + "return_pct": 79.92 + }, + { + "date": "2026-02-04", + "equity": 17904.5, + "return_pct": 79.05 + }, + { + "date": "2026-02-05", + "equity": 17680.89, + "return_pct": 76.81 + }, + { + "date": "2026-02-06", + "equity": 18020.09, + "return_pct": 80.2 + }, + { + "date": "2026-02-09", + "equity": 18106.98, + "return_pct": 81.07 + }, + { + "date": "2026-02-10", + "equity": 18059.23, + "return_pct": 80.59 + }, + { + "date": "2026-02-11", + "equity": 18055.06, + "return_pct": 80.55 + }, + { + "date": "2026-02-12", + "equity": 17776.13, + "return_pct": 77.76 + }, + { + "date": "2026-02-13", + "equity": 17788.65, + "return_pct": 77.89 + }, + { + "date": "2026-02-17", + "equity": 17817.35, + "return_pct": 78.17 + }, + { + "date": "2026-02-18", + "equity": 17907.11, + "return_pct": 79.07 + }, + { + "date": "2026-02-19", + "equity": 17859.88, + "return_pct": 78.6 + }, + { + "date": "2026-02-20", + "equity": 17989.04, + "return_pct": 79.89 + }, + { + "date": "2026-02-23", + "equity": 17805.35, + "return_pct": 78.05 + }, + { + "date": "2026-02-24", + "equity": 17934.77, + "return_pct": 79.35 + }, + { + "date": "2026-02-25", + "equity": 18086.11, + "return_pct": 80.86 + }, + { + "date": "2026-02-26", + "equity": 17985.65, + "return_pct": 79.86 + }, + { + "date": "2026-02-27", + "equity": 17899.28, + "return_pct": 78.99 + }, + { + "date": "2026-03-02", + "equity": 17909.46, + "return_pct": 79.09 + }, + { + "date": "2026-03-03", + "equity": 17751.6, + "return_pct": 77.52 + }, + { + "date": "2026-03-04", + "equity": 17876.84, + "return_pct": 78.77 + }, + { + "date": "2026-03-05", + "equity": 17777.17, + "return_pct": 77.77 + }, + { + "date": "2026-03-06", + "equity": 17544.16, + "return_pct": 75.44 + }, + { + "date": "2026-03-09", + "equity": 17697.85, + "return_pct": 76.98 + }, + { + "date": "2026-03-10", + "equity": 17669.41, + "return_pct": 76.69 + }, + { + "date": "2026-03-11", + "equity": 17647.23, + "return_pct": 76.47 + }, + { + "date": "2026-03-12", + "equity": 17379.26, + "return_pct": 73.79 + }, + { + "date": "2026-03-13", + "equity": 17280.89, + "return_pct": 72.81 + }, + { + "date": "2026-03-16", + "equity": 17456.75, + "return_pct": 74.57 + }, + { + "date": "2026-03-17", + "equity": 17502.67, + "return_pct": 75.03 + }, + { + "date": "2026-03-18", + "equity": 17258.45, + "return_pct": 72.58 + }, + { + "date": "2026-03-19", + "equity": 17215.92, + "return_pct": 72.16 + }, + { + "date": "2026-03-20", + "equity": 16922.9, + "return_pct": 69.23 + }, + { + "date": "2026-03-23", + "equity": 17100.59, + "return_pct": 71.01 + }, + { + "date": "2026-03-24", + "equity": 17043.18, + "return_pct": 70.43 + }, + { + "date": "2026-03-25", + "equity": 17138.16, + "return_pct": 71.38 + }, + { + "date": "2026-03-26", + "equity": 16832.09, + "return_pct": 68.32 + }, + { + "date": "2026-03-27", + "equity": 16545.08, + "return_pct": 65.45 + }, + { + "date": "2026-03-30", + "equity": 16489.76, + "return_pct": 64.9 + }, + { + "date": "2026-03-31", + "equity": 16969.08, + "return_pct": 69.69 + }, + { + "date": "2026-04-01", + "equity": 17096.93, + "return_pct": 70.97 + }, + { + "date": "2026-04-02", + "equity": 17112.33, + "return_pct": 71.12 + }, + { + "date": "2026-04-06", + "equity": 17193.22, + "return_pct": 71.93 + }, + { + "date": "2026-04-07", + "equity": 17200.78, + "return_pct": 72.01 + }, + { + "date": "2026-04-08", + "equity": 17638.88, + "return_pct": 76.39 + }, + { + "date": "2026-04-09", + "equity": 17740.64, + "return_pct": 77.41 + }, + { + "date": "2026-04-10", + "equity": 17728.9, + "return_pct": 77.29 + }, + { + "date": "2026-04-13", + "equity": 17902.15, + "return_pct": 79.02 + }, + { + "date": "2026-04-14", + "equity": 18120.29, + "return_pct": 81.2 + }, + { + "date": "2026-04-15", + "equity": 18263.27, + "return_pct": 82.63 + }, + { + "date": "2026-04-16", + "equity": 18308.15, + "return_pct": 83.08 + }, + { + "date": "2026-04-17", + "equity": 18529.42, + "return_pct": 85.29 + }, + { + "date": "2026-04-20", + "equity": 18492.37, + "return_pct": 84.92 + }, + { + "date": "2026-04-21", + "equity": 18371.3, + "return_pct": 83.71 + }, + { + "date": "2026-04-22", + "equity": 18557.34, + "return_pct": 85.57 + }, + { + "date": "2026-04-23", + "equity": 18485.32, + "return_pct": 84.85 + }, + { + "date": "2026-04-24", + "equity": 18628.57, + "return_pct": 86.29 + }, + { + "date": "2026-04-27", + "equity": 18660.67, + "return_pct": 86.61 + }, + { + "date": "2026-04-28", + "equity": 18569.86, + "return_pct": 85.7 + }, + { + "date": "2026-04-29", + "equity": 18566.99, + "return_pct": 85.67 + }, + { + "date": "2026-04-30", + "equity": 18751.73, + "return_pct": 87.52 + }, + { + "date": "2026-05-01", + "equity": 18803.65, + "return_pct": 88.04 + }, + { + "date": "2026-05-04", + "equity": 18734.77, + "return_pct": 87.35 + }, + { + "date": "2026-05-05", + "equity": 18885.06, + "return_pct": 88.85 + }, + { + "date": "2026-05-06", + "equity": 19147.55, + "return_pct": 91.48 + }, + { + "date": "2026-05-07", + "equity": 19088.85, + "return_pct": 90.89 + }, + { + "date": "2026-05-08", + "equity": 19246.44, + "return_pct": 92.46 + }, + { + "date": "2026-05-11", + "equity": 19290.28, + "return_pct": 92.9 + }, + { + "date": "2026-05-12", + "equity": 19261.06, + "return_pct": 92.61 + }, + { + "date": "2026-05-13", + "equity": 19368.82, + "return_pct": 93.69 + }, + { + "date": "2026-05-14", + "equity": 19521.72, + "return_pct": 95.22 + }, + { + "date": "2026-05-15", + "equity": 19286.89, + "return_pct": 92.87 + }, + { + "date": "2026-05-18", + "equity": 19273.32, + "return_pct": 92.73 + }, + { + "date": "2026-05-19", + "equity": 19144.94, + "return_pct": 91.45 + }, + { + "date": "2026-05-20", + "equity": 19341.16, + "return_pct": 93.41 + }, + { + "date": "2026-05-21", + "equity": 19379.52, + "return_pct": 93.8 + }, + { + "date": "2026-05-22", + "equity": 19455.71, + "return_pct": 94.56 + }, + { + "date": "2026-05-26", + "equity": 19584.87, + "return_pct": 95.85 + }, + { + "date": "2026-05-27", + "equity": 19581.47, + "return_pct": 95.81 + }, + { + "date": "2026-05-28", + "equity": 19689.5, + "return_pct": 96.89 + }, + { + "date": "2026-05-29", + "equity": 19738.55, + "return_pct": 97.39 + }, + { + "date": "2026-06-01", + "equity": 19792.3, + "return_pct": 97.92 + }, + { + "date": "2026-06-02", + "equity": 19819.18, + "return_pct": 98.19 + }, + { + "date": "2026-06-03", + "equity": 19680.1, + "return_pct": 96.8 + }, + { + "date": "2026-06-04", + "equity": 19754.47, + "return_pct": 97.54 + }, + { + "date": "2026-06-05", + "equity": 19244.62, + "return_pct": 92.45 + }, + { + "date": "2026-06-08", + "equity": 19288.19, + "return_pct": 92.88 + }, + { + "date": "2026-06-09", + "equity": 19231.57, + "return_pct": 92.32 + }, + { + "date": "2026-06-10", + "equity": 18928.38, + "return_pct": 89.28 + }, + { + "date": "2026-06-11", + "equity": 19250.1, + "return_pct": 92.5 + }, + { + "date": "2026-06-12", + "equity": 19354.21, + "return_pct": 93.54 + }, + { + "date": "2026-06-15", + "equity": 19695.5, + "return_pct": 96.95 + }, + { + "date": "2026-06-16", + "equity": 19578.08, + "return_pct": 95.78 + }, + { + "date": "2026-06-17", + "equity": 19333.59, + "return_pct": 93.34 + }, + { + "date": "2026-06-18", + "equity": 19484.41, + "return_pct": 94.84 + }, + { + "date": "2026-06-22", + "equity": 19423.09, + "return_pct": 94.23 + }, + { + "date": "2026-06-23", + "equity": 19141.03, + "return_pct": 91.41 + }, + { + "date": "2026-06-24", + "equity": 19132.16, + "return_pct": 91.32 + }, + { + "date": "2026-06-25", + "equity": 19159.82, + "return_pct": 91.6 + }, + { + "date": "2026-06-26", + "equity": 19021.27, + "return_pct": 90.21 + }, + { + "date": "2026-06-29", + "equity": 19334.64, + "return_pct": 93.35 + }, + { + "date": "2026-06-30", + "equity": 19485.19, + "return_pct": 94.85 + }, + { + "date": "2026-07-01", + "equity": 19458.84, + "return_pct": 94.59 + }, + { + "date": "2026-07-02", + "equity": 19433.27, + "return_pct": 94.33 + } + ] + }, + { + "strategy": "production_structural_overlay5_atr3", + "label": "Research: production gate + 5% clean-structure rank overlay", + "description": "Production-qualified universe and live exit, ranked by 95% current 80/20 strategy rank plus 5% clean structural/range confirmation.", + "is_production": false, + "entry_variant": "residual80_highvol_blend80_20_fixed10", + "ranking_key": "structural_overlay_95_5_score", + "exit_policy": "atr_trail3", + "live_exit_mode": "atr_trailing", + "lookback": "6m", + "lookback_label": "6 months", + "starting_capital": 10000.0, + "final_equity": 13298.04, + "total_return_pct": 33.0, + "cagr_pct": 76.6, + "max_drawdown_pct": 8.1, + "sharpe": 2.87, + "trades": 30, + "win_rate": 40.0, + "avg_trade_pnl": 109.93, + "best_trade_r": 12.87, + "worst_trade_r": -1.79, + "best_trade_pnl": 1313.72, + "worst_trade_pnl": -140.61, + "avg_hold_days": 15.4, + "exit_reasons": { + "stop": 13, + "time": 7, + "trailing_stop": 10 + }, + "skipped_book_full": 0, + "spy_return_pct": 9.2, + "yearly_returns": [ + { + "year": 2025, + "return_pct": 0.0 + }, + { + "year": 2026, + "return_pct": 33.0 + } + ], + "start_date": "2025-12-31", + "end_date": "2026-07-02", + "equity_curve": [ + { + "date": "2025-12-31", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2026-01-02", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2026-01-05", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2026-01-06", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2026-01-07", + "equity": 9990.34, + "return_pct": -0.1 + }, + { + "date": "2026-01-08", + "equity": 10080.4, + "return_pct": 0.8 + }, + { + "date": "2026-01-09", + "equity": 10127.43, + "return_pct": 1.27 + }, + { + "date": "2026-01-12", + "equity": 10331.36, + "return_pct": 3.31 + }, + { + "date": "2026-01-13", + "equity": 10442.31, + "return_pct": 4.42 + }, + { + "date": "2026-01-14", + "equity": 10473.27, + "return_pct": 4.73 + }, + { + "date": "2026-01-15", + "equity": 10541.57, + "return_pct": 5.42 + }, + { + "date": "2026-01-16", + "equity": 10352.95, + "return_pct": 3.53 + }, + { + "date": "2026-01-20", + "equity": 10400.79, + "return_pct": 4.01 + }, + { + "date": "2026-01-21", + "equity": 10634.57, + "return_pct": 6.35 + }, + { + "date": "2026-01-22", + "equity": 10760.71, + "return_pct": 7.61 + }, + { + "date": "2026-01-23", + "equity": 10829.49, + "return_pct": 8.29 + }, + { + "date": "2026-01-26", + "equity": 10863.82, + "return_pct": 8.64 + }, + { + "date": "2026-01-27", + "equity": 10726.81, + "return_pct": 7.27 + }, + { + "date": "2026-01-28", + "equity": 10630.39, + "return_pct": 6.3 + }, + { + "date": "2026-01-29", + "equity": 10579.92, + "return_pct": 5.8 + }, + { + "date": "2026-01-30", + "equity": 10355.61, + "return_pct": 3.56 + }, + { + "date": "2026-02-02", + "equity": 10459.96, + "return_pct": 4.6 + }, + { + "date": "2026-02-03", + "equity": 10775.33, + "return_pct": 7.75 + }, + { + "date": "2026-02-04", + "equity": 10700.41, + "return_pct": 7.0 + }, + { + "date": "2026-02-05", + "equity": 10614.43, + "return_pct": 6.14 + }, + { + "date": "2026-02-06", + "equity": 10715.51, + "return_pct": 7.16 + }, + { + "date": "2026-02-09", + "equity": 10724.29, + "return_pct": 7.24 + }, + { + "date": "2026-02-10", + "equity": 10850.74, + "return_pct": 8.51 + }, + { + "date": "2026-02-11", + "equity": 10951.99, + "return_pct": 9.52 + }, + { + "date": "2026-02-12", + "equity": 10919.51, + "return_pct": 9.2 + }, + { + "date": "2026-02-13", + "equity": 11067.16, + "return_pct": 10.67 + }, + { + "date": "2026-02-17", + "equity": 11014.38, + "return_pct": 10.14 + }, + { + "date": "2026-02-18", + "equity": 11050.67, + "return_pct": 10.51 + }, + { + "date": "2026-02-19", + "equity": 11083.64, + "return_pct": 10.84 + }, + { + "date": "2026-02-20", + "equity": 11071.48, + "return_pct": 10.71 + }, + { + "date": "2026-02-23", + "equity": 10962.22, + "return_pct": 9.62 + }, + { + "date": "2026-02-24", + "equity": 11064.5, + "return_pct": 10.64 + }, + { + "date": "2026-02-25", + "equity": 10974.39, + "return_pct": 9.74 + }, + { + "date": "2026-02-26", + "equity": 10924.14, + "return_pct": 9.24 + }, + { + "date": "2026-02-27", + "equity": 11100.07, + "return_pct": 11.0 + }, + { + "date": "2026-03-02", + "equity": 10549.04, + "return_pct": 5.49 + }, + { + "date": "2026-03-03", + "equity": 10398.69, + "return_pct": 3.99 + }, + { + "date": "2026-03-04", + "equity": 10374.59, + "return_pct": 3.75 + }, + { + "date": "2026-03-05", + "equity": 10349.51, + "return_pct": 3.5 + }, + { + "date": "2026-03-06", + "equity": 10374.21, + "return_pct": 3.74 + }, + { + "date": "2026-03-09", + "equity": 10383.36, + "return_pct": 3.83 + }, + { + "date": "2026-03-10", + "equity": 10384.19, + "return_pct": 3.84 + }, + { + "date": "2026-03-11", + "equity": 10435.27, + "return_pct": 4.35 + }, + { + "date": "2026-03-12", + "equity": 10506.69, + "return_pct": 5.07 + }, + { + "date": "2026-03-13", + "equity": 10467.0, + "return_pct": 4.67 + }, + { + "date": "2026-03-16", + "equity": 10442.64, + "return_pct": 4.43 + }, + { + "date": "2026-03-17", + "equity": 10508.37, + "return_pct": 5.08 + }, + { + "date": "2026-03-18", + "equity": 10447.0, + "return_pct": 4.47 + }, + { + "date": "2026-03-19", + "equity": 10400.17, + "return_pct": 4.0 + }, + { + "date": "2026-03-20", + "equity": 10272.47, + "return_pct": 2.72 + }, + { + "date": "2026-03-23", + "equity": 10363.0, + "return_pct": 3.63 + }, + { + "date": "2026-03-24", + "equity": 10309.0, + "return_pct": 3.09 + }, + { + "date": "2026-03-25", + "equity": 10310.61, + "return_pct": 3.11 + }, + { + "date": "2026-03-26", + "equity": 10244.67, + "return_pct": 2.45 + }, + { + "date": "2026-03-27", + "equity": 10223.11, + "return_pct": 2.23 + }, + { + "date": "2026-03-30", + "equity": 10196.96, + "return_pct": 1.97 + }, + { + "date": "2026-03-31", + "equity": 10234.4, + "return_pct": 2.34 + }, + { + "date": "2026-04-01", + "equity": 10243.8, + "return_pct": 2.44 + }, + { + "date": "2026-04-02", + "equity": 10244.31, + "return_pct": 2.44 + }, + { + "date": "2026-04-06", + "equity": 10235.8, + "return_pct": 2.36 + }, + { + "date": "2026-04-07", + "equity": 10287.48, + "return_pct": 2.87 + }, + { + "date": "2026-04-08", + "equity": 10723.16, + "return_pct": 7.23 + }, + { + "date": "2026-04-09", + "equity": 10847.28, + "return_pct": 8.47 + }, + { + "date": "2026-04-10", + "equity": 10953.1, + "return_pct": 9.53 + }, + { + "date": "2026-04-13", + "equity": 10995.61, + "return_pct": 9.96 + }, + { + "date": "2026-04-14", + "equity": 11204.73, + "return_pct": 12.05 + }, + { + "date": "2026-04-15", + "equity": 11183.7, + "return_pct": 11.84 + }, + { + "date": "2026-04-16", + "equity": 11292.29, + "return_pct": 12.92 + }, + { + "date": "2026-04-17", + "equity": 11471.82, + "return_pct": 14.72 + }, + { + "date": "2026-04-20", + "equity": 11463.28, + "return_pct": 14.63 + }, + { + "date": "2026-04-21", + "equity": 11431.72, + "return_pct": 14.32 + }, + { + "date": "2026-04-22", + "equity": 11561.51, + "return_pct": 15.62 + }, + { + "date": "2026-04-23", + "equity": 11644.63, + "return_pct": 16.45 + }, + { + "date": "2026-04-24", + "equity": 12086.82, + "return_pct": 20.87 + }, + { + "date": "2026-04-27", + "equity": 12133.25, + "return_pct": 21.33 + }, + { + "date": "2026-04-28", + "equity": 11876.84, + "return_pct": 18.77 + }, + { + "date": "2026-04-29", + "equity": 12194.88, + "return_pct": 21.95 + }, + { + "date": "2026-04-30", + "equity": 12602.62, + "return_pct": 26.03 + }, + { + "date": "2026-05-01", + "equity": 12601.81, + "return_pct": 26.02 + }, + { + "date": "2026-05-04", + "equity": 12427.93, + "return_pct": 24.28 + }, + { + "date": "2026-05-05", + "equity": 12724.11, + "return_pct": 27.24 + }, + { + "date": "2026-05-06", + "equity": 13329.14, + "return_pct": 33.29 + }, + { + "date": "2026-05-07", + "equity": 13088.11, + "return_pct": 30.88 + }, + { + "date": "2026-05-08", + "equity": 13463.69, + "return_pct": 34.64 + }, + { + "date": "2026-05-11", + "equity": 13634.03, + "return_pct": 36.34 + }, + { + "date": "2026-05-12", + "equity": 13499.08, + "return_pct": 34.99 + }, + { + "date": "2026-05-13", + "equity": 13584.46, + "return_pct": 35.84 + }, + { + "date": "2026-05-14", + "equity": 13667.79, + "return_pct": 36.68 + }, + { + "date": "2026-05-15", + "equity": 13288.19, + "return_pct": 32.88 + }, + { + "date": "2026-05-18", + "equity": 13076.41, + "return_pct": 30.76 + }, + { + "date": "2026-05-19", + "equity": 12949.62, + "return_pct": 29.5 + }, + { + "date": "2026-05-20", + "equity": 12885.55, + "return_pct": 28.86 + }, + { + "date": "2026-05-21", + "equity": 12953.15, + "return_pct": 29.53 + }, + { + "date": "2026-05-22", + "equity": 13112.13, + "return_pct": 31.12 + }, + { + "date": "2026-05-26", + "equity": 13078.1, + "return_pct": 30.78 + }, + { + "date": "2026-05-27", + "equity": 13123.55, + "return_pct": 31.24 + }, + { + "date": "2026-05-28", + "equity": 13375.17, + "return_pct": 33.75 + }, + { + "date": "2026-05-29", + "equity": 13399.64, + "return_pct": 34.0 + }, + { + "date": "2026-06-01", + "equity": 13315.14, + "return_pct": 33.15 + }, + { + "date": "2026-06-02", + "equity": 13338.77, + "return_pct": 33.39 + }, + { + "date": "2026-06-03", + "equity": 13499.2, + "return_pct": 34.99 + }, + { + "date": "2026-06-04", + "equity": 13477.05, + "return_pct": 34.77 + }, + { + "date": "2026-06-05", + "equity": 13147.97, + "return_pct": 31.48 + }, + { + "date": "2026-06-08", + "equity": 13079.28, + "return_pct": 30.79 + }, + { + "date": "2026-06-09", + "equity": 13155.86, + "return_pct": 31.56 + }, + { + "date": "2026-06-10", + "equity": 13089.62, + "return_pct": 30.9 + }, + { + "date": "2026-06-11", + "equity": 13167.59, + "return_pct": 31.68 + }, + { + "date": "2026-06-12", + "equity": 13168.81, + "return_pct": 31.69 + }, + { + "date": "2026-06-15", + "equity": 13149.59, + "return_pct": 31.5 + }, + { + "date": "2026-06-16", + "equity": 13108.29, + "return_pct": 31.08 + }, + { + "date": "2026-06-17", + "equity": 13150.0, + "return_pct": 31.5 + }, + { + "date": "2026-06-18", + "equity": 13121.51, + "return_pct": 31.22 + }, + { + "date": "2026-06-22", + "equity": 13164.18, + "return_pct": 31.64 + }, + { + "date": "2026-06-23", + "equity": 13129.83, + "return_pct": 31.3 + }, + { + "date": "2026-06-24", + "equity": 13162.54, + "return_pct": 31.63 + }, + { + "date": "2026-06-25", + "equity": 13194.85, + "return_pct": 31.95 + }, + { + "date": "2026-06-26", + "equity": 13386.64, + "return_pct": 33.87 + }, + { + "date": "2026-06-29", + "equity": 13392.5, + "return_pct": 33.92 + }, + { + "date": "2026-06-30", + "equity": 13387.05, + "return_pct": 33.87 + }, + { + "date": "2026-07-01", + "equity": 13298.04, + "return_pct": 32.98 + }, + { + "date": "2026-07-02", + "equity": 13298.04, + "return_pct": 32.98 + } + ], + "benchmark_curve": [ + { + "date": "2025-12-31", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2026-01-02", + "equity": 10018.33, + "return_pct": 0.18 + }, + { + "date": "2026-01-05", + "equity": 10085.05, + "return_pct": 0.85 + }, + { + "date": "2026-01-06", + "equity": 10145.03, + "return_pct": 1.45 + }, + { + "date": "2026-01-07", + "equity": 10112.33, + "return_pct": 1.12 + }, + { + "date": "2026-01-08", + "equity": 10111.3, + "return_pct": 1.11 + }, + { + "date": "2026-01-09", + "equity": 10178.17, + "return_pct": 1.78 + }, + { + "date": "2026-01-12", + "equity": 10194.16, + "return_pct": 1.94 + }, + { + "date": "2026-01-13", + "equity": 10173.77, + "return_pct": 1.74 + }, + { + "date": "2026-01-14", + "equity": 10123.77, + "return_pct": 1.24 + }, + { + "date": "2026-01-15", + "equity": 10151.34, + "return_pct": 1.51 + }, + { + "date": "2026-01-16", + "equity": 10142.83, + "return_pct": 1.43 + }, + { + "date": "2026-01-20", + "equity": 9936.36, + "return_pct": -0.64 + }, + { + "date": "2026-01-21", + "equity": 10051.03, + "return_pct": 0.51 + }, + { + "date": "2026-01-22", + "equity": 10103.53, + "return_pct": 1.04 + }, + { + "date": "2026-01-23", + "equity": 10107.2, + "return_pct": 1.07 + }, + { + "date": "2026-01-26", + "equity": 10158.52, + "return_pct": 1.59 + }, + { + "date": "2026-01-27", + "equity": 10199.0, + "return_pct": 1.99 + }, + { + "date": "2026-01-28", + "equity": 10197.97, + "return_pct": 1.98 + }, + { + "date": "2026-01-29", + "equity": 10177.73, + "return_pct": 1.78 + }, + { + "date": "2026-01-30", + "equity": 10147.38, + "return_pct": 1.47 + }, + { + "date": "2026-02-02", + "equity": 10197.82, + "return_pct": 1.98 + }, + { + "date": "2026-02-03", + "equity": 10111.6, + "return_pct": 1.12 + }, + { + "date": "2026-02-04", + "equity": 10062.62, + "return_pct": 0.63 + }, + { + "date": "2026-02-05", + "equity": 9936.94, + "return_pct": -0.63 + }, + { + "date": "2026-02-06", + "equity": 10127.58, + "return_pct": 1.28 + }, + { + "date": "2026-02-09", + "equity": 10176.41, + "return_pct": 1.76 + }, + { + "date": "2026-02-10", + "equity": 10149.58, + "return_pct": 1.5 + }, + { + "date": "2026-02-11", + "equity": 10147.23, + "return_pct": 1.47 + }, + { + "date": "2026-02-12", + "equity": 9990.47, + "return_pct": -0.1 + }, + { + "date": "2026-02-13", + "equity": 9997.51, + "return_pct": -0.02 + }, + { + "date": "2026-02-17", + "equity": 10013.64, + "return_pct": 0.14 + }, + { + "date": "2026-02-18", + "equity": 10064.08, + "return_pct": 0.64 + }, + { + "date": "2026-02-19", + "equity": 10037.54, + "return_pct": 0.38 + }, + { + "date": "2026-02-20", + "equity": 10110.13, + "return_pct": 1.1 + }, + { + "date": "2026-02-23", + "equity": 10006.89, + "return_pct": 0.07 + }, + { + "date": "2026-02-24", + "equity": 10079.63, + "return_pct": 0.8 + }, + { + "date": "2026-02-25", + "equity": 10164.68, + "return_pct": 1.65 + }, + { + "date": "2026-02-26", + "equity": 10108.22, + "return_pct": 1.08 + }, + { + "date": "2026-02-27", + "equity": 10059.68, + "return_pct": 0.6 + }, + { + "date": "2026-03-02", + "equity": 10065.4, + "return_pct": 0.65 + }, + { + "date": "2026-03-03", + "equity": 9976.68, + "return_pct": -0.23 + }, + { + "date": "2026-03-04", + "equity": 10047.07, + "return_pct": 0.47 + }, + { + "date": "2026-03-05", + "equity": 9991.05, + "return_pct": -0.09 + }, + { + "date": "2026-03-06", + "equity": 9860.1, + "return_pct": -1.4 + }, + { + "date": "2026-03-09", + "equity": 9946.47, + "return_pct": -0.54 + }, + { + "date": "2026-03-10", + "equity": 9930.49, + "return_pct": -0.7 + }, + { + "date": "2026-03-11", + "equity": 9918.03, + "return_pct": -0.82 + }, + { + "date": "2026-03-12", + "equity": 9767.42, + "return_pct": -2.33 + }, + { + "date": "2026-03-13", + "equity": 9712.14, + "return_pct": -2.88 + }, + { + "date": "2026-03-16", + "equity": 9810.97, + "return_pct": -1.89 + }, + { + "date": "2026-03-17", + "equity": 9836.78, + "return_pct": -1.63 + }, + { + "date": "2026-03-18", + "equity": 9699.52, + "return_pct": -3.0 + }, + { + "date": "2026-03-19", + "equity": 9675.62, + "return_pct": -3.24 + }, + { + "date": "2026-03-20", + "equity": 9510.94, + "return_pct": -4.89 + }, + { + "date": "2026-03-23", + "equity": 9610.8, + "return_pct": -3.89 + }, + { + "date": "2026-03-24", + "equity": 9578.54, + "return_pct": -4.21 + }, + { + "date": "2026-03-25", + "equity": 9631.92, + "return_pct": -3.68 + }, + { + "date": "2026-03-26", + "equity": 9459.91, + "return_pct": -5.4 + }, + { + "date": "2026-03-27", + "equity": 9298.6, + "return_pct": -7.01 + }, + { + "date": "2026-03-30", + "equity": 9267.51, + "return_pct": -7.32 + }, + { + "date": "2026-03-31", + "equity": 9536.9, + "return_pct": -4.63 + }, + { + "date": "2026-04-01", + "equity": 9608.75, + "return_pct": -3.91 + }, + { + "date": "2026-04-02", + "equity": 9617.4, + "return_pct": -3.83 + }, + { + "date": "2026-04-06", + "equity": 9662.86, + "return_pct": -3.37 + }, + { + "date": "2026-04-07", + "equity": 9667.12, + "return_pct": -3.33 + }, + { + "date": "2026-04-08", + "equity": 9913.33, + "return_pct": -0.87 + }, + { + "date": "2026-04-09", + "equity": 9970.52, + "return_pct": -0.29 + }, + { + "date": "2026-04-10", + "equity": 9963.93, + "return_pct": -0.36 + }, + { + "date": "2026-04-13", + "equity": 10061.3, + "return_pct": 0.61 + }, + { + "date": "2026-04-14", + "equity": 10183.89, + "return_pct": 1.84 + }, + { + "date": "2026-04-15", + "equity": 10264.25, + "return_pct": 2.64 + }, + { + "date": "2026-04-16", + "equity": 10289.48, + "return_pct": 2.89 + }, + { + "date": "2026-04-17", + "equity": 10413.83, + "return_pct": 4.14 + }, + { + "date": "2026-04-20", + "equity": 10393.01, + "return_pct": 3.93 + }, + { + "date": "2026-04-21", + "equity": 10324.96, + "return_pct": 3.25 + }, + { + "date": "2026-04-22", + "equity": 10429.52, + "return_pct": 4.3 + }, + { + "date": "2026-04-23", + "equity": 10389.05, + "return_pct": 3.89 + }, + { + "date": "2026-04-24", + "equity": 10469.56, + "return_pct": 4.7 + }, + { + "date": "2026-04-27", + "equity": 10487.59, + "return_pct": 4.88 + }, + { + "date": "2026-04-28", + "equity": 10436.56, + "return_pct": 4.37 + }, + { + "date": "2026-04-29", + "equity": 10434.95, + "return_pct": 4.35 + }, + { + "date": "2026-04-30", + "equity": 10538.77, + "return_pct": 5.39 + }, + { + "date": "2026-05-01", + "equity": 10567.96, + "return_pct": 5.68 + }, + { + "date": "2026-05-04", + "equity": 10529.24, + "return_pct": 5.29 + }, + { + "date": "2026-05-05", + "equity": 10613.71, + "return_pct": 6.14 + }, + { + "date": "2026-05-06", + "equity": 10761.23, + "return_pct": 7.61 + }, + { + "date": "2026-05-07", + "equity": 10728.24, + "return_pct": 7.28 + }, + { + "date": "2026-05-08", + "equity": 10816.81, + "return_pct": 8.17 + }, + { + "date": "2026-05-11", + "equity": 10841.45, + "return_pct": 8.41 + }, + { + "date": "2026-05-12", + "equity": 10825.02, + "return_pct": 8.25 + }, + { + "date": "2026-05-13", + "equity": 10885.59, + "return_pct": 8.86 + }, + { + "date": "2026-05-14", + "equity": 10971.52, + "return_pct": 9.72 + }, + { + "date": "2026-05-15", + "equity": 10839.54, + "return_pct": 8.4 + }, + { + "date": "2026-05-18", + "equity": 10831.92, + "return_pct": 8.32 + }, + { + "date": "2026-05-19", + "equity": 10759.77, + "return_pct": 7.6 + }, + { + "date": "2026-05-20", + "equity": 10870.04, + "return_pct": 8.7 + }, + { + "date": "2026-05-21", + "equity": 10891.6, + "return_pct": 8.92 + }, + { + "date": "2026-05-22", + "equity": 10934.42, + "return_pct": 9.34 + }, + { + "date": "2026-05-26", + "equity": 11007.01, + "return_pct": 10.07 + }, + { + "date": "2026-05-27", + "equity": 11005.1, + "return_pct": 10.05 + }, + { + "date": "2026-05-28", + "equity": 11065.81, + "return_pct": 10.66 + }, + { + "date": "2026-05-29", + "equity": 11093.38, + "return_pct": 10.93 + }, + { + "date": "2026-06-01", + "equity": 11123.59, + "return_pct": 11.24 + }, + { + "date": "2026-06-02", + "equity": 11138.7, + "return_pct": 11.39 + }, + { + "date": "2026-06-03", + "equity": 11060.53, + "return_pct": 10.61 + }, + { + "date": "2026-06-04", + "equity": 11102.33, + "return_pct": 11.02 + }, + { + "date": "2026-06-05", + "equity": 10815.78, + "return_pct": 8.16 + }, + { + "date": "2026-06-08", + "equity": 10840.27, + "return_pct": 8.4 + }, + { + "date": "2026-06-09", + "equity": 10808.45, + "return_pct": 8.08 + }, + { + "date": "2026-06-10", + "equity": 10638.05, + "return_pct": 6.38 + }, + { + "date": "2026-06-11", + "equity": 10818.86, + "return_pct": 8.19 + }, + { + "date": "2026-06-12", + "equity": 10877.38, + "return_pct": 8.77 + }, + { + "date": "2026-06-15", + "equity": 11069.19, + "return_pct": 10.69 + }, + { + "date": "2026-06-16", + "equity": 11003.2, + "return_pct": 10.03 + }, + { + "date": "2026-06-17", + "equity": 10865.79, + "return_pct": 8.66 + }, + { + "date": "2026-06-18", + "equity": 10950.55, + "return_pct": 9.51 + }, + { + "date": "2026-06-22", + "equity": 10916.09, + "return_pct": 9.16 + }, + { + "date": "2026-06-23", + "equity": 10757.57, + "return_pct": 7.58 + }, + { + "date": "2026-06-24", + "equity": 10752.58, + "return_pct": 7.53 + }, + { + "date": "2026-06-25", + "equity": 10768.13, + "return_pct": 7.68 + }, + { + "date": "2026-06-26", + "equity": 10690.26, + "return_pct": 6.9 + }, + { + "date": "2026-06-29", + "equity": 10866.38, + "return_pct": 8.66 + }, + { + "date": "2026-06-30", + "equity": 10950.99, + "return_pct": 9.51 + }, + { + "date": "2026-07-01", + "equity": 10936.18, + "return_pct": 9.36 + }, + { + "date": "2026-07-02", + "equity": 10921.81, + "return_pct": 9.22 + } + ] + }, + { + "strategy": "production_structural_overlay5_atr3", + "label": "Research: production gate + 5% clean-structure rank overlay", + "description": "Production-qualified universe and live exit, ranked by 95% current 80/20 strategy rank plus 5% clean structural/range confirmation.", + "is_production": false, + "entry_variant": "residual80_highvol_blend80_20_fixed10", + "ranking_key": "structural_overlay_95_5_score", + "exit_policy": "atr_trail3", + "live_exit_mode": "atr_trailing", + "lookback": "1y", + "lookback_label": "1 year", + "starting_capital": 10000.0, + "final_equity": 16625.51, + "total_return_pct": 66.3, + "cagr_pct": 66.3, + "max_drawdown_pct": 8.8, + "sharpe": 2.45, + "trades": 72, + "win_rate": 38.9, + "avg_trade_pnl": 92.02, + "best_trade_r": 12.87, + "worst_trade_r": -2.68, + "best_trade_pnl": 1642.44, + "worst_trade_pnl": -175.79, + "avg_hold_days": 15.8, + "exit_reasons": { + "stop": 30, + "time": 15, + "trailing_stop": 27 + }, + "skipped_book_full": 0, + "spy_return_pct": 20.0, + "yearly_returns": [ + { + "year": 2025, + "return_pct": 23.0 + }, + { + "year": 2026, + "return_pct": 35.1 + } + ], + "start_date": "2025-07-02", + "end_date": "2026-07-02", + "equity_curve": [ + { + "date": "2025-07-02", + "equity": 9998.0, + "return_pct": 0.0 + }, + { + "date": "2025-07-03", + "equity": 9992.67, + "return_pct": -0.05 + }, + { + "date": "2025-07-07", + "equity": 10001.33, + "return_pct": 0.03 + }, + { + "date": "2025-07-08", + "equity": 9917.68, + "return_pct": -0.8 + }, + { + "date": "2025-07-09", + "equity": 9917.68, + "return_pct": -0.8 + }, + { + "date": "2025-07-10", + "equity": 9907.77, + "return_pct": -0.9 + }, + { + "date": "2025-07-11", + "equity": 9946.34, + "return_pct": -0.52 + }, + { + "date": "2025-07-14", + "equity": 10085.34, + "return_pct": 0.87 + }, + { + "date": "2025-07-15", + "equity": 10114.32, + "return_pct": 1.16 + }, + { + "date": "2025-07-16", + "equity": 10193.48, + "return_pct": 1.96 + }, + { + "date": "2025-07-17", + "equity": 10271.12, + "return_pct": 2.73 + }, + { + "date": "2025-07-18", + "equity": 10207.36, + "return_pct": 2.09 + }, + { + "date": "2025-07-21", + "equity": 10256.26, + "return_pct": 2.58 + }, + { + "date": "2025-07-22", + "equity": 10069.42, + "return_pct": 0.71 + }, + { + "date": "2025-07-23", + "equity": 10173.89, + "return_pct": 1.76 + }, + { + "date": "2025-07-24", + "equity": 10189.75, + "return_pct": 1.92 + }, + { + "date": "2025-07-25", + "equity": 10294.65, + "return_pct": 2.97 + }, + { + "date": "2025-07-28", + "equity": 10408.81, + "return_pct": 4.11 + }, + { + "date": "2025-07-29", + "equity": 10450.58, + "return_pct": 4.53 + }, + { + "date": "2025-07-30", + "equity": 10455.38, + "return_pct": 4.57 + }, + { + "date": "2025-07-31", + "equity": 10529.25, + "return_pct": 5.31 + }, + { + "date": "2025-08-01", + "equity": 10191.82, + "return_pct": 1.94 + }, + { + "date": "2025-08-04", + "equity": 10465.26, + "return_pct": 4.67 + }, + { + "date": "2025-08-05", + "equity": 10312.75, + "return_pct": 3.15 + }, + { + "date": "2025-08-06", + "equity": 10377.44, + "return_pct": 3.8 + }, + { + "date": "2025-08-07", + "equity": 10624.7, + "return_pct": 6.27 + }, + { + "date": "2025-08-08", + "equity": 10761.75, + "return_pct": 7.64 + }, + { + "date": "2025-08-11", + "equity": 10724.15, + "return_pct": 7.26 + }, + { + "date": "2025-08-12", + "equity": 10913.2, + "return_pct": 9.15 + }, + { + "date": "2025-08-13", + "equity": 10780.02, + "return_pct": 7.82 + }, + { + "date": "2025-08-14", + "equity": 10524.22, + "return_pct": 5.26 + }, + { + "date": "2025-08-15", + "equity": 10499.01, + "return_pct": 5.01 + }, + { + "date": "2025-08-18", + "equity": 10577.79, + "return_pct": 5.8 + }, + { + "date": "2025-08-19", + "equity": 10389.48, + "return_pct": 3.92 + }, + { + "date": "2025-08-20", + "equity": 10258.58, + "return_pct": 2.61 + }, + { + "date": "2025-08-21", + "equity": 10271.12, + "return_pct": 2.73 + }, + { + "date": "2025-08-22", + "equity": 10470.82, + "return_pct": 4.73 + }, + { + "date": "2025-08-25", + "equity": 10527.99, + "return_pct": 5.3 + }, + { + "date": "2025-08-26", + "equity": 10586.7, + "return_pct": 5.89 + }, + { + "date": "2025-08-27", + "equity": 10673.66, + "return_pct": 6.76 + }, + { + "date": "2025-08-28", + "equity": 10778.97, + "return_pct": 7.81 + }, + { + "date": "2025-08-29", + "equity": 10582.72, + "return_pct": 5.85 + }, + { + "date": "2025-09-02", + "equity": 10512.39, + "return_pct": 5.14 + }, + { + "date": "2025-09-03", + "equity": 10487.77, + "return_pct": 4.9 + }, + { + "date": "2025-09-04", + "equity": 10433.18, + "return_pct": 4.35 + }, + { + "date": "2025-09-05", + "equity": 10410.74, + "return_pct": 4.13 + }, + { + "date": "2025-09-08", + "equity": 10448.22, + "return_pct": 4.5 + }, + { + "date": "2025-09-09", + "equity": 10383.2, + "return_pct": 3.85 + }, + { + "date": "2025-09-10", + "equity": 10458.15, + "return_pct": 4.6 + }, + { + "date": "2025-09-11", + "equity": 10694.35, + "return_pct": 6.96 + }, + { + "date": "2025-09-12", + "equity": 10784.77, + "return_pct": 7.87 + }, + { + "date": "2025-09-15", + "equity": 10895.28, + "return_pct": 8.97 + }, + { + "date": "2025-09-16", + "equity": 10868.76, + "return_pct": 8.71 + }, + { + "date": "2025-09-17", + "equity": 10923.66, + "return_pct": 9.26 + }, + { + "date": "2025-09-18", + "equity": 11155.97, + "return_pct": 11.58 + }, + { + "date": "2025-09-19", + "equity": 11242.77, + "return_pct": 12.45 + }, + { + "date": "2025-09-22", + "equity": 11176.27, + "return_pct": 11.79 + }, + { + "date": "2025-09-23", + "equity": 11089.96, + "return_pct": 10.92 + }, + { + "date": "2025-09-24", + "equity": 11101.65, + "return_pct": 11.04 + }, + { + "date": "2025-09-25", + "equity": 10871.36, + "return_pct": 8.74 + }, + { + "date": "2025-09-26", + "equity": 11036.53, + "return_pct": 10.39 + }, + { + "date": "2025-09-29", + "equity": 11202.07, + "return_pct": 12.04 + }, + { + "date": "2025-09-30", + "equity": 11323.21, + "return_pct": 13.25 + }, + { + "date": "2025-10-01", + "equity": 11696.09, + "return_pct": 16.98 + }, + { + "date": "2025-10-02", + "equity": 11692.28, + "return_pct": 16.95 + }, + { + "date": "2025-10-03", + "equity": 11633.29, + "return_pct": 16.36 + }, + { + "date": "2025-10-06", + "equity": 11949.93, + "return_pct": 19.52 + }, + { + "date": "2025-10-07", + "equity": 11813.06, + "return_pct": 18.15 + }, + { + "date": "2025-10-08", + "equity": 12042.1, + "return_pct": 20.45 + }, + { + "date": "2025-10-09", + "equity": 11910.22, + "return_pct": 19.13 + }, + { + "date": "2025-10-10", + "equity": 11369.2, + "return_pct": 13.71 + }, + { + "date": "2025-10-13", + "equity": 11565.93, + "return_pct": 15.68 + }, + { + "date": "2025-10-14", + "equity": 11332.52, + "return_pct": 13.35 + }, + { + "date": "2025-10-15", + "equity": 11428.22, + "return_pct": 14.31 + }, + { + "date": "2025-10-16", + "equity": 11359.2, + "return_pct": 13.61 + }, + { + "date": "2025-10-17", + "equity": 11398.49, + "return_pct": 14.01 + }, + { + "date": "2025-10-20", + "equity": 11423.52, + "return_pct": 14.26 + }, + { + "date": "2025-10-21", + "equity": 11363.3, + "return_pct": 13.66 + }, + { + "date": "2025-10-22", + "equity": 11187.52, + "return_pct": 11.9 + }, + { + "date": "2025-10-23", + "equity": 11166.54, + "return_pct": 11.69 + }, + { + "date": "2025-10-24", + "equity": 11121.3, + "return_pct": 11.24 + }, + { + "date": "2025-10-27", + "equity": 11291.78, + "return_pct": 12.94 + }, + { + "date": "2025-10-28", + "equity": 11189.43, + "return_pct": 11.92 + }, + { + "date": "2025-10-29", + "equity": 11193.25, + "return_pct": 11.95 + }, + { + "date": "2025-10-30", + "equity": 11359.66, + "return_pct": 13.62 + }, + { + "date": "2025-10-31", + "equity": 11758.86, + "return_pct": 17.61 + }, + { + "date": "2025-11-03", + "equity": 11696.83, + "return_pct": 16.99 + }, + { + "date": "2025-11-04", + "equity": 11801.61, + "return_pct": 18.04 + }, + { + "date": "2025-11-05", + "equity": 12009.23, + "return_pct": 20.12 + }, + { + "date": "2025-11-06", + "equity": 11891.24, + "return_pct": 18.94 + }, + { + "date": "2025-11-07", + "equity": 12037.67, + "return_pct": 20.4 + }, + { + "date": "2025-11-10", + "equity": 12135.5, + "return_pct": 21.38 + }, + { + "date": "2025-11-11", + "equity": 11876.72, + "return_pct": 18.79 + }, + { + "date": "2025-11-12", + "equity": 11840.07, + "return_pct": 18.42 + }, + { + "date": "2025-11-13", + "equity": 11552.53, + "return_pct": 15.55 + }, + { + "date": "2025-11-14", + "equity": 11601.91, + "return_pct": 16.04 + }, + { + "date": "2025-11-17", + "equity": 11530.99, + "return_pct": 15.33 + }, + { + "date": "2025-11-18", + "equity": 11558.02, + "return_pct": 15.6 + }, + { + "date": "2025-11-19", + "equity": 11398.71, + "return_pct": 14.01 + }, + { + "date": "2025-11-20", + "equity": 11304.79, + "return_pct": 13.07 + }, + { + "date": "2025-11-21", + "equity": 11365.27, + "return_pct": 13.68 + }, + { + "date": "2025-11-24", + "equity": 11303.82, + "return_pct": 13.06 + }, + { + "date": "2025-11-25", + "equity": 11433.8, + "return_pct": 14.36 + }, + { + "date": "2025-11-26", + "equity": 11603.38, + "return_pct": 16.06 + }, + { + "date": "2025-11-28", + "equity": 11637.33, + "return_pct": 16.4 + }, + { + "date": "2025-12-01", + "equity": 11599.33, + "return_pct": 16.02 + }, + { + "date": "2025-12-02", + "equity": 11599.72, + "return_pct": 16.02 + }, + { + "date": "2025-12-03", + "equity": 11607.5, + "return_pct": 16.1 + }, + { + "date": "2025-12-04", + "equity": 12006.03, + "return_pct": 20.08 + }, + { + "date": "2025-12-05", + "equity": 12436.11, + "return_pct": 24.39 + }, + { + "date": "2025-12-08", + "equity": 12295.44, + "return_pct": 22.98 + }, + { + "date": "2025-12-09", + "equity": 12336.31, + "return_pct": 23.39 + }, + { + "date": "2025-12-10", + "equity": 12496.6, + "return_pct": 24.99 + }, + { + "date": "2025-12-11", + "equity": 12755.92, + "return_pct": 27.58 + }, + { + "date": "2025-12-12", + "equity": 12600.69, + "return_pct": 26.03 + }, + { + "date": "2025-12-15", + "equity": 12583.78, + "return_pct": 25.86 + }, + { + "date": "2025-12-16", + "equity": 12638.8, + "return_pct": 26.41 + }, + { + "date": "2025-12-17", + "equity": 12488.49, + "return_pct": 24.91 + }, + { + "date": "2025-12-18", + "equity": 12498.4, + "return_pct": 25.01 + }, + { + "date": "2025-12-19", + "equity": 12587.74, + "return_pct": 25.9 + }, + { + "date": "2025-12-22", + "equity": 12655.06, + "return_pct": 26.58 + }, + { + "date": "2025-12-23", + "equity": 12430.19, + "return_pct": 24.33 + }, + { + "date": "2025-12-24", + "equity": 12563.33, + "return_pct": 25.66 + }, + { + "date": "2025-12-26", + "equity": 12635.63, + "return_pct": 26.38 + }, + { + "date": "2025-12-29", + "equity": 12547.62, + "return_pct": 25.5 + }, + { + "date": "2025-12-30", + "equity": 12444.41, + "return_pct": 24.47 + }, + { + "date": "2025-12-31", + "equity": 12301.65, + "return_pct": 23.04 + }, + { + "date": "2026-01-02", + "equity": 12589.98, + "return_pct": 25.92 + }, + { + "date": "2026-01-05", + "equity": 12662.75, + "return_pct": 26.65 + }, + { + "date": "2026-01-06", + "equity": 12993.86, + "return_pct": 29.96 + }, + { + "date": "2026-01-07", + "equity": 12846.2, + "return_pct": 28.49 + }, + { + "date": "2026-01-08", + "equity": 12902.04, + "return_pct": 29.05 + }, + { + "date": "2026-01-09", + "equity": 12849.93, + "return_pct": 28.53 + }, + { + "date": "2026-01-12", + "equity": 13180.74, + "return_pct": 31.83 + }, + { + "date": "2026-01-13", + "equity": 13350.71, + "return_pct": 33.53 + }, + { + "date": "2026-01-14", + "equity": 13318.42, + "return_pct": 33.21 + }, + { + "date": "2026-01-15", + "equity": 13463.54, + "return_pct": 34.66 + }, + { + "date": "2026-01-16", + "equity": 13250.67, + "return_pct": 32.53 + }, + { + "date": "2026-01-20", + "equity": 13280.15, + "return_pct": 32.83 + }, + { + "date": "2026-01-21", + "equity": 13630.04, + "return_pct": 36.33 + }, + { + "date": "2026-01-22", + "equity": 13839.74, + "return_pct": 38.43 + }, + { + "date": "2026-01-23", + "equity": 13949.39, + "return_pct": 39.52 + }, + { + "date": "2026-01-26", + "equity": 13983.89, + "return_pct": 39.87 + }, + { + "date": "2026-01-27", + "equity": 13763.47, + "return_pct": 37.66 + }, + { + "date": "2026-01-28", + "equity": 13668.22, + "return_pct": 36.71 + }, + { + "date": "2026-01-29", + "equity": 13594.35, + "return_pct": 35.97 + }, + { + "date": "2026-01-30", + "equity": 13137.59, + "return_pct": 31.4 + }, + { + "date": "2026-02-02", + "equity": 13426.9, + "return_pct": 34.3 + }, + { + "date": "2026-02-03", + "equity": 13699.8, + "return_pct": 37.03 + }, + { + "date": "2026-02-04", + "equity": 13426.46, + "return_pct": 34.29 + }, + { + "date": "2026-02-05", + "equity": 13306.44, + "return_pct": 33.09 + }, + { + "date": "2026-02-06", + "equity": 13596.72, + "return_pct": 35.99 + }, + { + "date": "2026-02-09", + "equity": 13565.22, + "return_pct": 35.68 + }, + { + "date": "2026-02-10", + "equity": 13673.34, + "return_pct": 36.76 + }, + { + "date": "2026-02-11", + "equity": 13906.41, + "return_pct": 39.09 + }, + { + "date": "2026-02-12", + "equity": 13790.64, + "return_pct": 37.93 + }, + { + "date": "2026-02-13", + "equity": 13969.73, + "return_pct": 39.73 + }, + { + "date": "2026-02-17", + "equity": 13904.05, + "return_pct": 39.07 + }, + { + "date": "2026-02-18", + "equity": 13846.27, + "return_pct": 38.49 + }, + { + "date": "2026-02-19", + "equity": 13803.37, + "return_pct": 38.06 + }, + { + "date": "2026-02-20", + "equity": 13888.86, + "return_pct": 38.92 + }, + { + "date": "2026-02-23", + "equity": 13755.98, + "return_pct": 37.59 + }, + { + "date": "2026-02-24", + "equity": 13925.86, + "return_pct": 39.29 + }, + { + "date": "2026-02-25", + "equity": 13894.85, + "return_pct": 38.98 + }, + { + "date": "2026-02-26", + "equity": 13780.3, + "return_pct": 37.83 + }, + { + "date": "2026-02-27", + "equity": 13919.16, + "return_pct": 39.22 + }, + { + "date": "2026-03-02", + "equity": 13195.26, + "return_pct": 31.98 + }, + { + "date": "2026-03-03", + "equity": 13133.35, + "return_pct": 31.36 + }, + { + "date": "2026-03-04", + "equity": 13124.08, + "return_pct": 31.27 + }, + { + "date": "2026-03-05", + "equity": 12988.08, + "return_pct": 29.91 + }, + { + "date": "2026-03-06", + "equity": 12918.48, + "return_pct": 29.21 + }, + { + "date": "2026-03-09", + "equity": 12911.77, + "return_pct": 29.14 + }, + { + "date": "2026-03-10", + "equity": 12857.36, + "return_pct": 28.6 + }, + { + "date": "2026-03-11", + "equity": 12866.66, + "return_pct": 28.69 + }, + { + "date": "2026-03-12", + "equity": 12892.61, + "return_pct": 28.95 + }, + { + "date": "2026-03-13", + "equity": 12862.8, + "return_pct": 28.65 + }, + { + "date": "2026-03-16", + "equity": 12878.85, + "return_pct": 28.81 + }, + { + "date": "2026-03-17", + "equity": 12909.03, + "return_pct": 29.12 + }, + { + "date": "2026-03-18", + "equity": 12879.76, + "return_pct": 28.82 + }, + { + "date": "2026-03-19", + "equity": 12905.55, + "return_pct": 29.08 + }, + { + "date": "2026-03-20", + "equity": 12842.65, + "return_pct": 28.45 + }, + { + "date": "2026-03-23", + "equity": 12955.38, + "return_pct": 29.58 + }, + { + "date": "2026-03-24", + "equity": 12888.14, + "return_pct": 28.91 + }, + { + "date": "2026-03-25", + "equity": 12890.14, + "return_pct": 28.93 + }, + { + "date": "2026-03-26", + "equity": 12808.03, + "return_pct": 28.11 + }, + { + "date": "2026-03-27", + "equity": 12781.17, + "return_pct": 27.84 + }, + { + "date": "2026-03-30", + "equity": 12748.47, + "return_pct": 27.51 + }, + { + "date": "2026-03-31", + "equity": 12795.28, + "return_pct": 27.98 + }, + { + "date": "2026-04-01", + "equity": 12807.03, + "return_pct": 28.1 + }, + { + "date": "2026-04-02", + "equity": 12807.67, + "return_pct": 28.1 + }, + { + "date": "2026-04-06", + "equity": 12797.03, + "return_pct": 28.0 + }, + { + "date": "2026-04-07", + "equity": 12861.64, + "return_pct": 28.64 + }, + { + "date": "2026-04-08", + "equity": 13406.35, + "return_pct": 34.09 + }, + { + "date": "2026-04-09", + "equity": 13561.52, + "return_pct": 35.64 + }, + { + "date": "2026-04-10", + "equity": 13693.82, + "return_pct": 36.97 + }, + { + "date": "2026-04-13", + "equity": 13746.96, + "return_pct": 37.5 + }, + { + "date": "2026-04-14", + "equity": 14008.42, + "return_pct": 40.11 + }, + { + "date": "2026-04-15", + "equity": 13982.12, + "return_pct": 39.85 + }, + { + "date": "2026-04-16", + "equity": 14117.88, + "return_pct": 41.21 + }, + { + "date": "2026-04-17", + "equity": 14342.33, + "return_pct": 43.45 + }, + { + "date": "2026-04-20", + "equity": 14331.66, + "return_pct": 43.35 + }, + { + "date": "2026-04-21", + "equity": 14292.19, + "return_pct": 42.95 + }, + { + "date": "2026-04-22", + "equity": 14454.47, + "return_pct": 44.57 + }, + { + "date": "2026-04-23", + "equity": 14558.38, + "return_pct": 45.61 + }, + { + "date": "2026-04-24", + "equity": 15111.23, + "return_pct": 51.14 + }, + { + "date": "2026-04-27", + "equity": 15169.27, + "return_pct": 51.72 + }, + { + "date": "2026-04-28", + "equity": 14848.7, + "return_pct": 48.52 + }, + { + "date": "2026-04-29", + "equity": 15246.32, + "return_pct": 52.49 + }, + { + "date": "2026-04-30", + "equity": 15756.08, + "return_pct": 57.59 + }, + { + "date": "2026-05-01", + "equity": 15755.08, + "return_pct": 57.58 + }, + { + "date": "2026-05-04", + "equity": 15537.69, + "return_pct": 55.41 + }, + { + "date": "2026-05-05", + "equity": 15907.97, + "return_pct": 59.11 + }, + { + "date": "2026-05-06", + "equity": 16664.4, + "return_pct": 66.68 + }, + { + "date": "2026-05-07", + "equity": 16363.06, + "return_pct": 63.66 + }, + { + "date": "2026-05-08", + "equity": 16832.61, + "return_pct": 68.36 + }, + { + "date": "2026-05-11", + "equity": 17045.58, + "return_pct": 70.49 + }, + { + "date": "2026-05-12", + "equity": 16876.86, + "return_pct": 68.8 + }, + { + "date": "2026-05-13", + "equity": 16983.6, + "return_pct": 69.87 + }, + { + "date": "2026-05-14", + "equity": 17087.79, + "return_pct": 70.91 + }, + { + "date": "2026-05-15", + "equity": 16613.2, + "return_pct": 66.17 + }, + { + "date": "2026-05-18", + "equity": 16348.43, + "return_pct": 63.52 + }, + { + "date": "2026-05-19", + "equity": 16189.91, + "return_pct": 61.93 + }, + { + "date": "2026-05-20", + "equity": 16109.81, + "return_pct": 61.13 + }, + { + "date": "2026-05-21", + "equity": 16194.32, + "return_pct": 61.98 + }, + { + "date": "2026-05-22", + "equity": 16393.09, + "return_pct": 63.96 + }, + { + "date": "2026-05-26", + "equity": 16350.54, + "return_pct": 63.54 + }, + { + "date": "2026-05-27", + "equity": 16407.36, + "return_pct": 64.11 + }, + { + "date": "2026-05-28", + "equity": 16721.94, + "return_pct": 67.25 + }, + { + "date": "2026-05-29", + "equity": 16752.54, + "return_pct": 67.56 + }, + { + "date": "2026-06-01", + "equity": 16646.9, + "return_pct": 66.5 + }, + { + "date": "2026-06-02", + "equity": 16676.43, + "return_pct": 66.8 + }, + { + "date": "2026-06-03", + "equity": 16877.01, + "return_pct": 68.8 + }, + { + "date": "2026-06-04", + "equity": 16849.32, + "return_pct": 68.53 + }, + { + "date": "2026-06-05", + "equity": 16437.9, + "return_pct": 64.41 + }, + { + "date": "2026-06-08", + "equity": 16352.01, + "return_pct": 63.55 + }, + { + "date": "2026-06-09", + "equity": 16447.76, + "return_pct": 64.51 + }, + { + "date": "2026-06-10", + "equity": 16364.94, + "return_pct": 63.68 + }, + { + "date": "2026-06-11", + "equity": 16462.42, + "return_pct": 64.66 + }, + { + "date": "2026-06-12", + "equity": 16463.95, + "return_pct": 64.67 + }, + { + "date": "2026-06-15", + "equity": 16439.92, + "return_pct": 64.43 + }, + { + "date": "2026-06-16", + "equity": 16388.29, + "return_pct": 63.92 + }, + { + "date": "2026-06-17", + "equity": 16440.43, + "return_pct": 64.44 + }, + { + "date": "2026-06-18", + "equity": 16404.82, + "return_pct": 64.08 + }, + { + "date": "2026-06-22", + "equity": 16458.16, + "return_pct": 64.61 + }, + { + "date": "2026-06-23", + "equity": 16415.21, + "return_pct": 64.18 + }, + { + "date": "2026-06-24", + "equity": 16456.11, + "return_pct": 64.59 + }, + { + "date": "2026-06-25", + "equity": 16496.5, + "return_pct": 65.0 + }, + { + "date": "2026-06-26", + "equity": 16736.28, + "return_pct": 67.4 + }, + { + "date": "2026-06-29", + "equity": 16743.61, + "return_pct": 67.47 + }, + { + "date": "2026-06-30", + "equity": 16736.79, + "return_pct": 67.4 + }, + { + "date": "2026-07-01", + "equity": 16625.51, + "return_pct": 66.29 + }, + { + "date": "2026-07-02", + "equity": 16625.51, + "return_pct": 66.29 + } + ], + "benchmark_curve": [ + { + "date": "2025-07-02", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2025-07-03", + "equity": 10078.81, + "return_pct": 0.79 + }, + { + "date": "2025-07-07", + "equity": 10003.71, + "return_pct": 0.04 + }, + { + "date": "2025-07-08", + "equity": 9998.23, + "return_pct": -0.02 + }, + { + "date": "2025-07-09", + "equity": 10058.18, + "return_pct": 0.58 + }, + { + "date": "2025-07-10", + "equity": 10086.55, + "return_pct": 0.87 + }, + { + "date": "2025-07-11", + "equity": 10051.09, + "return_pct": 0.51 + }, + { + "date": "2025-07-14", + "equity": 10070.27, + "return_pct": 0.7 + }, + { + "date": "2025-07-15", + "equity": 10027.24, + "return_pct": 0.27 + }, + { + "date": "2025-07-16", + "equity": 10060.76, + "return_pct": 0.61 + }, + { + "date": "2025-07-17", + "equity": 10122.33, + "return_pct": 1.22 + }, + { + "date": "2025-07-18", + "equity": 10114.92, + "return_pct": 1.15 + }, + { + "date": "2025-07-21", + "equity": 10134.1, + "return_pct": 1.34 + }, + { + "date": "2025-07-22", + "equity": 10135.55, + "return_pct": 1.36 + }, + { + "date": "2025-07-23", + "equity": 10221.77, + "return_pct": 2.22 + }, + { + "date": "2025-07-24", + "equity": 10225.16, + "return_pct": 2.25 + }, + { + "date": "2025-07-25", + "equity": 10268.35, + "return_pct": 2.68 + }, + { + "date": "2025-07-28", + "equity": 10265.77, + "return_pct": 2.66 + }, + { + "date": "2025-07-29", + "equity": 10238.7, + "return_pct": 2.39 + }, + { + "date": "2025-07-30", + "equity": 10225.8, + "return_pct": 2.26 + }, + { + "date": "2025-07-31", + "equity": 10187.44, + "return_pct": 1.87 + }, + { + "date": "2025-08-01", + "equity": 10020.47, + "return_pct": 0.2 + }, + { + "date": "2025-08-04", + "equity": 10172.78, + "return_pct": 1.73 + }, + { + "date": "2025-08-05", + "equity": 10121.2, + "return_pct": 1.21 + }, + { + "date": "2025-08-06", + "equity": 10198.73, + "return_pct": 1.99 + }, + { + "date": "2025-08-07", + "equity": 10190.18, + "return_pct": 1.9 + }, + { + "date": "2025-08-08", + "equity": 10269.64, + "return_pct": 2.7 + }, + { + "date": "2025-08-11", + "equity": 10249.34, + "return_pct": 2.49 + }, + { + "date": "2025-08-12", + "equity": 10358.45, + "return_pct": 3.58 + }, + { + "date": "2025-08-13", + "equity": 10393.91, + "return_pct": 3.94 + }, + { + "date": "2025-08-14", + "equity": 10394.87, + "return_pct": 3.95 + }, + { + "date": "2025-08-15", + "equity": 10370.54, + "return_pct": 3.71 + }, + { + "date": "2025-08-18", + "equity": 10368.28, + "return_pct": 3.68 + }, + { + "date": "2025-08-19", + "equity": 10312.03, + "return_pct": 3.12 + }, + { + "date": "2025-08-20", + "equity": 10284.63, + "return_pct": 2.85 + }, + { + "date": "2025-08-21", + "equity": 10243.37, + "return_pct": 2.43 + }, + { + "date": "2025-08-22", + "equity": 10400.68, + "return_pct": 4.01 + }, + { + "date": "2025-08-25", + "equity": 10354.9, + "return_pct": 3.55 + }, + { + "date": "2025-08-26", + "equity": 10398.26, + "return_pct": 3.98 + }, + { + "date": "2025-08-27", + "equity": 10421.95, + "return_pct": 4.22 + }, + { + "date": "2025-08-28", + "equity": 10458.86, + "return_pct": 4.59 + }, + { + "date": "2025-08-29", + "equity": 10396.49, + "return_pct": 3.96 + }, + { + "date": "2025-09-02", + "equity": 10319.45, + "return_pct": 3.19 + }, + { + "date": "2025-09-03", + "equity": 10375.37, + "return_pct": 3.75 + }, + { + "date": "2025-09-04", + "equity": 10462.08, + "return_pct": 4.62 + }, + { + "date": "2025-09-05", + "equity": 10431.78, + "return_pct": 4.32 + }, + { + "date": "2025-09-08", + "equity": 10457.41, + "return_pct": 4.57 + }, + { + "date": "2025-09-09", + "equity": 10481.59, + "return_pct": 4.82 + }, + { + "date": "2025-09-10", + "equity": 10511.89, + "return_pct": 5.12 + }, + { + "date": "2025-09-11", + "equity": 10599.24, + "return_pct": 5.99 + }, + { + "date": "2025-09-12", + "equity": 10595.7, + "return_pct": 5.96 + }, + { + "date": "2025-09-15", + "equity": 10652.11, + "return_pct": 6.52 + }, + { + "date": "2025-09-16", + "equity": 10637.44, + "return_pct": 6.37 + }, + { + "date": "2025-09-17", + "equity": 10624.22, + "return_pct": 6.24 + }, + { + "date": "2025-09-18", + "equity": 10673.87, + "return_pct": 6.74 + }, + { + "date": "2025-09-19", + "equity": 10697.07, + "return_pct": 6.97 + }, + { + "date": "2025-09-22", + "equity": 10747.68, + "return_pct": 7.48 + }, + { + "date": "2025-09-23", + "equity": 10689.18, + "return_pct": 6.89 + }, + { + "date": "2025-09-24", + "equity": 10655.17, + "return_pct": 6.55 + }, + { + "date": "2025-09-25", + "equity": 10606.01, + "return_pct": 6.06 + }, + { + "date": "2025-09-26", + "equity": 10666.77, + "return_pct": 6.67 + }, + { + "date": "2025-09-29", + "equity": 10696.75, + "return_pct": 6.97 + }, + { + "date": "2025-09-30", + "equity": 10737.05, + "return_pct": 7.37 + }, + { + "date": "2025-10-01", + "equity": 10773.63, + "return_pct": 7.74 + }, + { + "date": "2025-10-02", + "equity": 10786.04, + "return_pct": 7.86 + }, + { + "date": "2025-10-03", + "equity": 10785.88, + "return_pct": 7.86 + }, + { + "date": "2025-10-06", + "equity": 10824.56, + "return_pct": 8.25 + }, + { + "date": "2025-10-07", + "equity": 10784.43, + "return_pct": 7.84 + }, + { + "date": "2025-10-08", + "equity": 10848.74, + "return_pct": 8.49 + }, + { + "date": "2025-10-09", + "equity": 10817.31, + "return_pct": 8.17 + }, + { + "date": "2025-10-10", + "equity": 10524.94, + "return_pct": 5.25 + }, + { + "date": "2025-10-13", + "equity": 10686.44, + "return_pct": 6.86 + }, + { + "date": "2025-10-14", + "equity": 10673.38, + "return_pct": 6.73 + }, + { + "date": "2025-10-15", + "equity": 10720.77, + "return_pct": 7.21 + }, + { + "date": "2025-10-16", + "equity": 10647.76, + "return_pct": 6.48 + }, + { + "date": "2025-10-17", + "equity": 10708.2, + "return_pct": 7.08 + }, + { + "date": "2025-10-20", + "equity": 10819.57, + "return_pct": 8.2 + }, + { + "date": "2025-10-21", + "equity": 10819.41, + "return_pct": 8.19 + }, + { + "date": "2025-10-22", + "equity": 10763.16, + "return_pct": 7.63 + }, + { + "date": "2025-10-23", + "equity": 10826.98, + "return_pct": 8.27 + }, + { + "date": "2025-10-24", + "equity": 10915.46, + "return_pct": 9.15 + }, + { + "date": "2025-10-27", + "equity": 11044.24, + "return_pct": 10.44 + }, + { + "date": "2025-10-28", + "equity": 11073.58, + "return_pct": 10.74 + }, + { + "date": "2025-10-29", + "equity": 11078.89, + "return_pct": 10.79 + }, + { + "date": "2025-10-30", + "equity": 10957.05, + "return_pct": 9.57 + }, + { + "date": "2025-10-31", + "equity": 10992.99, + "return_pct": 9.93 + }, + { + "date": "2025-11-03", + "equity": 11013.62, + "return_pct": 10.14 + }, + { + "date": "2025-11-04", + "equity": 10883.07, + "return_pct": 8.83 + }, + { + "date": "2025-11-05", + "equity": 10920.78, + "return_pct": 9.21 + }, + { + "date": "2025-11-06", + "equity": 10803.61, + "return_pct": 8.04 + }, + { + "date": "2025-11-07", + "equity": 10814.25, + "return_pct": 8.14 + }, + { + "date": "2025-11-10", + "equity": 10983.0, + "return_pct": 9.83 + }, + { + "date": "2025-11-11", + "equity": 11008.14, + "return_pct": 10.08 + }, + { + "date": "2025-11-12", + "equity": 11014.26, + "return_pct": 10.14 + }, + { + "date": "2025-11-13", + "equity": 10831.49, + "return_pct": 8.31 + }, + { + "date": "2025-11-14", + "equity": 10829.72, + "return_pct": 8.3 + }, + { + "date": "2025-11-17", + "equity": 10728.83, + "return_pct": 7.29 + }, + { + "date": "2025-11-18", + "equity": 10638.73, + "return_pct": 6.39 + }, + { + "date": "2025-11-19", + "equity": 10679.83, + "return_pct": 6.8 + }, + { + "date": "2025-11-20", + "equity": 10517.04, + "return_pct": 5.17 + }, + { + "date": "2025-11-21", + "equity": 10621.81, + "return_pct": 6.22 + }, + { + "date": "2025-11-24", + "equity": 10778.14, + "return_pct": 7.78 + }, + { + "date": "2025-11-25", + "equity": 10879.52, + "return_pct": 8.8 + }, + { + "date": "2025-11-26", + "equity": 10954.63, + "return_pct": 9.55 + }, + { + "date": "2025-11-28", + "equity": 11014.43, + "return_pct": 10.14 + }, + { + "date": "2025-12-01", + "equity": 10964.14, + "return_pct": 9.64 + }, + { + "date": "2025-12-02", + "equity": 10984.45, + "return_pct": 9.84 + }, + { + "date": "2025-12-03", + "equity": 11022.48, + "return_pct": 10.22 + }, + { + "date": "2025-12-04", + "equity": 11030.54, + "return_pct": 10.31 + }, + { + "date": "2025-12-05", + "equity": 11051.49, + "return_pct": 10.51 + }, + { + "date": "2025-12-08", + "equity": 11018.29, + "return_pct": 10.18 + }, + { + "date": "2025-12-09", + "equity": 11008.78, + "return_pct": 10.09 + }, + { + "date": "2025-12-10", + "equity": 11081.8, + "return_pct": 10.82 + }, + { + "date": "2025-12-11", + "equity": 11107.58, + "return_pct": 11.08 + }, + { + "date": "2025-12-12", + "equity": 10988.15, + "return_pct": 9.88 + }, + { + "date": "2025-12-15", + "equity": 10971.55, + "return_pct": 9.72 + }, + { + "date": "2025-12-16", + "equity": 10941.57, + "return_pct": 9.42 + }, + { + "date": "2025-12-17", + "equity": 10821.18, + "return_pct": 8.21 + }, + { + "date": "2025-12-18", + "equity": 10902.89, + "return_pct": 9.03 + }, + { + "date": "2025-12-19", + "equity": 10969.3, + "return_pct": 9.69 + }, + { + "date": "2025-12-22", + "equity": 11037.63, + "return_pct": 10.38 + }, + { + "date": "2025-12-23", + "equity": 11088.08, + "return_pct": 10.88 + }, + { + "date": "2025-12-24", + "equity": 11127.09, + "return_pct": 11.27 + }, + { + "date": "2025-12-26", + "equity": 11125.96, + "return_pct": 11.26 + }, + { + "date": "2025-12-29", + "equity": 11086.31, + "return_pct": 10.86 + }, + { + "date": "2025-12-30", + "equity": 11072.77, + "return_pct": 10.73 + }, + { + "date": "2025-12-31", + "equity": 10990.73, + "return_pct": 9.91 + }, + { + "date": "2026-01-02", + "equity": 11010.88, + "return_pct": 10.11 + }, + { + "date": "2026-01-05", + "equity": 11084.21, + "return_pct": 10.84 + }, + { + "date": "2026-01-06", + "equity": 11150.13, + "return_pct": 11.5 + }, + { + "date": "2026-01-07", + "equity": 11114.19, + "return_pct": 11.14 + }, + { + "date": "2026-01-08", + "equity": 11113.06, + "return_pct": 11.13 + }, + { + "date": "2026-01-09", + "equity": 11186.56, + "return_pct": 11.87 + }, + { + "date": "2026-01-12", + "equity": 11204.13, + "return_pct": 12.04 + }, + { + "date": "2026-01-13", + "equity": 11181.72, + "return_pct": 11.82 + }, + { + "date": "2026-01-14", + "equity": 11126.76, + "return_pct": 11.27 + }, + { + "date": "2026-01-15", + "equity": 11157.06, + "return_pct": 11.57 + }, + { + "date": "2026-01-16", + "equity": 11147.72, + "return_pct": 11.48 + }, + { + "date": "2026-01-20", + "equity": 10920.78, + "return_pct": 9.21 + }, + { + "date": "2026-01-21", + "equity": 11046.82, + "return_pct": 10.47 + }, + { + "date": "2026-01-22", + "equity": 11104.52, + "return_pct": 11.05 + }, + { + "date": "2026-01-23", + "equity": 11108.55, + "return_pct": 11.09 + }, + { + "date": "2026-01-26", + "equity": 11164.96, + "return_pct": 11.65 + }, + { + "date": "2026-01-27", + "equity": 11209.44, + "return_pct": 12.09 + }, + { + "date": "2026-01-28", + "equity": 11208.32, + "return_pct": 12.08 + }, + { + "date": "2026-01-29", + "equity": 11186.07, + "return_pct": 11.86 + }, + { + "date": "2026-01-30", + "equity": 11152.71, + "return_pct": 11.53 + }, + { + "date": "2026-02-02", + "equity": 11208.16, + "return_pct": 12.08 + }, + { + "date": "2026-02-03", + "equity": 11113.39, + "return_pct": 11.13 + }, + { + "date": "2026-02-04", + "equity": 11059.55, + "return_pct": 10.6 + }, + { + "date": "2026-02-05", + "equity": 10921.43, + "return_pct": 9.21 + }, + { + "date": "2026-02-06", + "equity": 11130.95, + "return_pct": 11.31 + }, + { + "date": "2026-02-09", + "equity": 11184.62, + "return_pct": 11.85 + }, + { + "date": "2026-02-10", + "equity": 11155.13, + "return_pct": 11.55 + }, + { + "date": "2026-02-11", + "equity": 11152.55, + "return_pct": 11.53 + }, + { + "date": "2026-02-12", + "equity": 10980.26, + "return_pct": 9.8 + }, + { + "date": "2026-02-13", + "equity": 10987.99, + "return_pct": 9.88 + }, + { + "date": "2026-02-17", + "equity": 11005.72, + "return_pct": 10.06 + }, + { + "date": "2026-02-18", + "equity": 11061.17, + "return_pct": 10.61 + }, + { + "date": "2026-02-19", + "equity": 11031.99, + "return_pct": 10.32 + }, + { + "date": "2026-02-20", + "equity": 11111.77, + "return_pct": 11.12 + }, + { + "date": "2026-02-23", + "equity": 10998.31, + "return_pct": 9.98 + }, + { + "date": "2026-02-24", + "equity": 11078.25, + "return_pct": 10.78 + }, + { + "date": "2026-02-25", + "equity": 11171.73, + "return_pct": 11.72 + }, + { + "date": "2026-02-26", + "equity": 11109.68, + "return_pct": 11.1 + }, + { + "date": "2026-02-27", + "equity": 11056.33, + "return_pct": 10.56 + }, + { + "date": "2026-03-02", + "equity": 11062.62, + "return_pct": 10.63 + }, + { + "date": "2026-03-03", + "equity": 10965.11, + "return_pct": 9.65 + }, + { + "date": "2026-03-04", + "equity": 11042.47, + "return_pct": 10.42 + }, + { + "date": "2026-03-05", + "equity": 10980.9, + "return_pct": 9.81 + }, + { + "date": "2026-03-06", + "equity": 10836.97, + "return_pct": 8.37 + }, + { + "date": "2026-03-09", + "equity": 10931.9, + "return_pct": 9.32 + }, + { + "date": "2026-03-10", + "equity": 10914.34, + "return_pct": 9.14 + }, + { + "date": "2026-03-11", + "equity": 10900.64, + "return_pct": 9.01 + }, + { + "date": "2026-03-12", + "equity": 10735.11, + "return_pct": 7.35 + }, + { + "date": "2026-03-13", + "equity": 10674.35, + "return_pct": 6.74 + }, + { + "date": "2026-03-16", + "equity": 10782.98, + "return_pct": 7.83 + }, + { + "date": "2026-03-17", + "equity": 10811.35, + "return_pct": 8.11 + }, + { + "date": "2026-03-18", + "equity": 10660.49, + "return_pct": 6.6 + }, + { + "date": "2026-03-19", + "equity": 10634.22, + "return_pct": 6.34 + }, + { + "date": "2026-03-20", + "equity": 10453.22, + "return_pct": 4.53 + }, + { + "date": "2026-03-23", + "equity": 10562.98, + "return_pct": 5.63 + }, + { + "date": "2026-03-24", + "equity": 10527.52, + "return_pct": 5.28 + }, + { + "date": "2026-03-25", + "equity": 10586.19, + "return_pct": 5.86 + }, + { + "date": "2026-03-26", + "equity": 10397.13, + "return_pct": 3.97 + }, + { + "date": "2026-03-27", + "equity": 10219.84, + "return_pct": 2.2 + }, + { + "date": "2026-03-30", + "equity": 10185.67, + "return_pct": 1.86 + }, + { + "date": "2026-03-31", + "equity": 10481.75, + "return_pct": 4.82 + }, + { + "date": "2026-04-01", + "equity": 10560.72, + "return_pct": 5.61 + }, + { + "date": "2026-04-02", + "equity": 10570.23, + "return_pct": 5.7 + }, + { + "date": "2026-04-06", + "equity": 10620.2, + "return_pct": 6.2 + }, + { + "date": "2026-04-07", + "equity": 10624.87, + "return_pct": 6.25 + }, + { + "date": "2026-04-08", + "equity": 10895.48, + "return_pct": 8.95 + }, + { + "date": "2026-04-09", + "equity": 10958.34, + "return_pct": 9.58 + }, + { + "date": "2026-04-10", + "equity": 10951.08, + "return_pct": 9.51 + }, + { + "date": "2026-04-13", + "equity": 11058.1, + "return_pct": 10.58 + }, + { + "date": "2026-04-14", + "equity": 11192.84, + "return_pct": 11.93 + }, + { + "date": "2026-04-15", + "equity": 11281.17, + "return_pct": 12.81 + }, + { + "date": "2026-04-16", + "equity": 11308.89, + "return_pct": 13.09 + }, + { + "date": "2026-04-17", + "equity": 11445.56, + "return_pct": 14.46 + }, + { + "date": "2026-04-20", + "equity": 11422.68, + "return_pct": 14.23 + }, + { + "date": "2026-04-21", + "equity": 11347.89, + "return_pct": 13.48 + }, + { + "date": "2026-04-22", + "equity": 11462.81, + "return_pct": 14.63 + }, + { + "date": "2026-04-23", + "equity": 11418.33, + "return_pct": 14.18 + }, + { + "date": "2026-04-24", + "equity": 11506.81, + "return_pct": 15.07 + }, + { + "date": "2026-04-27", + "equity": 11526.63, + "return_pct": 15.27 + }, + { + "date": "2026-04-28", + "equity": 11470.55, + "return_pct": 14.71 + }, + { + "date": "2026-04-29", + "equity": 11468.77, + "return_pct": 14.69 + }, + { + "date": "2026-04-30", + "equity": 11582.88, + "return_pct": 15.83 + }, + { + "date": "2026-05-01", + "equity": 11614.96, + "return_pct": 16.15 + }, + { + "date": "2026-05-04", + "equity": 11572.41, + "return_pct": 15.72 + }, + { + "date": "2026-05-05", + "equity": 11665.24, + "return_pct": 16.65 + }, + { + "date": "2026-05-06", + "equity": 11827.38, + "return_pct": 18.27 + }, + { + "date": "2026-05-07", + "equity": 11791.12, + "return_pct": 17.91 + }, + { + "date": "2026-05-08", + "equity": 11888.47, + "return_pct": 18.88 + }, + { + "date": "2026-05-11", + "equity": 11915.55, + "return_pct": 19.16 + }, + { + "date": "2026-05-12", + "equity": 11897.49, + "return_pct": 18.97 + }, + { + "date": "2026-05-13", + "equity": 11964.06, + "return_pct": 19.64 + }, + { + "date": "2026-05-14", + "equity": 12058.51, + "return_pct": 20.59 + }, + { + "date": "2026-05-15", + "equity": 11913.45, + "return_pct": 19.13 + }, + { + "date": "2026-05-18", + "equity": 11905.07, + "return_pct": 19.05 + }, + { + "date": "2026-05-19", + "equity": 11825.77, + "return_pct": 18.26 + }, + { + "date": "2026-05-20", + "equity": 11946.97, + "return_pct": 19.47 + }, + { + "date": "2026-05-21", + "equity": 11970.67, + "return_pct": 19.71 + }, + { + "date": "2026-05-22", + "equity": 12017.73, + "return_pct": 20.18 + }, + { + "date": "2026-05-26", + "equity": 12097.51, + "return_pct": 20.98 + }, + { + "date": "2026-05-27", + "equity": 12095.41, + "return_pct": 20.95 + }, + { + "date": "2026-05-28", + "equity": 12162.14, + "return_pct": 21.62 + }, + { + "date": "2026-05-29", + "equity": 12192.44, + "return_pct": 21.92 + }, + { + "date": "2026-06-01", + "equity": 12225.64, + "return_pct": 22.26 + }, + { + "date": "2026-06-02", + "equity": 12242.24, + "return_pct": 22.42 + }, + { + "date": "2026-06-03", + "equity": 12156.34, + "return_pct": 21.56 + }, + { + "date": "2026-06-04", + "equity": 12202.27, + "return_pct": 22.02 + }, + { + "date": "2026-06-05", + "equity": 11887.34, + "return_pct": 18.87 + }, + { + "date": "2026-06-08", + "equity": 11914.26, + "return_pct": 19.14 + }, + { + "date": "2026-06-09", + "equity": 11879.28, + "return_pct": 18.79 + }, + { + "date": "2026-06-10", + "equity": 11692.0, + "return_pct": 16.92 + }, + { + "date": "2026-06-11", + "equity": 11890.72, + "return_pct": 18.91 + }, + { + "date": "2026-06-12", + "equity": 11955.03, + "return_pct": 19.55 + }, + { + "date": "2026-06-15", + "equity": 12165.85, + "return_pct": 21.66 + }, + { + "date": "2026-06-16", + "equity": 12093.32, + "return_pct": 20.93 + }, + { + "date": "2026-06-17", + "equity": 11942.3, + "return_pct": 19.42 + }, + { + "date": "2026-06-18", + "equity": 12035.46, + "return_pct": 20.35 + }, + { + "date": "2026-06-22", + "equity": 11997.58, + "return_pct": 19.98 + }, + { + "date": "2026-06-23", + "equity": 11823.35, + "return_pct": 18.23 + }, + { + "date": "2026-06-24", + "equity": 11817.87, + "return_pct": 18.18 + }, + { + "date": "2026-06-25", + "equity": 11834.96, + "return_pct": 18.35 + }, + { + "date": "2026-06-26", + "equity": 11749.38, + "return_pct": 17.49 + }, + { + "date": "2026-06-29", + "equity": 11942.94, + "return_pct": 19.43 + }, + { + "date": "2026-06-30", + "equity": 12035.94, + "return_pct": 20.36 + }, + { + "date": "2026-07-01", + "equity": 12019.66, + "return_pct": 20.2 + }, + { + "date": "2026-07-02", + "equity": 12003.87, + "return_pct": 20.04 + } + ] + }, + { + "strategy": "production_structural_overlay5_atr3", + "label": "Research: production gate + 5% clean-structure rank overlay", + "description": "Production-qualified universe and live exit, ranked by 95% current 80/20 strategy rank plus 5% clean structural/range confirmation.", + "is_production": false, + "entry_variant": "residual80_highvol_blend80_20_fixed10", + "ranking_key": "structural_overlay_95_5_score", + "exit_policy": "atr_trail3", + "live_exit_mode": "atr_trailing", + "lookback": "3y", + "lookback_label": "3 years", + "starting_capital": 10000.0, + "final_equity": 32354.34, + "total_return_pct": 223.5, + "cagr_pct": 47.9, + "max_drawdown_pct": 24.1, + "sharpe": 1.98, + "trades": 225, + "win_rate": 39.6, + "avg_trade_pnl": 99.35, + "best_trade_r": 12.87, + "worst_trade_r": -3.26, + "best_trade_pnl": 3196.3, + "worst_trade_pnl": -342.1, + "avg_hold_days": 15.9, + "exit_reasons": { + "stop": 93, + "time": 54, + "trailing_stop": 78 + }, + "skipped_book_full": 0, + "spy_return_pct": 67.8, + "yearly_returns": [ + { + "year": 2023, + "return_pct": 0.1 + }, + { + "year": 2024, + "return_pct": 34.0 + }, + { + "year": 2025, + "return_pct": 78.5 + }, + { + "year": 2026, + "return_pct": 35.1 + } + ], + "start_date": "2023-07-03", + "end_date": "2026-07-02", + "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": 9839.41, + "return_pct": -1.61 + }, + { + "date": "2023-07-07", + "equity": 9844.68, + "return_pct": -1.55 + }, + { + "date": "2023-07-10", + "equity": 10009.41, + "return_pct": 0.09 + }, + { + "date": "2023-07-11", + "equity": 10122.35, + "return_pct": 1.22 + }, + { + "date": "2023-07-12", + "equity": 10220.12, + "return_pct": 2.2 + }, + { + "date": "2023-07-13", + "equity": 10787.59, + "return_pct": 7.88 + }, + { + "date": "2023-07-14", + "equity": 10707.49, + "return_pct": 7.07 + }, + { + "date": "2023-07-17", + "equity": 10826.29, + "return_pct": 8.26 + }, + { + "date": "2023-07-18", + "equity": 10868.91, + "return_pct": 8.69 + }, + { + "date": "2023-07-19", + "equity": 10975.41, + "return_pct": 9.75 + }, + { + "date": "2023-07-20", + "equity": 10363.45, + "return_pct": 3.63 + }, + { + "date": "2023-07-21", + "equity": 10274.64, + "return_pct": 2.75 + }, + { + "date": "2023-07-24", + "equity": 10180.02, + "return_pct": 1.8 + }, + { + "date": "2023-07-25", + "equity": 10246.99, + "return_pct": 2.47 + }, + { + "date": "2023-07-26", + "equity": 10279.76, + "return_pct": 2.8 + }, + { + "date": "2023-07-27", + "equity": 10213.01, + "return_pct": 2.13 + }, + { + "date": "2023-07-28", + "equity": 10563.53, + "return_pct": 5.64 + }, + { + "date": "2023-07-31", + "equity": 10681.95, + "return_pct": 6.82 + }, + { + "date": "2023-08-01", + "equity": 10476.02, + "return_pct": 4.76 + }, + { + "date": "2023-08-02", + "equity": 10152.13, + "return_pct": 1.52 + }, + { + "date": "2023-08-03", + "equity": 10078.69, + "return_pct": 0.79 + }, + { + "date": "2023-08-04", + "equity": 9975.68, + "return_pct": -0.24 + }, + { + "date": "2023-08-07", + "equity": 10005.45, + "return_pct": 0.05 + }, + { + "date": "2023-08-08", + "equity": 9918.1, + "return_pct": -0.82 + }, + { + "date": "2023-08-09", + "equity": 9757.58, + "return_pct": -2.42 + }, + { + "date": "2023-08-10", + "equity": 9722.33, + "return_pct": -2.78 + }, + { + "date": "2023-08-11", + "equity": 9662.98, + "return_pct": -3.37 + }, + { + "date": "2023-08-14", + "equity": 9632.64, + "return_pct": -3.67 + }, + { + "date": "2023-08-15", + "equity": 9561.91, + "return_pct": -4.38 + }, + { + "date": "2023-08-16", + "equity": 9529.04, + "return_pct": -4.71 + }, + { + "date": "2023-08-17", + "equity": 9478.32, + "return_pct": -5.22 + }, + { + "date": "2023-08-18", + "equity": 9460.04, + "return_pct": -5.4 + }, + { + "date": "2023-08-21", + "equity": 9418.73, + "return_pct": -5.81 + }, + { + "date": "2023-08-22", + "equity": 9466.79, + "return_pct": -5.33 + }, + { + "date": "2023-08-23", + "equity": 9500.94, + "return_pct": -4.99 + }, + { + "date": "2023-08-24", + "equity": 9261.59, + "return_pct": -7.38 + }, + { + "date": "2023-08-25", + "equity": 9306.86, + "return_pct": -6.93 + }, + { + "date": "2023-08-28", + "equity": 9367.38, + "return_pct": -6.33 + }, + { + "date": "2023-08-29", + "equity": 9456.86, + "return_pct": -5.43 + }, + { + "date": "2023-08-30", + "equity": 9483.81, + "return_pct": -5.16 + }, + { + "date": "2023-08-31", + "equity": 9473.03, + "return_pct": -5.27 + }, + { + "date": "2023-09-01", + "equity": 9551.84, + "return_pct": -4.48 + }, + { + "date": "2023-09-05", + "equity": 9473.74, + "return_pct": -5.26 + }, + { + "date": "2023-09-06", + "equity": 9473.71, + "return_pct": -5.26 + }, + { + "date": "2023-09-07", + "equity": 9320.47, + "return_pct": -6.8 + }, + { + "date": "2023-09-08", + "equity": 9302.26, + "return_pct": -6.98 + }, + { + "date": "2023-09-11", + "equity": 9429.38, + "return_pct": -5.71 + }, + { + "date": "2023-09-12", + "equity": 9385.87, + "return_pct": -6.14 + }, + { + "date": "2023-09-13", + "equity": 9296.67, + "return_pct": -7.03 + }, + { + "date": "2023-09-14", + "equity": 9424.49, + "return_pct": -5.76 + }, + { + "date": "2023-09-15", + "equity": 9216.61, + "return_pct": -7.83 + }, + { + "date": "2023-09-18", + "equity": 9201.92, + "return_pct": -7.98 + }, + { + "date": "2023-09-19", + "equity": 9135.11, + "return_pct": -8.65 + }, + { + "date": "2023-09-20", + "equity": 9073.64, + "return_pct": -9.26 + }, + { + "date": "2023-09-21", + "equity": 8969.8, + "return_pct": -10.3 + }, + { + "date": "2023-09-22", + "equity": 8997.89, + "return_pct": -10.02 + }, + { + "date": "2023-09-25", + "equity": 9017.24, + "return_pct": -9.83 + }, + { + "date": "2023-09-26", + "equity": 8970.53, + "return_pct": -10.29 + }, + { + "date": "2023-09-27", + "equity": 8894.22, + "return_pct": -11.06 + }, + { + "date": "2023-09-28", + "equity": 8890.66, + "return_pct": -11.09 + }, + { + "date": "2023-09-29", + "equity": 8890.03, + "return_pct": -11.1 + }, + { + "date": "2023-10-02", + "equity": 8913.44, + "return_pct": -10.87 + }, + { + "date": "2023-10-03", + "equity": 8877.35, + "return_pct": -11.23 + }, + { + "date": "2023-10-04", + "equity": 8910.38, + "return_pct": -10.9 + }, + { + "date": "2023-10-05", + "equity": 8912.64, + "return_pct": -10.87 + }, + { + "date": "2023-10-06", + "equity": 8996.39, + "return_pct": -10.04 + }, + { + "date": "2023-10-09", + "equity": 9021.6, + "return_pct": -9.78 + }, + { + "date": "2023-10-10", + "equity": 9059.25, + "return_pct": -9.41 + }, + { + "date": "2023-10-11", + "equity": 9106.5, + "return_pct": -8.93 + }, + { + "date": "2023-10-12", + "equity": 9001.36, + "return_pct": -9.99 + }, + { + "date": "2023-10-13", + "equity": 8765.51, + "return_pct": -12.34 + }, + { + "date": "2023-10-16", + "equity": 8756.78, + "return_pct": -12.43 + }, + { + "date": "2023-10-17", + "equity": 8724.53, + "return_pct": -12.75 + }, + { + "date": "2023-10-18", + "equity": 8626.82, + "return_pct": -13.73 + }, + { + "date": "2023-10-19", + "equity": 8577.8, + "return_pct": -14.22 + }, + { + "date": "2023-10-20", + "equity": 8440.04, + "return_pct": -15.6 + }, + { + "date": "2023-10-23", + "equity": 8475.44, + "return_pct": -15.25 + }, + { + "date": "2023-10-24", + "equity": 8422.51, + "return_pct": -15.77 + }, + { + "date": "2023-10-25", + "equity": 8358.98, + "return_pct": -16.41 + }, + { + "date": "2023-10-26", + "equity": 8357.31, + "return_pct": -16.43 + }, + { + "date": "2023-10-27", + "equity": 8340.07, + "return_pct": -16.6 + }, + { + "date": "2023-10-30", + "equity": 8367.51, + "return_pct": -16.32 + }, + { + "date": "2023-10-31", + "equity": 8354.85, + "return_pct": -16.45 + }, + { + "date": "2023-11-01", + "equity": 8329.17, + "return_pct": -16.71 + }, + { + "date": "2023-11-02", + "equity": 8391.43, + "return_pct": -16.09 + }, + { + "date": "2023-11-03", + "equity": 8601.01, + "return_pct": -13.99 + }, + { + "date": "2023-11-06", + "equity": 8557.85, + "return_pct": -14.42 + }, + { + "date": "2023-11-07", + "equity": 8617.93, + "return_pct": -13.82 + }, + { + "date": "2023-11-08", + "equity": 8579.39, + "return_pct": -14.21 + }, + { + "date": "2023-11-09", + "equity": 8571.21, + "return_pct": -14.29 + }, + { + "date": "2023-11-10", + "equity": 8842.63, + "return_pct": -11.57 + }, + { + "date": "2023-11-13", + "equity": 8842.55, + "return_pct": -11.57 + }, + { + "date": "2023-11-14", + "equity": 8999.93, + "return_pct": -10.0 + }, + { + "date": "2023-11-15", + "equity": 9035.61, + "return_pct": -9.64 + }, + { + "date": "2023-11-16", + "equity": 9010.68, + "return_pct": -9.89 + }, + { + "date": "2023-11-17", + "equity": 9059.69, + "return_pct": -9.4 + }, + { + "date": "2023-11-20", + "equity": 9217.64, + "return_pct": -7.82 + }, + { + "date": "2023-11-21", + "equity": 9033.32, + "return_pct": -9.67 + }, + { + "date": "2023-11-22", + "equity": 9140.67, + "return_pct": -8.59 + }, + { + "date": "2023-11-24", + "equity": 9088.4, + "return_pct": -9.12 + }, + { + "date": "2023-11-27", + "equity": 8996.13, + "return_pct": -10.04 + }, + { + "date": "2023-11-28", + "equity": 9048.27, + "return_pct": -9.52 + }, + { + "date": "2023-11-29", + "equity": 8993.71, + "return_pct": -10.06 + }, + { + "date": "2023-11-30", + "equity": 8905.49, + "return_pct": -10.95 + }, + { + "date": "2023-12-01", + "equity": 9021.07, + "return_pct": -9.79 + }, + { + "date": "2023-12-04", + "equity": 9058.27, + "return_pct": -9.42 + }, + { + "date": "2023-12-05", + "equity": 9019.96, + "return_pct": -9.8 + }, + { + "date": "2023-12-06", + "equity": 8930.59, + "return_pct": -10.69 + }, + { + "date": "2023-12-07", + "equity": 9145.78, + "return_pct": -8.54 + }, + { + "date": "2023-12-08", + "equity": 9341.21, + "return_pct": -6.59 + }, + { + "date": "2023-12-11", + "equity": 9230.08, + "return_pct": -7.7 + }, + { + "date": "2023-12-12", + "equity": 9287.59, + "return_pct": -7.12 + }, + { + "date": "2023-12-13", + "equity": 9622.17, + "return_pct": -3.78 + }, + { + "date": "2023-12-14", + "equity": 9889.63, + "return_pct": -1.1 + }, + { + "date": "2023-12-15", + "equity": 9876.38, + "return_pct": -1.24 + }, + { + "date": "2023-12-18", + "equity": 10101.69, + "return_pct": 1.02 + }, + { + "date": "2023-12-19", + "equity": 10398.01, + "return_pct": 3.98 + }, + { + "date": "2023-12-20", + "equity": 10099.61, + "return_pct": 1.0 + }, + { + "date": "2023-12-21", + "equity": 10376.87, + "return_pct": 3.77 + }, + { + "date": "2023-12-22", + "equity": 10207.94, + "return_pct": 2.08 + }, + { + "date": "2023-12-26", + "equity": 10153.6, + "return_pct": 1.54 + }, + { + "date": "2023-12-27", + "equity": 10320.65, + "return_pct": 3.21 + }, + { + "date": "2023-12-28", + "equity": 10281.11, + "return_pct": 2.81 + }, + { + "date": "2023-12-29", + "equity": 10007.85, + "return_pct": 0.08 + }, + { + "date": "2024-01-02", + "equity": 9580.08, + "return_pct": -4.2 + }, + { + "date": "2024-01-03", + "equity": 9272.9, + "return_pct": -7.27 + }, + { + "date": "2024-01-04", + "equity": 9225.05, + "return_pct": -7.75 + }, + { + "date": "2024-01-05", + "equity": 9256.76, + "return_pct": -7.43 + }, + { + "date": "2024-01-08", + "equity": 9401.73, + "return_pct": -5.98 + }, + { + "date": "2024-01-09", + "equity": 9522.21, + "return_pct": -4.78 + }, + { + "date": "2024-01-10", + "equity": 9598.39, + "return_pct": -4.02 + }, + { + "date": "2024-01-11", + "equity": 9587.9, + "return_pct": -4.12 + }, + { + "date": "2024-01-12", + "equity": 9551.1, + "return_pct": -4.49 + }, + { + "date": "2024-01-16", + "equity": 9530.8, + "return_pct": -4.69 + }, + { + "date": "2024-01-17", + "equity": 9411.0, + "return_pct": -5.89 + }, + { + "date": "2024-01-18", + "equity": 9625.0, + "return_pct": -3.75 + }, + { + "date": "2024-01-19", + "equity": 9608.79, + "return_pct": -3.91 + }, + { + "date": "2024-01-22", + "equity": 9714.56, + "return_pct": -2.85 + }, + { + "date": "2024-01-23", + "equity": 9841.4, + "return_pct": -1.59 + }, + { + "date": "2024-01-24", + "equity": 10028.57, + "return_pct": 0.29 + }, + { + "date": "2024-01-25", + "equity": 10125.02, + "return_pct": 1.25 + }, + { + "date": "2024-01-26", + "equity": 10151.4, + "return_pct": 1.51 + }, + { + "date": "2024-01-29", + "equity": 10417.29, + "return_pct": 4.17 + }, + { + "date": "2024-01-30", + "equity": 10074.44, + "return_pct": 0.74 + }, + { + "date": "2024-01-31", + "equity": 9902.92, + "return_pct": -0.97 + }, + { + "date": "2024-02-01", + "equity": 10100.11, + "return_pct": 1.0 + }, + { + "date": "2024-02-02", + "equity": 10265.76, + "return_pct": 2.66 + }, + { + "date": "2024-02-05", + "equity": 10183.61, + "return_pct": 1.84 + }, + { + "date": "2024-02-06", + "equity": 10229.88, + "return_pct": 2.3 + }, + { + "date": "2024-02-07", + "equity": 10430.35, + "return_pct": 4.3 + }, + { + "date": "2024-02-08", + "equity": 10613.67, + "return_pct": 6.14 + }, + { + "date": "2024-02-09", + "equity": 10401.48, + "return_pct": 4.01 + }, + { + "date": "2024-02-12", + "equity": 10309.16, + "return_pct": 3.09 + }, + { + "date": "2024-02-13", + "equity": 10220.78, + "return_pct": 2.21 + }, + { + "date": "2024-02-14", + "equity": 10537.41, + "return_pct": 5.37 + }, + { + "date": "2024-02-15", + "equity": 10679.91, + "return_pct": 6.8 + }, + { + "date": "2024-02-16", + "equity": 10445.84, + "return_pct": 4.46 + }, + { + "date": "2024-02-20", + "equity": 10333.39, + "return_pct": 3.33 + }, + { + "date": "2024-02-21", + "equity": 10225.26, + "return_pct": 2.25 + }, + { + "date": "2024-02-22", + "equity": 10408.87, + "return_pct": 4.09 + }, + { + "date": "2024-02-23", + "equity": 10358.31, + "return_pct": 3.58 + }, + { + "date": "2024-02-26", + "equity": 10618.14, + "return_pct": 6.18 + }, + { + "date": "2024-02-27", + "equity": 10831.51, + "return_pct": 8.32 + }, + { + "date": "2024-02-28", + "equity": 10776.85, + "return_pct": 7.77 + }, + { + "date": "2024-02-29", + "equity": 10884.44, + "return_pct": 8.84 + }, + { + "date": "2024-03-01", + "equity": 11089.4, + "return_pct": 10.89 + }, + { + "date": "2024-03-04", + "equity": 11352.19, + "return_pct": 13.52 + }, + { + "date": "2024-03-05", + "equity": 11053.55, + "return_pct": 10.54 + }, + { + "date": "2024-03-06", + "equity": 11257.86, + "return_pct": 12.58 + }, + { + "date": "2024-03-07", + "equity": 11396.62, + "return_pct": 13.97 + }, + { + "date": "2024-03-08", + "equity": 11440.03, + "return_pct": 14.4 + }, + { + "date": "2024-03-11", + "equity": 11219.68, + "return_pct": 12.2 + }, + { + "date": "2024-03-12", + "equity": 11390.08, + "return_pct": 13.9 + }, + { + "date": "2024-03-13", + "equity": 11300.76, + "return_pct": 13.01 + }, + { + "date": "2024-03-14", + "equity": 11082.75, + "return_pct": 10.83 + }, + { + "date": "2024-03-15", + "equity": 11043.52, + "return_pct": 10.44 + }, + { + "date": "2024-03-18", + "equity": 11292.69, + "return_pct": 12.93 + }, + { + "date": "2024-03-19", + "equity": 11235.04, + "return_pct": 12.35 + }, + { + "date": "2024-03-20", + "equity": 11650.7, + "return_pct": 16.51 + }, + { + "date": "2024-03-21", + "equity": 11695.55, + "return_pct": 16.96 + }, + { + "date": "2024-03-22", + "equity": 11690.05, + "return_pct": 16.9 + }, + { + "date": "2024-03-25", + "equity": 11886.74, + "return_pct": 18.87 + }, + { + "date": "2024-03-26", + "equity": 11809.44, + "return_pct": 18.09 + }, + { + "date": "2024-03-27", + "equity": 11611.0, + "return_pct": 16.11 + }, + { + "date": "2024-03-28", + "equity": 11652.36, + "return_pct": 16.52 + }, + { + "date": "2024-04-01", + "equity": 11813.64, + "return_pct": 18.14 + }, + { + "date": "2024-04-02", + "equity": 11773.73, + "return_pct": 17.74 + }, + { + "date": "2024-04-03", + "equity": 12110.26, + "return_pct": 21.1 + }, + { + "date": "2024-04-04", + "equity": 11907.05, + "return_pct": 19.07 + }, + { + "date": "2024-04-05", + "equity": 12240.68, + "return_pct": 22.41 + }, + { + "date": "2024-04-08", + "equity": 12276.78, + "return_pct": 22.77 + }, + { + "date": "2024-04-09", + "equity": 12206.4, + "return_pct": 22.06 + }, + { + "date": "2024-04-10", + "equity": 12188.67, + "return_pct": 21.89 + }, + { + "date": "2024-04-11", + "equity": 12298.48, + "return_pct": 22.98 + }, + { + "date": "2024-04-12", + "equity": 12096.16, + "return_pct": 20.96 + }, + { + "date": "2024-04-15", + "equity": 11905.01, + "return_pct": 19.05 + }, + { + "date": "2024-04-16", + "equity": 11913.55, + "return_pct": 19.14 + }, + { + "date": "2024-04-17", + "equity": 11820.55, + "return_pct": 18.21 + }, + { + "date": "2024-04-18", + "equity": 11787.29, + "return_pct": 17.87 + }, + { + "date": "2024-04-19", + "equity": 11688.95, + "return_pct": 16.89 + }, + { + "date": "2024-04-22", + "equity": 11720.54, + "return_pct": 17.21 + }, + { + "date": "2024-04-23", + "equity": 11748.45, + "return_pct": 17.48 + }, + { + "date": "2024-04-24", + "equity": 11765.17, + "return_pct": 17.65 + }, + { + "date": "2024-04-25", + "equity": 11720.54, + "return_pct": 17.21 + }, + { + "date": "2024-04-26", + "equity": 11937.02, + "return_pct": 19.37 + }, + { + "date": "2024-04-29", + "equity": 12052.73, + "return_pct": 20.53 + }, + { + "date": "2024-04-30", + "equity": 12008.9, + "return_pct": 20.09 + }, + { + "date": "2024-05-01", + "equity": 11928.87, + "return_pct": 19.29 + }, + { + "date": "2024-05-02", + "equity": 11972.07, + "return_pct": 19.72 + }, + { + "date": "2024-05-03", + "equity": 12035.56, + "return_pct": 20.36 + }, + { + "date": "2024-05-06", + "equity": 12141.56, + "return_pct": 21.42 + }, + { + "date": "2024-05-07", + "equity": 12152.45, + "return_pct": 21.52 + }, + { + "date": "2024-05-08", + "equity": 12080.73, + "return_pct": 20.81 + }, + { + "date": "2024-05-09", + "equity": 12312.85, + "return_pct": 23.13 + }, + { + "date": "2024-05-10", + "equity": 12347.53, + "return_pct": 23.48 + }, + { + "date": "2024-05-13", + "equity": 12256.65, + "return_pct": 22.57 + }, + { + "date": "2024-05-14", + "equity": 12320.4, + "return_pct": 23.2 + }, + { + "date": "2024-05-15", + "equity": 12539.45, + "return_pct": 25.39 + }, + { + "date": "2024-05-16", + "equity": 12421.94, + "return_pct": 24.22 + }, + { + "date": "2024-05-17", + "equity": 12480.4, + "return_pct": 24.8 + }, + { + "date": "2024-05-20", + "equity": 12530.5, + "return_pct": 25.3 + }, + { + "date": "2024-05-21", + "equity": 12534.45, + "return_pct": 25.34 + }, + { + "date": "2024-05-22", + "equity": 12247.49, + "return_pct": 22.47 + }, + { + "date": "2024-05-23", + "equity": 12081.58, + "return_pct": 20.82 + }, + { + "date": "2024-05-24", + "equity": 12212.62, + "return_pct": 22.13 + }, + { + "date": "2024-05-28", + "equity": 12266.84, + "return_pct": 22.67 + }, + { + "date": "2024-05-29", + "equity": 12203.77, + "return_pct": 22.04 + }, + { + "date": "2024-05-30", + "equity": 11920.09, + "return_pct": 19.2 + }, + { + "date": "2024-05-31", + "equity": 11764.75, + "return_pct": 17.65 + }, + { + "date": "2024-06-03", + "equity": 11774.19, + "return_pct": 17.74 + }, + { + "date": "2024-06-04", + "equity": 11740.23, + "return_pct": 17.4 + }, + { + "date": "2024-06-05", + "equity": 11785.6, + "return_pct": 17.86 + }, + { + "date": "2024-06-06", + "equity": 11775.76, + "return_pct": 17.76 + }, + { + "date": "2024-06-07", + "equity": 11744.93, + "return_pct": 17.45 + }, + { + "date": "2024-06-10", + "equity": 11780.56, + "return_pct": 17.81 + }, + { + "date": "2024-06-11", + "equity": 11772.65, + "return_pct": 17.73 + }, + { + "date": "2024-06-12", + "equity": 11956.37, + "return_pct": 19.56 + }, + { + "date": "2024-06-13", + "equity": 11773.64, + "return_pct": 17.74 + }, + { + "date": "2024-06-14", + "equity": 11700.08, + "return_pct": 17.0 + }, + { + "date": "2024-06-17", + "equity": 11651.45, + "return_pct": 16.51 + }, + { + "date": "2024-06-18", + "equity": 11643.8, + "return_pct": 16.44 + }, + { + "date": "2024-06-20", + "equity": 11584.25, + "return_pct": 15.84 + }, + { + "date": "2024-06-21", + "equity": 11531.12, + "return_pct": 15.31 + }, + { + "date": "2024-06-24", + "equity": 11467.19, + "return_pct": 14.67 + }, + { + "date": "2024-06-25", + "equity": 11547.28, + "return_pct": 15.47 + }, + { + "date": "2024-06-26", + "equity": 11508.8, + "return_pct": 15.09 + }, + { + "date": "2024-06-27", + "equity": 11508.98, + "return_pct": 15.09 + }, + { + "date": "2024-06-28", + "equity": 11609.54, + "return_pct": 16.1 + }, + { + "date": "2024-07-01", + "equity": 11575.25, + "return_pct": 15.75 + }, + { + "date": "2024-07-02", + "equity": 11578.94, + "return_pct": 15.79 + }, + { + "date": "2024-07-03", + "equity": 11741.44, + "return_pct": 17.41 + }, + { + "date": "2024-07-05", + "equity": 11642.78, + "return_pct": 16.43 + }, + { + "date": "2024-07-08", + "equity": 11571.33, + "return_pct": 15.71 + }, + { + "date": "2024-07-09", + "equity": 11581.3, + "return_pct": 15.81 + }, + { + "date": "2024-07-10", + "equity": 11556.53, + "return_pct": 15.57 + }, + { + "date": "2024-07-11", + "equity": 11661.66, + "return_pct": 16.62 + }, + { + "date": "2024-07-12", + "equity": 11699.62, + "return_pct": 17.0 + }, + { + "date": "2024-07-15", + "equity": 11978.06, + "return_pct": 19.78 + }, + { + "date": "2024-07-16", + "equity": 12013.09, + "return_pct": 20.13 + }, + { + "date": "2024-07-17", + "equity": 11655.5, + "return_pct": 16.55 + }, + { + "date": "2024-07-18", + "equity": 11454.34, + "return_pct": 14.54 + }, + { + "date": "2024-07-19", + "equity": 11580.75, + "return_pct": 15.81 + }, + { + "date": "2024-07-22", + "equity": 11624.17, + "return_pct": 16.24 + }, + { + "date": "2024-07-23", + "equity": 11467.4, + "return_pct": 14.67 + }, + { + "date": "2024-07-24", + "equity": 11271.42, + "return_pct": 12.71 + }, + { + "date": "2024-07-25", + "equity": 11189.95, + "return_pct": 11.9 + }, + { + "date": "2024-07-26", + "equity": 11199.83, + "return_pct": 12.0 + }, + { + "date": "2024-07-29", + "equity": 11181.6, + "return_pct": 11.82 + }, + { + "date": "2024-07-30", + "equity": 11216.87, + "return_pct": 12.17 + }, + { + "date": "2024-07-31", + "equity": 11288.43, + "return_pct": 12.88 + }, + { + "date": "2024-08-01", + "equity": 11188.96, + "return_pct": 11.89 + }, + { + "date": "2024-08-02", + "equity": 10946.61, + "return_pct": 9.47 + }, + { + "date": "2024-08-05", + "equity": 10796.08, + "return_pct": 7.96 + }, + { + "date": "2024-08-06", + "equity": 10829.03, + "return_pct": 8.29 + }, + { + "date": "2024-08-07", + "equity": 10833.93, + "return_pct": 8.34 + }, + { + "date": "2024-08-08", + "equity": 10887.79, + "return_pct": 8.88 + }, + { + "date": "2024-08-09", + "equity": 10876.5, + "return_pct": 8.77 + }, + { + "date": "2024-08-12", + "equity": 10874.22, + "return_pct": 8.74 + }, + { + "date": "2024-08-13", + "equity": 10875.73, + "return_pct": 8.76 + }, + { + "date": "2024-08-14", + "equity": 10867.23, + "return_pct": 8.67 + }, + { + "date": "2024-08-15", + "equity": 10887.1, + "return_pct": 8.87 + }, + { + "date": "2024-08-16", + "equity": 10883.31, + "return_pct": 8.83 + }, + { + "date": "2024-08-19", + "equity": 11005.1, + "return_pct": 10.05 + }, + { + "date": "2024-08-20", + "equity": 11124.83, + "return_pct": 11.25 + }, + { + "date": "2024-08-21", + "equity": 11097.72, + "return_pct": 10.98 + }, + { + "date": "2024-08-22", + "equity": 11023.2, + "return_pct": 10.23 + }, + { + "date": "2024-08-23", + "equity": 11135.6, + "return_pct": 11.36 + }, + { + "date": "2024-08-26", + "equity": 11028.23, + "return_pct": 10.28 + }, + { + "date": "2024-08-27", + "equity": 11077.03, + "return_pct": 10.77 + }, + { + "date": "2024-08-28", + "equity": 11088.54, + "return_pct": 10.89 + }, + { + "date": "2024-08-29", + "equity": 11114.25, + "return_pct": 11.14 + }, + { + "date": "2024-08-30", + "equity": 11240.15, + "return_pct": 12.4 + }, + { + "date": "2024-09-03", + "equity": 11086.2, + "return_pct": 10.86 + }, + { + "date": "2024-09-04", + "equity": 11017.34, + "return_pct": 10.17 + }, + { + "date": "2024-09-05", + "equity": 10975.75, + "return_pct": 9.76 + }, + { + "date": "2024-09-06", + "equity": 10754.98, + "return_pct": 7.55 + }, + { + "date": "2024-09-09", + "equity": 10876.09, + "return_pct": 8.76 + }, + { + "date": "2024-09-10", + "equity": 10829.96, + "return_pct": 8.3 + }, + { + "date": "2024-09-11", + "equity": 10837.25, + "return_pct": 8.37 + }, + { + "date": "2024-09-12", + "equity": 10937.28, + "return_pct": 9.37 + }, + { + "date": "2024-09-13", + "equity": 11026.72, + "return_pct": 10.27 + }, + { + "date": "2024-09-16", + "equity": 11139.47, + "return_pct": 11.39 + }, + { + "date": "2024-09-17", + "equity": 11199.44, + "return_pct": 11.99 + }, + { + "date": "2024-09-18", + "equity": 11141.29, + "return_pct": 11.41 + }, + { + "date": "2024-09-19", + "equity": 11311.36, + "return_pct": 13.11 + }, + { + "date": "2024-09-20", + "equity": 11809.72, + "return_pct": 18.1 + }, + { + "date": "2024-09-23", + "equity": 11917.59, + "return_pct": 19.18 + }, + { + "date": "2024-09-24", + "equity": 11972.37, + "return_pct": 19.72 + }, + { + "date": "2024-09-25", + "equity": 12165.52, + "return_pct": 21.66 + }, + { + "date": "2024-09-26", + "equity": 12095.86, + "return_pct": 20.96 + }, + { + "date": "2024-09-27", + "equity": 12256.7, + "return_pct": 22.57 + }, + { + "date": "2024-09-30", + "equity": 12234.67, + "return_pct": 22.35 + }, + { + "date": "2024-10-01", + "equity": 12221.03, + "return_pct": 22.21 + }, + { + "date": "2024-10-02", + "equity": 12430.33, + "return_pct": 24.3 + }, + { + "date": "2024-10-03", + "equity": 12556.28, + "return_pct": 25.56 + }, + { + "date": "2024-10-04", + "equity": 12865.14, + "return_pct": 28.65 + }, + { + "date": "2024-10-07", + "equity": 12698.62, + "return_pct": 26.99 + }, + { + "date": "2024-10-08", + "equity": 12819.58, + "return_pct": 28.2 + }, + { + "date": "2024-10-09", + "equity": 12669.66, + "return_pct": 26.7 + }, + { + "date": "2024-10-10", + "equity": 12627.59, + "return_pct": 26.28 + }, + { + "date": "2024-10-11", + "equity": 12761.83, + "return_pct": 27.62 + }, + { + "date": "2024-10-14", + "equity": 12830.08, + "return_pct": 28.3 + }, + { + "date": "2024-10-15", + "equity": 12684.75, + "return_pct": 26.85 + }, + { + "date": "2024-10-16", + "equity": 12777.88, + "return_pct": 27.78 + }, + { + "date": "2024-10-17", + "equity": 12806.24, + "return_pct": 28.06 + }, + { + "date": "2024-10-18", + "equity": 12912.45, + "return_pct": 29.12 + }, + { + "date": "2024-10-21", + "equity": 13012.61, + "return_pct": 30.13 + }, + { + "date": "2024-10-22", + "equity": 13302.11, + "return_pct": 33.02 + }, + { + "date": "2024-10-23", + "equity": 13035.42, + "return_pct": 30.35 + }, + { + "date": "2024-10-24", + "equity": 13127.6, + "return_pct": 31.28 + }, + { + "date": "2024-10-25", + "equity": 13276.2, + "return_pct": 32.76 + }, + { + "date": "2024-10-28", + "equity": 13199.3, + "return_pct": 31.99 + }, + { + "date": "2024-10-29", + "equity": 13152.22, + "return_pct": 31.52 + }, + { + "date": "2024-10-30", + "equity": 13101.67, + "return_pct": 31.02 + }, + { + "date": "2024-10-31", + "equity": 13015.95, + "return_pct": 30.16 + }, + { + "date": "2024-11-01", + "equity": 13079.82, + "return_pct": 30.8 + }, + { + "date": "2024-11-04", + "equity": 13166.41, + "return_pct": 31.66 + }, + { + "date": "2024-11-05", + "equity": 13431.88, + "return_pct": 34.32 + }, + { + "date": "2024-11-06", + "equity": 13774.24, + "return_pct": 37.74 + }, + { + "date": "2024-11-07", + "equity": 13957.61, + "return_pct": 39.58 + }, + { + "date": "2024-11-08", + "equity": 14234.78, + "return_pct": 42.35 + }, + { + "date": "2024-11-11", + "equity": 14455.95, + "return_pct": 44.56 + }, + { + "date": "2024-11-12", + "equity": 14503.33, + "return_pct": 45.03 + }, + { + "date": "2024-11-13", + "equity": 14280.27, + "return_pct": 42.8 + }, + { + "date": "2024-11-14", + "equity": 14187.26, + "return_pct": 41.87 + }, + { + "date": "2024-11-15", + "equity": 14012.37, + "return_pct": 40.12 + }, + { + "date": "2024-11-18", + "equity": 14157.85, + "return_pct": 41.58 + }, + { + "date": "2024-11-19", + "equity": 14307.16, + "return_pct": 43.07 + }, + { + "date": "2024-11-20", + "equity": 14311.49, + "return_pct": 43.11 + }, + { + "date": "2024-11-21", + "equity": 14290.27, + "return_pct": 42.9 + }, + { + "date": "2024-11-22", + "equity": 14535.19, + "return_pct": 45.35 + }, + { + "date": "2024-11-25", + "equity": 14689.88, + "return_pct": 46.9 + }, + { + "date": "2024-11-26", + "equity": 14346.13, + "return_pct": 43.46 + }, + { + "date": "2024-11-27", + "equity": 14347.52, + "return_pct": 43.48 + }, + { + "date": "2024-11-29", + "equity": 14384.73, + "return_pct": 43.85 + }, + { + "date": "2024-12-02", + "equity": 14190.87, + "return_pct": 41.91 + }, + { + "date": "2024-12-03", + "equity": 14163.02, + "return_pct": 41.63 + }, + { + "date": "2024-12-04", + "equity": 14289.81, + "return_pct": 42.9 + }, + { + "date": "2024-12-05", + "equity": 14130.17, + "return_pct": 41.3 + }, + { + "date": "2024-12-06", + "equity": 14367.02, + "return_pct": 43.67 + }, + { + "date": "2024-12-09", + "equity": 14037.95, + "return_pct": 40.38 + }, + { + "date": "2024-12-10", + "equity": 13949.79, + "return_pct": 39.5 + }, + { + "date": "2024-12-11", + "equity": 13992.88, + "return_pct": 39.93 + }, + { + "date": "2024-12-12", + "equity": 13923.57, + "return_pct": 39.24 + }, + { + "date": "2024-12-13", + "equity": 13929.59, + "return_pct": 39.3 + }, + { + "date": "2024-12-16", + "equity": 14064.55, + "return_pct": 40.65 + }, + { + "date": "2024-12-17", + "equity": 13975.49, + "return_pct": 39.75 + }, + { + "date": "2024-12-18", + "equity": 13697.19, + "return_pct": 36.97 + }, + { + "date": "2024-12-19", + "equity": 13689.51, + "return_pct": 36.9 + }, + { + "date": "2024-12-20", + "equity": 13584.51, + "return_pct": 35.85 + }, + { + "date": "2024-12-23", + "equity": 13526.83, + "return_pct": 35.27 + }, + { + "date": "2024-12-24", + "equity": 13533.1, + "return_pct": 35.33 + }, + { + "date": "2024-12-26", + "equity": 13534.35, + "return_pct": 35.34 + }, + { + "date": "2024-12-27", + "equity": 13476.8, + "return_pct": 34.77 + }, + { + "date": "2024-12-30", + "equity": 13450.53, + "return_pct": 34.51 + }, + { + "date": "2024-12-31", + "equity": 13414.33, + "return_pct": 34.14 + }, + { + "date": "2025-01-02", + "equity": 13491.7, + "return_pct": 34.92 + }, + { + "date": "2025-01-03", + "equity": 13559.49, + "return_pct": 35.59 + }, + { + "date": "2025-01-06", + "equity": 13607.76, + "return_pct": 36.08 + }, + { + "date": "2025-01-07", + "equity": 13531.45, + "return_pct": 35.31 + }, + { + "date": "2025-01-08", + "equity": 13540.33, + "return_pct": 35.4 + }, + { + "date": "2025-01-10", + "equity": 13514.42, + "return_pct": 35.14 + }, + { + "date": "2025-01-13", + "equity": 13497.03, + "return_pct": 34.97 + }, + { + "date": "2025-01-14", + "equity": 13574.04, + "return_pct": 35.74 + }, + { + "date": "2025-01-15", + "equity": 13703.79, + "return_pct": 37.04 + }, + { + "date": "2025-01-16", + "equity": 13822.68, + "return_pct": 38.23 + }, + { + "date": "2025-01-17", + "equity": 14039.98, + "return_pct": 40.4 + }, + { + "date": "2025-01-21", + "equity": 14273.08, + "return_pct": 42.73 + }, + { + "date": "2025-01-22", + "equity": 14266.69, + "return_pct": 42.67 + }, + { + "date": "2025-01-23", + "equity": 14126.81, + "return_pct": 41.27 + }, + { + "date": "2025-01-24", + "equity": 13994.02, + "return_pct": 39.94 + }, + { + "date": "2025-01-27", + "equity": 13856.21, + "return_pct": 38.56 + }, + { + "date": "2025-01-28", + "equity": 13734.06, + "return_pct": 37.34 + }, + { + "date": "2025-01-29", + "equity": 13714.02, + "return_pct": 37.14 + }, + { + "date": "2025-01-30", + "equity": 13895.18, + "return_pct": 38.95 + }, + { + "date": "2025-01-31", + "equity": 13840.06, + "return_pct": 38.4 + }, + { + "date": "2025-02-03", + "equity": 13905.24, + "return_pct": 39.05 + }, + { + "date": "2025-02-04", + "equity": 13960.03, + "return_pct": 39.6 + }, + { + "date": "2025-02-05", + "equity": 14202.89, + "return_pct": 42.03 + }, + { + "date": "2025-02-06", + "equity": 14274.04, + "return_pct": 42.74 + }, + { + "date": "2025-02-07", + "equity": 14349.77, + "return_pct": 43.5 + }, + { + "date": "2025-02-10", + "equity": 14370.28, + "return_pct": 43.7 + }, + { + "date": "2025-02-11", + "equity": 14276.12, + "return_pct": 42.76 + }, + { + "date": "2025-02-12", + "equity": 14484.55, + "return_pct": 44.85 + }, + { + "date": "2025-02-13", + "equity": 14659.82, + "return_pct": 46.6 + }, + { + "date": "2025-02-14", + "equity": 14948.4, + "return_pct": 49.48 + }, + { + "date": "2025-02-18", + "equity": 15026.32, + "return_pct": 50.26 + }, + { + "date": "2025-02-19", + "equity": 15020.34, + "return_pct": 50.2 + }, + { + "date": "2025-02-20", + "equity": 14701.47, + "return_pct": 47.01 + }, + { + "date": "2025-02-21", + "equity": 14644.01, + "return_pct": 46.44 + }, + { + "date": "2025-02-24", + "equity": 14580.33, + "return_pct": 45.8 + }, + { + "date": "2025-02-25", + "equity": 14502.63, + "return_pct": 45.03 + }, + { + "date": "2025-02-26", + "equity": 14480.5, + "return_pct": 44.8 + }, + { + "date": "2025-02-27", + "equity": 14440.54, + "return_pct": 44.41 + }, + { + "date": "2025-02-28", + "equity": 14573.49, + "return_pct": 45.73 + }, + { + "date": "2025-03-03", + "equity": 14573.5, + "return_pct": 45.74 + }, + { + "date": "2025-03-04", + "equity": 14339.97, + "return_pct": 43.4 + }, + { + "date": "2025-03-05", + "equity": 14327.94, + "return_pct": 43.28 + }, + { + "date": "2025-03-06", + "equity": 14327.94, + "return_pct": 43.28 + }, + { + "date": "2025-03-07", + "equity": 14319.34, + "return_pct": 43.19 + }, + { + "date": "2025-03-10", + "equity": 14213.38, + "return_pct": 42.13 + }, + { + "date": "2025-03-11", + "equity": 14082.46, + "return_pct": 40.82 + }, + { + "date": "2025-03-12", + "equity": 14096.17, + "return_pct": 40.96 + }, + { + "date": "2025-03-13", + "equity": 14228.12, + "return_pct": 42.28 + }, + { + "date": "2025-03-14", + "equity": 14263.8, + "return_pct": 42.64 + }, + { + "date": "2025-03-17", + "equity": 14420.06, + "return_pct": 44.2 + }, + { + "date": "2025-03-18", + "equity": 14410.58, + "return_pct": 44.11 + }, + { + "date": "2025-03-19", + "equity": 14457.08, + "return_pct": 44.57 + }, + { + "date": "2025-03-20", + "equity": 14464.17, + "return_pct": 44.64 + }, + { + "date": "2025-03-21", + "equity": 14419.62, + "return_pct": 44.2 + }, + { + "date": "2025-03-24", + "equity": 14558.39, + "return_pct": 45.58 + }, + { + "date": "2025-03-25", + "equity": 14645.09, + "return_pct": 46.45 + }, + { + "date": "2025-03-26", + "equity": 14520.71, + "return_pct": 45.21 + }, + { + "date": "2025-03-27", + "equity": 14526.9, + "return_pct": 45.27 + }, + { + "date": "2025-03-28", + "equity": 14407.34, + "return_pct": 44.07 + }, + { + "date": "2025-03-31", + "equity": 14393.91, + "return_pct": 43.94 + }, + { + "date": "2025-04-01", + "equity": 14414.37, + "return_pct": 44.14 + }, + { + "date": "2025-04-02", + "equity": 14470.13, + "return_pct": 44.7 + }, + { + "date": "2025-04-03", + "equity": 14272.38, + "return_pct": 42.72 + }, + { + "date": "2025-04-04", + "equity": 13850.83, + "return_pct": 38.51 + }, + { + "date": "2025-04-07", + "equity": 13850.83, + "return_pct": 38.51 + }, + { + "date": "2025-04-08", + "equity": 13850.83, + "return_pct": 38.51 + }, + { + "date": "2025-04-09", + "equity": 13850.83, + "return_pct": 38.51 + }, + { + "date": "2025-04-10", + "equity": 13850.83, + "return_pct": 38.51 + }, + { + "date": "2025-04-11", + "equity": 13844.53, + "return_pct": 38.45 + }, + { + "date": "2025-04-14", + "equity": 13923.48, + "return_pct": 39.23 + }, + { + "date": "2025-04-15", + "equity": 13952.39, + "return_pct": 39.52 + }, + { + "date": "2025-04-16", + "equity": 13684.29, + "return_pct": 36.84 + }, + { + "date": "2025-04-17", + "equity": 13713.17, + "return_pct": 37.13 + }, + { + "date": "2025-04-21", + "equity": 13580.24, + "return_pct": 35.8 + }, + { + "date": "2025-04-22", + "equity": 13748.31, + "return_pct": 37.48 + }, + { + "date": "2025-04-23", + "equity": 13846.85, + "return_pct": 38.47 + }, + { + "date": "2025-04-24", + "equity": 13965.0, + "return_pct": 39.65 + }, + { + "date": "2025-04-25", + "equity": 13989.9, + "return_pct": 39.9 + }, + { + "date": "2025-04-28", + "equity": 13998.41, + "return_pct": 39.98 + }, + { + "date": "2025-04-29", + "equity": 14091.43, + "return_pct": 40.91 + }, + { + "date": "2025-04-30", + "equity": 14101.74, + "return_pct": 41.02 + }, + { + "date": "2025-05-01", + "equity": 14232.23, + "return_pct": 42.32 + }, + { + "date": "2025-05-02", + "equity": 14594.79, + "return_pct": 45.95 + }, + { + "date": "2025-05-05", + "equity": 14682.83, + "return_pct": 46.83 + }, + { + "date": "2025-05-06", + "equity": 14578.95, + "return_pct": 45.79 + }, + { + "date": "2025-05-07", + "equity": 14700.63, + "return_pct": 47.01 + }, + { + "date": "2025-05-08", + "equity": 15218.67, + "return_pct": 52.19 + }, + { + "date": "2025-05-09", + "equity": 15092.95, + "return_pct": 50.93 + }, + { + "date": "2025-05-12", + "equity": 15615.36, + "return_pct": 56.15 + }, + { + "date": "2025-05-13", + "equity": 15935.32, + "return_pct": 59.35 + }, + { + "date": "2025-05-14", + "equity": 16080.57, + "return_pct": 60.81 + }, + { + "date": "2025-05-15", + "equity": 16014.52, + "return_pct": 60.15 + }, + { + "date": "2025-05-16", + "equity": 16081.44, + "return_pct": 60.81 + }, + { + "date": "2025-05-19", + "equity": 16156.74, + "return_pct": 61.57 + }, + { + "date": "2025-05-20", + "equity": 15871.19, + "return_pct": 58.71 + }, + { + "date": "2025-05-21", + "equity": 15597.62, + "return_pct": 55.98 + }, + { + "date": "2025-05-22", + "equity": 15582.16, + "return_pct": 55.82 + }, + { + "date": "2025-05-23", + "equity": 15567.96, + "return_pct": 55.68 + }, + { + "date": "2025-05-27", + "equity": 16014.53, + "return_pct": 60.15 + }, + { + "date": "2025-05-28", + "equity": 15967.87, + "return_pct": 59.68 + }, + { + "date": "2025-05-29", + "equity": 15683.1, + "return_pct": 56.83 + }, + { + "date": "2025-05-30", + "equity": 15790.5, + "return_pct": 57.91 + }, + { + "date": "2025-06-02", + "equity": 16008.6, + "return_pct": 60.09 + }, + { + "date": "2025-06-03", + "equity": 16228.16, + "return_pct": 62.28 + }, + { + "date": "2025-06-04", + "equity": 16351.49, + "return_pct": 63.51 + }, + { + "date": "2025-06-05", + "equity": 16181.71, + "return_pct": 61.82 + }, + { + "date": "2025-06-06", + "equity": 16331.66, + "return_pct": 63.32 + }, + { + "date": "2025-06-09", + "equity": 15959.53, + "return_pct": 59.6 + }, + { + "date": "2025-06-10", + "equity": 15875.78, + "return_pct": 58.76 + }, + { + "date": "2025-06-11", + "equity": 16011.23, + "return_pct": 60.11 + }, + { + "date": "2025-06-12", + "equity": 15977.8, + "return_pct": 59.78 + }, + { + "date": "2025-06-13", + "equity": 15591.96, + "return_pct": 55.92 + }, + { + "date": "2025-06-16", + "equity": 15929.91, + "return_pct": 59.3 + }, + { + "date": "2025-06-17", + "equity": 15806.08, + "return_pct": 58.06 + }, + { + "date": "2025-06-18", + "equity": 16042.59, + "return_pct": 60.43 + }, + { + "date": "2025-06-20", + "equity": 16128.55, + "return_pct": 61.29 + }, + { + "date": "2025-06-23", + "equity": 16192.09, + "return_pct": 61.92 + }, + { + "date": "2025-06-24", + "equity": 16597.13, + "return_pct": 65.97 + }, + { + "date": "2025-06-25", + "equity": 16492.13, + "return_pct": 64.92 + }, + { + "date": "2025-06-26", + "equity": 16784.85, + "return_pct": 67.85 + }, + { + "date": "2025-06-27", + "equity": 16941.94, + "return_pct": 69.42 + }, + { + "date": "2025-06-30", + "equity": 17417.95, + "return_pct": 74.18 + }, + { + "date": "2025-07-01", + "equity": 16883.09, + "return_pct": 68.83 + }, + { + "date": "2025-07-02", + "equity": 17236.48, + "return_pct": 72.36 + }, + { + "date": "2025-07-03", + "equity": 17436.38, + "return_pct": 74.36 + }, + { + "date": "2025-07-07", + "equity": 17475.81, + "return_pct": 74.76 + }, + { + "date": "2025-07-08", + "equity": 17254.93, + "return_pct": 72.55 + }, + { + "date": "2025-07-09", + "equity": 17669.65, + "return_pct": 76.7 + }, + { + "date": "2025-07-10", + "equity": 17775.06, + "return_pct": 77.75 + }, + { + "date": "2025-07-11", + "equity": 17781.44, + "return_pct": 77.81 + }, + { + "date": "2025-07-14", + "equity": 18121.63, + "return_pct": 81.22 + }, + { + "date": "2025-07-15", + "equity": 18144.92, + "return_pct": 81.45 + }, + { + "date": "2025-07-16", + "equity": 18348.12, + "return_pct": 83.48 + }, + { + "date": "2025-07-17", + "equity": 18598.78, + "return_pct": 85.99 + }, + { + "date": "2025-07-18", + "equity": 18595.95, + "return_pct": 85.96 + }, + { + "date": "2025-07-21", + "equity": 18734.95, + "return_pct": 87.35 + }, + { + "date": "2025-07-22", + "equity": 18449.36, + "return_pct": 84.49 + }, + { + "date": "2025-07-23", + "equity": 18704.65, + "return_pct": 87.05 + }, + { + "date": "2025-07-24", + "equity": 18784.64, + "return_pct": 87.85 + }, + { + "date": "2025-07-25", + "equity": 19137.02, + "return_pct": 91.37 + }, + { + "date": "2025-07-28", + "equity": 19117.31, + "return_pct": 91.17 + }, + { + "date": "2025-07-29", + "equity": 19058.49, + "return_pct": 90.58 + }, + { + "date": "2025-07-30", + "equity": 18960.53, + "return_pct": 89.61 + }, + { + "date": "2025-07-31", + "equity": 18891.3, + "return_pct": 88.91 + }, + { + "date": "2025-08-01", + "equity": 18538.82, + "return_pct": 85.39 + }, + { + "date": "2025-08-04", + "equity": 18830.3, + "return_pct": 88.3 + }, + { + "date": "2025-08-05", + "equity": 19521.83, + "return_pct": 95.22 + }, + { + "date": "2025-08-06", + "equity": 19620.38, + "return_pct": 96.2 + }, + { + "date": "2025-08-07", + "equity": 19747.61, + "return_pct": 97.48 + }, + { + "date": "2025-08-08", + "equity": 19706.56, + "return_pct": 97.07 + }, + { + "date": "2025-08-11", + "equity": 19593.1, + "return_pct": 95.93 + }, + { + "date": "2025-08-12", + "equity": 19457.53, + "return_pct": 94.58 + }, + { + "date": "2025-08-13", + "equity": 19267.45, + "return_pct": 92.67 + }, + { + "date": "2025-08-14", + "equity": 19092.4, + "return_pct": 90.92 + }, + { + "date": "2025-08-15", + "equity": 19059.92, + "return_pct": 90.6 + }, + { + "date": "2025-08-18", + "equity": 19049.23, + "return_pct": 90.49 + }, + { + "date": "2025-08-19", + "equity": 18685.09, + "return_pct": 86.85 + }, + { + "date": "2025-08-20", + "equity": 18655.0, + "return_pct": 86.55 + }, + { + "date": "2025-08-21", + "equity": 18702.39, + "return_pct": 87.02 + }, + { + "date": "2025-08-22", + "equity": 19182.8, + "return_pct": 91.83 + }, + { + "date": "2025-08-25", + "equity": 19304.92, + "return_pct": 93.05 + }, + { + "date": "2025-08-26", + "equity": 19453.92, + "return_pct": 94.54 + }, + { + "date": "2025-08-27", + "equity": 19666.26, + "return_pct": 96.66 + }, + { + "date": "2025-08-28", + "equity": 19883.69, + "return_pct": 98.84 + }, + { + "date": "2025-08-29", + "equity": 19721.16, + "return_pct": 97.21 + }, + { + "date": "2025-09-02", + "equity": 19711.5, + "return_pct": 97.11 + }, + { + "date": "2025-09-03", + "equity": 19688.6, + "return_pct": 96.89 + }, + { + "date": "2025-09-04", + "equity": 19532.14, + "return_pct": 95.32 + }, + { + "date": "2025-09-05", + "equity": 19620.9, + "return_pct": 96.21 + }, + { + "date": "2025-09-08", + "equity": 19726.41, + "return_pct": 97.26 + }, + { + "date": "2025-09-09", + "equity": 19593.72, + "return_pct": 95.94 + }, + { + "date": "2025-09-10", + "equity": 19775.87, + "return_pct": 97.76 + }, + { + "date": "2025-09-11", + "equity": 20804.14, + "return_pct": 108.04 + }, + { + "date": "2025-09-12", + "equity": 21419.63, + "return_pct": 114.2 + }, + { + "date": "2025-09-15", + "equity": 21711.03, + "return_pct": 117.11 + }, + { + "date": "2025-09-16", + "equity": 21497.31, + "return_pct": 114.97 + }, + { + "date": "2025-09-17", + "equity": 21555.81, + "return_pct": 115.56 + }, + { + "date": "2025-09-18", + "equity": 22055.69, + "return_pct": 120.56 + }, + { + "date": "2025-09-19", + "equity": 22326.24, + "return_pct": 123.26 + }, + { + "date": "2025-09-22", + "equity": 22209.52, + "return_pct": 122.1 + }, + { + "date": "2025-09-23", + "equity": 22045.69, + "return_pct": 120.46 + }, + { + "date": "2025-09-24", + "equity": 22095.53, + "return_pct": 120.96 + }, + { + "date": "2025-09-25", + "equity": 21655.77, + "return_pct": 116.56 + }, + { + "date": "2025-09-26", + "equity": 21916.89, + "return_pct": 119.17 + }, + { + "date": "2025-09-29", + "equity": 22112.88, + "return_pct": 121.13 + }, + { + "date": "2025-09-30", + "equity": 22294.97, + "return_pct": 122.95 + }, + { + "date": "2025-10-01", + "equity": 22910.47, + "return_pct": 129.1 + }, + { + "date": "2025-10-02", + "equity": 22911.23, + "return_pct": 129.11 + }, + { + "date": "2025-10-03", + "equity": 22820.39, + "return_pct": 128.2 + }, + { + "date": "2025-10-06", + "equity": 23333.94, + "return_pct": 133.34 + }, + { + "date": "2025-10-07", + "equity": 23086.06, + "return_pct": 130.86 + }, + { + "date": "2025-10-08", + "equity": 23388.09, + "return_pct": 133.88 + }, + { + "date": "2025-10-09", + "equity": 23175.74, + "return_pct": 131.76 + }, + { + "date": "2025-10-10", + "equity": 22301.61, + "return_pct": 123.02 + }, + { + "date": "2025-10-13", + "equity": 22631.11, + "return_pct": 126.31 + }, + { + "date": "2025-10-14", + "equity": 22249.8, + "return_pct": 122.5 + }, + { + "date": "2025-10-15", + "equity": 22435.14, + "return_pct": 124.35 + }, + { + "date": "2025-10-16", + "equity": 22336.62, + "return_pct": 123.37 + }, + { + "date": "2025-10-17", + "equity": 22485.14, + "return_pct": 124.85 + }, + { + "date": "2025-10-20", + "equity": 22450.77, + "return_pct": 124.51 + }, + { + "date": "2025-10-21", + "equity": 22361.21, + "return_pct": 123.61 + }, + { + "date": "2025-10-22", + "equity": 22140.1, + "return_pct": 121.4 + }, + { + "date": "2025-10-23", + "equity": 22065.67, + "return_pct": 120.66 + }, + { + "date": "2025-10-24", + "equity": 21999.13, + "return_pct": 119.99 + }, + { + "date": "2025-10-27", + "equity": 22322.97, + "return_pct": 123.23 + }, + { + "date": "2025-10-28", + "equity": 22147.91, + "return_pct": 121.48 + }, + { + "date": "2025-10-29", + "equity": 22082.46, + "return_pct": 120.82 + }, + { + "date": "2025-10-30", + "equity": 22185.48, + "return_pct": 121.85 + }, + { + "date": "2025-10-31", + "equity": 22836.18, + "return_pct": 128.36 + }, + { + "date": "2025-11-03", + "equity": 22720.5, + "return_pct": 127.2 + }, + { + "date": "2025-11-04", + "equity": 22921.46, + "return_pct": 129.21 + }, + { + "date": "2025-11-05", + "equity": 23267.22, + "return_pct": 132.67 + }, + { + "date": "2025-11-06", + "equity": 23051.52, + "return_pct": 130.52 + }, + { + "date": "2025-11-07", + "equity": 23338.38, + "return_pct": 133.38 + }, + { + "date": "2025-11-10", + "equity": 23499.61, + "return_pct": 135.0 + }, + { + "date": "2025-11-11", + "equity": 23020.18, + "return_pct": 130.2 + }, + { + "date": "2025-11-12", + "equity": 22945.3, + "return_pct": 129.45 + }, + { + "date": "2025-11-13", + "equity": 22409.18, + "return_pct": 124.09 + }, + { + "date": "2025-11-14", + "equity": 22507.42, + "return_pct": 125.07 + }, + { + "date": "2025-11-17", + "equity": 22366.26, + "return_pct": 123.66 + }, + { + "date": "2025-11-18", + "equity": 22424.97, + "return_pct": 124.25 + }, + { + "date": "2025-11-19", + "equity": 22113.87, + "return_pct": 121.14 + }, + { + "date": "2025-11-20", + "equity": 21952.59, + "return_pct": 119.53 + }, + { + "date": "2025-11-21", + "equity": 22092.61, + "return_pct": 120.93 + }, + { + "date": "2025-11-24", + "equity": 21971.08, + "return_pct": 119.71 + }, + { + "date": "2025-11-25", + "equity": 22228.17, + "return_pct": 122.28 + }, + { + "date": "2025-11-26", + "equity": 22563.53, + "return_pct": 125.64 + }, + { + "date": "2025-11-28", + "equity": 22630.66, + "return_pct": 126.31 + }, + { + "date": "2025-12-01", + "equity": 22555.72, + "return_pct": 125.56 + }, + { + "date": "2025-12-02", + "equity": 22557.62, + "return_pct": 125.58 + }, + { + "date": "2025-12-03", + "equity": 22575.8, + "return_pct": 125.76 + }, + { + "date": "2025-12-04", + "equity": 23352.91, + "return_pct": 133.53 + }, + { + "date": "2025-12-05", + "equity": 24198.37, + "return_pct": 141.98 + }, + { + "date": "2025-12-08", + "equity": 23926.3, + "return_pct": 139.26 + }, + { + "date": "2025-12-09", + "equity": 24008.42, + "return_pct": 140.08 + }, + { + "date": "2025-12-10", + "equity": 24320.26, + "return_pct": 143.2 + }, + { + "date": "2025-12-11", + "equity": 24824.59, + "return_pct": 148.25 + }, + { + "date": "2025-12-12", + "equity": 24522.66, + "return_pct": 145.23 + }, + { + "date": "2025-12-15", + "equity": 24489.75, + "return_pct": 144.9 + }, + { + "date": "2025-12-16", + "equity": 24596.72, + "return_pct": 145.97 + }, + { + "date": "2025-12-17", + "equity": 24304.22, + "return_pct": 143.04 + }, + { + "date": "2025-12-18", + "equity": 24323.36, + "return_pct": 143.23 + }, + { + "date": "2025-12-19", + "equity": 24497.13, + "return_pct": 144.97 + }, + { + "date": "2025-12-22", + "equity": 24628.11, + "return_pct": 146.28 + }, + { + "date": "2025-12-23", + "equity": 24190.87, + "return_pct": 141.91 + }, + { + "date": "2025-12-24", + "equity": 24449.92, + "return_pct": 144.5 + }, + { + "date": "2025-12-26", + "equity": 24590.5, + "return_pct": 145.91 + }, + { + "date": "2025-12-29", + "equity": 24419.3, + "return_pct": 144.19 + }, + { + "date": "2025-12-30", + "equity": 24218.53, + "return_pct": 142.19 + }, + { + "date": "2025-12-31", + "equity": 23940.76, + "return_pct": 139.41 + }, + { + "date": "2026-01-02", + "equity": 24501.62, + "return_pct": 145.02 + }, + { + "date": "2026-01-05", + "equity": 24643.18, + "return_pct": 146.43 + }, + { + "date": "2026-01-06", + "equity": 25287.14, + "return_pct": 152.87 + }, + { + "date": "2026-01-07", + "equity": 24999.9, + "return_pct": 150.0 + }, + { + "date": "2026-01-08", + "equity": 25108.69, + "return_pct": 151.09 + }, + { + "date": "2026-01-09", + "equity": 25007.18, + "return_pct": 150.07 + }, + { + "date": "2026-01-12", + "equity": 25650.75, + "return_pct": 156.51 + }, + { + "date": "2026-01-13", + "equity": 25981.45, + "return_pct": 159.81 + }, + { + "date": "2026-01-14", + "equity": 25918.55, + "return_pct": 159.19 + }, + { + "date": "2026-01-15", + "equity": 26200.94, + "return_pct": 162.01 + }, + { + "date": "2026-01-16", + "equity": 25786.53, + "return_pct": 157.87 + }, + { + "date": "2026-01-20", + "equity": 25843.81, + "return_pct": 158.44 + }, + { + "date": "2026-01-21", + "equity": 26524.67, + "return_pct": 165.25 + }, + { + "date": "2026-01-22", + "equity": 26932.8, + "return_pct": 169.33 + }, + { + "date": "2026-01-23", + "equity": 27146.24, + "return_pct": 171.46 + }, + { + "date": "2026-01-26", + "equity": 27213.41, + "return_pct": 172.13 + }, + { + "date": "2026-01-27", + "equity": 26784.32, + "return_pct": 167.84 + }, + { + "date": "2026-01-28", + "equity": 26598.64, + "return_pct": 165.99 + }, + { + "date": "2026-01-29", + "equity": 26454.83, + "return_pct": 164.55 + }, + { + "date": "2026-01-30", + "equity": 25566.17, + "return_pct": 155.66 + }, + { + "date": "2026-02-02", + "equity": 26129.22, + "return_pct": 161.29 + }, + { + "date": "2026-02-03", + "equity": 26660.39, + "return_pct": 166.6 + }, + { + "date": "2026-02-04", + "equity": 26128.7, + "return_pct": 161.29 + }, + { + "date": "2026-02-05", + "equity": 25894.97, + "return_pct": 158.95 + }, + { + "date": "2026-02-06", + "equity": 26459.41, + "return_pct": 164.59 + }, + { + "date": "2026-02-09", + "equity": 26398.39, + "return_pct": 163.98 + }, + { + "date": "2026-02-10", + "equity": 26609.53, + "return_pct": 166.1 + }, + { + "date": "2026-02-11", + "equity": 27062.95, + "return_pct": 170.63 + }, + { + "date": "2026-02-12", + "equity": 26837.59, + "return_pct": 168.38 + }, + { + "date": "2026-02-13", + "equity": 27186.08, + "return_pct": 171.86 + }, + { + "date": "2026-02-17", + "equity": 27058.26, + "return_pct": 170.58 + }, + { + "date": "2026-02-18", + "equity": 26945.67, + "return_pct": 169.46 + }, + { + "date": "2026-02-19", + "equity": 26862.24, + "return_pct": 168.62 + }, + { + "date": "2026-02-20", + "equity": 27028.49, + "return_pct": 170.28 + }, + { + "date": "2026-02-23", + "equity": 26769.96, + "return_pct": 167.7 + }, + { + "date": "2026-02-24", + "equity": 27100.46, + "return_pct": 171.0 + }, + { + "date": "2026-02-25", + "equity": 27039.98, + "return_pct": 170.4 + }, + { + "date": "2026-02-26", + "equity": 26817.3, + "return_pct": 168.17 + }, + { + "date": "2026-02-27", + "equity": 27087.87, + "return_pct": 170.88 + }, + { + "date": "2026-03-02", + "equity": 25679.15, + "return_pct": 156.79 + }, + { + "date": "2026-03-03", + "equity": 25558.52, + "return_pct": 155.59 + }, + { + "date": "2026-03-04", + "equity": 25540.42, + "return_pct": 155.4 + }, + { + "date": "2026-03-05", + "equity": 25275.69, + "return_pct": 152.76 + }, + { + "date": "2026-03-06", + "equity": 25140.32, + "return_pct": 151.4 + }, + { + "date": "2026-03-09", + "equity": 25127.32, + "return_pct": 151.27 + }, + { + "date": "2026-03-10", + "equity": 25021.55, + "return_pct": 150.22 + }, + { + "date": "2026-03-11", + "equity": 25039.77, + "return_pct": 150.4 + }, + { + "date": "2026-03-12", + "equity": 25090.4, + "return_pct": 150.9 + }, + { + "date": "2026-03-13", + "equity": 25032.35, + "return_pct": 150.32 + }, + { + "date": "2026-03-16", + "equity": 25063.49, + "return_pct": 150.63 + }, + { + "date": "2026-03-17", + "equity": 25122.33, + "return_pct": 151.22 + }, + { + "date": "2026-03-18", + "equity": 25065.26, + "return_pct": 150.65 + }, + { + "date": "2026-03-19", + "equity": 25115.26, + "return_pct": 151.15 + }, + { + "date": "2026-03-20", + "equity": 24992.63, + "return_pct": 149.93 + }, + { + "date": "2026-03-23", + "equity": 25212.02, + "return_pct": 152.12 + }, + { + "date": "2026-03-24", + "equity": 25081.17, + "return_pct": 150.81 + }, + { + "date": "2026-03-25", + "equity": 25085.05, + "return_pct": 150.85 + }, + { + "date": "2026-03-26", + "equity": 24925.26, + "return_pct": 149.25 + }, + { + "date": "2026-03-27", + "equity": 24873.0, + "return_pct": 148.73 + }, + { + "date": "2026-03-30", + "equity": 24809.37, + "return_pct": 148.09 + }, + { + "date": "2026-03-31", + "equity": 24900.45, + "return_pct": 149.0 + }, + { + "date": "2026-04-01", + "equity": 24923.33, + "return_pct": 149.23 + }, + { + "date": "2026-04-02", + "equity": 24924.58, + "return_pct": 149.25 + }, + { + "date": "2026-04-06", + "equity": 24903.87, + "return_pct": 149.04 + }, + { + "date": "2026-04-07", + "equity": 25029.61, + "return_pct": 150.3 + }, + { + "date": "2026-04-08", + "equity": 26089.63, + "return_pct": 160.9 + }, + { + "date": "2026-04-09", + "equity": 26391.61, + "return_pct": 163.92 + }, + { + "date": "2026-04-10", + "equity": 26649.07, + "return_pct": 166.49 + }, + { + "date": "2026-04-13", + "equity": 26752.5, + "return_pct": 167.52 + }, + { + "date": "2026-04-14", + "equity": 27261.3, + "return_pct": 172.61 + }, + { + "date": "2026-04-15", + "equity": 27210.12, + "return_pct": 172.1 + }, + { + "date": "2026-04-16", + "equity": 27474.32, + "return_pct": 174.74 + }, + { + "date": "2026-04-17", + "equity": 27911.12, + "return_pct": 179.11 + }, + { + "date": "2026-04-20", + "equity": 27890.35, + "return_pct": 178.9 + }, + { + "date": "2026-04-21", + "equity": 27813.55, + "return_pct": 178.14 + }, + { + "date": "2026-04-22", + "equity": 28129.34, + "return_pct": 181.29 + }, + { + "date": "2026-04-23", + "equity": 28331.57, + "return_pct": 183.32 + }, + { + "date": "2026-04-24", + "equity": 29407.44, + "return_pct": 194.07 + }, + { + "date": "2026-04-27", + "equity": 29520.39, + "return_pct": 195.2 + }, + { + "date": "2026-04-28", + "equity": 28896.54, + "return_pct": 188.97 + }, + { + "date": "2026-04-29", + "equity": 29670.33, + "return_pct": 196.7 + }, + { + "date": "2026-04-30", + "equity": 30662.37, + "return_pct": 206.62 + }, + { + "date": "2026-05-01", + "equity": 30660.41, + "return_pct": 206.6 + }, + { + "date": "2026-05-04", + "equity": 30237.37, + "return_pct": 202.37 + }, + { + "date": "2026-05-05", + "equity": 30957.96, + "return_pct": 209.58 + }, + { + "date": "2026-05-06", + "equity": 32430.01, + "return_pct": 224.3 + }, + { + "date": "2026-05-07", + "equity": 31843.6, + "return_pct": 218.44 + }, + { + "date": "2026-05-08", + "equity": 32757.37, + "return_pct": 227.57 + }, + { + "date": "2026-05-11", + "equity": 33171.81, + "return_pct": 231.72 + }, + { + "date": "2026-05-12", + "equity": 32843.48, + "return_pct": 228.43 + }, + { + "date": "2026-05-13", + "equity": 33051.2, + "return_pct": 230.51 + }, + { + "date": "2026-05-14", + "equity": 33253.97, + "return_pct": 232.54 + }, + { + "date": "2026-05-15", + "equity": 32330.39, + "return_pct": 223.3 + }, + { + "date": "2026-05-18", + "equity": 31815.11, + "return_pct": 218.15 + }, + { + "date": "2026-05-19", + "equity": 31506.63, + "return_pct": 215.07 + }, + { + "date": "2026-05-20", + "equity": 31350.75, + "return_pct": 213.51 + }, + { + "date": "2026-05-21", + "equity": 31515.22, + "return_pct": 215.15 + }, + { + "date": "2026-05-22", + "equity": 31902.03, + "return_pct": 219.02 + }, + { + "date": "2026-05-26", + "equity": 31819.22, + "return_pct": 218.19 + }, + { + "date": "2026-05-27", + "equity": 31929.8, + "return_pct": 219.3 + }, + { + "date": "2026-05-28", + "equity": 32542.0, + "return_pct": 225.42 + }, + { + "date": "2026-05-29", + "equity": 32601.54, + "return_pct": 226.02 + }, + { + "date": "2026-06-01", + "equity": 32395.96, + "return_pct": 223.96 + }, + { + "date": "2026-06-02", + "equity": 32453.44, + "return_pct": 224.53 + }, + { + "date": "2026-06-03", + "equity": 32843.77, + "return_pct": 228.44 + }, + { + "date": "2026-06-04", + "equity": 32789.89, + "return_pct": 227.9 + }, + { + "date": "2026-06-05", + "equity": 31989.24, + "return_pct": 219.89 + }, + { + "date": "2026-06-08", + "equity": 31822.09, + "return_pct": 218.22 + }, + { + "date": "2026-06-09", + "equity": 32008.43, + "return_pct": 220.08 + }, + { + "date": "2026-06-10", + "equity": 31847.25, + "return_pct": 218.47 + }, + { + "date": "2026-06-11", + "equity": 32036.95, + "return_pct": 220.37 + }, + { + "date": "2026-06-12", + "equity": 32039.94, + "return_pct": 220.4 + }, + { + "date": "2026-06-15", + "equity": 31993.17, + "return_pct": 219.93 + }, + { + "date": "2026-06-16", + "equity": 31892.68, + "return_pct": 218.93 + }, + { + "date": "2026-06-17", + "equity": 31994.17, + "return_pct": 219.94 + }, + { + "date": "2026-06-18", + "equity": 31924.85, + "return_pct": 219.25 + }, + { + "date": "2026-06-22", + "equity": 32028.66, + "return_pct": 220.29 + }, + { + "date": "2026-06-23", + "equity": 31945.08, + "return_pct": 219.45 + }, + { + "date": "2026-06-24", + "equity": 32024.68, + "return_pct": 220.25 + }, + { + "date": "2026-06-25", + "equity": 32103.28, + "return_pct": 221.03 + }, + { + "date": "2026-06-26", + "equity": 32569.91, + "return_pct": 225.7 + }, + { + "date": "2026-06-29", + "equity": 32584.17, + "return_pct": 225.84 + }, + { + "date": "2026-06-30", + "equity": 32570.9, + "return_pct": 225.71 + }, + { + "date": "2026-07-01", + "equity": 32354.34, + "return_pct": 223.54 + }, + { + "date": "2026-07-02", + "equity": 32354.34, + "return_pct": 223.54 + } + ], + "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 + }, + { + "date": "2024-08-08", + "equity": 11957.23, + "return_pct": 19.57 + }, + { + "date": "2024-08-09", + "equity": 12009.96, + "return_pct": 20.1 + }, + { + "date": "2024-08-12", + "equity": 12016.27, + "return_pct": 20.16 + }, + { + "date": "2024-08-13", + "equity": 12213.88, + "return_pct": 22.14 + }, + { + "date": "2024-08-14", + "equity": 12252.42, + "return_pct": 22.52 + }, + { + "date": "2024-08-15", + "equity": 12462.43, + "return_pct": 24.62 + }, + { + "date": "2024-08-16", + "equity": 12490.37, + "return_pct": 24.9 + }, + { + "date": "2024-08-19", + "equity": 12609.79, + "return_pct": 26.1 + }, + { + "date": "2024-08-20", + "equity": 12589.29, + "return_pct": 25.89 + }, + { + "date": "2024-08-21", + "equity": 12632.55, + "return_pct": 26.33 + }, + { + "date": "2024-08-22", + "equity": 12533.41, + "return_pct": 25.33 + }, + { + "date": "2024-08-23", + "equity": 12666.58, + "return_pct": 26.67 + }, + { + "date": "2024-08-26", + "equity": 12636.38, + "return_pct": 26.36 + }, + { + "date": "2024-08-27", + "equity": 12653.73, + "return_pct": 26.54 + }, + { + "date": "2024-08-28", + "equity": 12580.27, + "return_pct": 25.8 + }, + { + "date": "2024-08-29", + "equity": 12581.4, + "return_pct": 25.81 + }, + { + "date": "2024-08-30", + "equity": 12701.5, + "return_pct": 27.02 + }, + { + "date": "2024-09-03", + "equity": 12440.12, + "return_pct": 24.4 + }, + { + "date": "2024-09-04", + "equity": 12414.66, + "return_pct": 24.15 + }, + { + "date": "2024-09-05", + "equity": 12384.46, + "return_pct": 23.84 + }, + { + "date": "2024-09-06", + "equity": 12176.03, + "return_pct": 21.76 + }, + { + "date": "2024-09-09", + "equity": 12312.35, + "return_pct": 23.12 + }, + { + "date": "2024-09-10", + "equity": 12365.98, + "return_pct": 23.66 + }, + { + "date": "2024-09-11", + "equity": 12492.85, + "return_pct": 24.93 + }, + { + "date": "2024-09-12", + "equity": 12598.08, + "return_pct": 25.98 + }, + { + "date": "2024-09-13", + "equity": 12663.87, + "return_pct": 26.64 + }, + { + "date": "2024-09-16", + "equity": 12682.58, + "return_pct": 26.83 + }, + { + "date": "2024-09-17", + "equity": 12687.76, + "return_pct": 26.88 + }, + { + "date": "2024-09-18", + "equity": 12650.13, + "return_pct": 26.5 + }, + { + "date": "2024-09-19", + "equity": 12866.0, + "return_pct": 28.66 + }, + { + "date": "2024-09-20", + "equity": 12804.48, + "return_pct": 28.04 + }, + { + "date": "2024-09-23", + "equity": 12836.48, + "return_pct": 28.36 + }, + { + "date": "2024-09-24", + "equity": 12873.21, + "return_pct": 28.73 + }, + { + "date": "2024-09-25", + "equity": 12844.81, + "return_pct": 28.45 + }, + { + "date": "2024-09-26", + "equity": 12895.74, + "return_pct": 28.96 + }, + { + "date": "2024-09-27", + "equity": 12877.04, + "return_pct": 28.77 + }, + { + "date": "2024-09-30", + "equity": 12928.64, + "return_pct": 29.29 + }, + { + "date": "2024-10-01", + "equity": 12812.82, + "return_pct": 28.13 + }, + { + "date": "2024-10-02", + "equity": 12818.22, + "return_pct": 28.18 + }, + { + "date": "2024-10-03", + "equity": 12794.79, + "return_pct": 27.95 + }, + { + "date": "2024-10-04", + "equity": 12911.06, + "return_pct": 29.11 + }, + { + "date": "2024-10-07", + "equity": 12794.34, + "return_pct": 27.94 + }, + { + "date": "2024-10-08", + "equity": 12915.34, + "return_pct": 29.15 + }, + { + "date": "2024-10-09", + "equity": 13004.8, + "return_pct": 30.05 + }, + { + "date": "2024-10-10", + "equity": 12982.04, + "return_pct": 29.82 + }, + { + "date": "2024-10-11", + "equity": 13059.78, + "return_pct": 30.6 + }, + { + "date": "2024-10-14", + "equity": 13166.59, + "return_pct": 31.67 + }, + { + "date": "2024-10-15", + "equity": 13064.29, + "return_pct": 30.64 + }, + { + "date": "2024-10-16", + "equity": 13121.07, + "return_pct": 31.21 + }, + { + "date": "2024-10-17", + "equity": 13122.2, + "return_pct": 31.22 + }, + { + "date": "2024-10-18", + "equity": 13172.67, + "return_pct": 31.73 + }, + { + "date": "2024-10-21", + "equity": 13151.04, + "return_pct": 31.51 + }, + { + "date": "2024-10-22", + "equity": 13144.05, + "return_pct": 31.44 + }, + { + "date": "2024-10-23", + "equity": 13023.95, + "return_pct": 30.24 + }, + { + "date": "2024-10-24", + "equity": 13052.12, + "return_pct": 30.52 + }, + { + "date": "2024-10-25", + "equity": 13047.61, + "return_pct": 30.48 + }, + { + "date": "2024-10-28", + "equity": 13087.95, + "return_pct": 30.88 + }, + { + "date": "2024-10-29", + "equity": 13109.13, + "return_pct": 31.09 + }, + { + "date": "2024-10-30", + "equity": 13069.47, + "return_pct": 30.69 + }, + { + "date": "2024-10-31", + "equity": 12813.27, + "return_pct": 28.13 + }, + { + "date": "2024-11-01", + "equity": 12867.35, + "return_pct": 28.67 + }, + { + "date": "2024-11-04", + "equity": 12839.63, + "return_pct": 28.4 + }, + { + "date": "2024-11-05", + "equity": 12994.88, + "return_pct": 29.95 + }, + { + "date": "2024-11-06", + "equity": 13318.01, + "return_pct": 33.18 + }, + { + "date": "2024-11-07", + "equity": 13420.99, + "return_pct": 34.21 + }, + { + "date": "2024-11-08", + "equity": 13479.12, + "return_pct": 34.79 + }, + { + "date": "2024-11-11", + "equity": 13491.97, + "return_pct": 34.92 + }, + { + "date": "2024-11-12", + "equity": 13450.06, + "return_pct": 34.5 + }, + { + "date": "2024-11-13", + "equity": 13456.59, + "return_pct": 34.57 + }, + { + "date": "2024-11-14", + "equity": 13370.06, + "return_pct": 33.7 + }, + { + "date": "2024-11-15", + "equity": 13198.81, + "return_pct": 31.99 + }, + { + "date": "2024-11-18", + "equity": 13252.89, + "return_pct": 32.53 + }, + { + "date": "2024-11-19", + "equity": 13301.34, + "return_pct": 33.01 + }, + { + "date": "2024-11-20", + "equity": 13305.84, + "return_pct": 33.06 + }, + { + "date": "2024-11-21", + "equity": 13377.27, + "return_pct": 33.77 + }, + { + "date": "2024-11-22", + "equity": 13418.73, + "return_pct": 34.19 + }, + { + "date": "2024-11-25", + "equity": 13464.25, + "return_pct": 34.64 + }, + { + "date": "2024-11-26", + "equity": 13534.55, + "return_pct": 35.35 + }, + { + "date": "2024-11-27", + "equity": 13493.54, + "return_pct": 34.94 + }, + { + "date": "2024-11-29", + "equity": 13577.37, + "return_pct": 35.77 + }, + { + "date": "2024-12-02", + "equity": 13601.7, + "return_pct": 36.02 + }, + { + "date": "2024-12-03", + "equity": 13608.01, + "return_pct": 36.08 + }, + { + "date": "2024-12-04", + "equity": 13692.51, + "return_pct": 36.93 + }, + { + "date": "2024-12-05", + "equity": 13669.98, + "return_pct": 36.7 + }, + { + "date": "2024-12-06", + "equity": 13695.89, + "return_pct": 36.96 + }, + { + "date": "2024-12-09", + "equity": 13625.36, + "return_pct": 36.25 + }, + { + "date": "2024-12-10", + "equity": 13583.0, + "return_pct": 35.83 + }, + { + "date": "2024-12-11", + "equity": 13688.01, + "return_pct": 36.88 + }, + { + "date": "2024-12-12", + "equity": 13617.48, + "return_pct": 36.17 + }, + { + "date": "2024-12-13", + "equity": 13614.77, + "return_pct": 36.15 + }, + { + "date": "2024-12-16", + "equity": 13672.91, + "return_pct": 36.73 + }, + { + "date": "2024-12-17", + "equity": 13616.58, + "return_pct": 36.17 + }, + { + "date": "2024-12-18", + "equity": 13210.75, + "return_pct": 32.11 + }, + { + "date": "2024-12-19", + "equity": 13206.7, + "return_pct": 32.07 + }, + { + "date": "2024-12-20", + "equity": 13320.49, + "return_pct": 33.2 + }, + { + "date": "2024-12-23", + "equity": 13400.26, + "return_pct": 34.0 + }, + { + "date": "2024-12-24", + "equity": 13549.2, + "return_pct": 35.49 + }, + { + "date": "2024-12-26", + "equity": 13550.1, + "return_pct": 35.5 + }, + { + "date": "2024-12-27", + "equity": 13407.47, + "return_pct": 34.07 + }, + { + "date": "2024-12-30", + "equity": 13254.47, + "return_pct": 32.54 + }, + { + "date": "2024-12-31", + "equity": 13206.25, + "return_pct": 32.06 + }, + { + "date": "2025-01-02", + "equity": 13173.8, + "return_pct": 31.74 + }, + { + "date": "2025-01-03", + "equity": 13338.52, + "return_pct": 33.39 + }, + { + "date": "2025-01-06", + "equity": 13415.35, + "return_pct": 34.15 + }, + { + "date": "2025-01-07", + "equity": 13263.71, + "return_pct": 32.64 + }, + { + "date": "2025-01-08", + "equity": 13283.08, + "return_pct": 32.83 + }, + { + "date": "2025-01-10", + "equity": 13080.29, + "return_pct": 30.8 + }, + { + "date": "2025-01-13", + "equity": 13100.57, + "return_pct": 31.01 + }, + { + "date": "2025-01-14", + "equity": 13118.59, + "return_pct": 31.19 + }, + { + "date": "2025-01-15", + "equity": 13357.22, + "return_pct": 33.57 + }, + { + "date": "2025-01-16", + "equity": 13331.53, + "return_pct": 33.32 + }, + { + "date": "2025-01-17", + "equity": 13465.38, + "return_pct": 34.65 + }, + { + "date": "2025-01-21", + "equity": 13588.63, + "return_pct": 35.89 + }, + { + "date": "2025-01-22", + "equity": 13665.02, + "return_pct": 36.65 + }, + { + "date": "2025-01-23", + "equity": 13739.61, + "return_pct": 37.4 + }, + { + "date": "2025-01-24", + "equity": 13699.5, + "return_pct": 36.99 + }, + { + "date": "2025-01-27", + "equity": 13505.71, + "return_pct": 35.06 + }, + { + "date": "2025-01-28", + "equity": 13621.76, + "return_pct": 36.22 + }, + { + "date": "2025-01-29", + "equity": 13560.69, + "return_pct": 35.61 + }, + { + "date": "2025-01-30", + "equity": 13633.48, + "return_pct": 36.33 + }, + { + "date": "2025-01-31", + "equity": 13560.92, + "return_pct": 35.61 + }, + { + "date": "2025-02-03", + "equity": 13469.66, + "return_pct": 34.7 + }, + { + "date": "2025-02-04", + "equity": 13560.02, + "return_pct": 35.6 + }, + { + "date": "2025-02-05", + "equity": 13615.0, + "return_pct": 36.15 + }, + { + "date": "2025-02-06", + "equity": 13662.32, + "return_pct": 36.62 + }, + { + "date": "2025-02-07", + "equity": 13537.26, + "return_pct": 35.37 + }, + { + "date": "2025-02-10", + "equity": 13629.19, + "return_pct": 36.29 + }, + { + "date": "2025-02-11", + "equity": 13639.56, + "return_pct": 36.4 + }, + { + "date": "2025-02-12", + "equity": 13595.62, + "return_pct": 35.96 + }, + { + "date": "2025-02-13", + "equity": 13739.16, + "return_pct": 37.39 + }, + { + "date": "2025-02-14", + "equity": 13738.48, + "return_pct": 37.38 + }, + { + "date": "2025-02-18", + "equity": 13778.81, + "return_pct": 37.79 + }, + { + "date": "2025-02-19", + "equity": 13811.26, + "return_pct": 38.11 + }, + { + "date": "2025-02-20", + "equity": 13753.8, + "return_pct": 37.54 + }, + { + "date": "2025-02-21", + "equity": 13518.56, + "return_pct": 35.19 + }, + { + "date": "2025-02-24", + "equity": 13457.04, + "return_pct": 34.57 + }, + { + "date": "2025-02-25", + "equity": 13390.12, + "return_pct": 33.9 + }, + { + "date": "2025-02-26", + "equity": 13396.88, + "return_pct": 33.97 + }, + { + "date": "2025-02-27", + "equity": 13183.04, + "return_pct": 31.83 + }, + { + "date": "2025-02-28", + "equity": 13388.76, + "return_pct": 33.89 + }, + { + "date": "2025-03-03", + "equity": 13154.19, + "return_pct": 31.54 + }, + { + "date": "2025-03-04", + "equity": 12998.49, + "return_pct": 29.98 + }, + { + "date": "2025-03-05", + "equity": 13138.2, + "return_pct": 31.38 + }, + { + "date": "2025-03-06", + "equity": 12904.98, + "return_pct": 29.05 + }, + { + "date": "2025-03-07", + "equity": 12977.31, + "return_pct": 29.77 + }, + { + "date": "2025-03-10", + "equity": 12631.65, + "return_pct": 26.32 + }, + { + "date": "2025-03-11", + "equity": 12526.65, + "return_pct": 25.27 + }, + { + "date": "2025-03-12", + "equity": 12593.12, + "return_pct": 25.93 + }, + { + "date": "2025-03-13", + "equity": 12425.25, + "return_pct": 24.25 + }, + { + "date": "2025-03-14", + "equity": 12681.9, + "return_pct": 26.82 + }, + { + "date": "2025-03-17", + "equity": 12779.69, + "return_pct": 27.8 + }, + { + "date": "2025-03-18", + "equity": 12641.56, + "return_pct": 26.42 + }, + { + "date": "2025-03-19", + "equity": 12779.24, + "return_pct": 27.79 + }, + { + "date": "2025-03-20", + "equity": 12742.29, + "return_pct": 27.42 + }, + { + "date": "2025-03-21", + "equity": 12708.26, + "return_pct": 27.08 + }, + { + "date": "2025-03-24", + "equity": 12935.85, + "return_pct": 29.36 + }, + { + "date": "2025-03-25", + "equity": 12966.94, + "return_pct": 29.67 + }, + { + "date": "2025-03-26", + "equity": 12812.14, + "return_pct": 28.12 + }, + { + "date": "2025-03-27", + "equity": 12778.12, + "return_pct": 27.78 + }, + { + "date": "2025-03-28", + "equity": 12520.79, + "return_pct": 25.21 + }, + { + "date": "2025-03-31", + "equity": 12604.84, + "return_pct": 26.05 + }, + { + "date": "2025-04-01", + "equity": 12640.44, + "return_pct": 26.4 + }, + { + "date": "2025-04-02", + "equity": 12720.43, + "return_pct": 27.2 + }, + { + "date": "2025-04-03", + "equity": 12093.56, + "return_pct": 20.94 + }, + { + "date": "2025-04-04", + "equity": 11385.57, + "return_pct": 13.86 + }, + { + "date": "2025-04-07", + "equity": 11365.29, + "return_pct": 13.65 + }, + { + "date": "2025-04-08", + "equity": 11187.27, + "return_pct": 11.87 + }, + { + "date": "2025-04-09", + "equity": 12362.15, + "return_pct": 23.62 + }, + { + "date": "2025-04-10", + "equity": 11820.46, + "return_pct": 18.2 + }, + { + "date": "2025-04-11", + "equity": 12031.37, + "return_pct": 20.31 + }, + { + "date": "2025-04-14", + "equity": 12148.09, + "return_pct": 21.48 + }, + { + "date": "2025-04-15", + "equity": 12114.06, + "return_pct": 21.14 + }, + { + "date": "2025-04-16", + "equity": 11844.79, + "return_pct": 18.45 + }, + { + "date": "2025-04-17", + "equity": 11861.69, + "return_pct": 18.62 + }, + { + "date": "2025-04-21", + "equity": 11579.35, + "return_pct": 15.79 + }, + { + "date": "2025-04-22", + "equity": 11880.62, + "return_pct": 18.81 + }, + { + "date": "2025-04-23", + "equity": 12064.72, + "return_pct": 20.65 + }, + { + "date": "2025-04-24", + "equity": 12318.66, + "return_pct": 23.19 + }, + { + "date": "2025-04-25", + "equity": 12407.67, + "return_pct": 24.08 + }, + { + "date": "2025-04-28", + "equity": 12412.4, + "return_pct": 24.12 + }, + { + "date": "2025-04-29", + "equity": 12490.59, + "return_pct": 24.91 + }, + { + "date": "2025-04-30", + "equity": 12495.55, + "return_pct": 24.96 + }, + { + "date": "2025-05-01", + "equity": 12584.11, + "return_pct": 25.84 + }, + { + "date": "2025-05-02", + "equity": 12770.91, + "return_pct": 27.71 + }, + { + "date": "2025-05-05", + "equity": 12697.67, + "return_pct": 26.98 + }, + { + "date": "2025-05-06", + "equity": 12591.54, + "return_pct": 25.92 + }, + { + "date": "2025-05-07", + "equity": 12644.49, + "return_pct": 26.44 + }, + { + "date": "2025-05-08", + "equity": 12732.6, + "return_pct": 27.33 + }, + { + "date": "2025-05-09", + "equity": 12716.37, + "return_pct": 27.16 + }, + { + "date": "2025-05-12", + "equity": 13136.62, + "return_pct": 31.37 + }, + { + "date": "2025-05-13", + "equity": 13223.37, + "return_pct": 32.23 + }, + { + "date": "2025-05-14", + "equity": 13240.27, + "return_pct": 32.4 + }, + { + "date": "2025-05-15", + "equity": 13304.94, + "return_pct": 33.05 + }, + { + "date": "2025-05-16", + "equity": 13389.22, + "return_pct": 33.89 + }, + { + "date": "2025-05-19", + "equity": 13403.86, + "return_pct": 34.04 + }, + { + "date": "2025-05-20", + "equity": 13358.8, + "return_pct": 33.59 + }, + { + "date": "2025-05-21", + "equity": 13133.69, + "return_pct": 31.34 + }, + { + "date": "2025-05-22", + "equity": 13138.87, + "return_pct": 31.39 + }, + { + "date": "2025-05-23", + "equity": 13049.19, + "return_pct": 30.49 + }, + { + "date": "2025-05-27", + "equity": 13320.49, + "return_pct": 33.2 + }, + { + "date": "2025-05-28", + "equity": 13243.43, + "return_pct": 32.43 + }, + { + "date": "2025-05-29", + "equity": 13295.7, + "return_pct": 32.96 + }, + { + "date": "2025-05-30", + "equity": 13280.83, + "return_pct": 32.81 + }, + { + "date": "2025-06-02", + "equity": 13355.64, + "return_pct": 33.56 + }, + { + "date": "2025-06-03", + "equity": 13431.8, + "return_pct": 34.32 + }, + { + "date": "2025-06-04", + "equity": 13428.2, + "return_pct": 34.28 + }, + { + "date": "2025-06-05", + "equity": 13363.3, + "return_pct": 33.63 + }, + { + "date": "2025-06-06", + "equity": 13500.53, + "return_pct": 35.01 + }, + { + "date": "2025-06-09", + "equity": 13512.7, + "return_pct": 35.13 + }, + { + "date": "2025-06-10", + "equity": 13589.31, + "return_pct": 35.89 + }, + { + "date": "2025-06-11", + "equity": 13550.55, + "return_pct": 35.51 + }, + { + "date": "2025-06-12", + "equity": 13604.41, + "return_pct": 36.04 + }, + { + "date": "2025-06-13", + "equity": 13452.31, + "return_pct": 34.52 + }, + { + "date": "2025-06-16", + "equity": 13580.3, + "return_pct": 35.8 + }, + { + "date": "2025-06-17", + "equity": 13464.25, + "return_pct": 34.64 + }, + { + "date": "2025-06-18", + "equity": 13462.22, + "return_pct": 34.62 + }, + { + "date": "2025-06-20", + "equity": 13391.02, + "return_pct": 33.91 + }, + { + "date": "2025-06-23", + "equity": 13523.29, + "return_pct": 35.23 + }, + { + "date": "2025-06-24", + "equity": 13672.68, + "return_pct": 36.73 + }, + { + "date": "2025-06-25", + "equity": 13680.34, + "return_pct": 36.8 + }, + { + "date": "2025-06-26", + "equity": 13787.38, + "return_pct": 37.87 + }, + { + "date": "2025-06-27", + "equity": 13855.88, + "return_pct": 38.56 + }, + { + "date": "2025-06-30", + "equity": 13922.13, + "return_pct": 39.22 + }, + { + "date": "2025-07-01", + "equity": 13917.62, + "return_pct": 39.18 + }, + { + "date": "2025-07-02", + "equity": 13980.71, + "return_pct": 39.81 + }, + { + "date": "2025-07-03", + "equity": 14090.9, + "return_pct": 40.91 + }, + { + "date": "2025-07-07", + "equity": 13985.89, + "return_pct": 39.86 + }, + { + "date": "2025-07-08", + "equity": 13978.23, + "return_pct": 39.78 + }, + { + "date": "2025-07-09", + "equity": 14062.06, + "return_pct": 40.62 + }, + { + "date": "2025-07-10", + "equity": 14101.71, + "return_pct": 41.02 + }, + { + "date": "2025-07-11", + "equity": 14052.14, + "return_pct": 40.52 + }, + { + "date": "2025-07-14", + "equity": 14078.96, + "return_pct": 40.79 + }, + { + "date": "2025-07-15", + "equity": 14018.79, + "return_pct": 40.19 + }, + { + "date": "2025-07-16", + "equity": 14065.66, + "return_pct": 40.66 + }, + { + "date": "2025-07-17", + "equity": 14151.74, + "return_pct": 41.52 + }, + { + "date": "2025-07-18", + "equity": 14141.37, + "return_pct": 41.41 + }, + { + "date": "2025-07-21", + "equity": 14168.19, + "return_pct": 41.68 + }, + { + "date": "2025-07-22", + "equity": 14170.22, + "return_pct": 41.7 + }, + { + "date": "2025-07-23", + "equity": 14290.77, + "return_pct": 42.91 + }, + { + "date": "2025-07-24", + "equity": 14295.5, + "return_pct": 42.96 + }, + { + "date": "2025-07-25", + "equity": 14355.89, + "return_pct": 43.56 + }, + { + "date": "2025-07-28", + "equity": 14352.28, + "return_pct": 43.52 + }, + { + "date": "2025-07-29", + "equity": 14314.43, + "return_pct": 43.14 + }, + { + "date": "2025-07-30", + "equity": 14296.4, + "return_pct": 42.96 + }, + { + "date": "2025-07-31", + "equity": 14242.77, + "return_pct": 42.43 + }, + { + "date": "2025-08-01", + "equity": 14009.33, + "return_pct": 40.09 + }, + { + "date": "2025-08-04", + "equity": 14222.27, + "return_pct": 42.22 + }, + { + "date": "2025-08-05", + "equity": 14150.16, + "return_pct": 41.5 + }, + { + "date": "2025-08-06", + "equity": 14258.55, + "return_pct": 42.59 + }, + { + "date": "2025-08-07", + "equity": 14246.6, + "return_pct": 42.47 + }, + { + "date": "2025-08-08", + "equity": 14357.69, + "return_pct": 43.58 + }, + { + "date": "2025-08-11", + "equity": 14329.3, + "return_pct": 43.29 + }, + { + "date": "2025-08-12", + "equity": 14481.85, + "return_pct": 44.82 + }, + { + "date": "2025-08-13", + "equity": 14531.42, + "return_pct": 45.31 + }, + { + "date": "2025-08-14", + "equity": 14532.77, + "return_pct": 45.33 + }, + { + "date": "2025-08-15", + "equity": 14498.75, + "return_pct": 44.99 + }, + { + "date": "2025-08-18", + "equity": 14495.59, + "return_pct": 44.96 + }, + { + "date": "2025-08-19", + "equity": 14416.95, + "return_pct": 44.17 + }, + { + "date": "2025-08-20", + "equity": 14378.65, + "return_pct": 43.79 + }, + { + "date": "2025-08-21", + "equity": 14320.96, + "return_pct": 43.21 + }, + { + "date": "2025-08-22", + "equity": 14540.89, + "return_pct": 45.41 + }, + { + "date": "2025-08-25", + "equity": 14476.89, + "return_pct": 44.77 + }, + { + "date": "2025-08-26", + "equity": 14537.51, + "return_pct": 45.38 + }, + { + "date": "2025-08-27", + "equity": 14570.63, + "return_pct": 45.71 + }, + { + "date": "2025-08-28", + "equity": 14622.23, + "return_pct": 46.22 + }, + { + "date": "2025-08-29", + "equity": 14535.03, + "return_pct": 45.35 + }, + { + "date": "2025-09-02", + "equity": 14427.32, + "return_pct": 44.27 + }, + { + "date": "2025-09-03", + "equity": 14505.51, + "return_pct": 45.06 + }, + { + "date": "2025-09-04", + "equity": 14626.74, + "return_pct": 46.27 + }, + { + "date": "2025-09-05", + "equity": 14584.38, + "return_pct": 45.84 + }, + { + "date": "2025-09-08", + "equity": 14620.2, + "return_pct": 46.2 + }, + { + "date": "2025-09-09", + "equity": 14654.0, + "return_pct": 46.54 + }, + { + "date": "2025-09-10", + "equity": 14696.37, + "return_pct": 46.96 + }, + { + "date": "2025-09-11", + "equity": 14818.5, + "return_pct": 48.18 + }, + { + "date": "2025-09-12", + "equity": 14813.54, + "return_pct": 48.14 + }, + { + "date": "2025-09-15", + "equity": 14892.4, + "return_pct": 48.92 + }, + { + "date": "2025-09-16", + "equity": 14871.9, + "return_pct": 48.72 + }, + { + "date": "2025-09-17", + "equity": 14853.42, + "return_pct": 48.53 + }, + { + "date": "2025-09-18", + "equity": 14922.82, + "return_pct": 49.23 + }, + { + "date": "2025-09-19", + "equity": 14955.27, + "return_pct": 49.55 + }, + { + "date": "2025-09-22", + "equity": 15026.03, + "return_pct": 50.26 + }, + { + "date": "2025-09-23", + "equity": 14944.23, + "return_pct": 49.44 + }, + { + "date": "2025-09-24", + "equity": 14896.69, + "return_pct": 48.97 + }, + { + "date": "2025-09-25", + "equity": 14827.96, + "return_pct": 48.28 + }, + { + "date": "2025-09-26", + "equity": 14912.91, + "return_pct": 49.13 + }, + { + "date": "2025-09-29", + "equity": 14954.82, + "return_pct": 49.55 + }, + { + "date": "2025-09-30", + "equity": 15011.15, + "return_pct": 50.11 + }, + { + "date": "2025-10-01", + "equity": 15062.3, + "return_pct": 50.62 + }, + { + "date": "2025-10-02", + "equity": 15079.65, + "return_pct": 50.8 + }, + { + "date": "2025-10-03", + "equity": 15079.43, + "return_pct": 50.79 + }, + { + "date": "2025-10-06", + "equity": 15133.51, + "return_pct": 51.34 + }, + { + "date": "2025-10-07", + "equity": 15077.4, + "return_pct": 50.77 + }, + { + "date": "2025-10-08", + "equity": 15167.31, + "return_pct": 51.67 + }, + { + "date": "2025-10-09", + "equity": 15123.37, + "return_pct": 51.23 + }, + { + "date": "2025-10-10", + "equity": 14714.62, + "return_pct": 47.15 + }, + { + "date": "2025-10-13", + "equity": 14940.4, + "return_pct": 49.4 + }, + { + "date": "2025-10-14", + "equity": 14922.15, + "return_pct": 49.22 + }, + { + "date": "2025-10-15", + "equity": 14988.4, + "return_pct": 49.88 + }, + { + "date": "2025-10-16", + "equity": 14886.32, + "return_pct": 48.86 + }, + { + "date": "2025-10-17", + "equity": 14970.82, + "return_pct": 49.71 + }, + { + "date": "2025-10-20", + "equity": 15126.52, + "return_pct": 51.27 + }, + { + "date": "2025-10-21", + "equity": 15126.3, + "return_pct": 51.26 + }, + { + "date": "2025-10-22", + "equity": 15047.66, + "return_pct": 50.48 + }, + { + "date": "2025-10-23", + "equity": 15136.89, + "return_pct": 51.37 + }, + { + "date": "2025-10-24", + "equity": 15260.6, + "return_pct": 52.61 + }, + { + "date": "2025-10-27", + "equity": 15440.64, + "return_pct": 54.41 + }, + { + "date": "2025-10-28", + "equity": 15481.65, + "return_pct": 54.82 + }, + { + "date": "2025-10-29", + "equity": 15489.08, + "return_pct": 54.89 + }, + { + "date": "2025-10-30", + "equity": 15318.73, + "return_pct": 53.19 + }, + { + "date": "2025-10-31", + "equity": 15368.98, + "return_pct": 53.69 + }, + { + "date": "2025-11-03", + "equity": 15397.82, + "return_pct": 53.98 + }, + { + "date": "2025-11-04", + "equity": 15215.3, + "return_pct": 52.15 + }, + { + "date": "2025-11-05", + "equity": 15268.03, + "return_pct": 52.68 + }, + { + "date": "2025-11-06", + "equity": 15104.22, + "return_pct": 51.04 + }, + { + "date": "2025-11-07", + "equity": 15119.09, + "return_pct": 51.19 + }, + { + "date": "2025-11-10", + "equity": 15355.01, + "return_pct": 53.55 + }, + { + "date": "2025-11-11", + "equity": 15390.16, + "return_pct": 53.9 + }, + { + "date": "2025-11-12", + "equity": 15398.72, + "return_pct": 53.99 + }, + { + "date": "2025-11-13", + "equity": 15143.2, + "return_pct": 51.43 + }, + { + "date": "2025-11-14", + "equity": 15140.72, + "return_pct": 51.41 + }, + { + "date": "2025-11-17", + "equity": 14999.66, + "return_pct": 50.0 + }, + { + "date": "2025-11-18", + "equity": 14873.7, + "return_pct": 48.74 + }, + { + "date": "2025-11-19", + "equity": 14931.16, + "return_pct": 49.31 + }, + { + "date": "2025-11-20", + "equity": 14703.58, + "return_pct": 47.04 + }, + { + "date": "2025-11-21", + "equity": 14850.04, + "return_pct": 48.5 + }, + { + "date": "2025-11-24", + "equity": 15068.61, + "return_pct": 50.69 + }, + { + "date": "2025-11-25", + "equity": 15210.35, + "return_pct": 52.1 + }, + { + "date": "2025-11-26", + "equity": 15315.35, + "return_pct": 53.15 + }, + { + "date": "2025-11-28", + "equity": 15398.95, + "return_pct": 53.99 + }, + { + "date": "2025-12-01", + "equity": 15328.65, + "return_pct": 53.29 + }, + { + "date": "2025-12-02", + "equity": 15357.04, + "return_pct": 53.57 + }, + { + "date": "2025-12-03", + "equity": 15410.22, + "return_pct": 54.1 + }, + { + "date": "2025-12-04", + "equity": 15421.48, + "return_pct": 54.21 + }, + { + "date": "2025-12-05", + "equity": 15450.78, + "return_pct": 54.51 + }, + { + "date": "2025-12-08", + "equity": 15404.36, + "return_pct": 54.04 + }, + { + "date": "2025-12-09", + "equity": 15391.06, + "return_pct": 53.91 + }, + { + "date": "2025-12-10", + "equity": 15493.14, + "return_pct": 54.93 + }, + { + "date": "2025-12-11", + "equity": 15529.19, + "return_pct": 55.29 + }, + { + "date": "2025-12-12", + "equity": 15362.22, + "return_pct": 53.62 + }, + { + "date": "2025-12-15", + "equity": 15339.01, + "return_pct": 53.39 + }, + { + "date": "2025-12-16", + "equity": 15297.1, + "return_pct": 52.97 + }, + { + "date": "2025-12-17", + "equity": 15128.78, + "return_pct": 51.29 + }, + { + "date": "2025-12-18", + "equity": 15243.02, + "return_pct": 52.43 + }, + { + "date": "2025-12-19", + "equity": 15335.86, + "return_pct": 53.36 + }, + { + "date": "2025-12-22", + "equity": 15431.4, + "return_pct": 54.31 + }, + { + "date": "2025-12-23", + "equity": 15501.93, + "return_pct": 55.02 + }, + { + "date": "2025-12-24", + "equity": 15556.46, + "return_pct": 55.56 + }, + { + "date": "2025-12-26", + "equity": 15554.88, + "return_pct": 55.55 + }, + { + "date": "2025-12-29", + "equity": 15499.45, + "return_pct": 54.99 + }, + { + "date": "2025-12-30", + "equity": 15480.52, + "return_pct": 54.81 + }, + { + "date": "2025-12-31", + "equity": 15365.83, + "return_pct": 53.66 + }, + { + "date": "2026-01-02", + "equity": 15393.99, + "return_pct": 53.94 + }, + { + "date": "2026-01-05", + "equity": 15496.52, + "return_pct": 54.97 + }, + { + "date": "2026-01-06", + "equity": 15588.68, + "return_pct": 55.89 + }, + { + "date": "2026-01-07", + "equity": 15538.43, + "return_pct": 55.38 + }, + { + "date": "2026-01-08", + "equity": 15536.85, + "return_pct": 55.37 + }, + { + "date": "2026-01-09", + "equity": 15639.6, + "return_pct": 56.4 + }, + { + "date": "2026-01-12", + "equity": 15664.17, + "return_pct": 56.64 + }, + { + "date": "2026-01-13", + "equity": 15632.84, + "return_pct": 56.33 + }, + { + "date": "2026-01-14", + "equity": 15556.01, + "return_pct": 55.56 + }, + { + "date": "2026-01-15", + "equity": 15598.37, + "return_pct": 55.98 + }, + { + "date": "2026-01-16", + "equity": 15585.3, + "return_pct": 55.85 + }, + { + "date": "2026-01-20", + "equity": 15268.03, + "return_pct": 52.68 + }, + { + "date": "2026-01-21", + "equity": 15444.24, + "return_pct": 54.44 + }, + { + "date": "2026-01-22", + "equity": 15524.91, + "return_pct": 55.25 + }, + { + "date": "2026-01-23", + "equity": 15530.54, + "return_pct": 55.31 + }, + { + "date": "2026-01-26", + "equity": 15609.41, + "return_pct": 56.09 + }, + { + "date": "2026-01-27", + "equity": 15671.6, + "return_pct": 56.72 + }, + { + "date": "2026-01-28", + "equity": 15670.02, + "return_pct": 56.7 + }, + { + "date": "2026-01-29", + "equity": 15638.93, + "return_pct": 56.39 + }, + { + "date": "2026-01-30", + "equity": 15592.28, + "return_pct": 55.92 + }, + { + "date": "2026-02-02", + "equity": 15669.8, + "return_pct": 56.7 + }, + { + "date": "2026-02-03", + "equity": 15537.3, + "return_pct": 55.37 + }, + { + "date": "2026-02-04", + "equity": 15462.04, + "return_pct": 54.62 + }, + { + "date": "2026-02-05", + "equity": 15268.93, + "return_pct": 52.69 + }, + { + "date": "2026-02-06", + "equity": 15561.86, + "return_pct": 55.62 + }, + { + "date": "2026-02-09", + "equity": 15636.9, + "return_pct": 56.37 + }, + { + "date": "2026-02-10", + "equity": 15595.66, + "return_pct": 55.96 + }, + { + "date": "2026-02-11", + "equity": 15592.06, + "return_pct": 55.92 + }, + { + "date": "2026-02-12", + "equity": 15351.18, + "return_pct": 53.51 + }, + { + "date": "2026-02-13", + "equity": 15362.0, + "return_pct": 53.62 + }, + { + "date": "2026-02-17", + "equity": 15386.78, + "return_pct": 53.87 + }, + { + "date": "2026-02-18", + "equity": 15464.3, + "return_pct": 54.64 + }, + { + "date": "2026-02-19", + "equity": 15423.51, + "return_pct": 54.24 + }, + { + "date": "2026-02-20", + "equity": 15535.05, + "return_pct": 55.35 + }, + { + "date": "2026-02-23", + "equity": 15376.42, + "return_pct": 53.76 + }, + { + "date": "2026-02-24", + "equity": 15488.18, + "return_pct": 54.88 + }, + { + "date": "2026-02-25", + "equity": 15618.87, + "return_pct": 56.19 + }, + { + "date": "2026-02-26", + "equity": 15532.12, + "return_pct": 55.32 + }, + { + "date": "2026-02-27", + "equity": 15457.54, + "return_pct": 54.58 + }, + { + "date": "2026-03-02", + "equity": 15466.32, + "return_pct": 54.66 + }, + { + "date": "2026-03-03", + "equity": 15330.0, + "return_pct": 53.3 + }, + { + "date": "2026-03-04", + "equity": 15438.16, + "return_pct": 54.38 + }, + { + "date": "2026-03-05", + "equity": 15352.08, + "return_pct": 53.52 + }, + { + "date": "2026-03-06", + "equity": 15150.86, + "return_pct": 51.51 + }, + { + "date": "2026-03-09", + "equity": 15283.58, + "return_pct": 52.84 + }, + { + "date": "2026-03-10", + "equity": 15259.02, + "return_pct": 52.59 + }, + { + "date": "2026-03-11", + "equity": 15239.87, + "return_pct": 52.4 + }, + { + "date": "2026-03-12", + "equity": 15008.45, + "return_pct": 50.08 + }, + { + "date": "2026-03-13", + "equity": 14923.5, + "return_pct": 49.23 + }, + { + "date": "2026-03-16", + "equity": 15075.37, + "return_pct": 50.75 + }, + { + "date": "2026-03-17", + "equity": 15115.03, + "return_pct": 51.15 + }, + { + "date": "2026-03-18", + "equity": 14904.12, + "return_pct": 49.04 + }, + { + "date": "2026-03-19", + "equity": 14867.39, + "return_pct": 48.67 + }, + { + "date": "2026-03-20", + "equity": 14614.34, + "return_pct": 46.14 + }, + { + "date": "2026-03-23", + "equity": 14767.8, + "return_pct": 47.68 + }, + { + "date": "2026-03-24", + "equity": 14718.22, + "return_pct": 47.18 + }, + { + "date": "2026-03-25", + "equity": 14800.24, + "return_pct": 48.0 + }, + { + "date": "2026-03-26", + "equity": 14535.93, + "return_pct": 45.36 + }, + { + "date": "2026-03-27", + "equity": 14288.06, + "return_pct": 42.88 + }, + { + "date": "2026-03-30", + "equity": 14240.29, + "return_pct": 42.4 + }, + { + "date": "2026-03-31", + "equity": 14654.23, + "return_pct": 46.54 + }, + { + "date": "2026-04-01", + "equity": 14764.64, + "return_pct": 47.65 + }, + { + "date": "2026-04-02", + "equity": 14777.94, + "return_pct": 47.78 + }, + { + "date": "2026-04-06", + "equity": 14847.79, + "return_pct": 48.48 + }, + { + "date": "2026-04-07", + "equity": 14854.32, + "return_pct": 48.54 + }, + { + "date": "2026-04-08", + "equity": 15232.66, + "return_pct": 52.33 + }, + { + "date": "2026-04-09", + "equity": 15320.53, + "return_pct": 53.21 + }, + { + "date": "2026-04-10", + "equity": 15310.39, + "return_pct": 53.1 + }, + { + "date": "2026-04-13", + "equity": 15460.01, + "return_pct": 54.6 + }, + { + "date": "2026-04-14", + "equity": 15648.39, + "return_pct": 56.48 + }, + { + "date": "2026-04-15", + "equity": 15771.87, + "return_pct": 57.72 + }, + { + "date": "2026-04-16", + "equity": 15810.63, + "return_pct": 58.11 + }, + { + "date": "2026-04-17", + "equity": 16001.71, + "return_pct": 60.02 + }, + { + "date": "2026-04-20", + "equity": 15969.72, + "return_pct": 59.7 + }, + { + "date": "2026-04-21", + "equity": 15865.16, + "return_pct": 58.65 + }, + { + "date": "2026-04-22", + "equity": 16025.82, + "return_pct": 60.26 + }, + { + "date": "2026-04-23", + "equity": 15963.63, + "return_pct": 59.64 + }, + { + "date": "2026-04-24", + "equity": 16087.34, + "return_pct": 60.87 + }, + { + "date": "2026-04-27", + "equity": 16115.05, + "return_pct": 61.15 + }, + { + "date": "2026-04-28", + "equity": 16036.64, + "return_pct": 60.37 + }, + { + "date": "2026-04-29", + "equity": 16034.16, + "return_pct": 60.34 + }, + { + "date": "2026-04-30", + "equity": 16193.7, + "return_pct": 61.94 + }, + { + "date": "2026-05-01", + "equity": 16238.54, + "return_pct": 62.39 + }, + { + "date": "2026-05-04", + "equity": 16179.05, + "return_pct": 61.79 + }, + { + "date": "2026-05-05", + "equity": 16308.84, + "return_pct": 63.09 + }, + { + "date": "2026-05-06", + "equity": 16535.52, + "return_pct": 65.36 + }, + { + "date": "2026-05-07", + "equity": 16484.82, + "return_pct": 64.85 + }, + { + "date": "2026-05-08", + "equity": 16620.92, + "return_pct": 66.21 + }, + { + "date": "2026-05-11", + "equity": 16658.78, + "return_pct": 66.59 + }, + { + "date": "2026-05-12", + "equity": 16633.54, + "return_pct": 66.34 + }, + { + "date": "2026-05-13", + "equity": 16726.6, + "return_pct": 67.27 + }, + { + "date": "2026-05-14", + "equity": 16858.65, + "return_pct": 68.59 + }, + { + "date": "2026-05-15", + "equity": 16655.85, + "return_pct": 66.56 + }, + { + "date": "2026-05-18", + "equity": 16644.13, + "return_pct": 66.44 + }, + { + "date": "2026-05-19", + "equity": 16533.27, + "return_pct": 65.33 + }, + { + "date": "2026-05-20", + "equity": 16702.72, + "return_pct": 67.03 + }, + { + "date": "2026-05-21", + "equity": 16735.84, + "return_pct": 67.36 + }, + { + "date": "2026-05-22", + "equity": 16801.64, + "return_pct": 68.02 + }, + { + "date": "2026-05-26", + "equity": 16913.18, + "return_pct": 69.13 + }, + { + "date": "2026-05-27", + "equity": 16910.25, + "return_pct": 69.1 + }, + { + "date": "2026-05-28", + "equity": 17003.54, + "return_pct": 70.04 + }, + { + "date": "2026-05-29", + "equity": 17045.9, + "return_pct": 70.46 + }, + { + "date": "2026-06-01", + "equity": 17092.32, + "return_pct": 70.92 + }, + { + "date": "2026-06-02", + "equity": 17115.53, + "return_pct": 71.16 + }, + { + "date": "2026-06-03", + "equity": 16995.43, + "return_pct": 69.95 + }, + { + "date": "2026-06-04", + "equity": 17059.65, + "return_pct": 70.6 + }, + { + "date": "2026-06-05", + "equity": 16619.35, + "return_pct": 66.19 + }, + { + "date": "2026-06-08", + "equity": 16656.98, + "return_pct": 66.57 + }, + { + "date": "2026-06-09", + "equity": 16608.08, + "return_pct": 66.08 + }, + { + "date": "2026-06-10", + "equity": 16346.24, + "return_pct": 63.46 + }, + { + "date": "2026-06-11", + "equity": 16624.08, + "return_pct": 66.24 + }, + { + "date": "2026-06-12", + "equity": 16713.99, + "return_pct": 67.14 + }, + { + "date": "2026-06-15", + "equity": 17008.72, + "return_pct": 70.09 + }, + { + "date": "2026-06-16", + "equity": 16907.32, + "return_pct": 69.07 + }, + { + "date": "2026-06-17", + "equity": 16696.19, + "return_pct": 66.96 + }, + { + "date": "2026-06-18", + "equity": 16826.43, + "return_pct": 68.26 + }, + { + "date": "2026-06-22", + "equity": 16773.47, + "return_pct": 67.73 + }, + { + "date": "2026-06-23", + "equity": 16529.89, + "return_pct": 65.3 + }, + { + "date": "2026-06-24", + "equity": 16522.23, + "return_pct": 65.22 + }, + { + "date": "2026-06-25", + "equity": 16546.11, + "return_pct": 65.46 + }, + { + "date": "2026-06-26", + "equity": 16426.46, + "return_pct": 64.26 + }, + { + "date": "2026-06-29", + "equity": 16697.09, + "return_pct": 66.97 + }, + { + "date": "2026-06-30", + "equity": 16827.1, + "return_pct": 68.27 + }, + { + "date": "2026-07-01", + "equity": 16804.34, + "return_pct": 68.04 + }, + { + "date": "2026-07-02", + "equity": 16782.26, + "return_pct": 67.82 + } + ] + }, + { + "strategy": "production_structural_overlay5_atr3", + "label": "Research: production gate + 5% clean-structure rank overlay", + "description": "Production-qualified universe and live exit, ranked by 95% current 80/20 strategy rank plus 5% clean structural/range confirmation.", + "is_production": false, + "entry_variant": "residual80_highvol_blend80_20_fixed10", + "ranking_key": "structural_overlay_95_5_score", + "exit_policy": "atr_trail3", + "live_exit_mode": "atr_trailing", + "lookback": "5y", + "lookback_label": "5 years", + "starting_capital": 10000.0, + "final_equity": 48225.88, + "total_return_pct": 382.3, + "cagr_pct": 37.1, + "max_drawdown_pct": 20.0, + "sharpe": 1.78, + "trades": 318, + "win_rate": 38.4, + "avg_trade_pnl": 120.21, + "best_trade_r": 12.87, + "worst_trade_r": -3.26, + "best_trade_pnl": 4764.25, + "worst_trade_pnl": -509.92, + "avg_hold_days": 15.4, + "exit_reasons": { + "stop": 145, + "time": 80, + "trailing_stop": 93 + }, + "skipped_book_full": 0, + "spy_return_pct": 72.0, + "yearly_returns": [ + { + "year": 2021, + "return_pct": 0.0 + }, + { + "year": 2022, + "return_pct": 8.1 + }, + { + "year": 2023, + "return_pct": 38.0 + }, + { + "year": 2024, + "return_pct": 34.0 + }, + { + "year": 2025, + "return_pct": 78.5 + }, + { + "year": 2026, + "return_pct": 35.1 + } + ], + "start_date": "2021-07-06", + "end_date": "2026-07-02", + "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": 9996.28, + "return_pct": -0.04 + }, + { + "date": "2022-07-07", + "equity": 10013.25, + "return_pct": 0.13 + }, + { + "date": "2022-07-08", + "equity": 10063.32, + "return_pct": 0.63 + }, + { + "date": "2022-07-11", + "equity": 10024.86, + "return_pct": 0.25 + }, + { + "date": "2022-07-12", + "equity": 9912.85, + "return_pct": -0.87 + }, + { + "date": "2022-07-13", + "equity": 9880.9, + "return_pct": -1.19 + }, + { + "date": "2022-07-14", + "equity": 9992.36, + "return_pct": -0.08 + }, + { + "date": "2022-07-15", + "equity": 10195.49, + "return_pct": 1.95 + }, + { + "date": "2022-07-18", + "equity": 10079.01, + "return_pct": 0.79 + }, + { + "date": "2022-07-19", + "equity": 10370.35, + "return_pct": 3.7 + }, + { + "date": "2022-07-20", + "equity": 10460.36, + "return_pct": 4.6 + }, + { + "date": "2022-07-21", + "equity": 10726.38, + "return_pct": 7.26 + }, + { + "date": "2022-07-22", + "equity": 10651.86, + "return_pct": 6.52 + }, + { + "date": "2022-07-25", + "equity": 10661.54, + "return_pct": 6.62 + }, + { + "date": "2022-07-26", + "equity": 10607.59, + "return_pct": 6.08 + }, + { + "date": "2022-07-27", + "equity": 10979.29, + "return_pct": 9.79 + }, + { + "date": "2022-07-28", + "equity": 11265.96, + "return_pct": 12.66 + }, + { + "date": "2022-07-29", + "equity": 11445.08, + "return_pct": 14.45 + }, + { + "date": "2022-08-01", + "equity": 11488.81, + "return_pct": 14.89 + }, + { + "date": "2022-08-02", + "equity": 11452.33, + "return_pct": 14.52 + }, + { + "date": "2022-08-03", + "equity": 11576.03, + "return_pct": 15.76 + }, + { + "date": "2022-08-04", + "equity": 11598.23, + "return_pct": 15.98 + }, + { + "date": "2022-08-05", + "equity": 11629.52, + "return_pct": 16.3 + }, + { + "date": "2022-08-08", + "equity": 11586.35, + "return_pct": 15.86 + }, + { + "date": "2022-08-09", + "equity": 11500.63, + "return_pct": 15.01 + }, + { + "date": "2022-08-10", + "equity": 11745.9, + "return_pct": 17.46 + }, + { + "date": "2022-08-11", + "equity": 11754.59, + "return_pct": 17.55 + }, + { + "date": "2022-08-12", + "equity": 11957.71, + "return_pct": 19.58 + }, + { + "date": "2022-08-15", + "equity": 12110.85, + "return_pct": 21.11 + }, + { + "date": "2022-08-16", + "equity": 12112.58, + "return_pct": 21.13 + }, + { + "date": "2022-08-17", + "equity": 12063.8, + "return_pct": 20.64 + }, + { + "date": "2022-08-18", + "equity": 12168.37, + "return_pct": 21.68 + }, + { + "date": "2022-08-19", + "equity": 11954.7, + "return_pct": 19.55 + }, + { + "date": "2022-08-22", + "equity": 11894.89, + "return_pct": 18.95 + }, + { + "date": "2022-08-23", + "equity": 12019.44, + "return_pct": 20.19 + }, + { + "date": "2022-08-24", + "equity": 12141.8, + "return_pct": 21.42 + }, + { + "date": "2022-08-25", + "equity": 12314.93, + "return_pct": 23.15 + }, + { + "date": "2022-08-26", + "equity": 12111.59, + "return_pct": 21.12 + }, + { + "date": "2022-08-29", + "equity": 12113.07, + "return_pct": 21.13 + }, + { + "date": "2022-08-30", + "equity": 11723.69, + "return_pct": 17.24 + }, + { + "date": "2022-08-31", + "equity": 11607.49, + "return_pct": 16.07 + }, + { + "date": "2022-09-01", + "equity": 11265.24, + "return_pct": 12.65 + }, + { + "date": "2022-09-02", + "equity": 11398.34, + "return_pct": 13.98 + }, + { + "date": "2022-09-06", + "equity": 11207.32, + "return_pct": 12.07 + }, + { + "date": "2022-09-07", + "equity": 11051.05, + "return_pct": 10.51 + }, + { + "date": "2022-09-08", + "equity": 11110.11, + "return_pct": 11.1 + }, + { + "date": "2022-09-09", + "equity": 11354.34, + "return_pct": 13.54 + }, + { + "date": "2022-09-12", + "equity": 11397.71, + "return_pct": 13.98 + }, + { + "date": "2022-09-13", + "equity": 11026.66, + "return_pct": 10.27 + }, + { + "date": "2022-09-14", + "equity": 11338.41, + "return_pct": 13.38 + }, + { + "date": "2022-09-15", + "equity": 11166.57, + "return_pct": 11.67 + }, + { + "date": "2022-09-16", + "equity": 10860.55, + "return_pct": 8.61 + }, + { + "date": "2022-09-19", + "equity": 10785.2, + "return_pct": 7.85 + }, + { + "date": "2022-09-20", + "equity": 10739.96, + "return_pct": 7.4 + }, + { + "date": "2022-09-21", + "equity": 10657.0, + "return_pct": 6.57 + }, + { + "date": "2022-09-22", + "equity": 10716.29, + "return_pct": 7.16 + }, + { + "date": "2022-09-23", + "equity": 10510.93, + "return_pct": 5.11 + }, + { + "date": "2022-09-26", + "equity": 10493.79, + "return_pct": 4.94 + }, + { + "date": "2022-09-27", + "equity": 10498.52, + "return_pct": 4.99 + }, + { + "date": "2022-09-28", + "equity": 10525.19, + "return_pct": 5.25 + }, + { + "date": "2022-09-29", + "equity": 10507.78, + "return_pct": 5.08 + }, + { + "date": "2022-09-30", + "equity": 10463.45, + "return_pct": 4.63 + }, + { + "date": "2022-10-03", + "equity": 10463.45, + "return_pct": 4.63 + }, + { + "date": "2022-10-04", + "equity": 10463.45, + "return_pct": 4.63 + }, + { + "date": "2022-10-05", + "equity": 10463.45, + "return_pct": 4.63 + }, + { + "date": "2022-10-06", + "equity": 10454.68, + "return_pct": 4.55 + }, + { + "date": "2022-10-07", + "equity": 10295.98, + "return_pct": 2.96 + }, + { + "date": "2022-10-10", + "equity": 10141.46, + "return_pct": 1.41 + }, + { + "date": "2022-10-11", + "equity": 10172.87, + "return_pct": 1.73 + }, + { + "date": "2022-10-12", + "equity": 10179.67, + "return_pct": 1.8 + }, + { + "date": "2022-10-13", + "equity": 10286.83, + "return_pct": 2.87 + }, + { + "date": "2022-10-14", + "equity": 9854.35, + "return_pct": -1.46 + }, + { + "date": "2022-10-17", + "equity": 10016.69, + "return_pct": 0.17 + }, + { + "date": "2022-10-18", + "equity": 10149.12, + "return_pct": 1.49 + }, + { + "date": "2022-10-19", + "equity": 10315.96, + "return_pct": 3.16 + }, + { + "date": "2022-10-20", + "equity": 10353.84, + "return_pct": 3.54 + }, + { + "date": "2022-10-21", + "equity": 10931.84, + "return_pct": 9.32 + }, + { + "date": "2022-10-24", + "equity": 11183.65, + "return_pct": 11.84 + }, + { + "date": "2022-10-25", + "equity": 11263.96, + "return_pct": 12.64 + }, + { + "date": "2022-10-26", + "equity": 11402.76, + "return_pct": 14.03 + }, + { + "date": "2022-10-27", + "equity": 11382.59, + "return_pct": 13.83 + }, + { + "date": "2022-10-28", + "equity": 11186.87, + "return_pct": 11.87 + }, + { + "date": "2022-10-31", + "equity": 11280.34, + "return_pct": 12.8 + }, + { + "date": "2022-11-01", + "equity": 11345.23, + "return_pct": 13.45 + }, + { + "date": "2022-11-02", + "equity": 11135.84, + "return_pct": 11.36 + }, + { + "date": "2022-11-03", + "equity": 11217.54, + "return_pct": 12.18 + }, + { + "date": "2022-11-04", + "equity": 11591.09, + "return_pct": 15.91 + }, + { + "date": "2022-11-07", + "equity": 11756.51, + "return_pct": 17.57 + }, + { + "date": "2022-11-08", + "equity": 11740.9, + "return_pct": 17.41 + }, + { + "date": "2022-11-09", + "equity": 11252.28, + "return_pct": 12.52 + }, + { + "date": "2022-11-10", + "equity": 11520.26, + "return_pct": 15.2 + }, + { + "date": "2022-11-11", + "equity": 11701.9, + "return_pct": 17.02 + }, + { + "date": "2022-11-14", + "equity": 11765.03, + "return_pct": 17.65 + }, + { + "date": "2022-11-15", + "equity": 11870.6, + "return_pct": 18.71 + }, + { + "date": "2022-11-16", + "equity": 11658.66, + "return_pct": 16.59 + }, + { + "date": "2022-11-17", + "equity": 11691.46, + "return_pct": 16.91 + }, + { + "date": "2022-11-18", + "equity": 11725.06, + "return_pct": 17.25 + }, + { + "date": "2022-11-21", + "equity": 11398.46, + "return_pct": 13.98 + }, + { + "date": "2022-11-22", + "equity": 11525.85, + "return_pct": 15.26 + }, + { + "date": "2022-11-23", + "equity": 11519.77, + "return_pct": 15.2 + }, + { + "date": "2022-11-25", + "equity": 11450.48, + "return_pct": 14.5 + }, + { + "date": "2022-11-28", + "equity": 11292.75, + "return_pct": 12.93 + }, + { + "date": "2022-11-29", + "equity": 11310.81, + "return_pct": 13.11 + }, + { + "date": "2022-11-30", + "equity": 11661.14, + "return_pct": 16.61 + }, + { + "date": "2022-12-01", + "equity": 11625.84, + "return_pct": 16.26 + }, + { + "date": "2022-12-02", + "equity": 11575.11, + "return_pct": 15.75 + }, + { + "date": "2022-12-05", + "equity": 11313.04, + "return_pct": 13.13 + }, + { + "date": "2022-12-06", + "equity": 11187.9, + "return_pct": 11.88 + }, + { + "date": "2022-12-07", + "equity": 11093.18, + "return_pct": 10.93 + }, + { + "date": "2022-12-08", + "equity": 11153.62, + "return_pct": 11.54 + }, + { + "date": "2022-12-09", + "equity": 11044.59, + "return_pct": 10.45 + }, + { + "date": "2022-12-12", + "equity": 11115.55, + "return_pct": 11.16 + }, + { + "date": "2022-12-13", + "equity": 11135.73, + "return_pct": 11.36 + }, + { + "date": "2022-12-14", + "equity": 11144.8, + "return_pct": 11.45 + }, + { + "date": "2022-12-15", + "equity": 11138.51, + "return_pct": 11.39 + }, + { + "date": "2022-12-16", + "equity": 11056.49, + "return_pct": 10.56 + }, + { + "date": "2022-12-19", + "equity": 10825.23, + "return_pct": 8.25 + }, + { + "date": "2022-12-20", + "equity": 10834.16, + "return_pct": 8.34 + }, + { + "date": "2022-12-21", + "equity": 10939.06, + "return_pct": 9.39 + }, + { + "date": "2022-12-22", + "equity": 10830.75, + "return_pct": 8.31 + }, + { + "date": "2022-12-23", + "equity": 10857.58, + "return_pct": 8.58 + }, + { + "date": "2022-12-27", + "equity": 10930.58, + "return_pct": 9.31 + }, + { + "date": "2022-12-28", + "equity": 10683.63, + "return_pct": 6.84 + }, + { + "date": "2022-12-29", + "equity": 10918.38, + "return_pct": 9.18 + }, + { + "date": "2022-12-30", + "equity": 10806.87, + "return_pct": 8.07 + }, + { + "date": "2023-01-03", + "equity": 10788.78, + "return_pct": 7.89 + }, + { + "date": "2023-01-04", + "equity": 10956.69, + "return_pct": 9.57 + }, + { + "date": "2023-01-05", + "equity": 10917.21, + "return_pct": 9.17 + }, + { + "date": "2023-01-06", + "equity": 10997.01, + "return_pct": 9.97 + }, + { + "date": "2023-01-09", + "equity": 11058.1, + "return_pct": 10.58 + }, + { + "date": "2023-01-10", + "equity": 11129.16, + "return_pct": 11.29 + }, + { + "date": "2023-01-11", + "equity": 11186.82, + "return_pct": 11.87 + }, + { + "date": "2023-01-12", + "equity": 11368.49, + "return_pct": 13.68 + }, + { + "date": "2023-01-13", + "equity": 11439.3, + "return_pct": 14.39 + }, + { + "date": "2023-01-17", + "equity": 11383.27, + "return_pct": 13.83 + }, + { + "date": "2023-01-18", + "equity": 11347.25, + "return_pct": 13.47 + }, + { + "date": "2023-01-19", + "equity": 11368.46, + "return_pct": 13.68 + }, + { + "date": "2023-01-20", + "equity": 11546.27, + "return_pct": 15.46 + }, + { + "date": "2023-01-23", + "equity": 11821.37, + "return_pct": 18.21 + }, + { + "date": "2023-01-24", + "equity": 11677.85, + "return_pct": 16.78 + }, + { + "date": "2023-01-25", + "equity": 11728.53, + "return_pct": 17.29 + }, + { + "date": "2023-01-26", + "equity": 11934.01, + "return_pct": 19.34 + }, + { + "date": "2023-01-27", + "equity": 11872.9, + "return_pct": 18.73 + }, + { + "date": "2023-01-30", + "equity": 11609.78, + "return_pct": 16.1 + }, + { + "date": "2023-01-31", + "equity": 11897.37, + "return_pct": 18.97 + }, + { + "date": "2023-02-01", + "equity": 12063.65, + "return_pct": 20.64 + }, + { + "date": "2023-02-02", + "equity": 12106.06, + "return_pct": 21.06 + }, + { + "date": "2023-02-03", + "equity": 11998.13, + "return_pct": 19.98 + }, + { + "date": "2023-02-06", + "equity": 11908.16, + "return_pct": 19.08 + }, + { + "date": "2023-02-07", + "equity": 11758.43, + "return_pct": 17.58 + }, + { + "date": "2023-02-08", + "equity": 11720.42, + "return_pct": 17.2 + }, + { + "date": "2023-02-09", + "equity": 12049.6, + "return_pct": 20.5 + }, + { + "date": "2023-02-10", + "equity": 12207.33, + "return_pct": 22.07 + }, + { + "date": "2023-02-13", + "equity": 12172.0, + "return_pct": 21.72 + }, + { + "date": "2023-02-14", + "equity": 12188.14, + "return_pct": 21.88 + }, + { + "date": "2023-02-15", + "equity": 12101.45, + "return_pct": 21.01 + }, + { + "date": "2023-02-16", + "equity": 11947.83, + "return_pct": 19.48 + }, + { + "date": "2023-02-17", + "equity": 11727.95, + "return_pct": 17.28 + }, + { + "date": "2023-02-21", + "equity": 11597.72, + "return_pct": 15.98 + }, + { + "date": "2023-02-22", + "equity": 11539.84, + "return_pct": 15.4 + }, + { + "date": "2023-02-23", + "equity": 11582.24, + "return_pct": 15.82 + }, + { + "date": "2023-02-24", + "equity": 11571.16, + "return_pct": 15.71 + }, + { + "date": "2023-02-27", + "equity": 11571.16, + "return_pct": 15.71 + }, + { + "date": "2023-02-28", + "equity": 11571.16, + "return_pct": 15.71 + }, + { + "date": "2023-03-01", + "equity": 11571.16, + "return_pct": 15.71 + }, + { + "date": "2023-03-02", + "equity": 11568.84, + "return_pct": 15.69 + }, + { + "date": "2023-03-03", + "equity": 11610.44, + "return_pct": 16.1 + }, + { + "date": "2023-03-06", + "equity": 11609.71, + "return_pct": 16.1 + }, + { + "date": "2023-03-07", + "equity": 11571.76, + "return_pct": 15.72 + }, + { + "date": "2023-03-08", + "equity": 11548.41, + "return_pct": 15.48 + }, + { + "date": "2023-03-09", + "equity": 11464.59, + "return_pct": 14.65 + }, + { + "date": "2023-03-10", + "equity": 11373.76, + "return_pct": 13.74 + }, + { + "date": "2023-03-13", + "equity": 11299.38, + "return_pct": 12.99 + }, + { + "date": "2023-03-14", + "equity": 11348.26, + "return_pct": 13.48 + }, + { + "date": "2023-03-15", + "equity": 11267.54, + "return_pct": 12.68 + }, + { + "date": "2023-03-16", + "equity": 11263.27, + "return_pct": 12.63 + }, + { + "date": "2023-03-17", + "equity": 11249.8, + "return_pct": 12.5 + }, + { + "date": "2023-03-20", + "equity": 11337.72, + "return_pct": 13.38 + }, + { + "date": "2023-03-21", + "equity": 11351.62, + "return_pct": 13.52 + }, + { + "date": "2023-03-22", + "equity": 11280.86, + "return_pct": 12.81 + }, + { + "date": "2023-03-23", + "equity": 11276.49, + "return_pct": 12.76 + }, + { + "date": "2023-03-24", + "equity": 11154.61, + "return_pct": 11.55 + }, + { + "date": "2023-03-27", + "equity": 11042.94, + "return_pct": 10.43 + }, + { + "date": "2023-03-28", + "equity": 11032.57, + "return_pct": 10.33 + }, + { + "date": "2023-03-29", + "equity": 11064.77, + "return_pct": 10.65 + }, + { + "date": "2023-03-30", + "equity": 11081.15, + "return_pct": 10.81 + }, + { + "date": "2023-03-31", + "equity": 11213.66, + "return_pct": 12.14 + }, + { + "date": "2023-04-03", + "equity": 11292.42, + "return_pct": 12.92 + }, + { + "date": "2023-04-04", + "equity": 11186.25, + "return_pct": 11.86 + }, + { + "date": "2023-04-05", + "equity": 11150.81, + "return_pct": 11.51 + }, + { + "date": "2023-04-06", + "equity": 11147.69, + "return_pct": 11.48 + }, + { + "date": "2023-04-10", + "equity": 11172.52, + "return_pct": 11.73 + }, + { + "date": "2023-04-11", + "equity": 11275.34, + "return_pct": 12.75 + }, + { + "date": "2023-04-12", + "equity": 11259.82, + "return_pct": 12.6 + }, + { + "date": "2023-04-13", + "equity": 11343.75, + "return_pct": 13.44 + }, + { + "date": "2023-04-14", + "equity": 11209.93, + "return_pct": 12.1 + }, + { + "date": "2023-04-17", + "equity": 11289.54, + "return_pct": 12.9 + }, + { + "date": "2023-04-18", + "equity": 11393.93, + "return_pct": 13.94 + }, + { + "date": "2023-04-19", + "equity": 11490.33, + "return_pct": 14.9 + }, + { + "date": "2023-04-20", + "equity": 11559.05, + "return_pct": 15.59 + }, + { + "date": "2023-04-21", + "equity": 11653.48, + "return_pct": 16.53 + }, + { + "date": "2023-04-24", + "equity": 11680.64, + "return_pct": 16.81 + }, + { + "date": "2023-04-25", + "equity": 11499.47, + "return_pct": 14.99 + }, + { + "date": "2023-04-26", + "equity": 11311.68, + "return_pct": 13.12 + }, + { + "date": "2023-04-27", + "equity": 11562.68, + "return_pct": 15.63 + }, + { + "date": "2023-04-28", + "equity": 11579.11, + "return_pct": 15.79 + }, + { + "date": "2023-05-01", + "equity": 11450.72, + "return_pct": 14.51 + }, + { + "date": "2023-05-02", + "equity": 11405.75, + "return_pct": 14.06 + }, + { + "date": "2023-05-03", + "equity": 11399.58, + "return_pct": 14.0 + }, + { + "date": "2023-05-04", + "equity": 11240.69, + "return_pct": 12.41 + }, + { + "date": "2023-05-05", + "equity": 11414.59, + "return_pct": 14.15 + }, + { + "date": "2023-05-08", + "equity": 11650.42, + "return_pct": 16.5 + }, + { + "date": "2023-05-09", + "equity": 11574.73, + "return_pct": 15.75 + }, + { + "date": "2023-05-10", + "equity": 11701.43, + "return_pct": 17.01 + }, + { + "date": "2023-05-11", + "equity": 11748.55, + "return_pct": 17.49 + }, + { + "date": "2023-05-12", + "equity": 11608.74, + "return_pct": 16.09 + }, + { + "date": "2023-05-15", + "equity": 11681.21, + "return_pct": 16.81 + }, + { + "date": "2023-05-16", + "equity": 11619.43, + "return_pct": 16.19 + }, + { + "date": "2023-05-17", + "equity": 11807.52, + "return_pct": 18.08 + }, + { + "date": "2023-05-18", + "equity": 12232.75, + "return_pct": 22.33 + }, + { + "date": "2023-05-19", + "equity": 12101.89, + "return_pct": 21.02 + }, + { + "date": "2023-05-22", + "equity": 12176.47, + "return_pct": 21.76 + }, + { + "date": "2023-05-23", + "equity": 11866.57, + "return_pct": 18.67 + }, + { + "date": "2023-05-24", + "equity": 11868.94, + "return_pct": 18.69 + }, + { + "date": "2023-05-25", + "equity": 12131.15, + "return_pct": 21.31 + }, + { + "date": "2023-05-26", + "equity": 12474.06, + "return_pct": 24.74 + }, + { + "date": "2023-05-30", + "equity": 12577.33, + "return_pct": 25.77 + }, + { + "date": "2023-05-31", + "equity": 12523.25, + "return_pct": 25.23 + }, + { + "date": "2023-06-01", + "equity": 12757.51, + "return_pct": 27.58 + }, + { + "date": "2023-06-02", + "equity": 12824.22, + "return_pct": 28.24 + }, + { + "date": "2023-06-05", + "equity": 12853.0, + "return_pct": 28.53 + }, + { + "date": "2023-06-06", + "equity": 12753.79, + "return_pct": 27.54 + }, + { + "date": "2023-06-07", + "equity": 12632.08, + "return_pct": 26.32 + }, + { + "date": "2023-06-08", + "equity": 12757.88, + "return_pct": 27.58 + }, + { + "date": "2023-06-09", + "equity": 12925.19, + "return_pct": 29.25 + }, + { + "date": "2023-06-12", + "equity": 13053.36, + "return_pct": 30.53 + }, + { + "date": "2023-06-13", + "equity": 13201.94, + "return_pct": 32.02 + }, + { + "date": "2023-06-14", + "equity": 13245.06, + "return_pct": 32.45 + }, + { + "date": "2023-06-15", + "equity": 13552.38, + "return_pct": 35.52 + }, + { + "date": "2023-06-16", + "equity": 13481.73, + "return_pct": 34.82 + }, + { + "date": "2023-06-20", + "equity": 13371.1, + "return_pct": 33.71 + }, + { + "date": "2023-06-21", + "equity": 13251.43, + "return_pct": 32.51 + }, + { + "date": "2023-06-22", + "equity": 13242.24, + "return_pct": 32.42 + }, + { + "date": "2023-06-23", + "equity": 13307.85, + "return_pct": 33.08 + }, + { + "date": "2023-06-26", + "equity": 13160.49, + "return_pct": 31.6 + }, + { + "date": "2023-06-27", + "equity": 13394.69, + "return_pct": 33.95 + }, + { + "date": "2023-06-28", + "equity": 13489.4, + "return_pct": 34.89 + }, + { + "date": "2023-06-29", + "equity": 13531.91, + "return_pct": 35.32 + }, + { + "date": "2023-06-30", + "equity": 13655.76, + "return_pct": 36.56 + }, + { + "date": "2023-07-03", + "equity": 13794.86, + "return_pct": 37.95 + }, + { + "date": "2023-07-05", + "equity": 13764.42, + "return_pct": 37.64 + }, + { + "date": "2023-07-06", + "equity": 13576.46, + "return_pct": 35.76 + }, + { + "date": "2023-07-07", + "equity": 13709.35, + "return_pct": 37.09 + }, + { + "date": "2023-07-10", + "equity": 13991.83, + "return_pct": 39.92 + }, + { + "date": "2023-07-11", + "equity": 14400.78, + "return_pct": 44.01 + }, + { + "date": "2023-07-12", + "equity": 14674.34, + "return_pct": 46.74 + }, + { + "date": "2023-07-13", + "equity": 14942.43, + "return_pct": 49.42 + }, + { + "date": "2023-07-14", + "equity": 14971.96, + "return_pct": 49.72 + }, + { + "date": "2023-07-17", + "equity": 15144.27, + "return_pct": 51.44 + }, + { + "date": "2023-07-18", + "equity": 15109.3, + "return_pct": 51.09 + }, + { + "date": "2023-07-19", + "equity": 15018.44, + "return_pct": 50.18 + }, + { + "date": "2023-07-20", + "equity": 14498.13, + "return_pct": 44.98 + }, + { + "date": "2023-07-21", + "equity": 14424.08, + "return_pct": 44.24 + }, + { + "date": "2023-07-24", + "equity": 14314.87, + "return_pct": 43.15 + }, + { + "date": "2023-07-25", + "equity": 14337.52, + "return_pct": 43.38 + }, + { + "date": "2023-07-26", + "equity": 14298.48, + "return_pct": 42.98 + }, + { + "date": "2023-07-27", + "equity": 14344.37, + "return_pct": 43.44 + }, + { + "date": "2023-07-28", + "equity": 14770.23, + "return_pct": 47.7 + }, + { + "date": "2023-07-31", + "equity": 14665.99, + "return_pct": 46.66 + }, + { + "date": "2023-08-01", + "equity": 14625.27, + "return_pct": 46.25 + }, + { + "date": "2023-08-02", + "equity": 15280.23, + "return_pct": 52.8 + }, + { + "date": "2023-08-03", + "equity": 15132.08, + "return_pct": 51.32 + }, + { + "date": "2023-08-04", + "equity": 14904.04, + "return_pct": 49.04 + }, + { + "date": "2023-08-07", + "equity": 14926.29, + "return_pct": 49.26 + }, + { + "date": "2023-08-08", + "equity": 14809.72, + "return_pct": 48.1 + }, + { + "date": "2023-08-09", + "equity": 14613.49, + "return_pct": 46.13 + }, + { + "date": "2023-08-10", + "equity": 14587.87, + "return_pct": 45.88 + }, + { + "date": "2023-08-11", + "equity": 14567.46, + "return_pct": 45.67 + }, + { + "date": "2023-08-14", + "equity": 14530.09, + "return_pct": 45.3 + }, + { + "date": "2023-08-15", + "equity": 14441.9, + "return_pct": 44.42 + }, + { + "date": "2023-08-16", + "equity": 14372.74, + "return_pct": 43.73 + }, + { + "date": "2023-08-17", + "equity": 14220.76, + "return_pct": 42.21 + }, + { + "date": "2023-08-18", + "equity": 14146.5, + "return_pct": 41.47 + }, + { + "date": "2023-08-21", + "equity": 14073.13, + "return_pct": 40.73 + }, + { + "date": "2023-08-22", + "equity": 14126.29, + "return_pct": 41.26 + }, + { + "date": "2023-08-23", + "equity": 14161.35, + "return_pct": 41.61 + }, + { + "date": "2023-08-24", + "equity": 13805.04, + "return_pct": 38.05 + }, + { + "date": "2023-08-25", + "equity": 13873.33, + "return_pct": 38.73 + }, + { + "date": "2023-08-28", + "equity": 13963.75, + "return_pct": 39.64 + }, + { + "date": "2023-08-29", + "equity": 14097.98, + "return_pct": 40.98 + }, + { + "date": "2023-08-30", + "equity": 14138.48, + "return_pct": 41.38 + }, + { + "date": "2023-08-31", + "equity": 14121.78, + "return_pct": 41.22 + }, + { + "date": "2023-09-01", + "equity": 14239.73, + "return_pct": 42.4 + }, + { + "date": "2023-09-05", + "equity": 14122.86, + "return_pct": 41.23 + }, + { + "date": "2023-09-06", + "equity": 14123.35, + "return_pct": 41.23 + }, + { + "date": "2023-09-07", + "equity": 13892.88, + "return_pct": 38.93 + }, + { + "date": "2023-09-08", + "equity": 13865.52, + "return_pct": 38.66 + }, + { + "date": "2023-09-11", + "equity": 14055.59, + "return_pct": 40.56 + }, + { + "date": "2023-09-12", + "equity": 13990.62, + "return_pct": 39.91 + }, + { + "date": "2023-09-13", + "equity": 13857.73, + "return_pct": 38.58 + }, + { + "date": "2023-09-14", + "equity": 14047.97, + "return_pct": 40.48 + }, + { + "date": "2023-09-15", + "equity": 13738.15, + "return_pct": 37.38 + }, + { + "date": "2023-09-18", + "equity": 13715.22, + "return_pct": 37.15 + }, + { + "date": "2023-09-19", + "equity": 13616.37, + "return_pct": 36.16 + }, + { + "date": "2023-09-20", + "equity": 13524.74, + "return_pct": 35.25 + }, + { + "date": "2023-09-21", + "equity": 13369.96, + "return_pct": 33.7 + }, + { + "date": "2023-09-22", + "equity": 13411.83, + "return_pct": 34.12 + }, + { + "date": "2023-09-25", + "equity": 13440.68, + "return_pct": 34.41 + }, + { + "date": "2023-09-26", + "equity": 13371.06, + "return_pct": 33.71 + }, + { + "date": "2023-09-27", + "equity": 13257.3, + "return_pct": 32.57 + }, + { + "date": "2023-09-28", + "equity": 13252.0, + "return_pct": 32.52 + }, + { + "date": "2023-09-29", + "equity": 13251.07, + "return_pct": 32.51 + }, + { + "date": "2023-10-02", + "equity": 13285.96, + "return_pct": 32.86 + }, + { + "date": "2023-10-03", + "equity": 13232.16, + "return_pct": 32.32 + }, + { + "date": "2023-10-04", + "equity": 13281.4, + "return_pct": 32.81 + }, + { + "date": "2023-10-05", + "equity": 13284.76, + "return_pct": 32.85 + }, + { + "date": "2023-10-06", + "equity": 13409.6, + "return_pct": 34.1 + }, + { + "date": "2023-10-09", + "equity": 13447.17, + "return_pct": 34.47 + }, + { + "date": "2023-10-10", + "equity": 13503.3, + "return_pct": 35.03 + }, + { + "date": "2023-10-11", + "equity": 13573.73, + "return_pct": 35.74 + }, + { + "date": "2023-10-12", + "equity": 13417.01, + "return_pct": 34.17 + }, + { + "date": "2023-10-13", + "equity": 13065.46, + "return_pct": 30.65 + }, + { + "date": "2023-10-16", + "equity": 13052.46, + "return_pct": 30.52 + }, + { + "date": "2023-10-17", + "equity": 13004.39, + "return_pct": 30.04 + }, + { + "date": "2023-10-18", + "equity": 12858.74, + "return_pct": 28.59 + }, + { + "date": "2023-10-19", + "equity": 12785.67, + "return_pct": 27.86 + }, + { + "date": "2023-10-20", + "equity": 12580.33, + "return_pct": 25.8 + }, + { + "date": "2023-10-23", + "equity": 12633.09, + "return_pct": 26.33 + }, + { + "date": "2023-10-24", + "equity": 12554.21, + "return_pct": 25.54 + }, + { + "date": "2023-10-25", + "equity": 12459.51, + "return_pct": 24.6 + }, + { + "date": "2023-10-26", + "equity": 12457.01, + "return_pct": 24.57 + }, + { + "date": "2023-10-27", + "equity": 12431.33, + "return_pct": 24.31 + }, + { + "date": "2023-10-30", + "equity": 12472.22, + "return_pct": 24.72 + }, + { + "date": "2023-10-31", + "equity": 12453.35, + "return_pct": 24.53 + }, + { + "date": "2023-11-01", + "equity": 12415.07, + "return_pct": 24.15 + }, + { + "date": "2023-11-02", + "equity": 12507.88, + "return_pct": 25.08 + }, + { + "date": "2023-11-03", + "equity": 12820.27, + "return_pct": 28.2 + }, + { + "date": "2023-11-06", + "equity": 12755.93, + "return_pct": 27.56 + }, + { + "date": "2023-11-07", + "equity": 12845.49, + "return_pct": 28.45 + }, + { + "date": "2023-11-08", + "equity": 12788.05, + "return_pct": 27.88 + }, + { + "date": "2023-11-09", + "equity": 12775.84, + "return_pct": 27.76 + }, + { + "date": "2023-11-10", + "equity": 13180.41, + "return_pct": 31.8 + }, + { + "date": "2023-11-13", + "equity": 13180.29, + "return_pct": 31.8 + }, + { + "date": "2023-11-14", + "equity": 13414.88, + "return_pct": 34.15 + }, + { + "date": "2023-11-15", + "equity": 13468.07, + "return_pct": 34.68 + }, + { + "date": "2023-11-16", + "equity": 13430.9, + "return_pct": 34.31 + }, + { + "date": "2023-11-17", + "equity": 13503.96, + "return_pct": 35.04 + }, + { + "date": "2023-11-20", + "equity": 13739.38, + "return_pct": 37.39 + }, + { + "date": "2023-11-21", + "equity": 13464.65, + "return_pct": 34.65 + }, + { + "date": "2023-11-22", + "equity": 13624.66, + "return_pct": 36.25 + }, + { + "date": "2023-11-24", + "equity": 13546.75, + "return_pct": 35.47 + }, + { + "date": "2023-11-27", + "equity": 13409.22, + "return_pct": 34.09 + }, + { + "date": "2023-11-28", + "equity": 13486.93, + "return_pct": 34.87 + }, + { + "date": "2023-11-29", + "equity": 13405.61, + "return_pct": 34.06 + }, + { + "date": "2023-11-30", + "equity": 13274.1, + "return_pct": 32.74 + }, + { + "date": "2023-12-01", + "equity": 13446.38, + "return_pct": 34.46 + }, + { + "date": "2023-12-04", + "equity": 13501.84, + "return_pct": 35.02 + }, + { + "date": "2023-12-05", + "equity": 13444.73, + "return_pct": 34.45 + }, + { + "date": "2023-12-06", + "equity": 13311.53, + "return_pct": 33.12 + }, + { + "date": "2023-12-07", + "equity": 13632.28, + "return_pct": 36.32 + }, + { + "date": "2023-12-08", + "equity": 13923.57, + "return_pct": 39.24 + }, + { + "date": "2023-12-11", + "equity": 13757.93, + "return_pct": 37.58 + }, + { + "date": "2023-12-12", + "equity": 13843.66, + "return_pct": 38.44 + }, + { + "date": "2023-12-13", + "equity": 14342.36, + "return_pct": 43.42 + }, + { + "date": "2023-12-14", + "equity": 14741.03, + "return_pct": 47.41 + }, + { + "date": "2023-12-15", + "equity": 14721.28, + "return_pct": 47.21 + }, + { + "date": "2023-12-18", + "equity": 15057.1, + "return_pct": 50.57 + }, + { + "date": "2023-12-19", + "equity": 15498.79, + "return_pct": 54.99 + }, + { + "date": "2023-12-20", + "equity": 15054.0, + "return_pct": 50.54 + }, + { + "date": "2023-12-21", + "equity": 15467.28, + "return_pct": 54.67 + }, + { + "date": "2023-12-22", + "equity": 15215.48, + "return_pct": 52.15 + }, + { + "date": "2023-12-26", + "equity": 15134.48, + "return_pct": 51.34 + }, + { + "date": "2023-12-27", + "equity": 15383.48, + "return_pct": 53.83 + }, + { + "date": "2023-12-28", + "equity": 15324.55, + "return_pct": 53.25 + }, + { + "date": "2023-12-29", + "equity": 14917.23, + "return_pct": 49.17 + }, + { + "date": "2024-01-02", + "equity": 14279.62, + "return_pct": 42.8 + }, + { + "date": "2024-01-03", + "equity": 13821.76, + "return_pct": 38.22 + }, + { + "date": "2024-01-04", + "equity": 13750.43, + "return_pct": 37.5 + }, + { + "date": "2024-01-05", + "equity": 13797.69, + "return_pct": 37.98 + }, + { + "date": "2024-01-08", + "equity": 14013.79, + "return_pct": 40.14 + }, + { + "date": "2024-01-09", + "equity": 14193.36, + "return_pct": 41.93 + }, + { + "date": "2024-01-10", + "equity": 14306.91, + "return_pct": 43.07 + }, + { + "date": "2024-01-11", + "equity": 14291.27, + "return_pct": 42.91 + }, + { + "date": "2024-01-12", + "equity": 14236.43, + "return_pct": 42.36 + }, + { + "date": "2024-01-16", + "equity": 14206.17, + "return_pct": 42.06 + }, + { + "date": "2024-01-17", + "equity": 14027.6, + "return_pct": 40.28 + }, + { + "date": "2024-01-18", + "equity": 14346.58, + "return_pct": 43.47 + }, + { + "date": "2024-01-19", + "equity": 14322.42, + "return_pct": 43.22 + }, + { + "date": "2024-01-22", + "equity": 14480.07, + "return_pct": 44.8 + }, + { + "date": "2024-01-23", + "equity": 14669.13, + "return_pct": 46.69 + }, + { + "date": "2024-01-24", + "equity": 14948.13, + "return_pct": 49.48 + }, + { + "date": "2024-01-25", + "equity": 15091.89, + "return_pct": 50.92 + }, + { + "date": "2024-01-26", + "equity": 15131.2, + "return_pct": 51.31 + }, + { + "date": "2024-01-29", + "equity": 15527.52, + "return_pct": 55.28 + }, + { + "date": "2024-01-30", + "equity": 15016.49, + "return_pct": 50.16 + }, + { + "date": "2024-01-31", + "equity": 14760.83, + "return_pct": 47.61 + }, + { + "date": "2024-02-01", + "equity": 15054.75, + "return_pct": 50.55 + }, + { + "date": "2024-02-02", + "equity": 15301.66, + "return_pct": 53.02 + }, + { + "date": "2024-02-05", + "equity": 15179.22, + "return_pct": 51.79 + }, + { + "date": "2024-02-06", + "equity": 15248.18, + "return_pct": 52.48 + }, + { + "date": "2024-02-07", + "equity": 15547.0, + "return_pct": 55.47 + }, + { + "date": "2024-02-08", + "equity": 15820.24, + "return_pct": 58.2 + }, + { + "date": "2024-02-09", + "equity": 15503.97, + "return_pct": 55.04 + }, + { + "date": "2024-02-12", + "equity": 15366.35, + "return_pct": 53.66 + }, + { + "date": "2024-02-13", + "equity": 15234.61, + "return_pct": 52.35 + }, + { + "date": "2024-02-14", + "equity": 15706.57, + "return_pct": 57.07 + }, + { + "date": "2024-02-15", + "equity": 15918.97, + "return_pct": 59.19 + }, + { + "date": "2024-02-16", + "equity": 15570.08, + "return_pct": 55.7 + }, + { + "date": "2024-02-20", + "equity": 15402.48, + "return_pct": 54.02 + }, + { + "date": "2024-02-21", + "equity": 15241.3, + "return_pct": 52.41 + }, + { + "date": "2024-02-22", + "equity": 15514.98, + "return_pct": 55.15 + }, + { + "date": "2024-02-23", + "equity": 15439.62, + "return_pct": 54.4 + }, + { + "date": "2024-02-26", + "equity": 15826.9, + "return_pct": 58.27 + }, + { + "date": "2024-02-27", + "equity": 16144.94, + "return_pct": 61.45 + }, + { + "date": "2024-02-28", + "equity": 16063.47, + "return_pct": 60.63 + }, + { + "date": "2024-02-29", + "equity": 16223.84, + "return_pct": 62.24 + }, + { + "date": "2024-03-01", + "equity": 16529.34, + "return_pct": 65.29 + }, + { + "date": "2024-03-04", + "equity": 16921.04, + "return_pct": 69.21 + }, + { + "date": "2024-03-05", + "equity": 16475.91, + "return_pct": 64.76 + }, + { + "date": "2024-03-06", + "equity": 16780.45, + "return_pct": 67.8 + }, + { + "date": "2024-03-07", + "equity": 16987.27, + "return_pct": 69.87 + }, + { + "date": "2024-03-08", + "equity": 17051.98, + "return_pct": 70.52 + }, + { + "date": "2024-03-11", + "equity": 16723.54, + "return_pct": 67.24 + }, + { + "date": "2024-03-12", + "equity": 16977.52, + "return_pct": 69.78 + }, + { + "date": "2024-03-13", + "equity": 16844.39, + "return_pct": 68.44 + }, + { + "date": "2024-03-14", + "equity": 16519.43, + "return_pct": 65.19 + }, + { + "date": "2024-03-15", + "equity": 16460.96, + "return_pct": 64.61 + }, + { + "date": "2024-03-18", + "equity": 16832.36, + "return_pct": 68.32 + }, + { + "date": "2024-03-19", + "equity": 16746.43, + "return_pct": 67.46 + }, + { + "date": "2024-03-20", + "equity": 17366.0, + "return_pct": 73.66 + }, + { + "date": "2024-03-21", + "equity": 17432.84, + "return_pct": 74.33 + }, + { + "date": "2024-03-22", + "equity": 17424.65, + "return_pct": 74.25 + }, + { + "date": "2024-03-25", + "equity": 17717.82, + "return_pct": 77.18 + }, + { + "date": "2024-03-26", + "equity": 17602.6, + "return_pct": 76.03 + }, + { + "date": "2024-03-27", + "equity": 17306.82, + "return_pct": 73.07 + }, + { + "date": "2024-03-28", + "equity": 17368.47, + "return_pct": 73.68 + }, + { + "date": "2024-04-01", + "equity": 17608.86, + "return_pct": 76.09 + }, + { + "date": "2024-04-02", + "equity": 17549.38, + "return_pct": 75.49 + }, + { + "date": "2024-04-03", + "equity": 18050.99, + "return_pct": 80.51 + }, + { + "date": "2024-04-04", + "equity": 17748.09, + "return_pct": 77.48 + }, + { + "date": "2024-04-05", + "equity": 18245.39, + "return_pct": 82.45 + }, + { + "date": "2024-04-08", + "equity": 18299.19, + "return_pct": 82.99 + }, + { + "date": "2024-04-09", + "equity": 18194.29, + "return_pct": 81.94 + }, + { + "date": "2024-04-10", + "equity": 18167.86, + "return_pct": 81.68 + }, + { + "date": "2024-04-11", + "equity": 18331.55, + "return_pct": 83.32 + }, + { + "date": "2024-04-12", + "equity": 18029.98, + "return_pct": 80.3 + }, + { + "date": "2024-04-15", + "equity": 17745.06, + "return_pct": 77.45 + }, + { + "date": "2024-04-16", + "equity": 17757.78, + "return_pct": 77.58 + }, + { + "date": "2024-04-17", + "equity": 17619.17, + "return_pct": 76.19 + }, + { + "date": "2024-04-18", + "equity": 17569.58, + "return_pct": 75.7 + }, + { + "date": "2024-04-19", + "equity": 17423.01, + "return_pct": 74.23 + }, + { + "date": "2024-04-22", + "equity": 17470.1, + "return_pct": 74.7 + }, + { + "date": "2024-04-23", + "equity": 17511.7, + "return_pct": 75.12 + }, + { + "date": "2024-04-24", + "equity": 17536.61, + "return_pct": 75.37 + }, + { + "date": "2024-04-25", + "equity": 17470.1, + "return_pct": 74.7 + }, + { + "date": "2024-04-26", + "equity": 17792.77, + "return_pct": 77.93 + }, + { + "date": "2024-04-29", + "equity": 17965.24, + "return_pct": 79.65 + }, + { + "date": "2024-04-30", + "equity": 17899.9, + "return_pct": 79.0 + }, + { + "date": "2024-05-01", + "equity": 17780.62, + "return_pct": 77.81 + }, + { + "date": "2024-05-02", + "equity": 17845.01, + "return_pct": 78.45 + }, + { + "date": "2024-05-03", + "equity": 17939.65, + "return_pct": 79.4 + }, + { + "date": "2024-05-06", + "equity": 18097.64, + "return_pct": 80.98 + }, + { + "date": "2024-05-07", + "equity": 18113.88, + "return_pct": 81.14 + }, + { + "date": "2024-05-08", + "equity": 18006.97, + "return_pct": 80.07 + }, + { + "date": "2024-05-09", + "equity": 18352.96, + "return_pct": 83.53 + }, + { + "date": "2024-05-10", + "equity": 18404.65, + "return_pct": 84.05 + }, + { + "date": "2024-05-13", + "equity": 18269.19, + "return_pct": 82.69 + }, + { + "date": "2024-05-14", + "equity": 18364.22, + "return_pct": 83.64 + }, + { + "date": "2024-05-15", + "equity": 18690.72, + "return_pct": 86.91 + }, + { + "date": "2024-05-16", + "equity": 18515.56, + "return_pct": 85.16 + }, + { + "date": "2024-05-17", + "equity": 18602.71, + "return_pct": 86.03 + }, + { + "date": "2024-05-20", + "equity": 18677.38, + "return_pct": 86.77 + }, + { + "date": "2024-05-21", + "equity": 18683.26, + "return_pct": 86.83 + }, + { + "date": "2024-05-22", + "equity": 18255.54, + "return_pct": 82.56 + }, + { + "date": "2024-05-23", + "equity": 18008.24, + "return_pct": 80.08 + }, + { + "date": "2024-05-24", + "equity": 18203.56, + "return_pct": 82.04 + }, + { + "date": "2024-05-28", + "equity": 18284.38, + "return_pct": 82.84 + }, + { + "date": "2024-05-29", + "equity": 18190.38, + "return_pct": 81.9 + }, + { + "date": "2024-05-30", + "equity": 17767.54, + "return_pct": 77.68 + }, + { + "date": "2024-05-31", + "equity": 17535.99, + "return_pct": 75.36 + }, + { + "date": "2024-06-03", + "equity": 17550.07, + "return_pct": 75.5 + }, + { + "date": "2024-06-04", + "equity": 17499.45, + "return_pct": 74.99 + }, + { + "date": "2024-06-05", + "equity": 17567.06, + "return_pct": 75.67 + }, + { + "date": "2024-06-06", + "equity": 17552.41, + "return_pct": 75.52 + }, + { + "date": "2024-06-07", + "equity": 17506.44, + "return_pct": 75.06 + }, + { + "date": "2024-06-10", + "equity": 17559.56, + "return_pct": 75.6 + }, + { + "date": "2024-06-11", + "equity": 17547.76, + "return_pct": 75.48 + }, + { + "date": "2024-06-12", + "equity": 17821.6, + "return_pct": 78.22 + }, + { + "date": "2024-06-13", + "equity": 17549.24, + "return_pct": 75.49 + }, + { + "date": "2024-06-14", + "equity": 17439.59, + "return_pct": 74.4 + }, + { + "date": "2024-06-17", + "equity": 17367.11, + "return_pct": 73.67 + }, + { + "date": "2024-06-18", + "equity": 17355.71, + "return_pct": 73.56 + }, + { + "date": "2024-06-20", + "equity": 17266.95, + "return_pct": 72.67 + }, + { + "date": "2024-06-21", + "equity": 17187.75, + "return_pct": 71.88 + }, + { + "date": "2024-06-24", + "equity": 17092.46, + "return_pct": 70.92 + }, + { + "date": "2024-06-25", + "equity": 17211.84, + "return_pct": 72.12 + }, + { + "date": "2024-06-26", + "equity": 17154.48, + "return_pct": 71.54 + }, + { + "date": "2024-06-27", + "equity": 17154.74, + "return_pct": 71.55 + }, + { + "date": "2024-06-28", + "equity": 17304.63, + "return_pct": 73.05 + }, + { + "date": "2024-07-01", + "equity": 17253.53, + "return_pct": 72.54 + }, + { + "date": "2024-07-02", + "equity": 17259.04, + "return_pct": 72.59 + }, + { + "date": "2024-07-03", + "equity": 17501.24, + "return_pct": 75.01 + }, + { + "date": "2024-07-05", + "equity": 17354.19, + "return_pct": 73.54 + }, + { + "date": "2024-07-08", + "equity": 17247.68, + "return_pct": 72.48 + }, + { + "date": "2024-07-09", + "equity": 17262.54, + "return_pct": 72.63 + }, + { + "date": "2024-07-10", + "equity": 17225.63, + "return_pct": 72.26 + }, + { + "date": "2024-07-11", + "equity": 17382.33, + "return_pct": 73.82 + }, + { + "date": "2024-07-12", + "equity": 17438.92, + "return_pct": 74.39 + }, + { + "date": "2024-07-15", + "equity": 17853.94, + "return_pct": 78.54 + }, + { + "date": "2024-07-16", + "equity": 17906.15, + "return_pct": 79.06 + }, + { + "date": "2024-07-17", + "equity": 17373.14, + "return_pct": 73.73 + }, + { + "date": "2024-07-18", + "equity": 17073.3, + "return_pct": 70.73 + }, + { + "date": "2024-07-19", + "equity": 17261.73, + "return_pct": 72.62 + }, + { + "date": "2024-07-22", + "equity": 17326.45, + "return_pct": 73.26 + }, + { + "date": "2024-07-23", + "equity": 17092.77, + "return_pct": 70.93 + }, + { + "date": "2024-07-24", + "equity": 16800.65, + "return_pct": 68.01 + }, + { + "date": "2024-07-25", + "equity": 16679.22, + "return_pct": 66.79 + }, + { + "date": "2024-07-26", + "equity": 16693.95, + "return_pct": 66.94 + }, + { + "date": "2024-07-29", + "equity": 16666.77, + "return_pct": 66.67 + }, + { + "date": "2024-07-30", + "equity": 16719.35, + "return_pct": 67.19 + }, + { + "date": "2024-07-31", + "equity": 16826.02, + "return_pct": 68.26 + }, + { + "date": "2024-08-01", + "equity": 16677.75, + "return_pct": 66.78 + }, + { + "date": "2024-08-02", + "equity": 16316.5, + "return_pct": 63.17 + }, + { + "date": "2024-08-05", + "equity": 16092.14, + "return_pct": 60.92 + }, + { + "date": "2024-08-06", + "equity": 16141.25, + "return_pct": 61.41 + }, + { + "date": "2024-08-07", + "equity": 16148.55, + "return_pct": 61.49 + }, + { + "date": "2024-08-08", + "equity": 16228.83, + "return_pct": 62.29 + }, + { + "date": "2024-08-09", + "equity": 16212.01, + "return_pct": 62.12 + }, + { + "date": "2024-08-12", + "equity": 16208.6, + "return_pct": 62.09 + }, + { + "date": "2024-08-13", + "equity": 16210.86, + "return_pct": 62.11 + }, + { + "date": "2024-08-14", + "equity": 16198.18, + "return_pct": 61.98 + }, + { + "date": "2024-08-15", + "equity": 16227.8, + "return_pct": 62.28 + }, + { + "date": "2024-08-16", + "equity": 16222.15, + "return_pct": 62.22 + }, + { + "date": "2024-08-19", + "equity": 16403.7, + "return_pct": 64.04 + }, + { + "date": "2024-08-20", + "equity": 16582.15, + "return_pct": 65.82 + }, + { + "date": "2024-08-21", + "equity": 16541.74, + "return_pct": 65.42 + }, + { + "date": "2024-08-22", + "equity": 16430.68, + "return_pct": 64.31 + }, + { + "date": "2024-08-23", + "equity": 16598.21, + "return_pct": 65.98 + }, + { + "date": "2024-08-26", + "equity": 16438.17, + "return_pct": 64.38 + }, + { + "date": "2024-08-27", + "equity": 16510.9, + "return_pct": 65.11 + }, + { + "date": "2024-08-28", + "equity": 16528.07, + "return_pct": 65.28 + }, + { + "date": "2024-08-29", + "equity": 16566.38, + "return_pct": 65.66 + }, + { + "date": "2024-08-30", + "equity": 16754.04, + "return_pct": 67.54 + }, + { + "date": "2024-09-03", + "equity": 16524.57, + "return_pct": 65.25 + }, + { + "date": "2024-09-04", + "equity": 16421.93, + "return_pct": 64.22 + }, + { + "date": "2024-09-05", + "equity": 16359.94, + "return_pct": 63.6 + }, + { + "date": "2024-09-06", + "equity": 16030.88, + "return_pct": 60.31 + }, + { + "date": "2024-09-09", + "equity": 16211.4, + "return_pct": 62.11 + }, + { + "date": "2024-09-10", + "equity": 16142.63, + "return_pct": 61.43 + }, + { + "date": "2024-09-11", + "equity": 16153.51, + "return_pct": 61.54 + }, + { + "date": "2024-09-12", + "equity": 16302.6, + "return_pct": 63.03 + }, + { + "date": "2024-09-13", + "equity": 16435.92, + "return_pct": 64.36 + }, + { + "date": "2024-09-16", + "equity": 16603.98, + "return_pct": 66.04 + }, + { + "date": "2024-09-17", + "equity": 16693.37, + "return_pct": 66.93 + }, + { + "date": "2024-09-18", + "equity": 16606.68, + "return_pct": 66.07 + }, + { + "date": "2024-09-19", + "equity": 16860.19, + "return_pct": 68.6 + }, + { + "date": "2024-09-20", + "equity": 17603.02, + "return_pct": 76.03 + }, + { + "date": "2024-09-23", + "equity": 17763.8, + "return_pct": 77.64 + }, + { + "date": "2024-09-24", + "equity": 17845.46, + "return_pct": 78.45 + }, + { + "date": "2024-09-25", + "equity": 18133.35, + "return_pct": 81.33 + }, + { + "date": "2024-09-26", + "equity": 18029.53, + "return_pct": 80.3 + }, + { + "date": "2024-09-27", + "equity": 18269.27, + "return_pct": 82.69 + }, + { + "date": "2024-09-30", + "equity": 18236.43, + "return_pct": 82.36 + }, + { + "date": "2024-10-01", + "equity": 18216.11, + "return_pct": 82.16 + }, + { + "date": "2024-10-02", + "equity": 18528.07, + "return_pct": 85.28 + }, + { + "date": "2024-10-03", + "equity": 18715.81, + "return_pct": 87.16 + }, + { + "date": "2024-10-04", + "equity": 19176.18, + "return_pct": 91.76 + }, + { + "date": "2024-10-07", + "equity": 18927.97, + "return_pct": 89.28 + }, + { + "date": "2024-10-08", + "equity": 19108.27, + "return_pct": 91.08 + }, + { + "date": "2024-10-09", + "equity": 18884.81, + "return_pct": 88.85 + }, + { + "date": "2024-10-10", + "equity": 18822.1, + "return_pct": 88.22 + }, + { + "date": "2024-10-11", + "equity": 19022.2, + "return_pct": 90.22 + }, + { + "date": "2024-10-14", + "equity": 19123.93, + "return_pct": 91.24 + }, + { + "date": "2024-10-15", + "equity": 18907.29, + "return_pct": 89.07 + }, + { + "date": "2024-10-16", + "equity": 19046.12, + "return_pct": 90.46 + }, + { + "date": "2024-10-17", + "equity": 19088.38, + "return_pct": 90.88 + }, + { + "date": "2024-10-18", + "equity": 19246.7, + "return_pct": 92.47 + }, + { + "date": "2024-10-21", + "equity": 19395.99, + "return_pct": 93.96 + }, + { + "date": "2024-10-22", + "equity": 19827.51, + "return_pct": 98.28 + }, + { + "date": "2024-10-23", + "equity": 19430.0, + "return_pct": 94.3 + }, + { + "date": "2024-10-24", + "equity": 19567.39, + "return_pct": 95.67 + }, + { + "date": "2024-10-25", + "equity": 19788.89, + "return_pct": 97.89 + }, + { + "date": "2024-10-28", + "equity": 19674.27, + "return_pct": 96.74 + }, + { + "date": "2024-10-29", + "equity": 19604.08, + "return_pct": 96.04 + }, + { + "date": "2024-10-30", + "equity": 19528.74, + "return_pct": 95.29 + }, + { + "date": "2024-10-31", + "equity": 19400.97, + "return_pct": 94.01 + }, + { + "date": "2024-11-01", + "equity": 19496.18, + "return_pct": 94.96 + }, + { + "date": "2024-11-04", + "equity": 19625.23, + "return_pct": 96.25 + }, + { + "date": "2024-11-05", + "equity": 20020.94, + "return_pct": 100.21 + }, + { + "date": "2024-11-06", + "equity": 20531.25, + "return_pct": 105.31 + }, + { + "date": "2024-11-07", + "equity": 20804.57, + "return_pct": 108.05 + }, + { + "date": "2024-11-08", + "equity": 21217.71, + "return_pct": 112.18 + }, + { + "date": "2024-11-11", + "equity": 21547.37, + "return_pct": 115.47 + }, + { + "date": "2024-11-12", + "equity": 21617.99, + "return_pct": 116.18 + }, + { + "date": "2024-11-13", + "equity": 21285.51, + "return_pct": 112.86 + }, + { + "date": "2024-11-14", + "equity": 21146.87, + "return_pct": 111.47 + }, + { + "date": "2024-11-15", + "equity": 20886.19, + "return_pct": 108.86 + }, + { + "date": "2024-11-18", + "equity": 21103.03, + "return_pct": 111.03 + }, + { + "date": "2024-11-19", + "equity": 21325.58, + "return_pct": 113.26 + }, + { + "date": "2024-11-20", + "equity": 21332.04, + "return_pct": 113.32 + }, + { + "date": "2024-11-21", + "equity": 21300.41, + "return_pct": 113.0 + }, + { + "date": "2024-11-22", + "equity": 21665.47, + "return_pct": 116.65 + }, + { + "date": "2024-11-25", + "equity": 21896.05, + "return_pct": 118.96 + }, + { + "date": "2024-11-26", + "equity": 21383.68, + "return_pct": 113.84 + }, + { + "date": "2024-11-27", + "equity": 21385.74, + "return_pct": 113.86 + }, + { + "date": "2024-11-29", + "equity": 21441.2, + "return_pct": 114.41 + }, + { + "date": "2024-12-02", + "equity": 21152.25, + "return_pct": 111.52 + }, + { + "date": "2024-12-03", + "equity": 21110.74, + "return_pct": 111.11 + }, + { + "date": "2024-12-04", + "equity": 21299.72, + "return_pct": 113.0 + }, + { + "date": "2024-12-05", + "equity": 21061.78, + "return_pct": 110.62 + }, + { + "date": "2024-12-06", + "equity": 21414.82, + "return_pct": 114.15 + }, + { + "date": "2024-12-09", + "equity": 20924.32, + "return_pct": 109.24 + }, + { + "date": "2024-12-10", + "equity": 20792.91, + "return_pct": 107.93 + }, + { + "date": "2024-12-11", + "equity": 20857.13, + "return_pct": 108.57 + }, + { + "date": "2024-12-12", + "equity": 20753.83, + "return_pct": 107.54 + }, + { + "date": "2024-12-13", + "equity": 20762.79, + "return_pct": 107.63 + }, + { + "date": "2024-12-16", + "equity": 20963.97, + "return_pct": 109.64 + }, + { + "date": "2024-12-17", + "equity": 20831.21, + "return_pct": 108.31 + }, + { + "date": "2024-12-18", + "equity": 20416.4, + "return_pct": 104.16 + }, + { + "date": "2024-12-19", + "equity": 20404.95, + "return_pct": 104.05 + }, + { + "date": "2024-12-20", + "equity": 20248.44, + "return_pct": 102.48 + }, + { + "date": "2024-12-23", + "equity": 20162.46, + "return_pct": 101.62 + }, + { + "date": "2024-12-24", + "equity": 20171.81, + "return_pct": 101.72 + }, + { + "date": "2024-12-26", + "equity": 20173.68, + "return_pct": 101.74 + }, + { + "date": "2024-12-27", + "equity": 20087.88, + "return_pct": 100.88 + }, + { + "date": "2024-12-30", + "equity": 20048.74, + "return_pct": 100.49 + }, + { + "date": "2024-12-31", + "equity": 19994.78, + "return_pct": 99.95 + }, + { + "date": "2025-01-02", + "equity": 20110.1, + "return_pct": 101.1 + }, + { + "date": "2025-01-03", + "equity": 20211.15, + "return_pct": 102.11 + }, + { + "date": "2025-01-06", + "equity": 20283.09, + "return_pct": 102.83 + }, + { + "date": "2025-01-07", + "equity": 20169.35, + "return_pct": 101.69 + }, + { + "date": "2025-01-08", + "equity": 20182.58, + "return_pct": 101.83 + }, + { + "date": "2025-01-10", + "equity": 20143.96, + "return_pct": 101.44 + }, + { + "date": "2025-01-13", + "equity": 20118.04, + "return_pct": 101.18 + }, + { + "date": "2025-01-14", + "equity": 20232.84, + "return_pct": 102.33 + }, + { + "date": "2025-01-15", + "equity": 20426.23, + "return_pct": 104.26 + }, + { + "date": "2025-01-16", + "equity": 20603.45, + "return_pct": 106.03 + }, + { + "date": "2025-01-17", + "equity": 20927.34, + "return_pct": 109.27 + }, + { + "date": "2025-01-21", + "equity": 21274.79, + "return_pct": 112.75 + }, + { + "date": "2025-01-22", + "equity": 21265.26, + "return_pct": 112.65 + }, + { + "date": "2025-01-23", + "equity": 21056.77, + "return_pct": 110.57 + }, + { + "date": "2025-01-24", + "equity": 20858.84, + "return_pct": 108.59 + }, + { + "date": "2025-01-27", + "equity": 20653.42, + "return_pct": 106.53 + }, + { + "date": "2025-01-28", + "equity": 20471.35, + "return_pct": 104.71 + }, + { + "date": "2025-01-29", + "equity": 20441.48, + "return_pct": 104.41 + }, + { + "date": "2025-01-30", + "equity": 20711.51, + "return_pct": 107.12 + }, + { + "date": "2025-01-31", + "equity": 20629.35, + "return_pct": 106.29 + }, + { + "date": "2025-02-03", + "equity": 20726.5, + "return_pct": 107.26 + }, + { + "date": "2025-02-04", + "equity": 20808.17, + "return_pct": 108.08 + }, + { + "date": "2025-02-05", + "equity": 21170.17, + "return_pct": 111.7 + }, + { + "date": "2025-02-06", + "equity": 21276.22, + "return_pct": 112.76 + }, + { + "date": "2025-02-07", + "equity": 21389.1, + "return_pct": 113.89 + }, + { + "date": "2025-02-10", + "equity": 21419.68, + "return_pct": 114.2 + }, + { + "date": "2025-02-11", + "equity": 21279.32, + "return_pct": 112.79 + }, + { + "date": "2025-02-12", + "equity": 21590.0, + "return_pct": 115.9 + }, + { + "date": "2025-02-13", + "equity": 21851.24, + "return_pct": 118.51 + }, + { + "date": "2025-02-14", + "equity": 22281.4, + "return_pct": 122.81 + }, + { + "date": "2025-02-18", + "equity": 22397.53, + "return_pct": 123.98 + }, + { + "date": "2025-02-19", + "equity": 22388.63, + "return_pct": 123.89 + }, + { + "date": "2025-02-20", + "equity": 21913.32, + "return_pct": 119.13 + }, + { + "date": "2025-02-21", + "equity": 21827.69, + "return_pct": 118.28 + }, + { + "date": "2025-02-24", + "equity": 21732.76, + "return_pct": 117.33 + }, + { + "date": "2025-02-25", + "equity": 21616.94, + "return_pct": 116.17 + }, + { + "date": "2025-02-26", + "equity": 21583.96, + "return_pct": 115.84 + }, + { + "date": "2025-02-27", + "equity": 21524.39, + "return_pct": 115.24 + }, + { + "date": "2025-02-28", + "equity": 21722.56, + "return_pct": 117.23 + }, + { + "date": "2025-03-03", + "equity": 21722.58, + "return_pct": 117.23 + }, + { + "date": "2025-03-04", + "equity": 21374.49, + "return_pct": 113.74 + }, + { + "date": "2025-03-05", + "equity": 21356.56, + "return_pct": 113.57 + }, + { + "date": "2025-03-06", + "equity": 21356.56, + "return_pct": 113.57 + }, + { + "date": "2025-03-07", + "equity": 21343.75, + "return_pct": 113.44 + }, + { + "date": "2025-03-10", + "equity": 21185.81, + "return_pct": 111.86 + }, + { + "date": "2025-03-11", + "equity": 20990.65, + "return_pct": 109.91 + }, + { + "date": "2025-03-12", + "equity": 21011.1, + "return_pct": 110.11 + }, + { + "date": "2025-03-13", + "equity": 21207.77, + "return_pct": 112.08 + }, + { + "date": "2025-03-14", + "equity": 21260.96, + "return_pct": 112.61 + }, + { + "date": "2025-03-17", + "equity": 21493.88, + "return_pct": 114.94 + }, + { + "date": "2025-03-18", + "equity": 21479.74, + "return_pct": 114.8 + }, + { + "date": "2025-03-19", + "equity": 21549.05, + "return_pct": 115.49 + }, + { + "date": "2025-03-20", + "equity": 21559.62, + "return_pct": 115.6 + }, + { + "date": "2025-03-21", + "equity": 21493.22, + "return_pct": 114.93 + }, + { + "date": "2025-03-24", + "equity": 21700.06, + "return_pct": 117.0 + }, + { + "date": "2025-03-25", + "equity": 21829.29, + "return_pct": 118.29 + }, + { + "date": "2025-03-26", + "equity": 21643.89, + "return_pct": 116.44 + }, + { + "date": "2025-03-27", + "equity": 21653.13, + "return_pct": 116.53 + }, + { + "date": "2025-03-28", + "equity": 21474.91, + "return_pct": 114.75 + }, + { + "date": "2025-03-31", + "equity": 21454.89, + "return_pct": 114.55 + }, + { + "date": "2025-04-01", + "equity": 21485.39, + "return_pct": 114.85 + }, + { + "date": "2025-04-02", + "equity": 21568.5, + "return_pct": 115.68 + }, + { + "date": "2025-04-03", + "equity": 21273.75, + "return_pct": 112.74 + }, + { + "date": "2025-04-04", + "equity": 20645.41, + "return_pct": 106.45 + }, + { + "date": "2025-04-07", + "equity": 20645.41, + "return_pct": 106.45 + }, + { + "date": "2025-04-08", + "equity": 20645.41, + "return_pct": 106.45 + }, + { + "date": "2025-04-09", + "equity": 20645.41, + "return_pct": 106.45 + }, + { + "date": "2025-04-10", + "equity": 20645.41, + "return_pct": 106.45 + }, + { + "date": "2025-04-11", + "equity": 20636.01, + "return_pct": 106.36 + }, + { + "date": "2025-04-14", + "equity": 20753.69, + "return_pct": 107.54 + }, + { + "date": "2025-04-15", + "equity": 20796.78, + "return_pct": 107.97 + }, + { + "date": "2025-04-16", + "equity": 20397.17, + "return_pct": 103.97 + }, + { + "date": "2025-04-17", + "equity": 20440.21, + "return_pct": 104.4 + }, + { + "date": "2025-04-21", + "equity": 20242.08, + "return_pct": 102.42 + }, + { + "date": "2025-04-22", + "equity": 20492.59, + "return_pct": 104.93 + }, + { + "date": "2025-04-23", + "equity": 20639.47, + "return_pct": 106.39 + }, + { + "date": "2025-04-24", + "equity": 20815.58, + "return_pct": 108.16 + }, + { + "date": "2025-04-25", + "equity": 20852.69, + "return_pct": 108.53 + }, + { + "date": "2025-04-28", + "equity": 20865.39, + "return_pct": 108.65 + }, + { + "date": "2025-04-29", + "equity": 21004.03, + "return_pct": 110.04 + }, + { + "date": "2025-04-30", + "equity": 21019.39, + "return_pct": 110.19 + }, + { + "date": "2025-05-01", + "equity": 21213.9, + "return_pct": 112.14 + }, + { + "date": "2025-05-02", + "equity": 21754.32, + "return_pct": 117.54 + }, + { + "date": "2025-05-05", + "equity": 21885.54, + "return_pct": 118.86 + }, + { + "date": "2025-05-06", + "equity": 21730.71, + "return_pct": 117.31 + }, + { + "date": "2025-05-07", + "equity": 21912.08, + "return_pct": 119.12 + }, + { + "date": "2025-05-08", + "equity": 22684.24, + "return_pct": 126.84 + }, + { + "date": "2025-05-09", + "equity": 22496.85, + "return_pct": 124.97 + }, + { + "date": "2025-05-12", + "equity": 23275.54, + "return_pct": 132.76 + }, + { + "date": "2025-05-13", + "equity": 23752.45, + "return_pct": 137.52 + }, + { + "date": "2025-05-14", + "equity": 23968.95, + "return_pct": 139.69 + }, + { + "date": "2025-05-15", + "equity": 23870.5, + "return_pct": 138.71 + }, + { + "date": "2025-05-16", + "equity": 23970.24, + "return_pct": 139.7 + }, + { + "date": "2025-05-19", + "equity": 24082.48, + "return_pct": 140.82 + }, + { + "date": "2025-05-20", + "equity": 23656.85, + "return_pct": 136.57 + }, + { + "date": "2025-05-21", + "equity": 23249.08, + "return_pct": 132.49 + }, + { + "date": "2025-05-22", + "equity": 23226.04, + "return_pct": 132.26 + }, + { + "date": "2025-05-23", + "equity": 23204.88, + "return_pct": 132.05 + }, + { + "date": "2025-05-27", + "equity": 23870.52, + "return_pct": 138.71 + }, + { + "date": "2025-05-28", + "equity": 23800.96, + "return_pct": 138.01 + }, + { + "date": "2025-05-29", + "equity": 23376.5, + "return_pct": 133.77 + }, + { + "date": "2025-05-30", + "equity": 23536.59, + "return_pct": 135.37 + }, + { + "date": "2025-06-02", + "equity": 23861.67, + "return_pct": 138.62 + }, + { + "date": "2025-06-03", + "equity": 24188.94, + "return_pct": 141.89 + }, + { + "date": "2025-06-04", + "equity": 24372.77, + "return_pct": 143.73 + }, + { + "date": "2025-06-05", + "equity": 24119.71, + "return_pct": 141.2 + }, + { + "date": "2025-06-06", + "equity": 24343.21, + "return_pct": 143.43 + }, + { + "date": "2025-06-09", + "equity": 23788.53, + "return_pct": 137.89 + }, + { + "date": "2025-06-10", + "equity": 23663.7, + "return_pct": 136.64 + }, + { + "date": "2025-06-11", + "equity": 23865.59, + "return_pct": 138.66 + }, + { + "date": "2025-06-12", + "equity": 23815.76, + "return_pct": 138.16 + }, + { + "date": "2025-06-13", + "equity": 23240.65, + "return_pct": 132.41 + }, + { + "date": "2025-06-16", + "equity": 23744.39, + "return_pct": 137.44 + }, + { + "date": "2025-06-17", + "equity": 23559.81, + "return_pct": 135.6 + }, + { + "date": "2025-06-18", + "equity": 23912.34, + "return_pct": 139.12 + }, + { + "date": "2025-06-20", + "equity": 24040.47, + "return_pct": 140.4 + }, + { + "date": "2025-06-23", + "equity": 24135.18, + "return_pct": 141.35 + }, + { + "date": "2025-06-24", + "equity": 24738.91, + "return_pct": 147.39 + }, + { + "date": "2025-06-25", + "equity": 24582.4, + "return_pct": 145.82 + }, + { + "date": "2025-06-26", + "equity": 25018.72, + "return_pct": 150.19 + }, + { + "date": "2025-06-27", + "equity": 25252.88, + "return_pct": 152.53 + }, + { + "date": "2025-06-30", + "equity": 25962.39, + "return_pct": 159.62 + }, + { + "date": "2025-07-01", + "equity": 25165.15, + "return_pct": 151.65 + }, + { + "date": "2025-07-02", + "equity": 25691.9, + "return_pct": 156.92 + }, + { + "date": "2025-07-03", + "equity": 25989.86, + "return_pct": 159.9 + }, + { + "date": "2025-07-07", + "equity": 26048.63, + "return_pct": 160.49 + }, + { + "date": "2025-07-08", + "equity": 25719.4, + "return_pct": 157.19 + }, + { + "date": "2025-07-09", + "equity": 26337.57, + "return_pct": 163.38 + }, + { + "date": "2025-07-10", + "equity": 26494.67, + "return_pct": 164.95 + }, + { + "date": "2025-07-11", + "equity": 26504.19, + "return_pct": 165.04 + }, + { + "date": "2025-07-14", + "equity": 27011.26, + "return_pct": 170.11 + }, + { + "date": "2025-07-15", + "equity": 27045.98, + "return_pct": 170.46 + }, + { + "date": "2025-07-16", + "equity": 27348.86, + "return_pct": 173.49 + }, + { + "date": "2025-07-17", + "equity": 27722.48, + "return_pct": 177.22 + }, + { + "date": "2025-07-18", + "equity": 27718.26, + "return_pct": 177.18 + }, + { + "date": "2025-07-21", + "equity": 27925.45, + "return_pct": 179.25 + }, + { + "date": "2025-07-22", + "equity": 27499.77, + "return_pct": 175.0 + }, + { + "date": "2025-07-23", + "equity": 27880.28, + "return_pct": 178.8 + }, + { + "date": "2025-07-24", + "equity": 27999.51, + "return_pct": 180.0 + }, + { + "date": "2025-07-25", + "equity": 28524.75, + "return_pct": 185.25 + }, + { + "date": "2025-07-28", + "equity": 28495.38, + "return_pct": 184.95 + }, + { + "date": "2025-07-29", + "equity": 28407.71, + "return_pct": 184.08 + }, + { + "date": "2025-07-30", + "equity": 28261.68, + "return_pct": 182.62 + }, + { + "date": "2025-07-31", + "equity": 28158.5, + "return_pct": 181.58 + }, + { + "date": "2025-08-01", + "equity": 27633.11, + "return_pct": 176.33 + }, + { + "date": "2025-08-04", + "equity": 28067.57, + "return_pct": 180.68 + }, + { + "date": "2025-08-05", + "equity": 29098.33, + "return_pct": 190.98 + }, + { + "date": "2025-08-06", + "equity": 29245.22, + "return_pct": 192.45 + }, + { + "date": "2025-08-07", + "equity": 29434.87, + "return_pct": 194.35 + }, + { + "date": "2025-08-08", + "equity": 29373.68, + "return_pct": 193.74 + }, + { + "date": "2025-08-11", + "equity": 29204.56, + "return_pct": 192.05 + }, + { + "date": "2025-08-12", + "equity": 29002.49, + "return_pct": 190.02 + }, + { + "date": "2025-08-13", + "equity": 28719.17, + "return_pct": 187.19 + }, + { + "date": "2025-08-14", + "equity": 28458.25, + "return_pct": 184.58 + }, + { + "date": "2025-08-15", + "equity": 28409.83, + "return_pct": 184.1 + }, + { + "date": "2025-08-18", + "equity": 28393.89, + "return_pct": 183.94 + }, + { + "date": "2025-08-19", + "equity": 27851.12, + "return_pct": 178.51 + }, + { + "date": "2025-08-20", + "equity": 27806.28, + "return_pct": 178.06 + }, + { + "date": "2025-08-21", + "equity": 27876.91, + "return_pct": 178.77 + }, + { + "date": "2025-08-22", + "equity": 28592.99, + "return_pct": 185.93 + }, + { + "date": "2025-08-25", + "equity": 28775.02, + "return_pct": 187.75 + }, + { + "date": "2025-08-26", + "equity": 28997.1, + "return_pct": 189.97 + }, + { + "date": "2025-08-27", + "equity": 29313.62, + "return_pct": 193.14 + }, + { + "date": "2025-08-28", + "equity": 29637.71, + "return_pct": 196.38 + }, + { + "date": "2025-08-29", + "equity": 29395.45, + "return_pct": 193.95 + }, + { + "date": "2025-09-02", + "equity": 29381.04, + "return_pct": 193.81 + }, + { + "date": "2025-09-03", + "equity": 29346.92, + "return_pct": 193.47 + }, + { + "date": "2025-09-04", + "equity": 29113.7, + "return_pct": 191.14 + }, + { + "date": "2025-09-05", + "equity": 29246.0, + "return_pct": 192.46 + }, + { + "date": "2025-09-08", + "equity": 29403.27, + "return_pct": 194.03 + }, + { + "date": "2025-09-09", + "equity": 29205.49, + "return_pct": 192.05 + }, + { + "date": "2025-09-10", + "equity": 29476.99, + "return_pct": 194.77 + }, + { + "date": "2025-09-11", + "equity": 31009.69, + "return_pct": 210.1 + }, + { + "date": "2025-09-12", + "equity": 31927.11, + "return_pct": 219.27 + }, + { + "date": "2025-09-15", + "equity": 32361.45, + "return_pct": 223.61 + }, + { + "date": "2025-09-16", + "equity": 32042.89, + "return_pct": 220.43 + }, + { + "date": "2025-09-17", + "equity": 32130.09, + "return_pct": 221.3 + }, + { + "date": "2025-09-18", + "equity": 32875.19, + "return_pct": 228.75 + }, + { + "date": "2025-09-19", + "equity": 33278.45, + "return_pct": 232.78 + }, + { + "date": "2025-09-22", + "equity": 33104.48, + "return_pct": 231.04 + }, + { + "date": "2025-09-23", + "equity": 32860.28, + "return_pct": 228.6 + }, + { + "date": "2025-09-24", + "equity": 32934.57, + "return_pct": 229.35 + }, + { + "date": "2025-09-25", + "equity": 32279.08, + "return_pct": 222.79 + }, + { + "date": "2025-09-26", + "equity": 32668.3, + "return_pct": 226.68 + }, + { + "date": "2025-09-29", + "equity": 32960.43, + "return_pct": 229.6 + }, + { + "date": "2025-09-30", + "equity": 33231.84, + "return_pct": 232.32 + }, + { + "date": "2025-10-01", + "equity": 34149.28, + "return_pct": 241.49 + }, + { + "date": "2025-10-02", + "equity": 34150.42, + "return_pct": 241.5 + }, + { + "date": "2025-10-03", + "equity": 34015.02, + "return_pct": 240.15 + }, + { + "date": "2025-10-06", + "equity": 34780.49, + "return_pct": 247.8 + }, + { + "date": "2025-10-07", + "equity": 34411.01, + "return_pct": 244.11 + }, + { + "date": "2025-10-08", + "equity": 34861.2, + "return_pct": 248.61 + }, + { + "date": "2025-10-09", + "equity": 34544.69, + "return_pct": 245.45 + }, + { + "date": "2025-10-10", + "equity": 33241.75, + "return_pct": 232.42 + }, + { + "date": "2025-10-13", + "equity": 33732.88, + "return_pct": 237.33 + }, + { + "date": "2025-10-14", + "equity": 33164.52, + "return_pct": 231.65 + }, + { + "date": "2025-10-15", + "equity": 33440.78, + "return_pct": 234.41 + }, + { + "date": "2025-10-16", + "equity": 33293.93, + "return_pct": 232.94 + }, + { + "date": "2025-10-17", + "equity": 33515.3, + "return_pct": 235.15 + }, + { + "date": "2025-10-20", + "equity": 33464.07, + "return_pct": 234.64 + }, + { + "date": "2025-10-21", + "equity": 33330.57, + "return_pct": 233.31 + }, + { + "date": "2025-10-22", + "equity": 33001.0, + "return_pct": 230.01 + }, + { + "date": "2025-10-23", + "equity": 32890.07, + "return_pct": 228.9 + }, + { + "date": "2025-10-24", + "equity": 32790.87, + "return_pct": 227.91 + }, + { + "date": "2025-10-27", + "equity": 33273.58, + "return_pct": 232.74 + }, + { + "date": "2025-10-28", + "equity": 33012.64, + "return_pct": 230.13 + }, + { + "date": "2025-10-29", + "equity": 32915.09, + "return_pct": 229.15 + }, + { + "date": "2025-10-30", + "equity": 33068.65, + "return_pct": 230.69 + }, + { + "date": "2025-10-31", + "equity": 34038.55, + "return_pct": 240.39 + }, + { + "date": "2025-11-03", + "equity": 33866.12, + "return_pct": 238.66 + }, + { + "date": "2025-11-04", + "equity": 34165.66, + "return_pct": 241.66 + }, + { + "date": "2025-11-05", + "equity": 34681.04, + "return_pct": 246.81 + }, + { + "date": "2025-11-06", + "equity": 34359.52, + "return_pct": 243.6 + }, + { + "date": "2025-11-07", + "equity": 34787.1, + "return_pct": 247.87 + }, + { + "date": "2025-11-10", + "equity": 35027.43, + "return_pct": 250.27 + }, + { + "date": "2025-11-11", + "equity": 34312.82, + "return_pct": 243.13 + }, + { + "date": "2025-11-12", + "equity": 34201.2, + "return_pct": 242.01 + }, + { + "date": "2025-11-13", + "equity": 33402.08, + "return_pct": 234.02 + }, + { + "date": "2025-11-14", + "equity": 33548.51, + "return_pct": 235.49 + }, + { + "date": "2025-11-17", + "equity": 33338.11, + "return_pct": 233.38 + }, + { + "date": "2025-11-18", + "equity": 33425.61, + "return_pct": 234.26 + }, + { + "date": "2025-11-19", + "equity": 32961.9, + "return_pct": 229.62 + }, + { + "date": "2025-11-20", + "equity": 32721.52, + "return_pct": 227.22 + }, + { + "date": "2025-11-21", + "equity": 32930.22, + "return_pct": 229.3 + }, + { + "date": "2025-11-24", + "equity": 32749.08, + "return_pct": 227.49 + }, + { + "date": "2025-11-25", + "equity": 33132.28, + "return_pct": 231.32 + }, + { + "date": "2025-11-26", + "equity": 33632.14, + "return_pct": 236.32 + }, + { + "date": "2025-11-28", + "equity": 33732.22, + "return_pct": 237.32 + }, + { + "date": "2025-12-01", + "equity": 33620.51, + "return_pct": 236.21 + }, + { + "date": "2025-12-02", + "equity": 33623.34, + "return_pct": 236.23 + }, + { + "date": "2025-12-03", + "equity": 33650.44, + "return_pct": 236.5 + }, + { + "date": "2025-12-04", + "equity": 34808.76, + "return_pct": 248.09 + }, + { + "date": "2025-12-05", + "equity": 36068.97, + "return_pct": 260.69 + }, + { + "date": "2025-12-08", + "equity": 35663.44, + "return_pct": 256.63 + }, + { + "date": "2025-12-09", + "equity": 35785.84, + "return_pct": 257.86 + }, + { + "date": "2025-12-10", + "equity": 36250.65, + "return_pct": 262.51 + }, + { + "date": "2025-12-11", + "equity": 37002.38, + "return_pct": 270.02 + }, + { + "date": "2025-12-12", + "equity": 36552.33, + "return_pct": 265.52 + }, + { + "date": "2025-12-15", + "equity": 36503.29, + "return_pct": 265.03 + }, + { + "date": "2025-12-16", + "equity": 36662.72, + "return_pct": 266.63 + }, + { + "date": "2025-12-17", + "equity": 36226.74, + "return_pct": 262.27 + }, + { + "date": "2025-12-18", + "equity": 36255.27, + "return_pct": 262.55 + }, + { + "date": "2025-12-19", + "equity": 36514.28, + "return_pct": 265.14 + }, + { + "date": "2025-12-22", + "equity": 36709.52, + "return_pct": 267.1 + }, + { + "date": "2025-12-23", + "equity": 36057.79, + "return_pct": 260.58 + }, + { + "date": "2025-12-24", + "equity": 36443.92, + "return_pct": 264.44 + }, + { + "date": "2025-12-26", + "equity": 36653.46, + "return_pct": 266.53 + }, + { + "date": "2025-12-29", + "equity": 36398.27, + "return_pct": 263.98 + }, + { + "date": "2025-12-30", + "equity": 36099.02, + "return_pct": 260.99 + }, + { + "date": "2025-12-31", + "equity": 35684.99, + "return_pct": 256.85 + }, + { + "date": "2026-01-02", + "equity": 36520.98, + "return_pct": 265.21 + }, + { + "date": "2026-01-05", + "equity": 36731.98, + "return_pct": 267.32 + }, + { + "date": "2026-01-06", + "equity": 37691.83, + "return_pct": 276.92 + }, + { + "date": "2026-01-07", + "equity": 37263.69, + "return_pct": 272.64 + }, + { + "date": "2026-01-08", + "equity": 37425.84, + "return_pct": 274.26 + }, + { + "date": "2026-01-09", + "equity": 37274.55, + "return_pct": 272.75 + }, + { + "date": "2026-01-12", + "equity": 38233.81, + "return_pct": 282.34 + }, + { + "date": "2026-01-13", + "equity": 38726.75, + "return_pct": 287.27 + }, + { + "date": "2026-01-14", + "equity": 38632.98, + "return_pct": 286.33 + }, + { + "date": "2026-01-15", + "equity": 39053.9, + "return_pct": 290.54 + }, + { + "date": "2026-01-16", + "equity": 38436.2, + "return_pct": 284.36 + }, + { + "date": "2026-01-20", + "equity": 38521.58, + "return_pct": 285.22 + }, + { + "date": "2026-01-21", + "equity": 39536.44, + "return_pct": 295.36 + }, + { + "date": "2026-01-22", + "equity": 40144.77, + "return_pct": 301.45 + }, + { + "date": "2026-01-23", + "equity": 40462.92, + "return_pct": 304.63 + }, + { + "date": "2026-01-26", + "equity": 40563.04, + "return_pct": 305.63 + }, + { + "date": "2026-01-27", + "equity": 39923.46, + "return_pct": 299.23 + }, + { + "date": "2026-01-28", + "equity": 39646.7, + "return_pct": 296.47 + }, + { + "date": "2026-01-29", + "equity": 39432.34, + "return_pct": 294.32 + }, + { + "date": "2026-01-30", + "equity": 38107.75, + "return_pct": 281.08 + }, + { + "date": "2026-02-02", + "equity": 38947.0, + "return_pct": 289.47 + }, + { + "date": "2026-02-03", + "equity": 39738.74, + "return_pct": 297.39 + }, + { + "date": "2026-02-04", + "equity": 38946.23, + "return_pct": 289.46 + }, + { + "date": "2026-02-05", + "equity": 38597.83, + "return_pct": 285.98 + }, + { + "date": "2026-02-06", + "equity": 39439.16, + "return_pct": 294.39 + }, + { + "date": "2026-02-09", + "equity": 39348.22, + "return_pct": 293.48 + }, + { + "date": "2026-02-10", + "equity": 39662.93, + "return_pct": 296.63 + }, + { + "date": "2026-02-11", + "equity": 40338.77, + "return_pct": 303.39 + }, + { + "date": "2026-02-12", + "equity": 40002.86, + "return_pct": 300.03 + }, + { + "date": "2026-02-13", + "equity": 40522.31, + "return_pct": 305.22 + }, + { + "date": "2026-02-17", + "equity": 40331.79, + "return_pct": 303.32 + }, + { + "date": "2026-02-18", + "equity": 40163.96, + "return_pct": 301.64 + }, + { + "date": "2026-02-19", + "equity": 40039.61, + "return_pct": 300.4 + }, + { + "date": "2026-02-20", + "equity": 40287.41, + "return_pct": 302.87 + }, + { + "date": "2026-02-23", + "equity": 39902.05, + "return_pct": 299.02 + }, + { + "date": "2026-02-24", + "equity": 40394.69, + "return_pct": 303.95 + }, + { + "date": "2026-02-25", + "equity": 40304.54, + "return_pct": 303.05 + }, + { + "date": "2026-02-26", + "equity": 39972.62, + "return_pct": 299.73 + }, + { + "date": "2026-02-27", + "equity": 40375.92, + "return_pct": 303.76 + }, + { + "date": "2026-03-02", + "equity": 38276.15, + "return_pct": 282.76 + }, + { + "date": "2026-03-03", + "equity": 38096.35, + "return_pct": 280.96 + }, + { + "date": "2026-03-04", + "equity": 38069.36, + "return_pct": 280.69 + }, + { + "date": "2026-03-05", + "equity": 37674.78, + "return_pct": 276.75 + }, + { + "date": "2026-03-06", + "equity": 37472.99, + "return_pct": 274.73 + }, + { + "date": "2026-03-09", + "equity": 37453.61, + "return_pct": 274.54 + }, + { + "date": "2026-03-10", + "equity": 37295.95, + "return_pct": 272.96 + }, + { + "date": "2026-03-11", + "equity": 37323.11, + "return_pct": 273.23 + }, + { + "date": "2026-03-12", + "equity": 37398.59, + "return_pct": 273.99 + }, + { + "date": "2026-03-13", + "equity": 37312.05, + "return_pct": 273.12 + }, + { + "date": "2026-03-16", + "equity": 37358.47, + "return_pct": 273.58 + }, + { + "date": "2026-03-17", + "equity": 37446.18, + "return_pct": 274.46 + }, + { + "date": "2026-03-18", + "equity": 37361.11, + "return_pct": 273.61 + }, + { + "date": "2026-03-19", + "equity": 37435.65, + "return_pct": 274.36 + }, + { + "date": "2026-03-20", + "equity": 37252.86, + "return_pct": 272.53 + }, + { + "date": "2026-03-23", + "equity": 37579.87, + "return_pct": 275.8 + }, + { + "date": "2026-03-24", + "equity": 37384.82, + "return_pct": 273.85 + }, + { + "date": "2026-03-25", + "equity": 37390.62, + "return_pct": 273.91 + }, + { + "date": "2026-03-26", + "equity": 37152.44, + "return_pct": 271.52 + }, + { + "date": "2026-03-27", + "equity": 37074.54, + "return_pct": 270.75 + }, + { + "date": "2026-03-30", + "equity": 36979.69, + "return_pct": 269.8 + }, + { + "date": "2026-03-31", + "equity": 37115.46, + "return_pct": 271.15 + }, + { + "date": "2026-04-01", + "equity": 37149.56, + "return_pct": 271.5 + }, + { + "date": "2026-04-02", + "equity": 37151.42, + "return_pct": 271.51 + }, + { + "date": "2026-04-06", + "equity": 37120.55, + "return_pct": 271.21 + }, + { + "date": "2026-04-07", + "equity": 37307.97, + "return_pct": 273.08 + }, + { + "date": "2026-04-08", + "equity": 38887.99, + "return_pct": 288.88 + }, + { + "date": "2026-04-09", + "equity": 39338.1, + "return_pct": 293.38 + }, + { + "date": "2026-04-10", + "equity": 39721.87, + "return_pct": 297.22 + }, + { + "date": "2026-04-13", + "equity": 39876.03, + "return_pct": 298.76 + }, + { + "date": "2026-04-14", + "equity": 40634.43, + "return_pct": 306.34 + }, + { + "date": "2026-04-15", + "equity": 40558.14, + "return_pct": 305.58 + }, + { + "date": "2026-04-16", + "equity": 40951.95, + "return_pct": 309.52 + }, + { + "date": "2026-04-17", + "equity": 41603.02, + "return_pct": 316.03 + }, + { + "date": "2026-04-20", + "equity": 41572.06, + "return_pct": 315.72 + }, + { + "date": "2026-04-21", + "equity": 41457.59, + "return_pct": 314.58 + }, + { + "date": "2026-04-22", + "equity": 41928.29, + "return_pct": 319.28 + }, + { + "date": "2026-04-23", + "equity": 42229.72, + "return_pct": 322.3 + }, + { + "date": "2026-04-24", + "equity": 43833.36, + "return_pct": 338.33 + }, + { + "date": "2026-04-27", + "equity": 44001.73, + "return_pct": 340.02 + }, + { + "date": "2026-04-28", + "equity": 43071.84, + "return_pct": 330.72 + }, + { + "date": "2026-04-29", + "equity": 44225.22, + "return_pct": 342.25 + }, + { + "date": "2026-04-30", + "equity": 45703.91, + "return_pct": 357.04 + }, + { + "date": "2026-05-01", + "equity": 45700.99, + "return_pct": 357.01 + }, + { + "date": "2026-05-04", + "equity": 45070.41, + "return_pct": 350.7 + }, + { + "date": "2026-05-05", + "equity": 46144.49, + "return_pct": 361.44 + }, + { + "date": "2026-05-06", + "equity": 48338.67, + "return_pct": 383.39 + }, + { + "date": "2026-05-07", + "equity": 47464.59, + "return_pct": 374.65 + }, + { + "date": "2026-05-08", + "equity": 48826.62, + "return_pct": 388.27 + }, + { + "date": "2026-05-11", + "equity": 49444.36, + "return_pct": 394.44 + }, + { + "date": "2026-05-12", + "equity": 48954.97, + "return_pct": 389.55 + }, + { + "date": "2026-05-13", + "equity": 49264.59, + "return_pct": 392.65 + }, + { + "date": "2026-05-14", + "equity": 49566.82, + "return_pct": 395.67 + }, + { + "date": "2026-05-15", + "equity": 48190.17, + "return_pct": 381.9 + }, + { + "date": "2026-05-18", + "equity": 47422.13, + "return_pct": 374.22 + }, + { + "date": "2026-05-19", + "equity": 46962.32, + "return_pct": 369.62 + }, + { + "date": "2026-05-20", + "equity": 46729.98, + "return_pct": 367.3 + }, + { + "date": "2026-05-21", + "equity": 46975.12, + "return_pct": 369.75 + }, + { + "date": "2026-05-22", + "equity": 47551.68, + "return_pct": 375.52 + }, + { + "date": "2026-05-26", + "equity": 47428.26, + "return_pct": 374.28 + }, + { + "date": "2026-05-27", + "equity": 47593.08, + "return_pct": 375.93 + }, + { + "date": "2026-05-28", + "equity": 48505.59, + "return_pct": 385.06 + }, + { + "date": "2026-05-29", + "equity": 48594.34, + "return_pct": 385.94 + }, + { + "date": "2026-06-01", + "equity": 48287.91, + "return_pct": 382.88 + }, + { + "date": "2026-06-02", + "equity": 48373.58, + "return_pct": 383.74 + }, + { + "date": "2026-06-03", + "equity": 48955.4, + "return_pct": 389.55 + }, + { + "date": "2026-06-04", + "equity": 48875.08, + "return_pct": 388.75 + }, + { + "date": "2026-06-05", + "equity": 47681.67, + "return_pct": 376.82 + }, + { + "date": "2026-06-08", + "equity": 47432.53, + "return_pct": 374.33 + }, + { + "date": "2026-06-09", + "equity": 47710.28, + "return_pct": 377.1 + }, + { + "date": "2026-06-10", + "equity": 47470.03, + "return_pct": 374.7 + }, + { + "date": "2026-06-11", + "equity": 47752.79, + "return_pct": 377.53 + }, + { + "date": "2026-06-12", + "equity": 47757.24, + "return_pct": 377.57 + }, + { + "date": "2026-06-15", + "equity": 47687.54, + "return_pct": 376.88 + }, + { + "date": "2026-06-16", + "equity": 47537.75, + "return_pct": 375.38 + }, + { + "date": "2026-06-17", + "equity": 47689.02, + "return_pct": 376.89 + }, + { + "date": "2026-06-18", + "equity": 47585.7, + "return_pct": 375.86 + }, + { + "date": "2026-06-22", + "equity": 47740.43, + "return_pct": 377.4 + }, + { + "date": "2026-06-23", + "equity": 47615.86, + "return_pct": 376.16 + }, + { + "date": "2026-06-24", + "equity": 47734.5, + "return_pct": 377.34 + }, + { + "date": "2026-06-25", + "equity": 47851.66, + "return_pct": 378.52 + }, + { + "date": "2026-06-26", + "equity": 48547.19, + "return_pct": 385.47 + }, + { + "date": "2026-06-29", + "equity": 48568.45, + "return_pct": 385.68 + }, + { + "date": "2026-06-30", + "equity": 48548.67, + "return_pct": 385.49 + }, + { + "date": "2026-07-01", + "equity": 48225.88, + "return_pct": 382.26 + }, + { + "date": "2026-07-02", + "equity": 48225.88, + "return_pct": 382.26 + } + ], + "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 + }, + { + "date": "2024-08-08", + "equity": 12257.18, + "return_pct": 22.57 + }, + { + "date": "2024-08-09", + "equity": 12311.23, + "return_pct": 23.11 + }, + { + "date": "2024-08-12", + "equity": 12317.7, + "return_pct": 23.18 + }, + { + "date": "2024-08-13", + "equity": 12520.27, + "return_pct": 25.2 + }, + { + "date": "2024-08-14", + "equity": 12559.77, + "return_pct": 25.6 + }, + { + "date": "2024-08-15", + "equity": 12775.04, + "return_pct": 27.75 + }, + { + "date": "2024-08-16", + "equity": 12803.69, + "return_pct": 28.04 + }, + { + "date": "2024-08-19", + "equity": 12926.11, + "return_pct": 29.26 + }, + { + "date": "2024-08-20", + "equity": 12905.09, + "return_pct": 29.05 + }, + { + "date": "2024-08-21", + "equity": 12949.44, + "return_pct": 29.49 + }, + { + "date": "2024-08-22", + "equity": 12847.8, + "return_pct": 28.48 + }, + { + "date": "2024-08-23", + "equity": 12984.32, + "return_pct": 29.84 + }, + { + "date": "2024-08-26", + "equity": 12953.36, + "return_pct": 29.53 + }, + { + "date": "2024-08-27", + "equity": 12971.15, + "return_pct": 29.71 + }, + { + "date": "2024-08-28", + "equity": 12895.85, + "return_pct": 28.96 + }, + { + "date": "2024-08-29", + "equity": 12897.0, + "return_pct": 28.97 + }, + { + "date": "2024-08-30", + "equity": 13020.12, + "return_pct": 30.2 + }, + { + "date": "2024-09-03", + "equity": 12752.18, + "return_pct": 27.52 + }, + { + "date": "2024-09-04", + "equity": 12726.08, + "return_pct": 27.26 + }, + { + "date": "2024-09-05", + "equity": 12695.12, + "return_pct": 26.95 + }, + { + "date": "2024-09-06", + "equity": 12481.46, + "return_pct": 24.81 + }, + { + "date": "2024-09-09", + "equity": 12621.21, + "return_pct": 26.21 + }, + { + "date": "2024-09-10", + "equity": 12676.18, + "return_pct": 26.76 + }, + { + "date": "2024-09-11", + "equity": 12806.23, + "return_pct": 28.06 + }, + { + "date": "2024-09-12", + "equity": 12914.1, + "return_pct": 29.14 + }, + { + "date": "2024-09-13", + "equity": 12981.54, + "return_pct": 29.82 + }, + { + "date": "2024-09-16", + "equity": 13000.72, + "return_pct": 30.01 + }, + { + "date": "2024-09-17", + "equity": 13006.03, + "return_pct": 30.06 + }, + { + "date": "2024-09-18", + "equity": 12967.45, + "return_pct": 29.67 + }, + { + "date": "2024-09-19", + "equity": 13188.74, + "return_pct": 31.89 + }, + { + "date": "2024-09-20", + "equity": 13125.68, + "return_pct": 31.26 + }, + { + "date": "2024-09-23", + "equity": 13158.48, + "return_pct": 31.58 + }, + { + "date": "2024-09-24", + "equity": 13196.13, + "return_pct": 31.96 + }, + { + "date": "2024-09-25", + "equity": 13167.02, + "return_pct": 31.67 + }, + { + "date": "2024-09-26", + "equity": 13219.23, + "return_pct": 32.19 + }, + { + "date": "2024-09-27", + "equity": 13200.06, + "return_pct": 32.0 + }, + { + "date": "2024-09-30", + "equity": 13252.95, + "return_pct": 32.53 + }, + { + "date": "2024-10-01", + "equity": 13134.22, + "return_pct": 31.34 + }, + { + "date": "2024-10-02", + "equity": 13139.77, + "return_pct": 31.4 + }, + { + "date": "2024-10-03", + "equity": 13115.75, + "return_pct": 31.16 + }, + { + "date": "2024-10-04", + "equity": 13234.93, + "return_pct": 32.35 + }, + { + "date": "2024-10-07", + "equity": 13115.28, + "return_pct": 31.15 + }, + { + "date": "2024-10-08", + "equity": 13239.32, + "return_pct": 32.39 + }, + { + "date": "2024-10-09", + "equity": 13331.02, + "return_pct": 33.31 + }, + { + "date": "2024-10-10", + "equity": 13307.69, + "return_pct": 33.08 + }, + { + "date": "2024-10-11", + "equity": 13387.38, + "return_pct": 33.87 + }, + { + "date": "2024-10-14", + "equity": 13496.87, + "return_pct": 34.97 + }, + { + "date": "2024-10-15", + "equity": 13392.0, + "return_pct": 33.92 + }, + { + "date": "2024-10-16", + "equity": 13450.21, + "return_pct": 34.5 + }, + { + "date": "2024-10-17", + "equity": 13451.37, + "return_pct": 34.51 + }, + { + "date": "2024-10-18", + "equity": 13503.11, + "return_pct": 35.03 + }, + { + "date": "2024-10-21", + "equity": 13480.93, + "return_pct": 34.81 + }, + { + "date": "2024-10-22", + "equity": 13473.77, + "return_pct": 34.74 + }, + { + "date": "2024-10-23", + "equity": 13350.66, + "return_pct": 33.51 + }, + { + "date": "2024-10-24", + "equity": 13379.53, + "return_pct": 33.8 + }, + { + "date": "2024-10-25", + "equity": 13374.91, + "return_pct": 33.75 + }, + { + "date": "2024-10-28", + "equity": 13416.26, + "return_pct": 34.16 + }, + { + "date": "2024-10-29", + "equity": 13437.97, + "return_pct": 34.38 + }, + { + "date": "2024-10-30", + "equity": 13397.32, + "return_pct": 33.97 + }, + { + "date": "2024-10-31", + "equity": 13134.69, + "return_pct": 31.35 + }, + { + "date": "2024-11-01", + "equity": 13190.12, + "return_pct": 31.9 + }, + { + "date": "2024-11-04", + "equity": 13161.71, + "return_pct": 31.62 + }, + { + "date": "2024-11-05", + "equity": 13320.86, + "return_pct": 33.21 + }, + { + "date": "2024-11-06", + "equity": 13652.09, + "return_pct": 36.52 + }, + { + "date": "2024-11-07", + "equity": 13757.65, + "return_pct": 37.58 + }, + { + "date": "2024-11-08", + "equity": 13817.25, + "return_pct": 38.17 + }, + { + "date": "2024-11-11", + "equity": 13830.41, + "return_pct": 38.3 + }, + { + "date": "2024-11-12", + "equity": 13787.45, + "return_pct": 37.87 + }, + { + "date": "2024-11-13", + "equity": 13794.15, + "return_pct": 37.94 + }, + { + "date": "2024-11-14", + "equity": 13705.45, + "return_pct": 37.05 + }, + { + "date": "2024-11-15", + "equity": 13529.9, + "return_pct": 35.3 + }, + { + "date": "2024-11-18", + "equity": 13585.34, + "return_pct": 35.85 + }, + { + "date": "2024-11-19", + "equity": 13635.0, + "return_pct": 36.35 + }, + { + "date": "2024-11-20", + "equity": 13639.62, + "return_pct": 36.4 + }, + { + "date": "2024-11-21", + "equity": 13712.84, + "return_pct": 37.13 + }, + { + "date": "2024-11-22", + "equity": 13755.34, + "return_pct": 37.55 + }, + { + "date": "2024-11-25", + "equity": 13802.0, + "return_pct": 38.02 + }, + { + "date": "2024-11-26", + "equity": 13874.07, + "return_pct": 38.74 + }, + { + "date": "2024-11-27", + "equity": 13832.03, + "return_pct": 38.32 + }, + { + "date": "2024-11-29", + "equity": 13917.95, + "return_pct": 39.18 + }, + { + "date": "2024-12-02", + "equity": 13942.9, + "return_pct": 39.43 + }, + { + "date": "2024-12-03", + "equity": 13949.37, + "return_pct": 39.49 + }, + { + "date": "2024-12-04", + "equity": 14035.99, + "return_pct": 40.36 + }, + { + "date": "2024-12-05", + "equity": 14012.89, + "return_pct": 40.13 + }, + { + "date": "2024-12-06", + "equity": 14039.45, + "return_pct": 40.39 + }, + { + "date": "2024-12-09", + "equity": 13967.15, + "return_pct": 39.67 + }, + { + "date": "2024-12-10", + "equity": 13923.73, + "return_pct": 39.24 + }, + { + "date": "2024-12-11", + "equity": 14031.37, + "return_pct": 40.31 + }, + { + "date": "2024-12-12", + "equity": 13959.07, + "return_pct": 39.59 + }, + { + "date": "2024-12-13", + "equity": 13956.3, + "return_pct": 39.56 + }, + { + "date": "2024-12-16", + "equity": 14015.89, + "return_pct": 40.16 + }, + { + "date": "2024-12-17", + "equity": 13958.15, + "return_pct": 39.58 + }, + { + "date": "2024-12-18", + "equity": 13542.14, + "return_pct": 35.42 + }, + { + "date": "2024-12-19", + "equity": 13537.99, + "return_pct": 35.38 + }, + { + "date": "2024-12-20", + "equity": 13654.63, + "return_pct": 36.55 + }, + { + "date": "2024-12-23", + "equity": 13736.4, + "return_pct": 37.36 + }, + { + "date": "2024-12-24", + "equity": 13889.08, + "return_pct": 38.89 + }, + { + "date": "2024-12-26", + "equity": 13890.01, + "return_pct": 38.9 + }, + { + "date": "2024-12-27", + "equity": 13743.79, + "return_pct": 37.44 + }, + { + "date": "2024-12-30", + "equity": 13586.95, + "return_pct": 35.87 + }, + { + "date": "2024-12-31", + "equity": 13537.52, + "return_pct": 35.38 + }, + { + "date": "2025-01-02", + "equity": 13504.26, + "return_pct": 35.04 + }, + { + "date": "2025-01-03", + "equity": 13673.11, + "return_pct": 36.73 + }, + { + "date": "2025-01-06", + "equity": 13751.88, + "return_pct": 37.52 + }, + { + "date": "2025-01-07", + "equity": 13596.42, + "return_pct": 35.96 + }, + { + "date": "2025-01-08", + "equity": 13616.29, + "return_pct": 36.16 + }, + { + "date": "2025-01-10", + "equity": 13408.4, + "return_pct": 34.08 + }, + { + "date": "2025-01-13", + "equity": 13429.19, + "return_pct": 34.29 + }, + { + "date": "2025-01-14", + "equity": 13447.67, + "return_pct": 34.48 + }, + { + "date": "2025-01-15", + "equity": 13692.28, + "return_pct": 36.92 + }, + { + "date": "2025-01-16", + "equity": 13665.95, + "return_pct": 36.66 + }, + { + "date": "2025-01-17", + "equity": 13803.16, + "return_pct": 38.03 + }, + { + "date": "2025-01-21", + "equity": 13929.5, + "return_pct": 39.3 + }, + { + "date": "2025-01-22", + "equity": 14007.81, + "return_pct": 40.08 + }, + { + "date": "2025-01-23", + "equity": 14084.26, + "return_pct": 40.84 + }, + { + "date": "2025-01-24", + "equity": 14043.15, + "return_pct": 40.43 + }, + { + "date": "2025-01-27", + "equity": 13844.5, + "return_pct": 38.45 + }, + { + "date": "2025-01-28", + "equity": 13963.46, + "return_pct": 39.63 + }, + { + "date": "2025-01-29", + "equity": 13900.86, + "return_pct": 39.01 + }, + { + "date": "2025-01-30", + "equity": 13975.47, + "return_pct": 39.75 + }, + { + "date": "2025-01-31", + "equity": 13901.09, + "return_pct": 39.01 + }, + { + "date": "2025-02-03", + "equity": 13807.54, + "return_pct": 38.08 + }, + { + "date": "2025-02-04", + "equity": 13900.17, + "return_pct": 39.0 + }, + { + "date": "2025-02-05", + "equity": 13956.53, + "return_pct": 39.57 + }, + { + "date": "2025-02-06", + "equity": 14005.04, + "return_pct": 40.05 + }, + { + "date": "2025-02-07", + "equity": 13876.84, + "return_pct": 38.77 + }, + { + "date": "2025-02-10", + "equity": 13971.08, + "return_pct": 39.71 + }, + { + "date": "2025-02-11", + "equity": 13981.71, + "return_pct": 39.82 + }, + { + "date": "2025-02-12", + "equity": 13936.66, + "return_pct": 39.37 + }, + { + "date": "2025-02-13", + "equity": 14083.8, + "return_pct": 40.84 + }, + { + "date": "2025-02-14", + "equity": 14083.11, + "return_pct": 40.83 + }, + { + "date": "2025-02-18", + "equity": 14124.45, + "return_pct": 41.24 + }, + { + "date": "2025-02-19", + "equity": 14157.72, + "return_pct": 41.58 + }, + { + "date": "2025-02-20", + "equity": 14098.82, + "return_pct": 40.99 + }, + { + "date": "2025-02-21", + "equity": 13857.67, + "return_pct": 38.58 + }, + { + "date": "2025-02-24", + "equity": 13794.61, + "return_pct": 37.95 + }, + { + "date": "2025-02-25", + "equity": 13726.01, + "return_pct": 37.26 + }, + { + "date": "2025-02-26", + "equity": 13732.94, + "return_pct": 37.33 + }, + { + "date": "2025-02-27", + "equity": 13513.73, + "return_pct": 35.14 + }, + { + "date": "2025-02-28", + "equity": 13724.62, + "return_pct": 37.25 + }, + { + "date": "2025-03-03", + "equity": 13484.17, + "return_pct": 34.84 + }, + { + "date": "2025-03-04", + "equity": 13324.56, + "return_pct": 33.25 + }, + { + "date": "2025-03-05", + "equity": 13467.77, + "return_pct": 34.68 + }, + { + "date": "2025-03-06", + "equity": 13228.7, + "return_pct": 32.29 + }, + { + "date": "2025-03-07", + "equity": 13302.84, + "return_pct": 33.03 + }, + { + "date": "2025-03-10", + "equity": 12948.51, + "return_pct": 29.49 + }, + { + "date": "2025-03-11", + "equity": 12840.87, + "return_pct": 28.41 + }, + { + "date": "2025-03-12", + "equity": 12909.02, + "return_pct": 29.09 + }, + { + "date": "2025-03-13", + "equity": 12736.93, + "return_pct": 27.37 + }, + { + "date": "2025-03-14", + "equity": 13000.02, + "return_pct": 30.0 + }, + { + "date": "2025-03-17", + "equity": 13100.27, + "return_pct": 31.0 + }, + { + "date": "2025-03-18", + "equity": 12958.68, + "return_pct": 29.59 + }, + { + "date": "2025-03-19", + "equity": 13099.81, + "return_pct": 31.0 + }, + { + "date": "2025-03-20", + "equity": 13061.93, + "return_pct": 30.62 + }, + { + "date": "2025-03-21", + "equity": 13027.05, + "return_pct": 30.27 + }, + { + "date": "2025-03-24", + "equity": 13260.34, + "return_pct": 32.6 + }, + { + "date": "2025-03-25", + "equity": 13292.22, + "return_pct": 32.92 + }, + { + "date": "2025-03-26", + "equity": 13133.53, + "return_pct": 31.34 + }, + { + "date": "2025-03-27", + "equity": 13098.65, + "return_pct": 30.99 + }, + { + "date": "2025-03-28", + "equity": 12834.87, + "return_pct": 28.35 + }, + { + "date": "2025-03-31", + "equity": 12921.03, + "return_pct": 29.21 + }, + { + "date": "2025-04-01", + "equity": 12957.52, + "return_pct": 29.58 + }, + { + "date": "2025-04-02", + "equity": 13039.52, + "return_pct": 30.4 + }, + { + "date": "2025-04-03", + "equity": 12396.92, + "return_pct": 23.97 + }, + { + "date": "2025-04-04", + "equity": 11671.17, + "return_pct": 16.71 + }, + { + "date": "2025-04-07", + "equity": 11650.38, + "return_pct": 16.5 + }, + { + "date": "2025-04-08", + "equity": 11467.9, + "return_pct": 14.68 + }, + { + "date": "2025-04-09", + "equity": 12672.26, + "return_pct": 26.72 + }, + { + "date": "2025-04-10", + "equity": 12116.97, + "return_pct": 21.17 + }, + { + "date": "2025-04-11", + "equity": 12333.17, + "return_pct": 23.33 + }, + { + "date": "2025-04-14", + "equity": 12452.82, + "return_pct": 24.53 + }, + { + "date": "2025-04-15", + "equity": 12417.94, + "return_pct": 24.18 + }, + { + "date": "2025-04-16", + "equity": 12141.92, + "return_pct": 21.42 + }, + { + "date": "2025-04-17", + "equity": 12159.24, + "return_pct": 21.59 + }, + { + "date": "2025-04-21", + "equity": 11869.82, + "return_pct": 18.7 + }, + { + "date": "2025-04-22", + "equity": 12178.64, + "return_pct": 21.79 + }, + { + "date": "2025-04-23", + "equity": 12367.36, + "return_pct": 23.67 + }, + { + "date": "2025-04-24", + "equity": 12627.68, + "return_pct": 26.28 + }, + { + "date": "2025-04-25", + "equity": 12718.92, + "return_pct": 27.19 + }, + { + "date": "2025-04-28", + "equity": 12723.77, + "return_pct": 27.24 + }, + { + "date": "2025-04-29", + "equity": 12803.92, + "return_pct": 28.04 + }, + { + "date": "2025-04-30", + "equity": 12809.0, + "return_pct": 28.09 + }, + { + "date": "2025-05-01", + "equity": 12899.78, + "return_pct": 29.0 + }, + { + "date": "2025-05-02", + "equity": 13091.26, + "return_pct": 30.91 + }, + { + "date": "2025-05-05", + "equity": 13016.19, + "return_pct": 30.16 + }, + { + "date": "2025-05-06", + "equity": 12907.4, + "return_pct": 29.07 + }, + { + "date": "2025-05-07", + "equity": 12961.68, + "return_pct": 29.62 + }, + { + "date": "2025-05-08", + "equity": 13051.99, + "return_pct": 30.52 + }, + { + "date": "2025-05-09", + "equity": 13035.36, + "return_pct": 30.35 + }, + { + "date": "2025-05-12", + "equity": 13466.15, + "return_pct": 34.66 + }, + { + "date": "2025-05-13", + "equity": 13555.08, + "return_pct": 35.55 + }, + { + "date": "2025-05-14", + "equity": 13572.4, + "return_pct": 35.72 + }, + { + "date": "2025-05-15", + "equity": 13638.69, + "return_pct": 36.39 + }, + { + "date": "2025-05-16", + "equity": 13725.08, + "return_pct": 37.25 + }, + { + "date": "2025-05-19", + "equity": 13740.1, + "return_pct": 37.4 + }, + { + "date": "2025-05-20", + "equity": 13693.9, + "return_pct": 36.94 + }, + { + "date": "2025-05-21", + "equity": 13463.15, + "return_pct": 34.63 + }, + { + "date": "2025-05-22", + "equity": 13468.46, + "return_pct": 34.68 + }, + { + "date": "2025-05-23", + "equity": 13376.53, + "return_pct": 33.77 + }, + { + "date": "2025-05-27", + "equity": 13654.63, + "return_pct": 36.55 + }, + { + "date": "2025-05-28", + "equity": 13575.64, + "return_pct": 35.76 + }, + { + "date": "2025-05-29", + "equity": 13629.22, + "return_pct": 36.29 + }, + { + "date": "2025-05-30", + "equity": 13613.98, + "return_pct": 36.14 + }, + { + "date": "2025-06-02", + "equity": 13690.67, + "return_pct": 36.91 + }, + { + "date": "2025-06-03", + "equity": 13768.74, + "return_pct": 37.69 + }, + { + "date": "2025-06-04", + "equity": 13765.04, + "return_pct": 37.65 + }, + { + "date": "2025-06-05", + "equity": 13698.52, + "return_pct": 36.99 + }, + { + "date": "2025-06-06", + "equity": 13839.19, + "return_pct": 38.39 + }, + { + "date": "2025-06-09", + "equity": 13851.66, + "return_pct": 38.52 + }, + { + "date": "2025-06-10", + "equity": 13930.2, + "return_pct": 39.3 + }, + { + "date": "2025-06-11", + "equity": 13890.47, + "return_pct": 38.9 + }, + { + "date": "2025-06-12", + "equity": 13945.67, + "return_pct": 39.46 + }, + { + "date": "2025-06-13", + "equity": 13789.76, + "return_pct": 37.9 + }, + { + "date": "2025-06-16", + "equity": 13920.96, + "return_pct": 39.21 + }, + { + "date": "2025-06-17", + "equity": 13802.0, + "return_pct": 38.02 + }, + { + "date": "2025-06-18", + "equity": 13799.92, + "return_pct": 38.0 + }, + { + "date": "2025-06-20", + "equity": 13726.93, + "return_pct": 37.27 + }, + { + "date": "2025-06-23", + "equity": 13862.52, + "return_pct": 38.63 + }, + { + "date": "2025-06-24", + "equity": 14015.66, + "return_pct": 40.16 + }, + { + "date": "2025-06-25", + "equity": 14023.51, + "return_pct": 40.24 + }, + { + "date": "2025-06-26", + "equity": 14133.23, + "return_pct": 41.33 + }, + { + "date": "2025-06-27", + "equity": 14203.45, + "return_pct": 42.03 + }, + { + "date": "2025-06-30", + "equity": 14271.36, + "return_pct": 42.71 + }, + { + "date": "2025-07-01", + "equity": 14266.74, + "return_pct": 42.67 + }, + { + "date": "2025-07-02", + "equity": 14331.42, + "return_pct": 43.31 + }, + { + "date": "2025-07-03", + "equity": 14444.37, + "return_pct": 44.44 + }, + { + "date": "2025-07-07", + "equity": 14336.73, + "return_pct": 43.37 + }, + { + "date": "2025-07-08", + "equity": 14328.88, + "return_pct": 43.29 + }, + { + "date": "2025-07-09", + "equity": 14414.8, + "return_pct": 44.15 + }, + { + "date": "2025-07-10", + "equity": 14455.45, + "return_pct": 44.55 + }, + { + "date": "2025-07-11", + "equity": 14404.64, + "return_pct": 44.05 + }, + { + "date": "2025-07-14", + "equity": 14432.13, + "return_pct": 44.32 + }, + { + "date": "2025-07-15", + "equity": 14370.45, + "return_pct": 43.7 + }, + { + "date": "2025-07-16", + "equity": 14418.5, + "return_pct": 44.18 + }, + { + "date": "2025-07-17", + "equity": 14506.73, + "return_pct": 45.07 + }, + { + "date": "2025-07-18", + "equity": 14496.11, + "return_pct": 44.96 + }, + { + "date": "2025-07-21", + "equity": 14523.6, + "return_pct": 45.24 + }, + { + "date": "2025-07-22", + "equity": 14525.67, + "return_pct": 45.26 + }, + { + "date": "2025-07-23", + "equity": 14649.25, + "return_pct": 46.49 + }, + { + "date": "2025-07-24", + "equity": 14654.1, + "return_pct": 46.54 + }, + { + "date": "2025-07-25", + "equity": 14716.0, + "return_pct": 47.16 + }, + { + "date": "2025-07-28", + "equity": 14712.31, + "return_pct": 47.12 + }, + { + "date": "2025-07-29", + "equity": 14673.5, + "return_pct": 46.74 + }, + { + "date": "2025-07-30", + "equity": 14655.03, + "return_pct": 46.55 + }, + { + "date": "2025-07-31", + "equity": 14600.05, + "return_pct": 46.0 + }, + { + "date": "2025-08-01", + "equity": 14360.75, + "return_pct": 43.61 + }, + { + "date": "2025-08-04", + "equity": 14579.03, + "return_pct": 45.79 + }, + { + "date": "2025-08-05", + "equity": 14505.12, + "return_pct": 45.05 + }, + { + "date": "2025-08-06", + "equity": 14616.22, + "return_pct": 46.16 + }, + { + "date": "2025-08-07", + "equity": 14603.98, + "return_pct": 46.04 + }, + { + "date": "2025-08-08", + "equity": 14717.85, + "return_pct": 47.18 + }, + { + "date": "2025-08-11", + "equity": 14688.75, + "return_pct": 46.89 + }, + { + "date": "2025-08-12", + "equity": 14845.13, + "return_pct": 48.45 + }, + { + "date": "2025-08-13", + "equity": 14895.94, + "return_pct": 48.96 + }, + { + "date": "2025-08-14", + "equity": 14897.33, + "return_pct": 48.97 + }, + { + "date": "2025-08-15", + "equity": 14862.45, + "return_pct": 48.62 + }, + { + "date": "2025-08-18", + "equity": 14859.22, + "return_pct": 48.59 + }, + { + "date": "2025-08-19", + "equity": 14778.6, + "return_pct": 47.79 + }, + { + "date": "2025-08-20", + "equity": 14739.33, + "return_pct": 47.39 + }, + { + "date": "2025-08-21", + "equity": 14680.2, + "return_pct": 46.8 + }, + { + "date": "2025-08-22", + "equity": 14905.64, + "return_pct": 49.06 + }, + { + "date": "2025-08-25", + "equity": 14840.04, + "return_pct": 48.4 + }, + { + "date": "2025-08-26", + "equity": 14902.18, + "return_pct": 49.02 + }, + { + "date": "2025-08-27", + "equity": 14936.13, + "return_pct": 49.36 + }, + { + "date": "2025-08-28", + "equity": 14989.03, + "return_pct": 49.89 + }, + { + "date": "2025-08-29", + "equity": 14899.64, + "return_pct": 49.0 + }, + { + "date": "2025-09-02", + "equity": 14789.23, + "return_pct": 47.89 + }, + { + "date": "2025-09-03", + "equity": 14869.38, + "return_pct": 48.69 + }, + { + "date": "2025-09-04", + "equity": 14993.65, + "return_pct": 49.94 + }, + { + "date": "2025-09-05", + "equity": 14950.22, + "return_pct": 49.5 + }, + { + "date": "2025-09-08", + "equity": 14986.95, + "return_pct": 49.87 + }, + { + "date": "2025-09-09", + "equity": 15021.6, + "return_pct": 50.22 + }, + { + "date": "2025-09-10", + "equity": 15065.02, + "return_pct": 50.65 + }, + { + "date": "2025-09-11", + "equity": 15190.22, + "return_pct": 51.9 + }, + { + "date": "2025-09-12", + "equity": 15185.13, + "return_pct": 51.85 + }, + { + "date": "2025-09-15", + "equity": 15265.98, + "return_pct": 52.66 + }, + { + "date": "2025-09-16", + "equity": 15244.96, + "return_pct": 52.45 + }, + { + "date": "2025-09-17", + "equity": 15226.02, + "return_pct": 52.26 + }, + { + "date": "2025-09-18", + "equity": 15297.16, + "return_pct": 52.97 + }, + { + "date": "2025-09-19", + "equity": 15330.42, + "return_pct": 53.3 + }, + { + "date": "2025-09-22", + "equity": 15402.95, + "return_pct": 54.03 + }, + { + "date": "2025-09-23", + "equity": 15319.1, + "return_pct": 53.19 + }, + { + "date": "2025-09-24", + "equity": 15270.37, + "return_pct": 52.7 + }, + { + "date": "2025-09-25", + "equity": 15199.92, + "return_pct": 52.0 + }, + { + "date": "2025-09-26", + "equity": 15287.0, + "return_pct": 52.87 + }, + { + "date": "2025-09-29", + "equity": 15329.96, + "return_pct": 53.3 + }, + { + "date": "2025-09-30", + "equity": 15387.71, + "return_pct": 53.88 + }, + { + "date": "2025-10-01", + "equity": 15440.14, + "return_pct": 54.4 + }, + { + "date": "2025-10-02", + "equity": 15457.93, + "return_pct": 54.58 + }, + { + "date": "2025-10-03", + "equity": 15457.7, + "return_pct": 54.58 + }, + { + "date": "2025-10-06", + "equity": 15513.13, + "return_pct": 55.13 + }, + { + "date": "2025-10-07", + "equity": 15455.62, + "return_pct": 54.56 + }, + { + "date": "2025-10-08", + "equity": 15547.78, + "return_pct": 55.48 + }, + { + "date": "2025-10-09", + "equity": 15502.74, + "return_pct": 55.03 + }, + { + "date": "2025-10-10", + "equity": 15083.73, + "return_pct": 50.84 + }, + { + "date": "2025-10-13", + "equity": 15315.18, + "return_pct": 53.15 + }, + { + "date": "2025-10-14", + "equity": 15296.47, + "return_pct": 52.96 + }, + { + "date": "2025-10-15", + "equity": 15364.38, + "return_pct": 53.64 + }, + { + "date": "2025-10-16", + "equity": 15259.74, + "return_pct": 52.6 + }, + { + "date": "2025-10-17", + "equity": 15346.36, + "return_pct": 53.46 + }, + { + "date": "2025-10-20", + "equity": 15505.97, + "return_pct": 55.06 + }, + { + "date": "2025-10-21", + "equity": 15505.74, + "return_pct": 55.06 + }, + { + "date": "2025-10-22", + "equity": 15425.13, + "return_pct": 54.25 + }, + { + "date": "2025-10-23", + "equity": 15516.6, + "return_pct": 55.17 + }, + { + "date": "2025-10-24", + "equity": 15643.41, + "return_pct": 56.43 + }, + { + "date": "2025-10-27", + "equity": 15827.96, + "return_pct": 58.28 + }, + { + "date": "2025-10-28", + "equity": 15870.0, + "return_pct": 58.7 + }, + { + "date": "2025-10-29", + "equity": 15877.62, + "return_pct": 58.78 + }, + { + "date": "2025-10-30", + "equity": 15703.0, + "return_pct": 57.03 + }, + { + "date": "2025-10-31", + "equity": 15754.51, + "return_pct": 57.55 + }, + { + "date": "2025-11-03", + "equity": 15784.08, + "return_pct": 57.84 + }, + { + "date": "2025-11-04", + "equity": 15596.98, + "return_pct": 55.97 + }, + { + "date": "2025-11-05", + "equity": 15651.03, + "return_pct": 56.51 + }, + { + "date": "2025-11-06", + "equity": 15483.1, + "return_pct": 54.83 + }, + { + "date": "2025-11-07", + "equity": 15498.35, + "return_pct": 54.98 + }, + { + "date": "2025-11-10", + "equity": 15740.19, + "return_pct": 57.4 + }, + { + "date": "2025-11-11", + "equity": 15776.22, + "return_pct": 57.76 + }, + { + "date": "2025-11-12", + "equity": 15785.0, + "return_pct": 57.85 + }, + { + "date": "2025-11-13", + "equity": 15523.06, + "return_pct": 55.23 + }, + { + "date": "2025-11-14", + "equity": 15520.52, + "return_pct": 55.21 + }, + { + "date": "2025-11-17", + "equity": 15375.93, + "return_pct": 53.76 + }, + { + "date": "2025-11-18", + "equity": 15246.81, + "return_pct": 52.47 + }, + { + "date": "2025-11-19", + "equity": 15305.71, + "return_pct": 53.06 + }, + { + "date": "2025-11-20", + "equity": 15072.41, + "return_pct": 50.72 + }, + { + "date": "2025-11-21", + "equity": 15222.55, + "return_pct": 52.23 + }, + { + "date": "2025-11-24", + "equity": 15446.61, + "return_pct": 54.47 + }, + { + "date": "2025-11-25", + "equity": 15591.9, + "return_pct": 55.92 + }, + { + "date": "2025-11-26", + "equity": 15699.54, + "return_pct": 57.0 + }, + { + "date": "2025-11-28", + "equity": 15785.23, + "return_pct": 57.85 + }, + { + "date": "2025-12-01", + "equity": 15713.16, + "return_pct": 57.13 + }, + { + "date": "2025-12-02", + "equity": 15742.27, + "return_pct": 57.42 + }, + { + "date": "2025-12-03", + "equity": 15796.78, + "return_pct": 57.97 + }, + { + "date": "2025-12-04", + "equity": 15808.33, + "return_pct": 58.08 + }, + { + "date": "2025-12-05", + "equity": 15838.36, + "return_pct": 58.38 + }, + { + "date": "2025-12-08", + "equity": 15790.77, + "return_pct": 57.91 + }, + { + "date": "2025-12-09", + "equity": 15777.15, + "return_pct": 57.77 + }, + { + "date": "2025-12-10", + "equity": 15881.78, + "return_pct": 58.82 + }, + { + "date": "2025-12-11", + "equity": 15918.74, + "return_pct": 59.19 + }, + { + "date": "2025-12-12", + "equity": 15747.58, + "return_pct": 57.48 + }, + { + "date": "2025-12-15", + "equity": 15723.79, + "return_pct": 57.24 + }, + { + "date": "2025-12-16", + "equity": 15680.83, + "return_pct": 56.81 + }, + { + "date": "2025-12-17", + "equity": 15508.28, + "return_pct": 55.08 + }, + { + "date": "2025-12-18", + "equity": 15625.39, + "return_pct": 56.25 + }, + { + "date": "2025-12-19", + "equity": 15720.56, + "return_pct": 57.21 + }, + { + "date": "2025-12-22", + "equity": 15818.49, + "return_pct": 58.18 + }, + { + "date": "2025-12-23", + "equity": 15890.79, + "return_pct": 58.91 + }, + { + "date": "2025-12-24", + "equity": 15946.69, + "return_pct": 59.47 + }, + { + "date": "2025-12-26", + "equity": 15945.07, + "return_pct": 59.45 + }, + { + "date": "2025-12-29", + "equity": 15888.25, + "return_pct": 58.88 + }, + { + "date": "2025-12-30", + "equity": 15868.85, + "return_pct": 58.69 + }, + { + "date": "2025-12-31", + "equity": 15751.28, + "return_pct": 57.51 + }, + { + "date": "2026-01-02", + "equity": 15780.15, + "return_pct": 57.8 + }, + { + "date": "2026-01-05", + "equity": 15885.25, + "return_pct": 58.85 + }, + { + "date": "2026-01-06", + "equity": 15979.72, + "return_pct": 59.8 + }, + { + "date": "2026-01-07", + "equity": 15928.21, + "return_pct": 59.28 + }, + { + "date": "2026-01-08", + "equity": 15926.59, + "return_pct": 59.27 + }, + { + "date": "2026-01-09", + "equity": 16031.92, + "return_pct": 60.32 + }, + { + "date": "2026-01-12", + "equity": 16057.1, + "return_pct": 60.57 + }, + { + "date": "2026-01-13", + "equity": 16024.99, + "return_pct": 60.25 + }, + { + "date": "2026-01-14", + "equity": 15946.23, + "return_pct": 59.46 + }, + { + "date": "2026-01-15", + "equity": 15989.65, + "return_pct": 59.9 + }, + { + "date": "2026-01-16", + "equity": 15976.25, + "return_pct": 59.76 + }, + { + "date": "2026-01-20", + "equity": 15651.03, + "return_pct": 56.51 + }, + { + "date": "2026-01-21", + "equity": 15831.66, + "return_pct": 58.32 + }, + { + "date": "2026-01-22", + "equity": 15914.35, + "return_pct": 59.14 + }, + { + "date": "2026-01-23", + "equity": 15920.13, + "return_pct": 59.2 + }, + { + "date": "2026-01-26", + "equity": 16000.97, + "return_pct": 60.01 + }, + { + "date": "2026-01-27", + "equity": 16064.72, + "return_pct": 60.65 + }, + { + "date": "2026-01-28", + "equity": 16063.1, + "return_pct": 60.63 + }, + { + "date": "2026-01-29", + "equity": 16031.23, + "return_pct": 60.31 + }, + { + "date": "2026-01-30", + "equity": 15983.42, + "return_pct": 59.83 + }, + { + "date": "2026-02-02", + "equity": 16062.87, + "return_pct": 60.63 + }, + { + "date": "2026-02-03", + "equity": 15927.06, + "return_pct": 59.27 + }, + { + "date": "2026-02-04", + "equity": 15849.91, + "return_pct": 58.5 + }, + { + "date": "2026-02-05", + "equity": 15651.95, + "return_pct": 56.52 + }, + { + "date": "2026-02-06", + "equity": 15952.23, + "return_pct": 59.52 + }, + { + "date": "2026-02-09", + "equity": 16029.15, + "return_pct": 60.29 + }, + { + "date": "2026-02-10", + "equity": 15986.88, + "return_pct": 59.87 + }, + { + "date": "2026-02-11", + "equity": 15983.18, + "return_pct": 59.83 + }, + { + "date": "2026-02-12", + "equity": 15736.26, + "return_pct": 57.36 + }, + { + "date": "2026-02-13", + "equity": 15747.35, + "return_pct": 57.47 + }, + { + "date": "2026-02-17", + "equity": 15772.76, + "return_pct": 57.73 + }, + { + "date": "2026-02-18", + "equity": 15852.22, + "return_pct": 58.52 + }, + { + "date": "2026-02-19", + "equity": 15810.41, + "return_pct": 58.1 + }, + { + "date": "2026-02-20", + "equity": 15924.75, + "return_pct": 59.25 + }, + { + "date": "2026-02-23", + "equity": 15762.13, + "return_pct": 57.62 + }, + { + "date": "2026-02-24", + "equity": 15876.7, + "return_pct": 58.77 + }, + { + "date": "2026-02-25", + "equity": 16010.67, + "return_pct": 60.11 + }, + { + "date": "2026-02-26", + "equity": 15921.74, + "return_pct": 59.22 + }, + { + "date": "2026-02-27", + "equity": 15845.29, + "return_pct": 58.45 + }, + { + "date": "2026-03-02", + "equity": 15854.3, + "return_pct": 58.54 + }, + { + "date": "2026-03-03", + "equity": 15714.55, + "return_pct": 57.15 + }, + { + "date": "2026-03-04", + "equity": 15825.42, + "return_pct": 58.25 + }, + { + "date": "2026-03-05", + "equity": 15737.19, + "return_pct": 57.37 + }, + { + "date": "2026-03-06", + "equity": 15530.92, + "return_pct": 55.31 + }, + { + "date": "2026-03-09", + "equity": 15666.97, + "return_pct": 56.67 + }, + { + "date": "2026-03-10", + "equity": 15641.79, + "return_pct": 56.42 + }, + { + "date": "2026-03-11", + "equity": 15622.16, + "return_pct": 56.22 + }, + { + "date": "2026-03-12", + "equity": 15384.94, + "return_pct": 53.85 + }, + { + "date": "2026-03-13", + "equity": 15297.85, + "return_pct": 52.98 + }, + { + "date": "2026-03-16", + "equity": 15453.54, + "return_pct": 54.54 + }, + { + "date": "2026-03-17", + "equity": 15494.19, + "return_pct": 54.94 + }, + { + "date": "2026-03-18", + "equity": 15277.99, + "return_pct": 52.78 + }, + { + "date": "2026-03-19", + "equity": 15240.34, + "return_pct": 52.4 + }, + { + "date": "2026-03-20", + "equity": 14980.94, + "return_pct": 49.81 + }, + { + "date": "2026-03-23", + "equity": 15138.24, + "return_pct": 51.38 + }, + { + "date": "2026-03-24", + "equity": 15087.43, + "return_pct": 50.87 + }, + { + "date": "2026-03-25", + "equity": 15171.51, + "return_pct": 51.72 + }, + { + "date": "2026-03-26", + "equity": 14900.56, + "return_pct": 49.01 + }, + { + "date": "2026-03-27", + "equity": 14646.48, + "return_pct": 46.46 + }, + { + "date": "2026-03-30", + "equity": 14597.51, + "return_pct": 45.98 + }, + { + "date": "2026-03-31", + "equity": 15021.83, + "return_pct": 50.22 + }, + { + "date": "2026-04-01", + "equity": 15135.01, + "return_pct": 51.35 + }, + { + "date": "2026-04-02", + "equity": 15148.64, + "return_pct": 51.49 + }, + { + "date": "2026-04-06", + "equity": 15220.24, + "return_pct": 52.2 + }, + { + "date": "2026-04-07", + "equity": 15226.94, + "return_pct": 52.27 + }, + { + "date": "2026-04-08", + "equity": 15614.76, + "return_pct": 56.15 + }, + { + "date": "2026-04-09", + "equity": 15704.85, + "return_pct": 57.05 + }, + { + "date": "2026-04-10", + "equity": 15694.45, + "return_pct": 56.94 + }, + { + "date": "2026-04-13", + "equity": 15847.83, + "return_pct": 58.48 + }, + { + "date": "2026-04-14", + "equity": 16040.93, + "return_pct": 60.41 + }, + { + "date": "2026-04-15", + "equity": 16167.51, + "return_pct": 61.68 + }, + { + "date": "2026-04-16", + "equity": 16207.24, + "return_pct": 62.07 + }, + { + "date": "2026-04-17", + "equity": 16403.11, + "return_pct": 64.03 + }, + { + "date": "2026-04-20", + "equity": 16370.31, + "return_pct": 63.7 + }, + { + "date": "2026-04-21", + "equity": 16263.14, + "return_pct": 62.63 + }, + { + "date": "2026-04-22", + "equity": 16427.83, + "return_pct": 64.28 + }, + { + "date": "2026-04-23", + "equity": 16364.08, + "return_pct": 63.64 + }, + { + "date": "2026-04-24", + "equity": 16490.89, + "return_pct": 64.91 + }, + { + "date": "2026-04-27", + "equity": 16519.3, + "return_pct": 65.19 + }, + { + "date": "2026-04-28", + "equity": 16438.92, + "return_pct": 64.39 + }, + { + "date": "2026-04-29", + "equity": 16436.38, + "return_pct": 64.36 + }, + { + "date": "2026-04-30", + "equity": 16599.91, + "return_pct": 66.0 + }, + { + "date": "2026-05-01", + "equity": 16645.88, + "return_pct": 66.46 + }, + { + "date": "2026-05-04", + "equity": 16584.9, + "return_pct": 65.85 + }, + { + "date": "2026-05-05", + "equity": 16717.95, + "return_pct": 67.18 + }, + { + "date": "2026-05-06", + "equity": 16950.32, + "return_pct": 69.5 + }, + { + "date": "2026-05-07", + "equity": 16898.34, + "return_pct": 68.98 + }, + { + "date": "2026-05-08", + "equity": 17037.86, + "return_pct": 70.38 + }, + { + "date": "2026-05-11", + "equity": 17076.66, + "return_pct": 70.77 + }, + { + "date": "2026-05-12", + "equity": 17050.79, + "return_pct": 70.51 + }, + { + "date": "2026-05-13", + "equity": 17146.19, + "return_pct": 71.46 + }, + { + "date": "2026-05-14", + "equity": 17281.55, + "return_pct": 72.82 + }, + { + "date": "2026-05-15", + "equity": 17073.66, + "return_pct": 70.74 + }, + { + "date": "2026-05-18", + "equity": 17061.65, + "return_pct": 70.62 + }, + { + "date": "2026-05-19", + "equity": 16948.01, + "return_pct": 69.48 + }, + { + "date": "2026-05-20", + "equity": 17121.71, + "return_pct": 71.22 + }, + { + "date": "2026-05-21", + "equity": 17155.66, + "return_pct": 71.56 + }, + { + "date": "2026-05-22", + "equity": 17223.11, + "return_pct": 72.23 + }, + { + "date": "2026-05-26", + "equity": 17337.44, + "return_pct": 73.37 + }, + { + "date": "2026-05-27", + "equity": 17334.44, + "return_pct": 73.34 + }, + { + "date": "2026-05-28", + "equity": 17430.07, + "return_pct": 74.3 + }, + { + "date": "2026-05-29", + "equity": 17473.49, + "return_pct": 74.73 + }, + { + "date": "2026-06-01", + "equity": 17521.08, + "return_pct": 75.21 + }, + { + "date": "2026-06-02", + "equity": 17544.87, + "return_pct": 75.45 + }, + { + "date": "2026-06-03", + "equity": 17421.75, + "return_pct": 74.22 + }, + { + "date": "2026-06-04", + "equity": 17487.58, + "return_pct": 74.88 + }, + { + "date": "2026-06-05", + "equity": 17036.24, + "return_pct": 70.36 + }, + { + "date": "2026-06-08", + "equity": 17074.82, + "return_pct": 70.75 + }, + { + "date": "2026-06-09", + "equity": 17024.69, + "return_pct": 70.25 + }, + { + "date": "2026-06-10", + "equity": 16756.29, + "return_pct": 67.56 + }, + { + "date": "2026-06-11", + "equity": 17041.09, + "return_pct": 70.41 + }, + { + "date": "2026-06-12", + "equity": 17133.25, + "return_pct": 71.33 + }, + { + "date": "2026-06-15", + "equity": 17435.38, + "return_pct": 74.35 + }, + { + "date": "2026-06-16", + "equity": 17331.44, + "return_pct": 73.31 + }, + { + "date": "2026-06-17", + "equity": 17115.01, + "return_pct": 71.15 + }, + { + "date": "2026-06-18", + "equity": 17248.52, + "return_pct": 72.49 + }, + { + "date": "2026-06-22", + "equity": 17194.23, + "return_pct": 71.94 + }, + { + "date": "2026-06-23", + "equity": 16944.54, + "return_pct": 69.45 + }, + { + "date": "2026-06-24", + "equity": 16936.69, + "return_pct": 69.37 + }, + { + "date": "2026-06-25", + "equity": 16961.17, + "return_pct": 69.61 + }, + { + "date": "2026-06-26", + "equity": 16838.52, + "return_pct": 68.39 + }, + { + "date": "2026-06-29", + "equity": 17115.93, + "return_pct": 71.16 + }, + { + "date": "2026-06-30", + "equity": 17249.21, + "return_pct": 72.49 + }, + { + "date": "2026-07-01", + "equity": 17225.88, + "return_pct": 72.26 + }, + { + "date": "2026-07-02", + "equity": 17203.24, + "return_pct": 72.03 + } + ] + }, + { + "strategy": "production_structural_overlay5_atr3", + "label": "Research: production gate + 5% clean-structure rank overlay", + "description": "Production-qualified universe and live exit, ranked by 95% current 80/20 strategy rank plus 5% clean structural/range confirmation.", + "is_production": false, + "entry_variant": "residual80_highvol_blend80_20_fixed10", + "ranking_key": "structural_overlay_95_5_score", + "exit_policy": "atr_trail3", + "live_exit_mode": "atr_trailing", + "lookback": "all", + "lookback_label": "All history", + "starting_capital": 10000.0, + "final_equity": 48225.88, + "total_return_pct": 382.3, + "cagr_pct": 48.4, + "max_drawdown_pct": 20.0, + "sharpe": 2.0, + "trades": 318, + "win_rate": 38.4, + "avg_trade_pnl": 120.21, + "best_trade_r": 12.87, + "worst_trade_r": -3.26, + "best_trade_pnl": 4764.25, + "worst_trade_pnl": -509.92, + "avg_hold_days": 15.4, + "exit_reasons": { + "stop": 145, + "time": 80, + "trailing_stop": 93 + }, + "skipped_book_full": 0, + "spy_return_pct": 94.3, + "yearly_returns": [ + { + "year": 2022, + "return_pct": 8.1 + }, + { + "year": 2023, + "return_pct": 38.0 + }, + { + "year": 2024, + "return_pct": 34.0 + }, + { + "year": 2025, + "return_pct": 78.5 + }, + { + "year": 2026, + "return_pct": 35.1 + } + ], + "start_date": "2022-07-06", + "end_date": "2026-07-02", + "equity_curve": [ + { + "date": "2022-07-06", + "equity": 9996.28, + "return_pct": 0.0 + }, + { + "date": "2022-07-07", + "equity": 10013.25, + "return_pct": 0.17 + }, + { + "date": "2022-07-08", + "equity": 10063.32, + "return_pct": 0.67 + }, + { + "date": "2022-07-11", + "equity": 10024.86, + "return_pct": 0.29 + }, + { + "date": "2022-07-12", + "equity": 9912.85, + "return_pct": -0.83 + }, + { + "date": "2022-07-13", + "equity": 9880.9, + "return_pct": -1.15 + }, + { + "date": "2022-07-14", + "equity": 9992.36, + "return_pct": -0.04 + }, + { + "date": "2022-07-15", + "equity": 10195.49, + "return_pct": 1.99 + }, + { + "date": "2022-07-18", + "equity": 10079.01, + "return_pct": 0.83 + }, + { + "date": "2022-07-19", + "equity": 10370.35, + "return_pct": 3.74 + }, + { + "date": "2022-07-20", + "equity": 10460.36, + "return_pct": 4.64 + }, + { + "date": "2022-07-21", + "equity": 10726.38, + "return_pct": 7.3 + }, + { + "date": "2022-07-22", + "equity": 10651.86, + "return_pct": 6.56 + }, + { + "date": "2022-07-25", + "equity": 10661.54, + "return_pct": 6.66 + }, + { + "date": "2022-07-26", + "equity": 10607.59, + "return_pct": 6.12 + }, + { + "date": "2022-07-27", + "equity": 10979.29, + "return_pct": 9.83 + }, + { + "date": "2022-07-28", + "equity": 11265.96, + "return_pct": 12.7 + }, + { + "date": "2022-07-29", + "equity": 11445.08, + "return_pct": 14.49 + }, + { + "date": "2022-08-01", + "equity": 11488.81, + "return_pct": 14.93 + }, + { + "date": "2022-08-02", + "equity": 11452.33, + "return_pct": 14.57 + }, + { + "date": "2022-08-03", + "equity": 11576.03, + "return_pct": 15.8 + }, + { + "date": "2022-08-04", + "equity": 11598.23, + "return_pct": 16.03 + }, + { + "date": "2022-08-05", + "equity": 11629.52, + "return_pct": 16.34 + }, + { + "date": "2022-08-08", + "equity": 11586.35, + "return_pct": 15.91 + }, + { + "date": "2022-08-09", + "equity": 11500.63, + "return_pct": 15.05 + }, + { + "date": "2022-08-10", + "equity": 11745.9, + "return_pct": 17.5 + }, + { + "date": "2022-08-11", + "equity": 11754.59, + "return_pct": 17.59 + }, + { + "date": "2022-08-12", + "equity": 11957.71, + "return_pct": 19.62 + }, + { + "date": "2022-08-15", + "equity": 12110.85, + "return_pct": 21.15 + }, + { + "date": "2022-08-16", + "equity": 12112.58, + "return_pct": 21.17 + }, + { + "date": "2022-08-17", + "equity": 12063.8, + "return_pct": 20.68 + }, + { + "date": "2022-08-18", + "equity": 12168.37, + "return_pct": 21.73 + }, + { + "date": "2022-08-19", + "equity": 11954.7, + "return_pct": 19.59 + }, + { + "date": "2022-08-22", + "equity": 11894.89, + "return_pct": 18.99 + }, + { + "date": "2022-08-23", + "equity": 12019.44, + "return_pct": 20.24 + }, + { + "date": "2022-08-24", + "equity": 12141.8, + "return_pct": 21.46 + }, + { + "date": "2022-08-25", + "equity": 12314.93, + "return_pct": 23.2 + }, + { + "date": "2022-08-26", + "equity": 12111.59, + "return_pct": 21.16 + }, + { + "date": "2022-08-29", + "equity": 12113.07, + "return_pct": 21.18 + }, + { + "date": "2022-08-30", + "equity": 11723.69, + "return_pct": 17.28 + }, + { + "date": "2022-08-31", + "equity": 11607.49, + "return_pct": 16.12 + }, + { + "date": "2022-09-01", + "equity": 11265.24, + "return_pct": 12.69 + }, + { + "date": "2022-09-02", + "equity": 11398.34, + "return_pct": 14.03 + }, + { + "date": "2022-09-06", + "equity": 11207.32, + "return_pct": 12.11 + }, + { + "date": "2022-09-07", + "equity": 11051.05, + "return_pct": 10.55 + }, + { + "date": "2022-09-08", + "equity": 11110.11, + "return_pct": 11.14 + }, + { + "date": "2022-09-09", + "equity": 11354.34, + "return_pct": 13.59 + }, + { + "date": "2022-09-12", + "equity": 11397.71, + "return_pct": 14.02 + }, + { + "date": "2022-09-13", + "equity": 11026.66, + "return_pct": 10.31 + }, + { + "date": "2022-09-14", + "equity": 11338.41, + "return_pct": 13.43 + }, + { + "date": "2022-09-15", + "equity": 11166.57, + "return_pct": 11.71 + }, + { + "date": "2022-09-16", + "equity": 10860.55, + "return_pct": 8.65 + }, + { + "date": "2022-09-19", + "equity": 10785.2, + "return_pct": 7.89 + }, + { + "date": "2022-09-20", + "equity": 10739.96, + "return_pct": 7.44 + }, + { + "date": "2022-09-21", + "equity": 10657.0, + "return_pct": 6.61 + }, + { + "date": "2022-09-22", + "equity": 10716.29, + "return_pct": 7.2 + }, + { + "date": "2022-09-23", + "equity": 10510.93, + "return_pct": 5.15 + }, + { + "date": "2022-09-26", + "equity": 10493.79, + "return_pct": 4.98 + }, + { + "date": "2022-09-27", + "equity": 10498.52, + "return_pct": 5.02 + }, + { + "date": "2022-09-28", + "equity": 10525.19, + "return_pct": 5.29 + }, + { + "date": "2022-09-29", + "equity": 10507.78, + "return_pct": 5.12 + }, + { + "date": "2022-09-30", + "equity": 10463.45, + "return_pct": 4.67 + }, + { + "date": "2022-10-03", + "equity": 10463.45, + "return_pct": 4.67 + }, + { + "date": "2022-10-04", + "equity": 10463.45, + "return_pct": 4.67 + }, + { + "date": "2022-10-05", + "equity": 10463.45, + "return_pct": 4.67 + }, + { + "date": "2022-10-06", + "equity": 10454.68, + "return_pct": 4.59 + }, + { + "date": "2022-10-07", + "equity": 10295.98, + "return_pct": 3.0 + }, + { + "date": "2022-10-10", + "equity": 10141.46, + "return_pct": 1.45 + }, + { + "date": "2022-10-11", + "equity": 10172.87, + "return_pct": 1.77 + }, + { + "date": "2022-10-12", + "equity": 10179.67, + "return_pct": 1.83 + }, + { + "date": "2022-10-13", + "equity": 10286.83, + "return_pct": 2.91 + }, + { + "date": "2022-10-14", + "equity": 9854.35, + "return_pct": -1.42 + }, + { + "date": "2022-10-17", + "equity": 10016.69, + "return_pct": 0.2 + }, + { + "date": "2022-10-18", + "equity": 10149.12, + "return_pct": 1.53 + }, + { + "date": "2022-10-19", + "equity": 10315.96, + "return_pct": 3.2 + }, + { + "date": "2022-10-20", + "equity": 10353.84, + "return_pct": 3.58 + }, + { + "date": "2022-10-21", + "equity": 10931.84, + "return_pct": 9.36 + }, + { + "date": "2022-10-24", + "equity": 11183.65, + "return_pct": 11.88 + }, + { + "date": "2022-10-25", + "equity": 11263.96, + "return_pct": 12.68 + }, + { + "date": "2022-10-26", + "equity": 11402.76, + "return_pct": 14.07 + }, + { + "date": "2022-10-27", + "equity": 11382.59, + "return_pct": 13.87 + }, + { + "date": "2022-10-28", + "equity": 11186.87, + "return_pct": 11.91 + }, + { + "date": "2022-10-31", + "equity": 11280.34, + "return_pct": 12.85 + }, + { + "date": "2022-11-01", + "equity": 11345.23, + "return_pct": 13.49 + }, + { + "date": "2022-11-02", + "equity": 11135.84, + "return_pct": 11.4 + }, + { + "date": "2022-11-03", + "equity": 11217.54, + "return_pct": 12.22 + }, + { + "date": "2022-11-04", + "equity": 11591.09, + "return_pct": 15.95 + }, + { + "date": "2022-11-07", + "equity": 11756.51, + "return_pct": 17.61 + }, + { + "date": "2022-11-08", + "equity": 11740.9, + "return_pct": 17.45 + }, + { + "date": "2022-11-09", + "equity": 11252.28, + "return_pct": 12.56 + }, + { + "date": "2022-11-10", + "equity": 11520.26, + "return_pct": 15.25 + }, + { + "date": "2022-11-11", + "equity": 11701.9, + "return_pct": 17.06 + }, + { + "date": "2022-11-14", + "equity": 11765.03, + "return_pct": 17.69 + }, + { + "date": "2022-11-15", + "equity": 11870.6, + "return_pct": 18.75 + }, + { + "date": "2022-11-16", + "equity": 11658.66, + "return_pct": 16.63 + }, + { + "date": "2022-11-17", + "equity": 11691.46, + "return_pct": 16.96 + }, + { + "date": "2022-11-18", + "equity": 11725.06, + "return_pct": 17.29 + }, + { + "date": "2022-11-21", + "equity": 11398.46, + "return_pct": 14.03 + }, + { + "date": "2022-11-22", + "equity": 11525.85, + "return_pct": 15.3 + }, + { + "date": "2022-11-23", + "equity": 11519.77, + "return_pct": 15.24 + }, + { + "date": "2022-11-25", + "equity": 11450.48, + "return_pct": 14.55 + }, + { + "date": "2022-11-28", + "equity": 11292.75, + "return_pct": 12.97 + }, + { + "date": "2022-11-29", + "equity": 11310.81, + "return_pct": 13.15 + }, + { + "date": "2022-11-30", + "equity": 11661.14, + "return_pct": 16.65 + }, + { + "date": "2022-12-01", + "equity": 11625.84, + "return_pct": 16.3 + }, + { + "date": "2022-12-02", + "equity": 11575.11, + "return_pct": 15.79 + }, + { + "date": "2022-12-05", + "equity": 11313.04, + "return_pct": 13.17 + }, + { + "date": "2022-12-06", + "equity": 11187.9, + "return_pct": 11.92 + }, + { + "date": "2022-12-07", + "equity": 11093.18, + "return_pct": 10.97 + }, + { + "date": "2022-12-08", + "equity": 11153.62, + "return_pct": 11.58 + }, + { + "date": "2022-12-09", + "equity": 11044.59, + "return_pct": 10.49 + }, + { + "date": "2022-12-12", + "equity": 11115.55, + "return_pct": 11.2 + }, + { + "date": "2022-12-13", + "equity": 11135.73, + "return_pct": 11.4 + }, + { + "date": "2022-12-14", + "equity": 11144.8, + "return_pct": 11.49 + }, + { + "date": "2022-12-15", + "equity": 11138.51, + "return_pct": 11.43 + }, + { + "date": "2022-12-16", + "equity": 11056.49, + "return_pct": 10.61 + }, + { + "date": "2022-12-19", + "equity": 10825.23, + "return_pct": 8.29 + }, + { + "date": "2022-12-20", + "equity": 10834.16, + "return_pct": 8.38 + }, + { + "date": "2022-12-21", + "equity": 10939.06, + "return_pct": 9.43 + }, + { + "date": "2022-12-22", + "equity": 10830.75, + "return_pct": 8.35 + }, + { + "date": "2022-12-23", + "equity": 10857.58, + "return_pct": 8.62 + }, + { + "date": "2022-12-27", + "equity": 10930.58, + "return_pct": 9.35 + }, + { + "date": "2022-12-28", + "equity": 10683.63, + "return_pct": 6.88 + }, + { + "date": "2022-12-29", + "equity": 10918.38, + "return_pct": 9.22 + }, + { + "date": "2022-12-30", + "equity": 10806.87, + "return_pct": 8.11 + }, + { + "date": "2023-01-03", + "equity": 10788.78, + "return_pct": 7.93 + }, + { + "date": "2023-01-04", + "equity": 10956.69, + "return_pct": 9.61 + }, + { + "date": "2023-01-05", + "equity": 10917.21, + "return_pct": 9.21 + }, + { + "date": "2023-01-06", + "equity": 10997.01, + "return_pct": 10.01 + }, + { + "date": "2023-01-09", + "equity": 11058.1, + "return_pct": 10.62 + }, + { + "date": "2023-01-10", + "equity": 11129.16, + "return_pct": 11.33 + }, + { + "date": "2023-01-11", + "equity": 11186.82, + "return_pct": 11.91 + }, + { + "date": "2023-01-12", + "equity": 11368.49, + "return_pct": 13.73 + }, + { + "date": "2023-01-13", + "equity": 11439.3, + "return_pct": 14.44 + }, + { + "date": "2023-01-17", + "equity": 11383.27, + "return_pct": 13.88 + }, + { + "date": "2023-01-18", + "equity": 11347.25, + "return_pct": 13.51 + }, + { + "date": "2023-01-19", + "equity": 11368.46, + "return_pct": 13.73 + }, + { + "date": "2023-01-20", + "equity": 11546.27, + "return_pct": 15.51 + }, + { + "date": "2023-01-23", + "equity": 11821.37, + "return_pct": 18.26 + }, + { + "date": "2023-01-24", + "equity": 11677.85, + "return_pct": 16.82 + }, + { + "date": "2023-01-25", + "equity": 11728.53, + "return_pct": 17.33 + }, + { + "date": "2023-01-26", + "equity": 11934.01, + "return_pct": 19.38 + }, + { + "date": "2023-01-27", + "equity": 11872.9, + "return_pct": 18.77 + }, + { + "date": "2023-01-30", + "equity": 11609.78, + "return_pct": 16.14 + }, + { + "date": "2023-01-31", + "equity": 11897.37, + "return_pct": 19.02 + }, + { + "date": "2023-02-01", + "equity": 12063.65, + "return_pct": 20.68 + }, + { + "date": "2023-02-02", + "equity": 12106.06, + "return_pct": 21.11 + }, + { + "date": "2023-02-03", + "equity": 11998.13, + "return_pct": 20.03 + }, + { + "date": "2023-02-06", + "equity": 11908.16, + "return_pct": 19.13 + }, + { + "date": "2023-02-07", + "equity": 11758.43, + "return_pct": 17.63 + }, + { + "date": "2023-02-08", + "equity": 11720.42, + "return_pct": 17.25 + }, + { + "date": "2023-02-09", + "equity": 12049.6, + "return_pct": 20.54 + }, + { + "date": "2023-02-10", + "equity": 12207.33, + "return_pct": 22.12 + }, + { + "date": "2023-02-13", + "equity": 12172.0, + "return_pct": 21.77 + }, + { + "date": "2023-02-14", + "equity": 12188.14, + "return_pct": 21.93 + }, + { + "date": "2023-02-15", + "equity": 12101.45, + "return_pct": 21.06 + }, + { + "date": "2023-02-16", + "equity": 11947.83, + "return_pct": 19.52 + }, + { + "date": "2023-02-17", + "equity": 11727.95, + "return_pct": 17.32 + }, + { + "date": "2023-02-21", + "equity": 11597.72, + "return_pct": 16.02 + }, + { + "date": "2023-02-22", + "equity": 11539.84, + "return_pct": 15.44 + }, + { + "date": "2023-02-23", + "equity": 11582.24, + "return_pct": 15.87 + }, + { + "date": "2023-02-24", + "equity": 11571.16, + "return_pct": 15.75 + }, + { + "date": "2023-02-27", + "equity": 11571.16, + "return_pct": 15.75 + }, + { + "date": "2023-02-28", + "equity": 11571.16, + "return_pct": 15.75 + }, + { + "date": "2023-03-01", + "equity": 11571.16, + "return_pct": 15.75 + }, + { + "date": "2023-03-02", + "equity": 11568.84, + "return_pct": 15.73 + }, + { + "date": "2023-03-03", + "equity": 11610.44, + "return_pct": 16.15 + }, + { + "date": "2023-03-06", + "equity": 11609.71, + "return_pct": 16.14 + }, + { + "date": "2023-03-07", + "equity": 11571.76, + "return_pct": 15.76 + }, + { + "date": "2023-03-08", + "equity": 11548.41, + "return_pct": 15.53 + }, + { + "date": "2023-03-09", + "equity": 11464.59, + "return_pct": 14.69 + }, + { + "date": "2023-03-10", + "equity": 11373.76, + "return_pct": 13.78 + }, + { + "date": "2023-03-13", + "equity": 11299.38, + "return_pct": 13.04 + }, + { + "date": "2023-03-14", + "equity": 11348.26, + "return_pct": 13.52 + }, + { + "date": "2023-03-15", + "equity": 11267.54, + "return_pct": 12.72 + }, + { + "date": "2023-03-16", + "equity": 11263.27, + "return_pct": 12.67 + }, + { + "date": "2023-03-17", + "equity": 11249.8, + "return_pct": 12.54 + }, + { + "date": "2023-03-20", + "equity": 11337.72, + "return_pct": 13.42 + }, + { + "date": "2023-03-21", + "equity": 11351.62, + "return_pct": 13.56 + }, + { + "date": "2023-03-22", + "equity": 11280.86, + "return_pct": 12.85 + }, + { + "date": "2023-03-23", + "equity": 11276.49, + "return_pct": 12.81 + }, + { + "date": "2023-03-24", + "equity": 11154.61, + "return_pct": 11.59 + }, + { + "date": "2023-03-27", + "equity": 11042.94, + "return_pct": 10.47 + }, + { + "date": "2023-03-28", + "equity": 11032.57, + "return_pct": 10.37 + }, + { + "date": "2023-03-29", + "equity": 11064.77, + "return_pct": 10.69 + }, + { + "date": "2023-03-30", + "equity": 11081.15, + "return_pct": 10.85 + }, + { + "date": "2023-03-31", + "equity": 11213.66, + "return_pct": 12.18 + }, + { + "date": "2023-04-03", + "equity": 11292.42, + "return_pct": 12.97 + }, + { + "date": "2023-04-04", + "equity": 11186.25, + "return_pct": 11.9 + }, + { + "date": "2023-04-05", + "equity": 11150.81, + "return_pct": 11.55 + }, + { + "date": "2023-04-06", + "equity": 11147.69, + "return_pct": 11.52 + }, + { + "date": "2023-04-10", + "equity": 11172.52, + "return_pct": 11.77 + }, + { + "date": "2023-04-11", + "equity": 11275.34, + "return_pct": 12.8 + }, + { + "date": "2023-04-12", + "equity": 11259.82, + "return_pct": 12.64 + }, + { + "date": "2023-04-13", + "equity": 11343.75, + "return_pct": 13.48 + }, + { + "date": "2023-04-14", + "equity": 11209.93, + "return_pct": 12.14 + }, + { + "date": "2023-04-17", + "equity": 11289.54, + "return_pct": 12.94 + }, + { + "date": "2023-04-18", + "equity": 11393.93, + "return_pct": 13.98 + }, + { + "date": "2023-04-19", + "equity": 11490.33, + "return_pct": 14.95 + }, + { + "date": "2023-04-20", + "equity": 11559.05, + "return_pct": 15.63 + }, + { + "date": "2023-04-21", + "equity": 11653.48, + "return_pct": 16.58 + }, + { + "date": "2023-04-24", + "equity": 11680.64, + "return_pct": 16.85 + }, + { + "date": "2023-04-25", + "equity": 11499.47, + "return_pct": 15.04 + }, + { + "date": "2023-04-26", + "equity": 11311.68, + "return_pct": 13.16 + }, + { + "date": "2023-04-27", + "equity": 11562.68, + "return_pct": 15.67 + }, + { + "date": "2023-04-28", + "equity": 11579.11, + "return_pct": 15.83 + }, + { + "date": "2023-05-01", + "equity": 11450.72, + "return_pct": 14.55 + }, + { + "date": "2023-05-02", + "equity": 11405.75, + "return_pct": 14.1 + }, + { + "date": "2023-05-03", + "equity": 11399.58, + "return_pct": 14.04 + }, + { + "date": "2023-05-04", + "equity": 11240.69, + "return_pct": 12.45 + }, + { + "date": "2023-05-05", + "equity": 11414.59, + "return_pct": 14.19 + }, + { + "date": "2023-05-08", + "equity": 11650.42, + "return_pct": 16.55 + }, + { + "date": "2023-05-09", + "equity": 11574.73, + "return_pct": 15.79 + }, + { + "date": "2023-05-10", + "equity": 11701.43, + "return_pct": 17.06 + }, + { + "date": "2023-05-11", + "equity": 11748.55, + "return_pct": 17.53 + }, + { + "date": "2023-05-12", + "equity": 11608.74, + "return_pct": 16.13 + }, + { + "date": "2023-05-15", + "equity": 11681.21, + "return_pct": 16.86 + }, + { + "date": "2023-05-16", + "equity": 11619.43, + "return_pct": 16.24 + }, + { + "date": "2023-05-17", + "equity": 11807.52, + "return_pct": 18.12 + }, + { + "date": "2023-05-18", + "equity": 12232.75, + "return_pct": 22.37 + }, + { + "date": "2023-05-19", + "equity": 12101.89, + "return_pct": 21.06 + }, + { + "date": "2023-05-22", + "equity": 12176.47, + "return_pct": 21.81 + }, + { + "date": "2023-05-23", + "equity": 11866.57, + "return_pct": 18.71 + }, + { + "date": "2023-05-24", + "equity": 11868.94, + "return_pct": 18.73 + }, + { + "date": "2023-05-25", + "equity": 12131.15, + "return_pct": 21.36 + }, + { + "date": "2023-05-26", + "equity": 12474.06, + "return_pct": 24.79 + }, + { + "date": "2023-05-30", + "equity": 12577.33, + "return_pct": 25.82 + }, + { + "date": "2023-05-31", + "equity": 12523.25, + "return_pct": 25.28 + }, + { + "date": "2023-06-01", + "equity": 12757.51, + "return_pct": 27.62 + }, + { + "date": "2023-06-02", + "equity": 12824.22, + "return_pct": 28.29 + }, + { + "date": "2023-06-05", + "equity": 12853.0, + "return_pct": 28.58 + }, + { + "date": "2023-06-06", + "equity": 12753.79, + "return_pct": 27.59 + }, + { + "date": "2023-06-07", + "equity": 12632.08, + "return_pct": 26.37 + }, + { + "date": "2023-06-08", + "equity": 12757.88, + "return_pct": 27.63 + }, + { + "date": "2023-06-09", + "equity": 12925.19, + "return_pct": 29.3 + }, + { + "date": "2023-06-12", + "equity": 13053.36, + "return_pct": 30.58 + }, + { + "date": "2023-06-13", + "equity": 13201.94, + "return_pct": 32.07 + }, + { + "date": "2023-06-14", + "equity": 13245.06, + "return_pct": 32.5 + }, + { + "date": "2023-06-15", + "equity": 13552.38, + "return_pct": 35.57 + }, + { + "date": "2023-06-16", + "equity": 13481.73, + "return_pct": 34.87 + }, + { + "date": "2023-06-20", + "equity": 13371.1, + "return_pct": 33.76 + }, + { + "date": "2023-06-21", + "equity": 13251.43, + "return_pct": 32.56 + }, + { + "date": "2023-06-22", + "equity": 13242.24, + "return_pct": 32.47 + }, + { + "date": "2023-06-23", + "equity": 13307.85, + "return_pct": 33.13 + }, + { + "date": "2023-06-26", + "equity": 13160.49, + "return_pct": 31.65 + }, + { + "date": "2023-06-27", + "equity": 13394.69, + "return_pct": 34.0 + }, + { + "date": "2023-06-28", + "equity": 13489.4, + "return_pct": 34.94 + }, + { + "date": "2023-06-29", + "equity": 13531.91, + "return_pct": 35.37 + }, + { + "date": "2023-06-30", + "equity": 13655.76, + "return_pct": 36.61 + }, + { + "date": "2023-07-03", + "equity": 13794.86, + "return_pct": 38.0 + }, + { + "date": "2023-07-05", + "equity": 13764.42, + "return_pct": 37.7 + }, + { + "date": "2023-07-06", + "equity": 13576.46, + "return_pct": 35.82 + }, + { + "date": "2023-07-07", + "equity": 13709.35, + "return_pct": 37.14 + }, + { + "date": "2023-07-10", + "equity": 13991.83, + "return_pct": 39.97 + }, + { + "date": "2023-07-11", + "equity": 14400.78, + "return_pct": 44.06 + }, + { + "date": "2023-07-12", + "equity": 14674.34, + "return_pct": 46.8 + }, + { + "date": "2023-07-13", + "equity": 14942.43, + "return_pct": 49.48 + }, + { + "date": "2023-07-14", + "equity": 14971.96, + "return_pct": 49.78 + }, + { + "date": "2023-07-17", + "equity": 15144.27, + "return_pct": 51.5 + }, + { + "date": "2023-07-18", + "equity": 15109.3, + "return_pct": 51.15 + }, + { + "date": "2023-07-19", + "equity": 15018.44, + "return_pct": 50.24 + }, + { + "date": "2023-07-20", + "equity": 14498.13, + "return_pct": 45.04 + }, + { + "date": "2023-07-21", + "equity": 14424.08, + "return_pct": 44.29 + }, + { + "date": "2023-07-24", + "equity": 14314.87, + "return_pct": 43.2 + }, + { + "date": "2023-07-25", + "equity": 14337.52, + "return_pct": 43.43 + }, + { + "date": "2023-07-26", + "equity": 14298.48, + "return_pct": 43.04 + }, + { + "date": "2023-07-27", + "equity": 14344.37, + "return_pct": 43.5 + }, + { + "date": "2023-07-28", + "equity": 14770.23, + "return_pct": 47.76 + }, + { + "date": "2023-07-31", + "equity": 14665.99, + "return_pct": 46.71 + }, + { + "date": "2023-08-01", + "equity": 14625.27, + "return_pct": 46.31 + }, + { + "date": "2023-08-02", + "equity": 15280.23, + "return_pct": 52.86 + }, + { + "date": "2023-08-03", + "equity": 15132.08, + "return_pct": 51.38 + }, + { + "date": "2023-08-04", + "equity": 14904.04, + "return_pct": 49.1 + }, + { + "date": "2023-08-07", + "equity": 14926.29, + "return_pct": 49.32 + }, + { + "date": "2023-08-08", + "equity": 14809.72, + "return_pct": 48.15 + }, + { + "date": "2023-08-09", + "equity": 14613.49, + "return_pct": 46.19 + }, + { + "date": "2023-08-10", + "equity": 14587.87, + "return_pct": 45.93 + }, + { + "date": "2023-08-11", + "equity": 14567.46, + "return_pct": 45.73 + }, + { + "date": "2023-08-14", + "equity": 14530.09, + "return_pct": 45.36 + }, + { + "date": "2023-08-15", + "equity": 14441.9, + "return_pct": 44.47 + }, + { + "date": "2023-08-16", + "equity": 14372.74, + "return_pct": 43.78 + }, + { + "date": "2023-08-17", + "equity": 14220.76, + "return_pct": 42.26 + }, + { + "date": "2023-08-18", + "equity": 14146.5, + "return_pct": 41.52 + }, + { + "date": "2023-08-21", + "equity": 14073.13, + "return_pct": 40.78 + }, + { + "date": "2023-08-22", + "equity": 14126.29, + "return_pct": 41.32 + }, + { + "date": "2023-08-23", + "equity": 14161.35, + "return_pct": 41.67 + }, + { + "date": "2023-08-24", + "equity": 13805.04, + "return_pct": 38.1 + }, + { + "date": "2023-08-25", + "equity": 13873.33, + "return_pct": 38.79 + }, + { + "date": "2023-08-28", + "equity": 13963.75, + "return_pct": 39.69 + }, + { + "date": "2023-08-29", + "equity": 14097.98, + "return_pct": 41.03 + }, + { + "date": "2023-08-30", + "equity": 14138.48, + "return_pct": 41.44 + }, + { + "date": "2023-08-31", + "equity": 14121.78, + "return_pct": 41.27 + }, + { + "date": "2023-09-01", + "equity": 14239.73, + "return_pct": 42.45 + }, + { + "date": "2023-09-05", + "equity": 14122.86, + "return_pct": 41.28 + }, + { + "date": "2023-09-06", + "equity": 14123.35, + "return_pct": 41.29 + }, + { + "date": "2023-09-07", + "equity": 13892.88, + "return_pct": 38.98 + }, + { + "date": "2023-09-08", + "equity": 13865.52, + "return_pct": 38.71 + }, + { + "date": "2023-09-11", + "equity": 14055.59, + "return_pct": 40.61 + }, + { + "date": "2023-09-12", + "equity": 13990.62, + "return_pct": 39.96 + }, + { + "date": "2023-09-13", + "equity": 13857.73, + "return_pct": 38.63 + }, + { + "date": "2023-09-14", + "equity": 14047.97, + "return_pct": 40.53 + }, + { + "date": "2023-09-15", + "equity": 13738.15, + "return_pct": 37.43 + }, + { + "date": "2023-09-18", + "equity": 13715.22, + "return_pct": 37.2 + }, + { + "date": "2023-09-19", + "equity": 13616.37, + "return_pct": 36.21 + }, + { + "date": "2023-09-20", + "equity": 13524.74, + "return_pct": 35.3 + }, + { + "date": "2023-09-21", + "equity": 13369.96, + "return_pct": 33.75 + }, + { + "date": "2023-09-22", + "equity": 13411.83, + "return_pct": 34.17 + }, + { + "date": "2023-09-25", + "equity": 13440.68, + "return_pct": 34.46 + }, + { + "date": "2023-09-26", + "equity": 13371.06, + "return_pct": 33.76 + }, + { + "date": "2023-09-27", + "equity": 13257.3, + "return_pct": 32.62 + }, + { + "date": "2023-09-28", + "equity": 13252.0, + "return_pct": 32.57 + }, + { + "date": "2023-09-29", + "equity": 13251.07, + "return_pct": 32.56 + }, + { + "date": "2023-10-02", + "equity": 13285.96, + "return_pct": 32.91 + }, + { + "date": "2023-10-03", + "equity": 13232.16, + "return_pct": 32.37 + }, + { + "date": "2023-10-04", + "equity": 13281.4, + "return_pct": 32.86 + }, + { + "date": "2023-10-05", + "equity": 13284.76, + "return_pct": 32.9 + }, + { + "date": "2023-10-06", + "equity": 13409.6, + "return_pct": 34.15 + }, + { + "date": "2023-10-09", + "equity": 13447.17, + "return_pct": 34.52 + }, + { + "date": "2023-10-10", + "equity": 13503.3, + "return_pct": 35.08 + }, + { + "date": "2023-10-11", + "equity": 13573.73, + "return_pct": 35.79 + }, + { + "date": "2023-10-12", + "equity": 13417.01, + "return_pct": 34.22 + }, + { + "date": "2023-10-13", + "equity": 13065.46, + "return_pct": 30.7 + }, + { + "date": "2023-10-16", + "equity": 13052.46, + "return_pct": 30.57 + }, + { + "date": "2023-10-17", + "equity": 13004.39, + "return_pct": 30.09 + }, + { + "date": "2023-10-18", + "equity": 12858.74, + "return_pct": 28.64 + }, + { + "date": "2023-10-19", + "equity": 12785.67, + "return_pct": 27.9 + }, + { + "date": "2023-10-20", + "equity": 12580.33, + "return_pct": 25.85 + }, + { + "date": "2023-10-23", + "equity": 12633.09, + "return_pct": 26.38 + }, + { + "date": "2023-10-24", + "equity": 12554.21, + "return_pct": 25.59 + }, + { + "date": "2023-10-25", + "equity": 12459.51, + "return_pct": 24.64 + }, + { + "date": "2023-10-26", + "equity": 12457.01, + "return_pct": 24.62 + }, + { + "date": "2023-10-27", + "equity": 12431.33, + "return_pct": 24.36 + }, + { + "date": "2023-10-30", + "equity": 12472.22, + "return_pct": 24.77 + }, + { + "date": "2023-10-31", + "equity": 12453.35, + "return_pct": 24.58 + }, + { + "date": "2023-11-01", + "equity": 12415.07, + "return_pct": 24.2 + }, + { + "date": "2023-11-02", + "equity": 12507.88, + "return_pct": 25.13 + }, + { + "date": "2023-11-03", + "equity": 12820.27, + "return_pct": 28.25 + }, + { + "date": "2023-11-06", + "equity": 12755.93, + "return_pct": 27.61 + }, + { + "date": "2023-11-07", + "equity": 12845.49, + "return_pct": 28.5 + }, + { + "date": "2023-11-08", + "equity": 12788.05, + "return_pct": 27.93 + }, + { + "date": "2023-11-09", + "equity": 12775.84, + "return_pct": 27.81 + }, + { + "date": "2023-11-10", + "equity": 13180.41, + "return_pct": 31.85 + }, + { + "date": "2023-11-13", + "equity": 13180.29, + "return_pct": 31.85 + }, + { + "date": "2023-11-14", + "equity": 13414.88, + "return_pct": 34.2 + }, + { + "date": "2023-11-15", + "equity": 13468.07, + "return_pct": 34.73 + }, + { + "date": "2023-11-16", + "equity": 13430.9, + "return_pct": 34.36 + }, + { + "date": "2023-11-17", + "equity": 13503.96, + "return_pct": 35.09 + }, + { + "date": "2023-11-20", + "equity": 13739.38, + "return_pct": 37.45 + }, + { + "date": "2023-11-21", + "equity": 13464.65, + "return_pct": 34.7 + }, + { + "date": "2023-11-22", + "equity": 13624.66, + "return_pct": 36.3 + }, + { + "date": "2023-11-24", + "equity": 13546.75, + "return_pct": 35.52 + }, + { + "date": "2023-11-27", + "equity": 13409.22, + "return_pct": 34.14 + }, + { + "date": "2023-11-28", + "equity": 13486.93, + "return_pct": 34.92 + }, + { + "date": "2023-11-29", + "equity": 13405.61, + "return_pct": 34.11 + }, + { + "date": "2023-11-30", + "equity": 13274.1, + "return_pct": 32.79 + }, + { + "date": "2023-12-01", + "equity": 13446.38, + "return_pct": 34.51 + }, + { + "date": "2023-12-04", + "equity": 13501.84, + "return_pct": 35.07 + }, + { + "date": "2023-12-05", + "equity": 13444.73, + "return_pct": 34.5 + }, + { + "date": "2023-12-06", + "equity": 13311.53, + "return_pct": 33.16 + }, + { + "date": "2023-12-07", + "equity": 13632.28, + "return_pct": 36.37 + }, + { + "date": "2023-12-08", + "equity": 13923.57, + "return_pct": 39.29 + }, + { + "date": "2023-12-11", + "equity": 13757.93, + "return_pct": 37.63 + }, + { + "date": "2023-12-12", + "equity": 13843.66, + "return_pct": 38.49 + }, + { + "date": "2023-12-13", + "equity": 14342.36, + "return_pct": 43.48 + }, + { + "date": "2023-12-14", + "equity": 14741.03, + "return_pct": 47.47 + }, + { + "date": "2023-12-15", + "equity": 14721.28, + "return_pct": 47.27 + }, + { + "date": "2023-12-18", + "equity": 15057.1, + "return_pct": 50.63 + }, + { + "date": "2023-12-19", + "equity": 15498.79, + "return_pct": 55.05 + }, + { + "date": "2023-12-20", + "equity": 15054.0, + "return_pct": 50.6 + }, + { + "date": "2023-12-21", + "equity": 15467.28, + "return_pct": 54.73 + }, + { + "date": "2023-12-22", + "equity": 15215.48, + "return_pct": 52.21 + }, + { + "date": "2023-12-26", + "equity": 15134.48, + "return_pct": 51.4 + }, + { + "date": "2023-12-27", + "equity": 15383.48, + "return_pct": 53.89 + }, + { + "date": "2023-12-28", + "equity": 15324.55, + "return_pct": 53.3 + }, + { + "date": "2023-12-29", + "equity": 14917.23, + "return_pct": 49.23 + }, + { + "date": "2024-01-02", + "equity": 14279.62, + "return_pct": 42.85 + }, + { + "date": "2024-01-03", + "equity": 13821.76, + "return_pct": 38.27 + }, + { + "date": "2024-01-04", + "equity": 13750.43, + "return_pct": 37.56 + }, + { + "date": "2024-01-05", + "equity": 13797.69, + "return_pct": 38.03 + }, + { + "date": "2024-01-08", + "equity": 14013.79, + "return_pct": 40.19 + }, + { + "date": "2024-01-09", + "equity": 14193.36, + "return_pct": 41.99 + }, + { + "date": "2024-01-10", + "equity": 14306.91, + "return_pct": 43.12 + }, + { + "date": "2024-01-11", + "equity": 14291.27, + "return_pct": 42.97 + }, + { + "date": "2024-01-12", + "equity": 14236.43, + "return_pct": 42.42 + }, + { + "date": "2024-01-16", + "equity": 14206.17, + "return_pct": 42.11 + }, + { + "date": "2024-01-17", + "equity": 14027.6, + "return_pct": 40.33 + }, + { + "date": "2024-01-18", + "equity": 14346.58, + "return_pct": 43.52 + }, + { + "date": "2024-01-19", + "equity": 14322.42, + "return_pct": 43.28 + }, + { + "date": "2024-01-22", + "equity": 14480.07, + "return_pct": 44.85 + }, + { + "date": "2024-01-23", + "equity": 14669.13, + "return_pct": 46.75 + }, + { + "date": "2024-01-24", + "equity": 14948.13, + "return_pct": 49.54 + }, + { + "date": "2024-01-25", + "equity": 15091.89, + "return_pct": 50.98 + }, + { + "date": "2024-01-26", + "equity": 15131.2, + "return_pct": 51.37 + }, + { + "date": "2024-01-29", + "equity": 15527.52, + "return_pct": 55.33 + }, + { + "date": "2024-01-30", + "equity": 15016.49, + "return_pct": 50.22 + }, + { + "date": "2024-01-31", + "equity": 14760.83, + "return_pct": 47.66 + }, + { + "date": "2024-02-01", + "equity": 15054.75, + "return_pct": 50.6 + }, + { + "date": "2024-02-02", + "equity": 15301.66, + "return_pct": 53.07 + }, + { + "date": "2024-02-05", + "equity": 15179.22, + "return_pct": 51.85 + }, + { + "date": "2024-02-06", + "equity": 15248.18, + "return_pct": 52.54 + }, + { + "date": "2024-02-07", + "equity": 15547.0, + "return_pct": 55.53 + }, + { + "date": "2024-02-08", + "equity": 15820.24, + "return_pct": 58.26 + }, + { + "date": "2024-02-09", + "equity": 15503.97, + "return_pct": 55.1 + }, + { + "date": "2024-02-12", + "equity": 15366.35, + "return_pct": 53.72 + }, + { + "date": "2024-02-13", + "equity": 15234.61, + "return_pct": 52.4 + }, + { + "date": "2024-02-14", + "equity": 15706.57, + "return_pct": 57.12 + }, + { + "date": "2024-02-15", + "equity": 15918.97, + "return_pct": 59.25 + }, + { + "date": "2024-02-16", + "equity": 15570.08, + "return_pct": 55.76 + }, + { + "date": "2024-02-20", + "equity": 15402.48, + "return_pct": 54.08 + }, + { + "date": "2024-02-21", + "equity": 15241.3, + "return_pct": 52.47 + }, + { + "date": "2024-02-22", + "equity": 15514.98, + "return_pct": 55.21 + }, + { + "date": "2024-02-23", + "equity": 15439.62, + "return_pct": 54.45 + }, + { + "date": "2024-02-26", + "equity": 15826.9, + "return_pct": 58.33 + }, + { + "date": "2024-02-27", + "equity": 16144.94, + "return_pct": 61.51 + }, + { + "date": "2024-02-28", + "equity": 16063.47, + "return_pct": 60.69 + }, + { + "date": "2024-02-29", + "equity": 16223.84, + "return_pct": 62.3 + }, + { + "date": "2024-03-01", + "equity": 16529.34, + "return_pct": 65.35 + }, + { + "date": "2024-03-04", + "equity": 16921.04, + "return_pct": 69.27 + }, + { + "date": "2024-03-05", + "equity": 16475.91, + "return_pct": 64.82 + }, + { + "date": "2024-03-06", + "equity": 16780.45, + "return_pct": 67.87 + }, + { + "date": "2024-03-07", + "equity": 16987.27, + "return_pct": 69.94 + }, + { + "date": "2024-03-08", + "equity": 17051.98, + "return_pct": 70.58 + }, + { + "date": "2024-03-11", + "equity": 16723.54, + "return_pct": 67.3 + }, + { + "date": "2024-03-12", + "equity": 16977.52, + "return_pct": 69.84 + }, + { + "date": "2024-03-13", + "equity": 16844.39, + "return_pct": 68.51 + }, + { + "date": "2024-03-14", + "equity": 16519.43, + "return_pct": 65.26 + }, + { + "date": "2024-03-15", + "equity": 16460.96, + "return_pct": 64.67 + }, + { + "date": "2024-03-18", + "equity": 16832.36, + "return_pct": 68.39 + }, + { + "date": "2024-03-19", + "equity": 16746.43, + "return_pct": 67.53 + }, + { + "date": "2024-03-20", + "equity": 17366.0, + "return_pct": 73.72 + }, + { + "date": "2024-03-21", + "equity": 17432.84, + "return_pct": 74.39 + }, + { + "date": "2024-03-22", + "equity": 17424.65, + "return_pct": 74.31 + }, + { + "date": "2024-03-25", + "equity": 17717.82, + "return_pct": 77.24 + }, + { + "date": "2024-03-26", + "equity": 17602.6, + "return_pct": 76.09 + }, + { + "date": "2024-03-27", + "equity": 17306.82, + "return_pct": 73.13 + }, + { + "date": "2024-03-28", + "equity": 17368.47, + "return_pct": 73.75 + }, + { + "date": "2024-04-01", + "equity": 17608.86, + "return_pct": 76.15 + }, + { + "date": "2024-04-02", + "equity": 17549.38, + "return_pct": 75.56 + }, + { + "date": "2024-04-03", + "equity": 18050.99, + "return_pct": 80.58 + }, + { + "date": "2024-04-04", + "equity": 17748.09, + "return_pct": 77.55 + }, + { + "date": "2024-04-05", + "equity": 18245.39, + "return_pct": 82.52 + }, + { + "date": "2024-04-08", + "equity": 18299.19, + "return_pct": 83.06 + }, + { + "date": "2024-04-09", + "equity": 18194.29, + "return_pct": 82.01 + }, + { + "date": "2024-04-10", + "equity": 18167.86, + "return_pct": 81.75 + }, + { + "date": "2024-04-11", + "equity": 18331.55, + "return_pct": 83.38 + }, + { + "date": "2024-04-12", + "equity": 18029.98, + "return_pct": 80.37 + }, + { + "date": "2024-04-15", + "equity": 17745.06, + "return_pct": 77.52 + }, + { + "date": "2024-04-16", + "equity": 17757.78, + "return_pct": 77.64 + }, + { + "date": "2024-04-17", + "equity": 17619.17, + "return_pct": 76.26 + }, + { + "date": "2024-04-18", + "equity": 17569.58, + "return_pct": 75.76 + }, + { + "date": "2024-04-19", + "equity": 17423.01, + "return_pct": 74.3 + }, + { + "date": "2024-04-22", + "equity": 17470.1, + "return_pct": 74.77 + }, + { + "date": "2024-04-23", + "equity": 17511.7, + "return_pct": 75.18 + }, + { + "date": "2024-04-24", + "equity": 17536.61, + "return_pct": 75.43 + }, + { + "date": "2024-04-25", + "equity": 17470.1, + "return_pct": 74.77 + }, + { + "date": "2024-04-26", + "equity": 17792.77, + "return_pct": 77.99 + }, + { + "date": "2024-04-29", + "equity": 17965.24, + "return_pct": 79.72 + }, + { + "date": "2024-04-30", + "equity": 17899.9, + "return_pct": 79.07 + }, + { + "date": "2024-05-01", + "equity": 17780.62, + "return_pct": 77.87 + }, + { + "date": "2024-05-02", + "equity": 17845.01, + "return_pct": 78.52 + }, + { + "date": "2024-05-03", + "equity": 17939.65, + "return_pct": 79.46 + }, + { + "date": "2024-05-06", + "equity": 18097.64, + "return_pct": 81.04 + }, + { + "date": "2024-05-07", + "equity": 18113.88, + "return_pct": 81.21 + }, + { + "date": "2024-05-08", + "equity": 18006.97, + "return_pct": 80.14 + }, + { + "date": "2024-05-09", + "equity": 18352.96, + "return_pct": 83.6 + }, + { + "date": "2024-05-10", + "equity": 18404.65, + "return_pct": 84.12 + }, + { + "date": "2024-05-13", + "equity": 18269.19, + "return_pct": 82.76 + }, + { + "date": "2024-05-14", + "equity": 18364.22, + "return_pct": 83.71 + }, + { + "date": "2024-05-15", + "equity": 18690.72, + "return_pct": 86.98 + }, + { + "date": "2024-05-16", + "equity": 18515.56, + "return_pct": 85.22 + }, + { + "date": "2024-05-17", + "equity": 18602.71, + "return_pct": 86.1 + }, + { + "date": "2024-05-20", + "equity": 18677.38, + "return_pct": 86.84 + }, + { + "date": "2024-05-21", + "equity": 18683.26, + "return_pct": 86.9 + }, + { + "date": "2024-05-22", + "equity": 18255.54, + "return_pct": 82.62 + }, + { + "date": "2024-05-23", + "equity": 18008.24, + "return_pct": 80.15 + }, + { + "date": "2024-05-24", + "equity": 18203.56, + "return_pct": 82.1 + }, + { + "date": "2024-05-28", + "equity": 18284.38, + "return_pct": 82.91 + }, + { + "date": "2024-05-29", + "equity": 18190.38, + "return_pct": 81.97 + }, + { + "date": "2024-05-30", + "equity": 17767.54, + "return_pct": 77.74 + }, + { + "date": "2024-05-31", + "equity": 17535.99, + "return_pct": 75.43 + }, + { + "date": "2024-06-03", + "equity": 17550.07, + "return_pct": 75.57 + }, + { + "date": "2024-06-04", + "equity": 17499.45, + "return_pct": 75.06 + }, + { + "date": "2024-06-05", + "equity": 17567.06, + "return_pct": 75.74 + }, + { + "date": "2024-06-06", + "equity": 17552.41, + "return_pct": 75.59 + }, + { + "date": "2024-06-07", + "equity": 17506.44, + "return_pct": 75.13 + }, + { + "date": "2024-06-10", + "equity": 17559.56, + "return_pct": 75.66 + }, + { + "date": "2024-06-11", + "equity": 17547.76, + "return_pct": 75.54 + }, + { + "date": "2024-06-12", + "equity": 17821.6, + "return_pct": 78.28 + }, + { + "date": "2024-06-13", + "equity": 17549.24, + "return_pct": 75.56 + }, + { + "date": "2024-06-14", + "equity": 17439.59, + "return_pct": 74.46 + }, + { + "date": "2024-06-17", + "equity": 17367.11, + "return_pct": 73.74 + }, + { + "date": "2024-06-18", + "equity": 17355.71, + "return_pct": 73.62 + }, + { + "date": "2024-06-20", + "equity": 17266.95, + "return_pct": 72.73 + }, + { + "date": "2024-06-21", + "equity": 17187.75, + "return_pct": 71.94 + }, + { + "date": "2024-06-24", + "equity": 17092.46, + "return_pct": 70.99 + }, + { + "date": "2024-06-25", + "equity": 17211.84, + "return_pct": 72.18 + }, + { + "date": "2024-06-26", + "equity": 17154.48, + "return_pct": 71.61 + }, + { + "date": "2024-06-27", + "equity": 17154.74, + "return_pct": 71.61 + }, + { + "date": "2024-06-28", + "equity": 17304.63, + "return_pct": 73.11 + }, + { + "date": "2024-07-01", + "equity": 17253.53, + "return_pct": 72.6 + }, + { + "date": "2024-07-02", + "equity": 17259.04, + "return_pct": 72.65 + }, + { + "date": "2024-07-03", + "equity": 17501.24, + "return_pct": 75.08 + }, + { + "date": "2024-07-05", + "equity": 17354.19, + "return_pct": 73.61 + }, + { + "date": "2024-07-08", + "equity": 17247.68, + "return_pct": 72.54 + }, + { + "date": "2024-07-09", + "equity": 17262.54, + "return_pct": 72.69 + }, + { + "date": "2024-07-10", + "equity": 17225.63, + "return_pct": 72.32 + }, + { + "date": "2024-07-11", + "equity": 17382.33, + "return_pct": 73.89 + }, + { + "date": "2024-07-12", + "equity": 17438.92, + "return_pct": 74.45 + }, + { + "date": "2024-07-15", + "equity": 17853.94, + "return_pct": 78.61 + }, + { + "date": "2024-07-16", + "equity": 17906.15, + "return_pct": 79.13 + }, + { + "date": "2024-07-17", + "equity": 17373.14, + "return_pct": 73.8 + }, + { + "date": "2024-07-18", + "equity": 17073.3, + "return_pct": 70.8 + }, + { + "date": "2024-07-19", + "equity": 17261.73, + "return_pct": 72.68 + }, + { + "date": "2024-07-22", + "equity": 17326.45, + "return_pct": 73.33 + }, + { + "date": "2024-07-23", + "equity": 17092.77, + "return_pct": 70.99 + }, + { + "date": "2024-07-24", + "equity": 16800.65, + "return_pct": 68.07 + }, + { + "date": "2024-07-25", + "equity": 16679.22, + "return_pct": 66.85 + }, + { + "date": "2024-07-26", + "equity": 16693.95, + "return_pct": 67.0 + }, + { + "date": "2024-07-29", + "equity": 16666.77, + "return_pct": 66.73 + }, + { + "date": "2024-07-30", + "equity": 16719.35, + "return_pct": 67.26 + }, + { + "date": "2024-07-31", + "equity": 16826.02, + "return_pct": 68.32 + }, + { + "date": "2024-08-01", + "equity": 16677.75, + "return_pct": 66.84 + }, + { + "date": "2024-08-02", + "equity": 16316.5, + "return_pct": 63.23 + }, + { + "date": "2024-08-05", + "equity": 16092.14, + "return_pct": 60.98 + }, + { + "date": "2024-08-06", + "equity": 16141.25, + "return_pct": 61.47 + }, + { + "date": "2024-08-07", + "equity": 16148.55, + "return_pct": 61.55 + }, + { + "date": "2024-08-08", + "equity": 16228.83, + "return_pct": 62.35 + }, + { + "date": "2024-08-09", + "equity": 16212.01, + "return_pct": 62.18 + }, + { + "date": "2024-08-12", + "equity": 16208.6, + "return_pct": 62.15 + }, + { + "date": "2024-08-13", + "equity": 16210.86, + "return_pct": 62.17 + }, + { + "date": "2024-08-14", + "equity": 16198.18, + "return_pct": 62.04 + }, + { + "date": "2024-08-15", + "equity": 16227.8, + "return_pct": 62.34 + }, + { + "date": "2024-08-16", + "equity": 16222.15, + "return_pct": 62.28 + }, + { + "date": "2024-08-19", + "equity": 16403.7, + "return_pct": 64.1 + }, + { + "date": "2024-08-20", + "equity": 16582.15, + "return_pct": 65.88 + }, + { + "date": "2024-08-21", + "equity": 16541.74, + "return_pct": 65.48 + }, + { + "date": "2024-08-22", + "equity": 16430.68, + "return_pct": 64.37 + }, + { + "date": "2024-08-23", + "equity": 16598.21, + "return_pct": 66.04 + }, + { + "date": "2024-08-26", + "equity": 16438.17, + "return_pct": 64.44 + }, + { + "date": "2024-08-27", + "equity": 16510.9, + "return_pct": 65.17 + }, + { + "date": "2024-08-28", + "equity": 16528.07, + "return_pct": 65.34 + }, + { + "date": "2024-08-29", + "equity": 16566.38, + "return_pct": 65.73 + }, + { + "date": "2024-08-30", + "equity": 16754.04, + "return_pct": 67.6 + }, + { + "date": "2024-09-03", + "equity": 16524.57, + "return_pct": 65.31 + }, + { + "date": "2024-09-04", + "equity": 16421.93, + "return_pct": 64.28 + }, + { + "date": "2024-09-05", + "equity": 16359.94, + "return_pct": 63.66 + }, + { + "date": "2024-09-06", + "equity": 16030.88, + "return_pct": 60.37 + }, + { + "date": "2024-09-09", + "equity": 16211.4, + "return_pct": 62.17 + }, + { + "date": "2024-09-10", + "equity": 16142.63, + "return_pct": 61.49 + }, + { + "date": "2024-09-11", + "equity": 16153.51, + "return_pct": 61.6 + }, + { + "date": "2024-09-12", + "equity": 16302.6, + "return_pct": 63.09 + }, + { + "date": "2024-09-13", + "equity": 16435.92, + "return_pct": 64.42 + }, + { + "date": "2024-09-16", + "equity": 16603.98, + "return_pct": 66.1 + }, + { + "date": "2024-09-17", + "equity": 16693.37, + "return_pct": 67.0 + }, + { + "date": "2024-09-18", + "equity": 16606.68, + "return_pct": 66.13 + }, + { + "date": "2024-09-19", + "equity": 16860.19, + "return_pct": 68.66 + }, + { + "date": "2024-09-20", + "equity": 17603.02, + "return_pct": 76.1 + }, + { + "date": "2024-09-23", + "equity": 17763.8, + "return_pct": 77.7 + }, + { + "date": "2024-09-24", + "equity": 17845.46, + "return_pct": 78.52 + }, + { + "date": "2024-09-25", + "equity": 18133.35, + "return_pct": 81.4 + }, + { + "date": "2024-09-26", + "equity": 18029.53, + "return_pct": 80.36 + }, + { + "date": "2024-09-27", + "equity": 18269.27, + "return_pct": 82.76 + }, + { + "date": "2024-09-30", + "equity": 18236.43, + "return_pct": 82.43 + }, + { + "date": "2024-10-01", + "equity": 18216.11, + "return_pct": 82.23 + }, + { + "date": "2024-10-02", + "equity": 18528.07, + "return_pct": 85.35 + }, + { + "date": "2024-10-03", + "equity": 18715.81, + "return_pct": 87.23 + }, + { + "date": "2024-10-04", + "equity": 19176.18, + "return_pct": 91.83 + }, + { + "date": "2024-10-07", + "equity": 18927.97, + "return_pct": 89.35 + }, + { + "date": "2024-10-08", + "equity": 19108.27, + "return_pct": 91.15 + }, + { + "date": "2024-10-09", + "equity": 18884.81, + "return_pct": 88.92 + }, + { + "date": "2024-10-10", + "equity": 18822.1, + "return_pct": 88.29 + }, + { + "date": "2024-10-11", + "equity": 19022.2, + "return_pct": 90.29 + }, + { + "date": "2024-10-14", + "equity": 19123.93, + "return_pct": 91.31 + }, + { + "date": "2024-10-15", + "equity": 18907.29, + "return_pct": 89.14 + }, + { + "date": "2024-10-16", + "equity": 19046.12, + "return_pct": 90.53 + }, + { + "date": "2024-10-17", + "equity": 19088.38, + "return_pct": 90.95 + }, + { + "date": "2024-10-18", + "equity": 19246.7, + "return_pct": 92.54 + }, + { + "date": "2024-10-21", + "equity": 19395.99, + "return_pct": 94.03 + }, + { + "date": "2024-10-22", + "equity": 19827.51, + "return_pct": 98.35 + }, + { + "date": "2024-10-23", + "equity": 19430.0, + "return_pct": 94.37 + }, + { + "date": "2024-10-24", + "equity": 19567.39, + "return_pct": 95.75 + }, + { + "date": "2024-10-25", + "equity": 19788.89, + "return_pct": 97.96 + }, + { + "date": "2024-10-28", + "equity": 19674.27, + "return_pct": 96.82 + }, + { + "date": "2024-10-29", + "equity": 19604.08, + "return_pct": 96.11 + }, + { + "date": "2024-10-30", + "equity": 19528.74, + "return_pct": 95.36 + }, + { + "date": "2024-10-31", + "equity": 19400.97, + "return_pct": 94.08 + }, + { + "date": "2024-11-01", + "equity": 19496.18, + "return_pct": 95.03 + }, + { + "date": "2024-11-04", + "equity": 19625.23, + "return_pct": 96.33 + }, + { + "date": "2024-11-05", + "equity": 20020.94, + "return_pct": 100.28 + }, + { + "date": "2024-11-06", + "equity": 20531.25, + "return_pct": 105.39 + }, + { + "date": "2024-11-07", + "equity": 20804.57, + "return_pct": 108.12 + }, + { + "date": "2024-11-08", + "equity": 21217.71, + "return_pct": 112.26 + }, + { + "date": "2024-11-11", + "equity": 21547.37, + "return_pct": 115.55 + }, + { + "date": "2024-11-12", + "equity": 21617.99, + "return_pct": 116.26 + }, + { + "date": "2024-11-13", + "equity": 21285.51, + "return_pct": 112.93 + }, + { + "date": "2024-11-14", + "equity": 21146.87, + "return_pct": 111.55 + }, + { + "date": "2024-11-15", + "equity": 20886.19, + "return_pct": 108.94 + }, + { + "date": "2024-11-18", + "equity": 21103.03, + "return_pct": 111.11 + }, + { + "date": "2024-11-19", + "equity": 21325.58, + "return_pct": 113.34 + }, + { + "date": "2024-11-20", + "equity": 21332.04, + "return_pct": 113.4 + }, + { + "date": "2024-11-21", + "equity": 21300.41, + "return_pct": 113.08 + }, + { + "date": "2024-11-22", + "equity": 21665.47, + "return_pct": 116.74 + }, + { + "date": "2024-11-25", + "equity": 21896.05, + "return_pct": 119.04 + }, + { + "date": "2024-11-26", + "equity": 21383.68, + "return_pct": 113.92 + }, + { + "date": "2024-11-27", + "equity": 21385.74, + "return_pct": 113.94 + }, + { + "date": "2024-11-29", + "equity": 21441.2, + "return_pct": 114.49 + }, + { + "date": "2024-12-02", + "equity": 21152.25, + "return_pct": 111.6 + }, + { + "date": "2024-12-03", + "equity": 21110.74, + "return_pct": 111.19 + }, + { + "date": "2024-12-04", + "equity": 21299.72, + "return_pct": 113.08 + }, + { + "date": "2024-12-05", + "equity": 21061.78, + "return_pct": 110.7 + }, + { + "date": "2024-12-06", + "equity": 21414.82, + "return_pct": 114.23 + }, + { + "date": "2024-12-09", + "equity": 20924.32, + "return_pct": 109.32 + }, + { + "date": "2024-12-10", + "equity": 20792.91, + "return_pct": 108.01 + }, + { + "date": "2024-12-11", + "equity": 20857.13, + "return_pct": 108.65 + }, + { + "date": "2024-12-12", + "equity": 20753.83, + "return_pct": 107.62 + }, + { + "date": "2024-12-13", + "equity": 20762.79, + "return_pct": 107.71 + }, + { + "date": "2024-12-16", + "equity": 20963.97, + "return_pct": 109.72 + }, + { + "date": "2024-12-17", + "equity": 20831.21, + "return_pct": 108.39 + }, + { + "date": "2024-12-18", + "equity": 20416.4, + "return_pct": 104.24 + }, + { + "date": "2024-12-19", + "equity": 20404.95, + "return_pct": 104.13 + }, + { + "date": "2024-12-20", + "equity": 20248.44, + "return_pct": 102.56 + }, + { + "date": "2024-12-23", + "equity": 20162.46, + "return_pct": 101.7 + }, + { + "date": "2024-12-24", + "equity": 20171.81, + "return_pct": 101.79 + }, + { + "date": "2024-12-26", + "equity": 20173.68, + "return_pct": 101.81 + }, + { + "date": "2024-12-27", + "equity": 20087.88, + "return_pct": 100.95 + }, + { + "date": "2024-12-30", + "equity": 20048.74, + "return_pct": 100.56 + }, + { + "date": "2024-12-31", + "equity": 19994.78, + "return_pct": 100.02 + }, + { + "date": "2025-01-02", + "equity": 20110.1, + "return_pct": 101.18 + }, + { + "date": "2025-01-03", + "equity": 20211.15, + "return_pct": 102.19 + }, + { + "date": "2025-01-06", + "equity": 20283.09, + "return_pct": 102.91 + }, + { + "date": "2025-01-07", + "equity": 20169.35, + "return_pct": 101.77 + }, + { + "date": "2025-01-08", + "equity": 20182.58, + "return_pct": 101.9 + }, + { + "date": "2025-01-10", + "equity": 20143.96, + "return_pct": 101.51 + }, + { + "date": "2025-01-13", + "equity": 20118.04, + "return_pct": 101.26 + }, + { + "date": "2025-01-14", + "equity": 20232.84, + "return_pct": 102.4 + }, + { + "date": "2025-01-15", + "equity": 20426.23, + "return_pct": 104.34 + }, + { + "date": "2025-01-16", + "equity": 20603.45, + "return_pct": 106.11 + }, + { + "date": "2025-01-17", + "equity": 20927.34, + "return_pct": 109.35 + }, + { + "date": "2025-01-21", + "equity": 21274.79, + "return_pct": 112.83 + }, + { + "date": "2025-01-22", + "equity": 21265.26, + "return_pct": 112.73 + }, + { + "date": "2025-01-23", + "equity": 21056.77, + "return_pct": 110.65 + }, + { + "date": "2025-01-24", + "equity": 20858.84, + "return_pct": 108.67 + }, + { + "date": "2025-01-27", + "equity": 20653.42, + "return_pct": 106.61 + }, + { + "date": "2025-01-28", + "equity": 20471.35, + "return_pct": 104.79 + }, + { + "date": "2025-01-29", + "equity": 20441.48, + "return_pct": 104.49 + }, + { + "date": "2025-01-30", + "equity": 20711.51, + "return_pct": 107.19 + }, + { + "date": "2025-01-31", + "equity": 20629.35, + "return_pct": 106.37 + }, + { + "date": "2025-02-03", + "equity": 20726.5, + "return_pct": 107.34 + }, + { + "date": "2025-02-04", + "equity": 20808.17, + "return_pct": 108.16 + }, + { + "date": "2025-02-05", + "equity": 21170.17, + "return_pct": 111.78 + }, + { + "date": "2025-02-06", + "equity": 21276.22, + "return_pct": 112.84 + }, + { + "date": "2025-02-07", + "equity": 21389.1, + "return_pct": 113.97 + }, + { + "date": "2025-02-10", + "equity": 21419.68, + "return_pct": 114.28 + }, + { + "date": "2025-02-11", + "equity": 21279.32, + "return_pct": 112.87 + }, + { + "date": "2025-02-12", + "equity": 21590.0, + "return_pct": 115.98 + }, + { + "date": "2025-02-13", + "equity": 21851.24, + "return_pct": 118.59 + }, + { + "date": "2025-02-14", + "equity": 22281.4, + "return_pct": 122.9 + }, + { + "date": "2025-02-18", + "equity": 22397.53, + "return_pct": 124.06 + }, + { + "date": "2025-02-19", + "equity": 22388.63, + "return_pct": 123.97 + }, + { + "date": "2025-02-20", + "equity": 21913.32, + "return_pct": 119.21 + }, + { + "date": "2025-02-21", + "equity": 21827.69, + "return_pct": 118.36 + }, + { + "date": "2025-02-24", + "equity": 21732.76, + "return_pct": 117.41 + }, + { + "date": "2025-02-25", + "equity": 21616.94, + "return_pct": 116.25 + }, + { + "date": "2025-02-26", + "equity": 21583.96, + "return_pct": 115.92 + }, + { + "date": "2025-02-27", + "equity": 21524.39, + "return_pct": 115.32 + }, + { + "date": "2025-02-28", + "equity": 21722.56, + "return_pct": 117.31 + }, + { + "date": "2025-03-03", + "equity": 21722.58, + "return_pct": 117.31 + }, + { + "date": "2025-03-04", + "equity": 21374.49, + "return_pct": 113.82 + }, + { + "date": "2025-03-05", + "equity": 21356.56, + "return_pct": 113.65 + }, + { + "date": "2025-03-06", + "equity": 21356.56, + "return_pct": 113.65 + }, + { + "date": "2025-03-07", + "equity": 21343.75, + "return_pct": 113.52 + }, + { + "date": "2025-03-10", + "equity": 21185.81, + "return_pct": 111.94 + }, + { + "date": "2025-03-11", + "equity": 20990.65, + "return_pct": 109.98 + }, + { + "date": "2025-03-12", + "equity": 21011.1, + "return_pct": 110.19 + }, + { + "date": "2025-03-13", + "equity": 21207.77, + "return_pct": 112.16 + }, + { + "date": "2025-03-14", + "equity": 21260.96, + "return_pct": 112.69 + }, + { + "date": "2025-03-17", + "equity": 21493.88, + "return_pct": 115.02 + }, + { + "date": "2025-03-18", + "equity": 21479.74, + "return_pct": 114.88 + }, + { + "date": "2025-03-19", + "equity": 21549.05, + "return_pct": 115.57 + }, + { + "date": "2025-03-20", + "equity": 21559.62, + "return_pct": 115.68 + }, + { + "date": "2025-03-21", + "equity": 21493.22, + "return_pct": 115.01 + }, + { + "date": "2025-03-24", + "equity": 21700.06, + "return_pct": 117.08 + }, + { + "date": "2025-03-25", + "equity": 21829.29, + "return_pct": 118.37 + }, + { + "date": "2025-03-26", + "equity": 21643.89, + "return_pct": 116.52 + }, + { + "date": "2025-03-27", + "equity": 21653.13, + "return_pct": 116.61 + }, + { + "date": "2025-03-28", + "equity": 21474.91, + "return_pct": 114.83 + }, + { + "date": "2025-03-31", + "equity": 21454.89, + "return_pct": 114.63 + }, + { + "date": "2025-04-01", + "equity": 21485.39, + "return_pct": 114.93 + }, + { + "date": "2025-04-02", + "equity": 21568.5, + "return_pct": 115.77 + }, + { + "date": "2025-04-03", + "equity": 21273.75, + "return_pct": 112.82 + }, + { + "date": "2025-04-04", + "equity": 20645.41, + "return_pct": 106.53 + }, + { + "date": "2025-04-07", + "equity": 20645.41, + "return_pct": 106.53 + }, + { + "date": "2025-04-08", + "equity": 20645.41, + "return_pct": 106.53 + }, + { + "date": "2025-04-09", + "equity": 20645.41, + "return_pct": 106.53 + }, + { + "date": "2025-04-10", + "equity": 20645.41, + "return_pct": 106.53 + }, + { + "date": "2025-04-11", + "equity": 20636.01, + "return_pct": 106.44 + }, + { + "date": "2025-04-14", + "equity": 20753.69, + "return_pct": 107.61 + }, + { + "date": "2025-04-15", + "equity": 20796.78, + "return_pct": 108.05 + }, + { + "date": "2025-04-16", + "equity": 20397.17, + "return_pct": 104.05 + }, + { + "date": "2025-04-17", + "equity": 20440.21, + "return_pct": 104.48 + }, + { + "date": "2025-04-21", + "equity": 20242.08, + "return_pct": 102.5 + }, + { + "date": "2025-04-22", + "equity": 20492.59, + "return_pct": 105.0 + }, + { + "date": "2025-04-23", + "equity": 20639.47, + "return_pct": 106.47 + }, + { + "date": "2025-04-24", + "equity": 20815.58, + "return_pct": 108.23 + }, + { + "date": "2025-04-25", + "equity": 20852.69, + "return_pct": 108.6 + }, + { + "date": "2025-04-28", + "equity": 20865.39, + "return_pct": 108.73 + }, + { + "date": "2025-04-29", + "equity": 21004.03, + "return_pct": 110.12 + }, + { + "date": "2025-04-30", + "equity": 21019.39, + "return_pct": 110.27 + }, + { + "date": "2025-05-01", + "equity": 21213.9, + "return_pct": 112.22 + }, + { + "date": "2025-05-02", + "equity": 21754.32, + "return_pct": 117.62 + }, + { + "date": "2025-05-05", + "equity": 21885.54, + "return_pct": 118.94 + }, + { + "date": "2025-05-06", + "equity": 21730.71, + "return_pct": 117.39 + }, + { + "date": "2025-05-07", + "equity": 21912.08, + "return_pct": 119.2 + }, + { + "date": "2025-05-08", + "equity": 22684.24, + "return_pct": 126.93 + }, + { + "date": "2025-05-09", + "equity": 22496.85, + "return_pct": 125.05 + }, + { + "date": "2025-05-12", + "equity": 23275.54, + "return_pct": 132.84 + }, + { + "date": "2025-05-13", + "equity": 23752.45, + "return_pct": 137.61 + }, + { + "date": "2025-05-14", + "equity": 23968.95, + "return_pct": 139.78 + }, + { + "date": "2025-05-15", + "equity": 23870.5, + "return_pct": 138.79 + }, + { + "date": "2025-05-16", + "equity": 23970.24, + "return_pct": 139.79 + }, + { + "date": "2025-05-19", + "equity": 24082.48, + "return_pct": 140.91 + }, + { + "date": "2025-05-20", + "equity": 23656.85, + "return_pct": 136.66 + }, + { + "date": "2025-05-21", + "equity": 23249.08, + "return_pct": 132.58 + }, + { + "date": "2025-05-22", + "equity": 23226.04, + "return_pct": 132.35 + }, + { + "date": "2025-05-23", + "equity": 23204.88, + "return_pct": 132.14 + }, + { + "date": "2025-05-27", + "equity": 23870.52, + "return_pct": 138.79 + }, + { + "date": "2025-05-28", + "equity": 23800.96, + "return_pct": 138.1 + }, + { + "date": "2025-05-29", + "equity": 23376.5, + "return_pct": 133.85 + }, + { + "date": "2025-05-30", + "equity": 23536.59, + "return_pct": 135.45 + }, + { + "date": "2025-06-02", + "equity": 23861.67, + "return_pct": 138.71 + }, + { + "date": "2025-06-03", + "equity": 24188.94, + "return_pct": 141.98 + }, + { + "date": "2025-06-04", + "equity": 24372.77, + "return_pct": 143.82 + }, + { + "date": "2025-06-05", + "equity": 24119.71, + "return_pct": 141.29 + }, + { + "date": "2025-06-06", + "equity": 24343.21, + "return_pct": 143.52 + }, + { + "date": "2025-06-09", + "equity": 23788.53, + "return_pct": 137.97 + }, + { + "date": "2025-06-10", + "equity": 23663.7, + "return_pct": 136.73 + }, + { + "date": "2025-06-11", + "equity": 23865.59, + "return_pct": 138.74 + }, + { + "date": "2025-06-12", + "equity": 23815.76, + "return_pct": 138.25 + }, + { + "date": "2025-06-13", + "equity": 23240.65, + "return_pct": 132.49 + }, + { + "date": "2025-06-16", + "equity": 23744.39, + "return_pct": 137.53 + }, + { + "date": "2025-06-17", + "equity": 23559.81, + "return_pct": 135.69 + }, + { + "date": "2025-06-18", + "equity": 23912.34, + "return_pct": 139.21 + }, + { + "date": "2025-06-20", + "equity": 24040.47, + "return_pct": 140.49 + }, + { + "date": "2025-06-23", + "equity": 24135.18, + "return_pct": 141.44 + }, + { + "date": "2025-06-24", + "equity": 24738.91, + "return_pct": 147.48 + }, + { + "date": "2025-06-25", + "equity": 24582.4, + "return_pct": 145.92 + }, + { + "date": "2025-06-26", + "equity": 25018.72, + "return_pct": 150.28 + }, + { + "date": "2025-06-27", + "equity": 25252.88, + "return_pct": 152.62 + }, + { + "date": "2025-06-30", + "equity": 25962.39, + "return_pct": 159.72 + }, + { + "date": "2025-07-01", + "equity": 25165.15, + "return_pct": 151.75 + }, + { + "date": "2025-07-02", + "equity": 25691.9, + "return_pct": 157.01 + }, + { + "date": "2025-07-03", + "equity": 25989.86, + "return_pct": 160.0 + }, + { + "date": "2025-07-07", + "equity": 26048.63, + "return_pct": 160.58 + }, + { + "date": "2025-07-08", + "equity": 25719.4, + "return_pct": 157.29 + }, + { + "date": "2025-07-09", + "equity": 26337.57, + "return_pct": 163.47 + }, + { + "date": "2025-07-10", + "equity": 26494.67, + "return_pct": 165.05 + }, + { + "date": "2025-07-11", + "equity": 26504.19, + "return_pct": 165.14 + }, + { + "date": "2025-07-14", + "equity": 27011.26, + "return_pct": 170.21 + }, + { + "date": "2025-07-15", + "equity": 27045.98, + "return_pct": 170.56 + }, + { + "date": "2025-07-16", + "equity": 27348.86, + "return_pct": 173.59 + }, + { + "date": "2025-07-17", + "equity": 27722.48, + "return_pct": 177.33 + }, + { + "date": "2025-07-18", + "equity": 27718.26, + "return_pct": 177.29 + }, + { + "date": "2025-07-21", + "equity": 27925.45, + "return_pct": 179.36 + }, + { + "date": "2025-07-22", + "equity": 27499.77, + "return_pct": 175.1 + }, + { + "date": "2025-07-23", + "equity": 27880.28, + "return_pct": 178.91 + }, + { + "date": "2025-07-24", + "equity": 27999.51, + "return_pct": 180.1 + }, + { + "date": "2025-07-25", + "equity": 28524.75, + "return_pct": 185.35 + }, + { + "date": "2025-07-28", + "equity": 28495.38, + "return_pct": 185.06 + }, + { + "date": "2025-07-29", + "equity": 28407.71, + "return_pct": 184.18 + }, + { + "date": "2025-07-30", + "equity": 28261.68, + "return_pct": 182.72 + }, + { + "date": "2025-07-31", + "equity": 28158.5, + "return_pct": 181.69 + }, + { + "date": "2025-08-01", + "equity": 27633.11, + "return_pct": 176.43 + }, + { + "date": "2025-08-04", + "equity": 28067.57, + "return_pct": 180.78 + }, + { + "date": "2025-08-05", + "equity": 29098.33, + "return_pct": 191.09 + }, + { + "date": "2025-08-06", + "equity": 29245.22, + "return_pct": 192.56 + }, + { + "date": "2025-08-07", + "equity": 29434.87, + "return_pct": 194.46 + }, + { + "date": "2025-08-08", + "equity": 29373.68, + "return_pct": 193.85 + }, + { + "date": "2025-08-11", + "equity": 29204.56, + "return_pct": 192.15 + }, + { + "date": "2025-08-12", + "equity": 29002.49, + "return_pct": 190.13 + }, + { + "date": "2025-08-13", + "equity": 28719.17, + "return_pct": 187.3 + }, + { + "date": "2025-08-14", + "equity": 28458.25, + "return_pct": 184.69 + }, + { + "date": "2025-08-15", + "equity": 28409.83, + "return_pct": 184.2 + }, + { + "date": "2025-08-18", + "equity": 28393.89, + "return_pct": 184.04 + }, + { + "date": "2025-08-19", + "equity": 27851.12, + "return_pct": 178.61 + }, + { + "date": "2025-08-20", + "equity": 27806.28, + "return_pct": 178.17 + }, + { + "date": "2025-08-21", + "equity": 27876.91, + "return_pct": 178.87 + }, + { + "date": "2025-08-22", + "equity": 28592.99, + "return_pct": 186.04 + }, + { + "date": "2025-08-25", + "equity": 28775.02, + "return_pct": 187.86 + }, + { + "date": "2025-08-26", + "equity": 28997.1, + "return_pct": 190.08 + }, + { + "date": "2025-08-27", + "equity": 29313.62, + "return_pct": 193.25 + }, + { + "date": "2025-08-28", + "equity": 29637.71, + "return_pct": 196.49 + }, + { + "date": "2025-08-29", + "equity": 29395.45, + "return_pct": 194.06 + }, + { + "date": "2025-09-02", + "equity": 29381.04, + "return_pct": 193.92 + }, + { + "date": "2025-09-03", + "equity": 29346.92, + "return_pct": 193.58 + }, + { + "date": "2025-09-04", + "equity": 29113.7, + "return_pct": 191.25 + }, + { + "date": "2025-09-05", + "equity": 29246.0, + "return_pct": 192.57 + }, + { + "date": "2025-09-08", + "equity": 29403.27, + "return_pct": 194.14 + }, + { + "date": "2025-09-09", + "equity": 29205.49, + "return_pct": 192.16 + }, + { + "date": "2025-09-10", + "equity": 29476.99, + "return_pct": 194.88 + }, + { + "date": "2025-09-11", + "equity": 31009.69, + "return_pct": 210.21 + }, + { + "date": "2025-09-12", + "equity": 31927.11, + "return_pct": 219.39 + }, + { + "date": "2025-09-15", + "equity": 32361.45, + "return_pct": 223.74 + }, + { + "date": "2025-09-16", + "equity": 32042.89, + "return_pct": 220.55 + }, + { + "date": "2025-09-17", + "equity": 32130.09, + "return_pct": 221.42 + }, + { + "date": "2025-09-18", + "equity": 32875.19, + "return_pct": 228.87 + }, + { + "date": "2025-09-19", + "equity": 33278.45, + "return_pct": 232.91 + }, + { + "date": "2025-09-22", + "equity": 33104.48, + "return_pct": 231.17 + }, + { + "date": "2025-09-23", + "equity": 32860.28, + "return_pct": 228.73 + }, + { + "date": "2025-09-24", + "equity": 32934.57, + "return_pct": 229.47 + }, + { + "date": "2025-09-25", + "equity": 32279.08, + "return_pct": 222.91 + }, + { + "date": "2025-09-26", + "equity": 32668.3, + "return_pct": 226.8 + }, + { + "date": "2025-09-29", + "equity": 32960.43, + "return_pct": 229.73 + }, + { + "date": "2025-09-30", + "equity": 33231.84, + "return_pct": 232.44 + }, + { + "date": "2025-10-01", + "equity": 34149.28, + "return_pct": 241.62 + }, + { + "date": "2025-10-02", + "equity": 34150.42, + "return_pct": 241.63 + }, + { + "date": "2025-10-03", + "equity": 34015.02, + "return_pct": 240.28 + }, + { + "date": "2025-10-06", + "equity": 34780.49, + "return_pct": 247.93 + }, + { + "date": "2025-10-07", + "equity": 34411.01, + "return_pct": 244.24 + }, + { + "date": "2025-10-08", + "equity": 34861.2, + "return_pct": 248.74 + }, + { + "date": "2025-10-09", + "equity": 34544.69, + "return_pct": 245.58 + }, + { + "date": "2025-10-10", + "equity": 33241.75, + "return_pct": 232.54 + }, + { + "date": "2025-10-13", + "equity": 33732.88, + "return_pct": 237.45 + }, + { + "date": "2025-10-14", + "equity": 33164.52, + "return_pct": 231.77 + }, + { + "date": "2025-10-15", + "equity": 33440.78, + "return_pct": 234.53 + }, + { + "date": "2025-10-16", + "equity": 33293.93, + "return_pct": 233.06 + }, + { + "date": "2025-10-17", + "equity": 33515.3, + "return_pct": 235.28 + }, + { + "date": "2025-10-20", + "equity": 33464.07, + "return_pct": 234.77 + }, + { + "date": "2025-10-21", + "equity": 33330.57, + "return_pct": 233.43 + }, + { + "date": "2025-10-22", + "equity": 33001.0, + "return_pct": 230.13 + }, + { + "date": "2025-10-23", + "equity": 32890.07, + "return_pct": 229.02 + }, + { + "date": "2025-10-24", + "equity": 32790.87, + "return_pct": 228.03 + }, + { + "date": "2025-10-27", + "equity": 33273.58, + "return_pct": 232.86 + }, + { + "date": "2025-10-28", + "equity": 33012.64, + "return_pct": 230.25 + }, + { + "date": "2025-10-29", + "equity": 32915.09, + "return_pct": 229.27 + }, + { + "date": "2025-10-30", + "equity": 33068.65, + "return_pct": 230.81 + }, + { + "date": "2025-10-31", + "equity": 34038.55, + "return_pct": 240.51 + }, + { + "date": "2025-11-03", + "equity": 33866.12, + "return_pct": 238.79 + }, + { + "date": "2025-11-04", + "equity": 34165.66, + "return_pct": 241.78 + }, + { + "date": "2025-11-05", + "equity": 34681.04, + "return_pct": 246.94 + }, + { + "date": "2025-11-06", + "equity": 34359.52, + "return_pct": 243.72 + }, + { + "date": "2025-11-07", + "equity": 34787.1, + "return_pct": 248.0 + }, + { + "date": "2025-11-10", + "equity": 35027.43, + "return_pct": 250.4 + }, + { + "date": "2025-11-11", + "equity": 34312.82, + "return_pct": 243.26 + }, + { + "date": "2025-11-12", + "equity": 34201.2, + "return_pct": 242.14 + }, + { + "date": "2025-11-13", + "equity": 33402.08, + "return_pct": 234.15 + }, + { + "date": "2025-11-14", + "equity": 33548.51, + "return_pct": 235.61 + }, + { + "date": "2025-11-17", + "equity": 33338.11, + "return_pct": 233.51 + }, + { + "date": "2025-11-18", + "equity": 33425.61, + "return_pct": 234.38 + }, + { + "date": "2025-11-19", + "equity": 32961.9, + "return_pct": 229.74 + }, + { + "date": "2025-11-20", + "equity": 32721.52, + "return_pct": 227.34 + }, + { + "date": "2025-11-21", + "equity": 32930.22, + "return_pct": 229.42 + }, + { + "date": "2025-11-24", + "equity": 32749.08, + "return_pct": 227.61 + }, + { + "date": "2025-11-25", + "equity": 33132.28, + "return_pct": 231.45 + }, + { + "date": "2025-11-26", + "equity": 33632.14, + "return_pct": 236.45 + }, + { + "date": "2025-11-28", + "equity": 33732.22, + "return_pct": 237.45 + }, + { + "date": "2025-12-01", + "equity": 33620.51, + "return_pct": 236.33 + }, + { + "date": "2025-12-02", + "equity": 33623.34, + "return_pct": 236.36 + }, + { + "date": "2025-12-03", + "equity": 33650.44, + "return_pct": 236.63 + }, + { + "date": "2025-12-04", + "equity": 34808.76, + "return_pct": 248.22 + }, + { + "date": "2025-12-05", + "equity": 36068.97, + "return_pct": 260.82 + }, + { + "date": "2025-12-08", + "equity": 35663.44, + "return_pct": 256.77 + }, + { + "date": "2025-12-09", + "equity": 35785.84, + "return_pct": 257.99 + }, + { + "date": "2025-12-10", + "equity": 36250.65, + "return_pct": 262.64 + }, + { + "date": "2025-12-11", + "equity": 37002.38, + "return_pct": 270.16 + }, + { + "date": "2025-12-12", + "equity": 36552.33, + "return_pct": 265.66 + }, + { + "date": "2025-12-15", + "equity": 36503.29, + "return_pct": 265.17 + }, + { + "date": "2025-12-16", + "equity": 36662.72, + "return_pct": 266.76 + }, + { + "date": "2025-12-17", + "equity": 36226.74, + "return_pct": 262.4 + }, + { + "date": "2025-12-18", + "equity": 36255.27, + "return_pct": 262.69 + }, + { + "date": "2025-12-19", + "equity": 36514.28, + "return_pct": 265.28 + }, + { + "date": "2025-12-22", + "equity": 36709.52, + "return_pct": 267.23 + }, + { + "date": "2025-12-23", + "equity": 36057.79, + "return_pct": 260.71 + }, + { + "date": "2025-12-24", + "equity": 36443.92, + "return_pct": 264.57 + }, + { + "date": "2025-12-26", + "equity": 36653.46, + "return_pct": 266.67 + }, + { + "date": "2025-12-29", + "equity": 36398.27, + "return_pct": 264.12 + }, + { + "date": "2025-12-30", + "equity": 36099.02, + "return_pct": 261.12 + }, + { + "date": "2025-12-31", + "equity": 35684.99, + "return_pct": 256.98 + }, + { + "date": "2026-01-02", + "equity": 36520.98, + "return_pct": 265.35 + }, + { + "date": "2026-01-05", + "equity": 36731.98, + "return_pct": 267.46 + }, + { + "date": "2026-01-06", + "equity": 37691.83, + "return_pct": 277.06 + }, + { + "date": "2026-01-07", + "equity": 37263.69, + "return_pct": 272.78 + }, + { + "date": "2026-01-08", + "equity": 37425.84, + "return_pct": 274.4 + }, + { + "date": "2026-01-09", + "equity": 37274.55, + "return_pct": 272.88 + }, + { + "date": "2026-01-12", + "equity": 38233.81, + "return_pct": 282.48 + }, + { + "date": "2026-01-13", + "equity": 38726.75, + "return_pct": 287.41 + }, + { + "date": "2026-01-14", + "equity": 38632.98, + "return_pct": 286.47 + }, + { + "date": "2026-01-15", + "equity": 39053.9, + "return_pct": 290.68 + }, + { + "date": "2026-01-16", + "equity": 38436.2, + "return_pct": 284.51 + }, + { + "date": "2026-01-20", + "equity": 38521.58, + "return_pct": 285.36 + }, + { + "date": "2026-01-21", + "equity": 39536.44, + "return_pct": 295.51 + }, + { + "date": "2026-01-22", + "equity": 40144.77, + "return_pct": 301.6 + }, + { + "date": "2026-01-23", + "equity": 40462.92, + "return_pct": 304.78 + }, + { + "date": "2026-01-26", + "equity": 40563.04, + "return_pct": 305.78 + }, + { + "date": "2026-01-27", + "equity": 39923.46, + "return_pct": 299.38 + }, + { + "date": "2026-01-28", + "equity": 39646.7, + "return_pct": 296.61 + }, + { + "date": "2026-01-29", + "equity": 39432.34, + "return_pct": 294.47 + }, + { + "date": "2026-01-30", + "equity": 38107.75, + "return_pct": 281.22 + }, + { + "date": "2026-02-02", + "equity": 38947.0, + "return_pct": 289.62 + }, + { + "date": "2026-02-03", + "equity": 39738.74, + "return_pct": 297.54 + }, + { + "date": "2026-02-04", + "equity": 38946.23, + "return_pct": 289.61 + }, + { + "date": "2026-02-05", + "equity": 38597.83, + "return_pct": 286.12 + }, + { + "date": "2026-02-06", + "equity": 39439.16, + "return_pct": 294.54 + }, + { + "date": "2026-02-09", + "equity": 39348.22, + "return_pct": 293.63 + }, + { + "date": "2026-02-10", + "equity": 39662.93, + "return_pct": 296.78 + }, + { + "date": "2026-02-11", + "equity": 40338.77, + "return_pct": 303.54 + }, + { + "date": "2026-02-12", + "equity": 40002.86, + "return_pct": 300.18 + }, + { + "date": "2026-02-13", + "equity": 40522.31, + "return_pct": 305.37 + }, + { + "date": "2026-02-17", + "equity": 40331.79, + "return_pct": 303.47 + }, + { + "date": "2026-02-18", + "equity": 40163.96, + "return_pct": 301.79 + }, + { + "date": "2026-02-19", + "equity": 40039.61, + "return_pct": 300.55 + }, + { + "date": "2026-02-20", + "equity": 40287.41, + "return_pct": 303.02 + }, + { + "date": "2026-02-23", + "equity": 39902.05, + "return_pct": 299.17 + }, + { + "date": "2026-02-24", + "equity": 40394.69, + "return_pct": 304.1 + }, + { + "date": "2026-02-25", + "equity": 40304.54, + "return_pct": 303.2 + }, + { + "date": "2026-02-26", + "equity": 39972.62, + "return_pct": 299.88 + }, + { + "date": "2026-02-27", + "equity": 40375.92, + "return_pct": 303.91 + }, + { + "date": "2026-03-02", + "equity": 38276.15, + "return_pct": 282.9 + }, + { + "date": "2026-03-03", + "equity": 38096.35, + "return_pct": 281.11 + }, + { + "date": "2026-03-04", + "equity": 38069.36, + "return_pct": 280.84 + }, + { + "date": "2026-03-05", + "equity": 37674.78, + "return_pct": 276.89 + }, + { + "date": "2026-03-06", + "equity": 37472.99, + "return_pct": 274.87 + }, + { + "date": "2026-03-09", + "equity": 37453.61, + "return_pct": 274.68 + }, + { + "date": "2026-03-10", + "equity": 37295.95, + "return_pct": 273.1 + }, + { + "date": "2026-03-11", + "equity": 37323.11, + "return_pct": 273.37 + }, + { + "date": "2026-03-12", + "equity": 37398.59, + "return_pct": 274.13 + }, + { + "date": "2026-03-13", + "equity": 37312.05, + "return_pct": 273.26 + }, + { + "date": "2026-03-16", + "equity": 37358.47, + "return_pct": 273.72 + }, + { + "date": "2026-03-17", + "equity": 37446.18, + "return_pct": 274.6 + }, + { + "date": "2026-03-18", + "equity": 37361.11, + "return_pct": 273.75 + }, + { + "date": "2026-03-19", + "equity": 37435.65, + "return_pct": 274.5 + }, + { + "date": "2026-03-20", + "equity": 37252.86, + "return_pct": 272.67 + }, + { + "date": "2026-03-23", + "equity": 37579.87, + "return_pct": 275.94 + }, + { + "date": "2026-03-24", + "equity": 37384.82, + "return_pct": 273.99 + }, + { + "date": "2026-03-25", + "equity": 37390.62, + "return_pct": 274.05 + }, + { + "date": "2026-03-26", + "equity": 37152.44, + "return_pct": 271.66 + }, + { + "date": "2026-03-27", + "equity": 37074.54, + "return_pct": 270.88 + }, + { + "date": "2026-03-30", + "equity": 36979.69, + "return_pct": 269.93 + }, + { + "date": "2026-03-31", + "equity": 37115.46, + "return_pct": 271.29 + }, + { + "date": "2026-04-01", + "equity": 37149.56, + "return_pct": 271.63 + }, + { + "date": "2026-04-02", + "equity": 37151.42, + "return_pct": 271.65 + }, + { + "date": "2026-04-06", + "equity": 37120.55, + "return_pct": 271.34 + }, + { + "date": "2026-04-07", + "equity": 37307.97, + "return_pct": 273.22 + }, + { + "date": "2026-04-08", + "equity": 38887.99, + "return_pct": 289.02 + }, + { + "date": "2026-04-09", + "equity": 39338.1, + "return_pct": 293.53 + }, + { + "date": "2026-04-10", + "equity": 39721.87, + "return_pct": 297.37 + }, + { + "date": "2026-04-13", + "equity": 39876.03, + "return_pct": 298.91 + }, + { + "date": "2026-04-14", + "equity": 40634.43, + "return_pct": 306.5 + }, + { + "date": "2026-04-15", + "equity": 40558.14, + "return_pct": 305.73 + }, + { + "date": "2026-04-16", + "equity": 40951.95, + "return_pct": 309.67 + }, + { + "date": "2026-04-17", + "equity": 41603.02, + "return_pct": 316.19 + }, + { + "date": "2026-04-20", + "equity": 41572.06, + "return_pct": 315.88 + }, + { + "date": "2026-04-21", + "equity": 41457.59, + "return_pct": 314.73 + }, + { + "date": "2026-04-22", + "equity": 41928.29, + "return_pct": 319.44 + }, + { + "date": "2026-04-23", + "equity": 42229.72, + "return_pct": 322.45 + }, + { + "date": "2026-04-24", + "equity": 43833.36, + "return_pct": 338.5 + }, + { + "date": "2026-04-27", + "equity": 44001.73, + "return_pct": 340.18 + }, + { + "date": "2026-04-28", + "equity": 43071.84, + "return_pct": 330.88 + }, + { + "date": "2026-04-29", + "equity": 44225.22, + "return_pct": 342.42 + }, + { + "date": "2026-04-30", + "equity": 45703.91, + "return_pct": 357.21 + }, + { + "date": "2026-05-01", + "equity": 45700.99, + "return_pct": 357.18 + }, + { + "date": "2026-05-04", + "equity": 45070.41, + "return_pct": 350.87 + }, + { + "date": "2026-05-05", + "equity": 46144.49, + "return_pct": 361.62 + }, + { + "date": "2026-05-06", + "equity": 48338.67, + "return_pct": 383.57 + }, + { + "date": "2026-05-07", + "equity": 47464.59, + "return_pct": 374.82 + }, + { + "date": "2026-05-08", + "equity": 48826.62, + "return_pct": 388.45 + }, + { + "date": "2026-05-11", + "equity": 49444.36, + "return_pct": 394.63 + }, + { + "date": "2026-05-12", + "equity": 48954.97, + "return_pct": 389.73 + }, + { + "date": "2026-05-13", + "equity": 49264.59, + "return_pct": 392.83 + }, + { + "date": "2026-05-14", + "equity": 49566.82, + "return_pct": 395.85 + }, + { + "date": "2026-05-15", + "equity": 48190.17, + "return_pct": 382.08 + }, + { + "date": "2026-05-18", + "equity": 47422.13, + "return_pct": 374.4 + }, + { + "date": "2026-05-19", + "equity": 46962.32, + "return_pct": 369.8 + }, + { + "date": "2026-05-20", + "equity": 46729.98, + "return_pct": 367.47 + }, + { + "date": "2026-05-21", + "equity": 46975.12, + "return_pct": 369.93 + }, + { + "date": "2026-05-22", + "equity": 47551.68, + "return_pct": 375.69 + }, + { + "date": "2026-05-26", + "equity": 47428.26, + "return_pct": 374.46 + }, + { + "date": "2026-05-27", + "equity": 47593.08, + "return_pct": 376.11 + }, + { + "date": "2026-05-28", + "equity": 48505.59, + "return_pct": 385.24 + }, + { + "date": "2026-05-29", + "equity": 48594.34, + "return_pct": 386.12 + }, + { + "date": "2026-06-01", + "equity": 48287.91, + "return_pct": 383.06 + }, + { + "date": "2026-06-02", + "equity": 48373.58, + "return_pct": 383.92 + }, + { + "date": "2026-06-03", + "equity": 48955.4, + "return_pct": 389.74 + }, + { + "date": "2026-06-04", + "equity": 48875.08, + "return_pct": 388.93 + }, + { + "date": "2026-06-05", + "equity": 47681.67, + "return_pct": 376.99 + }, + { + "date": "2026-06-08", + "equity": 47432.53, + "return_pct": 374.5 + }, + { + "date": "2026-06-09", + "equity": 47710.28, + "return_pct": 377.28 + }, + { + "date": "2026-06-10", + "equity": 47470.03, + "return_pct": 374.88 + }, + { + "date": "2026-06-11", + "equity": 47752.79, + "return_pct": 377.71 + }, + { + "date": "2026-06-12", + "equity": 47757.24, + "return_pct": 377.75 + }, + { + "date": "2026-06-15", + "equity": 47687.54, + "return_pct": 377.05 + }, + { + "date": "2026-06-16", + "equity": 47537.75, + "return_pct": 375.55 + }, + { + "date": "2026-06-17", + "equity": 47689.02, + "return_pct": 377.07 + }, + { + "date": "2026-06-18", + "equity": 47585.7, + "return_pct": 376.03 + }, + { + "date": "2026-06-22", + "equity": 47740.43, + "return_pct": 377.58 + }, + { + "date": "2026-06-23", + "equity": 47615.86, + "return_pct": 376.34 + }, + { + "date": "2026-06-24", + "equity": 47734.5, + "return_pct": 377.52 + }, + { + "date": "2026-06-25", + "equity": 47851.66, + "return_pct": 378.69 + }, + { + "date": "2026-06-26", + "equity": 48547.19, + "return_pct": 385.65 + }, + { + "date": "2026-06-29", + "equity": 48568.45, + "return_pct": 385.87 + }, + { + "date": "2026-06-30", + "equity": 48548.67, + "return_pct": 385.67 + }, + { + "date": "2026-07-01", + "equity": 48225.88, + "return_pct": 382.44 + }, + { + "date": "2026-07-02", + "equity": 48225.88, + "return_pct": 382.44 + } + ], + "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 + }, + { + "date": "2024-08-08", + "equity": 13846.05, + "return_pct": 38.46 + }, + { + "date": "2024-08-09", + "equity": 13907.11, + "return_pct": 39.07 + }, + { + "date": "2024-08-12", + "equity": 13914.42, + "return_pct": 39.14 + }, + { + "date": "2024-08-13", + "equity": 14143.25, + "return_pct": 41.43 + }, + { + "date": "2024-08-14", + "equity": 14187.87, + "return_pct": 41.88 + }, + { + "date": "2024-08-15", + "equity": 14431.05, + "return_pct": 44.31 + }, + { + "date": "2024-08-16", + "equity": 14463.41, + "return_pct": 44.63 + }, + { + "date": "2024-08-19", + "equity": 14601.7, + "return_pct": 46.02 + }, + { + "date": "2024-08-20", + "equity": 14577.95, + "return_pct": 45.78 + }, + { + "date": "2024-08-21", + "equity": 14628.05, + "return_pct": 46.28 + }, + { + "date": "2024-08-22", + "equity": 14513.24, + "return_pct": 45.13 + }, + { + "date": "2024-08-23", + "equity": 14667.45, + "return_pct": 46.67 + }, + { + "date": "2024-08-26", + "equity": 14632.49, + "return_pct": 46.32 + }, + { + "date": "2024-08-27", + "equity": 14652.58, + "return_pct": 46.53 + }, + { + "date": "2024-08-28", + "equity": 14567.51, + "return_pct": 45.68 + }, + { + "date": "2024-08-29", + "equity": 14568.82, + "return_pct": 45.69 + }, + { + "date": "2024-08-30", + "equity": 14707.89, + "return_pct": 47.08 + }, + { + "date": "2024-09-03", + "equity": 14405.22, + "return_pct": 44.05 + }, + { + "date": "2024-09-04", + "equity": 14375.73, + "return_pct": 43.76 + }, + { + "date": "2024-09-05", + "equity": 14340.77, + "return_pct": 43.41 + }, + { + "date": "2024-09-06", + "equity": 14099.41, + "return_pct": 40.99 + }, + { + "date": "2024-09-09", + "equity": 14257.27, + "return_pct": 42.57 + }, + { + "date": "2024-09-10", + "equity": 14319.37, + "return_pct": 43.19 + }, + { + "date": "2024-09-11", + "equity": 14466.28, + "return_pct": 44.66 + }, + { + "date": "2024-09-12", + "equity": 14588.13, + "return_pct": 45.88 + }, + { + "date": "2024-09-13", + "equity": 14664.32, + "return_pct": 46.64 + }, + { + "date": "2024-09-16", + "equity": 14685.98, + "return_pct": 46.86 + }, + { + "date": "2024-09-17", + "equity": 14691.98, + "return_pct": 46.92 + }, + { + "date": "2024-09-18", + "equity": 14648.4, + "return_pct": 46.48 + }, + { + "date": "2024-09-19", + "equity": 14898.37, + "return_pct": 48.98 + }, + { + "date": "2024-09-20", + "equity": 14827.14, + "return_pct": 48.27 + }, + { + "date": "2024-09-23", + "equity": 14864.19, + "return_pct": 48.64 + }, + { + "date": "2024-09-24", + "equity": 14906.72, + "return_pct": 49.07 + }, + { + "date": "2024-09-25", + "equity": 14873.84, + "return_pct": 48.74 + }, + { + "date": "2024-09-26", + "equity": 14932.81, + "return_pct": 49.33 + }, + { + "date": "2024-09-27", + "equity": 14911.15, + "return_pct": 49.11 + }, + { + "date": "2024-09-30", + "equity": 14970.91, + "return_pct": 49.71 + }, + { + "date": "2024-10-01", + "equity": 14836.79, + "return_pct": 48.37 + }, + { + "date": "2024-10-02", + "equity": 14843.05, + "return_pct": 48.43 + }, + { + "date": "2024-10-03", + "equity": 14815.92, + "return_pct": 48.16 + }, + { + "date": "2024-10-04", + "equity": 14950.55, + "return_pct": 49.51 + }, + { + "date": "2024-10-07", + "equity": 14815.39, + "return_pct": 48.15 + }, + { + "date": "2024-10-08", + "equity": 14955.51, + "return_pct": 49.56 + }, + { + "date": "2024-10-09", + "equity": 15059.1, + "return_pct": 50.59 + }, + { + "date": "2024-10-10", + "equity": 15032.75, + "return_pct": 50.33 + }, + { + "date": "2024-10-11", + "equity": 15122.77, + "return_pct": 51.23 + }, + { + "date": "2024-10-14", + "equity": 15246.44, + "return_pct": 52.46 + }, + { + "date": "2024-10-15", + "equity": 15127.98, + "return_pct": 51.28 + }, + { + "date": "2024-10-16", + "equity": 15193.74, + "return_pct": 51.94 + }, + { + "date": "2024-10-17", + "equity": 15195.04, + "return_pct": 51.95 + }, + { + "date": "2024-10-18", + "equity": 15253.49, + "return_pct": 52.53 + }, + { + "date": "2024-10-21", + "equity": 15228.44, + "return_pct": 52.28 + }, + { + "date": "2024-10-22", + "equity": 15220.35, + "return_pct": 52.2 + }, + { + "date": "2024-10-23", + "equity": 15081.28, + "return_pct": 50.81 + }, + { + "date": "2024-10-24", + "equity": 15113.89, + "return_pct": 51.14 + }, + { + "date": "2024-10-25", + "equity": 15108.68, + "return_pct": 51.09 + }, + { + "date": "2024-10-28", + "equity": 15155.38, + "return_pct": 51.55 + }, + { + "date": "2024-10-29", + "equity": 15179.91, + "return_pct": 51.8 + }, + { + "date": "2024-10-30", + "equity": 15133.99, + "return_pct": 51.34 + }, + { + "date": "2024-10-31", + "equity": 14837.31, + "return_pct": 48.37 + }, + { + "date": "2024-11-01", + "equity": 14899.93, + "return_pct": 49.0 + }, + { + "date": "2024-11-04", + "equity": 14867.84, + "return_pct": 48.68 + }, + { + "date": "2024-11-05", + "equity": 15047.62, + "return_pct": 50.48 + }, + { + "date": "2024-11-06", + "equity": 15421.79, + "return_pct": 54.22 + }, + { + "date": "2024-11-07", + "equity": 15541.03, + "return_pct": 55.41 + }, + { + "date": "2024-11-08", + "equity": 15608.35, + "return_pct": 56.08 + }, + { + "date": "2024-11-11", + "equity": 15623.22, + "return_pct": 56.23 + }, + { + "date": "2024-11-12", + "equity": 15574.69, + "return_pct": 55.75 + }, + { + "date": "2024-11-13", + "equity": 15582.26, + "return_pct": 55.82 + }, + { + "date": "2024-11-14", + "equity": 15482.06, + "return_pct": 54.82 + }, + { + "date": "2024-11-15", + "equity": 15283.76, + "return_pct": 52.84 + }, + { + "date": "2024-11-18", + "equity": 15346.38, + "return_pct": 53.46 + }, + { + "date": "2024-11-19", + "equity": 15402.48, + "return_pct": 54.02 + }, + { + "date": "2024-11-20", + "equity": 15407.7, + "return_pct": 54.08 + }, + { + "date": "2024-11-21", + "equity": 15490.41, + "return_pct": 54.9 + }, + { + "date": "2024-11-22", + "equity": 15538.42, + "return_pct": 55.38 + }, + { + "date": "2024-11-25", + "equity": 15591.13, + "return_pct": 55.91 + }, + { + "date": "2024-11-26", + "equity": 15672.54, + "return_pct": 56.73 + }, + { + "date": "2024-11-27", + "equity": 15625.05, + "return_pct": 56.25 + }, + { + "date": "2024-11-29", + "equity": 15722.11, + "return_pct": 57.22 + }, + { + "date": "2024-12-02", + "equity": 15750.29, + "return_pct": 57.5 + }, + { + "date": "2024-12-03", + "equity": 15757.6, + "return_pct": 57.58 + }, + { + "date": "2024-12-04", + "equity": 15855.45, + "return_pct": 58.55 + }, + { + "date": "2024-12-05", + "equity": 15829.35, + "return_pct": 58.29 + }, + { + "date": "2024-12-06", + "equity": 15859.36, + "return_pct": 58.59 + }, + { + "date": "2024-12-09", + "equity": 15777.69, + "return_pct": 57.78 + }, + { + "date": "2024-12-10", + "equity": 15728.64, + "return_pct": 57.29 + }, + { + "date": "2024-12-11", + "equity": 15850.23, + "return_pct": 58.5 + }, + { + "date": "2024-12-12", + "equity": 15768.56, + "return_pct": 57.69 + }, + { + "date": "2024-12-13", + "equity": 15765.43, + "return_pct": 57.65 + }, + { + "date": "2024-12-16", + "equity": 15832.75, + "return_pct": 58.33 + }, + { + "date": "2024-12-17", + "equity": 15767.51, + "return_pct": 57.68 + }, + { + "date": "2024-12-18", + "equity": 15297.59, + "return_pct": 52.98 + }, + { + "date": "2024-12-19", + "equity": 15292.89, + "return_pct": 52.93 + }, + { + "date": "2024-12-20", + "equity": 15424.66, + "return_pct": 54.25 + }, + { + "date": "2024-12-23", + "equity": 15517.03, + "return_pct": 55.17 + }, + { + "date": "2024-12-24", + "equity": 15689.5, + "return_pct": 56.89 + }, + { + "date": "2024-12-26", + "equity": 15690.54, + "return_pct": 56.91 + }, + { + "date": "2024-12-27", + "equity": 15525.38, + "return_pct": 55.25 + }, + { + "date": "2024-12-30", + "equity": 15348.21, + "return_pct": 53.48 + }, + { + "date": "2024-12-31", + "equity": 15292.37, + "return_pct": 52.92 + }, + { + "date": "2025-01-02", + "equity": 15254.79, + "return_pct": 52.55 + }, + { + "date": "2025-01-03", + "equity": 15445.53, + "return_pct": 54.46 + }, + { + "date": "2025-01-06", + "equity": 15534.51, + "return_pct": 55.35 + }, + { + "date": "2025-01-07", + "equity": 15358.9, + "return_pct": 53.59 + }, + { + "date": "2025-01-08", + "equity": 15381.34, + "return_pct": 53.81 + }, + { + "date": "2025-01-10", + "equity": 15146.51, + "return_pct": 51.47 + }, + { + "date": "2025-01-13", + "equity": 15169.99, + "return_pct": 51.7 + }, + { + "date": "2025-01-14", + "equity": 15190.87, + "return_pct": 51.91 + }, + { + "date": "2025-01-15", + "equity": 15467.19, + "return_pct": 54.67 + }, + { + "date": "2025-01-16", + "equity": 15437.44, + "return_pct": 54.37 + }, + { + "date": "2025-01-17", + "equity": 15592.43, + "return_pct": 55.92 + }, + { + "date": "2025-01-21", + "equity": 15735.16, + "return_pct": 57.35 + }, + { + "date": "2025-01-22", + "equity": 15823.61, + "return_pct": 58.24 + }, + { + "date": "2025-01-23", + "equity": 15909.98, + "return_pct": 59.1 + }, + { + "date": "2025-01-24", + "equity": 15863.54, + "return_pct": 58.64 + }, + { + "date": "2025-01-27", + "equity": 15639.14, + "return_pct": 56.39 + }, + { + "date": "2025-01-28", + "equity": 15773.52, + "return_pct": 57.74 + }, + { + "date": "2025-01-29", + "equity": 15702.8, + "return_pct": 57.03 + }, + { + "date": "2025-01-30", + "equity": 15787.08, + "return_pct": 57.87 + }, + { + "date": "2025-01-31", + "equity": 15703.07, + "return_pct": 57.03 + }, + { + "date": "2025-02-03", + "equity": 15597.39, + "return_pct": 55.97 + }, + { + "date": "2025-02-04", + "equity": 15702.02, + "return_pct": 57.02 + }, + { + "date": "2025-02-05", + "equity": 15765.69, + "return_pct": 57.66 + }, + { + "date": "2025-02-06", + "equity": 15820.48, + "return_pct": 58.2 + }, + { + "date": "2025-02-07", + "equity": 15675.67, + "return_pct": 56.76 + }, + { + "date": "2025-02-10", + "equity": 15782.13, + "return_pct": 57.82 + }, + { + "date": "2025-02-11", + "equity": 15794.13, + "return_pct": 57.94 + }, + { + "date": "2025-02-12", + "equity": 15743.25, + "return_pct": 57.43 + }, + { + "date": "2025-02-13", + "equity": 15909.46, + "return_pct": 59.09 + }, + { + "date": "2025-02-14", + "equity": 15908.68, + "return_pct": 59.09 + }, + { + "date": "2025-02-18", + "equity": 15955.38, + "return_pct": 59.55 + }, + { + "date": "2025-02-19", + "equity": 15992.95, + "return_pct": 59.93 + }, + { + "date": "2025-02-20", + "equity": 15926.42, + "return_pct": 59.26 + }, + { + "date": "2025-02-21", + "equity": 15654.01, + "return_pct": 56.54 + }, + { + "date": "2025-02-24", + "equity": 15582.78, + "return_pct": 55.83 + }, + { + "date": "2025-02-25", + "equity": 15505.28, + "return_pct": 55.05 + }, + { + "date": "2025-02-26", + "equity": 15513.11, + "return_pct": 55.13 + }, + { + "date": "2025-02-27", + "equity": 15265.49, + "return_pct": 52.65 + }, + { + "date": "2025-02-28", + "equity": 15503.72, + "return_pct": 55.04 + }, + { + "date": "2025-03-03", + "equity": 15232.09, + "return_pct": 52.32 + }, + { + "date": "2025-03-04", + "equity": 15051.79, + "return_pct": 50.52 + }, + { + "date": "2025-03-05", + "equity": 15213.57, + "return_pct": 52.14 + }, + { + "date": "2025-03-06", + "equity": 14943.51, + "return_pct": 49.44 + }, + { + "date": "2025-03-07", + "equity": 15027.27, + "return_pct": 50.27 + }, + { + "date": "2025-03-10", + "equity": 14627.01, + "return_pct": 46.27 + }, + { + "date": "2025-03-11", + "equity": 14505.41, + "return_pct": 45.05 + }, + { + "date": "2025-03-12", + "equity": 14582.39, + "return_pct": 45.82 + }, + { + "date": "2025-03-13", + "equity": 14388.0, + "return_pct": 43.88 + }, + { + "date": "2025-03-14", + "equity": 14685.19, + "return_pct": 46.85 + }, + { + "date": "2025-03-17", + "equity": 14798.43, + "return_pct": 47.98 + }, + { + "date": "2025-03-18", + "equity": 14638.49, + "return_pct": 46.38 + }, + { + "date": "2025-03-19", + "equity": 14797.91, + "return_pct": 47.98 + }, + { + "date": "2025-03-20", + "equity": 14755.12, + "return_pct": 47.55 + }, + { + "date": "2025-03-21", + "equity": 14715.72, + "return_pct": 47.16 + }, + { + "date": "2025-03-24", + "equity": 14979.26, + "return_pct": 49.79 + }, + { + "date": "2025-03-25", + "equity": 15015.26, + "return_pct": 50.15 + }, + { + "date": "2025-03-26", + "equity": 14836.01, + "return_pct": 48.36 + }, + { + "date": "2025-03-27", + "equity": 14796.61, + "return_pct": 47.97 + }, + { + "date": "2025-03-28", + "equity": 14498.63, + "return_pct": 44.99 + }, + { + "date": "2025-03-31", + "equity": 14595.96, + "return_pct": 45.96 + }, + { + "date": "2025-04-01", + "equity": 14637.18, + "return_pct": 46.37 + }, + { + "date": "2025-04-02", + "equity": 14729.81, + "return_pct": 47.3 + }, + { + "date": "2025-04-03", + "equity": 14003.91, + "return_pct": 40.04 + }, + { + "date": "2025-04-04", + "equity": 13184.08, + "return_pct": 31.84 + }, + { + "date": "2025-04-07", + "equity": 13160.6, + "return_pct": 31.61 + }, + { + "date": "2025-04-08", + "equity": 12954.47, + "return_pct": 29.54 + }, + { + "date": "2025-04-09", + "equity": 14314.94, + "return_pct": 43.15 + }, + { + "date": "2025-04-10", + "equity": 13687.67, + "return_pct": 36.88 + }, + { + "date": "2025-04-11", + "equity": 13931.9, + "return_pct": 39.32 + }, + { + "date": "2025-04-14", + "equity": 14067.06, + "return_pct": 40.67 + }, + { + "date": "2025-04-15", + "equity": 14027.66, + "return_pct": 40.28 + }, + { + "date": "2025-04-16", + "equity": 13715.85, + "return_pct": 37.16 + }, + { + "date": "2025-04-17", + "equity": 13735.42, + "return_pct": 37.35 + }, + { + "date": "2025-04-21", + "equity": 13408.48, + "return_pct": 34.08 + }, + { + "date": "2025-04-22", + "equity": 13757.34, + "return_pct": 37.57 + }, + { + "date": "2025-04-23", + "equity": 13970.52, + "return_pct": 39.71 + }, + { + "date": "2025-04-24", + "equity": 14264.58, + "return_pct": 42.65 + }, + { + "date": "2025-04-25", + "equity": 14367.65, + "return_pct": 43.68 + }, + { + "date": "2025-04-28", + "equity": 14373.12, + "return_pct": 43.73 + }, + { + "date": "2025-04-29", + "equity": 14463.67, + "return_pct": 44.64 + }, + { + "date": "2025-04-30", + "equity": 14469.41, + "return_pct": 44.69 + }, + { + "date": "2025-05-01", + "equity": 14571.95, + "return_pct": 45.72 + }, + { + "date": "2025-05-02", + "equity": 14788.26, + "return_pct": 47.88 + }, + { + "date": "2025-05-05", + "equity": 14703.46, + "return_pct": 47.03 + }, + { + "date": "2025-05-06", + "equity": 14580.56, + "return_pct": 45.81 + }, + { + "date": "2025-05-07", + "equity": 14641.88, + "return_pct": 46.42 + }, + { + "date": "2025-05-08", + "equity": 14743.9, + "return_pct": 47.44 + }, + { + "date": "2025-05-09", + "equity": 14725.11, + "return_pct": 47.25 + }, + { + "date": "2025-05-12", + "equity": 15211.74, + "return_pct": 52.12 + }, + { + "date": "2025-05-13", + "equity": 15312.2, + "return_pct": 53.12 + }, + { + "date": "2025-05-14", + "equity": 15331.77, + "return_pct": 53.32 + }, + { + "date": "2025-05-15", + "equity": 15406.65, + "return_pct": 54.07 + }, + { + "date": "2025-05-16", + "equity": 15504.24, + "return_pct": 55.04 + }, + { + "date": "2025-05-19", + "equity": 15521.2, + "return_pct": 55.21 + }, + { + "date": "2025-05-20", + "equity": 15469.02, + "return_pct": 54.69 + }, + { + "date": "2025-05-21", + "equity": 15208.35, + "return_pct": 52.08 + }, + { + "date": "2025-05-22", + "equity": 15214.35, + "return_pct": 52.14 + }, + { + "date": "2025-05-23", + "equity": 15110.5, + "return_pct": 51.11 + }, + { + "date": "2025-05-27", + "equity": 15424.66, + "return_pct": 54.25 + }, + { + "date": "2025-05-28", + "equity": 15335.42, + "return_pct": 53.35 + }, + { + "date": "2025-05-29", + "equity": 15395.96, + "return_pct": 53.96 + }, + { + "date": "2025-05-30", + "equity": 15378.73, + "return_pct": 53.79 + }, + { + "date": "2025-06-02", + "equity": 15465.36, + "return_pct": 54.65 + }, + { + "date": "2025-06-03", + "equity": 15553.56, + "return_pct": 55.54 + }, + { + "date": "2025-06-04", + "equity": 15549.38, + "return_pct": 55.49 + }, + { + "date": "2025-06-05", + "equity": 15474.23, + "return_pct": 54.74 + }, + { + "date": "2025-06-06", + "equity": 15633.14, + "return_pct": 56.33 + }, + { + "date": "2025-06-09", + "equity": 15647.23, + "return_pct": 56.47 + }, + { + "date": "2025-06-10", + "equity": 15735.94, + "return_pct": 57.36 + }, + { + "date": "2025-06-11", + "equity": 15691.06, + "return_pct": 56.91 + }, + { + "date": "2025-06-12", + "equity": 15753.42, + "return_pct": 57.53 + }, + { + "date": "2025-06-13", + "equity": 15577.3, + "return_pct": 55.77 + }, + { + "date": "2025-06-16", + "equity": 15725.51, + "return_pct": 57.26 + }, + { + "date": "2025-06-17", + "equity": 15591.13, + "return_pct": 55.91 + }, + { + "date": "2025-06-18", + "equity": 15588.78, + "return_pct": 55.89 + }, + { + "date": "2025-06-20", + "equity": 15506.33, + "return_pct": 55.06 + }, + { + "date": "2025-06-23", + "equity": 15659.49, + "return_pct": 56.59 + }, + { + "date": "2025-06-24", + "equity": 15832.49, + "return_pct": 58.32 + }, + { + "date": "2025-06-25", + "equity": 15841.36, + "return_pct": 58.41 + }, + { + "date": "2025-06-26", + "equity": 15965.3, + "return_pct": 59.65 + }, + { + "date": "2025-06-27", + "equity": 16044.62, + "return_pct": 60.45 + }, + { + "date": "2025-06-30", + "equity": 16121.33, + "return_pct": 61.21 + }, + { + "date": "2025-07-01", + "equity": 16116.11, + "return_pct": 61.16 + }, + { + "date": "2025-07-02", + "equity": 16189.17, + "return_pct": 61.89 + }, + { + "date": "2025-07-03", + "equity": 16316.76, + "return_pct": 63.17 + }, + { + "date": "2025-07-07", + "equity": 16195.17, + "return_pct": 61.95 + }, + { + "date": "2025-07-08", + "equity": 16186.3, + "return_pct": 61.86 + }, + { + "date": "2025-07-09", + "equity": 16283.37, + "return_pct": 62.83 + }, + { + "date": "2025-07-10", + "equity": 16329.29, + "return_pct": 63.29 + }, + { + "date": "2025-07-11", + "equity": 16271.89, + "return_pct": 62.72 + }, + { + "date": "2025-07-14", + "equity": 16302.94, + "return_pct": 63.03 + }, + { + "date": "2025-07-15", + "equity": 16233.27, + "return_pct": 62.33 + }, + { + "date": "2025-07-16", + "equity": 16287.54, + "return_pct": 62.88 + }, + { + "date": "2025-07-17", + "equity": 16387.21, + "return_pct": 63.87 + }, + { + "date": "2025-07-18", + "equity": 16375.21, + "return_pct": 63.75 + }, + { + "date": "2025-07-21", + "equity": 16406.26, + "return_pct": 64.06 + }, + { + "date": "2025-07-22", + "equity": 16408.61, + "return_pct": 64.09 + }, + { + "date": "2025-07-23", + "equity": 16548.21, + "return_pct": 65.48 + }, + { + "date": "2025-07-24", + "equity": 16553.69, + "return_pct": 65.54 + }, + { + "date": "2025-07-25", + "equity": 16623.61, + "return_pct": 66.24 + }, + { + "date": "2025-07-28", + "equity": 16619.44, + "return_pct": 66.19 + }, + { + "date": "2025-07-29", + "equity": 16575.6, + "return_pct": 65.76 + }, + { + "date": "2025-07-30", + "equity": 16554.73, + "return_pct": 65.55 + }, + { + "date": "2025-07-31", + "equity": 16492.63, + "return_pct": 64.93 + }, + { + "date": "2025-08-01", + "equity": 16222.31, + "return_pct": 62.22 + }, + { + "date": "2025-08-04", + "equity": 16468.88, + "return_pct": 64.69 + }, + { + "date": "2025-08-05", + "equity": 16385.39, + "return_pct": 63.85 + }, + { + "date": "2025-08-06", + "equity": 16510.89, + "return_pct": 65.11 + }, + { + "date": "2025-08-07", + "equity": 16497.06, + "return_pct": 64.97 + }, + { + "date": "2025-08-08", + "equity": 16625.7, + "return_pct": 66.26 + }, + { + "date": "2025-08-11", + "equity": 16592.82, + "return_pct": 65.93 + }, + { + "date": "2025-08-12", + "equity": 16769.47, + "return_pct": 67.69 + }, + { + "date": "2025-08-13", + "equity": 16826.88, + "return_pct": 68.27 + }, + { + "date": "2025-08-14", + "equity": 16828.44, + "return_pct": 68.28 + }, + { + "date": "2025-08-15", + "equity": 16789.04, + "return_pct": 67.89 + }, + { + "date": "2025-08-18", + "equity": 16785.39, + "return_pct": 67.85 + }, + { + "date": "2025-08-19", + "equity": 16694.32, + "return_pct": 66.94 + }, + { + "date": "2025-08-20", + "equity": 16649.97, + "return_pct": 66.5 + }, + { + "date": "2025-08-21", + "equity": 16583.17, + "return_pct": 65.83 + }, + { + "date": "2025-08-22", + "equity": 16837.83, + "return_pct": 68.38 + }, + { + "date": "2025-08-25", + "equity": 16763.73, + "return_pct": 67.64 + }, + { + "date": "2025-08-26", + "equity": 16833.92, + "return_pct": 68.34 + }, + { + "date": "2025-08-27", + "equity": 16872.28, + "return_pct": 68.72 + }, + { + "date": "2025-08-28", + "equity": 16932.03, + "return_pct": 69.32 + }, + { + "date": "2025-08-29", + "equity": 16831.05, + "return_pct": 68.31 + }, + { + "date": "2025-09-02", + "equity": 16706.33, + "return_pct": 67.06 + }, + { + "date": "2025-09-03", + "equity": 16796.87, + "return_pct": 67.97 + }, + { + "date": "2025-09-04", + "equity": 16937.25, + "return_pct": 69.37 + }, + { + "date": "2025-09-05", + "equity": 16888.19, + "return_pct": 68.88 + }, + { + "date": "2025-09-08", + "equity": 16929.68, + "return_pct": 69.3 + }, + { + "date": "2025-09-09", + "equity": 16968.82, + "return_pct": 69.69 + }, + { + "date": "2025-09-10", + "equity": 17017.87, + "return_pct": 70.18 + }, + { + "date": "2025-09-11", + "equity": 17159.3, + "return_pct": 71.59 + }, + { + "date": "2025-09-12", + "equity": 17153.56, + "return_pct": 71.54 + }, + { + "date": "2025-09-15", + "equity": 17244.88, + "return_pct": 72.45 + }, + { + "date": "2025-09-16", + "equity": 17221.14, + "return_pct": 72.21 + }, + { + "date": "2025-09-17", + "equity": 17199.74, + "return_pct": 72.0 + }, + { + "date": "2025-09-18", + "equity": 17280.1, + "return_pct": 72.8 + }, + { + "date": "2025-09-19", + "equity": 17317.68, + "return_pct": 73.18 + }, + { + "date": "2025-09-22", + "equity": 17399.61, + "return_pct": 74.0 + }, + { + "date": "2025-09-23", + "equity": 17304.89, + "return_pct": 73.05 + }, + { + "date": "2025-09-24", + "equity": 17249.84, + "return_pct": 72.5 + }, + { + "date": "2025-09-25", + "equity": 17170.25, + "return_pct": 71.7 + }, + { + "date": "2025-09-26", + "equity": 17268.62, + "return_pct": 72.69 + }, + { + "date": "2025-09-29", + "equity": 17317.16, + "return_pct": 73.17 + }, + { + "date": "2025-09-30", + "equity": 17382.39, + "return_pct": 73.82 + }, + { + "date": "2025-10-01", + "equity": 17441.62, + "return_pct": 74.42 + }, + { + "date": "2025-10-02", + "equity": 17461.71, + "return_pct": 74.62 + }, + { + "date": "2025-10-03", + "equity": 17461.45, + "return_pct": 74.61 + }, + { + "date": "2025-10-06", + "equity": 17524.07, + "return_pct": 75.24 + }, + { + "date": "2025-10-07", + "equity": 17459.1, + "return_pct": 74.59 + }, + { + "date": "2025-10-08", + "equity": 17563.21, + "return_pct": 75.63 + }, + { + "date": "2025-10-09", + "equity": 17512.33, + "return_pct": 75.12 + }, + { + "date": "2025-10-10", + "equity": 17039.01, + "return_pct": 70.39 + }, + { + "date": "2025-10-13", + "equity": 17300.46, + "return_pct": 73.0 + }, + { + "date": "2025-10-14", + "equity": 17279.32, + "return_pct": 72.79 + }, + { + "date": "2025-10-15", + "equity": 17356.03, + "return_pct": 73.56 + }, + { + "date": "2025-10-16", + "equity": 17237.83, + "return_pct": 72.38 + }, + { + "date": "2025-10-17", + "equity": 17335.68, + "return_pct": 73.36 + }, + { + "date": "2025-10-20", + "equity": 17515.98, + "return_pct": 75.16 + }, + { + "date": "2025-10-21", + "equity": 17515.72, + "return_pct": 75.16 + }, + { + "date": "2025-10-22", + "equity": 17424.66, + "return_pct": 74.25 + }, + { + "date": "2025-10-23", + "equity": 17527.98, + "return_pct": 75.28 + }, + { + "date": "2025-10-24", + "equity": 17671.23, + "return_pct": 76.71 + }, + { + "date": "2025-10-27", + "equity": 17879.71, + "return_pct": 78.8 + }, + { + "date": "2025-10-28", + "equity": 17927.2, + "return_pct": 79.27 + }, + { + "date": "2025-10-29", + "equity": 17935.81, + "return_pct": 79.36 + }, + { + "date": "2025-10-30", + "equity": 17738.55, + "return_pct": 77.39 + }, + { + "date": "2025-10-31", + "equity": 17796.74, + "return_pct": 77.97 + }, + { + "date": "2025-11-03", + "equity": 17830.14, + "return_pct": 78.3 + }, + { + "date": "2025-11-04", + "equity": 17618.79, + "return_pct": 76.19 + }, + { + "date": "2025-11-05", + "equity": 17679.84, + "return_pct": 76.8 + }, + { + "date": "2025-11-06", + "equity": 17490.15, + "return_pct": 74.9 + }, + { + "date": "2025-11-07", + "equity": 17507.37, + "return_pct": 75.07 + }, + { + "date": "2025-11-10", + "equity": 17780.56, + "return_pct": 77.81 + }, + { + "date": "2025-11-11", + "equity": 17821.27, + "return_pct": 78.21 + }, + { + "date": "2025-11-12", + "equity": 17831.18, + "return_pct": 78.31 + }, + { + "date": "2025-11-13", + "equity": 17535.29, + "return_pct": 75.35 + }, + { + "date": "2025-11-14", + "equity": 17532.42, + "return_pct": 75.32 + }, + { + "date": "2025-11-17", + "equity": 17369.08, + "return_pct": 73.69 + }, + { + "date": "2025-11-18", + "equity": 17223.22, + "return_pct": 72.23 + }, + { + "date": "2025-11-19", + "equity": 17289.76, + "return_pct": 72.9 + }, + { + "date": "2025-11-20", + "equity": 17026.22, + "return_pct": 70.26 + }, + { + "date": "2025-11-21", + "equity": 17195.83, + "return_pct": 71.96 + }, + { + "date": "2025-11-24", + "equity": 17448.92, + "return_pct": 74.49 + }, + { + "date": "2025-11-25", + "equity": 17613.05, + "return_pct": 76.13 + }, + { + "date": "2025-11-26", + "equity": 17734.64, + "return_pct": 77.35 + }, + { + "date": "2025-11-28", + "equity": 17831.44, + "return_pct": 78.31 + }, + { + "date": "2025-12-01", + "equity": 17750.03, + "return_pct": 77.5 + }, + { + "date": "2025-12-02", + "equity": 17782.91, + "return_pct": 77.83 + }, + { + "date": "2025-12-03", + "equity": 17844.49, + "return_pct": 78.44 + }, + { + "date": "2025-12-04", + "equity": 17857.53, + "return_pct": 78.58 + }, + { + "date": "2025-12-05", + "equity": 17891.45, + "return_pct": 78.91 + }, + { + "date": "2025-12-08", + "equity": 17837.7, + "return_pct": 78.38 + }, + { + "date": "2025-12-09", + "equity": 17822.31, + "return_pct": 78.22 + }, + { + "date": "2025-12-10", + "equity": 17940.51, + "return_pct": 79.41 + }, + { + "date": "2025-12-11", + "equity": 17982.26, + "return_pct": 79.82 + }, + { + "date": "2025-12-12", + "equity": 17788.91, + "return_pct": 77.89 + }, + { + "date": "2025-12-15", + "equity": 17762.04, + "return_pct": 77.62 + }, + { + "date": "2025-12-16", + "equity": 17713.5, + "return_pct": 77.14 + }, + { + "date": "2025-12-17", + "equity": 17518.59, + "return_pct": 75.19 + }, + { + "date": "2025-12-18", + "equity": 17650.88, + "return_pct": 76.51 + }, + { + "date": "2025-12-19", + "equity": 17758.38, + "return_pct": 77.58 + }, + { + "date": "2025-12-22", + "equity": 17869.02, + "return_pct": 78.69 + }, + { + "date": "2025-12-23", + "equity": 17950.68, + "return_pct": 79.51 + }, + { + "date": "2025-12-24", + "equity": 18013.83, + "return_pct": 80.14 + }, + { + "date": "2025-12-26", + "equity": 18012.0, + "return_pct": 80.12 + }, + { + "date": "2025-12-29", + "equity": 17947.81, + "return_pct": 79.48 + }, + { + "date": "2025-12-30", + "equity": 17925.9, + "return_pct": 79.26 + }, + { + "date": "2025-12-31", + "equity": 17793.09, + "return_pct": 77.93 + }, + { + "date": "2026-01-02", + "equity": 17825.7, + "return_pct": 78.26 + }, + { + "date": "2026-01-05", + "equity": 17944.42, + "return_pct": 79.44 + }, + { + "date": "2026-01-06", + "equity": 18051.14, + "return_pct": 80.51 + }, + { + "date": "2026-01-07", + "equity": 17992.95, + "return_pct": 79.93 + }, + { + "date": "2026-01-08", + "equity": 17991.13, + "return_pct": 79.91 + }, + { + "date": "2026-01-09", + "equity": 18110.11, + "return_pct": 81.1 + }, + { + "date": "2026-01-12", + "equity": 18138.55, + "return_pct": 81.39 + }, + { + "date": "2026-01-13", + "equity": 18102.28, + "return_pct": 81.02 + }, + { + "date": "2026-01-14", + "equity": 18013.31, + "return_pct": 80.13 + }, + { + "date": "2026-01-15", + "equity": 18062.36, + "return_pct": 80.62 + }, + { + "date": "2026-01-16", + "equity": 18047.23, + "return_pct": 80.47 + }, + { + "date": "2026-01-20", + "equity": 17679.84, + "return_pct": 76.8 + }, + { + "date": "2026-01-21", + "equity": 17883.89, + "return_pct": 78.84 + }, + { + "date": "2026-01-22", + "equity": 17977.3, + "return_pct": 79.77 + }, + { + "date": "2026-01-23", + "equity": 17983.82, + "return_pct": 79.84 + }, + { + "date": "2026-01-26", + "equity": 18075.15, + "return_pct": 80.75 + }, + { + "date": "2026-01-27", + "equity": 18147.16, + "return_pct": 81.47 + }, + { + "date": "2026-01-28", + "equity": 18145.34, + "return_pct": 81.45 + }, + { + "date": "2026-01-29", + "equity": 18109.33, + "return_pct": 81.09 + }, + { + "date": "2026-01-30", + "equity": 18055.32, + "return_pct": 80.55 + }, + { + "date": "2026-02-02", + "equity": 18145.08, + "return_pct": 81.45 + }, + { + "date": "2026-02-03", + "equity": 17991.65, + "return_pct": 79.92 + }, + { + "date": "2026-02-04", + "equity": 17904.5, + "return_pct": 79.05 + }, + { + "date": "2026-02-05", + "equity": 17680.89, + "return_pct": 76.81 + }, + { + "date": "2026-02-06", + "equity": 18020.09, + "return_pct": 80.2 + }, + { + "date": "2026-02-09", + "equity": 18106.98, + "return_pct": 81.07 + }, + { + "date": "2026-02-10", + "equity": 18059.23, + "return_pct": 80.59 + }, + { + "date": "2026-02-11", + "equity": 18055.06, + "return_pct": 80.55 + }, + { + "date": "2026-02-12", + "equity": 17776.13, + "return_pct": 77.76 + }, + { + "date": "2026-02-13", + "equity": 17788.65, + "return_pct": 77.89 + }, + { + "date": "2026-02-17", + "equity": 17817.35, + "return_pct": 78.17 + }, + { + "date": "2026-02-18", + "equity": 17907.11, + "return_pct": 79.07 + }, + { + "date": "2026-02-19", + "equity": 17859.88, + "return_pct": 78.6 + }, + { + "date": "2026-02-20", + "equity": 17989.04, + "return_pct": 79.89 + }, + { + "date": "2026-02-23", + "equity": 17805.35, + "return_pct": 78.05 + }, + { + "date": "2026-02-24", + "equity": 17934.77, + "return_pct": 79.35 + }, + { + "date": "2026-02-25", + "equity": 18086.11, + "return_pct": 80.86 + }, + { + "date": "2026-02-26", + "equity": 17985.65, + "return_pct": 79.86 + }, + { + "date": "2026-02-27", + "equity": 17899.28, + "return_pct": 78.99 + }, + { + "date": "2026-03-02", + "equity": 17909.46, + "return_pct": 79.09 + }, + { + "date": "2026-03-03", + "equity": 17751.6, + "return_pct": 77.52 + }, + { + "date": "2026-03-04", + "equity": 17876.84, + "return_pct": 78.77 + }, + { + "date": "2026-03-05", + "equity": 17777.17, + "return_pct": 77.77 + }, + { + "date": "2026-03-06", + "equity": 17544.16, + "return_pct": 75.44 + }, + { + "date": "2026-03-09", + "equity": 17697.85, + "return_pct": 76.98 + }, + { + "date": "2026-03-10", + "equity": 17669.41, + "return_pct": 76.69 + }, + { + "date": "2026-03-11", + "equity": 17647.23, + "return_pct": 76.47 + }, + { + "date": "2026-03-12", + "equity": 17379.26, + "return_pct": 73.79 + }, + { + "date": "2026-03-13", + "equity": 17280.89, + "return_pct": 72.81 + }, + { + "date": "2026-03-16", + "equity": 17456.75, + "return_pct": 74.57 + }, + { + "date": "2026-03-17", + "equity": 17502.67, + "return_pct": 75.03 + }, + { + "date": "2026-03-18", + "equity": 17258.45, + "return_pct": 72.58 + }, + { + "date": "2026-03-19", + "equity": 17215.92, + "return_pct": 72.16 + }, + { + "date": "2026-03-20", + "equity": 16922.9, + "return_pct": 69.23 + }, + { + "date": "2026-03-23", + "equity": 17100.59, + "return_pct": 71.01 + }, + { + "date": "2026-03-24", + "equity": 17043.18, + "return_pct": 70.43 + }, + { + "date": "2026-03-25", + "equity": 17138.16, + "return_pct": 71.38 + }, + { + "date": "2026-03-26", + "equity": 16832.09, + "return_pct": 68.32 + }, + { + "date": "2026-03-27", + "equity": 16545.08, + "return_pct": 65.45 + }, + { + "date": "2026-03-30", + "equity": 16489.76, + "return_pct": 64.9 + }, + { + "date": "2026-03-31", + "equity": 16969.08, + "return_pct": 69.69 + }, + { + "date": "2026-04-01", + "equity": 17096.93, + "return_pct": 70.97 + }, + { + "date": "2026-04-02", + "equity": 17112.33, + "return_pct": 71.12 + }, + { + "date": "2026-04-06", + "equity": 17193.22, + "return_pct": 71.93 + }, + { + "date": "2026-04-07", + "equity": 17200.78, + "return_pct": 72.01 + }, + { + "date": "2026-04-08", + "equity": 17638.88, + "return_pct": 76.39 + }, + { + "date": "2026-04-09", + "equity": 17740.64, + "return_pct": 77.41 + }, + { + "date": "2026-04-10", + "equity": 17728.9, + "return_pct": 77.29 + }, + { + "date": "2026-04-13", + "equity": 17902.15, + "return_pct": 79.02 + }, + { + "date": "2026-04-14", + "equity": 18120.29, + "return_pct": 81.2 + }, + { + "date": "2026-04-15", + "equity": 18263.27, + "return_pct": 82.63 + }, + { + "date": "2026-04-16", + "equity": 18308.15, + "return_pct": 83.08 + }, + { + "date": "2026-04-17", + "equity": 18529.42, + "return_pct": 85.29 + }, + { + "date": "2026-04-20", + "equity": 18492.37, + "return_pct": 84.92 + }, + { + "date": "2026-04-21", + "equity": 18371.3, + "return_pct": 83.71 + }, + { + "date": "2026-04-22", + "equity": 18557.34, + "return_pct": 85.57 + }, + { + "date": "2026-04-23", + "equity": 18485.32, + "return_pct": 84.85 + }, + { + "date": "2026-04-24", + "equity": 18628.57, + "return_pct": 86.29 + }, + { + "date": "2026-04-27", + "equity": 18660.67, + "return_pct": 86.61 + }, + { + "date": "2026-04-28", + "equity": 18569.86, + "return_pct": 85.7 + }, + { + "date": "2026-04-29", + "equity": 18566.99, + "return_pct": 85.67 + }, + { + "date": "2026-04-30", + "equity": 18751.73, + "return_pct": 87.52 + }, + { + "date": "2026-05-01", + "equity": 18803.65, + "return_pct": 88.04 + }, + { + "date": "2026-05-04", + "equity": 18734.77, + "return_pct": 87.35 + }, + { + "date": "2026-05-05", + "equity": 18885.06, + "return_pct": 88.85 + }, + { + "date": "2026-05-06", + "equity": 19147.55, + "return_pct": 91.48 + }, + { + "date": "2026-05-07", + "equity": 19088.85, + "return_pct": 90.89 + }, + { + "date": "2026-05-08", + "equity": 19246.44, + "return_pct": 92.46 + }, + { + "date": "2026-05-11", + "equity": 19290.28, + "return_pct": 92.9 + }, + { + "date": "2026-05-12", + "equity": 19261.06, + "return_pct": 92.61 + }, + { + "date": "2026-05-13", + "equity": 19368.82, + "return_pct": 93.69 + }, + { + "date": "2026-05-14", + "equity": 19521.72, + "return_pct": 95.22 + }, + { + "date": "2026-05-15", + "equity": 19286.89, + "return_pct": 92.87 + }, + { + "date": "2026-05-18", + "equity": 19273.32, + "return_pct": 92.73 + }, + { + "date": "2026-05-19", + "equity": 19144.94, + "return_pct": 91.45 + }, + { + "date": "2026-05-20", + "equity": 19341.16, + "return_pct": 93.41 + }, + { + "date": "2026-05-21", + "equity": 19379.52, + "return_pct": 93.8 + }, + { + "date": "2026-05-22", + "equity": 19455.71, + "return_pct": 94.56 + }, + { + "date": "2026-05-26", + "equity": 19584.87, + "return_pct": 95.85 + }, + { + "date": "2026-05-27", + "equity": 19581.47, + "return_pct": 95.81 + }, + { + "date": "2026-05-28", + "equity": 19689.5, + "return_pct": 96.89 + }, + { + "date": "2026-05-29", + "equity": 19738.55, + "return_pct": 97.39 + }, + { + "date": "2026-06-01", + "equity": 19792.3, + "return_pct": 97.92 + }, + { + "date": "2026-06-02", + "equity": 19819.18, + "return_pct": 98.19 + }, + { + "date": "2026-06-03", + "equity": 19680.1, + "return_pct": 96.8 + }, + { + "date": "2026-06-04", + "equity": 19754.47, + "return_pct": 97.54 + }, + { + "date": "2026-06-05", + "equity": 19244.62, + "return_pct": 92.45 + }, + { + "date": "2026-06-08", + "equity": 19288.19, + "return_pct": 92.88 + }, + { + "date": "2026-06-09", + "equity": 19231.57, + "return_pct": 92.32 + }, + { + "date": "2026-06-10", + "equity": 18928.38, + "return_pct": 89.28 + }, + { + "date": "2026-06-11", + "equity": 19250.1, + "return_pct": 92.5 + }, + { + "date": "2026-06-12", + "equity": 19354.21, + "return_pct": 93.54 + }, + { + "date": "2026-06-15", + "equity": 19695.5, + "return_pct": 96.95 + }, + { + "date": "2026-06-16", + "equity": 19578.08, + "return_pct": 95.78 + }, + { + "date": "2026-06-17", + "equity": 19333.59, + "return_pct": 93.34 + }, + { + "date": "2026-06-18", + "equity": 19484.41, + "return_pct": 94.84 + }, + { + "date": "2026-06-22", + "equity": 19423.09, + "return_pct": 94.23 + }, + { + "date": "2026-06-23", + "equity": 19141.03, + "return_pct": 91.41 + }, + { + "date": "2026-06-24", + "equity": 19132.16, + "return_pct": 91.32 + }, + { + "date": "2026-06-25", + "equity": 19159.82, + "return_pct": 91.6 + }, + { + "date": "2026-06-26", + "equity": 19021.27, + "return_pct": 90.21 + }, + { + "date": "2026-06-29", + "equity": 19334.64, + "return_pct": 93.35 + }, + { + "date": "2026-06-30", + "equity": 19485.19, + "return_pct": 94.85 + }, + { + "date": "2026-07-01", + "equity": 19458.84, + "return_pct": 94.59 + }, + { + "date": "2026-07-02", + "equity": 19433.27, + "return_pct": 94.33 + } + ] + } + ], + "note": "Portfolio monitor runs supported named strategies across cached lookbacks. The structural overlay appears only in its explicit research arm and changes ordering, not production qualification. Local snapshot backtests remain the research surface for broad variant sweeps." + }, + "holdout": null, + "min_rr_sweep": null, + "sr_variant_diagnostics": { + "variant": "production_structural_overlay", + "candidate_count": 202765, + "primary_source_counts": { + "pivot_point": 196290, + "volume_profile": 180036 + }, + "primary_round_only": 0, + "primary_strength_100": 138596, + "avg_primary_strength": 80.109, + "avg_primary_distance_atr": 2.293, + "avg_primary_rejection_count": 41.908, + "avg_raw_level_count": 53.204, + "avg_gate_level_count": 53.204, + "avg_range_504_log": 0.612, + "range_factor_pass": 19566, + "structural_overlay_rows": 202765, + "structural_overlay_pass": 1308, + "structural_overlay_weight": 0.05 + }, + "sr_candidate_audit": [ + { + "symbol": "ABBV", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.24972, + "strategy_rank": 64.687095, + "production_rank": 72.874636, + "structural_overlay_pass": false, + "structural_overlay_score": 69.230905, + "structural_overlay_rr": 2.137669, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.951411, + "primary_prob": 32.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.927117, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.510693, + "range_504_ratio": 1.666446, + "range_factor_pass": false, + "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": 84.994401, + "strategy_rank": 63.149712, + "production_rank": 70.431275, + "structural_overlay_pass": false, + "structural_overlay_score": 66.909711, + "structural_overlay_rr": 2.06638, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.503525, + "primary_prob": 37.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 59, + "primary_distance_atr": 2.255287, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.32852, + "range_504_ratio": 1.388912, + "range_factor_pass": false, + "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": 93.393057, + "strategy_rank": 78.079051, + "production_rank": 83.183719, + "structural_overlay_pass": false, + "structural_overlay_score": 79.024533, + "structural_overlay_rr": 1.644875, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.578492, + "primary_prob": 34.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 93.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.367738, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.552434, + "range_504_ratio": 1.737477, + "range_factor_pass": false, + "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": 82.306831, + "strategy_rank": 58.352212, + "production_rank": 66.337085, + "structural_overlay_pass": false, + "structural_overlay_score": 63.020231, + "structural_overlay_rr": 1.889714, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 10, + "rr": 2.309601, + "primary_prob": 25.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.464402, + "raw_level_count": 25, + "gate_level_count": 25, + "range_504_log": 0.267376, + "range_504_ratio": 1.306532, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.056376, + "hold30_r": 1.855887 + }, + { + "symbol": "AIG", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.234043, + "strategy_rank": 78.493997, + "production_rank": 81.407346, + "structural_overlay_pass": false, + "structural_overlay_score": 77.336978, + "structural_overlay_rr": 3.002502, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 10, + "rr": 1.672811, + "primary_prob": 34.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.509216, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.389168, + "range_504_ratio": 1.475752, + "range_factor_pass": false, + "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": 96.304591, + "strategy_rank": 95.267962, + "production_rank": 95.613505, + "structural_overlay_pass": false, + "structural_overlay_score": 90.83283, + "structural_overlay_rr": 2.181363, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.039613, + "primary_prob": 28.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 16, + "primary_distance_atr": 3.05942, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.58116, + "range_504_ratio": 1.788111, + "range_factor_pass": false, + "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": 91.041433, + "strategy_rank": 92.187104, + "production_rank": 91.805214, + "structural_overlay_pass": false, + "structural_overlay_score": 87.214953, + "structural_overlay_rr": 2.519442, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 3.008676, + "primary_prob": 20.23, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 4.513014, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.727791, + "range_504_ratio": 2.070501, + "range_factor_pass": false, + "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": 80.515118, + "strategy_rank": 75.131532, + "production_rank": 76.926061, + "structural_overlay_pass": false, + "structural_overlay_score": 73.079758, + "structural_overlay_rr": 2.039437, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 11, + "rr": 1.809402, + "primary_prob": 32.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.714103, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.354524, + "range_504_ratio": 1.425502, + "range_factor_pass": false, + "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": 87.010078, + "strategy_rank": 83.80091, + "production_rank": 84.870633, + "structural_overlay_pass": false, + "structural_overlay_score": 80.627101, + "structural_overlay_rr": 0.819831, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.916494, + "primary_prob": 20.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 13, + "primary_distance_atr": 4.37474, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.555987, + "range_504_ratio": 1.743662, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.883506, + "hold30_r": 5.57402 + }, + { + "symbol": "APA", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.44009, + "strategy_rank": 97.228174, + "production_rank": 97.965479, + "structural_overlay_pass": false, + "structural_overlay_score": 93.067206, + "structural_overlay_rr": 1.688614, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.689762, + "primary_prob": 23.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.534643, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 1.206543, + "range_504_ratio": 3.341911, + "range_factor_pass": true, + "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": 83.762598, + "strategy_rank": 84.712031, + "production_rank": 84.395553, + "structural_overlay_pass": false, + "structural_overlay_score": 80.175776, + "structural_overlay_rr": 1.63934, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.547525, + "primary_prob": 36.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.321287, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.52758, + "range_504_ratio": 1.694826, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.520417, + "hold30_r": 3.622013 + }, + { + "symbol": "AVGO", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.666293, + "strategy_rank": 80.078137, + "production_rank": 81.940856, + "structural_overlay_pass": false, + "structural_overlay_score": 77.843813, + "structural_overlay_rr": 1.37775, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 10, + "rr": 2.707938, + "primary_prob": 22.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 4.061907, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.397018, + "range_504_ratio": 1.487382, + "range_factor_pass": false, + "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": 92.049272, + "strategy_rank": 80.859071, + "production_rank": 84.589138, + "structural_overlay_pass": false, + "structural_overlay_score": 80.359681, + "structural_overlay_rr": 1.511064, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.852507, + "primary_prob": 59.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.278761, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.452717, + "range_504_ratio": 1.572579, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.807297, + "hold30_r": 1.041695 + }, + { + "symbol": "BG", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.617021, + "strategy_rank": 80.14644, + "production_rank": 84.636634, + "structural_overlay_pass": false, + "structural_overlay_score": 80.404802, + "structural_overlay_rr": 1.648505, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.812892, + "primary_prob": 32.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.719338, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.58224, + "range_504_ratio": 1.790044, + "range_factor_pass": false, + "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": 96.528555, + "strategy_rank": 90.866078, + "production_rank": 92.753571, + "structural_overlay_pass": false, + "structural_overlay_score": 88.115892, + "structural_overlay_rr": 1.705629, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.332759, + "primary_prob": 25.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 3.499138, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.726893, + "range_504_ratio": 2.068643, + "range_factor_pass": false, + "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": 95.18477, + "strategy_rank": 93.54554, + "production_rank": 94.09195, + "structural_overlay_pass": false, + "structural_overlay_score": 89.387353, + "structural_overlay_rr": 1.68471, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.886041, + "primary_prob": 21.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 4.329061, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.790217, + "range_504_ratio": 2.203874, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.862913, + "hold30_r": 3.452706 + }, + { + "symbol": "BX", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.145577, + "strategy_rank": 90.252742, + "production_rank": 90.21702, + "structural_overlay_pass": false, + "structural_overlay_score": 85.706169, + "structural_overlay_rr": 0.845368, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.621511, + "primary_prob": 35.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.432266, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.538787, + "range_504_ratio": 1.713926, + "range_factor_pass": false, + "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": 89.025756, + "strategy_rank": 65.334789, + "production_rank": 73.231778, + "structural_overlay_pass": false, + "structural_overlay_score": 69.570189, + "structural_overlay_rr": 1.633377, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 2.371223, + "primary_prob": 25.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 3.556834, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.331548, + "range_504_ratio": 1.393123, + "range_factor_pass": false, + "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": 80.6271, + "strategy_rank": 80.036735, + "production_rank": 80.233523, + "structural_overlay_pass": false, + "structural_overlay_score": 76.221847, + "structural_overlay_rr": 1.653748, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.597855, + "primary_prob": 35.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.396782, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.375949, + "range_504_ratio": 1.456373, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.564096, + "hold30_r": 4.0725 + }, + { + "symbol": "CF", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.544233, + "strategy_rank": 95.126214, + "production_rank": 96.265554, + "structural_overlay_pass": false, + "structural_overlay_score": 91.452276, + "structural_overlay_rr": 1.890553, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.54816, + "primary_prob": 36.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.32224, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.966177, + "range_504_ratio": 2.62788, + "range_factor_pass": false, + "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": 88.577828, + "strategy_rank": 63.345261, + "production_rank": 71.756117, + "structural_overlay_pass": false, + "structural_overlay_score": 68.168311, + "structural_overlay_rr": 1.584233, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.858026, + "primary_prob": 31.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.78704, + "raw_level_count": 26, + "gate_level_count": 26, + "range_504_log": 0.309122, + "range_504_ratio": 1.362229, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.80432, + "hold30_r": 2.750854 + }, + { + "symbol": "COP", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.096305, + "strategy_rank": 91.293112, + "production_rank": 93.560843, + "structural_overlay_pass": false, + "structural_overlay_score": 88.8828, + "structural_overlay_rr": 1.629332, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.597314, + "primary_prob": 27.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 62.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.395971, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.881094, + "range_504_ratio": 2.413538, + "range_factor_pass": false, + "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": 90.593505, + "strategy_rank": 66.867967, + "production_rank": 74.77648, + "structural_overlay_pass": false, + "structural_overlay_score": 71.037656, + "structural_overlay_rr": 2.134542, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.134542, + "primary_prob": 27.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.201814, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.406542, + "range_504_ratio": 1.501617, + "range_factor_pass": false, + "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": 83.986562, + "strategy_rank": 74.410705, + "production_rank": 77.602658, + "structural_overlay_pass": false, + "structural_overlay_score": 73.722525, + "structural_overlay_rr": 0.719824, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.099829, + "primary_prob": 28.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 3.149743, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.447827, + "range_504_ratio": 1.564907, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.057291, + "hold30_r": 3.232007 + }, + { + "symbol": "CTRA", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.888018, + "strategy_rank": 95.564071, + "production_rank": 97.005386, + "structural_overlay_pass": false, + "structural_overlay_score": 92.155117, + "structural_overlay_rr": 1.672528, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.666667, + "primary_prob": 28.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 72.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.5, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 1.007914, + "range_504_ratio": 2.73988, + "range_factor_pass": true, + "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": 93.169093, + "strategy_rank": 73.966968, + "production_rank": 80.367677, + "structural_overlay_pass": false, + "structural_overlay_score": 76.349293, + "structural_overlay_rr": 2.513608, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.647118, + "primary_prob": 34.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.470678, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.455584, + "range_504_ratio": 1.577094, + "range_factor_pass": false, + "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": 96.080627, + "strategy_rank": 81.669847, + "production_rank": 86.47344, + "structural_overlay_pass": false, + "structural_overlay_score": 82.149768, + "structural_overlay_rr": 1.95505, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.893925, + "primary_prob": 30.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.840888, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.675109, + "range_504_ratio": 1.964247, + "range_factor_pass": false, + "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": 97.424412, + "strategy_rank": 92.398206, + "production_rank": 94.073608, + "structural_overlay_pass": false, + "structural_overlay_score": 89.369927, + "structural_overlay_rr": 1.208982, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.216361, + "primary_prob": 43.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.824541, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.743315, + "range_504_ratio": 2.102896, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.178206, + "hold30_r": 1.540421 + }, + { + "symbol": "DVN", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.664054, + "strategy_rank": 96.848637, + "production_rank": 97.787109, + "structural_overlay_pass": false, + "structural_overlay_score": 92.897753, + "structural_overlay_rr": 2.054589, + "structural_overlay_sources": [ + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.813494, + "primary_prob": 20.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.72024, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 1.194363, + "range_504_ratio": 3.301455, + "range_factor_pass": true, + "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": 89.697648, + "strategy_rank": 63.425225, + "production_rank": 72.1827, + "structural_overlay_pass": false, + "structural_overlay_score": 68.573565, + "structural_overlay_rr": 0.749083, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.507253, + "primary_prob": 37.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.260879, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.351211, + "range_504_ratio": 1.420787, + "range_factor_pass": false, + "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": 82.530795, + "strategy_rank": 61.693344, + "production_rank": 68.639161, + "structural_overlay_pass": false, + "structural_overlay_score": 65.207203, + "structural_overlay_rr": 1.728948, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 10, + "rr": 1.76388, + "primary_prob": 32.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.645819, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.30326, + "range_504_ratio": 1.354267, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.71751, + "hold30_r": 2.125604 + }, + { + "symbol": "ELV", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.153415, + "strategy_rank": 70.477782, + "production_rank": 77.36966, + "structural_overlay_pass": false, + "structural_overlay_score": 73.501177, + "structural_overlay_rr": 1.559453, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.816527, + "primary_prob": 31.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.724791, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.406459, + "range_504_ratio": 1.501491, + "range_factor_pass": false, + "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": 95.856663, + "strategy_rank": 90.462793, + "production_rank": 92.260749, + "structural_overlay_pass": false, + "structural_overlay_score": 87.647712, + "structural_overlay_rr": 0.681502, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.01664, + "primary_prob": 39.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.52496, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.85703, + "range_504_ratio": 2.356153, + "range_factor_pass": false, + "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": 98.992161, + "strategy_rank": 96.780546, + "production_rank": 97.517751, + "structural_overlay_pass": false, + "structural_overlay_score": 92.641864, + "structural_overlay_rr": 1.859446, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "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": 53, + "gate_level_count": 53, + "range_504_log": 1.165892, + "range_504_ratio": 3.208784, + "range_factor_pass": true, + "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": 98.320269, + "strategy_rank": 93.762736, + "production_rank": 95.281913, + "structural_overlay_pass": false, + "structural_overlay_score": 90.517818, + "structural_overlay_rr": 0.758447, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.808221, + "primary_prob": 45.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.212331, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.778809, + "range_504_ratio": 2.178875, + "range_factor_pass": false, + "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": 97.200448, + "strategy_rank": 93.515174, + "production_rank": 94.743599, + "structural_overlay_pass": false, + "structural_overlay_score": 90.006419, + "structural_overlay_rr": 1.571567, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.910736, + "primary_prob": 52.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.366104, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.900483, + "range_504_ratio": 2.46079, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.0218, + "hold30_r": -1.0 + }, + { + "symbol": "FCX", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.291153, + "strategy_rank": 81.611629, + "production_rank": 81.17147, + "structural_overlay_pass": false, + "structural_overlay_score": 77.112897, + "structural_overlay_rr": 1.744675, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.530353, + "primary_prob": 36.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.295529, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.588248, + "range_504_ratio": 1.800831, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.022377, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.410974, + "strategy_rank": 73.144107, + "production_rank": 75.899729, + "structural_overlay_pass": false, + "structural_overlay_score": 72.104743, + "structural_overlay_rr": 2.367028, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.570328, + "primary_prob": 35.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.355493, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.423704, + "range_504_ratio": 1.52761, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.535424, + "hold30_r": 4.315358 + }, + { + "symbol": "FTNT", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.817469, + "strategy_rank": 90.924184, + "production_rank": 90.888612, + "structural_overlay_pass": false, + "structural_overlay_score": 86.344182, + "structural_overlay_rr": 2.464524, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 9, + "rr": 1.566946, + "primary_prob": 36.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.35042, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.452908, + "range_504_ratio": 1.572879, + "range_factor_pass": false, + "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": 97.87234, + "strategy_rank": 94.220136, + "production_rank": 95.437537, + "structural_overlay_pass": false, + "structural_overlay_score": 90.66566, + "structural_overlay_rr": 1.974287, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.690753, + "primary_prob": 33.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.53613, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.903753, + "range_504_ratio": 2.468852, + "range_factor_pass": false, + "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": 84.882419, + "strategy_rank": 80.970766, + "production_rank": 82.27465, + "structural_overlay_pass": false, + "structural_overlay_score": 78.160918, + "structural_overlay_rr": 1.786087, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 11, + "rr": 1.858677, + "primary_prob": 31.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.788015, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.435221, + "range_504_ratio": 1.545304, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.829325, + "hold30_r": 2.339896 + }, + { + "symbol": "HPQ", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.473684, + "strategy_rank": 86.061747, + "production_rank": 87.199059, + "structural_overlay_pass": false, + "structural_overlay_score": 82.839106, + "structural_overlay_rr": 2.621936, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.192823, + "primary_prob": 27.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 3.289234, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.462652, + "range_504_ratio": 1.58828, + "range_factor_pass": false, + "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": 88.353863, + "strategy_rank": 83.836531, + "production_rank": 85.342309, + "structural_overlay_pass": false, + "structural_overlay_score": 81.075193, + "structural_overlay_rr": 2.277271, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 10, + "rr": 1.724859, + "primary_prob": 33.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.587288, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.388277, + "range_504_ratio": 1.474438, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.699404, + "hold30_r": 2.059415 + }, + { + "symbol": "HSY", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.082867, + "strategy_rank": 60.20661, + "production_rank": 67.498696, + "structural_overlay_pass": false, + "structural_overlay_score": 64.123761, + "structural_overlay_rr": 1.507591, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.823403, + "primary_prob": 27.67, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 4.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.735105, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.322217, + "range_504_ratio": 1.380185, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.762945, + "hold30_r": 1.112726 + }, + { + "symbol": "IRM", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.56215, + "strategy_rank": 76.951047, + "production_rank": 80.154748, + "structural_overlay_pass": false, + "structural_overlay_score": 76.147011, + "structural_overlay_rr": 0.796637, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.62097, + "primary_prob": 35.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.431456, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.341124, + "range_504_ratio": 1.406527, + "range_factor_pass": false, + "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": 85.442329, + "strategy_rank": 86.323597, + "production_rank": 86.029841, + "structural_overlay_pass": false, + "structural_overlay_score": 81.728349, + "structural_overlay_rr": 1.865641, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.660785, + "primary_prob": 34.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.491177, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.464027, + "range_504_ratio": 1.590466, + "range_factor_pass": false, + "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": 80.851064, + "strategy_rank": 58.070605, + "production_rank": 65.664091, + "structural_overlay_pass": false, + "structural_overlay_score": 62.380887, + "structural_overlay_rr": 1.497752, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.17522, + "primary_prob": 44.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.76283, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.251059, + "range_504_ratio": 1.285386, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.11434, + "hold30_r": 0.669599 + }, + { + "symbol": "KR", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.369541, + "strategy_rank": 82.264265, + "production_rank": 84.966024, + "structural_overlay_pass": false, + "structural_overlay_score": 80.717723, + "structural_overlay_rr": 0.702554, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.112014, + "primary_prob": 28.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 18, + "primary_distance_atr": 3.168022, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.521716, + "range_504_ratio": 1.684917, + "range_factor_pass": false, + "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": 83.090705, + "strategy_rank": 60.643941, + "production_rank": 68.126196, + "structural_overlay_pass": false, + "structural_overlay_score": 64.719886, + "structural_overlay_rr": 2.502267, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.278479, + "primary_prob": 26.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 3.417719, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.28378, + "range_504_ratio": 1.32814, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.05537, + "hold30_r": -1.0 + }, + { + "symbol": "LLY", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.601344, + "strategy_rank": 71.394684, + "production_rank": 78.130237, + "structural_overlay_pass": false, + "structural_overlay_score": 74.223725, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.72463, + "primary_prob": 54.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.086945, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.407129, + "range_504_ratio": 1.502498, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.680639, + "hold30_r": -1.0 + }, + { + "symbol": "LYV", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.067189, + "strategy_rank": 81.052619, + "production_rank": 80.724142, + "structural_overlay_pass": false, + "structural_overlay_score": 76.687935, + "structural_overlay_rr": 0.920913, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 2.912632, + "primary_prob": 20.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 4.368949, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.542907, + "range_504_ratio": 1.721002, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.027508, + "hold30_r": 2.198859 + }, + { + "symbol": "MAR", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.921613, + "strategy_rank": 84.699319, + "production_rank": 86.440083, + "structural_overlay_pass": false, + "structural_overlay_score": 82.118079, + "structural_overlay_rr": 2.57881, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.803689, + "primary_prob": 32.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 54, + "primary_distance_atr": 2.705533, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.431608, + "range_504_ratio": 1.539731, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.774948, + "hold30_r": 2.336545 + }, + { + "symbol": "MCK", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.976484, + "strategy_rank": 71.235494, + "production_rank": 79.815824, + "structural_overlay_pass": false, + "structural_overlay_score": 75.825033, + "structural_overlay_rr": 0.753173, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.149296, + "primary_prob": 39.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 70.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.723944, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.599748, + "range_504_ratio": 1.82166, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.09724, + "hold30_r": 3.080784 + }, + { + "symbol": "MOS", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.768197, + "strategy_rank": 96.925447, + "production_rank": 97.539697, + "structural_overlay_pass": false, + "structural_overlay_score": 92.662712, + "structural_overlay_rr": 2.03633, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.036164, + "primary_prob": 29.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 3.054246, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 1.031539, + "range_504_ratio": 2.805379, + "range_factor_pass": true, + "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": 95.632699, + "strategy_rank": 83.836744, + "production_rank": 87.768729, + "structural_overlay_pass": false, + "structural_overlay_score": 83.380292, + "structural_overlay_rr": 0.756473, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.722282, + "primary_prob": 50.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.083423, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.823448, + "range_504_ratio": 2.278342, + "range_factor_pass": false, + "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": 88.801792, + "strategy_rank": 90.786953, + "production_rank": 90.125232, + "structural_overlay_pass": false, + "structural_overlay_score": 85.618971, + "structural_overlay_rr": 1.995227, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.77576, + "primary_prob": 32.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.66364, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.501644, + "range_504_ratio": 1.651434, + "range_factor_pass": false, + "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": 87.905935, + "strategy_rank": 79.601194, + "production_rank": 82.369441, + "structural_overlay_pass": false, + "structural_overlay_score": 78.250969, + "structural_overlay_rr": 2.260362, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 11, + "rr": 2.286188, + "primary_prob": 26.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 3.429282, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.375224, + "range_504_ratio": 1.455317, + "range_factor_pass": false, + "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": 86.338186, + "strategy_rank": 61.97863, + "production_rank": 70.098482, + "structural_overlay_pass": false, + "structural_overlay_score": 66.593558, + "structural_overlay_rr": 1.529219, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.933825, + "primary_prob": 30.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.900737, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.320489, + "range_504_ratio": 1.377801, + "range_factor_pass": false, + "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": 87.681971, + "strategy_rank": 73.679056, + "production_rank": 78.346694, + "structural_overlay_pass": false, + "structural_overlay_score": 74.429359, + "structural_overlay_rr": 1.45197, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.364136, + "primary_prob": 23.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.046204, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.355863, + "range_504_ratio": 1.427412, + "range_factor_pass": false, + "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": 94.06495, + "strategy_rank": 90.716973, + "production_rank": 91.832965, + "structural_overlay_pass": false, + "structural_overlay_score": 87.241317, + "structural_overlay_rr": 1.536399, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.502954, + "primary_prob": 37.19, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.254431, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.761874, + "range_504_ratio": 2.142287, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.478085, + "hold30_r": 3.860461 + }, + { + "symbol": "OKE", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.890258, + "strategy_rank": 75.676253, + "production_rank": 79.080921, + "structural_overlay_pass": false, + "structural_overlay_score": 75.126875, + "structural_overlay_rr": 2.439306, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.84457, + "primary_prob": 31.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.766855, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.436651, + "range_504_ratio": 1.547516, + "range_factor_pass": false, + "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": 97.648376, + "strategy_rank": 96.409729, + "production_rank": 96.822612, + "structural_overlay_pass": false, + "structural_overlay_score": 91.981481, + "structural_overlay_rr": 1.64716, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.903708, + "primary_prob": 30.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.855561, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.73961, + "range_504_ratio": 2.095119, + "range_factor_pass": false, + "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": 99.216125, + "strategy_rank": 97.574193, + "production_rank": 98.121504, + "structural_overlay_pass": false, + "structural_overlay_score": 93.215429, + "structural_overlay_rr": 1.471937, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "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": 65, + "gate_level_count": 65, + "range_504_log": 1.230987, + "range_504_ratio": 3.424607, + "range_factor_pass": true, + "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": 93.840985, + "strategy_rank": 92.437293, + "production_rank": 92.905191, + "structural_overlay_pass": false, + "structural_overlay_score": 88.259931, + "structural_overlay_rr": 1.606746, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 2.095797, + "primary_prob": 28.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.143696, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.581311, + "range_504_ratio": 1.788381, + "range_factor_pass": false, + "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": 84.43449, + "strategy_rank": 78.947719, + "production_rank": 80.776643, + "structural_overlay_pass": false, + "structural_overlay_score": 76.737811, + "structural_overlay_rr": 1.80656, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.78012, + "primary_prob": 32.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.670181, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.470459, + "range_504_ratio": 1.600728, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.746151, + "hold30_r": 2.325971 + }, + { + "symbol": "PFE", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.825308, + "strategy_rank": 73.830788, + "production_rank": 79.828961, + "structural_overlay_pass": false, + "structural_overlay_score": 75.837513, + "structural_overlay_rr": 1.96606, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.568657, + "primary_prob": 35.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.352985, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.46351, + "range_504_ratio": 1.589645, + "range_factor_pass": false, + "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": 81.858903, + "strategy_rank": 68.966036, + "production_rank": 73.263658, + "structural_overlay_pass": false, + "structural_overlay_score": 69.600475, + "structural_overlay_rr": 1.787987, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 12, + "rr": 2.201081, + "primary_prob": 27.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 3.301622, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.314758, + "range_504_ratio": 1.369928, + "range_factor_pass": false, + "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": 83.31467, + "strategy_rank": 62.979487, + "production_rank": 69.757881, + "structural_overlay_pass": false, + "structural_overlay_score": 66.269987, + "structural_overlay_rr": 1.039225, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.090214, + "primary_prob": 37.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.635322, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.3062, + "range_504_ratio": 1.358254, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.040106, + "hold30_r": -1.0 + }, + { + "symbol": "PSX", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.210526, + "strategy_rank": 80.265804, + "production_rank": 81.580712, + "structural_overlay_pass": false, + "structural_overlay_score": 77.501676, + "structural_overlay_rr": 1.598816, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.679881, + "primary_prob": 50.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.019822, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.565903, + "range_504_ratio": 1.761038, + "range_factor_pass": false, + "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": 92.4972, + "strategy_rank": 86.904465, + "production_rank": 88.76871, + "structural_overlay_pass": false, + "structural_overlay_score": 84.330275, + "structural_overlay_rr": 1.956665, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.512225, + "primary_prob": 42.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.268337, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.506361, + "range_504_ratio": 1.659242, + "range_factor_pass": false, + "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": 88.129899, + "strategy_rank": 70.171376, + "production_rank": 76.157551, + "structural_overlay_pass": false, + "structural_overlay_score": 72.349673, + "structural_overlay_rr": 1.553302, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.859593, + "primary_prob": 31.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.78939, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.341246, + "range_504_ratio": 1.406699, + "range_factor_pass": false, + "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": 81.18701, + "strategy_rank": 75.970572, + "production_rank": 77.709385, + "structural_overlay_pass": false, + "structural_overlay_score": 73.823915, + "structural_overlay_rr": 2.154345, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 11, + "rr": 1.564423, + "primary_prob": 36.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 53, + "primary_distance_atr": 2.346634, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.3591, + "range_504_ratio": 1.43204, + "range_factor_pass": false, + "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": 86.114222, + "strategy_rank": 63.363754, + "production_rank": 70.947243, + "structural_overlay_pass": false, + "structural_overlay_score": 67.399881, + "structural_overlay_rr": 2.293576, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.889796, + "primary_prob": 30.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 56, + "primary_distance_atr": 2.834693, + "raw_level_count": 26, + "gate_level_count": 26, + "range_504_log": 0.304027, + "range_504_ratio": 1.355306, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.830318, + "hold30_r": 3.494455 + }, + { + "symbol": "SLB", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.736842, + "strategy_rank": 92.695678, + "production_rank": 93.376066, + "structural_overlay_pass": false, + "structural_overlay_score": 88.707263, + "structural_overlay_rr": 2.016542, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.013634, + "primary_prob": 29.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 3.020451, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.654567, + "range_504_ratio": 1.92431, + "range_factor_pass": false, + "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": 94.960806, + "strategy_rank": 95.29938, + "production_rank": 95.186522, + "structural_overlay_pass": false, + "structural_overlay_score": 90.427196, + "structural_overlay_rr": 1.616876, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.616876, + "primary_prob": 33.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 94.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.425314, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.573423, + "range_504_ratio": 1.774331, + "range_factor_pass": false, + "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": 84.658455, + "strategy_rank": 83.797231, + "production_rank": 84.084306, + "structural_overlay_pass": false, + "structural_overlay_score": 79.88009, + "structural_overlay_rr": 2.207884, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 9, + "rr": 1.981592, + "primary_prob": 29.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.972388, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.392493, + "range_504_ratio": 1.480668, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.945771, + "hold30_r": 4.248982 + }, + { + "symbol": "SO", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.538634, + "strategy_rank": 59.750787, + "production_rank": 67.680069, + "structural_overlay_pass": false, + "structural_overlay_score": 64.296066, + "structural_overlay_rr": 2.364467, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.939255, + "primary_prob": 30.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.908883, + "raw_level_count": 22, + "gate_level_count": 22, + "range_504_log": 0.250593, + "range_504_ratio": 1.284787, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.879509, + "hold30_r": 3.244501 + }, + { + "symbol": "SRE", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.754759, + "strategy_rank": 59.872466, + "production_rank": 67.499897, + "structural_overlay_pass": false, + "structural_overlay_score": 64.124902, + "structural_overlay_rr": 2.409869, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 2.223925, + "primary_prob": 26.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 3.335887, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.37109, + "range_504_ratio": 1.449314, + "range_factor_pass": false, + "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": 94.512878, + "strategy_rank": 90.159015, + "production_rank": 91.610302, + "structural_overlay_pass": false, + "structural_overlay_score": 87.029787, + "structural_overlay_rr": 0.848406, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.752789, + "primary_prob": 32.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.629183, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.686098, + "range_504_ratio": 1.985952, + "range_factor_pass": false, + "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": 95.408735, + "strategy_rank": 87.098963, + "production_rank": 89.868887, + "structural_overlay_pass": false, + "structural_overlay_score": 85.375443, + "structural_overlay_rr": 1.57135, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.926202, + "primary_prob": 30.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.889303, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.741796, + "range_504_ratio": 2.099704, + "range_factor_pass": false, + "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": 86.786114, + "strategy_rank": 89.644135, + "production_rank": 88.691461, + "structural_overlay_pass": false, + "structural_overlay_score": 84.256888, + "structural_overlay_rr": 0.91058, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 3.037882, + "primary_prob": 20.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 4.556823, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.695224, + "range_504_ratio": 2.004158, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 3.018466, + "hold30_r": 2.574405 + }, + { + "symbol": "TSN", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.218365, + "strategy_rank": 69.272967, + "production_rank": 74.5881, + "structural_overlay_pass": false, + "structural_overlay_score": 70.858695, + "structural_overlay_rr": 1.167964, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.812997, + "primary_prob": 32.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.719495, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.365565, + "range_504_ratio": 1.441328, + "range_factor_pass": false, + "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": 81.634938, + "strategy_rank": 79.837194, + "production_rank": 80.436442, + "structural_overlay_pass": false, + "structural_overlay_score": 76.41462, + "structural_overlay_rr": 1.823413, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 7, + "rr": 0.680101, + "primary_prob": 60.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 61, + "primary_distance_atr": 1.020151, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.318315, + "range_504_ratio": 1.374809, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.646772, + "hold30_r": -1.0 + }, + { + "symbol": "UNH", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.458007, + "strategy_rank": 65.980381, + "production_rank": 73.13959, + "structural_overlay_pass": false, + "structural_overlay_score": 69.48261, + "structural_overlay_rr": 1.953441, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.474765, + "primary_prob": 43.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.212148, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.367534, + "range_504_ratio": 1.444169, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.428028, + "hold30_r": 1.345743 + }, + { + "symbol": "VLO", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.75252, + "strategy_rank": 91.25749, + "production_rank": 93.089167, + "structural_overlay_pass": false, + "structural_overlay_score": 88.434708, + "structural_overlay_rr": 1.878043, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.036786, + "primary_prob": 37.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.555178, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.914113, + "range_504_ratio": 2.494562, + "range_factor_pass": false, + "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": 91.37738, + "strategy_rank": 76.500479, + "production_rank": 81.459446, + "structural_overlay_pass": false, + "structural_overlay_score": 77.386473, + "structural_overlay_rr": 1.141926, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.002, + "primary_prob": 33.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.503, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.508225, + "range_504_ratio": 1.662338, + "range_factor_pass": false, + "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": 92.721165, + "strategy_rank": 80.223251, + "production_rank": 84.389222, + "structural_overlay_pass": false, + "structural_overlay_score": 80.169761, + "structural_overlay_rr": 1.975192, + "structural_overlay_sources": [ + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.592361, + "primary_prob": 29.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 72.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.388541, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.506212, + "range_504_ratio": 1.658995, + "range_factor_pass": false, + "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": 92.273236, + "strategy_rank": 72.200204, + "production_rank": 78.891215, + "structural_overlay_pass": false, + "structural_overlay_score": 74.946654, + "structural_overlay_rr": 1.921712, + "structural_overlay_sources": [ + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.575176, + "primary_prob": 23.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 11, + "primary_distance_atr": 3.862764, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.47852, + "range_504_ratio": 1.613685, + "range_factor_pass": false, + "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": 92.945129, + "strategy_rank": 67.474998, + "production_rank": 75.965042, + "structural_overlay_pass": false, + "structural_overlay_score": 72.166789, + "structural_overlay_rr": 1.011331, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.036512, + "primary_prob": 37.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.554767, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.428122, + "range_504_ratio": 1.534373, + "range_factor_pass": false, + "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": 81.075028, + "strategy_rank": 68.68548, + "production_rank": 72.81533, + "structural_overlay_pass": false, + "structural_overlay_score": 69.174563, + "structural_overlay_rr": 1.042099, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 10, + "rr": 1.923034, + "primary_prob": 30.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.884551, + "raw_level_count": 26, + "gate_level_count": 26, + "range_504_log": 0.278431, + "range_504_ratio": 1.321056, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.881751, + "hold30_r": 1.662957 + }, + { + "symbol": "XOM", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.288914, + "strategy_rank": 84.639111, + "production_rank": 87.855712, + "structural_overlay_pass": false, + "structural_overlay_score": 83.462926, + "structural_overlay_rr": 1.501904, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "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": 51, + "gate_level_count": 51, + "range_504_log": 0.706209, + "range_504_ratio": 2.026296, + "range_factor_pass": false, + "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": 86.774942, + "strategy_rank": 62.895237, + "production_rank": 70.855139, + "structural_overlay_pass": false, + "structural_overlay_score": 67.312382, + "structural_overlay_rr": 2.184579, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.993606, + "primary_prob": 31.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.990409, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.510693, + "range_504_ratio": 1.666446, + "range_factor_pass": false, + "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": 83.758701, + "strategy_rank": 62.554702, + "production_rank": 69.622701, + "structural_overlay_pass": false, + "structural_overlay_score": 66.141566, + "structural_overlay_rr": 1.909733, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.53419, + "primary_prob": 21.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 90.0, + "primary_rejection_count": 11, + "primary_distance_atr": 3.801285, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.32852, + "range_504_ratio": 1.388912, + "range_factor_pass": false, + "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": 93.387471, + "strategy_rank": 79.329563, + "production_rank": 84.015532, + "structural_overlay_pass": false, + "structural_overlay_score": 79.814756, + "structural_overlay_rr": 2.311658, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.445398, + "primary_prob": 23.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 93.0, + "primary_rejection_count": 17, + "primary_distance_atr": 3.668097, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.552434, + "range_504_ratio": 1.737477, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.411238, + "hold30_r": 3.341729 + }, + { + "symbol": "AIG", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.703016, + "strategy_rank": 79.239334, + "production_rank": 82.060561, + "structural_overlay_pass": false, + "structural_overlay_score": 77.957533, + "structural_overlay_rr": 1.701154, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 10, + "rr": 1.733134, + "primary_prob": 33.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.599701, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.389168, + "range_504_ratio": 1.475752, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.696864, + "hold30_r": 2.031197 + }, + { + "symbol": "ALB", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.011601, + "strategy_rank": 94.528954, + "production_rank": 94.689836, + "structural_overlay_pass": false, + "structural_overlay_score": 89.955344, + "structural_overlay_rr": 2.277614, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.724254, + "primary_prob": 33.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 56, + "primary_distance_atr": 2.586382, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.58116, + "range_504_ratio": 1.788111, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.700876, + "hold30_r": 4.675632 + }, + { + "symbol": "AMCR", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.046404, + "strategy_rank": 64.817205, + "production_rank": 69.893604, + "structural_overlay_pass": false, + "structural_overlay_score": 66.398924, + "structural_overlay_rr": 0.672343, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 8, + "rr": 1.469645, + "primary_prob": 29.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.204467, + "raw_level_count": 17, + "gate_level_count": 17, + "range_504_log": 0.236389, + "range_504_ratio": 1.266667, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.080331, + "hold30_r": -1.028299 + }, + { + "symbol": "AMD", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.603248, + "strategy_rank": 91.859774, + "production_rank": 91.440932, + "structural_overlay_pass": false, + "structural_overlay_score": 86.868885, + "structural_overlay_rr": 1.915676, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.750557, + "primary_prob": 32.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.625835, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.831572, + "range_504_ratio": 2.296926, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.729109, + "hold30_r": 3.26196 + }, + { + "symbol": "ANET", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.410673, + "strategy_rank": 81.443027, + "production_rank": 82.098909, + "structural_overlay_pass": false, + "structural_overlay_score": 77.993963, + "structural_overlay_rr": 2.894685, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.443213, + "primary_prob": 24.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 13, + "primary_distance_atr": 3.664819, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.555987, + "range_504_ratio": 1.743662, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.407477, + "hold30_r": 5.586349 + }, + { + "symbol": "APA", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.419954, + "strategy_rank": 97.475912, + "production_rank": 98.123926, + "structural_overlay_pass": false, + "structural_overlay_score": 93.21773, + "structural_overlay_rr": 1.650012, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.894415, + "primary_prob": 30.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.841622, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 1.206543, + "range_504_ratio": 3.341911, + "range_factor_pass": true, + "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": 84.338747, + "strategy_rank": 85.252401, + "production_rank": 84.94785, + "structural_overlay_pass": false, + "structural_overlay_score": 80.700457, + "structural_overlay_rr": 1.601577, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.505509, + "primary_prob": 37.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.258263, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.52758, + "range_504_ratio": 1.694826, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.476879, + "hold30_r": 4.12478 + }, + { + "symbol": "AVGO", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.658933, + "strategy_rank": 81.112642, + "production_rank": 82.961405, + "structural_overlay_pass": false, + "structural_overlay_score": 78.813335, + "structural_overlay_rr": 1.265303, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 11, + "rr": 1.871544, + "primary_prob": 31.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.807316, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.397018, + "range_504_ratio": 1.487382, + "range_factor_pass": false, + "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": 91.067285, + "strategy_rank": 79.823489, + "production_rank": 83.571421, + "structural_overlay_pass": false, + "structural_overlay_score": 79.39285, + "structural_overlay_rr": 1.028839, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.856225, + "primary_prob": 50.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.284338, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.452717, + "range_504_ratio": 1.572579, + "range_factor_pass": false, + "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": 93.155452, + "strategy_rank": 80.660206, + "production_rank": 84.825288, + "structural_overlay_pass": false, + "structural_overlay_score": 80.584023, + "structural_overlay_rr": 0.685206, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.476114, + "primary_prob": 24.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.714171, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.58224, + "range_504_ratio": 1.790044, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.445594, + "hold30_r": 2.532996 + }, + { + "symbol": "BKR", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.939675, + "strategy_rank": 90.629995, + "production_rank": 92.399888, + "structural_overlay_pass": false, + "structural_overlay_score": 87.779894, + "structural_overlay_rr": 0.831006, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.03701, + "primary_prob": 24.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 77.0, + "primary_rejection_count": 14, + "primary_distance_atr": 3.055515, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.726893, + "range_504_ratio": 2.068643, + "range_factor_pass": false, + "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": 95.475638, + "strategy_rank": 93.881558, + "production_rank": 94.412918, + "structural_overlay_pass": false, + "structural_overlay_score": 89.692272, + "structural_overlay_rr": 1.713833, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.534935, + "primary_prob": 36.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.302402, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.790217, + "range_504_ratio": 2.203874, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.508861, + "hold30_r": 1.802939 + }, + { + "symbol": "BX", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.415313, + "strategy_rank": 91.108775, + "production_rank": 91.210954, + "structural_overlay_pass": false, + "structural_overlay_score": 86.650407, + "structural_overlay_rr": 1.957428, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.612104, + "primary_prob": 23.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 3.918156, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.543604, + "range_504_ratio": 1.722203, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.024902, + "hold30_r": 1.660207 + }, + { + "symbol": "CB", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.095128, + "strategy_rank": 65.283256, + "production_rank": 73.220547, + "structural_overlay_pass": false, + "structural_overlay_score": 69.559519, + "structural_overlay_rr": 2.576716, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 2.424627, + "primary_prob": 24.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 3.636941, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.331548, + "range_504_ratio": 1.393123, + "range_factor_pass": false, + "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": 85.49884, + "strategy_rank": 83.460299, + "production_rank": 84.139813, + "structural_overlay_pass": false, + "structural_overlay_score": 79.932822, + "structural_overlay_rr": 1.724138, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.734438, + "primary_prob": 33.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.601656, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.375949, + "range_504_ratio": 1.456373, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.696487, + "hold30_r": 4.251335 + }, + { + "symbol": "CF", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.491879, + "strategy_rank": 94.881816, + "production_rank": 96.08517, + "structural_overlay_pass": false, + "structural_overlay_score": 91.280912, + "structural_overlay_rr": 1.620003, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.67351, + "primary_prob": 34.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.510265, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.966177, + "range_504_ratio": 2.62788, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.64992, + "hold30_r": 2.823519 + }, + { + "symbol": "CHRW", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.510441, + "strategy_rank": 74.517031, + "production_rank": 76.514834, + "structural_overlay_pass": false, + "structural_overlay_score": 72.689092, + "structural_overlay_rr": 1.991925, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 9, + "rr": 1.915634, + "primary_prob": 30.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.873452, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.314743, + "range_504_ratio": 1.369907, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.041002, + "hold30_r": -1.0 + }, + { + "symbol": "CNP", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.006961, + "strategy_rank": 62.849317, + "production_rank": 70.901865, + "structural_overlay_pass": false, + "structural_overlay_score": 67.356772, + "structural_overlay_rr": 1.646234, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 2.147967, + "primary_prob": 27.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 20, + "primary_distance_atr": 3.22195, + "raw_level_count": 26, + "gate_level_count": 26, + "range_504_log": 0.309122, + "range_504_ratio": 1.362229, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.100102, + "hold30_r": 2.58575 + }, + { + "symbol": "COP", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.259861, + "strategy_rank": 92.149958, + "production_rank": 94.186592, + "structural_overlay_pass": false, + "structural_overlay_score": 89.477263, + "structural_overlay_rr": 2.590943, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.701242, + "primary_prob": 33.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.551863, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.881094, + "range_504_ratio": 2.413538, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.680213, + "hold30_r": 2.273487 + }, + { + "symbol": "COR", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.238979, + "strategy_rank": 64.643674, + "production_rank": 72.175443, + "structural_overlay_pass": false, + "structural_overlay_score": 68.56667, + "structural_overlay_rr": 1.876048, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.779072, + "primary_prob": 32.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.668608, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.406542, + "range_504_ratio": 1.501617, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.728574, + "hold30_r": 1.749587 + }, + { + "symbol": "COST", + "date": "2022-07-06", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 85.034803, + "strategy_rank": 75.253529, + "production_rank": 78.513953, + "structural_overlay_pass": false, + "structural_overlay_score": 74.588256, + "structural_overlay_rr": 1.521587, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.056175, + "primary_prob": 43.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 3.084262, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.447827, + "range_504_ratio": 1.564907, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.008518, + "hold30_r": 3.079594 + }, + { + "symbol": "CTRA", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.883991, + "strategy_rank": 95.543794, + "production_rank": 96.990526, + "structural_overlay_pass": false, + "structural_overlay_score": 92.141, + "structural_overlay_rr": 1.657428, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.657428, + "primary_prob": 24.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.486142, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 1.007914, + "range_504_ratio": 2.73988, + "range_factor_pass": true, + "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": 92.227378, + "strategy_rank": 74.17722, + "production_rank": 80.19394, + "structural_overlay_pass": false, + "structural_overlay_score": 76.184243, + "structural_overlay_rr": 1.535494, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.915026, + "primary_prob": 30.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.872539, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.455584, + "range_504_ratio": 1.577094, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.87697, + "hold30_r": 3.594216 + }, + { + "symbol": "CVX", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.243619, + "strategy_rank": 81.844145, + "production_rank": 86.310636, + "structural_overlay_pass": false, + "structural_overlay_score": 81.995105, + "structural_overlay_rr": 2.158829, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.645445, + "primary_prob": 30.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 81.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.468168, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.675109, + "range_504_ratio": 1.964247, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.61345, + "hold30_r": 1.922716 + }, + { + "symbol": "DDOG", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.802784, + "strategy_rank": 88.736949, + "production_rank": 87.425561, + "structural_overlay_pass": false, + "structural_overlay_score": 83.054283, + "structural_overlay_rr": 2.761871, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.664785, + "primary_prob": 49.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.497177, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.900762, + "range_504_ratio": 2.461477, + "range_factor_pass": false, + "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": 95.707657, + "strategy_rank": 91.613415, + "production_rank": 92.978162, + "structural_overlay_pass": false, + "structural_overlay_score": 88.329254, + "structural_overlay_rr": 1.455075, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.158533, + "primary_prob": 42.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.737799, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.743315, + "range_504_ratio": 2.102896, + "range_factor_pass": false, + "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": 99.651972, + "strategy_rank": 96.978603, + "production_rank": 97.869726, + "structural_overlay_pass": false, + "structural_overlay_score": 92.97624, + "structural_overlay_rr": 1.888504, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.738122, + "primary_prob": 33.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.607183, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 1.194363, + "range_504_ratio": 3.301455, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.72015, + "hold30_r": 2.315194 + }, + { + "symbol": "ED", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.675174, + "strategy_rank": 63.779566, + "production_rank": 72.411436, + "structural_overlay_pass": false, + "structural_overlay_score": 68.790864, + "structural_overlay_rr": 1.634228, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.648015, + "primary_prob": 34.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.472022, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.351211, + "range_504_ratio": 1.420787, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.59698, + "hold30_r": 2.050186 + }, + { + "symbol": "EIX", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.946636, + "strategy_rank": 62.055701, + "production_rank": 69.019346, + "structural_overlay_pass": false, + "structural_overlay_score": 65.568378, + "structural_overlay_rr": 1.781458, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 10, + "rr": 1.816512, + "primary_prob": 31.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.724769, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.30326, + "range_504_ratio": 1.354267, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.770232, + "hold30_r": 3.646705 + }, + { + "symbol": "ELV", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.7471, + "strategy_rank": 69.102137, + "production_rank": 75.650458, + "structural_overlay_pass": false, + "structural_overlay_score": 71.867935, + "structural_overlay_rr": 1.667882, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.232941, + "primary_prob": 42.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.849411, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.406459, + "range_504_ratio": 1.501491, + "range_factor_pass": false, + "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": 96.171694, + "strategy_rank": 91.347963, + "production_rank": 92.955874, + "structural_overlay_pass": false, + "structural_overlay_score": 88.30808, + "structural_overlay_rr": 1.660495, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.906145, + "primary_prob": 30.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.859217, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.85703, + "range_504_ratio": 2.356153, + "range_factor_pass": false, + "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": 98.955916, + "strategy_rank": 97.012197, + "production_rank": 97.660104, + "structural_overlay_pass": false, + "structural_overlay_score": 92.777098, + "structural_overlay_rr": 1.648257, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.514792, + "primary_prob": 36.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.272188, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 1.165892, + "range_504_ratio": 3.208784, + "range_factor_pass": true, + "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": 97.795824, + "strategy_rank": 93.97791, + "production_rank": 95.250548, + "structural_overlay_pass": false, + "structural_overlay_score": 90.48802, + "structural_overlay_rr": 1.58585, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.756503, + "primary_prob": 32.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.634755, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.778809, + "range_504_ratio": 2.178875, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.73838, + "hold30_r": 2.924255 + }, + { + "symbol": "FANG", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.099768, + "strategy_rank": 93.976782, + "production_rank": 95.017777, + "structural_overlay_pass": false, + "structural_overlay_score": 90.266888, + "structural_overlay_rr": 1.910847, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.706881, + "primary_prob": 33.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.560321, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.900483, + "range_504_ratio": 2.46079, + "range_factor_pass": false, + "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": 87.935035, + "strategy_rank": 87.144802, + "production_rank": 87.408213, + "structural_overlay_pass": false, + "structural_overlay_score": 83.037802, + "structural_overlay_rr": 1.912976, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.657594, + "primary_prob": 22.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 3.986391, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.68491, + "range_504_ratio": 1.983594, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.020701, + "hold30_r": 1.084964 + }, + { + "symbol": "FIX", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.426914, + "strategy_rank": 77.200229, + "production_rank": 80.275791, + "structural_overlay_pass": false, + "structural_overlay_score": 76.262001, + "structural_overlay_rr": 1.765003, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.667131, + "primary_prob": 34.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.500696, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.423704, + "range_504_ratio": 1.52761, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.63207, + "hold30_r": 4.610006 + }, + { + "symbol": "FTNT", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.37123, + "strategy_rank": 90.551527, + "production_rank": 90.491428, + "structural_overlay_pass": false, + "structural_overlay_score": 85.966857, + "structural_overlay_rr": 1.652707, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 10, + "rr": 1.590066, + "primary_prob": 50.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.385099, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.452908, + "range_504_ratio": 1.572879, + "range_factor_pass": false, + "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": 84.106729, + "strategy_rank": 62.728877, + "production_rank": 69.854827, + "structural_overlay_pass": false, + "structural_overlay_score": 66.362086, + "structural_overlay_rr": 2.055364, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 12, + "rr": 2.45811, + "primary_prob": 24.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 3.687165, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.333598, + "range_504_ratio": 1.395982, + "range_factor_pass": false, + "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": 98.027842, + "strategy_rank": 94.973656, + "production_rank": 95.991718, + "structural_overlay_pass": false, + "structural_overlay_score": 91.192132, + "structural_overlay_rr": 0.865893, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.892449, + "primary_prob": 30.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.838673, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.903753, + "range_504_ratio": 2.468852, + "range_factor_pass": false, + "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": 81.206497, + "strategy_rank": 63.545936, + "production_rank": 69.43279, + "structural_overlay_pass": false, + "structural_overlay_score": 65.96115, + "structural_overlay_rr": 2.044344, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 9, + "rr": 1.933501, + "primary_prob": 30.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 84, + "primary_distance_atr": 2.900252, + "raw_level_count": 24, + "gate_level_count": 24, + "range_504_log": 0.266877, + "range_504_ratio": 1.30588, + "range_factor_pass": false, + "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": 82.366589, + "strategy_rank": 79.323279, + "production_rank": 80.337716, + "structural_overlay_pass": false, + "structural_overlay_score": 76.32083, + "structural_overlay_rr": 1.550828, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 11, + "rr": 1.56637, + "primary_prob": 36.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.349556, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.437984, + "range_504_ratio": 1.54958, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.53591, + "hold30_r": 3.845327 + }, + { + "symbol": "HPQ", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.763341, + "strategy_rank": 87.776005, + "production_rank": 89.105117, + "structural_overlay_pass": false, + "structural_overlay_score": 84.649861, + "structural_overlay_rr": 1.991107, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 11, + "rr": 2.55224, + "primary_prob": 23.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 3.82836, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.462652, + "range_504_ratio": 1.58828, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.032046, + "hold30_r": 1.614105 + }, + { + "symbol": "HST", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.979118, + "strategy_rank": 84.368716, + "production_rank": 85.905517, + "structural_overlay_pass": false, + "structural_overlay_score": 81.610241, + "structural_overlay_rr": 1.952081, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 10, + "rr": 1.913924, + "primary_prob": 30.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.870886, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.388277, + "range_504_ratio": 1.474438, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.888964, + "hold30_r": 3.130042 + }, + { + "symbol": "IRM", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.399072, + "strategy_rank": 78.372406, + "production_rank": 81.714628, + "structural_overlay_pass": false, + "structural_overlay_score": 77.628897, + "structural_overlay_rr": 2.138652, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.838945, + "primary_prob": 31.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.758417, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.341124, + "range_504_ratio": 1.406527, + "range_factor_pass": false, + "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": 89.559165, + "strategy_rank": 89.566415, + "production_rank": 89.563998, + "structural_overlay_pass": false, + "structural_overlay_score": 85.085799, + "structural_overlay_rr": 1.902931, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 11, + "rr": 1.838532, + "primary_prob": 31.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 56, + "primary_distance_atr": 2.757798, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.480162, + "range_504_ratio": 1.616337, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.81227, + "hold30_r": 3.679304 + }, + { + "symbol": "KR", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.459397, + "strategy_rank": 83.888244, + "production_rank": 86.745295, + "structural_overlay_pass": false, + "structural_overlay_score": 82.40803, + "structural_overlay_rr": 1.20636, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.755801, + "primary_prob": 21.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 18, + "primary_distance_atr": 4.133702, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.521716, + "range_504_ratio": 1.684917, + "range_factor_pass": false, + "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": 83.178654, + "strategy_rank": 60.586169, + "production_rank": 68.116998, + "structural_overlay_pass": false, + "structural_overlay_score": 64.711148, + "structural_overlay_rr": 1.658697, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.590609, + "primary_prob": 35.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.385913, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.28378, + "range_504_ratio": 1.32814, + "range_factor_pass": false, + "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": 86.194896, + "strategy_rank": 85.405871, + "production_rank": 85.668879, + "structural_overlay_pass": false, + "structural_overlay_score": 81.385435, + "structural_overlay_rr": 1.397864, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 3.015042, + "primary_prob": 20.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 4.522563, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.542907, + "range_504_ratio": 1.721002, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.028965, + "hold30_r": 2.198949 + }, + { + "symbol": "MAR", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.139211, + "strategy_rank": 85.00717, + "production_rank": 86.71785, + "structural_overlay_pass": false, + "structural_overlay_score": 82.381958, + "structural_overlay_rr": 1.780651, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 11, + "rr": 1.613183, + "primary_prob": 35.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.419775, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.431608, + "range_504_ratio": 1.539731, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.583082, + "hold30_r": 3.097731 + }, + { + "symbol": "MCK", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.779582, + "strategy_rank": 69.852652, + "production_rank": 78.161629, + "structural_overlay_pass": false, + "structural_overlay_score": 74.253547, + "structural_overlay_rr": 0.742493, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.414653, + "primary_prob": 20.53, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 8.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.12198, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.599748, + "range_504_ratio": 1.82166, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.363673, + "hold30_r": 3.633149 + }, + { + "symbol": "MOS", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.723898, + "strategy_rank": 96.78034, + "production_rank": 97.428192, + "structural_overlay_pass": false, + "structural_overlay_score": 92.556783, + "structural_overlay_rr": 1.848511, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.031441, + "primary_prob": 33.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.547162, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 1.031539, + "range_504_ratio": 2.805379, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.011306, + "hold30_r": 2.207805 + }, + { + "symbol": "MPC", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.867749, + "strategy_rank": 86.244925, + "production_rank": 89.785866, + "structural_overlay_pass": false, + "structural_overlay_score": 85.296573, + "structural_overlay_rr": 1.559599, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.593952, + "primary_prob": 32.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 83.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.390928, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.823448, + "range_504_ratio": 2.278342, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.569873, + "hold30_r": 2.931354 + }, + { + "symbol": "MPWR", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.299304, + "strategy_rank": 92.659513, + "production_rank": 92.20611, + "structural_overlay_pass": false, + "structural_overlay_score": 87.595804, + "structural_overlay_rr": 1.77585, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.656132, + "primary_prob": 34.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.484197, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.510768, + "range_504_ratio": 1.666571, + "range_factor_pass": false, + "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": 89.907193, + "strategy_rank": 81.025313, + "production_rank": 83.985939, + "structural_overlay_pass": false, + "structural_overlay_score": 79.786642, + "structural_overlay_rr": 1.762192, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 11, + "rr": 2.159729, + "primary_prob": 27.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 3.239594, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.375224, + "range_504_ratio": 1.455317, + "range_factor_pass": false, + "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": 85.730858, + "strategy_rank": 62.02549, + "production_rank": 69.927279, + "structural_overlay_pass": false, + "structural_overlay_score": 66.430915, + "structural_overlay_rr": 1.669862, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.048562, + "primary_prob": 28.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 3.072843, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.320489, + "range_504_ratio": 1.377801, + "range_factor_pass": false, + "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": 93.61949, + "strategy_rank": 90.464198, + "production_rank": 91.515962, + "structural_overlay_pass": false, + "structural_overlay_score": 86.940164, + "structural_overlay_rr": 1.88801, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.875399, + "primary_prob": 31.13, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.813099, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.761874, + "range_504_ratio": 2.142287, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.849109, + "hold30_r": 4.289464 + }, + { + "symbol": "OKE", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.570766, + "strategy_rank": 75.20648, + "production_rank": 78.327909, + "structural_overlay_pass": false, + "structural_overlay_score": 74.411513, + "structural_overlay_rr": 1.256355, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 12, + "rr": 2.579115, + "primary_prob": 23.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 3.868672, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.436651, + "range_504_ratio": 1.547516, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.549403, + "hold30_r": 2.391519 + }, + { + "symbol": "ON", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.563805, + "strategy_rank": 96.52383, + "production_rank": 96.870489, + "structural_overlay_pass": false, + "structural_overlay_score": 92.026964, + "structural_overlay_rr": 1.935421, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.638365, + "primary_prob": 34.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.457548, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.73961, + "range_504_ratio": 2.095119, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.615624, + "hold30_r": 4.938979 + }, + { + "symbol": "OXY", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.187935, + "strategy_rank": 97.591277, + "production_rank": 98.123496, + "structural_overlay_pass": false, + "structural_overlay_score": 93.217321, + "structural_overlay_rr": 1.94098, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.772726, + "primary_prob": 56.96, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.159089, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 1.230987, + "range_504_ratio": 3.424607, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.749917, + "hold30_r": 0.74475 + }, + { + "symbol": "PANW", + "date": "2022-07-06", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.691415, + "strategy_rank": 91.446491, + "production_rank": 91.861466, + "structural_overlay_pass": false, + "structural_overlay_score": 87.268392, + "structural_overlay_rr": 1.880155, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.562802, + "primary_prob": 38.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 13, + "primary_distance_atr": 3.844203, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.581311, + "range_504_ratio": 1.788381, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.075765, + "hold30_r": -1.041258 + }, + { + "symbol": "PAYX", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.278422, + "strategy_rank": 66.542118, + "production_rank": 71.120886, + "structural_overlay_pass": false, + "structural_overlay_score": 67.564842, + "structural_overlay_rr": 1.804505, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.594234, + "primary_prob": 35.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 57, + "primary_distance_atr": 2.391352, + "raw_level_count": 25, + "gate_level_count": 25, + "range_504_log": 0.317239, + "range_504_ratio": 1.373331, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.04337, + "hold30_r": -1.0 + }, + { + "symbol": "PCG", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.266821, + "strategy_rank": 80.172886, + "production_rank": 81.870864, + "structural_overlay_pass": false, + "structural_overlay_score": 77.777321, + "structural_overlay_rr": 1.068493, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.901204, + "primary_prob": 30.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.851806, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.470459, + "range_504_ratio": 1.600728, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.86856, + "hold30_r": 3.902034 + }, + { + "symbol": "PFE", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.835267, + "strategy_rank": 72.647187, + "production_rank": 78.70988, + "structural_overlay_pass": false, + "structural_overlay_score": 74.774386, + "structural_overlay_rr": 1.037394, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.671491, + "primary_prob": 31.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 88.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.507237, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.46351, + "range_504_ratio": 1.589645, + "range_factor_pass": false, + "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": 80.742459, + "strategy_rank": 68.394722, + "production_rank": 72.510634, + "structural_overlay_pass": false, + "structural_overlay_score": 68.885102, + "structural_overlay_rr": 2.41944, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 11, + "rr": 1.934574, + "primary_prob": 30.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 57, + "primary_distance_atr": 2.901861, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.314758, + "range_504_ratio": 1.369928, + "range_factor_pass": false, + "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": 88.051044, + "strategy_rank": 83.614898, + "production_rank": 85.093613, + "structural_overlay_pass": false, + "structural_overlay_score": 80.838932, + "structural_overlay_rr": 1.683614, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.730228, + "primary_prob": 58.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 1.095342, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.565903, + "range_504_ratio": 1.761038, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.707188, + "hold30_r": 1.497769 + }, + { + "symbol": "PWR", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.083527, + "strategy_rank": 88.184858, + "production_rank": 90.151081, + "structural_overlay_pass": false, + "structural_overlay_score": 85.643527, + "structural_overlay_rr": 1.582132, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.166298, + "primary_prob": 34.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.749447, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.506361, + "range_504_ratio": 1.659242, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.135539, + "hold30_r": 2.171358 + }, + { + "symbol": "RSG", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.134571, + "strategy_rank": 60.480311, + "production_rank": 67.698397, + "structural_overlay_pass": false, + "structural_overlay_score": 64.313477, + "structural_overlay_rr": 1.279263, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 11, + "rr": 1.726894, + "primary_prob": 26.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 64.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.590341, + "raw_level_count": 25, + "gate_level_count": 25, + "range_504_log": 0.304027, + "range_504_ratio": 1.355306, + "range_factor_pass": false, + "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": 94.315545, + "strategy_rank": 92.444493, + "production_rank": 93.068177, + "structural_overlay_pass": false, + "structural_overlay_score": 88.414768, + "structural_overlay_rr": 1.711788, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.781207, + "primary_prob": 32.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.671811, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.654567, + "range_504_ratio": 1.92431, + "range_factor_pass": false, + "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": 96.635731, + "strategy_rank": 96.568623, + "production_rank": 96.590992, + "structural_overlay_pass": false, + "structural_overlay_score": 91.761442, + "structural_overlay_rr": 1.624334, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.623773, + "primary_prob": 35.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.43566, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.573423, + "range_504_ratio": 1.774331, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.60185, + "hold30_r": 7.992711 + }, + { + "symbol": "SNPS", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.470998, + "strategy_rank": 85.917198, + "production_rank": 86.435131, + "structural_overlay_pass": false, + "structural_overlay_score": 82.113375, + "structural_overlay_rr": 2.038362, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.777409, + "primary_prob": 32.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.666114, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.392493, + "range_504_ratio": 1.480668, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.737583, + "hold30_r": 4.589962 + }, + { + "symbol": "SO", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.902552, + "strategy_rank": 58.685953, + "production_rank": 66.42482, + "structural_overlay_pass": false, + "structural_overlay_score": 63.103579, + "structural_overlay_rr": 1.462317, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 10, + "rr": 1.484821, + "primary_prob": 37.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.227232, + "raw_level_count": 22, + "gate_level_count": 22, + "range_504_log": 0.250593, + "range_504_ratio": 1.284787, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.427988, + "hold30_r": 3.093378 + }, + { + "symbol": "SRE", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.438515, + "strategy_rank": 59.229183, + "production_rank": 66.632294, + "structural_overlay_pass": false, + "structural_overlay_score": 63.300679, + "structural_overlay_rr": 2.04084, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.881988, + "primary_prob": 31.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.822981, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.37109, + "range_504_ratio": 1.449314, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.832746, + "hold30_r": 3.696654 + }, + { + "symbol": "STLD", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.851508, + "strategy_rank": 89.584945, + "production_rank": 91.007132, + "structural_overlay_pass": false, + "structural_overlay_score": 86.456776, + "structural_overlay_rr": 2.082659, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.780682, + "primary_prob": 32.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.671023, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.686098, + "range_504_ratio": 1.985952, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.754937, + "hold30_r": 3.723245 + }, + { + "symbol": "TKO", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.714617, + "strategy_rank": 69.497454, + "production_rank": 73.903175, + "structural_overlay_pass": false, + "structural_overlay_score": 70.208016, + "structural_overlay_rr": 0.71236, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.218033, + "primary_prob": 35.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 62.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.82705, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.384089, + "range_504_ratio": 1.468276, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.175023, + "hold30_r": 2.818142 + }, + { + "symbol": "TPL", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.974478, + "strategy_rank": 82.55019, + "production_rank": 82.024953, + "structural_overlay_pass": false, + "structural_overlay_score": 77.923705, + "structural_overlay_rr": 1.61422, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.887767, + "primary_prob": 52.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.33165, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.618271, + "range_504_ratio": 1.855716, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.863299, + "hold30_r": 2.365854 + }, + { + "symbol": "TRGP", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.403712, + "strategy_rank": 88.697876, + "production_rank": 91.266488, + "structural_overlay_pass": false, + "structural_overlay_score": 86.703164, + "structural_overlay_rr": 0.745184, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.729594, + "primary_prob": 22.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 19, + "primary_distance_atr": 4.094391, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.741796, + "range_504_ratio": 2.099704, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.706804, + "hold30_r": 2.259544 + }, + { + "symbol": "TSLA", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.327146, + "strategy_rank": 91.383169, + "production_rank": 90.697828, + "structural_overlay_pass": false, + "structural_overlay_score": 86.162937, + "structural_overlay_rr": 1.123337, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.872032, + "primary_prob": 21.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 4.308048, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.695224, + "range_504_ratio": 2.004158, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.850487, + "hold30_r": 3.359692 + }, + { + "symbol": "TSN", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.482599, + "strategy_rank": 67.216986, + "production_rank": 72.305523, + "structural_overlay_pass": false, + "structural_overlay_score": 68.690247, + "structural_overlay_rr": 2.268354, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.755858, + "primary_prob": 32.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.633787, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.365565, + "range_504_ratio": 1.441328, + "range_factor_pass": false, + "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": 85.962877, + "strategy_rank": 82.882347, + "production_rank": 83.909191, + "structural_overlay_pass": false, + "structural_overlay_score": 79.713731, + "structural_overlay_rr": 1.719423, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 9, + "rr": 1.541866, + "primary_prob": 36.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.312798, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.318315, + "range_504_ratio": 1.374809, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.50628, + "hold30_r": 1.052845 + }, + { + "symbol": "UNH", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.670534, + "strategy_rank": 62.065207, + "production_rank": 68.600316, + "structural_overlay_pass": false, + "structural_overlay_score": 65.1703, + "structural_overlay_rr": 1.628187, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.151831, + "primary_prob": 50.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.727747, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.367534, + "range_504_ratio": 1.444169, + "range_factor_pass": false, + "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": 97.331787, + "strategy_rank": 92.333639, + "production_rank": 93.999688, + "structural_overlay_pass": false, + "structural_overlay_score": 89.299704, + "structural_overlay_rr": 1.663696, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.748927, + "primary_prob": 45.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.123391, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.914113, + "range_504_ratio": 2.494562, + "range_factor_pass": false, + "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": 92.923434, + "strategy_rank": 82.129737, + "production_rank": 85.727636, + "structural_overlay_pass": false, + "structural_overlay_score": 81.441254, + "structural_overlay_rr": 2.599352, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.567514, + "primary_prob": 36.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.351272, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.506212, + "range_504_ratio": 1.658995, + "range_factor_pass": false, + "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": 83.990719, + "strategy_rank": 75.946281, + "production_rank": 78.627761, + "structural_overlay_pass": false, + "structural_overlay_score": 74.696373, + "structural_overlay_rr": 3.410899, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 7, + "rr": 2.280318, + "primary_prob": 26.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 88, + "primary_distance_atr": 3.420476, + "raw_level_count": 25, + "gate_level_count": 25, + "range_504_log": 0.253924, + "range_504_ratio": 1.289074, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.240388, + "hold30_r": 2.98236 + }, + { + "symbol": "WMB", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.99536, + "strategy_rank": 73.077307, + "production_rank": 79.383325, + "structural_overlay_pass": false, + "structural_overlay_score": 75.414159, + "structural_overlay_rr": 2.442645, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.915709, + "primary_prob": 30.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 99.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.873563, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.47852, + "range_504_ratio": 1.613685, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.881203, + "hold30_r": 2.658772 + }, + { + "symbol": "WRB", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.531323, + "strategy_rank": 66.502481, + "production_rank": 74.845428, + "structural_overlay_pass": false, + "structural_overlay_score": 71.103157, + "structural_overlay_rr": 1.384638, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.408383, + "primary_prob": 27.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.112575, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.428122, + "range_504_ratio": 1.534373, + "range_factor_pass": false, + "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": 94.547564, + "strategy_rank": 86.009684, + "production_rank": 88.855644, + "structural_overlay_pass": false, + "structural_overlay_score": 84.412861, + "structural_overlay_rr": 1.612177, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.680148, + "primary_prob": 60.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.020223, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.706209, + "range_504_ratio": 2.026296, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.651323, + "hold30_r": 1.543747 + }, + { + "symbol": "ABBV", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.680556, + "strategy_rank": 60.620269, + "production_rank": 68.307031, + "structural_overlay_pass": false, + "structural_overlay_score": 64.891679, + "structural_overlay_rr": 1.546287, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.549884, + "primary_prob": 48.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 84.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.324826, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.510693, + "range_504_ratio": 1.666446, + "range_factor_pass": false, + "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": 85.069444, + "strategy_rank": 63.324593, + "production_rank": 70.572877, + "structural_overlay_pass": false, + "structural_overlay_score": 67.044233, + "structural_overlay_rr": 2.43909, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.867789, + "primary_prob": 31.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 59, + "primary_distance_atr": 2.801683, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.32852, + "range_504_ratio": 1.388912, + "range_factor_pass": false, + "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": 93.75, + "strategy_rank": 79.620381, + "production_rank": 84.330254, + "structural_overlay_pass": false, + "structural_overlay_score": 80.113741, + "structural_overlay_rr": 2.266817, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.55405, + "primary_prob": 21.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 90.0, + "primary_rejection_count": 17, + "primary_distance_atr": 3.831076, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.552434, + "range_504_ratio": 1.737477, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.516431, + "hold30_r": 4.127366 + }, + { + "symbol": "AIG", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.300926, + "strategy_rank": 76.61596, + "production_rank": 79.510949, + "structural_overlay_pass": false, + "structural_overlay_score": 75.535401, + "structural_overlay_rr": 2.068688, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 2.87395, + "primary_prob": 21.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 62, + "primary_distance_atr": 4.310924, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.389168, + "range_504_ratio": 1.475752, + "range_factor_pass": false, + "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": 94.444444, + "strategy_rank": 93.686169, + "production_rank": 93.938927, + "structural_overlay_pass": false, + "structural_overlay_score": 89.241981, + "structural_overlay_rr": 2.458585, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 3.031144, + "primary_prob": 20.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 4.546717, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.58116, + "range_504_ratio": 1.788111, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 3.005844, + "hold30_r": 5.930057 + }, + { + "symbol": "AMD", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.361111, + "strategy_rank": 92.81675, + "production_rank": 92.66487, + "structural_overlay_pass": false, + "structural_overlay_score": 88.031627, + "structural_overlay_rr": 1.708464, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.534112, + "primary_prob": 36.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.301168, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.831572, + "range_504_ratio": 2.296926, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.510633, + "hold30_r": 2.303394 + }, + { + "symbol": "ANET", + "date": "2022-07-13", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.143519, + "strategy_rank": 81.660278, + "production_rank": 82.488025, + "structural_overlay_pass": false, + "structural_overlay_score": 78.363624, + "structural_overlay_rr": 3.098386, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.51018, + "primary_prob": 39.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 13, + "primary_distance_atr": 3.765271, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.555987, + "range_504_ratio": 1.743662, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.474433, + "hold30_r": 4.96655 + }, + { + "symbol": "AON", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.324074, + "strategy_rank": 67.62408, + "production_rank": 71.857412, + "structural_overlay_pass": false, + "structural_overlay_score": 68.264541, + "structural_overlay_rr": 2.157293, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.691491, + "primary_prob": 33.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 65, + "primary_distance_atr": 2.537237, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.426729, + "range_504_ratio": 1.532237, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.639509, + "hold30_r": 1.724762 + }, + { + "symbol": "APA", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.652778, + "strategy_rank": 97.262718, + "production_rank": 98.059405, + "structural_overlay_pass": false, + "structural_overlay_score": 93.156434, + "structural_overlay_rr": 1.533724, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.797435, + "primary_prob": 32.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.696152, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 1.206543, + "range_504_ratio": 3.341911, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.779088, + "hold30_r": 2.066081 + }, + { + "symbol": "ARES", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.912037, + "strategy_rank": 84.20032, + "production_rank": 84.104225, + "structural_overlay_pass": false, + "structural_overlay_score": 79.899014, + "structural_overlay_rr": 1.772332, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.668748, + "primary_prob": 34.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.503122, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.52758, + "range_504_ratio": 1.694826, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.637943, + "hold30_r": 4.299984 + }, + { + "symbol": "AVGO", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.763889, + "strategy_rank": 79.919249, + "production_rank": 81.867462, + "structural_overlay_pass": false, + "structural_overlay_score": 77.774089, + "structural_overlay_rr": 1.336077, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 11, + "rr": 2.897677, + "primary_prob": 20.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 4.346515, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.397018, + "range_504_ratio": 1.487382, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.856379, + "hold30_r": 2.104767 + }, + { + "symbol": "AZO", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.12963, + "strategy_rank": 79.941087, + "production_rank": 84.003935, + "structural_overlay_pass": false, + "structural_overlay_score": 79.803738, + "structural_overlay_rr": 1.128481, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.874667, + "primary_prob": 49.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.312001, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.452717, + "range_504_ratio": 1.572579, + "range_factor_pass": false, + "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": 93.287037, + "strategy_rank": 80.88984, + "production_rank": 85.022239, + "structural_overlay_pass": false, + "structural_overlay_score": 80.771127, + "structural_overlay_rr": 1.39621, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.682526, + "primary_prob": 34.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.523789, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.58224, + "range_504_ratio": 1.790044, + "range_factor_pass": false, + "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": 94.791667, + "strategy_rank": 89.59897, + "production_rank": 91.329869, + "structural_overlay_pass": false, + "structural_overlay_score": 86.763376, + "structural_overlay_rr": 1.729918, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.614309, + "primary_prob": 35.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.421463, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.726893, + "range_504_ratio": 2.068643, + "range_factor_pass": false, + "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": 95.717593, + "strategy_rank": 93.745964, + "production_rank": 94.403173, + "structural_overlay_pass": false, + "structural_overlay_score": 89.683015, + "structural_overlay_rr": 1.593196, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.727258, + "primary_prob": 48.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.590886, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.790217, + "range_504_ratio": 2.203874, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.697207, + "hold30_r": 0.316644 + }, + { + "symbol": "BX", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.467593, + "strategy_rank": 89.440248, + "production_rank": 89.449363, + "structural_overlay_pass": false, + "structural_overlay_score": 84.976895, + "structural_overlay_rr": 2.013596, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.487125, + "primary_prob": 24.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 3.730687, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.543604, + "range_504_ratio": 1.722203, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.460909, + "hold30_r": 1.629199 + }, + { + "symbol": "CB", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.921296, + "strategy_rank": 63.373776, + "production_rank": 71.222949, + "structural_overlay_pass": false, + "structural_overlay_score": 67.661802, + "structural_overlay_rr": 1.94352, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.254593, + "primary_prob": 26.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 3.381889, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.331548, + "range_504_ratio": 1.393123, + "range_factor_pass": false, + "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": 86.689815, + "strategy_rank": 83.719822, + "production_rank": 84.70982, + "structural_overlay_pass": false, + "structural_overlay_score": 80.474329, + "structural_overlay_rr": 2.072685, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.083716, + "primary_prob": 43.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 14, + "primary_distance_atr": 3.125574, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.375949, + "range_504_ratio": 1.456373, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.046043, + "hold30_r": 3.642215 + }, + { + "symbol": "CF", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.875, + "strategy_rank": 93.343678, + "production_rank": 94.520785, + "structural_overlay_pass": false, + "structural_overlay_score": 89.794746, + "structural_overlay_rr": 1.502009, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.561786, + "primary_prob": 36.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.342679, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.966177, + "range_504_ratio": 2.62788, + "range_factor_pass": false, + "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": 84.837963, + "strategy_rank": 61.291886, + "production_rank": 69.140578, + "structural_overlay_pass": false, + "structural_overlay_score": 65.683549, + "structural_overlay_rr": 2.084775, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.851872, + "primary_prob": 31.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.777808, + "raw_level_count": 26, + "gate_level_count": 26, + "range_504_log": 0.309122, + "range_504_ratio": 1.362229, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.798627, + "hold30_r": 2.920443 + }, + { + "symbol": "COP", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.49537, + "strategy_rank": 91.775859, + "production_rank": 94.015696, + "structural_overlay_pass": false, + "structural_overlay_score": 89.314911, + "structural_overlay_rr": 1.720011, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.488948, + "primary_prob": 24.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 3.733422, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.881094, + "range_504_ratio": 2.413538, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.465106, + "hold30_r": 3.931609 + }, + { + "symbol": "COR", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.310185, + "strategy_rank": 65.281333, + "production_rank": 72.957617, + "structural_overlay_pass": false, + "structural_overlay_score": 69.309736, + "structural_overlay_rr": 2.17055, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.065437, + "primary_prob": 28.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 3.098156, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.406542, + "range_504_ratio": 1.501617, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.01114, + "hold30_r": 1.779859 + }, + { + "symbol": "COST", + "date": "2022-07-13", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.375, + "strategy_rank": 73.88929, + "production_rank": 77.384527, + "structural_overlay_pass": false, + "structural_overlay_score": 73.5153, + "structural_overlay_rr": 2.200161, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.202408, + "primary_prob": 42.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 3.303611, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.447827, + "range_504_ratio": 1.564907, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.151916, + "hold30_r": 2.615747 + }, + { + "symbol": "CTRA", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.884259, + "strategy_rank": 94.861245, + "production_rank": 96.535583, + "structural_overlay_pass": false, + "structural_overlay_score": 91.708804, + "structural_overlay_rr": 0.911764, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.074145, + "primary_prob": 22.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 69.0, + "primary_rejection_count": 12, + "primary_distance_atr": 3.111217, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 1.007914, + "range_504_ratio": 2.73988, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.047632, + "hold30_r": 2.017242 + }, + { + "symbol": "CTVA", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.898148, + "strategy_rank": 73.508842, + "production_rank": 79.638611, + "structural_overlay_pass": false, + "structural_overlay_score": 75.65668, + "structural_overlay_rr": 1.771854, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.183348, + "primary_prob": 27.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.275022, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.455584, + "range_504_ratio": 1.577094, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.14059, + "hold30_r": 4.084907 + }, + { + "symbol": "CVX", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.486111, + "strategy_rank": 81.736352, + "production_rank": 86.319605, + "structural_overlay_pass": false, + "structural_overlay_score": 82.003625, + "structural_overlay_rr": 0.96758, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.190054, + "primary_prob": 23.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 79.0, + "primary_rejection_count": 15, + "primary_distance_atr": 3.285081, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.675109, + "range_504_ratio": 1.964247, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.155056, + "hold30_r": 3.195678 + }, + { + "symbol": "DDOG", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.847222, + "strategy_rank": 90.869499, + "production_rank": 89.862073, + "structural_overlay_pass": false, + "structural_overlay_score": 85.36897, + "structural_overlay_rr": 0.966202, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.163211, + "primary_prob": 27.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 20, + "primary_distance_atr": 3.244817, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.900762, + "range_504_ratio": 2.461477, + "range_factor_pass": false, + "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": 96.180556, + "strategy_rank": 91.367959, + "production_rank": 92.972158, + "structural_overlay_pass": false, + "structural_overlay_score": 88.32355, + "structural_overlay_rr": 1.522966, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.20845, + "primary_prob": 40.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.812675, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.743315, + "range_504_ratio": 2.102896, + "range_factor_pass": false, + "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": 99.421296, + "strategy_rank": 96.615693, + "production_rank": 97.550894, + "structural_overlay_pass": false, + "structural_overlay_score": 92.673349, + "structural_overlay_rr": 1.744409, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.594512, + "primary_prob": 35.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.391768, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 1.194363, + "range_504_ratio": 3.301455, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.574244, + "hold30_r": 3.826921 + }, + { + "symbol": "ED", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.615741, + "strategy_rank": 62.474206, + "production_rank": 70.854717, + "structural_overlay_pass": false, + "structural_overlay_score": 67.311981, + "structural_overlay_rr": 2.024333, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.040483, + "primary_prob": 28.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 17, + "primary_distance_atr": 3.060724, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.351211, + "range_504_ratio": 1.420787, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.983119, + "hold30_r": 1.968351 + }, + { + "symbol": "EG", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.481481, + "strategy_rank": 62.060132, + "production_rank": 68.533915, + "structural_overlay_pass": false, + "structural_overlay_score": 65.107219, + "structural_overlay_rr": 1.655355, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.513, + "primary_prob": 37.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.2695, + "raw_level_count": 20, + "gate_level_count": 20, + "range_504_log": 0.271717, + "range_504_ratio": 1.312215, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.05486, + "hold30_r": -1.0 + }, + { + "symbol": "EIX", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.092593, + "strategy_rank": 59.771512, + "production_rank": 66.545206, + "structural_overlay_pass": false, + "structural_overlay_score": 63.217945, + "structural_overlay_rr": 1.664992, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.066734, + "primary_prob": 28.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 3.1001, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.30326, + "range_504_ratio": 1.354267, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.052081, + "hold30_r": -1.0 + }, + { + "symbol": "ELV", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.226852, + "strategy_rank": 66.698288, + "production_rank": 73.207809, + "structural_overlay_pass": false, + "structural_overlay_score": 69.547419, + "structural_overlay_rr": 1.790698, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.066816, + "primary_prob": 28.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 19, + "primary_distance_atr": 3.100224, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.406459, + "range_504_ratio": 1.501491, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.018996, + "hold30_r": 1.152543 + }, + { + "symbol": "EOG", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.643519, + "strategy_rank": 91.553465, + "production_rank": 93.25015, + "structural_overlay_pass": false, + "structural_overlay_score": 88.587642, + "structural_overlay_rr": 2.006622, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.753139, + "primary_prob": 32.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.629709, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.85703, + "range_504_ratio": 2.356153, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.730714, + "hold30_r": 2.765086 + }, + { + "symbol": "EQT", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.189815, + "strategy_rank": 97.111854, + "production_rank": 97.804508, + "structural_overlay_pass": false, + "structural_overlay_score": 92.914282, + "structural_overlay_rr": 1.786504, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.598865, + "primary_prob": 28.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 66.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.398297, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 1.165892, + "range_504_ratio": 3.208784, + "range_factor_pass": true, + "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": 97.800926, + "strategy_rank": 94.06111, + "production_rank": 95.307715, + "structural_overlay_pass": false, + "structural_overlay_score": 90.54233, + "structural_overlay_rr": 1.699459, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.683962, + "primary_prob": 23.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.525943, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.778809, + "range_504_ratio": 2.178875, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.661878, + "hold30_r": 2.830649 + }, + { + "symbol": "FANG", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.337963, + "strategy_rank": 93.321332, + "production_rank": 94.660209, + "structural_overlay_pass": false, + "structural_overlay_score": 89.927198, + "structural_overlay_rr": 2.077878, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.853598, + "primary_prob": 31.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.780396, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.900483, + "range_504_ratio": 2.46079, + "range_factor_pass": false, + "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": 89.930556, + "strategy_rank": 89.002197, + "production_rank": 89.31165, + "structural_overlay_pass": false, + "structural_overlay_score": 84.846067, + "structural_overlay_rr": 2.154327, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.798878, + "primary_prob": 26.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 72.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.698317, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.717484, + "range_504_ratio": 2.049271, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.777692, + "hold30_r": 1.955128 + }, + { + "symbol": "FIX", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.458333, + "strategy_rank": 76.386884, + "production_rank": 79.744034, + "structural_overlay_pass": false, + "structural_overlay_score": 75.756832, + "structural_overlay_rr": 1.693588, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.108271, + "primary_prob": 28.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.162407, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.423704, + "range_504_ratio": 1.52761, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.068798, + "hold30_r": 4.274046 + }, + { + "symbol": "FTNT", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.435185, + "strategy_rank": 90.956131, + "production_rank": 91.115816, + "structural_overlay_pass": false, + "structural_overlay_score": 86.560025, + "structural_overlay_rr": 1.884831, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 10, + "rr": 1.824545, + "primary_prob": 46.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.736817, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.452908, + "range_504_ratio": 1.572879, + "range_factor_pass": false, + "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": 83.449074, + "strategy_rank": 62.259617, + "production_rank": 69.32277, + "structural_overlay_pass": false, + "structural_overlay_score": 65.856631, + "structural_overlay_rr": 1.808918, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.296208, + "primary_prob": 26.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 3.444312, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.333598, + "range_504_ratio": 1.395982, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.243119, + "hold30_r": 2.624721 + }, + { + "symbol": "HAL", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.032407, + "strategy_rank": 94.534925, + "production_rank": 95.700753, + "structural_overlay_pass": false, + "structural_overlay_score": 90.915715, + "structural_overlay_rr": 1.000766, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.748163, + "primary_prob": 33.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.622244, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.903753, + "range_504_ratio": 2.468852, + "range_factor_pass": false, + "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": 92.592593, + "strategy_rank": 87.92105, + "production_rank": 89.478231, + "structural_overlay_pass": false, + "structural_overlay_score": 85.00432, + "structural_overlay_rr": 2.286026, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 2.911897, + "primary_prob": 20.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 4.367846, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.462652, + "range_504_ratio": 1.58828, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.035643, + "hold30_r": 1.239349 + }, + { + "symbol": "HST", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.99537, + "strategy_rank": 81.674819, + "production_rank": 83.115003, + "structural_overlay_pass": false, + "structural_overlay_score": 78.959253, + "structural_overlay_rr": 1.852091, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 8, + "rr": 1.770328, + "primary_prob": 32.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.655493, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.388277, + "range_504_ratio": 1.474438, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.741842, + "hold30_r": 2.539939 + }, + { + "symbol": "HSY", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.75463, + "strategy_rank": 60.838171, + "production_rank": 68.143658, + "structural_overlay_pass": false, + "structural_overlay_score": 64.736475, + "structural_overlay_rr": 1.523049, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.181046, + "primary_prob": 59.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.771569, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.322217, + "range_504_ratio": 1.380185, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.110739, + "hold30_r": 2.175304 + }, + { + "symbol": "IRM", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.606481, + "strategy_rank": 74.328463, + "production_rank": 77.754469, + "structural_overlay_pass": false, + "structural_overlay_score": 73.866746, + "structural_overlay_rr": 2.385302, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 2.085885, + "primary_prob": 28.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 3.128828, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.341124, + "range_504_ratio": 1.406527, + "range_factor_pass": false, + "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": 80.787037, + "strategy_rank": 77.128293, + "production_rank": 78.347874, + "structural_overlay_pass": false, + "structural_overlay_score": 74.430481, + "structural_overlay_rr": 1.551997, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.570445, + "primary_prob": 35.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 58, + "primary_distance_atr": 2.355668, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.390462, + "range_504_ratio": 1.477664, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.532436, + "hold30_r": 3.551779 + }, + { + "symbol": "KLAC", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.236111, + "strategy_rank": 89.001075, + "production_rank": 89.07942, + "structural_overlay_pass": false, + "structural_overlay_score": 84.625449, + "structural_overlay_rr": 2.243906, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.789509, + "primary_prob": 47.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.684264, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.480162, + "range_504_ratio": 1.616337, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.759402, + "hold30_r": 2.38473 + }, + { + "symbol": "KR", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.277778, + "strategy_rank": 81.8665, + "production_rank": 84.670259, + "structural_overlay_pass": false, + "structural_overlay_score": 80.436746, + "structural_overlay_rr": 1.775504, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.723142, + "primary_prob": 22.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 18, + "primary_distance_atr": 4.084713, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.521716, + "range_504_ratio": 1.684917, + "range_factor_pass": false, + "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": 89.00463, + "strategy_rank": 69.508783, + "production_rank": 76.007399, + "structural_overlay_pass": false, + "structural_overlay_score": 72.207029, + "structural_overlay_rr": 1.019386, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.019386, + "primary_prob": 44.03, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.529079, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.41816, + "range_504_ratio": 1.519164, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.964873, + "hold30_r": -1.0 + }, + { + "symbol": "LYV", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.583333, + "strategy_rank": 87.581313, + "production_rank": 88.248653, + "structural_overlay_pass": false, + "structural_overlay_score": 83.83622, + "structural_overlay_rr": 0.95088, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.740906, + "primary_prob": 33.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.61136, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.542907, + "range_504_ratio": 1.721002, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.710058, + "hold30_r": 1.932179 + }, + { + "symbol": "MAR", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.773148, + "strategy_rank": 83.446054, + "production_rank": 85.221752, + "structural_overlay_pass": false, + "structural_overlay_score": 80.960664, + "structural_overlay_rr": 2.755898, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.851604, + "primary_prob": 31.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 54, + "primary_distance_atr": 2.777407, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.431608, + "range_504_ratio": 1.539731, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.817519, + "hold30_r": 2.315504 + }, + { + "symbol": "MOS", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.106481, + "strategy_rank": 95.411027, + "production_rank": 95.976178, + "structural_overlay_pass": false, + "structural_overlay_score": 91.177369, + "structural_overlay_rr": 1.032178, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.582543, + "primary_prob": 22.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.373815, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 1.031539, + "range_504_ratio": 2.805379, + "range_factor_pass": true, + "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": 97.569444, + "strategy_rank": 86.69353, + "production_rank": 90.318835, + "structural_overlay_pass": false, + "structural_overlay_score": 85.802893, + "structural_overlay_rr": 0.900368, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.919813, + "primary_prob": 21.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.879719, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.823448, + "range_504_ratio": 2.278342, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.892188, + "hold30_r": 3.850076 + }, + { + "symbol": "MPWR", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.824074, + "strategy_rank": 93.591171, + "production_rank": 93.335472, + "structural_overlay_pass": false, + "structural_overlay_score": 88.668698, + "structural_overlay_rr": 2.01807, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.579627, + "primary_prob": 50.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.369441, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.510768, + "range_504_ratio": 1.666571, + "range_factor_pass": false, + "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": 87.384259, + "strategy_rank": 78.005009, + "production_rank": 81.131426, + "structural_overlay_pass": false, + "structural_overlay_score": 77.074855, + "structural_overlay_rr": 2.305288, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.936853, + "primary_prob": 30.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.905279, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.375224, + "range_504_ratio": 1.455317, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.894526, + "hold30_r": 4.148044 + }, + { + "symbol": "NI", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.828704, + "strategy_rank": 59.531825, + "production_rank": 66.964118, + "structural_overlay_pass": false, + "structural_overlay_score": 63.615912, + "structural_overlay_rr": 2.270701, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.938166, + "primary_prob": 30.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.907248, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.320489, + "range_504_ratio": 1.377801, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.884476, + "hold30_r": 2.186254 + }, + { + "symbol": "NUE", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.518519, + "strategy_rank": 89.712386, + "production_rank": 90.981097, + "structural_overlay_pass": false, + "structural_overlay_score": 86.432042, + "structural_overlay_rr": 2.409991, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.983232, + "primary_prob": 29.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.974848, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.761874, + "range_504_ratio": 2.142287, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.954733, + "hold30_r": 3.691293 + }, + { + "symbol": "OKE", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.532407, + "strategy_rank": 75.669452, + "production_rank": 78.957104, + "structural_overlay_pass": false, + "structural_overlay_score": 75.009249, + "structural_overlay_rr": 1.112188, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.913322, + "primary_prob": 30.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 53, + "primary_distance_atr": 2.869983, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.436651, + "range_504_ratio": 1.547516, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.880995, + "hold30_r": 3.254468 + }, + { + "symbol": "ON", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.263889, + "strategy_rank": 96.740842, + "production_rank": 97.248525, + "structural_overlay_pass": false, + "structural_overlay_score": 92.386098, + "structural_overlay_rr": 1.834222, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.63856, + "primary_prob": 34.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.457839, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.73961, + "range_504_ratio": 2.095119, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.612636, + "hold30_r": 4.828591 + }, + { + "symbol": "OXY", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.958333, + "strategy_rank": 97.088385, + "production_rank": 97.711701, + "structural_overlay_pass": false, + "structural_overlay_score": 92.826116, + "structural_overlay_rr": 0.772233, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.711868, + "primary_prob": 59.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.067802, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 1.230987, + "range_504_ratio": 3.424607, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.687998, + "hold30_r": 3.477044 + }, + { + "symbol": "PANW", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.981481, + "strategy_rank": 91.768561, + "production_rank": 92.506201, + "structural_overlay_pass": false, + "structural_overlay_score": 87.880891, + "structural_overlay_rr": 1.663639, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.154814, + "primary_prob": 27.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.232221, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.581311, + "range_504_ratio": 1.788381, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.122268, + "hold30_r": 2.354664 + }, + { + "symbol": "PCG", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.523148, + "strategy_rank": 77.442878, + "production_rank": 79.136301, + "structural_overlay_pass": false, + "structural_overlay_score": 75.179486, + "structural_overlay_rr": 1.725295, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.650074, + "primary_prob": 34.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.475111, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.470459, + "range_504_ratio": 1.600728, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.612906, + "hold30_r": 3.539823 + }, + { + "symbol": "PFE", + "date": "2022-07-13", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.152778, + "strategy_rank": 69.147822, + "production_rank": 75.149474, + "structural_overlay_pass": false, + "structural_overlay_score": 71.392, + "structural_overlay_rr": 1.668887, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.346657, + "primary_prob": 38.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 88.0, + "primary_rejection_count": 9, + "primary_distance_atr": 3.519985, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.46351, + "range_504_ratio": 1.589645, + "range_factor_pass": false, + "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": 81.018519, + "strategy_rank": 68.318044, + "production_rank": 72.551535, + "structural_overlay_pass": false, + "structural_overlay_score": 68.923959, + "structural_overlay_rr": 1.622, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 12, + "rr": 2.274189, + "primary_prob": 26.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 58, + "primary_distance_atr": 3.411284, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.314758, + "range_504_ratio": 1.369928, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.231238, + "hold30_r": 4.566442 + }, + { + "symbol": "PGR", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.25, + "strategy_rank": 61.759527, + "production_rank": 68.256351, + "structural_overlay_pass": false, + "structural_overlay_score": 64.843533, + "structural_overlay_rr": 0.744868, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.087951, + "primary_prob": 27.07, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.631927, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.313384, + "range_504_ratio": 1.368047, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.053062, + "hold30_r": -1.0 + }, + { + "symbol": "PSX", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.740741, + "strategy_rank": 84.927295, + "production_rank": 86.86511, + "structural_overlay_pass": false, + "structural_overlay_score": 82.521854, + "structural_overlay_rr": 1.874351, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.051732, + "primary_prob": 47.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 1.577597, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.565903, + "range_504_ratio": 1.761038, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.025764, + "hold30_r": 2.073502 + }, + { + "symbol": "PWR", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.212963, + "strategy_rank": 87.808196, + "production_rank": 89.943119, + "structural_overlay_pass": false, + "structural_overlay_score": 85.445963, + "structural_overlay_rr": 1.356927, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.724551, + "primary_prob": 57.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 91.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.086826, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.506361, + "range_504_ratio": 1.659242, + "range_factor_pass": false, + "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": 95.023148, + "strategy_rank": 92.601654, + "production_rank": 93.408819, + "structural_overlay_pass": false, + "structural_overlay_score": 88.738378, + "structural_overlay_rr": 0.951128, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.709918, + "primary_prob": 33.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.564878, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.654567, + "range_504_ratio": 1.92431, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.687785, + "hold30_r": 2.611557 + }, + { + "symbol": "SMCI", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.412037, + "strategy_rank": 96.310597, + "production_rank": 96.34441, + "structural_overlay_pass": false, + "structural_overlay_score": 91.52719, + "structural_overlay_rr": 2.279741, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.73486, + "primary_prob": 33.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.60229, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.573423, + "range_504_ratio": 1.774331, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.707583, + "hold30_r": 9.686411 + }, + { + "symbol": "SNPS", + "date": "2022-07-13", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.541667, + "strategy_rank": 85.951453, + "production_rank": 86.814858, + "structural_overlay_pass": false, + "structural_overlay_score": 82.474115, + "structural_overlay_rr": 1.601845, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 12, + "rr": 2.226511, + "primary_prob": 26.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 3.339766, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.392493, + "range_504_ratio": 1.480668, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.187046, + "hold30_r": 3.625212 + }, + { + "symbol": "SRE", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.555556, + "strategy_rank": 58.502053, + "production_rank": 65.85322, + "structural_overlay_pass": false, + "structural_overlay_score": 62.560559, + "structural_overlay_rr": 2.194113, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.681793, + "primary_prob": 34.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.522689, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.37109, + "range_504_ratio": 1.449314, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.627264, + "hold30_r": 4.036124 + }, + { + "symbol": "STLD", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.203704, + "strategy_rank": 87.018112, + "production_rank": 88.413309, + "structural_overlay_pass": false, + "structural_overlay_score": 83.992644, + "structural_overlay_rr": 1.672659, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.703731, + "primary_prob": 22.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 13, + "primary_distance_atr": 4.055597, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.686098, + "range_504_ratio": 1.985952, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.674471, + "hold30_r": 3.07351 + }, + { + "symbol": "SYY", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.986111, + "strategy_rank": 70.318915, + "production_rank": 74.541314, + "structural_overlay_pass": false, + "structural_overlay_score": 70.814248, + "structural_overlay_rr": 0.948477, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.691054, + "primary_prob": 29.3, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.536581, + "raw_level_count": 26, + "gate_level_count": 26, + "range_504_log": 0.29642, + "range_504_ratio": 1.345035, + "range_factor_pass": false, + "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": 83.217593, + "strategy_rank": 69.303123, + "production_rank": 73.94128, + "structural_overlay_pass": false, + "structural_overlay_score": 70.244216, + "structural_overlay_rr": 1.671358, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.445635, + "primary_prob": 30.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 62.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.168453, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.384089, + "range_504_ratio": 1.468276, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.400108, + "hold30_r": 2.082206 + }, + { + "symbol": "TPL", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.078704, + "strategy_rank": 87.428765, + "production_rank": 87.645411, + "structural_overlay_pass": false, + "structural_overlay_score": 83.26314, + "structural_overlay_rr": 0.726704, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.726704, + "primary_prob": 57.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.090057, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.618271, + "range_504_ratio": 1.855716, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.699344, + "hold30_r": 1.838316 + }, + { + "symbol": "TRGP", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.949074, + "strategy_rank": 88.053497, + "production_rank": 90.685356, + "structural_overlay_pass": false, + "structural_overlay_score": 86.151088, + "structural_overlay_rr": 1.380732, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.453607, + "primary_prob": 24.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 19, + "primary_distance_atr": 3.680411, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.741796, + "range_504_ratio": 2.099704, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.42751, + "hold30_r": 2.786574 + }, + { + "symbol": "TSLA", + "date": "2022-07-13", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.972222, + "strategy_rank": 92.433442, + "production_rank": 91.946369, + "structural_overlay_pass": false, + "structural_overlay_score": 87.349051, + "structural_overlay_rr": 2.683329, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.581439, + "primary_prob": 38.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 3.872158, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.695224, + "range_504_ratio": 2.004158, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.559767, + "hold30_r": 2.74555 + }, + { + "symbol": "TSN", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.291667, + "strategy_rank": 67.54643, + "production_rank": 72.461509, + "structural_overlay_pass": false, + "structural_overlay_score": 68.838433, + "structural_overlay_rr": 1.978852, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.23961, + "primary_prob": 26.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 3.359416, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.365565, + "range_504_ratio": 1.441328, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.054447, + "hold30_r": -1.0 + }, + { + "symbol": "ULTA", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.509259, + "strategy_rank": 85.562024, + "production_rank": 87.211103, + "structural_overlay_pass": false, + "structural_overlay_score": 82.850547, + "structural_overlay_rr": 1.719879, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 9, + "rr": 1.602497, + "primary_prob": 35.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.403745, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.318315, + "range_504_ratio": 1.374809, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.564286, + "hold30_r": -1.0 + }, + { + "symbol": "UNH", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.060185, + "strategy_rank": 61.633816, + "production_rank": 68.442605, + "structural_overlay_pass": false, + "structural_overlay_score": 65.020475, + "structural_overlay_rr": 0.92991, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.86535, + "primary_prob": 53.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.298025, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.367534, + "range_504_ratio": 1.444169, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.815666, + "hold30_r": 1.745569 + }, + { + "symbol": "VLO", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.726852, + "strategy_rank": 93.496787, + "production_rank": 95.240142, + "structural_overlay_pass": false, + "structural_overlay_score": 90.478135, + "structural_overlay_rr": 1.769949, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.571913, + "primary_prob": 32.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 81.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.357869, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.914113, + "range_504_ratio": 2.494562, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.54989, + "hold30_r": 2.121779 + }, + { + "symbol": "VST", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.055556, + "strategy_rank": 81.767064, + "production_rank": 85.529895, + "structural_overlay_pass": false, + "structural_overlay_score": 81.2534, + "structural_overlay_rr": 1.715164, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.524896, + "primary_prob": 36.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.287344, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.506212, + "range_504_ratio": 1.658995, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.48812, + "hold30_r": 1.99005 + }, + { + "symbol": "WAB", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.712963, + "strategy_rank": 72.926557, + "production_rank": 75.855359, + "structural_overlay_pass": false, + "structural_overlay_score": 72.062591, + "structural_overlay_rr": 4.016992, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 6, + "rr": 1.741985, + "primary_prob": 33.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 95, + "primary_distance_atr": 2.612977, + "raw_level_count": 25, + "gate_level_count": 25, + "range_504_log": 0.253924, + "range_504_ratio": 1.289074, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.699423, + "hold30_r": 2.924208 + }, + { + "symbol": "WMB", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.046296, + "strategy_rank": 72.732176, + "production_rank": 78.50355, + "structural_overlay_pass": false, + "structural_overlay_score": 74.578372, + "structural_overlay_rr": 1.65683, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.697424, + "primary_prob": 33.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.546135, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.47852, + "range_504_ratio": 1.613685, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.660408, + "hold30_r": 2.638852 + }, + { + "symbol": "WRB", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.666667, + "strategy_rank": 66.556967, + "production_rank": 74.926867, + "structural_overlay_pass": false, + "structural_overlay_score": 71.180523, + "structural_overlay_rr": 1.670595, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.600836, + "primary_prob": 35.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.401255, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.428122, + "range_504_ratio": 1.534373, + "range_factor_pass": false, + "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": 95.25463, + "strategy_rank": 85.766001, + "production_rank": 88.928877, + "structural_overlay_pass": false, + "structural_overlay_score": 84.482433, + "structural_overlay_rr": 0.934893, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.634285, + "primary_prob": 20.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.451428, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.706209, + "range_504_ratio": 2.026296, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.60185, + "hold30_r": 2.626448 + }, + { + "symbol": "ABBV", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.849057, + "strategy_rank": 61.945804, + "production_rank": 69.913555, + "structural_overlay_pass": false, + "structural_overlay_score": 66.417877, + "structural_overlay_rr": 1.41534, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.426444, + "primary_prob": 21.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 84.0, + "primary_rejection_count": 15, + "primary_distance_atr": 3.639666, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.510693, + "range_504_ratio": 1.666446, + "range_factor_pass": false, + "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": 87.316562, + "strategy_rank": 64.918664, + "production_rank": 72.38463, + "structural_overlay_pass": false, + "structural_overlay_score": 68.765399, + "structural_overlay_rr": 0.872041, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.159813, + "primary_prob": 27.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 59, + "primary_distance_atr": 3.23972, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.32852, + "range_504_ratio": 1.388912, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.103888, + "hold30_r": 1.252436 + }, + { + "symbol": "ADM", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.872117, + "strategy_rank": 78.723871, + "production_rank": 83.439953, + "structural_overlay_pass": false, + "structural_overlay_score": 79.267956, + "structural_overlay_rr": 0.991094, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.545865, + "primary_prob": 27.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.318797, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.552434, + "range_504_ratio": 1.737477, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.503563, + "hold30_r": 3.77808 + }, + { + "symbol": "AIG", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.155136, + "strategy_rank": 79.375959, + "production_rank": 82.302352, + "structural_overlay_pass": false, + "structural_overlay_score": 78.187234, + "structural_overlay_rr": 1.670391, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.707198, + "primary_prob": 33.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.560797, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.389168, + "range_504_ratio": 1.475752, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.666592, + "hold30_r": 0.090639 + }, + { + "symbol": "AIZ", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.236897, + "strategy_rank": 59.627334, + "production_rank": 66.830522, + "structural_overlay_pass": false, + "structural_overlay_score": 63.488996, + "structural_overlay_rr": 1.595421, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.614096, + "primary_prob": 35.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.421143, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.297414, + "range_504_ratio": 1.346373, + "range_factor_pass": false, + "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": 85.220126, + "strategy_rank": 66.463711, + "production_rank": 72.71585, + "structural_overlay_pass": false, + "structural_overlay_score": 69.080057, + "structural_overlay_rr": 1.816004, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.086482, + "primary_prob": 37.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 73.0, + "primary_rejection_count": 11, + "primary_distance_atr": 3.129723, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.322244, + "range_504_ratio": 1.380221, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.027589, + "hold30_r": 2.651746 + }, + { + "symbol": "ALB", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.654088, + "strategy_rank": 94.09259, + "production_rank": 94.279756, + "structural_overlay_pass": false, + "structural_overlay_score": 89.565768, + "structural_overlay_rr": 2.014412, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.635285, + "primary_prob": 49.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.452927, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.58116, + "range_504_ratio": 1.788111, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.604676, + "hold30_r": 3.378025 + }, + { + "symbol": "AMD", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.081761, + "strategy_rank": 93.431291, + "production_rank": 93.314781, + "structural_overlay_pass": false, + "structural_overlay_score": 88.649042, + "structural_overlay_rr": 1.711296, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.628077, + "primary_prob": 49.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.442116, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.831572, + "range_504_ratio": 2.296926, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.600307, + "hold30_r": -0.707981 + }, + { + "symbol": "AMP", + "date": "2022-07-20", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.607966, + "strategy_rank": 74.595033, + "production_rank": 76.599344, + "structural_overlay_pass": false, + "structural_overlay_score": 72.769377, + "structural_overlay_rr": 1.817133, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.745469, + "primary_prob": 37.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 4.118204, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.412667, + "range_504_ratio": 1.510841, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.703301, + "hold30_r": 2.263194 + }, + { + "symbol": "ANET", + "date": "2022-07-20", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.993711, + "strategy_rank": 85.266309, + "production_rank": 86.508776, + "structural_overlay_pass": false, + "structural_overlay_score": 82.183337, + "structural_overlay_rr": 2.79376, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.853869, + "primary_prob": 36.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 4.280803, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.555987, + "range_504_ratio": 1.743662, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.815097, + "hold30_r": 2.772541 + }, + { + "symbol": "AON", + "date": "2022-07-20", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.106918, + "strategy_rank": 71.769822, + "production_rank": 76.882187, + "structural_overlay_pass": false, + "structural_overlay_score": 73.038078, + "structural_overlay_rr": 1.587941, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.167782, + "primary_prob": 42.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 61, + "primary_distance_atr": 3.251673, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.426729, + "range_504_ratio": 1.532237, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.114373, + "hold30_r": 0.387078 + }, + { + "symbol": "APA", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.895178, + "strategy_rank": 97.510307, + "production_rank": 98.305264, + "structural_overlay_pass": false, + "structural_overlay_score": 93.390001, + "structural_overlay_rr": 1.88685, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.88685, + "primary_prob": 30.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.830275, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 1.206543, + "range_504_ratio": 3.341911, + "range_factor_pass": true, + "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": 89.203354, + "strategy_rank": 82.11808, + "production_rank": 84.479838, + "structural_overlay_pass": false, + "structural_overlay_score": 80.255846, + "structural_overlay_rr": 2.421866, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.647098, + "primary_prob": 49.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.470646, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.397018, + "range_504_ratio": 1.487382, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.602135, + "hold30_r": -0.557862 + }, + { + "symbol": "BG", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.45283, + "strategy_rank": 80.062169, + "production_rank": 84.19239, + "structural_overlay_pass": false, + "structural_overlay_score": 79.98277, + "structural_overlay_rr": 1.631548, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.744411, + "primary_prob": 22.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 19, + "primary_distance_atr": 4.116617, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.58224, + "range_504_ratio": 1.790044, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.038326, + "hold30_r": 1.518185 + }, + { + "symbol": "BKR", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.226415, + "strategy_rank": 91.364767, + "production_rank": 92.985316, + "structural_overlay_pass": false, + "structural_overlay_score": 88.33605, + "structural_overlay_rr": 1.549666, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.879881, + "primary_prob": 31.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.819821, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.726893, + "range_504_ratio": 2.068643, + "range_factor_pass": false, + "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": 95.492662, + "strategy_rank": 93.675408, + "production_rank": 94.281159, + "structural_overlay_pass": false, + "structural_overlay_score": 89.567101, + "structural_overlay_rr": 2.230118, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.710324, + "primary_prob": 48.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.565486, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.790217, + "range_504_ratio": 2.203874, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.677106, + "hold30_r": -1.0 + }, + { + "symbol": "BX", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.381551, + "strategy_rank": 86.023153, + "production_rank": 85.475952, + "structural_overlay_pass": false, + "structural_overlay_score": 81.202155, + "structural_overlay_rr": 1.526668, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.850019, + "primary_prob": 46.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.775029, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.543604, + "range_504_ratio": 1.722203, + "range_factor_pass": false, + "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": 86.268344, + "strategy_rank": 63.086585, + "production_rank": 70.813838, + "structural_overlay_pass": false, + "structural_overlay_score": 67.273146, + "structural_overlay_rr": 2.692588, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.179845, + "primary_prob": 27.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 3.269767, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.331548, + "range_504_ratio": 1.393123, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.125408, + "hold30_r": 0.64104 + }, + { + "symbol": "CDNS", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.832285, + "strategy_rank": 86.041595, + "production_rank": 87.305159, + "structural_overlay_pass": false, + "structural_overlay_score": 82.939901, + "structural_overlay_rr": 1.936253, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.884371, + "primary_prob": 46.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.826556, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.375949, + "range_504_ratio": 1.456373, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.844079, + "hold30_r": 1.197561 + }, + { + "symbol": "CF", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.427673, + "strategy_rank": 95.039538, + "production_rank": 96.168917, + "structural_overlay_pass": false, + "structural_overlay_score": 91.360471, + "structural_overlay_rr": 1.786928, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.503748, + "primary_prob": 37.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.255622, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.966177, + "range_504_ratio": 2.62788, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.477641, + "hold30_r": 2.725352 + }, + { + "symbol": "CI", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.293501, + "strategy_rank": 65.964865, + "production_rank": 70.741077, + "structural_overlay_pass": false, + "structural_overlay_score": 67.204023, + "structural_overlay_rr": 1.23864, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.749232, + "primary_prob": 43.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.123848, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.386936, + "range_504_ratio": 1.472463, + "range_factor_pass": false, + "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": 97.798742, + "strategy_rank": 91.555354, + "production_rank": 93.636483, + "structural_overlay_pass": false, + "structural_overlay_score": 88.954659, + "structural_overlay_rr": 1.611133, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.034465, + "primary_prob": 29.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.051697, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.881094, + "range_504_ratio": 2.413538, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.006675, + "hold30_r": 2.870513 + }, + { + "symbol": "COR", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.784067, + "strategy_rank": 65.161399, + "production_rank": 73.035622, + "structural_overlay_pass": false, + "structural_overlay_score": 69.383841, + "structural_overlay_rr": 1.320656, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.671976, + "primary_prob": 34.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.507964, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.406542, + "range_504_ratio": 1.501617, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.6143, + "hold30_r": 1.033355 + }, + { + "symbol": "COST", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.477987, + "strategy_rank": 75.032499, + "production_rank": 78.847662, + "structural_overlay_pass": false, + "structural_overlay_score": 74.905279, + "structural_overlay_rr": 1.90222, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.941882, + "primary_prob": 45.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.912823, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.447827, + "range_504_ratio": 1.564907, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.887712, + "hold30_r": -0.108506 + }, + { + "symbol": "CTRA", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.266247, + "strategy_rank": 94.528214, + "production_rank": 96.107559, + "structural_overlay_pass": false, + "structural_overlay_score": 91.302181, + "structural_overlay_rr": 1.572779, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.572779, + "primary_prob": 36.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.359168, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 1.007914, + "range_504_ratio": 2.73988, + "range_factor_pass": true, + "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": 91.29979, + "strategy_rank": 72.602322, + "production_rank": 78.834811, + "structural_overlay_pass": false, + "structural_overlay_score": 74.893071, + "structural_overlay_rr": 0.978483, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.082039, + "primary_prob": 28.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 17, + "primary_distance_atr": 3.123058, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.455584, + "range_504_ratio": 1.577094, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.035216, + "hold30_r": 3.211337 + }, + { + "symbol": "CVX", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.807128, + "strategy_rank": 81.908086, + "production_rank": 86.5411, + "structural_overlay_pass": false, + "structural_overlay_score": 82.214045, + "structural_overlay_rr": 1.824891, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.856537, + "primary_prob": 31.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.784805, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.675109, + "range_504_ratio": 1.964247, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.817621, + "hold30_r": 1.532506 + }, + { + "symbol": "DDOG", + "date": "2022-07-20", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.412998, + "strategy_rank": 91.930103, + "production_rank": 91.091068, + "structural_overlay_pass": false, + "structural_overlay_score": 86.536514, + "structural_overlay_rr": 3.613513, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.765663, + "primary_prob": 36.92, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 4.148494, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.900762, + "range_504_ratio": 2.461477, + "range_factor_pass": false, + "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": 99.685535, + "strategy_rank": 97.049749, + "production_rank": 97.928344, + "structural_overlay_pass": false, + "structural_overlay_score": 93.031927, + "structural_overlay_rr": 1.512007, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.948015, + "primary_prob": 35.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.922022, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 1.194363, + "range_504_ratio": 3.301455, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.924103, + "hold30_r": 2.682171 + }, + { + "symbol": "ED", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.438155, + "strategy_rank": 59.28537, + "production_rank": 67.336298, + "structural_overlay_pass": false, + "structural_overlay_score": 63.969483, + "structural_overlay_rr": 1.955104, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.757193, + "primary_prob": 32.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.63579, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.351211, + "range_504_ratio": 1.420787, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.696682, + "hold30_r": 2.369985 + }, + { + "symbol": "EG", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.639413, + "strategy_rank": 65.376459, + "production_rank": 72.130777, + "structural_overlay_pass": false, + "structural_overlay_score": 68.524238, + "structural_overlay_rr": 2.129932, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 12, + "rr": 2.17691, + "primary_prob": 27.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 3.265365, + "raw_level_count": 20, + "gate_level_count": 20, + "range_504_log": 0.271717, + "range_504_ratio": 1.312215, + "range_factor_pass": false, + "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": 87.945493, + "strategy_rank": 71.572305, + "production_rank": 77.030034, + "structural_overlay_pass": false, + "structural_overlay_score": 73.178533, + "structural_overlay_rr": 1.891219, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.10977, + "primary_prob": 28.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 19, + "primary_distance_atr": 3.164655, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.406459, + "range_504_ratio": 1.501491, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.072379, + "hold30_r": 1.040255 + }, + { + "symbol": "EOG", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.855346, + "strategy_rank": 92.056064, + "production_rank": 93.655825, + "structural_overlay_pass": false, + "structural_overlay_score": 88.973034, + "structural_overlay_rr": 1.991677, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.694841, + "primary_prob": 33.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.542261, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.85703, + "range_504_ratio": 2.356153, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.669299, + "hold30_r": 1.902861 + }, + { + "symbol": "EQT", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.056604, + "strategy_rank": 97.111589, + "production_rank": 97.759927, + "structural_overlay_pass": false, + "structural_overlay_score": 92.871931, + "structural_overlay_rr": 1.674322, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.674322, + "primary_prob": 34.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.511483, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 1.165892, + "range_504_ratio": 3.208784, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.651168, + "hold30_r": 1.851306 + }, + { + "symbol": "EXE", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.169811, + "strategy_rank": 93.845228, + "production_rank": 94.953422, + "structural_overlay_pass": false, + "structural_overlay_score": 90.205751, + "structural_overlay_rr": 1.733106, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.607953, + "primary_prob": 33.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.411929, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.778809, + "range_504_ratio": 2.178875, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.583138, + "hold30_r": 1.165633 + }, + { + "symbol": "FANG", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.008386, + "strategy_rank": 94.181184, + "production_rank": 95.456918, + "structural_overlay_pass": false, + "structural_overlay_score": 90.684072, + "structural_overlay_rr": 1.751441, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.753262, + "primary_prob": 32.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.629893, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.900483, + "range_504_ratio": 2.46079, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.729495, + "hold30_r": 1.451755 + }, + { + "symbol": "FCX", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.041929, + "strategy_rank": 89.546087, + "production_rank": 89.711367, + "structural_overlay_pass": false, + "structural_overlay_score": 85.225799, + "structural_overlay_rr": 1.543555, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.662528, + "primary_prob": 22.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 3.993793, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.740208, + "range_504_ratio": 2.096371, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.023646, + "hold30_r": 0.426236 + }, + { + "symbol": "FIX", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.809224, + "strategy_rank": 73.876499, + "production_rank": 76.854074, + "structural_overlay_pass": false, + "structural_overlay_score": 73.01137, + "structural_overlay_rr": 2.16765, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.873857, + "primary_prob": 46.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.810786, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.423704, + "range_504_ratio": 1.52761, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.831124, + "hold30_r": 2.555758 + }, + { + "symbol": "FTNT", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.033543, + "strategy_rank": 91.50507, + "production_rank": 91.681228, + "structural_overlay_pass": false, + "structural_overlay_score": 87.097166, + "structural_overlay_rr": 1.7052, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 10, + "rr": 1.646861, + "primary_prob": 49.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.470291, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.452908, + "range_504_ratio": 1.572879, + "range_factor_pass": false, + "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": 80.81761, + "strategy_rank": 60.181114, + "production_rank": 67.059946, + "structural_overlay_pass": false, + "structural_overlay_score": 63.706949, + "structural_overlay_rr": 2.511071, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.883064, + "primary_prob": 31.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.824596, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.333598, + "range_504_ratio": 1.395982, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.829115, + "hold30_r": 1.519734 + }, + { + "symbol": "HAL", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.379455, + "strategy_rank": 94.117501, + "production_rank": 95.204819, + "structural_overlay_pass": false, + "structural_overlay_score": 90.444578, + "structural_overlay_rr": 0.686832, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.452231, + "primary_prob": 24.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 3.678347, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.903753, + "range_504_ratio": 2.468852, + "range_factor_pass": false, + "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": 81.446541, + "strategy_rank": 78.602537, + "production_rank": 79.550538, + "structural_overlay_pass": false, + "structural_overlay_score": 75.573011, + "structural_overlay_rr": 3.062341, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.689468, + "primary_prob": 48.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.534202, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.437984, + "range_504_ratio": 1.54958, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.65142, + "hold30_r": 0.724115 + }, + { + "symbol": "HPQ", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.291405, + "strategy_rank": 88.90231, + "production_rank": 90.365341, + "structural_overlay_pass": false, + "structural_overlay_score": 85.847074, + "structural_overlay_rr": 2.310433, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.922903, + "primary_prob": 30.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.884355, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.462652, + "range_504_ratio": 1.58828, + "range_factor_pass": false, + "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": 87.735849, + "strategy_rank": 83.444383, + "production_rank": 84.874872, + "structural_overlay_pass": false, + "structural_overlay_score": 80.631128, + "structural_overlay_rr": 1.628255, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 10, + "rr": 1.965502, + "primary_prob": 44.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.948253, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.388277, + "range_504_ratio": 1.474438, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.93199, + "hold30_r": 0.415519 + }, + { + "symbol": "HWM", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.647799, + "strategy_rank": 76.471869, + "production_rank": 78.863846, + "structural_overlay_pass": false, + "structural_overlay_score": 74.920653, + "structural_overlay_rr": 1.57616, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 10, + "rr": 1.587066, + "primary_prob": 39.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.380598, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.317691, + "range_504_ratio": 1.373951, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.546419, + "hold30_r": 0.338232 + }, + { + "symbol": "IRM", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.857442, + "strategy_rank": 73.982636, + "production_rank": 77.274238, + "structural_overlay_pass": false, + "structural_overlay_score": 73.410526, + "structural_overlay_rr": 1.815601, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.535428, + "primary_prob": 36.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.303142, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.341124, + "range_504_ratio": 1.406527, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.489735, + "hold30_r": 3.085644 + }, + { + "symbol": "JBL", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.591195, + "strategy_rank": 80.17618, + "production_rank": 81.647851, + "structural_overlay_pass": false, + "structural_overlay_score": 77.565459, + "structural_overlay_rr": 1.868872, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.899434, + "primary_prob": 45.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 69, + "primary_distance_atr": 2.849151, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.390462, + "range_504_ratio": 1.477664, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.858604, + "hold30_r": 1.524496 + }, + { + "symbol": "KLAC", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.509434, + "strategy_rank": 90.447817, + "production_rank": 90.801689, + "structural_overlay_pass": false, + "structural_overlay_score": 86.261605, + "structural_overlay_rr": 1.570431, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.917011, + "primary_prob": 45.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.875517, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.480162, + "range_504_ratio": 1.616337, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.883704, + "hold30_r": -0.574753 + }, + { + "symbol": "KR", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.429769, + "strategy_rank": 76.997491, + "production_rank": 79.808251, + "structural_overlay_pass": false, + "structural_overlay_score": 75.817838, + "structural_overlay_rr": 1.228513, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.959564, + "primary_prob": 25.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 77.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.939346, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.521716, + "range_504_ratio": 1.684917, + "range_factor_pass": false, + "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": 81.865828, + "strategy_rank": 59.40859, + "production_rank": 66.894336, + "structural_overlay_pass": false, + "structural_overlay_score": 63.549619, + "structural_overlay_rr": 1.616337, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 12, + "rr": 2.198571, + "primary_prob": 27.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 3.297856, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.28378, + "range_504_ratio": 1.32814, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.058696, + "hold30_r": -1.0 + }, + { + "symbol": "LITE", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.083857, + "strategy_rank": 80.253261, + "production_rank": 80.196793, + "structural_overlay_pass": false, + "structural_overlay_score": 76.186953, + "structural_overlay_rr": 2.334649, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.643028, + "primary_prob": 49.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.464542, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.38677, + "range_504_ratio": 1.472218, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.601365, + "hold30_r": -0.470342 + }, + { + "symbol": "LYV", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.823899, + "strategy_rank": 89.444094, + "production_rank": 90.237362, + "structural_overlay_pass": false, + "structural_overlay_score": 85.725494, + "structural_overlay_rr": 2.664278, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.815402, + "primary_prob": 46.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.723103, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.542907, + "range_504_ratio": 1.721002, + "range_factor_pass": false, + "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": 89.622642, + "strategy_rank": 84.200284, + "production_rank": 86.007737, + "structural_overlay_pass": false, + "structural_overlay_score": 81.70735, + "structural_overlay_rr": 2.530272, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.929374, + "primary_prob": 45.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.894062, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.431608, + "range_504_ratio": 1.539731, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.038901, + "hold30_r": 0.145304 + }, + { + "symbol": "MET", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.180294, + "strategy_rank": 63.676833, + "production_rank": 69.844653, + "structural_overlay_pass": false, + "structural_overlay_score": 66.352421, + "structural_overlay_rr": 1.533675, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 11, + "rr": 1.587362, + "primary_prob": 35.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.381043, + "raw_level_count": 25, + "gate_level_count": 25, + "range_504_log": 0.281778, + "range_504_ratio": 1.325485, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.541858, + "hold30_r": 1.132398 + }, + { + "symbol": "MOS", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.637317, + "strategy_rank": 96.755327, + "production_rank": 97.382657, + "structural_overlay_pass": false, + "structural_overlay_score": 92.513524, + "structural_overlay_rr": 2.74535, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.786873, + "primary_prob": 21.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.68031, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 1.031539, + "range_504_ratio": 2.805379, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.760344, + "hold30_r": 1.612881 + }, + { + "symbol": "MPC", + "date": "2022-07-20", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 97.589099, + "strategy_rank": 86.921156, + "production_rank": 90.477137, + "structural_overlay_pass": false, + "structural_overlay_score": 85.95328, + "structural_overlay_rr": 1.547718, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "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": 58, + "gate_level_count": 58, + "range_504_log": 0.823448, + "range_504_ratio": 2.278342, + "range_factor_pass": false, + "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": 94.025157, + "strategy_rank": 94.468238, + "production_rank": 94.320544, + "structural_overlay_pass": false, + "structural_overlay_score": 89.604517, + "structural_overlay_rr": 2.101214, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.691059, + "primary_prob": 48.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.536589, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.510768, + "range_504_ratio": 1.666571, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.661123, + "hold30_r": 0.375481 + }, + { + "symbol": "MTB", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.985325, + "strategy_rank": 81.043284, + "production_rank": 84.357298, + "structural_overlay_pass": false, + "structural_overlay_score": 80.139433, + "structural_overlay_rr": 1.858266, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 10, + "rr": 1.884819, + "primary_prob": 46.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.827228, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.375224, + "range_504_ratio": 1.455317, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.845799, + "hold30_r": 1.913988 + }, + { + "symbol": "NOC", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.36478, + "strategy_rank": 75.317689, + "production_rank": 79.666719, + "structural_overlay_pass": false, + "structural_overlay_score": 75.683383, + "structural_overlay_rr": 1.111088, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.098449, + "primary_prob": 46.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.647673, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.355863, + "range_504_ratio": 1.427412, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.048159, + "hold30_r": -1.0 + }, + { + "symbol": "NUE", + "date": "2022-07-20", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 95.073375, + "strategy_rank": 90.6204, + "production_rank": 92.104725, + "structural_overlay_pass": false, + "structural_overlay_score": 87.499489, + "structural_overlay_rr": 1.528045, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.270935, + "primary_prob": 34.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 65.0, + "primary_rejection_count": 20, + "primary_distance_atr": 3.406402, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.761874, + "range_504_ratio": 2.142287, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.238064, + "hold30_r": 2.120191 + }, + { + "symbol": "NVDA", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.356394, + "strategy_rank": 91.649057, + "production_rank": 91.21817, + "structural_overlay_pass": false, + "structural_overlay_score": 86.657261, + "structural_overlay_rr": 1.621765, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.576295, + "primary_prob": 50.85, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.364442, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.901964, + "range_504_ratio": 2.464438, + "range_factor_pass": false, + "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": 81.656184, + "strategy_rank": 72.378994, + "production_rank": 75.471391, + "structural_overlay_pass": false, + "structural_overlay_score": 71.697822, + "structural_overlay_rr": 1.78165, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.67326, + "primary_prob": 49.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.509891, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.436651, + "range_504_ratio": 1.547516, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.635764, + "hold30_r": 0.898429 + }, + { + "symbol": "ON", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.84696, + "strategy_rank": 97.404169, + "production_rank": 97.8851, + "structural_overlay_pass": false, + "structural_overlay_score": 92.990845, + "structural_overlay_rr": 1.799352, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.573301, + "primary_prob": 50.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.359951, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.73961, + "range_504_ratio": 2.095119, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.544662, + "hold30_r": 2.06844 + }, + { + "symbol": "OXY", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.475891, + "strategy_rank": 97.656136, + "production_rank": 98.262721, + "structural_overlay_pass": false, + "structural_overlay_score": 93.349585, + "structural_overlay_rr": 1.749735, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.749735, + "primary_prob": 29.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.624602, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 1.230987, + "range_504_ratio": 3.424607, + "range_factor_pass": true, + "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": 94.444444, + "strategy_rank": 91.874709, + "production_rank": 92.731288, + "structural_overlay_pass": false, + "structural_overlay_score": 88.094723, + "structural_overlay_rr": 0.750637, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.933044, + "primary_prob": 30.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.899567, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.581311, + "range_504_ratio": 1.788381, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.0357, + "hold30_r": -1.0 + }, + { + "symbol": "PCG", + "date": "2022-07-20", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.171908, + "strategy_rank": 78.156737, + "production_rank": 80.161794, + "structural_overlay_pass": false, + "structural_overlay_score": 76.153704, + "structural_overlay_rr": 2.638521, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.330988, + "primary_prob": 40.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 77, + "primary_distance_atr": 3.496482, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.470459, + "range_504_ratio": 1.600728, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.290834, + "hold30_r": 3.058448 + }, + { + "symbol": "PFE", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.228512, + "strategy_rank": 65.383389, + "production_rank": 71.331763, + "structural_overlay_pass": false, + "structural_overlay_score": 67.765175, + "structural_overlay_rr": 1.662903, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.734578, + "primary_prob": 33.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.601866, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.46351, + "range_504_ratio": 1.589645, + "range_factor_pass": false, + "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": 85.010482, + "strategy_rank": 70.961312, + "production_rank": 75.644369, + "structural_overlay_pass": false, + "structural_overlay_score": 71.862151, + "structural_overlay_rr": 2.056768, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 12, + "rr": 2.061678, + "primary_prob": 28.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 58, + "primary_distance_atr": 3.092517, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.314758, + "range_504_ratio": 1.369928, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.017252, + "hold30_r": 3.633598 + }, + { + "symbol": "PGR", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.0587, + "strategy_rank": 66.705525, + "production_rank": 73.156584, + "structural_overlay_pass": false, + "structural_overlay_score": 69.498754, + "structural_overlay_rr": 1.860064, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.35706, + "primary_prob": 40.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.035591, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.313384, + "range_504_ratio": 1.368047, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.312398, + "hold30_r": 2.26842 + }, + { + "symbol": "PSX", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.662474, + "strategy_rank": 86.704736, + "production_rank": 88.690648, + "structural_overlay_pass": false, + "structural_overlay_score": 84.256116, + "structural_overlay_rr": 1.626326, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.552046, + "primary_prob": 29.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 66.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.328069, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.565903, + "range_504_ratio": 1.761038, + "range_factor_pass": false, + "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": 94.863732, + "strategy_rank": 88.308378, + "production_rank": 90.493496, + "structural_overlay_pass": false, + "structural_overlay_score": 85.968821, + "structural_overlay_rr": 0.773127, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.725802, + "primary_prob": 59.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.088703, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.506361, + "range_504_ratio": 1.659242, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.690369, + "hold30_r": 1.205206 + }, + { + "symbol": "RF", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.027254, + "strategy_rank": 77.085186, + "production_rank": 78.399209, + "structural_overlay_pass": false, + "structural_overlay_score": 74.479248, + "structural_overlay_rr": 2.315399, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.683429, + "primary_prob": 49.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.525143, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.350493, + "range_504_ratio": 1.419767, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.643806, + "hold30_r": 1.368323 + }, + { + "symbol": "RJF", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.526205, + "strategy_rank": 79.563323, + "production_rank": 82.217617, + "structural_overlay_pass": false, + "structural_overlay_score": 78.106736, + "structural_overlay_rr": 1.81233, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.602368, + "primary_prob": 50.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.403553, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.3591, + "range_504_ratio": 1.43204, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.558793, + "hold30_r": 2.026148 + }, + { + "symbol": "SLB", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.283019, + "strategy_rank": 92.901042, + "production_rank": 93.695034, + "structural_overlay_pass": false, + "structural_overlay_score": 89.010283, + "structural_overlay_rr": 1.599086, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.686805, + "primary_prob": 33.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.530208, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.654567, + "range_504_ratio": 1.92431, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.660362, + "hold30_r": 1.552999 + }, + { + "symbol": "SMCI", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.645702, + "strategy_rank": 96.553665, + "production_rank": 96.584344, + "structural_overlay_pass": false, + "structural_overlay_score": 91.755127, + "structural_overlay_rr": 3.209494, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 11, + "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": 41, + "gate_level_count": 41, + "range_504_log": 0.573423, + "range_504_ratio": 1.774331, + "range_factor_pass": false, + "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": 90.775681, + "strategy_rank": 87.486492, + "production_rank": 88.582888, + "structural_overlay_pass": false, + "structural_overlay_score": 84.153744, + "structural_overlay_rr": 1.86677, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.673964, + "primary_prob": 49.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.510946, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.392493, + "range_504_ratio": 1.480668, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.631644, + "hold30_r": 0.980251 + }, + { + "symbol": "STLD", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.234801, + "strategy_rank": 89.248879, + "production_rank": 90.910853, + "structural_overlay_pass": false, + "structural_overlay_score": 86.365311, + "structural_overlay_rr": 1.563649, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.64476, + "primary_prob": 22.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 13, + "primary_distance_atr": 3.96714, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.686098, + "range_504_ratio": 1.985952, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.61368, + "hold30_r": 2.879799 + }, + { + "symbol": "SYY", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.897275, + "strategy_rank": 72.470352, + "production_rank": 77.279326, + "structural_overlay_pass": false, + "structural_overlay_score": 73.41536, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.865575, + "primary_prob": 50.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.298363, + "raw_level_count": 25, + "gate_level_count": 25, + "range_504_log": 0.29642, + "range_504_ratio": 1.345035, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.058548, + "hold30_r": -1.0 + }, + { + "symbol": "TRGP", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.436059, + "strategy_rank": 88.655869, + "production_rank": 91.249265, + "structural_overlay_pass": false, + "structural_overlay_score": 86.686802, + "structural_overlay_rr": 1.721577, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.582991, + "primary_prob": 50.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 99.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.374486, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.741796, + "range_504_ratio": 2.099704, + "range_factor_pass": false, + "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": 82.389937, + "strategy_rank": 77.599734, + "production_rank": 79.196469, + "structural_overlay_pass": false, + "structural_overlay_score": 75.236645, + "structural_overlay_rr": 1.752946, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.771997, + "primary_prob": 47.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.657996, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.372081, + "range_504_ratio": 1.450751, + "range_factor_pass": false, + "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": 93.815514, + "strategy_rank": 94.384249, + "production_rank": 94.19467, + "structural_overlay_pass": false, + "structural_overlay_score": 89.484937, + "structural_overlay_rr": 2.510654, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 3.017493, + "primary_prob": 35.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 4.526239, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.695224, + "range_504_ratio": 2.004158, + "range_factor_pass": false, + "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": 86.687631, + "strategy_rank": 69.687618, + "production_rank": 75.354289, + "structural_overlay_pass": false, + "structural_overlay_score": 71.586574, + "structural_overlay_rr": 2.300081, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.573435, + "primary_prob": 23.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 3.860153, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.365565, + "range_504_ratio": 1.441328, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.056432, + "hold30_r": -1.0 + }, + { + "symbol": "TTD", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.800839, + "strategy_rank": 88.827114, + "production_rank": 87.485022, + "structural_overlay_pass": true, + "structural_overlay_score": 88.110771, + "structural_overlay_rr": 2.594009, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.871867, + "primary_prob": 46.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.807801, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 1.073426, + "range_504_ratio": 2.925385, + "range_factor_pass": true, + "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": 93.60587, + "strategy_rank": 87.929967, + "production_rank": 89.821935, + "structural_overlay_pass": false, + "structural_overlay_score": 85.330838, + "structural_overlay_rr": 1.583661, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 10, + "rr": 1.08958, + "primary_prob": 46.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.63437, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.318315, + "range_504_ratio": 1.374809, + "range_factor_pass": false, + "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": 83.018868, + "strategy_rank": 63.259651, + "production_rank": 69.846057, + "structural_overlay_pass": false, + "structural_overlay_score": 66.353754, + "structural_overlay_rr": 1.418505, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.948926, + "primary_prob": 55.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.42339, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.367534, + "range_504_ratio": 1.444169, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.902107, + "hold30_r": -0.006309 + }, + { + "symbol": "VLO", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.218029, + "strategy_rank": 93.229608, + "production_rank": 94.892415, + "structural_overlay_pass": false, + "structural_overlay_score": 90.147794, + "structural_overlay_rr": 2.380527, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "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": 55, + "gate_level_count": 55, + "range_504_log": 0.914113, + "range_504_ratio": 2.494562, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.026027, + "hold30_r": -1.0 + }, + { + "symbol": "VST", + "date": "2022-07-20", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.566038, + "strategy_rank": 79.745599, + "production_rank": 83.352412, + "structural_overlay_pass": false, + "structural_overlay_score": 79.184791, + "structural_overlay_rr": 2.402596, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.456495, + "primary_prob": 35.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 81.0, + "primary_rejection_count": 12, + "primary_distance_atr": 3.684742, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.506212, + "range_504_ratio": 1.658995, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.038846, + "hold30_r": 0.912004 + }, + { + "symbol": "WAB", + "date": "2022-07-20", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.599581, + "strategy_rank": 73.227656, + "production_rank": 76.351631, + "structural_overlay_pass": false, + "structural_overlay_score": 72.53405, + "structural_overlay_rr": 2.629689, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 8, + "rr": 2.22013, + "primary_prob": 41.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 3.330195, + "raw_level_count": 25, + "gate_level_count": 25, + "range_504_log": 0.253924, + "range_504_ratio": 1.289074, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.174696, + "hold30_r": 0.302016 + }, + { + "symbol": "WMB", + "date": "2022-07-20", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.574423, + "strategy_rank": 70.255235, + "production_rank": 76.361631, + "structural_overlay_pass": false, + "structural_overlay_score": 72.543549, + "structural_overlay_rr": 1.664933, + "structural_overlay_sources": [ + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.399647, + "primary_prob": 40.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 11, + "primary_distance_atr": 3.59947, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.47852, + "range_504_ratio": 1.613685, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.04253, + "hold30_r": 1.00108 + }, + { + "symbol": "WRB", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.243187, + "strategy_rank": 67.645544, + "production_rank": 75.844758, + "structural_overlay_pass": false, + "structural_overlay_score": 72.052521, + "structural_overlay_rr": 1.752954, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.31873, + "primary_prob": 25.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 3.478095, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.428122, + "range_504_ratio": 1.534373, + "range_factor_pass": false, + "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": 96.016771, + "strategy_rank": 85.632242, + "production_rank": 89.093752, + "structural_overlay_pass": false, + "structural_overlay_score": 84.639064, + "structural_overlay_rr": 2.16034, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.842747, + "primary_prob": 40.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.26412, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.706209, + "range_504_ratio": 2.026296, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.806499, + "hold30_r": 1.289628 + }, + { + "symbol": "ABBV", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.271967, + "strategy_rank": 64.850084, + "production_rank": 73.324045, + "structural_overlay_pass": false, + "structural_overlay_score": 69.657843, + "structural_overlay_rr": 1.906509, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.910614, + "primary_prob": 26.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 81.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.865921, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.510693, + "range_504_ratio": 1.666446, + "range_factor_pass": false, + "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": 84.832636, + "strategy_rank": 63.078044, + "production_rank": 70.329574, + "structural_overlay_pass": false, + "structural_overlay_score": 66.813096, + "structural_overlay_rr": 1.259446, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.999231, + "primary_prob": 29.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 59, + "primary_distance_atr": 2.998847, + "raw_level_count": 26, + "gate_level_count": 26, + "range_504_log": 0.32852, + "range_504_ratio": 1.388912, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.937325, + "hold30_r": 1.53088 + }, + { + "symbol": "ADM", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.945607, + "strategy_rank": 78.641674, + "production_rank": 83.076318, + "structural_overlay_pass": false, + "structural_overlay_score": 78.922502, + "structural_overlay_rr": 2.492332, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.881355, + "primary_prob": 46.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.822033, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.552434, + "range_504_ratio": 1.737477, + "range_factor_pass": false, + "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": 84.205021, + "strategy_rank": 76.260842, + "production_rank": 78.908902, + "structural_overlay_pass": false, + "structural_overlay_score": 74.963457, + "structural_overlay_rr": 2.628265, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.277672, + "primary_prob": 26.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 62, + "primary_distance_atr": 3.416508, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.389168, + "range_504_ratio": 1.475752, + "range_factor_pass": false, + "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": 87.970711, + "strategy_rank": 68.719373, + "production_rank": 75.136486, + "structural_overlay_pass": false, + "structural_overlay_score": 71.379661, + "structural_overlay_rr": 2.204312, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.869393, + "primary_prob": 31.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.80409, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.322244, + "range_504_ratio": 1.380221, + "range_factor_pass": false, + "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": 94.874477, + "strategy_rank": 94.282698, + "production_rank": 94.479957, + "structural_overlay_pass": false, + "structural_overlay_score": 89.75596, + "structural_overlay_rr": 2.040835, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.864282, + "primary_prob": 46.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.796423, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.58116, + "range_504_ratio": 1.788111, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.830132, + "hold30_r": 4.164389 + }, + { + "symbol": "AMD", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.690377, + "strategy_rank": 91.72961, + "production_rank": 91.383199, + "structural_overlay_pass": false, + "structural_overlay_score": 86.814039, + "structural_overlay_rr": 1.710661, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.62462, + "primary_prob": 50.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.43693, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.831572, + "range_504_ratio": 2.296926, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.595713, + "hold30_r": -1.202832 + }, + { + "symbol": "ANET", + "date": "2022-07-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.389121, + "strategy_rank": 85.014347, + "production_rank": 86.139272, + "structural_overlay_pass": false, + "structural_overlay_score": 81.832308, + "structural_overlay_rr": 1.966012, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.693712, + "primary_prob": 37.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 4.040568, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.555987, + "range_504_ratio": 1.743662, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.654258, + "hold30_r": 2.473153 + }, + { + "symbol": "APA", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.476987, + "strategy_rank": 97.191302, + "production_rank": 97.953197, + "structural_overlay_pass": false, + "structural_overlay_score": 93.055538, + "structural_overlay_rr": 1.832457, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.832457, + "primary_prob": 31.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.748685, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 1.206543, + "range_504_ratio": 3.341911, + "range_factor_pass": true, + "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": 84.414226, + "strategy_rank": 78.442777, + "production_rank": 80.43326, + "structural_overlay_pass": false, + "structural_overlay_score": 76.411597, + "structural_overlay_rr": 1.842572, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.944307, + "primary_prob": 45.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.916461, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.397018, + "range_504_ratio": 1.487382, + "range_factor_pass": false, + "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": 93.723849, + "strategy_rank": 80.418803, + "production_rank": 84.853819, + "structural_overlay_pass": false, + "structural_overlay_score": 80.611128, + "structural_overlay_rr": 1.60775, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.359337, + "primary_prob": 22.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.039005, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.452717, + "range_504_ratio": 1.572579, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.308438, + "hold30_r": 0.722909 + }, + { + "symbol": "BG", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.121339, + "strategy_rank": 78.449655, + "production_rank": 82.006883, + "structural_overlay_pass": false, + "structural_overlay_score": 77.906539, + "structural_overlay_rr": 1.62117, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.930329, + "primary_prob": 30.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.895494, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.58224, + "range_504_ratio": 1.790044, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.894223, + "hold30_r": 1.05532 + }, + { + "symbol": "BKR", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.502092, + "strategy_rank": 90.870254, + "production_rank": 92.4142, + "structural_overlay_pass": false, + "structural_overlay_score": 87.79349, + "structural_overlay_rr": 1.500814, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.917241, + "primary_prob": 30.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.875862, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.726893, + "range_504_ratio": 2.068643, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.024004, + "hold30_r": -0.560345 + }, + { + "symbol": "BLDR", + "date": "2022-07-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.665272, + "strategy_rank": 93.008905, + "production_rank": 93.561028, + "structural_overlay_pass": false, + "structural_overlay_score": 88.882976, + "structural_overlay_rr": 2.558523, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.016232, + "primary_prob": 44.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 3.024348, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.790217, + "range_504_ratio": 2.203874, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.982016, + "hold30_r": -1.0 + }, + { + "symbol": "BMY", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.426778, + "strategy_rank": 57.698745, + "production_rank": 65.941423, + "structural_overlay_pass": false, + "structural_overlay_score": 62.644351, + "structural_overlay_rr": 1.638408, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.111188, + "primary_prob": 46.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.666782, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.41494, + "range_504_ratio": 1.51428, + "range_factor_pass": false, + "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": 82.531381, + "strategy_rank": 70.298063, + "production_rank": 74.375835, + "structural_overlay_pass": false, + "structural_overlay_score": 70.657044, + "structural_overlay_rr": 1.560197, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.308752, + "primary_prob": 40.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 3.463129, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.349366, + "range_504_ratio": 1.418168, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.249001, + "hold30_r": 1.16984 + }, + { + "symbol": "CB", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.577406, + "strategy_rank": 61.197295, + "production_rank": 68.657332, + "structural_overlay_pass": false, + "structural_overlay_score": 65.224465, + "structural_overlay_rr": 2.388367, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.868914, + "primary_prob": 31.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.803371, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.331548, + "range_504_ratio": 1.393123, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.812961, + "hold30_r": 1.213318 + }, + { + "symbol": "CDNS", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.853556, + "strategy_rank": 85.7263, + "production_rank": 87.102052, + "structural_overlay_pass": false, + "structural_overlay_score": 82.746949, + "structural_overlay_rr": 1.977313, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.977313, + "primary_prob": 25.55, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 4.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.965969, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.375949, + "range_504_ratio": 1.456373, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.933876, + "hold30_r": -1.0 + }, + { + "symbol": "CF", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.849372, + "strategy_rank": 95.311471, + "production_rank": 96.490771, + "structural_overlay_pass": false, + "structural_overlay_score": 91.666233, + "structural_overlay_rr": 1.819598, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.577657, + "primary_prob": 50.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.366485, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.966177, + "range_504_ratio": 2.62788, + "range_factor_pass": false, + "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": 83.995816, + "strategy_rank": 76.177029, + "production_rank": 78.783292, + "structural_overlay_pass": false, + "structural_overlay_score": 74.844127, + "structural_overlay_rr": 1.607415, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 11, + "rr": 2.300528, + "primary_prob": 26.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 3.450792, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.314743, + "range_504_ratio": 1.369907, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.250769, + "hold30_r": 2.97674 + }, + { + "symbol": "CNP", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.962343, + "strategy_rank": 58.458609, + "production_rank": 65.959854, + "structural_overlay_pass": false, + "structural_overlay_score": 62.661861, + "structural_overlay_rr": 1.543276, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.546645, + "primary_prob": 51.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.319967, + "raw_level_count": 26, + "gate_level_count": 26, + "range_504_log": 0.309122, + "range_504_ratio": 1.362229, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.48025, + "hold30_r": 2.336322 + }, + { + "symbol": "COP", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.594142, + "strategy_rank": 91.269971, + "production_rank": 93.378028, + "structural_overlay_pass": false, + "structural_overlay_score": 88.709126, + "structural_overlay_rr": 1.799718, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.747276, + "primary_prob": 33.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.620915, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.881094, + "range_504_ratio": 2.413538, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.716877, + "hold30_r": 2.452598 + }, + { + "symbol": "COR", + "date": "2022-07-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.761506, + "strategy_rank": 64.470633, + "production_rank": 72.234257, + "structural_overlay_pass": false, + "structural_overlay_score": 68.622544, + "structural_overlay_rr": 1.799179, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.340065, + "primary_prob": 25.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.510097, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.406542, + "range_504_ratio": 1.501617, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.063512, + "hold30_r": -1.0 + }, + { + "symbol": "COST", + "date": "2022-07-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.087866, + "strategy_rank": 75.010984, + "production_rank": 78.703278, + "structural_overlay_pass": false, + "structural_overlay_score": 74.768114, + "structural_overlay_rr": 2.028389, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.068637, + "primary_prob": 43.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 3.102956, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.447827, + "range_504_ratio": 1.564907, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.013892, + "hold30_r": 0.35689 + }, + { + "symbol": "CTRA", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.267782, + "strategy_rank": 94.383064, + "production_rank": 96.011303, + "structural_overlay_pass": false, + "structural_overlay_score": 91.210738, + "structural_overlay_rr": 1.550633, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.550633, + "primary_prob": 34.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.325949, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 1.007914, + "range_504_ratio": 2.73988, + "range_factor_pass": true, + "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": 92.364017, + "strategy_rank": 73.078611, + "production_rank": 79.50708, + "structural_overlay_pass": false, + "structural_overlay_score": 75.531726, + "structural_overlay_rr": 2.077981, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.051251, + "primary_prob": 43.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 96.0, + "primary_rejection_count": 14, + "primary_distance_atr": 3.076876, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.455584, + "range_504_ratio": 1.577094, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.000216, + "hold30_r": 2.4476 + }, + { + "symbol": "CVS", + "date": "2022-07-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.380753, + "strategy_rank": 61.538552, + "production_rank": 68.152619, + "structural_overlay_pass": false, + "structural_overlay_score": 64.744988, + "structural_overlay_rr": 2.147058, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.062187, + "primary_prob": 28.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 3.093281, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.338101, + "range_504_ratio": 1.402281, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.001102, + "hold30_r": 2.035745 + }, + { + "symbol": "CVX", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.292887, + "strategy_rank": 81.391869, + "production_rank": 86.025541, + "structural_overlay_pass": false, + "structural_overlay_score": 81.724264, + "structural_overlay_rr": 1.561606, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.595039, + "primary_prob": 35.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.392558, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.675109, + "range_504_ratio": 1.964247, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.552677, + "hold30_r": 0.94936 + }, + { + "symbol": "DDOG", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.933054, + "strategy_rank": 95.095518, + "production_rank": 94.70803, + "structural_overlay_pass": false, + "structural_overlay_score": 89.972629, + "structural_overlay_rr": 0.913338, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.080754, + "primary_prob": 46.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.621131, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.900762, + "range_504_ratio": 2.461477, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.064265, + "hold30_r": 0.335709 + }, + { + "symbol": "DELL", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.334728, + "strategy_rank": 78.562076, + "production_rank": 79.15296, + "structural_overlay_pass": false, + "structural_overlay_score": 75.195312, + "structural_overlay_rr": 2.002126, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.584946, + "primary_prob": 23.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 56, + "primary_distance_atr": 3.877419, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.473585, + "range_504_ratio": 1.60574, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.042808, + "hold30_r": -1.0 + }, + { + "symbol": "DLTR", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.803347, + "strategy_rank": 92.418502, + "production_rank": 94.21345, + "structural_overlay_pass": false, + "structural_overlay_score": 89.502778, + "structural_overlay_rr": 1.816048, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.113215, + "primary_prob": 45.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.669822, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.743315, + "range_504_ratio": 2.102896, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.074104, + "hold30_r": -1.468509 + }, + { + "symbol": "DVN", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.686192, + "strategy_rank": 96.961963, + "production_rank": 97.87004, + "structural_overlay_pass": false, + "structural_overlay_score": 92.976538, + "structural_overlay_rr": 1.633047, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.575049, + "primary_prob": 25.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.362574, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 1.194363, + "range_504_ratio": 3.301455, + "range_factor_pass": true, + "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": 85.460251, + "strategy_rank": 60.636372, + "production_rank": 68.910998, + "structural_overlay_pass": false, + "structural_overlay_score": 65.465448, + "structural_overlay_rr": 1.944573, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.226313, + "primary_prob": 58.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.839469, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.351211, + "range_504_ratio": 1.420787, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.157744, + "hold30_r": 1.780692 + }, + { + "symbol": "EG", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.623431, + "strategy_rank": 64.653938, + "production_rank": 71.310436, + "structural_overlay_pass": false, + "structural_overlay_score": 67.744914, + "structural_overlay_rr": 2.211545, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 2.264877, + "primary_prob": 26.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 3.397316, + "raw_level_count": 20, + "gate_level_count": 20, + "range_504_log": 0.271717, + "range_504_ratio": 1.312215, + "range_factor_pass": false, + "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": 91.527197, + "strategy_rank": 73.432294, + "production_rank": 79.463929, + "structural_overlay_pass": false, + "structural_overlay_score": 75.490732, + "structural_overlay_rr": 1.726104, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.974167, + "primary_prob": 29.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.961251, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.406459, + "range_504_ratio": 1.501491, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.93159, + "hold30_r": 0.971181 + }, + { + "symbol": "EOG", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.757322, + "strategy_rank": 91.999437, + "production_rank": 93.585398, + "structural_overlay_pass": false, + "structural_overlay_score": 88.906129, + "structural_overlay_rr": 1.736266, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.059948, + "primary_prob": 28.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 3.089922, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.85703, + "range_504_ratio": 2.356153, + "range_factor_pass": false, + "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": 99.058577, + "strategy_rank": 97.086307, + "production_rank": 97.74373, + "structural_overlay_pass": false, + "structural_overlay_score": 92.856544, + "structural_overlay_rr": 1.413221, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.19657, + "primary_prob": 43.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.794855, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 1.165892, + "range_504_ratio": 3.208784, + "range_factor_pass": true, + "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": 97.175732, + "strategy_rank": 93.388357, + "production_rank": 94.650815, + "structural_overlay_pass": false, + "structural_overlay_score": 89.918275, + "structural_overlay_rr": 1.890052, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.747926, + "primary_prob": 30.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.621888, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.778809, + "range_504_ratio": 2.178875, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.719531, + "hold30_r": 1.230869 + }, + { + "symbol": "FANG", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.012552, + "strategy_rank": 94.224653, + "production_rank": 95.487286, + "structural_overlay_pass": false, + "structural_overlay_score": 90.712922, + "structural_overlay_rr": 1.990667, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.772172, + "primary_prob": 32.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.658258, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.900483, + "range_504_ratio": 2.46079, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.746994, + "hold30_r": 0.90878 + }, + { + "symbol": "FDS", + "date": "2022-07-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.368201, + "strategy_rank": 66.969432, + "production_rank": 72.435688, + "structural_overlay_pass": false, + "structural_overlay_score": 68.813904, + "structural_overlay_rr": 1.558572, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.267995, + "primary_prob": 41.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 3.401992, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.417814, + "range_504_ratio": 1.518638, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.209173, + "hold30_r": 2.879877 + }, + { + "symbol": "FIX", + "date": "2022-07-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.343096, + "strategy_rank": 76.390689, + "production_rank": 80.041492, + "structural_overlay_pass": false, + "structural_overlay_score": 76.039417, + "structural_overlay_rr": 2.052037, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.49813, + "primary_prob": 23.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 7, + "primary_distance_atr": 3.747195, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.423704, + "range_504_ratio": 1.52761, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.453017, + "hold30_r": 2.119496 + }, + { + "symbol": "FTNT", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.200837, + "strategy_rank": 92.484845, + "production_rank": 92.723509, + "structural_overlay_pass": false, + "structural_overlay_score": 88.087333, + "structural_overlay_rr": 2.031334, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 10, + "rr": 1.977573, + "primary_prob": 29.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.966359, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.452908, + "range_504_ratio": 1.572879, + "range_factor_pass": false, + "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": 82.740586, + "strategy_rank": 61.738869, + "production_rank": 68.739441, + "structural_overlay_pass": false, + "structural_overlay_score": 65.302469, + "structural_overlay_rr": 2.038836, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.606886, + "primary_prob": 35.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.410329, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.333598, + "range_504_ratio": 1.395982, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.548003, + "hold30_r": 1.049911 + }, + { + "symbol": "GIS", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.949791, + "strategy_rank": 61.039801, + "production_rank": 68.343131, + "structural_overlay_pass": false, + "structural_overlay_score": 64.925975, + "structural_overlay_rr": 1.358877, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.325179, + "primary_prob": 41.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.987769, + "raw_level_count": 23, + "gate_level_count": 23, + "range_504_log": 0.305781, + "range_504_ratio": 1.357685, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.258666, + "hold30_r": 0.815426 + }, + { + "symbol": "HAL", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.384937, + "strategy_rank": 93.847953, + "production_rank": 95.026948, + "structural_overlay_pass": false, + "structural_overlay_score": 90.2756, + "structural_overlay_rr": 0.874818, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.706092, + "primary_prob": 33.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.559138, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.903753, + "range_504_ratio": 2.468852, + "range_factor_pass": false, + "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": 94.142259, + "strategy_rank": 89.417327, + "production_rank": 90.992304, + "structural_overlay_pass": false, + "structural_overlay_score": 86.442689, + "structural_overlay_rr": 1.550951, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.553637, + "primary_prob": 36.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.330456, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.462652, + "range_504_ratio": 1.58828, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.511917, + "hold30_r": -1.003997 + }, + { + "symbol": "HSY", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.878661, + "strategy_rank": 62.150553, + "production_rank": 70.059923, + "structural_overlay_pass": false, + "structural_overlay_score": 66.556926, + "structural_overlay_rr": 0.835612, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.934964, + "primary_prob": 51.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.402446, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.322217, + "range_504_ratio": 1.380185, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.851219, + "hold30_r": 1.391087 + }, + { + "symbol": "IRM", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.297071, + "strategy_rank": 75.40795, + "production_rank": 79.037657, + "structural_overlay_pass": false, + "structural_overlay_score": 75.085774, + "structural_overlay_rr": 1.547913, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.426544, + "primary_prob": 24.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 3.639816, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.341124, + "range_504_ratio": 1.406527, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.374179, + "hold30_r": 3.199777 + }, + { + "symbol": "KLAC", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.573222, + "strategy_rank": 90.792904, + "production_rank": 91.386344, + "structural_overlay_pass": false, + "structural_overlay_score": 86.817026, + "structural_overlay_rr": 2.271204, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.811269, + "primary_prob": 47.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.716904, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.480162, + "range_504_ratio": 1.616337, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.775258, + "hold30_r": -1.0 + }, + { + "symbol": "KR", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.179916, + "strategy_rank": 77.85329, + "production_rank": 81.295499, + "structural_overlay_pass": false, + "structural_overlay_score": 77.230724, + "structural_overlay_rr": 1.960023, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.917093, + "primary_prob": 30.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.875639, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.521716, + "range_504_ratio": 1.684917, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.864918, + "hold30_r": 1.374219 + }, + { + "symbol": "L", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.171548, + "strategy_rank": 58.730313, + "production_rank": 66.210725, + "structural_overlay_pass": false, + "structural_overlay_score": 62.900189, + "structural_overlay_rr": 1.586533, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 2.209101, + "primary_prob": 26.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 3.313651, + "raw_level_count": 26, + "gate_level_count": 26, + "range_504_log": 0.28378, + "range_504_ratio": 1.32814, + "range_factor_pass": false, + "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": 81.799163, + "strategy_rank": 81.090312, + "production_rank": 81.326596, + "structural_overlay_pass": false, + "structural_overlay_score": 77.260266, + "structural_overlay_rr": 1.963719, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.246643, + "primary_prob": 41.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 3.369965, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.38677, + "range_504_ratio": 1.472218, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.201423, + "hold30_r": -1.254383 + }, + { + "symbol": "LYV", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.644351, + "strategy_rank": 87.99113, + "production_rank": 88.542204, + "structural_overlay_pass": false, + "structural_overlay_score": 84.115093, + "structural_overlay_rr": 2.754446, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.83704, + "primary_prob": 46.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.75556, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.542907, + "range_504_ratio": 1.721002, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.038493, + "hold30_r": -1.0 + }, + { + "symbol": "MET", + "date": "2022-07-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.217573, + "strategy_rank": 63.87798, + "production_rank": 69.991178, + "structural_overlay_pass": false, + "structural_overlay_score": 66.491619, + "structural_overlay_rr": 1.937228, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 2.448767, + "primary_prob": 24.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 3.673151, + "raw_level_count": 25, + "gate_level_count": 25, + "range_504_log": 0.281778, + "range_504_ratio": 1.325485, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.051585, + "hold30_r": 1.893516 + }, + { + "symbol": "MOS", + "date": "2022-07-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.430962, + "strategy_rank": 96.521715, + "production_rank": 97.158131, + "structural_overlay_pass": false, + "structural_overlay_score": 92.300224, + "structural_overlay_rr": 1.897383, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.199141, + "primary_prob": 42.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 3.298712, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 1.031539, + "range_504_ratio": 2.805379, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.170824, + "hold30_r": 0.841989 + }, + { + "symbol": "MPC", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.966527, + "strategy_rank": 86.759659, + "production_rank": 90.161948, + "structural_overlay_pass": false, + "structural_overlay_score": 85.653851, + "structural_overlay_rr": 1.274507, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.256642, + "primary_prob": 34.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 63.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.884963, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.823448, + "range_504_ratio": 2.278342, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.223497, + "hold30_r": 1.559982 + }, + { + "symbol": "MPWR", + "date": "2022-07-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.782427, + "strategy_rank": 93.507198, + "production_rank": 93.265607, + "structural_overlay_pass": false, + "structural_overlay_score": 88.602327, + "structural_overlay_rr": 1.721908, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 12, + "rr": 2.083005, + "primary_prob": 43.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 16, + "primary_distance_atr": 3.124508, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.510768, + "range_504_ratio": 1.666571, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.05373, + "hold30_r": -1.0 + }, + { + "symbol": "MRK", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.041841, + "strategy_rank": 59.811126, + "production_rank": 68.221364, + "structural_overlay_pass": false, + "structural_overlay_score": 64.810296, + "structural_overlay_rr": 1.433006, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.472169, + "primary_prob": 37.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.208253, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.300298, + "range_504_ratio": 1.350261, + "range_factor_pass": false, + "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": 92.154812, + "strategy_rank": 80.197303, + "production_rank": 84.18314, + "structural_overlay_pass": false, + "structural_overlay_score": 79.973983, + "structural_overlay_rr": 1.779493, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.095042, + "primary_prob": 61.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.642564, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.375224, + "range_504_ratio": 1.455317, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.050746, + "hold30_r": 1.910322 + }, + { + "symbol": "NOC", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.062762, + "strategy_rank": 76.603432, + "production_rank": 81.089875, + "structural_overlay_pass": false, + "structural_overlay_score": 77.035381, + "structural_overlay_rr": 1.725686, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.79205, + "primary_prob": 32.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.688074, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.355863, + "range_504_ratio": 1.427412, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.740615, + "hold30_r": 2.533617 + }, + { + "symbol": "NUE", + "date": "2022-07-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.108787, + "strategy_rank": 88.358614, + "production_rank": 89.275338, + "structural_overlay_pass": false, + "structural_overlay_score": 84.811571, + "structural_overlay_rr": 1.562555, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.827629, + "primary_prob": 36.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 16, + "primary_distance_atr": 4.241443, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.761874, + "range_504_ratio": 2.142287, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.03131, + "hold30_r": 1.486427 + }, + { + "symbol": "NVDA", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.610879, + "strategy_rank": 89.124484, + "production_rank": 88.286615, + "structural_overlay_pass": false, + "structural_overlay_score": 83.872284, + "structural_overlay_rr": 2.611968, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.611047, + "primary_prob": 50.24, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.416571, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.901964, + "range_504_ratio": 2.464438, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.027296, + "hold30_r": -1.0 + }, + { + "symbol": "ODFL", + "date": "2022-07-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.125523, + "strategy_rank": 78.854046, + "production_rank": 79.277871, + "structural_overlay_pass": false, + "structural_overlay_score": 75.313978, + "structural_overlay_rr": 1.803188, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.281178, + "primary_prob": 41.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 3.421767, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.47933, + "range_504_ratio": 1.614992, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.242217, + "hold30_r": -1.0 + }, + { + "symbol": "OKE", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.008368, + "strategy_rank": 72.593749, + "production_rank": 75.731956, + "structural_overlay_pass": false, + "structural_overlay_score": 71.945358, + "structural_overlay_rr": 1.824345, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.834738, + "primary_prob": 46.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.752107, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.436651, + "range_504_ratio": 1.547516, + "range_factor_pass": false, + "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": 98.640167, + "strategy_rank": 97.231833, + "production_rank": 97.701278, + "structural_overlay_pass": false, + "structural_overlay_score": 92.816214, + "structural_overlay_rr": 1.862991, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.892965, + "primary_prob": 29.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.839447, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.73961, + "range_504_ratio": 2.095119, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.862573, + "hold30_r": 1.954492 + }, + { + "symbol": "OXY", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.895397, + "strategy_rank": 97.859972, + "production_rank": 98.538447, + "structural_overlay_pass": false, + "structural_overlay_score": 93.611525, + "structural_overlay_rr": 1.455823, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "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": 66, + "gate_level_count": 66, + "range_504_log": 1.230987, + "range_504_ratio": 3.424607, + "range_factor_pass": true, + "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": 95.083682, + "strategy_rank": 91.986552, + "production_rank": 93.018929, + "structural_overlay_pass": false, + "structural_overlay_score": 88.367982, + "structural_overlay_rr": 1.590513, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.605643, + "primary_prob": 35.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 68, + "primary_distance_atr": 2.408464, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.581311, + "range_504_ratio": 1.788381, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.573367, + "hold30_r": 2.335237 + }, + { + "symbol": "PAYX", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.589958, + "strategy_rank": 66.914641, + "production_rank": 71.806413, + "structural_overlay_pass": false, + "structural_overlay_score": 68.216093, + "structural_overlay_rr": 1.700925, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.723437, + "primary_prob": 48.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.585155, + "raw_level_count": 25, + "gate_level_count": 25, + "range_504_log": 0.317239, + "range_504_ratio": 1.373331, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.667531, + "hold30_r": -1.0 + }, + { + "symbol": "PCG", + "date": "2022-07-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.552301, + "strategy_rank": 80.70206, + "production_rank": 82.985474, + "structural_overlay_pass": false, + "structural_overlay_score": 78.8362, + "structural_overlay_rr": 2.66205, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.333233, + "primary_prob": 40.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 77, + "primary_distance_atr": 3.499849, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.470459, + "range_504_ratio": 1.600728, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.289953, + "hold30_r": 4.115226 + }, + { + "symbol": "PFE", + "date": "2022-07-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.598326, + "strategy_rank": 68.595029, + "production_rank": 75.262795, + "structural_overlay_pass": false, + "structural_overlay_score": 71.499655, + "structural_overlay_rr": 2.156288, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.581738, + "primary_prob": 35.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 87.0, + "primary_rejection_count": 9, + "primary_distance_atr": 3.872607, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.46351, + "range_504_ratio": 1.589645, + "range_factor_pass": false, + "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": 83.158996, + "strategy_rank": 69.829251, + "production_rank": 74.272499, + "structural_overlay_pass": false, + "structural_overlay_score": 70.558874, + "structural_overlay_rr": 1.999962, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 2.005463, + "primary_prob": 29.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 58, + "primary_distance_atr": 3.008194, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.314758, + "range_504_ratio": 1.369928, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.95657, + "hold30_r": 4.48689 + }, + { + "symbol": "PGR", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.924686, + "strategy_rank": 67.110328, + "production_rank": 73.715114, + "structural_overlay_pass": false, + "structural_overlay_score": 70.029359, + "structural_overlay_rr": 1.65246, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.163156, + "primary_prob": 44.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.744734, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.313384, + "range_504_ratio": 1.368047, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.110379, + "hold30_r": 3.755803 + }, + { + "symbol": "PSX", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.912134, + "strategy_rank": 83.752064, + "production_rank": 85.472087, + "structural_overlay_pass": false, + "structural_overlay_score": 81.198483, + "structural_overlay_rr": 1.544926, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.928093, + "primary_prob": 40.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.39214, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.565903, + "range_504_ratio": 1.761038, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.032418, + "hold30_r": -1.0 + }, + { + "symbol": "RJF", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.251046, + "strategy_rank": 77.681995, + "production_rank": 80.205012, + "structural_overlay_pass": false, + "structural_overlay_score": 76.194762, + "structural_overlay_rr": 1.52508, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.601152, + "primary_prob": 50.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.401728, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.3591, + "range_504_ratio": 1.43204, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.554935, + "hold30_r": 2.791236 + }, + { + "symbol": "RSG", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.543933, + "strategy_rank": 58.948603, + "production_rank": 66.147046, + "structural_overlay_pass": false, + "structural_overlay_score": 62.839694, + "structural_overlay_rr": 1.482021, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.966023, + "primary_prob": 37.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.949035, + "raw_level_count": 24, + "gate_level_count": 24, + "range_504_log": 0.304027, + "range_504_ratio": 1.355306, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.889661, + "hold30_r": 4.325349 + }, + { + "symbol": "SLB", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.991632, + "strategy_rank": 91.273683, + "production_rank": 91.846333, + "structural_overlay_pass": false, + "structural_overlay_score": 87.254016, + "structural_overlay_rr": 2.097999, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.770597, + "primary_prob": 47.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.655895, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.654567, + "range_504_ratio": 1.92431, + "range_factor_pass": false, + "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": 95.920502, + "strategy_rank": 96.079633, + "production_rank": 96.02659, + "structural_overlay_pass": false, + "structural_overlay_score": 91.22526, + "structural_overlay_rr": 1.980489, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "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": 41, + "gate_level_count": 41, + "range_504_log": 0.573423, + "range_504_ratio": 1.774331, + "range_factor_pass": false, + "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": 91.736402, + "strategy_rank": 87.983748, + "production_rank": 89.234633, + "structural_overlay_pass": false, + "structural_overlay_score": 84.772901, + "structural_overlay_rr": 1.570901, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.373157, + "primary_prob": 36.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.059735, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.392493, + "range_504_ratio": 1.480668, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.326912, + "hold30_r": -1.0 + }, + { + "symbol": "SRE", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.753138, + "strategy_rank": 58.249535, + "production_rank": 65.750736, + "structural_overlay_pass": false, + "structural_overlay_score": 62.463199, + "structural_overlay_rr": 2.083956, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.826438, + "primary_prob": 46.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.739658, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.37109, + "range_504_ratio": 1.449314, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.763691, + "hold30_r": 2.55007 + }, + { + "symbol": "STLD", + "date": "2022-07-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.317992, + "strategy_rank": 86.939296, + "production_rank": 88.398861, + "structural_overlay_pass": false, + "structural_overlay_score": 83.978918, + "structural_overlay_rr": 1.799348, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.424598, + "primary_prob": 39.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 3.636897, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.686098, + "range_504_ratio": 1.985952, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.393469, + "hold30_r": 2.171288 + }, + { + "symbol": "SYY", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.330544, + "strategy_rank": 74.399857, + "production_rank": 79.376752, + "structural_overlay_pass": false, + "structural_overlay_score": 75.407915, + "structural_overlay_rr": 1.576467, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.613955, + "primary_prob": 17.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.420933, + "raw_level_count": 25, + "gate_level_count": 25, + "range_504_log": 0.29642, + "range_504_ratio": 1.345035, + "range_factor_pass": false, + "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": 90.481172, + "strategy_rank": 75.988177, + "production_rank": 80.819175, + "structural_overlay_pass": false, + "structural_overlay_score": 76.778216, + "structural_overlay_rr": 1.540859, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.343932, + "primary_prob": 36.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.015898, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.449009, + "range_504_ratio": 1.566759, + "range_factor_pass": false, + "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": 96.129707, + "strategy_rank": 88.585158, + "production_rank": 91.100008, + "structural_overlay_pass": false, + "structural_overlay_score": 86.545007, + "structural_overlay_rr": 2.601786, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.781035, + "primary_prob": 46.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 97.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.671552, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.741796, + "range_504_ratio": 2.099704, + "range_factor_pass": false, + "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": 83.786611, + "strategy_rank": 78.629751, + "production_rank": 80.348704, + "structural_overlay_pass": false, + "structural_overlay_score": 76.331269, + "structural_overlay_rr": 2.18721, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 10, + "rr": 1.915534, + "primary_prob": 30.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.873301, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.372081, + "range_504_ratio": 1.450751, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.87746, + "hold30_r": 1.308487 + }, + { + "symbol": "TSLA", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.711297, + "strategy_rank": 95.807929, + "production_rank": 95.775718, + "structural_overlay_pass": false, + "structural_overlay_score": 90.986932, + "structural_overlay_rr": 2.125273, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.544521, + "primary_prob": 51.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.316781, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.695224, + "range_504_ratio": 2.004158, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.516821, + "hold30_r": 0.727711 + }, + { + "symbol": "TSN", + "date": "2022-07-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 85.669456, + "strategy_rank": 69.143985, + "production_rank": 74.652475, + "structural_overlay_pass": false, + "structural_overlay_score": 70.919851, + "structural_overlay_rr": 3.244597, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.362464, + "primary_prob": 40.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 3.543697, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.365565, + "range_504_ratio": 1.441328, + "range_factor_pass": false, + "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": 93.410042, + "strategy_rank": 87.652165, + "production_rank": 89.571457, + "structural_overlay_pass": false, + "structural_overlay_score": 85.092884, + "structural_overlay_rr": 1.628856, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 9, + "rr": 0.975947, + "primary_prob": 49.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.46392, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.318315, + "range_504_ratio": 1.374809, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.039781, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.221757, + "strategy_rank": 93.400324, + "production_rank": 95.007468, + "structural_overlay_pass": false, + "structural_overlay_score": 90.257095, + "structural_overlay_rr": 2.147302, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.343411, + "primary_prob": 24.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.015117, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.914113, + "range_504_ratio": 2.494562, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.05045, + "hold30_r": -1.023503 + }, + { + "symbol": "VST", + "date": "2022-07-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.899582, + "strategy_rank": 79.944947, + "production_rank": 83.596492, + "structural_overlay_pass": false, + "structural_overlay_score": 79.416667, + "structural_overlay_rr": 0.876355, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.437046, + "primary_prob": 20.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 78.0, + "primary_rejection_count": 12, + "primary_distance_atr": 3.655569, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.506212, + "range_504_ratio": 1.658995, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.041485, + "hold30_r": 0.931366 + }, + { + "symbol": "WMB", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.133891, + "strategy_rank": 69.292262, + "production_rank": 75.239472, + "structural_overlay_pass": false, + "structural_overlay_score": 71.477498, + "structural_overlay_rr": 1.74192, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.602467, + "primary_prob": 50.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.4037, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.47852, + "range_504_ratio": 1.613685, + "range_factor_pass": false, + "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": 94.351464, + "strategy_rank": 69.24018, + "production_rank": 77.610608, + "structural_overlay_pass": false, + "structural_overlay_score": 73.730077, + "structural_overlay_rr": 1.784146, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.35547, + "primary_prob": 25.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 3.533205, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.428122, + "range_504_ratio": 1.534373, + "range_factor_pass": false, + "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": 96.338912, + "strategy_rank": 85.944545, + "production_rank": 89.409334, + "structural_overlay_pass": false, + "structural_overlay_score": 84.938868, + "structural_overlay_rr": 1.780593, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "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": 53, + "gate_level_count": 53, + "range_504_log": 0.706209, + "range_504_ratio": 2.026296, + "range_factor_pass": false, + "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": 93.169691, + "strategy_rank": 67.107791, + "production_rank": 75.795091, + "structural_overlay_pass": false, + "structural_overlay_score": 72.005336, + "structural_overlay_rr": 1.72347, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.223126, + "primary_prob": 26.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 3.334689, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.510693, + "range_504_ratio": 1.666446, + "range_factor_pass": false, + "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": 86.552828, + "strategy_rank": 64.076841, + "production_rank": 71.568837, + "structural_overlay_pass": false, + "structural_overlay_score": 67.990395, + "structural_overlay_rr": 1.6499, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.33828, + "primary_prob": 25.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 59, + "primary_distance_atr": 3.50742, + "raw_level_count": 26, + "gate_level_count": 26, + "range_504_log": 0.32852, + "range_504_ratio": 1.388912, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.282392, + "hold30_r": 2.428214 + }, + { + "symbol": "ADM", + "date": "2022-08-03", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.821772, + "strategy_rank": 77.086446, + "production_rank": 81.664888, + "structural_overlay_pass": false, + "structural_overlay_score": 77.581644, + "structural_overlay_rr": 1.841547, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.696728, + "primary_prob": 34.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 83.0, + "primary_rejection_count": 16, + "primary_distance_atr": 4.045091, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.552434, + "range_504_ratio": 1.737477, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.649855, + "hold30_r": 0.85766 + }, + { + "symbol": "AIG", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.086446, + "strategy_rank": 78.153682, + "production_rank": 81.13127, + "structural_overlay_pass": false, + "structural_overlay_score": 77.074707, + "structural_overlay_rr": 1.88996, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.932989, + "primary_prob": 30.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.899484, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.389168, + "range_504_ratio": 1.475752, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.886313, + "hold30_r": 1.176417 + }, + { + "symbol": "AJG", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.102455, + "strategy_rank": 71.195304, + "production_rank": 78.164354, + "structural_overlay_pass": false, + "structural_overlay_score": 74.256137, + "structural_overlay_rr": 1.184264, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.914636, + "primary_prob": 53.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.371953, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.322244, + "range_504_ratio": 1.380221, + "range_factor_pass": false, + "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": 90.394877, + "strategy_rank": 91.067236, + "production_rank": 90.843116, + "structural_overlay_pass": false, + "structural_overlay_score": 86.300961, + "structural_overlay_rr": 1.683118, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.507551, + "primary_prob": 52.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.261326, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.58116, + "range_504_ratio": 1.788111, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.472025, + "hold30_r": 3.50081 + }, + { + "symbol": "AMCR", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.683031, + "strategy_rank": 64.290288, + "production_rank": 69.754536, + "structural_overlay_pass": false, + "structural_overlay_score": 66.266809, + "structural_overlay_rr": 0.754115, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 10, + "rr": 1.46337, + "primary_prob": 28.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.195056, + "raw_level_count": 17, + "gate_level_count": 17, + "range_504_log": 0.236389, + "range_504_ratio": 1.266667, + "range_factor_pass": false, + "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": 89.967983, + "strategy_rank": 86.414088, + "production_rank": 87.598719, + "structural_overlay_pass": false, + "structural_overlay_score": 83.218783, + "structural_overlay_rr": 1.927777, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.781537, + "primary_prob": 47.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.672306, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.555987, + "range_504_ratio": 1.743662, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.742536, + "hold30_r": -1.0 + }, + { + "symbol": "AON", + "date": "2022-08-03", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.469584, + "strategy_rank": 66.60619, + "production_rank": 71.227321, + "structural_overlay_pass": false, + "structural_overlay_score": 67.665955, + "structural_overlay_rr": 1.528179, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.065339, + "primary_prob": 28.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 16, + "primary_distance_atr": 3.098008, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.426729, + "range_504_ratio": 1.532237, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.052313, + "hold30_r": -0.539537 + }, + { + "symbol": "APA", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.252935, + "strategy_rank": 97.33191, + "production_rank": 97.972252, + "structural_overlay_pass": true, + "structural_overlay_score": 98.073639, + "structural_overlay_rr": 2.156807, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.566313, + "primary_prob": 51.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.34947, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 1.206543, + "range_504_ratio": 3.341911, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.021938, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2022-08-03", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.750267, + "strategy_rank": 74.994664, + "production_rank": 77.246531, + "structural_overlay_pass": false, + "structural_overlay_score": 73.384205, + "structural_overlay_rr": 1.511842, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.284253, + "primary_prob": 41.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 3.42638, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.397018, + "range_504_ratio": 1.487382, + "range_factor_pass": false, + "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": 94.023479, + "strategy_rank": 79.967983, + "production_rank": 84.653148, + "structural_overlay_pass": false, + "structural_overlay_score": 80.420491, + "structural_overlay_rr": 1.4484, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.195811, + "primary_prob": 26.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.793717, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.452717, + "range_504_ratio": 1.572579, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.143684, + "hold30_r": -0.037493 + }, + { + "symbol": "BG", + "date": "2022-08-03", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.339381, + "strategy_rank": 76.926361, + "production_rank": 80.064034, + "structural_overlay_pass": false, + "structural_overlay_score": 76.060832, + "structural_overlay_rr": 4.6867, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.117679, + "primary_prob": 43.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 19, + "primary_distance_atr": 3.176519, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.58224, + "range_504_ratio": 1.790044, + "range_factor_pass": false, + "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": 94.557097, + "strategy_rank": 90.651014, + "production_rank": 91.953042, + "structural_overlay_pass": false, + "structural_overlay_score": 87.35539, + "structural_overlay_rr": 1.536466, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.500156, + "primary_prob": 24.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 14, + "primary_distance_atr": 3.750233, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.726893, + "range_504_ratio": 2.068643, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.026175, + "hold30_r": -0.466853 + }, + { + "symbol": "BLDR", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.33191, + "strategy_rank": 94.898613, + "production_rank": 95.709712, + "structural_overlay_pass": false, + "structural_overlay_score": 90.924226, + "structural_overlay_rr": 1.593924, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.598817, + "primary_prob": 50.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.398225, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.790217, + "range_504_ratio": 2.203874, + "range_factor_pass": false, + "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": 88.580576, + "strategy_rank": 73.820704, + "production_rank": 78.740662, + "structural_overlay_pass": false, + "structural_overlay_score": 74.803629, + "structural_overlay_rr": 2.043307, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.684803, + "primary_prob": 49.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.527205, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.349366, + "range_504_ratio": 1.418168, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.62569, + "hold30_r": -1.0 + }, + { + "symbol": "CB", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.845251, + "strategy_rank": 61.760939, + "production_rank": 69.45571, + "structural_overlay_pass": false, + "structural_overlay_score": 65.982924, + "structural_overlay_rr": 2.601029, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.560798, + "primary_prob": 36.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 53, + "primary_distance_atr": 2.341196, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.331548, + "range_504_ratio": 1.393123, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.505013, + "hold30_r": 0.970298 + }, + { + "symbol": "CDNS", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.541089, + "strategy_rank": 85.186766, + "production_rank": 86.638207, + "structural_overlay_pass": false, + "structural_overlay_score": 82.306297, + "structural_overlay_rr": 1.345853, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.345853, + "primary_prob": 36.17, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 4.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.018779, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.375949, + "range_504_ratio": 1.456373, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.300294, + "hold30_r": -1.0 + }, + { + "symbol": "CF", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.826041, + "strategy_rank": 94.535752, + "production_rank": 95.965848, + "structural_overlay_pass": false, + "structural_overlay_score": 91.167556, + "structural_overlay_rr": 2.020776, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.727633, + "primary_prob": 38.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.591449, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.966177, + "range_504_ratio": 2.62788, + "range_factor_pass": false, + "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": 82.604055, + "strategy_rank": 76.584845, + "production_rank": 78.591249, + "structural_overlay_pass": false, + "structural_overlay_score": 74.661686, + "structural_overlay_rr": 1.518419, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.990791, + "primary_prob": 45.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.486186, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.314743, + "range_504_ratio": 1.369907, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.941721, + "hold30_r": -0.336927 + }, + { + "symbol": "CI", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.299893, + "strategy_rank": 69.562433, + "production_rank": 75.47492, + "structural_overlay_pass": false, + "structural_overlay_score": 71.701174, + "structural_overlay_rr": 1.162255, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.913692, + "primary_prob": 34.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.370539, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.386936, + "range_504_ratio": 1.472463, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.854045, + "hold30_r": 1.999649 + }, + { + "symbol": "COP", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.758805, + "strategy_rank": 91.419424, + "production_rank": 93.532551, + "structural_overlay_pass": false, + "structural_overlay_score": 88.855923, + "structural_overlay_rr": 1.685045, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.554994, + "primary_prob": 51.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.332491, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.881094, + "range_504_ratio": 2.413538, + "range_factor_pass": false, + "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": 84.631804, + "strategy_rank": 61.931697, + "production_rank": 69.498399, + "structural_overlay_pass": false, + "structural_overlay_score": 66.023479, + "structural_overlay_rr": 2.256483, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.251278, + "primary_prob": 26.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 3.376918, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.406542, + "range_504_ratio": 1.501617, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.195417, + "hold30_r": 0.162763 + }, + { + "symbol": "COST", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.114194, + "strategy_rank": 77.235859, + "production_rank": 81.195304, + "structural_overlay_pass": false, + "structural_overlay_score": 77.135539, + "structural_overlay_rr": 2.143204, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.753927, + "primary_prob": 43.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 76.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.63089, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.447827, + "range_504_ratio": 1.564907, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.148968, + "hold30_r": -1.089321 + }, + { + "symbol": "CTRA", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.679829, + "strategy_rank": 94.685165, + "production_rank": 96.350053, + "structural_overlay_pass": true, + "structural_overlay_score": 96.532551, + "structural_overlay_rr": 2.28517, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.772065, + "primary_prob": 32.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.658097, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 1.007914, + "range_504_ratio": 2.73988, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.741723, + "hold30_r": 1.105557 + }, + { + "symbol": "CTVA", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.462113, + "strategy_rank": 72.315902, + "production_rank": 78.697972, + "structural_overlay_pass": false, + "structural_overlay_score": 74.763074, + "structural_overlay_rr": 1.66559, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.565191, + "primary_prob": 51.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.347787, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.455584, + "range_504_ratio": 1.577094, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.509381, + "hold30_r": 3.216352 + }, + { + "symbol": "CVS", + "date": "2022-08-03", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.177161, + "strategy_rank": 62.838847, + "production_rank": 69.284952, + "structural_overlay_pass": false, + "structural_overlay_score": 65.820704, + "structural_overlay_rr": 1.881611, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.290143, + "primary_prob": 36.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 78.0, + "primary_rejection_count": 11, + "primary_distance_atr": 3.435214, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.338101, + "range_504_ratio": 1.402281, + "range_factor_pass": false, + "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": 94.770544, + "strategy_rank": 82.892209, + "production_rank": 86.851654, + "structural_overlay_pass": false, + "structural_overlay_score": 82.509072, + "structural_overlay_rr": 1.547481, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.34972, + "primary_prob": 40.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 16, + "primary_distance_atr": 3.524581, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.675109, + "range_504_ratio": 1.964247, + "range_factor_pass": false, + "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": 95.197439, + "strategy_rank": 95.965848, + "production_rank": 95.709712, + "structural_overlay_pass": false, + "structural_overlay_score": 90.924226, + "structural_overlay_rr": 2.75338, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.862596, + "primary_prob": 46.31, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.793894, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.900762, + "range_504_ratio": 2.461477, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.02032, + "hold30_r": -1.0 + }, + { + "symbol": "DG", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.390608, + "strategy_rank": 76.371398, + "production_rank": 78.377801, + "structural_overlay_pass": false, + "structural_overlay_score": 74.458911, + "structural_overlay_rr": 1.256968, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.014077, + "primary_prob": 29.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.521116, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.358275, + "range_504_ratio": 1.430859, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.542321, + "hold30_r": -1.480306 + }, + { + "symbol": "DLTR", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.612593, + "strategy_rank": 92.881537, + "production_rank": 94.791889, + "structural_overlay_pass": false, + "structural_overlay_score": 90.052295, + "structural_overlay_rr": 0.77051, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.713266, + "primary_prob": 59.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.069899, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.743315, + "range_504_ratio": 2.102896, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.670143, + "hold30_r": -2.097496 + }, + { + "symbol": "DVN", + "date": "2022-08-03", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.466382, + "strategy_rank": 97.097118, + "production_rank": 97.886873, + "structural_overlay_pass": false, + "structural_overlay_score": 92.992529, + "structural_overlay_rr": 1.741994, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.185807, + "primary_prob": 31.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 10, + "primary_distance_atr": 3.27871, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 1.194363, + "range_504_ratio": 3.301455, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.161923, + "hold30_r": 2.691688 + }, + { + "symbol": "EIX", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.896478, + "strategy_rank": 60.469584, + "production_rank": 67.278549, + "structural_overlay_pass": false, + "structural_overlay_score": 63.914621, + "structural_overlay_rr": 1.70592, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.459919, + "primary_prob": 38.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.189879, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.30326, + "range_504_ratio": 1.354267, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.058816, + "hold30_r": -1.0 + }, + { + "symbol": "ELV", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.141942, + "strategy_rank": 72.828175, + "production_rank": 78.932764, + "structural_overlay_pass": false, + "structural_overlay_score": 74.986126, + "structural_overlay_rr": 1.951007, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.499872, + "primary_prob": 37.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.249808, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.406459, + "range_504_ratio": 1.501491, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.454735, + "hold30_r": 0.272968 + }, + { + "symbol": "EOG", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.051227, + "strategy_rank": 91.824973, + "production_rank": 93.233725, + "structural_overlay_pass": false, + "structural_overlay_score": 88.572038, + "structural_overlay_rr": 1.781478, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.098042, + "primary_prob": 28.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 3.147063, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.85703, + "range_504_ratio": 2.356153, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.070819, + "hold30_r": 2.489474 + }, + { + "symbol": "EQT", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.039488, + "strategy_rank": 97.246531, + "production_rank": 97.844184, + "structural_overlay_pass": true, + "structural_overlay_score": 97.951974, + "structural_overlay_rr": 2.119137, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.891536, + "primary_prob": 30.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.837304, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 1.165892, + "range_504_ratio": 3.208784, + "range_factor_pass": true, + "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": 96.905016, + "strategy_rank": 93.57524, + "production_rank": 94.685165, + "structural_overlay_pass": false, + "structural_overlay_score": 89.950907, + "structural_overlay_rr": 2.011569, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.869735, + "primary_prob": 29.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.804603, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.778809, + "range_504_ratio": 2.178875, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.84176, + "hold30_r": 1.843022 + }, + { + "symbol": "FANG", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.185699, + "strategy_rank": 94.727855, + "production_rank": 95.88047, + "structural_overlay_pass": false, + "structural_overlay_score": 91.086446, + "structural_overlay_rr": 1.567797, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.569702, + "primary_prob": 50.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.354552, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.900483, + "range_504_ratio": 2.46079, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.54415, + "hold30_r": 1.394612 + }, + { + "symbol": "FDS", + "date": "2022-08-03", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 85.699039, + "strategy_rank": 68.826041, + "production_rank": 74.450374, + "structural_overlay_pass": false, + "structural_overlay_score": 70.727855, + "structural_overlay_rr": 2.078796, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.488403, + "primary_prob": 39.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 3.732605, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.417814, + "range_504_ratio": 1.518638, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.428444, + "hold30_r": 1.71728 + }, + { + "symbol": "FTNT", + "date": "2022-08-03", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.315902, + "strategy_rank": 91.771612, + "production_rank": 91.953042, + "structural_overlay_pass": false, + "structural_overlay_score": 87.35539, + "structural_overlay_rr": 1.621879, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 10, + "rr": 2.161699, + "primary_prob": 30.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 6, + "primary_distance_atr": 3.242549, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.452908, + "range_504_ratio": 1.572879, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.64057, + "hold30_r": -1.607162 + }, + { + "symbol": "GL", + "date": "2022-08-03", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.53682, + "strategy_rank": 61.942369, + "production_rank": 68.473853, + "structural_overlay_pass": false, + "structural_overlay_score": 65.05016, + "structural_overlay_rr": 1.024951, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 12, + "rr": 2.059238, + "primary_prob": 25.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 82.0, + "primary_rejection_count": 19, + "primary_distance_atr": 3.088857, + "raw_level_count": 21, + "gate_level_count": 21, + "range_504_log": 0.242129, + "range_504_ratio": 1.273959, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.060792, + "hold30_r": 0.859858 + }, + { + "symbol": "HAL", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.545358, + "strategy_rank": 94.215582, + "production_rank": 95.325507, + "structural_overlay_pass": false, + "structural_overlay_score": 90.559232, + "structural_overlay_rr": 0.761014, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.55611, + "primary_prob": 23.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 14, + "primary_distance_atr": 3.834165, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.903753, + "range_504_ratio": 2.468852, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.026258, + "hold30_r": 0.447954 + }, + { + "symbol": "HPQ", + "date": "2022-08-03", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.18143, + "strategy_rank": 86.499466, + "production_rank": 87.726788, + "structural_overlay_pass": false, + "structural_overlay_score": 83.340448, + "structural_overlay_rr": 2.491129, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.869537, + "primary_prob": 36.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 4.304305, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.462652, + "range_504_ratio": 1.58828, + "range_factor_pass": false, + "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": 84.204909, + "strategy_rank": 80.939168, + "production_rank": 82.027748, + "structural_overlay_pass": false, + "structural_overlay_score": 77.926361, + "structural_overlay_rr": 1.860647, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.671573, + "primary_prob": 49.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.507359, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.388277, + "range_504_ratio": 1.474438, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.633339, + "hold30_r": 0.870955 + }, + { + "symbol": "IRM", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.726788, + "strategy_rank": 76.328709, + "production_rank": 80.128068, + "structural_overlay_pass": false, + "structural_overlay_score": 76.121665, + "structural_overlay_rr": 2.170989, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.812376, + "primary_prob": 32.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.718563, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.341124, + "range_504_ratio": 1.406527, + "range_factor_pass": false, + "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": 80.042689, + "strategy_rank": 57.086446, + "production_rank": 64.738527, + "structural_overlay_pass": false, + "structural_overlay_score": 61.501601, + "structural_overlay_rr": 0.741443, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.389942, + "primary_prob": 28.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.084912, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.251059, + "range_504_ratio": 1.285386, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.076905, + "hold30_r": -1.0 + }, + { + "symbol": "KR", + "date": "2022-08-03", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.244397, + "strategy_rank": 73.639274, + "production_rank": 76.840982, + "structural_overlay_pass": false, + "structural_overlay_score": 72.998933, + "structural_overlay_rr": 1.482462, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.281653, + "primary_prob": 21.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 76.0, + "primary_rejection_count": 11, + "primary_distance_atr": 3.42248, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.521716, + "range_504_ratio": 1.684917, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.224097, + "hold30_r": 0.557547 + }, + { + "symbol": "L", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.03095, + "strategy_rank": 60.266809, + "production_rank": 67.854856, + "structural_overlay_pass": false, + "structural_overlay_score": 64.462113, + "structural_overlay_rr": 1.534057, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.580904, + "primary_prob": 35.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 63, + "primary_distance_atr": 2.371356, + "raw_level_count": 26, + "gate_level_count": 26, + "range_504_log": 0.28378, + "range_504_ratio": 1.32814, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.526036, + "hold30_r": 0.039659 + }, + { + "symbol": "LLY", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.596585, + "strategy_rank": 70.960512, + "production_rank": 78.50587, + "structural_overlay_pass": false, + "structural_overlay_score": 74.580576, + "structural_overlay_rr": 1.418773, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.106727, + "primary_prob": 46.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.66009, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.420579, + "range_504_ratio": 1.522843, + "range_factor_pass": false, + "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": 82.817503, + "strategy_rank": 86.01921, + "production_rank": 84.951974, + "structural_overlay_pass": false, + "structural_overlay_score": 80.704376, + "structural_overlay_rr": 1.91256, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.522032, + "primary_prob": 38.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 3.783047, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.622855, + "range_504_ratio": 1.864242, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.035653, + "hold30_r": -1.0 + }, + { + "symbol": "LYV", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.383138, + "strategy_rank": 90.533618, + "production_rank": 91.483458, + "structural_overlay_pass": false, + "structural_overlay_score": 86.909285, + "structural_overlay_rr": 2.732991, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.764116, + "primary_prob": 47.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.646174, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.542907, + "range_504_ratio": 1.721002, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.040973, + "hold30_r": -1.0 + }, + { + "symbol": "MAR", + "date": "2022-08-03", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.323372, + "strategy_rank": 78.089648, + "production_rank": 79.167556, + "structural_overlay_pass": false, + "structural_overlay_score": 75.209178, + "structural_overlay_rr": 1.832889, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.120141, + "primary_prob": 43.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 3.180212, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.431608, + "range_504_ratio": 1.539731, + "range_factor_pass": false, + "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": 96.691569, + "strategy_rank": 70.437567, + "production_rank": 79.188901, + "structural_overlay_pass": false, + "structural_overlay_score": 75.229456, + "structural_overlay_rr": 1.098638, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.016369, + "primary_prob": 40.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.524553, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.618285, + "range_504_ratio": 1.855742, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.962245, + "hold30_r": 1.151636 + }, + { + "symbol": "MET", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.564568, + "strategy_rank": 64.70651, + "production_rank": 70.992529, + "structural_overlay_pass": false, + "structural_overlay_score": 67.442903, + "structural_overlay_rr": 1.953127, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.929099, + "primary_prob": 45.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.893648, + "raw_level_count": 25, + "gate_level_count": 25, + "range_504_log": 0.281778, + "range_504_ratio": 1.325485, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.875288, + "hold30_r": 0.884151 + }, + { + "symbol": "MOS", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.399146, + "strategy_rank": 96.542156, + "production_rank": 97.161153, + "structural_overlay_pass": false, + "structural_overlay_score": 92.303095, + "structural_overlay_rr": 1.962053, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.603117, + "primary_prob": 50.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.404676, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 1.031539, + "range_504_ratio": 2.805379, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.575433, + "hold30_r": 0.177834 + }, + { + "symbol": "MPC", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.264674, + "strategy_rank": 86.403415, + "production_rank": 89.690502, + "structural_overlay_pass": false, + "structural_overlay_score": 85.205977, + "structural_overlay_rr": 0.77046, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "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": 59, + "gate_level_count": 59, + "range_504_log": 0.823448, + "range_504_ratio": 2.278342, + "range_factor_pass": false, + "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": 88.046958, + "strategy_rank": 61.921025, + "production_rank": 70.629669, + "structural_overlay_pass": false, + "structural_overlay_score": 67.098186, + "structural_overlay_rr": 1.705406, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.17209, + "primary_prob": 27.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 18, + "primary_distance_atr": 3.258135, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.300298, + "range_504_ratio": 1.350261, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.061022, + "hold30_r": -0.302951 + }, + { + "symbol": "MTB", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.67556, + "strategy_rank": 79.733191, + "production_rank": 83.713981, + "structural_overlay_pass": false, + "structural_overlay_score": 79.528282, + "structural_overlay_rr": 1.173905, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.723463, + "primary_prob": 73.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.085195, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.375224, + "range_504_ratio": 1.455317, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.672613, + "hold30_r": 1.439004 + }, + { + "symbol": "NI", + "date": "2022-08-03", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.109925, + "strategy_rank": 57.929562, + "production_rank": 65.65635, + "structural_overlay_pass": false, + "structural_overlay_score": 62.373533, + "structural_overlay_rr": 1.819141, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.372169, + "primary_prob": 21.1, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 4.0, + "primary_rejection_count": 2, + "primary_distance_atr": 3.558254, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.320489, + "range_504_ratio": 1.377801, + "range_factor_pass": false, + "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": 85.058698, + "strategy_rank": 83.842049, + "production_rank": 84.247599, + "structural_overlay_pass": false, + "structural_overlay_score": 80.035219, + "structural_overlay_rr": 2.068552, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.529674, + "primary_prob": 40.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.294512, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.761874, + "range_504_ratio": 2.142287, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.495049, + "hold30_r": -1.0 + }, + { + "symbol": "OKE", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.766275, + "strategy_rank": 75.848453, + "production_rank": 79.487727, + "structural_overlay_pass": false, + "structural_overlay_score": 75.51334, + "structural_overlay_rr": 1.758511, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.731744, + "primary_prob": 48.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.597617, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.436651, + "range_504_ratio": 1.547516, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.687953, + "hold30_r": 1.291903 + }, + { + "symbol": "OXY", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.893276, + "strategy_rank": 98.036286, + "production_rank": 98.655283, + "structural_overlay_pass": false, + "structural_overlay_score": 93.722519, + "structural_overlay_rr": 1.852791, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.87291, + "primary_prob": 52.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 98.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.309364, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 1.230987, + "range_504_ratio": 3.424607, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.845838, + "hold30_r": 0.909928 + }, + { + "symbol": "PANW", + "date": "2022-08-03", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 96.478122, + "strategy_rank": 93.084312, + "production_rank": 94.215582, + "structural_overlay_pass": false, + "structural_overlay_score": 89.504803, + "structural_overlay_rr": 2.549221, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.183718, + "primary_prob": 42.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 13, + "primary_distance_atr": 3.275576, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.581311, + "range_504_ratio": 1.788381, + "range_factor_pass": false, + "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": 88.260406, + "strategy_rank": 80.096051, + "production_rank": 82.817503, + "structural_overlay_pass": false, + "structural_overlay_score": 78.676628, + "structural_overlay_rr": 2.106163, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.756488, + "primary_prob": 47.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 77, + "primary_distance_atr": 2.634732, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.470459, + "range_504_ratio": 1.600728, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.708982, + "hold30_r": 4.250774 + }, + { + "symbol": "PFE", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.991462, + "strategy_rank": 64.429029, + "production_rank": 70.94984, + "structural_overlay_pass": false, + "structural_overlay_score": 67.402348, + "structural_overlay_rr": 1.542215, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.194977, + "primary_prob": 27.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 3.292465, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.46351, + "range_504_ratio": 1.589645, + "range_factor_pass": false, + "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": 86.125934, + "strategy_rank": 72.03842, + "production_rank": 76.734258, + "structural_overlay_pass": false, + "structural_overlay_score": 72.897545, + "structural_overlay_rr": 2.235261, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.681675, + "primary_prob": 49.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 57, + "primary_distance_atr": 2.522512, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.314758, + "range_504_ratio": 1.369928, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.630288, + "hold30_r": 3.556663 + }, + { + "symbol": "PGR", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.754536, + "strategy_rank": 68.783351, + "production_rank": 75.773746, + "structural_overlay_pass": false, + "structural_overlay_score": 71.985059, + "structural_overlay_rr": 1.29343, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.796199, + "primary_prob": 56.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.194299, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.313384, + "range_504_ratio": 1.368047, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.741753, + "hold30_r": 2.927535 + }, + { + "symbol": "PSX", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.778015, + "strategy_rank": 80.0, + "production_rank": 81.259338, + "structural_overlay_pass": false, + "structural_overlay_score": 77.196371, + "structural_overlay_rr": 2.096319, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.889631, + "primary_prob": 38.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 64.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.834447, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.565903, + "range_504_ratio": 1.761038, + "range_factor_pass": false, + "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": 97.118463, + "strategy_rank": 90.170758, + "production_rank": 92.48666, + "structural_overlay_pass": false, + "structural_overlay_score": 87.862327, + "structural_overlay_rr": 1.34024, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "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": 52, + "gate_level_count": 52, + "range_504_log": 0.553776, + "range_504_ratio": 1.73981, + "range_factor_pass": false, + "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": 87.51334, + "strategy_rank": 78.64461, + "production_rank": 81.600854, + "structural_overlay_pass": false, + "structural_overlay_score": 77.520811, + "structural_overlay_rr": 2.105169, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.692081, + "primary_prob": 48.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.538122, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.3591, + "range_504_ratio": 1.43204, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.642917, + "hold30_r": 1.920196 + }, + { + "symbol": "SLB", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.636073, + "strategy_rank": 90.971185, + "production_rank": 91.526147, + "structural_overlay_pass": false, + "structural_overlay_score": 86.94984, + "structural_overlay_rr": 1.817669, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.676868, + "primary_prob": 49.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.515302, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.654567, + "range_504_ratio": 1.92431, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.648208, + "hold30_r": 1.649127 + }, + { + "symbol": "SRE", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.256137, + "strategy_rank": 57.780149, + "production_rank": 65.272145, + "structural_overlay_pass": false, + "structural_overlay_score": 62.008538, + "structural_overlay_rr": 1.163996, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.920594, + "primary_prob": 66.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 99.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.38089, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.37109, + "range_504_ratio": 1.449314, + "range_factor_pass": false, + "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": 85.912487, + "strategy_rank": 83.191035, + "production_rank": 84.098186, + "structural_overlay_pass": false, + "structural_overlay_score": 79.893276, + "structural_overlay_rr": 1.971251, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.703403, + "primary_prob": 48.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.555105, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.686098, + "range_504_ratio": 1.985952, + "range_factor_pass": false, + "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": 91.889007, + "strategy_rank": 76.20064, + "production_rank": 81.430096, + "structural_overlay_pass": false, + "structural_overlay_score": 77.358591, + "structural_overlay_rr": 1.577511, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.615284, + "primary_prob": 17.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.422926, + "raw_level_count": 25, + "gate_level_count": 25, + "range_504_log": 0.29642, + "range_504_ratio": 1.345035, + "range_factor_pass": false, + "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": 84.418356, + "strategy_rank": 70.394877, + "production_rank": 75.06937, + "structural_overlay_pass": false, + "structural_overlay_score": 71.315902, + "structural_overlay_rr": 1.314864, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.283344, + "primary_prob": 39.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 87.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.925016, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.34778, + "range_504_ratio": 1.415921, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.240482, + "hold30_r": -1.0 + }, + { + "symbol": "TPL", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.272145, + "strategy_rank": 84.791889, + "production_rank": 84.951974, + "structural_overlay_pass": false, + "structural_overlay_score": 80.704376, + "structural_overlay_rr": 1.038164, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.816915, + "primary_prob": 51.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.225373, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.689717, + "range_504_ratio": 1.993152, + "range_factor_pass": false, + "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": 95.83778, + "strategy_rank": 88.121665, + "production_rank": 90.693703, + "structural_overlay_pass": false, + "structural_overlay_score": 86.159018, + "structural_overlay_rr": 2.472557, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.61178, + "primary_prob": 49.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 94.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.417671, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.741796, + "range_504_ratio": 2.099704, + "range_factor_pass": false, + "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": 81.963714, + "strategy_rank": 59.391676, + "production_rank": 66.915688, + "structural_overlay_pass": false, + "structural_overlay_score": 63.569904, + "structural_overlay_rr": 2.308679, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 11, + "rr": 2.324826, + "primary_prob": 25.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 3.487239, + "raw_level_count": 22, + "gate_level_count": 22, + "range_504_log": 0.256847, + "range_504_ratio": 1.292847, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.271019, + "hold30_r": 1.027683 + }, + { + "symbol": "TSCO", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.485592, + "strategy_rank": 79.434365, + "production_rank": 81.451441, + "structural_overlay_pass": false, + "structural_overlay_score": 77.378869, + "structural_overlay_rr": 1.837827, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.633985, + "primary_prob": 34.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.450977, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.372081, + "range_504_ratio": 1.450751, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.592007, + "hold30_r": -0.324345 + }, + { + "symbol": "TSLA", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.236926, + "strategy_rank": 94.429029, + "production_rank": 94.364995, + "structural_overlay_pass": false, + "structural_overlay_score": 89.646745, + "structural_overlay_rr": 2.902223, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.956882, + "primary_prob": 45.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.935322, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.695224, + "range_504_ratio": 2.004158, + "range_factor_pass": false, + "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": 88.794023, + "strategy_rank": 71.248666, + "production_rank": 77.097118, + "structural_overlay_pass": false, + "structural_overlay_score": 73.242263, + "structural_overlay_rr": 1.940984, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.849813, + "primary_prob": 46.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.774719, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.365565, + "range_504_ratio": 1.441328, + "range_factor_pass": false, + "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": 92.84952, + "strategy_rank": 87.3746, + "production_rank": 89.199573, + "structural_overlay_pass": false, + "structural_overlay_score": 84.739594, + "structural_overlay_rr": 2.12822, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 8, + "rr": 1.94378, + "primary_prob": 30.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.91567, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.318315, + "range_504_ratio": 1.374809, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.909217, + "hold30_r": 2.306537 + }, + { + "symbol": "VLO", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.972252, + "strategy_rank": 93.361793, + "production_rank": 94.898613, + "structural_overlay_pass": false, + "structural_overlay_score": 90.153682, + "structural_overlay_rr": 2.594372, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.726799, + "primary_prob": 46.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.090199, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.914113, + "range_504_ratio": 2.494562, + "range_factor_pass": false, + "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": 95.624333, + "strategy_rank": 77.822839, + "production_rank": 83.75667, + "structural_overlay_pass": false, + "structural_overlay_score": 79.568837, + "structural_overlay_rr": 0.843085, + "structural_overlay_sources": [ + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.103192, + "primary_prob": 46.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.654788, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.520669, + "range_504_ratio": 1.683153, + "range_factor_pass": false, + "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": 88.900747, + "strategy_rank": 78.975454, + "production_rank": 82.283885, + "structural_overlay_pass": false, + "structural_overlay_score": 78.169691, + "structural_overlay_rr": 0.98419, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.038991, + "primary_prob": 58.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 76.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.558487, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.506212, + "range_504_ratio": 1.658995, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.045226, + "hold30_r": -1.0 + }, + { + "symbol": "WMB", + "date": "2022-08-03", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.327641, + "strategy_rank": 70.917823, + "production_rank": 77.054429, + "structural_overlay_pass": false, + "structural_overlay_score": 73.201708, + "structural_overlay_rr": 1.588266, + "structural_overlay_sources": [ + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.32669, + "primary_prob": 40.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 11, + "primary_distance_atr": 3.490036, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.47852, + "range_504_ratio": 1.613685, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.042923, + "hold30_r": 0.131544 + }, + { + "symbol": "WRB", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.983991, + "strategy_rank": 69.306297, + "production_rank": 77.865528, + "structural_overlay_pass": false, + "structural_overlay_score": 73.972252, + "structural_overlay_rr": 1.879335, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.861346, + "primary_prob": 31.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.792019, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.428122, + "range_504_ratio": 1.534373, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.808861, + "hold30_r": 2.368963 + }, + { + "symbol": "XOM", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.410886, + "strategy_rank": 85.29349, + "production_rank": 88.665955, + "structural_overlay_pass": false, + "structural_overlay_score": 84.232657, + "structural_overlay_rr": 1.890276, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.678875, + "primary_prob": 32.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.518312, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.706209, + "range_504_ratio": 2.026296, + "range_factor_pass": false, + "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": 85.205184, + "strategy_rank": 74.983434, + "production_rank": 78.390684, + "structural_overlay_pass": false, + "structural_overlay_score": 74.47115, + "structural_overlay_rr": 2.258014, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.725147, + "primary_prob": 73.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.087721, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.349036, + "range_504_ratio": 1.4177, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.666479, + "hold30_r": -1.40308 + }, + { + "symbol": "ABBV", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.412527, + "strategy_rank": 67.298154, + "production_rank": 76.002945, + "structural_overlay_pass": false, + "structural_overlay_score": 72.202798, + "structural_overlay_rr": 1.945118, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.544296, + "primary_prob": 36.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.316444, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.510693, + "range_504_ratio": 1.666446, + "range_factor_pass": false, + "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": 82.829374, + "strategy_rank": 61.443345, + "production_rank": 68.572021, + "structural_overlay_pass": false, + "structural_overlay_score": 65.14342, + "structural_overlay_rr": 2.084891, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.832222, + "primary_prob": 33.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 83.0, + "primary_rejection_count": 11, + "primary_distance_atr": 4.248333, + "raw_level_count": 26, + "gate_level_count": 26, + "range_504_log": 0.32852, + "range_504_ratio": 1.388912, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.065916, + "hold30_r": -1.0 + }, + { + "symbol": "ADM", + "date": "2022-08-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.388769, + "strategy_rank": 76.540747, + "production_rank": 81.156754, + "structural_overlay_pass": false, + "structural_overlay_score": 77.098916, + "structural_overlay_rr": 1.636797, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.59774, + "primary_prob": 34.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 80.0, + "primary_rejection_count": 16, + "primary_distance_atr": 3.89661, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.552434, + "range_504_ratio": 1.737477, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.544212, + "hold30_r": 0.790754 + }, + { + "symbol": "ANET", + "date": "2022-08-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.656587, + "strategy_rank": 88.322394, + "production_rank": 89.767125, + "structural_overlay_pass": false, + "structural_overlay_score": 85.278769, + "structural_overlay_rr": 2.016615, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.06111, + "primary_prob": 42.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 94.0, + "primary_rejection_count": 14, + "primary_distance_atr": 3.091664, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.555987, + "range_504_ratio": 1.743662, + "range_factor_pass": false, + "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": 99.24406, + "strategy_rank": 97.690907, + "production_rank": 98.208625, + "structural_overlay_pass": false, + "structural_overlay_score": 93.298194, + "structural_overlay_rr": 1.636117, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.604303, + "primary_prob": 30.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 76.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.406454, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 1.206543, + "range_504_ratio": 3.341911, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.583313, + "hold30_r": 1.228951 + }, + { + "symbol": "AVGO", + "date": "2022-08-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.285097, + "strategy_rank": 77.519309, + "production_rank": 80.441238, + "structural_overlay_pass": false, + "structural_overlay_score": 76.419177, + "structural_overlay_rr": 2.029114, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.085596, + "primary_prob": 43.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 3.128394, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.397018, + "range_504_ratio": 1.487382, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.053415, + "hold30_r": -1.0 + }, + { + "symbol": "BG", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.609071, + "strategy_rank": 76.710492, + "production_rank": 80.010019, + "structural_overlay_pass": false, + "structural_overlay_score": 76.009518, + "structural_overlay_rr": 2.159679, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.670088, + "primary_prob": 49.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.505132, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.58224, + "range_504_ratio": 1.790044, + "range_factor_pass": false, + "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": 93.952484, + "strategy_rank": 90.006221, + "production_rank": 91.321642, + "structural_overlay_pass": false, + "structural_overlay_score": 86.75556, + "structural_overlay_rr": 2.1469, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.863493, + "primary_prob": 31.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.795239, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.726893, + "range_504_ratio": 2.068643, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.027212, + "hold30_r": -0.7711 + }, + { + "symbol": "BLDR", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.840173, + "strategy_rank": 95.219513, + "production_rank": 96.093066, + "structural_overlay_pass": false, + "structural_overlay_score": 91.288413, + "structural_overlay_rr": 1.751454, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.71149, + "primary_prob": 48.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.567235, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.790217, + "range_504_ratio": 2.203874, + "range_factor_pass": false, + "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": 88.012959, + "strategy_rank": 73.033019, + "production_rank": 78.026333, + "structural_overlay_pass": false, + "structural_overlay_score": 74.125016, + "structural_overlay_rr": 1.216291, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.814923, + "primary_prob": 70.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.222385, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.349366, + "range_504_ratio": 1.418168, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.746663, + "hold30_r": -1.0 + }, + { + "symbol": "CB", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.561555, + "strategy_rank": 58.237749, + "production_rank": 65.679018, + "structural_overlay_pass": false, + "structural_overlay_score": 62.395067, + "structural_overlay_rr": 2.125995, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.87332, + "primary_prob": 31.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.80998, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.331548, + "range_504_ratio": 1.393123, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.807676, + "hold30_r": -1.0 + }, + { + "symbol": "CDNS", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.684665, + "strategy_rank": 86.379913, + "production_rank": 88.148164, + "structural_overlay_pass": false, + "structural_overlay_score": 83.740755, + "structural_overlay_rr": 0.849291, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.849291, + "primary_prob": 49.93, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 4.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.273936, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.375949, + "range_504_ratio": 1.456373, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.799525, + "hold30_r": -1.0 + }, + { + "symbol": "CF", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.812095, + "strategy_rank": 94.249373, + "production_rank": 95.77028, + "structural_overlay_pass": false, + "structural_overlay_score": 90.981766, + "structural_overlay_rr": 1.762855, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.931119, + "primary_prob": 56.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.396678, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.966177, + "range_504_ratio": 2.62788, + "range_factor_pass": false, + "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": 97.408207, + "strategy_rank": 91.163091, + "production_rank": 93.244797, + "structural_overlay_pass": false, + "structural_overlay_score": 88.582557, + "structural_overlay_rr": 2.099885, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.054652, + "primary_prob": 34.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 9, + "primary_distance_atr": 3.081978, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.881094, + "range_504_ratio": 2.413538, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.020919, + "hold30_r": 2.474278 + }, + { + "symbol": "COR", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.200864, + "strategy_rank": 64.997239, + "production_rank": 73.065114, + "structural_overlay_pass": false, + "structural_overlay_score": 69.411858, + "structural_overlay_rr": 2.712799, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.97155, + "primary_prob": 44.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.957325, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.406542, + "range_504_ratio": 1.501617, + "range_factor_pass": false, + "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": 88.984881, + "strategy_rank": 76.884886, + "production_rank": 80.918218, + "structural_overlay_pass": false, + "structural_overlay_score": 76.872307, + "structural_overlay_rr": 1.730824, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.253676, + "primary_prob": 36.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 73.0, + "primary_rejection_count": 11, + "primary_distance_atr": 3.380514, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.447827, + "range_504_ratio": 1.564907, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.061818, + "hold30_r": -1.0 + }, + { + "symbol": "CTRA", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.676026, + "strategy_rank": 94.595225, + "production_rank": 96.288825, + "structural_overlay_pass": false, + "structural_overlay_score": 91.474384, + "structural_overlay_rr": 1.742952, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.735514, + "primary_prob": 25.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 63.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.603271, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 1.007914, + "range_504_ratio": 2.73988, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.703342, + "hold30_r": -0.164665 + }, + { + "symbol": "CTVA", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.632829, + "strategy_rank": 71.54557, + "production_rank": 77.574656, + "structural_overlay_pass": false, + "structural_overlay_score": 73.695923, + "structural_overlay_rr": 1.766539, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.50389, + "primary_prob": 33.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.255834, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.455584, + "range_504_ratio": 1.577094, + "range_factor_pass": false, + "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": 87.257019, + "strategy_rank": 66.193182, + "production_rank": 73.214461, + "structural_overlay_pass": false, + "structural_overlay_score": 69.553738, + "structural_overlay_rr": 1.80627, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.91421, + "primary_prob": 30.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.871315, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.338101, + "range_504_ratio": 1.402281, + "range_factor_pass": false, + "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": 94.708423, + "strategy_rank": 82.768388, + "production_rank": 86.7484, + "structural_overlay_pass": false, + "structural_overlay_score": 82.41098, + "structural_overlay_rr": 1.593118, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.516358, + "primary_prob": 51.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.274537, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.675109, + "range_504_ratio": 1.964247, + "range_factor_pass": false, + "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": 88.768898, + "strategy_rank": 91.393892, + "production_rank": 90.518894, + "structural_overlay_pass": false, + "structural_overlay_score": 85.99295, + "structural_overlay_rr": 1.833652, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.722052, + "primary_prob": 48.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.583078, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.900762, + "range_504_ratio": 2.461477, + "range_factor_pass": false, + "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": 98.596112, + "strategy_rank": 92.738961, + "production_rank": 94.691345, + "structural_overlay_pass": false, + "structural_overlay_score": 89.956778, + "structural_overlay_rr": 0.69028, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.270552, + "primary_prob": 26.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.905828, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.743315, + "range_504_ratio": 2.102896, + "range_factor_pass": false, + "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": 99.460043, + "strategy_rank": 96.871221, + "production_rank": 97.734162, + "structural_overlay_pass": false, + "structural_overlay_score": 92.847454, + "structural_overlay_rr": 1.609112, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.54833, + "primary_prob": 40.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.322494, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 1.194363, + "range_504_ratio": 3.301455, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.521871, + "hold30_r": 0.676338 + }, + { + "symbol": "EIX", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.317495, + "strategy_rank": 60.805741, + "production_rank": 67.642992, + "structural_overlay_pass": false, + "structural_overlay_score": 64.260843, + "structural_overlay_rr": 1.756734, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.814695, + "primary_prob": 44.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 88.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.722042, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.30326, + "range_504_ratio": 1.354267, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.75066, + "hold30_r": -1.0 + }, + { + "symbol": "ELV", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.736501, + "strategy_rank": 73.770891, + "production_rank": 80.426094, + "structural_overlay_pass": false, + "structural_overlay_score": 76.404789, + "structural_overlay_rr": 2.114414, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.602767, + "primary_prob": 35.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.404151, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.406459, + "range_504_ratio": 1.501491, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.551455, + "hold30_r": -1.013816 + }, + { + "symbol": "EOG", + "date": "2022-08-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 96.760259, + "strategy_rank": 92.683638, + "production_rank": 94.042512, + "structural_overlay_pass": false, + "structural_overlay_score": 89.340386, + "structural_overlay_rr": 1.745591, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.091756, + "primary_prob": 43.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 3.137633, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.85703, + "range_504_ratio": 2.356153, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.062574, + "hold30_r": 1.253037 + }, + { + "symbol": "EQT", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.028078, + "strategy_rank": 97.280819, + "production_rank": 97.863239, + "structural_overlay_pass": false, + "structural_overlay_score": 92.970077, + "structural_overlay_rr": 1.935747, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.723448, + "primary_prob": 32.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.585172, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 1.165892, + "range_504_ratio": 3.208784, + "range_factor_pass": true, + "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": 84.665227, + "strategy_rank": 64.314202, + "production_rank": 71.097877, + "structural_overlay_pass": false, + "structural_overlay_score": 67.542983, + "structural_overlay_rr": 2.415069, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 11, + "rr": 2.143997, + "primary_prob": 23.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 1, + "primary_distance_atr": 3.215996, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.393945, + "range_504_ratio": 1.482818, + "range_factor_pass": false, + "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": 96.976242, + "strategy_rank": 93.5468, + "production_rank": 94.689947, + "structural_overlay_pass": false, + "structural_overlay_score": 89.95545, + "structural_overlay_rr": 1.690334, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.544342, + "primary_prob": 34.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.316514, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.778809, + "range_504_ratio": 2.178875, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.514609, + "hold30_r": 0.716438 + }, + { + "symbol": "FANG", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.056156, + "strategy_rank": 94.658726, + "production_rank": 95.791203, + "structural_overlay_pass": false, + "structural_overlay_score": 91.001643, + "structural_overlay_rr": 1.811479, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.595549, + "primary_prob": 50.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.393324, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.900483, + "range_504_ratio": 2.46079, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.568011, + "hold30_r": 0.054622 + }, + { + "symbol": "FDS", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.421166, + "strategy_rank": 68.338506, + "production_rank": 74.032726, + "structural_overlay_pass": false, + "structural_overlay_score": 70.33109, + "structural_overlay_rr": 1.811482, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.72171, + "primary_prob": 48.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.582565, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.417814, + "range_504_ratio": 1.518638, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.655555, + "hold30_r": -1.664917 + }, + { + "symbol": "FTNT", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.87257, + "strategy_rank": 92.583615, + "production_rank": 92.679933, + "structural_overlay_pass": false, + "structural_overlay_score": 88.045937, + "structural_overlay_rr": 2.593806, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 11, + "rr": 1.860656, + "primary_prob": 31.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 79, + "primary_distance_atr": 2.790984, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.452908, + "range_504_ratio": 1.572879, + "range_factor_pass": false, + "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": 80.12959, + "strategy_rank": 61.009807, + "production_rank": 67.383068, + "structural_overlay_pass": false, + "structural_overlay_score": 64.013914, + "structural_overlay_rr": 1.673959, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.373233, + "primary_prob": 50.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 81.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.05985, + "raw_level_count": 21, + "gate_level_count": 21, + "range_504_log": 0.242129, + "range_504_ratio": 1.273959, + "range_factor_pass": false, + "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": 97.192225, + "strategy_rank": 93.924525, + "production_rank": 95.013758, + "structural_overlay_pass": false, + "structural_overlay_score": 90.26307, + "structural_overlay_rr": 0.847286, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.753408, + "primary_prob": 22.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 14, + "primary_distance_atr": 4.130112, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.903753, + "range_504_ratio": 2.468852, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.028164, + "hold30_r": -0.738538 + }, + { + "symbol": "HPQ", + "date": "2022-08-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.064795, + "strategy_rank": 86.37869, + "production_rank": 87.607391, + "structural_overlay_pass": false, + "structural_overlay_score": 83.227022, + "structural_overlay_rr": 1.723218, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.081562, + "primary_prob": 43.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 3.122343, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.462652, + "range_504_ratio": 1.58828, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.041865, + "hold30_r": -1.0 + }, + { + "symbol": "HST", + "date": "2022-08-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.477322, + "strategy_rank": 80.246423, + "production_rank": 81.323389, + "structural_overlay_pass": false, + "structural_overlay_score": 77.25722, + "structural_overlay_rr": 2.246317, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 12, + "rr": 2.059438, + "primary_prob": 43.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 18, + "primary_distance_atr": 3.089157, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.388277, + "range_504_ratio": 1.474438, + "range_factor_pass": false, + "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": 86.069114, + "strategy_rank": 69.115694, + "production_rank": 74.766834, + "structural_overlay_pass": false, + "structural_overlay_score": 71.028492, + "structural_overlay_rr": 1.979642, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.774258, + "primary_prob": 32.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.661387, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.354605, + "range_504_ratio": 1.425618, + "range_factor_pass": false, + "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": 81.857451, + "strategy_rank": 73.319633, + "production_rank": 76.165573, + "structural_overlay_pass": false, + "structural_overlay_score": 72.357294, + "structural_overlay_rr": 2.241569, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.029671, + "primary_prob": 25.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 2, + "primary_distance_atr": 3.044506, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.341124, + "range_504_ratio": 1.406527, + "range_factor_pass": false, + "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": 87.796976, + "strategy_rank": 87.250764, + "production_rank": 87.432834, + "structural_overlay_pass": false, + "structural_overlay_score": 83.061193, + "structural_overlay_rr": 1.974089, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.787724, + "primary_prob": 47.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.681586, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.480162, + "range_504_ratio": 1.616337, + "range_factor_pass": false, + "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": 84.88121, + "strategy_rank": 74.59484, + "production_rank": 78.02363, + "structural_overlay_pass": false, + "structural_overlay_score": 74.122448, + "structural_overlay_rr": 1.745671, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.69553, + "primary_prob": 33.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.543294, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.521716, + "range_504_ratio": 1.684917, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.632716, + "hold30_r": -1.0 + }, + { + "symbol": "LITE", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.341253, + "strategy_rank": 80.26865, + "production_rank": 81.626184, + "structural_overlay_pass": false, + "structural_overlay_score": 77.544875, + "structural_overlay_rr": 2.019793, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.819535, + "primary_prob": 46.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.729303, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.38677, + "range_504_ratio": 1.472218, + "range_factor_pass": false, + "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": 91.468683, + "strategy_rank": 69.594421, + "production_rank": 76.885841, + "structural_overlay_pass": false, + "structural_overlay_score": 73.041549, + "structural_overlay_rr": 2.269469, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.949637, + "primary_prob": 30.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.924456, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.420579, + "range_504_ratio": 1.522843, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.053781, + "hold30_r": 0.55262 + }, + { + "symbol": "LMT", + "date": "2022-08-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.289417, + "strategy_rank": 63.783822, + "production_rank": 69.952353, + "structural_overlay_pass": false, + "structural_overlay_score": 66.454736, + "structural_overlay_rr": 3.106828, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.104749, + "primary_prob": 29.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 10, + "primary_distance_atr": 3.157124, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.392319, + "range_504_ratio": 1.48041, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.068585, + "hold30_r": -1.009297 + }, + { + "symbol": "LYV", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.336933, + "strategy_rank": 86.722585, + "production_rank": 87.260701, + "structural_overlay_pass": false, + "structural_overlay_score": 82.897666, + "structural_overlay_rr": 2.703575, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.758937, + "primary_prob": 47.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.638406, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.542907, + "range_504_ratio": 1.721002, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.211772, + "hold30_r": -1.171947 + }, + { + "symbol": "MAR", + "date": "2022-08-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.825054, + "strategy_rank": 81.554237, + "production_rank": 83.311176, + "structural_overlay_pass": false, + "structural_overlay_score": 79.145617, + "structural_overlay_rr": 1.722381, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.03697, + "primary_prob": 44.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 3.055455, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.431608, + "range_504_ratio": 1.539731, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.049163, + "hold30_r": -1.0 + }, + { + "symbol": "MOS", + "date": "2022-08-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 96.328294, + "strategy_rank": 94.937896, + "production_rank": 95.401362, + "structural_overlay_pass": false, + "structural_overlay_score": 90.631294, + "structural_overlay_rr": 1.737328, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.877613, + "primary_prob": 36.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 19, + "primary_distance_atr": 4.316419, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 1.031539, + "range_504_ratio": 2.805379, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.029106, + "hold30_r": -0.396232 + }, + { + "symbol": "MPC", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.788337, + "strategy_rank": 85.368988, + "production_rank": 88.842104, + "structural_overlay_pass": false, + "structural_overlay_score": 84.399999, + "structural_overlay_rr": 3.730624, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "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": 60, + "gate_level_count": 60, + "range_504_log": 0.823448, + "range_504_ratio": 2.278342, + "range_factor_pass": false, + "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": 87.041037, + "strategy_rank": 89.53714, + "production_rank": 88.705106, + "structural_overlay_pass": false, + "structural_overlay_score": 84.26985, + "structural_overlay_rr": 0.684675, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.309129, + "primary_prob": 41.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.963693, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.510768, + "range_504_ratio": 1.666571, + "range_factor_pass": false, + "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": 90.712743, + "strategy_rank": 63.693095, + "production_rank": 72.699644, + "structural_overlay_pass": false, + "structural_overlay_score": 69.064662, + "structural_overlay_rr": 2.084714, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.591225, + "primary_prob": 35.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.386838, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.300298, + "range_504_ratio": 1.350261, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.06081, + "hold30_r": -1.0 + }, + { + "symbol": "NI", + "date": "2022-08-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.909287, + "strategy_rank": 59.7721, + "production_rank": 67.817829, + "structural_overlay_pass": false, + "structural_overlay_score": 64.426937, + "structural_overlay_rr": 2.285502, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.285502, + "primary_prob": 21.97, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 4.0, + "primary_rejection_count": 2, + "primary_distance_atr": 3.428253, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.320489, + "range_504_ratio": 1.377801, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.064546, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2022-08-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.5054, + "strategy_rank": 86.232744, + "production_rank": 84.990296, + "structural_overlay_pass": false, + "structural_overlay_score": 80.740781, + "structural_overlay_rr": 2.319391, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.788846, + "primary_prob": 36.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 4.18327, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.901964, + "range_504_ratio": 2.464438, + "range_factor_pass": false, + "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": 81.533477, + "strategy_rank": 79.694793, + "production_rank": 80.307688, + "structural_overlay_pass": false, + "structural_overlay_score": 76.292304, + "structural_overlay_rr": 1.791099, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.663875, + "primary_prob": 49.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.495813, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.47933, + "range_504_ratio": 1.614992, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.043476, + "hold30_r": -1.0 + }, + { + "symbol": "OKE", + "date": "2022-08-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 85.853132, + "strategy_rank": 75.501723, + "production_rank": 78.952193, + "structural_overlay_pass": false, + "structural_overlay_score": 75.004583, + "structural_overlay_rr": 2.059883, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.112794, + "primary_prob": 43.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 21, + "primary_distance_atr": 3.169192, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.436651, + "range_504_ratio": 1.547516, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.046927, + "hold30_r": -1.0 + }, + { + "symbol": "ON", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.62419, + "strategy_rank": 96.427548, + "production_rank": 96.826429, + "structural_overlay_pass": false, + "structural_overlay_score": 91.985107, + "structural_overlay_rr": 1.095971, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.095971, + "primary_prob": 41.85, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.643956, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.73961, + "range_504_ratio": 2.095119, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.067265, + "hold30_r": -0.268843 + }, + { + "symbol": "OXY", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.892009, + "strategy_rank": 98.079746, + "production_rank": 98.683833, + "structural_overlay_pass": false, + "structural_overlay_score": 93.749642, + "structural_overlay_rr": 1.942536, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.942536, + "primary_prob": 27.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.913804, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 1.230987, + "range_504_ratio": 3.424607, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.914172, + "hold30_r": -0.221102 + }, + { + "symbol": "PANW", + "date": "2022-08-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 96.544276, + "strategy_rank": 93.114974, + "production_rank": 94.258075, + "structural_overlay_pass": false, + "structural_overlay_score": 89.545171, + "structural_overlay_rr": 1.659296, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.344319, + "primary_prob": 40.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 13, + "primary_distance_atr": 3.516478, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.581311, + "range_504_ratio": 1.788381, + "range_factor_pass": false, + "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": 89.416847, + "strategy_rank": 80.779495, + "production_rank": 83.658612, + "structural_overlay_pass": false, + "structural_overlay_score": 79.475682, + "structural_overlay_rr": 1.801394, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.839721, + "primary_prob": 46.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 76, + "primary_distance_atr": 2.759582, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.470459, + "range_504_ratio": 1.600728, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.786109, + "hold30_r": 3.29849 + }, + { + "symbol": "PSX", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.473002, + "strategy_rank": 82.65505, + "production_rank": 84.261034, + "structural_overlay_pass": false, + "structural_overlay_score": 80.047982, + "structural_overlay_rr": 1.636803, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.605431, + "primary_prob": 39.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.408147, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.565903, + "range_504_ratio": 1.761038, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.570037, + "hold30_r": -1.0 + }, + { + "symbol": "PWR", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.112311, + "strategy_rank": 89.349815, + "production_rank": 91.60398, + "structural_overlay_pass": false, + "structural_overlay_score": 87.023781, + "structural_overlay_rr": 0.954471, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.728381, + "primary_prob": 54.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.092572, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.553776, + "range_504_ratio": 1.73981, + "range_factor_pass": false, + "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": 84.12527, + "strategy_rank": 83.580246, + "production_rank": 83.76192, + "structural_overlay_pass": false, + "structural_overlay_score": 79.573824, + "structural_overlay_rr": 1.893286, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.689002, + "primary_prob": 48.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.533503, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.493101, + "range_504_ratio": 1.637386, + "range_factor_pass": false, + "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": 82.073434, + "strategy_rank": 74.344608, + "production_rank": 76.920883, + "structural_overlay_pass": false, + "structural_overlay_score": 73.074839, + "structural_overlay_rr": 1.78873, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.380559, + "primary_prob": 24.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 5, + "primary_distance_atr": 3.570838, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.3591, + "range_504_ratio": 1.43204, + "range_factor_pass": false, + "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": 81.101512, + "strategy_rank": 63.017013, + "production_rank": 69.045179, + "structural_overlay_pass": false, + "structural_overlay_score": 65.59292, + "structural_overlay_rr": 1.506994, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.982908, + "primary_prob": 29.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.974361, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.29418, + "range_504_ratio": 1.342025, + "range_factor_pass": false, + "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": 92.332613, + "strategy_rank": 90.716972, + "production_rank": 91.255519, + "structural_overlay_pass": false, + "structural_overlay_score": 86.692743, + "structural_overlay_rr": 2.245752, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.56573, + "primary_prob": 51.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.348594, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.654567, + "range_504_ratio": 1.92431, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.535146, + "hold30_r": 1.449466 + }, + { + "symbol": "SMCI", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.168467, + "strategy_rank": 94.78524, + "production_rank": 94.579649, + "structural_overlay_pass": false, + "structural_overlay_score": 89.850667, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "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": 51, + "gate_level_count": 51, + "range_504_log": 0.738339, + "range_504_ratio": 2.092457, + "range_factor_pass": false, + "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": 80.777538, + "strategy_rank": 58.227124, + "production_rank": 65.743929, + "structural_overlay_pass": false, + "structural_overlay_score": 62.456732, + "structural_overlay_rr": 1.461068, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.475711, + "primary_prob": 48.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 77.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.213566, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.37109, + "range_504_ratio": 1.449314, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.407513, + "hold30_r": 0.150178 + }, + { + "symbol": "STLD", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.153348, + "strategy_rank": 81.119965, + "production_rank": 81.797759, + "structural_overlay_pass": false, + "structural_overlay_score": 77.707871, + "structural_overlay_rr": 1.514355, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.939097, + "primary_prob": 28.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.908646, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.686098, + "range_504_ratio": 1.985952, + "range_factor_pass": false, + "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": 80.345572, + "strategy_rank": 59.186884, + "production_rank": 66.23978, + "structural_overlay_pass": false, + "structural_overlay_score": 62.927791, + "structural_overlay_rr": 1.896477, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 9, + "rr": 1.134679, + "primary_prob": 45.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.702019, + "raw_level_count": 19, + "gate_level_count": 19, + "range_504_log": 0.232122, + "range_504_ratio": 1.261273, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.079014, + "hold30_r": -0.636815 + }, + { + "symbol": "SYY", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.552916, + "strategy_rank": 74.73785, + "production_rank": 79.342872, + "structural_overlay_pass": false, + "structural_overlay_score": 75.375728, + "structural_overlay_rr": 1.884073, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.942708, + "primary_prob": 30.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.914062, + "raw_level_count": 25, + "gate_level_count": 25, + "range_504_log": 0.29642, + "range_504_ratio": 1.345035, + "range_factor_pass": false, + "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": 85.637149, + "strategy_rank": 71.434677, + "production_rank": 76.168835, + "structural_overlay_pass": false, + "structural_overlay_score": 72.360393, + "structural_overlay_rr": 1.606426, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.752738, + "primary_prob": 54.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 86.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.129107, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.34778, + "range_504_ratio": 1.415921, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.703825, + "hold30_r": -1.0 + }, + { + "symbol": "TPL", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.848812, + "strategy_rank": 88.0398, + "production_rank": 88.642804, + "structural_overlay_pass": false, + "structural_overlay_score": 84.210664, + "structural_overlay_rr": 0.669258, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.776449, + "primary_prob": 56.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.164673, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.689717, + "range_504_ratio": 1.993152, + "range_factor_pass": false, + "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": 95.356371, + "strategy_rank": 88.367583, + "production_rank": 90.697179, + "structural_overlay_pass": false, + "structural_overlay_score": 86.16232, + "structural_overlay_rr": 2.596663, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.6823, + "primary_prob": 47.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 93.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.52345, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.741796, + "range_504_ratio": 2.099704, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.644924, + "hold30_r": -0.578291 + }, + { + "symbol": "TSCO", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.693305, + "strategy_rank": 78.099876, + "production_rank": 79.964352, + "structural_overlay_pass": false, + "structural_overlay_score": 75.966135, + "structural_overlay_rr": 1.811187, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.591053, + "primary_prob": 35.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.386579, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.372081, + "range_504_ratio": 1.450751, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.545596, + "hold30_r": -1.0 + }, + { + "symbol": "TSLA", + "date": "2022-08-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 95.140389, + "strategy_rank": 95.141961, + "production_rank": 95.141437, + "structural_overlay_pass": false, + "structural_overlay_score": 90.384365, + "structural_overlay_rr": 1.677601, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.503076, + "primary_prob": 39.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 3.754614, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.695224, + "range_504_ratio": 2.004158, + "range_factor_pass": false, + "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": 90.928726, + "strategy_rank": 85.91548, + "production_rank": 87.586562, + "structural_overlay_pass": false, + "structural_overlay_score": 83.207234, + "structural_overlay_rr": 1.946623, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 9, + "rr": 1.739383, + "primary_prob": 33.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.609075, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.318315, + "range_504_ratio": 1.374809, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.699606, + "hold30_r": 1.052623 + }, + { + "symbol": "VLO", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.38013, + "strategy_rank": 93.429198, + "production_rank": 95.079508, + "structural_overlay_pass": false, + "structural_overlay_score": 90.325533, + "structural_overlay_rr": 2.269266, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.977035, + "primary_prob": 33.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.965553, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.914113, + "range_504_ratio": 2.494562, + "range_factor_pass": false, + "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": 93.196544, + "strategy_rank": 82.06606, + "production_rank": 85.776221, + "structural_overlay_pass": false, + "structural_overlay_score": 81.48741, + "structural_overlay_rr": 1.737565, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.314247, + "primary_prob": 51.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 76.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.971371, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.506212, + "range_504_ratio": 1.658995, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.045321, + "hold30_r": -1.0 + }, + { + "symbol": "WMB", + "date": "2022-08-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.900648, + "strategy_rank": 72.809418, + "production_rank": 79.173161, + "structural_overlay_pass": false, + "structural_overlay_score": 75.214503, + "structural_overlay_rr": 2.456969, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.305354, + "primary_prob": 40.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 11, + "primary_distance_atr": 3.458031, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.47852, + "range_504_ratio": 1.613685, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.04837, + "hold30_r": -1.0 + }, + { + "symbol": "WRB", + "date": "2022-08-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.384449, + "strategy_rank": 68.366849, + "production_rank": 77.039382, + "structural_overlay_pass": false, + "structural_overlay_score": 73.187413, + "structural_overlay_rr": 2.644688, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.564147, + "primary_prob": 23.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 3.846221, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.428122, + "range_504_ratio": 1.534373, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.061787, + "hold30_r": 0.166287 + }, + { + "symbol": "XOM", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.572354, + "strategy_rank": 85.703237, + "production_rank": 88.992943, + "structural_overlay_pass": false, + "structural_overlay_score": 84.543296, + "structural_overlay_rr": 1.846255, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.629299, + "primary_prob": 33.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.443948, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.706209, + "range_504_ratio": 2.026296, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.589224, + "hold30_r": -0.192811 + }, + { + "symbol": "ABBV", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.198218, + "strategy_rank": 64.073903, + "production_rank": 72.448675, + "structural_overlay_pass": false, + "structural_overlay_score": 68.826241, + "structural_overlay_rr": 1.991356, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.559774, + "primary_prob": 36.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.339661, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.510693, + "range_504_ratio": 1.666446, + "range_factor_pass": false, + "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": 88.418708, + "strategy_rank": 75.841928, + "production_rank": 80.034188, + "structural_overlay_pass": false, + "structural_overlay_score": 76.032479, + "structural_overlay_rr": 1.817113, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.802429, + "primary_prob": 43.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 80.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.703644, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.552434, + "range_504_ratio": 1.737477, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.744401, + "hold30_r": -1.0 + }, + { + "symbol": "ALB", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.416481, + "strategy_rank": 88.98909, + "production_rank": 88.464887, + "structural_overlay_pass": false, + "structural_overlay_score": 84.041642, + "structural_overlay_rr": 0.77717, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.682111, + "primary_prob": 57.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.023167, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.58116, + "range_504_ratio": 1.788111, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.647865, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2022-08-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.541203, + "strategy_rank": 88.437685, + "production_rank": 90.138858, + "structural_overlay_pass": false, + "structural_overlay_score": 85.631915, + "structural_overlay_rr": 1.961561, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.01262, + "primary_prob": 42.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 92.0, + "primary_rejection_count": 14, + "primary_distance_atr": 3.01893, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.555987, + "range_504_ratio": 1.743662, + "range_factor_pass": false, + "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": 99.331849, + "strategy_rank": 97.797033, + "production_rank": 98.308638, + "structural_overlay_pass": false, + "structural_overlay_score": 93.393206, + "structural_overlay_rr": 1.634398, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.599952, + "primary_prob": 30.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 74.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.399928, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 1.206543, + "range_504_ratio": 3.341911, + "range_factor_pass": true, + "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": 81.403118, + "strategy_rank": 57.415998, + "production_rank": 65.411705, + "structural_overlay_pass": false, + "structural_overlay_score": 62.141119, + "structural_overlay_rr": 1.481553, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.548784, + "primary_prob": 51.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.323176, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.359799, + "range_504_ratio": 1.433042, + "range_factor_pass": false, + "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": 86.525612, + "strategy_rank": 77.253135, + "production_rank": 80.343961, + "structural_overlay_pass": false, + "structural_overlay_score": 76.326762, + "structural_overlay_rr": 1.874883, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.635159, + "primary_prob": 22.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 3.952738, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.397018, + "range_504_ratio": 1.487382, + "range_factor_pass": false, + "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": 85.634744, + "strategy_rank": 76.12897, + "production_rank": 79.297562, + "structural_overlay_pass": false, + "structural_overlay_score": 75.332683, + "structural_overlay_rr": 1.735423, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.69324, + "primary_prob": 48.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.53986, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.58224, + "range_504_ratio": 1.790044, + "range_factor_pass": false, + "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": 94.432071, + "strategy_rank": 90.39611, + "production_rank": 91.74143, + "structural_overlay_pass": false, + "structural_overlay_score": 87.154359, + "structural_overlay_rr": 1.98637, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.695111, + "primary_prob": 33.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.542667, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.726893, + "range_504_ratio": 2.068643, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.028589, + "hold30_r": -1.0 + }, + { + "symbol": "BLDR", + "date": "2022-08-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 95.991091, + "strategy_rank": 93.990204, + "production_rank": 94.657167, + "structural_overlay_pass": false, + "structural_overlay_score": 89.924308, + "structural_overlay_rr": 1.693052, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.052724, + "primary_prob": 28.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 21, + "primary_distance_atr": 3.079085, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.790217, + "range_504_ratio": 2.203874, + "range_factor_pass": false, + "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": 83.964365, + "strategy_rank": 69.320106, + "production_rank": 74.201526, + "structural_overlay_pass": false, + "structural_overlay_score": 70.491449, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.338771, + "primary_prob": 55.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.008156, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.349366, + "range_504_ratio": 1.418168, + "range_factor_pass": false, + "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": 80.066815, + "strategy_rank": 82.77647, + "production_rank": 81.873252, + "structural_overlay_pass": false, + "structural_overlay_score": 77.779589, + "structural_overlay_rr": 2.194066, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.810048, + "primary_prob": 47.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.715071, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.543604, + "range_504_ratio": 1.722203, + "range_factor_pass": false, + "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": 98.886414, + "strategy_rank": 94.181558, + "production_rank": 95.749843, + "structural_overlay_pass": false, + "structural_overlay_score": 90.962351, + "structural_overlay_rr": 1.663091, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.776025, + "primary_prob": 62.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.164038, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.966177, + "range_504_ratio": 2.62788, + "range_factor_pass": false, + "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": 94.766147, + "strategy_rank": 76.480908, + "production_rank": 82.575988, + "structural_overlay_pass": false, + "structural_overlay_score": 78.447188, + "structural_overlay_rr": 1.193298, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.879977, + "primary_prob": 49.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.319965, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.501532, + "range_504_ratio": 1.651249, + "range_factor_pass": false, + "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": 97.438753, + "strategy_rank": 91.633156, + "production_rank": 93.568355, + "structural_overlay_pass": false, + "structural_overlay_score": 88.889937, + "structural_overlay_rr": 1.607081, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.730674, + "primary_prob": 32.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.59601, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.881094, + "range_504_ratio": 2.413538, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.695524, + "hold30_r": 0.398797 + }, + { + "symbol": "COR", + "date": "2022-08-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.859688, + "strategy_rank": 63.538155, + "production_rank": 71.312, + "structural_overlay_pass": false, + "structural_overlay_score": 67.7464, + "structural_overlay_rr": 1.613808, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.046904, + "primary_prob": 43.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 12, + "primary_distance_atr": 3.070356, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.406542, + "range_504_ratio": 1.501617, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.057915, + "hold30_r": -1.0 + }, + { + "symbol": "COST", + "date": "2022-08-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.641425, + "strategy_rank": 76.531756, + "production_rank": 80.568313, + "structural_overlay_pass": false, + "structural_overlay_score": 76.539897, + "structural_overlay_rr": 1.754555, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.31992, + "primary_prob": 26.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 8, + "primary_distance_atr": 3.47988, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.447827, + "range_504_ratio": 1.564907, + "range_factor_pass": false, + "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": 99.554566, + "strategy_rank": 94.248819, + "production_rank": 96.017401, + "structural_overlay_pass": true, + "structural_overlay_score": 96.216531, + "structural_overlay_rr": 2.090852, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.535201, + "primary_prob": 36.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.302801, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 1.007914, + "range_504_ratio": 2.73988, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.501575, + "hold30_r": -1.391992 + }, + { + "symbol": "CTVA", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.532294, + "strategy_rank": 71.215431, + "production_rank": 77.321052, + "structural_overlay_pass": false, + "structural_overlay_score": 73.454999, + "structural_overlay_rr": 1.054868, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.768784, + "primary_prob": 53.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.153176, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.455584, + "range_504_ratio": 1.577094, + "range_factor_pass": false, + "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": 82.516704, + "strategy_rank": 61.799512, + "production_rank": 68.705243, + "structural_overlay_pass": false, + "structural_overlay_score": 65.269981, + "structural_overlay_rr": 1.618606, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.731098, + "primary_prob": 32.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.596647, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.338101, + "range_504_ratio": 1.402281, + "range_factor_pass": false, + "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": 94.988864, + "strategy_rank": 82.977188, + "production_rank": 86.98108, + "structural_overlay_pass": false, + "structural_overlay_score": 82.632026, + "structural_overlay_rr": 2.52381, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.752463, + "primary_prob": 47.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.628694, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.675109, + "range_504_ratio": 1.964247, + "range_factor_pass": false, + "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": 98.663697, + "strategy_rank": 92.891062, + "production_rank": 94.815274, + "structural_overlay_pass": false, + "structural_overlay_score": 90.07451, + "structural_overlay_rr": 1.071626, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.060118, + "primary_prob": 31.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.590176, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.743315, + "range_504_ratio": 2.102896, + "range_factor_pass": false, + "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": 99.109131, + "strategy_rank": 96.840241, + "production_rank": 97.596538, + "structural_overlay_pass": false, + "structural_overlay_score": 92.716711, + "structural_overlay_rr": 1.966094, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.814135, + "primary_prob": 31.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.721202, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 1.194363, + "range_504_ratio": 3.301455, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.786235, + "hold30_r": -1.0 + }, + { + "symbol": "ELV", + "date": "2022-08-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.207127, + "strategy_rank": 73.120406, + "production_rank": 79.81598, + "structural_overlay_pass": false, + "structural_overlay_score": 75.825181, + "structural_overlay_rr": 1.732554, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.124525, + "primary_prob": 25.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 3, + "primary_distance_atr": 3.186788, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.406459, + "range_504_ratio": 1.501491, + "range_factor_pass": false, + "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": 96.993318, + "strategy_rank": 92.923132, + "production_rank": 94.279861, + "structural_overlay_pass": false, + "structural_overlay_score": 89.565868, + "structural_overlay_rr": 1.551614, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.530737, + "primary_prob": 51.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.296106, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.85703, + "range_504_ratio": 2.356153, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.498878, + "hold30_r": -1.0 + }, + { + "symbol": "ERIE", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.296214, + "strategy_rank": 63.045948, + "production_rank": 69.796037, + "structural_overlay_pass": false, + "structural_overlay_score": 66.306235, + "structural_overlay_rr": 2.192934, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.909541, + "primary_prob": 26.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.864312, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.393945, + "range_504_ratio": 1.482818, + "range_factor_pass": false, + "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": 97.884187, + "strategy_rank": 94.280889, + "production_rank": 95.481988, + "structural_overlay_pass": false, + "structural_overlay_score": 90.707889, + "structural_overlay_rr": 1.057213, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.903248, + "primary_prob": 50.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.354872, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.778809, + "range_504_ratio": 2.178875, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.870564, + "hold30_r": -1.0 + }, + { + "symbol": "F", + "date": "2022-08-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.632517, + "strategy_rank": 83.669903, + "production_rank": 83.990774, + "structural_overlay_pass": false, + "structural_overlay_score": 79.791235, + "structural_overlay_rr": 2.399489, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.34304, + "primary_prob": 37.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 85.0, + "primary_rejection_count": 18, + "primary_distance_atr": 3.514559, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.891287, + "range_504_ratio": 2.438266, + "range_factor_pass": false, + "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": 98.44098, + "strategy_rank": 95.1712, + "production_rank": 96.261127, + "structural_overlay_pass": false, + "structural_overlay_score": 91.44807, + "structural_overlay_rr": 1.832209, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.604822, + "primary_prob": 50.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.407234, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.900483, + "range_504_ratio": 2.46079, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.577685, + "hold30_r": -1.0 + }, + { + "symbol": "FDS", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.180401, + "strategy_rank": 64.90192, + "production_rank": 70.32808, + "structural_overlay_pass": false, + "structural_overlay_score": 66.811676, + "structural_overlay_rr": 1.22982, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.827804, + "primary_prob": 46.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 98.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.741706, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.417814, + "range_504_ratio": 1.518638, + "range_factor_pass": false, + "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": 89.977728, + "strategy_rank": 90.58174, + "production_rank": 90.380403, + "structural_overlay_pass": false, + "structural_overlay_score": 85.861383, + "structural_overlay_rr": 1.85751, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 11, + "rr": 1.898407, + "primary_prob": 30.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 60, + "primary_distance_atr": 2.84761, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.452908, + "range_504_ratio": 1.572879, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.10288, + "hold30_r": -1.0742 + }, + { + "symbol": "GDDY", + "date": "2022-08-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 85.412027, + "strategy_rank": 78.676072, + "production_rank": 80.92139, + "structural_overlay_pass": false, + "structural_overlay_score": 76.875321, + "structural_overlay_rr": 1.77648, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.185689, + "primary_prob": 23.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 2, + "primary_distance_atr": 3.278534, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.333116, + "range_504_ratio": 1.395309, + "range_factor_pass": false, + "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": 97.216036, + "strategy_rank": 93.980035, + "production_rank": 95.058702, + "structural_overlay_pass": false, + "structural_overlay_score": 90.305767, + "structural_overlay_rr": 0.671935, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.948698, + "primary_prob": 20.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 14, + "primary_distance_atr": 4.423047, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.903753, + "range_504_ratio": 2.468852, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.266636, + "hold30_r": -1.237788 + }, + { + "symbol": "HLT", + "date": "2022-08-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.739421, + "strategy_rank": 78.774102, + "production_rank": 80.095875, + "structural_overlay_pass": false, + "structural_overlay_score": 76.091081, + "structural_overlay_rr": 1.898586, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.579383, + "primary_prob": 38.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 3.869074, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.437984, + "range_504_ratio": 1.54958, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.083208, + "hold30_r": -1.029405 + }, + { + "symbol": "HPQ", + "date": "2022-08-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.202673, + "strategy_rank": 87.401381, + "production_rank": 88.668478, + "structural_overlay_pass": false, + "structural_overlay_score": 84.235055, + "structural_overlay_rr": 3.041453, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.125998, + "primary_prob": 42.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 3.188997, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.462652, + "range_504_ratio": 1.58828, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.047847, + "hold30_r": -1.0 + }, + { + "symbol": "HST", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.200445, + "strategy_rank": 84.497375, + "production_rank": 86.398399, + "structural_overlay_pass": false, + "structural_overlay_score": 82.078479, + "structural_overlay_rr": 1.837022, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.625173, + "primary_prob": 50.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.437759, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.388277, + "range_504_ratio": 1.474438, + "range_factor_pass": false, + "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": 81.959911, + "strategy_rank": 65.514318, + "production_rank": 70.996182, + "structural_overlay_pass": false, + "structural_overlay_score": 67.446373, + "structural_overlay_rr": 2.321277, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.089029, + "primary_prob": 28.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 3.133543, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.354605, + "range_504_ratio": 1.425618, + "range_factor_pass": false, + "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": 80.623608, + "strategy_rank": 58.271898, + "production_rank": 65.722468, + "structural_overlay_pass": false, + "structural_overlay_score": 62.436345, + "structural_overlay_rr": 1.11845, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.494116, + "primary_prob": 29.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 63.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.241174, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.365678, + "range_504_ratio": 1.441492, + "range_factor_pass": false, + "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": 92.427617, + "strategy_rank": 89.994104, + "production_rank": 90.805275, + "structural_overlay_pass": false, + "structural_overlay_score": 86.265011, + "structural_overlay_rr": 2.147807, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.916012, + "primary_prob": 45.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.874019, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.480162, + "range_504_ratio": 1.616337, + "range_factor_pass": false, + "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": 86.080178, + "strategy_rank": 81.679929, + "production_rank": 83.146679, + "structural_overlay_pass": false, + "structural_overlay_score": 78.989345, + "structural_overlay_rr": 1.27129, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 2.232276, + "primary_prob": 26.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 3.348414, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.38677, + "range_504_ratio": 1.472218, + "range_factor_pass": false, + "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": 88.975501, + "strategy_rank": 67.355153, + "production_rank": 74.561936, + "structural_overlay_pass": false, + "structural_overlay_score": 70.833839, + "structural_overlay_rr": 1.21996, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.882538, + "primary_prob": 52.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.323807, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.420579, + "range_504_ratio": 1.522843, + "range_factor_pass": false, + "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": 84.966592, + "strategy_rank": 87.50776, + "production_rank": 86.660704, + "structural_overlay_pass": false, + "structural_overlay_score": 82.327669, + "structural_overlay_rr": 1.270143, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.57819, + "primary_prob": 35.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.367285, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.622855, + "range_504_ratio": 1.864242, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.036775, + "hold30_r": -1.0 + }, + { + "symbol": "LYV", + "date": "2022-08-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.650334, + "strategy_rank": 89.549338, + "production_rank": 90.583004, + "structural_overlay_pass": false, + "structural_overlay_score": 86.053853, + "structural_overlay_rr": 2.962686, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.736661, + "primary_prob": 37.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 4.104991, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.542907, + "range_504_ratio": 1.721002, + "range_factor_pass": false, + "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": 91.536748, + "strategy_rank": 84.598527, + "production_rank": 86.911267, + "structural_overlay_pass": false, + "structural_overlay_score": 82.565704, + "structural_overlay_rr": 1.894139, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.768288, + "primary_prob": 47.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.652432, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.431608, + "range_504_ratio": 1.539731, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.05244, + "hold30_r": -1.0 + }, + { + "symbol": "MOS", + "date": "2022-08-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 97.66147, + "strategy_rank": 95.893618, + "production_rank": 96.482902, + "structural_overlay_pass": false, + "structural_overlay_score": 91.658757, + "structural_overlay_rr": 1.898665, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 3.189446, + "primary_prob": 34.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 19, + "primary_distance_atr": 4.784168, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 1.031539, + "range_504_ratio": 2.805379, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.033073, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.325167, + "strategy_rank": 85.581121, + "production_rank": 89.16247, + "structural_overlay_pass": false, + "structural_overlay_score": 84.704346, + "structural_overlay_rr": 3.303407, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "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": 61, + "gate_level_count": 61, + "range_504_log": 0.823448, + "range_504_ratio": 2.278342, + "range_factor_pass": false, + "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": 89.755011, + "strategy_rank": 91.36021, + "production_rank": 90.825144, + "structural_overlay_pass": false, + "structural_overlay_score": 86.283886, + "structural_overlay_rr": 1.826967, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.765251, + "primary_prob": 32.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.647877, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.510768, + "range_504_ratio": 1.666571, + "range_factor_pass": false, + "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": 84.187082, + "strategy_rank": 59.09781, + "production_rank": 67.460901, + "structural_overlay_pass": false, + "structural_overlay_score": 64.087856, + "structural_overlay_rr": 1.440563, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.014236, + "primary_prob": 48.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.521354, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.300298, + "range_504_ratio": 1.350261, + "range_factor_pass": false, + "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": 82.182628, + "strategy_rank": 81.154091, + "production_rank": 81.496937, + "structural_overlay_pass": false, + "structural_overlay_score": 77.42209, + "structural_overlay_rr": 2.09595, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.23186, + "primary_prob": 32.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 12, + "primary_distance_atr": 3.347791, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.761874, + "range_504_ratio": 2.142287, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.042397, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.750557, + "strategy_rank": 89.82361, + "production_rank": 89.132592, + "structural_overlay_pass": false, + "structural_overlay_score": 84.675963, + "structural_overlay_rr": 2.295031, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.910801, + "primary_prob": 45.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.866201, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.901964, + "range_504_ratio": 2.464438, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.029423, + "hold30_r": -1.0 + }, + { + "symbol": "OKE", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.195991, + "strategy_rank": 77.154324, + "production_rank": 80.83488, + "structural_overlay_pass": false, + "structural_overlay_score": 76.793136, + "structural_overlay_rr": 1.843982, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.898025, + "primary_prob": 45.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.847038, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.436651, + "range_504_ratio": 1.547516, + "range_factor_pass": false, + "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": 99.888641, + "strategy_rank": 98.053306, + "production_rank": 98.665084, + "structural_overlay_pass": false, + "structural_overlay_score": 93.73183, + "structural_overlay_rr": 1.512394, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "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": 67, + "gate_level_count": 67, + "range_504_log": 1.230987, + "range_504_ratio": 3.424607, + "range_factor_pass": true, + "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": 96.770601, + "strategy_rank": 93.167675, + "production_rank": 94.36865, + "structural_overlay_pass": false, + "structural_overlay_score": 89.650218, + "structural_overlay_rr": 1.558543, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.766567, + "primary_prob": 32.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.64985, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.581311, + "range_504_ratio": 1.788381, + "range_factor_pass": false, + "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": 90.534521, + "strategy_rank": 80.292963, + "production_rank": 83.706816, + "structural_overlay_pass": false, + "structural_overlay_score": 79.521475, + "structural_overlay_rr": 1.991778, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.485333, + "primary_prob": 52.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.228, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.470459, + "range_504_ratio": 1.600728, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.054133, + "hold30_r": -1.0 + }, + { + "symbol": "PSX", + "date": "2022-08-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.870824, + "strategy_rank": 85.299566, + "production_rank": 87.489985, + "structural_overlay_pass": false, + "structural_overlay_score": 83.115486, + "structural_overlay_rr": 2.130299, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.17756, + "primary_prob": 26.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 7, + "primary_distance_atr": 3.26634, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.565903, + "range_504_ratio": 1.761038, + "range_factor_pass": false, + "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": 87.973274, + "strategy_rank": 85.474506, + "production_rank": 86.307429, + "structural_overlay_pass": false, + "structural_overlay_score": 81.992057, + "structural_overlay_rr": 1.799184, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.588097, + "primary_prob": 35.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.382145, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.493101, + "range_504_ratio": 1.637386, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.041346, + "hold30_r": -1.0 + }, + { + "symbol": "RF", + "date": "2022-08-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.957684, + "strategy_rank": 75.491291, + "production_rank": 77.313422, + "structural_overlay_pass": false, + "structural_overlay_score": 73.447751, + "structural_overlay_rr": 1.958197, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.414274, + "primary_prob": 37.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 89.0, + "primary_rejection_count": 18, + "primary_distance_atr": 3.62141, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.350493, + "range_504_ratio": 1.419767, + "range_factor_pass": false, + "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": 83.518931, + "strategy_rank": 75.281939, + "production_rank": 78.027603, + "structural_overlay_pass": false, + "structural_overlay_score": 74.126223, + "structural_overlay_rr": 1.887931, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.194569, + "primary_prob": 43.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.791853, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.3591, + "range_504_ratio": 1.43204, + "range_factor_pass": false, + "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": 81.737194, + "strategy_rank": 63.556414, + "production_rank": 69.616674, + "structural_overlay_pass": false, + "structural_overlay_score": 66.13584, + "structural_overlay_rr": 2.569438, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.596558, + "primary_prob": 35.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.394838, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.29418, + "range_504_ratio": 1.342025, + "range_factor_pass": false, + "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": 93.986637, + "strategy_rank": 92.186641, + "production_rank": 92.78664, + "structural_overlay_pass": false, + "structural_overlay_score": 88.147308, + "structural_overlay_rr": 2.03767, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.885191, + "primary_prob": 45.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.827786, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.654567, + "range_504_ratio": 1.92431, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.854142, + "hold30_r": 0.249967 + }, + { + "symbol": "STZ", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.073497, + "strategy_rank": 59.686487, + "production_rank": 67.482157, + "structural_overlay_pass": false, + "structural_overlay_score": 64.108049, + "structural_overlay_rr": 1.430575, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.311116, + "primary_prob": 37.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.966675, + "raw_level_count": 19, + "gate_level_count": 19, + "range_504_log": 0.232122, + "range_504_ratio": 1.261273, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.06546, + "hold30_r": -1.0 + }, + { + "symbol": "SYY", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.857461, + "strategy_rank": 72.947831, + "production_rank": 77.251041, + "structural_overlay_pass": false, + "structural_overlay_score": 73.388489, + "structural_overlay_rr": 1.214116, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.683693, + "primary_prob": 60.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.025539, + "raw_level_count": 25, + "gate_level_count": 25, + "range_504_log": 0.29642, + "range_504_ratio": 1.345035, + "range_factor_pass": false, + "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": 87.082405, + "strategy_rank": 72.770809, + "production_rank": 77.541341, + "structural_overlay_pass": false, + "structural_overlay_score": 73.664274, + "structural_overlay_rr": 1.786792, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.010214, + "primary_prob": 48.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.515321, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.34778, + "range_504_ratio": 1.415921, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.072732, + "hold30_r": -1.018954 + }, + { + "symbol": "TPL", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.209354, + "strategy_rank": 91.508283, + "production_rank": 92.40864, + "structural_overlay_pass": false, + "structural_overlay_score": 87.788208, + "structural_overlay_rr": 1.394717, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.178578, + "primary_prob": 25.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.767867, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.689717, + "range_504_ratio": 1.993152, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.149009, + "hold30_r": 0.451237 + }, + { + "symbol": "TRGP", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.768374, + "strategy_rank": 88.661889, + "production_rank": 91.030717, + "structural_overlay_pass": false, + "structural_overlay_score": 86.479181, + "structural_overlay_rr": 2.695516, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.756555, + "primary_prob": 46.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 91.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.634833, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.741796, + "range_504_ratio": 2.099704, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.718218, + "hold30_r": -1.23641 + }, + { + "symbol": "TSCO", + "date": "2022-08-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.741648, + "strategy_rank": 78.341067, + "production_rank": 80.141261, + "structural_overlay_pass": false, + "structural_overlay_score": 76.134198, + "structural_overlay_rr": 2.140862, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.161506, + "primary_prob": 42.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 3.242259, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.372081, + "range_504_ratio": 1.450751, + "range_factor_pass": false, + "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": 95.32294, + "strategy_rank": 95.324501, + "production_rank": 95.32398, + "structural_overlay_pass": false, + "structural_overlay_score": 90.557781, + "structural_overlay_rr": 1.615062, + "structural_overlay_sources": [ + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.61432, + "primary_prob": 50.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.42148, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.695224, + "range_504_ratio": 2.004158, + "range_factor_pass": false, + "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": 85.18931, + "strategy_rank": 87.963996, + "production_rank": 87.039101, + "structural_overlay_pass": false, + "structural_overlay_score": 82.687146, + "structural_overlay_rr": 1.978796, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.467348, + "primary_prob": 24.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 69, + "primary_distance_atr": 3.701022, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.595362, + "range_504_ratio": 1.813687, + "range_factor_pass": false, + "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": 90.868597, + "strategy_rank": 85.66586, + "production_rank": 87.400106, + "structural_overlay_pass": false, + "structural_overlay_score": 83.0301, + "structural_overlay_rr": 1.921105, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 10, + "rr": 1.413365, + "primary_prob": 38.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.120048, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.318315, + "range_504_ratio": 1.374809, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.368048, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.218263, + "strategy_rank": 93.647111, + "production_rank": 95.170828, + "structural_overlay_pass": false, + "structural_overlay_score": 90.412287, + "structural_overlay_rr": 1.574354, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.838312, + "primary_prob": 32.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.757467, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.914113, + "range_504_ratio": 2.494562, + "range_factor_pass": false, + "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": 93.76392, + "strategy_rank": 82.620283, + "production_rank": 86.334829, + "structural_overlay_pass": false, + "structural_overlay_score": 82.018087, + "structural_overlay_rr": 1.576305, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.104217, + "primary_prob": 55.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 73.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.656325, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.506212, + "range_504_ratio": 1.658995, + "range_factor_pass": false, + "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": 92.873051, + "strategy_rank": 73.353739, + "production_rank": 79.860176, + "structural_overlay_pass": false, + "structural_overlay_score": 75.867167, + "structural_overlay_rr": 1.529303, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.504512, + "primary_prob": 25.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 8, + "primary_distance_atr": 3.756769, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.47852, + "range_504_ratio": 1.613685, + "range_factor_pass": false, + "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": 92.093541, + "strategy_rank": 66.934889, + "production_rank": 75.321107, + "structural_overlay_pass": false, + "structural_overlay_score": 71.555051, + "structural_overlay_rr": 1.755513, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.786468, + "primary_prob": 35.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.679702, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.428122, + "range_504_ratio": 1.534373, + "range_factor_pass": false, + "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": 80.289532, + "strategy_rank": 65.079202, + "production_rank": 70.149312, + "structural_overlay_pass": false, + "structural_overlay_score": 66.641847, + "structural_overlay_rr": 1.84001, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.317977, + "primary_prob": 40.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 62, + "primary_distance_atr": 3.476965, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.28089, + "range_504_ratio": 1.324308, + "range_factor_pass": false, + "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": 96.547884, + "strategy_rank": 86.003986, + "production_rank": 89.518619, + "structural_overlay_pass": false, + "structural_overlay_score": 85.042688, + "structural_overlay_rr": 1.764998, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.537747, + "primary_prob": 35.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.30662, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.706209, + "range_504_ratio": 2.026296, + "range_factor_pass": false, + "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": 81.526549, + "strategy_rank": 72.184606, + "production_rank": 75.298587, + "structural_overlay_pass": false, + "structural_overlay_score": 71.533658, + "structural_overlay_rr": 1.522791, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.958107, + "primary_prob": 30.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.93716, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.349036, + "range_504_ratio": 1.4177, + "range_factor_pass": false, + "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": 88.827434, + "strategy_rank": 64.168154, + "production_rank": 72.387914, + "structural_overlay_pass": false, + "structural_overlay_score": 68.768518, + "structural_overlay_rr": 2.154449, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.563915, + "primary_prob": 23.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 3.845872, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.510693, + "range_504_ratio": 1.666446, + "range_factor_pass": false, + "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": 93.69469, + "strategy_rank": 79.906725, + "production_rank": 84.502714, + "structural_overlay_pass": false, + "structural_overlay_score": 80.277578, + "structural_overlay_rr": 2.891474, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.812556, + "primary_prob": 43.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 82.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.718834, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.552434, + "range_504_ratio": 1.737477, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.061389, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2022-08-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.809735, + "strategy_rank": 88.237532, + "production_rank": 89.7616, + "structural_overlay_pass": false, + "structural_overlay_score": 85.27352, + "structural_overlay_rr": 2.703253, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.755034, + "primary_prob": 35.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 90.0, + "primary_rejection_count": 14, + "primary_distance_atr": 4.132551, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.555987, + "range_504_ratio": 1.743662, + "range_factor_pass": false, + "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": 99.446903, + "strategy_rank": 97.988522, + "production_rank": 98.474649, + "structural_overlay_pass": false, + "structural_overlay_score": 93.550917, + "structural_overlay_rr": 1.573243, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.592835, + "primary_prob": 38.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.389252, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 1.206543, + "range_504_ratio": 3.341911, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.026021, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.946903, + "strategy_rank": 78.166699, + "production_rank": 81.093434, + "structural_overlay_pass": false, + "structural_overlay_score": 77.038762, + "structural_overlay_rr": 1.57383, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.849973, + "primary_prob": 31.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.77496, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.397018, + "range_504_ratio": 1.487382, + "range_factor_pass": false, + "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": 94.358407, + "strategy_rank": 79.343703, + "production_rank": 84.348604, + "structural_overlay_pass": false, + "structural_overlay_score": 80.131174, + "structural_overlay_rr": 1.793951, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "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": 38, + "gate_level_count": 38, + "range_504_log": 0.493694, + "range_504_ratio": 1.638357, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.254426, + "hold30_r": -1.193033 + }, + { + "symbol": "BG", + "date": "2022-08-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.367257, + "strategy_rank": 81.165367, + "production_rank": 84.89933, + "structural_overlay_pass": false, + "structural_overlay_score": 80.654364, + "structural_overlay_rr": 1.51906, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.252851, + "primary_prob": 36.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 75.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.379277, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.58224, + "range_504_ratio": 1.790044, + "range_factor_pass": false, + "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": 84.513274, + "strategy_rank": 83.822275, + "production_rank": 84.052608, + "structural_overlay_pass": false, + "structural_overlay_score": 79.849978, + "structural_overlay_rr": 2.348636, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.593658, + "primary_prob": 50.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.390487, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.726893, + "range_504_ratio": 2.068643, + "range_factor_pass": false, + "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": 96.128319, + "strategy_rank": 94.173801, + "production_rank": 94.825307, + "structural_overlay_pass": false, + "structural_overlay_score": 90.084041, + "structural_overlay_rr": 1.159253, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.508152, + "primary_prob": 37.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.262227, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.790217, + "range_504_ratio": 2.203874, + "range_factor_pass": false, + "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": 84.070796, + "strategy_rank": 70.186574, + "production_rank": 74.814648, + "structural_overlay_pass": false, + "structural_overlay_score": 71.073916, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.548343, + "primary_prob": 36.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.322514, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.349366, + "range_504_ratio": 1.418168, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.077694, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.969027, + "strategy_rank": 62.847932, + "production_rank": 69.22163, + "structural_overlay_pass": false, + "structural_overlay_score": 65.760549, + "structural_overlay_rr": 1.128739, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.861186, + "primary_prob": 49.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.291779, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.443623, + "range_504_ratio": 1.558342, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.803704, + "hold30_r": -1.0 + }, + { + "symbol": "CDNS", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.371681, + "strategy_rank": 85.341392, + "production_rank": 87.351489, + "structural_overlay_pass": false, + "structural_overlay_score": 82.983914, + "structural_overlay_rr": 0.834915, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.169728, + "primary_prob": 40.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 78.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.754592, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.38766, + "range_504_ratio": 1.473529, + "range_factor_pass": false, + "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": 95.353982, + "strategy_rank": 77.090329, + "production_rank": 83.178213, + "structural_overlay_pass": false, + "structural_overlay_score": 79.019303, + "structural_overlay_rr": 0.747352, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.716962, + "primary_prob": 56.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.075444, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.501532, + "range_504_ratio": 1.651249, + "range_factor_pass": false, + "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": 97.89823, + "strategy_rank": 92.363015, + "production_rank": 94.208087, + "structural_overlay_pass": false, + "structural_overlay_score": 89.497682, + "structural_overlay_rr": 2.460645, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.09287, + "primary_prob": 24.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 3, + "primary_distance_atr": 3.139305, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.881094, + "range_504_ratio": 2.413538, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.039394, + "hold30_r": -1.0 + }, + { + "symbol": "COR", + "date": "2022-08-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.048673, + "strategy_rank": 65.516391, + "production_rank": 73.360485, + "structural_overlay_pass": false, + "structural_overlay_score": 69.692461, + "structural_overlay_rr": 2.073173, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.060475, + "primary_prob": 28.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 19, + "primary_distance_atr": 3.090712, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.406542, + "range_504_ratio": 1.501617, + "range_factor_pass": false, + "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": 88.053097, + "strategy_rank": 76.289102, + "production_rank": 80.210434, + "structural_overlay_pass": false, + "structural_overlay_score": 76.199912, + "structural_overlay_rr": 1.238996, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.187872, + "primary_prob": 44.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.781808, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.447827, + "range_504_ratio": 1.564907, + "range_factor_pass": false, + "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": 99.668142, + "strategy_rank": 95.060517, + "production_rank": 96.596392, + "structural_overlay_pass": false, + "structural_overlay_score": 91.766572, + "structural_overlay_rr": 1.53842, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.53842, + "primary_prob": 33.53, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 10.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.30763, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 1.007914, + "range_504_ratio": 2.73988, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.0337, + "hold30_r": -1.0 + }, + { + "symbol": "CVS", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.29646, + "strategy_rank": 62.517467, + "production_rank": 69.443798, + "structural_overlay_pass": false, + "structural_overlay_score": 65.971608, + "structural_overlay_rr": 1.252604, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.827815, + "primary_prob": 31.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.741723, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.338101, + "range_504_ratio": 1.402281, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.069644, + "hold30_r": -1.0 + }, + { + "symbol": "CVX", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.685841, + "strategy_rank": 84.018763, + "production_rank": 87.907789, + "structural_overlay_pass": false, + "structural_overlay_score": 83.512399, + "structural_overlay_rr": 1.885507, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.997982, + "primary_prob": 32.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.996974, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.675109, + "range_504_ratio": 1.964247, + "range_factor_pass": false, + "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": 97.455752, + "strategy_rank": 92.185877, + "production_rank": 93.942502, + "structural_overlay_pass": false, + "structural_overlay_score": 89.245377, + "structural_overlay_rr": 1.59169, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.772235, + "primary_prob": 56.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.158352, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.743315, + "range_504_ratio": 2.102896, + "range_factor_pass": false, + "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": 99.225664, + "strategy_rank": 97.071224, + "production_rank": 97.789371, + "structural_overlay_pass": false, + "structural_overlay_score": 92.899902, + "structural_overlay_rr": 1.524798, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.211356, + "primary_prob": 41.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.817033, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 1.194363, + "range_504_ratio": 3.301455, + "range_factor_pass": true, + "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": 88.606195, + "strategy_rank": 62.422126, + "production_rank": 71.150149, + "structural_overlay_pass": false, + "structural_overlay_score": 67.592642, + "structural_overlay_rr": 1.086262, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.926274, + "primary_prob": 38.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.389411, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.355677, + "range_504_ratio": 1.427146, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.838363, + "hold30_r": -1.0 + }, + { + "symbol": "ELV", + "date": "2022-08-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.924779, + "strategy_rank": 72.999279, + "production_rank": 79.307779, + "structural_overlay_pass": false, + "structural_overlay_score": 75.34239, + "structural_overlay_rr": 1.714618, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.062628, + "primary_prob": 26.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 3, + "primary_distance_atr": 3.093942, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.406459, + "range_504_ratio": 1.501491, + "range_factor_pass": false, + "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": 97.013274, + "strategy_rank": 93.334706, + "production_rank": 94.560896, + "structural_overlay_pass": false, + "structural_overlay_score": 89.832851, + "structural_overlay_rr": 2.660783, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "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": 58, + "gate_level_count": 58, + "range_504_log": 0.85703, + "range_504_ratio": 2.356153, + "range_factor_pass": false, + "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": 82.522124, + "strategy_rank": 61.909133, + "production_rank": 68.78013, + "structural_overlay_pass": false, + "structural_overlay_score": 65.341124, + "structural_overlay_rr": 2.778197, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "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": 35, + "gate_level_count": 35, + "range_504_log": 0.393945, + "range_504_ratio": 1.482818, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.341761, + "hold30_r": 2.46344 + }, + { + "symbol": "F", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.292035, + "strategy_rank": 83.866303, + "production_rank": 84.008214, + "structural_overlay_pass": false, + "structural_overlay_score": 79.807803, + "structural_overlay_rr": 1.939039, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.9987, + "primary_prob": 44.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.99805, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.891287, + "range_504_ratio": 2.438266, + "range_factor_pass": false, + "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": 98.672566, + "strategy_rank": 95.424388, + "production_rank": 96.507114, + "structural_overlay_pass": false, + "structural_overlay_score": 91.681758, + "structural_overlay_rr": 2.598149, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "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": 60, + "gate_level_count": 60, + "range_504_log": 0.900483, + "range_504_ratio": 2.46079, + "range_factor_pass": false, + "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": 82.964602, + "strategy_rank": 65.997873, + "production_rank": 71.653449, + "structural_overlay_pass": false, + "structural_overlay_score": 68.070777, + "structural_overlay_rr": 1.276612, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.300715, + "primary_prob": 52.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 83.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.951072, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.417814, + "range_504_ratio": 1.518638, + "range_factor_pass": false, + "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": 93.030973, + "strategy_rank": 82.35925, + "production_rank": 85.916491, + "structural_overlay_pass": false, + "structural_overlay_score": 81.620667, + "structural_overlay_rr": 1.563138, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.278802, + "primary_prob": 39.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.918202, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.473165, + "range_504_ratio": 1.605066, + "range_factor_pass": false, + "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": 87.168142, + "strategy_rank": 88.697257, + "production_rank": 88.187552, + "structural_overlay_pass": false, + "structural_overlay_score": 83.778174, + "structural_overlay_rr": 1.738878, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 10, + "rr": 2.783719, + "primary_prob": 21.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 60, + "primary_distance_atr": 4.175578, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.452908, + "range_504_ratio": 1.572879, + "range_factor_pass": false, + "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": 96.349558, + "strategy_rank": 94.063475, + "production_rank": 94.825502, + "structural_overlay_pass": false, + "structural_overlay_score": 90.084227, + "structural_overlay_rr": 1.721761, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.749271, + "primary_prob": 47.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.623907, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.903753, + "range_504_ratio": 2.468852, + "range_factor_pass": false, + "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": 90.707965, + "strategy_rank": 87.396128, + "production_rank": 88.500073, + "structural_overlay_pass": false, + "structural_overlay_score": 84.07507, + "structural_overlay_rr": 2.041698, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.925192, + "primary_prob": 20.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 4.387788, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.462652, + "range_504_ratio": 1.58828, + "range_factor_pass": false, + "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": 86.725664, + "strategy_rank": 82.785313, + "production_rank": 84.098763, + "structural_overlay_pass": false, + "structural_overlay_score": 79.893825, + "structural_overlay_rr": 1.837821, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.698545, + "primary_prob": 33.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.547818, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.388277, + "range_504_ratio": 1.474438, + "range_factor_pass": false, + "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": 86.504425, + "strategy_rank": 77.326578, + "production_rank": 80.38586, + "structural_overlay_pass": false, + "structural_overlay_score": 76.366567, + "structural_overlay_rr": 1.581744, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.348628, + "primary_prob": 22.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.022941, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.352526, + "range_504_ratio": 1.422656, + "range_factor_pass": false, + "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": 85.619469, + "strategy_rank": 62.220921, + "production_rank": 70.020437, + "structural_overlay_pass": false, + "structural_overlay_score": 66.519415, + "structural_overlay_rr": 1.810288, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 11, + "rr": 1.144268, + "primary_prob": 39.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 73.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.716402, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.365678, + "range_504_ratio": 1.441492, + "range_factor_pass": false, + "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": 92.588496, + "strategy_rank": 90.30366, + "production_rank": 91.065272, + "structural_overlay_pass": false, + "structural_overlay_score": 86.512008, + "structural_overlay_rr": 2.097416, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.835245, + "primary_prob": 31.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.752868, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.480162, + "range_504_ratio": 1.616337, + "range_factor_pass": false, + "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": 80.752212, + "strategy_rank": 64.217156, + "production_rank": 69.728842, + "structural_overlay_pass": false, + "structural_overlay_score": 66.2424, + "structural_overlay_rr": 1.233409, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.634112, + "primary_prob": 39.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.451167, + "raw_level_count": 26, + "gate_level_count": 26, + "range_504_log": 0.296806, + "range_504_ratio": 1.345554, + "range_factor_pass": false, + "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": 80.973451, + "strategy_rank": 57.576444, + "production_rank": 65.375446, + "structural_overlay_pass": false, + "structural_overlay_score": 62.106674, + "structural_overlay_rr": 0.858281, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.857522, + "primary_prob": 53.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.286283, + "raw_level_count": 26, + "gate_level_count": 26, + "range_504_log": 0.251059, + "range_504_ratio": 1.285386, + "range_factor_pass": false, + "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": 81.084071, + "strategy_rank": 78.703601, + "production_rank": 79.497091, + "structural_overlay_pass": false, + "structural_overlay_score": 75.522236, + "structural_overlay_rr": 2.106824, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.923003, + "primary_prob": 45.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.884504, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.38677, + "range_504_ratio": 1.472218, + "range_factor_pass": false, + "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": 92.146018, + "strategy_rank": 70.303317, + "production_rank": 77.584217, + "structural_overlay_pass": false, + "structural_overlay_score": 73.705007, + "structural_overlay_rr": 1.063609, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.171361, + "primary_prob": 38.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.757042, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.420579, + "range_504_ratio": 1.522843, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.058448, + "hold30_r": -1.0 + }, + { + "symbol": "LVS", + "date": "2022-08-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.743363, + "strategy_rank": 85.997702, + "production_rank": 84.912922, + "structural_overlay_pass": false, + "structural_overlay_score": 80.667276, + "structural_overlay_rr": 1.021988, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.091164, + "primary_prob": 28.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 3.136746, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.622855, + "range_504_ratio": 1.864242, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.038639, + "hold30_r": -1.0 + }, + { + "symbol": "LYV", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.044248, + "strategy_rank": 88.158045, + "production_rank": 88.786779, + "structural_overlay_pass": false, + "structural_overlay_score": 84.34744, + "structural_overlay_rr": 1.51564, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.508042, + "primary_prob": 37.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.262062, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.542907, + "range_504_ratio": 1.721002, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.044913, + "hold30_r": -1.0 + }, + { + "symbol": "MAR", + "date": "2022-08-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.265487, + "strategy_rank": 83.904073, + "production_rank": 86.024544, + "structural_overlay_pass": false, + "structural_overlay_score": 81.723317, + "structural_overlay_rr": 2.08179, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.3514, + "primary_prob": 25.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 3.5271, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.431608, + "range_504_ratio": 1.539731, + "range_factor_pass": false, + "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": 97.676991, + "strategy_rank": 71.125275, + "production_rank": 79.975847, + "structural_overlay_pass": false, + "structural_overlay_score": 75.977055, + "structural_overlay_rr": 1.114099, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.682087, + "primary_prob": 58.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.02313, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.698505, + "range_504_ratio": 2.010744, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.067973, + "hold30_r": -1.0 + }, + { + "symbol": "MOS", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.451327, + "strategy_rank": 96.661786, + "production_rank": 97.2583, + "structural_overlay_pass": true, + "structural_overlay_score": 97.395385, + "structural_overlay_rr": 2.343158, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.764917, + "primary_prob": 36.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.647375, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 1.031539, + "range_504_ratio": 2.805379, + "range_factor_pass": true, + "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": 96.570796, + "strategy_rank": 86.792928, + "production_rank": 90.052217, + "structural_overlay_pass": false, + "structural_overlay_score": 85.549606, + "structural_overlay_rr": 2.181644, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.815985, + "primary_prob": 28.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.723978, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.823448, + "range_504_ratio": 2.278342, + "range_factor_pass": false, + "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": 84.955752, + "strategy_rank": 88.043612, + "production_rank": 87.014326, + "structural_overlay_pass": false, + "structural_overlay_score": 82.663609, + "structural_overlay_rr": 2.076377, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.536329, + "primary_prob": 51.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.304493, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.510768, + "range_504_ratio": 1.666571, + "range_factor_pass": false, + "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": 83.849558, + "strategy_rank": 58.959884, + "production_rank": 67.256442, + "structural_overlay_pass": false, + "structural_overlay_score": 63.89362, + "structural_overlay_rr": 1.24816, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.539326, + "primary_prob": 36.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.308989, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.300298, + "range_504_ratio": 1.350261, + "range_factor_pass": false, + "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": 93.252212, + "strategy_rank": 80.82351, + "production_rank": 84.966411, + "structural_overlay_pass": false, + "structural_overlay_score": 80.71809, + "structural_overlay_rr": 1.655635, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.767281, + "primary_prob": 41.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.150922, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.409246, + "range_504_ratio": 1.505683, + "range_factor_pass": false, + "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": 82.300885, + "strategy_rank": 58.638244, + "production_rank": 66.525791, + "structural_overlay_pass": false, + "structural_overlay_score": 63.199501, + "structural_overlay_rr": 1.514886, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.999028, + "primary_prob": 10.08, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.998542, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.320489, + "range_504_ratio": 1.377801, + "range_factor_pass": false, + "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": 84.734513, + "strategy_rank": 83.413607, + "production_rank": 83.853909, + "structural_overlay_pass": false, + "structural_overlay_score": 79.661214, + "structural_overlay_rr": 2.498375, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.879138, + "primary_prob": 46.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.818707, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.761874, + "range_504_ratio": 2.142287, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.042556, + "hold30_r": -1.0 + }, + { + "symbol": "OKE", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.274336, + "strategy_rank": 77.670488, + "production_rank": 81.205104, + "structural_overlay_pass": false, + "structural_overlay_score": 77.144849, + "structural_overlay_rr": 1.54183, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.793416, + "primary_prob": 42.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 75.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.690124, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.436651, + "range_504_ratio": 1.547516, + "range_factor_pass": false, + "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": 85.176991, + "strategy_rank": 73.77859, + "production_rank": 77.578057, + "structural_overlay_pass": false, + "structural_overlay_score": 73.699154, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.292359, + "primary_prob": 32.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.938538, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.315636, + "range_504_ratio": 1.371131, + "range_factor_pass": false, + "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": 89.60177, + "strategy_rank": 89.273725, + "production_rank": 89.383073, + "structural_overlay_pass": false, + "structural_overlay_score": 84.91392, + "structural_overlay_rr": 2.44006, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.871486, + "primary_prob": 46.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.80723, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.581311, + "range_504_ratio": 1.788381, + "range_factor_pass": false, + "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": 81.30531, + "strategy_rank": 64.538026, + "production_rank": 70.127121, + "structural_overlay_pass": false, + "structural_overlay_score": 66.620765, + "structural_overlay_rr": 1.970528, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.196376, + "primary_prob": 58.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.794564, + "raw_level_count": 25, + "gate_level_count": 25, + "range_504_log": 0.317239, + "range_504_ratio": 1.373331, + "range_factor_pass": false, + "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": 89.269912, + "strategy_rank": 79.461314, + "production_rank": 82.730846, + "structural_overlay_pass": false, + "structural_overlay_score": 78.594304, + "structural_overlay_rr": 2.468906, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.409932, + "primary_prob": 30.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 8, + "primary_distance_atr": 3.614899, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.470459, + "range_504_ratio": 1.600728, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.356723, + "hold30_r": 5.830839 + }, + { + "symbol": "PSX", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.70354, + "strategy_rank": 86.004633, + "production_rank": 87.904268, + "structural_overlay_pass": false, + "structural_overlay_score": 83.509055, + "structural_overlay_rr": 1.68205, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.73138, + "primary_prob": 32.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.59707, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.565903, + "range_504_ratio": 1.761038, + "range_factor_pass": false, + "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": 90.929204, + "strategy_rank": 88.081382, + "production_rank": 89.030656, + "structural_overlay_pass": false, + "structural_overlay_score": 84.579123, + "structural_overlay_rr": 1.776571, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.929734, + "primary_prob": 30.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.894601, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.493101, + "range_504_ratio": 1.637386, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.040429, + "hold30_r": -1.0 + }, + { + "symbol": "RF", + "date": "2022-08-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.199115, + "strategy_rank": 74.802364, + "production_rank": 76.601281, + "structural_overlay_pass": false, + "structural_overlay_score": 72.771217, + "structural_overlay_rr": 1.710105, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.343398, + "primary_prob": 25.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 3.515097, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.350493, + "range_504_ratio": 1.419767, + "range_factor_pass": false, + "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": 83.628319, + "strategy_rank": 75.711094, + "production_rank": 78.350169, + "structural_overlay_pass": false, + "structural_overlay_score": 74.43266, + "structural_overlay_rr": 1.328333, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.000156, + "primary_prob": 64.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.500234, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.3591, + "range_504_ratio": 1.43204, + "range_factor_pass": false, + "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": 94.579646, + "strategy_rank": 92.957133, + "production_rank": 93.497971, + "structural_overlay_pass": false, + "structural_overlay_score": 88.823072, + "structural_overlay_rr": 1.62156, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.617545, + "primary_prob": 50.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.426318, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.654567, + "range_504_ratio": 1.92431, + "range_factor_pass": false, + "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": 89.823009, + "strategy_rank": 85.616438, + "production_rank": 87.018628, + "structural_overlay_pass": false, + "structural_overlay_score": 82.667697, + "structural_overlay_rr": 1.396597, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.129939, + "primary_prob": 34.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.694909, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.4278, + "range_504_ratio": 1.53388, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.05264, + "hold30_r": -1.0 + }, + { + "symbol": "STLD", + "date": "2022-08-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.747788, + "strategy_rank": 80.560468, + "production_rank": 80.956241, + "structural_overlay_pass": false, + "structural_overlay_score": 76.908429, + "structural_overlay_rr": 2.030929, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.491648, + "primary_prob": 22.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 5, + "primary_distance_atr": 3.737472, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.686098, + "range_504_ratio": 1.985952, + "range_factor_pass": false, + "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": 85.39823, + "strategy_rank": 73.137877, + "production_rank": 77.224661, + "structural_overlay_pass": false, + "structural_overlay_score": 73.363428, + "structural_overlay_rr": 1.780184, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.819626, + "primary_prob": 13.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.729439, + "raw_level_count": 24, + "gate_level_count": 24, + "range_504_log": 0.29642, + "range_504_ratio": 1.345035, + "range_factor_pass": false, + "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": 87.721239, + "strategy_rank": 72.874481, + "production_rank": 77.8234, + "structural_overlay_pass": false, + "structural_overlay_score": 73.93223, + "structural_overlay_rr": 1.493143, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.176932, + "primary_prob": 30.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.765398, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.34778, + "range_504_ratio": 1.415921, + "range_factor_pass": false, + "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": 94.800885, + "strategy_rank": 75.54294, + "production_rank": 81.962255, + "structural_overlay_pass": false, + "structural_overlay_score": 77.864142, + "structural_overlay_rr": 1.658454, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.5669, + "primary_prob": 23.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.35035, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.474453, + "range_504_ratio": 1.607135, + "range_factor_pass": false, + "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": 80.530973, + "strategy_rank": 70.82472, + "production_rank": 74.060138, + "structural_overlay_pass": false, + "structural_overlay_score": 70.357131, + "structural_overlay_rr": 1.174429, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.273084, + "primary_prob": 42.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 1.909627, + "raw_level_count": 25, + "gate_level_count": 25, + "range_504_log": 0.313943, + "range_504_ratio": 1.368812, + "range_factor_pass": false, + "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": 96.792035, + "strategy_rank": 90.163265, + "production_rank": 92.372855, + "structural_overlay_pass": false, + "structural_overlay_score": 87.754212, + "structural_overlay_rr": 2.068321, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.080634, + "primary_prob": 37.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 69.0, + "primary_rejection_count": 16, + "primary_distance_atr": 3.12095, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.741796, + "range_504_ratio": 2.099704, + "range_factor_pass": false, + "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": 95.90708, + "strategy_rank": 95.77584, + "production_rank": 95.819586, + "structural_overlay_pass": false, + "structural_overlay_score": 91.028607, + "structural_overlay_rr": 1.802738, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.51292, + "primary_prob": 52.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.26938, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.695224, + "range_504_ratio": 2.004158, + "range_factor_pass": false, + "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": 86.283186, + "strategy_rank": 82.674473, + "production_rank": 83.877377, + "structural_overlay_pass": false, + "structural_overlay_score": 79.683509, + "structural_overlay_rr": 1.615235, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 11, + "rr": 1.043849, + "primary_prob": 47.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.565773, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.318315, + "range_504_ratio": 1.374809, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.994841, + "hold30_r": -1.0 + }, + { + "symbol": "VICI", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.061947, + "strategy_rank": 69.094192, + "production_rank": 74.75011, + "structural_overlay_pass": false, + "structural_overlay_score": 71.012605, + "structural_overlay_rr": 0.730817, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.7281, + "primary_prob": 53.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 74.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.09215, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.304162, + "range_504_ratio": 1.355488, + "range_factor_pass": false, + "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": 98.230088, + "strategy_rank": 93.987581, + "production_rank": 95.40175, + "structural_overlay_pass": false, + "structural_overlay_score": 90.631663, + "structural_overlay_rr": 1.981177, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.985581, + "primary_prob": 28.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.978371, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.914113, + "range_504_ratio": 2.494562, + "range_factor_pass": false, + "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": 95.132743, + "strategy_rank": 78.62607, + "production_rank": 84.128294, + "structural_overlay_pass": false, + "structural_overlay_score": 79.921879, + "structural_overlay_rr": 0.893032, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.948179, + "primary_prob": 37.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.422269, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.550894, + "range_504_ratio": 1.734804, + "range_factor_pass": false, + "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": 93.915929, + "strategy_rank": 83.509106, + "production_rank": 86.978047, + "structural_overlay_pass": false, + "structural_overlay_score": 82.629145, + "structural_overlay_rr": 1.902201, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.707101, + "primary_prob": 74.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.060651, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.506212, + "range_504_ratio": 1.658995, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.656927, + "hold30_r": -1.0 + }, + { + "symbol": "WMB", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.137168, + "strategy_rank": 75.177786, + "production_rank": 81.49758, + "structural_overlay_pass": false, + "structural_overlay_score": 77.422701, + "structural_overlay_rr": 1.833552, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.688777, + "primary_prob": 35.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.533166, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.47852, + "range_504_ratio": 1.613685, + "range_factor_pass": false, + "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": 91.150442, + "strategy_rank": 66.622989, + "production_rank": 74.798807, + "structural_overlay_pass": false, + "structural_overlay_score": 71.058867, + "structural_overlay_rr": 1.693336, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.606873, + "primary_prob": 35.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.41031, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.428122, + "range_504_ratio": 1.534373, + "range_factor_pass": false, + "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": 97.234513, + "strategy_rank": 87.589021, + "production_rank": 90.804185, + "structural_overlay_pass": false, + "structural_overlay_score": 86.263976, + "structural_overlay_rr": 1.619322, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "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": 56, + "gate_level_count": 56, + "range_504_log": 0.706209, + "range_504_ratio": 2.026296, + "range_factor_pass": false, + "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": 93.562708, + "strategy_rank": 80.875955, + "production_rank": 85.104873, + "structural_overlay_pass": false, + "structural_overlay_score": 80.849629, + "structural_overlay_rr": 2.888201, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.899326, + "primary_prob": 42.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 82.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.848988, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.552434, + "range_504_ratio": 1.737477, + "range_factor_pass": false, + "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": 84.461709, + "strategy_rank": 66.930505, + "production_rank": 72.77424, + "structural_overlay_pass": false, + "structural_overlay_score": 69.135528, + "structural_overlay_rr": 1.613213, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.296911, + "primary_prob": 32.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.945366, + "raw_level_count": 26, + "gate_level_count": 26, + "range_504_log": 0.30793, + "range_504_ratio": 1.360605, + "range_factor_pass": false, + "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": 86.792453, + "strategy_rank": 68.063687, + "production_rank": 74.306609, + "structural_overlay_pass": false, + "structural_overlay_score": 70.591279, + "structural_overlay_rr": 0.802427, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.875749, + "primary_prob": 16.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.813624, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.348498, + "range_504_ratio": 1.416937, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.075579, + "hold30_r": -1.0 + }, + { + "symbol": "ALB", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.348502, + "strategy_rank": 86.988802, + "production_rank": 86.775368, + "structural_overlay_pass": false, + "structural_overlay_score": 82.4366, + "structural_overlay_rr": 1.414425, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.844536, + "primary_prob": 43.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.266804, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.603852, + "range_504_ratio": 1.829152, + "range_factor_pass": false, + "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": 82.130966, + "strategy_rank": 85.49832, + "production_rank": 84.375869, + "structural_overlay_pass": false, + "structural_overlay_score": 80.157075, + "structural_overlay_rr": 1.62528, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.45114, + "primary_prob": 24.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 3.67671, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.831572, + "range_504_ratio": 2.296926, + "range_factor_pass": false, + "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": 94.228635, + "strategy_rank": 89.249081, + "production_rank": 90.908932, + "structural_overlay_pass": false, + "structural_overlay_score": 86.363486, + "structural_overlay_rr": 1.844003, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.702804, + "primary_prob": 33.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.554206, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.555987, + "range_504_ratio": 1.743662, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.046682, + "hold30_r": -1.0 + }, + { + "symbol": "APA", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.890122, + "strategy_rank": 97.528733, + "production_rank": 97.98253, + "structural_overlay_pass": false, + "structural_overlay_score": 93.083403, + "structural_overlay_rr": 1.932974, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.934172, + "primary_prob": 33.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.901258, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 1.206543, + "range_504_ratio": 3.341911, + "range_factor_pass": true, + "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": 84.90566, + "strategy_rank": 60.131637, + "production_rank": 68.389645, + "structural_overlay_pass": false, + "structural_overlay_score": 64.970162, + "structural_overlay_rr": 1.277396, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.210919, + "primary_prob": 43.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.816379, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.359799, + "range_504_ratio": 1.433042, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.12647, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.463929, + "strategy_rank": 77.060298, + "production_rank": 78.861509, + "structural_overlay_pass": false, + "structural_overlay_score": 74.918433, + "structural_overlay_rr": 1.548821, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.256914, + "primary_prob": 26.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 3.38537, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.397018, + "range_504_ratio": 1.487382, + "range_factor_pass": false, + "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": 94.006659, + "strategy_rank": 79.492369, + "production_rank": 84.330466, + "structural_overlay_pass": false, + "structural_overlay_score": 80.113943, + "structural_overlay_rr": 1.274248, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.200419, + "primary_prob": 43.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.800629, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.493694, + "range_504_ratio": 1.638357, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.141406, + "hold30_r": 2.277169 + }, + { + "symbol": "BG", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.014428, + "strategy_rank": 78.750631, + "production_rank": 81.50523, + "structural_overlay_pass": false, + "structural_overlay_score": 77.429969, + "structural_overlay_rr": 1.216565, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.96704, + "primary_prob": 29.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.95056, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.58224, + "range_504_ratio": 1.790044, + "range_factor_pass": false, + "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": 84.017758, + "strategy_rank": 83.264258, + "production_rank": 83.515425, + "structural_overlay_pass": false, + "structural_overlay_score": 79.339653, + "structural_overlay_rr": 0.691761, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.517569, + "primary_prob": 36.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.276354, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.726893, + "range_504_ratio": 2.068643, + "range_factor_pass": false, + "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": 95.227525, + "strategy_rank": 93.536344, + "production_rank": 94.100071, + "structural_overlay_pass": false, + "structural_overlay_score": 89.395067, + "structural_overlay_rr": 2.868534, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.552857, + "primary_prob": 23.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 3.829285, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.790217, + "range_504_ratio": 2.203874, + "range_factor_pass": false, + "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": 80.244173, + "strategy_rank": 68.363612, + "production_rank": 72.323799, + "structural_overlay_pass": false, + "structural_overlay_score": 68.707609, + "structural_overlay_rr": 1.029783, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.538819, + "primary_prob": 36.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 53, + "primary_distance_atr": 2.308229, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.349366, + "range_504_ratio": 1.418168, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.468168, + "hold30_r": -1.098316 + }, + { + "symbol": "CDNS", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.233074, + "strategy_rank": 84.757836, + "production_rank": 86.582916, + "structural_overlay_pass": false, + "structural_overlay_score": 82.25377, + "structural_overlay_rr": 1.506811, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.633652, + "primary_prob": 34.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.450478, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.38766, + "range_504_ratio": 1.473529, + "range_factor_pass": false, + "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": 99.112098, + "strategy_rank": 95.092754, + "production_rank": 96.432535, + "structural_overlay_pass": false, + "structural_overlay_score": 91.610909, + "structural_overlay_rr": 1.543495, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.02873, + "primary_prob": 40.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.543095, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 1.018645, + "range_504_ratio": 2.769441, + "range_factor_pass": true, + "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": 86.570477, + "strategy_rank": 74.552822, + "production_rank": 78.558707, + "structural_overlay_pass": false, + "structural_overlay_score": 74.630772, + "structural_overlay_rr": 1.219758, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.188728, + "primary_prob": 33.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.783092, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.358928, + "range_504_ratio": 1.431794, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.057595, + "hold30_r": -1.0 + }, + { + "symbol": "CI", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.786903, + "strategy_rank": 71.426912, + "production_rank": 78.213576, + "structural_overlay_pass": false, + "structural_overlay_score": 74.302897, + "structural_overlay_rr": 1.235327, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.044487, + "primary_prob": 38.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.566731, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.427303, + "range_504_ratio": 1.533118, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.973466, + "hold30_r": -1.0 + }, + { + "symbol": "CNC", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.005549, + "strategy_rank": 79.062024, + "production_rank": 84.376533, + "structural_overlay_pass": false, + "structural_overlay_score": 80.157706, + "structural_overlay_rr": 1.397697, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.099047, + "primary_prob": 46.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.64857, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.501532, + "range_504_ratio": 1.651249, + "range_factor_pass": false, + "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": 87.236404, + "strategy_rank": 62.626945, + "production_rank": 70.830098, + "structural_overlay_pass": false, + "structural_overlay_score": 67.288593, + "structural_overlay_rr": 1.083503, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.021414, + "primary_prob": 48.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.532121, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.309122, + "range_504_ratio": 1.362229, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.949966, + "hold30_r": -1.0 + }, + { + "symbol": "COP", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.558269, + "strategy_rank": 92.078163, + "production_rank": 93.904865, + "structural_overlay_pass": false, + "structural_overlay_score": 89.209622, + "structural_overlay_rr": 1.542783, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.542783, + "primary_prob": 35.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.314175, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.881094, + "range_504_ratio": 2.413538, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.503238, + "hold30_r": -1.0 + }, + { + "symbol": "COR", + "date": "2022-08-31", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.685905, + "strategy_rank": 61.667509, + "production_rank": 68.673641, + "structural_overlay_pass": false, + "structural_overlay_score": 65.239959, + "structural_overlay_rr": 2.38076, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.3685, + "primary_prob": 40.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 19, + "primary_distance_atr": 3.55275, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.406542, + "range_504_ratio": 1.501617, + "range_factor_pass": false, + "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": 87.45838, + "strategy_rank": 77.16771, + "production_rank": 80.597933, + "structural_overlay_pass": false, + "structural_overlay_score": 76.568036, + "structural_overlay_rr": 1.770874, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.383496, + "primary_prob": 25.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 3.575243, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.447827, + "range_504_ratio": 1.564907, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.062719, + "hold30_r": -1.0 + }, + { + "symbol": "CTRA", + "date": "2022-08-31", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.667037, + "strategy_rank": 94.617424, + "production_rank": 96.300628, + "structural_overlay_pass": false, + "structural_overlay_score": 91.485597, + "structural_overlay_rr": 1.740142, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "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": 49, + "gate_level_count": 49, + "range_504_log": 1.007914, + "range_504_ratio": 2.73988, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.256702, + "hold30_r": -1.223242 + }, + { + "symbol": "CVX", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.559378, + "strategy_rank": 84.83409, + "production_rank": 88.742519, + "structural_overlay_pass": false, + "structural_overlay_score": 84.305393, + "structural_overlay_rr": 0.749031, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.854243, + "primary_prob": 31.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.781365, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.675109, + "range_504_ratio": 1.964247, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.375316, + "hold30_r": -1.324915 + }, + { + "symbol": "DG", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.465039, + "strategy_rank": 76.028849, + "production_rank": 77.840913, + "structural_overlay_pass": false, + "structural_overlay_score": 73.948867, + "structural_overlay_rr": 1.65394, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.758371, + "primary_prob": 32.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.637556, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.358275, + "range_504_ratio": 1.430859, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.058387, + "hold30_r": 0.582832 + }, + { + "symbol": "DLTR", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.668147, + "strategy_rank": 94.350095, + "production_rank": 95.789445, + "structural_overlay_pass": false, + "structural_overlay_score": 90.999973, + "structural_overlay_rr": 1.68695, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.010614, + "primary_prob": 29.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 3.015921, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.743315, + "range_504_ratio": 2.102896, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.033491, + "hold30_r": 0.597343 + }, + { + "symbol": "DVN", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.334073, + "strategy_rank": 97.042157, + "production_rank": 97.806129, + "structural_overlay_pass": false, + "structural_overlay_score": 92.915823, + "structural_overlay_rr": 1.920979, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.607874, + "primary_prob": 33.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.411811, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 1.194363, + "range_504_ratio": 3.301455, + "range_factor_pass": true, + "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": 87.902331, + "strategy_rank": 61.930303, + "production_rank": 70.587645, + "structural_overlay_pass": false, + "structural_overlay_score": 67.058263, + "structural_overlay_rr": 0.891242, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.387433, + "primary_prob": 26.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.081149, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.355677, + "range_504_ratio": 1.427146, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.303301, + "hold30_r": -1.0 + }, + { + "symbol": "EIX", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.351831, + "strategy_rank": 62.29977, + "production_rank": 69.317124, + "structural_overlay_pass": false, + "structural_overlay_score": 65.851268, + "structural_overlay_rr": 1.076615, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.910666, + "primary_prob": 52.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 1.365999, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.30326, + "range_504_ratio": 1.354267, + "range_factor_pass": false, + "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": 90.677026, + "strategy_rank": 72.643353, + "production_rank": 78.654577, + "structural_overlay_pass": false, + "structural_overlay_score": 74.721848, + "structural_overlay_rr": 2.219978, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.671626, + "primary_prob": 34.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.507439, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.406459, + "range_504_ratio": 1.501491, + "range_factor_pass": false, + "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": 96.781354, + "strategy_rank": 92.962895, + "production_rank": 94.235714, + "structural_overlay_pass": false, + "structural_overlay_score": 89.523929, + "structural_overlay_rr": 1.597213, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.597213, + "primary_prob": 34.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.39582, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.85703, + "range_504_ratio": 2.356153, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.161066, + "hold30_r": -1.125999 + }, + { + "symbol": "ERIE", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.683685, + "strategy_rank": 63.464626, + "production_rank": 70.537646, + "structural_overlay_pass": false, + "structural_overlay_score": 67.010763, + "structural_overlay_rr": 0.707833, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "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": 35, + "gate_level_count": 35, + "range_504_log": 0.393945, + "range_504_ratio": 1.482818, + "range_factor_pass": false, + "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": 92.674806, + "strategy_rank": 89.191301, + "production_rank": 90.352469, + "structural_overlay_pass": false, + "structural_overlay_score": 85.834846, + "structural_overlay_rr": 2.295231, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.355754, + "primary_prob": 25.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 16, + "primary_distance_atr": 3.533631, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.891287, + "range_504_ratio": 2.438266, + "range_factor_pass": false, + "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": 98.00222, + "strategy_rank": 95.21285, + "production_rank": 96.14264, + "structural_overlay_pass": false, + "structural_overlay_score": 91.335508, + "structural_overlay_rr": 1.746267, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.615276, + "primary_prob": 36.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.422915, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.900483, + "range_504_ratio": 2.46079, + "range_factor_pass": false, + "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": 94.45061, + "strategy_rank": 84.22174, + "production_rank": 87.631363, + "structural_overlay_pass": false, + "structural_overlay_score": 83.249795, + "structural_overlay_rr": 1.169762, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.762651, + "primary_prob": 57.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.143976, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.473165, + "range_504_ratio": 1.605066, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.718441, + "hold30_r": -1.0 + }, + { + "symbol": "FTNT", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.352941, + "strategy_rank": 84.956029, + "production_rank": 84.088333, + "structural_overlay_pass": false, + "structural_overlay_score": 79.883916, + "structural_overlay_rr": 1.633056, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 12, + "rr": 2.970586, + "primary_prob": 20.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 54, + "primary_distance_atr": 4.455879, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.452908, + "range_504_ratio": 1.572879, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.035538, + "hold30_r": -1.0 + }, + { + "symbol": "GWW", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.011099, + "strategy_rank": 73.605776, + "production_rank": 79.074217, + "structural_overlay_pass": false, + "structural_overlay_score": 75.120506, + "structural_overlay_rr": 1.764027, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.743742, + "primary_prob": 19.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.615614, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.408664, + "range_504_ratio": 1.504806, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.066549, + "hold30_r": -1.0 + }, + { + "symbol": "HAL", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.449501, + "strategy_rank": 93.558836, + "production_rank": 94.189058, + "structural_overlay_pass": false, + "structural_overlay_score": 89.479605, + "structural_overlay_rr": 1.041309, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.574386, + "primary_prob": 35.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.361579, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.903753, + "range_504_ratio": 2.468852, + "range_factor_pass": false, + "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": 85.127636, + "strategy_rank": 84.539511, + "production_rank": 84.735553, + "structural_overlay_pass": false, + "structural_overlay_score": 80.498775, + "structural_overlay_rr": 2.036364, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 10, + "rr": 1.767677, + "primary_prob": 32.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.651515, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.462652, + "range_504_ratio": 1.58828, + "range_factor_pass": false, + "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": 80.466149, + "strategy_rank": 78.685108, + "production_rank": 79.278788, + "structural_overlay_pass": false, + "structural_overlay_score": 75.314849, + "structural_overlay_rr": 1.941797, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.271572, + "primary_prob": 26.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 3.407358, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.388277, + "range_504_ratio": 1.474438, + "range_factor_pass": false, + "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": 87.680355, + "strategy_rank": 63.369604, + "production_rank": 71.473188, + "structural_overlay_pass": false, + "structural_overlay_score": 67.899528, + "structural_overlay_rr": 1.001234, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.546785, + "primary_prob": 36.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 99.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.320178, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.334939, + "range_504_ratio": 1.397855, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.090177, + "hold30_r": -1.0 + }, + { + "symbol": "HUM", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.349612, + "strategy_rank": 63.266323, + "production_rank": 70.627419, + "structural_overlay_pass": false, + "structural_overlay_score": 67.096048, + "structural_overlay_rr": 1.059426, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.487419, + "primary_prob": 22.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.231128, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.363183, + "range_504_ratio": 1.437899, + "range_factor_pass": false, + "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": 89.123196, + "strategy_rank": 77.502517, + "production_rank": 81.376077, + "structural_overlay_pass": false, + "structural_overlay_score": 77.307273, + "structural_overlay_rr": 1.619382, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.63178, + "primary_prob": 34.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.44767, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.352526, + "range_504_ratio": 1.422656, + "range_factor_pass": false, + "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": 83.129856, + "strategy_rank": 61.081264, + "production_rank": 68.430795, + "structural_overlay_pass": false, + "structural_overlay_score": 65.009255, + "structural_overlay_rr": 1.839703, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.459804, + "primary_prob": 38.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.189707, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.365678, + "range_504_ratio": 1.441492, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.39762, + "hold30_r": -1.074147 + }, + { + "symbol": "KLAC", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.230855, + "strategy_rank": 90.142994, + "production_rank": 90.838947, + "structural_overlay_pass": false, + "structural_overlay_score": 86.297, + "structural_overlay_rr": 1.621053, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.193903, + "primary_prob": 27.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 3.290854, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.480162, + "range_504_ratio": 1.616337, + "range_factor_pass": false, + "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": 81.687014, + "strategy_rank": 79.10782, + "production_rank": 79.967552, + "structural_overlay_pass": false, + "structural_overlay_score": 75.969174, + "structural_overlay_rr": 1.70968, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 2.634625, + "primary_prob": 22.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 3.951938, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.38677, + "range_504_ratio": 1.472218, + "range_factor_pass": false, + "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": 88.346282, + "strategy_rank": 68.752696, + "production_rank": 75.283892, + "structural_overlay_pass": false, + "structural_overlay_score": 71.519697, + "structural_overlay_rr": 2.202581, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.186473, + "primary_prob": 27.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 3.27971, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.420579, + "range_504_ratio": 1.522843, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.131178, + "hold30_r": 2.833306 + }, + { + "symbol": "LMT", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.90788, + "strategy_rank": 61.690001, + "production_rank": 68.762627, + "structural_overlay_pass": false, + "structural_overlay_score": 65.324496, + "structural_overlay_rr": 1.161161, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.827165, + "primary_prob": 54.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 1.240748, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.392319, + "range_504_ratio": 1.48041, + "range_factor_pass": false, + "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": 89.345172, + "strategy_rank": 86.727667, + "production_rank": 87.600169, + "structural_overlay_pass": false, + "structural_overlay_score": 83.22016, + "structural_overlay_rr": 1.408581, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.885855, + "primary_prob": 21.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 4.328782, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.542907, + "range_504_ratio": 1.721002, + "range_factor_pass": false, + "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": 90.45505, + "strategy_rank": 84.580993, + "production_rank": 86.539012, + "structural_overlay_pass": false, + "structural_overlay_score": 82.212062, + "structural_overlay_rr": 1.803546, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.578901, + "primary_prob": 35.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 54, + "primary_distance_atr": 2.368352, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.431608, + "range_504_ratio": 1.539731, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.526081, + "hold30_r": -1.152683 + }, + { + "symbol": "MCK", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.893452, + "strategy_rank": 70.713456, + "production_rank": 79.106788, + "structural_overlay_pass": false, + "structural_overlay_score": 75.151449, + "structural_overlay_rr": 0.698826, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.707253, + "primary_prob": 55.18, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.06088, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.698505, + "range_504_ratio": 2.010744, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.063115, + "hold30_r": -1.0 + }, + { + "symbol": "MOS", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.780244, + "strategy_rank": 96.12059, + "production_rank": 96.673808, + "structural_overlay_pass": false, + "structural_overlay_score": 91.840117, + "structural_overlay_rr": 1.873685, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.42428, + "primary_prob": 24.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 21, + "primary_distance_atr": 3.63642, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 1.031539, + "range_504_ratio": 2.805379, + "range_factor_pass": true, + "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": 96.337403, + "strategy_rank": 86.904621, + "production_rank": 90.048881, + "structural_overlay_pass": false, + "structural_overlay_score": 85.546437, + "structural_overlay_rr": 3.039242, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "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": 61, + "gate_level_count": 61, + "range_504_log": 0.823448, + "range_504_ratio": 2.278342, + "range_factor_pass": false, + "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": 91.342952, + "strategy_rank": 92.57794, + "production_rank": 92.166278, + "structural_overlay_pass": false, + "structural_overlay_score": 87.557964, + "structural_overlay_rr": 1.747418, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 11, + "rr": 2.108807, + "primary_prob": 28.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 3.163211, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.510768, + "range_504_ratio": 1.666571, + "range_factor_pass": false, + "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": 92.008879, + "strategy_rank": 77.363026, + "production_rank": 82.244977, + "structural_overlay_pass": false, + "structural_overlay_score": 78.132728, + "structural_overlay_rr": 0.92115, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.295719, + "primary_prob": 28.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.943578, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.409246, + "range_504_ratio": 1.505683, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.22822, + "hold30_r": -1.0 + }, + { + "symbol": "NI", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.239734, + "strategy_rank": 60.595721, + "production_rank": 68.477058, + "structural_overlay_pass": false, + "structural_overlay_score": 65.053205, + "structural_overlay_rr": 0.799594, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.395438, + "primary_prob": 39.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.093157, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.320489, + "range_504_ratio": 1.377801, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.324949, + "hold30_r": -1.0 + }, + { + "symbol": "NUE", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.567148, + "strategy_rank": 86.584047, + "production_rank": 87.578414, + "structural_overlay_pass": false, + "structural_overlay_score": 83.199493, + "structural_overlay_rr": 1.896367, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.847252, + "primary_prob": 27.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 82.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.770878, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.761874, + "range_504_ratio": 2.142287, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.037995, + "hold30_r": -1.0 + }, + { + "symbol": "OKE", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.573807, + "strategy_rank": 74.747512, + "production_rank": 77.68961, + "structural_overlay_pass": false, + "structural_overlay_score": 73.80513, + "structural_overlay_rr": 1.794186, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.810371, + "primary_prob": 32.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.715556, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.436651, + "range_504_ratio": 1.547516, + "range_factor_pass": false, + "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": 98.224195, + "strategy_rank": 96.962917, + "production_rank": 97.383343, + "structural_overlay_pass": false, + "structural_overlay_score": 92.514176, + "structural_overlay_rr": 1.61154, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "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": 57, + "gate_level_count": 57, + "range_504_log": 0.81429, + "range_504_ratio": 2.257571, + "range_factor_pass": false, + "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": 85.682575, + "strategy_rank": 74.795078, + "production_rank": 78.424244, + "structural_overlay_pass": false, + "structural_overlay_score": 74.503032, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.978629, + "primary_prob": 20.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.967943, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.315636, + "range_504_ratio": 1.371131, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.90718, + "hold30_r": 2.098708 + }, + { + "symbol": "OXY", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.889012, + "strategy_rank": 97.995398, + "production_rank": 98.626603, + "structural_overlay_pass": false, + "structural_overlay_score": 93.695273, + "structural_overlay_rr": 0.685292, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.947682, + "primary_prob": 47.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.421523, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 1.271872, + "range_504_ratio": 3.567525, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.167466, + "hold30_r": -1.139089 + }, + { + "symbol": "PANW", + "date": "2022-08-31", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.124306, + "strategy_rank": 86.736848, + "production_rank": 87.199334, + "structural_overlay_pass": false, + "structural_overlay_score": 82.839368, + "structural_overlay_rr": 1.638729, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.282028, + "primary_prob": 25.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 98.0, + "primary_rejection_count": 18, + "primary_distance_atr": 3.423042, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.581311, + "range_504_ratio": 1.788381, + "range_factor_pass": false, + "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": 81.243063, + "strategy_rank": 66.139247, + "production_rank": 71.173853, + "structural_overlay_pass": false, + "structural_overlay_score": 67.61516, + "structural_overlay_rr": 2.526313, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.072413, + "primary_prob": 28.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 19, + "primary_distance_atr": 3.108619, + "raw_level_count": 25, + "gate_level_count": 25, + "range_504_log": 0.317239, + "range_504_ratio": 1.373331, + "range_factor_pass": false, + "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": 89.789123, + "strategy_rank": 81.689596, + "production_rank": 84.389438, + "structural_overlay_pass": false, + "structural_overlay_score": 80.169966, + "structural_overlay_rr": 1.598081, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.545213, + "primary_prob": 41.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.31782, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.470459, + "range_504_ratio": 1.600728, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.494877, + "hold30_r": 4.041641 + }, + { + "symbol": "PGR", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.795782, + "strategy_rank": 65.401234, + "production_rank": 71.53275, + "structural_overlay_pass": false, + "structural_overlay_score": 67.956113, + "structural_overlay_rr": 1.296525, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.875217, + "primary_prob": 26.73, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.812826, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.36399, + "range_504_ratio": 1.43906, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.797647, + "hold30_r": -1.0 + }, + { + "symbol": "PSX", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.009989, + "strategy_rank": 85.966128, + "production_rank": 87.647415, + "structural_overlay_pass": false, + "structural_overlay_score": 83.265044, + "structural_overlay_rr": 1.61458, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.61458, + "primary_prob": 23.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.42187, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.565903, + "range_504_ratio": 1.761038, + "range_factor_pass": false, + "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": 94.672586, + "strategy_rank": 86.902039, + "production_rank": 89.492222, + "structural_overlay_pass": false, + "structural_overlay_score": 85.017611, + "structural_overlay_rr": 0.886289, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.355549, + "primary_prob": 20.56, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.033323, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.570591, + "range_504_ratio": 1.769313, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.047706, + "hold30_r": -1.0 + }, + { + "symbol": "QCOM", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.90899, + "strategy_rank": 81.887788, + "production_rank": 81.894855, + "structural_overlay_pass": false, + "structural_overlay_score": 77.800113, + "structural_overlay_rr": 2.341501, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.740081, + "primary_prob": 33.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.610121, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.493101, + "range_504_ratio": 1.637386, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.036623, + "hold30_r": -1.0 + }, + { + "symbol": "RJF", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.022198, + "strategy_rank": 72.394276, + "production_rank": 74.936916, + "structural_overlay_pass": false, + "structural_overlay_score": 71.190071, + "structural_overlay_rr": 2.231414, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.898604, + "primary_prob": 30.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.847906, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.3591, + "range_504_ratio": 1.43204, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.066163, + "hold30_r": -1.0 + }, + { + "symbol": "SLB", + "date": "2022-08-31", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.784684, + "strategy_rank": 92.327019, + "production_rank": 92.812908, + "structural_overlay_pass": false, + "structural_overlay_score": 88.172262, + "structural_overlay_rr": 1.904995, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.347722, + "primary_prob": 25.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 3.521582, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.654567, + "range_504_ratio": 1.92431, + "range_factor_pass": false, + "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": 98.446171, + "strategy_rank": 98.081755, + "production_rank": 98.203227, + "structural_overlay_pass": false, + "structural_overlay_score": 93.293066, + "structural_overlay_rr": 0.698985, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "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": 57, + "gate_level_count": 57, + "range_504_log": 0.82369, + "range_504_ratio": 2.278893, + "range_factor_pass": false, + "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": 88.901221, + "strategy_rank": 84.855439, + "production_rank": 86.204033, + "structural_overlay_pass": false, + "structural_overlay_score": 81.893832, + "structural_overlay_rr": 1.045782, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.914792, + "primary_prob": 51.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.372188, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.4278, + "range_504_ratio": 1.53388, + "range_factor_pass": false, + "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": 85.90455, + "strategy_rank": 61.561757, + "production_rank": 69.676021, + "structural_overlay_pass": false, + "structural_overlay_score": 66.19222, + "structural_overlay_rr": 1.336343, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.334547, + "primary_prob": 40.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.00182, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.37109, + "range_504_ratio": 1.449314, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.254458, + "hold30_r": -1.0 + }, + { + "symbol": "STLD", + "date": "2022-08-31", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.679245, + "strategy_rank": 85.530621, + "production_rank": 86.580163, + "structural_overlay_pass": false, + "structural_overlay_score": 82.251154, + "structural_overlay_rr": 1.583657, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.378159, + "primary_prob": 23.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 5, + "primary_distance_atr": 3.567238, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.686098, + "range_504_ratio": 1.985952, + "range_factor_pass": false, + "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": 81.021088, + "strategy_rank": 59.472236, + "production_rank": 66.655187, + "structural_overlay_pass": false, + "structural_overlay_score": 63.322428, + "structural_overlay_rr": 1.82985, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 11, + "rr": 1.776239, + "primary_prob": 21.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.664359, + "raw_level_count": 19, + "gate_level_count": 19, + "range_504_log": 0.232122, + "range_504_ratio": 1.261273, + "range_factor_pass": false, + "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": 93.118757, + "strategy_rank": 75.714691, + "production_rank": 81.516047, + "structural_overlay_pass": false, + "structural_overlay_score": 77.440244, + "structural_overlay_rr": 0.699205, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.422339, + "primary_prob": 23.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.133508, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.474453, + "range_504_ratio": 1.607135, + "range_factor_pass": false, + "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": 96.115427, + "strategy_rank": 90.137942, + "production_rank": 92.130437, + "structural_overlay_pass": false, + "structural_overlay_score": 87.523915, + "structural_overlay_rr": 2.128773, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.233518, + "primary_prob": 26.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.350276, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.741796, + "range_504_ratio": 2.099704, + "range_factor_pass": false, + "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": 95.671476, + "strategy_rank": 95.475017, + "production_rank": 95.540503, + "structural_overlay_pass": false, + "structural_overlay_score": 90.763478, + "structural_overlay_rr": 2.276311, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.569642, + "primary_prob": 35.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.354462, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.695224, + "range_504_ratio": 2.004158, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.538785, + "hold30_r": -1.18171 + }, + { + "symbol": "UNH", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.564928, + "strategy_rank": 68.414386, + "production_rank": 76.131234, + "structural_overlay_pass": false, + "structural_overlay_score": 72.324672, + "structural_overlay_rr": 0.893721, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.728387, + "primary_prob": 33.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.59258, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.367534, + "range_504_ratio": 1.444169, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.071555, + "hold30_r": -1.0 + }, + { + "symbol": "VICI", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.799112, + "strategy_rank": 65.961372, + "production_rank": 70.907285, + "structural_overlay_pass": false, + "structural_overlay_score": 67.361921, + "structural_overlay_rr": 1.790308, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.817255, + "primary_prob": 31.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.725883, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.304162, + "range_504_ratio": 1.355488, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.074706, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.336293, + "strategy_rank": 93.284907, + "production_rank": 94.635369, + "structural_overlay_pass": false, + "structural_overlay_score": 89.9036, + "structural_overlay_rr": 1.821855, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.782335, + "primary_prob": 37.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.673503, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.914113, + "range_504_ratio": 2.494562, + "range_factor_pass": false, + "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": 93.340733, + "strategy_rank": 79.092666, + "production_rank": 83.842021, + "structural_overlay_pass": false, + "structural_overlay_score": 79.64992, + "structural_overlay_rr": 1.74757, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.79658, + "primary_prob": 56.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.19487, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.550894, + "range_504_ratio": 1.734804, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.747191, + "hold30_r": 1.295366 + }, + { + "symbol": "VST", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.896781, + "strategy_rank": 83.333395, + "production_rank": 86.52119, + "structural_overlay_pass": false, + "structural_overlay_score": 82.195131, + "structural_overlay_rr": 1.743929, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.804204, + "primary_prob": 26.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 72.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.706306, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.506212, + "range_504_ratio": 1.658995, + "range_factor_pass": false, + "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": 92.45283, + "strategy_rank": 74.650536, + "production_rank": 80.584634, + "structural_overlay_pass": false, + "structural_overlay_score": 76.555402, + "structural_overlay_rr": 1.924524, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.132145, + "primary_prob": 45.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.698218, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.47852, + "range_504_ratio": 1.613685, + "range_factor_pass": false, + "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": 86.126526, + "strategy_rank": 63.245379, + "production_rank": 70.872428, + "structural_overlay_pass": false, + "structural_overlay_score": 67.328807, + "structural_overlay_rr": 1.82679, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.659688, + "primary_prob": 34.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.489531, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.428122, + "range_504_ratio": 1.534373, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.591165, + "hold30_r": -1.0 + }, + { + "symbol": "XOM", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.00333, + "strategy_rank": 88.101666, + "production_rank": 91.068887, + "structural_overlay_pass": false, + "structural_overlay_score": 86.515443, + "structural_overlay_rr": 0.978381, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.360836, + "primary_prob": 22.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.041253, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.706209, + "range_504_ratio": 2.026296, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.088044, + "hold30_r": -1.044446 + }, + { + "symbol": "ABBV", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.956522, + "strategy_rank": 63.996601, + "production_rank": 71.649908, + "structural_overlay_pass": false, + "structural_overlay_score": 68.067413, + "structural_overlay_rr": 1.530616, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.938957, + "primary_prob": 45.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.908436, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.510693, + "range_504_ratio": 1.666446, + "range_factor_pass": false, + "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": 93.478261, + "strategy_rank": 81.982014, + "production_rank": 85.814096, + "structural_overlay_pass": false, + "structural_overlay_score": 81.523391, + "structural_overlay_rr": 1.968475, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.968475, + "primary_prob": 28.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.952713, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.552434, + "range_504_ratio": 1.737477, + "range_factor_pass": false, + "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": 88.26087, + "strategy_rank": 70.51225, + "production_rank": 76.428457, + "structural_overlay_pass": false, + "structural_overlay_score": 72.607034, + "structural_overlay_rr": 1.797649, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.511844, + "primary_prob": 28.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.267766, + "raw_level_count": 26, + "gate_level_count": 26, + "range_504_log": 0.30793, + "range_504_ratio": 1.360605, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.066603, + "hold30_r": -1.0 + }, + { + "symbol": "AJG", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.543478, + "strategy_rank": 70.057959, + "production_rank": 76.886466, + "structural_overlay_pass": false, + "structural_overlay_score": 73.042142, + "structural_overlay_rr": 0.957062, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.683216, + "primary_prob": 46.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.024824, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.348498, + "range_504_ratio": 1.416937, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.073196, + "hold30_r": -1.0 + }, + { + "symbol": "AMD", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.543478, + "strategy_rank": 84.523757, + "production_rank": 83.196998, + "structural_overlay_pass": false, + "structural_overlay_score": 79.037148, + "structural_overlay_rr": 2.009339, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.808753, + "primary_prob": 32.09, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.71313, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.831572, + "range_504_ratio": 2.296926, + "range_factor_pass": false, + "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": 95.0, + "strategy_rank": 89.887622, + "production_rank": 91.591748, + "structural_overlay_pass": false, + "structural_overlay_score": 87.012161, + "structural_overlay_rr": 2.052934, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.888351, + "primary_prob": 30.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.832526, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.555987, + "range_504_ratio": 1.743662, + "range_factor_pass": false, + "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": 98.804348, + "strategy_rank": 97.632099, + "production_rank": 98.022849, + "structural_overlay_pass": false, + "structural_overlay_score": 93.121706, + "structural_overlay_rr": 1.697861, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.909496, + "primary_prob": 45.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.864243, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 1.206543, + "range_504_ratio": 3.341911, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.024721, + "hold30_r": -1.0 + }, + { + "symbol": "ATO", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.521739, + "strategy_rank": 57.87955, + "production_rank": 65.760279, + "structural_overlay_pass": false, + "structural_overlay_score": 62.472265, + "structural_overlay_rr": 1.391075, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.460386, + "primary_prob": 52.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 96.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.190578, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.359799, + "range_504_ratio": 1.433042, + "range_factor_pass": false, + "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": 81.956522, + "strategy_rank": 76.262073, + "production_rank": 78.160223, + "structural_overlay_pass": false, + "structural_overlay_score": 74.252212, + "structural_overlay_rr": 2.307142, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.639575, + "primary_prob": 34.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.459362, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.397018, + "range_504_ratio": 1.487382, + "range_factor_pass": false, + "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": 94.565217, + "strategy_rank": 80.690766, + "production_rank": 85.315583, + "structural_overlay_pass": false, + "structural_overlay_score": 81.049804, + "structural_overlay_rr": 0.79048, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.439875, + "primary_prob": 19.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.159813, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.493694, + "range_504_ratio": 1.638357, + "range_factor_pass": false, + "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": 90.326087, + "strategy_rank": 82.381355, + "production_rank": 85.029599, + "structural_overlay_pass": false, + "structural_overlay_score": 80.778119, + "structural_overlay_rr": 0.975299, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.700616, + "primary_prob": 33.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.550924, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.58224, + "range_504_ratio": 1.790044, + "range_factor_pass": false, + "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": 93.913043, + "strategy_rank": 92.253788, + "production_rank": 92.806873, + "structural_overlay_pass": false, + "structural_overlay_score": 88.16653, + "structural_overlay_rr": 1.528823, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.574642, + "primary_prob": 35.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.361963, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.790217, + "range_504_ratio": 2.203874, + "range_factor_pass": false, + "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": 82.608696, + "strategy_rank": 67.565501, + "production_rank": 72.579899, + "structural_overlay_pass": false, + "structural_overlay_score": 68.950904, + "structural_overlay_rr": 1.67537, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.272227, + "primary_prob": 42.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.908341, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.349366, + "range_504_ratio": 1.418168, + "range_factor_pass": false, + "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": 87.826087, + "strategy_rank": 83.106925, + "production_rank": 84.679979, + "structural_overlay_pass": false, + "structural_overlay_score": 80.44598, + "structural_overlay_rr": 1.726774, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.847946, + "primary_prob": 31.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.771919, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.38766, + "range_504_ratio": 1.473529, + "range_factor_pass": false, + "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": 99.456522, + "strategy_rank": 95.743344, + "production_rank": 96.98107, + "structural_overlay_pass": false, + "structural_overlay_score": 92.132016, + "structural_overlay_rr": 1.171961, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.939783, + "primary_prob": 47.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 84.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.409675, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 1.018645, + "range_504_ratio": 2.769441, + "range_factor_pass": true, + "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": 89.456522, + "strategy_rank": 76.62608, + "production_rank": 80.902894, + "structural_overlay_pass": false, + "structural_overlay_score": 76.857749, + "structural_overlay_rr": 1.480824, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.449175, + "primary_prob": 28.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.173762, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.358928, + "range_504_ratio": 1.431794, + "range_factor_pass": false, + "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": 95.217391, + "strategy_rank": 80.137516, + "production_rank": 85.164141, + "structural_overlay_pass": false, + "structural_overlay_score": 80.905934, + "structural_overlay_rr": 0.967158, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.25248, + "primary_prob": 33.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.87872, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.501532, + "range_504_ratio": 1.651249, + "range_factor_pass": false, + "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": 97.5, + "strategy_rank": 92.582248, + "production_rank": 94.221498, + "structural_overlay_pass": false, + "structural_overlay_score": 89.510423, + "structural_overlay_rr": 1.759798, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.759798, + "primary_prob": 31.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.639696, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.881094, + "range_504_ratio": 2.413538, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.720372, + "hold30_r": -1.0 + }, + { + "symbol": "COR", + "date": "2022-09-08", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.304348, + "strategy_rank": 61.114998, + "production_rank": 67.844781, + "structural_overlay_pass": false, + "structural_overlay_score": 64.452542, + "structural_overlay_rr": 2.246129, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.233487, + "primary_prob": 26.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 19, + "primary_distance_atr": 3.35023, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.406542, + "range_504_ratio": 1.501617, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.06421, + "hold30_r": -1.0 + }, + { + "symbol": "COST", + "date": "2022-09-08", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.347826, + "strategy_rank": 76.242175, + "production_rank": 78.944059, + "structural_overlay_pass": false, + "structural_overlay_score": 74.996856, + "structural_overlay_rr": 2.263283, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.45328, + "primary_prob": 24.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 13, + "primary_distance_atr": 3.67992, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.447827, + "range_504_ratio": 1.564907, + "range_factor_pass": false, + "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": 99.673913, + "strategy_rank": 94.950892, + "production_rank": 96.525232, + "structural_overlay_pass": false, + "structural_overlay_score": 91.698971, + "structural_overlay_rr": 0.947179, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.314142, + "primary_prob": 41.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.971212, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 1.007914, + "range_504_ratio": 2.73988, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.280373, + "hold30_r": -1.275584 + }, + { + "symbol": "CVS", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.782609, + "strategy_rank": 64.689846, + "production_rank": 71.387433, + "structural_overlay_pass": false, + "structural_overlay_score": 67.818062, + "structural_overlay_rr": 1.677478, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.397264, + "primary_prob": 39.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.095896, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.338101, + "range_504_ratio": 1.402281, + "range_factor_pass": false, + "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": 96.195652, + "strategy_rank": 84.861386, + "production_rank": 88.639475, + "structural_overlay_pass": false, + "structural_overlay_score": 84.207501, + "structural_overlay_rr": 1.829984, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.220768, + "primary_prob": 26.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 19, + "primary_distance_atr": 3.331151, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.675109, + "range_504_ratio": 1.964247, + "range_factor_pass": false, + "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": 81.73913, + "strategy_rank": 76.175046, + "production_rank": 78.029741, + "structural_overlay_pass": false, + "structural_overlay_score": 74.128254, + "structural_overlay_rr": 1.076109, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.491711, + "primary_prob": 22.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.237567, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.358275, + "range_504_ratio": 1.430859, + "range_factor_pass": false, + "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": 98.586957, + "strategy_rank": 94.548329, + "production_rank": 95.894538, + "structural_overlay_pass": false, + "structural_overlay_score": 91.099811, + "structural_overlay_rr": 2.056303, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.191145, + "primary_prob": 27.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 3.286718, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.743315, + "range_504_ratio": 2.102896, + "range_factor_pass": false, + "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": 99.021739, + "strategy_rank": 97.328247, + "production_rank": 97.892744, + "structural_overlay_pass": true, + "structural_overlay_score": 97.998107, + "structural_overlay_rr": 2.296601, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.013822, + "primary_prob": 27.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 5, + "primary_distance_atr": 3.020732, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 1.194363, + "range_504_ratio": 3.301455, + "range_factor_pass": true, + "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": 91.630435, + "strategy_rank": 72.936093, + "production_rank": 79.16754, + "structural_overlay_pass": false, + "structural_overlay_score": 75.209163, + "structural_overlay_rr": 1.938081, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.394984, + "primary_prob": 39.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.092475, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.406459, + "range_504_ratio": 1.501491, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.059763, + "hold30_r": -1.0 + }, + { + "symbol": "EOG", + "date": "2022-09-08", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 97.065217, + "strategy_rank": 93.743698, + "production_rank": 94.850871, + "structural_overlay_pass": false, + "structural_overlay_score": 90.108327, + "structural_overlay_rr": 1.67437, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.139673, + "primary_prob": 26.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 6, + "primary_distance_atr": 3.20951, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.85703, + "range_504_ratio": 2.356153, + "range_factor_pass": false, + "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": 99.23913, + "strategy_rank": 97.8713, + "production_rank": 98.327244, + "structural_overlay_pass": false, + "structural_overlay_score": 93.410881, + "structural_overlay_rr": 0.859255, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.887925, + "primary_prob": 54.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.331888, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 1.19174, + "range_504_ratio": 3.292807, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.862228, + "hold30_r": -1.238458 + }, + { + "symbol": "ERIE", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.043478, + "strategy_rank": 66.777015, + "production_rank": 73.865836, + "structural_overlay_pass": false, + "structural_overlay_score": 70.172544, + "structural_overlay_rr": 1.406606, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.13865, + "primary_prob": 41.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.707975, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.393945, + "range_504_ratio": 1.482818, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.063023, + "hold30_r": -1.0 + }, + { + "symbol": "F", + "date": "2022-09-08", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.282609, + "strategy_rank": 88.99522, + "production_rank": 90.091016, + "structural_overlay_pass": false, + "structural_overlay_score": 85.586466, + "structural_overlay_rr": 1.527339, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.064495, + "primary_prob": 28.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 16, + "primary_distance_atr": 3.096743, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.891287, + "range_504_ratio": 2.438266, + "range_factor_pass": false, + "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": 97.934783, + "strategy_rank": 95.590178, + "production_rank": 96.371713, + "structural_overlay_pass": false, + "structural_overlay_score": 91.553128, + "structural_overlay_rr": 2.025454, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.883711, + "primary_prob": 31.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.825566, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.900483, + "range_504_ratio": 2.46079, + "range_factor_pass": false, + "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": 80.978261, + "strategy_rank": 76.35905, + "production_rank": 77.898787, + "structural_overlay_pass": false, + "structural_overlay_score": 74.003847, + "structural_overlay_rr": 1.679769, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.576662, + "primary_prob": 23.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 3.864993, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.486754, + "range_504_ratio": 1.627027, + "range_factor_pass": false, + "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": 94.347826, + "strategy_rank": 84.512534, + "production_rank": 87.790964, + "structural_overlay_pass": false, + "structural_overlay_score": 83.401416, + "structural_overlay_rr": 1.028842, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.943719, + "primary_prob": 46.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 76.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.415578, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.473165, + "range_504_ratio": 1.605066, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.895924, + "hold30_r": -1.0 + }, + { + "symbol": "GDDY", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.76087, + "strategy_rank": 76.141729, + "production_rank": 77.681443, + "structural_overlay_pass": false, + "structural_overlay_score": 73.797371, + "structural_overlay_rr": 2.024577, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.953185, + "primary_prob": 30.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.929777, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.333116, + "range_504_ratio": 1.395309, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.051683, + "hold30_r": -1.0 + }, + { + "symbol": "GIS", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.804348, + "strategy_rank": 64.019721, + "production_rank": 72.281263, + "structural_overlay_pass": false, + "structural_overlay_score": 68.6672, + "structural_overlay_rr": 0.918365, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.387095, + "primary_prob": 33.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 72.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.080643, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.326299, + "range_504_ratio": 1.38583, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.312077, + "hold30_r": 0.515796 + }, + { + "symbol": "GWW", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.826087, + "strategy_rank": 76.444059, + "production_rank": 81.904735, + "structural_overlay_pass": false, + "structural_overlay_score": 77.809498, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.79141, + "primary_prob": 42.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.187115, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.408664, + "range_504_ratio": 1.504806, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.06828, + "hold30_r": -1.0 + }, + { + "symbol": "HAL", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.76087, + "strategy_rank": 94.133586, + "production_rank": 94.676014, + "structural_overlay_pass": false, + "structural_overlay_score": 89.942213, + "structural_overlay_rr": 1.970988, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.91358, + "primary_prob": 30.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.87037, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.903753, + "range_504_ratio": 2.468852, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.382109, + "hold30_r": -1.352881 + }, + { + "symbol": "HLT", + "date": "2022-09-08", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.173913, + "strategy_rank": 78.759524, + "production_rank": 79.897654, + "structural_overlay_pass": false, + "structural_overlay_score": 75.902771, + "structural_overlay_rr": 1.767565, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.174522, + "primary_prob": 27.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 63, + "primary_distance_atr": 3.261783, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.437984, + "range_504_ratio": 1.54958, + "range_factor_pass": false, + "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": 88.478261, + "strategy_rank": 87.309375, + "production_rank": 87.699004, + "structural_overlay_pass": false, + "structural_overlay_score": 83.314054, + "structural_overlay_rr": 0.735167, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 2.664222, + "primary_prob": 22.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 3.996334, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.462652, + "range_504_ratio": 1.58828, + "range_factor_pass": false, + "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": 86.630435, + "strategy_rank": 83.051728, + "production_rank": 84.24463, + "structural_overlay_pass": false, + "structural_overlay_score": 80.032399, + "structural_overlay_rr": 1.894437, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 2.196811, + "primary_prob": 27.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 3.295216, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.388277, + "range_504_ratio": 1.474438, + "range_factor_pass": false, + "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": 88.586957, + "strategy_rank": 63.639534, + "production_rank": 71.955342, + "structural_overlay_pass": false, + "structural_overlay_score": 68.357574, + "structural_overlay_rr": 0.714723, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.154531, + "primary_prob": 44.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 99.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.731797, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.334939, + "range_504_ratio": 1.397855, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.075485, + "hold30_r": -1.0 + }, + { + "symbol": "HUM", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.76087, + "strategy_rank": 63.648244, + "production_rank": 71.019119, + "structural_overlay_pass": false, + "structural_overlay_score": 67.468163, + "structural_overlay_rr": 0.717593, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.147258, + "primary_prob": 29.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.720887, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.363183, + "range_504_ratio": 1.437899, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.073323, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.0, + "strategy_rank": 77.7557, + "production_rank": 81.837134, + "structural_overlay_pass": false, + "structural_overlay_score": 77.745277, + "structural_overlay_rr": 1.257903, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.270767, + "primary_prob": 42.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.906151, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.352526, + "range_504_ratio": 1.422656, + "range_factor_pass": false, + "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": 80.0, + "strategy_rank": 71.14658, + "production_rank": 74.09772, + "structural_overlay_pass": false, + "structural_overlay_score": 70.392834, + "structural_overlay_rr": 2.059323, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.993078, + "primary_prob": 26.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 87.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.989617, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.341124, + "range_504_ratio": 1.406527, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.935972, + "hold30_r": -1.0 + }, + { + "symbol": "JKHY", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.326087, + "strategy_rank": 62.562137, + "production_rank": 70.15012, + "structural_overlay_pass": false, + "structural_overlay_score": 66.642614, + "structural_overlay_rr": 0.987649, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.698843, + "primary_prob": 27.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 70.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.548265, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.365678, + "range_504_ratio": 1.441492, + "range_factor_pass": false, + "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": 87.608696, + "strategy_rank": 87.058986, + "production_rank": 87.242223, + "structural_overlay_pass": false, + "structural_overlay_score": 82.880111, + "structural_overlay_rr": 2.645251, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.789692, + "primary_prob": 32.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.684538, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.480162, + "range_504_ratio": 1.616337, + "range_factor_pass": false, + "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": 85.0, + "strategy_rank": 67.936482, + "production_rank": 73.624321, + "structural_overlay_pass": false, + "structural_overlay_score": 69.943105, + "structural_overlay_rr": 1.26811, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.808729, + "primary_prob": 70.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.213093, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.420579, + "range_504_ratio": 1.522843, + "range_factor_pass": false, + "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": 83.913043, + "strategy_rank": 61.931313, + "production_rank": 69.258556, + "structural_overlay_pass": false, + "structural_overlay_score": 65.795629, + "structural_overlay_rr": 1.231658, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.889598, + "primary_prob": 52.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 1.334396, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.392319, + "range_504_ratio": 1.48041, + "range_factor_pass": false, + "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": 87.391304, + "strategy_rank": 83.844923, + "production_rank": 85.02705, + "structural_overlay_pass": false, + "structural_overlay_score": 80.775697, + "structural_overlay_rr": 1.352804, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.868098, + "primary_prob": 21.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 4.302148, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.542907, + "range_504_ratio": 1.721002, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.078484, + "hold30_r": -1.033302 + }, + { + "symbol": "MAR", + "date": "2022-09-08", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.782609, + "strategy_rank": 83.108412, + "production_rank": 85.333145, + "structural_overlay_pass": false, + "structural_overlay_score": 81.066487, + "structural_overlay_rr": 2.155708, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.262373, + "primary_prob": 26.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 3.39356, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.431608, + "range_504_ratio": 1.539731, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.085213, + "hold30_r": -1.034101 + }, + { + "symbol": "MOS", + "date": "2022-09-08", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.369565, + "strategy_rank": 96.708859, + "production_rank": 97.262427, + "structural_overlay_pass": false, + "structural_overlay_score": 92.399306, + "structural_overlay_rr": 1.892104, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.473207, + "primary_prob": 24.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 99.0, + "primary_rejection_count": 21, + "primary_distance_atr": 3.709811, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 1.031539, + "range_504_ratio": 2.805379, + "range_factor_pass": true, + "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": 96.413043, + "strategy_rank": 87.554277, + "production_rank": 90.507199, + "structural_overlay_pass": false, + "structural_overlay_score": 85.981839, + "structural_overlay_rr": 1.838579, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "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": 62, + "gate_level_count": 62, + "range_504_log": 0.823448, + "range_504_ratio": 2.278342, + "range_factor_pass": false, + "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": 90.76087, + "strategy_rank": 92.066811, + "production_rank": 91.631497, + "structural_overlay_pass": false, + "structural_overlay_score": 87.049922, + "structural_overlay_rr": 2.151498, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.737528, + "primary_prob": 33.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.606292, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.510768, + "range_504_ratio": 1.666571, + "range_factor_pass": false, + "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": 82.391304, + "strategy_rank": 57.901926, + "production_rank": 66.065052, + "structural_overlay_pass": false, + "structural_overlay_score": 62.7618, + "structural_overlay_rr": 1.490184, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.568996, + "primary_prob": 35.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.353494, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.300298, + "range_504_ratio": 1.350261, + "range_factor_pass": false, + "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": 83.478261, + "strategy_rank": 59.900581, + "production_rank": 67.759807, + "structural_overlay_pass": false, + "structural_overlay_score": 64.371817, + "structural_overlay_rr": 0.92139, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.439818, + "primary_prob": 38.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.159727, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.320489, + "range_504_ratio": 1.377801, + "range_factor_pass": false, + "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": 93.26087, + "strategy_rank": 89.35427, + "production_rank": 90.65647, + "structural_overlay_pass": false, + "structural_overlay_score": 86.123646, + "structural_overlay_rr": 0.934354, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.500512, + "primary_prob": 37.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.250769, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.761874, + "range_504_ratio": 2.142287, + "range_factor_pass": false, + "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": 86.413043, + "strategy_rank": 78.11128, + "production_rank": 80.878535, + "structural_overlay_pass": false, + "structural_overlay_score": 76.834608, + "structural_overlay_rr": 1.656167, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.671551, + "primary_prob": 34.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.507326, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.436651, + "range_504_ratio": 1.547516, + "range_factor_pass": false, + "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": 97.282609, + "strategy_rank": 96.306295, + "production_rank": 96.631733, + "structural_overlay_pass": false, + "structural_overlay_score": 91.800146, + "structural_overlay_rr": 0.932181, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.955802, + "primary_prob": 47.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.433703, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.81429, + "range_504_ratio": 2.257571, + "range_factor_pass": false, + "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": 99.891304, + "strategy_rank": 97.383196, + "production_rank": 98.219232, + "structural_overlay_pass": false, + "structural_overlay_score": 93.308271, + "structural_overlay_rr": 1.035682, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.974016, + "primary_prob": 39.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.461023, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 1.271872, + "range_504_ratio": 3.567525, + "range_factor_pass": true, + "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": 85.978261, + "strategy_rank": 85.233643, + "production_rank": 85.481849, + "structural_overlay_pass": false, + "structural_overlay_score": 81.207756, + "structural_overlay_rr": 0.9119, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.630015, + "primary_prob": 34.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.445023, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.581311, + "range_504_ratio": 1.788381, + "range_factor_pass": false, + "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": 85.543478, + "strategy_rank": 69.163822, + "production_rank": 74.623708, + "structural_overlay_pass": false, + "structural_overlay_score": 70.892522, + "structural_overlay_rr": 1.903886, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.378958, + "primary_prob": 25.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 3.568436, + "raw_level_count": 25, + "gate_level_count": 25, + "range_504_log": 0.317239, + "range_504_ratio": 1.373331, + "range_factor_pass": false, + "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": 83.695652, + "strategy_rank": 70.345914, + "production_rank": 74.795827, + "structural_overlay_pass": false, + "structural_overlay_score": 71.056036, + "structural_overlay_rr": 1.196959, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.729025, + "primary_prob": 50.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.093538, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.314758, + "range_504_ratio": 1.369928, + "range_factor_pass": false, + "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": 91.847826, + "strategy_rank": 86.769048, + "production_rank": 88.461974, + "structural_overlay_pass": false, + "structural_overlay_score": 84.038876, + "structural_overlay_rr": 1.668418, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.635181, + "primary_prob": 34.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 96.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.452772, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.565903, + "range_504_ratio": 1.761038, + "range_factor_pass": false, + "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": 80.326087, + "strategy_rank": 80.853668, + "production_rank": 80.677808, + "structural_overlay_pass": false, + "structural_overlay_score": 76.643917, + "structural_overlay_rr": 2.836975, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.645215, + "primary_prob": 34.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 61, + "primary_distance_atr": 2.467823, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.493101, + "range_504_ratio": 1.637386, + "range_factor_pass": false, + "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": 83.043478, + "strategy_rank": 72.820989, + "production_rank": 76.228485, + "structural_overlay_pass": false, + "structural_overlay_score": 72.417061, + "structural_overlay_rr": 2.587063, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.934796, + "primary_prob": 30.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.902195, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.350493, + "range_504_ratio": 1.419767, + "range_factor_pass": false, + "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": 86.195652, + "strategy_rank": 76.004709, + "production_rank": 79.40169, + "structural_overlay_pass": false, + "structural_overlay_score": 75.431606, + "structural_overlay_rr": 2.216027, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.146572, + "primary_prob": 26.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 5, + "primary_distance_atr": 3.219858, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.3591, + "range_504_ratio": 1.43204, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.090829, + "hold30_r": -1.02938 + }, + { + "symbol": "SLB", + "date": "2022-09-08", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.695652, + "strategy_rank": 91.971321, + "production_rank": 92.546098, + "structural_overlay_pass": false, + "structural_overlay_score": 87.918793, + "structural_overlay_rr": 1.905601, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.350793, + "primary_prob": 40.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 3.52619, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.654567, + "range_504_ratio": 1.92431, + "range_factor_pass": false, + "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": 98.152174, + "strategy_rank": 97.859616, + "production_rank": 97.957135, + "structural_overlay_pass": false, + "structural_overlay_score": 93.059279, + "structural_overlay_rr": 0.737309, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "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": 57, + "gate_level_count": 57, + "range_504_log": 0.82369, + "range_504_ratio": 2.278893, + "range_factor_pass": false, + "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": 87.173913, + "strategy_rank": 83.823042, + "production_rank": 84.939999, + "structural_overlay_pass": false, + "structural_overlay_score": 80.692999, + "structural_overlay_rr": 1.867202, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.765133, + "primary_prob": 32.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.6477, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.4278, + "range_504_ratio": 1.53388, + "range_factor_pass": false, + "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": 92.608696, + "strategy_rank": 88.539442, + "production_rank": 89.89586, + "structural_overlay_pass": false, + "structural_overlay_score": 85.401067, + "structural_overlay_rr": 1.067583, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.90783, + "primary_prob": 52.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.361745, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.686098, + "range_504_ratio": 1.985952, + "range_factor_pass": false, + "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": 84.565217, + "strategy_rank": 70.205424, + "production_rank": 74.992022, + "structural_overlay_pass": false, + "structural_overlay_score": 71.242421, + "structural_overlay_rr": 2.754023, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.854642, + "primary_prob": 31.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.781963, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.34778, + "range_504_ratio": 1.415921, + "range_factor_pass": false, + "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": 83.26087, + "strategy_rank": 75.090426, + "production_rank": 77.813907, + "structural_overlay_pass": false, + "structural_overlay_score": 73.923212, + "structural_overlay_rr": 2.474992, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 11, + "rr": 2.01011, + "primary_prob": 29.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 73, + "primary_distance_atr": 3.015165, + "raw_level_count": 23, + "gate_level_count": 23, + "range_504_log": 0.319064, + "range_504_ratio": 1.37584, + "range_factor_pass": false, + "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": 94.130435, + "strategy_rank": 76.770783, + "production_rank": 82.557334, + "structural_overlay_pass": false, + "structural_overlay_score": 78.429467, + "structural_overlay_rr": 1.969199, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.310224, + "primary_prob": 25.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.965335, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.474453, + "range_504_ratio": 1.607135, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.260342, + "hold30_r": 3.069091 + }, + { + "symbol": "TRGP", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.978261, + "strategy_rank": 90.702698, + "production_rank": 92.461219, + "structural_overlay_pass": false, + "structural_overlay_score": 87.838158, + "structural_overlay_rr": 1.599271, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.631643, + "primary_prob": 49.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.447464, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.741796, + "range_504_ratio": 2.099704, + "range_factor_pass": false, + "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": 94.782609, + "strategy_rank": 94.947175, + "production_rank": 94.892319, + "structural_overlay_pass": false, + "structural_overlay_score": 90.147703, + "structural_overlay_rr": 1.58284, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.535924, + "primary_prob": 36.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.303886, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.695224, + "range_504_ratio": 2.004158, + "range_factor_pass": false, + "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": 82.826087, + "strategy_rank": 87.750248, + "production_rank": 86.108861, + "structural_overlay_pass": false, + "structural_overlay_score": 81.803418, + "structural_overlay_rr": 0.866583, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.703978, + "primary_prob": 33.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.555966, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 1.073426, + "range_504_ratio": 2.925385, + "range_factor_pass": true, + "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": 91.195652, + "strategy_rank": 67.908618, + "production_rank": 75.670963, + "structural_overlay_pass": false, + "structural_overlay_score": 71.887414, + "structural_overlay_rr": 1.706246, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.122568, + "primary_prob": 45.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.683852, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.367534, + "range_504_ratio": 1.444169, + "range_factor_pass": false, + "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": 97.717391, + "strategy_rank": 93.646474, + "production_rank": 95.003446, + "structural_overlay_pass": false, + "structural_overlay_score": 90.253274, + "structural_overlay_rr": 2.632898, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.586526, + "primary_prob": 27.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.379789, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.914113, + "range_504_ratio": 2.494562, + "range_factor_pass": false, + "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": 95.543478, + "strategy_rank": 82.189881, + "production_rank": 86.64108, + "structural_overlay_pass": false, + "structural_overlay_score": 82.309026, + "structural_overlay_rr": 1.069294, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.124454, + "primary_prob": 32.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.686681, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.550894, + "range_504_ratio": 1.734804, + "range_factor_pass": false, + "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": 92.065217, + "strategy_rank": 83.468453, + "production_rank": 86.334041, + "structural_overlay_pass": false, + "structural_overlay_score": 82.017339, + "structural_overlay_rr": 1.52637, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.781829, + "primary_prob": 26.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 70.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.672744, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.506212, + "range_504_ratio": 1.658995, + "range_factor_pass": false, + "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": 91.413043, + "strategy_rank": 75.064049, + "production_rank": 80.513714, + "structural_overlay_pass": false, + "structural_overlay_score": 76.488028, + "structural_overlay_rr": 1.827599, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.557155, + "primary_prob": 23.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 3.835732, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.47852, + "range_504_ratio": 1.613685, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.284761, + "hold30_r": -1.236789 + }, + { + "symbol": "WRB", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.23913, + "strategy_rank": 65.464134, + "production_rank": 73.389133, + "structural_overlay_pass": false, + "structural_overlay_score": 69.719676, + "structural_overlay_rr": 1.193521, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.193817, + "primary_prob": 53.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 74.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.790726, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.428122, + "range_504_ratio": 1.534373, + "range_factor_pass": false, + "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": 96.847826, + "strategy_rank": 87.728332, + "production_rank": 90.768163, + "structural_overlay_pass": false, + "structural_overlay_score": 86.229755, + "structural_overlay_rr": 1.189121, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.590839, + "primary_prob": 17.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.386258, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.706209, + "range_504_ratio": 2.026296, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.045427, + "hold30_r": -1.0 + }, + { + "symbol": "ABBV", + "date": "2022-09-15", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.275085, + "strategy_rank": 65.37364, + "production_rank": 73.007455, + "structural_overlay_pass": false, + "structural_overlay_score": 69.357082, + "structural_overlay_rr": 1.848542, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.475553, + "primary_prob": 24.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 3.71333, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.510693, + "range_504_ratio": 1.666446, + "range_factor_pass": false, + "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": 80.834273, + "strategy_rank": 59.827234, + "production_rank": 66.82958, + "structural_overlay_pass": false, + "structural_overlay_score": 63.488101, + "structural_overlay_rr": 1.360879, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.349199, + "primary_prob": 35.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 76.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.023799, + "raw_level_count": 26, + "gate_level_count": 26, + "range_504_log": 0.32852, + "range_504_ratio": 1.388912, + "range_factor_pass": false, + "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": 91.99549, + "strategy_rank": 81.322519, + "production_rank": 84.880176, + "structural_overlay_pass": false, + "structural_overlay_score": 80.636167, + "structural_overlay_rr": 1.911541, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.846092, + "primary_prob": 31.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.769138, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.552434, + "range_504_ratio": 1.737477, + "range_factor_pass": false, + "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": 89.177001, + "strategy_rank": 71.748225, + "production_rank": 77.557817, + "structural_overlay_pass": false, + "structural_overlay_score": 73.679926, + "structural_overlay_rr": 2.032735, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.049007, + "primary_prob": 26.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 87.0, + "primary_rejection_count": 18, + "primary_distance_atr": 3.073511, + "raw_level_count": 26, + "gate_level_count": 26, + "range_504_log": 0.30793, + "range_504_ratio": 1.360605, + "range_factor_pass": false, + "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": 86.80947, + "strategy_rank": 66.84771, + "production_rank": 73.50163, + "structural_overlay_pass": false, + "structural_overlay_score": 69.826549, + "structural_overlay_rr": 1.589, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.029778, + "primary_prob": 37.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.544668, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.348498, + "range_504_ratio": 1.416937, + "range_factor_pass": false, + "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": 90.980834, + "strategy_rank": 90.747395, + "production_rank": 90.825208, + "structural_overlay_pass": false, + "structural_overlay_score": 86.283948, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "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": 50, + "gate_level_count": 50, + "range_504_log": 0.637067, + "range_504_ratio": 1.890927, + "range_factor_pass": false, + "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": 95.152198, + "strategy_rank": 89.883566, + "production_rank": 91.639777, + "structural_overlay_pass": false, + "structural_overlay_score": 87.057788, + "structural_overlay_rr": 1.504902, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.102364, + "primary_prob": 28.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 3.153547, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.555987, + "range_504_ratio": 1.743662, + "range_factor_pass": false, + "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": 98.421646, + "strategy_rank": 97.408666, + "production_rank": 97.746326, + "structural_overlay_pass": true, + "structural_overlay_score": 97.85901, + "structural_overlay_rr": 2.929793, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "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": 66, + "gate_level_count": 66, + "range_504_log": 1.206543, + "range_504_ratio": 3.341911, + "range_factor_pass": true, + "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": 87.598647, + "strategy_rank": 62.129864, + "production_rank": 70.619458, + "structural_overlay_pass": false, + "structural_overlay_score": 67.088485, + "structural_overlay_rr": 1.358644, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.813929, + "primary_prob": 55.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 1.220893, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.359799, + "range_504_ratio": 1.433042, + "range_factor_pass": false, + "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": 94.475761, + "strategy_rank": 80.592492, + "production_rank": 85.220248, + "structural_overlay_pass": false, + "structural_overlay_score": 80.959236, + "structural_overlay_rr": 0.870774, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.877171, + "primary_prob": 53.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.315756, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.493694, + "range_504_ratio": 1.638357, + "range_factor_pass": false, + "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": 84.667418, + "strategy_rank": 78.08476, + "production_rank": 80.27898, + "structural_overlay_pass": false, + "structural_overlay_score": 76.265031, + "structural_overlay_rr": 1.647344, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.706754, + "primary_prob": 33.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.56013, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.58224, + "range_504_ratio": 1.790044, + "range_factor_pass": false, + "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": 93.010147, + "strategy_rank": 91.863859, + "production_rank": 92.245955, + "structural_overlay_pass": false, + "structural_overlay_score": 87.633657, + "structural_overlay_rr": 1.090017, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.800189, + "primary_prob": 32.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.700283, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.790217, + "range_504_ratio": 2.203874, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.768533, + "hold30_r": 1.59139 + }, + { + "symbol": "BRO", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.608794, + "strategy_rank": 66.324804, + "production_rank": 71.086134, + "structural_overlay_pass": false, + "structural_overlay_score": 67.531827, + "structural_overlay_rr": 1.757061, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.230582, + "primary_prob": 26.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 54, + "primary_distance_atr": 3.345872, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.349366, + "range_504_ratio": 1.418168, + "range_factor_pass": false, + "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": 89.627959, + "strategy_rank": 69.901734, + "production_rank": 76.477142, + "structural_overlay_pass": false, + "structural_overlay_score": 72.653285, + "structural_overlay_rr": 2.121326, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.638284, + "primary_prob": 21.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.457427, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.455172, + "range_504_ratio": 1.576445, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.582619, + "hold30_r": 3.752149 + }, + { + "symbol": "CDNS", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.314543, + "strategy_rank": 79.536397, + "production_rank": 80.795779, + "structural_overlay_pass": false, + "structural_overlay_score": 76.75599, + "structural_overlay_rr": 2.039267, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.882992, + "primary_prob": 31.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.824488, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.38766, + "range_504_ratio": 1.473529, + "range_factor_pass": false, + "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": 99.098083, + "strategy_rank": 94.875415, + "production_rank": 96.282971, + "structural_overlay_pass": false, + "structural_overlay_score": 91.468823, + "structural_overlay_rr": 0.803911, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.702467, + "primary_prob": 59.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.0537, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 1.018645, + "range_504_ratio": 2.769441, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.6706, + "hold30_r": -1.0 + }, + { + "symbol": "CHRW", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.40248, + "strategy_rank": 75.926331, + "production_rank": 80.418381, + "structural_overlay_pass": false, + "structural_overlay_score": 76.397462, + "structural_overlay_rr": 2.052914, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.963857, + "primary_prob": 29.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.945786, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.358928, + "range_504_ratio": 1.431794, + "range_factor_pass": false, + "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": 95.828636, + "strategy_rank": 82.553018, + "production_rank": 86.978224, + "structural_overlay_pass": false, + "structural_overlay_score": 82.629313, + "structural_overlay_rr": 2.052679, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.909256, + "primary_prob": 49.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 87.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.363884, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.501532, + "range_504_ratio": 1.651249, + "range_factor_pass": false, + "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": 97.519729, + "strategy_rank": 92.757054, + "production_rank": 94.344612, + "structural_overlay_pass": false, + "structural_overlay_score": 89.627382, + "structural_overlay_rr": 1.571824, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.200097, + "primary_prob": 40.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.800145, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.881094, + "range_504_ratio": 2.413538, + "range_factor_pass": false, + "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": 80.383315, + "strategy_rank": 60.896699, + "production_rank": 67.392237, + "structural_overlay_pass": false, + "structural_overlay_score": 64.022625, + "structural_overlay_rr": 2.332911, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.347569, + "primary_prob": 25.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 3.521353, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.406542, + "range_504_ratio": 1.501617, + "range_factor_pass": false, + "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": 82.638106, + "strategy_rank": 75.583161, + "production_rank": 77.934809, + "structural_overlay_pass": false, + "structural_overlay_score": 74.038069, + "structural_overlay_rr": 1.813731, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.814631, + "primary_prob": 32.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.721947, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.447827, + "range_504_ratio": 1.564907, + "range_factor_pass": false, + "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": 99.88726, + "strategy_rank": 94.71838, + "production_rank": 96.44134, + "structural_overlay_pass": false, + "structural_overlay_score": 91.619273, + "structural_overlay_rr": 1.827342, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.567919, + "primary_prob": 33.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.351879, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 1.007914, + "range_504_ratio": 2.73988, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.033519, + "hold30_r": -1.0 + }, + { + "symbol": "CTVA", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.799324, + "strategy_rank": 75.42304, + "production_rank": 81.548468, + "structural_overlay_pass": false, + "structural_overlay_score": 77.471044, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.77741, + "primary_prob": 42.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.166116, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.459792, + "range_504_ratio": 1.583744, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.054772, + "hold30_r": -1.0 + }, + { + "symbol": "CVS", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.441939, + "strategy_rank": 64.616114, + "production_rank": 71.224722, + "structural_overlay_pass": false, + "structural_overlay_score": 67.663486, + "structural_overlay_rr": 1.708854, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.42212, + "primary_prob": 38.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.133181, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.338101, + "range_504_ratio": 1.402281, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.067891, + "hold30_r": -1.0 + }, + { + "symbol": "CVX", + "date": "2022-09-15", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 96.054115, + "strategy_rank": 83.825718, + "production_rank": 87.901851, + "structural_overlay_pass": false, + "structural_overlay_score": 83.506758, + "structural_overlay_rr": 2.308044, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.423778, + "primary_prob": 27.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 11, + "primary_distance_atr": 3.635667, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.675109, + "range_504_ratio": 1.964247, + "range_factor_pass": false, + "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": 80.157835, + "strategy_rank": 75.130755, + "production_rank": 76.806449, + "structural_overlay_pass": false, + "structural_overlay_score": 72.966126, + "structural_overlay_rr": 2.006723, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.416344, + "primary_prob": 38.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.124516, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.358275, + "range_504_ratio": 1.430859, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.353581, + "hold30_r": 1.653442 + }, + { + "symbol": "DLTR", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.647125, + "strategy_rank": 94.762447, + "production_rank": 96.05734, + "structural_overlay_pass": false, + "structural_overlay_score": 91.254473, + "structural_overlay_rr": 0.86339, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.027806, + "primary_prob": 29.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 3.041709, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.743315, + "range_504_ratio": 2.102896, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.987935, + "hold30_r": 2.640421 + }, + { + "symbol": "DVN", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.323563, + "strategy_rank": 97.364332, + "production_rank": 98.017409, + "structural_overlay_pass": true, + "structural_overlay_score": 98.116538, + "structural_overlay_rr": 2.184242, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.899678, + "primary_prob": 28.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.849518, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 1.194363, + "range_504_ratio": 3.301455, + "range_factor_pass": true, + "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": 90.078918, + "strategy_rank": 63.798486, + "production_rank": 72.55863, + "structural_overlay_pass": false, + "structural_overlay_score": 68.930698, + "structural_overlay_rr": 0.749305, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.30687, + "primary_prob": 30.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.960305, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.361958, + "range_504_ratio": 1.436139, + "range_factor_pass": false, + "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": 81.059752, + "strategy_rank": 63.160745, + "production_rank": 69.127081, + "structural_overlay_pass": false, + "structural_overlay_score": 65.670727, + "structural_overlay_rr": 1.092566, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.578056, + "primary_prob": 35.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.367084, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.30326, + "range_504_ratio": 1.354267, + "range_factor_pass": false, + "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": 89.853439, + "strategy_rank": 72.458218, + "production_rank": 78.256625, + "structural_overlay_pass": false, + "structural_overlay_score": 74.343793, + "structural_overlay_rr": 1.296386, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.525648, + "primary_prob": 36.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.288472, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.406459, + "range_504_ratio": 1.501491, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.055124, + "hold30_r": -1.0 + }, + { + "symbol": "EOG", + "date": "2022-09-15", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 95.603157, + "strategy_rank": 92.834372, + "production_rank": 93.7573, + "structural_overlay_pass": false, + "structural_overlay_score": 89.069435, + "structural_overlay_rr": 2.870227, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.183692, + "primary_prob": 23.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 5, + "primary_distance_atr": 3.275537, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.85703, + "range_504_ratio": 2.356153, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.373088, + "hold30_r": -1.336879 + }, + { + "symbol": "ERIE", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.412627, + "strategy_rank": 62.823974, + "production_rank": 69.353525, + "structural_overlay_pass": false, + "structural_overlay_score": 65.885849, + "structural_overlay_rr": 0.702211, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.652044, + "primary_prob": 15.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.478066, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.393945, + "range_504_ratio": 1.482818, + "range_factor_pass": false, + "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": 91.319053, + "strategy_rank": 88.281445, + "production_rank": 89.293981, + "structural_overlay_pass": false, + "structural_overlay_score": 84.829282, + "structural_overlay_rr": 1.674571, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.520805, + "primary_prob": 36.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.281207, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.891287, + "range_504_ratio": 2.438266, + "range_factor_pass": false, + "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": 97.29425, + "strategy_rank": 95.301921, + "production_rank": 95.966031, + "structural_overlay_pass": false, + "structural_overlay_score": 91.167729, + "structural_overlay_rr": 1.751198, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.596921, + "primary_prob": 36.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.395381, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.900483, + "range_504_ratio": 2.46079, + "range_factor_pass": false, + "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": 95.377678, + "strategy_rank": 85.345455, + "production_rank": 88.689529, + "structural_overlay_pass": false, + "structural_overlay_score": 84.255053, + "structural_overlay_rr": 1.51754, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.477087, + "primary_prob": 32.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 76.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.215631, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.473165, + "range_504_ratio": 1.605066, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.429873, + "hold30_r": 4.609942 + }, + { + "symbol": "FSLR", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.990981, + "strategy_rank": 85.922065, + "production_rank": 85.27837, + "structural_overlay_pass": false, + "structural_overlay_score": 81.014452, + "structural_overlay_rr": 0.951454, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.724274, + "primary_prob": 56.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.086411, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.854986, + "range_504_ratio": 2.351342, + "range_factor_pass": false, + "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": 81.285231, + "strategy_rank": 60.413175, + "production_rank": 67.370527, + "structural_overlay_pass": false, + "structural_overlay_score": 64.002001, + "structural_overlay_rr": 1.586323, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.965695, + "primary_prob": 29.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.948542, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.333598, + "range_504_ratio": 1.395982, + "range_factor_pass": false, + "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": 88.049605, + "strategy_rank": 63.256345, + "production_rank": 71.520765, + "structural_overlay_pass": false, + "structural_overlay_score": 67.944727, + "structural_overlay_rr": 1.69264, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.68476, + "primary_prob": 28.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 72.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.52714, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.326299, + "range_504_ratio": 1.38583, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.609406, + "hold30_r": 2.409094 + }, + { + "symbol": "GPC", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.034949, + "strategy_rank": 64.235275, + "production_rank": 71.835167, + "structural_overlay_pass": false, + "structural_overlay_score": 68.243408, + "structural_overlay_rr": 1.301278, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.988568, + "primary_prob": 42.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 64.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.482851, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.355489, + "range_504_ratio": 1.426879, + "range_factor_pass": false, + "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": 92.784667, + "strategy_rank": 76.266835, + "production_rank": 81.772779, + "structural_overlay_pass": false, + "structural_overlay_score": 77.68414, + "structural_overlay_rr": 1.062728, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.754779, + "primary_prob": 28.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 76.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.632169, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.408664, + "range_504_ratio": 1.504806, + "range_factor_pass": false, + "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": 94.024803, + "strategy_rank": 92.506551, + "production_rank": 93.012635, + "structural_overlay_pass": false, + "structural_overlay_score": 88.362003, + "structural_overlay_rr": 2.928841, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.781872, + "primary_prob": 47.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.672809, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.903753, + "range_504_ratio": 2.468852, + "range_factor_pass": false, + "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": 88.726043, + "strategy_rank": 87.277149, + "production_rank": 87.760114, + "structural_overlay_pass": false, + "structural_overlay_score": 83.372108, + "structural_overlay_rr": 1.200515, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.76496, + "primary_prob": 32.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.64744, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.462652, + "range_504_ratio": 1.58828, + "range_factor_pass": false, + "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": 84.21646, + "strategy_rank": 81.417738, + "production_rank": 82.350645, + "structural_overlay_pass": false, + "structural_overlay_score": 78.233113, + "structural_overlay_rr": 1.854038, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.681687, + "primary_prob": 34.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.52253, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.388277, + "range_504_ratio": 1.474438, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.042717, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.569335, + "strategy_rank": 75.540426, + "production_rank": 78.883396, + "structural_overlay_pass": false, + "structural_overlay_score": 74.939226, + "structural_overlay_rr": 2.166749, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.801366, + "primary_prob": 32.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.70205, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.352526, + "range_504_ratio": 1.422656, + "range_factor_pass": false, + "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": 83.089064, + "strategy_rank": 73.500183, + "production_rank": 76.696477, + "structural_overlay_pass": false, + "structural_overlay_score": 72.861653, + "structural_overlay_rr": 1.523699, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.540117, + "primary_prob": 36.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.310175, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.341124, + "range_504_ratio": 1.406527, + "range_factor_pass": false, + "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": 83.540023, + "strategy_rank": 61.045583, + "production_rank": 68.54373, + "structural_overlay_pass": false, + "structural_overlay_score": 65.116543, + "structural_overlay_rr": 1.766201, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.383719, + "primary_prob": 39.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.075579, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.365678, + "range_504_ratio": 1.441492, + "range_factor_pass": false, + "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": 81.736189, + "strategy_rank": 68.195062, + "production_rank": 72.708771, + "structural_overlay_pass": false, + "structural_overlay_score": 69.073333, + "structural_overlay_rr": 0.700967, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.662063, + "primary_prob": 26.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 63.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.493094, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.521716, + "range_504_ratio": 1.684917, + "range_factor_pass": false, + "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": 90.529876, + "strategy_rank": 71.783075, + "production_rank": 78.032009, + "structural_overlay_pass": false, + "structural_overlay_score": 74.130408, + "structural_overlay_rr": 1.865999, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.38393, + "primary_prob": 39.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.075895, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.420579, + "range_504_ratio": 1.522843, + "range_factor_pass": false, + "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": 86.358512, + "strategy_rank": 62.34285, + "production_rank": 70.348071, + "structural_overlay_pass": false, + "structural_overlay_score": 66.830667, + "structural_overlay_rr": 1.751986, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.414342, + "primary_prob": 38.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.121512, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.392319, + "range_504_ratio": 1.48041, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.343305, + "hold30_r": -1.0 + }, + { + "symbol": "LYV", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.118377, + "strategy_rank": 82.31935, + "production_rank": 83.252359, + "structural_overlay_pass": false, + "structural_overlay_score": 79.089741, + "structural_overlay_rr": 1.807214, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.799847, + "primary_prob": 32.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.699771, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.542907, + "range_504_ratio": 1.721002, + "range_factor_pass": false, + "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": 97.745209, + "strategy_rank": 73.18516, + "production_rank": 81.371843, + "structural_overlay_pass": false, + "structural_overlay_score": 77.30325, + "structural_overlay_rr": 2.367992, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.295989, + "primary_prob": 41.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 98.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.943984, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.698505, + "range_504_ratio": 2.010744, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.241728, + "hold30_r": 3.743173 + }, + { + "symbol": "MOS", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.970688, + "strategy_rank": 96.349752, + "production_rank": 96.890064, + "structural_overlay_pass": false, + "structural_overlay_score": 92.04556, + "structural_overlay_rr": 1.526863, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.526611, + "primary_prob": 36.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.289916, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 1.031539, + "range_504_ratio": 2.805379, + "range_factor_pass": true, + "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": 96.843292, + "strategy_rank": 87.520034, + "production_rank": 90.627787, + "structural_overlay_pass": false, + "structural_overlay_score": 86.096397, + "structural_overlay_rr": 1.228901, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.886228, + "primary_prob": 46.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 70.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.329342, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.823448, + "range_504_ratio": 2.278342, + "range_factor_pass": false, + "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": 84.892897, + "strategy_rank": 87.870974, + "production_rank": 86.878282, + "structural_overlay_pass": false, + "structural_overlay_score": 82.534368, + "structural_overlay_rr": 1.690438, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 11, + "rr": 1.680213, + "primary_prob": 34.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.52032, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.510768, + "range_504_ratio": 1.666571, + "range_factor_pass": false, + "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": 83.765502, + "strategy_rank": 58.906121, + "production_rank": 67.192582, + "structural_overlay_pass": false, + "structural_overlay_score": 63.832952, + "structural_overlay_rr": 1.818174, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.900647, + "primary_prob": 30.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.85097, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.300298, + "range_504_ratio": 1.350261, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.82779, + "hold30_r": 5.454775 + }, + { + "symbol": "NI", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.260428, + "strategy_rank": 63.244462, + "production_rank": 71.249784, + "structural_overlay_pass": false, + "structural_overlay_score": 67.687295, + "structural_overlay_rr": 2.746401, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.784607, + "primary_prob": 21.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 4.17691, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.320489, + "range_504_ratio": 1.377801, + "range_factor_pass": false, + "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": 92.446449, + "strategy_rank": 89.813865, + "production_rank": 90.691393, + "structural_overlay_pass": false, + "structural_overlay_score": 86.156824, + "structural_overlay_rr": 1.528729, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.716917, + "primary_prob": 22.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 20, + "primary_distance_atr": 4.075376, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.761874, + "range_504_ratio": 2.142287, + "range_factor_pass": false, + "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": 97.068771, + "strategy_rank": 96.225167, + "production_rank": 96.506368, + "structural_overlay_pass": false, + "structural_overlay_score": 91.68105, + "structural_overlay_rr": 0.748658, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.672434, + "primary_prob": 54.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.008652, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.81429, + "range_504_ratio": 2.257571, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.643743, + "hold30_r": -1.0 + }, + { + "symbol": "ORLY", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.343856, + "strategy_rank": 75.483942, + "production_rank": 78.77058, + "structural_overlay_pass": false, + "structural_overlay_score": 74.832051, + "structural_overlay_rr": 1.947308, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.18435, + "primary_prob": 44.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.776525, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.315636, + "range_504_ratio": 1.371131, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.1186, + "hold30_r": 5.934994 + }, + { + "symbol": "OXY", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.549042, + "strategy_rank": 97.319464, + "production_rank": 98.062657, + "structural_overlay_pass": false, + "structural_overlay_score": 93.159524, + "structural_overlay_rr": 1.505925, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.505925, + "primary_prob": 34.74, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 13.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.258887, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 1.271872, + "range_504_ratio": 3.567525, + "range_factor_pass": true, + "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": 86.583991, + "strategy_rank": 70.84528, + "production_rank": 76.091517, + "structural_overlay_pass": false, + "structural_overlay_score": 72.286941, + "structural_overlay_rr": 1.720739, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.564843, + "primary_prob": 36.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 66, + "primary_distance_atr": 2.347265, + "raw_level_count": 25, + "gate_level_count": 25, + "range_504_log": 0.317239, + "range_504_ratio": 1.373331, + "range_factor_pass": false, + "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": 92.22097, + "strategy_rank": 87.15603, + "production_rank": 88.844343, + "structural_overlay_pass": false, + "structural_overlay_score": 84.402126, + "structural_overlay_rr": 1.997237, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.697138, + "primary_prob": 33.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.545708, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.565903, + "range_504_ratio": 1.761038, + "range_factor_pass": false, + "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": 85.907554, + "strategy_rank": 80.405558, + "production_rank": 82.239556, + "structural_overlay_pass": false, + "structural_overlay_score": 78.127579, + "structural_overlay_rr": 1.687424, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.957173, + "primary_prob": 48.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 88.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.435759, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.570591, + "range_504_ratio": 1.769313, + "range_factor_pass": false, + "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": 81.51071, + "strategy_rank": 71.246686, + "production_rank": 74.668028, + "structural_overlay_pass": false, + "structural_overlay_score": 70.934626, + "structural_overlay_rr": 2.269707, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.63232, + "primary_prob": 34.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.44848, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.350493, + "range_504_ratio": 1.419767, + "range_factor_pass": false, + "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": 86.133033, + "strategy_rank": 75.022853, + "production_rank": 78.726246, + "structural_overlay_pass": false, + "structural_overlay_score": 74.789934, + "structural_overlay_rr": 0.998881, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.713597, + "primary_prob": 22.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.570395, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.3591, + "range_504_ratio": 1.43204, + "range_factor_pass": false, + "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": 88.838782, + "strategy_rank": 88.538499, + "production_rank": 88.638593, + "structural_overlay_pass": false, + "structural_overlay_score": 84.206664, + "structural_overlay_rr": 1.736097, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.731926, + "primary_prob": 48.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.597888, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.654567, + "range_504_ratio": 1.92431, + "range_factor_pass": false, + "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": 98.872604, + "strategy_rank": 98.400012, + "production_rank": 98.557543, + "structural_overlay_pass": false, + "structural_overlay_score": 93.629666, + "structural_overlay_rr": 1.489516, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "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": 59, + "gate_level_count": 59, + "range_504_log": 0.82369, + "range_504_ratio": 2.278893, + "range_factor_pass": false, + "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": 82.863585, + "strategy_rank": 80.301807, + "production_rank": 81.155733, + "structural_overlay_pass": false, + "structural_overlay_score": 77.097946, + "structural_overlay_rr": 1.858705, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.192223, + "primary_prob": 27.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 3.288334, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.4278, + "range_504_ratio": 1.53388, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.044807, + "hold30_r": -1.0 + }, + { + "symbol": "SRE", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.961669, + "strategy_rank": 59.8056, + "production_rank": 67.190956, + "structural_overlay_pass": false, + "structural_overlay_score": 63.831409, + "structural_overlay_rr": 1.119172, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.119172, + "primary_prob": 26.23, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.678758, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.389389, + "range_504_ratio": 1.476079, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.179479, + "hold30_r": -1.111178 + }, + { + "symbol": "STLD", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.770011, + "strategy_rank": 88.799819, + "production_rank": 89.789883, + "structural_overlay_pass": false, + "structural_overlay_score": 85.300389, + "structural_overlay_rr": 1.754298, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.049829, + "primary_prob": 28.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.074744, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.686098, + "range_504_ratio": 1.985952, + "range_factor_pass": false, + "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": 82.187148, + "strategy_rank": 68.679652, + "production_rank": 73.182151, + "structural_overlay_pass": false, + "structural_overlay_score": 69.523043, + "structural_overlay_rr": 1.715816, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.275489, + "primary_prob": 26.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 3.413234, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.34778, + "range_504_ratio": 1.415921, + "range_factor_pass": false, + "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": 90.755355, + "strategy_rank": 74.576046, + "production_rank": 79.969149, + "structural_overlay_pass": false, + "structural_overlay_score": 75.970692, + "structural_overlay_rr": 1.58457, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.312611, + "primary_prob": 25.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.968916, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.474453, + "range_504_ratio": 1.607135, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.261126, + "hold30_r": 3.865172 + }, + { + "symbol": "TPL", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.573844, + "strategy_rank": 92.123313, + "production_rank": 92.606823, + "structural_overlay_pass": false, + "structural_overlay_score": 87.976482, + "structural_overlay_rr": 0.682614, + "structural_overlay_sources": [ + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.875682, + "primary_prob": 38.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.313523, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.696565, + "range_504_ratio": 2.006848, + "range_factor_pass": false, + "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": 94.70124, + "strategy_rank": 89.804382, + "production_rank": 91.436668, + "structural_overlay_pass": false, + "structural_overlay_score": 86.864834, + "structural_overlay_rr": 1.623518, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.634714, + "primary_prob": 43.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 66.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.452072, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.741796, + "range_504_ratio": 2.099704, + "range_factor_pass": false, + "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": 94.250282, + "strategy_rank": 94.556278, + "production_rank": 94.45428, + "structural_overlay_pass": false, + "structural_overlay_score": 89.731566, + "structural_overlay_rr": 1.536795, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.92643, + "primary_prob": 45.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.889645, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.695224, + "range_504_ratio": 2.004158, + "range_factor_pass": false, + "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": 94.926719, + "strategy_rank": 96.178433, + "production_rank": 95.761195, + "structural_overlay_pass": false, + "structural_overlay_score": 90.973135, + "structural_overlay_rr": 1.671061, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.679088, + "primary_prob": 22.59, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 4.018632, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 1.073426, + "range_504_ratio": 2.925385, + "range_factor_pass": true, + "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": 88.500564, + "strategy_rank": 66.882827, + "production_rank": 74.088739, + "structural_overlay_pass": false, + "structural_overlay_score": 70.384302, + "structural_overlay_rr": 1.538045, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.2999, + "primary_prob": 41.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.94985, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.367534, + "range_504_ratio": 1.444169, + "range_factor_pass": false, + "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": 98.196167, + "strategy_rank": 93.602182, + "production_rank": 95.13351, + "structural_overlay_pass": false, + "structural_overlay_score": 90.376835, + "structural_overlay_rr": 1.771699, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.918564, + "primary_prob": 29.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 95.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.877846, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.914113, + "range_504_ratio": 2.494562, + "range_factor_pass": false, + "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": 96.279594, + "strategy_rank": 82.936256, + "production_rank": 87.384036, + "structural_overlay_pass": false, + "structural_overlay_score": 83.014834, + "structural_overlay_rr": 1.53498, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.233425, + "primary_prob": 29.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.850138, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.550894, + "range_504_ratio": 1.734804, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.185114, + "hold30_r": 0.018474 + }, + { + "symbol": "VST", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.235626, + "strategy_rank": 84.791965, + "production_rank": 87.606519, + "structural_overlay_pass": false, + "structural_overlay_score": 83.226193, + "structural_overlay_rr": 1.872598, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.363641, + "primary_prob": 33.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 69.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.045462, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.506212, + "range_504_ratio": 1.658995, + "range_factor_pass": false, + "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": 90.304397, + "strategy_rank": 75.341456, + "production_rank": 80.329103, + "structural_overlay_pass": false, + "structural_overlay_score": 76.312648, + "structural_overlay_rr": 1.758559, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.860541, + "primary_prob": 31.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.790811, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.47852, + "range_504_ratio": 1.613685, + "range_factor_pass": false, + "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": 91.544532, + "strategy_rank": 67.459551, + "production_rank": 75.487878, + "structural_overlay_pass": false, + "structural_overlay_score": 71.713484, + "structural_overlay_rr": 1.407671, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.407987, + "primary_prob": 33.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 74.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.111981, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.428122, + "range_504_ratio": 1.534373, + "range_factor_pass": false, + "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": 96.505073, + "strategy_rank": 86.844092, + "production_rank": 90.064419, + "structural_overlay_pass": false, + "structural_overlay_score": 85.561198, + "structural_overlay_rr": 1.150943, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.580593, + "primary_prob": 17.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.37089, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.706209, + "range_504_ratio": 2.026296, + "range_factor_pass": false, + "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": 84.394507, + "strategy_rank": 63.116055, + "production_rank": 70.208872, + "structural_overlay_pass": false, + "structural_overlay_score": 66.698429, + "structural_overlay_rr": 1.681528, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.285198, + "primary_prob": 41.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 3.427796, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.510693, + "range_504_ratio": 1.666446, + "range_factor_pass": false, + "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": 92.883895, + "strategy_rank": 81.327954, + "production_rank": 85.179934, + "structural_overlay_pass": false, + "structural_overlay_score": 80.920937, + "structural_overlay_rr": 1.685848, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.648129, + "primary_prob": 34.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.472194, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.552434, + "range_504_ratio": 1.737477, + "range_factor_pass": false, + "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": 86.516854, + "strategy_rank": 69.950825, + "production_rank": 75.472835, + "structural_overlay_pass": false, + "structural_overlay_score": 71.699193, + "structural_overlay_rr": 2.048765, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.064909, + "primary_prob": 25.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 86.0, + "primary_rejection_count": 18, + "primary_distance_atr": 3.097363, + "raw_level_count": 26, + "gate_level_count": 26, + "range_504_log": 0.30793, + "range_504_ratio": 1.360605, + "range_factor_pass": false, + "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": 82.147316, + "strategy_rank": 64.572947, + "production_rank": 70.43107, + "structural_overlay_pass": false, + "structural_overlay_score": 66.909516, + "structural_overlay_rr": 2.272584, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.692985, + "primary_prob": 33.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.539477, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.348498, + "range_504_ratio": 1.416937, + "range_factor_pass": false, + "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": 91.385768, + "strategy_rank": 91.127145, + "production_rank": 91.213352, + "structural_overlay_pass": false, + "structural_overlay_score": 86.652685, + "structural_overlay_rr": 0.882552, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.285868, + "primary_prob": 27.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.928802, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.637067, + "range_504_ratio": 1.890927, + "range_factor_pass": false, + "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": 94.881398, + "strategy_rank": 89.160121, + "production_rank": 91.067213, + "structural_overlay_pass": false, + "structural_overlay_score": 86.513853, + "structural_overlay_rr": 1.690482, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.50056, + "primary_prob": 37.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.25084, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.555987, + "range_504_ratio": 1.743662, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.458544, + "hold30_r": -1.0 + }, + { + "symbol": "APA", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.626717, + "strategy_rank": 97.467629, + "production_rank": 97.853992, + "structural_overlay_pass": false, + "structural_overlay_score": 92.961292, + "structural_overlay_rr": 1.743148, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.773702, + "primary_prob": 32.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.660553, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 1.206543, + "range_504_ratio": 3.341911, + "range_factor_pass": true, + "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": 85.143571, + "strategy_rank": 60.386036, + "production_rank": 68.638547, + "structural_overlay_pass": false, + "structural_overlay_score": 65.20662, + "structural_overlay_rr": 1.547859, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.026012, + "primary_prob": 48.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 1.539017, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.359799, + "range_504_ratio": 1.433042, + "range_factor_pass": false, + "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": 90.012484, + "strategy_rank": 78.008739, + "production_rank": 82.009988, + "structural_overlay_pass": false, + "structural_overlay_score": 77.909488, + "structural_overlay_rr": 1.697322, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.473363, + "primary_prob": 37.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.210045, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.493694, + "range_504_ratio": 1.638357, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.423382, + "hold30_r": 4.749614 + }, + { + "symbol": "BG", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.264669, + "strategy_rank": 80.039633, + "production_rank": 82.781311, + "structural_overlay_pass": false, + "structural_overlay_score": 78.642246, + "structural_overlay_rr": 2.729152, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.794301, + "primary_prob": 32.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.691451, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.58224, + "range_504_ratio": 1.790044, + "range_factor_pass": false, + "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": 88.764045, + "strategy_rank": 88.805654, + "production_rank": 88.791785, + "structural_overlay_pass": false, + "structural_overlay_score": 84.352195, + "structural_overlay_rr": 1.032218, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.756675, + "primary_prob": 32.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.635012, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.790217, + "range_504_ratio": 2.203874, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.724595, + "hold30_r": 0.303398 + }, + { + "symbol": "CAH", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.514357, + "strategy_rank": 68.0199, + "production_rank": 74.851386, + "structural_overlay_pass": false, + "structural_overlay_score": 71.108817, + "structural_overlay_rr": 1.821708, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.319562, + "primary_prob": 27.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.979342, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.455172, + "range_504_ratio": 1.576445, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.260927, + "hold30_r": 3.660849 + }, + { + "symbol": "CDNS", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.649189, + "strategy_rank": 77.289843, + "production_rank": 78.409625, + "structural_overlay_pass": false, + "structural_overlay_score": 74.489144, + "structural_overlay_rr": 2.18017, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.022231, + "primary_prob": 29.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 3.033346, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.38766, + "range_504_ratio": 1.473529, + "range_factor_pass": false, + "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": 98.876404, + "strategy_rank": 93.939169, + "production_rank": 95.584914, + "structural_overlay_pass": false, + "structural_overlay_score": 90.805668, + "structural_overlay_rr": 0.705531, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.99288, + "primary_prob": 46.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 83.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.48932, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 1.018645, + "range_504_ratio": 2.769441, + "range_factor_pass": true, + "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": 89.513109, + "strategy_rank": 77.023266, + "production_rank": 81.186547, + "structural_overlay_pass": false, + "structural_overlay_score": 77.127219, + "structural_overlay_rr": 1.792791, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.33015, + "primary_prob": 25.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 3.495225, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.358928, + "range_504_ratio": 1.431794, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.048028, + "hold30_r": -1.0 + }, + { + "symbol": "CNC", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.632959, + "strategy_rank": 80.318632, + "production_rank": 84.756741, + "structural_overlay_pass": false, + "structural_overlay_score": 80.518904, + "structural_overlay_rr": 2.291159, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.046923, + "primary_prob": 28.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 3.070385, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.501532, + "range_504_ratio": 1.651249, + "range_factor_pass": false, + "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": 84.644195, + "strategy_rank": 61.158667, + "production_rank": 68.987176, + "structural_overlay_pass": false, + "structural_overlay_score": 65.537817, + "structural_overlay_rr": 0.793833, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.901116, + "primary_prob": 52.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.351675, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.315917, + "range_504_ratio": 1.371517, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.833791, + "hold30_r": -1.0 + }, + { + "symbol": "COP", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.128589, + "strategy_rank": 92.079788, + "production_rank": 93.762722, + "structural_overlay_pass": false, + "structural_overlay_score": 89.074586, + "structural_overlay_rr": 0.9126, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.928302, + "primary_prob": 39.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.392452, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.881094, + "range_504_ratio": 2.413538, + "range_factor_pass": false, + "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": 80.898876, + "strategy_rank": 74.023228, + "production_rank": 76.315111, + "structural_overlay_pass": false, + "structural_overlay_score": 72.499356, + "structural_overlay_rr": 1.819841, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.813523, + "primary_prob": 21.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 4.220284, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.447827, + "range_504_ratio": 1.564907, + "range_factor_pass": false, + "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": 99.37578, + "strategy_rank": 94.363545, + "production_rank": 96.03429, + "structural_overlay_pass": false, + "structural_overlay_score": 91.232576, + "structural_overlay_rr": 1.815553, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.808528, + "primary_prob": 32.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.712792, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 1.007914, + "range_504_ratio": 2.73988, + "range_factor_pass": true, + "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": 92.384519, + "strategy_rank": 74.694101, + "production_rank": 80.590907, + "structural_overlay_pass": false, + "structural_overlay_score": 76.561362, + "structural_overlay_rr": 1.349887, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.736863, + "primary_prob": 20.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.605295, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.459792, + "range_504_ratio": 1.583744, + "range_factor_pass": false, + "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": 95.131086, + "strategy_rank": 83.275052, + "production_rank": 87.227063, + "structural_overlay_pass": false, + "structural_overlay_score": 82.86571, + "structural_overlay_rr": 1.520308, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.434651, + "primary_prob": 24.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 19, + "primary_distance_atr": 3.651977, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.675109, + "range_504_ratio": 1.964247, + "range_factor_pass": false, + "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": 98.127341, + "strategy_rank": 94.387393, + "production_rank": 95.634042, + "structural_overlay_pass": false, + "structural_overlay_score": 90.85234, + "structural_overlay_rr": 0.706255, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.953319, + "primary_prob": 30.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.929979, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.743315, + "range_504_ratio": 2.102896, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.91026, + "hold30_r": 2.57587 + }, + { + "symbol": "DVN", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.126092, + "strategy_rank": 96.807217, + "production_rank": 97.580176, + "structural_overlay_pass": false, + "structural_overlay_score": 92.701167, + "structural_overlay_rr": 1.521124, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.916412, + "primary_prob": 27.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 83.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.874618, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 1.194363, + "range_504_ratio": 3.301455, + "range_factor_pass": true, + "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": 87.01623, + "strategy_rank": 61.77171, + "production_rank": 70.18655, + "structural_overlay_pass": false, + "structural_overlay_score": 66.677222, + "structural_overlay_rr": 1.637551, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.724776, + "primary_prob": 22.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.587165, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.361958, + "range_504_ratio": 1.436139, + "range_factor_pass": false, + "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": 87.765293, + "strategy_rank": 71.011765, + "production_rank": 76.596275, + "structural_overlay_pass": false, + "structural_overlay_score": 72.766461, + "structural_overlay_rr": 1.68012, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.729436, + "primary_prob": 33.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.594154, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.406459, + "range_504_ratio": 1.501491, + "range_factor_pass": false, + "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": 95.630462, + "strategy_rank": 92.003667, + "production_rank": 93.212599, + "structural_overlay_pass": false, + "structural_overlay_score": 88.551969, + "structural_overlay_rr": 1.688038, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.821482, + "primary_prob": 55.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.232223, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.85703, + "range_504_ratio": 2.356153, + "range_factor_pass": false, + "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": 99.625468, + "strategy_rank": 98.017129, + "production_rank": 98.553242, + "structural_overlay_pass": false, + "structural_overlay_score": 93.62558, + "structural_overlay_rr": 1.846029, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.166383, + "primary_prob": 37.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 64.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.749574, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 1.196369, + "range_504_ratio": 3.308084, + "range_factor_pass": true, + "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": 97.378277, + "strategy_rank": 94.985243, + "production_rank": 95.782921, + "structural_overlay_pass": false, + "structural_overlay_score": 90.993775, + "structural_overlay_rr": 1.058895, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.829222, + "primary_prob": 49.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 72.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.243832, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.787626, + "range_504_ratio": 2.198172, + "range_factor_pass": false, + "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": 86.267166, + "strategy_rank": 85.748612, + "production_rank": 85.921464, + "structural_overlay_pass": false, + "structural_overlay_score": 81.62539, + "structural_overlay_rr": 1.394412, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.772509, + "primary_prob": 32.63, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.658764, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.891287, + "range_504_ratio": 2.438266, + "range_factor_pass": false, + "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": 95.88015, + "strategy_rank": 93.300644, + "production_rank": 94.160479, + "structural_overlay_pass": false, + "structural_overlay_score": 89.452455, + "structural_overlay_rr": 1.911857, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.714089, + "primary_prob": 33.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.571134, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.900483, + "range_504_ratio": 2.46079, + "range_factor_pass": false, + "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": 93.133583, + "strategy_rank": 83.821937, + "production_rank": 86.925819, + "structural_overlay_pass": false, + "structural_overlay_score": 82.579528, + "structural_overlay_rr": 1.164446, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.121246, + "primary_prob": 41.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 79.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.681869, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.473165, + "range_504_ratio": 1.605066, + "range_factor_pass": false, + "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": 88.014981, + "strategy_rank": 88.692781, + "production_rank": 88.466848, + "structural_overlay_pass": false, + "structural_overlay_score": 84.043505, + "structural_overlay_rr": 0.96105, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.795028, + "primary_prob": 55.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.192542, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.858548, + "range_504_ratio": 2.359732, + "range_factor_pass": false, + "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": 85.642946, + "strategy_rank": 63.91515, + "production_rank": 71.157749, + "structural_overlay_pass": false, + "structural_overlay_score": 67.599861, + "structural_overlay_rr": 0.69159, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.952895, + "primary_prob": 44.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.429343, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.355489, + "range_504_ratio": 1.426879, + "range_factor_pass": false, + "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": 91.885144, + "strategy_rank": 76.102643, + "production_rank": 81.363476, + "structural_overlay_pass": false, + "structural_overlay_score": 77.295303, + "structural_overlay_rr": 1.172209, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.02407, + "primary_prob": 20.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 10, + "primary_distance_atr": 3.036105, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.408664, + "range_504_ratio": 1.504806, + "range_factor_pass": false, + "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": 95.380774, + "strategy_rank": 93.138113, + "production_rank": 93.885667, + "structural_overlay_pass": false, + "structural_overlay_score": 89.191383, + "structural_overlay_rr": 1.586493, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.720329, + "primary_prob": 33.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.580494, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.903753, + "range_504_ratio": 2.468852, + "range_factor_pass": false, + "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": 85.892634, + "strategy_rank": 84.588684, + "production_rank": 85.023334, + "structural_overlay_pass": false, + "structural_overlay_score": 80.772168, + "structural_overlay_rr": 1.532209, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.504836, + "primary_prob": 37.16, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.257254, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.478868, + "range_504_ratio": 1.614247, + "range_factor_pass": false, + "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": 80.274657, + "strategy_rank": 58.735901, + "production_rank": 65.915486, + "structural_overlay_pass": false, + "structural_overlay_score": 62.619712, + "structural_overlay_rr": 1.205236, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.216232, + "primary_prob": 43.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 70, + "primary_distance_atr": 1.824348, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.308523, + "range_504_ratio": 1.361413, + "range_factor_pass": false, + "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": 87.265918, + "strategy_rank": 62.881654, + "production_rank": 71.009742, + "structural_overlay_pass": false, + "structural_overlay_score": 67.459254, + "structural_overlay_rr": 0.753921, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.225105, + "primary_prob": 42.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 95.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.837657, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.334939, + "range_504_ratio": 1.397855, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.08058, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.64794, + "strategy_rank": 72.527623, + "production_rank": 75.567729, + "structural_overlay_pass": false, + "structural_overlay_score": 71.789342, + "structural_overlay_rr": 1.614193, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 11, + "rr": 1.998282, + "primary_prob": 29.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.997422, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.352526, + "range_504_ratio": 1.422656, + "range_factor_pass": false, + "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": 82.89638, + "strategy_rank": 69.024972, + "production_rank": 73.648774, + "structural_overlay_pass": false, + "structural_overlay_score": 69.966336, + "structural_overlay_rr": 1.912777, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.869901, + "primary_prob": 31.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.804851, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.521716, + "range_504_ratio": 1.684917, + "range_factor_pass": false, + "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": 90.262172, + "strategy_rank": 72.834393, + "production_rank": 78.643653, + "structural_overlay_pass": false, + "structural_overlay_score": 74.71147, + "structural_overlay_rr": 1.598771, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.156193, + "primary_prob": 44.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.73429, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.420579, + "range_504_ratio": 1.522843, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.105507, + "hold30_r": 4.142159 + }, + { + "symbol": "LMT", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.646692, + "strategy_rank": 59.498569, + "production_rank": 67.21461, + "structural_overlay_pass": false, + "structural_overlay_score": 63.85388, + "structural_overlay_rr": 0.964846, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.868704, + "primary_prob": 31.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.803055, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.392319, + "range_504_ratio": 1.48041, + "range_factor_pass": false, + "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": 96.629213, + "strategy_rank": 72.802544, + "production_rank": 80.744767, + "structural_overlay_pass": false, + "structural_overlay_score": 76.707529, + "structural_overlay_rr": 1.942076, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.980752, + "primary_prob": 20.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.971128, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.698505, + "range_504_ratio": 2.010744, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.92418, + "hold30_r": 4.126821 + }, + { + "symbol": "MOS", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.627965, + "strategy_rank": 95.833341, + "production_rank": 96.431549, + "structural_overlay_pass": false, + "structural_overlay_score": 91.609972, + "structural_overlay_rr": 1.729129, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.729129, + "primary_prob": 33.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.593694, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 1.031539, + "range_504_ratio": 2.805379, + "range_factor_pass": true, + "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": 96.379526, + "strategy_rank": 87.141478, + "production_rank": 90.220827, + "structural_overlay_pass": false, + "structural_overlay_score": 85.709786, + "structural_overlay_rr": 0.911283, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.898975, + "primary_prob": 46.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.348462, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.823448, + "range_504_ratio": 2.278342, + "range_factor_pass": false, + "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": 81.897628, + "strategy_rank": 57.96425, + "production_rank": 65.942043, + "structural_overlay_pass": false, + "structural_overlay_score": 62.64494, + "structural_overlay_rr": 1.360766, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.43696, + "primary_prob": 38.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.15544, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.300298, + "range_504_ratio": 1.350261, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.370183, + "hold30_r": 4.288521 + }, + { + "symbol": "MTB", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.761548, + "strategy_rank": 76.475727, + "production_rank": 81.237667, + "structural_overlay_pass": false, + "structural_overlay_score": 77.175784, + "structural_overlay_rr": 1.428701, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.777118, + "primary_prob": 51.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 73.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.165678, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.409246, + "range_504_ratio": 1.505683, + "range_factor_pass": false, + "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": 82.397004, + "strategy_rank": 60.296356, + "production_rank": 67.663239, + "structural_overlay_pass": false, + "structural_overlay_score": 64.280077, + "structural_overlay_rr": 1.64637, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.669566, + "primary_prob": 34.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.504349, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.320489, + "range_504_ratio": 1.377801, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.060351, + "hold30_r": -1.0 + }, + { + "symbol": "NOC", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.762797, + "strategy_rank": 68.818995, + "production_rank": 75.800262, + "structural_overlay_pass": false, + "structural_overlay_score": 72.010249, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.80121, + "primary_prob": 36.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.201815, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.401892, + "range_504_ratio": 1.49465, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.05388, + "hold30_r": -1.0 + }, + { + "symbol": "NUE", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.882647, + "strategy_rank": 90.667977, + "production_rank": 91.739534, + "structural_overlay_pass": false, + "structural_overlay_score": 87.152557, + "structural_overlay_rr": 1.561463, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.503082, + "primary_prob": 37.19, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.254622, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.761874, + "range_504_ratio": 2.142287, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.476194, + "hold30_r": 2.460262 + }, + { + "symbol": "ON", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.129838, + "strategy_rank": 95.420562, + "production_rank": 95.656987, + "structural_overlay_pass": false, + "structural_overlay_score": 90.874138, + "structural_overlay_rr": 1.556406, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.111111, + "primary_prob": 46.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.666667, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.81429, + "range_504_ratio": 2.257571, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.084167, + "hold30_r": -1.0 + }, + { + "symbol": "OXY", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.875156, + "strategy_rank": 96.920091, + "production_rank": 97.905112, + "structural_overlay_pass": false, + "structural_overlay_score": 93.009857, + "structural_overlay_rr": 1.855616, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.785517, + "primary_prob": 21.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.678276, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 1.271872, + "range_504_ratio": 3.567525, + "range_factor_pass": true, + "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": 87.515605, + "strategy_rank": 86.136236, + "production_rank": 86.596026, + "structural_overlay_pass": false, + "structural_overlay_score": 82.266224, + "structural_overlay_rr": 1.645915, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.708683, + "primary_prob": 33.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.563025, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.581311, + "range_504_ratio": 1.788381, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.038791, + "hold30_r": -1.0 + }, + { + "symbol": "PAYX", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.645443, + "strategy_rank": 68.651561, + "production_rank": 73.649522, + "structural_overlay_pass": false, + "structural_overlay_score": 69.967046, + "structural_overlay_rr": 2.005661, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.853685, + "primary_prob": 31.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 66, + "primary_distance_atr": 2.780528, + "raw_level_count": 25, + "gate_level_count": 25, + "range_504_log": 0.317239, + "range_504_ratio": 1.373331, + "range_factor_pass": false, + "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": 81.398252, + "strategy_rank": 74.59723, + "production_rank": 76.864238, + "structural_overlay_pass": false, + "structural_overlay_score": 73.021026, + "structural_overlay_rr": 1.019504, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.019504, + "primary_prob": 44.23, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.529255, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.496279, + "range_504_ratio": 1.642597, + "range_factor_pass": false, + "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": 83.146067, + "strategy_rank": 70.134916, + "production_rank": 74.471966, + "structural_overlay_pass": false, + "structural_overlay_score": 70.748368, + "structural_overlay_rr": 1.796981, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.28856, + "primary_prob": 39.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 90.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.932839, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.314758, + "range_504_ratio": 1.369928, + "range_factor_pass": false, + "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": 89.013733, + "strategy_rank": 70.42682, + "production_rank": 76.622458, + "structural_overlay_pass": false, + "structural_overlay_score": 72.791335, + "structural_overlay_rr": 1.743699, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.044373, + "primary_prob": 47.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.56656, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.373164, + "range_504_ratio": 1.452322, + "range_factor_pass": false, + "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": 91.011236, + "strategy_rank": 85.964723, + "production_rank": 87.646894, + "structural_overlay_pass": false, + "structural_overlay_score": 83.264549, + "structural_overlay_rr": 1.891558, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.639258, + "primary_prob": 34.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.458887, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.565903, + "range_504_ratio": 1.761038, + "range_factor_pass": false, + "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": 85.393258, + "strategy_rank": 80.049595, + "production_rank": 81.830816, + "structural_overlay_pass": false, + "structural_overlay_score": 77.739275, + "structural_overlay_rr": 1.455838, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.438017, + "primary_prob": 35.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 84.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.157026, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.570591, + "range_504_ratio": 1.769313, + "range_factor_pass": false, + "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": 84.893883, + "strategy_rank": 74.313498, + "production_rank": 77.840293, + "structural_overlay_pass": false, + "structural_overlay_score": 73.948278, + "structural_overlay_rr": 1.218277, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.287588, + "primary_prob": 41.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.931382, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.3591, + "range_504_ratio": 1.43204, + "range_factor_pass": false, + "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": 94.132335, + "strategy_rank": 91.964953, + "production_rank": 92.687414, + "structural_overlay_pass": false, + "structural_overlay_score": 88.053043, + "structural_overlay_rr": 1.995585, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.331537, + "primary_prob": 25.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 3.497305, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.654567, + "range_504_ratio": 1.92431, + "range_factor_pass": false, + "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": 98.377029, + "strategy_rank": 98.11579, + "production_rank": 98.20287, + "structural_overlay_pass": false, + "structural_overlay_score": 93.292726, + "structural_overlay_rr": 1.66767, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.263496, + "primary_prob": 21.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 74.0, + "primary_rejection_count": 13, + "primary_distance_atr": 3.395244, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.82369, + "range_504_ratio": 2.278893, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.241746, + "hold30_r": 5.119406 + }, + { + "symbol": "SRE", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.019975, + "strategy_rank": 62.180566, + "production_rank": 69.460369, + "structural_overlay_pass": false, + "structural_overlay_score": 65.987351, + "structural_overlay_rr": 1.238693, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.137919, + "primary_prob": 45.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.706879, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.389389, + "range_504_ratio": 1.476079, + "range_factor_pass": false, + "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": 92.634207, + "strategy_rank": 88.522249, + "production_rank": 89.892902, + "structural_overlay_pass": false, + "structural_overlay_score": 85.398257, + "structural_overlay_rr": 2.549577, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.749352, + "primary_prob": 32.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.624028, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.686098, + "range_504_ratio": 1.985952, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.721168, + "hold30_r": 3.688059 + }, + { + "symbol": "TAP", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.148564, + "strategy_rank": 68.175566, + "production_rank": 72.499899, + "structural_overlay_pass": false, + "structural_overlay_score": 68.874904, + "structural_overlay_rr": 1.996483, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.354189, + "primary_prob": 25.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 3.531283, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.34778, + "range_504_ratio": 1.415921, + "range_factor_pass": false, + "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": 83.395755, + "strategy_rank": 69.187503, + "production_rank": 73.923587, + "structural_overlay_pass": false, + "structural_overlay_score": 70.227407, + "structural_overlay_rr": 2.004635, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.321138, + "primary_prob": 25.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.981707, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.474453, + "range_504_ratio": 1.607135, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.269318, + "hold30_r": 2.214877 + }, + { + "symbol": "TPL", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.383271, + "strategy_rank": 91.365796, + "production_rank": 92.038288, + "structural_overlay_pass": false, + "structural_overlay_score": 87.436373, + "structural_overlay_rr": 0.960894, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.824795, + "primary_prob": 41.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.237193, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.696565, + "range_504_ratio": 2.006848, + "range_factor_pass": false, + "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": 94.63171, + "strategy_rank": 89.62125, + "production_rank": 91.291403, + "structural_overlay_pass": false, + "structural_overlay_score": 86.726833, + "structural_overlay_rr": 1.805674, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.730051, + "primary_prob": 33.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.595076, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.741796, + "range_504_ratio": 2.099704, + "range_factor_pass": false, + "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": 92.134831, + "strategy_rank": 92.848497, + "production_rank": 92.610608, + "structural_overlay_pass": false, + "structural_overlay_score": 87.980078, + "structural_overlay_rr": 1.646308, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.608851, + "primary_prob": 35.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.413277, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.695224, + "range_504_ratio": 2.004158, + "range_factor_pass": false, + "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": 86.017478, + "strategy_rank": 89.912983, + "production_rank": 88.614481, + "structural_overlay_pass": false, + "structural_overlay_score": 84.183757, + "structural_overlay_rr": 2.093578, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.853669, + "primary_prob": 31.44, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.780504, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 1.073426, + "range_504_ratio": 2.925385, + "range_factor_pass": true, + "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": 86.766542, + "strategy_rank": 66.010893, + "production_rank": 72.929443, + "structural_overlay_pass": false, + "structural_overlay_score": 69.282971, + "structural_overlay_rr": 1.823694, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.592594, + "primary_prob": 35.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.388891, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.367534, + "range_504_ratio": 1.444169, + "range_factor_pass": false, + "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": 97.877653, + "strategy_rank": 93.015604, + "production_rank": 94.636287, + "structural_overlay_pass": false, + "structural_overlay_score": 89.904473, + "structural_overlay_rr": 1.825077, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.577461, + "primary_prob": 34.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 94.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.366191, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.914113, + "range_504_ratio": 2.494562, + "range_factor_pass": false, + "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": 94.382022, + "strategy_rank": 81.890358, + "production_rank": 86.054246, + "structural_overlay_pass": false, + "structural_overlay_score": 81.751534, + "structural_overlay_rr": 1.618528, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.322125, + "primary_prob": 27.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.983187, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.550894, + "range_504_ratio": 1.734804, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.274858, + "hold30_r": 2.060094 + }, + { + "symbol": "VST", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.635456, + "strategy_rank": 83.70841, + "production_rank": 86.350759, + "structural_overlay_pass": false, + "structural_overlay_score": 82.033221, + "structural_overlay_rr": 1.992338, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.985816, + "primary_prob": 29.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.978723, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.506212, + "range_504_ratio": 1.658995, + "range_factor_pass": false, + "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": 90.51186, + "strategy_rank": 75.478003, + "production_rank": 80.489289, + "structural_overlay_pass": false, + "structural_overlay_score": 76.464824, + "structural_overlay_rr": 2.291707, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.016934, + "primary_prob": 29.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 3.025401, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.47852, + "range_504_ratio": 1.613685, + "range_factor_pass": false, + "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": 89.263421, + "strategy_rank": 66.299856, + "production_rank": 73.954377, + "structural_overlay_pass": false, + "structural_overlay_score": 70.256659, + "structural_overlay_rr": 1.95866, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.983273, + "primary_prob": 29.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 63, + "primary_distance_atr": 2.974909, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.428122, + "range_504_ratio": 1.534373, + "range_factor_pass": false, + "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": 96.878901, + "strategy_rank": 86.294034, + "production_rank": 89.822323, + "structural_overlay_pass": false, + "structural_overlay_score": 85.331207, + "structural_overlay_rr": 1.696525, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.69765, + "primary_prob": 28.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 75.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.546475, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.706209, + "range_504_ratio": 2.026296, + "range_factor_pass": false, + "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": 81.627297, + "strategy_rank": 60.673139, + "production_rank": 67.657858, + "structural_overlay_pass": false, + "structural_overlay_score": 64.274965, + "structural_overlay_rr": 1.688335, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.272694, + "primary_prob": 41.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 3.409041, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.510693, + "range_504_ratio": 1.666446, + "range_factor_pass": false, + "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": 91.732283, + "strategy_rank": 79.683803, + "production_rank": 83.699963, + "structural_overlay_pass": false, + "structural_overlay_score": 79.514965, + "structural_overlay_rr": 2.401513, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.134913, + "primary_prob": 27.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 3.20237, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.552434, + "range_504_ratio": 1.737477, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.093293, + "hold30_r": 3.529017 + }, + { + "symbol": "ADP", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.908136, + "strategy_rank": 67.995905, + "production_rank": 73.633315, + "structural_overlay_pass": false, + "structural_overlay_score": 69.95165, + "structural_overlay_rr": 2.332634, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.348236, + "primary_prob": 22.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 85.0, + "primary_rejection_count": 18, + "primary_distance_atr": 3.522354, + "raw_level_count": 26, + "gate_level_count": 26, + "range_504_log": 0.30793, + "range_504_ratio": 1.360605, + "range_factor_pass": false, + "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": 82.677165, + "strategy_rank": 64.156738, + "production_rank": 70.330214, + "structural_overlay_pass": false, + "structural_overlay_score": 66.813703, + "structural_overlay_rr": 2.596038, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.99816, + "primary_prob": 29.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.99724, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.348498, + "range_504_ratio": 1.416937, + "range_factor_pass": false, + "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": 91.994751, + "strategy_rank": 91.254964, + "production_rank": 91.50156, + "structural_overlay_pass": false, + "structural_overlay_score": 86.926482, + "structural_overlay_rr": 1.692189, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.636769, + "primary_prob": 20.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.455153, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.637067, + "range_504_ratio": 1.890927, + "range_factor_pass": false, + "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": 95.931759, + "strategy_rank": 89.181027, + "production_rank": 91.431271, + "structural_overlay_pass": false, + "structural_overlay_score": 86.859707, + "structural_overlay_rr": 1.193596, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.615041, + "primary_prob": 35.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.422562, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.555987, + "range_504_ratio": 1.743662, + "range_factor_pass": false, + "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": 98.818898, + "strategy_rank": 97.798883, + "production_rank": 98.138888, + "structural_overlay_pass": false, + "structural_overlay_score": 93.231943, + "structural_overlay_rr": 1.921185, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.921185, + "primary_prob": 30.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.881778, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 1.206543, + "range_504_ratio": 3.341911, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.899699, + "hold30_r": 3.704045 + }, + { + "symbol": "ATO", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.645669, + "strategy_rank": 60.115843, + "production_rank": 68.292452, + "structural_overlay_pass": false, + "structural_overlay_score": 64.877829, + "structural_overlay_rr": 1.720687, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.214473, + "primary_prob": 26.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 3.32171, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.359799, + "range_504_ratio": 1.433042, + "range_factor_pass": false, + "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": 84.383202, + "strategy_rank": 73.636304, + "production_rank": 77.218604, + "structural_overlay_pass": false, + "structural_overlay_score": 73.357673, + "structural_overlay_rr": 2.490496, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "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": 38, + "gate_level_count": 38, + "range_504_log": 0.493694, + "range_504_ratio": 1.638357, + "range_factor_pass": false, + "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": 83.595801, + "strategy_rank": 75.951615, + "production_rank": 78.499677, + "structural_overlay_pass": false, + "structural_overlay_score": 74.574693, + "structural_overlay_rr": 1.72554, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.722797, + "primary_prob": 33.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.584195, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.58224, + "range_504_ratio": 1.790044, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.68611, + "hold30_r": 4.449798 + }, + { + "symbol": "BLDR", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.614173, + "strategy_rank": 86.860288, + "production_rank": 86.77825, + "structural_overlay_pass": false, + "structural_overlay_score": 82.439337, + "structural_overlay_rr": 1.593431, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.637412, + "primary_prob": 49.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.456118, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.790217, + "range_504_ratio": 2.203874, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.604511, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.632546, + "strategy_rank": 69.535976, + "production_rank": 76.234833, + "structural_overlay_pass": false, + "structural_overlay_score": 72.423091, + "structural_overlay_rr": 1.415642, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.969985, + "primary_prob": 36.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.454978, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.455172, + "range_504_ratio": 1.576445, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.917545, + "hold30_r": 3.922024 + }, + { + "symbol": "CDNS", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.958005, + "strategy_rank": 80.000447, + "production_rank": 81.986299, + "structural_overlay_pass": false, + "structural_overlay_score": 77.886985, + "structural_overlay_rr": 1.856333, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.695323, + "primary_prob": 33.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.542984, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.38766, + "range_504_ratio": 1.473529, + "range_factor_pass": false, + "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": 98.293963, + "strategy_rank": 94.093732, + "production_rank": 95.493809, + "structural_overlay_pass": false, + "structural_overlay_score": 90.719119, + "structural_overlay_rr": 1.692672, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.691612, + "primary_prob": 60.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 1.037418, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 1.018645, + "range_504_ratio": 2.769441, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.665745, + "hold30_r": 1.523117 + }, + { + "symbol": "CHRW", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.188976, + "strategy_rank": 75.397205, + "production_rank": 79.661129, + "structural_overlay_pass": false, + "structural_overlay_score": 75.678072, + "structural_overlay_rr": 2.209504, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.835776, + "primary_prob": 31.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 56, + "primary_distance_atr": 2.753664, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.358928, + "range_504_ratio": 1.431794, + "range_factor_pass": false, + "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": 90.944882, + "strategy_rank": 70.297543, + "production_rank": 77.179989, + "structural_overlay_pass": false, + "structural_overlay_score": 73.32099, + "structural_overlay_rr": 1.490314, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.505445, + "primary_prob": 37.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.258168, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.435182, + "range_504_ratio": 1.545244, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.442415, + "hold30_r": 4.805473 + }, + { + "symbol": "CNC", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.782152, + "strategy_rank": 78.808763, + "production_rank": 83.466559, + "structural_overlay_pass": false, + "structural_overlay_score": 79.293232, + "structural_overlay_rr": 2.87339, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.709204, + "primary_prob": 33.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 65, + "primary_distance_atr": 2.563806, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.501532, + "range_504_ratio": 1.651249, + "range_factor_pass": false, + "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": 83.070866, + "strategy_rank": 60.85903, + "production_rank": 68.262976, + "structural_overlay_pass": false, + "structural_overlay_score": 64.849827, + "structural_overlay_rr": 2.044274, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.685767, + "primary_prob": 33.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.52865, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.32416, + "range_504_ratio": 1.382869, + "range_factor_pass": false, + "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": 96.71916, + "strategy_rank": 91.538491, + "production_rank": 93.26538, + "structural_overlay_pass": false, + "structural_overlay_score": 88.602111, + "structural_overlay_rr": 1.824787, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.830049, + "primary_prob": 24.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 62.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.745073, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.881094, + "range_504_ratio": 2.413538, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.79719, + "hold30_r": 4.089104 + }, + { + "symbol": "COST", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.577428, + "strategy_rank": 73.995823, + "production_rank": 76.189691, + "structural_overlay_pass": false, + "structural_overlay_score": 72.380206, + "structural_overlay_rr": 1.95666, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.67801, + "primary_prob": 34.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.517016, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.447827, + "range_504_ratio": 1.564907, + "range_factor_pass": false, + "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": 99.868766, + "strategy_rank": 94.450021, + "production_rank": 96.25627, + "structural_overlay_pass": false, + "structural_overlay_score": 91.443456, + "structural_overlay_rr": 1.883695, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.604396, + "primary_prob": 35.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.406594, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 1.007914, + "range_504_ratio": 2.73988, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.577148, + "hold30_r": 0.818382 + }, + { + "symbol": "CTVA", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.257218, + "strategy_rank": 74.279005, + "production_rank": 80.271743, + "structural_overlay_pass": false, + "structural_overlay_score": 76.258156, + "structural_overlay_rr": 1.661555, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.622846, + "primary_prob": 35.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.434269, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.459792, + "range_504_ratio": 1.583744, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.576613, + "hold30_r": 4.040649 + }, + { + "symbol": "CVX", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.144357, + "strategy_rank": 83.878537, + "production_rank": 87.63381, + "structural_overlay_pass": false, + "structural_overlay_score": 83.25212, + "structural_overlay_rr": 2.364919, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.957266, + "primary_prob": 30.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.935899, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.675109, + "range_504_ratio": 1.964247, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.913851, + "hold30_r": 5.47746 + }, + { + "symbol": "DLTR", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.044619, + "strategy_rank": 90.340658, + "production_rank": 91.241978, + "structural_overlay_pass": false, + "structural_overlay_score": 86.679879, + "structural_overlay_rr": 1.199721, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.395659, + "primary_prob": 25.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 3.593488, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.743315, + "range_504_ratio": 2.102896, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.352328, + "hold30_r": 4.160828 + }, + { + "symbol": "DVN", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.081365, + "strategy_rank": 97.19727, + "production_rank": 97.825301, + "structural_overlay_pass": false, + "structural_overlay_score": 92.934036, + "structural_overlay_rr": 1.923584, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.847041, + "primary_prob": 23.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 62.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.770561, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 1.194363, + "range_504_ratio": 3.301455, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.821335, + "hold30_r": 1.688538 + }, + { + "symbol": "ED", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.87664, + "strategy_rank": 62.030926, + "production_rank": 70.312831, + "structural_overlay_pass": false, + "structural_overlay_score": 66.797189, + "structural_overlay_rr": 1.892505, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.913293, + "primary_prob": 30.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.86994, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.361958, + "range_504_ratio": 1.436139, + "range_factor_pass": false, + "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": 80.314961, + "strategy_rank": 64.348745, + "production_rank": 69.670817, + "structural_overlay_pass": false, + "structural_overlay_score": 66.187276, + "structural_overlay_rr": 1.31913, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 8, + "rr": 1.699503, + "primary_prob": 33.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.549255, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.30326, + "range_504_ratio": 1.354267, + "range_factor_pass": false, + "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": 85.170604, + "strategy_rank": 67.865496, + "production_rank": 73.633865, + "structural_overlay_pass": false, + "structural_overlay_score": 69.952172, + "structural_overlay_rr": 1.951491, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.995323, + "primary_prob": 29.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.992985, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.406459, + "range_504_ratio": 1.501491, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.945928, + "hold30_r": 3.519244 + }, + { + "symbol": "EOG", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.669291, + "strategy_rank": 92.41353, + "production_rank": 93.498784, + "structural_overlay_pass": false, + "structural_overlay_score": 88.823845, + "structural_overlay_rr": 1.625058, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.107649, + "primary_prob": 25.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 87.0, + "primary_rejection_count": 13, + "primary_distance_atr": 3.161474, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.85703, + "range_504_ratio": 2.356153, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.076086, + "hold30_r": 4.098653 + }, + { + "symbol": "EQT", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.343832, + "strategy_rank": 97.852201, + "production_rank": 98.349411, + "structural_overlay_pass": false, + "structural_overlay_score": 93.431941, + "structural_overlay_rr": 2.081545, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.526205, + "primary_prob": 36.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.289308, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 1.196369, + "range_504_ratio": 3.308084, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.506115, + "hold30_r": 0.856362 + }, + { + "symbol": "ERIE", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.364829, + "strategy_rank": 62.295695, + "production_rank": 68.652073, + "structural_overlay_pass": false, + "structural_overlay_score": 65.219469, + "structural_overlay_rr": 1.083263, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.083263, + "primary_prob": 36.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.624895, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.393945, + "range_504_ratio": 1.482818, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.014698, + "hold30_r": 8.014589 + }, + { + "symbol": "EXE", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.244094, + "strategy_rank": 94.615369, + "production_rank": 95.491611, + "structural_overlay_pass": false, + "structural_overlay_score": 90.71703, + "structural_overlay_rr": 1.784806, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.543535, + "primary_prob": 32.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 82.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.315303, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.787626, + "range_504_ratio": 2.198172, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.514881, + "hold30_r": 1.216812 + }, + { + "symbol": "EXR", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.839895, + "strategy_rank": 70.763319, + "production_rank": 74.122178, + "structural_overlay_pass": false, + "structural_overlay_score": 70.416069, + "structural_overlay_rr": 1.635103, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.681249, + "primary_prob": 34.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.521874, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.378668, + "range_504_ratio": 1.460338, + "range_factor_pass": false, + "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": 83.333333, + "strategy_rank": 83.150087, + "production_rank": 83.211169, + "structural_overlay_pass": false, + "structural_overlay_score": 79.050611, + "structural_overlay_rr": 2.046962, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.906518, + "primary_prob": 30.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.859777, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.891287, + "range_504_ratio": 2.438266, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.88111, + "hold30_r": 3.001606 + }, + { + "symbol": "FANG", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.88189, + "strategy_rank": 93.118894, + "production_rank": 93.706559, + "structural_overlay_pass": false, + "structural_overlay_score": 89.021231, + "structural_overlay_rr": 1.755077, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.73566, + "primary_prob": 33.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.60349, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.900483, + "range_504_ratio": 2.46079, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.708376, + "hold30_r": 4.441962 + }, + { + "symbol": "FICO", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.414698, + "strategy_rank": 76.302854, + "production_rank": 78.340135, + "structural_overlay_pass": false, + "structural_overlay_score": 74.423129, + "structural_overlay_rr": 2.28102, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.787084, + "primary_prob": 32.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.680626, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.486754, + "range_504_ratio": 1.627027, + "range_factor_pass": false, + "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": 91.469816, + "strategy_rank": 82.2095, + "production_rank": 85.296272, + "structural_overlay_pass": false, + "structural_overlay_score": 81.031458, + "structural_overlay_rr": 1.969185, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.778168, + "primary_prob": 31.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 93.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.667252, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.473165, + "range_504_ratio": 1.605066, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.737672, + "hold30_r": 5.665035 + }, + { + "symbol": "FSLR", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.519685, + "strategy_rank": 91.543884, + "production_rank": 91.869151, + "structural_overlay_pass": false, + "structural_overlay_score": 87.275694, + "structural_overlay_rr": 1.020898, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.835249, + "primary_prob": 39.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.252874, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.858548, + "range_504_ratio": 2.359732, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.806785, + "hold30_r": -1.056562 + }, + { + "symbol": "GIS", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.152231, + "strategy_rank": 59.509179, + "production_rank": 67.056863, + "structural_overlay_pass": false, + "structural_overlay_score": 63.70402, + "structural_overlay_rr": 1.394072, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.151472, + "primary_prob": 26.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.727208, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.360163, + "range_504_ratio": 1.433563, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.061379, + "hold30_r": -1.0 + }, + { + "symbol": "GPC", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.695538, + "strategy_rank": 63.599442, + "production_rank": 70.964807, + "structural_overlay_pass": false, + "structural_overlay_score": 67.416567, + "structural_overlay_rr": 1.537817, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.778454, + "primary_prob": 29.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 86.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.667681, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.355489, + "range_504_ratio": 1.426879, + "range_factor_pass": false, + "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": 90.682415, + "strategy_rank": 74.904392, + "production_rank": 80.163733, + "structural_overlay_pass": false, + "structural_overlay_score": 76.155546, + "structural_overlay_rr": 2.102964, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.074587, + "primary_prob": 28.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 20, + "primary_distance_atr": 3.11188, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.408664, + "range_504_ratio": 1.504806, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.023798, + "hold30_r": 6.335795 + }, + { + "symbol": "HAL", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.569554, + "strategy_rank": 92.121724, + "production_rank": 92.604334, + "structural_overlay_pass": false, + "structural_overlay_score": 87.974117, + "structural_overlay_rr": 1.918319, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.73778, + "primary_prob": 33.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.606671, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.903753, + "range_504_ratio": 2.468852, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.713101, + "hold30_r": 6.595553 + }, + { + "symbol": "HPQ", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.858268, + "strategy_rank": 82.378798, + "production_rank": 82.871954, + "structural_overlay_pass": false, + "structural_overlay_score": 78.728357, + "structural_overlay_rr": 0.789697, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.568508, + "primary_prob": 23.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 3.852762, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.516751, + "range_504_ratio": 1.676572, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.531547, + "hold30_r": 3.144027 + }, + { + "symbol": "HSY", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.48294, + "strategy_rank": 61.912403, + "production_rank": 70.102582, + "structural_overlay_pass": false, + "structural_overlay_score": 66.597453, + "structural_overlay_rr": 0.923805, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.350878, + "primary_prob": 38.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 93.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.026317, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.334939, + "range_504_ratio": 1.397855, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.280384, + "hold30_r": 0.393732 + }, + { + "symbol": "IRM", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.939633, + "strategy_rank": 77.29858, + "production_rank": 79.178931, + "structural_overlay_pass": false, + "structural_overlay_score": 75.219985, + "structural_overlay_rr": 2.210366, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 7, + "rr": 2.728007, + "primary_prob": 22.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 4.09201, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.341124, + "range_504_ratio": 1.406527, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.696558, + "hold30_r": 3.14418 + }, + { + "symbol": "KLAC", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.052493, + "strategy_rank": 80.382295, + "production_rank": 80.272361, + "structural_overlay_pass": false, + "structural_overlay_score": 76.258743, + "structural_overlay_rr": 2.936772, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.753259, + "primary_prob": 22.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 4.129889, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.480162, + "range_504_ratio": 1.616337, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.195419, + "hold30_r": -1.159571 + }, + { + "symbol": "MCK", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.981627, + "strategy_rank": 72.677715, + "production_rank": 80.779019, + "structural_overlay_pass": false, + "structural_overlay_score": 76.740068, + "structural_overlay_rr": 1.7873, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.225143, + "primary_prob": 42.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 96.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.837715, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.698505, + "range_504_ratio": 2.010744, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.170408, + "hold30_r": 2.266235 + }, + { + "symbol": "MOS", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.506562, + "strategy_rank": 95.584436, + "production_rank": 96.225145, + "structural_overlay_pass": false, + "structural_overlay_score": 91.413887, + "structural_overlay_rr": 2.009414, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.597699, + "primary_prob": 35.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.396548, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 1.031539, + "range_504_ratio": 2.805379, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.572392, + "hold30_r": 1.33621 + }, + { + "symbol": "MPC", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.456693, + "strategy_rank": 88.134868, + "production_rank": 90.90881, + "structural_overlay_pass": false, + "structural_overlay_score": 86.363369, + "structural_overlay_rr": 1.503132, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "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": 65, + "gate_level_count": 65, + "range_504_log": 0.823448, + "range_504_ratio": 2.278342, + "range_factor_pass": false, + "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": 83.989501, + "strategy_rank": 69.905216, + "production_rank": 74.599978, + "structural_overlay_pass": false, + "structural_overlay_score": 70.869979, + "structural_overlay_rr": 1.604216, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.878446, + "primary_prob": 27.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 81.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.817668, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.409246, + "range_504_ratio": 1.505683, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.831254, + "hold30_r": -1.0 + }, + { + "symbol": "NOC", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.926509, + "strategy_rank": 67.674211, + "production_rank": 74.424977, + "structural_overlay_pass": false, + "structural_overlay_score": 70.703728, + "structural_overlay_rr": 1.246718, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.282783, + "primary_prob": 34.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 62.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.924174, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.401892, + "range_504_ratio": 1.49465, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.236359, + "hold30_r": 3.014964 + }, + { + "symbol": "NUE", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.094488, + "strategy_rank": 90.054623, + "production_rank": 91.401245, + "structural_overlay_pass": false, + "structural_overlay_score": 86.831183, + "structural_overlay_rr": 1.890354, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.59215, + "primary_prob": 35.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 53, + "primary_distance_atr": 2.388226, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.761874, + "range_504_ratio": 2.142287, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.562905, + "hold30_r": 4.685818 + }, + { + "symbol": "ON", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.031496, + "strategy_rank": 96.658696, + "production_rank": 97.116296, + "structural_overlay_pass": false, + "structural_overlay_score": 92.260482, + "structural_overlay_rr": 1.511573, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.553043, + "primary_prob": 36.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.329565, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.81429, + "range_504_ratio": 2.257571, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.526544, + "hold30_r": -1.0 + }, + { + "symbol": "OXY", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.606299, + "strategy_rank": 96.661582, + "production_rank": 97.643155, + "structural_overlay_pass": false, + "structural_overlay_score": 92.760997, + "structural_overlay_rr": 1.825036, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.753863, + "primary_prob": 22.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.630794, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 1.271872, + "range_504_ratio": 3.567525, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.723004, + "hold30_r": 2.079296 + }, + { + "symbol": "PANW", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.713911, + "strategy_rank": 86.523821, + "production_rank": 87.253851, + "structural_overlay_pass": false, + "structural_overlay_score": 82.891159, + "structural_overlay_rr": 1.757412, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.857812, + "primary_prob": 31.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.786717, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.581311, + "range_504_ratio": 1.788381, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.04037, + "hold30_r": -1.0 + }, + { + "symbol": "PCG", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.370079, + "strategy_rank": 80.307746, + "production_rank": 83.328524, + "structural_overlay_pass": false, + "structural_overlay_score": 79.162098, + "structural_overlay_rr": 1.219178, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.113394, + "primary_prob": 45.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.670091, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.496279, + "range_504_ratio": 1.642597, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.075708, + "hold30_r": 3.69863 + }, + { + "symbol": "PGR", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.895013, + "strategy_rank": 70.740645, + "production_rank": 77.125435, + "structural_overlay_pass": false, + "structural_overlay_score": 73.269163, + "structural_overlay_rr": 2.131523, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.145723, + "primary_prob": 27.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 17, + "primary_distance_atr": 3.218584, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.373164, + "range_504_ratio": 1.452322, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.318275, + "hold30_r": -1.257032 + }, + { + "symbol": "PSX", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.107612, + "strategy_rank": 84.953862, + "production_rank": 86.338445, + "structural_overlay_pass": false, + "structural_overlay_score": 82.021523, + "structural_overlay_rr": 2.088226, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.850847, + "primary_prob": 31.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.77627, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.565903, + "range_504_ratio": 1.761038, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.819335, + "hold30_r": 5.004348 + }, + { + "symbol": "PWR", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.401575, + "strategy_rank": 81.442882, + "production_rank": 83.429113, + "structural_overlay_pass": false, + "structural_overlay_score": 79.257658, + "structural_overlay_rr": 1.89792, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.374712, + "primary_prob": 22.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 84.0, + "primary_rejection_count": 14, + "primary_distance_atr": 3.562068, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.570591, + "range_504_ratio": 1.769313, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.338198, + "hold30_r": 2.73003 + }, + { + "symbol": "SLB", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.15748, + "strategy_rank": 89.576205, + "production_rank": 89.769963, + "structural_overlay_pass": false, + "structural_overlay_score": 85.281465, + "structural_overlay_rr": 1.952253, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.985489, + "primary_prob": 29.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.978234, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.654567, + "range_504_ratio": 1.92431, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.956889, + "hold30_r": 6.810185 + }, + { + "symbol": "SMCI", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.55643, + "strategy_rank": 98.243428, + "production_rank": 98.347762, + "structural_overlay_pass": false, + "structural_overlay_score": 93.430374, + "structural_overlay_rr": 1.783538, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "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": 61, + "gate_level_count": 61, + "range_504_log": 0.82369, + "range_504_ratio": 2.278893, + "range_factor_pass": false, + "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": 85.433071, + "strategy_rank": 80.496867, + "production_rank": 82.142268, + "structural_overlay_pass": false, + "structural_overlay_score": 78.035155, + "structural_overlay_rr": 1.472474, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.022776, + "primary_prob": 29.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 3.034165, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.4278, + "range_504_ratio": 1.53388, + "range_factor_pass": false, + "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": 86.220472, + "strategy_rank": 63.809828, + "production_rank": 71.280043, + "structural_overlay_pass": false, + "structural_overlay_score": 67.716041, + "structural_overlay_rr": 2.206187, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.07812, + "primary_prob": 28.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 3.11718, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.389389, + "range_504_ratio": 1.476079, + "range_factor_pass": false, + "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": 93.832021, + "strategy_rank": 88.849954, + "production_rank": 90.510643, + "structural_overlay_pass": false, + "structural_overlay_score": 85.985111, + "structural_overlay_rr": 1.907061, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.737602, + "primary_prob": 33.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.606403, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.686098, + "range_504_ratio": 1.985952, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.708466, + "hold30_r": 5.280508 + }, + { + "symbol": "TKO", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.889764, + "strategy_rank": 67.296657, + "production_rank": 72.161026, + "structural_overlay_pass": false, + "structural_overlay_score": 68.552974, + "structural_overlay_rr": 1.586496, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.920274, + "primary_prob": 36.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.380411, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.474453, + "range_504_ratio": 1.607135, + "range_factor_pass": false, + "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": 94.619423, + "strategy_rank": 92.62103, + "production_rank": 93.287161, + "structural_overlay_pass": false, + "structural_overlay_score": 88.622803, + "structural_overlay_rr": 0.964479, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.790411, + "primary_prob": 42.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.185616, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.696565, + "range_504_ratio": 2.006848, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.76141, + "hold30_r": 7.40806 + }, + { + "symbol": "TRGP", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.207349, + "strategy_rank": 87.601689, + "production_rank": 88.803576, + "structural_overlay_pass": false, + "structural_overlay_score": 84.363397, + "structural_overlay_rr": 2.24536, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.559724, + "primary_prob": 36.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.339586, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.741796, + "range_504_ratio": 2.099704, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.531352, + "hold30_r": 2.517528 + }, + { + "symbol": "TSLA", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.419948, + "strategy_rank": 91.76255, + "production_rank": 91.315016, + "structural_overlay_pass": false, + "structural_overlay_score": 86.749265, + "structural_overlay_rr": 2.006024, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.871004, + "primary_prob": 31.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.806506, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.695224, + "range_504_ratio": 2.004158, + "range_factor_pass": false, + "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": 94.356955, + "strategy_rank": 95.775, + "production_rank": 95.302318, + "structural_overlay_pass": false, + "structural_overlay_score": 90.537202, + "structural_overlay_rr": 1.688401, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.767987, + "primary_prob": 32.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.651981, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 1.073426, + "range_504_ratio": 2.925385, + "range_factor_pass": true, + "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": 81.102362, + "strategy_rank": 78.250711, + "production_rank": 79.201261, + "structural_overlay_pass": false, + "structural_overlay_score": 75.241198, + "structural_overlay_rr": 1.680212, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.369015, + "primary_prob": 39.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 96.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.053522, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.346784, + "range_504_ratio": 1.414512, + "range_factor_pass": false, + "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": 87.664042, + "strategy_rank": 65.802002, + "production_rank": 73.089349, + "structural_overlay_pass": false, + "structural_overlay_score": 69.434881, + "structural_overlay_rr": 2.207658, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.988218, + "primary_prob": 29.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.982326, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.367534, + "range_504_ratio": 1.444169, + "range_factor_pass": false, + "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": 97.769029, + "strategy_rank": 93.490676, + "production_rank": 94.916794, + "structural_overlay_pass": false, + "structural_overlay_score": 90.170954, + "structural_overlay_rr": 1.751849, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.509995, + "primary_prob": 35.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 91.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.264992, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.914113, + "range_504_ratio": 2.494562, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.480118, + "hold30_r": 3.511778 + }, + { + "symbol": "VRTX", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.406824, + "strategy_rank": 82.844986, + "production_rank": 87.032266, + "structural_overlay_pass": false, + "structural_overlay_score": 82.680652, + "structural_overlay_rr": 0.715303, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.767683, + "primary_prob": 58.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.151524, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.550894, + "range_504_ratio": 1.734804, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.720652, + "hold30_r": 1.464081 + }, + { + "symbol": "VST", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.307087, + "strategy_rank": 84.948468, + "production_rank": 87.734675, + "structural_overlay_pass": false, + "structural_overlay_score": 83.347941, + "structural_overlay_rr": 2.057538, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.067861, + "primary_prob": 28.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 3.101791, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.506212, + "range_504_ratio": 1.658995, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.029478, + "hold30_r": 2.881379 + }, + { + "symbol": "WMB", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.139108, + "strategy_rank": 74.505229, + "production_rank": 78.716522, + "structural_overlay_pass": false, + "structural_overlay_score": 74.780696, + "structural_overlay_rr": 1.83022, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.61672, + "primary_prob": 35.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.425079, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.47852, + "range_504_ratio": 1.613685, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.578352, + "hold30_r": 3.08691 + }, + { + "symbol": "WRB", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.451444, + "strategy_rank": 66.039047, + "production_rank": 73.509846, + "structural_overlay_pass": false, + "structural_overlay_score": 69.834354, + "structural_overlay_rr": 0.711982, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.445769, + "primary_prob": 38.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 63, + "primary_distance_atr": 2.168653, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.428122, + "range_504_ratio": 1.534373, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.388697, + "hold30_r": 3.553016 + }, + { + "symbol": "XOM", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.194226, + "strategy_rank": 86.26266, + "production_rank": 89.573182, + "structural_overlay_pass": false, + "structural_overlay_score": 85.094523, + "structural_overlay_rr": 2.144061, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.032226, + "primary_prob": 23.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 73.0, + "primary_rejection_count": 16, + "primary_distance_atr": 3.048339, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.706209, + "range_504_ratio": 2.026296, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.991429, + "hold30_r": 5.019034 + }, + { + "symbol": "ABBV", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.584563, + "strategy_rank": 64.185212, + "production_rank": 71.318329, + "structural_overlay_pass": false, + "structural_overlay_score": 67.752413, + "structural_overlay_rr": 1.892639, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.527076, + "primary_prob": 36.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.290614, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.510693, + "range_504_ratio": 1.666446, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.476201, + "hold30_r": 2.152292 + }, + { + "symbol": "ADM", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.303065, + "strategy_rank": 80.040652, + "production_rank": 84.461456, + "structural_overlay_pass": false, + "structural_overlay_score": 80.238383, + "structural_overlay_rr": 1.64432, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.593042, + "primary_prob": 35.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.389562, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.552434, + "range_504_ratio": 1.737477, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.547143, + "hold30_r": 2.368527 + }, + { + "symbol": "ADP", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.881952, + "strategy_rank": 65.97981, + "production_rank": 71.947191, + "structural_overlay_pass": false, + "structural_overlay_score": 68.349831, + "structural_overlay_rr": 2.463115, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.344896, + "primary_prob": 36.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 83.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.017343, + "raw_level_count": 26, + "gate_level_count": 26, + "range_504_log": 0.30793, + "range_504_ratio": 1.360605, + "range_factor_pass": false, + "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": 83.200908, + "strategy_rank": 60.582265, + "production_rank": 68.121812, + "structural_overlay_pass": false, + "structural_overlay_score": 64.715722, + "structural_overlay_rr": 1.921267, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 9, + "rr": 1.776679, + "primary_prob": 32.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.665019, + "raw_level_count": 23, + "gate_level_count": 23, + "range_504_log": 0.274886, + "range_504_ratio": 1.31638, + "range_factor_pass": false, + "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": 84.562997, + "strategy_rank": 79.997265, + "production_rank": 81.519176, + "structural_overlay_pass": false, + "structural_overlay_score": 77.443217, + "structural_overlay_rr": 0.792981, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.826879, + "primary_prob": 50.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 79.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.240319, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.40026, + "range_504_ratio": 1.492213, + "range_factor_pass": false, + "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": 86.492622, + "strategy_rank": 66.008636, + "production_rank": 72.836632, + "structural_overlay_pass": false, + "structural_overlay_score": 69.1948, + "structural_overlay_rr": 1.12018, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.802559, + "primary_prob": 21.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.703838, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.348498, + "range_504_ratio": 1.416937, + "range_factor_pass": false, + "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": 94.892168, + "strategy_rank": 93.166599, + "production_rank": 93.741789, + "structural_overlay_pass": false, + "structural_overlay_score": 89.054699, + "structural_overlay_rr": 0.915291, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.859684, + "primary_prob": 38.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.289526, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.637067, + "range_504_ratio": 1.890927, + "range_factor_pass": false, + "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": 96.027242, + "strategy_rank": 88.80278, + "production_rank": 91.210934, + "structural_overlay_pass": false, + "structural_overlay_score": 86.650387, + "structural_overlay_rr": 2.072197, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.909649, + "primary_prob": 45.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.864474, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.555987, + "range_504_ratio": 1.743662, + "range_factor_pass": false, + "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": 98.978434, + "strategy_rank": 98.232867, + "production_rank": 98.481389, + "structural_overlay_pass": true, + "structural_overlay_score": 98.55732, + "structural_overlay_rr": 2.503713, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "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": 67, + "gate_level_count": 67, + "range_504_log": 1.206543, + "range_504_ratio": 3.341911, + "range_factor_pass": true, + "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": 88.76277, + "strategy_rank": 62.880545, + "production_rank": 71.507953, + "structural_overlay_pass": false, + "structural_overlay_score": 67.932556, + "structural_overlay_rr": 1.636435, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.071276, + "primary_prob": 28.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 3.106914, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.359799, + "range_504_ratio": 1.433042, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.021841, + "hold30_r": 2.537698 + }, + { + "symbol": "AZO", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.373439, + "strategy_rank": 76.653715, + "production_rank": 81.56029, + "structural_overlay_pass": false, + "structural_overlay_score": 77.482275, + "structural_overlay_rr": 1.766241, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "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": 39, + "gate_level_count": 39, + "range_504_log": 0.493694, + "range_504_ratio": 1.638357, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.879715, + "hold30_r": 2.473172 + }, + { + "symbol": "BLDR", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.535755, + "strategy_rank": 88.00444, + "production_rank": 88.181545, + "structural_overlay_pass": false, + "structural_overlay_score": 83.772468, + "structural_overlay_rr": 2.546229, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.848884, + "primary_prob": 46.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.773325, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.790217, + "range_504_ratio": 2.203874, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.035875, + "hold30_r": -1.0 + }, + { + "symbol": "CASY", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.044268, + "strategy_rank": 58.970807, + "production_rank": 66.328627, + "structural_overlay_pass": false, + "structural_overlay_score": 63.012196, + "structural_overlay_rr": 1.847621, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 11, + "rr": 1.240919, + "primary_prob": 42.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.861378, + "raw_level_count": 18, + "gate_level_count": 18, + "range_504_log": 0.270589, + "range_504_ratio": 1.310736, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.184049, + "hold30_r": 4.731932 + }, + { + "symbol": "CDNS", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.30874, + "strategy_rank": 81.160009, + "production_rank": 83.54292, + "structural_overlay_pass": false, + "structural_overlay_score": 79.365774, + "structural_overlay_rr": 2.907547, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.120702, + "primary_prob": 27.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 3.181053, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.38766, + "range_504_ratio": 1.473529, + "range_factor_pass": false, + "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": 98.297389, + "strategy_rank": 94.362471, + "production_rank": 95.674111, + "structural_overlay_pass": false, + "structural_overlay_score": 90.890405, + "structural_overlay_rr": 1.921773, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.637095, + "primary_prob": 30.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.455643, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 1.018645, + "range_504_ratio": 2.769441, + "range_factor_pass": true, + "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": 89.443814, + "strategy_rank": 74.827864, + "production_rank": 79.699847, + "structural_overlay_pass": false, + "structural_overlay_score": 75.714855, + "structural_overlay_rr": 2.611197, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 2.201716, + "primary_prob": 27.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 56, + "primary_distance_atr": 3.302574, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.358928, + "range_504_ratio": 1.431794, + "range_factor_pass": false, + "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": 94.324631, + "strategy_rank": 78.380183, + "production_rank": 83.694999, + "structural_overlay_pass": false, + "structural_overlay_score": 79.510249, + "structural_overlay_rr": 2.386498, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.073783, + "primary_prob": 28.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 3.110674, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.501532, + "range_504_ratio": 1.651249, + "range_factor_pass": false, + "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": 86.719637, + "strategy_rank": 63.791981, + "production_rank": 71.434533, + "structural_overlay_pass": false, + "structural_overlay_score": 67.862806, + "structural_overlay_rr": 1.989239, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 10, + "rr": 1.93337, + "primary_prob": 30.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.900055, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.32416, + "range_504_ratio": 1.382869, + "range_factor_pass": false, + "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": 96.481271, + "strategy_rank": 92.344582, + "production_rank": 93.723479, + "structural_overlay_pass": false, + "structural_overlay_score": 89.037305, + "structural_overlay_rr": 1.014107, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.698636, + "primary_prob": 56.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.047954, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.881094, + "range_504_ratio": 2.413538, + "range_factor_pass": false, + "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": 86.946652, + "strategy_rank": 65.274421, + "production_rank": 72.498498, + "structural_overlay_pass": false, + "structural_overlay_score": 68.873573, + "structural_overlay_rr": 2.371592, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.388022, + "primary_prob": 25.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 3.582034, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.406542, + "range_504_ratio": 1.501617, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.325726, + "hold30_r": 4.232203 + }, + { + "symbol": "COST", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.790011, + "strategy_rank": 76.083777, + "production_rank": 78.985855, + "structural_overlay_pass": false, + "structural_overlay_score": 75.036562, + "structural_overlay_rr": 1.860468, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.570978, + "primary_prob": 35.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.356467, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.447827, + "range_504_ratio": 1.564907, + "range_factor_pass": false, + "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": 93.07605, + "strategy_rank": 90.096674, + "production_rank": 91.089799, + "structural_overlay_pass": false, + "structural_overlay_score": 86.535309, + "structural_overlay_rr": 1.685232, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.956006, + "primary_prob": 31.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.934009, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 1.007914, + "range_504_ratio": 2.73988, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.031196, + "hold30_r": -1.0 + }, + { + "symbol": "CTVA", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.573212, + "strategy_rank": 76.199891, + "production_rank": 82.657665, + "structural_overlay_pass": false, + "structural_overlay_score": 78.524782, + "structural_overlay_rr": 1.265369, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.195328, + "primary_prob": 45.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.792992, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.459792, + "range_504_ratio": 1.583744, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.146699, + "hold30_r": 1.812918 + }, + { + "symbol": "CVS", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.654938, + "strategy_rank": 62.596918, + "production_rank": 69.616258, + "structural_overlay_pass": false, + "structural_overlay_score": 66.135445, + "structural_overlay_rr": 1.438066, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.454139, + "primary_prob": 24.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 3.681209, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.338101, + "range_504_ratio": 1.402281, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.713556, + "hold30_r": -1.653196 + }, + { + "symbol": "CVX", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.346198, + "strategy_rank": 84.491207, + "production_rank": 88.109537, + "structural_overlay_pass": false, + "structural_overlay_score": 83.70406, + "structural_overlay_rr": 1.915981, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.999747, + "primary_prob": 31.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.999621, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.675109, + "range_504_ratio": 1.964247, + "range_factor_pass": false, + "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": 84.335982, + "strategy_rank": 75.290843, + "production_rank": 78.30589, + "structural_overlay_pass": false, + "structural_overlay_score": 74.390595, + "structural_overlay_rr": 1.898418, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.91624, + "primary_prob": 30.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.87436, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.358275, + "range_504_ratio": 1.430859, + "range_factor_pass": false, + "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": 97.275823, + "strategy_rank": 93.511628, + "production_rank": 94.76636, + "structural_overlay_pass": false, + "structural_overlay_score": 90.028042, + "structural_overlay_rr": 2.247616, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.605387, + "primary_prob": 50.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.40808, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.743315, + "range_504_ratio": 2.102896, + "range_factor_pass": false, + "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": 99.205448, + "strategy_rank": 97.509425, + "production_rank": 98.074766, + "structural_overlay_pass": false, + "structural_overlay_score": 93.171028, + "structural_overlay_rr": 1.471012, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.175048, + "primary_prob": 42.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.762572, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 1.194363, + "range_504_ratio": 3.301455, + "range_factor_pass": true, + "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": 89.784336, + "strategy_rank": 63.697451, + "production_rank": 72.39308, + "structural_overlay_pass": false, + "structural_overlay_score": 68.773426, + "structural_overlay_rr": 1.949514, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.902512, + "primary_prob": 30.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.853768, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.361958, + "range_504_ratio": 1.436139, + "range_factor_pass": false, + "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": 81.498297, + "strategy_rank": 65.532971, + "production_rank": 70.854747, + "structural_overlay_pass": false, + "structural_overlay_score": 67.312009, + "structural_overlay_rr": 0.859398, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 8, + "rr": 2.092331, + "primary_prob": 28.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 3.138497, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.30326, + "range_504_ratio": 1.354267, + "range_factor_pass": false, + "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": 90.238365, + "strategy_rank": 69.886313, + "production_rank": 76.67033, + "structural_overlay_pass": false, + "structural_overlay_score": 72.836814, + "structural_overlay_rr": 1.635748, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.888487, + "primary_prob": 30.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.832731, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.406459, + "range_504_ratio": 1.501491, + "range_factor_pass": false, + "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": 93.984109, + "strategy_rank": 92.021908, + "production_rank": 92.675975, + "structural_overlay_pass": false, + "structural_overlay_score": 88.042176, + "structural_overlay_rr": 1.969316, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.942854, + "primary_prob": 29.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.914282, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.85703, + "range_504_ratio": 2.356153, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.908118, + "hold30_r": 2.309793 + }, + { + "symbol": "EQT", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.886493, + "strategy_rank": 98.461269, + "production_rank": 98.936343, + "structural_overlay_pass": false, + "structural_overlay_score": 93.989526, + "structural_overlay_rr": 1.680382, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.706775, + "primary_prob": 23.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.560163, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 1.196369, + "range_504_ratio": 3.308084, + "range_factor_pass": true, + "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": 86.038593, + "strategy_rank": 73.903485, + "production_rank": 77.948521, + "structural_overlay_pass": false, + "structural_overlay_score": 74.051095, + "structural_overlay_rr": 2.124752, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.019763, + "primary_prob": 29.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 3.029645, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.378668, + "range_504_ratio": 1.460338, + "range_factor_pass": false, + "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": 87.854711, + "strategy_rank": 86.848976, + "production_rank": 87.184221, + "structural_overlay_pass": false, + "structural_overlay_score": 82.82501, + "structural_overlay_rr": 1.110918, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.831595, + "primary_prob": 21.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 4.247392, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.891287, + "range_504_ratio": 2.438266, + "range_factor_pass": false, + "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": 92.62202, + "strategy_rank": 91.848989, + "production_rank": 92.106666, + "structural_overlay_pass": false, + "structural_overlay_score": 87.501333, + "structural_overlay_rr": 1.917831, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.912072, + "primary_prob": 28.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.868108, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.900483, + "range_504_ratio": 2.46079, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.880847, + "hold30_r": 2.133483 + }, + { + "symbol": "FICO", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.108967, + "strategy_rank": 77.134196, + "production_rank": 79.459119, + "structural_overlay_pass": false, + "structural_overlay_score": 75.486163, + "structural_overlay_rr": 2.974429, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.019837, + "primary_prob": 29.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 3.029756, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.486754, + "range_504_ratio": 1.627027, + "range_factor_pass": false, + "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": 92.849035, + "strategy_rank": 83.659483, + "production_rank": 86.722667, + "structural_overlay_pass": false, + "structural_overlay_score": 82.386534, + "structural_overlay_rr": 0.980386, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.096276, + "primary_prob": 42.05, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.644414, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.473165, + "range_504_ratio": 1.605066, + "range_factor_pass": false, + "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": 97.616345, + "strategy_rank": 95.20927, + "production_rank": 96.011628, + "structural_overlay_pass": false, + "structural_overlay_score": 91.211047, + "structural_overlay_rr": 0.808847, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.153544, + "primary_prob": 25.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.730316, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.894169, + "range_504_ratio": 2.445302, + "range_factor_pass": false, + "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": 81.725312, + "strategy_rank": 58.972424, + "production_rank": 66.55672, + "structural_overlay_pass": false, + "structural_overlay_score": 63.228884, + "structural_overlay_rr": 1.780943, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.701133, + "primary_prob": 59.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.051699, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.360163, + "range_504_ratio": 1.433563, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.645082, + "hold30_r": 1.794325 + }, + { + "symbol": "GPC", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.692395, + "strategy_rank": 65.622686, + "production_rank": 73.979255, + "structural_overlay_pass": false, + "structural_overlay_score": 70.280293, + "structural_overlay_rr": 1.586931, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.346947, + "primary_prob": 21.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.02042, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.355489, + "range_504_ratio": 1.426879, + "range_factor_pass": false, + "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": 93.757094, + "strategy_rank": 76.387884, + "production_rank": 82.177621, + "structural_overlay_pass": false, + "structural_overlay_score": 78.06874, + "structural_overlay_rr": 1.678899, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.72771, + "primary_prob": 27.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 71.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.591565, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.408664, + "range_504_ratio": 1.504806, + "range_factor_pass": false, + "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": 91.600454, + "strategy_rank": 91.269639, + "production_rank": 91.379911, + "structural_overlay_pass": false, + "structural_overlay_score": 86.810915, + "structural_overlay_rr": 2.556216, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.009285, + "primary_prob": 44.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 14, + "primary_distance_atr": 3.013927, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.903753, + "range_504_ratio": 2.468852, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.980454, + "hold30_r": 3.704241 + }, + { + "symbol": "HSY", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.265607, + "strategy_rank": 60.962848, + "production_rank": 69.397101, + "structural_overlay_pass": false, + "structural_overlay_score": 65.927246, + "structural_overlay_rr": 1.340319, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.329855, + "primary_prob": 40.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 56, + "primary_distance_atr": 1.994783, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.334939, + "range_504_ratio": 1.397855, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.26426, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.590238, + "strategy_rank": 71.37923, + "production_rank": 74.449566, + "structural_overlay_pass": false, + "structural_overlay_score": 70.727088, + "structural_overlay_rr": 2.057817, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 11, + "rr": 1.69164, + "primary_prob": 33.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.53746, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.352526, + "range_504_ratio": 1.422656, + "range_factor_pass": false, + "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": 85.811578, + "strategy_rank": 79.038693, + "production_rank": 81.296321, + "structural_overlay_pass": false, + "structural_overlay_score": 77.231505, + "structural_overlay_rr": 2.258038, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 8, + "rr": 2.584295, + "primary_prob": 23.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 3.876442, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.341124, + "range_504_ratio": 1.406527, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.550911, + "hold30_r": 1.930474 + }, + { + "symbol": "JKHY", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.973893, + "strategy_rank": 59.235571, + "production_rank": 67.148345, + "structural_overlay_pass": false, + "structural_overlay_score": 63.790928, + "structural_overlay_rr": 1.081951, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.607576, + "primary_prob": 35.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.411363, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.365678, + "range_504_ratio": 1.441492, + "range_factor_pass": false, + "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": 82.519864, + "strategy_rank": 82.096484, + "production_rank": 82.23761, + "structural_overlay_pass": false, + "structural_overlay_score": 78.12573, + "structural_overlay_rr": 1.873275, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.700203, + "primary_prob": 33.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.550305, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.480162, + "range_504_ratio": 1.616337, + "range_factor_pass": false, + "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": 88.081725, + "strategy_rank": 71.430963, + "production_rank": 76.981217, + "structural_overlay_pass": false, + "structural_overlay_score": 73.132156, + "structural_overlay_rr": 2.219634, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.79434, + "primary_prob": 32.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.691511, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.521716, + "range_504_ratio": 1.684917, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.747522, + "hold30_r": -1.0 + }, + { + "symbol": "LMT", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.363224, + "strategy_rank": 56.899053, + "production_rank": 64.720443, + "structural_overlay_pass": false, + "structural_overlay_score": 61.484421, + "structural_overlay_rr": 2.516326, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.213617, + "primary_prob": 26.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 3.320426, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.392319, + "range_504_ratio": 1.48041, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.155515, + "hold30_r": 5.318619 + }, + { + "symbol": "LVS", + "date": "2022-10-06", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.817253, + "strategy_rank": 83.789272, + "production_rank": 82.798599, + "structural_overlay_pass": false, + "structural_overlay_score": 78.658669, + "structural_overlay_rr": 1.933121, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.411086, + "primary_prob": 23.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 4, + "primary_distance_atr": 3.616629, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.622855, + "range_504_ratio": 1.864242, + "range_factor_pass": false, + "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": 98.524404, + "strategy_rank": 72.937671, + "production_rank": 81.466582, + "structural_overlay_pass": false, + "structural_overlay_score": 77.393253, + "structural_overlay_rr": 1.122971, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.701045, + "primary_prob": 23.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.551567, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.698505, + "range_504_ratio": 2.010744, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.64243, + "hold30_r": 1.307976 + }, + { + "symbol": "MOS", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.254257, + "strategy_rank": 94.798794, + "production_rank": 95.283948, + "structural_overlay_pass": false, + "structural_overlay_score": 90.519751, + "structural_overlay_rr": 1.743725, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.516006, + "primary_prob": 33.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 82.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.274009, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 1.031539, + "range_504_ratio": 2.805379, + "range_factor_pass": true, + "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": 97.84336, + "strategy_rank": 89.157773, + "production_rank": 92.052968, + "structural_overlay_pass": false, + "structural_overlay_score": 87.45032, + "structural_overlay_rr": 1.198158, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.902034, + "primary_prob": 48.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.35305, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.823448, + "range_504_ratio": 2.278342, + "range_factor_pass": false, + "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": 83.427923, + "strategy_rank": 62.573754, + "production_rank": 69.525144, + "structural_overlay_pass": false, + "structural_overlay_score": 66.048886, + "structural_overlay_rr": 1.690623, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 9, + "rr": 1.8026, + "primary_prob": 32.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.703901, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.320489, + "range_504_ratio": 1.377801, + "range_factor_pass": false, + "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": 88.989784, + "strategy_rank": 67.34941, + "production_rank": 74.562868, + "structural_overlay_pass": false, + "structural_overlay_score": 70.834725, + "structural_overlay_rr": 1.662457, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.378992, + "primary_prob": 20.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.068488, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.401892, + "range_504_ratio": 1.49465, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.327511, + "hold30_r": -1.0 + }, + { + "symbol": "NUE", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.708286, + "strategy_rank": 92.978606, + "production_rank": 94.221832, + "structural_overlay_pass": false, + "structural_overlay_score": 89.510741, + "structural_overlay_rr": 1.721166, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.540876, + "primary_prob": 36.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.311314, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.761874, + "range_504_ratio": 2.142287, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.50851, + "hold30_r": 3.336561 + }, + { + "symbol": "ON", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.751419, + "strategy_rank": 97.055857, + "production_rank": 97.621045, + "structural_overlay_pass": false, + "structural_overlay_score": 92.739992, + "structural_overlay_rr": 1.035709, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.059544, + "primary_prob": 44.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.589316, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.81429, + "range_504_ratio": 2.257571, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.029714, + "hold30_r": -1.0 + }, + { + "symbol": "ORLY", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.746879, + "strategy_rank": 71.463539, + "production_rank": 75.224652, + "structural_overlay_pass": false, + "structural_overlay_score": 71.46342, + "structural_overlay_rr": 0.761056, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.738201, + "primary_prob": 44.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.107302, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.315636, + "range_504_ratio": 1.371131, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.064507, + "hold30_r": -1.0 + }, + { + "symbol": "OXY", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.659478, + "strategy_rank": 96.707336, + "production_rank": 97.691383, + "structural_overlay_pass": false, + "structural_overlay_score": 92.806814, + "structural_overlay_rr": 1.608711, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.271993, + "primary_prob": 38.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.907989, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 1.271872, + "range_504_ratio": 3.567525, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.034213, + "hold30_r": -1.0 + }, + { + "symbol": "PANW", + "date": "2022-10-06", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.287174, + "strategy_rank": 85.569347, + "production_rank": 86.141956, + "structural_overlay_pass": false, + "structural_overlay_score": 81.834858, + "structural_overlay_rr": 2.058428, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.720819, + "primary_prob": 22.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 13, + "primary_distance_atr": 4.081229, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.581311, + "range_504_ratio": 1.788381, + "range_factor_pass": false, + "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": 92.054484, + "strategy_rank": 71.429089, + "production_rank": 78.30422, + "structural_overlay_pass": false, + "structural_overlay_score": 74.389009, + "structural_overlay_rr": 1.193217, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.207122, + "primary_prob": 43.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.810683, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.373164, + "range_504_ratio": 1.452322, + "range_factor_pass": false, + "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": 91.827469, + "strategy_rank": 84.505472, + "production_rank": 86.946138, + "structural_overlay_pass": false, + "structural_overlay_score": 82.598831, + "structural_overlay_rr": 2.007452, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.783641, + "primary_prob": 29.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 84.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.675462, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.570591, + "range_504_ratio": 1.769313, + "range_factor_pass": false, + "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": 81.952327, + "strategy_rank": 72.163009, + "production_rank": 75.426115, + "structural_overlay_pass": false, + "structural_overlay_score": 71.654809, + "structural_overlay_rr": 2.056087, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.513887, + "primary_prob": 35.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.270831, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.3591, + "range_504_ratio": 1.43204, + "range_factor_pass": false, + "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": 81.271283, + "strategy_rank": 58.450984, + "production_rank": 66.05775, + "structural_overlay_pass": false, + "structural_overlay_score": 62.754863, + "structural_overlay_rr": 2.076797, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 2.07719, + "primary_prob": 28.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 3.115785, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.325644, + "range_504_ratio": 1.384922, + "range_factor_pass": false, + "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": 90.91941, + "strategy_rank": 90.453542, + "production_rank": 90.608831, + "structural_overlay_pass": false, + "structural_overlay_score": 86.078389, + "structural_overlay_rr": 2.326149, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "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": 51, + "gate_level_count": 51, + "range_504_log": 0.654567, + "range_504_ratio": 1.92431, + "range_factor_pass": false, + "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": 99.432463, + "strategy_rank": 98.923991, + "production_rank": 99.093482, + "structural_overlay_pass": false, + "structural_overlay_score": 94.138808, + "structural_overlay_rr": 1.580733, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "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": 61, + "gate_level_count": 61, + "range_504_log": 0.82369, + "range_504_ratio": 2.278893, + "range_factor_pass": false, + "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": 87.514188, + "strategy_rank": 81.35043, + "production_rank": 83.405016, + "structural_overlay_pass": false, + "structural_overlay_score": 79.234765, + "structural_overlay_rr": 1.13546, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.909525, + "primary_prob": 30.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.864287, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.4278, + "range_504_ratio": 1.53388, + "range_factor_pass": false, + "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": 85.244041, + "strategy_rank": 61.096168, + "production_rank": 69.145459, + "structural_overlay_pass": false, + "structural_overlay_score": 65.688186, + "structural_overlay_rr": 1.486564, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 9, + "rr": 2.162573, + "primary_prob": 27.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 3.24386, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.292867, + "range_504_ratio": 1.340264, + "range_factor_pass": false, + "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": 91.146425, + "strategy_rank": 66.754986, + "production_rank": 74.885465, + "structural_overlay_pass": false, + "structural_overlay_score": 71.141192, + "structural_overlay_rr": 1.660502, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.388966, + "primary_prob": 25.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 3.583449, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.389389, + "range_504_ratio": 1.476079, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.04613, + "hold30_r": -1.0 + }, + { + "symbol": "STLD", + "date": "2022-10-06", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 95.800227, + "strategy_rank": 90.714005, + "production_rank": 92.409412, + "structural_overlay_pass": false, + "structural_overlay_score": 87.788942, + "structural_overlay_rr": 1.818064, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.159175, + "primary_prob": 27.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.238763, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.686098, + "range_504_ratio": 1.985952, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.126388, + "hold30_r": 5.072787 + }, + { + "symbol": "TMUS", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.292849, + "strategy_rank": 65.512234, + "production_rank": 71.105772, + "structural_overlay_pass": false, + "structural_overlay_score": 67.550484, + "structural_overlay_rr": 1.173758, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.655606, + "primary_prob": 34.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.483409, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.39181, + "range_504_ratio": 1.479657, + "range_factor_pass": false, + "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": 92.395006, + "strategy_rank": 88.805463, + "production_rank": 90.001977, + "structural_overlay_pass": false, + "structural_overlay_score": 85.501879, + "structural_overlay_rr": 1.968028, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.742429, + "primary_prob": 33.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.613644, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.741796, + "range_504_ratio": 2.099704, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.711794, + "hold30_r": 1.440395 + }, + { + "symbol": "TSLA", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.530079, + "strategy_rank": 94.079653, + "production_rank": 93.896462, + "structural_overlay_pass": false, + "structural_overlay_score": 89.201639, + "structural_overlay_rr": 1.554692, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.509275, + "primary_prob": 37.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.263913, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.695224, + "range_504_ratio": 2.004158, + "range_factor_pass": false, + "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": 95.119183, + "strategy_rank": 96.345871, + "production_rank": 95.936975, + "structural_overlay_pass": false, + "structural_overlay_score": 91.140126, + "structural_overlay_rr": 1.570128, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.647367, + "primary_prob": 34.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.471051, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 1.073426, + "range_504_ratio": 2.925385, + "range_factor_pass": true, + "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": 90.011351, + "strategy_rank": 84.082606, + "production_rank": 86.058854, + "structural_overlay_pass": false, + "structural_overlay_score": 81.755912, + "structural_overlay_rr": 1.608308, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 12, + "rr": 2.052504, + "primary_prob": 28.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 96.0, + "primary_rejection_count": 15, + "primary_distance_atr": 3.078756, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.346784, + "range_504_ratio": 1.414512, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.044209, + "hold30_r": -1.0 + }, + { + "symbol": "UNH", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.46538, + "strategy_rank": 66.346128, + "production_rank": 74.385879, + "structural_overlay_pass": false, + "structural_overlay_score": 70.666585, + "structural_overlay_rr": 1.677462, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.688051, + "primary_prob": 60.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.032077, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.367534, + "range_504_ratio": 1.444169, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.059637, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2022-10-06", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 96.935301, + "strategy_rank": 93.341136, + "production_rank": 94.539191, + "structural_overlay_pass": false, + "structural_overlay_score": 89.812231, + "structural_overlay_rr": 2.357371, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.361692, + "primary_prob": 24.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 6, + "primary_distance_atr": 3.542537, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.914113, + "range_504_ratio": 2.494562, + "range_factor_pass": false, + "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": 94.551646, + "strategy_rank": 86.07303, + "production_rank": 88.899235, + "structural_overlay_pass": false, + "structural_overlay_score": 84.454273, + "structural_overlay_rr": 2.105411, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.225249, + "primary_prob": 26.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 3.337874, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.506212, + "range_504_ratio": 1.658995, + "range_factor_pass": false, + "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": 85.017026, + "strategy_rank": 72.815086, + "production_rank": 76.882399, + "structural_overlay_pass": false, + "structural_overlay_score": 73.038279, + "structural_overlay_rr": 1.6414, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.697432, + "primary_prob": 33.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.546147, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.47852, + "range_504_ratio": 1.613685, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.655516, + "hold30_r": 2.081158 + }, + { + "symbol": "WRB", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.216799, + "strategy_rank": 65.743615, + "production_rank": 73.568009, + "structural_overlay_pass": false, + "structural_overlay_score": 69.889609, + "structural_overlay_rr": 1.701007, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.190022, + "primary_prob": 37.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 69.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.785033, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.428122, + "range_504_ratio": 1.534373, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.128926, + "hold30_r": 1.872507 + }, + { + "symbol": "AAPL", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.694541, + "strategy_rank": 75.504676, + "production_rank": 77.901298, + "structural_overlay_pass": false, + "structural_overlay_score": 74.006233, + "structural_overlay_rr": 2.114936, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 10, + "rr": 2.799288, + "primary_prob": 21.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 4.198932, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.349036, + "range_504_ratio": 1.4177, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.040559, + "hold30_r": -1.0 + }, + { + "symbol": "ABBV", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.385598, + "strategy_rank": 64.401711, + "production_rank": 72.39634, + "structural_overlay_pass": false, + "structural_overlay_score": 68.776523, + "structural_overlay_rr": 2.063893, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.813241, + "primary_prob": 32.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.719862, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.510693, + "range_504_ratio": 1.666446, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.764239, + "hold30_r": 2.862923 + }, + { + "symbol": "ADM", + "date": "2022-10-13", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.379791, + "strategy_rank": 80.625969, + "production_rank": 84.877243, + "structural_overlay_pass": false, + "structural_overlay_score": 80.633381, + "structural_overlay_rr": 2.061908, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.061908, + "primary_prob": 27.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 5, + "primary_distance_atr": 3.092862, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.552434, + "range_504_ratio": 1.737477, + "range_factor_pass": false, + "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": 82.229965, + "strategy_rank": 65.225715, + "production_rank": 70.893799, + "structural_overlay_pass": false, + "structural_overlay_score": 67.349109, + "structural_overlay_rr": 1.818703, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.832519, + "primary_prob": 28.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 82.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.748778, + "raw_level_count": 26, + "gate_level_count": 26, + "range_504_log": 0.30793, + "range_504_ratio": 1.360605, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.779759, + "hold30_r": 3.907057 + }, + { + "symbol": "AEP", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.24971, + "strategy_rank": 63.177687, + "production_rank": 70.535028, + "structural_overlay_pass": false, + "structural_overlay_score": 67.008276, + "structural_overlay_rr": 1.790318, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 8, + "rr": 1.652039, + "primary_prob": 34.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.478058, + "raw_level_count": 22, + "gate_level_count": 22, + "range_504_log": 0.274886, + "range_504_ratio": 1.31638, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.610803, + "hold30_r": 2.59974 + }, + { + "symbol": "AES", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.391405, + "strategy_rank": 79.703464, + "production_rank": 80.932777, + "structural_overlay_pass": false, + "structural_overlay_score": 76.886139, + "structural_overlay_rr": 1.589233, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.623477, + "primary_prob": 30.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 78.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.435215, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.40026, + "range_504_ratio": 1.492213, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.58584, + "hold30_r": 3.246954 + }, + { + "symbol": "AJG", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.204413, + "strategy_rank": 64.596269, + "production_rank": 71.132317, + "structural_overlay_pass": false, + "structural_overlay_score": 67.575701, + "structural_overlay_rr": 1.819866, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.776128, + "primary_prob": 21.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.664192, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.348498, + "range_504_ratio": 1.416937, + "range_factor_pass": false, + "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": 97.212544, + "strategy_rank": 95.274214, + "production_rank": 95.920324, + "structural_overlay_pass": false, + "structural_overlay_score": 91.124308, + "structural_overlay_rr": 1.518464, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.805353, + "primary_prob": 55.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.20803, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.637067, + "range_504_ratio": 1.890927, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.782031, + "hold30_r": 0.766179 + }, + { + "symbol": "ANET", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.354239, + "strategy_rank": 89.360684, + "production_rank": 91.358536, + "structural_overlay_pass": false, + "structural_overlay_score": 86.790609, + "structural_overlay_rr": 1.63898, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.759243, + "primary_prob": 32.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.638865, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.555987, + "range_504_ratio": 1.743662, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.729273, + "hold30_r": 4.591336 + }, + { + "symbol": "APA", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.722416, + "strategy_rank": 97.995864, + "production_rank": 98.238048, + "structural_overlay_pass": false, + "structural_overlay_score": 93.326146, + "structural_overlay_rr": 1.021334, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.039077, + "primary_prob": 35.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.558615, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 1.206543, + "range_504_ratio": 3.341911, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.013378, + "hold30_r": 1.40283 + }, + { + "symbol": "ATO", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.688734, + "strategy_rank": 62.31853, + "production_rank": 70.775265, + "structural_overlay_pass": false, + "structural_overlay_score": 67.236501, + "structural_overlay_rr": 2.288428, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.854145, + "primary_prob": 31.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.781218, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.359799, + "range_504_ratio": 1.433042, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.805895, + "hold30_r": 4.208724 + }, + { + "symbol": "BMY", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.436702, + "strategy_rank": 59.41783, + "production_rank": 67.757454, + "structural_overlay_pass": false, + "structural_overlay_score": 64.369581, + "structural_overlay_rr": 2.121709, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.807544, + "primary_prob": 32.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.711315, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.41494, + "range_504_ratio": 1.51428, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.749325, + "hold30_r": 3.483876 + }, + { + "symbol": "CAH", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.076655, + "strategy_rank": 70.917242, + "production_rank": 78.637047, + "structural_overlay_pass": false, + "structural_overlay_score": 74.705194, + "structural_overlay_rr": 1.260862, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.260862, + "primary_prob": 22.68, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.891292, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.455172, + "range_504_ratio": 1.576445, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.209932, + "hold30_r": 3.727121 + }, + { + "symbol": "CASY", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.836237, + "strategy_rank": 58.423516, + "production_rank": 65.894423, + "structural_overlay_pass": false, + "structural_overlay_score": 62.599702, + "structural_overlay_rr": 1.441181, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 11, + "rr": 1.863122, + "primary_prob": 22.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.794683, + "raw_level_count": 18, + "gate_level_count": 18, + "range_504_log": 0.270589, + "range_504_ratio": 1.310736, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.806289, + "hold30_r": 4.888981 + }, + { + "symbol": "CDNS", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.946574, + "strategy_rank": 80.729076, + "production_rank": 82.468242, + "structural_overlay_pass": false, + "structural_overlay_score": 78.34483, + "structural_overlay_rr": 1.374697, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.691985, + "primary_prob": 33.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.537977, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.38766, + "range_504_ratio": 1.473529, + "range_factor_pass": false, + "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": 98.373984, + "strategy_rank": 94.630575, + "production_rank": 95.878378, + "structural_overlay_pass": false, + "structural_overlay_score": 91.084459, + "structural_overlay_rr": 1.779897, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.9285, + "primary_prob": 47.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.392749, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 1.018645, + "range_504_ratio": 2.769441, + "range_factor_pass": true, + "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": 86.41115, + "strategy_rank": 73.0774, + "production_rank": 77.521983, + "structural_overlay_pass": false, + "structural_overlay_score": 73.645884, + "structural_overlay_rr": 1.521856, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 11, + "rr": 2.10661, + "primary_prob": 23.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 76.0, + "primary_rejection_count": 50, + "primary_distance_atr": 3.159914, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.358928, + "range_504_ratio": 1.431794, + "range_factor_pass": false, + "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": 93.844367, + "strategy_rank": 80.257531, + "production_rank": 84.786476, + "structural_overlay_pass": false, + "structural_overlay_score": 80.547152, + "structural_overlay_rr": 1.839135, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.359923, + "primary_prob": 25.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 65, + "primary_distance_atr": 3.539885, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.501532, + "range_504_ratio": 1.651249, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.319208, + "hold30_r": 2.59677 + }, + { + "symbol": "CNP", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.921022, + "strategy_rank": 65.394426, + "production_rank": 72.903292, + "structural_overlay_pass": false, + "structural_overlay_score": 69.258127, + "structural_overlay_rr": 1.861449, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 8, + "rr": 1.603458, + "primary_prob": 35.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.405187, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.32416, + "range_504_ratio": 1.382869, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.563948, + "hold30_r": 3.784173 + }, + { + "symbol": "COR", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.533101, + "strategy_rank": 61.477795, + "production_rank": 68.162897, + "structural_overlay_pass": false, + "structural_overlay_score": 64.754752, + "structural_overlay_rr": 1.643895, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.658439, + "primary_prob": 34.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.487658, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.406542, + "range_504_ratio": 1.501617, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.603565, + "hold30_r": 4.954224 + }, + { + "symbol": "COST", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.972125, + "strategy_rank": 75.462569, + "production_rank": 78.299088, + "structural_overlay_pass": false, + "structural_overlay_score": 74.384133, + "structural_overlay_rr": 2.86697, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.197958, + "primary_prob": 27.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 3.296938, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.447827, + "range_504_ratio": 1.564907, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.152036, + "hold30_r": 3.222032 + }, + { + "symbol": "CTRA", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.67712, + "strategy_rank": 92.928897, + "production_rank": 94.511638, + "structural_overlay_pass": false, + "structural_overlay_score": 89.786056, + "structural_overlay_rr": 1.945329, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.692516, + "primary_prob": 31.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.538774, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 1.007914, + "range_504_ratio": 2.73988, + "range_factor_pass": true, + "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": 85.598142, + "strategy_rank": 68.554537, + "production_rank": 74.235739, + "structural_overlay_pass": false, + "structural_overlay_score": 70.523952, + "structural_overlay_rr": 1.639438, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 9, + "rr": 2.142177, + "primary_prob": 27.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 3.213266, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.338101, + "range_504_ratio": 1.402281, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.100348, + "hold30_r": 2.590529 + }, + { + "symbol": "CVX", + "date": "2022-10-13", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 96.399535, + "strategy_rank": 85.89586, + "production_rank": 89.397085, + "structural_overlay_pass": false, + "structural_overlay_score": 84.927231, + "structural_overlay_rr": 2.110157, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.001283, + "primary_prob": 27.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 4, + "primary_distance_atr": 3.001925, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.675109, + "range_504_ratio": 1.964247, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.957991, + "hold30_r": 2.412431 + }, + { + "symbol": "DE", + "date": "2022-10-13", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.371661, + "strategy_rank": 77.104093, + "production_rank": 78.193282, + "structural_overlay_pass": false, + "structural_overlay_score": 74.283618, + "structural_overlay_rr": 2.149196, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.055364, + "primary_prob": 39.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 77.0, + "primary_rejection_count": 9, + "primary_distance_atr": 3.083046, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.453717, + "range_504_ratio": 1.574152, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.008046, + "hold30_r": 4.787633 + }, + { + "symbol": "DG", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.462253, + "strategy_rank": 73.816063, + "production_rank": 76.698126, + "structural_overlay_pass": false, + "structural_overlay_score": 72.86322, + "structural_overlay_rr": 1.770993, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.201171, + "primary_prob": 43.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.801756, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.358275, + "range_504_ratio": 1.430859, + "range_factor_pass": false, + "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": 96.747967, + "strategy_rank": 93.145543, + "production_rank": 94.346351, + "structural_overlay_pass": false, + "structural_overlay_score": 89.629033, + "structural_overlay_rr": 2.47255, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.840865, + "primary_prob": 31.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.761297, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.743315, + "range_504_ratio": 2.102896, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.795685, + "hold30_r": 1.737802 + }, + { + "symbol": "DVN", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.186992, + "strategy_rank": 97.419334, + "production_rank": 98.008553, + "structural_overlay_pass": false, + "structural_overlay_score": 93.108125, + "structural_overlay_rr": 1.444814, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.153064, + "primary_prob": 42.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.729596, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 1.194363, + "range_504_ratio": 3.301455, + "range_factor_pass": true, + "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": 89.779326, + "strategy_rank": 64.19813, + "production_rank": 72.725195, + "structural_overlay_pass": false, + "structural_overlay_score": 69.088935, + "structural_overlay_rr": 1.563828, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.38499, + "primary_prob": 25.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 3.577485, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.361958, + "range_504_ratio": 1.436139, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.340379, + "hold30_r": 4.167855 + }, + { + "symbol": "EIX", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.83043, + "strategy_rank": 69.23737, + "production_rank": 74.76839, + "structural_overlay_pass": false, + "structural_overlay_score": 71.029971, + "structural_overlay_rr": 1.490093, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 8, + "rr": 1.903638, + "primary_prob": 30.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.855457, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.30326, + "range_504_ratio": 1.354267, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.86275, + "hold30_r": 2.633612 + }, + { + "symbol": "ELV", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.082462, + "strategy_rank": 69.259458, + "production_rank": 75.867126, + "structural_overlay_pass": false, + "structural_overlay_score": 72.07377, + "structural_overlay_rr": 1.718937, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.999616, + "primary_prob": 29.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.999425, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.406459, + "range_504_ratio": 1.501491, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.949788, + "hold30_r": 2.087126 + }, + { + "symbol": "EOG", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.167247, + "strategy_rank": 93.224588, + "production_rank": 94.205474, + "structural_overlay_pass": false, + "structural_overlay_score": 89.4952, + "structural_overlay_rr": 1.948695, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.3305, + "primary_prob": 22.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.99575, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.85703, + "range_504_ratio": 2.356153, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.296623, + "hold30_r": 2.035156 + }, + { + "symbol": "EQT", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.883856, + "strategy_rank": 98.253959, + "production_rank": 98.797258, + "structural_overlay_pass": false, + "structural_overlay_score": 93.857395, + "structural_overlay_rr": 1.652142, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.679788, + "primary_prob": 23.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.519682, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 1.196369, + "range_504_ratio": 3.308084, + "range_factor_pass": true, + "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": 94.773519, + "strategy_rank": 93.324122, + "production_rank": 93.807255, + "structural_overlay_pass": false, + "structural_overlay_score": 89.116892, + "structural_overlay_rr": 1.582012, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.576449, + "primary_prob": 33.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.364674, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.900483, + "range_504_ratio": 2.46079, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.544819, + "hold30_r": 0.439793 + }, + { + "symbol": "FICO", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.850174, + "strategy_rank": 80.819399, + "production_rank": 83.496324, + "structural_overlay_pass": false, + "structural_overlay_score": 79.321508, + "structural_overlay_rr": 1.885605, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.867578, + "primary_prob": 31.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.801367, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.486754, + "range_504_ratio": 1.627027, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.831862, + "hold30_r": 8.176109 + }, + { + "symbol": "FIX", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.682927, + "strategy_rank": 84.05724, + "production_rank": 86.932469, + "structural_overlay_pass": false, + "structural_overlay_score": 82.585845, + "structural_overlay_rr": 0.971635, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.890615, + "primary_prob": 51.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.335922, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.473165, + "range_504_ratio": 1.605066, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.851285, + "hold30_r": 4.325148 + }, + { + "symbol": "FSLR", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.121951, + "strategy_rank": 93.672071, + "production_rank": 94.155364, + "structural_overlay_pass": false, + "structural_overlay_score": 89.447596, + "structural_overlay_rr": 1.124464, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "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": 67, + "gate_level_count": 67, + "range_504_log": 0.894169, + "range_504_ratio": 2.445302, + "range_factor_pass": false, + "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": 85.017422, + "strategy_rank": 78.032426, + "production_rank": 80.360758, + "structural_overlay_pass": false, + "structural_overlay_score": 76.34272, + "structural_overlay_rr": 1.671389, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.822396, + "primary_prob": 31.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.733593, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.333116, + "range_504_ratio": 1.395309, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.776886, + "hold30_r": -1.0 + }, + { + "symbol": "GIS", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.068525, + "strategy_rank": 58.447389, + "production_rank": 65.987768, + "structural_overlay_pass": false, + "structural_overlay_score": 62.68838, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.705875, + "primary_prob": 56.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.058813, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.360163, + "range_504_ratio": 1.433563, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.644252, + "hold30_r": -1.0 + }, + { + "symbol": "GPC", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.011614, + "strategy_rank": 64.915645, + "production_rank": 73.280968, + "structural_overlay_pass": false, + "structural_overlay_score": 69.616919, + "structural_overlay_rr": 1.613812, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.378138, + "primary_prob": 20.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.067207, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.355489, + "range_504_ratio": 1.426879, + "range_factor_pass": false, + "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": 91.405343, + "strategy_rank": 75.879694, + "production_rank": 81.05491, + "structural_overlay_pass": false, + "structural_overlay_score": 77.002164, + "structural_overlay_rr": 1.132828, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.15889, + "primary_prob": 21.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 72.0, + "primary_rejection_count": 13, + "primary_distance_atr": 3.238335, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.408664, + "range_504_ratio": 1.504806, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.109748, + "hold30_r": 4.069648 + }, + { + "symbol": "HAL", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.915215, + "strategy_rank": 92.19672, + "production_rank": 92.436218, + "structural_overlay_pass": false, + "structural_overlay_score": 87.814407, + "structural_overlay_rr": 1.814608, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.650345, + "primary_prob": 49.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.475517, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.903753, + "range_504_ratio": 2.468852, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.622135, + "hold30_r": 2.380305 + }, + { + "symbol": "HST", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.875726, + "strategy_rank": 82.419945, + "production_rank": 83.905205, + "structural_overlay_pass": false, + "structural_overlay_score": 79.709945, + "structural_overlay_rr": 2.790865, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 11, + "rr": 1.586181, + "primary_prob": 35.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.379272, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.388277, + "range_504_ratio": 1.474438, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.550511, + "hold30_r": 1.727335 + }, + { + "symbol": "HUBB", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.340302, + "strategy_rank": 71.78561, + "production_rank": 76.970507, + "structural_overlay_pass": false, + "structural_overlay_score": 73.121982, + "structural_overlay_rr": 0.672455, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.208579, + "primary_prob": 25.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.812869, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.33918, + "range_504_ratio": 1.403795, + "range_factor_pass": false, + "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": 84.785134, + "strategy_rank": 74.887166, + "production_rank": 78.186488, + "structural_overlay_pass": false, + "structural_overlay_score": 74.277164, + "structural_overlay_rr": 2.154778, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 11, + "rr": 1.804732, + "primary_prob": 32.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.707098, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.352526, + "range_504_ratio": 1.422656, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.765678, + "hold30_r": 3.057559 + }, + { + "symbol": "IRM", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.47619, + "strategy_rank": 83.136802, + "production_rank": 85.583265, + "structural_overlay_pass": false, + "structural_overlay_score": 81.304101, + "structural_overlay_rr": 1.636587, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 8, + "rr": 2.866155, + "primary_prob": 21.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 4.299233, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.341124, + "range_504_ratio": 1.406527, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.830411, + "hold30_r": 3.037224 + }, + { + "symbol": "JKHY", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.765389, + "strategy_rank": 58.068142, + "production_rank": 65.967225, + "structural_overlay_pass": false, + "structural_overlay_score": 62.668863, + "structural_overlay_rr": 2.130178, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.591674, + "primary_prob": 35.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.387511, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.365678, + "range_504_ratio": 1.441492, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.529488, + "hold30_r": -1.0 + }, + { + "symbol": "KLAC", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.547038, + "strategy_rank": 87.758071, + "production_rank": 88.354394, + "structural_overlay_pass": false, + "structural_overlay_score": 83.936674, + "structural_overlay_rr": 1.192314, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 10, + "rr": 1.832616, + "primary_prob": 31.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 70, + "primary_distance_atr": 2.748924, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.602642, + "range_504_ratio": 1.826938, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.807254, + "hold30_r": 4.621724 + }, + { + "symbol": "KR", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.617886, + "strategy_rank": 71.812867, + "production_rank": 77.41454, + "structural_overlay_pass": false, + "structural_overlay_score": 73.543813, + "structural_overlay_rr": 0.81766, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.280903, + "primary_prob": 41.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.921355, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.521716, + "range_504_ratio": 1.684917, + "range_factor_pass": false, + "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": 98.025552, + "strategy_rank": 72.398233, + "production_rank": 80.940673, + "structural_overlay_pass": false, + "structural_overlay_score": 76.893639, + "structural_overlay_rr": 1.614839, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.054454, + "primary_prob": 58.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 77.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.581681, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.698505, + "range_504_ratio": 2.010744, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.999039, + "hold30_r": -1.0 + }, + { + "symbol": "MOS", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.934959, + "strategy_rank": 94.830772, + "production_rank": 95.198835, + "structural_overlay_pass": false, + "structural_overlay_score": 90.438893, + "structural_overlay_rr": 2.767902, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.925962, + "primary_prob": 30.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.888943, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 1.031539, + "range_504_ratio": 2.805379, + "range_factor_pass": true, + "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": 81.300813, + "strategy_rank": 85.488604, + "production_rank": 84.092674, + "structural_overlay_pass": false, + "structural_overlay_score": 79.88804, + "structural_overlay_rr": 2.036437, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 10, + "rr": 1.815063, + "primary_prob": 31.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.722595, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.653628, + "range_504_ratio": 1.922503, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.793809, + "hold30_r": 1.194729 + }, + { + "symbol": "NI", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.926829, + "strategy_rank": 63.389821, + "production_rank": 69.902157, + "structural_overlay_pass": false, + "structural_overlay_score": 66.407049, + "structural_overlay_rr": 1.547748, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 9, + "rr": 1.649196, + "primary_prob": 34.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.473793, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.320489, + "range_504_ratio": 1.377801, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.038767, + "hold30_r": -1.0 + }, + { + "symbol": "NUE", + "date": "2022-10-13", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.450639, + "strategy_rank": 89.92932, + "production_rank": 90.76976, + "structural_overlay_pass": false, + "structural_overlay_score": 86.231272, + "structural_overlay_rr": 1.518043, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.226506, + "primary_prob": 41.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 20, + "primary_distance_atr": 3.339758, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.761874, + "range_504_ratio": 2.142287, + "range_factor_pass": false, + "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": 98.954704, + "strategy_rank": 97.430142, + "production_rank": 97.93833, + "structural_overlay_pass": false, + "structural_overlay_score": 93.041413, + "structural_overlay_rr": 1.538251, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.778322, + "primary_prob": 32.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.667484, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.81429, + "range_504_ratio": 2.257571, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.756063, + "hold30_r": 2.344173 + }, + { + "symbol": "OXY", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.651568, + "strategy_rank": 96.600028, + "production_rank": 97.617208, + "structural_overlay_pass": false, + "structural_overlay_score": 92.736348, + "structural_overlay_rr": 0.827112, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.758097, + "primary_prob": 43.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.137146, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 1.271872, + "range_504_ratio": 3.567525, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.728385, + "hold30_r": 0.498116 + }, + { + "symbol": "PANW", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.643438, + "strategy_rank": 85.656187, + "production_rank": 85.985271, + "structural_overlay_pass": false, + "structural_overlay_score": 81.686007, + "structural_overlay_rr": 2.400342, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.87596, + "primary_prob": 31.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 86, + "primary_distance_atr": 2.813941, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.581311, + "range_504_ratio": 1.788381, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.841789, + "hold30_r": -1.0 + }, + { + "symbol": "PCG", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.173055, + "strategy_rank": 82.618826, + "production_rank": 85.470236, + "structural_overlay_pass": false, + "structural_overlay_score": 81.196724, + "structural_overlay_rr": 0.831652, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.671912, + "primary_prob": 57.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.007867, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.603706, + "range_504_ratio": 1.828883, + "range_factor_pass": false, + "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": 94.308943, + "strategy_rank": 72.571173, + "production_rank": 79.817097, + "structural_overlay_pass": false, + "structural_overlay_score": 75.826242, + "structural_overlay_rr": 1.408478, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.844248, + "primary_prob": 54.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.266372, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.373164, + "range_504_ratio": 1.452322, + "range_factor_pass": false, + "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": 93.147503, + "strategy_rank": 85.83909, + "production_rank": 88.275228, + "structural_overlay_pass": false, + "structural_overlay_score": 83.861466, + "structural_overlay_rr": 2.284439, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.061781, + "primary_prob": 25.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 82.0, + "primary_rejection_count": 14, + "primary_distance_atr": 3.092671, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.570591, + "range_504_ratio": 1.769313, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.024391, + "hold30_r": 2.628877 + }, + { + "symbol": "QCOM", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.997677, + "strategy_rank": 80.704732, + "production_rank": 81.135714, + "structural_overlay_pass": false, + "structural_overlay_score": 77.078928, + "structural_overlay_rr": 1.958859, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.787621, + "primary_prob": 32.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.681431, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.614974, + "range_504_ratio": 1.849608, + "range_factor_pass": false, + "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": 83.739837, + "strategy_rank": 73.808638, + "production_rank": 77.119038, + "structural_overlay_pass": false, + "structural_overlay_score": 73.263086, + "structural_overlay_rr": 1.578402, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.824529, + "primary_prob": 55.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.236793, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.3591, + "range_504_ratio": 1.43204, + "range_factor_pass": false, + "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": 80.023229, + "strategy_rank": 57.646318, + "production_rank": 65.105288, + "structural_overlay_pass": false, + "structural_overlay_score": 61.850024, + "structural_overlay_rr": 1.688939, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.601693, + "primary_prob": 35.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.40254, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.325644, + "range_504_ratio": 1.384922, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.056026, + "hold30_r": 1.329046 + }, + { + "symbol": "SLB", + "date": "2022-10-13", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.753775, + "strategy_rank": 91.140937, + "production_rank": 91.345216, + "structural_overlay_pass": false, + "structural_overlay_score": 86.777955, + "structural_overlay_rr": 1.748863, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.191909, + "primary_prob": 22.58, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 3.287863, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.654567, + "range_504_ratio": 1.92431, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.157561, + "hold30_r": 2.580545 + }, + { + "symbol": "SMCI", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.41928, + "strategy_rank": 98.899854, + "production_rank": 99.072996, + "structural_overlay_pass": false, + "structural_overlay_score": 94.119346, + "structural_overlay_rr": 1.81498, + "structural_overlay_sources": [ + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.189476, + "primary_prob": 21.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 72.0, + "primary_rejection_count": 13, + "primary_distance_atr": 3.284214, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.82369, + "range_504_ratio": 2.278893, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.166073, + "hold30_r": 8.215574 + }, + { + "symbol": "SNPS", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.178862, + "strategy_rank": 81.862776, + "production_rank": 83.301471, + "structural_overlay_pass": false, + "structural_overlay_score": 79.136397, + "structural_overlay_rr": 2.452583, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 10, + "rr": 1.548378, + "primary_prob": 36.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 58, + "primary_distance_atr": 2.322567, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.4278, + "range_504_ratio": 1.53388, + "range_factor_pass": false, + "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": 87.108014, + "strategy_rank": 63.091217, + "production_rank": 71.096816, + "structural_overlay_pass": false, + "structural_overlay_score": 67.541975, + "structural_overlay_rr": 2.016718, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 11, + "rr": 1.953008, + "primary_prob": 30.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.929512, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.292867, + "range_504_ratio": 1.340264, + "range_factor_pass": false, + "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": 91.986063, + "strategy_rank": 68.309319, + "production_rank": 76.201567, + "structural_overlay_pass": false, + "structural_overlay_score": 72.391489, + "structural_overlay_rr": 1.820972, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.627666, + "primary_prob": 34.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.441499, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.389389, + "range_504_ratio": 1.476079, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.58467, + "hold30_r": 3.068969 + }, + { + "symbol": "STLD", + "date": "2022-10-13", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.218351, + "strategy_rank": 88.344753, + "production_rank": 89.635952, + "structural_overlay_pass": false, + "structural_overlay_score": 85.154155, + "structural_overlay_rr": 1.816952, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.209571, + "primary_prob": 25.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 5, + "primary_distance_atr": 3.314357, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.686098, + "range_504_ratio": 1.985952, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.176203, + "hold30_r": 4.728074 + }, + { + "symbol": "TMUS", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.15331, + "strategy_rank": 69.684196, + "production_rank": 75.840567, + "structural_overlay_pass": false, + "structural_overlay_score": 72.048539, + "structural_overlay_rr": 2.487731, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.693873, + "primary_prob": 33.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 54, + "primary_distance_atr": 2.54081, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.39181, + "range_504_ratio": 1.479657, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.640452, + "hold30_r": 3.606804 + }, + { + "symbol": "TRGP", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.541231, + "strategy_rank": 90.872503, + "production_rank": 92.095413, + "structural_overlay_pass": false, + "structural_overlay_score": 87.490642, + "structural_overlay_rr": 1.852108, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.785977, + "primary_prob": 32.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.678966, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.741796, + "range_504_ratio": 2.099704, + "range_factor_pass": false, + "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": 95.586527, + "strategy_rank": 95.557968, + "production_rank": 95.567488, + "structural_overlay_pass": false, + "structural_overlay_score": 90.789113, + "structural_overlay_rr": 2.42403, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.605882, + "primary_prob": 35.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.408823, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.698129, + "range_504_ratio": 2.009989, + "range_factor_pass": false, + "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": 93.612079, + "strategy_rank": 95.285681, + "production_rank": 94.727813, + "structural_overlay_pass": false, + "structural_overlay_score": 89.991423, + "structural_overlay_rr": 1.527714, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.688853, + "primary_prob": 22.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 4.03328, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 1.073426, + "range_504_ratio": 2.925385, + "range_factor_pass": true, + "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": 83.159117, + "strategy_rank": 79.436816, + "production_rank": 80.677583, + "structural_overlay_pass": false, + "structural_overlay_score": 76.643704, + "structural_overlay_rr": 1.956755, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.655138, + "primary_prob": 33.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 96.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.482707, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.346784, + "range_504_ratio": 1.414512, + "range_factor_pass": false, + "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": 89.31475, + "strategy_rank": 65.537666, + "production_rank": 73.463361, + "structural_overlay_pass": false, + "structural_overlay_score": 69.790193, + "structural_overlay_rr": 1.961187, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.791825, + "primary_prob": 32.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.687738, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.367534, + "range_504_ratio": 1.444169, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.738872, + "hold30_r": 1.438823 + }, + { + "symbol": "VLO", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.702671, + "strategy_rank": 93.211523, + "production_rank": 94.041906, + "structural_overlay_pass": false, + "structural_overlay_score": 89.339811, + "structural_overlay_rr": 1.841511, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.845259, + "primary_prob": 30.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.767888, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.914113, + "range_504_ratio": 2.494562, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.815364, + "hold30_r": 2.169248 + }, + { + "symbol": "VST", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.824623, + "strategy_rank": 83.900935, + "production_rank": 86.208831, + "structural_overlay_pass": false, + "structural_overlay_score": 81.898389, + "structural_overlay_rr": 1.691028, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.700789, + "primary_prob": 33.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.551184, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.506212, + "range_504_ratio": 1.658995, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.663984, + "hold30_r": 2.037179 + }, + { + "symbol": "WMB", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.603949, + "strategy_rank": 70.260915, + "production_rank": 73.708593, + "structural_overlay_pass": false, + "structural_overlay_score": 70.023163, + "structural_overlay_rr": 2.720287, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.456694, + "primary_prob": 24.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 3.685041, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.47852, + "range_504_ratio": 1.613685, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.41515, + "hold30_r": 2.38388 + }, + { + "symbol": "XOM", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.444832, + "strategy_rank": 87.945486, + "production_rank": 91.111935, + "structural_overlay_pass": false, + "structural_overlay_score": 86.556338, + "structural_overlay_rr": 0.768504, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.768504, + "primary_prob": 52.52, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.152756, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.706209, + "range_504_ratio": 2.026296, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.726186, + "hold30_r": 2.35536 + }, + { + "symbol": "AAPL", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.965035, + "strategy_rank": 76.702903, + "production_rank": 79.456947, + "structural_overlay_pass": false, + "structural_overlay_score": 75.484099, + "structural_overlay_rr": 2.06892, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 10, + "rr": 2.757576, + "primary_prob": 21.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 4.136364, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.349036, + "range_504_ratio": 1.4177, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.040896, + "hold30_r": -1.0 + }, + { + "symbol": "ABBV", + "date": "2022-10-20", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.97669, + "strategy_rank": 64.689019, + "production_rank": 73.118243, + "structural_overlay_pass": false, + "structural_overlay_score": 69.462331, + "structural_overlay_rr": 1.513404, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.051327, + "primary_prob": 28.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 3.07699, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.510693, + "range_504_ratio": 1.666446, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.995834, + "hold30_r": 4.024227 + }, + { + "symbol": "ADM", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.822844, + "strategy_rank": 81.720074, + "production_rank": 85.754331, + "structural_overlay_pass": false, + "structural_overlay_score": 81.466614, + "structural_overlay_rr": 0.901615, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.853265, + "primary_prob": 53.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.279897, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.552434, + "range_504_ratio": 1.737477, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.808567, + "hold30_r": 0.855187 + }, + { + "symbol": "ADP", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.333333, + "strategy_rank": 65.989946, + "production_rank": 71.771075, + "structural_overlay_pass": false, + "structural_overlay_score": 68.182521, + "structural_overlay_rr": 2.837458, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.82237, + "primary_prob": 27.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 80.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.733556, + "raw_level_count": 26, + "gate_level_count": 26, + "range_504_log": 0.30793, + "range_504_ratio": 1.360605, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.771341, + "hold30_r": 4.494107 + }, + { + "symbol": "AEP", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.652681, + "strategy_rank": 60.493999, + "production_rank": 67.21356, + "structural_overlay_pass": false, + "structural_overlay_score": 63.852882, + "structural_overlay_rr": 2.09802, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 9, + "rr": 1.953533, + "primary_prob": 30.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.930299, + "raw_level_count": 23, + "gate_level_count": 23, + "range_504_log": 0.274886, + "range_504_ratio": 1.31638, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.910629, + "hold30_r": 2.8601 + }, + { + "symbol": "AJG", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.351981, + "strategy_rank": 63.210888, + "production_rank": 69.257919, + "structural_overlay_pass": false, + "structural_overlay_score": 65.795023, + "structural_overlay_rr": 2.305428, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.245999, + "primary_prob": 42.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.868999, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.348498, + "range_504_ratio": 1.416937, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.195288, + "hold30_r": 4.002742 + }, + { + "symbol": "ALB", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.319347, + "strategy_rank": 95.374123, + "production_rank": 96.022531, + "structural_overlay_pass": false, + "structural_overlay_score": 91.221405, + "structural_overlay_rr": 1.614854, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.870722, + "primary_prob": 53.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.306083, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.637067, + "range_504_ratio": 1.890927, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.846406, + "hold30_r": 1.375351 + }, + { + "symbol": "ANET", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.571096, + "strategy_rank": 88.895127, + "production_rank": 91.12045, + "structural_overlay_pass": false, + "structural_overlay_score": 86.564427, + "structural_overlay_rr": 2.291071, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.532567, + "primary_prob": 36.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.298851, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.555987, + "range_504_ratio": 1.743662, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.50167, + "hold30_r": 4.299377 + }, + { + "symbol": "APA", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.251748, + "strategy_rank": 97.697337, + "production_rank": 97.882141, + "structural_overlay_pass": true, + "structural_overlay_score": 97.988034, + "structural_overlay_rr": 2.78322, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "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": 69, + "gate_level_count": 69, + "range_504_log": 1.206543, + "range_504_ratio": 3.341911, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.805635, + "hold30_r": 1.741456 + }, + { + "symbol": "ARES", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.41958, + "strategy_rank": 80.655655, + "production_rank": 80.576964, + "structural_overlay_pass": false, + "structural_overlay_score": 76.548115, + "structural_overlay_rr": 4.053907, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.506209, + "primary_prob": 52.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 59, + "primary_distance_atr": 2.259314, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.52758, + "range_504_ratio": 1.694826, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.476, + "hold30_r": 2.189972 + }, + { + "symbol": "ATO", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.566434, + "strategy_rank": 59.819009, + "production_rank": 67.734817, + "structural_overlay_pass": false, + "structural_overlay_score": 64.348077, + "structural_overlay_rr": 1.787368, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.53036, + "primary_prob": 36.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.295539, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.359799, + "range_504_ratio": 1.433042, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.481992, + "hold30_r": 3.96903 + }, + { + "symbol": "BLDR", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.20979, + "strategy_rank": 89.701378, + "production_rank": 89.870848, + "structural_overlay_pass": false, + "structural_overlay_score": 85.377306, + "structural_overlay_rr": 2.17897, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.674574, + "primary_prob": 34.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.511861, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.790217, + "range_504_ratio": 2.203874, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.64921, + "hold30_r": 2.017026 + }, + { + "symbol": "BMY", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.585082, + "strategy_rank": 57.353177, + "production_rank": 65.430478, + "structural_overlay_pass": false, + "structural_overlay_score": 62.158954, + "structural_overlay_rr": 2.543825, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.196146, + "primary_prob": 27.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 3.294218, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.41494, + "range_504_ratio": 1.51428, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.131965, + "hold30_r": 4.917322 + }, + { + "symbol": "CASY", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.284382, + "strategy_rank": 59.513221, + "production_rank": 67.103608, + "structural_overlay_pass": false, + "structural_overlay_score": 63.748428, + "structural_overlay_rr": 1.139771, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 11, + "rr": 1.554066, + "primary_prob": 27.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.3311, + "raw_level_count": 18, + "gate_level_count": 18, + "range_504_log": 0.270589, + "range_504_ratio": 1.310736, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.497728, + "hold30_r": 3.525231 + }, + { + "symbol": "CDNS", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.724942, + "strategy_rank": 84.288666, + "production_rank": 86.767424, + "structural_overlay_pass": false, + "structural_overlay_score": 82.429053, + "structural_overlay_rr": 2.347354, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.905345, + "primary_prob": 30.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.858018, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.38766, + "range_504_ratio": 1.473529, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.151173, + "hold30_r": -1.11351 + }, + { + "symbol": "CF", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.484848, + "strategy_rank": 94.867468, + "production_rank": 96.073262, + "structural_overlay_pass": false, + "structural_overlay_score": 91.269599, + "structural_overlay_rr": 0.693157, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.24216, + "primary_prob": 23.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.863239, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 1.018645, + "range_504_ratio": 2.769441, + "range_factor_pass": true, + "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": 89.160839, + "strategy_rank": 74.976393, + "production_rank": 79.704541, + "structural_overlay_pass": false, + "structural_overlay_score": 75.719314, + "structural_overlay_rr": 2.279849, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.727849, + "primary_prob": 33.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 62, + "primary_distance_atr": 2.591774, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.501532, + "range_504_ratio": 1.651249, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.685091, + "hold30_r": 3.356111 + }, + { + "symbol": "CNP", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.198135, + "strategy_rank": 63.571409, + "production_rank": 70.780318, + "structural_overlay_pass": false, + "structural_overlay_score": 67.241302, + "structural_overlay_rr": 1.545978, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 11, + "rr": 2.729567, + "primary_prob": 22.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 4.094351, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.32416, + "range_504_ratio": 1.382869, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.686389, + "hold30_r": 3.303303 + }, + { + "symbol": "COR", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.118881, + "strategy_rank": 60.959551, + "production_rank": 67.679328, + "structural_overlay_pass": false, + "structural_overlay_score": 64.295361, + "structural_overlay_rr": 1.593773, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.609115, + "primary_prob": 35.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.413672, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.406542, + "range_504_ratio": 1.501617, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.550706, + "hold30_r": 6.386221 + }, + { + "symbol": "COST", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.818182, + "strategy_rank": 73.525628, + "production_rank": 76.289812, + "structural_overlay_pass": false, + "structural_overlay_score": 72.475322, + "structural_overlay_rr": 1.971836, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.613623, + "primary_prob": 35.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.420434, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.447827, + "range_504_ratio": 1.564907, + "range_factor_pass": false, + "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": 96.153846, + "strategy_rank": 91.948064, + "production_rank": 93.349991, + "structural_overlay_pass": false, + "structural_overlay_score": 88.682492, + "structural_overlay_rr": 1.239395, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.51097, + "primary_prob": 23.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.266455, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 1.007914, + "range_504_ratio": 2.73988, + "range_factor_pass": true, + "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": 83.799534, + "strategy_rank": 66.246681, + "production_rank": 72.097632, + "structural_overlay_pass": false, + "structural_overlay_score": 68.49275, + "structural_overlay_rr": 1.540346, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 2.215889, + "primary_prob": 26.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 3.323833, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.338101, + "range_504_ratio": 1.402281, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.167529, + "hold30_r": 3.079948 + }, + { + "symbol": "CVX", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.755245, + "strategy_rank": 84.112894, + "production_rank": 87.660344, + "structural_overlay_pass": false, + "structural_overlay_score": 83.277327, + "structural_overlay_rr": 1.637969, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.529598, + "primary_prob": 34.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.294397, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.675109, + "range_504_ratio": 1.964247, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.485042, + "hold30_r": 1.591477 + }, + { + "symbol": "DECK", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.498834, + "strategy_rank": 84.764033, + "production_rank": 84.675634, + "structural_overlay_pass": false, + "structural_overlay_score": 80.441852, + "structural_overlay_rr": 2.367769, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.598994, + "primary_prob": 50.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.398492, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.751565, + "range_504_ratio": 2.120316, + "range_factor_pass": false, + "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": 84.032634, + "strategy_rank": 74.379688, + "production_rank": 77.597337, + "structural_overlay_pass": false, + "structural_overlay_score": 73.71747, + "structural_overlay_rr": 1.763974, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.874187, + "primary_prob": 31.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.81128, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.358275, + "range_504_ratio": 1.430859, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.812864, + "hold30_r": 0.871156 + }, + { + "symbol": "DLTR", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.736597, + "strategy_rank": 93.052045, + "production_rank": 94.280229, + "structural_overlay_pass": false, + "structural_overlay_score": 89.566217, + "structural_overlay_rr": 2.405046, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.146493, + "primary_prob": 27.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 3.21974, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.743315, + "range_504_ratio": 2.102896, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.100372, + "hold30_r": 2.018594 + }, + { + "symbol": "DVN", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.951049, + "strategy_rank": 97.351581, + "production_rank": 97.884737, + "structural_overlay_pass": false, + "structural_overlay_score": 92.9905, + "structural_overlay_rr": 1.629214, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.324284, + "primary_prob": 38.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.986425, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 1.194363, + "range_504_ratio": 3.301455, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.294321, + "hold30_r": -1.0 + }, + { + "symbol": "ED", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.995338, + "strategy_rank": 62.64082, + "production_rank": 71.092326, + "structural_overlay_pass": false, + "structural_overlay_score": 67.53771, + "structural_overlay_rr": 2.231552, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.181612, + "primary_prob": 27.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 3.272418, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.361958, + "range_504_ratio": 1.436139, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.133171, + "hold30_r": 4.044539 + }, + { + "symbol": "ELV", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.18648, + "strategy_rank": 62.638657, + "production_rank": 68.487931, + "structural_overlay_pass": false, + "structural_overlay_score": 65.063535, + "structural_overlay_rr": 1.101207, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.297879, + "primary_prob": 38.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.946819, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.406459, + "range_504_ratio": 1.501491, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.247158, + "hold30_r": -1.0 + }, + { + "symbol": "EOG", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.405594, + "strategy_rank": 92.220807, + "production_rank": 92.949069, + "structural_overlay_pass": false, + "structural_overlay_score": 88.301616, + "structural_overlay_rr": 2.162191, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.881435, + "primary_prob": 27.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.822153, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.85703, + "range_504_ratio": 2.356153, + "range_factor_pass": false, + "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": 99.88345, + "strategy_rank": 98.143473, + "production_rank": 98.723465, + "structural_overlay_pass": false, + "structural_overlay_score": 93.787292, + "structural_overlay_rr": 2.04825, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.881942, + "primary_prob": 31.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.822913, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 1.196369, + "range_504_ratio": 3.308084, + "range_factor_pass": true, + "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": 98.717949, + "strategy_rank": 95.7963, + "production_rank": 96.770183, + "structural_overlay_pass": false, + "structural_overlay_score": 91.931674, + "structural_overlay_rr": 1.068392, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.807592, + "primary_prob": 55.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.211388, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.787626, + "range_504_ratio": 2.198172, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.776351, + "hold30_r": 0.459901 + }, + { + "symbol": "FANG", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.123543, + "strategy_rank": 91.949821, + "production_rank": 92.341062, + "structural_overlay_pass": false, + "structural_overlay_score": 87.724009, + "structural_overlay_rr": 1.513316, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.507468, + "primary_prob": 34.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.261202, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.900483, + "range_504_ratio": 2.46079, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.473914, + "hold30_r": -0.129328 + }, + { + "symbol": "FICO", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.74359, + "strategy_rank": 80.53513, + "production_rank": 83.604617, + "structural_overlay_pass": false, + "structural_overlay_score": 79.424386, + "structural_overlay_rr": 1.676968, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.65951, + "primary_prob": 34.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.489265, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.486754, + "range_504_ratio": 1.627027, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.623574, + "hold30_r": 9.35482 + }, + { + "symbol": "FIX", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.337995, + "strategy_rank": 85.77372, + "production_rank": 88.961812, + "structural_overlay_pass": false, + "structural_overlay_score": 84.513721, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.825358, + "primary_prob": 41.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.238038, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.473165, + "range_504_ratio": 1.605066, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.785563, + "hold30_r": 4.285906 + }, + { + "symbol": "FSLR", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.086247, + "strategy_rank": 94.932531, + "production_rank": 95.650436, + "structural_overlay_pass": false, + "structural_overlay_score": 90.867914, + "structural_overlay_rr": 1.957063, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.200682, + "primary_prob": 38.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 74.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.801023, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.894169, + "range_504_ratio": 2.445302, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.176368, + "hold30_r": 5.079131 + }, + { + "symbol": "GDDY", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.762238, + "strategy_rank": 79.844239, + "production_rank": 82.483572, + "structural_overlay_pass": false, + "structural_overlay_score": 78.359394, + "structural_overlay_rr": 1.508438, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.914856, + "primary_prob": 45.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.872285, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.333116, + "range_504_ratio": 1.395309, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.867392, + "hold30_r": -1.0 + }, + { + "symbol": "GIS", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.529138, + "strategy_rank": 62.801719, + "production_rank": 71.044192, + "structural_overlay_pass": false, + "structural_overlay_score": 67.491982, + "structural_overlay_rr": 0.720394, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.723504, + "primary_prob": 58.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.085257, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.360163, + "range_504_ratio": 1.433563, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.660758, + "hold30_r": 4.030608 + }, + { + "symbol": "GPC", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.909091, + "strategy_rank": 65.098081, + "production_rank": 73.701751, + "structural_overlay_pass": false, + "structural_overlay_score": 70.016663, + "structural_overlay_rr": 1.250406, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.033692, + "primary_prob": 29.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.550539, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.355489, + "range_504_ratio": 1.426879, + "range_factor_pass": false, + "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": 88.927739, + "strategy_rank": 72.272619, + "production_rank": 77.824326, + "structural_overlay_pass": false, + "structural_overlay_score": 73.933109, + "structural_overlay_rr": 1.85576, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.765569, + "primary_prob": 57.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.148354, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.408664, + "range_504_ratio": 1.504806, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.721075, + "hold30_r": 4.058423 + }, + { + "symbol": "HAL", + "date": "2022-10-20", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.750583, + "strategy_rank": 85.036777, + "production_rank": 84.274712, + "structural_overlay_pass": false, + "structural_overlay_score": 80.060977, + "structural_overlay_rr": 1.581655, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.249559, + "primary_prob": 41.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 3.374339, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.903753, + "range_504_ratio": 2.468852, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.220548, + "hold30_r": 3.303324 + }, + { + "symbol": "HST", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.265734, + "strategy_rank": 80.285318, + "production_rank": 81.612123, + "structural_overlay_pass": false, + "structural_overlay_score": 77.531517, + "structural_overlay_rr": 2.433684, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.768658, + "primary_prob": 47.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.652988, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.388277, + "range_504_ratio": 1.474438, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.730926, + "hold30_r": 1.455461 + }, + { + "symbol": "HSY", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.664336, + "strategy_rank": 60.52188, + "production_rank": 68.902698, + "structural_overlay_pass": false, + "structural_overlay_score": 65.457563, + "structural_overlay_rr": 0.769868, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.759945, + "primary_prob": 57.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 64, + "primary_distance_atr": 1.139917, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.334939, + "range_504_ratio": 1.397855, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.689704, + "hold30_r": -1.0 + }, + { + "symbol": "HUBB", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.375291, + "strategy_rank": 75.447623, + "production_rank": 80.756846, + "structural_overlay_pass": false, + "structural_overlay_score": 76.719003, + "structural_overlay_rr": 1.809321, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 9, + "rr": 1.736634, + "primary_prob": 20.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.60495, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.33918, + "range_504_ratio": 1.403795, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.696638, + "hold30_r": 3.523288 + }, + { + "symbol": "HWM", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.461538, + "strategy_rank": 76.296627, + "production_rank": 80.351597, + "structural_overlay_pass": false, + "structural_overlay_score": 76.334017, + "structural_overlay_rr": 1.519613, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 11, + "rr": 1.823755, + "primary_prob": 46.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.735632, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.352526, + "range_504_ratio": 1.422656, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.782375, + "hold30_r": 3.077297 + }, + { + "symbol": "IRM", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.897436, + "strategy_rank": 80.0702, + "production_rank": 82.012612, + "structural_overlay_pass": false, + "structural_overlay_score": 77.911982, + "structural_overlay_rr": 2.23386, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 8, + "rr": 1.928891, + "primary_prob": 30.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.893336, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.341124, + "range_504_ratio": 1.406527, + "range_factor_pass": false, + "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": 80.885781, + "strategy_rank": 75.100325, + "production_rank": 77.02881, + "structural_overlay_pass": false, + "structural_overlay_score": 73.17737, + "structural_overlay_rr": 1.900847, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 10, + "rr": 1.940438, + "primary_prob": 38.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.910657, + "raw_level_count": 25, + "gate_level_count": 25, + "range_504_log": 0.390462, + "range_504_ratio": 1.477664, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.902644, + "hold30_r": 3.816758 + }, + { + "symbol": "KLAC", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.191142, + "strategy_rank": 89.382987, + "production_rank": 90.319039, + "structural_overlay_pass": false, + "structural_overlay_score": 85.803087, + "structural_overlay_rr": 1.330545, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 11, + "rr": 2.518807, + "primary_prob": 23.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 70, + "primary_distance_atr": 3.77821, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.602642, + "range_504_ratio": 1.826938, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.492177, + "hold30_r": 5.412551 + }, + { + "symbol": "KR", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.100233, + "strategy_rank": 69.75949, + "production_rank": 74.206405, + "structural_overlay_pass": false, + "structural_overlay_score": 70.496084, + "structural_overlay_rr": 1.672198, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.615017, + "primary_prob": 35.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 59, + "primary_distance_atr": 2.422526, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.521716, + "range_504_ratio": 1.684917, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.577545, + "hold30_r": 2.3992 + }, + { + "symbol": "LLY", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.393939, + "strategy_rank": 71.450468, + "production_rank": 77.431625, + "structural_overlay_pass": false, + "structural_overlay_score": 73.560044, + "structural_overlay_rr": 0.87794, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.734559, + "primary_prob": 56.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.101838, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.439397, + "range_504_ratio": 1.551771, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.684309, + "hold30_r": 3.488519 + }, + { + "symbol": "LVS", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.062937, + "strategy_rank": 88.577467, + "production_rank": 88.072623, + "structural_overlay_pass": false, + "structural_overlay_score": 83.668992, + "structural_overlay_rr": 1.928591, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.76179, + "primary_prob": 47.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.642685, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.622855, + "range_504_ratio": 1.864242, + "range_factor_pass": false, + "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": 98.018648, + "strategy_rank": 71.884515, + "production_rank": 80.595893, + "structural_overlay_pass": false, + "structural_overlay_score": 76.566098, + "structural_overlay_rr": 1.336267, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.735208, + "primary_prob": 69.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 78.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.102812, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.698505, + "range_504_ratio": 2.010744, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.674984, + "hold30_r": -1.0 + }, + { + "symbol": "MOS", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.920746, + "strategy_rank": 95.056355, + "production_rank": 95.344485, + "structural_overlay_pass": false, + "structural_overlay_score": 90.577261, + "structural_overlay_rr": 2.831127, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.00808, + "primary_prob": 29.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 3.01212, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 1.031539, + "range_504_ratio": 2.805379, + "range_factor_pass": true, + "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": 82.983683, + "strategy_rank": 86.766072, + "production_rank": 85.505276, + "structural_overlay_pass": false, + "structural_overlay_score": 81.230012, + "structural_overlay_rr": 1.573158, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.846025, + "primary_prob": 31.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.769038, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.653628, + "range_504_ratio": 1.922503, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.824853, + "hold30_r": 2.193353 + }, + { + "symbol": "MTB", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.142191, + "strategy_rank": 78.590717, + "production_rank": 82.774542, + "structural_overlay_pass": false, + "structural_overlay_score": 78.635815, + "structural_overlay_rr": 2.508233, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 7, + "rr": 1.936826, + "primary_prob": 30.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 63, + "primary_distance_atr": 2.905239, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.409246, + "range_504_ratio": 1.505683, + "range_factor_pass": false, + "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": 90.675991, + "strategy_rank": 88.670409, + "production_rank": 89.338936, + "structural_overlay_pass": false, + "structural_overlay_score": 84.87199, + "structural_overlay_rr": 1.623324, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.950323, + "primary_prob": 45.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.925484, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.761874, + "range_504_ratio": 2.142287, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.919107, + "hold30_r": 3.658308 + }, + { + "symbol": "ON", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.417249, + "strategy_rank": 97.747527, + "production_rank": 98.304101, + "structural_overlay_pass": false, + "structural_overlay_score": 93.388896, + "structural_overlay_rr": 1.968119, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.701875, + "primary_prob": 33.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.552812, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.81429, + "range_504_ratio": 2.257571, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.678072, + "hold30_r": 2.228542 + }, + { + "symbol": "OXY", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.65035, + "strategy_rank": 96.379375, + "production_rank": 97.4697, + "structural_overlay_pass": false, + "structural_overlay_score": 92.596215, + "structural_overlay_rr": 1.955274, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.627573, + "primary_prob": 30.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.441359, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 1.271872, + "range_504_ratio": 3.567525, + "range_factor_pass": true, + "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": 88.228438, + "strategy_rank": 86.226264, + "production_rank": 86.893655, + "structural_overlay_pass": false, + "structural_overlay_score": 82.548973, + "structural_overlay_rr": 2.362217, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.831121, + "primary_prob": 31.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 86, + "primary_distance_atr": 2.746681, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.581311, + "range_504_ratio": 1.788381, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.796209, + "hold30_r": -1.0 + }, + { + "symbol": "PCG", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.694639, + "strategy_rank": 80.2533, + "production_rank": 83.06708, + "structural_overlay_pass": false, + "structural_overlay_score": 78.913726, + "structural_overlay_rr": 1.24432, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.069779, + "primary_prob": 43.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.604669, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.603706, + "range_504_ratio": 1.828883, + "range_factor_pass": false, + "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": 92.424242, + "strategy_rank": 72.040357, + "production_rank": 78.834986, + "structural_overlay_pass": false, + "structural_overlay_score": 74.893236, + "structural_overlay_rr": 1.106623, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.673866, + "primary_prob": 60.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.010799, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.373164, + "range_504_ratio": 1.452322, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.629414, + "hold30_r": 2.552451 + }, + { + "symbol": "PWR", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.055944, + "strategy_rank": 85.850762, + "production_rank": 88.585823, + "structural_overlay_pass": false, + "structural_overlay_score": 84.156531, + "structural_overlay_rr": 1.256378, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.886395, + "primary_prob": 26.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 80.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.829593, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.570591, + "range_504_ratio": 1.769313, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.85073, + "hold30_r": 3.045741 + }, + { + "symbol": "QCOM", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.431235, + "strategy_rank": 82.771702, + "production_rank": 83.658213, + "structural_overlay_pass": false, + "structural_overlay_score": 79.475303, + "structural_overlay_rr": 2.107919, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 3.03183, + "primary_prob": 20.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 4.547746, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.614974, + "range_504_ratio": 1.849608, + "range_factor_pass": false, + "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": 91.958042, + "strategy_rank": 85.843947, + "production_rank": 87.881979, + "structural_overlay_pass": false, + "structural_overlay_score": 83.48788, + "structural_overlay_rr": 1.661455, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.79648, + "primary_prob": 53.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 88.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.194721, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.359309, + "range_504_ratio": 1.43234, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.753953, + "hold30_r": 1.822465 + }, + { + "symbol": "RJF", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.480186, + "strategy_rank": 76.232186, + "production_rank": 79.648186, + "structural_overlay_pass": false, + "structural_overlay_score": 75.665777, + "structural_overlay_rr": 2.326988, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 10, + "rr": 1.693253, + "primary_prob": 33.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 54, + "primary_distance_atr": 2.539879, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.3591, + "range_504_ratio": 1.43204, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.655194, + "hold30_r": 4.094623 + }, + { + "symbol": "SLB", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.130536, + "strategy_rank": 87.124322, + "production_rank": 86.79306, + "structural_overlay_pass": false, + "structural_overlay_score": 82.453407, + "structural_overlay_rr": 1.671462, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.647466, + "primary_prob": 29.82, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.471199, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.654567, + "range_504_ratio": 1.92431, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.611102, + "hold30_r": 2.825365 + }, + { + "symbol": "SMCI", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.184149, + "strategy_rank": 98.489229, + "production_rank": 98.720869, + "structural_overlay_pass": false, + "structural_overlay_score": 93.784826, + "structural_overlay_rr": 2.168791, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "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": 62, + "gate_level_count": 62, + "range_504_log": 0.82369, + "range_504_ratio": 2.278893, + "range_factor_pass": false, + "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": 87.296037, + "strategy_rank": 82.510938, + "production_rank": 84.105971, + "structural_overlay_pass": false, + "structural_overlay_score": 79.900673, + "structural_overlay_rr": 2.305398, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 11, + "rr": 2.341537, + "primary_prob": 25.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 3.512306, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.4278, + "range_504_ratio": 1.53388, + "range_factor_pass": false, + "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": 82.051282, + "strategy_rank": 59.663276, + "production_rank": 67.125944, + "structural_overlay_pass": false, + "structural_overlay_score": 63.769647, + "structural_overlay_rr": 2.304535, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 11, + "rr": 2.993698, + "primary_prob": 20.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 4.490547, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.292867, + "range_504_ratio": 1.340264, + "range_factor_pass": false, + "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": 90.44289, + "strategy_rank": 67.416752, + "production_rank": 75.092131, + "structural_overlay_pass": false, + "structural_overlay_score": 71.337525, + "structural_overlay_rr": 0.804799, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.15956, + "primary_prob": 27.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.23934, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.389389, + "range_504_ratio": 1.476079, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.116845, + "hold30_r": 4.004279 + }, + { + "symbol": "STLD", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.890443, + "strategy_rank": 88.793612, + "production_rank": 90.159222, + "structural_overlay_pass": false, + "structural_overlay_score": 85.651261, + "structural_overlay_rr": 2.815716, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "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": 56, + "gate_level_count": 56, + "range_504_log": 0.686098, + "range_504_ratio": 1.985952, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.591492, + "hold30_r": 4.571713 + }, + { + "symbol": "TMUS", + "date": "2022-10-20", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.731935, + "strategy_rank": 66.551333, + "production_rank": 72.611534, + "structural_overlay_pass": false, + "structural_overlay_score": 68.980957, + "structural_overlay_rr": 1.982386, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.503633, + "primary_prob": 24.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 3.755449, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.39181, + "range_504_ratio": 1.479657, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.446589, + "hold30_r": 3.436815 + }, + { + "symbol": "TRGP", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.657343, + "strategy_rank": 89.570117, + "production_rank": 90.599192, + "structural_overlay_pass": false, + "structural_overlay_score": 86.069232, + "structural_overlay_rr": 1.697954, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.615877, + "primary_prob": 35.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.423815, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.741796, + "range_504_ratio": 2.099704, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.583071, + "hold30_r": 2.349332 + }, + { + "symbol": "TSLA", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.969697, + "strategy_rank": 96.591085, + "production_rank": 96.717289, + "structural_overlay_pass": false, + "structural_overlay_score": 91.881424, + "structural_overlay_rr": 1.698349, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.560572, + "primary_prob": 36.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.340857, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.718805, + "range_504_ratio": 2.05198, + "range_factor_pass": false, + "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": 96.503497, + "strategy_rank": 97.308828, + "production_rank": 97.040384, + "structural_overlay_pass": false, + "structural_overlay_score": 92.188365, + "structural_overlay_rr": 1.719173, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.590586, + "primary_prob": 35.6, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.385879, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 1.073426, + "range_504_ratio": 2.925385, + "range_factor_pass": true, + "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": 93.589744, + "strategy_rank": 86.638111, + "production_rank": 88.955322, + "structural_overlay_pass": false, + "structural_overlay_score": 84.507555, + "structural_overlay_rr": 1.980595, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 9, + "rr": 1.840824, + "primary_prob": 31.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.761236, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.346784, + "range_504_ratio": 1.414512, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.802257, + "hold30_r": 4.5349 + }, + { + "symbol": "UNH", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.713287, + "strategy_rank": 63.344312, + "production_rank": 71.13397, + "structural_overlay_pass": false, + "structural_overlay_score": 67.577272, + "structural_overlay_rr": 0.715946, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.683927, + "primary_prob": 60.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.025891, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.367534, + "range_504_ratio": 1.444169, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.629273, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.104895, + "strategy_rank": 92.640712, + "production_rank": 93.462106, + "structural_overlay_pass": false, + "structural_overlay_score": 88.789001, + "structural_overlay_rr": 2.762544, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "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": 61, + "gate_level_count": 61, + "range_504_log": 0.914113, + "range_504_ratio": 2.494562, + "range_factor_pass": false, + "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": 97.668998, + "strategy_rank": 82.359018, + "production_rank": 87.462344, + "structural_overlay_pass": false, + "structural_overlay_score": 83.089227, + "structural_overlay_rr": 1.093349, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.138915, + "primary_prob": 39.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 73.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.708373, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.550894, + "range_504_ratio": 1.734804, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.089526, + "hold30_r": 2.656182 + }, + { + "symbol": "VST", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.356643, + "strategy_rank": 84.908815, + "production_rank": 87.724758, + "structural_overlay_pass": false, + "structural_overlay_score": 83.33852, + "structural_overlay_rr": 1.783414, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.793444, + "primary_prob": 32.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.690165, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.506212, + "range_504_ratio": 1.658995, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.757769, + "hold30_r": 2.047329 + }, + { + "symbol": "AAPL", + "date": "2022-10-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.444934, + "strategy_rank": 78.631871, + "production_rank": 81.569559, + "structural_overlay_pass": false, + "structural_overlay_score": 77.491081, + "structural_overlay_rr": 1.90121, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 11, + "rr": 2.60028, + "primary_prob": 23.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 3.90042, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.349036, + "range_504_ratio": 1.4177, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.042005, + "hold30_r": -1.0 + }, + { + "symbol": "ABBV", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.171806, + "strategy_rank": 67.360769, + "production_rank": 75.964448, + "structural_overlay_pass": false, + "structural_overlay_score": 72.166226, + "structural_overlay_rr": 2.142048, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.938516, + "primary_prob": 30.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.907774, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.510693, + "range_504_ratio": 1.666446, + "range_factor_pass": false, + "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": 94.273128, + "strategy_rank": 81.304032, + "production_rank": 85.627064, + "structural_overlay_pass": false, + "structural_overlay_score": 81.345711, + "structural_overlay_rr": 0.728681, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.728681, + "primary_prob": 56.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.093021, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.552434, + "range_504_ratio": 1.737477, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.680715, + "hold30_r": -1.0 + }, + { + "symbol": "ADP", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.030837, + "strategy_rank": 65.572409, + "production_rank": 71.725218, + "structural_overlay_pass": false, + "structural_overlay_score": 68.138958, + "structural_overlay_rr": 2.187038, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.960321, + "primary_prob": 34.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.940482, + "raw_level_count": 26, + "gate_level_count": 26, + "range_504_log": 0.30793, + "range_504_ratio": 1.360605, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.90901, + "hold30_r": 2.42724 + }, + { + "symbol": "AJG", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.819383, + "strategy_rank": 63.637674, + "production_rank": 70.031577, + "structural_overlay_pass": false, + "structural_overlay_score": 66.529998, + "structural_overlay_rr": 2.127307, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.740734, + "primary_prob": 36.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.611101, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.348498, + "range_504_ratio": 1.416937, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.688472, + "hold30_r": 2.10486 + }, + { + "symbol": "ALB", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.46696, + "strategy_rank": 95.39482, + "production_rank": 96.085533, + "structural_overlay_pass": false, + "structural_overlay_score": 91.281256, + "structural_overlay_rr": 0.835678, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.780882, + "primary_prob": 56.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.171323, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.637067, + "range_504_ratio": 1.890927, + "range_factor_pass": false, + "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": 96.585903, + "strategy_rank": 91.023963, + "production_rank": 92.877943, + "structural_overlay_pass": false, + "structural_overlay_score": 88.234046, + "structural_overlay_rr": 1.748068, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.638992, + "primary_prob": 49.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.458488, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.555987, + "range_504_ratio": 1.743662, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.610574, + "hold30_r": 1.049718 + }, + { + "symbol": "APA", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.127753, + "strategy_rank": 97.536848, + "production_rank": 97.733816, + "structural_overlay_pass": true, + "structural_overlay_score": 97.847125, + "structural_overlay_rr": 2.031883, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.545146, + "primary_prob": 33.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.317719, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 1.206543, + "range_504_ratio": 3.341911, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.515269, + "hold30_r": -1.0 + }, + { + "symbol": "ATO", + "date": "2022-10-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.013216, + "strategy_rank": 61.460623, + "production_rank": 69.644821, + "structural_overlay_pass": false, + "structural_overlay_score": 66.16258, + "structural_overlay_rr": 1.645006, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.120648, + "primary_prob": 42.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 3.180972, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.359799, + "range_504_ratio": 1.433042, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.066752, + "hold30_r": 3.341184 + }, + { + "symbol": "BIIB", + "date": "2022-10-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.960352, + "strategy_rank": 93.153805, + "production_rank": 92.755988, + "structural_overlay_pass": false, + "structural_overlay_score": 88.118188, + "structural_overlay_rr": 1.734199, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 3.639967, + "primary_prob": 31.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 5.45995, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.687239, + "range_504_ratio": 1.988219, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.038436, + "hold30_r": 0.51871 + }, + { + "symbol": "BLDR", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.374449, + "strategy_rank": 92.612828, + "production_rank": 93.533368, + "structural_overlay_pass": false, + "structural_overlay_score": 88.8567, + "structural_overlay_rr": 2.000716, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.978937, + "primary_prob": 44.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.968405, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.790217, + "range_504_ratio": 2.203874, + "range_factor_pass": false, + "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": 89.317181, + "strategy_rank": 62.818404, + "production_rank": 71.65133, + "structural_overlay_pass": false, + "structural_overlay_score": 68.068763, + "structural_overlay_rr": 1.586386, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.261492, + "primary_prob": 22.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 2, + "primary_distance_atr": 3.392238, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.41494, + "range_504_ratio": 1.51428, + "range_factor_pass": false, + "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": 91.740088, + "strategy_rank": 85.096218, + "production_rank": 87.310841, + "structural_overlay_pass": false, + "structural_overlay_score": 82.945299, + "structural_overlay_rr": 1.549471, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 11, + "rr": 1.844298, + "primary_prob": 31.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.766447, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.38766, + "range_504_ratio": 1.473529, + "range_factor_pass": false, + "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": 99.008811, + "strategy_rank": 95.617913, + "production_rank": 96.748212, + "structural_overlay_pass": false, + "structural_overlay_score": 91.910801, + "structural_overlay_rr": 1.811487, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.517889, + "primary_prob": 32.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.276833, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 1.018645, + "range_504_ratio": 2.769441, + "range_factor_pass": true, + "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": 86.674009, + "strategy_rank": 77.56533, + "production_rank": 80.601556, + "structural_overlay_pass": false, + "structural_overlay_score": 76.571478, + "structural_overlay_rr": 2.668825, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.943416, + "primary_prob": 45.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.915123, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.501532, + "range_504_ratio": 1.651249, + "range_factor_pass": false, + "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": 85.022026, + "strategy_rank": 63.203673, + "production_rank": 70.476458, + "structural_overlay_pass": false, + "structural_overlay_score": 66.952635, + "structural_overlay_rr": 1.370968, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.768011, + "primary_prob": 32.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.652016, + "raw_level_count": 26, + "gate_level_count": 26, + "range_504_log": 0.32416, + "range_504_ratio": 1.382869, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.717849, + "hold30_r": 2.204301 + }, + { + "symbol": "COR", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.23348, + "strategy_rank": 64.446861, + "production_rank": 71.709067, + "structural_overlay_pass": false, + "structural_overlay_score": 68.123614, + "structural_overlay_rr": 1.676021, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.938288, + "primary_prob": 28.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.907432, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.406542, + "range_504_ratio": 1.501617, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.877203, + "hold30_r": -1.0 + }, + { + "symbol": "COST", + "date": "2022-10-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.497797, + "strategy_rank": 74.007843, + "production_rank": 76.504495, + "structural_overlay_pass": false, + "structural_overlay_score": 72.67927, + "structural_overlay_rr": 1.51456, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.039718, + "primary_prob": 43.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 3.059577, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.447827, + "range_504_ratio": 1.564907, + "range_factor_pass": false, + "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": 95.154185, + "strategy_rank": 91.668303, + "production_rank": 92.830263, + "structural_overlay_pass": false, + "structural_overlay_score": 88.18875, + "structural_overlay_rr": 1.703293, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.089631, + "primary_prob": 25.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 6, + "primary_distance_atr": 3.134447, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 1.007914, + "range_504_ratio": 2.73988, + "range_factor_pass": true, + "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": 83.039648, + "strategy_rank": 65.998225, + "production_rank": 71.678699, + "structural_overlay_pass": false, + "structural_overlay_score": 68.094764, + "structural_overlay_rr": 2.806906, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.763227, + "primary_prob": 32.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.644841, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.338101, + "range_504_ratio": 1.402281, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.71391, + "hold30_r": 2.380762 + }, + { + "symbol": "DE", + "date": "2022-10-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.378855, + "strategy_rank": 78.477492, + "production_rank": 79.777946, + "structural_overlay_pass": false, + "structural_overlay_score": 75.789049, + "structural_overlay_rr": 1.73099, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.511855, + "primary_prob": 29.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 10, + "primary_distance_atr": 3.767782, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.453717, + "range_504_ratio": 1.574152, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.463292, + "hold30_r": 2.47497 + }, + { + "symbol": "DECK", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.69163, + "strategy_rank": 84.739684, + "production_rank": 84.723666, + "structural_overlay_pass": false, + "structural_overlay_score": 80.487483, + "structural_overlay_rr": 1.7688, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.827473, + "primary_prob": 46.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.74121, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.751565, + "range_504_ratio": 2.120316, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.034936, + "hold30_r": -1.0 + }, + { + "symbol": "DLTR", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.365639, + "strategy_rank": 93.109076, + "production_rank": 94.194597, + "structural_overlay_pass": false, + "structural_overlay_score": 89.484867, + "structural_overlay_rr": 2.335842, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.546673, + "primary_prob": 51.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.320009, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.743315, + "range_504_ratio": 2.102896, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.497844, + "hold30_r": -1.0 + }, + { + "symbol": "ED", + "date": "2022-10-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 85.242291, + "strategy_rank": 60.624598, + "production_rank": 68.830496, + "structural_overlay_pass": false, + "structural_overlay_score": 65.388971, + "structural_overlay_rr": 1.450997, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.332683, + "primary_prob": 25.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 3.499025, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.361958, + "range_504_ratio": 1.436139, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.279179, + "hold30_r": 3.129643 + }, + { + "symbol": "EOG", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.823789, + "strategy_rank": 92.490812, + "production_rank": 93.268471, + "structural_overlay_pass": false, + "structural_overlay_score": 88.605047, + "structural_overlay_rr": 2.03848, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.719761, + "primary_prob": 29.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.579642, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.85703, + "range_504_ratio": 2.356153, + "range_factor_pass": false, + "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": 99.889868, + "strategy_rank": 98.276365, + "production_rank": 98.814199, + "structural_overlay_pass": false, + "structural_overlay_score": 93.873489, + "structural_overlay_rr": 1.542141, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.827916, + "primary_prob": 31.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.741874, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 1.196369, + "range_504_ratio": 3.308084, + "range_factor_pass": true, + "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": 97.797357, + "strategy_rank": 95.197996, + "production_rank": 96.06445, + "structural_overlay_pass": false, + "structural_overlay_score": 91.261227, + "structural_overlay_rr": 1.267057, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.991301, + "primary_prob": 49.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.486951, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.787626, + "range_504_ratio": 2.198172, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.958471, + "hold30_r": -0.554258 + }, + { + "symbol": "FANG", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.612335, + "strategy_rank": 92.334342, + "production_rank": 92.76034, + "structural_overlay_pass": false, + "structural_overlay_score": 88.122323, + "structural_overlay_rr": 0.785316, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.779106, + "primary_prob": 54.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.16866, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.900483, + "range_504_ratio": 2.46079, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.741837, + "hold30_r": -1.0 + }, + { + "symbol": "FICO", + "date": "2022-10-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.180617, + "strategy_rank": 83.428737, + "production_rank": 86.34603, + "structural_overlay_pass": false, + "structural_overlay_score": 82.028729, + "structural_overlay_rr": 2.216145, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.139571, + "primary_prob": 37.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 72.0, + "primary_rejection_count": 17, + "primary_distance_atr": 3.209356, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.486754, + "range_504_ratio": 1.627027, + "range_factor_pass": false, + "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": 96.9163, + "strategy_rank": 94.778841, + "production_rank": 95.491327, + "structural_overlay_pass": false, + "structural_overlay_score": 90.716761, + "structural_overlay_rr": 1.554659, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.7485, + "primary_prob": 61.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.12275, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.894169, + "range_504_ratio": 2.445302, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.720486, + "hold30_r": 2.112029 + }, + { + "symbol": "GDDY", + "date": "2022-10-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.198238, + "strategy_rank": 81.316593, + "production_rank": 84.277141, + "structural_overlay_pass": false, + "structural_overlay_score": 80.063284, + "structural_overlay_rr": 1.975945, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 2.020794, + "primary_prob": 44.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 3.031191, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.333116, + "range_504_ratio": 1.395309, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.049143, + "hold30_r": -1.0 + }, + { + "symbol": "GL", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.894273, + "strategy_rank": 65.370448, + "production_rank": 72.545056, + "structural_overlay_pass": false, + "structural_overlay_score": 68.917803, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.969248, + "primary_prob": 46.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.453872, + "raw_level_count": 23, + "gate_level_count": 23, + "range_504_log": 0.312818, + "range_504_ratio": 1.367273, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.913153, + "hold30_r": 1.155388 + }, + { + "symbol": "GWW", + "date": "2022-10-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.418502, + "strategy_rank": 72.612381, + "production_rank": 78.547755, + "structural_overlay_pass": false, + "structural_overlay_score": 74.620367, + "structural_overlay_rr": 1.717652, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.145286, + "primary_prob": 27.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 7, + "primary_distance_atr": 3.217929, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.408664, + "range_504_ratio": 1.504806, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.095517, + "hold30_r": 2.33219 + }, + { + "symbol": "HAL", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.590308, + "strategy_rank": 85.812887, + "production_rank": 85.072027, + "structural_overlay_pass": false, + "structural_overlay_score": 80.818426, + "structural_overlay_rr": 2.593515, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "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": 65, + "gate_level_count": 65, + "range_504_log": 0.903753, + "range_504_ratio": 2.468852, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.03105, + "hold30_r": -1.0 + }, + { + "symbol": "HST", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.665198, + "strategy_rank": 83.001204, + "production_rank": 84.555869, + "structural_overlay_pass": false, + "structural_overlay_score": 80.328075, + "structural_overlay_rr": 1.907468, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.78219, + "primary_prob": 47.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.673284, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.388277, + "range_504_ratio": 1.474438, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.042239, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.299559, + "strategy_rank": 78.827365, + "production_rank": 82.984763, + "structural_overlay_pass": false, + "structural_overlay_score": 78.835525, + "structural_overlay_rr": 1.505519, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.812288, + "primary_prob": 36.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.718432, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.352526, + "range_504_ratio": 1.422656, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.769723, + "hold30_r": 1.76492 + }, + { + "symbol": "INCY", + "date": "2022-10-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.396476, + "strategy_rank": 65.070069, + "production_rank": 70.178871, + "structural_overlay_pass": false, + "structural_overlay_score": 66.669928, + "structural_overlay_rr": 2.888479, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.644916, + "primary_prob": 37.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 3.967374, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.354605, + "range_504_ratio": 1.425618, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.588917, + "hold30_r": 3.643071 + }, + { + "symbol": "IRM", + "date": "2022-10-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.176211, + "strategy_rank": 76.705126, + "production_rank": 77.862155, + "structural_overlay_pass": false, + "structural_overlay_score": 73.969047, + "structural_overlay_rr": 2.692363, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 9, + "rr": 2.059535, + "primary_prob": 43.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 3.089302, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.341124, + "range_504_ratio": 1.406527, + "range_factor_pass": false, + "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": 87.995595, + "strategy_rank": 80.301636, + "production_rank": 82.866289, + "structural_overlay_pass": false, + "structural_overlay_score": 78.722975, + "structural_overlay_rr": 1.944395, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 11, + "rr": 2.082493, + "primary_prob": 35.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 15, + "primary_distance_atr": 3.12374, + "raw_level_count": 25, + "gate_level_count": 25, + "range_504_log": 0.390462, + "range_504_ratio": 1.477664, + "range_factor_pass": false, + "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": 83.810573, + "strategy_rank": 59.326018, + "production_rank": 67.487536, + "structural_overlay_pass": false, + "structural_overlay_score": 64.113159, + "structural_overlay_rr": 1.23278, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.994585, + "primary_prob": 37.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 63.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.991877, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.365678, + "range_504_ratio": 1.441492, + "range_factor_pass": false, + "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": 90.969163, + "strategy_rank": 88.607064, + "production_rank": 89.39443, + "structural_overlay_pass": false, + "structural_overlay_score": 84.924709, + "structural_overlay_rr": 3.28095, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 11, + "rr": 1.727035, + "primary_prob": 48.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 58, + "primary_distance_atr": 2.590553, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.602642, + "range_504_ratio": 1.826938, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.696007, + "hold30_r": 4.243885 + }, + { + "symbol": "KR", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.453744, + "strategy_rank": 72.734965, + "production_rank": 77.307891, + "structural_overlay_pass": false, + "structural_overlay_score": 73.442497, + "structural_overlay_rr": 1.775758, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.734774, + "primary_prob": 48.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.602161, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.521716, + "range_504_ratio": 1.684917, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.691185, + "hold30_r": 0.376917 + }, + { + "symbol": "LVS", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.832599, + "strategy_rank": 93.542314, + "production_rank": 93.639076, + "structural_overlay_pass": false, + "structural_overlay_score": 88.957122, + "structural_overlay_rr": 2.143279, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.923267, + "primary_prob": 30.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.884901, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.622855, + "range_504_ratio": 1.864242, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.901022, + "hold30_r": 3.890581 + }, + { + "symbol": "MCHP", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.471366, + "strategy_rank": 82.609649, + "production_rank": 83.230221, + "structural_overlay_pass": false, + "structural_overlay_score": 79.06871, + "structural_overlay_rr": 2.50665, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 2.044167, + "primary_prob": 28.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 53, + "primary_distance_atr": 3.06625, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.504733, + "range_504_ratio": 1.656543, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.013776, + "hold30_r": 3.632574 + }, + { + "symbol": "MNST", + "date": "2022-10-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.370044, + "strategy_rank": 63.39745, + "production_rank": 70.054981, + "structural_overlay_pass": false, + "structural_overlay_score": 66.552232, + "structural_overlay_rr": 2.137461, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 12, + "rr": 2.233087, + "primary_prob": 41.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 20, + "primary_distance_atr": 3.34963, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.330564, + "range_504_ratio": 1.391753, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.176562, + "hold30_r": 2.556993 + }, + { + "symbol": "MOS", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.92511, + "strategy_rank": 94.90828, + "production_rank": 95.247223, + "structural_overlay_pass": false, + "structural_overlay_score": 90.484862, + "structural_overlay_rr": 1.637885, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.637885, + "primary_prob": 49.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.456827, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 1.031539, + "range_504_ratio": 2.805379, + "range_factor_pass": true, + "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": 94.052863, + "strategy_rank": 80.326576, + "production_rank": 84.902005, + "structural_overlay_pass": false, + "structural_overlay_score": 80.656905, + "structural_overlay_rr": 2.374295, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 8, + "rr": 1.632594, + "primary_prob": 34.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 63, + "primary_distance_atr": 2.448892, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.409246, + "range_504_ratio": 1.505683, + "range_factor_pass": false, + "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": 88.215859, + "strategy_rank": 87.140783, + "production_rank": 87.499142, + "structural_overlay_pass": false, + "structural_overlay_score": 83.124185, + "structural_overlay_rr": 2.412321, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.896824, + "primary_prob": 45.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 96.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.845236, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.761874, + "range_504_ratio": 2.142287, + "range_factor_pass": false, + "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": 99.449339, + "strategy_rank": 97.638687, + "production_rank": 98.242238, + "structural_overlay_pass": false, + "structural_overlay_score": 93.330126, + "structural_overlay_rr": 1.968571, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.526068, + "primary_prob": 34.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.289102, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.81429, + "range_504_ratio": 2.257571, + "range_factor_pass": false, + "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": 99.229075, + "strategy_rank": 96.068475, + "production_rank": 97.122009, + "structural_overlay_pass": false, + "structural_overlay_score": 92.265908, + "structural_overlay_rr": 1.346155, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.991004, + "primary_prob": 45.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.486506, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 1.271872, + "range_504_ratio": 3.567525, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.954217, + "hold30_r": -1.0 + }, + { + "symbol": "PANW", + "date": "2022-10-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.84141, + "strategy_rank": 89.720052, + "production_rank": 90.760504, + "structural_overlay_pass": false, + "structural_overlay_score": 86.222479, + "structural_overlay_rr": 1.949402, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.034698, + "primary_prob": 44.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 3.052046, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.581311, + "range_504_ratio": 1.788381, + "range_factor_pass": false, + "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": 84.251101, + "strategy_rank": 82.32374, + "production_rank": 82.966194, + "structural_overlay_pass": false, + "structural_overlay_score": 78.817884, + "structural_overlay_rr": 1.56815, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "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": 41, + "gate_level_count": 41, + "range_504_log": 0.565903, + "range_504_ratio": 1.761038, + "range_factor_pass": false, + "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": 93.39207, + "strategy_rank": 85.824504, + "production_rank": 88.347026, + "structural_overlay_pass": false, + "structural_overlay_score": 83.929675, + "structural_overlay_rr": 0.83929, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.306483, + "primary_prob": 36.44, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.959725, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.570591, + "range_504_ratio": 1.769313, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.266076, + "hold30_r": 1.135071 + }, + { + "symbol": "QCOM", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.22467, + "strategy_rank": 83.549036, + "production_rank": 84.774247, + "structural_overlay_pass": false, + "structural_overlay_score": 80.535535, + "structural_overlay_rr": 1.763736, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.588601, + "primary_prob": 35.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.382901, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.614974, + "range_504_ratio": 1.849608, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.488294, + "hold30_r": -1.455931 + }, + { + "symbol": "REGN", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.519824, + "strategy_rank": 86.160474, + "production_rank": 87.946924, + "structural_overlay_pass": false, + "structural_overlay_score": 83.549578, + "structural_overlay_rr": 1.069488, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.890308, + "primary_prob": 50.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.335463, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.359309, + "range_504_ratio": 1.43234, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.847435, + "hold30_r": 0.744634 + }, + { + "symbol": "RSG", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.277533, + "strategy_rank": 58.540815, + "production_rank": 66.119721, + "structural_overlay_pass": false, + "structural_overlay_score": 62.813735, + "structural_overlay_rr": 1.870186, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.870616, + "primary_prob": 31.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.805924, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.325644, + "range_504_ratio": 1.384922, + "range_factor_pass": false, + "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": 99.669604, + "strategy_rank": 98.87959, + "production_rank": 99.142928, + "structural_overlay_pass": false, + "structural_overlay_score": 94.185781, + "structural_overlay_rr": 1.579973, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.965517, + "primary_prob": 47.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.448276, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.82369, + "range_504_ratio": 2.278893, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.939482, + "hold30_r": 3.350867 + }, + { + "symbol": "SNA", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.837004, + "strategy_rank": 62.612248, + "production_rank": 68.687167, + "structural_overlay_pass": false, + "structural_overlay_score": 65.252808, + "structural_overlay_rr": 2.391627, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 8, + "rr": 1.998102, + "primary_prob": 32.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.997154, + "raw_level_count": 17, + "gate_level_count": 17, + "range_504_log": 0.213671, + "range_504_ratio": 1.238215, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.94711, + "hold30_r": 2.238036 + }, + { + "symbol": "SNPS", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.537445, + "strategy_rank": 83.883676, + "production_rank": 85.768265, + "structural_overlay_pass": false, + "structural_overlay_score": 81.479852, + "structural_overlay_rr": 2.348777, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 10, + "rr": 2.861174, + "primary_prob": 21.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 4.29176, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.4278, + "range_504_ratio": 1.53388, + "range_factor_pass": false, + "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": 82.048458, + "strategy_rank": 58.882878, + "production_rank": 66.604738, + "structural_overlay_pass": false, + "structural_overlay_score": 63.274501, + "structural_overlay_rr": 1.88069, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.785653, + "primary_prob": 32.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.67848, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.292867, + "range_504_ratio": 1.340264, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.049668, + "hold30_r": -1.0 + }, + { + "symbol": "SRE", + "date": "2022-10-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.436123, + "strategy_rank": 65.889919, + "production_rank": 73.40532, + "structural_overlay_pass": false, + "structural_overlay_score": 69.735054, + "structural_overlay_rr": 1.593678, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.371439, + "primary_prob": 40.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 3.557159, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.389389, + "range_504_ratio": 1.476079, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.321844, + "hold30_r": 1.844964 + }, + { + "symbol": "STZ", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.057269, + "strategy_rank": 57.925599, + "production_rank": 65.636155, + "structural_overlay_pass": false, + "structural_overlay_score": 62.354348, + "structural_overlay_rr": 1.701682, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 9, + "rr": 1.729119, + "primary_prob": 48.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 56, + "primary_distance_atr": 2.593678, + "raw_level_count": 16, + "gate_level_count": 16, + "range_504_log": 0.232122, + "range_504_ratio": 1.261273, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.66806, + "hold30_r": 0.45834 + }, + { + "symbol": "TAP", + "date": "2022-10-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.599119, + "strategy_rank": 65.360547, + "production_rank": 71.106738, + "structural_overlay_pass": false, + "structural_overlay_score": 67.551401, + "structural_overlay_rr": 1.71528, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.588485, + "primary_prob": 38.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 3.882728, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.34778, + "range_504_ratio": 1.415921, + "range_factor_pass": false, + "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": 90.638767, + "strategy_rank": 69.605205, + "production_rank": 76.616392, + "structural_overlay_pass": false, + "structural_overlay_score": 72.785572, + "structural_overlay_rr": 1.625984, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.636185, + "primary_prob": 49.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.454278, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.39181, + "range_504_ratio": 1.479657, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.5734, + "hold30_r": 0.209833 + }, + { + "symbol": "TRGP", + "date": "2022-10-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.400881, + "strategy_rank": 89.675128, + "production_rank": 90.583713, + "structural_overlay_pass": false, + "structural_overlay_score": 86.054527, + "structural_overlay_rr": 2.205798, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.224006, + "primary_prob": 41.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.336009, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.741796, + "range_504_ratio": 2.099704, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.186935, + "hold30_r": 0.196544 + }, + { + "symbol": "TSLA", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.621145, + "strategy_rank": 93.484637, + "production_rank": 93.196807, + "structural_overlay_pass": false, + "structural_overlay_score": 88.536966, + "structural_overlay_rr": 2.187968, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.520507, + "primary_prob": 36.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.28076, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.735849, + "range_504_ratio": 2.087254, + "range_factor_pass": false, + "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": 98.678414, + "strategy_rank": 98.844374, + "production_rank": 98.789054, + "structural_overlay_pass": false, + "structural_overlay_score": 93.849601, + "structural_overlay_rr": 1.859908, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.69441, + "primary_prob": 33.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.541615, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 1.073426, + "range_504_ratio": 2.925385, + "range_factor_pass": true, + "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": 94.493392, + "strategy_rank": 87.221115, + "production_rank": 89.645208, + "structural_overlay_pass": false, + "structural_overlay_score": 85.162947, + "structural_overlay_rr": 1.782343, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 9, + "rr": 2.41029, + "primary_prob": 20.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 3, + "primary_distance_atr": 3.615436, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.346784, + "range_504_ratio": 1.414512, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.367911, + "hold30_r": 3.655443 + }, + { + "symbol": "VICI", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.828194, + "strategy_rank": 65.018484, + "production_rank": 70.621721, + "structural_overlay_pass": false, + "structural_overlay_score": 67.090635, + "structural_overlay_rr": 2.158785, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.759133, + "primary_prob": 47.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.638699, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.304162, + "range_504_ratio": 1.355488, + "range_factor_pass": false, + "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": 97.136564, + "strategy_rank": 93.780447, + "production_rank": 94.899152, + "structural_overlay_pass": false, + "structural_overlay_score": 90.154195, + "structural_overlay_rr": 2.457864, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "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": 62, + "gate_level_count": 62, + "range_504_log": 0.914113, + "range_504_ratio": 2.494562, + "range_factor_pass": false, + "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": 98.348018, + "strategy_rank": 86.000583, + "production_rank": 90.116394, + "structural_overlay_pass": false, + "structural_overlay_score": 85.610575, + "structural_overlay_rr": 1.129276, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.825494, + "primary_prob": 54.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.238241, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.584733, + "range_504_ratio": 1.794511, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.784739, + "hold30_r": 1.722124 + }, + { + "symbol": "VST", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.876652, + "strategy_rank": 82.202679, + "production_rank": 84.427337, + "structural_overlay_pass": false, + "structural_overlay_score": 80.20597, + "structural_overlay_rr": 2.867288, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.55717, + "primary_prob": 51.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.335755, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.506212, + "range_504_ratio": 1.658995, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.516991, + "hold30_r": 1.718307 + }, + { + "symbol": "AAPL", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.37156, + "strategy_rank": 77.032861, + "production_rank": 79.14576, + "structural_overlay_pass": false, + "structural_overlay_score": 75.188472, + "structural_overlay_rr": 2.346371, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 8, + "rr": 1.756404, + "primary_prob": 32.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.634606, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.349036, + "range_504_ratio": 1.4177, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.721981, + "hold30_r": -0.541572 + }, + { + "symbol": "ABBV", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.270642, + "strategy_rank": 62.393797, + "production_rank": 70.686079, + "structural_overlay_pass": false, + "structural_overlay_score": 67.151775, + "structural_overlay_rr": 1.813298, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.758745, + "primary_prob": 32.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.638117, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.510693, + "range_504_ratio": 1.666446, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.708013, + "hold30_r": 2.820736 + }, + { + "symbol": "ADP", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.665138, + "strategy_rank": 66.109761, + "production_rank": 72.62822, + "structural_overlay_pass": false, + "structural_overlay_score": 68.996809, + "structural_overlay_rr": 2.032597, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.809292, + "primary_prob": 22.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.713938, + "raw_level_count": 26, + "gate_level_count": 26, + "range_504_log": 0.30793, + "range_504_ratio": 1.360605, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.758509, + "hold30_r": 1.177609 + }, + { + "symbol": "AES", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.633028, + "strategy_rank": 80.07836, + "production_rank": 81.596582, + "structural_overlay_pass": false, + "structural_overlay_score": 77.516753, + "structural_overlay_rr": 1.297856, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.111437, + "primary_prob": 42.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.667155, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.40026, + "range_504_ratio": 1.492213, + "range_factor_pass": false, + "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": 94.380734, + "strategy_rank": 92.874294, + "production_rank": 93.376441, + "structural_overlay_pass": false, + "structural_overlay_score": 88.707619, + "structural_overlay_rr": 1.647105, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.134531, + "primary_prob": 30.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.701797, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.637067, + "range_504_ratio": 1.890927, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.107677, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2022-11-03", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.041284, + "strategy_rank": 84.54446, + "production_rank": 85.376735, + "structural_overlay_pass": false, + "structural_overlay_score": 81.107898, + "structural_overlay_rr": 0.904584, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.200624, + "primary_prob": 22.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 76.0, + "primary_rejection_count": 14, + "primary_distance_atr": 3.300936, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.555987, + "range_504_ratio": 1.743662, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.171289, + "hold30_r": 0.172786 + }, + { + "symbol": "APA", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.738532, + "strategy_rank": 98.155874, + "production_rank": 98.350093, + "structural_overlay_pass": false, + "structural_overlay_score": 93.432589, + "structural_overlay_rr": 0.902408, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.957342, + "primary_prob": 47.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.436014, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 1.206543, + "range_504_ratio": 3.341911, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.928779, + "hold30_r": -1.0 + }, + { + "symbol": "ATO", + "date": "2022-11-03", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.963303, + "strategy_rank": 57.807035, + "production_rank": 65.525791, + "structural_overlay_pass": false, + "structural_overlay_score": 62.249501, + "structural_overlay_rr": 1.653501, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.134731, + "primary_prob": 27.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 3.202096, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.359799, + "range_504_ratio": 1.433042, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.080119, + "hold30_r": 2.614839 + }, + { + "symbol": "BIIB", + "date": "2022-11-03", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.651376, + "strategy_rank": 86.126215, + "production_rank": 84.634602, + "structural_overlay_pass": false, + "structural_overlay_score": 80.402872, + "structural_overlay_rr": 1.641938, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 3.635542, + "primary_prob": 31.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 5.453313, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.687239, + "range_504_ratio": 1.988219, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.040552, + "hold30_r": 0.342211 + }, + { + "symbol": "BLDR", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.068807, + "strategy_rank": 92.360522, + "production_rank": 93.263284, + "structural_overlay_pass": false, + "structural_overlay_score": 88.60012, + "structural_overlay_rr": 1.779136, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.80514, + "primary_prob": 32.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.70771, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.790217, + "range_504_ratio": 2.203874, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.777545, + "hold30_r": 2.678473 + }, + { + "symbol": "BRO", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.830275, + "strategy_rank": 73.269293, + "production_rank": 76.789621, + "structural_overlay_pass": false, + "structural_overlay_score": 72.95014, + "structural_overlay_rr": 1.158357, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 10, + "rr": 1.645722, + "primary_prob": 34.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.468583, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.349366, + "range_504_ratio": 1.418168, + "range_factor_pass": false, + "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": 88.761468, + "strategy_rank": 82.453394, + "production_rank": 84.556085, + "structural_overlay_pass": false, + "structural_overlay_score": 80.328281, + "structural_overlay_rr": 2.405305, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 12, + "rr": 2.723825, + "primary_prob": 22.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 4.085737, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.38766, + "range_504_ratio": 1.473529, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.687509, + "hold30_r": 2.58527 + }, + { + "symbol": "CF", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.96789, + "strategy_rank": 95.673404, + "production_rank": 96.771566, + "structural_overlay_pass": false, + "structural_overlay_score": 91.932988, + "structural_overlay_rr": 1.030728, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.05463, + "primary_prob": 28.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.581946, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 1.018645, + "range_504_ratio": 2.769441, + "range_factor_pass": true, + "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": 81.192661, + "strategy_rank": 69.981315, + "production_rank": 73.71843, + "structural_overlay_pass": false, + "structural_overlay_score": 70.032509, + "structural_overlay_rr": 3.043865, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 7, + "rr": 2.643551, + "primary_prob": 22.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 61, + "primary_distance_atr": 3.965327, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.358928, + "range_504_ratio": 1.431794, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.604965, + "hold30_r": 1.223382 + }, + { + "symbol": "CNC", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.321101, + "strategy_rank": 76.955892, + "production_rank": 79.744295, + "structural_overlay_pass": false, + "structural_overlay_score": 75.75708, + "structural_overlay_rr": 1.889338, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.909554, + "primary_prob": 45.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.86433, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.501532, + "range_504_ratio": 1.651249, + "range_factor_pass": false, + "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": 81.307339, + "strategy_rank": 60.965481, + "production_rank": 67.7461, + "structural_overlay_pass": false, + "structural_overlay_score": 64.358795, + "structural_overlay_rr": 1.359258, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.758124, + "primary_prob": 32.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.637186, + "raw_level_count": 26, + "gate_level_count": 26, + "range_504_log": 0.32416, + "range_504_ratio": 1.382869, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.707696, + "hold30_r": 1.800342 + }, + { + "symbol": "COR", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.568807, + "strategy_rank": 61.230659, + "production_rank": 68.343375, + "structural_overlay_pass": false, + "structural_overlay_score": 64.926207, + "structural_overlay_rr": 1.18183, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.421001, + "primary_prob": 37.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.131502, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.406542, + "range_504_ratio": 1.501617, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.364602, + "hold30_r": -1.0 + }, + { + "symbol": "CPB", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.275229, + "strategy_rank": 56.913484, + "production_rank": 64.700733, + "structural_overlay_pass": false, + "structural_overlay_score": 61.465696, + "structural_overlay_rr": 1.339475, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.118625, + "primary_prob": 43.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.677938, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.2927, + "range_504_ratio": 1.34004, + "range_factor_pass": false, + "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": 96.330275, + "strategy_rank": 91.595952, + "production_rank": 93.17406, + "structural_overlay_pass": true, + "structural_overlay_score": 93.515357, + "structural_overlay_rr": 2.104664, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.819472, + "primary_prob": 29.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.729208, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 1.007914, + "range_504_ratio": 2.73988, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.153356, + "hold30_r": -1.1167 + }, + { + "symbol": "DE", + "date": "2022-11-03", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.862385, + "strategy_rank": 80.51351, + "production_rank": 81.963135, + "structural_overlay_pass": false, + "structural_overlay_score": 77.864978, + "structural_overlay_rr": 1.714444, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.463423, + "primary_prob": 29.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 10, + "primary_distance_atr": 3.695134, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.453717, + "range_504_ratio": 1.574152, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.417004, + "hold30_r": 2.208739 + }, + { + "symbol": "DECK", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.045872, + "strategy_rank": 81.501218, + "production_rank": 81.016102, + "structural_overlay_pass": false, + "structural_overlay_score": 76.965297, + "structural_overlay_rr": 1.745635, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.799844, + "primary_prob": 32.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.699765, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.751565, + "range_504_ratio": 2.120316, + "range_factor_pass": false, + "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": 84.059633, + "strategy_rank": 74.631217, + "production_rank": 77.774022, + "structural_overlay_pass": false, + "structural_overlay_score": 73.885321, + "structural_overlay_rr": 0.842348, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.863384, + "primary_prob": 53.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.295077, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.358275, + "range_504_ratio": 1.430859, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.803188, + "hold30_r": -1.156879 + }, + { + "symbol": "DLTR", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.298165, + "strategy_rank": 92.727022, + "production_rank": 93.58407, + "structural_overlay_pass": false, + "structural_overlay_score": 88.904866, + "structural_overlay_rr": 2.399189, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.600621, + "primary_prob": 50.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.400931, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.743315, + "range_504_ratio": 2.102896, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.551205, + "hold30_r": -1.0 + }, + { + "symbol": "DVN", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.426606, + "strategy_rank": 97.642102, + "production_rank": 98.236937, + "structural_overlay_pass": false, + "structural_overlay_score": 93.32509, + "structural_overlay_rr": 1.583692, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.349052, + "primary_prob": 27.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.023579, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 1.194363, + "range_504_ratio": 3.301455, + "range_factor_pass": true, + "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": 96.90367, + "strategy_rank": 94.09115, + "production_rank": 95.028657, + "structural_overlay_pass": false, + "structural_overlay_score": 90.277224, + "structural_overlay_rr": 1.390909, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.082695, + "primary_prob": 43.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.624042, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.85703, + "range_504_ratio": 2.356153, + "range_factor_pass": false, + "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": 99.885321, + "strategy_rank": 98.443752, + "production_rank": 98.924275, + "structural_overlay_pass": false, + "structural_overlay_score": 93.978061, + "structural_overlay_rr": 1.734705, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.717904, + "primary_prob": 33.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.576856, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 1.196369, + "range_504_ratio": 3.308084, + "range_factor_pass": true, + "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": 97.93578, + "strategy_rank": 95.191201, + "production_rank": 96.106061, + "structural_overlay_pass": false, + "structural_overlay_score": 91.300758, + "structural_overlay_rr": 1.027069, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.768845, + "primary_prob": 57.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.153268, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.80057, + "range_504_ratio": 2.226811, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.737289, + "hold30_r": -0.233996 + }, + { + "symbol": "FICO", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.889908, + "strategy_rank": 85.137352, + "production_rank": 87.721538, + "structural_overlay_pass": false, + "structural_overlay_score": 83.335461, + "structural_overlay_rr": 2.093854, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.731688, + "primary_prob": 33.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.597532, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.486754, + "range_504_ratio": 1.627027, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.697556, + "hold30_r": 6.016551 + }, + { + "symbol": "FIX", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.022936, + "strategy_rank": 83.508046, + "production_rank": 85.679676, + "structural_overlay_pass": false, + "structural_overlay_score": 81.395692, + "structural_overlay_rr": 1.206614, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.936252, + "primary_prob": 47.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.404378, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.603468, + "range_504_ratio": 1.828449, + "range_factor_pass": false, + "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": 83.256881, + "strategy_rank": 85.568146, + "production_rank": 84.797724, + "structural_overlay_pass": false, + "structural_overlay_score": 80.557838, + "structural_overlay_rr": 1.723916, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 9, + "rr": 1.580951, + "primary_prob": 35.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.371426, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.556692, + "range_504_ratio": 1.744891, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.558677, + "hold30_r": 1.452438 + }, + { + "symbol": "GDDY", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.577982, + "strategy_rank": 83.937081, + "production_rank": 87.150715, + "structural_overlay_pass": false, + "structural_overlay_score": 82.793179, + "structural_overlay_rr": 1.761834, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 10, + "rr": 1.892298, + "primary_prob": 30.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.838447, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.333116, + "range_504_ratio": 1.395309, + "range_factor_pass": false, + "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": 86.697248, + "strategy_rank": 62.129721, + "production_rank": 70.318897, + "structural_overlay_pass": false, + "structural_overlay_score": 66.802952, + "structural_overlay_rr": 0.964863, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.320993, + "primary_prob": 36.71, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.98149, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.370693, + "range_504_ratio": 1.448738, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.065354, + "hold30_r": -1.0 + }, + { + "symbol": "GL", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.990826, + "strategy_rank": 66.275271, + "production_rank": 73.847123, + "structural_overlay_pass": false, + "structural_overlay_score": 70.154767, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.887281, + "primary_prob": 51.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.330922, + "raw_level_count": 24, + "gate_level_count": 24, + "range_504_log": 0.312818, + "range_504_ratio": 1.367273, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.831428, + "hold30_r": 1.039297 + }, + { + "symbol": "HAL", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.151376, + "strategy_rank": 93.400242, + "production_rank": 93.65062, + "structural_overlay_pass": false, + "structural_overlay_score": 88.968089, + "structural_overlay_rr": 2.426374, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "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": 65, + "gate_level_count": 65, + "range_504_log": 0.903753, + "range_504_ratio": 2.468852, + "range_factor_pass": false, + "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": 86.238532, + "strategy_rank": 63.730817, + "production_rank": 71.233389, + "structural_overlay_pass": false, + "structural_overlay_score": 67.671719, + "structural_overlay_rr": 1.435067, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.866872, + "primary_prob": 39.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.300307, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.39312, + "range_504_ratio": 1.481595, + "range_factor_pass": false, + "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": 82.798165, + "strategy_rank": 80.269928, + "production_rank": 81.112674, + "structural_overlay_pass": false, + "structural_overlay_score": 77.05704, + "structural_overlay_rr": 2.561502, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 10, + "rr": 2.670723, + "primary_prob": 22.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 4.006085, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.388277, + "range_504_ratio": 1.474438, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.035346, + "hold30_r": 0.010402 + }, + { + "symbol": "HSY", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.220183, + "strategy_rank": 62.969003, + "production_rank": 71.719396, + "structural_overlay_pass": false, + "structural_overlay_score": 68.133426, + "structural_overlay_rr": 1.396028, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.204659, + "primary_prob": 40.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.806989, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.36389, + "range_504_ratio": 1.438915, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.074372, + "hold30_r": -1.0 + }, + { + "symbol": "HUBB", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.940367, + "strategy_rank": 75.980911, + "production_rank": 80.967397, + "structural_overlay_pass": false, + "structural_overlay_score": 76.919027, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.682413, + "primary_prob": 41.83, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.02362, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.354937, + "range_504_ratio": 1.426091, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.637476, + "hold30_r": -0.27659 + }, + { + "symbol": "HWM", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.399083, + "strategy_rank": 79.459907, + "production_rank": 83.439632, + "structural_overlay_pass": false, + "structural_overlay_score": 79.267651, + "structural_overlay_rr": 2.125498, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 9, + "rr": 1.60787, + "primary_prob": 39.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.411805, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.352526, + "range_504_ratio": 1.422656, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.568092, + "hold30_r": 1.637169 + }, + { + "symbol": "IT", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.389908, + "strategy_rank": 74.121906, + "production_rank": 76.21124, + "structural_overlay_pass": false, + "structural_overlay_score": 72.400678, + "structural_overlay_rr": 0.923915, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.975849, + "primary_prob": 24.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.963774, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.510857, + "range_504_ratio": 1.666719, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.935465, + "hold30_r": 1.193311 + }, + { + "symbol": "JBL", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.5, + "strategy_rank": 80.746568, + "production_rank": 82.997712, + "structural_overlay_pass": false, + "structural_overlay_score": 78.847826, + "structural_overlay_rr": 0.980671, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 11, + "rr": 1.632228, + "primary_prob": 22.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.448342, + "raw_level_count": 26, + "gate_level_count": 26, + "range_504_log": 0.390462, + "range_504_ratio": 1.477664, + "range_factor_pass": false, + "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": 87.958716, + "strategy_rank": 64.728996, + "production_rank": 72.472236, + "structural_overlay_pass": false, + "structural_overlay_score": 68.848624, + "structural_overlay_rr": 1.406564, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.038729, + "primary_prob": 28.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 3.058094, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.365678, + "range_504_ratio": 1.441492, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.442624, + "hold30_r": -1.394095 + }, + { + "symbol": "KLAC", + "date": "2022-11-03", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.027523, + "strategy_rank": 82.9362, + "production_rank": 82.966641, + "structural_overlay_pass": false, + "structural_overlay_score": 78.818309, + "structural_overlay_rr": 2.690636, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 2.983324, + "primary_prob": 20.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 4.474986, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.602642, + "range_504_ratio": 1.826938, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.950911, + "hold30_r": 3.665043 + }, + { + "symbol": "LVS", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.724771, + "strategy_rank": 94.179193, + "production_rank": 94.361052, + "structural_overlay_pass": false, + "structural_overlay_score": 89.643, + "structural_overlay_rr": 1.805866, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.64325, + "primary_prob": 34.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.464876, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.622855, + "range_504_ratio": 1.864242, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.618372, + "hold30_r": 3.168187 + }, + { + "symbol": "MCHP", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.733945, + "strategy_rank": 80.060672, + "production_rank": 80.285096, + "structural_overlay_pass": false, + "structural_overlay_score": 76.270842, + "structural_overlay_rr": 1.454366, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.834776, + "primary_prob": 31.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 53, + "primary_distance_atr": 2.752164, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.504733, + "range_504_ratio": 1.656543, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.804276, + "hold30_r": 3.388092 + }, + { + "symbol": "MNST", + "date": "2022-11-03", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.288991, + "strategy_rank": 63.842111, + "production_rank": 70.657737, + "structural_overlay_pass": false, + "structural_overlay_score": 67.12485, + "structural_overlay_rr": 1.51577, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 10, + "rr": 2.397022, + "primary_prob": 25.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 20, + "primary_distance_atr": 3.595533, + "raw_level_count": 26, + "gate_level_count": 26, + "range_504_log": 0.330564, + "range_504_ratio": 1.391753, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.341659, + "hold30_r": 2.941355 + }, + { + "symbol": "MOS", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.674312, + "strategy_rank": 95.406572, + "production_rank": 95.829152, + "structural_overlay_pass": false, + "structural_overlay_score": 91.037694, + "structural_overlay_rr": 1.910114, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.502961, + "primary_prob": 37.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.254441, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 1.031539, + "range_504_ratio": 2.805379, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.477023, + "hold30_r": -1.120582 + }, + { + "symbol": "MPWR", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.33945, + "strategy_rank": 85.749743, + "production_rank": 84.612978, + "structural_overlay_pass": false, + "structural_overlay_score": 80.382329, + "structural_overlay_rr": 2.174308, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.929342, + "primary_prob": 30.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.894012, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.653628, + "range_504_ratio": 1.922503, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.905661, + "hold30_r": 1.163114 + }, + { + "symbol": "MTB", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.857798, + "strategy_rank": 79.025859, + "production_rank": 83.303172, + "structural_overlay_pass": false, + "structural_overlay_score": 79.138014, + "structural_overlay_rr": 2.328503, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 12, + "rr": 2.281777, + "primary_prob": 26.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 63, + "primary_distance_atr": 3.422666, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.409246, + "range_504_ratio": 1.505683, + "range_factor_pass": false, + "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": 93.348624, + "strategy_rank": 75.126645, + "production_rank": 81.200638, + "structural_overlay_pass": false, + "structural_overlay_score": 77.140606, + "structural_overlay_rr": 1.384407, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.146569, + "primary_prob": 41.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.719853, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.478028, + "range_504_ratio": 1.612891, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.047303, + "hold30_r": -1.0 + }, + { + "symbol": "NRG", + "date": "2022-11-03", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.110092, + "strategy_rank": 73.197888, + "production_rank": 76.168623, + "structural_overlay_pass": false, + "structural_overlay_score": 72.360191, + "structural_overlay_rr": 1.588237, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 12, + "rr": 2.078188, + "primary_prob": 23.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 3.117281, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.320704, + "range_504_ratio": 1.378098, + "range_factor_pass": false, + "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": 92.201835, + "strategy_rank": 89.804442, + "production_rank": 90.603573, + "structural_overlay_pass": false, + "structural_overlay_score": 86.073394, + "structural_overlay_rr": 2.276265, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.523678, + "primary_prob": 51.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.285516, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.761874, + "range_504_ratio": 2.142287, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.490191, + "hold30_r": 0.628023 + }, + { + "symbol": "ON", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.279817, + "strategy_rank": 97.045299, + "production_rank": 97.456805, + "structural_overlay_pass": false, + "structural_overlay_score": 92.583965, + "structural_overlay_rr": 1.757559, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.732914, + "primary_prob": 33.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.599371, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.81429, + "range_504_ratio": 2.257571, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.710962, + "hold30_r": 1.147859 + }, + { + "symbol": "ORLY", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.449541, + "strategy_rank": 68.10667, + "production_rank": 75.22096, + "structural_overlay_pass": false, + "structural_overlay_score": 71.459912, + "structural_overlay_rr": 0.938356, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.669324, + "primary_prob": 57.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.003987, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.433996, + "range_504_ratio": 1.543413, + "range_factor_pass": false, + "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": 99.655963, + "strategy_rank": 96.223705, + "production_rank": 97.367791, + "structural_overlay_pass": false, + "structural_overlay_score": 92.499402, + "structural_overlay_rr": 1.249629, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.249629, + "primary_prob": 22.75, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.874444, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 1.271872, + "range_504_ratio": 3.567525, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.036288, + "hold30_r": -1.0 + }, + { + "symbol": "PANW", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.545872, + "strategy_rank": 90.148243, + "production_rank": 90.947452, + "structural_overlay_pass": false, + "structural_overlay_score": 86.40008, + "structural_overlay_rr": 2.977218, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.883516, + "primary_prob": 31.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 95, + "primary_distance_atr": 2.825274, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.581311, + "range_504_ratio": 1.788381, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.854001, + "hold30_r": 0.128156 + }, + { + "symbol": "PSX", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.62844, + "strategy_rank": 87.446544, + "production_rank": 88.84051, + "structural_overlay_pass": false, + "structural_overlay_score": 84.398484, + "structural_overlay_rr": 1.344036, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "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": 41, + "gate_level_count": 41, + "range_504_log": 0.565903, + "range_504_ratio": 1.761038, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.850544, + "hold30_r": -1.0 + }, + { + "symbol": "PWR", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.119266, + "strategy_rank": 86.705225, + "production_rank": 88.843239, + "structural_overlay_pass": false, + "structural_overlay_score": 84.401077, + "structural_overlay_rr": 0.716153, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.690904, + "primary_prob": 55.46, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.036357, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.570591, + "range_504_ratio": 1.769313, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.650346, + "hold30_r": -0.160088 + }, + { + "symbol": "QCOM", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.582569, + "strategy_rank": 83.433885, + "production_rank": 84.483446, + "structural_overlay_pass": false, + "structural_overlay_score": 80.259274, + "structural_overlay_rr": 1.817695, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.809623, + "primary_prob": 23.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.714434, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.641405, + "range_504_ratio": 1.899146, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.78342, + "hold30_r": 1.343171 + }, + { + "symbol": "REGN", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.417431, + "strategy_rank": 84.134765, + "production_rank": 85.56232, + "structural_overlay_pass": false, + "structural_overlay_score": 81.284204, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.689224, + "primary_prob": 42.34, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 10.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.033837, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.363956, + "range_504_ratio": 1.439012, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.64704, + "hold30_r": -0.442874 + }, + { + "symbol": "SMCI", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.197248, + "strategy_rank": 97.756151, + "production_rank": 98.236517, + "structural_overlay_pass": false, + "structural_overlay_score": 93.324691, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "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": 60, + "gate_level_count": 60, + "range_504_log": 0.960901, + "range_504_ratio": 2.614051, + "range_factor_pass": false, + "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": 87.729358, + "strategy_rank": 82.314441, + "production_rank": 84.119413, + "structural_overlay_pass": false, + "structural_overlay_score": 79.913442, + "structural_overlay_rr": 1.404397, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 9, + "rr": 2.166973, + "primary_prob": 27.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 58, + "primary_distance_atr": 3.250459, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.4278, + "range_504_ratio": 1.53388, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.130411, + "hold30_r": 3.261563 + }, + { + "symbol": "SRE", + "date": "2022-11-03", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.188073, + "strategy_rank": 65.953619, + "production_rank": 73.365104, + "structural_overlay_pass": false, + "structural_overlay_score": 69.696849, + "structural_overlay_rr": 2.133402, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.001126, + "primary_prob": 44.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 3.00169, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.389389, + "range_504_ratio": 1.476079, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.949029, + "hold30_r": 0.802185 + }, + { + "symbol": "STLD", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.100917, + "strategy_rank": 91.572702, + "production_rank": 93.082107, + "structural_overlay_pass": false, + "structural_overlay_score": 88.428002, + "structural_overlay_rr": 1.623695, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "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": 56, + "gate_level_count": 56, + "range_504_log": 0.686297, + "range_504_ratio": 1.986347, + "range_factor_pass": false, + "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": 90.481651, + "strategy_rank": 71.575142, + "production_rank": 77.877312, + "structural_overlay_pass": false, + "structural_overlay_score": 73.983446, + "structural_overlay_rr": 1.87675, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.60248, + "primary_prob": 20.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.403721, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.533803, + "range_504_ratio": 1.705405, + "range_factor_pass": false, + "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": 93.922018, + "strategy_rank": 90.939921, + "production_rank": 91.933953, + "structural_overlay_pass": false, + "structural_overlay_score": 87.337256, + "structural_overlay_rr": 1.680808, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.5869, + "primary_prob": 50.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 98.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.38035, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.741796, + "range_504_ratio": 2.099704, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.552107, + "hold30_r": 0.102345 + }, + { + "symbol": "TTD", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.362385, + "strategy_rank": 97.913395, + "production_rank": 97.729725, + "structural_overlay_pass": false, + "structural_overlay_score": 92.843239, + "structural_overlay_rr": 0.694957, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.800677, + "primary_prob": 32.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.701015, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 1.073426, + "range_504_ratio": 2.925385, + "range_factor_pass": true, + "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": 89.678899, + "strategy_rank": 84.125344, + "production_rank": 85.976529, + "structural_overlay_pass": false, + "structural_overlay_score": 81.677702, + "structural_overlay_rr": 1.779476, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 9, + "rr": 1.639951, + "primary_prob": 30.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.459927, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.346784, + "range_504_ratio": 1.414512, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.597815, + "hold30_r": 1.798418 + }, + { + "symbol": "VICI", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.600917, + "strategy_rank": 66.312404, + "production_rank": 72.075242, + "structural_overlay_pass": false, + "structural_overlay_score": 68.47148, + "structural_overlay_rr": 2.023611, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 11, + "rr": 1.639801, + "primary_prob": 49.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.459701, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.304162, + "range_504_ratio": 1.355488, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.589614, + "hold30_r": 1.058948 + }, + { + "symbol": "VLO", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.706422, + "strategy_rank": 94.103878, + "production_rank": 95.304726, + "structural_overlay_pass": false, + "structural_overlay_score": 90.539489, + "structural_overlay_rr": 2.225477, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.939218, + "primary_prob": 26.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.908826, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.914113, + "range_504_ratio": 2.494562, + "range_factor_pass": false, + "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": 90.711009, + "strategy_rank": 84.195647, + "production_rank": 86.367434, + "structural_overlay_pass": false, + "structural_overlay_score": 82.049063, + "structural_overlay_rr": 1.661432, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.796577, + "primary_prob": 47.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.694866, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.506212, + "range_504_ratio": 1.658995, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.040878, + "hold30_r": 0.739079 + }, + { + "symbol": "WMB", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.880734, + "strategy_rank": 70.119717, + "production_rank": 74.040056, + "structural_overlay_pass": false, + "structural_overlay_score": 70.338053, + "structural_overlay_rr": 2.039397, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.747007, + "primary_prob": 48.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.62051, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.47852, + "range_504_ratio": 1.613685, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.69579, + "hold30_r": -1.0 + }, + { + "symbol": "AAPL", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.417943, + "strategy_rank": 80.081449, + "production_rank": 82.526947, + "structural_overlay_pass": false, + "structural_overlay_score": 78.4006, + "structural_overlay_rr": 2.422253, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 8, + "rr": 1.829673, + "primary_prob": 46.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.744509, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.349036, + "range_504_ratio": 1.4177, + "range_factor_pass": false, + "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": 88.293217, + "strategy_rank": 62.981722, + "production_rank": 71.418887, + "structural_overlay_pass": false, + "structural_overlay_score": 67.847943, + "structural_overlay_rr": 1.863334, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.868682, + "primary_prob": 38.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 63.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.803023, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.510693, + "range_504_ratio": 1.666446, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.814212, + "hold30_r": 2.4339 + }, + { + "symbol": "ADM", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.63895, + "strategy_rank": 80.234193, + "production_rank": 85.035778, + "structural_overlay_pass": false, + "structural_overlay_score": 80.78399, + "structural_overlay_rr": 0.702312, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.697474, + "primary_prob": 64.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.046211, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.552434, + "range_504_ratio": 1.737477, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.648944, + "hold30_r": -1.0 + }, + { + "symbol": "ALL", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.059081, + "strategy_rank": 76.851161, + "production_rank": 80.920467, + "structural_overlay_pass": false, + "structural_overlay_score": 76.874444, + "structural_overlay_rr": 1.46178, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 6, + "rr": 0.684315, + "primary_prob": 60.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 54, + "primary_distance_atr": 1.026473, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.308526, + "range_504_ratio": 1.361417, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.642953, + "hold30_r": 0.9817 + }, + { + "symbol": "APA", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.234136, + "strategy_rank": 97.993307, + "production_rank": 98.406916, + "structural_overlay_pass": false, + "structural_overlay_score": 93.486571, + "structural_overlay_rr": 1.00617, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.039176, + "primary_prob": 46.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.558764, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 1.206543, + "range_504_ratio": 3.341911, + "range_factor_pass": true, + "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": 91.90372, + "strategy_rank": 72.077702, + "production_rank": 78.686375, + "structural_overlay_pass": false, + "structural_overlay_score": 74.752056, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.680996, + "primary_prob": 60.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.021495, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.574095, + "range_504_ratio": 1.775522, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.055131, + "hold30_r": -1.0 + }, + { + "symbol": "BIIB", + "date": "2022-11-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.746171, + "strategy_rank": 90.376568, + "production_rank": 89.499769, + "structural_overlay_pass": false, + "structural_overlay_score": 85.02478, + "structural_overlay_rr": 2.091329, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 3.023543, + "primary_prob": 35.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 4.535314, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.687239, + "range_504_ratio": 1.988219, + "range_factor_pass": false, + "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": 93.544858, + "strategy_rank": 92.507544, + "production_rank": 92.853315, + "structural_overlay_pass": false, + "structural_overlay_score": 88.21065, + "structural_overlay_rr": 1.529756, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.65569, + "primary_prob": 47.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 92.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.483535, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.790217, + "range_504_ratio": 2.203874, + "range_factor_pass": false, + "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": 83.479212, + "strategy_rank": 72.226298, + "production_rank": 75.97727, + "structural_overlay_pass": false, + "structural_overlay_score": 72.178406, + "structural_overlay_rr": 1.8573, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 11, + "rr": 1.730888, + "primary_prob": 33.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 54, + "primary_distance_atr": 2.596333, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.349366, + "range_504_ratio": 1.418168, + "range_factor_pass": false, + "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": 95.185996, + "strategy_rank": 70.584445, + "production_rank": 78.784962, + "structural_overlay_pass": false, + "structural_overlay_score": 74.845714, + "structural_overlay_rr": 1.07627, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.812229, + "primary_prob": 52.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.218344, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.576086, + "range_504_ratio": 1.779062, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.046084, + "hold30_r": -1.0 + }, + { + "symbol": "CDNS", + "date": "2022-11-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.026258, + "strategy_rank": 78.622302, + "production_rank": 80.423621, + "structural_overlay_pass": false, + "structural_overlay_score": 76.40244, + "structural_overlay_rr": 1.633255, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 2.360614, + "primary_prob": 40.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 3.54092, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.38766, + "range_504_ratio": 1.473529, + "range_factor_pass": false, + "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": 98.68709, + "strategy_rank": 94.636518, + "production_rank": 95.986709, + "structural_overlay_pass": false, + "structural_overlay_score": 91.187373, + "structural_overlay_rr": 1.436259, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.171817, + "primary_prob": 40.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.757725, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 1.018645, + "range_504_ratio": 2.769441, + "range_factor_pass": true, + "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": 81.619256, + "strategy_rank": 69.48642, + "production_rank": 73.530699, + "structural_overlay_pass": false, + "structural_overlay_score": 69.854164, + "structural_overlay_rr": 1.847069, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 8, + "rr": 2.678757, + "primary_prob": 37.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 56, + "primary_distance_atr": 4.018136, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.358928, + "range_504_ratio": 1.431794, + "range_factor_pass": false, + "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": 98.468271, + "strategy_rank": 92.293803, + "production_rank": 94.351959, + "structural_overlay_pass": false, + "structural_overlay_score": 89.634361, + "structural_overlay_rr": 1.262228, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.921846, + "primary_prob": 32.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.382768, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.990965, + "range_504_ratio": 2.693834, + "range_factor_pass": false, + "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": 85.557987, + "strategy_rank": 61.165101, + "production_rank": 69.296063, + "structural_overlay_pass": false, + "structural_overlay_score": 65.83126, + "structural_overlay_rr": 1.390237, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.19009, + "primary_prob": 54.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 76.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.785135, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.40714, + "range_504_ratio": 1.502515, + "range_factor_pass": false, + "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": 85.12035, + "strategy_rank": 59.943722, + "production_rank": 68.335932, + "structural_overlay_pass": false, + "structural_overlay_score": 64.919135, + "structural_overlay_rr": 1.611475, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 11, + "rr": 1.411959, + "primary_prob": 21.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.117939, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.2927, + "range_504_ratio": 1.34004, + "range_factor_pass": false, + "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": 85.339168, + "strategy_rank": 80.358333, + "production_rank": 82.018611, + "structural_overlay_pass": false, + "structural_overlay_score": 77.917681, + "structural_overlay_rr": 1.543449, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "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": 55, + "gate_level_count": 55, + "range_504_log": 0.723795, + "range_504_ratio": 2.062245, + "range_factor_pass": false, + "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": 97.702407, + "strategy_rank": 91.953776, + "production_rank": 93.869987, + "structural_overlay_pass": false, + "structural_overlay_score": 89.176487, + "structural_overlay_rr": 1.723682, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.99256, + "primary_prob": 29.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.98884, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 1.007914, + "range_504_ratio": 2.73988, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.028448, + "hold30_r": -1.0 + }, + { + "symbol": "DE", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.199125, + "strategy_rank": 80.71259, + "production_rank": 82.874768, + "structural_overlay_pass": false, + "structural_overlay_score": 78.73103, + "structural_overlay_rr": 1.890021, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.724491, + "primary_prob": 37.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.586737, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.453717, + "range_504_ratio": 1.574152, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.67392, + "hold30_r": 1.818819 + }, + { + "symbol": "DECK", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.245077, + "strategy_rank": 84.232992, + "production_rank": 84.23702, + "structural_overlay_pass": false, + "structural_overlay_score": 80.025169, + "structural_overlay_rr": 1.553618, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.930768, + "primary_prob": 30.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.896153, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.751565, + "range_504_ratio": 2.120316, + "range_factor_pass": false, + "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": 95.404814, + "strategy_rank": 92.665723, + "production_rank": 93.578753, + "structural_overlay_pass": false, + "structural_overlay_score": 88.899816, + "structural_overlay_rr": 1.716561, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.702357, + "primary_prob": 31.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.553536, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.743315, + "range_504_ratio": 2.102896, + "range_factor_pass": false, + "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": 99.452954, + "strategy_rank": 97.296806, + "production_rank": 98.015522, + "structural_overlay_pass": false, + "structural_overlay_score": 93.114746, + "structural_overlay_rr": 1.915852, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.706041, + "primary_prob": 20.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.559061, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 1.194363, + "range_504_ratio": 3.301455, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.026047, + "hold30_r": -1.0 + }, + { + "symbol": "EOG", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.280088, + "strategy_rank": 92.265342, + "production_rank": 93.603591, + "structural_overlay_pass": false, + "structural_overlay_score": 88.923411, + "structural_overlay_rr": 0.712959, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.756151, + "primary_prob": 54.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.134226, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.876371, + "range_504_ratio": 2.402165, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.720425, + "hold30_r": -1.0 + }, + { + "symbol": "EQT", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.890591, + "strategy_rank": 98.289427, + "production_rank": 98.823148, + "structural_overlay_pass": false, + "structural_overlay_score": 93.881991, + "structural_overlay_rr": 1.613305, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.703377, + "primary_prob": 40.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.555065, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 1.196369, + "range_504_ratio": 3.308084, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.023383, + "hold30_r": -1.0 + }, + { + "symbol": "EXE", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.905908, + "strategy_rank": 94.98577, + "production_rank": 96.292482, + "structural_overlay_pass": false, + "structural_overlay_score": 91.477858, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.842602, + "primary_prob": 34.57, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.263903, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.80057, + "range_504_ratio": 2.226811, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.031195, + "hold30_r": -1.0 + }, + { + "symbol": "FTNT", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.853392, + "strategy_rank": 83.42744, + "production_rank": 82.569424, + "structural_overlay_pass": false, + "structural_overlay_score": 78.440952, + "structural_overlay_rr": 2.454816, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 11, + "rr": 1.656733, + "primary_prob": 49.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 79, + "primary_distance_atr": 2.485099, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.556692, + "range_504_ratio": 1.744891, + "range_factor_pass": false, + "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": 91.575492, + "strategy_rank": 80.867551, + "production_rank": 84.436864, + "structural_overlay_pass": false, + "structural_overlay_score": 80.215021, + "structural_overlay_rr": 2.095889, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 8, + "rr": 1.790206, + "primary_prob": 32.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.685308, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.335588, + "range_504_ratio": 1.398763, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.756317, + "hold30_r": 0.710727 + }, + { + "symbol": "GIS", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.074398, + "strategy_rank": 62.436393, + "production_rank": 70.982394, + "structural_overlay_pass": false, + "structural_overlay_score": 67.433275, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.005025, + "primary_prob": 29.86, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.507538, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.370693, + "range_504_ratio": 1.448738, + "range_factor_pass": false, + "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": 96.498906, + "strategy_rank": 94.444659, + "production_rank": 95.129408, + "structural_overlay_pass": false, + "structural_overlay_score": 90.372938, + "structural_overlay_rr": 1.95074, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.834175, + "primary_prob": 32.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.751263, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.903753, + "range_504_ratio": 2.468852, + "range_factor_pass": false, + "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": 88.730853, + "strategy_rank": 64.595258, + "production_rank": 72.640456, + "structural_overlay_pass": false, + "structural_overlay_score": 69.008433, + "structural_overlay_rr": 1.495112, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.906276, + "primary_prob": 52.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.359413, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.39312, + "range_504_ratio": 1.481595, + "range_factor_pass": false, + "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": 86.43326, + "strategy_rank": 82.137269, + "production_rank": 83.569266, + "structural_overlay_pass": false, + "structural_overlay_score": 79.390803, + "structural_overlay_rr": 1.759953, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 9, + "rr": 1.895004, + "primary_prob": 45.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.842506, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.388277, + "range_504_ratio": 1.474438, + "range_factor_pass": false, + "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": 89.715536, + "strategy_rank": 63.094993, + "production_rank": 71.968507, + "structural_overlay_pass": false, + "structural_overlay_score": 68.370082, + "structural_overlay_rr": 0.689463, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.743597, + "primary_prob": 15.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.615395, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.36389, + "range_504_ratio": 1.438915, + "range_factor_pass": false, + "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": 82.822757, + "strategy_rank": 63.204688, + "production_rank": 69.744044, + "structural_overlay_pass": false, + "structural_overlay_score": 66.256842, + "structural_overlay_rr": 1.677086, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.505475, + "primary_prob": 44.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 62.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.258212, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.354605, + "range_504_ratio": 1.425618, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.454017, + "hold30_r": 1.184215 + }, + { + "symbol": "IRM", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.041575, + "strategy_rank": 77.21407, + "production_rank": 79.156572, + "structural_overlay_pass": false, + "structural_overlay_score": 75.198743, + "structural_overlay_rr": 2.221854, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 9, + "rr": 1.754492, + "primary_prob": 29.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.631739, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.341124, + "range_504_ratio": 1.406527, + "range_factor_pass": false, + "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": 82.49453, + "strategy_rank": 74.05336, + "production_rank": 76.867083, + "structural_overlay_pass": false, + "structural_overlay_score": 73.023729, + "structural_overlay_rr": 1.800449, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.54437, + "primary_prob": 31.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.316554, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.510857, + "range_504_ratio": 1.666719, + "range_factor_pass": false, + "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": 85.886214, + "strategy_rank": 78.486363, + "production_rank": 80.95298, + "structural_overlay_pass": false, + "structural_overlay_score": 76.905331, + "structural_overlay_rr": 1.732266, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 11, + "rr": 1.864556, + "primary_prob": 37.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.796834, + "raw_level_count": 26, + "gate_level_count": 26, + "range_504_log": 0.390462, + "range_504_ratio": 1.477664, + "range_factor_pass": false, + "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": 86.870897, + "strategy_rank": 63.750804, + "production_rank": 71.457502, + "structural_overlay_pass": false, + "structural_overlay_score": 67.884627, + "structural_overlay_rr": 1.782393, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 11, + "rr": 1.887999, + "primary_prob": 30.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.831999, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.365678, + "range_504_ratio": 1.441492, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.846295, + "hold30_r": 0.188646 + }, + { + "symbol": "KR", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.698031, + "strategy_rank": 69.765092, + "production_rank": 74.409405, + "structural_overlay_pass": false, + "structural_overlay_score": 70.688935, + "structural_overlay_rr": 1.749716, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.63155, + "primary_prob": 41.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.447325, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.521716, + "range_504_ratio": 1.684917, + "range_factor_pass": false, + "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": 92.669584, + "strategy_rank": 92.613807, + "production_rank": 92.632399, + "structural_overlay_pass": false, + "structural_overlay_score": 88.000779, + "structural_overlay_rr": 1.59541, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.743251, + "primary_prob": 34.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.614876, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.622855, + "range_504_ratio": 1.864242, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.715213, + "hold30_r": 1.868074 + }, + { + "symbol": "MAR", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.260394, + "strategy_rank": 77.040446, + "production_rank": 79.113762, + "structural_overlay_pass": false, + "structural_overlay_score": 75.158074, + "structural_overlay_rr": 2.043204, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 11, + "rr": 1.903041, + "primary_prob": 45.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.854562, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.431608, + "range_504_ratio": 1.539731, + "range_factor_pass": false, + "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": 96.936543, + "strategy_rank": 68.835972, + "production_rank": 78.202829, + "structural_overlay_pass": false, + "structural_overlay_score": 74.292687, + "structural_overlay_rr": 1.832563, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.613415, + "primary_prob": 20.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.420122, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.766884, + "range_504_ratio": 2.153046, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.046173, + "hold30_r": -1.0 + }, + { + "symbol": "MOS", + "date": "2022-11-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 97.921225, + "strategy_rank": 95.865119, + "production_rank": 96.550488, + "structural_overlay_pass": true, + "structural_overlay_score": 96.722964, + "structural_overlay_rr": 2.109728, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.244467, + "primary_prob": 39.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 87.0, + "primary_rejection_count": 21, + "primary_distance_atr": 3.366701, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 1.031539, + "range_504_ratio": 2.805379, + "range_factor_pass": true, + "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": 92.231947, + "strategy_rank": 78.483932, + "production_rank": 83.066604, + "structural_overlay_pass": false, + "structural_overlay_score": 78.913274, + "structural_overlay_rr": 2.304275, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.597556, + "primary_prob": 35.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 63, + "primary_distance_atr": 2.396334, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.409246, + "range_504_ratio": 1.505683, + "range_factor_pass": false, + "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": 93.873085, + "strategy_rank": 73.913774, + "production_rank": 80.566878, + "structural_overlay_pass": false, + "structural_overlay_score": 76.538534, + "structural_overlay_rr": 1.125314, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.884361, + "primary_prob": 49.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.326542, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.478028, + "range_504_ratio": 1.612891, + "range_factor_pass": false, + "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": 90.371991, + "strategy_rank": 75.482616, + "production_rank": 80.445741, + "structural_overlay_pass": false, + "structural_overlay_score": 76.423454, + "structural_overlay_rr": 1.226415, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 9, + "rr": 1.079066, + "primary_prob": 42.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.618598, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.320704, + "range_504_ratio": 1.378098, + "range_factor_pass": false, + "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": 94.420131, + "strategy_rank": 90.767295, + "production_rank": 91.984907, + "structural_overlay_pass": false, + "structural_overlay_score": 87.385661, + "structural_overlay_rr": 1.874289, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.985005, + "primary_prob": 33.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.977507, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.761874, + "range_504_ratio": 2.142287, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.080989, + "hold30_r": -1.04698 + }, + { + "symbol": "OMC", + "date": "2022-11-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.634573, + "strategy_rank": 66.248123, + "production_rank": 71.043606, + "structural_overlay_pass": false, + "structural_overlay_score": 67.491426, + "structural_overlay_rr": 1.749313, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.258718, + "primary_prob": 41.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 20, + "primary_distance_atr": 3.388078, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.401597, + "range_504_ratio": 1.49421, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.206488, + "hold30_r": 1.874066 + }, + { + "symbol": "OXY", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.671772, + "strategy_rank": 95.717953, + "production_rank": 97.035893, + "structural_overlay_pass": false, + "structural_overlay_score": 92.184098, + "structural_overlay_rr": 0.876842, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.79837, + "primary_prob": 46.78, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 54.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.197555, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 1.271872, + "range_504_ratio": 3.567525, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.767325, + "hold30_r": -1.0 + }, + { + "symbol": "PANW", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.59081, + "strategy_rank": 88.02141, + "production_rank": 88.877876, + "structural_overlay_pass": false, + "structural_overlay_score": 84.433983, + "structural_overlay_rr": 1.950595, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 11, + "rr": 1.535943, + "primary_prob": 51.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.303915, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.581311, + "range_504_ratio": 1.788381, + "range_factor_pass": false, + "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": 92.888403, + "strategy_rank": 81.851947, + "production_rank": 85.530766, + "structural_overlay_pass": false, + "structural_overlay_score": 81.254227, + "structural_overlay_rr": 1.021811, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.905253, + "primary_prob": 35.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.357879, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.638591, + "range_504_ratio": 1.893811, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.863707, + "hold30_r": 1.753279 + }, + { + "symbol": "PSX", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.091904, + "strategy_rank": 87.43296, + "production_rank": 89.652608, + "structural_overlay_pass": false, + "structural_overlay_score": 85.169978, + "structural_overlay_rr": 0.752474, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.760503, + "primary_prob": 55.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.140754, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.565903, + "range_504_ratio": 1.761038, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.717854, + "hold30_r": -1.0 + }, + { + "symbol": "PTC", + "date": "2022-11-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.573304, + "strategy_rank": 76.619614, + "production_rank": 79.270844, + "structural_overlay_pass": false, + "structural_overlay_score": 75.307302, + "structural_overlay_rr": 2.480822, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.086567, + "primary_prob": 31.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 13, + "primary_distance_atr": 3.129851, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.465137, + "range_504_ratio": 1.592232, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.038811, + "hold30_r": -1.0 + }, + { + "symbol": "SCHW", + "date": "2022-11-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.196937, + "strategy_rank": 69.994065, + "production_rank": 73.395022, + "structural_overlay_pass": false, + "structural_overlay_score": 69.725271, + "structural_overlay_rr": 2.011161, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.071363, + "primary_prob": 43.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 20, + "primary_distance_atr": 3.107045, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.483393, + "range_504_ratio": 1.621567, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.04236, + "hold30_r": 0.865416 + }, + { + "symbol": "SLB", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.061269, + "strategy_rank": 93.550078, + "production_rank": 94.387142, + "structural_overlay_pass": false, + "structural_overlay_score": 89.667785, + "structural_overlay_rr": 0.703079, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.721446, + "primary_prob": 54.59, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.08217, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.755372, + "range_504_ratio": 2.128403, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.683423, + "hold30_r": -1.0 + }, + { + "symbol": "SNPS", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.291028, + "strategy_rank": 77.589994, + "production_rank": 78.823672, + "structural_overlay_pass": false, + "structural_overlay_score": 74.882489, + "structural_overlay_rr": 2.372591, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 11, + "rr": 1.655228, + "primary_prob": 49.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.482843, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.4278, + "range_504_ratio": 1.53388, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.61767, + "hold30_r": 0.085426 + }, + { + "symbol": "SRE", + "date": "2022-11-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.214442, + "strategy_rank": 64.435077, + "production_rank": 71.694865, + "structural_overlay_pass": false, + "structural_overlay_score": 68.110122, + "structural_overlay_rr": 1.549343, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.449622, + "primary_prob": 39.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 3.674433, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.389389, + "range_504_ratio": 1.476079, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.052053, + "hold30_r": 0.320657 + }, + { + "symbol": "STLD", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.717724, + "strategy_rank": 91.787374, + "production_rank": 93.430824, + "structural_overlay_pass": false, + "structural_overlay_score": 88.759283, + "structural_overlay_rr": 0.711569, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.727083, + "primary_prob": 54.96, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 6.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.090624, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.686297, + "range_504_ratio": 1.986347, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.692406, + "hold30_r": 1.124819 + }, + { + "symbol": "TAP", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.056893, + "strategy_rank": 66.067276, + "production_rank": 71.397148, + "structural_overlay_pass": false, + "structural_overlay_score": 67.827291, + "structural_overlay_rr": 1.676569, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.745862, + "primary_prob": 48.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.618794, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.34778, + "range_504_ratio": 1.415921, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.698359, + "hold30_r": 0.221591 + }, + { + "symbol": "TKO", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.623632, + "strategy_rank": 72.099941, + "production_rank": 79.941172, + "structural_overlay_pass": false, + "structural_overlay_score": 75.944113, + "structural_overlay_rr": 1.441038, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.152592, + "primary_prob": 30.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.728889, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.533803, + "range_504_ratio": 1.705405, + "range_factor_pass": false, + "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": 94.857768, + "strategy_rank": 90.158608, + "production_rank": 91.724994, + "structural_overlay_pass": false, + "structural_overlay_score": 87.138745, + "structural_overlay_rr": 1.603959, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.613833, + "primary_prob": 41.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 59.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.420749, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.741796, + "range_504_ratio": 2.099704, + "range_factor_pass": false, + "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": 80.415755, + "strategy_rank": 75.441355, + "production_rank": 77.099488, + "structural_overlay_pass": false, + "structural_overlay_score": 73.244514, + "structural_overlay_rr": 2.383131, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 8, + "rr": 1.635623, + "primary_prob": 34.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.453434, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.372081, + "range_504_ratio": 1.450751, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.598712, + "hold30_r": 0.565232 + }, + { + "symbol": "TTD", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.326039, + "strategy_rank": 95.099469, + "production_rank": 94.508326, + "structural_overlay_pass": false, + "structural_overlay_score": 89.78291, + "structural_overlay_rr": 0.819948, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.691273, + "primary_prob": 33.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.536909, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 1.073426, + "range_504_ratio": 2.925385, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.015587, + "hold30_r": -0.43143 + }, + { + "symbol": "ULTA", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.137856, + "strategy_rank": 83.992577, + "production_rank": 86.374337, + "structural_overlay_pass": false, + "structural_overlay_score": 82.05562, + "structural_overlay_rr": 0.805689, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 10, + "rr": 1.256217, + "primary_prob": 38.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.884326, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.346784, + "range_504_ratio": 1.414512, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.212626, + "hold30_r": 1.688767 + }, + { + "symbol": "VICI", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.512035, + "strategy_rank": 67.448621, + "production_rank": 74.469759, + "structural_overlay_pass": false, + "structural_overlay_score": 70.746271, + "structural_overlay_rr": 1.545231, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.56448, + "primary_prob": 48.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 87.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.346721, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.304162, + "range_504_ratio": 1.355488, + "range_factor_pass": false, + "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": 97.483589, + "strategy_rank": 93.238512, + "production_rank": 94.653538, + "structural_overlay_pass": false, + "structural_overlay_score": 89.920861, + "structural_overlay_rr": 1.901677, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.610378, + "primary_prob": 31.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.415567, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.914113, + "range_504_ratio": 2.494562, + "range_factor_pass": false, + "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": 90.153173, + "strategy_rank": 80.590881, + "production_rank": 83.778312, + "structural_overlay_pass": false, + "structural_overlay_score": 79.589396, + "structural_overlay_rr": 1.562005, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.584926, + "primary_prob": 42.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.377389, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.506212, + "range_504_ratio": 1.658995, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.038213, + "hold30_r": -1.0 + }, + { + "symbol": "WMB", + "date": "2022-11-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.275711, + "strategy_rank": 68.54071, + "production_rank": 73.119044, + "structural_overlay_pass": false, + "structural_overlay_score": 69.463092, + "structural_overlay_rr": 1.67264, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.581031, + "primary_prob": 29.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 10, + "primary_distance_atr": 3.871546, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.47852, + "range_504_ratio": 1.613685, + "range_factor_pass": false, + "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": 92.450766, + "strategy_rank": 68.310307, + "production_rank": 76.357127, + "structural_overlay_pass": false, + "structural_overlay_score": 72.539271, + "structural_overlay_rr": 0.986036, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.729027, + "primary_prob": 41.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.09354, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.478678, + "range_504_ratio": 1.61394, + "range_factor_pass": false, + "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": 82.969432, + "strategy_rank": 76.359343, + "production_rank": 78.562706, + "structural_overlay_pass": false, + "structural_overlay_score": 74.634571, + "structural_overlay_rr": 2.138837, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 10, + "rr": 2.154126, + "primary_prob": 42.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 3.23119, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.349036, + "range_504_ratio": 1.4177, + "range_factor_pass": false, + "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": 88.100437, + "strategy_rank": 63.204582, + "production_rank": 71.5032, + "structural_overlay_pass": false, + "structural_overlay_score": 67.92804, + "structural_overlay_rr": 2.175177, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.990655, + "primary_prob": 29.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.985982, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.510693, + "range_504_ratio": 1.666446, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.937694, + "hold30_r": 1.778567 + }, + { + "symbol": "ADP", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.458515, + "strategy_rank": 62.751864, + "production_rank": 68.654081, + "structural_overlay_pass": false, + "structural_overlay_score": 65.221377, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.826829, + "primary_prob": 51.13, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.240243, + "raw_level_count": 25, + "gate_level_count": 25, + "range_504_log": 0.30793, + "range_504_ratio": 1.360605, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.774679, + "hold30_r": -1.0 + }, + { + "symbol": "AES", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.187773, + "strategy_rank": 77.981169, + "production_rank": 79.716704, + "structural_overlay_pass": false, + "structural_overlay_score": 75.730868, + "structural_overlay_rr": 0.886418, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.685926, + "primary_prob": 56.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.028889, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.428121, + "range_504_ratio": 1.534372, + "range_factor_pass": false, + "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": 92.576419, + "strategy_rank": 91.441143, + "production_rank": 91.819568, + "structural_overlay_pass": false, + "structural_overlay_score": 87.22859, + "structural_overlay_rr": 0.9316, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.801492, + "primary_prob": 42.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.202238, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.718974, + "range_504_ratio": 2.052327, + "range_factor_pass": false, + "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": 90.174672, + "strategy_rank": 78.6609, + "production_rank": 82.498824, + "structural_overlay_pass": false, + "structural_overlay_score": 78.373883, + "structural_overlay_rr": 1.620178, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 7, + "rr": 0.815852, + "primary_prob": 70.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.223778, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.308526, + "range_504_ratio": 1.361417, + "range_factor_pass": false, + "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": 99.235808, + "strategy_rank": 98.028722, + "production_rank": 98.431084, + "structural_overlay_pass": false, + "structural_overlay_score": 93.50953, + "structural_overlay_rr": 1.523653, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.523653, + "primary_prob": 32.41, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.28548, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 1.206543, + "range_504_ratio": 3.341911, + "range_factor_pass": true, + "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": 93.0131, + "strategy_rank": 69.189693, + "production_rank": 77.130829, + "structural_overlay_pass": false, + "structural_overlay_score": 73.274287, + "structural_overlay_rr": 1.051858, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.086455, + "primary_prob": 46.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.629682, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.574095, + "range_504_ratio": 1.775522, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.03766, + "hold30_r": 0.1032 + }, + { + "symbol": "BIIB", + "date": "2022-11-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.393013, + "strategy_rank": 92.295784, + "production_rank": 91.661527, + "structural_overlay_pass": false, + "structural_overlay_score": 87.078451, + "structural_overlay_rr": 1.797073, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.222126, + "primary_prob": 41.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 3.333189, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.687239, + "range_504_ratio": 1.988219, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.047184, + "hold30_r": -1.0 + }, + { + "symbol": "BKR", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.899563, + "strategy_rank": 84.692589, + "production_rank": 85.428247, + "structural_overlay_pass": false, + "structural_overlay_score": 81.156835, + "structural_overlay_rr": 1.748078, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.745855, + "primary_prob": 43.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 76.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.618783, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.726893, + "range_504_ratio": 2.068643, + "range_factor_pass": false, + "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": 81.9869, + "strategy_rank": 84.322277, + "production_rank": 83.543818, + "structural_overlay_pass": false, + "structural_overlay_score": 79.366627, + "structural_overlay_rr": 2.126183, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.757011, + "primary_prob": 47.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.635517, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.790217, + "range_504_ratio": 2.203874, + "range_factor_pass": false, + "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": 84.170306, + "strategy_rank": 59.767963, + "production_rank": 67.902077, + "structural_overlay_pass": false, + "structural_overlay_score": 64.506973, + "structural_overlay_rr": 1.160549, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.227369, + "primary_prob": 41.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.841053, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.42211, + "range_504_ratio": 1.525177, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.171175, + "hold30_r": -1.0 + }, + { + "symbol": "BRO", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.786026, + "strategy_rank": 70.064908, + "production_rank": 73.638614, + "structural_overlay_pass": false, + "structural_overlay_score": 69.956684, + "structural_overlay_rr": 2.768675, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 11, + "rr": 1.802107, + "primary_prob": 32.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.703161, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.349366, + "range_504_ratio": 1.418168, + "range_factor_pass": false, + "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": 95.633188, + "strategy_rank": 72.068367, + "production_rank": 79.923308, + "structural_overlay_pass": false, + "structural_overlay_score": 75.927142, + "structural_overlay_rr": 1.42406, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.176285, + "primary_prob": 42.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.764427, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.576086, + "range_504_ratio": 1.779062, + "range_factor_pass": false, + "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": 98.034934, + "strategy_rank": 94.348067, + "production_rank": 95.577023, + "structural_overlay_pass": false, + "structural_overlay_score": 90.798172, + "structural_overlay_rr": 0.71623, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.751222, + "primary_prob": 57.8, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.126833, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 1.018645, + "range_504_ratio": 2.769441, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.726224, + "hold30_r": -1.0 + }, + { + "symbol": "CI", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.541485, + "strategy_rank": 68.52942, + "production_rank": 77.200108, + "structural_overlay_pass": false, + "structural_overlay_score": 73.340103, + "structural_overlay_rr": 1.336659, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.205489, + "primary_prob": 28.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.808234, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.546129, + "range_504_ratio": 1.726557, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.158412, + "hold30_r": 0.707439 + }, + { + "symbol": "COP", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.580786, + "strategy_rank": 92.738868, + "production_rank": 94.686174, + "structural_overlay_pass": false, + "structural_overlay_score": 89.951865, + "structural_overlay_rr": 1.081114, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.67797, + "primary_prob": 58.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.016955, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.990965, + "range_504_ratio": 2.693834, + "range_factor_pass": false, + "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": 85.917031, + "strategy_rank": 60.403075, + "production_rank": 68.907727, + "structural_overlay_pass": false, + "structural_overlay_score": 65.46234, + "structural_overlay_rr": 1.435296, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 9, + "rr": 1.261414, + "primary_prob": 24.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.892121, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.2927, + "range_504_ratio": 1.34004, + "range_factor_pass": false, + "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": 81.222707, + "strategy_rank": 76.899421, + "production_rank": 78.340516, + "structural_overlay_pass": false, + "structural_overlay_score": 74.423491, + "structural_overlay_rr": 2.070419, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.640187, + "primary_prob": 49.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.46028, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.723795, + "range_504_ratio": 2.062245, + "range_factor_pass": false, + "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": 97.489083, + "strategy_rank": 92.431694, + "production_rank": 94.117491, + "structural_overlay_pass": false, + "structural_overlay_score": 89.411616, + "structural_overlay_rr": 1.719435, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.843079, + "primary_prob": 31.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.764618, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 1.007914, + "range_504_ratio": 2.73988, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.029679, + "hold30_r": -1.0 + }, + { + "symbol": "DE", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.135371, + "strategy_rank": 79.815979, + "production_rank": 81.922443, + "structural_overlay_pass": false, + "structural_overlay_score": 77.826321, + "structural_overlay_rr": 1.619152, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.866456, + "primary_prob": 52.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.299684, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.453717, + "range_504_ratio": 1.574152, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.813052, + "hold30_r": 0.730597 + }, + { + "symbol": "DLTR", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.663755, + "strategy_rank": 85.292812, + "production_rank": 86.083126, + "structural_overlay_pass": false, + "structural_overlay_score": 81.77897, + "structural_overlay_rr": 1.656409, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.537694, + "primary_prob": 34.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.306541, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.743315, + "range_504_ratio": 2.102896, + "range_factor_pass": false, + "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": 99.454148, + "strategy_rank": 97.3981, + "production_rank": 98.083449, + "structural_overlay_pass": false, + "structural_overlay_score": 93.179277, + "structural_overlay_rr": 1.683606, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.424505, + "primary_prob": 25.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.136758, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 1.194363, + "range_504_ratio": 3.301455, + "range_factor_pass": true, + "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": 87.445415, + "strategy_rank": 68.752596, + "production_rank": 74.983535, + "structural_overlay_pass": false, + "structural_overlay_score": 71.234359, + "structural_overlay_rr": 2.079415, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.664719, + "primary_prob": 34.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.497078, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.435708, + "range_504_ratio": 1.546057, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.622097, + "hold30_r": 1.125378 + }, + { + "symbol": "EQT", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.672489, + "strategy_rank": 98.26911, + "production_rank": 98.736903, + "structural_overlay_pass": false, + "structural_overlay_score": 93.800058, + "structural_overlay_rr": 1.716851, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.843955, + "primary_prob": 54.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.265932, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 1.196369, + "range_504_ratio": 3.308084, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.820227, + "hold30_r": -1.0 + }, + { + "symbol": "EXE", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.253275, + "strategy_rank": 94.794703, + "production_rank": 95.94756, + "structural_overlay_pass": false, + "structural_overlay_score": 91.150182, + "structural_overlay_rr": 1.026632, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.193833, + "primary_prob": 24.1, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.79075, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.80057, + "range_504_ratio": 2.226811, + "range_factor_pass": false, + "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": 93.668122, + "strategy_rank": 93.543747, + "production_rank": 93.585205, + "structural_overlay_pass": false, + "structural_overlay_score": 88.905945, + "structural_overlay_rr": 0.885405, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.703182, + "primary_prob": 56.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.054773, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.605169, + "range_504_ratio": 1.831561, + "range_factor_pass": false, + "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": 80.240175, + "strategy_rank": 82.87106, + "production_rank": 81.994098, + "structural_overlay_pass": false, + "structural_overlay_score": 77.894393, + "structural_overlay_rr": 2.74703, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 11, + "rr": 1.876061, + "primary_prob": 46.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 79, + "primary_distance_atr": 2.814091, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.556692, + "range_504_ratio": 1.744891, + "range_factor_pass": false, + "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": 90.829694, + "strategy_rank": 80.09874, + "production_rank": 83.675725, + "structural_overlay_pass": false, + "structural_overlay_score": 79.491939, + "structural_overlay_rr": 1.93941, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 10, + "rr": 1.772084, + "primary_prob": 32.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.658126, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.335588, + "range_504_ratio": 1.398763, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.734629, + "hold30_r": 0.289376 + }, + { + "symbol": "GIS", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.227074, + "strategy_rank": 61.646547, + "production_rank": 70.17339, + "structural_overlay_pass": false, + "structural_overlay_score": 66.66472, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.872365, + "primary_prob": 49.12, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.308548, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.370693, + "range_504_ratio": 1.448738, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.812632, + "hold30_r": 1.291699 + }, + { + "symbol": "HAL", + "date": "2022-11-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 97.270742, + "strategy_rank": 94.857746, + "production_rank": 95.662078, + "structural_overlay_pass": false, + "structural_overlay_score": 90.878974, + "structural_overlay_rr": 2.137452, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.018875, + "primary_prob": 30.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 9, + "primary_distance_atr": 3.028313, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.903753, + "range_504_ratio": 2.468852, + "range_factor_pass": false, + "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": 93.340611, + "strategy_rank": 70.03919, + "production_rank": 77.80633, + "structural_overlay_pass": false, + "structural_overlay_score": 73.916014, + "structural_overlay_rr": 1.743539, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.199028, + "primary_prob": 43.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.798541, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.39312, + "range_504_ratio": 1.481595, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.157693, + "hold30_r": 0.399467 + }, + { + "symbol": "HST", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.956332, + "strategy_rank": 84.841032, + "production_rank": 86.546132, + "structural_overlay_pass": false, + "structural_overlay_score": 82.218825, + "structural_overlay_rr": 1.603694, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 9, + "rr": 1.904399, + "primary_prob": 30.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.856599, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.388277, + "range_504_ratio": 1.474438, + "range_factor_pass": false, + "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": 89.737991, + "strategy_rank": 62.881882, + "production_rank": 71.833919, + "structural_overlay_pass": false, + "structural_overlay_score": 68.242223, + "structural_overlay_rr": 1.178584, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.940828, + "primary_prob": 51.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 65, + "primary_distance_atr": 1.411242, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.36389, + "range_504_ratio": 1.438915, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.888215, + "hold30_r": 0.630297 + }, + { + "symbol": "HUM", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.882096, + "strategy_rank": 65.075683, + "production_rank": 72.67782, + "structural_overlay_pass": false, + "structural_overlay_score": 69.043929, + "structural_overlay_rr": 1.972021, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.099809, + "primary_prob": 32.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.649713, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.486559, + "range_504_ratio": 1.626708, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.053531, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.79476, + "strategy_rank": 78.405733, + "production_rank": 83.202076, + "structural_overlay_pass": false, + "structural_overlay_score": 79.041972, + "structural_overlay_rr": 0.763588, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 9, + "rr": 1.363386, + "primary_prob": 22.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.045079, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.358789, + "range_504_ratio": 1.431594, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.323603, + "hold30_r": 1.412637 + }, + { + "symbol": "IBKR", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.755459, + "strategy_rank": 76.818701, + "production_rank": 80.79762, + "structural_overlay_pass": false, + "structural_overlay_score": 76.757739, + "structural_overlay_rr": 1.563846, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.999435, + "primary_prob": 49.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 99.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.499152, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.461829, + "range_504_ratio": 1.586973, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.960896, + "hold30_r": -1.0 + }, + { + "symbol": "INCY", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.641921, + "strategy_rank": 63.072414, + "production_rank": 69.595583, + "structural_overlay_pass": false, + "structural_overlay_score": 66.115804, + "structural_overlay_rr": 1.720952, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.538369, + "primary_prob": 43.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.307554, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.354605, + "range_504_ratio": 1.425618, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.483496, + "hold30_r": 0.559573 + }, + { + "symbol": "IRM", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.659389, + "strategy_rank": 76.225772, + "production_rank": 78.036978, + "structural_overlay_pass": false, + "structural_overlay_score": 74.135129, + "structural_overlay_rr": 2.058798, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 9, + "rr": 1.705131, + "primary_prob": 48.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.557697, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.341124, + "range_504_ratio": 1.406527, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.664049, + "hold30_r": -0.660423 + }, + { + "symbol": "JBL", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.716157, + "strategy_rank": 76.765946, + "production_rank": 79.416016, + "structural_overlay_pass": false, + "structural_overlay_score": 75.445215, + "structural_overlay_rr": 1.336744, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 11, + "rr": 0.844199, + "primary_prob": 60.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.266298, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.390462, + "range_504_ratio": 1.477664, + "range_factor_pass": false, + "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": 91.048035, + "strategy_rank": 66.932754, + "production_rank": 74.971181, + "structural_overlay_pass": false, + "structural_overlay_score": 71.222622, + "structural_overlay_rr": 1.836363, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.839337, + "primary_prob": 31.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.759005, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.365678, + "range_504_ratio": 1.441492, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.08623, + "hold30_r": -1.040853 + }, + { + "symbol": "KMI", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.406114, + "strategy_rank": 66.349459, + "production_rank": 72.035011, + "structural_overlay_pass": false, + "structural_overlay_score": 68.43326, + "structural_overlay_rr": 2.312319, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.505696, + "primary_prob": 52.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.258544, + "raw_level_count": 22, + "gate_level_count": 22, + "range_504_log": 0.296806, + "range_504_ratio": 1.345554, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.051794, + "hold30_r": -1.0 + }, + { + "symbol": "LMT", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.593886, + "strategy_rank": 70.220182, + "production_rank": 77.34475, + "structural_overlay_pass": false, + "structural_overlay_score": 73.477513, + "structural_overlay_rr": 1.017177, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.968272, + "primary_prob": 35.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.452408, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.422424, + "range_504_ratio": 1.525656, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.917429, + "hold30_r": 0.255953 + }, + { + "symbol": "LVS", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.375546, + "strategy_rank": 90.959618, + "production_rank": 91.09826, + "structural_overlay_pass": false, + "structural_overlay_score": 86.543347, + "structural_overlay_rr": 1.90036, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.843168, + "primary_prob": 30.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.764752, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.622855, + "range_504_ratio": 1.864242, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.812228, + "hold30_r": 1.764315 + }, + { + "symbol": "MAR", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.043668, + "strategy_rank": 78.072461, + "production_rank": 80.396197, + "structural_overlay_pass": false, + "structural_overlay_score": 76.376387, + "structural_overlay_rr": 1.833222, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.777257, + "primary_prob": 47.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.665886, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.431608, + "range_504_ratio": 1.539731, + "range_factor_pass": false, + "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": 96.724891, + "strategy_rank": 69.404921, + "production_rank": 78.511578, + "structural_overlay_pass": false, + "structural_overlay_score": 74.585999, + "structural_overlay_rr": 1.865768, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.756738, + "primary_prob": 41.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.135107, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.766884, + "range_504_ratio": 2.153046, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.715492, + "hold30_r": 0.437727 + }, + { + "symbol": "MOS", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.816594, + "strategy_rank": 95.729505, + "production_rank": 96.425201, + "structural_overlay_pass": false, + "structural_overlay_score": 91.603941, + "structural_overlay_rr": 0.763767, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.225327, + "primary_prob": 26.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 3.33799, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 1.031539, + "range_504_ratio": 2.805379, + "range_factor_pass": true, + "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": 84.497817, + "strategy_rank": 72.924315, + "production_rank": 76.782149, + "structural_overlay_pass": false, + "structural_overlay_score": 72.943041, + "structural_overlay_rr": 2.121929, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.582279, + "primary_prob": 35.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 63, + "primary_distance_atr": 2.373419, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.409246, + "range_504_ratio": 1.505683, + "range_factor_pass": false, + "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": 95.196507, + "strategy_rank": 78.291526, + "production_rank": 83.92652, + "structural_overlay_pass": false, + "structural_overlay_score": 79.730194, + "structural_overlay_rr": 0.942255, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.244036, + "primary_prob": 24.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.866054, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.478028, + "range_504_ratio": 1.612891, + "range_factor_pass": false, + "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": 90.611354, + "strategy_rank": 76.387686, + "production_rank": 81.128909, + "structural_overlay_pass": false, + "structural_overlay_score": 77.072463, + "structural_overlay_rr": 1.645568, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 8, + "rr": 2.034346, + "primary_prob": 29.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 3.051519, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.320704, + "range_504_ratio": 1.378098, + "range_factor_pass": false, + "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": 94.323144, + "strategy_rank": 90.639911, + "production_rank": 91.867656, + "structural_overlay_pass": false, + "structural_overlay_score": 87.274273, + "structural_overlay_rr": 1.536455, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.649953, + "primary_prob": 38.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.474929, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.761874, + "range_504_ratio": 2.142287, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.035634, + "hold30_r": -1.0 + }, + { + "symbol": "OMC", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.441048, + "strategy_rank": 66.834631, + "production_rank": 71.703437, + "structural_overlay_pass": false, + "structural_overlay_score": 68.118265, + "structural_overlay_rr": 2.181208, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.879299, + "primary_prob": 46.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.818949, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.401597, + "range_504_ratio": 1.49421, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.826007, + "hold30_r": 2.202181 + }, + { + "symbol": "ON", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.179039, + "strategy_rank": 96.01956, + "production_rank": 96.07272, + "structural_overlay_pass": false, + "structural_overlay_score": 91.269084, + "structural_overlay_rr": 0.677984, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.855829, + "primary_prob": 51.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.283743, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.820796, + "range_504_ratio": 2.272308, + "range_factor_pass": false, + "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": 99.89083, + "strategy_rank": 95.516617, + "production_rank": 96.974688, + "structural_overlay_pass": false, + "structural_overlay_score": 92.125953, + "structural_overlay_rr": 0.675133, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.01051, + "primary_prob": 49.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.515765, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 1.271872, + "range_504_ratio": 3.567525, + "range_factor_pass": true, + "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": 88.537118, + "strategy_rank": 85.969454, + "production_rank": 86.825342, + "structural_overlay_pass": false, + "structural_overlay_score": 82.484075, + "structural_overlay_rr": 2.223658, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.769891, + "primary_prob": 32.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 88, + "primary_distance_atr": 2.654836, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.581311, + "range_504_ratio": 1.788381, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.740183, + "hold30_r": -1.0 + }, + { + "symbol": "PCG", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.248908, + "strategy_rank": 81.777718, + "production_rank": 85.268115, + "structural_overlay_pass": false, + "structural_overlay_score": 81.004709, + "structural_overlay_rr": 1.416187, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.292867, + "primary_prob": 24.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.9393, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.638591, + "range_504_ratio": 1.893811, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.249801, + "hold30_r": 1.624575 + }, + { + "symbol": "PFG", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.030568, + "strategy_rank": 77.054694, + "production_rank": 82.046652, + "structural_overlay_pass": false, + "structural_overlay_score": 77.94432, + "structural_overlay_rr": 1.71521, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "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": 40, + "gate_level_count": 40, + "range_504_log": 0.494359, + "range_504_ratio": 1.639448, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.048441, + "hold30_r": -1.0 + }, + { + "symbol": "PSX", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.414847, + "strategy_rank": 88.988434, + "production_rank": 91.130572, + "structural_overlay_pass": false, + "structural_overlay_score": 86.574043, + "structural_overlay_rr": 0.721789, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.721789, + "primary_prob": 54.18, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.082683, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.585921, + "range_504_ratio": 1.796645, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.041685, + "hold30_r": -1.0 + }, + { + "symbol": "PTC", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.423581, + "strategy_rank": 75.585516, + "production_rank": 77.864871, + "structural_overlay_pass": false, + "structural_overlay_score": 73.971628, + "structural_overlay_rr": 1.82206, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.763019, + "primary_prob": 47.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.644528, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.465137, + "range_504_ratio": 1.592232, + "range_factor_pass": false, + "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": 86.681223, + "strategy_rank": 81.797639, + "production_rank": 83.4255, + "structural_overlay_pass": false, + "structural_overlay_score": 79.254225, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.673944, + "primary_prob": 61.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.010915, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.370527, + "range_504_ratio": 1.448497, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.633106, + "hold30_r": -0.51414 + }, + { + "symbol": "RJF", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.41048, + "strategy_rank": 74.012799, + "production_rank": 79.145359, + "structural_overlay_pass": false, + "structural_overlay_score": 75.188091, + "structural_overlay_rr": 1.288242, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.145843, + "primary_prob": 41.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.718765, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.430051, + "range_504_ratio": 1.537335, + "range_factor_pass": false, + "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": 96.50655, + "strategy_rank": 93.800505, + "production_rank": 94.70252, + "structural_overlay_pass": false, + "structural_overlay_score": 89.967394, + "structural_overlay_rr": 0.80354, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.849439, + "primary_prob": 51.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.274159, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.772016, + "range_504_ratio": 2.164124, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.037859, + "hold30_r": -1.0 + }, + { + "symbol": "SRE", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.353712, + "strategy_rank": 64.789274, + "production_rank": 71.97742, + "structural_overlay_pass": false, + "structural_overlay_score": 68.378549, + "structural_overlay_rr": 1.816383, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.690063, + "primary_prob": 48.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.535095, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.389389, + "range_504_ratio": 1.476079, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.639325, + "hold30_r": -0.059274 + }, + { + "symbol": "SYY", + "date": "2022-11-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.733624, + "strategy_rank": 65.566747, + "production_rank": 71.622373, + "structural_overlay_pass": false, + "structural_overlay_score": 68.041254, + "structural_overlay_rr": 2.288207, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.324005, + "primary_prob": 22.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 2, + "primary_distance_atr": 3.486007, + "raw_level_count": 25, + "gate_level_count": 25, + "range_504_log": 0.29642, + "range_504_ratio": 1.345035, + "range_factor_pass": false, + "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": 95.851528, + "strategy_rank": 72.678224, + "production_rank": 80.402659, + "structural_overlay_pass": false, + "structural_overlay_score": 76.382526, + "structural_overlay_rr": 0.975571, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.685334, + "primary_prob": 45.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.028001, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.533803, + "range_504_ratio": 1.705405, + "range_factor_pass": false, + "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": 94.978166, + "strategy_rank": 90.086457, + "production_rank": 91.717027, + "structural_overlay_pass": false, + "structural_overlay_score": 87.131175, + "structural_overlay_rr": 1.833396, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.843777, + "primary_prob": 38.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.765666, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.741796, + "range_504_ratio": 2.099704, + "range_factor_pass": false, + "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": 85.262009, + "strategy_rank": 85.994614, + "production_rank": 85.750412, + "structural_overlay_pass": false, + "structural_overlay_score": 81.462892, + "structural_overlay_rr": 2.364994, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.966325, + "primary_prob": 44.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 63, + "primary_distance_atr": 2.949488, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.595362, + "range_504_ratio": 1.813687, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.037879, + "hold30_r": -1.0 + }, + { + "symbol": "ULTA", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.480349, + "strategy_rank": 77.464101, + "production_rank": 80.136184, + "structural_overlay_pass": false, + "structural_overlay_score": 76.129375, + "structural_overlay_rr": 0.853794, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 11, + "rr": 0.70717, + "primary_prob": 55.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.060755, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.346784, + "range_504_ratio": 1.414512, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.660922, + "hold30_r": 1.964524 + }, + { + "symbol": "UNH", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.318777, + "strategy_rank": 63.58593, + "production_rank": 71.830212, + "structural_overlay_pass": false, + "structural_overlay_score": 68.238702, + "structural_overlay_rr": 1.78952, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.728212, + "primary_prob": 58.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 1.092318, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.37619, + "range_504_ratio": 1.456724, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.680777, + "hold30_r": 0.153265 + }, + { + "symbol": "VICI", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.004367, + "strategy_rank": 61.599684, + "production_rank": 68.067911, + "structural_overlay_pass": false, + "structural_overlay_score": 64.664516, + "structural_overlay_rr": 1.694731, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.588568, + "primary_prob": 50.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.382853, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.304162, + "range_504_ratio": 1.355488, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.533951, + "hold30_r": -0.060076 + }, + { + "symbol": "VLO", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.799127, + "strategy_rank": 94.523915, + "production_rank": 95.948986, + "structural_overlay_pass": false, + "structural_overlay_score": 91.151536, + "structural_overlay_rr": 1.175142, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.884639, + "primary_prob": 48.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.326959, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.914113, + "range_504_ratio": 2.494562, + "range_factor_pass": false, + "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": 88.973799, + "strategy_rank": 80.105381, + "production_rank": 83.06152, + "structural_overlay_pass": false, + "structural_overlay_score": 78.908444, + "structural_overlay_rr": 2.079127, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.507857, + "primary_prob": 37.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.261786, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.506212, + "range_504_ratio": 1.658995, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.472206, + "hold30_r": -0.150794 + }, + { + "symbol": "WMB", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.951965, + "strategy_rank": 70.12655, + "production_rank": 74.735021, + "structural_overlay_pass": false, + "structural_overlay_score": 70.99827, + "structural_overlay_rr": 1.838288, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.877437, + "primary_prob": 46.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.816155, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.47852, + "range_504_ratio": 1.613685, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.823668, + "hold30_r": -1.0 + }, + { + "symbol": "WRB", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.995633, + "strategy_rank": 71.150588, + "production_rank": 78.765603, + "structural_overlay_pass": false, + "structural_overlay_score": 74.827323, + "structural_overlay_rr": 1.038635, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.091481, + "primary_prob": 31.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.637221, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.478678, + "range_504_ratio": 1.61394, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.044719, + "hold30_r": 0.209628 + }, + { + "symbol": "ABBV", + "date": "2022-11-25", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.412486, + "strategy_rank": 64.825489, + "production_rank": 73.354488, + "structural_overlay_pass": false, + "structural_overlay_score": 69.686763, + "structural_overlay_rr": 3.047289, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "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": 43, + "gate_level_count": 43, + "range_504_log": 0.510693, + "range_504_ratio": 1.666446, + "range_factor_pass": false, + "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": 93.756968, + "strategy_rank": 92.15549, + "production_rank": 92.689316, + "structural_overlay_pass": false, + "structural_overlay_score": 88.05485, + "structural_overlay_rr": 1.651259, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.078465, + "primary_prob": 33.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.617698, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.718974, + "range_504_ratio": 2.052327, + "range_factor_pass": false, + "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": 81.493868, + "strategy_rank": 71.87867, + "production_rank": 75.083736, + "structural_overlay_pass": false, + "structural_overlay_score": 71.329549, + "structural_overlay_rr": 1.691296, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 11, + "rr": 1.515888, + "primary_prob": 35.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.273832, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.308526, + "range_504_ratio": 1.361417, + "range_factor_pass": false, + "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": 91.081382, + "strategy_rank": 64.792602, + "production_rank": 73.555529, + "structural_overlay_pass": false, + "structural_overlay_score": 69.877753, + "structural_overlay_rr": 0.713808, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.053096, + "primary_prob": 44.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.579644, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.401126, + "range_504_ratio": 1.493506, + "range_factor_pass": false, + "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": 99.331104, + "strategy_rank": 98.19547, + "production_rank": 98.574014, + "structural_overlay_pass": false, + "structural_overlay_score": 93.645314, + "structural_overlay_rr": 0.972254, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.865184, + "primary_prob": 38.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.297776, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 1.206543, + "range_504_ratio": 3.341911, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.028391, + "hold30_r": -1.0 + }, + { + "symbol": "ARES", + "date": "2022-11-25", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.713489, + "strategy_rank": 79.951558, + "production_rank": 80.205535, + "structural_overlay_pass": false, + "structural_overlay_score": 76.195259, + "structural_overlay_rr": 1.865672, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.223336, + "primary_prob": 31.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 12, + "primary_distance_atr": 3.335004, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.52758, + "range_504_ratio": 1.694826, + "range_factor_pass": false, + "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": 92.753623, + "strategy_rank": 93.925309, + "production_rank": 93.534747, + "structural_overlay_pass": false, + "structural_overlay_score": 88.85801, + "structural_overlay_rr": 1.777144, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.262937, + "primary_prob": 41.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 3.394406, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.687239, + "range_504_ratio": 1.988219, + "range_factor_pass": false, + "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": 87.625418, + "strategy_rank": 85.257614, + "production_rank": 86.046882, + "structural_overlay_pass": false, + "structural_overlay_score": 81.744538, + "structural_overlay_rr": 1.659901, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.649076, + "primary_prob": 32.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 90.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.473615, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.726893, + "range_504_ratio": 2.068643, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.035873, + "hold30_r": 1.491551 + }, + { + "symbol": "CF", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.770346, + "strategy_rank": 94.363518, + "production_rank": 95.499127, + "structural_overlay_pass": false, + "structural_overlay_score": 90.724171, + "structural_overlay_rr": 1.407362, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.145362, + "primary_prob": 40.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.718042, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 1.018645, + "range_504_ratio": 2.769441, + "range_factor_pass": true, + "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": 86.845039, + "strategy_rank": 75.791527, + "production_rank": 79.476031, + "structural_overlay_pass": false, + "structural_overlay_score": 75.50223, + "structural_overlay_rr": 1.962941, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.984166, + "primary_prob": 44.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.97625, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.501532, + "range_504_ratio": 1.651249, + "range_factor_pass": false, + "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": 98.216276, + "strategy_rank": 93.005291, + "production_rank": 94.742286, + "structural_overlay_pass": false, + "structural_overlay_score": 90.005172, + "structural_overlay_rr": 1.754715, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.337513, + "primary_prob": 23.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.006269, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.990965, + "range_504_ratio": 2.693834, + "range_factor_pass": false, + "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": 88.963211, + "strategy_rank": 82.419014, + "production_rank": 84.600413, + "structural_overlay_pass": false, + "structural_overlay_score": 80.370392, + "structural_overlay_rr": 1.122459, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.640751, + "primary_prob": 34.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.461126, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.723795, + "range_504_ratio": 2.062245, + "range_factor_pass": false, + "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": 96.544036, + "strategy_rank": 91.433832, + "production_rank": 93.137233, + "structural_overlay_pass": false, + "structural_overlay_score": 88.480371, + "structural_overlay_rr": 2.06364, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.594858, + "primary_prob": 35.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.392287, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 1.007914, + "range_504_ratio": 2.73988, + "range_factor_pass": true, + "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": 84.280936, + "strategy_rank": 75.667034, + "production_rank": 78.538335, + "structural_overlay_pass": false, + "structural_overlay_score": 74.611418, + "structural_overlay_rr": 1.673242, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.724987, + "primary_prob": 33.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.587481, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.743315, + "range_504_ratio": 2.102896, + "range_factor_pass": false, + "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": 99.108138, + "strategy_rank": 97.304427, + "production_rank": 97.905664, + "structural_overlay_pass": false, + "structural_overlay_score": 93.010381, + "structural_overlay_rr": 0.688186, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.688186, + "primary_prob": 60.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 1.032279, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 1.194363, + "range_504_ratio": 3.301455, + "range_factor_pass": true, + "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": 92.084727, + "strategy_rank": 71.87579, + "production_rank": 78.612102, + "structural_overlay_pass": false, + "structural_overlay_score": 74.681497, + "structural_overlay_rr": 1.784571, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.018048, + "primary_prob": 53.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.527072, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.435708, + "range_504_ratio": 1.546057, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.966915, + "hold30_r": -1.0 + }, + { + "symbol": "EOG", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.209588, + "strategy_rank": 92.636244, + "production_rank": 93.827358, + "structural_overlay_pass": false, + "structural_overlay_score": 89.13599, + "structural_overlay_rr": 0.732541, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.779656, + "primary_prob": 55.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.169484, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.876371, + "range_504_ratio": 2.402165, + "range_factor_pass": false, + "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": 99.665552, + "strategy_rank": 98.362768, + "production_rank": 98.797029, + "structural_overlay_pass": false, + "structural_overlay_score": 93.857178, + "structural_overlay_rr": 1.752316, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.525886, + "primary_prob": 38.76, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 35.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.288828, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 1.196369, + "range_504_ratio": 3.308084, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.026055, + "hold30_r": -1.0 + }, + { + "symbol": "EXE", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.989967, + "strategy_rank": 93.950883, + "production_rank": 94.963911, + "structural_overlay_pass": false, + "structural_overlay_score": 90.215715, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.73935, + "primary_prob": 53.47, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.109024, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.80057, + "range_504_ratio": 2.226811, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.034832, + "hold30_r": -1.0 + }, + { + "symbol": "FANG", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.986622, + "strategy_rank": 93.181727, + "production_rank": 94.116692, + "structural_overlay_pass": false, + "structural_overlay_score": 89.410857, + "structural_overlay_rr": 1.89358, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.784545, + "primary_prob": 45.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.176817, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.941003, + "range_504_ratio": 2.562551, + "range_factor_pass": false, + "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": 80.044593, + "strategy_rank": 84.427652, + "production_rank": 82.966632, + "structural_overlay_pass": false, + "structural_overlay_score": 78.818301, + "structural_overlay_rr": 1.910577, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.924718, + "primary_prob": 45.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.887077, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.740208, + "range_504_ratio": 2.096371, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.89354, + "hold30_r": 3.172405 + }, + { + "symbol": "FICO", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.871795, + "strategy_rank": 94.539432, + "production_rank": 94.65022, + "structural_overlay_pass": false, + "structural_overlay_score": 89.917709, + "structural_overlay_rr": 0.946279, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.738665, + "primary_prob": 55.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.107997, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.605169, + "range_504_ratio": 1.831561, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.706975, + "hold30_r": -0.086343 + }, + { + "symbol": "FISV", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.936455, + "strategy_rank": 66.844828, + "production_rank": 71.542037, + "structural_overlay_pass": false, + "structural_overlay_score": 67.964935, + "structural_overlay_rr": 2.219652, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 9, + "rr": 1.755088, + "primary_prob": 47.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 68, + "primary_distance_atr": 2.632632, + "raw_level_count": 25, + "gate_level_count": 25, + "range_504_log": 0.320072, + "range_504_ratio": 1.377226, + "range_factor_pass": false, + "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": 83.166109, + "strategy_rank": 85.243003, + "production_rank": 84.550705, + "structural_overlay_pass": false, + "structural_overlay_score": 80.32317, + "structural_overlay_rr": 1.653866, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 10, + "rr": 1.692843, + "primary_prob": 33.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 70, + "primary_distance_atr": 2.539265, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.556692, + "range_504_ratio": 1.744891, + "range_factor_pass": false, + "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": 93.979933, + "strategy_rank": 81.253659, + "production_rank": 85.49575, + "structural_overlay_pass": false, + "structural_overlay_score": 81.220963, + "structural_overlay_rr": 2.275196, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 11, + "rr": 2.29758, + "primary_prob": 26.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 3.44637, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.335588, + "range_504_ratio": 1.398763, + "range_factor_pass": false, + "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": 81.15942, + "strategy_rank": 78.392886, + "production_rank": 79.315064, + "structural_overlay_pass": false, + "structural_overlay_score": 75.349311, + "structural_overlay_rr": 2.183464, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.504292, + "primary_prob": 33.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 82.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.256438, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.739406, + "range_504_ratio": 2.094691, + "range_factor_pass": false, + "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": 97.993311, + "strategy_rank": 95.688859, + "production_rank": 96.45701, + "structural_overlay_pass": false, + "structural_overlay_score": 91.634159, + "structural_overlay_rr": 0.824402, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.126084, + "primary_prob": 45.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.689126, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.903753, + "range_504_ratio": 2.468852, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.095698, + "hold30_r": -1.0 + }, + { + "symbol": "HII", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.199554, + "strategy_rank": 69.783118, + "production_rank": 77.588596, + "structural_overlay_pass": false, + "structural_overlay_score": 73.709167, + "structural_overlay_rr": 1.240266, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.468391, + "primary_prob": 22.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.202586, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.39312, + "range_504_ratio": 1.481595, + "range_factor_pass": false, + "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": 88.405797, + "strategy_rank": 83.131274, + "production_rank": 84.889448, + "structural_overlay_pass": false, + "structural_overlay_score": 80.644976, + "structural_overlay_rr": 0.966089, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.50178, + "primary_prob": 37.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.25267, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.388277, + "range_504_ratio": 1.474438, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.043098, + "hold30_r": -1.0 + }, + { + "symbol": "HSY", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.855072, + "strategy_rank": 63.132404, + "production_rank": 72.03996, + "structural_overlay_pass": false, + "structural_overlay_score": 68.437962, + "structural_overlay_rr": 0.931832, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.771769, + "primary_prob": 53.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.157654, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.36389, + "range_504_ratio": 1.438915, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.710077, + "hold30_r": -1.0 + }, + { + "symbol": "HUM", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.415831, + "strategy_rank": 67.599099, + "production_rank": 75.53801, + "structural_overlay_pass": false, + "structural_overlay_score": 71.761109, + "structural_overlay_rr": 1.193215, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.223426, + "primary_prob": 27.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.83514, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.486559, + "range_504_ratio": 1.626708, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.054585, + "hold30_r": -1.0 + }, + { + "symbol": "IBKR", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.835006, + "strategy_rank": 72.882722, + "production_rank": 76.533483, + "structural_overlay_pass": false, + "structural_overlay_score": 72.706809, + "structural_overlay_rr": 0.985556, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.798059, + "primary_prob": 55.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.197089, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.461829, + "range_504_ratio": 1.586973, + "range_factor_pass": false, + "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": 82.720178, + "strategy_rank": 62.113479, + "production_rank": 68.982379, + "structural_overlay_pass": false, + "structural_overlay_score": 65.53326, + "structural_overlay_rr": 1.756198, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.557698, + "primary_prob": 42.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 59.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.336547, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.354605, + "range_504_ratio": 1.425618, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.497811, + "hold30_r": 0.493572 + }, + { + "symbol": "IRM", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.615385, + "strategy_rank": 78.20627, + "production_rank": 80.342642, + "structural_overlay_pass": false, + "structural_overlay_score": 76.32551, + "structural_overlay_rr": 2.414246, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.80686, + "primary_prob": 28.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.71029, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.341124, + "range_504_ratio": 1.406527, + "range_factor_pass": false, + "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": 91.638796, + "strategy_rank": 67.254061, + "production_rank": 75.382306, + "structural_overlay_pass": false, + "structural_overlay_score": 71.613191, + "structural_overlay_rr": 1.659689, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.994957, + "primary_prob": 29.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.992436, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.365678, + "range_504_ratio": 1.441492, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.054078, + "hold30_r": -1.0 + }, + { + "symbol": "LHX", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.61204, + "strategy_rank": 67.648695, + "production_rank": 72.96981, + "structural_overlay_pass": false, + "structural_overlay_score": 69.32132, + "structural_overlay_rr": 1.679018, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 9, + "rr": 1.661274, + "primary_prob": 34.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.491911, + "raw_level_count": 26, + "gate_level_count": 26, + "range_504_log": 0.331917, + "range_504_ratio": 1.393637, + "range_factor_pass": false, + "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": 86.287625, + "strategy_rank": 87.160803, + "production_rank": 86.869744, + "structural_overlay_pass": false, + "structural_overlay_score": 82.526257, + "structural_overlay_rr": 1.973302, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.470768, + "primary_prob": 22.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 4, + "primary_distance_atr": 3.706152, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.622855, + "range_504_ratio": 1.864242, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.437361, + "hold30_r": 4.112981 + }, + { + "symbol": "MAR", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.395764, + "strategy_rank": 76.246968, + "production_rank": 79.296566, + "structural_overlay_pass": false, + "structural_overlay_score": 75.331738, + "structural_overlay_rr": 1.556266, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.660821, + "primary_prob": 49.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.491232, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.431608, + "range_504_ratio": 1.539731, + "range_factor_pass": false, + "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": 96.767001, + "strategy_rank": 69.607725, + "production_rank": 78.660817, + "structural_overlay_pass": false, + "structural_overlay_score": 74.727776, + "structural_overlay_rr": 0.831888, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.845049, + "primary_prob": 39.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.267574, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.766884, + "range_504_ratio": 2.153046, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.050378, + "hold30_r": -1.0 + }, + { + "symbol": "MOS", + "date": "2022-11-25", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 97.435897, + "strategy_rank": 95.365485, + "production_rank": 96.055622, + "structural_overlay_pass": false, + "structural_overlay_score": 91.252841, + "structural_overlay_rr": 1.188837, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.01526, + "primary_prob": 29.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 3.022889, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 1.031539, + "range_504_ratio": 2.805379, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.028623, + "hold30_r": -1.0 + }, + { + "symbol": "MTB", + "date": "2022-11-25", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.274247, + "strategy_rank": 70.520704, + "production_rank": 74.438552, + "structural_overlay_pass": false, + "structural_overlay_score": 70.716624, + "structural_overlay_rr": 2.568288, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.294101, + "primary_prob": 41.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 3.441151, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.409246, + "range_504_ratio": 1.505683, + "range_factor_pass": false, + "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": 88.182832, + "strategy_rank": 91.427314, + "production_rank": 90.34582, + "structural_overlay_pass": false, + "structural_overlay_score": 85.828529, + "structural_overlay_rr": 0.699325, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.600743, + "primary_prob": 35.42, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.401115, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 1.118776, + "range_504_ratio": 3.061106, + "range_factor_pass": true, + "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": 95.09476, + "strategy_rank": 77.791277, + "production_rank": 83.559104, + "structural_overlay_pass": false, + "structural_overlay_score": 79.381149, + "structural_overlay_rr": 1.287134, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.047969, + "primary_prob": 29.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.571953, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.478028, + "range_504_ratio": 1.612891, + "range_factor_pass": false, + "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": 89.186176, + "strategy_rank": 76.795579, + "production_rank": 80.925778, + "structural_overlay_pass": false, + "structural_overlay_score": 76.879489, + "structural_overlay_rr": 1.989672, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.855106, + "primary_prob": 31.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.782659, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.320704, + "range_504_ratio": 1.378098, + "range_factor_pass": false, + "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": 94.425864, + "strategy_rank": 90.585855, + "production_rank": 91.865858, + "structural_overlay_pass": false, + "structural_overlay_score": 87.272565, + "structural_overlay_rr": 1.927591, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.793686, + "primary_prob": 60.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.190529, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.761874, + "range_504_ratio": 2.142287, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.03902, + "hold30_r": -1.0 + }, + { + "symbol": "OMC", + "date": "2022-11-25", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.497213, + "strategy_rank": 64.095488, + "production_rank": 70.229396, + "structural_overlay_pass": false, + "structural_overlay_score": 66.717926, + "structural_overlay_rr": 2.415049, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.223773, + "primary_prob": 40.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 92.0, + "primary_rejection_count": 20, + "primary_distance_atr": 3.33566, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.401597, + "range_504_ratio": 1.49421, + "range_factor_pass": false, + "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": 99.888517, + "strategy_rank": 95.645793, + "production_rank": 97.060034, + "structural_overlay_pass": false, + "structural_overlay_score": 92.207033, + "structural_overlay_rr": 0.955358, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.875897, + "primary_prob": 46.6, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 67.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.313846, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 1.271872, + "range_504_ratio": 3.567525, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.032187, + "hold30_r": -1.0 + }, + { + "symbol": "PANW", + "date": "2022-11-25", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.828317, + "strategy_rank": 80.063786, + "production_rank": 80.651963, + "structural_overlay_pass": false, + "structural_overlay_score": 76.619365, + "structural_overlay_rr": 1.825422, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.355011, + "primary_prob": 40.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 13, + "primary_distance_atr": 3.532516, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.581311, + "range_504_ratio": 1.788381, + "range_factor_pass": false, + "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": 88.740245, + "strategy_rank": 75.180532, + "production_rank": 79.700437, + "structural_overlay_pass": false, + "structural_overlay_score": 75.715415, + "structural_overlay_rr": 1.16688, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.871123, + "primary_prob": 49.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.306684, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.494359, + "range_504_ratio": 1.639448, + "range_factor_pass": false, + "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": 90.078038, + "strategy_rank": 80.593602, + "production_rank": 83.755081, + "structural_overlay_pass": false, + "structural_overlay_score": 79.567327, + "structural_overlay_rr": 1.913268, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.846939, + "primary_prob": 46.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.770408, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.465137, + "range_504_ratio": 1.592232, + "range_factor_pass": false, + "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": 87.179487, + "strategy_rank": 81.938781, + "production_rank": 83.685683, + "structural_overlay_pass": false, + "structural_overlay_score": 79.501399, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.85414, + "primary_prob": 39.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.28121, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.370527, + "range_504_ratio": 1.448497, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.807977, + "hold30_r": -1.351235 + }, + { + "symbol": "RJF", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.848384, + "strategy_rank": 72.852443, + "production_rank": 77.85109, + "structural_overlay_pass": false, + "structural_overlay_score": 73.958535, + "structural_overlay_rr": 1.190079, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.185319, + "primary_prob": 42.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.777979, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.430051, + "range_504_ratio": 1.537335, + "range_factor_pass": false, + "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": 84.057971, + "strategy_rank": 71.368419, + "production_rank": 75.59827, + "structural_overlay_pass": false, + "structural_overlay_score": 71.818356, + "structural_overlay_rr": 1.814204, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.236809, + "primary_prob": 35.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 62.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.855214, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.412515, + "range_504_ratio": 1.510612, + "range_factor_pass": false, + "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": 98.550725, + "strategy_rank": 95.377489, + "production_rank": 96.435234, + "structural_overlay_pass": false, + "structural_overlay_score": 91.613473, + "structural_overlay_rr": 0.673454, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.975073, + "primary_prob": 38.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.46261, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.772016, + "range_504_ratio": 2.164124, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.942057, + "hold30_r": -1.0 + }, + { + "symbol": "SRE", + "date": "2022-11-25", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.510591, + "strategy_rank": 65.034028, + "production_rank": 72.192882, + "structural_overlay_pass": false, + "structural_overlay_score": 68.583238, + "structural_overlay_rr": 2.38632, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.38632, + "primary_prob": 20.36, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 3.57948, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.389389, + "range_504_ratio": 1.476079, + "range_factor_pass": false, + "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": 87.402453, + "strategy_rank": 65.858777, + "production_rank": 73.040002, + "structural_overlay_pass": false, + "structural_overlay_score": 69.388002, + "structural_overlay_rr": 1.016961, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.743248, + "primary_prob": 29.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.614871, + "raw_level_count": 25, + "gate_level_count": 25, + "range_504_log": 0.29642, + "range_504_ratio": 1.345035, + "range_factor_pass": false, + "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": 93.42252, + "strategy_rank": 89.950329, + "production_rank": 91.107726, + "structural_overlay_pass": false, + "structural_overlay_score": 86.55234, + "structural_overlay_rr": 1.716047, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.762959, + "primary_prob": 30.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.644439, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.741796, + "range_504_ratio": 2.099704, + "range_factor_pass": false, + "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": 90.746934, + "strategy_rank": 89.113054, + "production_rank": 89.657681, + "structural_overlay_pass": false, + "structural_overlay_score": 85.174797, + "structural_overlay_rr": 1.538325, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.587673, + "primary_prob": 50.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 63, + "primary_distance_atr": 2.381509, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.595362, + "range_504_ratio": 1.813687, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.042481, + "hold30_r": -1.0 + }, + { + "symbol": "UNH", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.409142, + "strategy_rank": 64.891522, + "production_rank": 73.064062, + "structural_overlay_pass": false, + "structural_overlay_score": 69.410859, + "structural_overlay_rr": 0.729913, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.807392, + "primary_prob": 45.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.211089, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.37619, + "range_504_ratio": 1.456724, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.052571, + "hold30_r": -1.0 + }, + { + "symbol": "VICI", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.061315, + "strategy_rank": 64.153166, + "production_rank": 71.122549, + "structural_overlay_pass": false, + "structural_overlay_score": 67.566422, + "structural_overlay_rr": 2.278283, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.207588, + "primary_prob": 55.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 84.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.811382, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.304162, + "range_504_ratio": 1.355488, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.142349, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.77369, + "strategy_rank": 94.664968, + "production_rank": 96.034542, + "structural_overlay_pass": false, + "structural_overlay_score": 91.232815, + "structural_overlay_rr": 1.141348, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.842751, + "primary_prob": 50.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.264126, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.914113, + "range_504_ratio": 2.494562, + "range_factor_pass": false, + "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": 83.389075, + "strategy_rank": 76.546072, + "production_rank": 78.827073, + "structural_overlay_pass": false, + "structural_overlay_score": 74.885719, + "structural_overlay_rr": 1.706832, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.701632, + "primary_prob": 48.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.552448, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.506212, + "range_504_ratio": 1.658995, + "range_factor_pass": false, + "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": 85.618729, + "strategy_rank": 71.759391, + "production_rank": 76.37917, + "structural_overlay_pass": false, + "structural_overlay_score": 72.560212, + "structural_overlay_rr": 2.059853, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.564634, + "primary_prob": 46.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 76.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.346951, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.47852, + "range_504_ratio": 1.613685, + "range_factor_pass": false, + "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": 83.370288, + "strategy_rank": 59.950362, + "production_rank": 67.757004, + "structural_overlay_pass": false, + "structural_overlay_score": 64.369154, + "structural_overlay_rr": 2.317073, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.041804, + "primary_prob": 25.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 3, + "primary_distance_atr": 3.062706, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.510693, + "range_504_ratio": 1.666446, + "range_factor_pass": false, + "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": 94.900222, + "strategy_rank": 79.85557, + "production_rank": 84.870454, + "structural_overlay_pass": false, + "structural_overlay_score": 80.626931, + "structural_overlay_rr": 1.174684, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.127938, + "primary_prob": 45.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.691908, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.552434, + "range_504_ratio": 1.737477, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.078634, + "hold30_r": -1.0 + }, + { + "symbol": "AIG", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.485588, + "strategy_rank": 68.874165, + "production_rank": 73.077973, + "structural_overlay_pass": false, + "structural_overlay_score": 69.424074, + "structural_overlay_rr": 0.688305, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.785838, + "primary_prob": 67.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 81.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.178757, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.389168, + "range_504_ratio": 1.475752, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.717949, + "hold30_r": -0.292113 + }, + { + "symbol": "ALB", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.911308, + "strategy_rank": 88.727971, + "production_rank": 89.122417, + "structural_overlay_pass": false, + "structural_overlay_score": 84.666296, + "structural_overlay_rr": 2.549662, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "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": 55, + "gate_level_count": 55, + "range_504_log": 0.718974, + "range_504_ratio": 2.052327, + "range_factor_pass": false, + "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": 89.02439, + "strategy_rank": 63.311548, + "production_rank": 71.882496, + "structural_overlay_pass": false, + "structural_overlay_score": 68.288371, + "structural_overlay_rr": 1.158013, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.903706, + "primary_prob": 48.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.35556, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.401126, + "range_504_ratio": 1.493506, + "range_factor_pass": false, + "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": 87.694013, + "strategy_rank": 83.330561, + "production_rank": 84.785045, + "structural_overlay_pass": false, + "structural_overlay_score": 80.545793, + "structural_overlay_rr": 1.988469, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.755501, + "primary_prob": 29.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.633251, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.555987, + "range_504_ratio": 1.743662, + "range_factor_pass": false, + "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": 99.113082, + "strategy_rank": 97.920594, + "production_rank": 98.31809, + "structural_overlay_pass": false, + "structural_overlay_score": 93.402185, + "structural_overlay_rr": 1.566875, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.695965, + "primary_prob": 44.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.043947, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 1.206543, + "range_504_ratio": 3.341911, + "range_factor_pass": true, + "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": 82.815965, + "strategy_rank": 80.910402, + "production_rank": 81.545589, + "structural_overlay_pass": false, + "structural_overlay_score": 77.46831, + "structural_overlay_rr": 1.398053, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.952609, + "primary_prob": 30.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.928913, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.52758, + "range_504_ratio": 1.694826, + "range_factor_pass": false, + "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": 81.152993, + "strategy_rank": 82.663449, + "production_rank": 82.159964, + "structural_overlay_pass": false, + "structural_overlay_score": 78.051966, + "structural_overlay_rr": 2.006599, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.662722, + "primary_prob": 29.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.494083, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.929604, + "range_504_ratio": 2.533505, + "range_factor_pass": false, + "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": 81.818182, + "strategy_rank": 74.709191, + "production_rank": 77.078855, + "structural_overlay_pass": false, + "structural_overlay_score": 73.224912, + "structural_overlay_rr": 1.808498, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.812384, + "primary_prob": 32.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.718576, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.58224, + "range_504_ratio": 1.790044, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.036302, + "hold30_r": 0.585702 + }, + { + "symbol": "BIIB", + "date": "2022-12-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.45898, + "strategy_rank": 94.426811, + "production_rank": 94.104201, + "structural_overlay_pass": false, + "structural_overlay_score": 89.398991, + "structural_overlay_rr": 1.513827, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.474887, + "primary_prob": 39.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 3.712331, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.687239, + "range_504_ratio": 1.988219, + "range_factor_pass": false, + "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": 86.91796, + "strategy_rank": 84.643677, + "production_rank": 85.401771, + "structural_overlay_pass": false, + "structural_overlay_score": 81.131683, + "structural_overlay_rr": 1.61131, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.144439, + "primary_prob": 37.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 74.0, + "primary_rejection_count": 14, + "primary_distance_atr": 3.216658, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.726893, + "range_504_ratio": 2.068643, + "range_factor_pass": false, + "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": 97.782705, + "strategy_rank": 94.569441, + "production_rank": 95.640529, + "structural_overlay_pass": false, + "structural_overlay_score": 90.858502, + "structural_overlay_rr": 0.817499, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.824025, + "primary_prob": 55.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.236037, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 1.018645, + "range_504_ratio": 2.769441, + "range_factor_pass": true, + "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": 87.361419, + "strategy_rank": 75.473435, + "production_rank": 79.436097, + "structural_overlay_pass": false, + "structural_overlay_score": 75.464292, + "structural_overlay_rr": 1.826582, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.848923, + "primary_prob": 31.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.773384, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.501532, + "range_504_ratio": 1.651249, + "range_factor_pass": false, + "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": 98.226164, + "strategy_rank": 92.890912, + "production_rank": 94.669329, + "structural_overlay_pass": false, + "structural_overlay_score": 89.935863, + "structural_overlay_rr": 1.267777, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "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": 71, + "gate_level_count": 71, + "range_504_log": 0.990965, + "range_504_ratio": 2.693834, + "range_factor_pass": false, + "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": 84.257206, + "strategy_rank": 78.836398, + "production_rank": 80.643334, + "structural_overlay_pass": false, + "structural_overlay_score": 76.611167, + "structural_overlay_rr": 2.01572, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.902195, + "primary_prob": 45.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.853292, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.723795, + "range_504_ratio": 2.062245, + "range_factor_pass": false, + "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": 96.008869, + "strategy_rank": 91.206208, + "production_rank": 92.807095, + "structural_overlay_pass": false, + "structural_overlay_score": 88.166741, + "structural_overlay_rr": 1.53081, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.909917, + "primary_prob": 30.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.864876, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 1.007914, + "range_504_ratio": 2.73988, + "range_factor_pass": true, + "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": 95.121951, + "strategy_rank": 82.82846, + "production_rank": 86.92629, + "structural_overlay_pass": false, + "structural_overlay_score": 82.579976, + "structural_overlay_rr": 0.837277, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.898041, + "primary_prob": 38.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.347062, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.714245, + "range_504_ratio": 2.042645, + "range_factor_pass": false, + "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": 84.478936, + "strategy_rank": 61.455697, + "production_rank": 69.13011, + "structural_overlay_pass": false, + "structural_overlay_score": 65.673604, + "structural_overlay_rr": 1.434953, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 9, + "rr": 1.389031, + "primary_prob": 36.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 83.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.083547, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.358275, + "range_504_ratio": 1.430859, + "range_factor_pass": false, + "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": 85.809313, + "strategy_rank": 76.906298, + "production_rank": 79.873969, + "structural_overlay_pass": false, + "structural_overlay_score": 75.880271, + "structural_overlay_rr": 1.878216, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.934542, + "primary_prob": 30.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.901813, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.743315, + "range_504_ratio": 2.102896, + "range_factor_pass": false, + "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": 98.891353, + "strategy_rank": 97.002952, + "production_rank": 97.632419, + "structural_overlay_pass": false, + "structural_overlay_score": 92.750798, + "structural_overlay_rr": 0.748013, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.748013, + "primary_prob": 57.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 1.12202, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 1.194363, + "range_504_ratio": 3.301455, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.032826, + "hold30_r": -1.0 + }, + { + "symbol": "EOG", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.230599, + "strategy_rank": 92.621088, + "production_rank": 93.824258, + "structural_overlay_pass": false, + "structural_overlay_score": 89.133045, + "structural_overlay_rr": 0.821492, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.777568, + "primary_prob": 45.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.166352, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.876371, + "range_504_ratio": 2.402165, + "range_factor_pass": false, + "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": 99.667406, + "strategy_rank": 98.109725, + "production_rank": 98.628952, + "structural_overlay_pass": false, + "structural_overlay_score": 93.697505, + "structural_overlay_rr": 1.80705, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.515668, + "primary_prob": 36.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.273501, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 1.196369, + "range_504_ratio": 3.308084, + "range_factor_pass": true, + "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": 97.560976, + "strategy_rank": 94.281633, + "production_rank": 95.374747, + "structural_overlay_pass": false, + "structural_overlay_score": 90.60601, + "structural_overlay_rr": 0.717798, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.981664, + "primary_prob": 29.97, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.472497, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.80057, + "range_504_ratio": 2.226811, + "range_factor_pass": false, + "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": 95.78714, + "strategy_rank": 93.106246, + "production_rank": 93.999877, + "structural_overlay_pass": false, + "structural_overlay_score": 89.299884, + "structural_overlay_rr": 1.867321, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.668308, + "primary_prob": 26.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 59.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.502462, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.941003, + "range_504_ratio": 2.562551, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.034107, + "hold30_r": -1.0 + }, + { + "symbol": "GDDY", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.587583, + "strategy_rank": 75.690314, + "production_rank": 78.989404, + "structural_overlay_pass": false, + "structural_overlay_score": 75.039933, + "structural_overlay_rr": 2.261361, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 11, + "rr": 1.521445, + "primary_prob": 51.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.282167, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.335588, + "range_504_ratio": 1.398763, + "range_factor_pass": false, + "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": 97.339246, + "strategy_rank": 95.154047, + "production_rank": 95.882447, + "structural_overlay_pass": false, + "structural_overlay_score": 91.088324, + "structural_overlay_rr": 2.218179, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.934711, + "primary_prob": 25.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.902067, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.903753, + "range_504_ratio": 2.468852, + "range_factor_pass": false, + "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": 93.237251, + "strategy_rank": 70.503644, + "production_rank": 78.081513, + "structural_overlay_pass": false, + "structural_overlay_score": 74.177437, + "structural_overlay_rr": 1.909831, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.294637, + "primary_prob": 27.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.941955, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.39312, + "range_504_ratio": 1.481595, + "range_factor_pass": false, + "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": 89.467849, + "strategy_rank": 83.378876, + "production_rank": 85.408534, + "structural_overlay_pass": false, + "structural_overlay_score": 81.138107, + "structural_overlay_rr": 1.945248, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 12, + "rr": 2.221418, + "primary_prob": 41.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 98.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.332127, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.388277, + "range_504_ratio": 1.474438, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.04479, + "hold30_r": -1.0 + }, + { + "symbol": "HSY", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.580931, + "strategy_rank": 62.338144, + "production_rank": 71.085739, + "structural_overlay_pass": false, + "structural_overlay_score": 67.531453, + "structural_overlay_rr": 0.840122, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.67247, + "primary_prob": 42.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.008704, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.36389, + "range_504_ratio": 1.438915, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.60776, + "hold30_r": -1.0 + }, + { + "symbol": "HUBB", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.696231, + "strategy_rank": 73.317196, + "production_rank": 77.776874, + "structural_overlay_pass": false, + "structural_overlay_score": 73.88803, + "structural_overlay_rr": 0.910559, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.834375, + "primary_prob": 37.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.251563, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.429726, + "range_504_ratio": 1.536837, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.782959, + "hold30_r": -1.0 + }, + { + "symbol": "HUM", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.798226, + "strategy_rank": 67.10572, + "production_rank": 75.003222, + "structural_overlay_pass": false, + "structural_overlay_score": 71.253061, + "structural_overlay_rr": 0.942558, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.97423, + "primary_prob": 34.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.461346, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.486559, + "range_504_ratio": 1.626708, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.057842, + "hold30_r": -1.0 + }, + { + "symbol": "IBKR", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.931264, + "strategy_rank": 70.011001, + "production_rank": 73.651088, + "structural_overlay_pass": false, + "structural_overlay_score": 69.968534, + "structural_overlay_rr": 0.733971, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.677884, + "primary_prob": 60.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.016826, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.461829, + "range_504_ratio": 1.586973, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.046475, + "hold30_r": -1.0 + }, + { + "symbol": "INCY", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.039911, + "strategy_rank": 62.068822, + "production_rank": 68.725852, + "structural_overlay_pass": false, + "structural_overlay_score": 65.289559, + "structural_overlay_rr": 1.90678, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.661946, + "primary_prob": 29.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.492919, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.354605, + "range_504_ratio": 1.425618, + "range_factor_pass": false, + "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": 80.044346, + "strategy_rank": 70.749274, + "production_rank": 73.847631, + "structural_overlay_pass": false, + "structural_overlay_score": 70.15525, + "structural_overlay_rr": 1.415725, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.085743, + "primary_prob": 42.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.628614, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.510857, + "range_504_ratio": 1.666719, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.057405, + "hold30_r": -1.0 + }, + { + "symbol": "JKHY", + "date": "2022-12-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.026608, + "strategy_rank": 65.099288, + "production_rank": 72.741728, + "structural_overlay_pass": false, + "structural_overlay_score": 69.104642, + "structural_overlay_rr": 1.703462, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.006432, + "primary_prob": 44.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 14, + "primary_distance_atr": 3.009649, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.365678, + "range_504_ratio": 1.441492, + "range_factor_pass": false, + "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": 92.239468, + "strategy_rank": 91.451605, + "production_rank": 91.714226, + "structural_overlay_pass": false, + "structural_overlay_score": 87.128515, + "structural_overlay_rr": 2.128912, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "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": 50, + "gate_level_count": 50, + "range_504_log": 0.622855, + "range_504_ratio": 1.864242, + "range_factor_pass": false, + "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": 80.37694, + "strategy_rank": 72.838444, + "production_rank": 75.351276, + "structural_overlay_pass": false, + "structural_overlay_score": 71.583712, + "structural_overlay_rr": 2.194421, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.153352, + "primary_prob": 38.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 78.0, + "primary_rejection_count": 22, + "primary_distance_atr": 3.230028, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.431608, + "range_504_ratio": 1.539731, + "range_factor_pass": false, + "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": 96.563193, + "strategy_rank": 69.251694, + "production_rank": 78.355527, + "structural_overlay_pass": false, + "structural_overlay_score": 74.43775, + "structural_overlay_rr": 0.999289, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.667852, + "primary_prob": 46.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.001779, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.766884, + "range_504_ratio": 2.153046, + "range_factor_pass": false, + "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": 96.784922, + "strategy_rank": 94.335081, + "production_rank": 95.151695, + "structural_overlay_pass": false, + "structural_overlay_score": 90.39411, + "structural_overlay_rr": 1.978979, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.519477, + "primary_prob": 36.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.279215, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 1.031539, + "range_504_ratio": 2.805379, + "range_factor_pass": true, + "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": 98.447894, + "strategy_rank": 89.598608, + "production_rank": 92.54837, + "structural_overlay_pass": false, + "structural_overlay_score": 87.920952, + "structural_overlay_rr": 1.731147, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.235217, + "primary_prob": 26.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.852825, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 0.933241, + "range_504_ratio": 2.542738, + "range_factor_pass": false, + "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": 82.48337, + "strategy_rank": 70.103, + "production_rank": 74.22979, + "structural_overlay_pass": false, + "structural_overlay_score": 70.518301, + "structural_overlay_rr": 1.651835, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.69981, + "primary_prob": 33.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 63, + "primary_distance_atr": 2.549715, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.409246, + "range_504_ratio": 1.505683, + "range_factor_pass": false, + "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": 92.904656, + "strategy_rank": 94.668619, + "production_rank": 94.080631, + "structural_overlay_pass": false, + "structural_overlay_score": 89.3766, + "structural_overlay_rr": 0.681743, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.672556, + "primary_prob": 34.21, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.508834, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 1.118776, + "range_504_ratio": 3.061106, + "range_factor_pass": true, + "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": 87.13969, + "strategy_rank": 75.51712, + "production_rank": 79.39131, + "structural_overlay_pass": false, + "structural_overlay_score": 75.421744, + "structural_overlay_rr": 1.889525, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 9, + "rr": 1.610707, + "primary_prob": 35.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.416061, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.320704, + "range_504_ratio": 1.378098, + "range_factor_pass": false, + "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": 94.124169, + "strategy_rank": 90.185261, + "production_rank": 91.49823, + "structural_overlay_pass": false, + "structural_overlay_score": 86.923318, + "structural_overlay_rr": 1.306847, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "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": 59, + "gate_level_count": 59, + "range_504_log": 0.761874, + "range_504_ratio": 2.142287, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.041422, + "hold30_r": -1.0 + }, + { + "symbol": "ON", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.682927, + "strategy_rank": 93.485784, + "production_rank": 93.218165, + "structural_overlay_pass": false, + "structural_overlay_score": 88.557256, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.732149, + "primary_prob": 54.56, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 5.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.098223, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.820796, + "range_504_ratio": 2.272308, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.028597, + "hold30_r": -1.0 + }, + { + "symbol": "OXY", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.889135, + "strategy_rank": 95.579853, + "production_rank": 97.016281, + "structural_overlay_pass": false, + "structural_overlay_score": 92.165467, + "structural_overlay_rr": 1.591939, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.520074, + "primary_prob": 29.87, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 65.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.280111, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 1.271872, + "range_504_ratio": 3.567525, + "range_factor_pass": true, + "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": 91.35255, + "strategy_rank": 77.173304, + "production_rank": 81.899719, + "structural_overlay_pass": false, + "structural_overlay_score": 77.804733, + "structural_overlay_rr": 1.239689, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.948315, + "primary_prob": 46.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.422473, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.494359, + "range_504_ratio": 1.639448, + "range_factor_pass": false, + "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": 83.592018, + "strategy_rank": 85.033749, + "production_rank": 84.553172, + "structural_overlay_pass": false, + "structural_overlay_score": 80.325514, + "structural_overlay_rr": 0.944499, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.809282, + "primary_prob": 57.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.213924, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.584743, + "range_504_ratio": 1.79453, + "range_factor_pass": false, + "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": 94.678492, + "strategy_rank": 88.617486, + "production_rank": 90.637821, + "structural_overlay_pass": false, + "structural_overlay_score": 86.10593, + "structural_overlay_rr": 0.802444, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.727498, + "primary_prob": 55.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 86.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.091248, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.585921, + "range_504_ratio": 1.796645, + "range_factor_pass": false, + "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": 85.365854, + "strategy_rank": 76.131788, + "production_rank": 79.20981, + "structural_overlay_pass": false, + "structural_overlay_score": 75.249319, + "structural_overlay_rr": 1.686258, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.615897, + "primary_prob": 50.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.423846, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.465137, + "range_504_ratio": 1.592232, + "range_factor_pass": false, + "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": 91.13082, + "strategy_rank": 75.095442, + "production_rank": 80.440568, + "structural_overlay_pass": false, + "structural_overlay_score": 76.41854, + "structural_overlay_rr": 1.258506, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.254098, + "primary_prob": 25.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.881147, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.430051, + "range_504_ratio": 1.537335, + "range_factor_pass": false, + "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": 90.354767, + "strategy_rank": 75.016293, + "production_rank": 80.129118, + "structural_overlay_pass": false, + "structural_overlay_score": 76.122662, + "structural_overlay_rr": 1.616558, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.546171, + "primary_prob": 23.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.319256, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.412515, + "range_504_ratio": 1.510612, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.054272, + "hold30_r": -1.0 + }, + { + "symbol": "SLB", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.669623, + "strategy_rank": 95.256581, + "production_rank": 96.394262, + "structural_overlay_pass": false, + "structural_overlay_score": 91.574549, + "structural_overlay_rr": 0.808891, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.85395, + "primary_prob": 51.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.280925, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.772016, + "range_504_ratio": 2.164124, + "range_factor_pass": false, + "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": 99.445676, + "strategy_rank": 98.087112, + "production_rank": 98.539966, + "structural_overlay_pass": false, + "structural_overlay_score": 93.612968, + "structural_overlay_rr": 1.236934, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.010598, + "primary_prob": 30.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.515897, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 1.063325, + "range_504_ratio": 2.895985, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.025174, + "hold30_r": -1.0 + }, + { + "symbol": "SRE", + "date": "2022-12-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.700665, + "strategy_rank": 63.798753, + "production_rank": 70.766057, + "structural_overlay_pass": false, + "structural_overlay_score": 67.227754, + "structural_overlay_rr": 2.056144, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.056144, + "primary_prob": 23.96, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 3.084216, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.389389, + "range_504_ratio": 1.476079, + "range_factor_pass": false, + "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": 87.583149, + "strategy_rank": 65.683895, + "production_rank": 72.983646, + "structural_overlay_pass": false, + "structural_overlay_score": 69.334464, + "structural_overlay_rr": 0.849589, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.879034, + "primary_prob": 53.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 1.31855, + "raw_level_count": 25, + "gate_level_count": 25, + "range_504_log": 0.29642, + "range_504_ratio": 1.345035, + "range_factor_pass": false, + "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": 93.902439, + "strategy_rank": 89.963752, + "production_rank": 91.276647, + "structural_overlay_pass": false, + "structural_overlay_score": 86.712815, + "structural_overlay_rr": 0.861216, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.872123, + "primary_prob": 59.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.308184, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.741796, + "range_504_ratio": 2.099704, + "range_factor_pass": false, + "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": 89.689579, + "strategy_rank": 88.108672, + "production_rank": 88.635641, + "structural_overlay_pass": false, + "structural_overlay_score": 84.203859, + "structural_overlay_rr": 2.604155, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.968003, + "primary_prob": 44.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 63, + "primary_distance_atr": 2.952005, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.595362, + "range_504_ratio": 1.813687, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.044867, + "hold30_r": -1.0 + }, + { + "symbol": "UNH", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.031042, + "strategy_rank": 62.973111, + "production_rank": 70.659088, + "structural_overlay_pass": false, + "structural_overlay_score": 67.126133, + "structural_overlay_rr": 0.841257, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.906689, + "primary_prob": 43.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.360034, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.37619, + "range_504_ratio": 1.456724, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.054093, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.004435, + "strategy_rank": 94.194264, + "production_rank": 95.464321, + "structural_overlay_pass": false, + "structural_overlay_score": 90.691105, + "structural_overlay_rr": 0.767678, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.668933, + "primary_prob": 61.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.0034, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.914113, + "range_504_ratio": 2.494562, + "range_factor_pass": false, + "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": 80.59867, + "strategy_rank": 74.78371, + "production_rank": 76.72203, + "structural_overlay_pass": false, + "structural_overlay_score": 72.885928, + "structural_overlay_rr": 1.927863, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.924958, + "primary_prob": 30.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.887436, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.506212, + "range_504_ratio": 1.658995, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.046458, + "hold30_r": -1.0 + }, + { + "symbol": "WMB", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.252772, + "strategy_rank": 72.310642, + "production_rank": 76.958018, + "structural_overlay_pass": false, + "structural_overlay_score": 73.110117, + "structural_overlay_rr": 1.796227, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.726183, + "primary_prob": 38.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.589274, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.47852, + "range_504_ratio": 1.613685, + "range_factor_pass": false, + "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": 97.117517, + "strategy_rank": 85.949112, + "production_rank": 89.671914, + "structural_overlay_pass": false, + "structural_overlay_score": 85.188318, + "structural_overlay_rr": 0.749478, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.772822, + "primary_prob": 50.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 70.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.159233, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.788843, + "range_504_ratio": 2.200848, + "range_factor_pass": false, + "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": 93.683084, + "strategy_rank": 80.098414, + "production_rank": 84.626637, + "structural_overlay_pass": false, + "structural_overlay_score": 80.395306, + "structural_overlay_rr": 1.797292, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.119201, + "primary_prob": 45.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.678801, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.552434, + "range_504_ratio": 1.737477, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.068118, + "hold30_r": -1.0 + }, + { + "symbol": "AFL", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.762313, + "strategy_rank": 59.212937, + "production_rank": 67.062729, + "structural_overlay_pass": false, + "structural_overlay_score": 63.709592, + "structural_overlay_rr": 1.190152, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.017169, + "primary_prob": 37.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.525754, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.349041, + "range_504_ratio": 1.417707, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.950345, + "hold30_r": 1.494854 + }, + { + "symbol": "AIG", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.156317, + "strategy_rank": 67.971469, + "production_rank": 72.366418, + "structural_overlay_pass": false, + "structural_overlay_score": 68.748097, + "structural_overlay_rr": 0.839656, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.922553, + "primary_prob": 47.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 81.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.383829, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.389168, + "range_504_ratio": 1.475752, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.854415, + "hold30_r": 0.539568 + }, + { + "symbol": "AJG", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.226981, + "strategy_rank": 61.108993, + "production_rank": 68.148322, + "structural_overlay_pass": false, + "structural_overlay_score": 64.740906, + "structural_overlay_rr": 1.434531, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.848553, + "primary_prob": 41.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.27283, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.396867, + "range_504_ratio": 1.487159, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.779714, + "hold30_r": -1.0 + }, + { + "symbol": "ALB", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.753747, + "strategy_rank": 92.393721, + "production_rank": 93.180397, + "structural_overlay_pass": false, + "structural_overlay_score": 88.521377, + "structural_overlay_rr": 1.956141, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.602853, + "primary_prob": 35.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.404279, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.718974, + "range_504_ratio": 2.052327, + "range_factor_pass": false, + "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": 84.796574, + "strategy_rank": 74.77338, + "production_rank": 78.114445, + "structural_overlay_pass": false, + "structural_overlay_score": 74.208722, + "structural_overlay_rr": 2.225257, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 11, + "rr": 2.247078, + "primary_prob": 26.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 99.0, + "primary_rejection_count": 18, + "primary_distance_atr": 3.370618, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.308526, + "range_504_ratio": 1.361417, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.194597, + "hold30_r": -1.0 + }, + { + "symbol": "AMGN", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.293362, + "strategy_rank": 63.432859, + "production_rank": 72.053026, + "structural_overlay_pass": false, + "structural_overlay_score": 68.450375, + "structural_overlay_rr": 0.968791, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.751957, + "primary_prob": 14.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.627935, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.401126, + "range_504_ratio": 1.493506, + "range_factor_pass": false, + "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": 86.40257, + "strategy_rank": 76.825082, + "production_rank": 80.017578, + "structural_overlay_pass": false, + "structural_overlay_score": 76.016699, + "structural_overlay_rr": 1.711245, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.86487, + "primary_prob": 44.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.297304, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.433627, + "range_504_ratio": 1.542843, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.805878, + "hold30_r": -1.052893 + }, + { + "symbol": "ANET", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.083512, + "strategy_rank": 80.35462, + "production_rank": 81.264251, + "structural_overlay_pass": false, + "structural_overlay_score": 77.201038, + "structural_overlay_rr": 2.026802, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.962502, + "primary_prob": 28.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 91.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.943753, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.555987, + "range_504_ratio": 1.743662, + "range_factor_pass": false, + "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": 99.036403, + "strategy_rank": 97.982198, + "production_rank": 98.3336, + "structural_overlay_pass": false, + "structural_overlay_score": 93.41692, + "structural_overlay_rr": 1.827166, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.738821, + "primary_prob": 33.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.608231, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 1.206543, + "range_504_ratio": 3.341911, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.712777, + "hold30_r": 0.693699 + }, + { + "symbol": "ARES", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.75803, + "strategy_rank": 85.094374, + "production_rank": 86.315592, + "structural_overlay_pass": false, + "structural_overlay_score": 81.999813, + "structural_overlay_rr": 1.936726, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.884366, + "primary_prob": 31.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 71, + "primary_distance_atr": 2.826549, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.52758, + "range_504_ratio": 1.694826, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.847092, + "hold30_r": 2.489996 + }, + { + "symbol": "AXON", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.897216, + "strategy_rank": 92.113979, + "production_rank": 92.708391, + "structural_overlay_pass": false, + "structural_overlay_score": 88.072972, + "structural_overlay_rr": 2.08596, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.061097, + "primary_prob": 28.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 3.091645, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.929604, + "range_504_ratio": 2.533505, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.027812, + "hold30_r": 2.326419 + }, + { + "symbol": "AZO", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.543897, + "strategy_rank": 63.19608, + "production_rank": 71.645352, + "structural_overlay_pass": false, + "structural_overlay_score": 68.063085, + "structural_overlay_rr": 1.268168, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.785818, + "primary_prob": 54.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 88.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.178727, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.593453, + "range_504_ratio": 1.810228, + "range_factor_pass": false, + "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": 82.54818, + "strategy_rank": 76.014003, + "production_rank": 78.192062, + "structural_overlay_pass": false, + "structural_overlay_score": 74.282459, + "structural_overlay_rr": 1.683871, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.892384, + "primary_prob": 30.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.838576, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.58224, + "range_504_ratio": 1.790044, + "range_factor_pass": false, + "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": 91.970021, + "strategy_rank": 93.483493, + "production_rank": 92.979002, + "structural_overlay_pass": false, + "structural_overlay_score": 88.330052, + "structural_overlay_rr": 1.540775, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.683622, + "primary_prob": 59.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 96.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.025432, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.687239, + "range_504_ratio": 1.988219, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.636555, + "hold30_r": -1.0 + }, + { + "symbol": "BKR", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.115632, + "strategy_rank": 86.019961, + "production_rank": 86.718518, + "structural_overlay_pass": false, + "structural_overlay_score": 82.382592, + "structural_overlay_rr": 2.042784, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.983534, + "primary_prob": 29.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.975301, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.726893, + "range_504_ratio": 2.068643, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.946945, + "hold30_r": 2.625097 + }, + { + "symbol": "BMY", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.972163, + "strategy_rank": 63.11207, + "production_rank": 71.732101, + "structural_overlay_pass": false, + "structural_overlay_score": 68.145496, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.166914, + "primary_prob": 27.38, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 14.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.750372, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.425371, + "range_504_ratio": 1.530158, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.074412, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.359743, + "strategy_rank": 73.784443, + "production_rank": 81.309543, + "structural_overlay_pass": false, + "structural_overlay_score": 77.244066, + "structural_overlay_rr": 0.774342, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.735693, + "primary_prob": 50.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 59.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.103539, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.576086, + "range_504_ratio": 1.779062, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.68311, + "hold30_r": -1.0 + }, + { + "symbol": "CAT", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.37045, + "strategy_rank": 74.901745, + "production_rank": 77.05798, + "structural_overlay_pass": false, + "structural_overlay_score": 73.205081, + "structural_overlay_rr": 1.54089, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.363478, + "primary_prob": 29.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.045217, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.401097, + "range_504_ratio": 1.493462, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.306547, + "hold30_r": 3.901162 + }, + { + "symbol": "CF", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.608137, + "strategy_rank": 95.15576, + "production_rank": 96.306552, + "structural_overlay_pass": false, + "structural_overlay_score": 91.491225, + "structural_overlay_rr": 1.741081, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.755088, + "primary_prob": 57.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 67, + "primary_distance_atr": 1.132633, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 1.018645, + "range_504_ratio": 2.769441, + "range_factor_pass": true, + "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": 97.751606, + "strategy_rank": 93.021007, + "production_rank": 94.597873, + "structural_overlay_pass": false, + "structural_overlay_score": 89.86798, + "structural_overlay_rr": 1.705319, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.726845, + "primary_prob": 33.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.590268, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.990965, + "range_504_ratio": 2.693834, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.693906, + "hold30_r": 1.549378 + }, + { + "symbol": "COR", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.329764, + "strategy_rank": 63.493948, + "production_rank": 71.772554, + "structural_overlay_pass": false, + "structural_overlay_score": 68.183926, + "structural_overlay_rr": 1.705834, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.823535, + "primary_prob": 37.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.235302, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.450081, + "range_504_ratio": 1.568439, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.763728, + "hold30_r": -1.0 + }, + { + "symbol": "CSGP", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.582441, + "strategy_rank": 79.644809, + "production_rank": 81.290686, + "structural_overlay_pass": false, + "structural_overlay_score": 77.226152, + "structural_overlay_rr": 0.970164, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.890427, + "primary_prob": 30.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.835641, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.723795, + "range_504_ratio": 2.062245, + "range_factor_pass": false, + "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": 92.398287, + "strategy_rank": 89.337649, + "production_rank": 90.357862, + "structural_overlay_pass": false, + "structural_overlay_score": 85.839969, + "structural_overlay_rr": 1.742648, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.534999, + "primary_prob": 36.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.302499, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 1.007914, + "range_504_ratio": 2.73988, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.059976, + "hold30_r": -1.026687 + }, + { + "symbol": "CTVA", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.826552, + "strategy_rank": 75.021231, + "production_rank": 80.956338, + "structural_overlay_pass": false, + "structural_overlay_score": 76.908521, + "structural_overlay_rr": 0.691934, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.730518, + "primary_prob": 52.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 70.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.095776, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.522043, + "range_504_ratio": 1.685468, + "range_factor_pass": false, + "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": 94.539615, + "strategy_rank": 83.800331, + "production_rank": 87.380093, + "structural_overlay_pass": false, + "structural_overlay_score": 83.011088, + "structural_overlay_rr": 1.756129, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.819139, + "primary_prob": 31.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.728708, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.714245, + "range_504_ratio": 2.042645, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.771976, + "hold30_r": 1.555251 + }, + { + "symbol": "DE", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.584582, + "strategy_rank": 68.015391, + "production_rank": 72.538455, + "structural_overlay_pass": false, + "structural_overlay_score": 68.911532, + "structural_overlay_rr": 0.945625, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.681029, + "primary_prob": 64.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.021543, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.45738, + "range_504_ratio": 1.57993, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.619322, + "hold30_r": -1.0 + }, + { + "symbol": "DLTR", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.832976, + "strategy_rank": 76.369651, + "production_rank": 78.857426, + "structural_overlay_pass": false, + "structural_overlay_score": 74.914555, + "structural_overlay_rr": 2.176686, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.717507, + "primary_prob": 33.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.576261, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.743315, + "range_504_ratio": 2.102896, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.675722, + "hold30_r": 1.064376 + }, + { + "symbol": "DVN", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.965739, + "strategy_rank": 96.657041, + "production_rank": 97.093273, + "structural_overlay_pass": false, + "structural_overlay_score": 92.23861, + "structural_overlay_rr": 1.689933, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.247089, + "primary_prob": 26.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 3.370633, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 1.194363, + "range_504_ratio": 3.301455, + "range_factor_pass": true, + "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": 86.723769, + "strategy_rank": 69.022203, + "production_rank": 74.922725, + "structural_overlay_pass": false, + "structural_overlay_score": 71.176589, + "structural_overlay_rr": 1.528432, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.720194, + "primary_prob": 58.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 95.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.080291, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.435708, + "range_504_ratio": 1.546057, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.655498, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.368308, + "strategy_rank": 66.797688, + "production_rank": 72.654561, + "structural_overlay_pass": false, + "structural_overlay_score": 69.021833, + "structural_overlay_rr": 1.53757, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.671795, + "primary_prob": 48.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.007693, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.493551, + "range_504_ratio": 1.638122, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.613413, + "hold30_r": -1.0 + }, + { + "symbol": "EOG", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.573876, + "strategy_rank": 93.475913, + "production_rank": 94.508568, + "structural_overlay_pass": false, + "structural_overlay_score": 89.783139, + "structural_overlay_rr": 1.547072, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.135661, + "primary_prob": 27.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 99.0, + "primary_rejection_count": 20, + "primary_distance_atr": 3.203492, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.876371, + "range_504_ratio": 2.402165, + "range_factor_pass": false, + "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": 99.464668, + "strategy_rank": 98.34595, + "production_rank": 98.718856, + "structural_overlay_pass": false, + "structural_overlay_score": 93.782913, + "structural_overlay_rr": 1.888849, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.583269, + "primary_prob": 35.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.374903, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 1.196369, + "range_504_ratio": 3.308084, + "range_factor_pass": true, + "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": 91.541756, + "strategy_rank": 70.795647, + "production_rank": 77.711017, + "structural_overlay_pass": false, + "structural_overlay_score": 73.825466, + "structural_overlay_rr": 1.048941, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.048588, + "primary_prob": 30.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.572882, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.59225, + "range_504_ratio": 1.808053, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.005828, + "hold30_r": -1.0 + }, + { + "symbol": "EXE", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.788009, + "strategy_rank": 94.073568, + "production_rank": 94.978381, + "structural_overlay_pass": false, + "structural_overlay_score": 90.229462, + "structural_overlay_rr": 1.886041, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.516496, + "primary_prob": 36.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.274744, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.80057, + "range_504_ratio": 2.226811, + "range_factor_pass": false, + "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": 95.717345, + "strategy_rank": 93.260137, + "production_rank": 94.079206, + "structural_overlay_pass": false, + "structural_overlay_score": 89.375246, + "structural_overlay_rr": 1.904713, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.802104, + "primary_prob": 32.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.703157, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.941003, + "range_504_ratio": 2.562551, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.773395, + "hold30_r": 1.936091 + }, + { + "symbol": "FIX", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.792291, + "strategy_rank": 83.799806, + "production_rank": 86.130635, + "structural_overlay_pass": false, + "structural_overlay_score": 81.824103, + "structural_overlay_rr": 0.925626, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.703184, + "primary_prob": 56.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 86.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.054776, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.639145, + "range_504_ratio": 1.894861, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.654936, + "hold30_r": -1.0 + }, + { + "symbol": "FSLR", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.537473, + "strategy_rank": 95.909494, + "production_rank": 96.452153, + "structural_overlay_pass": false, + "structural_overlay_score": 91.629546, + "structural_overlay_rr": 0.977698, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.814323, + "primary_prob": 42.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.221484, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 1.069559, + "range_504_ratio": 2.914094, + "range_factor_pass": true, + "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": 86.188437, + "strategy_rank": 62.154934, + "production_rank": 70.166101, + "structural_overlay_pass": false, + "structural_overlay_score": 66.657796, + "structural_overlay_rr": 1.167997, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.217579, + "primary_prob": 32.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.826368, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.340905, + "range_504_ratio": 1.406219, + "range_factor_pass": false, + "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": 87.366167, + "strategy_rank": 63.587021, + "production_rank": 71.513403, + "structural_overlay_pass": false, + "structural_overlay_score": 67.937733, + "structural_overlay_rr": 1.600846, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.337364, + "primary_prob": 21.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.006046, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.359416, + "range_504_ratio": 1.432493, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.270746, + "hold30_r": 1.206352 + }, + { + "symbol": "HAL", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.32334, + "strategy_rank": 95.631669, + "production_rank": 96.195559, + "structural_overlay_pass": false, + "structural_overlay_score": 91.385781, + "structural_overlay_rr": 1.811294, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.845497, + "primary_prob": 31.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.768245, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.903753, + "range_504_ratio": 2.468852, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.820323, + "hold30_r": 2.676733 + }, + { + "symbol": "HII", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.5803, + "strategy_rank": 67.766764, + "production_rank": 74.371276, + "structural_overlay_pass": false, + "structural_overlay_score": 70.652712, + "structural_overlay_rr": 1.814375, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.276175, + "primary_prob": 25.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.914262, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.39312, + "range_504_ratio": 1.481595, + "range_factor_pass": false, + "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": 85.010707, + "strategy_rank": 72.780416, + "production_rank": 76.857179, + "structural_overlay_pass": false, + "structural_overlay_score": 73.01432, + "structural_overlay_rr": 1.008355, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.922597, + "primary_prob": 34.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.383895, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.429726, + "range_504_ratio": 1.536837, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.864107, + "hold30_r": -1.0 + }, + { + "symbol": "HUM", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.546039, + "strategy_rank": 64.391822, + "production_rank": 71.443227, + "structural_overlay_pass": false, + "structural_overlay_score": 67.871066, + "structural_overlay_rr": 0.692233, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.200385, + "primary_prob": 33.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.800578, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.486559, + "range_504_ratio": 1.626708, + "range_factor_pass": false, + "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": 80.620985, + "strategy_rank": 61.583943, + "production_rank": 67.929624, + "structural_overlay_pass": false, + "structural_overlay_score": 64.533143, + "structural_overlay_rr": 2.199313, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.954602, + "primary_prob": 25.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.931903, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.354605, + "range_504_ratio": 1.425618, + "range_factor_pass": false, + "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": 84.047109, + "strategy_rank": 73.769011, + "production_rank": 77.195043, + "structural_overlay_pass": false, + "structural_overlay_score": 73.335291, + "structural_overlay_rr": 1.307177, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.249722, + "primary_prob": 23.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.874582, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.510857, + "range_504_ratio": 1.666719, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.189978, + "hold30_r": -1.0 + }, + { + "symbol": "LDOS", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.012848, + "strategy_rank": 59.008141, + "production_rank": 66.676376, + "structural_overlay_pass": false, + "structural_overlay_score": 63.342558, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.841472, + "primary_prob": 54.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.262209, + "raw_level_count": 25, + "gate_level_count": 25, + "range_504_log": 0.315298, + "range_504_ratio": 1.370667, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.068884, + "hold30_r": -1.0 + }, + { + "symbol": "LLY", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.325482, + "strategy_rank": 72.872187, + "production_rank": 80.023285, + "structural_overlay_pass": false, + "structural_overlay_score": 76.022121, + "structural_overlay_rr": 0.685036, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.738834, + "primary_prob": 45.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.108251, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.533056, + "range_504_ratio": 1.704133, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.683251, + "hold30_r": -1.0 + }, + { + "symbol": "LVS", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.578158, + "strategy_rank": 90.046502, + "production_rank": 90.223721, + "structural_overlay_pass": false, + "structural_overlay_score": 85.712535, + "structural_overlay_rr": 2.398068, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "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": 49, + "gate_level_count": 49, + "range_504_log": 0.622855, + "range_504_ratio": 1.864242, + "range_factor_pass": false, + "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": 95.931478, + "strategy_rank": 69.16696, + "production_rank": 78.088466, + "structural_overlay_pass": false, + "structural_overlay_score": 74.184042, + "structural_overlay_rr": 1.231967, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.775021, + "primary_prob": 17.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.662532, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.766884, + "range_504_ratio": 2.153046, + "range_factor_pass": false, + "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": 86.937901, + "strategy_rank": 63.894911, + "production_rank": 71.575908, + "structural_overlay_pass": false, + "structural_overlay_score": 67.997112, + "structural_overlay_rr": 1.32353, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.656407, + "primary_prob": 29.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 77.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.48461, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.337326, + "range_504_ratio": 1.401195, + "range_factor_pass": false, + "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": 96.14561, + "strategy_rank": 94.007684, + "production_rank": 94.720326, + "structural_overlay_pass": false, + "structural_overlay_score": 89.98431, + "structural_overlay_rr": 1.948316, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.705739, + "primary_prob": 33.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.558608, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 1.031539, + "range_504_ratio": 2.805379, + "range_factor_pass": true, + "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": 98.394004, + "strategy_rank": 90.208426, + "production_rank": 92.936952, + "structural_overlay_pass": false, + "structural_overlay_score": 88.290104, + "structural_overlay_rr": 1.602597, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.537318, + "primary_prob": 25.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.305976, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 0.933241, + "range_504_ratio": 2.542738, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.50037, + "hold30_r": 3.973853 + }, + { + "symbol": "MTB", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.798715, + "strategy_rank": 73.346521, + "production_rank": 76.163919, + "structural_overlay_pass": false, + "structural_overlay_score": 72.355723, + "structural_overlay_rr": 1.883363, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.03405, + "primary_prob": 29.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 65, + "primary_distance_atr": 3.051076, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.409246, + "range_504_ratio": 1.505683, + "range_factor_pass": false, + "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": 85.974304, + "strategy_rank": 89.862183, + "production_rank": 88.566224, + "structural_overlay_pass": false, + "structural_overlay_score": 84.137912, + "structural_overlay_rr": 0.82998, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.783367, + "primary_prob": 21.79, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 21, + "primary_distance_atr": 4.17505, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 1.118776, + "range_504_ratio": 3.061106, + "range_factor_pass": true, + "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": 92.184154, + "strategy_rank": 76.234665, + "production_rank": 81.551161, + "structural_overlay_pass": false, + "structural_overlay_score": 77.473603, + "structural_overlay_rr": 1.334818, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.049481, + "primary_prob": 30.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.574221, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.478028, + "range_504_ratio": 1.612891, + "range_factor_pass": false, + "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": 91.755889, + "strategy_rank": 88.440209, + "production_rank": 89.545436, + "structural_overlay_pass": false, + "structural_overlay_score": 85.068164, + "structural_overlay_rr": 1.029677, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.119044, + "primary_prob": 40.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 74.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.678566, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.761874, + "range_504_ratio": 2.142287, + "range_factor_pass": false, + "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": 94.111349, + "strategy_rank": 94.662593, + "production_rank": 94.478845, + "structural_overlay_pass": false, + "structural_overlay_score": 89.754902, + "structural_overlay_rr": 1.1845, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.744993, + "primary_prob": 48.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.11749, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.820796, + "range_504_ratio": 2.272308, + "range_factor_pass": false, + "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": 87.152034, + "strategy_rank": 61.774015, + "production_rank": 70.233354, + "structural_overlay_pass": false, + "structural_overlay_score": 66.721687, + "structural_overlay_rr": 1.843466, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.497447, + "primary_prob": 18.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.24617, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.463891, + "range_504_ratio": 1.590249, + "range_factor_pass": false, + "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": 99.892934, + "strategy_rank": 95.735288, + "production_rank": 97.12117, + "structural_overlay_pass": false, + "structural_overlay_score": 92.265111, + "structural_overlay_rr": 1.996711, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.704205, + "primary_prob": 33.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.556308, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 1.271872, + "range_504_ratio": 3.567525, + "range_factor_pass": true, + "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": 80.835118, + "strategy_rank": 60.198655, + "production_rank": 67.077476, + "structural_overlay_pass": false, + "structural_overlay_score": 63.723602, + "structural_overlay_rr": 1.786091, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.139629, + "primary_prob": 31.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.709444, + "raw_level_count": 26, + "gate_level_count": 26, + "range_504_log": 0.330723, + "range_504_ratio": 1.391974, + "range_factor_pass": false, + "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": 91.327623, + "strategy_rank": 76.530616, + "production_rank": 81.462951, + "structural_overlay_pass": false, + "structural_overlay_score": 77.389804, + "structural_overlay_rr": 1.238701, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.050184, + "primary_prob": 39.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.575276, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.494359, + "range_504_ratio": 1.639448, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.997568, + "hold30_r": -1.111211 + }, + { + "symbol": "PGR", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.042827, + "strategy_rank": 69.170704, + "production_rank": 76.128078, + "structural_overlay_pass": false, + "structural_overlay_score": 72.321674, + "structural_overlay_rr": 1.166912, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.859367, + "primary_prob": 36.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.28905, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.409003, + "range_504_ratio": 1.505316, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.058975, + "hold30_r": -1.0 + }, + { + "symbol": "PODD", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.468951, + "strategy_rank": 92.261954, + "production_rank": 92.664286, + "structural_overlay_pass": false, + "structural_overlay_score": 88.031072, + "structural_overlay_rr": 1.400411, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.254083, + "primary_prob": 29.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.881124, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.584743, + "range_504_ratio": 1.79453, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.039849, + "hold30_r": -1.0 + }, + { + "symbol": "PSX", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.96788, + "strategy_rank": 88.993508, + "production_rank": 90.984965, + "structural_overlay_pass": false, + "structural_overlay_score": 86.435717, + "structural_overlay_rr": 0.978076, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.408786, + "primary_prob": 21.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 83.0, + "primary_rejection_count": 16, + "primary_distance_atr": 3.613178, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.585921, + "range_504_ratio": 1.796645, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.038958, + "hold30_r": 2.156629 + }, + { + "symbol": "PTC", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.331906, + "strategy_rank": 76.395447, + "production_rank": 79.374267, + "structural_overlay_pass": false, + "structural_overlay_score": 75.405553, + "structural_overlay_rr": 1.673701, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.714318, + "primary_prob": 33.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.571477, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.465137, + "range_504_ratio": 1.592232, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.669034, + "hold30_r": 2.410111 + }, + { + "symbol": "PWR", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.040685, + "strategy_rank": 84.70204, + "production_rank": 87.481589, + "structural_overlay_pass": false, + "structural_overlay_score": 83.107509, + "structural_overlay_rr": 1.05609, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.05609, + "primary_prob": 27.77, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.584134, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.605597, + "range_504_ratio": 1.832346, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.008025, + "hold30_r": -1.0 + }, + { + "symbol": "RJF", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.61242, + "strategy_rank": 76.31057, + "production_rank": 81.74452, + "structural_overlay_pass": false, + "structural_overlay_score": 77.657294, + "structural_overlay_rr": 1.574583, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.485149, + "primary_prob": 25.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.227723, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.430051, + "range_504_ratio": 1.537335, + "range_factor_pass": false, + "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": 89.614561, + "strategy_rank": 76.06708, + "production_rank": 80.582907, + "structural_overlay_pass": false, + "structural_overlay_score": 76.553761, + "structural_overlay_rr": 1.696834, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.78794, + "primary_prob": 25.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 63.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.68191, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.412515, + "range_504_ratio": 1.510612, + "range_factor_pass": false, + "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": 98.179872, + "strategy_rank": 95.175803, + "production_rank": 96.177159, + "structural_overlay_pass": false, + "structural_overlay_score": 91.368302, + "structural_overlay_rr": 1.873058, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.705743, + "primary_prob": 28.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 73.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.558614, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.772016, + "range_504_ratio": 2.164124, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.67602, + "hold30_r": 2.936244 + }, + { + "symbol": "SMCI", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.678801, + "strategy_rank": 98.303945, + "production_rank": 98.76223, + "structural_overlay_pass": false, + "structural_overlay_score": 93.824119, + "structural_overlay_rr": 1.653015, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.677441, + "primary_prob": 45.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.016161, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 1.063325, + "range_504_ratio": 2.895985, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.65264, + "hold30_r": -1.0 + }, + { + "symbol": "SRE", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.192719, + "strategy_rank": 61.09226, + "production_rank": 67.45908, + "structural_overlay_pass": false, + "structural_overlay_score": 64.086126, + "structural_overlay_rr": 1.974764, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.982356, + "primary_prob": 29.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.973534, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.389389, + "range_504_ratio": 1.476079, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.068355, + "hold30_r": -1.0 + }, + { + "symbol": "SYY", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.404711, + "strategy_rank": 63.40462, + "production_rank": 70.071317, + "structural_overlay_pass": false, + "structural_overlay_score": 66.567751, + "structural_overlay_rr": 1.18089, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.196319, + "primary_prob": 43.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 77, + "primary_distance_atr": 1.794479, + "raw_level_count": 25, + "gate_level_count": 25, + "range_504_log": 0.29642, + "range_504_ratio": 1.345035, + "range_factor_pass": false, + "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": 95.182013, + "strategy_rank": 71.42485, + "production_rank": 79.343905, + "structural_overlay_pass": false, + "structural_overlay_score": 75.376709, + "structural_overlay_rr": 1.436086, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.135042, + "primary_prob": 41.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 80.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.702563, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.5561, + "range_504_ratio": 1.743858, + "range_factor_pass": false, + "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": 90.364026, + "strategy_rank": 67.988293, + "production_rank": 75.446871, + "structural_overlay_pass": false, + "structural_overlay_score": 71.674527, + "structural_overlay_rr": 1.339436, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.844996, + "primary_prob": 31.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.767493, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.419251, + "range_504_ratio": 1.520822, + "range_factor_pass": false, + "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": 99.250535, + "strategy_rank": 96.436995, + "production_rank": 97.374842, + "structural_overlay_pass": false, + "structural_overlay_score": 92.5061, + "structural_overlay_rr": 1.581964, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.666827, + "primary_prob": 47.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.00024, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 1.06282, + "range_504_ratio": 2.894522, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.634231, + "hold30_r": -1.0 + }, + { + "symbol": "TRGP", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.254818, + "strategy_rank": 89.553426, + "production_rank": 90.787223, + "structural_overlay_pass": false, + "structural_overlay_score": 86.247862, + "structural_overlay_rr": 2.034439, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.972924, + "primary_prob": 29.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.959386, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.741796, + "range_504_ratio": 2.099704, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.936706, + "hold30_r": 1.765498 + }, + { + "symbol": "UAL", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.901499, + "strategy_rank": 86.989471, + "production_rank": 87.293481, + "structural_overlay_pass": false, + "structural_overlay_score": 82.928807, + "structural_overlay_rr": 2.606843, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.198508, + "primary_prob": 27.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 63, + "primary_distance_atr": 3.297762, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.595362, + "range_504_ratio": 1.813687, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.040263, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.82227, + "strategy_rank": 95.177721, + "production_rank": 96.392571, + "structural_overlay_pass": false, + "structural_overlay_score": 91.572942, + "structural_overlay_rr": 2.386395, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.686465, + "primary_prob": 33.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.529698, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.914113, + "range_504_ratio": 2.494562, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.655498, + "hold30_r": 3.875969 + }, + { + "symbol": "VRTX", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.396146, + "strategy_rank": 80.913762, + "production_rank": 85.741224, + "structural_overlay_pass": false, + "structural_overlay_score": 81.454162, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.728406, + "primary_prob": 44.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.092608, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.610528, + "range_504_ratio": 1.841404, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.051568, + "hold30_r": -1.0 + }, + { + "symbol": "VST", + "date": "2022-12-09", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.618844, + "strategy_rank": 76.827434, + "production_rank": 79.091237, + "structural_overlay_pass": false, + "structural_overlay_score": 75.136675, + "structural_overlay_rr": 2.136765, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.150472, + "primary_prob": 27.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 3.225708, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.506212, + "range_504_ratio": 1.658995, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.048452, + "hold30_r": -1.0 + }, + { + "symbol": "WMB", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.760171, + "strategy_rank": 72.505467, + "production_rank": 76.923702, + "structural_overlay_pass": false, + "structural_overlay_score": 73.077517, + "structural_overlay_rr": 1.457415, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.221675, + "primary_prob": 26.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 3.332513, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.47852, + "range_504_ratio": 1.613685, + "range_factor_pass": false, + "outcome": "ambiguous", + "net_r": -1.05093, + "hold30_r": -1.0 + }, + { + "symbol": "WRB", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.11349, + "strategy_rank": 69.664305, + "production_rank": 76.814033, + "structural_overlay_pass": false, + "structural_overlay_score": 72.973332, + "structural_overlay_rr": 1.420551, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.420551, + "primary_prob": 19.01, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.130827, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.490831, + "range_504_ratio": 1.633673, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.060842, + "hold30_r": -1.0 + }, + { + "symbol": "XOM", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.002141, + "strategy_rank": 86.515571, + "production_rank": 90.011095, + "structural_overlay_pass": false, + "structural_overlay_score": 85.51054, + "structural_overlay_rr": 2.014767, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.937866, + "primary_prob": 28.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 92.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.906798, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.788843, + "range_504_ratio": 2.200848, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.890821, + "hold30_r": 2.196854 + }, + { + "symbol": "ADM", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.133047, + "strategy_rank": 79.391851, + "production_rank": 83.97225, + "structural_overlay_pass": false, + "structural_overlay_score": 79.773637, + "structural_overlay_rr": 1.775407, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.375601, + "primary_prob": 39.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.063401, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.552434, + "range_504_ratio": 1.737477, + "range_factor_pass": false, + "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": 87.76824, + "strategy_rank": 80.892896, + "production_rank": 83.184678, + "structural_overlay_pass": false, + "structural_overlay_score": 79.025444, + "structural_overlay_rr": 1.159658, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.67105, + "primary_prob": 47.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.006574, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.473288, + "range_504_ratio": 1.605263, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.619294, + "hold30_r": -1.0 + }, + { + "symbol": "AFL", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.763948, + "strategy_rank": 60.48861, + "production_rank": 68.58039, + "structural_overlay_pass": false, + "structural_overlay_score": 65.15137, + "structural_overlay_rr": 1.604243, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.9732, + "primary_prob": 47.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 86.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.4598, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.349041, + "range_504_ratio": 1.417707, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.908411, + "hold30_r": 1.999437 + }, + { + "symbol": "ALB", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.098712, + "strategy_rank": 92.15115, + "production_rank": 92.800337, + "structural_overlay_pass": false, + "structural_overlay_score": 88.160321, + "structural_overlay_rr": 2.129884, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.513786, + "primary_prob": 36.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.270679, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.718974, + "range_504_ratio": 2.052327, + "range_factor_pass": false, + "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": 83.798283, + "strategy_rank": 59.972901, + "production_rank": 67.914695, + "structural_overlay_pass": false, + "structural_overlay_score": 64.51896, + "structural_overlay_rr": 2.269499, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.819292, + "primary_prob": 31.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.728939, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.401126, + "range_504_ratio": 1.493506, + "range_factor_pass": false, + "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": 83.369099, + "strategy_rank": 74.864779, + "production_rank": 77.699552, + "structural_overlay_pass": false, + "structural_overlay_score": 73.814575, + "structural_overlay_rr": 1.803695, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.559918, + "primary_prob": 30.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 71.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.339877, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.433627, + "range_504_ratio": 1.542843, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.506619, + "hold30_r": 3.615209 + }, + { + "symbol": "APA", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.248927, + "strategy_rank": 98.063993, + "production_rank": 98.458971, + "structural_overlay_pass": false, + "structural_overlay_score": 93.536022, + "structural_overlay_rr": 1.812978, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.898456, + "primary_prob": 52.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.347684, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 1.206543, + "range_504_ratio": 3.341911, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.871134, + "hold30_r": -0.121666 + }, + { + "symbol": "ARES", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.304721, + "strategy_rank": 83.70433, + "production_rank": 85.237794, + "structural_overlay_pass": false, + "structural_overlay_score": 80.975904, + "structural_overlay_rr": 2.075203, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.03033, + "primary_prob": 29.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 71, + "primary_distance_atr": 3.045494, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.52758, + "range_504_ratio": 1.694826, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.995799, + "hold30_r": 4.185828 + }, + { + "symbol": "AXON", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.815451, + "strategy_rank": 93.288764, + "production_rank": 94.130993, + "structural_overlay_pass": false, + "structural_overlay_score": 89.424443, + "structural_overlay_rr": 2.240088, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.215614, + "primary_prob": 26.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 3.323422, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.929604, + "range_504_ratio": 2.533505, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.178378, + "hold30_r": 3.193922 + }, + { + "symbol": "AZO", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.193133, + "strategy_rank": 61.30186, + "production_rank": 69.265618, + "structural_overlay_pass": false, + "structural_overlay_score": 65.802337, + "structural_overlay_rr": 2.16987, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.228751, + "primary_prob": 42.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 99.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.843127, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.593453, + "range_504_ratio": 1.810228, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.173413, + "hold30_r": 1.339385 + }, + { + "symbol": "BIIB", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.48927, + "strategy_rank": 93.845053, + "production_rank": 93.393126, + "structural_overlay_pass": false, + "structural_overlay_score": 88.723469, + "structural_overlay_rr": 1.676367, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.593523, + "primary_prob": 35.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.390285, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.687239, + "range_504_ratio": 1.988219, + "range_factor_pass": false, + "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": 90.021459, + "strategy_rank": 87.758611, + "production_rank": 88.512894, + "structural_overlay_pass": false, + "structural_overlay_score": 84.087249, + "structural_overlay_rr": 1.178156, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.858813, + "primary_prob": 28.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 85.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.78822, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.726893, + "range_504_ratio": 2.068643, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.820465, + "hold30_r": 2.446607 + }, + { + "symbol": "CASY", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.553648, + "strategy_rank": 64.524733, + "production_rank": 72.201038, + "structural_overlay_pass": false, + "structural_overlay_score": 68.590986, + "structural_overlay_rr": 1.114957, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.886924, + "primary_prob": 35.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.330386, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.380458, + "range_504_ratio": 1.462954, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.05443, + "hold30_r": -1.0 + }, + { + "symbol": "CAT", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.579399, + "strategy_rank": 74.097887, + "production_rank": 76.258391, + "structural_overlay_pass": false, + "structural_overlay_score": 72.445472, + "structural_overlay_rr": 0.831316, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.674555, + "primary_prob": 54.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 67.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.011833, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.401097, + "range_504_ratio": 1.493462, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.617894, + "hold30_r": 2.047611 + }, + { + "symbol": "CF", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.244635, + "strategy_rank": 93.909706, + "production_rank": 94.688016, + "structural_overlay_pass": false, + "structural_overlay_score": 89.953615, + "structural_overlay_rr": 1.82877, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.136939, + "primary_prob": 27.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 3.205408, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 1.018645, + "range_504_ratio": 2.769441, + "range_factor_pass": true, + "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": 91.630901, + "strategy_rank": 66.417272, + "production_rank": 74.821815, + "structural_overlay_pass": false, + "structural_overlay_score": 71.080724, + "structural_overlay_rr": 1.219892, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.224486, + "primary_prob": 23.75, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.836729, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.573129, + "range_504_ratio": 1.773808, + "range_factor_pass": false, + "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": 81.223176, + "strategy_rank": 63.394685, + "production_rank": 69.337515, + "structural_overlay_pass": false, + "structural_overlay_score": 65.870639, + "structural_overlay_rr": 1.08301, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.904716, + "primary_prob": 52.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 1.357074, + "raw_level_count": 26, + "gate_level_count": 26, + "range_504_log": 0.32124, + "range_504_ratio": 1.378836, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.850254, + "hold30_r": 1.769533 + }, + { + "symbol": "COP", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.746781, + "strategy_rank": 92.076593, + "production_rank": 93.966656, + "structural_overlay_pass": false, + "structural_overlay_score": 89.268323, + "structural_overlay_rr": 1.803379, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.829215, + "primary_prob": 31.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.743823, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.990965, + "range_504_ratio": 2.693834, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.792866, + "hold30_r": 1.194737 + }, + { + "symbol": "CSGP", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.012876, + "strategy_rank": 79.770551, + "production_rank": 81.184659, + "structural_overlay_pass": false, + "structural_overlay_score": 77.125426, + "structural_overlay_rr": 1.707699, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.789528, + "primary_prob": 32.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.684292, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.723795, + "range_504_ratio": 2.062245, + "range_factor_pass": false, + "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": 92.274678, + "strategy_rank": 88.406377, + "production_rank": 89.695811, + "structural_overlay_pass": false, + "structural_overlay_score": 85.21102, + "structural_overlay_rr": 0.939529, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 3.042719, + "primary_prob": 20.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 4.564078, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 1.007914, + "range_504_ratio": 2.73988, + "range_factor_pass": true, + "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": 91.845494, + "strategy_rank": 75.061076, + "production_rank": 80.655882, + "structural_overlay_pass": false, + "structural_overlay_score": 76.623088, + "structural_overlay_rr": 2.010754, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.650657, + "primary_prob": 22.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 21, + "primary_distance_atr": 3.975985, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.522043, + "range_504_ratio": 1.685468, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.048336, + "hold30_r": 1.900141 + }, + { + "symbol": "CVX", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.957082, + "strategy_rank": 82.912265, + "production_rank": 86.927204, + "structural_overlay_pass": false, + "structural_overlay_score": 82.580844, + "structural_overlay_rr": 1.751343, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.818465, + "primary_prob": 31.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.727698, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.714245, + "range_504_ratio": 2.042645, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.768333, + "hold30_r": 0.392218 + }, + { + "symbol": "DE", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.407725, + "strategy_rank": 70.907203, + "production_rank": 75.74071, + "structural_overlay_pass": false, + "structural_overlay_score": 71.953675, + "structural_overlay_rr": 1.221135, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.940791, + "primary_prob": 47.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 80.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.411187, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.45738, + "range_504_ratio": 1.57993, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.879011, + "hold30_r": -1.0 + }, + { + "symbol": "DLTR", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.733906, + "strategy_rank": 80.863734, + "production_rank": 83.487124, + "structural_overlay_pass": false, + "structural_overlay_score": 79.312768, + "structural_overlay_rr": 2.297776, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.402188, + "primary_prob": 25.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 3.603282, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.743315, + "range_504_ratio": 2.102896, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.045237, + "hold30_r": 1.726721 + }, + { + "symbol": "DVN", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.60515, + "strategy_rank": 96.940272, + "production_rank": 97.495231, + "structural_overlay_pass": false, + "structural_overlay_score": 92.62047, + "structural_overlay_rr": 1.749584, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.364271, + "primary_prob": 25.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 3.546407, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 1.194363, + "range_504_ratio": 3.301455, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.029434, + "hold30_r": 0.443367 + }, + { + "symbol": "EG", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.437768, + "strategy_rank": 70.05131, + "production_rank": 73.846796, + "structural_overlay_pass": false, + "structural_overlay_score": 70.154456, + "structural_overlay_rr": 1.47339, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.86893, + "primary_prob": 50.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 83.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.303395, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.371853, + "range_504_ratio": 1.450419, + "range_factor_pass": false, + "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": 88.090129, + "strategy_rank": 67.752834, + "production_rank": 74.531932, + "structural_overlay_pass": false, + "structural_overlay_score": 70.805335, + "structural_overlay_rr": 1.560423, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.707421, + "primary_prob": 59.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.061131, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.493551, + "range_504_ratio": 1.638122, + "range_factor_pass": false, + "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": 96.67382, + "strategy_rank": 92.896033, + "production_rank": 94.155295, + "structural_overlay_pass": false, + "structural_overlay_score": 89.44753, + "structural_overlay_rr": 1.83339, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.76829, + "primary_prob": 32.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 98.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.652435, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.876371, + "range_504_ratio": 2.402165, + "range_factor_pass": false, + "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": 99.034335, + "strategy_rank": 97.72147, + "production_rank": 98.159092, + "structural_overlay_pass": false, + "structural_overlay_score": 93.251137, + "structural_overlay_rr": 1.906737, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.618088, + "primary_prob": 35.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.427132, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 1.196369, + "range_504_ratio": 3.308084, + "range_factor_pass": true, + "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": 91.416309, + "strategy_rank": 70.818339, + "production_rank": 77.684329, + "structural_overlay_pass": false, + "structural_overlay_score": 73.800113, + "structural_overlay_rr": 1.53341, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.24544, + "primary_prob": 24.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.86816, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.59225, + "range_504_ratio": 1.808053, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.196959, + "hold30_r": -1.0 + }, + { + "symbol": "EXE", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.459227, + "strategy_rank": 93.867613, + "production_rank": 94.731485, + "structural_overlay_pass": false, + "structural_overlay_score": 89.99491, + "structural_overlay_rr": 0.827855, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.119731, + "primary_prob": 45.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.679597, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.80057, + "range_504_ratio": 2.226811, + "range_factor_pass": false, + "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": 96.030043, + "strategy_rank": 93.086415, + "production_rank": 94.067624, + "structural_overlay_pass": false, + "structural_overlay_score": 89.364243, + "structural_overlay_rr": 1.876308, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.788247, + "primary_prob": 56.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 1.182371, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.941003, + "range_504_ratio": 2.562551, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.755645, + "hold30_r": 1.0959 + }, + { + "symbol": "FCX", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.154506, + "strategy_rank": 86.733796, + "production_rank": 85.540699, + "structural_overlay_pass": false, + "structural_overlay_score": 81.263664, + "structural_overlay_rr": 2.927479, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.884615, + "primary_prob": 46.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.826923, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.740208, + "range_504_ratio": 2.096371, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.851829, + "hold30_r": 2.75641 + }, + { + "symbol": "FICO", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.888412, + "strategy_rank": 96.027017, + "production_rank": 96.314148, + "structural_overlay_pass": false, + "structural_overlay_score": 91.498441, + "structural_overlay_rr": 1.109076, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.78491, + "primary_prob": 45.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.177365, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.629345, + "range_504_ratio": 1.87638, + "range_factor_pass": false, + "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": 91.201717, + "strategy_rank": 82.398894, + "production_rank": 85.333168, + "structural_overlay_pass": false, + "structural_overlay_score": 81.06651, + "structural_overlay_rr": 1.710819, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.675625, + "primary_prob": 34.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.513437, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.639145, + "range_504_ratio": 1.894861, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.627959, + "hold30_r": 1.216305 + }, + { + "symbol": "FSLR", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.175966, + "strategy_rank": 95.966766, + "production_rank": 96.703166, + "structural_overlay_pass": false, + "structural_overlay_score": 91.868007, + "structural_overlay_rr": 1.795507, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.514894, + "primary_prob": 20.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.27234, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 1.069559, + "range_504_ratio": 2.914094, + "range_factor_pass": true, + "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": 80.793991, + "strategy_rank": 58.350666, + "production_rank": 65.831774, + "structural_overlay_pass": false, + "structural_overlay_score": 62.540186, + "structural_overlay_rr": 1.578885, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.274744, + "primary_prob": 34.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 65.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.912116, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.340905, + "range_504_ratio": 1.406219, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.072505, + "hold30_r": -1.0 + }, + { + "symbol": "GDDY", + "date": "2022-12-16", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.150215, + "strategy_rank": 73.284637, + "production_rank": 75.573163, + "structural_overlay_pass": false, + "structural_overlay_score": 71.794505, + "structural_overlay_rr": 1.964065, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 11, + "rr": 2.008728, + "primary_prob": 29.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 3.013092, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.335588, + "range_504_ratio": 1.398763, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.964083, + "hold30_r": 2.657517 + }, + { + "symbol": "GL", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.266094, + "strategy_rank": 61.924728, + "production_rank": 70.038517, + "structural_overlay_pass": false, + "structural_overlay_score": 66.536591, + "structural_overlay_rr": 1.602098, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.339348, + "primary_prob": 21.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.009022, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.359416, + "range_504_ratio": 1.432493, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.272927, + "hold30_r": 1.054762 + }, + { + "symbol": "GPC", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.450644, + "strategy_rank": 64.30904, + "production_rank": 73.022908, + "structural_overlay_pass": false, + "structural_overlay_score": 69.371763, + "structural_overlay_rr": 1.15382, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.051031, + "primary_prob": 47.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.576547, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.484583, + "range_504_ratio": 1.623497, + "range_factor_pass": false, + "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": 82.081545, + "strategy_rank": 67.937851, + "production_rank": 72.652416, + "structural_overlay_pass": false, + "structural_overlay_score": 69.019795, + "structural_overlay_rr": 1.878644, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.773475, + "primary_prob": 32.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.660213, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.447714, + "range_504_ratio": 1.564731, + "range_factor_pass": false, + "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": 97.532189, + "strategy_rank": 95.804583, + "production_rank": 96.380452, + "structural_overlay_pass": false, + "structural_overlay_score": 91.561429, + "structural_overlay_rr": 1.567618, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "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": 65, + "gate_level_count": 65, + "range_504_log": 0.903753, + "range_504_ratio": 2.468852, + "range_factor_pass": false, + "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": 89.806867, + "strategy_rank": 83.025063, + "production_rank": 85.285665, + "structural_overlay_pass": false, + "structural_overlay_score": 81.021381, + "structural_overlay_rr": 2.670842, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 10, + "rr": 1.582916, + "primary_prob": 35.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 70, + "primary_distance_atr": 2.374374, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.388277, + "range_504_ratio": 1.474438, + "range_factor_pass": false, + "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": 86.480687, + "strategy_rank": 73.324942, + "production_rank": 77.71019, + "structural_overlay_pass": false, + "structural_overlay_score": 73.824681, + "structural_overlay_rr": 1.441695, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.43469, + "primary_prob": 30.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.152036, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.436261, + "range_504_ratio": 1.546913, + "range_factor_pass": false, + "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": 87.124464, + "strategy_rank": 68.743535, + "production_rank": 74.870511, + "structural_overlay_pass": false, + "structural_overlay_score": 71.126985, + "structural_overlay_rr": 0.760162, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.812838, + "primary_prob": 43.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.219257, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.533056, + "range_504_ratio": 1.704133, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.758248, + "hold30_r": -1.0 + }, + { + "symbol": "LVS", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.313305, + "strategy_rank": 92.621877, + "production_rank": 93.185687, + "structural_overlay_pass": false, + "structural_overlay_score": 88.526402, + "structural_overlay_rr": 2.50774, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "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": 49, + "gate_level_count": 49, + "range_504_log": 0.622855, + "range_504_ratio": 1.864242, + "range_factor_pass": false, + "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": 82.725322, + "strategy_rank": 73.580802, + "production_rank": 76.628975, + "structural_overlay_pass": false, + "structural_overlay_score": 72.797527, + "structural_overlay_rr": 1.650699, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.547978, + "primary_prob": 36.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 77, + "primary_distance_atr": 2.321968, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.431608, + "range_504_ratio": 1.539731, + "range_factor_pass": false, + "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": 93.88412, + "strategy_rank": 68.699653, + "production_rank": 77.094476, + "structural_overlay_pass": false, + "structural_overlay_score": 73.239752, + "structural_overlay_rr": 1.198613, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.721848, + "primary_prob": 18.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.582772, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.766884, + "range_504_ratio": 2.153046, + "range_factor_pass": false, + "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": 86.695279, + "strategy_rank": 63.987977, + "production_rank": 71.557078, + "structural_overlay_pass": false, + "structural_overlay_score": 67.979224, + "structural_overlay_rr": 1.579129, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.519803, + "primary_prob": 36.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.279704, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.337326, + "range_504_ratio": 1.401195, + "range_factor_pass": false, + "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": 95.171674, + "strategy_rank": 93.479146, + "production_rank": 94.043322, + "structural_overlay_pass": false, + "structural_overlay_score": 89.341156, + "structural_overlay_rr": 2.608143, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.806536, + "primary_prob": 32.12, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.709804, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 1.031539, + "range_504_ratio": 2.805379, + "range_factor_pass": true, + "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": 98.390558, + "strategy_rank": 89.161852, + "production_rank": 92.238087, + "structural_overlay_pass": false, + "structural_overlay_score": 87.626183, + "structural_overlay_rr": 2.405368, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.815271, + "primary_prob": 24.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.722906, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 0.933241, + "range_504_ratio": 2.542738, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.775781, + "hold30_r": 2.378382 + }, + { + "symbol": "MRK", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.83691, + "strategy_rank": 60.66276, + "production_rank": 69.054143, + "structural_overlay_pass": false, + "structural_overlay_score": 65.601436, + "structural_overlay_rr": 0.669974, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.694021, + "primary_prob": 61.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.041031, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.458886, + "range_504_ratio": 1.582311, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.618779, + "hold30_r": -1.0 + }, + { + "symbol": "NCLH", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.060086, + "strategy_rank": 94.025393, + "production_rank": 93.370291, + "structural_overlay_pass": false, + "structural_overlay_score": 88.701776, + "structural_overlay_rr": 1.563019, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.542446, + "primary_prob": 36.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.31367, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 1.118776, + "range_504_ratio": 3.061106, + "range_factor_pass": true, + "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": 89.592275, + "strategy_rank": 75.278695, + "production_rank": 80.049888, + "structural_overlay_pass": false, + "structural_overlay_score": 76.047394, + "structural_overlay_rr": 1.353461, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.053946, + "primary_prob": 30.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.580919, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.478028, + "range_504_ratio": 1.612891, + "range_factor_pass": false, + "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": 92.703863, + "strategy_rank": 90.373473, + "production_rank": 91.15027, + "structural_overlay_pass": false, + "structural_overlay_score": 86.592756, + "structural_overlay_rr": 1.586289, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.530177, + "primary_prob": 36.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.295266, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.761874, + "range_504_ratio": 2.142287, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.496926, + "hold30_r": 5.149456 + }, + { + "symbol": "OKE", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.364807, + "strategy_rank": 74.620749, + "production_rank": 76.535435, + "structural_overlay_pass": false, + "structural_overlay_score": 72.708663, + "structural_overlay_rr": 1.276243, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.305602, + "primary_prob": 41.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.958403, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.436651, + "range_504_ratio": 1.547516, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.257911, + "hold30_r": 1.386578 + }, + { + "symbol": "ON", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.386266, + "strategy_rank": 95.424232, + "production_rank": 95.411577, + "structural_overlay_pass": false, + "structural_overlay_score": 90.640998, + "structural_overlay_rr": 1.519602, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.777648, + "primary_prob": 21.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.666472, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.820796, + "range_504_ratio": 2.272308, + "range_factor_pass": false, + "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": 84.44206, + "strategy_rank": 59.974827, + "production_rank": 68.130571, + "structural_overlay_pass": false, + "structural_overlay_score": 64.724043, + "structural_overlay_rr": 0.852603, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.773475, + "primary_prob": 42.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.160212, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.463891, + "range_504_ratio": 1.590249, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.706299, + "hold30_r": -1.0 + }, + { + "symbol": "OXY", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.892704, + "strategy_rank": 95.59797, + "production_rank": 97.029548, + "structural_overlay_pass": false, + "structural_overlay_score": 92.17807, + "structural_overlay_rr": 2.18703, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.870854, + "primary_prob": 31.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.806281, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 1.271872, + "range_504_ratio": 3.567525, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.034636, + "hold30_r": 0.26865 + }, + { + "symbol": "PCAR", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.978541, + "strategy_rank": 63.587543, + "production_rank": 70.717875, + "structural_overlay_pass": false, + "structural_overlay_score": 67.181982, + "structural_overlay_rr": 1.847461, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 9, + "rr": 1.714528, + "primary_prob": 26.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 63.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.571792, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.330723, + "range_504_ratio": 1.391974, + "range_factor_pass": false, + "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": 90.987124, + "strategy_rank": 76.960218, + "production_rank": 81.635853, + "structural_overlay_pass": false, + "structural_overlay_score": 77.554061, + "structural_overlay_rr": 2.083158, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.870129, + "primary_prob": 26.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 75.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.805193, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.494359, + "range_504_ratio": 1.639448, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.822478, + "hold30_r": 2.00881 + }, + { + "symbol": "PGR", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.583691, + "strategy_rank": 65.463712, + "production_rank": 71.503705, + "structural_overlay_pass": false, + "structural_overlay_score": 67.92852, + "structural_overlay_rr": 0.827266, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.46427, + "primary_prob": 23.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.196405, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.409003, + "range_504_ratio": 1.505316, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.404734, + "hold30_r": 2.714314 + }, + { + "symbol": "PODD", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.347639, + "strategy_rank": 92.330527, + "production_rank": 92.669565, + "structural_overlay_pass": false, + "structural_overlay_score": 88.036086, + "structural_overlay_rr": 0.83866, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.131834, + "primary_prob": 36.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.697752, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.584743, + "range_504_ratio": 1.79453, + "range_factor_pass": false, + "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": 94.742489, + "strategy_rank": 88.531281, + "production_rank": 90.601684, + "structural_overlay_pass": false, + "structural_overlay_score": 86.0716, + "structural_overlay_rr": 2.110632, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.032246, + "primary_prob": 25.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 82.0, + "primary_rejection_count": 16, + "primary_distance_atr": 3.048369, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.585921, + "range_504_ratio": 1.796645, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.989091, + "hold30_r": -0.56817 + }, + { + "symbol": "PTC", + "date": "2022-12-16", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.339056, + "strategy_rank": 76.874519, + "production_rank": 80.362698, + "structural_overlay_pass": false, + "structural_overlay_score": 76.344563, + "structural_overlay_rr": 1.243744, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.16752, + "primary_prob": 26.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 97.0, + "primary_rejection_count": 15, + "primary_distance_atr": 3.25128, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.465137, + "range_504_ratio": 1.592232, + "range_factor_pass": false, + "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": 92.918455, + "strategy_rank": 84.882662, + "production_rank": 87.56126, + "structural_overlay_pass": false, + "structural_overlay_score": 83.183197, + "structural_overlay_rr": 1.816267, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.336068, + "primary_prob": 25.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.004103, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.607858, + "range_504_ratio": 1.836493, + "range_factor_pass": false, + "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": 86.051502, + "strategy_rank": 89.69118, + "production_rank": 88.477954, + "structural_overlay_pass": false, + "structural_overlay_score": 84.054056, + "structural_overlay_rr": 1.756169, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.791451, + "primary_prob": 56.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.187176, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 1.150833, + "range_504_ratio": 3.160823, + "range_factor_pass": true, + "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": 81.866953, + "strategy_rank": 77.915841, + "production_rank": 79.232878, + "structural_overlay_pass": false, + "structural_overlay_score": 75.271235, + "structural_overlay_rr": 1.218574, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.944901, + "primary_prob": 50.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.417352, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.382628, + "range_504_ratio": 1.466132, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.89371, + "hold30_r": -1.063218 + }, + { + "symbol": "RJF", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.236052, + "strategy_rank": 75.088313, + "production_rank": 80.137559, + "structural_overlay_pass": false, + "structural_overlay_score": 76.130681, + "structural_overlay_rr": 1.532651, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.032111, + "primary_prob": 29.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 14, + "primary_distance_atr": 3.048166, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.430051, + "range_504_ratio": 1.537335, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.985537, + "hold30_r": 1.167065 + }, + { + "symbol": "ROL", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.519313, + "strategy_rank": 76.098135, + "production_rank": 80.238528, + "structural_overlay_pass": false, + "structural_overlay_score": 76.226601, + "structural_overlay_rr": 2.056717, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.945274, + "primary_prob": 30.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.917911, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.412515, + "range_504_ratio": 1.510612, + "range_factor_pass": false, + "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": 97.961373, + "strategy_rank": 94.983218, + "production_rank": 95.975936, + "structural_overlay_pass": false, + "structural_overlay_score": 91.17714, + "structural_overlay_rr": 1.53481, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.988969, + "primary_prob": 43.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 72.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.483454, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.772016, + "range_504_ratio": 2.164124, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.956205, + "hold30_r": 2.096707 + }, + { + "symbol": "SMCI", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.678112, + "strategy_rank": 98.492627, + "production_rank": 98.887788, + "structural_overlay_pass": false, + "structural_overlay_score": 93.943399, + "structural_overlay_rr": 1.636613, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.714726, + "primary_prob": 47.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.072089, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 1.063325, + "range_504_ratio": 2.895985, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.692619, + "hold30_r": -1.0 + }, + { + "symbol": "SRE", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.939914, + "strategy_rank": 63.250248, + "production_rank": 69.81347, + "structural_overlay_pass": false, + "structural_overlay_score": 66.322796, + "structural_overlay_rr": 2.495691, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.433361, + "primary_prob": 24.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 3.650042, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.389389, + "range_504_ratio": 1.476079, + "range_factor_pass": false, + "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": 97.103004, + "strategy_rank": 92.523385, + "production_rank": 94.049925, + "structural_overlay_pass": false, + "structural_overlay_score": 89.347429, + "structural_overlay_rr": 0.904014, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.693954, + "primary_prob": 47.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.040932, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.805684, + "range_504_ratio": 2.238227, + "range_factor_pass": false, + "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": 81.652361, + "strategy_rank": 63.631011, + "production_rank": 69.638128, + "structural_overlay_pass": false, + "structural_overlay_score": 66.156221, + "structural_overlay_rr": 2.311634, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.323693, + "primary_prob": 25.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 78, + "primary_distance_atr": 3.48554, + "raw_level_count": 25, + "gate_level_count": 25, + "range_504_log": 0.29642, + "range_504_ratio": 1.345035, + "range_factor_pass": false, + "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": 95.600858, + "strategy_rank": 70.446242, + "production_rank": 78.831114, + "structural_overlay_pass": false, + "structural_overlay_score": 74.889558, + "structural_overlay_rr": 2.079193, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.794345, + "primary_prob": 28.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 80.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.691517, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.5561, + "range_504_ratio": 1.743858, + "range_factor_pass": false, + "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": 85.622318, + "strategy_rank": 64.294597, + "production_rank": 71.403837, + "structural_overlay_pass": false, + "structural_overlay_score": 67.833645, + "structural_overlay_rr": 1.070064, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.535728, + "primary_prob": 36.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.303592, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.419251, + "range_504_ratio": 1.520822, + "range_factor_pass": false, + "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": 99.463519, + "strategy_rank": 96.739848, + "production_rank": 97.647739, + "structural_overlay_pass": false, + "structural_overlay_score": 92.765352, + "structural_overlay_rr": 0.687157, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.958391, + "primary_prob": 39.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.437587, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 1.06282, + "range_504_ratio": 2.894522, + "range_factor_pass": true, + "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": 94.527897, + "strategy_rank": 90.400297, + "production_rank": 91.776164, + "structural_overlay_pass": false, + "structural_overlay_score": 87.187356, + "structural_overlay_rr": 1.684943, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.596315, + "primary_prob": 35.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.394473, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.741796, + "range_504_ratio": 2.099704, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.55899, + "hold30_r": 1.192711 + }, + { + "symbol": "UAL", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.665236, + "strategy_rank": 88.465665, + "production_rank": 89.198856, + "structural_overlay_pass": false, + "structural_overlay_score": 84.738913, + "structural_overlay_rr": 2.129285, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 2.84765, + "primary_prob": 21.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 73, + "primary_distance_atr": 4.271476, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.595362, + "range_504_ratio": 1.813687, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.817502, + "hold30_r": 4.624618 + }, + { + "symbol": "ULTA", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.909871, + "strategy_rank": 69.394602, + "production_rank": 75.233025, + "structural_overlay_pass": false, + "structural_overlay_score": 71.471374, + "structural_overlay_rr": 1.528527, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.154863, + "primary_prob": 31.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.732295, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.416324, + "range_504_ratio": 1.516377, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.103595, + "hold30_r": 4.117976 + }, + { + "symbol": "URI", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.296137, + "strategy_rank": 78.761142, + "production_rank": 79.939474, + "structural_overlay_pass": false, + "structural_overlay_score": 75.9425, + "structural_overlay_rr": 1.364967, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.709373, + "primary_prob": 24.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.564059, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.58783, + "range_504_ratio": 1.800078, + "range_factor_pass": false, + "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": 81.008584, + "strategy_rank": 59.366265, + "production_rank": 66.580371, + "structural_overlay_pass": false, + "structural_overlay_score": 63.251353, + "structural_overlay_rr": 1.227879, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.26716, + "primary_prob": 42.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.90074, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.304162, + "range_504_ratio": 1.355488, + "range_factor_pass": false, + "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": 98.819742, + "strategy_rank": 94.910999, + "production_rank": 96.213914, + "structural_overlay_pass": false, + "structural_overlay_score": 91.403218, + "structural_overlay_rr": 1.892363, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.791843, + "primary_prob": 32.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.687764, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.914113, + "range_504_ratio": 2.494562, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.75773, + "hold30_r": 2.40907 + }, + { + "symbol": "VRTX", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.562232, + "strategy_rank": 79.17946, + "production_rank": 83.973717, + "structural_overlay_pass": false, + "structural_overlay_score": 79.775031, + "structural_overlay_rr": 1.190609, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.391288, + "primary_prob": 25.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.086932, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.610528, + "range_504_ratio": 1.841404, + "range_factor_pass": false, + "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": 82.51073, + "strategy_rank": 69.135716, + "production_rank": 73.594054, + "structural_overlay_pass": false, + "structural_overlay_score": 69.914351, + "structural_overlay_rr": 1.317952, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.254714, + "primary_prob": 25.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.88207, + "raw_level_count": 25, + "gate_level_count": 25, + "range_504_log": 0.307109, + "range_504_ratio": 1.35949, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.197964, + "hold30_r": 1.495204 + }, + { + "symbol": "WMB", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.270386, + "strategy_rank": 74.47645, + "production_rank": 79.407762, + "structural_overlay_pass": false, + "structural_overlay_score": 75.437374, + "structural_overlay_rr": 1.572004, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.590519, + "primary_prob": 35.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 59, + "primary_distance_atr": 2.385778, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.47852, + "range_504_ratio": 1.613685, + "range_factor_pass": false, + "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": 88.948498, + "strategy_rank": 68.866513, + "production_rank": 75.560508, + "structural_overlay_pass": false, + "structural_overlay_score": 71.782482, + "structural_overlay_rr": 0.880804, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.153151, + "primary_prob": 44.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.729727, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.490831, + "range_504_ratio": 1.633673, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.061312, + "hold30_r": -1.0 + }, + { + "symbol": "WYNN", + "date": "2022-12-16", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.227468, + "strategy_rank": 87.100253, + "production_rank": 86.142658, + "structural_overlay_pass": false, + "structural_overlay_score": 81.835525, + "structural_overlay_rr": 1.863493, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.824828, + "primary_prob": 36.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 20, + "primary_distance_atr": 4.237242, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.933238, + "range_504_ratio": 2.542729, + "range_factor_pass": false, + "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": 97.317597, + "strategy_rank": 85.622318, + "production_rank": 89.520744, + "structural_overlay_pass": false, + "structural_overlay_score": 85.044707, + "structural_overlay_rr": 1.818911, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.739603, + "primary_prob": 31.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 91.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.609404, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.788843, + "range_504_ratio": 2.200848, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.690176, + "hold30_r": -1.29113 + }, + { + "symbol": "ADM", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.413831, + "strategy_rank": 76.385305, + "production_rank": 82.061481, + "structural_overlay_pass": false, + "structural_overlay_score": 77.958406, + "structural_overlay_rr": 1.165013, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.739285, + "primary_prob": 58.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.108928, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.552434, + "range_504_ratio": 1.737477, + "range_factor_pass": false, + "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": 89.132821, + "strategy_rank": 81.889692, + "production_rank": 84.304069, + "structural_overlay_pass": false, + "structural_overlay_score": 80.088865, + "structural_overlay_rr": 0.900116, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.899245, + "primary_prob": 34.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.348868, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.473288, + "range_504_ratio": 1.605263, + "range_factor_pass": false, + "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": 63.25816, + "production_rank": 70.419454, + "structural_overlay_pass": false, + "structural_overlay_score": 66.898481, + "structural_overlay_rr": 1.655844, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.469913, + "primary_prob": 28.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.20487, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.396867, + "range_504_ratio": 1.487159, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.401944, + "hold30_r": 1.396104 + }, + { + "symbol": "ALB", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.621295, + "strategy_rank": 92.722872, + "production_rank": 93.35568, + "structural_overlay_pass": false, + "structural_overlay_score": 88.687896, + "structural_overlay_rr": 2.50077, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.595256, + "primary_prob": 23.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 3.892884, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.718974, + "range_504_ratio": 2.052327, + "range_factor_pass": false, + "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": 74.050038, + "production_rank": 76.626114, + "structural_overlay_pass": false, + "structural_overlay_score": 72.794808, + "structural_overlay_rr": 1.773827, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.568193, + "primary_prob": 34.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.352289, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.308526, + "range_504_ratio": 1.361417, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -2.329406, + "hold30_r": -2.269429 + }, + { + "symbol": "AMGN", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.863886, + "strategy_rank": 60.214567, + "production_rank": 68.097673, + "structural_overlay_pass": false, + "structural_overlay_score": 64.69279, + "structural_overlay_rr": 2.933343, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.906913, + "primary_prob": 27.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 82.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.860369, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.401126, + "range_504_ratio": 1.493506, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.064933, + "hold30_r": -1.0 + }, + { + "symbol": "AMP", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.839737, + "strategy_rank": 76.367903, + "production_rank": 79.525181, + "structural_overlay_pass": false, + "structural_overlay_score": 75.548922, + "structural_overlay_rr": 2.286147, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.025252, + "primary_prob": 22.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 69.0, + "primary_rejection_count": 14, + "primary_distance_atr": 3.037878, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.433627, + "range_504_ratio": 1.542843, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.968965, + "hold30_r": 4.056256 + }, + { + "symbol": "APA", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.792536, + "strategy_rank": 97.809042, + "production_rank": 98.136873, + "structural_overlay_pass": false, + "structural_overlay_score": 93.23003, + "structural_overlay_rr": 0.720108, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.002022, + "primary_prob": 47.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.503034, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 1.206543, + "range_504_ratio": 3.341911, + "range_factor_pass": true, + "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": 80.461032, + "strategy_rank": 78.31397, + "production_rank": 79.029657, + "structural_overlay_pass": false, + "structural_overlay_score": 75.078174, + "structural_overlay_rr": 2.373895, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.99655, + "primary_prob": 20.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 82, + "primary_distance_atr": 4.494825, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.52758, + "range_504_ratio": 1.694826, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.959334, + "hold30_r": 4.907014 + }, + { + "symbol": "AXON", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.425906, + "strategy_rank": 90.890694, + "production_rank": 91.402431, + "structural_overlay_pass": false, + "structural_overlay_score": 86.83231, + "structural_overlay_rr": 2.297804, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.272774, + "primary_prob": 26.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 3.409161, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.929604, + "range_504_ratio": 2.533505, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.235327, + "hold30_r": 1.775059 + }, + { + "symbol": "AZO", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.15697, + "strategy_rank": 62.847954, + "production_rank": 70.950959, + "structural_overlay_pass": false, + "structural_overlay_score": 67.403411, + "structural_overlay_rr": 1.668122, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.134941, + "primary_prob": 42.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 84.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.702411, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.593453, + "range_504_ratio": 1.810228, + "range_factor_pass": false, + "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": 93.194292, + "strategy_rank": 94.34979, + "production_rank": 93.964624, + "structural_overlay_pass": false, + "structural_overlay_score": 89.266393, + "structural_overlay_rr": 1.570862, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.335384, + "primary_prob": 25.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 21, + "primary_distance_atr": 3.503077, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.687239, + "range_504_ratio": 1.988219, + "range_factor_pass": false, + "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": 88.035126, + "strategy_rank": 86.701175, + "production_rank": 87.145825, + "structural_overlay_pass": false, + "structural_overlay_score": 82.788534, + "structural_overlay_rr": 1.802767, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.311115, + "primary_prob": 34.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 70.0, + "primary_rejection_count": 14, + "primary_distance_atr": 3.466673, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.726893, + "range_504_ratio": 2.068643, + "range_factor_pass": false, + "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": 59.414871, + "production_rank": 67.418183, + "structural_overlay_pass": false, + "structural_overlay_score": 64.047274, + "structural_overlay_rr": 1.414819, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.423005, + "primary_prob": 38.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 57, + "primary_distance_atr": 2.134507, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.425371, + "range_504_ratio": 1.530158, + "range_factor_pass": false, + "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": 63.741578, + "production_rank": 71.034451, + "structural_overlay_pass": false, + "structural_overlay_score": 67.482729, + "structural_overlay_rr": 1.708708, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.474646, + "primary_prob": 19.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.211968, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.380458, + "range_504_ratio": 1.462954, + "range_factor_pass": false, + "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": 95.499451, + "strategy_rank": 92.779594, + "production_rank": 93.686213, + "structural_overlay_pass": false, + "structural_overlay_score": 89.001902, + "structural_overlay_rr": 1.99137, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.731353, + "primary_prob": 33.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 70, + "primary_distance_atr": 2.59703, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 1.018645, + "range_504_ratio": 2.769441, + "range_factor_pass": true, + "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": 63.343165, + "production_rank": 70.110226, + "structural_overlay_pass": false, + "structural_overlay_score": 66.604715, + "structural_overlay_rr": 0.735199, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.49021, + "primary_prob": 24.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.235314, + "raw_level_count": 25, + "gate_level_count": 25, + "range_504_log": 0.32124, + "range_504_ratio": 1.378836, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.431744, + "hold30_r": 0.708833 + }, + { + "symbol": "COP", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.694841, + "strategy_rank": 91.165382, + "production_rank": 93.341868, + "structural_overlay_pass": false, + "structural_overlay_score": 88.674775, + "structural_overlay_rr": 0.692406, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.717174, + "primary_prob": 59.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.07576, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.990965, + "range_504_ratio": 2.693834, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.037263, + "hold30_r": -1.0 + }, + { + "symbol": "CTRA", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.840834, + "strategy_rank": 90.119437, + "production_rank": 91.693236, + "structural_overlay_pass": false, + "structural_overlay_score": 87.108575, + "structural_overlay_rr": 1.262633, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.880567, + "primary_prob": 21.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 4.32085, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 1.007914, + "range_504_ratio": 2.73988, + "range_factor_pass": true, + "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": 92.206367, + "strategy_rank": 72.290627, + "production_rank": 78.929207, + "structural_overlay_pass": false, + "structural_overlay_score": 74.982747, + "structural_overlay_rr": 2.284383, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.959729, + "primary_prob": 20.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 21, + "primary_distance_atr": 4.439594, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.522043, + "range_504_ratio": 1.685468, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.050529, + "hold30_r": 1.063671 + }, + { + "symbol": "CVX", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.938529, + "strategy_rank": 81.894388, + "production_rank": 86.575769, + "structural_overlay_pass": false, + "structural_overlay_score": 82.24698, + "structural_overlay_rr": 1.34457, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.403097, + "primary_prob": 24.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.104645, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.714245, + "range_504_ratio": 2.042645, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.3505, + "hold30_r": -1.0 + }, + { + "symbol": "DECK", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.254665, + "strategy_rank": 85.607587, + "production_rank": 86.489947, + "structural_overlay_pass": false, + "structural_overlay_score": 82.165449, + "structural_overlay_rr": 1.970305, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.849742, + "primary_prob": 46.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.774612, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.751565, + "range_504_ratio": 2.120316, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.806702, + "hold30_r": 1.314638 + }, + { + "symbol": "DG", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.558727, + "strategy_rank": 60.504675, + "production_rank": 67.522692, + "structural_overlay_pass": false, + "structural_overlay_score": 64.146558, + "structural_overlay_rr": 1.409968, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.337991, + "primary_prob": 36.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 80.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.006987, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.358275, + "range_504_ratio": 1.430859, + "range_factor_pass": false, + "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": 95.978378, + "production_rank": 96.404173, + "structural_overlay_pass": false, + "structural_overlay_score": 91.583964, + "structural_overlay_rr": 1.968852, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.843827, + "primary_prob": 31.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.76574, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 1.194363, + "range_504_ratio": 3.301455, + "range_factor_pass": true, + "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": 65.71397, + "production_rank": 72.788457, + "structural_overlay_pass": false, + "structural_overlay_score": 69.149034, + "structural_overlay_rr": 1.336195, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.08226, + "primary_prob": 32.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.62339, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.493551, + "range_504_ratio": 1.638122, + "range_factor_pass": false, + "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": 92.464829, + "production_rank": 93.842268, + "structural_overlay_pass": false, + "structural_overlay_score": 89.150155, + "structural_overlay_rr": 1.961701, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.942958, + "primary_prob": 22.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 63.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.914437, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.876371, + "range_504_ratio": 2.402165, + "range_factor_pass": false, + "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": 98.040314, + "production_rank": 98.510594, + "structural_overlay_pass": false, + "structural_overlay_score": 93.585064, + "structural_overlay_rr": 1.893653, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.553635, + "primary_prob": 36.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.330452, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 1.196369, + "range_504_ratio": 3.308084, + "range_factor_pass": true, + "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": 93.504721, + "production_rank": 94.608709, + "structural_overlay_pass": false, + "structural_overlay_score": 89.878274, + "structural_overlay_rr": 1.527173, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.189798, + "primary_prob": 44.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.784697, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.80057, + "range_504_ratio": 2.226811, + "range_factor_pass": false, + "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": 95.060373, + "strategy_rank": 91.553202, + "production_rank": 92.722259, + "structural_overlay_pass": false, + "structural_overlay_score": 88.086146, + "structural_overlay_rr": 0.882916, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.779229, + "primary_prob": 21.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.668844, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.941003, + "range_504_ratio": 2.562551, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.049491, + "hold30_r": -1.01439 + }, + { + "symbol": "FICO", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.71899, + "strategy_rank": 95.362155, + "production_rank": 95.4811, + "structural_overlay_pass": false, + "structural_overlay_score": 90.707045, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.69334, + "primary_prob": 56.36, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 6.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.04001, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.629345, + "range_504_ratio": 1.87638, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.039742, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.877058, + "strategy_rank": 82.530571, + "production_rank": 85.646067, + "structural_overlay_pass": false, + "structural_overlay_score": 81.363763, + "structural_overlay_rr": 1.618506, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.694164, + "primary_prob": 51.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.041247, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.639145, + "range_504_ratio": 1.894861, + "range_factor_pass": false, + "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": 96.945214, + "production_rank": 97.634167, + "structural_overlay_pass": false, + "structural_overlay_score": 92.752459, + "structural_overlay_rr": 1.580697, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "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": 71, + "gate_level_count": 71, + "range_504_log": 1.069559, + "range_504_ratio": 2.914094, + "range_factor_pass": true, + "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": 61.17989, + "production_rank": 69.10712, + "structural_overlay_pass": false, + "structural_overlay_score": 65.651764, + "structural_overlay_rr": 1.278128, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.98356, + "primary_prob": 42.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 64.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.47534, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.340905, + "range_504_ratio": 1.406219, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.070725, + "hold30_r": -1.0 + }, + { + "symbol": "GIS", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.119649, + "strategy_rank": 58.063842, + "production_rank": 65.749111, + "structural_overlay_pass": false, + "structural_overlay_score": 62.461655, + "structural_overlay_rr": 1.054315, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.947555, + "primary_prob": 36.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.421332, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.443948, + "range_504_ratio": 1.558849, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.067972, + "hold30_r": -1.0 + }, + { + "symbol": "GPC", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.657519, + "strategy_rank": 65.112123, + "production_rank": 73.960589, + "structural_overlay_pass": false, + "structural_overlay_score": 70.262559, + "structural_overlay_rr": 1.294376, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.182996, + "primary_prob": 44.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.774495, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.484583, + "range_504_ratio": 1.623497, + "range_factor_pass": false, + "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": 70.447857, + "production_rank": 75.432124, + "structural_overlay_pass": false, + "structural_overlay_score": 71.660518, + "structural_overlay_rr": 1.793096, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.673186, + "primary_prob": 34.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.509779, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.447714, + "range_504_ratio": 1.564731, + "range_factor_pass": false, + "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": 95.266713, + "production_rank": 95.85655, + "structural_overlay_pass": false, + "structural_overlay_score": 91.063723, + "structural_overlay_rr": 1.950948, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.690436, + "primary_prob": 29.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.535655, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.903753, + "range_504_ratio": 2.468852, + "range_factor_pass": false, + "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": 65.961576, + "production_rank": 72.36809, + "structural_overlay_pass": false, + "structural_overlay_score": 68.749686, + "structural_overlay_rr": 0.779078, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.844124, + "primary_prob": 54.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.266185, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.39312, + "range_504_ratio": 1.481595, + "range_factor_pass": false, + "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": 80.241493, + "strategy_rank": 76.256572, + "production_rank": 77.584879, + "structural_overlay_pass": false, + "structural_overlay_score": 73.705635, + "structural_overlay_rr": 1.156064, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 10, + "rr": 1.861384, + "primary_prob": 31.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 74, + "primary_distance_atr": 2.792076, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.388277, + "range_504_ratio": 1.474438, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.821786, + "hold30_r": 2.677814 + }, + { + "symbol": "HUBB", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.913282, + "strategy_rank": 74.547831, + "production_rank": 79.336315, + "structural_overlay_pass": false, + "structural_overlay_score": 75.369499, + "structural_overlay_rr": 1.604618, + "structural_overlay_sources": [ + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.189529, + "primary_prob": 36.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.784293, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.436261, + "range_504_ratio": 1.546913, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.049367, + "hold30_r": -1.0 + }, + { + "symbol": "KMI", + "date": "2022-12-23", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.997805, + "strategy_rank": 64.750761, + "production_rank": 70.499775, + "structural_overlay_pass": false, + "structural_overlay_score": 66.974787, + "structural_overlay_rr": 1.414478, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 9, + "rr": 2.178275, + "primary_prob": 21.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 72.0, + "primary_rejection_count": 16, + "primary_distance_atr": 3.267413, + "raw_level_count": 22, + "gate_level_count": 22, + "range_504_log": 0.296806, + "range_504_ratio": 1.345554, + "range_factor_pass": false, + "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": 59.435744, + "production_rank": 67.285739, + "structural_overlay_pass": false, + "structural_overlay_score": 63.921452, + "structural_overlay_rr": 0.863935, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.360047, + "primary_prob": 40.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.04007, + "raw_level_count": 25, + "gate_level_count": 25, + "range_504_log": 0.315298, + "range_504_ratio": 1.370667, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.066496, + "hold30_r": -1.0 + }, + { + "symbol": "LVS", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.218441, + "strategy_rank": 90.406519, + "production_rank": 90.67716, + "structural_overlay_pass": false, + "structural_overlay_score": 86.143302, + "structural_overlay_rr": 2.072359, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.936328, + "primary_prob": 29.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.904491, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.622855, + "range_504_ratio": 1.864242, + "range_factor_pass": false, + "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": 94.401756, + "strategy_rank": 68.936809, + "production_rank": 77.425125, + "structural_overlay_pass": false, + "structural_overlay_score": 73.553869, + "structural_overlay_rr": 1.397856, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.018761, + "primary_prob": 33.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.528141, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.766884, + "range_504_ratio": 2.153046, + "range_factor_pass": false, + "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": 87.815587, + "strategy_rank": 63.768504, + "production_rank": 71.784198, + "structural_overlay_pass": false, + "structural_overlay_score": 68.194989, + "structural_overlay_rr": 1.206663, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.549175, + "primary_prob": 31.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 75.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.323763, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.337326, + "range_504_ratio": 1.401195, + "range_factor_pass": false, + "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": 93.63337, + "strategy_rank": 92.195438, + "production_rank": 92.674748, + "structural_overlay_pass": false, + "structural_overlay_score": 88.041011, + "structural_overlay_rr": 3.006237, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.690317, + "primary_prob": 22.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 4.035475, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 1.031539, + "range_504_ratio": 2.805379, + "range_factor_pass": true, + "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": 89.02298, + "production_rank": 92.206319, + "structural_overlay_pass": false, + "structural_overlay_score": 87.596003, + "structural_overlay_rr": 0.980831, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.466088, + "primary_prob": 22.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.199131, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.933241, + "range_504_ratio": 2.542738, + "range_factor_pass": false, + "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": 75.047427, + "production_rank": 77.547168, + "structural_overlay_pass": false, + "structural_overlay_score": 73.66981, + "structural_overlay_rr": 0.84436, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.54212, + "primary_prob": 36.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.313181, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.409246, + "range_504_ratio": 1.505683, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.492617, + "hold30_r": 2.453599 + }, + { + "symbol": "NOC", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.340285, + "strategy_rank": 75.415443, + "production_rank": 80.39039, + "structural_overlay_pass": false, + "structural_overlay_score": 76.370871, + "structural_overlay_rr": 1.147778, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.835892, + "primary_prob": 37.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.253838, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.478028, + "range_504_ratio": 1.612891, + "range_factor_pass": false, + "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": 93.852909, + "strategy_rank": 91.167496, + "production_rank": 92.062633, + "structural_overlay_pass": false, + "structural_overlay_score": 87.459502, + "structural_overlay_rr": 1.961173, + "structural_overlay_sources": [ + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.959042, + "primary_prob": 29.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.938563, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.761874, + "range_504_ratio": 2.142287, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.921623, + "hold30_r": 4.156269 + }, + { + "symbol": "OKE", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.766191, + "strategy_rank": 75.726268, + "production_rank": 78.072909, + "structural_overlay_pass": false, + "structural_overlay_score": 74.169264, + "structural_overlay_rr": 1.599281, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.82169, + "primary_prob": 23.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.732535, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.436651, + "range_504_ratio": 1.547516, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.772562, + "hold30_r": 1.195227 + }, + { + "symbol": "ON", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.182217, + "strategy_rank": 94.71311, + "production_rank": 94.536146, + "structural_overlay_pass": false, + "structural_overlay_score": 89.809339, + "structural_overlay_rr": 1.661517, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.553488, + "primary_prob": 36.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.330233, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.820796, + "range_504_ratio": 2.272308, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.526431, + "hold30_r": 4.599122 + }, + { + "symbol": "ORLY", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.376509, + "strategy_rank": 61.984125, + "production_rank": 70.448253, + "structural_overlay_pass": false, + "structural_overlay_score": 66.925841, + "structural_overlay_rr": 1.58518, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.242233, + "primary_prob": 24.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.86335, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.463891, + "range_504_ratio": 1.590249, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.070754, + "hold30_r": -1.0 + }, + { + "symbol": "OXY", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.890231, + "strategy_rank": 95.918785, + "production_rank": 97.2426, + "structural_overlay_pass": false, + "structural_overlay_score": 92.38047, + "structural_overlay_rr": 1.808712, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.56186, + "primary_prob": 36.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.342789, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 1.271872, + "range_504_ratio": 3.567525, + "range_factor_pass": true, + "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": 87.596048, + "strategy_rank": 64.533864, + "production_rank": 72.221259, + "structural_overlay_pass": false, + "structural_overlay_score": 68.610196, + "structural_overlay_rr": 1.363914, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.736249, + "primary_prob": 58.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.104374, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.330723, + "range_504_ratio": 1.391974, + "range_factor_pass": false, + "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": 90.998902, + "strategy_rank": 76.171879, + "production_rank": 81.11422, + "structural_overlay_pass": false, + "structural_overlay_score": 77.058509, + "structural_overlay_rr": 2.086312, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.852836, + "primary_prob": 26.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 75.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.779254, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.494359, + "range_504_ratio": 1.639448, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.800218, + "hold30_r": 1.712713 + }, + { + "symbol": "PGR", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.693743, + "strategy_rank": 67.599843, + "production_rank": 74.631143, + "structural_overlay_pass": false, + "structural_overlay_score": 70.899586, + "structural_overlay_rr": 1.241703, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.792628, + "primary_prob": 41.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.188942, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.409003, + "range_504_ratio": 1.505316, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.7291, + "hold30_r": -1.0 + }, + { + "symbol": "PODD", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.669594, + "strategy_rank": 90.416199, + "production_rank": 90.500664, + "structural_overlay_pass": false, + "structural_overlay_score": 85.975631, + "structural_overlay_rr": 1.806239, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.67993, + "primary_prob": 24.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.519895, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.584743, + "range_504_ratio": 1.79453, + "range_factor_pass": false, + "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": 87.988985, + "production_rank": 90.712012, + "structural_overlay_pass": false, + "structural_overlay_score": 86.176412, + "structural_overlay_rr": 1.381882, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "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": 47, + "gate_level_count": 47, + "range_504_log": 0.585921, + "range_504_ratio": 1.796645, + "range_factor_pass": false, + "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": 92.645445, + "strategy_rank": 83.987479, + "production_rank": 86.873467, + "structural_overlay_pass": false, + "structural_overlay_score": 82.529794, + "structural_overlay_rr": 1.826449, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.553126, + "primary_prob": 18.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.329689, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.607858, + "range_504_ratio": 1.836493, + "range_factor_pass": false, + "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": 78.558705, + "production_rank": 79.778251, + "structural_overlay_pass": false, + "structural_overlay_score": 75.789339, + "structural_overlay_rr": 1.15173, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.859256, + "primary_prob": 53.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.288885, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.382628, + "range_504_ratio": 1.466132, + "range_factor_pass": false, + "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": 89.791438, + "strategy_rank": 74.210681, + "production_rank": 79.404266, + "structural_overlay_pass": false, + "structural_overlay_score": 75.434053, + "structural_overlay_rr": 1.533706, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.873195, + "primary_prob": 31.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.809793, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.430051, + "range_504_ratio": 1.537335, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.821963, + "hold30_r": 1.434128 + }, + { + "symbol": "ROL", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.522503, + "strategy_rank": 72.918487, + "production_rank": 76.786492, + "structural_overlay_pass": false, + "structural_overlay_score": 72.947168, + "structural_overlay_rr": 1.890094, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.89342, + "primary_prob": 30.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.84013, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.412515, + "range_504_ratio": 1.510612, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.06172, + "hold30_r": -1.0 + }, + { + "symbol": "ROST", + "date": "2022-12-23", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.302964, + "strategy_rank": 79.559121, + "production_rank": 81.140402, + "structural_overlay_pass": false, + "structural_overlay_score": 77.083382, + "structural_overlay_rr": 1.206314, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.371919, + "primary_prob": 21.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 79.0, + "primary_rejection_count": 17, + "primary_distance_atr": 3.557878, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.611165, + "range_504_ratio": 1.842577, + "range_factor_pass": false, + "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": 94.962385, + "production_rank": 95.946383, + "structural_overlay_pass": false, + "structural_overlay_score": 91.149064, + "structural_overlay_rr": 0.679786, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.725046, + "primary_prob": 56.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.087568, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.772016, + "range_504_ratio": 2.164124, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.690287, + "hold30_r": 0.56411 + }, + { + "symbol": "SMCI", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.670692, + "strategy_rank": 98.620688, + "production_rank": 98.970689, + "structural_overlay_pass": false, + "structural_overlay_score": 94.022154, + "structural_overlay_rr": 1.56259, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.928014, + "primary_prob": 40.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.392021, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 1.063325, + "range_504_ratio": 2.895985, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.904253, + "hold30_r": -1.0 + }, + { + "symbol": "SNA", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.021954, + "strategy_rank": 58.969416, + "production_rank": 65.986929, + "structural_overlay_pass": false, + "structural_overlay_score": 62.687582, + "structural_overlay_rr": 1.005834, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.352063, + "primary_prob": 34.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 71.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.028094, + "raw_level_count": 20, + "gate_level_count": 20, + "range_504_log": 0.256096, + "range_504_ratio": 1.291877, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.288113, + "hold30_r": 3.29381 + }, + { + "symbol": "SRE", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.059276, + "strategy_rank": 65.164906, + "production_rank": 72.129696, + "structural_overlay_pass": false, + "structural_overlay_score": 68.523211, + "structural_overlay_rr": 1.725685, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.61232, + "primary_prob": 23.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 3.91848, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.389389, + "range_504_ratio": 1.476079, + "range_factor_pass": false, + "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": 92.949761, + "production_rank": 94.677813, + "structural_overlay_pass": false, + "structural_overlay_score": 89.943923, + "structural_overlay_rr": 1.686973, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.893679, + "primary_prob": 39.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.340519, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.805684, + "range_504_ratio": 2.238227, + "range_factor_pass": false, + "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": 65.103644, + "production_rank": 71.137519, + "structural_overlay_pass": false, + "structural_overlay_score": 67.580643, + "structural_overlay_rr": 2.096164, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.118168, + "primary_prob": 28.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 3.177252, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.34778, + "range_504_ratio": 1.415921, + "range_factor_pass": false, + "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": 72.453384, + "production_rank": 80.428125, + "structural_overlay_pass": false, + "structural_overlay_score": 76.406719, + "structural_overlay_rr": 1.913068, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.973459, + "primary_prob": 29.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.960189, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.5561, + "range_504_ratio": 1.743858, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.925132, + "hold30_r": 6.725222 + }, + { + "symbol": "TMUS", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.474204, + "strategy_rank": 66.198901, + "production_rank": 73.624002, + "structural_overlay_pass": false, + "structural_overlay_score": 69.942802, + "structural_overlay_rr": 2.114855, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.123815, + "primary_prob": 27.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 3.185723, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.419251, + "range_504_ratio": 1.520822, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.065998, + "hold30_r": 0.782492 + }, + { + "symbol": "TPL", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.231614, + "strategy_rank": 96.672195, + "production_rank": 97.525335, + "structural_overlay_pass": false, + "structural_overlay_score": 92.649068, + "structural_overlay_rr": 0.896212, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.992869, + "primary_prob": 42.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 63.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.489303, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 1.06282, + "range_504_ratio": 2.894522, + "range_factor_pass": true, + "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": 95.279912, + "strategy_rank": 90.361146, + "production_rank": 92.000735, + "structural_overlay_pass": false, + "structural_overlay_score": 87.400698, + "structural_overlay_rr": 1.845654, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.896117, + "primary_prob": 28.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.844176, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.741796, + "range_504_ratio": 2.099704, + "range_factor_pass": false, + "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": 83.245706, + "production_rank": 83.524946, + "structural_overlay_pass": false, + "structural_overlay_score": 79.348698, + "structural_overlay_rr": 2.436528, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.59738, + "primary_prob": 35.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 67, + "primary_distance_atr": 2.39607, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.595362, + "range_504_ratio": 1.813687, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.563169, + "hold30_r": 5.516197 + }, + { + "symbol": "ULTA", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.608123, + "strategy_rank": 69.389362, + "production_rank": 75.128949, + "structural_overlay_pass": false, + "structural_overlay_score": 71.372502, + "structural_overlay_rr": 1.251662, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.871195, + "primary_prob": 40.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.306793, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.416324, + "range_504_ratio": 1.516377, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.818334, + "hold30_r": 3.869585 + }, + { + "symbol": "URI", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.278814, + "strategy_rank": 81.69714, + "production_rank": 83.224365, + "structural_overlay_pass": false, + "structural_overlay_score": 79.063146, + "structural_overlay_rr": 1.302453, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.720572, + "primary_prob": 24.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.580858, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.58783, + "range_504_ratio": 1.800078, + "range_factor_pass": false, + "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": 80.79034, + "strategy_rank": 58.522604, + "production_rank": 65.945183, + "structural_overlay_pass": false, + "structural_overlay_score": 62.647923, + "structural_overlay_rr": 1.901768, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.915077, + "primary_prob": 30.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.872616, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.304162, + "range_504_ratio": 1.355488, + "range_factor_pass": false, + "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": 93.497311, + "production_rank": 95.116027, + "structural_overlay_pass": false, + "structural_overlay_score": 90.360225, + "structural_overlay_rr": 1.689079, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.693576, + "primary_prob": 22.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.540364, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.914113, + "range_504_ratio": 2.494562, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.656657, + "hold30_r": 1.447146 + }, + { + "symbol": "VRTX", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.974753, + "strategy_rank": 79.064822, + "production_rank": 83.701465, + "structural_overlay_pass": false, + "structural_overlay_score": 79.516392, + "structural_overlay_rr": 1.857252, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.77129, + "primary_prob": 32.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.656935, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.610528, + "range_504_ratio": 1.841404, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.72086, + "hold30_r": 0.31683 + }, + { + "symbol": "WAB", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.339188, + "strategy_rank": 66.68579, + "production_rank": 71.570256, + "structural_overlay_pass": false, + "structural_overlay_score": 67.991743, + "structural_overlay_rr": 1.013473, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.946951, + "primary_prob": 34.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.420426, + "raw_level_count": 25, + "gate_level_count": 25, + "range_504_log": 0.307109, + "range_504_ratio": 1.35949, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.886509, + "hold30_r": 1.031517 + }, + { + "symbol": "WMB", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.35236, + "strategy_rank": 74.494136, + "production_rank": 79.446877, + "structural_overlay_pass": false, + "structural_overlay_score": 75.474533, + "structural_overlay_rr": 1.626807, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.642036, + "primary_prob": 34.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.463054, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.47852, + "range_504_ratio": 1.613685, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.051779, + "hold30_r": -1.0 + }, + { + "symbol": "WRB", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.43798, + "strategy_rank": 70.571138, + "production_rank": 77.526752, + "structural_overlay_pass": false, + "structural_overlay_score": 73.650414, + "structural_overlay_rr": 1.131045, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.534061, + "primary_prob": 16.81, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.301092, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.490831, + "range_504_ratio": 1.633673, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.063664, + "hold30_r": -1.0 + }, + { + "symbol": "XOM", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.475302, + "strategy_rank": 84.020457, + "production_rank": 88.505406, + "structural_overlay_pass": false, + "structural_overlay_score": 84.080135, + "structural_overlay_rr": 0.893728, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.813418, + "primary_prob": 53.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 90.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.220127, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.788843, + "range_504_ratio": 2.200848, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.761263, + "hold30_r": -2.267492 + }, + { + "symbol": "ADM", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.084855, + "strategy_rank": 74.402485, + "production_rank": 79.963275, + "structural_overlay_pass": false, + "structural_overlay_score": 75.965111, + "structural_overlay_rr": 1.562977, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.295184, + "primary_prob": 26.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 19, + "primary_distance_atr": 3.442777, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.552434, + "range_504_ratio": 1.737477, + "range_factor_pass": false, + "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": 88.721805, + "strategy_rank": 80.690472, + "production_rank": 83.367583, + "structural_overlay_pass": false, + "structural_overlay_score": 79.199204, + "structural_overlay_rr": 1.451168, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.711072, + "primary_prob": 49.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.066609, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.473288, + "range_504_ratio": 1.605263, + "range_factor_pass": false, + "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": 80.558539, + "strategy_rank": 65.619273, + "production_rank": 70.599029, + "structural_overlay_pass": false, + "structural_overlay_score": 67.069077, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.698986, + "primary_prob": 59.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.048479, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.389168, + "range_504_ratio": 1.475752, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.628853, + "hold30_r": -1.0 + }, + { + "symbol": "AJG", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.888292, + "strategy_rank": 63.35203, + "production_rank": 70.19745, + "structural_overlay_pass": false, + "structural_overlay_score": 66.687578, + "structural_overlay_rr": 1.340602, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.746575, + "primary_prob": 24.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.619862, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.396867, + "range_504_ratio": 1.487159, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.676232, + "hold30_r": 0.576607 + }, + { + "symbol": "ALB", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.803437, + "strategy_rank": 91.425429, + "production_rank": 91.884765, + "structural_overlay_pass": false, + "structural_overlay_score": 87.290526, + "structural_overlay_rr": 2.35201, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.598452, + "primary_prob": 35.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 60, + "primary_distance_atr": 2.397677, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.718974, + "range_504_ratio": 2.052327, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.570587, + "hold30_r": 3.786011 + }, + { + "symbol": "AMGN", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.640172, + "strategy_rank": 61.016609, + "production_rank": 68.89113, + "structural_overlay_pass": false, + "structural_overlay_score": 65.446573, + "structural_overlay_rr": 1.784772, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.091262, + "primary_prob": 33.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.636893, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.401126, + "range_504_ratio": 1.493506, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.020426, + "hold30_r": -1.0 + }, + { + "symbol": "AMP", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.069817, + "strategy_rank": 75.75466, + "production_rank": 78.859712, + "structural_overlay_pass": false, + "structural_overlay_score": 74.916727, + "structural_overlay_rr": 2.185848, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.910754, + "primary_prob": 24.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.866131, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.433627, + "range_504_ratio": 1.542843, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.850775, + "hold30_r": 3.826624 + }, + { + "symbol": "APA", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.818475, + "strategy_rank": 97.693833, + "production_rank": 98.068713, + "structural_overlay_pass": false, + "structural_overlay_score": 93.165278, + "structural_overlay_rr": 1.849044, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.942318, + "primary_prob": 51.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.413477, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 1.206543, + "range_504_ratio": 3.341911, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.915364, + "hold30_r": -0.71369 + }, + { + "symbol": "AXON", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.373792, + "strategy_rank": 90.674516, + "production_rank": 91.240941, + "structural_overlay_pass": false, + "structural_overlay_score": 86.678894, + "structural_overlay_rr": 1.571858, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.69034, + "primary_prob": 33.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.53551, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.929604, + "range_504_ratio": 2.533505, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.649333, + "hold30_r": 3.747509 + }, + { + "symbol": "AZO", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.929108, + "strategy_rank": 62.240408, + "production_rank": 70.136642, + "structural_overlay_pass": false, + "structural_overlay_score": 66.629809, + "structural_overlay_rr": 1.883364, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.279698, + "primary_prob": 38.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 84.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.919548, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.593453, + "range_504_ratio": 1.810228, + "range_factor_pass": false, + "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": 92.158969, + "strategy_rank": 93.643111, + "production_rank": 93.148397, + "structural_overlay_pass": false, + "structural_overlay_score": 88.490977, + "structural_overlay_rr": 1.764325, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.285812, + "primary_prob": 26.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 18, + "primary_distance_atr": 3.428718, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.687239, + "range_504_ratio": 1.988219, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.229329, + "hold30_r": 0.657789 + }, + { + "symbol": "BKR", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.044039, + "strategy_rank": 87.379059, + "production_rank": 87.934052, + "structural_overlay_pass": false, + "structural_overlay_score": 83.537349, + "structural_overlay_rr": 0.897547, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.562698, + "primary_prob": 32.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 84.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.344047, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.726893, + "range_504_ratio": 2.068643, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.524789, + "hold30_r": 2.241561 + }, + { + "symbol": "BMY", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.714286, + "strategy_rank": 60.996785, + "production_rank": 69.235952, + "structural_overlay_pass": false, + "structural_overlay_score": 65.774154, + "structural_overlay_rr": 1.819613, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.828826, + "primary_prob": 31.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 57, + "primary_distance_atr": 2.743239, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.425371, + "range_504_ratio": 1.530158, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.071976, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.951665, + "strategy_rank": 72.993497, + "production_rank": 80.312886, + "structural_overlay_pass": false, + "structural_overlay_score": 76.297242, + "structural_overlay_rr": 1.34507, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.271421, + "primary_prob": 40.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 94.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.907131, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.576086, + "range_504_ratio": 1.779062, + "range_factor_pass": false, + "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": 81.740064, + "strategy_rank": 61.558881, + "production_rank": 68.285942, + "structural_overlay_pass": false, + "structural_overlay_score": 64.871645, + "structural_overlay_rr": 1.638152, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.283655, + "primary_prob": 26.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 17, + "primary_distance_atr": 3.425483, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.380458, + "range_504_ratio": 1.462954, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.053654, + "hold30_r": 0.301115 + }, + { + "symbol": "CF", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.025779, + "strategy_rank": 93.359524, + "production_rank": 94.248276, + "structural_overlay_pass": false, + "structural_overlay_score": 89.535862, + "structural_overlay_rr": 1.057862, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.59089, + "primary_prob": 23.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 3.886335, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 1.018645, + "range_504_ratio": 2.769441, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.031675, + "hold30_r": 0.591373 + }, + { + "symbol": "CI", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.729323, + "strategy_rank": 67.104417, + "production_rank": 75.312719, + "structural_overlay_pass": false, + "structural_overlay_score": 71.547083, + "structural_overlay_rr": 0.924358, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.821792, + "primary_prob": 55.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.232688, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.573129, + "range_504_ratio": 1.773808, + "range_factor_pass": false, + "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": 97.314715, + "strategy_rank": 90.178179, + "production_rank": 92.557024, + "structural_overlay_pass": false, + "structural_overlay_score": 87.929173, + "structural_overlay_rr": 1.960625, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.85826, + "primary_prob": 53.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.28739, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.990965, + "range_504_ratio": 2.693834, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.819962, + "hold30_r": -1.0 + }, + { + "symbol": "COR", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.862513, + "strategy_rank": 63.336557, + "production_rank": 71.511876, + "structural_overlay_pass": false, + "structural_overlay_score": 67.936282, + "structural_overlay_rr": 0.878814, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.325937, + "primary_prob": 26.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.988905, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.450081, + "range_504_ratio": 1.568439, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.077894, + "hold30_r": -1.0 + }, + { + "symbol": "CSGP", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.029001, + "strategy_rank": 78.666925, + "production_rank": 80.12095, + "structural_overlay_pass": false, + "structural_overlay_score": 76.114903, + "structural_overlay_rr": 2.071291, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.160116, + "primary_prob": 27.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 3.240175, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.723795, + "range_504_ratio": 2.062245, + "range_factor_pass": false, + "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": 95.596133, + "strategy_rank": 90.74366, + "production_rank": 92.361151, + "structural_overlay_pass": false, + "structural_overlay_score": 87.743093, + "structural_overlay_rr": 1.862435, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.594434, + "primary_prob": 35.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.391651, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 1.007914, + "range_504_ratio": 2.73988, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.559231, + "hold30_r": 1.296781 + }, + { + "symbol": "CTVA", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.944146, + "strategy_rank": 71.949327, + "production_rank": 78.614266, + "structural_overlay_pass": false, + "structural_overlay_score": 74.683553, + "structural_overlay_rr": 1.546111, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.570487, + "primary_prob": 35.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.355731, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.522043, + "range_504_ratio": 1.685468, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.513595, + "hold30_r": 1.535008 + }, + { + "symbol": "CVX", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.810956, + "strategy_rank": 81.794357, + "production_rank": 86.466557, + "structural_overlay_pass": false, + "structural_overlay_score": 82.143229, + "structural_overlay_rr": 1.915815, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.013939, + "primary_prob": 48.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.520908, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.714245, + "range_504_ratio": 2.042645, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.96052, + "hold30_r": -1.0 + }, + { + "symbol": "DE", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.762621, + "strategy_rank": 70.157629, + "production_rank": 77.025959, + "structural_overlay_pass": false, + "structural_overlay_score": 73.174662, + "structural_overlay_rr": 1.82658, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.050306, + "primary_prob": 47.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.575458, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.45738, + "range_504_ratio": 1.57993, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.980588, + "hold30_r": -1.0 + }, + { + "symbol": "DECK", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.292159, + "strategy_rank": 84.827019, + "production_rank": 85.982066, + "structural_overlay_pass": false, + "structural_overlay_score": 81.682963, + "structural_overlay_rr": 1.57923, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.937908, + "primary_prob": 30.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.906862, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.751565, + "range_504_ratio": 2.120316, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.895149, + "hold30_r": 1.443544 + }, + { + "symbol": "DVN", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.099893, + "strategy_rank": 95.815584, + "production_rank": 96.243687, + "structural_overlay_pass": false, + "structural_overlay_score": 91.431503, + "structural_overlay_rr": 2.453604, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.882264, + "primary_prob": 31.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.823396, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 1.194363, + "range_504_ratio": 3.301455, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.850918, + "hold30_r": -0.240002 + }, + { + "symbol": "EME", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.466165, + "strategy_rank": 65.703165, + "production_rank": 72.624165, + "structural_overlay_pass": false, + "structural_overlay_score": 68.992957, + "structural_overlay_rr": 1.781874, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.507904, + "primary_prob": 22.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.261857, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.493551, + "range_504_ratio": 1.638122, + "range_factor_pass": false, + "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": 96.455424, + "strategy_rank": 91.666707, + "production_rank": 93.262946, + "structural_overlay_pass": false, + "structural_overlay_score": 88.599799, + "structural_overlay_rr": 2.22701, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.629934, + "primary_prob": 27.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 64.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.444901, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.876371, + "range_504_ratio": 2.402165, + "range_factor_pass": false, + "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": 99.24812, + "strategy_rank": 97.865967, + "production_rank": 98.326685, + "structural_overlay_pass": false, + "structural_overlay_score": 93.410351, + "structural_overlay_rr": 2.412167, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.877067, + "primary_prob": 31.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.8156, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 1.196369, + "range_504_ratio": 3.308084, + "range_factor_pass": true, + "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": 93.447905, + "strategy_rank": 76.892634, + "production_rank": 82.411058, + "structural_overlay_pass": false, + "structural_overlay_score": 78.290505, + "structural_overlay_rr": 1.701041, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.701652, + "primary_prob": 29.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 78.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.552478, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.59225, + "range_504_ratio": 1.808053, + "range_factor_pass": false, + "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": 96.88507, + "strategy_rank": 93.38225, + "production_rank": 94.549856, + "structural_overlay_pass": false, + "structural_overlay_score": 89.822364, + "structural_overlay_rr": 1.655288, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.884928, + "primary_prob": 31.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 65, + "primary_distance_atr": 2.827392, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.80057, + "range_504_ratio": 2.226811, + "range_factor_pass": false, + "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": 93.662728, + "strategy_rank": 89.325968, + "production_rank": 90.771555, + "structural_overlay_pass": false, + "structural_overlay_score": 86.232977, + "structural_overlay_rr": 1.724525, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.993068, + "primary_prob": 29.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.989602, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.941003, + "range_504_ratio": 2.562551, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.956926, + "hold30_r": 1.961391 + }, + { + "symbol": "FICO", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.670247, + "strategy_rank": 96.125765, + "production_rank": 96.307259, + "structural_overlay_pass": false, + "structural_overlay_score": 91.491896, + "structural_overlay_rr": 1.542465, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.850004, + "primary_prob": 48.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 70.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.275006, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.629345, + "range_504_ratio": 1.87638, + "range_factor_pass": false, + "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": 91.514501, + "strategy_rank": 82.323816, + "production_rank": 85.387377, + "structural_overlay_pass": false, + "structural_overlay_score": 81.118009, + "structural_overlay_rr": 1.948947, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.683211, + "primary_prob": 34.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.524817, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.639145, + "range_504_ratio": 1.894861, + "range_factor_pass": false, + "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": 99.033298, + "strategy_rank": 97.072504, + "production_rank": 97.726102, + "structural_overlay_pass": false, + "structural_overlay_score": 92.839797, + "structural_overlay_rr": 1.556902, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.290669, + "primary_prob": 41.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 98.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.936003, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 1.069559, + "range_504_ratio": 2.914094, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.262722, + "hold30_r": 2.529634 + }, + { + "symbol": "GD", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.814178, + "strategy_rank": 59.288253, + "production_rank": 67.130228, + "structural_overlay_pass": false, + "structural_overlay_score": 63.773717, + "structural_overlay_rr": 1.28823, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.966172, + "primary_prob": 43.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 64.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.449258, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.340905, + "range_504_ratio": 1.406219, + "range_factor_pass": false, + "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": 81.954887, + "strategy_rank": 67.561347, + "production_rank": 72.359194, + "structural_overlay_pass": false, + "structural_overlay_score": 68.741234, + "structural_overlay_rr": 1.773053, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.817895, + "primary_prob": 51.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 81.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.226843, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.450975, + "range_504_ratio": 1.569842, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.747118, + "hold30_r": -1.0 + }, + { + "symbol": "GIS", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.599356, + "strategy_rank": 58.559099, + "production_rank": 66.572518, + "structural_overlay_pass": false, + "structural_overlay_score": 63.243892, + "structural_overlay_rr": 0.718875, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.95945, + "primary_prob": 15.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.939176, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.443948, + "range_504_ratio": 1.558849, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.071343, + "hold30_r": -1.0 + }, + { + "symbol": "GPC", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.581096, + "strategy_rank": 63.960786, + "production_rank": 72.500889, + "structural_overlay_pass": false, + "structural_overlay_score": 68.875845, + "structural_overlay_rr": 2.068814, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.576032, + "primary_prob": 23.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 99.0, + "primary_rejection_count": 21, + "primary_distance_atr": 3.864048, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.484583, + "range_504_ratio": 1.623497, + "range_factor_pass": false, + "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": 81.310419, + "strategy_rank": 67.3353, + "production_rank": 71.993673, + "structural_overlay_pass": false, + "structural_overlay_score": 68.393989, + "structural_overlay_rr": 2.458395, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.329481, + "primary_prob": 25.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.494222, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.447714, + "range_504_ratio": 1.564731, + "range_factor_pass": false, + "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": 97.744361, + "strategy_rank": 95.527162, + "production_rank": 96.266228, + "structural_overlay_pass": false, + "structural_overlay_score": 91.452917, + "structural_overlay_rr": 0.926636, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.253535, + "primary_prob": 26.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.880302, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.903753, + "range_504_ratio": 2.468852, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.222665, + "hold30_r": 0.118857 + }, + { + "symbol": "HII", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.317938, + "strategy_rank": 64.810338, + "production_rank": 71.312871, + "structural_overlay_pass": false, + "structural_overlay_score": 67.747228, + "structural_overlay_rr": 1.534456, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.196518, + "primary_prob": 43.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.794777, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.39312, + "range_504_ratio": 1.481595, + "range_factor_pass": false, + "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": 82.384533, + "strategy_rank": 77.958562, + "production_rank": 79.433886, + "structural_overlay_pass": false, + "structural_overlay_score": 75.462191, + "structural_overlay_rr": 1.807272, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 11, + "rr": 1.819458, + "primary_prob": 31.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 74, + "primary_distance_atr": 2.729187, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.388277, + "range_504_ratio": 1.474438, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.777257, + "hold30_r": 3.311478 + }, + { + "symbol": "HUBB", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.647691, + "strategy_rank": 73.411261, + "production_rank": 78.156738, + "structural_overlay_pass": false, + "structural_overlay_score": 74.248901, + "structural_overlay_rr": 1.913852, + "structural_overlay_sources": [ + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.45386, + "primary_prob": 30.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.18079, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.436261, + "range_504_ratio": 1.546913, + "range_factor_pass": false, + "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": 81.525242, + "strategy_rank": 60.958344, + "production_rank": 67.813977, + "structural_overlay_pass": false, + "structural_overlay_score": 64.423278, + "structural_overlay_rr": 1.637146, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.294699, + "primary_prob": 38.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 84.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.942048, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.486559, + "range_504_ratio": 1.626708, + "range_factor_pass": false, + "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": 83.458647, + "strategy_rank": 65.687934, + "production_rank": 71.611505, + "structural_overlay_pass": false, + "structural_overlay_score": 68.030929, + "structural_overlay_rr": 1.833706, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 11, + "rr": 1.532123, + "primary_prob": 36.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 63, + "primary_distance_atr": 2.298185, + "raw_level_count": 22, + "gate_level_count": 22, + "range_504_log": 0.296806, + "range_504_ratio": 1.345554, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.472403, + "hold30_r": 0.298433 + }, + { + "symbol": "LDOS", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.243824, + "strategy_rank": 59.428233, + "production_rank": 67.366763, + "structural_overlay_pass": false, + "structural_overlay_score": 63.998425, + "structural_overlay_rr": 1.070795, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.600814, + "primary_prob": 35.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.40122, + "raw_level_count": 25, + "gate_level_count": 25, + "range_504_log": 0.315298, + "range_504_ratio": 1.370667, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.070398, + "hold30_r": -1.0 + }, + { + "symbol": "LVS", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.736842, + "strategy_rank": 92.971738, + "production_rank": 93.560106, + "structural_overlay_pass": false, + "structural_overlay_score": 88.882101, + "structural_overlay_rr": 1.780721, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.629812, + "primary_prob": 32.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.444718, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.622855, + "range_504_ratio": 1.864242, + "range_factor_pass": false, + "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": 93.877551, + "strategy_rank": 68.286633, + "production_rank": 76.816939, + "structural_overlay_pass": false, + "structural_overlay_score": 72.976092, + "structural_overlay_rr": 1.29691, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.979123, + "primary_prob": 14.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.968685, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.766884, + "range_504_ratio": 2.153046, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.067749, + "hold30_r": -1.0 + }, + { + "symbol": "MET", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.432868, + "strategy_rank": 63.646737, + "production_rank": 71.575448, + "structural_overlay_pass": false, + "structural_overlay_score": 67.996675, + "structural_overlay_rr": 1.386109, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.762663, + "primary_prob": 27.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 74.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.643995, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.337326, + "range_504_ratio": 1.401195, + "range_factor_pass": false, + "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": 93.01826, + "strategy_rank": 91.640113, + "production_rank": 92.099495, + "structural_overlay_pass": false, + "structural_overlay_score": 87.494521, + "structural_overlay_rr": 0.711273, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.641829, + "primary_prob": 22.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 3.962744, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 1.031539, + "range_504_ratio": 2.805379, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.606119, + "hold30_r": 2.927687 + }, + { + "symbol": "MPC", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.603652, + "strategy_rank": 88.572396, + "production_rank": 91.916148, + "structural_overlay_pass": false, + "structural_overlay_score": 87.32034, + "structural_overlay_rr": 1.846975, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.724771, + "primary_prob": 25.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.587157, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.933241, + "range_504_ratio": 2.542738, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.681876, + "hold30_r": 3.130499 + }, + { + "symbol": "NCLH", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.673469, + "strategy_rank": 88.153422, + "production_rank": 86.660105, + "structural_overlay_pass": false, + "structural_overlay_score": 82.327099, + "structural_overlay_rr": 1.639557, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.928217, + "primary_prob": 30.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.892325, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 1.118776, + "range_504_ratio": 3.061106, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.905575, + "hold30_r": 5.966018 + }, + { + "symbol": "NUE", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.522019, + "strategy_rank": 91.406571, + "production_rank": 92.445054, + "structural_overlay_pass": false, + "structural_overlay_score": 87.822801, + "structural_overlay_rr": 1.101853, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.313746, + "primary_prob": 25.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 21, + "primary_distance_atr": 3.470619, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.761874, + "range_504_ratio": 2.142287, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.272867, + "hold30_r": 6.085275 + }, + { + "symbol": "OKE", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.103115, + "strategy_rank": 76.557068, + "production_rank": 79.072417, + "structural_overlay_pass": false, + "structural_overlay_score": 75.118796, + "structural_overlay_rr": 1.160893, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.557961, + "primary_prob": 36.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.336941, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.436651, + "range_504_ratio": 1.547516, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.509141, + "hold30_r": 2.187482 + }, + { + "symbol": "ON", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.307197, + "strategy_rank": 94.664555, + "production_rank": 94.545436, + "structural_overlay_pass": false, + "structural_overlay_score": 89.818164, + "structural_overlay_rr": 1.984215, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.874429, + "primary_prob": 31.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.811644, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.820796, + "range_504_ratio": 2.272308, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.845356, + "hold30_r": 5.922256 + }, + { + "symbol": "ORLY", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.28464, + "strategy_rank": 60.535261, + "production_rank": 68.785054, + "structural_overlay_pass": false, + "structural_overlay_score": 65.345801, + "structural_overlay_rr": 1.457789, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.067087, + "primary_prob": 28.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.600631, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.463891, + "range_504_ratio": 1.590249, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.081303, + "hold30_r": -1.0 + }, + { + "symbol": "OXY", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.892589, + "strategy_rank": 95.680439, + "production_rank": 97.084489, + "structural_overlay_pass": false, + "structural_overlay_score": 92.230264, + "structural_overlay_rr": 1.648253, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.960924, + "primary_prob": 29.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.941386, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 1.271872, + "range_504_ratio": 3.567525, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.922785, + "hold30_r": 0.577863 + }, + { + "symbol": "PCAR", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.854995, + "strategy_rank": 62.999782, + "production_rank": 70.284853, + "structural_overlay_pass": false, + "structural_overlay_score": 66.77061, + "structural_overlay_rr": 2.193256, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.030784, + "primary_prob": 21.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 15, + "primary_distance_atr": 3.046176, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.330723, + "range_504_ratio": 1.391974, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.969104, + "hold30_r": 4.366114 + }, + { + "symbol": "PCG", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.299678, + "strategy_rank": 77.80045, + "production_rank": 82.300192, + "structural_overlay_pass": false, + "structural_overlay_score": 78.185183, + "structural_overlay_rr": 1.330604, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.029853, + "primary_prob": 32.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.54478, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.693754, + "range_504_ratio": 2.001214, + "range_factor_pass": false, + "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": 89.795918, + "strategy_rank": 75.300873, + "production_rank": 80.132555, + "structural_overlay_pass": false, + "structural_overlay_score": 76.125927, + "structural_overlay_rr": 2.078053, + "structural_overlay_sources": [ + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.590194, + "primary_prob": 28.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 66.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.385291, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.494359, + "range_504_ratio": 1.639448, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.534428, + "hold30_r": 2.74269 + }, + { + "symbol": "PGR", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.077336, + "strategy_rank": 67.248991, + "production_rank": 74.191772, + "structural_overlay_pass": false, + "structural_overlay_score": 70.482184, + "structural_overlay_rr": 1.189697, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.189697, + "primary_prob": 24.2, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.784545, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.409003, + "range_504_ratio": 1.505316, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.118675, + "hold30_r": -1.0 + }, + { + "symbol": "PODD", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.233083, + "strategy_rank": 92.176341, + "production_rank": 92.528588, + "structural_overlay_pass": false, + "structural_overlay_score": 87.902159, + "structural_overlay_rr": 1.654664, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.298357, + "primary_prob": 41.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.947535, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.584743, + "range_504_ratio": 1.79453, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.260707, + "hold30_r": 0.74673 + }, + { + "symbol": "PSX", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.38131, + "strategy_rank": 86.541837, + "production_rank": 89.488328, + "structural_overlay_pass": false, + "structural_overlay_score": 85.013912, + "structural_overlay_rr": 2.154142, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.070556, + "primary_prob": 24.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 79.0, + "primary_rejection_count": 16, + "primary_distance_atr": 3.105833, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.585921, + "range_504_ratio": 1.796645, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.024522, + "hold30_r": -1.0 + }, + { + "symbol": "PTC", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.128894, + "strategy_rank": 70.366753, + "production_rank": 73.6208, + "structural_overlay_pass": false, + "structural_overlay_score": 69.93976, + "structural_overlay_rr": 1.184457, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.161483, + "primary_prob": 27.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 3.242224, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.465137, + "range_504_ratio": 1.592232, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.113216, + "hold30_r": 2.771391 + }, + { + "symbol": "PWR", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.588614, + "strategy_rank": 82.818461, + "production_rank": 86.075179, + "structural_overlay_pass": false, + "structural_overlay_score": 81.77142, + "structural_overlay_rr": 1.741663, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.360056, + "primary_prob": 40.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.040084, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.607858, + "range_504_ratio": 1.836493, + "range_factor_pass": false, + "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": 85.499463, + "strategy_rank": 80.685637, + "production_rank": 82.290246, + "structural_overlay_pass": false, + "structural_overlay_score": 78.175733, + "structural_overlay_rr": 0.689704, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.166253, + "primary_prob": 44.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.74938, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.382628, + "range_504_ratio": 1.466132, + "range_factor_pass": false, + "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": 88.506982, + "strategy_rank": 73.208907, + "production_rank": 78.308265, + "structural_overlay_pass": false, + "structural_overlay_score": 74.392852, + "structural_overlay_rr": 1.509712, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.374887, + "primary_prob": 25.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 16, + "primary_distance_atr": 3.562331, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.430051, + "range_504_ratio": 1.537335, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.319442, + "hold30_r": 2.027407 + }, + { + "symbol": "ROL", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.095596, + "strategy_rank": 70.27174, + "production_rank": 73.879692, + "structural_overlay_pass": false, + "structural_overlay_score": 70.185708, + "structural_overlay_rr": 0.718807, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.655507, + "primary_prob": 34.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.48326, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.412515, + "range_504_ratio": 1.510612, + "range_factor_pass": false, + "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": 80.773362, + "strategy_rank": 76.380582, + "production_rank": 77.844842, + "structural_overlay_pass": false, + "structural_overlay_score": 73.9526, + "structural_overlay_rr": 1.862073, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.223107, + "primary_prob": 43.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.834661, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.611165, + "range_504_ratio": 1.842577, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.162222, + "hold30_r": -1.0 + }, + { + "symbol": "SLB", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.174006, + "strategy_rank": 94.670358, + "production_rank": 95.838241, + "structural_overlay_pass": false, + "structural_overlay_score": 91.046328, + "structural_overlay_rr": 0.831588, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.810235, + "primary_prob": 55.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.215352, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.772016, + "range_504_ratio": 2.164124, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.774645, + "hold30_r": 1.551432 + }, + { + "symbol": "SMCI", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.677766, + "strategy_rank": 98.552571, + "production_rank": 98.927636, + "structural_overlay_pass": false, + "structural_overlay_score": 93.981254, + "structural_overlay_rr": 0.955966, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.768982, + "primary_prob": 46.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.153473, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 1.063325, + "range_504_ratio": 2.895985, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.741829, + "hold30_r": -1.0 + }, + { + "symbol": "SRE", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.680988, + "strategy_rank": 64.88891, + "production_rank": 72.152936, + "structural_overlay_pass": false, + "structural_overlay_score": 68.545289, + "structural_overlay_rr": 2.94698, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.210843, + "primary_prob": 26.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 3.316265, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.389389, + "range_504_ratio": 1.476079, + "range_factor_pass": false, + "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": 98.388829, + "strategy_rank": 93.341634, + "production_rank": 95.024032, + "structural_overlay_pass": false, + "structural_overlay_score": 90.272831, + "structural_overlay_rr": 2.060669, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.71386, + "primary_prob": 57.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 91.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.07079, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.805684, + "range_504_ratio": 2.238227, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.679151, + "hold30_r": 5.56361 + }, + { + "symbol": "TAP", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.343716, + "strategy_rank": 63.989798, + "production_rank": 69.441104, + "structural_overlay_pass": false, + "structural_overlay_score": 65.969049, + "structural_overlay_rr": 2.109622, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.502202, + "primary_prob": 37.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 74, + "primary_distance_atr": 2.253304, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.34778, + "range_504_ratio": 1.415921, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.440859, + "hold30_r": 1.780507 + }, + { + "symbol": "TKO", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.240602, + "strategy_rank": 73.477746, + "production_rank": 81.065364, + "structural_overlay_pass": false, + "structural_overlay_score": 77.012096, + "structural_overlay_rr": 1.978853, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.650468, + "primary_prob": 22.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 20, + "primary_distance_atr": 3.975702, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.5561, + "range_504_ratio": 1.743858, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.597441, + "hold30_r": 7.279827 + }, + { + "symbol": "TMUS", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.010741, + "strategy_rank": 67.284046, + "production_rank": 74.859611, + "structural_overlay_pass": false, + "structural_overlay_score": 71.116631, + "structural_overlay_rr": 1.513436, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.534341, + "primary_prob": 36.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 63, + "primary_distance_atr": 2.301512, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.419251, + "range_504_ratio": 1.520822, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.471494, + "hold30_r": 1.923294 + }, + { + "symbol": "TPL", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.462943, + "strategy_rank": 96.987404, + "production_rank": 97.812584, + "structural_overlay_pass": false, + "structural_overlay_score": 92.921955, + "structural_overlay_rr": 1.622948, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.923422, + "primary_prob": 29.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 93.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.885133, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 1.06282, + "range_504_ratio": 2.894522, + "range_factor_pass": true, + "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": 95.166488, + "strategy_rank": 90.121365, + "production_rank": 91.803072, + "structural_overlay_pass": false, + "structural_overlay_score": 87.212919, + "structural_overlay_rr": 1.026963, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.504503, + "primary_prob": 37.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.256755, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.741796, + "range_504_ratio": 2.099704, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.465468, + "hold30_r": 1.616111 + }, + { + "symbol": "UAL", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.895811, + "strategy_rank": 85.167904, + "production_rank": 85.743873, + "structural_overlay_pass": false, + "structural_overlay_score": 81.456679, + "structural_overlay_rr": 1.552377, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.306612, + "primary_prob": 25.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 67, + "primary_distance_atr": 3.459919, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.595362, + "range_504_ratio": 1.813687, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.270588, + "hold30_r": 6.147739 + }, + { + "symbol": "URI", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.143931, + "strategy_rank": 81.265382, + "production_rank": 82.891565, + "structural_overlay_pass": false, + "structural_overlay_score": 78.746987, + "structural_overlay_rr": 0.809511, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.746026, + "primary_prob": 23.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.619039, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.58783, + "range_504_ratio": 1.800078, + "range_factor_pass": false, + "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": 97.959184, + "strategy_rank": 92.590721, + "production_rank": 94.380209, + "structural_overlay_pass": false, + "structural_overlay_score": 89.661198, + "structural_overlay_rr": 1.531846, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.88633, + "primary_prob": 30.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.829496, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.914113, + "range_504_ratio": 2.494562, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.848179, + "hold30_r": 2.595029 + }, + { + "symbol": "VRTX", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.092374, + "strategy_rank": 78.629935, + "production_rank": 83.784081, + "structural_overlay_pass": false, + "structural_overlay_score": 79.594877, + "structural_overlay_rr": 1.649919, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.311994, + "primary_prob": 25.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 3.467991, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.610528, + "range_504_ratio": 1.841404, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.256934, + "hold30_r": 1.225299 + }, + { + "symbol": "WAB", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.16971, + "strategy_rank": 67.358025, + "production_rank": 72.295254, + "structural_overlay_pass": false, + "structural_overlay_score": 68.680491, + "structural_overlay_rr": 1.336528, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.264421, + "primary_prob": 25.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.896631, + "raw_level_count": 26, + "gate_level_count": 26, + "range_504_log": 0.307109, + "range_504_ratio": 1.35949, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.199381, + "hold30_r": 1.903737 + }, + { + "symbol": "WMB", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.225564, + "strategy_rank": 74.701303, + "production_rank": 79.876057, + "structural_overlay_pass": false, + "structural_overlay_score": 75.882254, + "structural_overlay_rr": 1.90475, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.928583, + "primary_prob": 30.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 59, + "primary_distance_atr": 2.892875, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.47852, + "range_504_ratio": 1.613685, + "range_factor_pass": false, + "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": 90.547798, + "strategy_rank": 69.846481, + "production_rank": 76.74692, + "structural_overlay_pass": false, + "structural_overlay_score": 72.909574, + "structural_overlay_rr": 1.579682, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.694515, + "primary_prob": 60.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.041773, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.490831, + "range_504_ratio": 1.633673, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.628618, + "hold30_r": -1.0 + }, + { + "symbol": "WYNN", + "date": "2023-01-03", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.110634, + "strategy_rank": 89.112492, + "production_rank": 88.445206, + "structural_overlay_pass": false, + "structural_overlay_score": 84.022946, + "structural_overlay_rr": 1.851273, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.762932, + "primary_prob": 36.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 20, + "primary_distance_atr": 4.144398, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.933238, + "range_504_ratio": 2.542729, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.726944, + "hold30_r": 4.802741 + }, + { + "symbol": "XOM", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.529538, + "strategy_rank": 82.675821, + "production_rank": 87.62706, + "structural_overlay_pass": false, + "structural_overlay_score": 83.245707, + "structural_overlay_rr": 1.445523, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.805629, + "primary_prob": 55.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.208444, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.788843, + "range_504_ratio": 2.200848, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.753403, + "hold30_r": -1.784839 + }, + { + "symbol": "A", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.974138, + "strategy_rank": 75.817948, + "production_rank": 78.203345, + "structural_overlay_pass": false, + "structural_overlay_score": 74.293177, + "structural_overlay_rr": 2.172397, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.559515, + "primary_prob": 40.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.339273, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.467434, + "range_504_ratio": 1.595894, + "range_factor_pass": false, + "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": 82.327586, + "strategy_rank": 59.431885, + "production_rank": 67.063786, + "structural_overlay_pass": false, + "structural_overlay_score": 63.710596, + "structural_overlay_rr": 1.817146, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.782403, + "primary_prob": 18.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.673604, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.510693, + "range_504_ratio": 1.666446, + "range_factor_pass": false, + "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": 91.37931, + "strategy_rank": 74.523457, + "production_rank": 80.142075, + "structural_overlay_pass": false, + "structural_overlay_score": 76.134971, + "structural_overlay_rr": 1.791042, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.796132, + "primary_prob": 32.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.694198, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.552434, + "range_504_ratio": 1.737477, + "range_factor_pass": false, + "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": 91.163793, + "strategy_rank": 83.192338, + "production_rank": 85.849489, + "structural_overlay_pass": false, + "structural_overlay_score": 81.557015, + "structural_overlay_rr": 1.172945, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.308222, + "primary_prob": 34.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 65.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.962333, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.473288, + "range_504_ratio": 1.605263, + "range_factor_pass": false, + "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": 85.775862, + "strategy_rank": 64.87143, + "production_rank": 71.839574, + "structural_overlay_pass": false, + "structural_overlay_score": 68.247595, + "structural_overlay_rr": 0.886818, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.70064, + "primary_prob": 50.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.05096, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.396867, + "range_504_ratio": 1.487159, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.631039, + "hold30_r": -1.0 + }, + { + "symbol": "ALB", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.025862, + "strategy_rank": 90.716387, + "production_rank": 91.152878, + "structural_overlay_pass": false, + "structural_overlay_score": 86.595235, + "structural_overlay_rr": 1.873726, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.737001, + "primary_prob": 33.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.605501, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.718974, + "range_504_ratio": 2.052327, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.705966, + "hold30_r": 2.075688 + }, + { + "symbol": "AMGN", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.267241, + "strategy_rank": 61.014966, + "production_rank": 68.765724, + "structural_overlay_pass": false, + "structural_overlay_score": 65.327438, + "structural_overlay_rr": 1.739735, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.740073, + "primary_prob": 28.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 76.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.61011, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.401126, + "range_504_ratio": 1.493506, + "range_factor_pass": false, + "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": 80.064655, + "strategy_rank": 78.931525, + "production_rank": 79.309235, + "structural_overlay_pass": false, + "structural_overlay_score": 75.343773, + "structural_overlay_rr": 1.0915, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.219613, + "primary_prob": 26.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 58, + "primary_distance_atr": 3.32942, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.555987, + "range_504_ratio": 1.743662, + "range_factor_pass": false, + "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": 98.706897, + "strategy_rank": 97.453197, + "production_rank": 97.871097, + "structural_overlay_pass": false, + "structural_overlay_score": 92.977542, + "structural_overlay_rr": 1.69441, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.646408, + "primary_prob": 28.04, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 67.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.469613, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 1.206543, + "range_504_ratio": 3.341911, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.029694, + "hold30_r": -1.0 + }, + { + "symbol": "AXON", + "date": "2023-01-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.50431, + "strategy_rank": 91.839713, + "production_rank": 92.727912, + "structural_overlay_pass": false, + "structural_overlay_score": 88.091516, + "structural_overlay_rr": 1.775062, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.270668, + "primary_prob": 22.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 2, + "primary_distance_atr": 3.406002, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.929604, + "range_504_ratio": 2.533505, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.227047, + "hold30_r": -1.0 + }, + { + "symbol": "AZO", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.068966, + "strategy_rank": 63.201495, + "production_rank": 71.157318, + "structural_overlay_pass": false, + "structural_overlay_score": 67.599452, + "structural_overlay_rr": 1.81029, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.210488, + "primary_prob": 40.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 84.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.815732, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.593453, + "range_504_ratio": 1.810228, + "range_factor_pass": false, + "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": 93.426724, + "strategy_rank": 94.400853, + "production_rank": 94.076143, + "structural_overlay_pass": false, + "structural_overlay_score": 89.372336, + "structural_overlay_rr": 1.8978, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.853862, + "primary_prob": 31.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.780792, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.687239, + "range_504_ratio": 1.988219, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.047292, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.719828, + "strategy_rank": 72.548515, + "production_rank": 79.938952, + "structural_overlay_pass": false, + "structural_overlay_score": 75.942005, + "structural_overlay_rr": 0.785848, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.708935, + "primary_prob": 58.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 94.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.063403, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.576086, + "range_504_ratio": 1.779062, + "range_factor_pass": false, + "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": 87.607759, + "strategy_rank": 65.091525, + "production_rank": 72.596937, + "structural_overlay_pass": false, + "structural_overlay_score": 68.96709, + "structural_overlay_rr": 1.899996, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.609481, + "primary_prob": 35.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.414222, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.380458, + "range_504_ratio": 1.462954, + "range_factor_pass": false, + "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": 97.952586, + "strategy_rank": 94.575394, + "production_rank": 95.701125, + "structural_overlay_pass": false, + "structural_overlay_score": 90.916069, + "structural_overlay_rr": 0.877869, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.834205, + "primary_prob": 31.71, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.751307, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 1.018645, + "range_504_ratio": 2.769441, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.033059, + "hold30_r": 0.653224 + }, + { + "symbol": "CI", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.288793, + "strategy_rank": 68.770396, + "production_rank": 77.276528, + "structural_overlay_pass": false, + "structural_overlay_score": 73.412702, + "structural_overlay_rr": 1.539684, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.583891, + "primary_prob": 23.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.875836, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.573129, + "range_504_ratio": 1.773808, + "range_factor_pass": false, + "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": 95.581897, + "strategy_rank": 88.377285, + "production_rank": 90.778822, + "structural_overlay_pass": false, + "structural_overlay_score": 86.239881, + "structural_overlay_rr": 2.143375, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "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": 70, + "gate_level_count": 70, + "range_504_log": 0.990965, + "range_504_ratio": 2.693834, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.041663, + "hold30_r": -1.0 + }, + { + "symbol": "CSGP", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.409483, + "strategy_rank": 83.436853, + "production_rank": 85.761063, + "structural_overlay_pass": false, + "structural_overlay_score": 81.473009, + "structural_overlay_rr": 1.918504, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.003069, + "primary_prob": 29.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 3.004603, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.723795, + "range_504_ratio": 2.062245, + "range_factor_pass": false, + "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": 83.512931, + "strategy_rank": 64.510554, + "production_rank": 70.84468, + "structural_overlay_pass": false, + "structural_overlay_score": 67.302446, + "structural_overlay_rr": 0.967614, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.026781, + "primary_prob": 48.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.540172, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.31295, + "range_504_ratio": 1.367454, + "range_factor_pass": false, + "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": 87.392241, + "strategy_rank": 84.962123, + "production_rank": 85.772162, + "structural_overlay_pass": false, + "structural_overlay_score": 81.483554, + "structural_overlay_rr": 1.843756, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 3.064625, + "primary_prob": 34.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 4.596937, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 1.007914, + "range_504_ratio": 2.73988, + "range_factor_pass": true, + "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": 90.625, + "strategy_rank": 70.873122, + "production_rank": 77.457082, + "structural_overlay_pass": false, + "structural_overlay_score": 73.584227, + "structural_overlay_rr": 2.327467, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.526937, + "primary_prob": 30.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 67.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.290406, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.522043, + "range_504_ratio": 1.685468, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.466313, + "hold30_r": -1.0 + }, + { + "symbol": "CVX", + "date": "2023-01-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.642241, + "strategy_rank": 79.42296, + "production_rank": 84.16272, + "structural_overlay_pass": false, + "structural_overlay_score": 79.954584, + "structural_overlay_rr": 1.657529, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.16766, + "primary_prob": 22.65, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 3.25149, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.714245, + "range_504_ratio": 2.042645, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.055952, + "hold30_r": -1.0 + }, + { + "symbol": "DECK", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.241379, + "strategy_rank": 86.94021, + "production_rank": 88.707267, + "structural_overlay_pass": false, + "structural_overlay_score": 84.271903, + "structural_overlay_rr": 1.756165, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.815723, + "primary_prob": 40.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 66.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.723585, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.751565, + "range_504_ratio": 2.120316, + "range_factor_pass": false, + "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": 96.228448, + "strategy_rank": 95.010128, + "production_rank": 95.416235, + "structural_overlay_pass": true, + "structural_overlay_score": 95.645423, + "structural_overlay_rr": 2.007856, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.858879, + "primary_prob": 46.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.788318, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 1.194363, + "range_504_ratio": 3.301455, + "range_factor_pass": true, + "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": 90.193966, + "strategy_rank": 90.721613, + "production_rank": 90.54573, + "structural_overlay_pass": false, + "structural_overlay_score": 86.018444, + "structural_overlay_rr": 1.630253, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.016968, + "primary_prob": 29.25, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.025452, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.902047, + "range_504_ratio": 2.464643, + "range_factor_pass": false, + "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": 85.560345, + "strategy_rank": 67.939452, + "production_rank": 73.813083, + "structural_overlay_pass": false, + "structural_overlay_score": 70.122429, + "structural_overlay_rr": 1.688044, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.512827, + "primary_prob": 23.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 3.769241, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.435708, + "range_504_ratio": 1.546057, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.054263, + "hold30_r": 0.890019 + }, + { + "symbol": "EME", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.099138, + "strategy_rank": 66.063388, + "production_rank": 72.741971, + "structural_overlay_pass": false, + "structural_overlay_score": 69.104873, + "structural_overlay_rr": 1.787534, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.549455, + "primary_prob": 21.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.324183, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.493551, + "range_504_ratio": 1.638122, + "range_factor_pass": false, + "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": 92.99569, + "strategy_rank": 88.112004, + "production_rank": 89.739899, + "structural_overlay_pass": false, + "structural_overlay_score": 85.252904, + "structural_overlay_rr": 1.920292, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.836565, + "primary_prob": 45.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 94.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.754848, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.876371, + "range_504_ratio": 2.402165, + "range_factor_pass": false, + "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": 98.922414, + "strategy_rank": 97.410926, + "production_rank": 97.914755, + "structural_overlay_pass": false, + "structural_overlay_score": 93.019017, + "structural_overlay_rr": 1.53059, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.997368, + "primary_prob": 49.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.496051, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 1.196369, + "range_504_ratio": 3.308084, + "range_factor_pass": true, + "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": 93.857759, + "strategy_rank": 76.419315, + "production_rank": 82.23213, + "structural_overlay_pass": false, + "structural_overlay_score": 78.120523, + "structural_overlay_rr": 1.754582, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.736376, + "primary_prob": 32.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 96.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.604564, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.59225, + "range_504_ratio": 1.808053, + "range_factor_pass": false, + "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": 95.797414, + "strategy_rank": 92.455185, + "production_rank": 93.569262, + "structural_overlay_pass": false, + "structural_overlay_score": 88.890798, + "structural_overlay_rr": 2.048113, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.505224, + "primary_prob": 37.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 65, + "primary_distance_atr": 2.257836, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.80057, + "range_504_ratio": 2.226811, + "range_factor_pass": false, + "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": 84.482759, + "strategy_rank": 82.21733, + "production_rank": 82.972473, + "structural_overlay_pass": false, + "structural_overlay_score": 78.823849, + "structural_overlay_rr": 1.612446, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.998076, + "primary_prob": 32.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.997114, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.941003, + "range_504_ratio": 2.562551, + "range_factor_pass": false, + "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": 81.573276, + "strategy_rank": 85.105585, + "production_rank": 83.928149, + "structural_overlay_pass": false, + "structural_overlay_score": 79.731741, + "structural_overlay_rr": 2.144971, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.684153, + "primary_prob": 46.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 85.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.52623, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.740208, + "range_504_ratio": 2.096371, + "range_factor_pass": false, + "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": 98.491379, + "strategy_rank": 97.237957, + "production_rank": 97.655764, + "structural_overlay_pass": false, + "structural_overlay_score": 92.772976, + "structural_overlay_rr": 1.707942, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.030981, + "primary_prob": 47.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 96.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.546471, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.629345, + "range_504_ratio": 1.87638, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.991931, + "hold30_r": 2.85979 + }, + { + "symbol": "FIX", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.211207, + "strategy_rank": 82.662008, + "production_rank": 86.178408, + "structural_overlay_pass": false, + "structural_overlay_score": 81.869487, + "structural_overlay_rr": 2.31603, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.05422, + "primary_prob": 28.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 17, + "primary_distance_atr": 3.08133, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.639145, + "range_504_ratio": 1.894861, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.00007, + "hold30_r": 4.833128 + }, + { + "symbol": "GD", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.387931, + "strategy_rank": 57.494728, + "production_rank": 65.125795, + "structural_overlay_pass": false, + "structural_overlay_score": 61.869506, + "structural_overlay_rr": 1.39172, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.083361, + "primary_prob": 39.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 63.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.625042, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.340905, + "range_504_ratio": 1.406219, + "range_factor_pass": false, + "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": 84.806034, + "strategy_rank": 60.168945, + "production_rank": 68.381308, + "structural_overlay_pass": false, + "structural_overlay_score": 64.962243, + "structural_overlay_rr": 1.767129, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.648513, + "primary_prob": 20.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.472769, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.443948, + "range_504_ratio": 1.558849, + "range_factor_pass": false, + "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": 92.456897, + "strategy_rank": 66.071759, + "production_rank": 74.866805, + "structural_overlay_pass": false, + "structural_overlay_score": 71.123465, + "structural_overlay_rr": 0.722487, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.426487, + "primary_prob": 38.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.139731, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.484583, + "range_504_ratio": 1.623497, + "range_factor_pass": false, + "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": 84.051724, + "strategy_rank": 68.975692, + "production_rank": 74.001036, + "structural_overlay_pass": false, + "structural_overlay_score": 70.300984, + "structural_overlay_rr": 1.764846, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.651554, + "primary_prob": 34.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.477331, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.447714, + "range_504_ratio": 1.564731, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.594654, + "hold30_r": 4.743346 + }, + { + "symbol": "HAL", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.012931, + "strategy_rank": 94.022356, + "production_rank": 94.685881, + "structural_overlay_pass": false, + "structural_overlay_score": 89.951587, + "structural_overlay_rr": 1.283508, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.008164, + "primary_prob": 44.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.512246, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.903753, + "range_504_ratio": 2.468852, + "range_factor_pass": false, + "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": 83.836207, + "strategy_rank": 64.254014, + "production_rank": 70.781412, + "structural_overlay_pass": false, + "structural_overlay_score": 67.242341, + "structural_overlay_rr": 0.692813, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.298455, + "primary_prob": 21.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 76.0, + "primary_rejection_count": 14, + "primary_distance_atr": 3.447682, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.39312, + "range_504_ratio": 1.481595, + "range_factor_pass": false, + "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": 81.25, + "strategy_rank": 57.068133, + "production_rank": 65.128755, + "structural_overlay_pass": false, + "structural_overlay_score": 61.872318, + "structural_overlay_rr": 0.905807, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.905875, + "primary_prob": 52.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 77, + "primary_distance_atr": 1.358813, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.368785, + "range_504_ratio": 1.445977, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.828687, + "hold30_r": -1.0 + }, + { + "symbol": "HUBB", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.978448, + "strategy_rank": 75.087918, + "production_rank": 80.051428, + "structural_overlay_pass": false, + "structural_overlay_score": 76.048857, + "structural_overlay_rr": 1.690186, + "structural_overlay_sources": [ + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.278033, + "primary_prob": 33.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.91705, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.436261, + "range_504_ratio": 1.546913, + "range_factor_pass": false, + "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": 95.366379, + "strategy_rank": 70.329427, + "production_rank": 78.675078, + "structural_overlay_pass": false, + "structural_overlay_score": 74.741324, + "structural_overlay_rr": 1.670349, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.512871, + "primary_prob": 37.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.269307, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.486559, + "range_504_ratio": 1.626708, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.455007, + "hold30_r": 1.745817 + }, + { + "symbol": "IRM", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.637931, + "strategy_rank": 79.831101, + "production_rank": 82.100044, + "structural_overlay_pass": false, + "structural_overlay_score": 77.995042, + "structural_overlay_rr": 1.905831, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.913216, + "primary_prob": 30.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.869824, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.341124, + "range_504_ratio": 1.406527, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.863495, + "hold30_r": 1.293584 + }, + { + "symbol": "IT", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.823276, + "strategy_rank": 73.064276, + "production_rank": 77.983943, + "structural_overlay_pass": false, + "structural_overlay_score": 74.084745, + "structural_overlay_rr": 0.906778, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.84268, + "primary_prob": 54.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.264019, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.510857, + "range_504_ratio": 1.666719, + "range_factor_pass": false, + "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": 81.896552, + "strategy_rank": 80.922007, + "production_rank": 81.246855, + "structural_overlay_pass": false, + "structural_overlay_score": 77.184512, + "structural_overlay_rr": 2.056244, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.795585, + "primary_prob": 27.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.693378, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.602642, + "range_504_ratio": 1.826938, + "range_factor_pass": false, + "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": 80.603448, + "strategy_rank": 58.031856, + "production_rank": 65.55572, + "structural_overlay_pass": false, + "structural_overlay_score": 62.277934, + "structural_overlay_rr": 2.353187, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.17631, + "primary_prob": 27.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 71, + "primary_distance_atr": 3.264465, + "raw_level_count": 25, + "gate_level_count": 25, + "range_504_log": 0.315298, + "range_504_ratio": 1.370667, + "range_factor_pass": false, + "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": 94.073276, + "strategy_rank": 72.707516, + "production_rank": 79.829436, + "structural_overlay_pass": false, + "structural_overlay_score": 75.837964, + "structural_overlay_rr": 1.393829, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.441973, + "primary_prob": 37.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 94.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.16296, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.533056, + "range_504_ratio": 1.704133, + "range_factor_pass": false, + "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": 89.331897, + "strategy_rank": 67.135332, + "production_rank": 74.534187, + "structural_overlay_pass": false, + "structural_overlay_score": 70.807477, + "structural_overlay_rr": 1.868819, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.615283, + "primary_prob": 35.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.422924, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.43106, + "range_504_ratio": 1.538887, + "range_factor_pass": false, + "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": 88.038793, + "strategy_rank": 87.571361, + "production_rank": 87.727172, + "structural_overlay_pass": false, + "structural_overlay_score": 83.340813, + "structural_overlay_rr": 1.659575, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.771186, + "primary_prob": 21.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 4.15678, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.658366, + "range_504_ratio": 1.931633, + "range_factor_pass": false, + "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": 94.935345, + "strategy_rank": 68.836716, + "production_rank": 77.536259, + "structural_overlay_pass": false, + "structural_overlay_score": 73.659446, + "structural_overlay_rr": 1.667367, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.239158, + "primary_prob": 42.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.858736, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.766884, + "range_504_ratio": 2.153046, + "range_factor_pass": false, + "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": 92.780172, + "strategy_rank": 91.63067, + "production_rank": 92.013838, + "structural_overlay_pass": false, + "structural_overlay_score": 87.413146, + "structural_overlay_rr": 1.562349, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.582577, + "primary_prob": 35.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.373866, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 1.031539, + "range_504_ratio": 2.805379, + "range_factor_pass": true, + "outcome": "ambiguous", + "net_r": -1.034545, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.275862, + "strategy_rank": 87.140743, + "production_rank": 90.852449, + "structural_overlay_pass": false, + "structural_overlay_score": 86.309827, + "structural_overlay_rr": 2.045961, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.551029, + "primary_prob": 34.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.326544, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.933241, + "range_504_ratio": 2.542738, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.50816, + "hold30_r": 1.659583 + }, + { + "symbol": "MPWR", + "date": "2023-01-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 85.12931, + "strategy_rank": 87.530431, + "production_rank": 86.730058, + "structural_overlay_pass": false, + "structural_overlay_score": 82.393555, + "structural_overlay_rr": 1.561953, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.970753, + "primary_prob": 35.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 56, + "primary_distance_atr": 4.456129, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.653628, + "range_504_ratio": 1.922503, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.939808, + "hold30_r": 4.254234 + }, + { + "symbol": "MRK", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.762931, + "strategy_rank": 63.44564, + "production_rank": 72.21807, + "structural_overlay_pass": false, + "structural_overlay_score": 68.607167, + "structural_overlay_rr": 1.589728, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.210979, + "primary_prob": 24.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.816468, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.488055, + "range_504_ratio": 1.629144, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.075281, + "hold30_r": -1.0 + }, + { + "symbol": "MRNA", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.543103, + "strategy_rank": 87.039829, + "production_rank": 85.540921, + "structural_overlay_pass": false, + "structural_overlay_score": 81.263875, + "structural_overlay_rr": 1.695118, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.695118, + "primary_prob": 39.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.542677, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 1.464382, + "range_504_ratio": 4.324872, + "range_factor_pass": true, + "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": 90.840517, + "strategy_rank": 74.75789, + "production_rank": 80.118766, + "structural_overlay_pass": false, + "structural_overlay_score": 76.112827, + "structural_overlay_rr": 2.065152, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.419121, + "primary_prob": 38.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.128681, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.478028, + "range_504_ratio": 1.612891, + "range_factor_pass": false, + "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": 96.767241, + "strategy_rank": 93.55252, + "production_rank": 94.624094, + "structural_overlay_pass": false, + "structural_overlay_score": 89.892889, + "structural_overlay_rr": 1.655453, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.655453, + "primary_prob": 31.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.48318, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.761874, + "range_504_ratio": 2.142287, + "range_factor_pass": false, + "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": 97.62931, + "strategy_rank": 96.763264, + "production_rank": 97.051946, + "structural_overlay_pass": false, + "structural_overlay_score": 92.199349, + "structural_overlay_rr": 1.900008, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.666767, + "primary_prob": 34.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.500151, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.820796, + "range_504_ratio": 2.272308, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.638058, + "hold30_r": 3.153651 + }, + { + "symbol": "ORLY", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.314655, + "strategy_rank": 61.450302, + "production_rank": 69.738419, + "structural_overlay_pass": false, + "structural_overlay_score": 66.251498, + "structural_overlay_rr": 0.937956, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.579198, + "primary_prob": 17.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.368796, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.463891, + "range_504_ratio": 1.590249, + "range_factor_pass": false, + "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": 99.676724, + "strategy_rank": 94.97757, + "production_rank": 96.543954, + "structural_overlay_pass": false, + "structural_overlay_score": 91.716757, + "structural_overlay_rr": 1.870794, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.598344, + "primary_prob": 50.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.397516, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 1.271872, + "range_504_ratio": 3.567525, + "range_factor_pass": true, + "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": 86.853448, + "strategy_rank": 73.447628, + "production_rank": 77.916235, + "structural_overlay_pass": false, + "structural_overlay_score": 74.020423, + "structural_overlay_rr": 1.625716, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.365247, + "primary_prob": 49.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 72.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.04787, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.494359, + "range_504_ratio": 1.639448, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.304918, + "hold30_r": 0.457871 + }, + { + "symbol": "PODD", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.443966, + "strategy_rank": 94.388458, + "production_rank": 95.073627, + "structural_overlay_pass": false, + "structural_overlay_score": 90.319946, + "structural_overlay_rr": 0.778298, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.085768, + "primary_prob": 36.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.628652, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.584743, + "range_504_ratio": 1.79453, + "range_factor_pass": false, + "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": 88.900862, + "strategy_rank": 81.672664, + "production_rank": 84.082063, + "structural_overlay_pass": false, + "structural_overlay_score": 79.87796, + "structural_overlay_rr": 1.923542, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.843225, + "primary_prob": 42.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 79.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.764837, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.585921, + "range_504_ratio": 1.796645, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.799424, + "hold30_r": -1.0 + }, + { + "symbol": "PTC", + "date": "2023-01-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.189655, + "strategy_rank": 72.041771, + "production_rank": 75.757733, + "structural_overlay_pass": false, + "structural_overlay_score": 71.969846, + "structural_overlay_rr": 1.534073, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.266814, + "primary_prob": 25.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 9, + "primary_distance_atr": 3.400221, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.465137, + "range_504_ratio": 1.592232, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.218602, + "hold30_r": 0.522238 + }, + { + "symbol": "PWR", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.982759, + "strategy_rank": 84.529562, + "production_rank": 88.680627, + "structural_overlay_pass": false, + "structural_overlay_score": 84.246596, + "structural_overlay_rr": 1.889801, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.518566, + "primary_prob": 36.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.277849, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.607858, + "range_504_ratio": 1.836493, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.468659, + "hold30_r": 3.596981 + }, + { + "symbol": "REGN", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.685345, + "strategy_rank": 83.742832, + "production_rank": 85.390336, + "structural_overlay_pass": false, + "structural_overlay_score": 81.120819, + "structural_overlay_rr": 1.888168, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.586995, + "primary_prob": 35.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.380493, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.382628, + "range_504_ratio": 1.466132, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.54351, + "hold30_r": 1.88855 + }, + { + "symbol": "ROL", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.034483, + "strategy_rank": 69.020275, + "production_rank": 73.025011, + "structural_overlay_pass": false, + "structural_overlay_score": 69.373761, + "structural_overlay_rr": 0.839089, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.806596, + "primary_prob": 32.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.709894, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.412515, + "range_504_ratio": 1.510612, + "range_factor_pass": false, + "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": 88.469828, + "strategy_rank": 81.177806, + "production_rank": 83.60848, + "structural_overlay_pass": false, + "structural_overlay_score": 79.428056, + "structural_overlay_rr": 0.767737, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.445703, + "primary_prob": 48.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 77.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.168554, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.611165, + "range_504_ratio": 1.842577, + "range_factor_pass": false, + "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": 99.892241, + "strategy_rank": 98.79796, + "production_rank": 99.16272, + "structural_overlay_pass": false, + "structural_overlay_score": 94.204584, + "structural_overlay_rr": 1.588049, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.036762, + "primary_prob": 45.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 88.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.555143, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 1.063325, + "range_504_ratio": 2.895985, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.015181, + "hold30_r": -1.0 + }, + { + "symbol": "SNPS", + "date": "2023-01-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.818966, + "strategy_rank": 75.049671, + "production_rank": 76.972769, + "structural_overlay_pass": false, + "structural_overlay_score": 73.124131, + "structural_overlay_rr": 1.552371, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.152015, + "primary_prob": 27.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 3.228023, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.4278, + "range_504_ratio": 1.53388, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.106019, + "hold30_r": 2.656895 + }, + { + "symbol": "STLD", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.137931, + "strategy_rank": 94.214148, + "production_rank": 95.855409, + "structural_overlay_pass": false, + "structural_overlay_score": 91.062639, + "structural_overlay_rr": 1.049156, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.786951, + "primary_prob": 52.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.180426, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.805684, + "range_504_ratio": 2.238227, + "range_factor_pass": false, + "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": 99.461207, + "strategy_rank": 96.822416, + "production_rank": 97.702013, + "structural_overlay_pass": false, + "structural_overlay_score": 92.816912, + "structural_overlay_rr": 1.730395, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.040503, + "primary_prob": 27.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 93.0, + "primary_rejection_count": 15, + "primary_distance_atr": 3.060754, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 1.06282, + "range_504_ratio": 2.894522, + "range_factor_pass": true, + "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": 91.594828, + "strategy_rank": 86.87389, + "production_rank": 88.447536, + "structural_overlay_pass": false, + "structural_overlay_score": 84.025159, + "structural_overlay_rr": 1.614348, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.664705, + "primary_prob": 31.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.497058, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.741796, + "range_504_ratio": 2.099704, + "range_factor_pass": false, + "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": 82.758621, + "strategy_rank": 60.119876, + "production_rank": 67.666124, + "structural_overlay_pass": false, + "structural_overlay_score": 64.282818, + "structural_overlay_rr": 3.029868, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.0393, + "primary_prob": 28.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 67, + "primary_distance_atr": 3.05895, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.37619, + "range_504_ratio": 1.456724, + "range_factor_pass": false, + "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": 88.25431, + "strategy_rank": 82.346687, + "production_rank": 84.315895, + "structural_overlay_pass": false, + "structural_overlay_score": 80.1001, + "structural_overlay_rr": 2.134434, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.840803, + "primary_prob": 27.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.761204, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.58783, + "range_504_ratio": 1.800078, + "range_factor_pass": false, + "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": 85.344828, + "strategy_rank": 61.704899, + "production_rank": 69.584875, + "structural_overlay_pass": false, + "structural_overlay_score": 66.105631, + "structural_overlay_rr": 1.763325, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.798329, + "primary_prob": 32.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.697494, + "raw_level_count": 26, + "gate_level_count": 26, + "range_504_log": 0.304162, + "range_504_ratio": 1.355488, + "range_factor_pass": false, + "outcome": "ambiguous", + "net_r": -2.680584, + "hold30_r": -2.612098 + }, + { + "symbol": "VLO", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.413793, + "strategy_rank": 92.170342, + "production_rank": 93.918159, + "structural_overlay_pass": false, + "structural_overlay_score": 89.222251, + "structural_overlay_rr": 2.206217, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.878319, + "primary_prob": 27.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.817478, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.914113, + "range_504_ratio": 2.494562, + "range_factor_pass": false, + "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": 95.150862, + "strategy_rank": 79.320196, + "production_rank": 84.597085, + "structural_overlay_pass": false, + "structural_overlay_score": 80.36723, + "structural_overlay_rr": 2.201841, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.071536, + "primary_prob": 28.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 3.107303, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.610528, + "range_504_ratio": 1.841404, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.015344, + "hold30_r": 0.371689 + }, + { + "symbol": "WMB", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.112069, + "strategy_rank": 67.392611, + "production_rank": 72.299097, + "structural_overlay_pass": false, + "structural_overlay_score": 68.684142, + "structural_overlay_rr": 1.962213, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.987433, + "primary_prob": 29.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 59, + "primary_distance_atr": 2.981149, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.47852, + "range_504_ratio": 1.613685, + "range_factor_pass": false, + "outcome": "ambiguous", + "net_r": -1.054583, + "hold30_r": -1.0 + }, + { + "symbol": "WRB", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.547414, + "strategy_rank": 69.05658, + "production_rank": 75.886858, + "structural_overlay_pass": false, + "structural_overlay_score": 72.092515, + "structural_overlay_rr": 1.194956, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.604278, + "primary_prob": 15.56, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.406417, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.490831, + "range_504_ratio": 1.633673, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.064567, + "hold30_r": -1.0 + }, + { + "symbol": "WYNN", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.116379, + "strategy_rank": 90.192624, + "production_rank": 89.833876, + "structural_overlay_pass": false, + "structural_overlay_score": 85.342182, + "structural_overlay_rr": 1.987402, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.769645, + "primary_prob": 31.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.654467, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.933238, + "range_504_ratio": 2.542729, + "range_factor_pass": false, + "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": 97.198276, + "strategy_rank": 81.204029, + "production_rank": 86.535445, + "structural_overlay_pass": false, + "structural_overlay_score": 82.208672, + "structural_overlay_rr": 1.08292, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.08292, + "primary_prob": 47.21, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 27.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.62438, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.788843, + "range_504_ratio": 2.200848, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -2.634469, + "hold30_r": -2.582118 + }, + { + "symbol": "A", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.259768, + "strategy_rank": 75.247453, + "production_rank": 77.584891, + "structural_overlay_pass": false, + "structural_overlay_score": 73.705646, + "structural_overlay_rr": 1.394132, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.394132, + "primary_prob": 32.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 67.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.091197, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.467434, + "range_504_ratio": 1.595894, + "range_factor_pass": false, + "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": 80.992608, + "strategy_rank": 59.281577, + "production_rank": 66.518587, + "structural_overlay_pass": false, + "structural_overlay_score": 63.192658, + "structural_overlay_rr": 2.389053, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.230282, + "primary_prob": 26.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 3.345423, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.510693, + "range_504_ratio": 1.666446, + "range_factor_pass": false, + "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": 91.657867, + "strategy_rank": 75.643157, + "production_rank": 80.981393, + "structural_overlay_pass": false, + "structural_overlay_score": 76.932324, + "structural_overlay_rr": 1.669673, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.291884, + "primary_prob": 26.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 3.437826, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.552434, + "range_504_ratio": 1.737477, + "range_factor_pass": false, + "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": 81.626188, + "strategy_rank": 65.245587, + "production_rank": 70.705787, + "structural_overlay_pass": false, + "structural_overlay_score": 67.170498, + "structural_overlay_rr": 1.674356, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.648526, + "primary_prob": 34.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.472788, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.357632, + "range_504_ratio": 1.429939, + "range_factor_pass": false, + "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": 94.297782, + "strategy_rank": 85.976902, + "production_rank": 88.750529, + "structural_overlay_pass": false, + "structural_overlay_score": 84.313002, + "structural_overlay_rr": 1.526935, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.671225, + "primary_prob": 27.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 65.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.506837, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.473288, + "range_504_ratio": 1.605263, + "range_factor_pass": false, + "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": 88.595565, + "strategy_rank": 66.117842, + "production_rank": 73.610416, + "structural_overlay_pass": false, + "structural_overlay_score": 69.929895, + "structural_overlay_rr": 1.014355, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.827641, + "primary_prob": 47.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 65.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.241462, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.396867, + "range_504_ratio": 1.487159, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.758089, + "hold30_r": -1.0 + }, + { + "symbol": "ALB", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.23548, + "strategy_rank": 90.615625, + "production_rank": 90.822243, + "structural_overlay_pass": false, + "structural_overlay_score": 86.281131, + "structural_overlay_rr": 1.530698, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.841903, + "primary_prob": 46.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.762854, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.718974, + "range_504_ratio": 2.052327, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.807298, + "hold30_r": 0.466975 + }, + { + "symbol": "ANET", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.781415, + "strategy_rank": 79.543836, + "production_rank": 79.956362, + "structural_overlay_pass": false, + "structural_overlay_score": 75.958544, + "structural_overlay_rr": 1.251275, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.646813, + "primary_prob": 34.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.470219, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.555987, + "range_504_ratio": 1.743662, + "range_factor_pass": false, + "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": 82.682154, + "strategy_rank": 61.032082, + "production_rank": 68.248773, + "structural_overlay_pass": false, + "structural_overlay_score": 64.836334, + "structural_overlay_rr": 1.183606, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.938389, + "primary_prob": 65.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 98.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.407583, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.426729, + "range_504_ratio": 1.532237, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.862775, + "hold30_r": -1.0 + }, + { + "symbol": "APA", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.732841, + "strategy_rank": 97.47261, + "production_rank": 97.892687, + "structural_overlay_pass": false, + "structural_overlay_score": 92.998052, + "structural_overlay_rr": 1.976263, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.931627, + "primary_prob": 51.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.397441, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 1.206543, + "range_504_ratio": 3.341911, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.900173, + "hold30_r": -1.0 + }, + { + "symbol": "AXON", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.204857, + "strategy_rank": 94.642454, + "production_rank": 95.829922, + "structural_overlay_pass": false, + "structural_overlay_score": 91.038426, + "structural_overlay_rr": 1.9308, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.847448, + "primary_prob": 27.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.771171, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.929604, + "range_504_ratio": 2.533505, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.804633, + "hold30_r": -1.0 + }, + { + "symbol": "AZO", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.526927, + "strategy_rank": 61.307966, + "production_rank": 68.714286, + "structural_overlay_pass": false, + "structural_overlay_score": 65.278572, + "structural_overlay_rr": 2.041847, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.457666, + "primary_prob": 21.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 83.0, + "primary_rejection_count": 14, + "primary_distance_atr": 3.686499, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.593453, + "range_504_ratio": 1.810228, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.393082, + "hold30_r": 1.937588 + }, + { + "symbol": "BIIB", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.241816, + "strategy_rank": 94.228262, + "production_rank": 93.899447, + "structural_overlay_pass": false, + "structural_overlay_score": 89.204474, + "structural_overlay_rr": 1.907974, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.820787, + "primary_prob": 31.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.731181, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.687239, + "range_504_ratio": 1.988219, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.051468, + "hold30_r": -1.0 + }, + { + "symbol": "CASY", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.285111, + "strategy_rank": 67.11125, + "production_rank": 74.83587, + "structural_overlay_pass": false, + "structural_overlay_score": 71.094076, + "structural_overlay_rr": 1.382947, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.456508, + "primary_prob": 38.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.184763, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.380458, + "range_504_ratio": 1.462954, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.059123, + "hold30_r": -1.0 + }, + { + "symbol": "CDNS", + "date": "2023-01-18", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.315734, + "strategy_rank": 75.60808, + "production_rank": 78.177298, + "structural_overlay_pass": false, + "structural_overlay_score": 74.268433, + "structural_overlay_rr": 2.015477, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.437365, + "primary_prob": 31.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 12, + "primary_distance_atr": 3.656048, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.38766, + "range_504_ratio": 1.473529, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.389829, + "hold30_r": 2.781166 + }, + { + "symbol": "CF", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.993664, + "strategy_rank": 94.368436, + "production_rank": 95.576845, + "structural_overlay_pass": false, + "structural_overlay_score": 90.798003, + "structural_overlay_rr": 1.224368, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.282361, + "primary_prob": 26.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 3.423542, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 1.018645, + "range_504_ratio": 2.769441, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.036015, + "hold30_r": 0.478759 + }, + { + "symbol": "CI", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.508976, + "strategy_rank": 68.238302, + "production_rank": 76.995193, + "structural_overlay_pass": false, + "structural_overlay_score": 73.145434, + "structural_overlay_rr": 2.191334, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.094807, + "primary_prob": 28.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.14221, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.573129, + "range_504_ratio": 1.773808, + "range_factor_pass": false, + "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": 80.147835, + "strategy_rank": 76.13503, + "production_rank": 77.472632, + "structural_overlay_pass": false, + "structural_overlay_score": 73.599, + "structural_overlay_rr": 1.983904, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.357477, + "primary_prob": 40.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 3.536215, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.492778, + "range_504_ratio": 1.636858, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.30651, + "hold30_r": -0.278094 + }, + { + "symbol": "COP", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.036959, + "strategy_rank": 88.071612, + "production_rank": 90.393395, + "structural_overlay_pass": false, + "structural_overlay_score": 85.873725, + "structural_overlay_rr": 2.093451, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "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": 72, + "gate_level_count": 72, + "range_504_log": 0.990965, + "range_504_ratio": 2.693834, + "range_factor_pass": false, + "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": 85.744456, + "strategy_rank": 61.787681, + "production_rank": 69.773273, + "structural_overlay_pass": false, + "structural_overlay_score": 66.284609, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.76606, + "primary_prob": 18.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.649091, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.450081, + "range_504_ratio": 1.568439, + "range_factor_pass": false, + "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": 82.893347, + "strategy_rank": 59.539539, + "production_rank": 67.324142, + "structural_overlay_pass": false, + "structural_overlay_score": 63.957935, + "structural_overlay_rr": 1.84507, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.386923, + "primary_prob": 25.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 3.580384, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.373695, + "range_504_ratio": 1.453094, + "range_factor_pass": false, + "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": 87.539599, + "strategy_rank": 81.782451, + "production_rank": 83.7015, + "structural_overlay_pass": false, + "structural_overlay_score": 79.516425, + "structural_overlay_rr": 1.861948, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.947318, + "primary_prob": 30.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.920978, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.723795, + "range_504_ratio": 2.062245, + "range_factor_pass": false, + "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": 84.477297, + "strategy_rank": 65.506347, + "production_rank": 71.829997, + "structural_overlay_pass": false, + "structural_overlay_score": 68.238497, + "structural_overlay_rr": 1.415014, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.70438, + "primary_prob": 59.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 1.05657, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.31295, + "range_504_ratio": 1.367454, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.646798, + "hold30_r": -0.19185 + }, + { + "symbol": "CTRA", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.806758, + "strategy_rank": 86.297223, + "production_rank": 87.133735, + "structural_overlay_pass": false, + "structural_overlay_score": 82.777048, + "structural_overlay_rr": 0.695355, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.672234, + "primary_prob": 34.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.508351, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 1.007914, + "range_504_ratio": 2.73988, + "range_factor_pass": true, + "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": 89.229145, + "strategy_rank": 70.189108, + "production_rank": 76.535787, + "structural_overlay_pass": false, + "structural_overlay_score": 72.708997, + "structural_overlay_rr": 1.663458, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.69312, + "primary_prob": 27.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 67.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.53968, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.522043, + "range_504_ratio": 1.685468, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.630956, + "hold30_r": 1.03085 + }, + { + "symbol": "CVX", + "date": "2023-01-18", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.45301, + "strategy_rank": 79.801965, + "production_rank": 84.352313, + "structural_overlay_pass": false, + "structural_overlay_score": 80.134697, + "structural_overlay_rr": 1.516681, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.04358, + "primary_prob": 24.12, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 3.06537, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.714245, + "range_504_ratio": 2.042645, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.058182, + "hold30_r": -1.0 + }, + { + "symbol": "DE", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.850053, + "strategy_rank": 65.583996, + "production_rank": 72.339348, + "structural_overlay_pass": false, + "structural_overlay_score": 68.722381, + "structural_overlay_rr": 1.474549, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.802553, + "primary_prob": 55.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.20383, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.45738, + "range_504_ratio": 1.57993, + "range_factor_pass": false, + "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": 95.459345, + "strategy_rank": 89.061289, + "production_rank": 91.193975, + "structural_overlay_pass": false, + "structural_overlay_score": 86.634276, + "structural_overlay_rr": 1.768525, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.188648, + "primary_prob": 52.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 66.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.782971, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.751565, + "range_504_ratio": 2.120316, + "range_factor_pass": false, + "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": 84.160507, + "strategy_rank": 63.454942, + "production_rank": 70.356797, + "structural_overlay_pass": false, + "structural_overlay_score": 66.838957, + "structural_overlay_rr": 2.161276, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.621262, + "primary_prob": 35.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 83, + "primary_distance_atr": 2.431894, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.358275, + "range_504_ratio": 1.430859, + "range_factor_pass": false, + "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": 85.32207, + "strategy_rank": 77.264881, + "production_rank": 79.950611, + "structural_overlay_pass": false, + "structural_overlay_score": 75.95308, + "structural_overlay_rr": 0.973441, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.521861, + "primary_prob": 36.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.282792, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.743315, + "range_504_ratio": 2.102896, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.464641, + "hold30_r": 0.443969 + }, + { + "symbol": "DVN", + "date": "2023-01-18", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 96.092925, + "strategy_rank": 94.678297, + "production_rank": 95.149839, + "structural_overlay_pass": true, + "structural_overlay_score": 95.392348, + "structural_overlay_rr": 2.31186, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.15248, + "primary_prob": 27.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 3.228719, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 1.194363, + "range_504_ratio": 3.301455, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.037905, + "hold30_r": -1.0 + }, + { + "symbol": "DXCM", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.291447, + "strategy_rank": 92.269628, + "production_rank": 92.276901, + "structural_overlay_pass": false, + "structural_overlay_score": 87.663056, + "structural_overlay_rr": 1.71008, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.640443, + "primary_prob": 22.9, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.960665, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.902047, + "range_504_ratio": 2.464643, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.032214, + "hold30_r": 2.206915 + }, + { + "symbol": "EME", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.483633, + "strategy_rank": 66.7846, + "production_rank": 73.350944, + "structural_overlay_pass": false, + "structural_overlay_score": 69.683397, + "structural_overlay_rr": 1.739545, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.503386, + "primary_prob": 22.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.255079, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.493551, + "range_504_ratio": 1.638122, + "range_factor_pass": false, + "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": 90.707497, + "strategy_rank": 86.555185, + "production_rank": 87.939289, + "structural_overlay_pass": false, + "structural_overlay_score": 83.542325, + "structural_overlay_rr": 1.75633, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.672117, + "primary_prob": 32.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 93.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.508176, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.876371, + "range_504_ratio": 2.402165, + "range_factor_pass": false, + "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": 99.155227, + "strategy_rank": 97.642097, + "production_rank": 98.146474, + "structural_overlay_pass": false, + "structural_overlay_score": 93.23915, + "structural_overlay_rr": 0.712447, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.62963, + "primary_prob": 34.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.444444, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 1.196369, + "range_504_ratio": 3.308084, + "range_factor_pass": true, + "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": 96.937698, + "strategy_rank": 79.212855, + "production_rank": 85.121136, + "structural_overlay_pass": false, + "structural_overlay_score": 80.865079, + "structural_overlay_rr": 1.694089, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.087852, + "primary_prob": 28.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 21, + "primary_distance_atr": 3.131779, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.59225, + "range_504_ratio": 1.808053, + "range_factor_pass": false, + "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": 97.782471, + "strategy_rank": 93.274228, + "production_rank": 94.776976, + "structural_overlay_pass": false, + "structural_overlay_score": 90.038127, + "structural_overlay_rr": 2.117145, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.535532, + "primary_prob": 36.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 65, + "primary_distance_atr": 2.303298, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.80057, + "range_504_ratio": 2.226811, + "range_factor_pass": false, + "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": 83.949314, + "strategy_rank": 82.013731, + "production_rank": 82.658925, + "structural_overlay_pass": false, + "structural_overlay_score": 78.525979, + "structural_overlay_rr": 2.425777, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.825126, + "primary_prob": 35.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.737689, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.941003, + "range_504_ratio": 2.562551, + "range_factor_pass": false, + "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": 92.50264, + "strategy_rank": 82.606738, + "production_rank": 85.905372, + "structural_overlay_pass": false, + "structural_overlay_score": 81.610103, + "structural_overlay_rr": 1.973076, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.973076, + "primary_prob": 25.01, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.959614, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.639145, + "range_504_ratio": 1.894861, + "range_factor_pass": false, + "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": 80.570222, + "strategy_rank": 57.976442, + "production_rank": 65.507702, + "structural_overlay_pass": false, + "structural_overlay_score": 62.232317, + "structural_overlay_rr": 1.559024, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.497272, + "primary_prob": 37.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 56, + "primary_distance_atr": 2.245907, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.340905, + "range_504_ratio": 1.406219, + "range_factor_pass": false, + "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": 85.533263, + "strategy_rank": 70.945839, + "production_rank": 75.808314, + "structural_overlay_pass": false, + "structural_overlay_score": 72.017898, + "structural_overlay_rr": 1.42185, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.422989, + "primary_prob": 38.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.134484, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.450975, + "range_504_ratio": 1.569842, + "range_factor_pass": false, + "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": 83.73812, + "strategy_rank": 59.626148, + "production_rank": 67.663472, + "structural_overlay_pass": false, + "structural_overlay_score": 64.280299, + "structural_overlay_rr": 2.723897, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.505423, + "primary_prob": 24.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 19, + "primary_distance_atr": 3.758135, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.443948, + "range_504_ratio": 1.558849, + "range_factor_pass": false, + "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": 91.86906, + "strategy_rank": 65.759446, + "production_rank": 74.462651, + "structural_overlay_pass": false, + "structural_overlay_score": 70.739518, + "structural_overlay_rr": 1.513927, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.130277, + "primary_prob": 40.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 75.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.695416, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.484583, + "range_504_ratio": 1.623497, + "range_factor_pass": false, + "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": 80.359029, + "strategy_rank": 66.566777, + "production_rank": 71.164194, + "structural_overlay_pass": false, + "structural_overlay_score": 67.605985, + "structural_overlay_rr": 1.456947, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.34067, + "primary_prob": 40.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.011004, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.447714, + "range_504_ratio": 1.564731, + "range_factor_pass": false, + "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": 96.304118, + "strategy_rank": 94.289854, + "production_rank": 94.961276, + "structural_overlay_pass": false, + "structural_overlay_score": 90.213212, + "structural_overlay_rr": 0.685821, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.122062, + "primary_prob": 41.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.683093, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.903753, + "range_504_ratio": 2.468852, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.033305, + "hold30_r": -1.0 + }, + { + "symbol": "HUBB", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.440338, + "strategy_rank": 74.280161, + "production_rank": 79.333553, + "structural_overlay_pass": false, + "structural_overlay_score": 75.366876, + "structural_overlay_rr": 1.573206, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.067375, + "primary_prob": 47.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.601063, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.436261, + "range_504_ratio": 1.546913, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.01736, + "hold30_r": 2.366143 + }, + { + "symbol": "HUM", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.073918, + "strategy_rank": 66.300954, + "production_rank": 74.225275, + "structural_overlay_pass": false, + "structural_overlay_score": 70.514011, + "structural_overlay_rr": 2.986777, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.198256, + "primary_prob": 23.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 84.0, + "primary_rejection_count": 15, + "primary_distance_atr": 3.297384, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.486559, + "range_504_ratio": 1.626708, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.139905, + "hold30_r": 0.662658 + }, + { + "symbol": "HWM", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.110876, + "strategy_rank": 69.735342, + "production_rank": 74.86052, + "structural_overlay_pass": false, + "structural_overlay_score": 71.117494, + "structural_overlay_rr": 1.113376, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.867829, + "primary_prob": 38.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.301744, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.403152, + "range_504_ratio": 1.496534, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.808152, + "hold30_r": 2.883454 + }, + { + "symbol": "IRM", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.446674, + "strategy_rank": 83.097845, + "production_rank": 85.880788, + "structural_overlay_pass": false, + "structural_overlay_score": 81.586749, + "structural_overlay_rr": 1.730947, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.777006, + "primary_prob": 47.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.665509, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.341124, + "range_504_ratio": 1.406527, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.724585, + "hold30_r": 0.362428 + }, + { + "symbol": "IT", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.080253, + "strategy_rank": 76.317376, + "production_rank": 81.571669, + "structural_overlay_pass": false, + "structural_overlay_score": 77.493085, + "structural_overlay_rr": 1.058373, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.13308, + "primary_prob": 45.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.69962, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.510857, + "range_504_ratio": 1.666719, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.072217, + "hold30_r": -1.0 + }, + { + "symbol": "LLY", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.620908, + "strategy_rank": 74.63779, + "production_rank": 81.965496, + "structural_overlay_pass": false, + "structural_overlay_score": 77.867221, + "structural_overlay_rr": 1.531492, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.582268, + "primary_prob": 34.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 92.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.373402, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.533056, + "range_504_ratio": 1.704133, + "range_factor_pass": false, + "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": 88.384372, + "strategy_rank": 66.159281, + "production_rank": 73.567645, + "structural_overlay_pass": false, + "structural_overlay_score": 69.889262, + "structural_overlay_rr": 2.37971, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.694501, + "primary_prob": 25.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.541751, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.43106, + "range_504_ratio": 1.538887, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.633734, + "hold30_r": 2.550358 + }, + { + "symbol": "LULU", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.961985, + "strategy_rank": 87.598626, + "production_rank": 87.719746, + "structural_overlay_pass": false, + "structural_overlay_score": 83.333759, + "structural_overlay_rr": 1.257569, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.900668, + "primary_prob": 30.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.851003, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.658366, + "range_504_ratio": 1.931633, + "range_factor_pass": false, + "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": 95.248152, + "strategy_rank": 69.449732, + "production_rank": 78.049205, + "structural_overlay_pass": false, + "structural_overlay_score": 74.146745, + "structural_overlay_rr": 0.872592, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.896557, + "primary_prob": 52.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.344835, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.766884, + "range_504_ratio": 2.153046, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.07659, + "hold30_r": -1.0 + }, + { + "symbol": "MNST", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.470961, + "strategy_rank": 62.650808, + "production_rank": 69.257526, + "structural_overlay_pass": false, + "structural_overlay_score": 65.79465, + "structural_overlay_rr": 0.731675, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.023354, + "primary_prob": 32.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.535031, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.377111, + "range_504_ratio": 1.458066, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.9568, + "hold30_r": -1.0 + }, + { + "symbol": "MOS", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.750792, + "strategy_rank": 87.987069, + "production_rank": 87.90831, + "structural_overlay_pass": true, + "structural_overlay_score": 88.512894, + "structural_overlay_rr": 2.194837, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.88087, + "primary_prob": 46.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.821305, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 1.031539, + "range_504_ratio": 2.805379, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.034489, + "hold30_r": -1.0 + }, + { + "symbol": "MPWR", + "date": "2023-01-18", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.328405, + "strategy_rank": 89.047865, + "production_rank": 88.474712, + "structural_overlay_pass": false, + "structural_overlay_score": 84.050976, + "structural_overlay_rr": 3.073027, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.88725, + "primary_prob": 36.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 56, + "primary_distance_atr": 4.330876, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.653628, + "range_504_ratio": 1.922503, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.851824, + "hold30_r": 4.269206 + }, + { + "symbol": "MRK", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.862724, + "strategy_rank": 63.377093, + "production_rank": 72.205637, + "structural_overlay_pass": false, + "structural_overlay_score": 68.595355, + "structural_overlay_rr": 0.82015, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.881897, + "primary_prob": 12.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.822846, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.488055, + "range_504_ratio": 1.629144, + "range_factor_pass": false, + "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": 95.670539, + "strategy_rank": 96.243825, + "production_rank": 96.052729, + "structural_overlay_pass": true, + "structural_overlay_score": 96.250093, + "structural_overlay_rr": 2.297161, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.297161, + "primary_prob": 32.65, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 58.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.445742, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 1.464382, + "range_504_ratio": 4.324872, + "range_factor_pass": true, + "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": 90.496304, + "strategy_rank": 76.62817, + "production_rank": 81.250881, + "structural_overlay_pass": false, + "structural_overlay_score": 77.188337, + "structural_overlay_rr": 1.553951, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.504273, + "primary_prob": 37.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.25641, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.478028, + "range_504_ratio": 1.612891, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.46307, + "hold30_r": 1.025797 + }, + { + "symbol": "NUE", + "date": "2023-01-18", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 95.881732, + "strategy_rank": 93.079357, + "production_rank": 94.013482, + "structural_overlay_pass": false, + "structural_overlay_score": 89.312808, + "structural_overlay_rr": 1.521032, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "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": 59, + "gate_level_count": 59, + "range_504_log": 0.761874, + "range_504_ratio": 2.142287, + "range_factor_pass": false, + "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": 94.720169, + "strategy_rank": 94.758377, + "production_rank": 94.745641, + "structural_overlay_pass": false, + "structural_overlay_score": 90.008359, + "structural_overlay_rr": 2.363712, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.875736, + "primary_prob": 34.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.813604, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.820796, + "range_504_ratio": 2.272308, + "range_factor_pass": false, + "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": 86.061246, + "strategy_rank": 61.031516, + "production_rank": 69.374759, + "structural_overlay_pass": false, + "structural_overlay_score": 65.906021, + "structural_overlay_rr": 1.993486, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.175537, + "primary_prob": 44.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.763306, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.463891, + "range_504_ratio": 1.590249, + "range_factor_pass": false, + "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": 99.36642, + "strategy_rank": 94.793087, + "production_rank": 96.317532, + "structural_overlay_pass": false, + "structural_overlay_score": 91.501655, + "structural_overlay_rr": 1.84943, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.566222, + "primary_prob": 36.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.349334, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 1.271872, + "range_504_ratio": 3.567525, + "range_factor_pass": true, + "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": 92.925026, + "strategy_rank": 78.012818, + "production_rank": 82.983554, + "structural_overlay_pass": false, + "structural_overlay_score": 78.834377, + "structural_overlay_rr": 1.571891, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.571891, + "primary_prob": 18.53, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 13.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.357836, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.693754, + "range_504_ratio": 2.001214, + "range_factor_pass": false, + "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": 86.272439, + "strategy_rank": 72.504272, + "production_rank": 77.093661, + "structural_overlay_pass": false, + "structural_overlay_score": 73.238978, + "structural_overlay_rr": 1.058849, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.378597, + "primary_prob": 33.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 69.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.067895, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.494359, + "range_504_ratio": 1.639448, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.32088, + "hold30_r": -1.0 + }, + { + "symbol": "PGR", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.837381, + "strategy_rank": 59.683643, + "production_rank": 67.068223, + "structural_overlay_pass": false, + "structural_overlay_score": 63.714811, + "structural_overlay_rr": 1.65335, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.626665, + "primary_prob": 18.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.439997, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.416041, + "range_504_ratio": 1.515949, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.559038, + "hold30_r": 3.696965 + }, + { + "symbol": "PODD", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.521647, + "strategy_rank": 95.968308, + "production_rank": 96.819421, + "structural_overlay_pass": false, + "structural_overlay_score": 91.97845, + "structural_overlay_rr": 1.455316, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.772113, + "primary_prob": 22.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.65817, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.584743, + "range_504_ratio": 1.79453, + "range_factor_pass": false, + "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": 86.694826, + "strategy_rank": 80.1501, + "production_rank": 82.331676, + "structural_overlay_pass": false, + "structural_overlay_score": 78.215092, + "structural_overlay_rr": 1.714702, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.699902, + "primary_prob": 29.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 78.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.549854, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.585921, + "range_504_ratio": 1.796645, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.652769, + "hold30_r": -1.0 + }, + { + "symbol": "PTC", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.906019, + "strategy_rank": 74.367336, + "production_rank": 78.546897, + "structural_overlay_pass": false, + "structural_overlay_score": 74.619552, + "structural_overlay_rr": 1.928484, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.88697, + "primary_prob": 29.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.830456, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.465137, + "range_504_ratio": 1.592232, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.838143, + "hold30_r": -1.0 + }, + { + "symbol": "PWR", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.360084, + "strategy_rank": 85.880766, + "production_rank": 89.707205, + "structural_overlay_pass": false, + "structural_overlay_score": 85.221845, + "structural_overlay_rr": 1.728711, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.467557, + "primary_prob": 35.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.201335, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.607858, + "range_504_ratio": 1.836493, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.420155, + "hold30_r": 2.586908 + }, + { + "symbol": "REGN", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.117212, + "strategy_rank": 82.780156, + "production_rank": 84.225841, + "structural_overlay_pass": false, + "structural_overlay_score": 80.014549, + "structural_overlay_rr": 1.207299, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.875192, + "primary_prob": 53.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.312788, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.382628, + "range_504_ratio": 1.466132, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.825293, + "hold30_r": 1.527172 + }, + { + "symbol": "ROL", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.414995, + "strategy_rank": 69.829613, + "production_rank": 73.691407, + "structural_overlay_pass": false, + "structural_overlay_score": 70.006837, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.572405, + "primary_prob": 35.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.358607, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.412515, + "range_504_ratio": 1.510612, + "range_factor_pass": false, + "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": 90.918691, + "strategy_rank": 83.485355, + "production_rank": 85.963133, + "structural_overlay_pass": false, + "structural_overlay_score": 81.664977, + "structural_overlay_rr": 1.445099, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.883367, + "primary_prob": 52.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.325051, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.611165, + "range_504_ratio": 1.842577, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.816553, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.68321, + "strategy_rank": 98.800329, + "production_rank": 99.094623, + "structural_overlay_pass": false, + "structural_overlay_score": 94.139892, + "structural_overlay_rr": 1.891608, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.947759, + "primary_prob": 48.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 90.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.421638, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 1.063325, + "range_504_ratio": 2.895985, + "range_factor_pass": true, + "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": 83.104541, + "strategy_rank": 76.564346, + "production_rank": 78.744411, + "structural_overlay_pass": false, + "structural_overlay_score": 74.80719, + "structural_overlay_rr": 1.752406, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.651612, + "primary_prob": 49.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.477418, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.4278, + "range_504_ratio": 1.53388, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.602612, + "hold30_r": 2.023321 + }, + { + "symbol": "SRE", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.048574, + "strategy_rank": 62.544412, + "production_rank": 69.0458, + "structural_overlay_pass": false, + "structural_overlay_score": 65.59351, + "structural_overlay_rr": 2.158936, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.642097, + "primary_prob": 22.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 3.963146, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.389389, + "range_504_ratio": 1.476079, + "range_factor_pass": false, + "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": 93.875396, + "strategy_rank": 84.482493, + "production_rank": 87.613461, + "structural_overlay_pass": false, + "structural_overlay_score": 83.232788, + "structural_overlay_rr": 1.025378, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.774813, + "primary_prob": 52.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.162219, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.693254, + "range_504_ratio": 2.000214, + "range_factor_pass": false, + "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": 92.713833, + "strategy_rank": 69.568453, + "production_rank": 77.28358, + "structural_overlay_pass": false, + "structural_overlay_score": 73.419401, + "structural_overlay_rr": 1.783601, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.639081, + "primary_prob": 17.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.458622, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.419251, + "range_504_ratio": 1.520822, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.195317, + "hold30_r": -1.129875 + }, + { + "symbol": "TPL", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.894403, + "strategy_rank": 97.181603, + "production_rank": 98.08587, + "structural_overlay_pass": false, + "structural_overlay_score": 93.181576, + "structural_overlay_rr": 2.131031, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.478268, + "primary_prob": 22.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 92.0, + "primary_rejection_count": 15, + "primary_distance_atr": 3.717403, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 1.06282, + "range_504_ratio": 2.894522, + "range_factor_pass": true, + "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": 84.68849, + "strategy_rank": 81.774057, + "production_rank": 82.745534, + "structural_overlay_pass": false, + "structural_overlay_score": 78.608258, + "structural_overlay_rr": 2.009851, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.702949, + "primary_prob": 31.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.554424, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.578221, + "range_504_ratio": 1.782865, + "range_factor_pass": false, + "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": 94.086589, + "strategy_rank": 88.731275, + "production_rank": 90.51638, + "structural_overlay_pass": false, + "structural_overlay_score": 85.990561, + "structural_overlay_rr": 1.070489, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.809217, + "primary_prob": 55.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.213826, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.741796, + "range_504_ratio": 2.099704, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.764813, + "hold30_r": 1.158184 + }, + { + "symbol": "URI", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.651531, + "strategy_rank": 83.166166, + "production_rank": 85.327955, + "structural_overlay_pass": false, + "structural_overlay_score": 81.061557, + "structural_overlay_rr": 1.988534, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.672118, + "primary_prob": 29.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.508177, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.58783, + "range_504_ratio": 1.800078, + "range_factor_pass": false, + "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": 88.173178, + "strategy_rank": 64.623433, + "production_rank": 72.473348, + "structural_overlay_pass": false, + "structural_overlay_score": 68.849681, + "structural_overlay_rr": 1.184338, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.245444, + "primary_prob": 42.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.868165, + "raw_level_count": 26, + "gate_level_count": 26, + "range_504_log": 0.304162, + "range_504_ratio": 1.355488, + "range_factor_pass": false, + "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": 97.571278, + "strategy_rank": 92.369295, + "production_rank": 94.103289, + "structural_overlay_pass": false, + "structural_overlay_score": 89.398125, + "structural_overlay_rr": 1.742803, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.724055, + "primary_prob": 60.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.086082, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.914113, + "range_504_ratio": 2.494562, + "range_factor_pass": false, + "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": 93.664203, + "strategy_rank": 79.760526, + "production_rank": 84.395085, + "structural_overlay_pass": false, + "structural_overlay_score": 80.17533, + "structural_overlay_rr": 1.376097, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.066726, + "primary_prob": 48.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.600089, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.610528, + "range_504_ratio": 1.841404, + "range_factor_pass": false, + "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": 81.203801, + "strategy_rank": 67.789033, + "production_rank": 72.260623, + "structural_overlay_pass": false, + "structural_overlay_score": 68.647592, + "structural_overlay_rr": 2.434859, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.462736, + "primary_prob": 24.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 59, + "primary_distance_atr": 3.694104, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.47852, + "range_504_ratio": 1.613685, + "range_factor_pass": false, + "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": 89.017951, + "strategy_rank": 67.486068, + "production_rank": 74.663362, + "structural_overlay_pass": false, + "structural_overlay_score": 70.930194, + "structural_overlay_rr": 1.165549, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.509369, + "primary_prob": 37.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.264054, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.490831, + "range_504_ratio": 1.633673, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.065092, + "hold30_r": -1.0 + }, + { + "symbol": "WYNN", + "date": "2023-01-18", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.899683, + "strategy_rank": 87.410851, + "production_rank": 86.573795, + "structural_overlay_pass": false, + "structural_overlay_score": 82.245105, + "structural_overlay_rr": 1.946105, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.512671, + "primary_prob": 22.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 5, + "primary_distance_atr": 3.769006, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.933238, + "range_504_ratio": 2.542729, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.470533, + "hold30_r": 3.224943 + }, + { + "symbol": "XOM", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.148891, + "strategy_rank": 82.136716, + "production_rank": 87.140774, + "structural_overlay_pass": false, + "structural_overlay_score": 82.783736, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.019572, + "primary_prob": 50.03, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 32.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.529358, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.788843, + "range_504_ratio": 2.200848, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -2.931711, + "hold30_r": -2.875807 + }, + { + "symbol": "A", + "date": "2023-01-25", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.58547, + "strategy_rank": 74.533233, + "production_rank": 77.217312, + "structural_overlay_pass": false, + "structural_overlay_score": 73.356447, + "structural_overlay_rr": 1.645722, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.003451, + "primary_prob": 32.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 13, + "primary_distance_atr": 3.005176, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.467434, + "range_504_ratio": 1.595894, + "range_factor_pass": false, + "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": 84.401709, + "strategy_rank": 61.347154, + "production_rank": 69.032006, + "structural_overlay_pass": false, + "structural_overlay_score": 65.580406, + "structural_overlay_rr": 1.581146, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.753097, + "primary_prob": 22.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 4.129645, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.510693, + "range_504_ratio": 1.666446, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.06639, + "hold30_r": -0.098829 + }, + { + "symbol": "ADM", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.162393, + "strategy_rank": 75.458356, + "production_rank": 81.359702, + "structural_overlay_pass": false, + "structural_overlay_score": 77.291717, + "structural_overlay_rr": 1.51461, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.146412, + "primary_prob": 27.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 3.219618, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.552434, + "range_504_ratio": 1.737477, + "range_factor_pass": false, + "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": 92.41453, + "strategy_rank": 84.030596, + "production_rank": 86.825241, + "structural_overlay_pass": false, + "structural_overlay_score": 82.483979, + "structural_overlay_rr": 1.91682, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.730561, + "primary_prob": 26.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 64.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.595841, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.473288, + "range_504_ratio": 1.605263, + "range_factor_pass": false, + "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": 90.384615, + "strategy_rank": 89.886252, + "production_rank": 90.052373, + "structural_overlay_pass": false, + "structural_overlay_score": 85.549755, + "structural_overlay_rr": 1.84047, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.638836, + "primary_prob": 35.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.458254, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.718974, + "range_504_ratio": 2.052327, + "range_factor_pass": false, + "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": 98.504274, + "strategy_rank": 97.197672, + "production_rank": 97.633206, + "structural_overlay_pass": false, + "structural_overlay_score": 92.751546, + "structural_overlay_rr": 1.538026, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.500114, + "primary_prob": 30.25, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 65.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.250171, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 1.206543, + "range_504_ratio": 3.341911, + "range_factor_pass": true, + "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": 95.940171, + "strategy_rank": 92.849609, + "production_rank": 93.879796, + "structural_overlay_pass": false, + "structural_overlay_score": 89.185807, + "structural_overlay_rr": 1.922538, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.528802, + "primary_prob": 32.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.293203, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.929604, + "range_504_ratio": 2.533505, + "range_factor_pass": false, + "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": 86.645299, + "strategy_rank": 62.821922, + "production_rank": 70.763048, + "structural_overlay_pass": false, + "structural_overlay_score": 67.224895, + "structural_overlay_rr": 1.974584, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.092233, + "primary_prob": 46.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.638349, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.593453, + "range_504_ratio": 1.810228, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.023472, + "hold30_r": 0.938762 + }, + { + "symbol": "BIIB", + "date": "2023-01-25", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.017094, + "strategy_rank": 94.694945, + "production_rank": 94.468994, + "structural_overlay_pass": false, + "structural_overlay_score": 89.745545, + "structural_overlay_rr": 2.496505, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 3.823676, + "primary_prob": 31.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 5.735515, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.687239, + "range_504_ratio": 1.988219, + "range_factor_pass": false, + "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": 97.222222, + "strategy_rank": 74.27896, + "production_rank": 81.926714, + "structural_overlay_pass": false, + "structural_overlay_score": 77.830378, + "structural_overlay_rr": 0.909299, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.827768, + "primary_prob": 54.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.241652, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.576086, + "range_504_ratio": 1.779062, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.757083, + "hold30_r": -1.0 + }, + { + "symbol": "CASY", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.286325, + "strategy_rank": 64.70681, + "production_rank": 72.233315, + "structural_overlay_pass": false, + "structural_overlay_score": 68.621649, + "structural_overlay_rr": 1.118797, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.393898, + "primary_prob": 39.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.090846, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.380458, + "range_504_ratio": 1.462954, + "range_factor_pass": false, + "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": 85.576923, + "strategy_rank": 77.329378, + "production_rank": 80.07856, + "structural_overlay_pass": false, + "structural_overlay_score": 76.074632, + "structural_overlay_rr": 1.025834, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.041997, + "primary_prob": 54.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.562996, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.38766, + "range_504_ratio": 1.473529, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.992386, + "hold30_r": 1.892217 + }, + { + "symbol": "CF", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.65812, + "strategy_rank": 91.569194, + "production_rank": 92.598836, + "structural_overlay_pass": false, + "structural_overlay_score": 87.968894, + "structural_overlay_rr": 1.957657, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.597546, + "primary_prob": 35.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.396318, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 1.018645, + "range_504_ratio": 2.769441, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.559755, + "hold30_r": -0.597816 + }, + { + "symbol": "CI", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.230769, + "strategy_rank": 67.525368, + "production_rank": 76.427169, + "structural_overlay_pass": false, + "structural_overlay_score": 72.60581, + "structural_overlay_rr": 1.697369, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.615489, + "primary_prob": 35.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.423234, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.573129, + "range_504_ratio": 1.773808, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.064988, + "hold30_r": -1.0 + }, + { + "symbol": "COP", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.299145, + "strategy_rank": 87.645572, + "production_rank": 90.196763, + "structural_overlay_pass": false, + "structural_overlay_score": 85.686925, + "structural_overlay_rr": 1.81638, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.823287, + "primary_prob": 34.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.73493, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.990965, + "range_504_ratio": 2.693834, + "range_factor_pass": false, + "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": 88.888889, + "strategy_rank": 63.690307, + "production_rank": 72.089835, + "structural_overlay_pass": false, + "structural_overlay_score": 68.485343, + "structural_overlay_rr": 1.020485, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.598765, + "primary_prob": 20.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.398148, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.450081, + "range_504_ratio": 1.568439, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.081372, + "hold30_r": -1.0 + }, + { + "symbol": "CPB", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.935897, + "strategy_rank": 60.763639, + "production_rank": 68.821058, + "structural_overlay_pass": false, + "structural_overlay_score": 65.380005, + "structural_overlay_rr": 1.755619, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.908993, + "primary_prob": 26.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 77.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.86349, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.373695, + "range_504_ratio": 1.453094, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.067404, + "hold30_r": -1.0 + }, + { + "symbol": "CSGP", + "date": "2023-01-25", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.675214, + "strategy_rank": 82.370522, + "production_rank": 84.472086, + "structural_overlay_pass": false, + "structural_overlay_score": 80.248482, + "structural_overlay_rr": 2.163072, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.253641, + "primary_prob": 26.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 3.380462, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.723795, + "range_504_ratio": 2.062245, + "range_factor_pass": false, + "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": 86.217949, + "strategy_rank": 66.448309, + "production_rank": 73.038189, + "structural_overlay_pass": false, + "structural_overlay_score": 69.386279, + "structural_overlay_rr": 1.806249, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.55782, + "primary_prob": 36.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.336729, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.31295, + "range_504_ratio": 1.367454, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.057286, + "hold30_r": -0.170463 + }, + { + "symbol": "CTRA", + "date": "2023-01-25", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.628205, + "strategy_rank": 88.329105, + "production_rank": 89.762139, + "structural_overlay_pass": false, + "structural_overlay_score": 85.274032, + "structural_overlay_rr": 1.991913, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.347738, + "primary_prob": 25.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 3.521607, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 1.007914, + "range_504_ratio": 2.73988, + "range_factor_pass": true, + "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": 89.74359, + "strategy_rank": 69.873704, + "production_rank": 76.496999, + "structural_overlay_pass": false, + "structural_overlay_score": 72.672149, + "structural_overlay_rr": 1.697589, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.618781, + "primary_prob": 50.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.428171, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.522043, + "range_504_ratio": 1.685468, + "range_factor_pass": false, + "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": 92.948718, + "strategy_rank": 78.340698, + "production_rank": 83.210038, + "structural_overlay_pass": false, + "structural_overlay_score": 79.049536, + "structural_overlay_rr": 1.256997, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.803365, + "primary_prob": 12.37, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.705048, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.714245, + "range_504_ratio": 2.042645, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.137849, + "hold30_r": -1.076915 + }, + { + "symbol": "DE", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.034188, + "strategy_rank": 67.081378, + "production_rank": 74.065648, + "structural_overlay_pass": false, + "structural_overlay_score": 70.362366, + "structural_overlay_rr": 1.593463, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.648284, + "primary_prob": 34.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.472426, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.45738, + "range_504_ratio": 1.57993, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.590095, + "hold30_r": 0.547226 + }, + { + "symbol": "DECK", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.871795, + "strategy_rank": 87.793235, + "production_rank": 90.152755, + "structural_overlay_pass": false, + "structural_overlay_score": 85.645117, + "structural_overlay_rr": 1.756231, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.253894, + "primary_prob": 50.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 64.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.880841, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.751565, + "range_504_ratio": 2.120316, + "range_factor_pass": false, + "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": 81.730769, + "strategy_rank": 62.062602, + "production_rank": 68.618658, + "structural_overlay_pass": false, + "structural_overlay_score": 65.187725, + "structural_overlay_rr": 1.513058, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.248976, + "primary_prob": 42.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 73, + "primary_distance_atr": 1.873464, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.358275, + "range_504_ratio": 1.430859, + "range_factor_pass": false, + "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": 95.08547, + "strategy_rank": 93.751318, + "production_rank": 94.196036, + "structural_overlay_pass": false, + "structural_overlay_score": 89.486234, + "structural_overlay_rr": 1.945798, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.768124, + "primary_prob": 47.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.652186, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 1.194363, + "range_504_ratio": 3.301455, + "range_factor_pass": true, + "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": 90.918803, + "strategy_rank": 91.153801, + "production_rank": 91.075468, + "structural_overlay_pass": false, + "structural_overlay_score": 86.521695, + "structural_overlay_rr": 1.591717, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.890512, + "primary_prob": 30.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.835768, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.902047, + "range_504_ratio": 2.464643, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.855166, + "hold30_r": 1.373064 + }, + { + "symbol": "EME", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.820513, + "strategy_rank": 67.633933, + "production_rank": 74.362793, + "structural_overlay_pass": false, + "structural_overlay_score": 70.644654, + "structural_overlay_rr": 1.02584, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.763693, + "primary_prob": 17.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.64554, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.493551, + "range_504_ratio": 1.638122, + "range_factor_pass": false, + "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": 91.559829, + "strategy_rank": 86.879114, + "production_rank": 88.439353, + "structural_overlay_pass": false, + "structural_overlay_score": 84.017385, + "structural_overlay_rr": 2.263211, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.238336, + "primary_prob": 33.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 16, + "primary_distance_atr": 3.357504, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.876371, + "range_504_ratio": 2.402165, + "range_factor_pass": false, + "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": 98.931624, + "strategy_rank": 97.209584, + "production_rank": 97.783597, + "structural_overlay_pass": false, + "structural_overlay_score": 92.894417, + "structural_overlay_rr": 1.170664, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.838773, + "primary_prob": 31.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.75816, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 1.196369, + "range_504_ratio": 3.308084, + "range_factor_pass": true, + "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": 96.794872, + "strategy_rank": 79.054283, + "production_rank": 84.967812, + "structural_overlay_pass": false, + "structural_overlay_score": 80.719422, + "structural_overlay_rr": 1.551416, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.948502, + "primary_prob": 30.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.922753, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.59225, + "range_504_ratio": 1.808053, + "range_factor_pass": false, + "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": 97.435897, + "strategy_rank": 92.811511, + "production_rank": 94.352973, + "structural_overlay_pass": false, + "structural_overlay_score": 89.635325, + "structural_overlay_rr": 1.830259, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.935967, + "primary_prob": 30.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 54, + "primary_distance_atr": 2.903951, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.80057, + "range_504_ratio": 2.226811, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.037446, + "hold30_r": -1.0 + }, + { + "symbol": "FANG", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.004274, + "strategy_rank": 82.671077, + "production_rank": 83.782142, + "structural_overlay_pass": false, + "structural_overlay_score": 79.593035, + "structural_overlay_rr": 2.092868, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.977807, + "primary_prob": 35.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.96671, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.941003, + "range_504_ratio": 2.562551, + "range_factor_pass": false, + "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": 93.589744, + "strategy_rank": 83.800055, + "production_rank": 87.063284, + "structural_overlay_pass": false, + "structural_overlay_score": 82.71012, + "structural_overlay_rr": 1.359073, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.20421, + "primary_prob": 43.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.806315, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.639145, + "range_504_ratio": 1.894861, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.15641, + "hold30_r": 5.418903 + }, + { + "symbol": "FSLR", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.465812, + "strategy_rank": 97.328196, + "production_rank": 98.040735, + "structural_overlay_pass": false, + "structural_overlay_score": 93.138698, + "structural_overlay_rr": 0.885016, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.188149, + "primary_prob": 24.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.782224, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 1.134213, + "range_504_ratio": 3.108725, + "range_factor_pass": true, + "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": 83.760684, + "strategy_rank": 60.643117, + "production_rank": 68.348973, + "structural_overlay_pass": false, + "structural_overlay_score": 64.931524, + "structural_overlay_rr": 1.526865, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.564956, + "primary_prob": 23.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 56, + "primary_distance_atr": 3.847434, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.340905, + "range_504_ratio": 1.406219, + "range_factor_pass": false, + "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": 86.431624, + "strategy_rank": 71.193626, + "production_rank": 76.272959, + "structural_overlay_pass": false, + "structural_overlay_score": 72.459311, + "structural_overlay_rr": 1.338745, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.34021, + "primary_prob": 40.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.010316, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.450975, + "range_504_ratio": 1.569842, + "range_factor_pass": false, + "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": 83.974359, + "strategy_rank": 59.962902, + "production_rank": 67.966721, + "structural_overlay_pass": false, + "structural_overlay_score": 64.568385, + "structural_overlay_rr": 1.504429, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.501536, + "primary_prob": 37.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.252303, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.443948, + "range_504_ratio": 1.558849, + "range_factor_pass": false, + "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": 90.705128, + "strategy_rank": 64.99359, + "production_rank": 73.564103, + "structural_overlay_pass": false, + "structural_overlay_score": 69.885897, + "structural_overlay_rr": 1.420757, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.958814, + "primary_prob": 48.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 91.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.438221, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.484583, + "range_504_ratio": 1.623497, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.889594, + "hold30_r": -0.264039 + }, + { + "symbol": "GWW", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.410256, + "strategy_rank": 67.806328, + "production_rank": 72.340971, + "structural_overlay_pass": false, + "structural_overlay_score": 68.723923, + "structural_overlay_rr": 1.889476, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.780451, + "primary_prob": 32.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.670677, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.447714, + "range_504_ratio": 1.564731, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.726287, + "hold30_r": 6.441439 + }, + { + "symbol": "HAL", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.512821, + "strategy_rank": 93.603655, + "production_rank": 94.240044, + "structural_overlay_pass": false, + "structural_overlay_score": 89.528041, + "structural_overlay_rr": 1.520478, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.853854, + "primary_prob": 42.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.28078, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.903753, + "range_504_ratio": 2.468852, + "range_factor_pass": false, + "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": 80.128205, + "strategy_rank": 61.483361, + "production_rank": 67.698309, + "structural_overlay_pass": false, + "structural_overlay_score": 64.313393, + "structural_overlay_rr": 1.733596, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.544231, + "primary_prob": 23.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 3.816347, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.39312, + "range_504_ratio": 1.481595, + "range_factor_pass": false, + "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": 88.247863, + "strategy_rank": 72.528823, + "production_rank": 77.768503, + "structural_overlay_pass": false, + "structural_overlay_score": 73.880078, + "structural_overlay_rr": 1.644752, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.114746, + "primary_prob": 45.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.67212, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.436261, + "range_504_ratio": 1.546913, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.062343, + "hold30_r": 2.16392 + }, + { + "symbol": "HUM", + "date": "2023-01-25", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.773504, + "strategy_rank": 67.145708, + "production_rank": 75.354974, + "structural_overlay_pass": false, + "structural_overlay_score": 71.587225, + "structural_overlay_rr": 1.478563, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.243648, + "primary_prob": 21.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 72.0, + "primary_rejection_count": 15, + "primary_distance_atr": 3.365471, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.486559, + "range_504_ratio": 1.626708, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.060451, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.995726, + "strategy_rank": 72.22254, + "production_rank": 77.813602, + "structural_overlay_pass": false, + "structural_overlay_score": 73.922922, + "structural_overlay_rr": 1.065292, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.816877, + "primary_prob": 40.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.225315, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.403152, + "range_504_ratio": 1.496534, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.75638, + "hold30_r": 1.870943 + }, + { + "symbol": "IRM", + "date": "2023-01-25", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 85.790598, + "strategy_rank": 79.074695, + "production_rank": 81.31333, + "structural_overlay_pass": false, + "structural_overlay_score": 77.247663, + "structural_overlay_rr": 1.542814, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.169696, + "primary_prob": 42.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 20, + "primary_distance_atr": 3.254544, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.341124, + "range_504_ratio": 1.406527, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.115048, + "hold30_r": -1.0 + }, + { + "symbol": "IT", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.209402, + "strategy_rank": 74.318922, + "production_rank": 79.282415, + "structural_overlay_pass": false, + "structural_overlay_score": 75.318294, + "structural_overlay_rr": 1.185423, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.261304, + "primary_prob": 42.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.891956, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.510857, + "range_504_ratio": 1.666719, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.203378, + "hold30_r": 0.327886 + }, + { + "symbol": "KLAC", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.555556, + "strategy_rank": 80.00591, + "production_rank": 80.189125, + "structural_overlay_pass": false, + "structural_overlay_score": 76.179669, + "structural_overlay_rr": 1.781289, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.51425, + "primary_prob": 32.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.271375, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.602642, + "range_504_ratio": 1.826938, + "range_factor_pass": false, + "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": 96.153846, + "strategy_rank": 73.977905, + "production_rank": 81.369885, + "structural_overlay_pass": false, + "structural_overlay_score": 77.301391, + "structural_overlay_rr": 0.729234, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.150327, + "primary_prob": 44.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 95.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.72549, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.557252, + "range_504_ratio": 1.745867, + "range_factor_pass": false, + "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": 87.07265, + "strategy_rank": 65.163621, + "production_rank": 72.46663, + "structural_overlay_pass": false, + "structural_overlay_score": 68.843299, + "structural_overlay_rr": 1.545596, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.606833, + "primary_prob": 35.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.410249, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.43106, + "range_504_ratio": 1.538887, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.542477, + "hold30_r": 1.536761 + }, + { + "symbol": "LULU", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.15812, + "strategy_rank": 83.457492, + "production_rank": 83.024368, + "structural_overlay_pass": false, + "structural_overlay_score": 78.87315, + "structural_overlay_rr": 1.814589, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.554299, + "primary_prob": 36.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.331449, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.658366, + "range_504_ratio": 1.931633, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.037388, + "hold30_r": -0.46626 + }, + { + "symbol": "MOS", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.132479, + "strategy_rank": 89.962948, + "production_rank": 90.352791, + "structural_overlay_pass": true, + "structural_overlay_score": 90.835152, + "structural_overlay_rr": 2.349104, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.888323, + "primary_prob": 45.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.832485, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 1.031539, + "range_504_ratio": 2.805379, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.85994, + "hold30_r": 1.310024 + }, + { + "symbol": "MPWR", + "date": "2023-01-25", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.226496, + "strategy_rank": 86.343653, + "production_rank": 85.304601, + "structural_overlay_pass": false, + "structural_overlay_score": 81.039371, + "structural_overlay_rr": 1.638105, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.575129, + "primary_prob": 38.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 3.862694, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.653628, + "range_504_ratio": 1.922503, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.542071, + "hold30_r": 2.645821 + }, + { + "symbol": "MRK", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.200855, + "strategy_rank": 64.859747, + "production_rank": 73.97345, + "structural_overlay_pass": false, + "structural_overlay_score": 70.274777, + "structural_overlay_rr": 1.738736, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.457766, + "primary_prob": 19.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.18665, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.488055, + "range_504_ratio": 1.629144, + "range_factor_pass": false, + "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": 98.717949, + "strategy_rank": 98.368522, + "production_rank": 98.484997, + "structural_overlay_pass": false, + "structural_overlay_score": 93.560747, + "structural_overlay_rr": 1.809249, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.75923, + "primary_prob": 23.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.638845, + "raw_level_count": 86, + "gate_level_count": 86, + "range_504_log": 1.464382, + "range_504_ratio": 4.324872, + "range_factor_pass": true, + "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": 90.17094, + "strategy_rank": 76.10902, + "production_rank": 80.796327, + "structural_overlay_pass": false, + "structural_overlay_score": 76.75651, + "structural_overlay_rr": 1.664599, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.728118, + "primary_prob": 33.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.592177, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.478028, + "range_504_ratio": 1.612891, + "range_factor_pass": false, + "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": 97.863248, + "strategy_rank": 93.429805, + "production_rank": 94.90762, + "structural_overlay_pass": false, + "structural_overlay_score": 90.162239, + "structural_overlay_rr": 0.701246, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "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": 59, + "gate_level_count": 59, + "range_504_log": 0.761874, + "range_504_ratio": 2.142287, + "range_factor_pass": false, + "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": 81.196581, + "strategy_rank": 73.688671, + "production_rank": 76.191308, + "structural_overlay_pass": false, + "structural_overlay_score": 72.381742, + "structural_overlay_rr": 2.101579, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.41342, + "primary_prob": 35.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.12013, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.436651, + "range_504_ratio": 1.547516, + "range_factor_pass": false, + "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": 96.367521, + "strategy_rank": 95.893435, + "production_rank": 96.051464, + "structural_overlay_pass": false, + "structural_overlay_score": 91.248891, + "structural_overlay_rr": 0.980701, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.990322, + "primary_prob": 50.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.485482, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.820796, + "range_504_ratio": 2.272308, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.957107, + "hold30_r": 2.220141 + }, + { + "symbol": "ORLY", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.461538, + "strategy_rank": 62.657119, + "production_rank": 71.258592, + "structural_overlay_pass": false, + "structural_overlay_score": 67.695663, + "structural_overlay_rr": 1.081715, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.404234, + "primary_prob": 39.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.106352, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.463891, + "range_504_ratio": 1.590249, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.074695, + "hold30_r": -1.0 + }, + { + "symbol": "OXY", + "date": "2023-01-25", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.145299, + "strategy_rank": 94.391071, + "production_rank": 95.975814, + "structural_overlay_pass": false, + "structural_overlay_score": 91.177023, + "structural_overlay_rr": 1.688739, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.027806, + "primary_prob": 29.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 3.041709, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 1.271872, + "range_504_ratio": 3.567525, + "range_factor_pass": true, + "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": 87.606838, + "strategy_rank": 72.814148, + "production_rank": 77.745045, + "structural_overlay_pass": false, + "structural_overlay_score": 73.857792, + "structural_overlay_rr": 1.870243, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.550186, + "primary_prob": 32.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.325279, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.494359, + "range_504_ratio": 1.639448, + "range_factor_pass": false, + "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": 98.076923, + "strategy_rank": 95.590016, + "production_rank": 96.418985, + "structural_overlay_pass": false, + "structural_overlay_score": 91.598036, + "structural_overlay_rr": 1.563422, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.886599, + "primary_prob": 21.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.829899, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.584743, + "range_504_ratio": 1.79453, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.040879, + "hold30_r": -1.0 + }, + { + "symbol": "PWR", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.008547, + "strategy_rank": 86.065557, + "production_rank": 89.713221, + "structural_overlay_pass": false, + "structural_overlay_score": 85.22756, + "structural_overlay_rr": 0.967211, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.708093, + "primary_prob": 57.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.062139, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.607858, + "range_504_ratio": 1.836493, + "range_factor_pass": false, + "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": 85.363248, + "strategy_rank": 81.520231, + "production_rank": 82.801237, + "structural_overlay_pass": false, + "structural_overlay_score": 78.661175, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.427385, + "primary_prob": 33.87, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.141078, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.382628, + "range_504_ratio": 1.466132, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.371439, + "hold30_r": 0.096996 + }, + { + "symbol": "RJF", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.371795, + "strategy_rank": 67.266639, + "production_rank": 72.301691, + "structural_overlay_pass": false, + "structural_overlay_score": 68.686607, + "structural_overlay_rr": 1.657756, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.140066, + "primary_prob": 45.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.7101, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.430051, + "range_504_ratio": 1.537335, + "range_factor_pass": false, + "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": 81.944444, + "strategy_rank": 70.190898, + "production_rank": 74.108747, + "structural_overlay_pass": false, + "structural_overlay_score": 70.40331, + "structural_overlay_rr": 0.991021, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.596895, + "primary_prob": 35.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.395342, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.412515, + "range_504_ratio": 1.510612, + "range_factor_pass": false, + "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": 91.346154, + "strategy_rank": 82.548691, + "production_rank": 85.481178, + "structural_overlay_pass": false, + "structural_overlay_score": 81.207119, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.481166, + "primary_prob": 47.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 75.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.221749, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.611165, + "range_504_ratio": 1.842577, + "range_factor_pass": false, + "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": 96.581197, + "strategy_rank": 93.043008, + "production_rank": 94.222404, + "structural_overlay_pass": false, + "structural_overlay_score": 89.511284, + "structural_overlay_rr": 0.937253, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "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": 66, + "gate_level_count": 66, + "range_504_log": 0.885587, + "range_504_ratio": 2.424406, + "range_factor_pass": false, + "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": 99.679487, + "strategy_rank": 98.72245, + "production_rank": 99.041462, + "structural_overlay_pass": false, + "structural_overlay_score": 94.089389, + "structural_overlay_rr": 0.774848, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.528059, + "primary_prob": 26.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.292089, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 1.063325, + "range_504_ratio": 2.895985, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.507151, + "hold30_r": 2.873563 + }, + { + "symbol": "SNPS", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.149573, + "strategy_rank": 78.083424, + "production_rank": 80.438807, + "structural_overlay_pass": false, + "structural_overlay_score": 76.416867, + "structural_overlay_rr": 1.974835, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.786911, + "primary_prob": 34.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.680366, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.4278, + "range_504_ratio": 1.53388, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.736743, + "hold30_r": 0.90849 + }, + { + "symbol": "SRE", + "date": "2023-01-25", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.799145, + "strategy_rank": 62.299827, + "production_rank": 69.132933, + "structural_overlay_pass": false, + "structural_overlay_score": 65.676287, + "structural_overlay_rr": 2.379427, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.296243, + "primary_prob": 26.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 3.444365, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.389389, + "range_504_ratio": 1.476079, + "range_factor_pass": false, + "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": 94.444444, + "strategy_rank": 81.462175, + "production_rank": 85.789598, + "structural_overlay_pass": false, + "structural_overlay_score": 81.500118, + "structural_overlay_rr": 1.768224, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.863104, + "primary_prob": 51.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.294657, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.693254, + "range_504_ratio": 2.000214, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.818373, + "hold30_r": -1.0 + }, + { + "symbol": "TMUS", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.987179, + "strategy_rank": 68.061238, + "production_rank": 76.036552, + "structural_overlay_pass": false, + "structural_overlay_score": 72.234724, + "structural_overlay_rr": 1.30763, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.163649, + "primary_prob": 42.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.745474, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.419251, + "range_504_ratio": 1.520822, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.561679, + "hold30_r": -1.494616 + }, + { + "symbol": "TPL", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.893162, + "strategy_rank": 96.925214, + "production_rank": 97.91453, + "structural_overlay_pass": false, + "structural_overlay_score": 93.018803, + "structural_overlay_rr": 2.299382, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.698914, + "primary_prob": 20.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 89.0, + "primary_rejection_count": 15, + "primary_distance_atr": 4.048371, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 1.06282, + "range_504_ratio": 2.894522, + "range_factor_pass": true, + "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": 80.769231, + "strategy_rank": 78.878887, + "production_rank": 79.509002, + "structural_overlay_pass": false, + "structural_overlay_score": 75.533552, + "structural_overlay_rr": 1.97597, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.680537, + "primary_prob": 31.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.520806, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.578221, + "range_504_ratio": 1.782865, + "range_factor_pass": false, + "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": 93.803419, + "strategy_rank": 88.321968, + "production_rank": 90.149118, + "structural_overlay_pass": false, + "structural_overlay_score": 85.641662, + "structural_overlay_rr": 1.536572, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.593459, + "primary_prob": 32.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.390189, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.741796, + "range_504_ratio": 2.099704, + "range_factor_pass": false, + "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": 83.012821, + "strategy_rank": 78.981315, + "production_rank": 80.32515, + "structural_overlay_pass": false, + "structural_overlay_score": 76.308893, + "structural_overlay_rr": 2.235805, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.651098, + "primary_prob": 49.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.476648, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.693147, + "range_504_ratio": 2.0, + "range_factor_pass": false, + "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": 89.529915, + "strategy_rank": 83.096472, + "production_rank": 85.240953, + "structural_overlay_pass": false, + "structural_overlay_score": 80.978905, + "structural_overlay_rr": 1.151781, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "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": 50, + "gate_level_count": 50, + "range_504_log": 0.645145, + "range_504_ratio": 1.906264, + "range_factor_pass": false, + "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": 84.722222, + "strategy_rank": 62.050236, + "production_rank": 69.607565, + "structural_overlay_pass": false, + "structural_overlay_score": 66.127187, + "structural_overlay_rr": 1.255565, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 9, + "rr": 1.105666, + "primary_prob": 42.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.658499, + "raw_level_count": 26, + "gate_level_count": 26, + "range_504_log": 0.304162, + "range_504_ratio": 1.355488, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.043215, + "hold30_r": -0.326703 + }, + { + "symbol": "VLO", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.649573, + "strategy_rank": 91.716403, + "production_rank": 93.694126, + "structural_overlay_pass": false, + "structural_overlay_score": 89.00942, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "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": 71, + "gate_level_count": 71, + "range_504_log": 1.001181, + "range_504_ratio": 2.721495, + "range_factor_pass": true, + "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": 80.982906, + "strategy_rank": 66.677396, + "production_rank": 71.445899, + "structural_overlay_pass": false, + "structural_overlay_score": 67.873604, + "structural_overlay_rr": 1.612246, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.530988, + "primary_prob": 36.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 60, + "primary_distance_atr": 2.296481, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.47852, + "range_504_ratio": 1.613685, + "range_factor_pass": false, + "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": 89.957265, + "strategy_rank": 67.246681, + "production_rank": 74.816876, + "structural_overlay_pass": false, + "structural_overlay_score": 71.076032, + "structural_overlay_rr": 1.550447, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.12008, + "primary_prob": 45.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.680119, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.490831, + "range_504_ratio": 1.633673, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.055694, + "hold30_r": -1.0 + }, + { + "symbol": "WYNN", + "date": "2023-01-25", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.188034, + "strategy_rank": 86.761411, + "production_rank": 85.903619, + "structural_overlay_pass": false, + "structural_overlay_score": 81.608438, + "structural_overlay_rr": 2.144363, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.785224, + "primary_prob": 20.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 5, + "primary_distance_atr": 4.177837, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.933238, + "range_504_ratio": 2.542729, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.737448, + "hold30_r": 2.675002 + }, + { + "symbol": "A", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.397408, + "strategy_rank": 74.61367, + "production_rank": 77.208249, + "structural_overlay_pass": false, + "structural_overlay_score": 73.347837, + "structural_overlay_rr": 0.731013, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.252177, + "primary_prob": 35.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 65.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.878265, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.467434, + "range_504_ratio": 1.595894, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.198452, + "hold30_r": -1.144847 + }, + { + "symbol": "ACGL", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.196544, + "strategy_rank": 76.237581, + "production_rank": 81.890569, + "structural_overlay_pass": false, + "structural_overlay_score": 77.79604, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.737578, + "primary_prob": 38.54, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.106366, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.581301, + "range_504_ratio": 1.788364, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.083049, + "hold30_r": -1.0 + }, + { + "symbol": "ADM", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.660907, + "strategy_rank": 71.514248, + "production_rank": 77.229801, + "structural_overlay_pass": false, + "structural_overlay_score": 73.368311, + "structural_overlay_rr": 2.226275, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.094867, + "primary_prob": 28.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 3.142301, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.552434, + "range_504_ratio": 1.737477, + "range_factor_pass": false, + "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": 85.637149, + "strategy_rank": 66.720198, + "production_rank": 73.025848, + "structural_overlay_pass": false, + "structural_overlay_score": 69.374556, + "structural_overlay_rr": 1.80453, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.746387, + "primary_prob": 33.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.61958, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.357632, + "range_504_ratio": 1.429939, + "range_factor_pass": false, + "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": 94.492441, + "strategy_rank": 84.209225, + "production_rank": 87.636963, + "structural_overlay_pass": false, + "structural_overlay_score": 83.255115, + "structural_overlay_rr": 1.62935, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.774711, + "primary_prob": 25.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 64.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.662067, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.473288, + "range_504_ratio": 1.605263, + "range_factor_pass": false, + "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": 81.641469, + "strategy_rank": 63.858705, + "production_rank": 69.786293, + "structural_overlay_pass": false, + "structural_overlay_score": 66.296979, + "structural_overlay_rr": 1.680689, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.73282, + "primary_prob": 33.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.599231, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.389168, + "range_504_ratio": 1.475752, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.068278, + "hold30_r": -1.0 + }, + { + "symbol": "ALB", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.717063, + "strategy_rank": 87.379363, + "production_rank": 87.158596, + "structural_overlay_pass": false, + "structural_overlay_score": 82.800667, + "structural_overlay_rr": 1.512849, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "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": 55, + "gate_level_count": 55, + "range_504_log": 0.718974, + "range_504_ratio": 2.052327, + "range_factor_pass": false, + "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": 98.812095, + "strategy_rank": 97.458789, + "production_rank": 97.909891, + "structural_overlay_pass": false, + "structural_overlay_score": 93.014397, + "structural_overlay_rr": 1.780853, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.52488, + "primary_prob": 36.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.28732, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 1.206543, + "range_504_ratio": 3.341911, + "range_factor_pass": true, + "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": 95.896328, + "strategy_rank": 92.482269, + "production_rank": 93.620288, + "structural_overlay_pass": false, + "structural_overlay_score": 88.939274, + "structural_overlay_rr": 1.196084, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.812392, + "primary_prob": 50.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.218588, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.929604, + "range_504_ratio": 2.533505, + "range_factor_pass": false, + "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": 88.228942, + "strategy_rank": 64.760259, + "production_rank": 72.583153, + "structural_overlay_pass": false, + "structural_overlay_score": 68.953996, + "structural_overlay_rr": 0.956006, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.490182, + "primary_prob": 32.64, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.235273, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.593453, + "range_504_ratio": 1.810228, + "range_factor_pass": false, + "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": 93.62851, + "strategy_rank": 94.410925, + "production_rank": 94.15012, + "structural_overlay_pass": false, + "structural_overlay_score": 89.442614, + "structural_overlay_rr": 2.713523, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 4.114453, + "primary_prob": 30.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 6.17168, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.687239, + "range_504_ratio": 1.988219, + "range_factor_pass": false, + "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": 80.777538, + "strategy_rank": 79.963631, + "production_rank": 80.234933, + "structural_overlay_pass": false, + "structural_overlay_score": 76.223187, + "structural_overlay_rr": 2.44699, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.990471, + "primary_prob": 44.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.985706, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.726893, + "range_504_ratio": 2.068643, + "range_factor_pass": false, + "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": 82.181425, + "strategy_rank": 83.785062, + "production_rank": 83.250517, + "structural_overlay_pass": false, + "structural_overlay_score": 79.087991, + "structural_overlay_rr": 1.459293, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.110422, + "primary_prob": 43.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.665633, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.790217, + "range_504_ratio": 2.203874, + "range_factor_pass": false, + "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": 96.868251, + "strategy_rank": 74.90455, + "production_rank": 82.225783, + "structural_overlay_pass": false, + "structural_overlay_score": 78.114494, + "structural_overlay_rr": 0.858496, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.778534, + "primary_prob": 56.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.167801, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.576086, + "range_504_ratio": 1.779062, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.712435, + "hold30_r": -1.0 + }, + { + "symbol": "CASY", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.12527, + "strategy_rank": 63.145754, + "production_rank": 70.138926, + "structural_overlay_pass": false, + "structural_overlay_score": 66.631979, + "structural_overlay_rr": 2.201557, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.94608, + "primary_prob": 26.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.919121, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.380458, + "range_504_ratio": 1.462954, + "range_factor_pass": false, + "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": 88.444924, + "strategy_rank": 74.298544, + "production_rank": 79.014004, + "structural_overlay_pass": false, + "structural_overlay_score": 75.063304, + "structural_overlay_rr": 1.166871, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.93407, + "primary_prob": 34.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.401106, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.50473, + "range_504_ratio": 1.656538, + "range_factor_pass": false, + "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": 92.008639, + "strategy_rank": 89.502822, + "production_rank": 90.338094, + "structural_overlay_pass": true, + "structural_overlay_score": 90.82119, + "structural_overlay_rr": 2.93729, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.379067, + "primary_prob": 40.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 3.5686, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 1.018645, + "range_504_ratio": 2.769441, + "range_factor_pass": true, + "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": 95.464363, + "strategy_rank": 68.760538, + "production_rank": 77.661813, + "structural_overlay_pass": false, + "structural_overlay_score": 73.778722, + "structural_overlay_rr": 1.831536, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.744836, + "primary_prob": 33.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.617253, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.573129, + "range_504_ratio": 1.773808, + "range_factor_pass": false, + "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": 95.032397, + "strategy_rank": 87.909775, + "production_rank": 90.283982, + "structural_overlay_pass": false, + "structural_overlay_score": 85.769783, + "structural_overlay_rr": 1.228333, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.099521, + "primary_prob": 46.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.649281, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.990965, + "range_504_ratio": 2.693834, + "range_factor_pass": false, + "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": 83.693305, + "strategy_rank": 61.262733, + "production_rank": 68.73959, + "structural_overlay_pass": false, + "structural_overlay_score": 65.30261, + "structural_overlay_rr": 1.53353, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.684162, + "primary_prob": 60.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.026243, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.450081, + "range_504_ratio": 1.568439, + "range_factor_pass": false, + "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": 87.149028, + "strategy_rank": 62.520449, + "production_rank": 70.729975, + "structural_overlay_pass": false, + "structural_overlay_score": 67.193476, + "structural_overlay_rr": 1.685808, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.958627, + "primary_prob": 25.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 76.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.937941, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.373695, + "range_504_ratio": 1.453094, + "range_factor_pass": false, + "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": 89.524838, + "strategy_rank": 76.538354, + "production_rank": 80.867182, + "structural_overlay_pass": false, + "structural_overlay_score": 76.823823, + "structural_overlay_rr": 1.691471, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.785601, + "primary_prob": 32.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.678402, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.723795, + "range_504_ratio": 2.062245, + "range_factor_pass": false, + "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": 85.313175, + "strategy_rank": 65.654706, + "production_rank": 72.207529, + "structural_overlay_pass": false, + "structural_overlay_score": 68.597153, + "structural_overlay_rr": 0.936644, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.998211, + "primary_prob": 49.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.497316, + "raw_level_count": 26, + "gate_level_count": 26, + "range_504_log": 0.31295, + "range_504_ratio": 1.367454, + "range_factor_pass": false, + "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": 85.853132, + "strategy_rank": 83.645579, + "production_rank": 84.38143, + "structural_overlay_pass": false, + "structural_overlay_score": 80.162359, + "structural_overlay_rr": 2.578066, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.950719, + "primary_prob": 20.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 4.426078, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 1.007914, + "range_504_ratio": 2.73988, + "range_factor_pass": true, + "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": 87.688985, + "strategy_rank": 69.350031, + "production_rank": 75.463016, + "structural_overlay_pass": false, + "structural_overlay_score": 71.689865, + "structural_overlay_rr": 0.969355, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.894478, + "primary_prob": 67.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.341717, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.522043, + "range_504_ratio": 1.685468, + "range_factor_pass": false, + "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": 94.168467, + "strategy_rank": 78.369539, + "production_rank": 83.635848, + "structural_overlay_pass": false, + "structural_overlay_score": 79.454056, + "structural_overlay_rr": 1.898684, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.603014, + "primary_prob": 35.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.404521, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.714245, + "range_504_ratio": 2.042645, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.049428, + "hold30_r": -1.0 + }, + { + "symbol": "DE", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.341253, + "strategy_rank": 63.716296, + "production_rank": 70.591282, + "structural_overlay_pass": false, + "structural_overlay_score": 67.061718, + "structural_overlay_rr": 1.429718, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.506451, + "primary_prob": 37.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.259676, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.45738, + "range_504_ratio": 1.57993, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.062527, + "hold30_r": -1.0 + }, + { + "symbol": "DECK", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.408207, + "strategy_rank": 88.121229, + "production_rank": 91.216888, + "structural_overlay_pass": false, + "structural_overlay_score": 86.656044, + "structural_overlay_rr": 1.227465, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.061757, + "primary_prob": 46.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.592635, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.751565, + "range_504_ratio": 2.120316, + "range_factor_pass": false, + "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": 86.285097, + "strategy_rank": 65.335052, + "production_rank": 72.3184, + "structural_overlay_pass": false, + "structural_overlay_score": 68.70248, + "structural_overlay_rr": 1.908042, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.63505, + "primary_prob": 34.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 73, + "primary_distance_atr": 2.452575, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.358275, + "range_504_ratio": 1.430859, + "range_factor_pass": false, + "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": 95.24838, + "strategy_rank": 94.060963, + "production_rank": 94.456769, + "structural_overlay_pass": false, + "structural_overlay_score": 89.73393, + "structural_overlay_rr": 1.758883, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.450517, + "primary_prob": 24.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 3.675776, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 1.194363, + "range_504_ratio": 3.301455, + "range_factor_pass": true, + "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": 91.360691, + "strategy_rank": 91.275064, + "production_rank": 91.303607, + "structural_overlay_pass": false, + "structural_overlay_score": 86.738426, + "structural_overlay_rr": 1.800276, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.384455, + "primary_prob": 39.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.076682, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.902047, + "range_504_ratio": 2.464643, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.344233, + "hold30_r": 1.278963 + }, + { + "symbol": "EME", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.956803, + "strategy_rank": 67.776214, + "production_rank": 75.169744, + "structural_overlay_pass": false, + "structural_overlay_score": 71.411257, + "structural_overlay_rr": 1.506255, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.249706, + "primary_prob": 27.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.87456, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.493551, + "range_504_ratio": 1.638122, + "range_factor_pass": false, + "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": 88.87689, + "strategy_rank": 84.729952, + "production_rank": 86.112265, + "structural_overlay_pass": false, + "structural_overlay_score": 81.806651, + "structural_overlay_rr": 2.137913, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.644713, + "primary_prob": 34.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.46707, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.876371, + "range_504_ratio": 2.402165, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.045438, + "hold30_r": -1.0 + }, + { + "symbol": "EQT", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.028078, + "strategy_rank": 97.287396, + "production_rank": 97.867623, + "structural_overlay_pass": false, + "structural_overlay_score": 92.974242, + "structural_overlay_rr": 1.768734, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.774375, + "primary_prob": 32.6, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.661562, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 1.196369, + "range_504_ratio": 3.308084, + "range_factor_pass": true, + "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": 92.548596, + "strategy_rank": 76.525953, + "production_rank": 81.866834, + "structural_overlay_pass": false, + "structural_overlay_score": 77.773492, + "structural_overlay_rr": 1.57026, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.569825, + "primary_prob": 23.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 21, + "primary_distance_atr": 3.854737, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.59225, + "range_504_ratio": 1.808053, + "range_factor_pass": false, + "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": 98.164147, + "strategy_rank": 93.360064, + "production_rank": 94.961425, + "structural_overlay_pass": false, + "structural_overlay_score": 90.213354, + "structural_overlay_rr": 2.452838, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.558934, + "primary_prob": 36.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.3384, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.80057, + "range_504_ratio": 2.226811, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.034725, + "hold30_r": -1.0 + }, + { + "symbol": "FANG", + "date": "2023-02-01", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.909287, + "strategy_rank": 81.123598, + "production_rank": 82.052161, + "structural_overlay_pass": false, + "structural_overlay_score": 77.949553, + "structural_overlay_rr": 1.539659, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.033031, + "primary_prob": 32.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 17, + "primary_distance_atr": 3.049546, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.941003, + "range_504_ratio": 2.562551, + "range_factor_pass": false, + "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": 89.308855, + "strategy_rank": 90.354908, + "production_rank": 90.006224, + "structural_overlay_pass": false, + "structural_overlay_score": 85.505913, + "structural_overlay_rr": 1.924071, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.5032, + "primary_prob": 48.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 82.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.2548, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.740208, + "range_504_ratio": 2.096371, + "range_factor_pass": false, + "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": 93.844492, + "strategy_rank": 81.304048, + "production_rank": 85.484196, + "structural_overlay_pass": false, + "structural_overlay_score": 81.209986, + "structural_overlay_rr": 1.165221, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.464107, + "primary_prob": 33.14, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.19616, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.639145, + "range_504_ratio": 1.894861, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.411295, + "hold30_r": 3.703583 + }, + { + "symbol": "GD", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.209503, + "strategy_rank": 59.072459, + "production_rank": 66.451474, + "structural_overlay_pass": false, + "structural_overlay_score": 63.1289, + "structural_overlay_rr": 2.751951, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.205243, + "primary_prob": 27.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 56, + "primary_distance_atr": 3.307864, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.340905, + "range_504_ratio": 1.406219, + "range_factor_pass": false, + "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": 87.904968, + "strategy_rank": 72.727026, + "production_rank": 77.78634, + "structural_overlay_pass": false, + "structural_overlay_score": 73.897023, + "structural_overlay_rr": 1.439781, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.441366, + "primary_prob": 38.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.162049, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.450975, + "range_504_ratio": 1.569842, + "range_factor_pass": false, + "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": 91.792657, + "strategy_rank": 65.674214, + "production_rank": 74.380362, + "structural_overlay_pass": false, + "structural_overlay_score": 70.661344, + "structural_overlay_rr": 1.060844, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.060844, + "primary_prob": 47.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.591267, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.484583, + "range_504_ratio": 1.623497, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.98529, + "hold30_r": -1.0 + }, + { + "symbol": "HAL", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.328294, + "strategy_rank": 94.042709, + "production_rank": 94.80457, + "structural_overlay_pass": false, + "structural_overlay_score": 90.064342, + "structural_overlay_rr": 1.171263, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.152151, + "primary_prob": 40.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.728226, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.903753, + "range_504_ratio": 2.468852, + "range_factor_pass": false, + "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": 86.069114, + "strategy_rank": 65.764509, + "production_rank": 72.532711, + "structural_overlay_pass": false, + "structural_overlay_score": 68.906075, + "structural_overlay_rr": 1.66849, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.538133, + "primary_prob": 23.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 3.807199, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.39312, + "range_504_ratio": 1.481595, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.059413, + "hold30_r": -1.0 + }, + { + "symbol": "HUBB", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.576674, + "strategy_rank": 75.232704, + "production_rank": 80.680694, + "structural_overlay_pass": false, + "structural_overlay_score": 76.646659, + "structural_overlay_rr": 2.126194, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.875977, + "primary_prob": 31.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.813966, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.436261, + "range_504_ratio": 1.546913, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.826208, + "hold30_r": 0.343492 + }, + { + "symbol": "HUM", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.388769, + "strategy_rank": 68.594719, + "production_rank": 75.859402, + "structural_overlay_pass": false, + "structural_overlay_score": 72.066432, + "structural_overlay_rr": 2.061564, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.961086, + "primary_prob": 37.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 63.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.941629, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.486559, + "range_504_ratio": 1.626708, + "range_factor_pass": false, + "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": 80.345572, + "strategy_rank": 75.532223, + "production_rank": 77.136673, + "structural_overlay_pass": false, + "structural_overlay_score": 73.279839, + "structural_overlay_rr": 1.564726, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.345302, + "primary_prob": 35.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.017953, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.341124, + "range_504_ratio": 1.406527, + "range_factor_pass": false, + "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": 89.092873, + "strategy_rank": 71.300495, + "production_rank": 77.231287, + "structural_overlay_pass": false, + "structural_overlay_score": 73.369723, + "structural_overlay_rr": 1.931683, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.57752, + "primary_prob": 31.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.36628, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.510857, + "range_504_ratio": 1.666719, + "range_factor_pass": false, + "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": 83.261339, + "strategy_rank": 82.863583, + "production_rank": 82.996168, + "structural_overlay_pass": false, + "structural_overlay_score": 78.84636, + "structural_overlay_rr": 2.194081, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.95417, + "primary_prob": 25.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.931255, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.602642, + "range_504_ratio": 1.826938, + "range_factor_pass": false, + "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": 97.084233, + "strategy_rank": 74.862189, + "production_rank": 82.269537, + "structural_overlay_pass": false, + "structural_overlay_score": 78.15606, + "structural_overlay_rr": 1.727427, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.78263, + "primary_prob": 31.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 93.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.673946, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.557252, + "range_504_ratio": 1.745867, + "range_factor_pass": false, + "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": 84.557235, + "strategy_rank": 62.835226, + "production_rank": 70.075896, + "structural_overlay_pass": false, + "structural_overlay_score": 66.572101, + "structural_overlay_rr": 1.047476, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.114179, + "primary_prob": 45.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.671268, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.43106, + "range_504_ratio": 1.538887, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.043574, + "hold30_r": 0.839319 + }, + { + "symbol": "LULU", + "date": "2023-02-01", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.425486, + "strategy_rank": 83.030098, + "production_rank": 82.495227, + "structural_overlay_pass": false, + "structural_overlay_score": 78.370466, + "structural_overlay_rr": 0.892706, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 3.005131, + "primary_prob": 20.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 4.507696, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.658366, + "range_504_ratio": 1.931633, + "range_factor_pass": false, + "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": 94.708423, + "strategy_rank": 69.102348, + "production_rank": 77.637706, + "structural_overlay_pass": false, + "structural_overlay_score": 73.755821, + "structural_overlay_rr": 1.737674, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.708863, + "primary_prob": 33.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.563294, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.766884, + "range_504_ratio": 2.153046, + "range_factor_pass": false, + "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": 90.172786, + "strategy_rank": 89.540305, + "production_rank": 89.751132, + "structural_overlay_pass": true, + "structural_overlay_score": 90.263576, + "structural_overlay_rr": 2.127804, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.59368, + "primary_prob": 50.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.39052, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 1.031539, + "range_504_ratio": 2.805379, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.55943, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.596112, + "strategy_rank": 88.049537, + "production_rank": 91.565062, + "structural_overlay_pass": false, + "structural_overlay_score": 86.986809, + "structural_overlay_rr": 1.945346, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.634321, + "primary_prob": 30.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.451482, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 1.000216, + "range_504_ratio": 2.718868, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.035466, + "hold30_r": -1.0 + }, + { + "symbol": "MPWR", + "date": "2023-02-01", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.50108, + "strategy_rank": 88.583014, + "production_rank": 87.889036, + "structural_overlay_pass": false, + "structural_overlay_score": 83.494584, + "structural_overlay_rr": 1.671815, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.034526, + "primary_prob": 44.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 3.051789, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.653628, + "range_504_ratio": 1.922503, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.001647, + "hold30_r": 1.443678 + }, + { + "symbol": "MRK", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.712743, + "strategy_rank": 63.950533, + "production_rank": 72.87127, + "structural_overlay_pass": false, + "structural_overlay_score": 69.227706, + "structural_overlay_rr": 1.163642, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.194391, + "primary_prob": 43.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.791587, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.488055, + "range_504_ratio": 1.629144, + "range_factor_pass": false, + "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": 96.544276, + "strategy_rank": 96.839058, + "production_rank": 96.740798, + "structural_overlay_pass": false, + "structural_overlay_score": 91.903758, + "structural_overlay_rr": 1.888417, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.769124, + "primary_prob": 57.1, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.153686, + "raw_level_count": 86, + "gate_level_count": 86, + "range_504_log": 1.464382, + "range_504_ratio": 4.324872, + "range_factor_pass": true, + "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": 81.965443, + "strategy_rank": 65.21452, + "production_rank": 70.798161, + "structural_overlay_pass": false, + "structural_overlay_score": 67.258253, + "structural_overlay_rr": 1.924439, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.736224, + "primary_prob": 19.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.604336, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.343456, + "range_504_ratio": 1.409812, + "range_factor_pass": false, + "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": 96.112311, + "strategy_rank": 80.472166, + "production_rank": 85.685548, + "structural_overlay_pass": false, + "structural_overlay_score": 81.40127, + "structural_overlay_rr": 1.7966, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.747602, + "primary_prob": 33.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.621404, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.478028, + "range_504_ratio": 1.612891, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.704673, + "hold30_r": 0.366644 + }, + { + "symbol": "NUE", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.62419, + "strategy_rank": 93.788546, + "production_rank": 95.067094, + "structural_overlay_pass": false, + "structural_overlay_score": 90.313739, + "structural_overlay_rr": 1.26584, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.967996, + "primary_prob": 45.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.451994, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.761874, + "range_504_ratio": 2.142287, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.032525, + "hold30_r": -1.0 + }, + { + "symbol": "OKE", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.993521, + "strategy_rank": 74.211593, + "production_rank": 76.472236, + "structural_overlay_pass": false, + "structural_overlay_score": 72.648624, + "structural_overlay_rr": 1.53106, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.800153, + "primary_prob": 28.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.700229, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.436651, + "range_504_ratio": 1.547516, + "range_factor_pass": false, + "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": 91.144708, + "strategy_rank": 64.833554, + "production_rank": 73.603939, + "structural_overlay_pass": false, + "structural_overlay_score": 69.923742, + "structural_overlay_rr": 1.547993, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.593425, + "primary_prob": 35.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.390138, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.463891, + "range_504_ratio": 1.590249, + "range_factor_pass": false, + "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": 99.24406, + "strategy_rank": 94.438584, + "production_rank": 96.04041, + "structural_overlay_pass": false, + "structural_overlay_score": 91.238389, + "structural_overlay_rr": 2.003538, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.749373, + "primary_prob": 32.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.624059, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 1.271872, + "range_504_ratio": 3.567525, + "range_factor_pass": true, + "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": 92.332613, + "strategy_rank": 78.1167, + "production_rank": 82.855338, + "structural_overlay_pass": false, + "structural_overlay_score": 78.712571, + "structural_overlay_rr": 1.678436, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.059257, + "primary_prob": 43.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 78.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.588885, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.693754, + "range_504_ratio": 2.001214, + "range_factor_pass": false, + "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": 87.365011, + "strategy_rank": 73.155508, + "production_rank": 77.892009, + "structural_overlay_pass": false, + "structural_overlay_score": 73.997408, + "structural_overlay_rr": 1.214497, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.936024, + "primary_prob": 47.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.404035, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.494359, + "range_504_ratio": 1.639448, + "range_factor_pass": false, + "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": 95.680346, + "strategy_rank": 93.976242, + "production_rank": 94.544276, + "structural_overlay_pass": false, + "structural_overlay_score": 89.817063, + "structural_overlay_rr": 1.573807, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.519325, + "primary_prob": 36.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.278987, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.584743, + "range_504_ratio": 1.79453, + "range_factor_pass": false, + "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": 90.928726, + "strategy_rank": 83.714624, + "production_rank": 86.119325, + "structural_overlay_pass": false, + "structural_overlay_score": 81.813358, + "structural_overlay_rr": 2.409902, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.235604, + "primary_prob": 26.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 97.0, + "primary_rejection_count": 18, + "primary_distance_atr": 3.353406, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.585921, + "range_504_ratio": 1.796645, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.23608, + "hold30_r": -1.199956 + }, + { + "symbol": "REGN", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.773218, + "strategy_rank": 81.438027, + "production_rank": 82.549757, + "structural_overlay_pass": false, + "structural_overlay_score": 78.422269, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.848469, + "primary_prob": 49.36, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.272704, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.382628, + "range_504_ratio": 1.466132, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.787218, + "hold30_r": -1.0 + }, + { + "symbol": "ROL", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.721382, + "strategy_rank": 66.775935, + "production_rank": 72.091084, + "structural_overlay_pass": false, + "structural_overlay_score": 68.48653, + "structural_overlay_rr": 1.635624, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.633329, + "primary_prob": 34.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.449993, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.412515, + "range_504_ratio": 1.510612, + "range_factor_pass": false, + "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": 92.980562, + "strategy_rank": 83.344458, + "production_rank": 86.556492, + "structural_overlay_pass": false, + "structural_overlay_score": 82.228668, + "structural_overlay_rr": 1.975323, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.996181, + "primary_prob": 24.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 75.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.994272, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.611165, + "range_504_ratio": 1.842577, + "range_factor_pass": false, + "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": 97.840173, + "strategy_rank": 94.133282, + "production_rank": 95.368912, + "structural_overlay_pass": false, + "structural_overlay_score": 90.600467, + "structural_overlay_rr": 2.182154, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.89795, + "primary_prob": 26.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.846926, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.885587, + "range_504_ratio": 2.424406, + "range_factor_pass": false, + "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": 99.892009, + "strategy_rank": 98.988922, + "production_rank": 99.289951, + "structural_overlay_pass": false, + "structural_overlay_score": 94.325453, + "structural_overlay_rr": 1.81281, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.848485, + "primary_prob": 54.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.272727, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 1.063325, + "range_504_ratio": 2.895985, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.826518, + "hold30_r": 2.409091 + }, + { + "symbol": "SNPS", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.045356, + "strategy_rank": 76.970459, + "production_rank": 78.995425, + "structural_overlay_pass": false, + "structural_overlay_score": 75.045654, + "structural_overlay_rr": 1.701607, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.479947, + "primary_prob": 35.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.219921, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.4278, + "range_504_ratio": 1.53388, + "range_factor_pass": false, + "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": 92.764579, + "strategy_rank": 80.773915, + "production_rank": 84.770803, + "structural_overlay_pass": false, + "structural_overlay_score": 80.532263, + "structural_overlay_rr": 2.109956, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.77756, + "primary_prob": 27.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.66634, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.693254, + "range_504_ratio": 2.000214, + "range_factor_pass": false, + "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": 99.676026, + "strategy_rank": 97.031283, + "production_rank": 97.912864, + "structural_overlay_pass": false, + "structural_overlay_score": 93.017221, + "structural_overlay_rr": 1.600525, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.770794, + "primary_prob": 57.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.15619, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 1.06282, + "range_504_ratio": 2.894522, + "range_factor_pass": true, + "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": 93.412527, + "strategy_rank": 88.098446, + "production_rank": 89.869807, + "structural_overlay_pass": false, + "structural_overlay_score": 85.376316, + "structural_overlay_rr": 1.88257, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.94265, + "primary_prob": 27.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.913975, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.741796, + "range_504_ratio": 2.099704, + "range_factor_pass": false, + "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": 83.477322, + "strategy_rank": 79.595416, + "production_rank": 80.889384, + "structural_overlay_pass": false, + "structural_overlay_score": 76.844915, + "structural_overlay_rr": 1.719502, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.783138, + "primary_prob": 28.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.674707, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.693147, + "range_504_ratio": 2.0, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.05492, + "hold30_r": -1.0 + }, + { + "symbol": "VICI", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.561555, + "strategy_rank": 59.328572, + "production_rank": 66.406233, + "structural_overlay_pass": false, + "structural_overlay_score": 63.085922, + "structural_overlay_rr": 0.905313, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 9, + "rr": 0.731671, + "primary_prob": 54.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.097507, + "raw_level_count": 26, + "gate_level_count": 26, + "range_504_log": 0.304162, + "range_504_ratio": 1.355488, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.051158, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.38013, + "strategy_rank": 92.801575, + "production_rank": 94.661093, + "structural_overlay_pass": true, + "structural_overlay_score": 94.928038, + "structural_overlay_rr": 2.537148, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.501296, + "primary_prob": 33.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.251944, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 1.001181, + "range_504_ratio": 2.721495, + "range_factor_pass": true, + "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": 89.740821, + "strategy_rank": 67.366962, + "production_rank": 74.824915, + "structural_overlay_pass": false, + "structural_overlay_score": 71.083669, + "structural_overlay_rr": 2.634564, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.100904, + "primary_prob": 28.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 3.151356, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.490831, + "range_504_ratio": 1.633673, + "range_factor_pass": false, + "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": 86.933045, + "strategy_rank": 88.949906, + "production_rank": 88.277619, + "structural_overlay_pass": false, + "structural_overlay_score": 83.863738, + "structural_overlay_rr": 0.667973, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "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": 66, + "gate_level_count": 66, + "range_504_log": 0.933238, + "range_504_ratio": 2.542729, + "range_factor_pass": false, + "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": 80.12959, + "strategy_rank": 72.058455, + "production_rank": 74.748833, + "structural_overlay_pass": false, + "structural_overlay_score": 71.011391, + "structural_overlay_rr": 1.573444, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.878089, + "primary_prob": 31.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.817134, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.655113, + "range_504_ratio": 1.925361, + "range_factor_pass": false, + "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": 98.837209, + "strategy_rank": 87.382249, + "production_rank": 91.200569, + "structural_overlay_pass": false, + "structural_overlay_score": 86.640541, + "structural_overlay_rr": 1.913912, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.3395, + "primary_prob": 40.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.00925, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.841898, + "range_504_ratio": 2.320768, + "range_factor_pass": false, + "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": 84.249471, + "strategy_rank": 65.683491, + "production_rank": 71.872151, + "structural_overlay_pass": false, + "structural_overlay_score": 68.278543, + "structural_overlay_rr": 2.198524, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.138114, + "primary_prob": 27.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 3.20717, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.357632, + "range_504_ratio": 1.429939, + "range_factor_pass": false, + "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": 93.023256, + "strategy_rank": 82.299823, + "production_rank": 85.874301, + "structural_overlay_pass": false, + "structural_overlay_score": 81.580586, + "structural_overlay_rr": 1.838265, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.765776, + "primary_prob": 32.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.648664, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.473288, + "range_504_ratio": 1.605263, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.050101, + "hold30_r": -1.0 + }, + { + "symbol": "ALB", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.526427, + "strategy_rank": 88.293815, + "production_rank": 88.038019, + "structural_overlay_pass": false, + "structural_overlay_score": 83.636118, + "structural_overlay_rr": 0.845666, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.56541, + "primary_prob": 29.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 69.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.348114, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.718974, + "range_504_ratio": 2.052327, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.529806, + "hold30_r": -1.0 + }, + { + "symbol": "APA", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.780127, + "strategy_rank": 96.420772, + "production_rank": 96.873891, + "structural_overlay_pass": false, + "structural_overlay_score": 92.030196, + "structural_overlay_rr": 2.235824, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.993455, + "primary_prob": 29.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.990182, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 1.206543, + "range_504_ratio": 3.341911, + "range_factor_pass": true, + "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": 88.266385, + "strategy_rank": 73.432039, + "production_rank": 78.376821, + "structural_overlay_pass": false, + "structural_overlay_score": 74.45798, + "structural_overlay_rr": 2.586, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.764358, + "primary_prob": 32.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.646537, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.417545, + "range_504_ratio": 1.518229, + "range_factor_pass": false, + "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": 96.617336, + "strategy_rank": 92.758718, + "production_rank": 94.044924, + "structural_overlay_pass": false, + "structural_overlay_score": 89.342678, + "structural_overlay_rr": 1.749871, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.137985, + "primary_prob": 28.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.706978, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.929604, + "range_504_ratio": 2.533505, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.105596, + "hold30_r": 2.689146 + }, + { + "symbol": "AZO", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.046512, + "strategy_rank": 63.586989, + "production_rank": 71.073496, + "structural_overlay_pass": false, + "structural_overlay_score": 67.519821, + "structural_overlay_rr": 1.843135, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.955087, + "primary_prob": 50.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.432631, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.593453, + "range_504_ratio": 1.810228, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.892449, + "hold30_r": -1.0 + }, + { + "symbol": "BIIB", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.291755, + "strategy_rank": 94.896633, + "production_rank": 94.695007, + "structural_overlay_pass": false, + "structural_overlay_score": 89.960257, + "structural_overlay_rr": 1.889061, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.794392, + "primary_prob": 31.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 97.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.691587, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.687239, + "range_504_ratio": 1.988219, + "range_factor_pass": false, + "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": 82.029598, + "strategy_rank": 80.26882, + "production_rank": 80.855746, + "structural_overlay_pass": false, + "structural_overlay_score": 76.812959, + "structural_overlay_rr": 1.703502, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.731826, + "primary_prob": 48.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.597739, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.726893, + "range_504_ratio": 2.068643, + "range_factor_pass": false, + "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": 83.298097, + "strategy_rank": 84.384617, + "production_rank": 84.022444, + "structural_overlay_pass": false, + "structural_overlay_score": 79.821322, + "structural_overlay_rr": 1.061861, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.074552, + "primary_prob": 46.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.611828, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.790217, + "range_504_ratio": 2.203874, + "range_factor_pass": false, + "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": 85.412262, + "strategy_rank": 65.105039, + "production_rank": 71.874114, + "structural_overlay_pass": false, + "structural_overlay_score": 68.280408, + "structural_overlay_rr": 1.622136, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.95641, + "primary_prob": 30.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.934616, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.380458, + "range_504_ratio": 1.462954, + "range_factor_pass": false, + "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": 89.7463, + "strategy_rank": 75.227473, + "production_rank": 80.067082, + "structural_overlay_pass": false, + "structural_overlay_score": 76.063728, + "structural_overlay_rr": 1.241719, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.008471, + "primary_prob": 32.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.512707, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.50473, + "range_504_ratio": 1.656538, + "range_factor_pass": false, + "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": 88.689218, + "strategy_rank": 79.645744, + "production_rank": 82.660235, + "structural_overlay_pass": false, + "structural_overlay_score": 78.527223, + "structural_overlay_rr": 1.359932, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.670738, + "primary_prob": 71.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 76.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.006107, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.38766, + "range_504_ratio": 1.473529, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.617755, + "hold30_r": 3.078418 + }, + { + "symbol": "CF", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.900634, + "strategy_rank": 87.040571, + "production_rank": 87.660592, + "structural_overlay_pass": false, + "structural_overlay_score": 83.277562, + "structural_overlay_rr": 0.893044, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.689375, + "primary_prob": 33.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.534062, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 1.018645, + "range_504_ratio": 2.769441, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.64709, + "hold30_r": -1.0 + }, + { + "symbol": "CI", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.860465, + "strategy_rank": 67.023845, + "production_rank": 75.302718, + "structural_overlay_pass": false, + "structural_overlay_score": 71.537582, + "structural_overlay_rr": 2.84103, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.252138, + "primary_prob": 26.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 3.378206, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.573129, + "range_504_ratio": 1.773808, + "range_factor_pass": false, + "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": 92.600423, + "strategy_rank": 86.592448, + "production_rank": 88.595106, + "structural_overlay_pass": false, + "structural_overlay_score": 84.165351, + "structural_overlay_rr": 1.738129, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.715342, + "primary_prob": 33.52, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.573014, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.990965, + "range_504_ratio": 2.693834, + "range_factor_pass": false, + "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": 85.623679, + "strategy_rank": 61.835309, + "production_rank": 69.764766, + "structural_overlay_pass": false, + "structural_overlay_score": 66.276527, + "structural_overlay_rr": 0.954391, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.812117, + "primary_prob": 55.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.218175, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.373695, + "range_504_ratio": 1.453094, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.748731, + "hold30_r": 1.618879 + }, + { + "symbol": "CSGP", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.843552, + "strategy_rank": 76.205676, + "production_rank": 80.084968, + "structural_overlay_pass": false, + "structural_overlay_score": 76.08072, + "structural_overlay_rr": 2.383264, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.469043, + "primary_prob": 24.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 3.703565, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.723795, + "range_504_ratio": 2.062245, + "range_factor_pass": false, + "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": 83.826638, + "strategy_rank": 64.691305, + "production_rank": 71.06975, + "structural_overlay_pass": false, + "structural_overlay_score": 67.516262, + "structural_overlay_rr": 1.451354, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.515144, + "primary_prob": 36.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.272715, + "raw_level_count": 26, + "gate_level_count": 26, + "range_504_log": 0.31295, + "range_504_ratio": 1.367454, + "range_factor_pass": false, + "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": 87.315011, + "strategy_rank": 68.525571, + "production_rank": 74.788717, + "structural_overlay_pass": false, + "structural_overlay_score": 71.049281, + "structural_overlay_rr": 2.117277, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.045534, + "primary_prob": 28.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 21, + "primary_distance_atr": 3.068301, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.522043, + "range_504_ratio": 1.685468, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.056807, + "hold30_r": -1.0 + }, + { + "symbol": "CVX", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.534884, + "strategy_rank": 74.573153, + "production_rank": 79.560396, + "structural_overlay_pass": false, + "structural_overlay_score": 75.582377, + "structural_overlay_rr": 2.187039, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.878354, + "primary_prob": 31.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.817531, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.714245, + "range_504_ratio": 2.042645, + "range_factor_pass": false, + "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": 84.038055, + "strategy_rank": 64.902588, + "production_rank": 71.281077, + "structural_overlay_pass": false, + "structural_overlay_score": 67.717023, + "structural_overlay_rr": 1.989282, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.046432, + "primary_prob": 28.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 3.069648, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.45738, + "range_504_ratio": 1.57993, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.989645, + "hold30_r": -1.310713 + }, + { + "symbol": "DECK", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.20296, + "strategy_rank": 88.393971, + "production_rank": 91.663634, + "structural_overlay_pass": false, + "structural_overlay_score": 87.080452, + "structural_overlay_rr": 0.863818, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.821158, + "primary_prob": 55.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.231737, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.751565, + "range_504_ratio": 2.120316, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.77053, + "hold30_r": -1.0 + }, + { + "symbol": "DG", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.469345, + "strategy_rank": 65.908288, + "production_rank": 72.761974, + "structural_overlay_pass": false, + "structural_overlay_score": 69.123875, + "structural_overlay_rr": 2.306379, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.689708, + "primary_prob": 33.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 83, + "primary_distance_atr": 2.534562, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.358275, + "range_504_ratio": 1.430859, + "range_factor_pass": false, + "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": 86.257928, + "strategy_rank": 81.899537, + "production_rank": 83.352334, + "structural_overlay_pass": false, + "structural_overlay_score": 79.184717, + "structural_overlay_rr": 1.652923, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.608628, + "primary_prob": 28.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 66.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.412942, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.622797, + "range_504_ratio": 1.864135, + "range_factor_pass": false, + "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": 93.763214, + "strategy_rank": 92.596275, + "production_rank": 92.985254, + "structural_overlay_pass": false, + "structural_overlay_score": 88.335992, + "structural_overlay_rr": 1.956631, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.657778, + "primary_prob": 22.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 3.986667, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 1.194363, + "range_504_ratio": 3.301455, + "range_factor_pass": true, + "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": 89.112051, + "strategy_rank": 89.467043, + "production_rank": 89.348712, + "structural_overlay_pass": false, + "structural_overlay_score": 84.881277, + "structural_overlay_rr": 1.859092, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.908634, + "primary_prob": 30.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.862951, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.902047, + "range_504_ratio": 2.464643, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.867284, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.323467, + "strategy_rank": 67.653009, + "production_rank": 74.876495, + "structural_overlay_pass": false, + "structural_overlay_score": 71.132671, + "structural_overlay_rr": 0.837779, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.654087, + "primary_prob": 19.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.48113, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.493551, + "range_504_ratio": 1.638122, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.589273, + "hold30_r": 2.202024 + }, + { + "symbol": "EOG", + "date": "2023-02-08", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.452431, + "strategy_rank": 78.855942, + "production_rank": 80.054772, + "structural_overlay_pass": false, + "structural_overlay_score": 76.052033, + "structural_overlay_rr": 1.938557, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.437622, + "primary_prob": 21.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 84.0, + "primary_rejection_count": 20, + "primary_distance_atr": 3.656432, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.876371, + "range_504_ratio": 2.402165, + "range_factor_pass": false, + "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": 99.048626, + "strategy_rank": 97.372013, + "production_rank": 97.930884, + "structural_overlay_pass": false, + "structural_overlay_score": 93.03434, + "structural_overlay_rr": 1.571072, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.6217, + "primary_prob": 23.05, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 3.93255, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 1.196369, + "range_504_ratio": 3.308084, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.027781, + "hold30_r": -0.130472 + }, + { + "symbol": "ERIE", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.926004, + "strategy_rank": 77.429216, + "production_rank": 83.261478, + "structural_overlay_pass": false, + "structural_overlay_score": 79.098405, + "structural_overlay_rr": 1.551891, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.656336, + "primary_prob": 22.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 21, + "primary_distance_atr": 3.984504, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.59225, + "range_504_ratio": 1.808053, + "range_factor_pass": false, + "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": 96.828753, + "strategy_rank": 92.210507, + "production_rank": 93.749922, + "structural_overlay_pass": false, + "structural_overlay_score": 89.062426, + "structural_overlay_rr": 2.877197, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.543262, + "primary_prob": 23.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 3.814893, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.80057, + "range_504_ratio": 2.226811, + "range_factor_pass": false, + "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": 81.606765, + "strategy_rank": 79.02347, + "production_rank": 79.884568, + "structural_overlay_pass": false, + "structural_overlay_score": 75.89034, + "structural_overlay_rr": 2.399464, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.800231, + "primary_prob": 20.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.700346, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.941003, + "range_504_ratio": 2.562551, + "range_factor_pass": false, + "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": 92.17759, + "strategy_rank": 92.372414, + "production_rank": 92.307473, + "structural_overlay_pass": false, + "structural_overlay_score": 87.692099, + "structural_overlay_rr": 1.040914, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.330698, + "primary_prob": 21.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 81.0, + "primary_rejection_count": 18, + "primary_distance_atr": 3.496047, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.740208, + "range_504_ratio": 2.096371, + "range_factor_pass": false, + "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": 93.551797, + "strategy_rank": 93.777397, + "production_rank": 93.702197, + "structural_overlay_pass": false, + "structural_overlay_score": 89.017087, + "structural_overlay_rr": 0.973315, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.702079, + "primary_prob": 55.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.053118, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.734909, + "range_504_ratio": 2.085291, + "range_factor_pass": false, + "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": 95.665962, + "strategy_rank": 81.871237, + "production_rank": 86.469478, + "structural_overlay_pass": false, + "structural_overlay_score": 82.146004, + "structural_overlay_rr": 1.074775, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.877629, + "primary_prob": 53.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.316444, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.639145, + "range_504_ratio": 1.894861, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.822863, + "hold30_r": 3.503141 + }, + { + "symbol": "FSLR", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.682875, + "strategy_rank": 96.297, + "production_rank": 97.425625, + "structural_overlay_pass": false, + "structural_overlay_score": 92.554344, + "structural_overlay_rr": 1.711206, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.683179, + "primary_prob": 53.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 67.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.024769, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 1.134213, + "range_504_ratio": 3.108725, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.654414, + "hold30_r": 3.874969 + }, + { + "symbol": "GIS", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.443975, + "strategy_rank": 58.082934, + "production_rank": 65.536614, + "structural_overlay_pass": false, + "structural_overlay_score": 62.259784, + "structural_overlay_rr": 1.426129, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.328531, + "primary_prob": 40.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 1.992796, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.443948, + "range_504_ratio": 1.558849, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.261785, + "hold30_r": 2.824411 + }, + { + "symbol": "GPC", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.389006, + "strategy_rank": 65.938127, + "production_rank": 74.755087, + "structural_overlay_pass": false, + "structural_overlay_score": 71.017333, + "structural_overlay_rr": 1.667395, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.663587, + "primary_prob": 34.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.49538, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.484583, + "range_504_ratio": 1.623497, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.587677, + "hold30_r": -1.0 + }, + { + "symbol": "HAL", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.137421, + "strategy_rank": 93.431638, + "production_rank": 94.000232, + "structural_overlay_pass": false, + "structural_overlay_score": 89.30022, + "structural_overlay_rr": 1.894824, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.271683, + "primary_prob": 30.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.907524, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.903753, + "range_504_ratio": 2.468852, + "range_factor_pass": false, + "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": 80.021142, + "strategy_rank": 70.983154, + "production_rank": 73.995816, + "structural_overlay_pass": false, + "structural_overlay_score": 70.296025, + "structural_overlay_rr": 0.869563, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.955941, + "primary_prob": 50.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.433912, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.528555, + "range_504_ratio": 1.69648, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.053406, + "hold30_r": -1.0 + }, + { + "symbol": "HII", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.866808, + "strategy_rank": 61.068791, + "production_rank": 67.66813, + "structural_overlay_pass": false, + "structural_overlay_score": 64.284723, + "structural_overlay_rr": 2.302576, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.531325, + "primary_prob": 51.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.296988, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.39312, + "range_504_ratio": 1.481595, + "range_factor_pass": false, + "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": 89.957717, + "strategy_rank": 74.236224, + "production_rank": 79.476722, + "structural_overlay_pass": false, + "structural_overlay_score": 75.502886, + "structural_overlay_rr": 2.088926, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.851181, + "primary_prob": 45.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.276772, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.436261, + "range_504_ratio": 1.546913, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.80037, + "hold30_r": -0.789577 + }, + { + "symbol": "IEX", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.672304, + "strategy_rank": 65.568081, + "production_rank": 71.936156, + "structural_overlay_pass": false, + "structural_overlay_score": 68.339348, + "structural_overlay_rr": 1.877086, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.97253, + "primary_prob": 24.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 71.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.958795, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.357697, + "range_504_ratio": 1.430032, + "range_factor_pass": false, + "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": 80.232558, + "strategy_rank": 74.16912, + "production_rank": 76.190266, + "structural_overlay_pass": false, + "structural_overlay_score": 72.380753, + "structural_overlay_rr": 2.319026, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.093772, + "primary_prob": 23.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 3.140657, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.341124, + "range_504_ratio": 1.406527, + "range_factor_pass": false, + "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": 83.615222, + "strategy_rank": 68.277491, + "production_rank": 73.390068, + "structural_overlay_pass": false, + "structural_overlay_score": 69.720564, + "structural_overlay_rr": 1.544747, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.762857, + "primary_prob": 56.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.144286, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.510857, + "range_504_ratio": 1.666719, + "range_factor_pass": false, + "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": 90.697674, + "strategy_rank": 87.222549, + "production_rank": 88.380924, + "structural_overlay_pass": false, + "structural_overlay_score": 83.961878, + "structural_overlay_rr": 1.517658, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.517658, + "primary_prob": 25.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.276487, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.602642, + "range_504_ratio": 1.826938, + "range_factor_pass": false, + "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": 95.348837, + "strategy_rank": 73.864439, + "production_rank": 81.025905, + "structural_overlay_pass": false, + "structural_overlay_score": 76.97461, + "structural_overlay_rr": 1.378828, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.859163, + "primary_prob": 29.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 93.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.788744, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.557252, + "range_504_ratio": 1.745867, + "range_factor_pass": false, + "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": 94.714588, + "strategy_rank": 92.692616, + "production_rank": 93.366607, + "structural_overlay_pass": false, + "structural_overlay_score": 88.698277, + "structural_overlay_rr": 1.081961, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.835046, + "primary_prob": 50.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.252569, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.737019, + "range_504_ratio": 2.089697, + "range_factor_pass": false, + "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": 81.818182, + "strategy_rank": 82.146145, + "production_rank": 82.036824, + "structural_overlay_pass": false, + "structural_overlay_score": 77.934983, + "structural_overlay_rr": 0.767148, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.105344, + "primary_prob": 50.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.658017, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.504733, + "range_504_ratio": 1.656543, + "range_factor_pass": false, + "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": 93.97463, + "strategy_rank": 67.807557, + "production_rank": 76.529915, + "structural_overlay_pass": false, + "structural_overlay_score": 72.703419, + "structural_overlay_rr": 1.848117, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.133861, + "primary_prob": 45.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 1.700791, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.766884, + "range_504_ratio": 2.153046, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.05843, + "hold30_r": -1.0 + }, + { + "symbol": "MNST", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.680761, + "strategy_rank": 64.094254, + "production_rank": 71.62309, + "structural_overlay_pass": false, + "structural_overlay_score": 68.041935, + "structural_overlay_rr": 0.874783, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.885628, + "primary_prob": 47.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 72.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.328442, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.377875, + "range_504_ratio": 1.459181, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.813255, + "hold30_r": -1.382243 + }, + { + "symbol": "MOS", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.200846, + "strategy_rank": 86.096288, + "production_rank": 85.797807, + "structural_overlay_pass": true, + "structural_overlay_score": 86.507917, + "structural_overlay_rr": 2.296616, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.769842, + "primary_prob": 47.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.654763, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 1.031539, + "range_504_ratio": 2.805379, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.730416, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.040169, + "strategy_rank": 87.136979, + "production_rank": 90.438042, + "structural_overlay_pass": false, + "structural_overlay_score": 85.91614, + "structural_overlay_rr": 0.871892, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.871892, + "primary_prob": 36.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.307838, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 1.000216, + "range_504_ratio": 2.718868, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.836913, + "hold30_r": 0.660394 + }, + { + "symbol": "MPWR", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.274841, + "strategy_rank": 91.420237, + "production_rank": 91.038439, + "structural_overlay_pass": false, + "structural_overlay_score": 86.486517, + "structural_overlay_rr": 1.97463, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.834117, + "primary_prob": 46.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.751176, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.653628, + "range_504_ratio": 1.922503, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.801089, + "hold30_r": 1.694211 + }, + { + "symbol": "MRK", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.340381, + "strategy_rank": 65.971178, + "production_rank": 75.094245, + "structural_overlay_pass": false, + "structural_overlay_score": 71.339533, + "structural_overlay_rr": 1.23339, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.263566, + "primary_prob": 42.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.895348, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.488055, + "range_504_ratio": 1.629144, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.20414, + "hold30_r": -0.671487 + }, + { + "symbol": "MRNA", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.991543, + "strategy_rank": 97.359903, + "production_rank": 97.57045, + "structural_overlay_pass": false, + "structural_overlay_score": 92.691927, + "structural_overlay_rr": 2.103849, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.709413, + "primary_prob": 33.61, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.564119, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 1.464382, + "range_504_ratio": 4.324872, + "range_factor_pass": true, + "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": 90.486258, + "strategy_rank": 76.410001, + "production_rank": 81.102087, + "structural_overlay_pass": false, + "structural_overlay_score": 77.046982, + "structural_overlay_rr": 2.220376, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.166774, + "primary_prob": 27.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 3.250161, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.478028, + "range_504_ratio": 1.612891, + "range_factor_pass": false, + "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": 96.088795, + "strategy_rank": 92.831777, + "production_rank": 93.917449, + "structural_overlay_pass": false, + "structural_overlay_score": 89.221577, + "structural_overlay_rr": 1.612133, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.879538, + "primary_prob": 26.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.819307, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.761874, + "range_504_ratio": 2.142287, + "range_factor_pass": false, + "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": 90.909091, + "strategy_rank": 64.838895, + "production_rank": 73.52896, + "structural_overlay_pass": false, + "structural_overlay_score": 69.852512, + "structural_overlay_rr": 2.261755, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.609074, + "primary_prob": 35.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.413611, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.463891, + "range_504_ratio": 1.590249, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.550345, + "hold30_r": 0.525859 + }, + { + "symbol": "OXY", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.625793, + "strategy_rank": 93.025397, + "production_rank": 94.892195, + "structural_overlay_pass": false, + "structural_overlay_score": 90.147586, + "structural_overlay_rr": 1.875712, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.622137, + "primary_prob": 35.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.433206, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 1.271872, + "range_504_ratio": 3.567525, + "range_factor_pass": true, + "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": 94.503171, + "strategy_rank": 79.348422, + "production_rank": 84.400005, + "structural_overlay_pass": false, + "structural_overlay_score": 80.180005, + "structural_overlay_rr": 1.113748, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.512722, + "primary_prob": 32.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 78.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.269083, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.693754, + "range_504_ratio": 2.001214, + "range_factor_pass": false, + "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": 85.835095, + "strategy_rank": 69.325073, + "production_rank": 74.828414, + "structural_overlay_pass": false, + "structural_overlay_score": 71.086993, + "structural_overlay_rr": 0.733271, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.217035, + "primary_prob": 24.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.825553, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.494359, + "range_504_ratio": 1.639448, + "range_factor_pass": false, + "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": 96.300211, + "strategy_rank": 94.1823, + "production_rank": 94.88827, + "structural_overlay_pass": false, + "structural_overlay_score": 90.143857, + "structural_overlay_rr": 1.849359, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.793024, + "primary_prob": 32.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.689536, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.584743, + "range_504_ratio": 1.79453, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.044793, + "hold30_r": -1.0 + }, + { + "symbol": "PSX", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.078224, + "strategy_rank": 76.723111, + "production_rank": 78.174816, + "structural_overlay_pass": false, + "structural_overlay_score": 74.266075, + "structural_overlay_rr": 1.511422, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.850151, + "primary_prob": 60.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.275227, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.585921, + "range_504_ratio": 1.796645, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.810119, + "hold30_r": -1.0 + }, + { + "symbol": "PTC", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.460888, + "strategy_rank": 70.515027, + "production_rank": 75.163647, + "structural_overlay_pass": false, + "structural_overlay_score": 71.405465, + "structural_overlay_rr": 0.887805, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.562271, + "primary_prob": 23.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.343407, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.465137, + "range_504_ratio": 1.592232, + "range_factor_pass": false, + "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": 82.241015, + "strategy_rank": 66.176305, + "production_rank": 71.531208, + "structural_overlay_pass": false, + "structural_overlay_score": 67.954648, + "structural_overlay_rr": 1.775294, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.382784, + "primary_prob": 39.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 67, + "primary_distance_atr": 2.074176, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.412515, + "range_504_ratio": 1.510612, + "range_factor_pass": false, + "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": 95.877378, + "strategy_rank": 84.740747, + "production_rank": 88.452958, + "structural_overlay_pass": false, + "structural_overlay_score": 84.03031, + "structural_overlay_rr": 1.693506, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.649847, + "primary_prob": 34.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.474771, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.611165, + "range_504_ratio": 1.842577, + "range_factor_pass": false, + "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": 82.663848, + "strategy_rank": 71.124187, + "production_rank": 74.970741, + "structural_overlay_pass": false, + "structural_overlay_score": 71.222204, + "structural_overlay_rr": 1.330105, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.306968, + "primary_prob": 25.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 3.460452, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.613592, + "range_504_ratio": 1.847054, + "range_factor_pass": false, + "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": 97.357294, + "strategy_rank": 93.593144, + "production_rank": 94.84786, + "structural_overlay_pass": false, + "structural_overlay_score": 90.105467, + "structural_overlay_rr": 1.554163, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.091938, + "primary_prob": 30.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.637907, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.885587, + "range_504_ratio": 2.424406, + "range_factor_pass": false, + "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": 99.894292, + "strategy_rank": 99.008283, + "production_rank": 99.303619, + "structural_overlay_pass": false, + "structural_overlay_score": 94.338438, + "structural_overlay_rr": 1.074953, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.074953, + "primary_prob": 45.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.612429, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 1.063325, + "range_504_ratio": 2.895985, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.051097, + "hold30_r": 4.028273 + }, + { + "symbol": "SNPS", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.989429, + "strategy_rank": 78.511588, + "production_rank": 80.670868, + "structural_overlay_pass": false, + "structural_overlay_score": 76.637325, + "structural_overlay_rr": 2.176545, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.953433, + "primary_prob": 27.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.93015, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.4278, + "range_504_ratio": 1.53388, + "range_factor_pass": false, + "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": 99.260042, + "strategy_rank": 94.798485, + "production_rank": 96.285671, + "structural_overlay_pass": false, + "structural_overlay_score": 91.471387, + "structural_overlay_rr": 1.25448, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.951006, + "primary_prob": 46.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.426508, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.963818, + "range_504_ratio": 2.621686, + "range_factor_pass": false, + "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": 98.414376, + "strategy_rank": 85.947025, + "production_rank": 90.102809, + "structural_overlay_pass": false, + "structural_overlay_score": 85.597669, + "structural_overlay_rr": 1.222691, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.903235, + "primary_prob": 32.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.354853, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.693254, + "range_504_ratio": 2.000214, + "range_factor_pass": false, + "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": 86.997886, + "strategy_rank": 64.885862, + "production_rank": 72.256537, + "structural_overlay_pass": false, + "structural_overlay_score": 68.64371, + "structural_overlay_rr": 0.910126, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.924333, + "primary_prob": 51.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 74, + "primary_distance_atr": 1.386499, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.419251, + "range_504_ratio": 1.520822, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.860882, + "hold30_r": -1.0 + }, + { + "symbol": "TPL", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.471459, + "strategy_rank": 97.098376, + "production_rank": 97.889403, + "structural_overlay_pass": false, + "structural_overlay_score": 92.994933, + "structural_overlay_rr": 1.816669, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.795387, + "primary_prob": 56.09, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.19308, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 1.06282, + "range_504_ratio": 2.894522, + "range_factor_pass": true, + "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": 88.054968, + "strategy_rank": 84.043541, + "production_rank": 85.380683, + "structural_overlay_pass": false, + "structural_overlay_score": 81.111649, + "structural_overlay_rr": 1.978927, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.889867, + "primary_prob": 37.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.3348, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.587323, + "range_504_ratio": 1.799166, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.847613, + "hold30_r": -1.0 + }, + { + "symbol": "TRGP", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.649049, + "strategy_rank": 86.17965, + "production_rank": 88.002783, + "structural_overlay_pass": false, + "structural_overlay_score": 83.602644, + "structural_overlay_rr": 1.69295, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.059535, + "primary_prob": 37.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.589303, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.741796, + "range_504_ratio": 2.099704, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.009294, + "hold30_r": -1.129547 + }, + { + "symbol": "TT", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.086681, + "strategy_rank": 70.470803, + "production_rank": 74.676096, + "structural_overlay_pass": false, + "structural_overlay_score": 70.942291, + "structural_overlay_rr": 2.007836, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.541792, + "primary_prob": 51.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.312688, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.540198, + "range_504_ratio": 1.716346, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.495518, + "hold30_r": -1.0 + }, + { + "symbol": "UAL", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.875264, + "strategy_rank": 82.126609, + "production_rank": 82.376161, + "structural_overlay_pass": false, + "structural_overlay_score": 78.257353, + "structural_overlay_rr": 1.541999, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.523944, + "primary_prob": 33.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.285917, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.595362, + "range_504_ratio": 1.813687, + "range_factor_pass": false, + "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": 88.477801, + "strategy_rank": 83.01041, + "production_rank": 84.832874, + "structural_overlay_pass": false, + "structural_overlay_score": 80.59123, + "structural_overlay_rr": 1.400349, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.429586, + "primary_prob": 38.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.144379, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.693147, + "range_504_ratio": 2.0, + "range_factor_pass": false, + "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": 97.56871, + "strategy_rank": 92.34873, + "production_rank": 94.088724, + "structural_overlay_pass": false, + "structural_overlay_score": 89.384287, + "structural_overlay_rr": 1.758539, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.765831, + "primary_prob": 47.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.148747, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 1.001181, + "range_504_ratio": 2.721495, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.736527, + "hold30_r": -1.0 + }, + { + "symbol": "WRB", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.655391, + "strategy_rank": 62.123331, + "production_rank": 68.300684, + "structural_overlay_pass": false, + "structural_overlay_score": 64.88565, + "structural_overlay_rr": 1.998096, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.008391, + "primary_prob": 29.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 3.012586, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.490831, + "range_504_ratio": 1.633673, + "range_factor_pass": false, + "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": 91.437632, + "strategy_rank": 92.107608, + "production_rank": 91.884283, + "structural_overlay_pass": false, + "structural_overlay_score": 87.290069, + "structural_overlay_rr": 1.38258, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "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": 66, + "gate_level_count": 66, + "range_504_log": 0.933238, + "range_504_ratio": 2.542729, + "range_factor_pass": false, + "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": 92.811839, + "strategy_rank": 81.012591, + "production_rank": 84.945674, + "structural_overlay_pass": false, + "structural_overlay_score": 80.69839, + "structural_overlay_rr": 2.16141, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.691239, + "primary_prob": 33.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.536859, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.655113, + "range_504_ratio": 1.925361, + "range_factor_pass": false, + "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": 81.289641, + "strategy_rank": 86.491356, + "production_rank": 84.757451, + "structural_overlay_pass": false, + "structural_overlay_score": 80.519578, + "structural_overlay_rr": 1.566908, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.510297, + "primary_prob": 43.25, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 56.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.265446, + "raw_level_count": 91, + "gate_level_count": 91, + "range_504_log": 1.728752, + "range_504_ratio": 5.633619, + "range_factor_pass": true, + "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": 99.131379, + "strategy_rank": 87.073439, + "production_rank": 91.092752, + "structural_overlay_pass": false, + "structural_overlay_score": 86.538115, + "structural_overlay_rr": 1.997549, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.387034, + "primary_prob": 39.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.080551, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.841898, + "range_504_ratio": 2.320768, + "range_factor_pass": false, + "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": 84.147666, + "strategy_rank": 75.252228, + "production_rank": 78.217374, + "structural_overlay_pass": false, + "structural_overlay_score": 74.306505, + "structural_overlay_rr": 1.24803, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.112357, + "primary_prob": 20.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 63.0, + "primary_rejection_count": 16, + "primary_distance_atr": 3.168536, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.467434, + "range_504_ratio": 1.595894, + "range_factor_pass": false, + "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": 82.084691, + "strategy_rank": 63.634798, + "production_rank": 69.784762, + "structural_overlay_pass": false, + "structural_overlay_score": 66.295524, + "structural_overlay_rr": 1.919844, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.675521, + "primary_prob": 22.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 4.013281, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.357632, + "range_504_ratio": 1.429939, + "range_factor_pass": false, + "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": 91.856678, + "strategy_rank": 81.266088, + "production_rank": 84.796285, + "structural_overlay_pass": false, + "structural_overlay_score": 80.55647, + "structural_overlay_rr": 2.402763, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.306098, + "primary_prob": 41.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.959147, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.473288, + "range_504_ratio": 1.605263, + "range_factor_pass": false, + "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": 89.576547, + "strategy_rank": 65.856346, + "production_rank": 73.76308, + "structural_overlay_pass": false, + "structural_overlay_score": 70.074926, + "structural_overlay_rr": 1.368947, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.324359, + "primary_prob": 40.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.986538, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.401126, + "range_504_ratio": 1.493506, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.063737, + "hold30_r": -1.0 + }, + { + "symbol": "ALB", + "date": "2023-02-15", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.62215, + "strategy_rank": 87.955223, + "production_rank": 87.844199, + "structural_overlay_pass": false, + "structural_overlay_score": 83.451989, + "structural_overlay_rr": 1.906868, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.323211, + "primary_prob": 23.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 6, + "primary_distance_atr": 3.484816, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.718974, + "range_504_ratio": 2.052327, + "range_factor_pass": false, + "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": 98.262758, + "strategy_rank": 96.638752, + "production_rank": 97.180087, + "structural_overlay_pass": false, + "structural_overlay_score": 92.321083, + "structural_overlay_rr": 1.751142, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.01553, + "primary_prob": 29.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 3.023295, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 1.206543, + "range_504_ratio": 3.341911, + "range_factor_pass": true, + "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": 89.033659, + "strategy_rank": 73.406985, + "production_rank": 78.615876, + "structural_overlay_pass": false, + "structural_overlay_score": 74.685083, + "structural_overlay_rr": 1.58505, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.161086, + "primary_prob": 27.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 3.241629, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.417545, + "range_504_ratio": 1.518229, + "range_factor_pass": false, + "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": 96.525516, + "strategy_rank": 96.397764, + "production_rank": 96.440348, + "structural_overlay_pass": false, + "structural_overlay_score": 91.61833, + "structural_overlay_rr": 1.529541, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.572675, + "primary_prob": 35.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.359013, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.687239, + "range_504_ratio": 1.988219, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.051392, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.331162, + "strategy_rank": 72.45229, + "production_rank": 80.078581, + "structural_overlay_pass": false, + "structural_overlay_score": 76.074652, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.086676, + "primary_prob": 31.91, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 26.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.630013, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.576086, + "range_504_ratio": 1.779062, + "range_factor_pass": false, + "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": 87.839305, + "strategy_rank": 66.980471, + "production_rank": 73.933416, + "structural_overlay_pass": false, + "structural_overlay_score": 70.236745, + "structural_overlay_rr": 2.155199, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.057601, + "primary_prob": 28.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 17, + "primary_distance_atr": 3.086402, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.380458, + "range_504_ratio": 1.462954, + "range_factor_pass": false, + "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": 90.988056, + "strategy_rank": 76.17268, + "production_rank": 81.111139, + "structural_overlay_pass": false, + "structural_overlay_score": 77.055582, + "structural_overlay_rr": 1.290434, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.051523, + "primary_prob": 31.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.577284, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.50473, + "range_504_ratio": 1.656538, + "range_factor_pass": false, + "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": 89.359392, + "strategy_rank": 88.163709, + "production_rank": 88.56227, + "structural_overlay_pass": false, + "structural_overlay_score": 84.134156, + "structural_overlay_rr": 1.353621, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.466488, + "primary_prob": 24.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 3.699732, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 1.018645, + "range_504_ratio": 2.769441, + "range_factor_pass": true, + "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": 93.485342, + "strategy_rank": 67.909945, + "production_rank": 76.435078, + "structural_overlay_pass": false, + "structural_overlay_score": 72.613324, + "structural_overlay_rr": 2.049683, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.640014, + "primary_prob": 34.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.460021, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.573129, + "range_504_ratio": 1.773808, + "range_factor_pass": false, + "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": 93.919653, + "strategy_rank": 87.455566, + "production_rank": 89.610262, + "structural_overlay_pass": false, + "structural_overlay_score": 85.129749, + "structural_overlay_rr": 1.655983, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.630207, + "primary_prob": 34.91, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.44531, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.990965, + "range_504_ratio": 2.693834, + "range_factor_pass": false, + "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": 82.519001, + "strategy_rank": 59.485944, + "production_rank": 67.16363, + "structural_overlay_pass": false, + "structural_overlay_score": 63.805448, + "structural_overlay_rr": 0.966318, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.815873, + "primary_prob": 55.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.223809, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.373695, + "range_504_ratio": 1.453094, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.749421, + "hold30_r": 2.249829 + }, + { + "symbol": "CSGP", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.205212, + "strategy_rank": 78.599878, + "production_rank": 82.801656, + "structural_overlay_pass": false, + "structural_overlay_score": 78.661573, + "structural_overlay_rr": 1.625307, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.71357, + "primary_prob": 48.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.570355, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.723795, + "range_504_ratio": 2.062245, + "range_factor_pass": false, + "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": 85.233442, + "strategy_rank": 65.448891, + "production_rank": 72.043742, + "structural_overlay_pass": false, + "structural_overlay_score": 68.441555, + "structural_overlay_rr": 1.090585, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.197485, + "primary_prob": 43.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.796228, + "raw_level_count": 26, + "gate_level_count": 26, + "range_504_log": 0.31295, + "range_504_ratio": 1.367454, + "range_factor_pass": false, + "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": 85.884908, + "strategy_rank": 68.115102, + "production_rank": 74.03837, + "structural_overlay_pass": false, + "structural_overlay_score": 70.336452, + "structural_overlay_rr": 1.943846, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.874651, + "primary_prob": 31.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.811976, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.522043, + "range_504_ratio": 1.685468, + "range_factor_pass": false, + "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": 91.422367, + "strategy_rank": 76.15167, + "production_rank": 81.241902, + "structural_overlay_pass": false, + "structural_overlay_score": 77.179807, + "structural_overlay_rr": 2.488053, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.15929, + "primary_prob": 27.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 3.238935, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.714245, + "range_504_ratio": 2.042645, + "range_factor_pass": false, + "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": 97.176982, + "strategy_rank": 86.940463, + "production_rank": 90.352636, + "structural_overlay_pass": false, + "structural_overlay_score": 85.835004, + "structural_overlay_rr": 0.821031, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.51126, + "primary_prob": 29.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.26689, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.751565, + "range_504_ratio": 2.120316, + "range_factor_pass": false, + "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": 88.165038, + "strategy_rank": 82.744779, + "production_rank": 84.551532, + "structural_overlay_pass": false, + "structural_overlay_score": 80.323955, + "structural_overlay_rr": 2.514507, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "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": 49, + "gate_level_count": 49, + "range_504_log": 0.622797, + "range_504_ratio": 1.864135, + "range_factor_pass": false, + "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": 93.702497, + "strategy_rank": 93.121542, + "production_rank": 93.315194, + "structural_overlay_pass": false, + "structural_overlay_score": 88.649434, + "structural_overlay_rr": 1.589191, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.546187, + "primary_prob": 36.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.319281, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 1.194363, + "range_504_ratio": 3.301455, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.029813, + "hold30_r": -1.0 + }, + { + "symbol": "DXCM", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.404995, + "strategy_rank": 88.648285, + "production_rank": 88.233855, + "structural_overlay_pass": false, + "structural_overlay_score": 83.822162, + "structural_overlay_rr": 2.010372, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.800164, + "primary_prob": 47.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.700245, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.902047, + "range_504_ratio": 2.464643, + "range_factor_pass": false, + "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": 90.228013, + "strategy_rank": 67.547475, + "production_rank": 75.107654, + "structural_overlay_pass": false, + "structural_overlay_score": 71.352271, + "structural_overlay_rr": 1.719107, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.443117, + "primary_prob": 23.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.164675, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.493551, + "range_504_ratio": 1.638122, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.377158, + "hold30_r": 2.729058 + }, + { + "symbol": "EOG", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.907709, + "strategy_rank": 81.017195, + "production_rank": 82.314033, + "structural_overlay_pass": false, + "structural_overlay_score": 78.198331, + "structural_overlay_rr": 1.018666, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.053536, + "primary_prob": 47.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.580304, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.876371, + "range_504_ratio": 2.402165, + "range_factor_pass": false, + "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": 88.490771, + "strategy_rank": 89.083301, + "production_rank": 88.885791, + "structural_overlay_pass": false, + "structural_overlay_score": 84.441502, + "structural_overlay_rr": 1.002012, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.083835, + "primary_prob": 27.79, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.625753, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 1.424283, + "range_504_ratio": 4.154877, + "range_factor_pass": true, + "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": 98.914224, + "strategy_rank": 97.029772, + "production_rank": 97.657923, + "structural_overlay_pass": false, + "structural_overlay_score": 92.775027, + "structural_overlay_rr": 1.870463, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.678376, + "primary_prob": 34.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.517564, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 1.196369, + "range_504_ratio": 3.308084, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.648497, + "hold30_r": -1.0 + }, + { + "symbol": "ERIE", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.639522, + "strategy_rank": 75.783635, + "production_rank": 81.068931, + "structural_overlay_pass": false, + "structural_overlay_score": 77.015484, + "structural_overlay_rr": 2.600159, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.778211, + "primary_prob": 32.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.667316, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.59225, + "range_504_ratio": 1.808053, + "range_factor_pass": false, + "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": 95.87405, + "strategy_rank": 91.228845, + "production_rank": 92.777246, + "structural_overlay_pass": false, + "structural_overlay_score": 88.138384, + "structural_overlay_rr": 2.36287, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.622729, + "primary_prob": 23.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 3.934094, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.80057, + "range_504_ratio": 2.226811, + "range_factor_pass": false, + "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": 83.713355, + "strategy_rank": 80.246152, + "production_rank": 81.401887, + "structural_overlay_pass": false, + "structural_overlay_score": 77.331792, + "structural_overlay_rr": 2.111261, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.535819, + "primary_prob": 24.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.303728, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.941003, + "range_504_ratio": 2.562551, + "range_factor_pass": false, + "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": 83.93051, + "strategy_rank": 86.476168, + "production_rank": 85.627615, + "structural_overlay_pass": false, + "structural_overlay_score": 81.346234, + "structural_overlay_rr": 1.788691, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.721267, + "primary_prob": 33.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.581901, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.740208, + "range_504_ratio": 2.096371, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.036596, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.114007, + "strategy_rank": 80.978504, + "production_rank": 85.690338, + "structural_overlay_pass": false, + "structural_overlay_score": 81.405822, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.928813, + "primary_prob": 46.64, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.39322, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.639145, + "range_504_ratio": 1.894861, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.873757, + "hold30_r": 3.991685 + }, + { + "symbol": "FSLR", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.891422, + "strategy_rank": 96.478709, + "production_rank": 97.61628, + "structural_overlay_pass": false, + "structural_overlay_score": 92.735466, + "structural_overlay_rr": 0.747097, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.729535, + "primary_prob": 42.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.094302, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 1.134213, + "range_504_ratio": 3.108725, + "range_factor_pass": true, + "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": 93.051031, + "strategy_rank": 75.179059, + "production_rank": 81.136383, + "structural_overlay_pass": false, + "structural_overlay_score": 77.079564, + "structural_overlay_rr": 1.116469, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.834365, + "primary_prob": 54.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.251548, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.450975, + "range_504_ratio": 1.569842, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.062134, + "hold30_r": -1.0 + }, + { + "symbol": "GPC", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.770901, + "strategy_rank": 64.61222, + "production_rank": 73.331781, + "structural_overlay_pass": false, + "structural_overlay_score": 69.665192, + "structural_overlay_rr": 0.835904, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.70619, + "primary_prob": 73.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 93.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.059285, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.484583, + "range_504_ratio": 1.623497, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.075709, + "hold30_r": -1.0 + }, + { + "symbol": "HAL", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.091205, + "strategy_rank": 94.208589, + "production_rank": 94.836128, + "structural_overlay_pass": false, + "structural_overlay_score": 90.094321, + "structural_overlay_rr": 0.969309, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.872527, + "primary_prob": 53.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.30879, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.903753, + "range_504_ratio": 2.468852, + "range_factor_pass": false, + "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": 80.021716, + "strategy_rank": 70.348895, + "production_rank": 73.573169, + "structural_overlay_pass": false, + "structural_overlay_score": 69.89451, + "structural_overlay_rr": 1.560131, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.771675, + "primary_prob": 57.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 1.157512, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.528555, + "range_504_ratio": 1.69648, + "range_factor_pass": false, + "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": 83.170467, + "strategy_rank": 62.899717, + "production_rank": 69.656634, + "structural_overlay_pass": false, + "structural_overlay_score": 66.173802, + "structural_overlay_rr": 2.239681, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 2.33651, + "primary_prob": 25.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 3.504765, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.39312, + "range_504_ratio": 1.481595, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.054853, + "hold30_r": -1.0 + }, + { + "symbol": "IEX", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.536374, + "strategy_rank": 66.490954, + "production_rank": 73.172761, + "structural_overlay_pass": false, + "structural_overlay_score": 69.514123, + "structural_overlay_rr": 1.758477, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.842968, + "primary_prob": 25.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 71.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.764453, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.357697, + "range_504_ratio": 1.430032, + "range_factor_pass": false, + "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": 84.581976, + "strategy_rank": 60.377481, + "production_rank": 68.445646, + "structural_overlay_pass": false, + "structural_overlay_score": 65.023364, + "structural_overlay_rr": 2.10347, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.347268, + "primary_prob": 40.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.020902, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.354605, + "range_504_ratio": 1.425618, + "range_factor_pass": false, + "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": 87.079262, + "strategy_rank": 78.766967, + "production_rank": 81.537732, + "structural_overlay_pass": false, + "structural_overlay_score": 77.460846, + "structural_overlay_rr": 1.911414, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.957748, + "primary_prob": 30.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.936623, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.341124, + "range_504_ratio": 1.406527, + "range_factor_pass": false, + "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": 84.364821, + "strategy_rank": 68.318647, + "production_rank": 73.667371, + "structural_overlay_pass": false, + "structural_overlay_score": 69.984003, + "structural_overlay_rr": 0.957783, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.962538, + "primary_prob": 37.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.443807, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.510857, + "range_504_ratio": 1.666719, + "range_factor_pass": false, + "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": 81.541802, + "strategy_rank": 58.37937, + "production_rank": 66.100181, + "structural_overlay_pass": false, + "structural_overlay_score": 62.795172, + "structural_overlay_rr": 1.530994, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.688755, + "primary_prob": 33.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.533133, + "raw_level_count": 23, + "gate_level_count": 23, + "range_504_log": 0.315477, + "range_504_ratio": 1.370914, + "range_factor_pass": false, + "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": 90.445168, + "strategy_rank": 86.97359, + "production_rank": 88.130783, + "structural_overlay_pass": false, + "structural_overlay_score": 83.724243, + "structural_overlay_rr": 1.577216, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.577216, + "primary_prob": 24.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.365824, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.602642, + "range_504_ratio": 1.826938, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.040315, + "hold30_r": -1.0 + }, + { + "symbol": "LEN", + "date": "2023-02-15", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.758958, + "strategy_rank": 78.130512, + "production_rank": 79.339994, + "structural_overlay_pass": false, + "structural_overlay_score": 75.372994, + "structural_overlay_rr": 2.20232, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.20232, + "primary_prob": 32.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 15, + "primary_distance_atr": 3.30348, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.630972, + "range_504_ratio": 1.879437, + "range_factor_pass": false, + "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": 96.742671, + "strategy_rank": 75.130487, + "production_rank": 82.334549, + "structural_overlay_pass": false, + "structural_overlay_score": 78.217821, + "structural_overlay_rr": 1.611304, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.410434, + "primary_prob": 22.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 90.0, + "primary_rejection_count": 21, + "primary_distance_atr": 3.615651, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.557252, + "range_504_ratio": 1.745867, + "range_factor_pass": false, + "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": 80.673181, + "strategy_rank": 82.408388, + "production_rank": 81.829986, + "structural_overlay_pass": false, + "structural_overlay_score": 77.738487, + "structural_overlay_rr": 2.751556, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.740229, + "primary_prob": 48.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.610344, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.658366, + "range_504_ratio": 1.931633, + "range_factor_pass": false, + "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": 92.616721, + "strategy_rank": 91.191401, + "production_rank": 91.666508, + "structural_overlay_pass": false, + "structural_overlay_score": 87.083182, + "structural_overlay_rr": 1.556187, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.265255, + "primary_prob": 24.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.897883, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.737019, + "range_504_ratio": 2.089697, + "range_factor_pass": false, + "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": 81.107492, + "strategy_rank": 81.607314, + "production_rank": 81.440706, + "structural_overlay_pass": false, + "structural_overlay_score": 77.368671, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.835854, + "primary_prob": 59.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.253781, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.504733, + "range_504_ratio": 1.656543, + "range_factor_pass": false, + "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": 93.268187, + "strategy_rank": 66.815358, + "production_rank": 75.632968, + "structural_overlay_pass": false, + "structural_overlay_score": 71.851319, + "structural_overlay_rr": 2.381122, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.256131, + "primary_prob": 26.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 3.384197, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.766884, + "range_504_ratio": 2.153046, + "range_factor_pass": false, + "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": 82.301846, + "strategy_rank": 84.101, + "production_rank": 83.501282, + "structural_overlay_pass": true, + "structural_overlay_score": 84.326218, + "structural_overlay_rr": 2.580725, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.024098, + "primary_prob": 44.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 3.036148, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 1.031539, + "range_504_ratio": 2.805379, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.982936, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.394137, + "strategy_rank": 87.580013, + "production_rank": 90.851387, + "structural_overlay_pass": false, + "structural_overlay_score": 86.308818, + "structural_overlay_rr": 1.452416, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.117382, + "primary_prob": 41.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.676072, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 1.000216, + "range_504_ratio": 2.718868, + "range_factor_pass": true, + "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": 94.136808, + "strategy_rank": 66.480814, + "production_rank": 75.699479, + "structural_overlay_pass": false, + "structural_overlay_score": 71.914505, + "structural_overlay_rr": 1.540069, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.09859, + "primary_prob": 46.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.647885, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.488055, + "range_504_ratio": 1.629144, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.030896, + "hold30_r": -1.009006 + }, + { + "symbol": "MRNA", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.479913, + "strategy_rank": 97.635831, + "production_rank": 97.917192, + "structural_overlay_pass": false, + "structural_overlay_score": 93.021332, + "structural_overlay_rr": 1.101461, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.844001, + "primary_prob": 19.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.766001, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 1.464382, + "range_504_ratio": 4.324872, + "range_factor_pass": true, + "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": 96.30836, + "strategy_rank": 93.223003, + "production_rank": 94.251455, + "structural_overlay_pass": false, + "structural_overlay_score": 89.538883, + "structural_overlay_rr": 1.936368, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.601299, + "primary_prob": 30.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.401948, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.761874, + "range_504_ratio": 2.142287, + "range_factor_pass": false, + "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": 98.697068, + "strategy_rank": 93.269963, + "production_rank": 95.078998, + "structural_overlay_pass": false, + "structural_overlay_score": 90.325048, + "structural_overlay_rr": 2.140911, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.892946, + "primary_prob": 30.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.839418, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 1.271872, + "range_504_ratio": 3.567525, + "range_factor_pass": true, + "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": 95.656895, + "strategy_rank": 79.570877, + "production_rank": 84.932883, + "structural_overlay_pass": false, + "structural_overlay_score": 80.686239, + "structural_overlay_rr": 1.374795, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.714675, + "primary_prob": 54.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 76.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.072013, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.693754, + "range_504_ratio": 2.001214, + "range_factor_pass": false, + "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": 86.319218, + "strategy_rank": 69.004168, + "production_rank": 74.775851, + "structural_overlay_pass": false, + "structural_overlay_score": 71.037059, + "structural_overlay_rr": 1.288604, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.99811, + "primary_prob": 45.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.497166, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.494359, + "range_504_ratio": 1.639448, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.057002, + "hold30_r": -1.0 + }, + { + "symbol": "PODD", + "date": "2023-02-15", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.571118, + "strategy_rank": 93.079523, + "production_rank": 93.576721, + "structural_overlay_pass": false, + "structural_overlay_score": 88.897885, + "structural_overlay_rr": 1.963234, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.012336, + "primary_prob": 26.11, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 9.0, + "primary_rejection_count": 4, + "primary_distance_atr": 3.018504, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.584743, + "range_504_ratio": 1.79453, + "range_factor_pass": false, + "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": 80.456026, + "strategy_rank": 76.373389, + "production_rank": 77.734268, + "structural_overlay_pass": false, + "structural_overlay_score": 73.847555, + "structural_overlay_rr": 0.787138, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.708608, + "primary_prob": 73.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 95.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.062912, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.585921, + "range_504_ratio": 1.796645, + "range_factor_pass": false, + "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": 86.862106, + "strategy_rank": 71.984406, + "production_rank": 76.94364, + "structural_overlay_pass": false, + "structural_overlay_score": 73.096458, + "structural_overlay_rr": 1.207329, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.234673, + "primary_prob": 27.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.85201, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.465137, + "range_504_ratio": 1.592232, + "range_factor_pass": false, + "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": 81.324647, + "strategy_rank": 78.021511, + "production_rank": 79.122556, + "structural_overlay_pass": false, + "structural_overlay_score": 75.166428, + "structural_overlay_rr": 1.825653, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.577045, + "primary_prob": 31.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.365567, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.409828, + "range_504_ratio": 1.506559, + "range_factor_pass": false, + "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": 82.736156, + "strategy_rank": 66.333511, + "production_rank": 71.801059, + "structural_overlay_pass": false, + "structural_overlay_score": 68.211006, + "structural_overlay_rr": 1.073895, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.102849, + "primary_prob": 46.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 67, + "primary_distance_atr": 1.654273, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.412515, + "range_504_ratio": 1.510612, + "range_factor_pass": false, + "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": 94.788274, + "strategy_rank": 83.058184, + "production_rank": 86.968214, + "structural_overlay_pass": false, + "structural_overlay_score": 82.619803, + "structural_overlay_rr": 1.143229, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.098884, + "primary_prob": 46.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 1.648325, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.611165, + "range_504_ratio": 1.842577, + "range_factor_pass": false, + "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": 83.387622, + "strategy_rank": 71.567435, + "production_rank": 75.507498, + "structural_overlay_pass": false, + "structural_overlay_score": 71.732123, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.65204, + "primary_prob": 49.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.47806, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.613592, + "range_504_ratio": 1.847054, + "range_factor_pass": false, + "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": 97.828447, + "strategy_rank": 93.702015, + "production_rank": 95.077492, + "structural_overlay_pass": false, + "structural_overlay_score": 90.323618, + "structural_overlay_rr": 0.697959, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.709437, + "primary_prob": 43.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.064156, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.885587, + "range_504_ratio": 2.424406, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.037041, + "hold30_r": -1.0 + }, + { + "symbol": "SRE", + "date": "2023-02-15", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.238871, + "strategy_rank": 61.367643, + "production_rank": 67.658052, + "structural_overlay_pass": false, + "structural_overlay_score": 64.27515, + "structural_overlay_rr": 2.492568, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.510578, + "primary_prob": 24.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 3.765868, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.389389, + "range_504_ratio": 1.476079, + "range_factor_pass": false, + "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": 99.348534, + "strategy_rank": 95.026097, + "production_rank": 96.46691, + "structural_overlay_pass": false, + "structural_overlay_score": 91.643564, + "structural_overlay_rr": 1.027565, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.718843, + "primary_prob": 54.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.078265, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.963818, + "range_504_ratio": 2.621686, + "range_factor_pass": false, + "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": 97.611292, + "strategy_rank": 85.099302, + "production_rank": 89.269965, + "structural_overlay_pass": false, + "structural_overlay_score": 84.806467, + "structural_overlay_rr": 2.00477, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.872978, + "primary_prob": 41.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.309466, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.693254, + "range_504_ratio": 2.000214, + "range_factor_pass": false, + "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": 99.565689, + "strategy_rank": 97.095766, + "production_rank": 97.919074, + "structural_overlay_pass": false, + "structural_overlay_score": 93.02312, + "structural_overlay_rr": 1.951977, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.85795, + "primary_prob": 53.82, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.286925, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 1.06282, + "range_504_ratio": 2.894522, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.029164, + "hold30_r": -1.0 + }, + { + "symbol": "TRGP", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.793702, + "strategy_rank": 84.632406, + "production_rank": 86.352838, + "structural_overlay_pass": false, + "structural_overlay_score": 82.035197, + "structural_overlay_rr": 1.271882, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.333333, + "primary_prob": 38.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.0, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.741796, + "range_504_ratio": 2.099704, + "range_factor_pass": false, + "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": 85.559175, + "strategy_rank": 71.98243, + "production_rank": 76.508012, + "structural_overlay_pass": false, + "structural_overlay_score": 72.682611, + "structural_overlay_rr": 2.302808, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.609151, + "primary_prob": 50.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.413727, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.540198, + "range_504_ratio": 1.716346, + "range_factor_pass": false, + "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": 90.010858, + "strategy_rank": 86.994599, + "production_rank": 88.000019, + "structural_overlay_pass": false, + "structural_overlay_score": 83.600018, + "structural_overlay_rr": 1.044432, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.753731, + "primary_prob": 57.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.130597, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.595362, + "range_504_ratio": 1.813687, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.710983, + "hold30_r": -1.049228 + }, + { + "symbol": "VICI", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.953312, + "strategy_rank": 60.765043, + "production_rank": 68.161133, + "structural_overlay_pass": false, + "structural_overlay_score": 64.753076, + "structural_overlay_rr": 1.299934, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.077901, + "primary_prob": 43.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.616852, + "raw_level_count": 26, + "gate_level_count": 26, + "range_504_log": 0.304162, + "range_504_ratio": 1.355488, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.06513, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.045603, + "strategy_rank": 92.943948, + "production_rank": 94.644499, + "structural_overlay_pass": false, + "structural_overlay_score": 89.912274, + "structural_overlay_rr": 1.666931, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.297492, + "primary_prob": 23.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.946238, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 1.001181, + "range_504_ratio": 2.721495, + "range_factor_pass": true, + "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": 92.399566, + "strategy_rank": 78.200823, + "production_rank": 82.933737, + "structural_overlay_pass": false, + "structural_overlay_score": 78.78705, + "structural_overlay_rr": 1.862099, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.596926, + "primary_prob": 35.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.395389, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.611882, + "range_504_ratio": 1.843899, + "range_factor_pass": false, + "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": 80.890337, + "strategy_rank": 61.95368, + "production_rank": 68.265899, + "structural_overlay_pass": false, + "structural_overlay_score": 64.852604, + "structural_overlay_rr": 1.874345, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.908313, + "primary_prob": 30.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.862469, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.490831, + "range_504_ratio": 1.633673, + "range_factor_pass": false, + "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": 88.816504, + "strategy_rank": 90.22139, + "production_rank": 89.753095, + "structural_overlay_pass": false, + "structural_overlay_score": 85.26544, + "structural_overlay_rr": 2.454295, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.044221, + "primary_prob": 24.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 2, + "primary_distance_atr": 3.066331, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.933238, + "range_504_ratio": 2.542729, + "range_factor_pass": false, + "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": 92.18241, + "strategy_rank": 79.966474, + "production_rank": 84.038453, + "structural_overlay_pass": false, + "structural_overlay_score": 79.83653, + "structural_overlay_rr": 2.063951, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.530452, + "primary_prob": 36.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.295677, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.655113, + "range_504_ratio": 1.925361, + "range_factor_pass": false, + "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": 99.355532, + "strategy_rank": 87.876846, + "production_rank": 91.703075, + "structural_overlay_pass": false, + "structural_overlay_score": 87.117921, + "structural_overlay_rr": 2.311288, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.797509, + "primary_prob": 32.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.696263, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.841898, + "range_504_ratio": 2.320768, + "range_factor_pass": false, + "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": 86.251343, + "strategy_rank": 74.52385, + "production_rank": 78.433014, + "structural_overlay_pass": false, + "structural_overlay_score": 74.511363, + "structural_overlay_rr": 2.07887, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.55147, + "primary_prob": 36.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 72, + "primary_distance_atr": 2.327205, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.467434, + "range_504_ratio": 1.595894, + "range_factor_pass": false, + "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": 81.740064, + "strategy_rank": 63.295216, + "production_rank": 69.443499, + "structural_overlay_pass": false, + "structural_overlay_score": 65.971324, + "structural_overlay_rr": 2.768499, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.053482, + "primary_prob": 28.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 64, + "primary_distance_atr": 3.080223, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.357632, + "range_504_ratio": 1.429939, + "range_factor_pass": false, + "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": 90.440387, + "strategy_rank": 79.481904, + "production_rank": 83.134732, + "structural_overlay_pass": false, + "structural_overlay_score": 78.977995, + "structural_overlay_rr": 1.947555, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.867472, + "primary_prob": 31.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.801208, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.473288, + "range_504_ratio": 1.605263, + "range_factor_pass": false, + "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": 87.540279, + "strategy_rank": 64.525784, + "production_rank": 72.197282, + "structural_overlay_pass": false, + "structural_overlay_score": 68.587418, + "structural_overlay_rr": 1.185577, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.201208, + "primary_prob": 43.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 1.801812, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.401126, + "range_504_ratio": 1.493506, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.131187, + "hold30_r": -1.132663 + }, + { + "symbol": "ALB", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.992481, + "strategy_rank": 95.386698, + "production_rank": 95.921959, + "structural_overlay_pass": false, + "structural_overlay_score": 91.125861, + "structural_overlay_rr": 1.522801, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.637342, + "primary_prob": 34.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.456013, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.718974, + "range_504_ratio": 2.052327, + "range_factor_pass": false, + "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": 81.41783, + "strategy_rank": 70.593767, + "production_rank": 74.201788, + "structural_overlay_pass": false, + "structural_overlay_score": 70.491699, + "structural_overlay_rr": 1.583751, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.235253, + "primary_prob": 32.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.852879, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.485441, + "range_504_ratio": 1.624892, + "range_factor_pass": false, + "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": 97.63695, + "strategy_rank": 96.095061, + "production_rank": 96.609024, + "structural_overlay_pass": false, + "structural_overlay_score": 91.778573, + "structural_overlay_rr": 1.942367, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.871845, + "primary_prob": 31.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.807768, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 1.206543, + "range_504_ratio": 3.341911, + "range_factor_pass": true, + "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": 90.118153, + "strategy_rank": 73.950874, + "production_rank": 79.339967, + "structural_overlay_pass": false, + "structural_overlay_score": 75.372968, + "structural_overlay_rr": 1.56567, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.859888, + "primary_prob": 21.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 4.289832, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.417545, + "range_504_ratio": 1.518229, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.058013, + "hold30_r": -1.0 + }, + { + "symbol": "AXON", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.851772, + "strategy_rank": 90.875662, + "production_rank": 93.201032, + "structural_overlay_pass": false, + "structural_overlay_score": 88.54098, + "structural_overlay_rr": 0.98212, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.023941, + "primary_prob": 29.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.535912, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.929604, + "range_504_ratio": 2.533505, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.985438, + "hold30_r": 2.435064 + }, + { + "symbol": "BIIB", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.13319, + "strategy_rank": 96.071368, + "production_rank": 96.091975, + "structural_overlay_pass": false, + "structural_overlay_score": 91.287377, + "structural_overlay_rr": 2.217621, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.26217, + "primary_prob": 26.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 3.393254, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.687239, + "range_504_ratio": 1.988219, + "range_factor_pass": false, + "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": 92.26638, + "strategy_rank": 69.988395, + "production_rank": 77.41439, + "structural_overlay_pass": false, + "structural_overlay_score": 73.543671, + "structural_overlay_rr": 1.576603, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.593686, + "primary_prob": 20.74, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 26.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.390529, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.576086, + "range_504_ratio": 1.779062, + "range_factor_pass": false, + "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": 86.680988, + "strategy_rank": 65.692769, + "production_rank": 72.688842, + "structural_overlay_pass": false, + "structural_overlay_score": 69.0544, + "structural_overlay_rr": 1.662967, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.370931, + "primary_prob": 25.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 3.556397, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.380458, + "range_504_ratio": 1.462954, + "range_factor_pass": false, + "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": 92.696026, + "strategy_rank": 77.234485, + "production_rank": 82.388332, + "structural_overlay_pass": false, + "structural_overlay_score": 78.268915, + "structural_overlay_rr": 1.488709, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.757781, + "primary_prob": 57.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.136671, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.50473, + "range_504_ratio": 1.656538, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.704156, + "hold30_r": -1.0 + }, + { + "symbol": "CF", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.317938, + "strategy_rank": 84.713875, + "production_rank": 84.581896, + "structural_overlay_pass": true, + "structural_overlay_score": 85.352801, + "structural_overlay_rr": 2.452983, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.948812, + "primary_prob": 45.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.923218, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 1.018645, + "range_504_ratio": 2.769441, + "range_factor_pass": true, + "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": 90.655209, + "strategy_rank": 65.99884, + "production_rank": 74.21763, + "structural_overlay_pass": false, + "structural_overlay_score": 70.506748, + "structural_overlay_rr": 2.563885, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.134894, + "primary_prob": 27.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 3.202341, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.573129, + "range_504_ratio": 1.773808, + "range_factor_pass": false, + "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": 94.522019, + "strategy_rank": 87.901748, + "production_rank": 90.108505, + "structural_overlay_pass": false, + "structural_overlay_score": 85.60308, + "structural_overlay_rr": 2.008399, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.688163, + "primary_prob": 33.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.532244, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.990965, + "range_504_ratio": 2.693834, + "range_factor_pass": false, + "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": 90.870032, + "strategy_rank": 79.268187, + "production_rank": 83.135468, + "structural_overlay_pass": false, + "structural_overlay_score": 78.978695, + "structural_overlay_rr": 1.680156, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.543507, + "primary_prob": 23.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 59, + "primary_distance_atr": 3.81526, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.723795, + "range_504_ratio": 2.062245, + "range_factor_pass": false, + "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": 80.988185, + "strategy_rank": 62.383048, + "production_rank": 68.58476, + "structural_overlay_pass": false, + "structural_overlay_score": 65.155522, + "structural_overlay_rr": 1.820476, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.889286, + "primary_prob": 30.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.833929, + "raw_level_count": 26, + "gate_level_count": 26, + "range_504_log": 0.31295, + "range_504_ratio": 1.367454, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.818937, + "hold30_r": 1.17151 + }, + { + "symbol": "CTRA", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.236305, + "strategy_rank": 80.184706, + "production_rank": 80.201906, + "structural_overlay_pass": false, + "structural_overlay_score": 76.19181, + "structural_overlay_rr": 0.871165, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.764691, + "primary_prob": 32.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.647036, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 1.007914, + "range_504_ratio": 2.73988, + "range_factor_pass": true, + "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": 84.962406, + "strategy_rank": 67.898122, + "production_rank": 73.586216, + "structural_overlay_pass": false, + "structural_overlay_score": 69.906906, + "structural_overlay_rr": 1.872553, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.277844, + "primary_prob": 41.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.916766, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.522043, + "range_504_ratio": 1.685468, + "range_factor_pass": false, + "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": 93.125671, + "strategy_rank": 77.052922, + "production_rank": 82.410505, + "structural_overlay_pass": false, + "structural_overlay_score": 78.28998, + "structural_overlay_rr": 1.521159, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.477186, + "primary_prob": 24.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 3.715779, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.714245, + "range_504_ratio": 2.042645, + "range_factor_pass": false, + "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": 82.16971, + "strategy_rank": 65.621691, + "production_rank": 71.137697, + "structural_overlay_pass": false, + "structural_overlay_score": 67.580812, + "structural_overlay_rr": 1.339379, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.758175, + "primary_prob": 72.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.137262, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.45738, + "range_504_ratio": 1.57993, + "range_factor_pass": false, + "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": 97.422127, + "strategy_rank": 86.909315, + "production_rank": 90.413586, + "structural_overlay_pass": false, + "structural_overlay_score": 85.892906, + "structural_overlay_rr": 1.689613, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.366761, + "primary_prob": 39.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.050141, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.751565, + "range_504_ratio": 2.120316, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.31278, + "hold30_r": 2.829716 + }, + { + "symbol": "DG", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.03652, + "strategy_rank": 65.691802, + "production_rank": 72.473375, + "structural_overlay_pass": false, + "structural_overlay_score": 68.849706, + "structural_overlay_rr": 2.353054, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.294843, + "primary_prob": 26.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 67, + "primary_distance_atr": 3.442265, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.358275, + "range_504_ratio": 1.430859, + "range_factor_pass": false, + "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": 88.614393, + "strategy_rank": 83.348403, + "production_rank": 85.103733, + "structural_overlay_pass": false, + "structural_overlay_score": 80.848546, + "structural_overlay_rr": 1.772415, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.443011, + "primary_prob": 38.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.164516, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.622797, + "range_504_ratio": 1.864135, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.397266, + "hold30_r": 0.837951 + }, + { + "symbol": "DVN", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.621912, + "strategy_rank": 91.370065, + "production_rank": 91.454014, + "structural_overlay_pass": false, + "structural_overlay_score": 86.881313, + "structural_overlay_rr": 2.371209, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.670812, + "primary_prob": 34.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 58, + "primary_distance_atr": 2.506218, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 1.194363, + "range_504_ratio": 3.301455, + "range_factor_pass": true, + "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": 84.747583, + "strategy_rank": 86.622344, + "production_rank": 85.997424, + "structural_overlay_pass": false, + "structural_overlay_score": 81.697552, + "structural_overlay_rr": 1.558288, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.967023, + "primary_prob": 29.89, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.950535, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.902047, + "range_504_ratio": 2.464643, + "range_factor_pass": false, + "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": 87.755102, + "strategy_rank": 83.229215, + "production_rank": 84.737844, + "structural_overlay_pass": false, + "structural_overlay_score": 80.500952, + "structural_overlay_rr": 2.546582, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.957741, + "primary_prob": 30.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.936611, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.876371, + "range_504_ratio": 2.402165, + "range_factor_pass": false, + "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": 98.711063, + "strategy_rank": 97.039867, + "production_rank": 97.596932, + "structural_overlay_pass": false, + "structural_overlay_score": 92.717086, + "structural_overlay_rr": 0.88148, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.827305, + "primary_prob": 31.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.740958, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 1.196369, + "range_504_ratio": 3.308084, + "range_factor_pass": true, + "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": 92.481203, + "strategy_rank": 76.183787, + "production_rank": 81.616259, + "structural_overlay_pass": false, + "structural_overlay_score": 77.535446, + "structural_overlay_rr": 2.785134, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.919046, + "primary_prob": 30.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.87857, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.59225, + "range_504_ratio": 1.808053, + "range_factor_pass": false, + "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": 95.918367, + "strategy_rank": 91.097841, + "production_rank": 92.704683, + "structural_overlay_pass": false, + "structural_overlay_score": 88.069449, + "structural_overlay_rr": 1.334553, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 3.014805, + "primary_prob": 20.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 4.522207, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.80057, + "range_504_ratio": 2.226811, + "range_factor_pass": false, + "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": 85.821697, + "strategy_rank": 82.325992, + "production_rank": 83.491227, + "structural_overlay_pass": false, + "structural_overlay_score": 79.316666, + "structural_overlay_rr": 0.757311, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.210335, + "primary_prob": 43.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.815503, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.941003, + "range_504_ratio": 2.562551, + "range_factor_pass": false, + "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": 80.558539, + "strategy_rank": 84.011556, + "production_rank": 82.860551, + "structural_overlay_pass": false, + "structural_overlay_score": 78.717523, + "structural_overlay_rr": 2.107654, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.664567, + "primary_prob": 34.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.49685, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.740208, + "range_504_ratio": 2.096371, + "range_factor_pass": false, + "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": 95.596133, + "strategy_rank": 95.052341, + "production_rank": 95.233605, + "structural_overlay_pass": false, + "structural_overlay_score": 90.471925, + "structural_overlay_rr": 1.031653, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.983493, + "primary_prob": 33.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.47524, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.734909, + "range_504_ratio": 2.085291, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.936653, + "hold30_r": 0.026151 + }, + { + "symbol": "FSLR", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.892589, + "strategy_rank": 96.387835, + "production_rank": 97.556086, + "structural_overlay_pass": false, + "structural_overlay_score": 92.678282, + "structural_overlay_rr": 1.519499, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.987334, + "primary_prob": 35.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.481001, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 1.134213, + "range_504_ratio": 3.108725, + "range_factor_pass": true, + "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": 91.299678, + "strategy_rank": 74.167009, + "production_rank": 79.877899, + "structural_overlay_pass": false, + "structural_overlay_score": 75.884004, + "structural_overlay_rr": 2.129386, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.833591, + "primary_prob": 31.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.750387, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.450975, + "range_504_ratio": 1.569842, + "range_factor_pass": false, + "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": 82.599356, + "strategy_rank": 73.092861, + "production_rank": 76.261692, + "structural_overlay_pass": false, + "structural_overlay_score": 72.448608, + "structural_overlay_rr": 1.127309, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.866406, + "primary_prob": 52.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.299609, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.560631, + "range_504_ratio": 1.751777, + "range_factor_pass": false, + "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": 93.77014, + "strategy_rank": 92.295046, + "production_rank": 92.786744, + "structural_overlay_pass": false, + "structural_overlay_score": 88.147407, + "structural_overlay_rr": 1.80118, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.695985, + "primary_prob": 33.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.543978, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.903753, + "range_504_ratio": 2.468852, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.195168, + "hold30_r": -1.161634 + }, + { + "symbol": "HUBB", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.044039, + "strategy_rank": 73.584846, + "production_rank": 78.73791, + "structural_overlay_pass": false, + "structural_overlay_score": 74.801015, + "structural_overlay_rr": 1.301588, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.741612, + "primary_prob": 58.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.112418, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.436261, + "range_504_ratio": 1.546913, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.680958, + "hold30_r": -1.0 + }, + { + "symbol": "IEX", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.392052, + "strategy_rank": 65.915915, + "production_rank": 72.407961, + "structural_overlay_pass": false, + "structural_overlay_score": 68.787563, + "structural_overlay_rr": 1.943005, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.024759, + "primary_prob": 23.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 70.0, + "primary_rejection_count": 14, + "primary_distance_atr": 3.037139, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.357697, + "range_504_ratio": 1.430032, + "range_factor_pass": false, + "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": 82.384533, + "strategy_rank": 58.665957, + "production_rank": 66.572149, + "structural_overlay_pass": false, + "structural_overlay_score": 63.243542, + "structural_overlay_rr": 1.701835, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.176785, + "primary_prob": 27.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 3.265178, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.354605, + "range_504_ratio": 1.425618, + "range_factor_pass": false, + "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": 86.895811, + "strategy_rank": 79.283659, + "production_rank": 81.821043, + "structural_overlay_pass": false, + "structural_overlay_score": 77.729991, + "structural_overlay_rr": 1.956086, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.998935, + "primary_prob": 29.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.998403, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.341124, + "range_504_ratio": 1.406527, + "range_factor_pass": false, + "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": 83.458647, + "strategy_rank": 67.552885, + "production_rank": 72.854806, + "structural_overlay_pass": false, + "structural_overlay_score": 69.212066, + "structural_overlay_rr": 1.216359, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.724806, + "primary_prob": 20.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.587209, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.510857, + "range_504_ratio": 1.666719, + "range_factor_pass": false, + "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": 89.688507, + "strategy_rank": 86.415395, + "production_rank": 87.506433, + "structural_overlay_pass": false, + "structural_overlay_score": 83.131111, + "structural_overlay_rr": 1.758316, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.141837, + "primary_prob": 27.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 20, + "primary_distance_atr": 3.212756, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.602642, + "range_504_ratio": 1.826938, + "range_factor_pass": false, + "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": 85.606874, + "strategy_rank": 80.921597, + "production_rank": 82.483356, + "structural_overlay_pass": false, + "structural_overlay_score": 78.359188, + "structural_overlay_rr": 1.862935, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.710562, + "primary_prob": 33.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.565843, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.630972, + "range_504_ratio": 1.879437, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.663047, + "hold30_r": 1.200694 + }, + { + "symbol": "LLY", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.059076, + "strategy_rank": 73.390228, + "production_rank": 80.613177, + "structural_overlay_pass": false, + "structural_overlay_score": 76.582519, + "structural_overlay_rr": 1.907386, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.961324, + "primary_prob": 29.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.941986, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.557252, + "range_504_ratio": 1.745867, + "range_factor_pass": false, + "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": 93.555317, + "strategy_rank": 91.69451, + "production_rank": 92.314779, + "structural_overlay_pass": false, + "structural_overlay_score": 87.69904, + "structural_overlay_rr": 1.586924, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.297268, + "primary_prob": 23.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.945902, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.737019, + "range_504_ratio": 2.089697, + "range_factor_pass": false, + "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": 91.836735, + "strategy_rank": 65.73266, + "production_rank": 74.434018, + "structural_overlay_pass": false, + "structural_overlay_score": 70.712317, + "structural_overlay_rr": 1.020344, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.027743, + "primary_prob": 48.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 1.541615, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.766884, + "range_504_ratio": 2.153046, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.068978, + "hold30_r": -1.0 + }, + { + "symbol": "MOS", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.103115, + "strategy_rank": 85.142277, + "production_rank": 84.79589, + "structural_overlay_pass": false, + "structural_overlay_score": 80.556095, + "structural_overlay_rr": 1.67695, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.95237, + "primary_prob": 37.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 62.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.928555, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 1.031539, + "range_504_ratio": 2.805379, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.912549, + "hold30_r": -1.391788 + }, + { + "symbol": "MPC", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.281418, + "strategy_rank": 87.928825, + "production_rank": 91.379689, + "structural_overlay_pass": false, + "structural_overlay_score": 86.810705, + "structural_overlay_rr": 1.813946, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.45633, + "primary_prob": 18.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.184495, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 1.000216, + "range_504_ratio": 2.718868, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.041625, + "hold30_r": -1.0 + }, + { + "symbol": "MRK", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.910849, + "strategy_rank": 65.552063, + "production_rank": 74.671658, + "structural_overlay_pass": false, + "structural_overlay_score": 70.938076, + "structural_overlay_rr": 1.560013, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.20503, + "primary_prob": 39.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.807545, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.488055, + "range_504_ratio": 1.629144, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.070417, + "hold30_r": -1.0 + }, + { + "symbol": "MRNA", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.066595, + "strategy_rank": 97.360443, + "production_rank": 97.595827, + "structural_overlay_pass": false, + "structural_overlay_score": 92.716036, + "structural_overlay_rr": 2.178098, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.864793, + "primary_prob": 31.28, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.797189, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 1.464382, + "range_504_ratio": 4.324872, + "range_factor_pass": true, + "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": 82.814178, + "strategy_rank": 65.944201, + "production_rank": 71.567527, + "structural_overlay_pass": false, + "structural_overlay_score": 67.989151, + "structural_overlay_rr": 1.337239, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.186879, + "primary_prob": 34.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.780318, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.343456, + "range_504_ratio": 1.409812, + "range_factor_pass": false, + "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": 85.177229, + "strategy_rank": 89.463288, + "production_rank": 88.034602, + "structural_overlay_pass": false, + "structural_overlay_score": 83.632872, + "structural_overlay_rr": 1.648063, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.792182, + "primary_prob": 43.41, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 36.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.188273, + "raw_level_count": 86, + "gate_level_count": 86, + "range_504_log": 1.905456, + "range_504_ratio": 6.722474, + "range_factor_pass": true, + "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": 81.954887, + "strategy_rank": 85.374852, + "production_rank": 84.234864, + "structural_overlay_pass": false, + "structural_overlay_score": 80.023121, + "structural_overlay_rr": 1.667111, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.251498, + "primary_prob": 26.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 3.377247, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 1.4606, + "range_504_ratio": 4.308543, + "range_factor_pass": true, + "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": 94.307197, + "strategy_rank": 91.770665, + "production_rank": 92.616175, + "structural_overlay_pass": false, + "structural_overlay_score": 87.985366, + "structural_overlay_rr": 0.991131, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.802126, + "primary_prob": 47.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.20319, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.761874, + "range_504_ratio": 2.142287, + "range_factor_pass": false, + "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": 81.203008, + "strategy_rank": 80.089694, + "production_rank": 80.460798, + "structural_overlay_pass": false, + "structural_overlay_score": 76.437758, + "structural_overlay_rr": 1.79998, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.606154, + "primary_prob": 33.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.409231, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.501147, + "range_504_ratio": 1.650614, + "range_factor_pass": false, + "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": 80.021482, + "strategy_rank": 72.060054, + "production_rank": 74.713863, + "structural_overlay_pass": false, + "structural_overlay_score": 70.97817, + "structural_overlay_rr": 1.015464, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.579435, + "primary_prob": 28.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 66.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.369153, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.436651, + "range_504_ratio": 1.547516, + "range_factor_pass": false, + "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": 94.844253, + "strategy_rank": 94.590334, + "production_rank": 94.674974, + "structural_overlay_pass": false, + "structural_overlay_score": 89.941225, + "structural_overlay_rr": 0.802173, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "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": 61, + "gate_level_count": 61, + "range_504_log": 0.945555, + "range_504_ratio": 2.574243, + "range_factor_pass": false, + "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": 84.53276, + "strategy_rank": 66.632739, + "production_rank": 72.599413, + "structural_overlay_pass": false, + "structural_overlay_score": 68.969442, + "structural_overlay_rr": 0.970667, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.18331, + "primary_prob": 44.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.774964, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.559381, + "range_504_ratio": 1.749589, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.070035, + "hold30_r": -1.0 + }, + { + "symbol": "ORLY", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.029001, + "strategy_rank": 59.920944, + "production_rank": 67.62363, + "structural_overlay_pass": false, + "structural_overlay_score": 64.242448, + "structural_overlay_rr": 1.114385, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.892708, + "primary_prob": 36.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.339062, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.46733, + "range_504_ratio": 1.595727, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.061194, + "hold30_r": -1.0 + }, + { + "symbol": "OXY", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.140709, + "strategy_rank": 91.070522, + "production_rank": 93.760584, + "structural_overlay_pass": false, + "structural_overlay_score": 89.072555, + "structural_overlay_rr": 1.775419, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.789033, + "primary_prob": 32.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 66, + "primary_distance_atr": 2.683549, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 1.271872, + "range_504_ratio": 3.567525, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.037586, + "hold30_r": -1.0 + }, + { + "symbol": "PCG", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.273899, + "strategy_rank": 78.781761, + "production_rank": 84.279141, + "structural_overlay_pass": false, + "structural_overlay_score": 80.065184, + "structural_overlay_rr": 0.711723, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.788991, + "primary_prob": 27.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 75.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.683486, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.693754, + "range_504_ratio": 2.001214, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.726687, + "hold30_r": 2.915392 + }, + { + "symbol": "PFG", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.184748, + "strategy_rank": 70.732539, + "production_rank": 76.549942, + "structural_overlay_pass": false, + "structural_overlay_score": 72.722445, + "structural_overlay_rr": 1.506289, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.555261, + "primary_prob": 31.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 74.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.332892, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.494359, + "range_504_ratio": 1.639448, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.058197, + "hold30_r": -1.0 + }, + { + "symbol": "PHM", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.773362, + "strategy_rank": 79.724633, + "production_rank": 80.074209, + "structural_overlay_pass": false, + "structural_overlay_score": 76.070499, + "structural_overlay_rr": 1.649439, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.139512, + "primary_prob": 44.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 95.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.709268, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.552796, + "range_504_ratio": 1.738105, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.094515, + "hold30_r": 1.5999 + }, + { + "symbol": "PODD", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.984962, + "strategy_rank": 92.57404, + "production_rank": 93.044347, + "structural_overlay_pass": false, + "structural_overlay_score": 88.39213, + "structural_overlay_rr": 1.514781, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.113039, + "primary_prob": 42.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 82.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.669559, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.584743, + "range_504_ratio": 1.79453, + "range_factor_pass": false, + "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": 89.90333, + "strategy_rank": 83.093103, + "production_rank": 85.363178, + "structural_overlay_pass": false, + "structural_overlay_score": 81.095019, + "structural_overlay_rr": 2.010894, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.420426, + "primary_prob": 38.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.130639, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.585921, + "range_504_ratio": 1.796645, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.378215, + "hold30_r": -1.0 + }, + { + "symbol": "PTC", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.473684, + "strategy_rank": 73.242511, + "production_rank": 78.652902, + "structural_overlay_pass": false, + "structural_overlay_score": 74.720257, + "structural_overlay_rr": 1.084675, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.008185, + "primary_prob": 48.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.512277, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.465137, + "range_504_ratio": 1.592232, + "range_factor_pass": false, + "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": 97.207304, + "strategy_rank": 84.99045, + "production_rank": 89.062735, + "structural_overlay_pass": false, + "structural_overlay_score": 84.609598, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "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": 59, + "gate_level_count": 59, + "range_504_log": 0.692851, + "range_504_ratio": 1.999408, + "range_factor_pass": false, + "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": 83.888292, + "strategy_rank": 79.589972, + "production_rank": 81.022745, + "structural_overlay_pass": false, + "structural_overlay_score": 76.971608, + "structural_overlay_rr": 1.602296, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.345063, + "primary_prob": 20.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.017595, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.409828, + "range_504_ratio": 1.506559, + "range_factor_pass": false, + "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": 93.340494, + "strategy_rank": 81.704905, + "production_rank": 85.583435, + "structural_overlay_pass": false, + "structural_overlay_score": 81.304263, + "structural_overlay_rr": 2.685312, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.640652, + "primary_prob": 22.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 3.960978, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.611165, + "range_504_ratio": 1.842577, + "range_factor_pass": false, + "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": 80.451128, + "strategy_rank": 69.499069, + "production_rank": 73.149755, + "structural_overlay_pass": false, + "structural_overlay_score": 69.492268, + "structural_overlay_rr": 1.233871, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.067172, + "primary_prob": 47.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.600758, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.613592, + "range_504_ratio": 1.847054, + "range_factor_pass": false, + "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": 96.777658, + "strategy_rank": 92.535358, + "production_rank": 93.949458, + "structural_overlay_pass": false, + "structural_overlay_score": 89.251985, + "structural_overlay_rr": 1.594943, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.547934, + "primary_prob": 22.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.321901, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.885587, + "range_504_ratio": 2.424406, + "range_factor_pass": false, + "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": 87.969925, + "strategy_rank": 80.839398, + "production_rank": 83.21624, + "structural_overlay_pass": false, + "structural_overlay_score": 79.055428, + "structural_overlay_rr": 1.656266, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.453728, + "primary_prob": 20.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.180592, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.4278, + "range_504_ratio": 1.53388, + "range_factor_pass": false, + "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": 98.925886, + "strategy_rank": 94.682204, + "production_rank": 96.096765, + "structural_overlay_pass": false, + "structural_overlay_score": 91.291926, + "structural_overlay_rr": 1.533351, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.05967, + "primary_prob": 33.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.589505, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 0.963818, + "range_504_ratio": 2.621686, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.022062, + "hold30_r": -1.008856 + }, + { + "symbol": "TJX", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.218045, + "strategy_rank": 65.136233, + "production_rank": 72.496837, + "structural_overlay_pass": false, + "structural_overlay_score": 68.871995, + "structural_overlay_rr": 1.613917, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.617365, + "primary_prob": 35.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.426047, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.437178, + "range_504_ratio": 1.548331, + "range_factor_pass": false, + "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": 96.562836, + "strategy_rank": 84.024853, + "production_rank": 88.204181, + "structural_overlay_pass": false, + "structural_overlay_score": 83.793972, + "structural_overlay_rr": 0.695238, + "structural_overlay_sources": [ + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.117529, + "primary_prob": 35.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.676294, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.693254, + "range_504_ratio": 2.000214, + "range_factor_pass": false, + "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": 99.570354, + "strategy_rank": 96.741049, + "production_rank": 97.684151, + "structural_overlay_pass": false, + "structural_overlay_score": 92.799943, + "structural_overlay_rr": 2.234139, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.982519, + "primary_prob": 29.69, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.973778, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 1.06282, + "range_504_ratio": 2.894522, + "range_factor_pass": true, + "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": 83.243824, + "strategy_rank": 80.199937, + "production_rank": 81.214566, + "structural_overlay_pass": false, + "structural_overlay_score": 77.153838, + "structural_overlay_rr": 1.957399, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.986665, + "primary_prob": 40.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.479997, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.587323, + "range_504_ratio": 1.799166, + "range_factor_pass": false, + "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": 89.258861, + "strategy_rank": 83.960303, + "production_rank": 85.726489, + "structural_overlay_pass": false, + "structural_overlay_score": 81.440164, + "structural_overlay_rr": 1.160414, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.214034, + "primary_prob": 25.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.821051, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.741796, + "range_504_ratio": 2.099704, + "range_factor_pass": false, + "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": 83.673469, + "strategy_rank": 82.462104, + "production_rank": 82.865892, + "structural_overlay_pass": false, + "structural_overlay_score": 78.722598, + "structural_overlay_rr": 1.177072, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.088567, + "primary_prob": 33.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.632851, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.595362, + "range_504_ratio": 1.813687, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.046336, + "hold30_r": -1.0 + }, + { + "symbol": "URI", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.084855, + "strategy_rank": 84.498948, + "production_rank": 86.694251, + "structural_overlay_pass": false, + "structural_overlay_score": 82.359538, + "structural_overlay_rr": 0.912374, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.991457, + "primary_prob": 48.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.487186, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.714168, + "range_504_ratio": 2.042487, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.943239, + "hold30_r": -1.0 + }, + { + "symbol": "VICI", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.466165, + "strategy_rank": 62.809274, + "production_rank": 70.694904, + "structural_overlay_pass": false, + "structural_overlay_score": 67.160159, + "structural_overlay_rr": 1.014223, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.673936, + "primary_prob": 60.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 1.010904, + "raw_level_count": 26, + "gate_level_count": 26, + "range_504_log": 0.304162, + "range_504_ratio": 1.355488, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.603392, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.496241, + "strategy_rank": 93.416822, + "production_rank": 95.109961, + "structural_overlay_pass": false, + "structural_overlay_score": 90.354463, + "structural_overlay_rr": 1.225998, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.189125, + "primary_prob": 37.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.783687, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 1.001181, + "range_504_ratio": 2.721495, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.153324, + "hold30_r": -1.0 + }, + { + "symbol": "VRTX", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.051557, + "strategy_rank": 77.715833, + "production_rank": 82.494408, + "structural_overlay_pass": false, + "structural_overlay_score": 78.369687, + "structural_overlay_rr": 1.892242, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.286407, + "primary_prob": 26.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 3.429611, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.611882, + "range_504_ratio": 1.843899, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.2301, + "hold30_r": 2.799309 + }, + { + "symbol": "WYNN", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.829216, + "strategy_rank": 90.058265, + "production_rank": 89.648582, + "structural_overlay_pass": false, + "structural_overlay_score": 85.166153, + "structural_overlay_rr": 0.897093, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "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": 67, + "gate_level_count": 67, + "range_504_log": 0.933238, + "range_504_ratio": 2.542729, + "range_factor_pass": false, + "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": 96.348013, + "strategy_rank": 80.112419, + "production_rank": 85.524284, + "structural_overlay_pass": false, + "structural_overlay_score": 81.24807, + "structural_overlay_rr": 0.891348, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.52781, + "primary_prob": 21.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.291716, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.831239, + "range_504_ratio": 2.296161, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.223284, + "hold30_r": -1.175088 + }, + { + "symbol": "XYZ", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.39957, + "strategy_rank": 91.397384, + "production_rank": 90.398113, + "structural_overlay_pass": false, + "structural_overlay_score": 85.878207, + "structural_overlay_rr": 1.929444, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.815838, + "primary_prob": 25.38, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 67.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.723756, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 1.728752, + "range_504_ratio": 5.633619, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.026557, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2023-03-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.673913, + "strategy_rank": 88.383453, + "production_rank": 92.14694, + "structural_overlay_pass": false, + "structural_overlay_score": 87.539593, + "structural_overlay_rr": 1.508124, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.814594, + "primary_prob": 32.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.721891, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.841898, + "range_504_ratio": 2.320768, + "range_factor_pass": false, + "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": 80.76087, + "strategy_rank": 85.784236, + "production_rank": 84.10978, + "structural_overlay_pass": false, + "structural_overlay_score": 79.904291, + "structural_overlay_rr": 2.131939, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.522833, + "primary_prob": 36.82, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.284249, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 2.524259, + "range_504_ratio": 12.481645, + "range_factor_pass": true, + "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": 80.108696, + "strategy_rank": 70.457866, + "production_rank": 73.674809, + "structural_overlay_pass": false, + "structural_overlay_score": 69.991069, + "structural_overlay_rr": 2.227593, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.735148, + "primary_prob": 33.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 72, + "primary_distance_atr": 2.602722, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.467434, + "range_504_ratio": 1.595894, + "range_factor_pass": false, + "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": 92.282609, + "strategy_rank": 80.248585, + "production_rank": 84.259926, + "structural_overlay_pass": false, + "structural_overlay_score": 80.04693, + "structural_overlay_rr": 1.961035, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.542406, + "primary_prob": 36.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.313609, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.473288, + "range_504_ratio": 1.605263, + "range_factor_pass": false, + "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": 85.978261, + "strategy_rank": 62.494978, + "production_rank": 70.322739, + "structural_overlay_pass": false, + "structural_overlay_score": 66.806602, + "structural_overlay_rr": 1.93749, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.281006, + "primary_prob": 41.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.921508, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.366967, + "range_504_ratio": 1.44335, + "range_factor_pass": false, + "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": 86.413043, + "strategy_rank": 63.580237, + "production_rank": 71.191172, + "structural_overlay_pass": false, + "structural_overlay_score": 67.631614, + "structural_overlay_rr": 0.930245, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.948311, + "primary_prob": 50.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 1.422466, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.401126, + "range_504_ratio": 1.493506, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.874461, + "hold30_r": -1.492626 + }, + { + "symbol": "ALB", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.26087, + "strategy_rank": 96.309724, + "production_rank": 96.960106, + "structural_overlay_pass": false, + "structural_overlay_score": 92.1121, + "structural_overlay_rr": 2.504643, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.99952, + "primary_prob": 29.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.99928, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.718974, + "range_504_ratio": 2.052327, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.030818, + "hold30_r": -1.0 + }, + { + "symbol": "AMP", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.347826, + "strategy_rank": 76.144346, + "production_rank": 80.545506, + "structural_overlay_pass": false, + "structural_overlay_score": 76.518231, + "structural_overlay_rr": 1.519398, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.519398, + "primary_prob": 20.88, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 20.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.279097, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.485441, + "range_504_ratio": 1.624892, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.063783, + "hold30_r": -1.0 + }, + { + "symbol": "APA", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.413043, + "strategy_rank": 91.711473, + "production_rank": 91.611997, + "structural_overlay_pass": false, + "structural_overlay_score": 87.031397, + "structural_overlay_rr": 1.60562, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.526292, + "primary_prob": 36.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.289438, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 1.206543, + "range_504_ratio": 3.341911, + "range_factor_pass": true, + "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": 93.586957, + "strategy_rank": 76.736466, + "production_rank": 82.353296, + "structural_overlay_pass": false, + "structural_overlay_score": 78.235631, + "structural_overlay_rr": 1.933865, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.616732, + "primary_prob": 35.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.425098, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.417545, + "range_504_ratio": 1.518229, + "range_factor_pass": false, + "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": 83.478261, + "strategy_rank": 79.909837, + "production_rank": 81.099312, + "structural_overlay_pass": false, + "structural_overlay_score": 77.044346, + "structural_overlay_rr": 0.744137, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.643035, + "primary_prob": 20.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.464552, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.574967, + "range_504_ratio": 1.777071, + "range_factor_pass": false, + "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": 90.978261, + "strategy_rank": 67.686952, + "production_rank": 75.450721, + "structural_overlay_pass": false, + "structural_overlay_score": 71.678185, + "structural_overlay_rr": 1.194926, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.266655, + "primary_prob": 33.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.899982, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.593453, + "range_504_ratio": 1.810228, + "range_factor_pass": false, + "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": 96.73913, + "strategy_rank": 96.546025, + "production_rank": 96.610393, + "structural_overlay_pass": false, + "structural_overlay_score": 91.779874, + "structural_overlay_rr": 2.729436, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.638804, + "primary_prob": 34.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 56, + "primary_distance_atr": 2.458206, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.687239, + "range_504_ratio": 1.988219, + "range_factor_pass": false, + "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": 86.195652, + "strategy_rank": 77.321772, + "production_rank": 80.279732, + "structural_overlay_pass": false, + "structural_overlay_score": 76.265746, + "structural_overlay_rr": 1.232377, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.238856, + "primary_prob": 41.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.858284, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.51865, + "range_504_ratio": 1.679759, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.058089, + "hold30_r": -1.0 + }, + { + "symbol": "BKR", + "date": "2023-03-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.326087, + "strategy_rank": 79.200061, + "production_rank": 79.575403, + "structural_overlay_pass": false, + "structural_overlay_score": 75.596633, + "structural_overlay_rr": 1.049016, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.564005, + "primary_prob": 23.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 3.846007, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.726893, + "range_504_ratio": 2.068643, + "range_factor_pass": false, + "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": 95.869565, + "strategy_rank": 72.542535, + "production_rank": 80.318212, + "structural_overlay_pass": false, + "structural_overlay_score": 76.302301, + "structural_overlay_rr": 1.942865, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.901255, + "primary_prob": 30.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.851882, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.576086, + "range_504_ratio": 1.779062, + "range_factor_pass": false, + "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": 86.956522, + "strategy_rank": 66.238329, + "production_rank": 73.144393, + "structural_overlay_pass": false, + "structural_overlay_score": 69.487173, + "structural_overlay_rr": 2.182162, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.850633, + "primary_prob": 31.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.77595, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.380458, + "range_504_ratio": 1.462954, + "range_factor_pass": false, + "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": 93.913043, + "strategy_rank": 78.103556, + "production_rank": 83.373385, + "structural_overlay_pass": false, + "structural_overlay_score": 79.204716, + "structural_overlay_rr": 1.563055, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.563055, + "primary_prob": 31.49, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.344583, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.50473, + "range_504_ratio": 1.656538, + "range_factor_pass": false, + "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": 88.369565, + "strategy_rank": 80.535485, + "production_rank": 83.146845, + "structural_overlay_pass": false, + "structural_overlay_score": 78.989503, + "structural_overlay_rr": 1.542151, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.818267, + "primary_prob": 37.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.2274, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.427823, + "range_504_ratio": 1.533915, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.760693, + "hold30_r": 3.274083 + }, + { + "symbol": "CI", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.434783, + "strategy_rank": 66.037537, + "production_rank": 74.169952, + "structural_overlay_pass": false, + "structural_overlay_score": 70.461454, + "structural_overlay_rr": 1.867121, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.867121, + "primary_prob": 24.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 65.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.800682, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.573129, + "range_504_ratio": 1.773808, + "range_factor_pass": false, + "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": 90.217391, + "strategy_rank": 85.408139, + "production_rank": 87.011223, + "structural_overlay_pass": false, + "structural_overlay_score": 82.660662, + "structural_overlay_rr": 1.519654, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.839518, + "primary_prob": 31.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.759277, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.990965, + "range_504_ratio": 2.693834, + "range_factor_pass": false, + "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": 91.195652, + "strategy_rank": 79.292488, + "production_rank": 83.260209, + "structural_overlay_pass": false, + "structural_overlay_score": 79.097199, + "structural_overlay_rr": 1.790206, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.796642, + "primary_prob": 21.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 59, + "primary_distance_atr": 4.194963, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.723795, + "range_504_ratio": 2.062245, + "range_factor_pass": false, + "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": 81.413043, + "strategy_rank": 62.780887, + "production_rank": 68.991606, + "structural_overlay_pass": false, + "structural_overlay_score": 65.542026, + "structural_overlay_rr": 1.95006, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.105085, + "primary_prob": 46.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 1.657627, + "raw_level_count": 26, + "gate_level_count": 26, + "range_504_log": 0.31295, + "range_504_ratio": 1.367454, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.035811, + "hold30_r": 1.855654 + }, + { + "symbol": "CTVA", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.586957, + "strategy_rank": 70.763581, + "production_rank": 76.704706, + "structural_overlay_pass": false, + "structural_overlay_score": 72.869471, + "structural_overlay_rr": 1.315091, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.677442, + "primary_prob": 60.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.016164, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.522043, + "range_504_ratio": 1.685468, + "range_factor_pass": false, + "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": 82.5, + "strategy_rank": 65.656725, + "production_rank": 71.27115, + "structural_overlay_pass": false, + "structural_overlay_score": 67.707592, + "structural_overlay_rr": 1.735935, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.819745, + "primary_prob": 31.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.729617, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.45738, + "range_504_ratio": 1.57993, + "range_factor_pass": false, + "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": 98.478261, + "strategy_rank": 88.034566, + "production_rank": 91.515797, + "structural_overlay_pass": false, + "structural_overlay_score": 86.940008, + "structural_overlay_rr": 1.756978, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.248794, + "primary_prob": 34.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.87319, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.751565, + "range_504_ratio": 2.120316, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.193531, + "hold30_r": -1.0 + }, + { + "symbol": "DHI", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.913043, + "strategy_rank": 79.758653, + "production_rank": 81.14345, + "structural_overlay_pass": false, + "structural_overlay_score": 77.086277, + "structural_overlay_rr": 1.928743, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.953773, + "primary_prob": 30.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.930659, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.622797, + "range_504_ratio": 1.864135, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.905112, + "hold30_r": 1.999169 + }, + { + "symbol": "DVN", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.543478, + "strategy_rank": 83.712322, + "production_rank": 82.656041, + "structural_overlay_pass": false, + "structural_overlay_score": 78.523239, + "structural_overlay_rr": 2.480529, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.683058, + "primary_prob": 34.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 58, + "primary_distance_atr": 2.524587, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 1.194363, + "range_504_ratio": 3.301455, + "range_factor_pass": true, + "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": 82.065217, + "strategy_rank": 80.026997, + "production_rank": 80.706404, + "structural_overlay_pass": false, + "structural_overlay_score": 76.671084, + "structural_overlay_rr": 2.215482, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.656564, + "primary_prob": 34.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.484846, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.876371, + "range_504_ratio": 2.402165, + "range_factor_pass": false, + "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": 99.456522, + "strategy_rank": 97.016528, + "production_rank": 97.829859, + "structural_overlay_pass": false, + "structural_overlay_score": 92.938367, + "structural_overlay_rr": 1.88807, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.85761, + "primary_prob": 31.38, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.786416, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 1.424283, + "range_504_ratio": 4.154877, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.030994, + "hold30_r": -1.0 + }, + { + "symbol": "EQT", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.717391, + "strategy_rank": 96.417358, + "production_rank": 96.850703, + "structural_overlay_pass": true, + "structural_overlay_score": 97.008167, + "structural_overlay_rr": 3.331888, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.895274, + "primary_prob": 45.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.842911, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 1.196369, + "range_504_ratio": 3.308084, + "range_factor_pass": true, + "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": 95.0, + "strategy_rank": 78.31128, + "production_rank": 83.874187, + "structural_overlay_pass": false, + "structural_overlay_score": 79.680477, + "structural_overlay_rr": 1.904129, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 3.000301, + "primary_prob": 20.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 20, + "primary_distance_atr": 4.500451, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.59225, + "range_504_ratio": 1.808053, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.053776, + "hold30_r": -1.0 + }, + { + "symbol": "GILD", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.5, + "strategy_rank": 75.585141, + "production_rank": 81.223427, + "structural_overlay_pass": false, + "structural_overlay_score": 77.162256, + "structural_overlay_rr": 1.09159, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.143656, + "primary_prob": 39.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 72.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.715484, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.450975, + "range_504_ratio": 1.569842, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.068521, + "hold30_r": -1.0 + }, + { + "symbol": "GL", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.434783, + "strategy_rank": 60.780487, + "production_rank": 68.998585, + "structural_overlay_pass": false, + "structural_overlay_score": 65.548656, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.901079, + "primary_prob": 47.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 76.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.351618, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.373483, + "range_504_ratio": 1.452786, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.075781, + "hold30_r": -1.0 + }, + { + "symbol": "GPC", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.717391, + "strategy_rank": 67.375059, + "production_rank": 75.822503, + "structural_overlay_pass": false, + "structural_overlay_score": 72.031378, + "structural_overlay_rr": 1.762511, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.132586, + "primary_prob": 26.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 91.0, + "primary_rejection_count": 21, + "primary_distance_atr": 3.198879, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.484583, + "range_504_ratio": 1.623497, + "range_factor_pass": false, + "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": 94.130435, + "strategy_rank": 92.637508, + "production_rank": 93.13515, + "structural_overlay_pass": false, + "structural_overlay_score": 88.478393, + "structural_overlay_rr": 0.811063, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.729976, + "primary_prob": 21.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.594964, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.903753, + "range_504_ratio": 2.468852, + "range_factor_pass": false, + "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": 90.0, + "strategy_rank": 73.347072, + "production_rank": 78.898048, + "structural_overlay_pass": false, + "structural_overlay_score": 74.953145, + "structural_overlay_rr": 1.397998, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.838914, + "primary_prob": 57.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.258372, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.436261, + "range_504_ratio": 1.546913, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.777629, + "hold30_r": -1.0 + }, + { + "symbol": "IEX", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.826087, + "strategy_rank": 67.530322, + "production_rank": 74.295577, + "structural_overlay_pass": false, + "structural_overlay_score": 70.580798, + "structural_overlay_rr": 1.214897, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.280899, + "primary_prob": 41.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 63, + "primary_distance_atr": 1.921348, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.357697, + "range_504_ratio": 1.430032, + "range_factor_pass": false, + "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": 84.891304, + "strategy_rank": 60.627818, + "production_rank": 68.715647, + "structural_overlay_pass": false, + "structural_overlay_score": 65.279864, + "structural_overlay_rr": 1.709074, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.304101, + "primary_prob": 41.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 64, + "primary_distance_atr": 1.956152, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.354605, + "range_504_ratio": 1.425618, + "range_factor_pass": false, + "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": 87.173913, + "strategy_rank": 69.904602, + "production_rank": 75.661039, + "structural_overlay_pass": false, + "structural_overlay_score": 71.877987, + "structural_overlay_rr": 1.82753, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.127205, + "primary_prob": 45.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 59, + "primary_distance_atr": 1.690807, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.510857, + "range_504_ratio": 1.666719, + "range_factor_pass": false, + "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": 81.630435, + "strategy_rank": 74.516575, + "production_rank": 76.887862, + "structural_overlay_pass": false, + "structural_overlay_score": 73.043469, + "structural_overlay_rr": 2.643527, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.834118, + "primary_prob": 21.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 4.251176, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.491234, + "range_504_ratio": 1.634331, + "range_factor_pass": false, + "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": 88.152174, + "strategy_rank": 85.133854, + "production_rank": 86.13996, + "structural_overlay_pass": false, + "structural_overlay_score": 81.832962, + "structural_overlay_rr": 1.524408, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.049821, + "primary_prob": 28.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 3.074732, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.602642, + "range_504_ratio": 1.826938, + "range_factor_pass": false, + "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": 81.847826, + "strategy_rank": 77.922546, + "production_rank": 79.230972, + "structural_overlay_pass": false, + "structural_overlay_score": 75.269424, + "structural_overlay_rr": 2.274106, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.111821, + "primary_prob": 28.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 3.167731, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.630972, + "range_504_ratio": 1.879437, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.061639, + "hold30_r": 2.335149 + }, + { + "symbol": "LLY", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.847826, + "strategy_rank": 71.12645, + "production_rank": 78.033575, + "structural_overlay_pass": false, + "structural_overlay_score": 74.131897, + "structural_overlay_rr": 2.136529, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.001153, + "primary_prob": 29.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 21, + "primary_distance_atr": 3.00173, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.557252, + "range_504_ratio": 1.745867, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.95239, + "hold30_r": 4.618569 + }, + { + "symbol": "MCHP", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.76087, + "strategy_rank": 84.403541, + "production_rank": 84.855984, + "structural_overlay_pass": false, + "structural_overlay_score": 80.613185, + "structural_overlay_rr": 2.008677, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.2951, + "primary_prob": 41.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.94265, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.504733, + "range_504_ratio": 1.656543, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.247094, + "hold30_r": -1.0 + }, + { + "symbol": "MCK", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.065217, + "strategy_rank": 65.844784, + "production_rank": 74.584929, + "structural_overlay_pass": false, + "structural_overlay_score": 70.855682, + "structural_overlay_rr": 1.639808, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.975353, + "primary_prob": 49.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 1.463029, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.766884, + "range_504_ratio": 2.153046, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.069503, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.695652, + "strategy_rank": 89.032727, + "production_rank": 92.253702, + "structural_overlay_pass": false, + "structural_overlay_score": 87.641017, + "structural_overlay_rr": 1.12737, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.771365, + "primary_prob": 52.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.157048, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 1.000216, + "range_504_ratio": 2.718868, + "range_factor_pass": true, + "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": 91.630435, + "strategy_rank": 64.824602, + "production_rank": 73.759879, + "structural_overlay_pass": false, + "structural_overlay_score": 70.071885, + "structural_overlay_rr": 1.405656, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.395268, + "primary_prob": 39.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.092901, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.488055, + "range_504_ratio": 1.629144, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.324686, + "hold30_r": -1.0 + }, + { + "symbol": "MRNA", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.782609, + "strategy_rank": 95.046308, + "production_rank": 94.958408, + "structural_overlay_pass": false, + "structural_overlay_score": 90.210488, + "structural_overlay_rr": 1.743779, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.983817, + "primary_prob": 20.39, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 4.475726, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 1.464382, + "range_504_ratio": 4.324872, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.026131, + "hold30_r": 1.823446 + }, + { + "symbol": "MSI", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.195652, + "strategy_rank": 64.483377, + "production_rank": 70.054136, + "structural_overlay_pass": false, + "structural_overlay_score": 66.551429, + "structural_overlay_rr": 1.583337, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.412626, + "primary_prob": 28.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.118939, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.343456, + "range_504_ratio": 1.409812, + "range_factor_pass": false, + "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": 93.369565, + "strategy_rank": 90.998609, + "production_rank": 91.788928, + "structural_overlay_pass": false, + "structural_overlay_score": 87.199481, + "structural_overlay_rr": 0.803844, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.120175, + "primary_prob": 41.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.680262, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.761874, + "range_504_ratio": 2.142287, + "range_factor_pass": false, + "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": 95.652174, + "strategy_rank": 95.036782, + "production_rank": 95.241913, + "structural_overlay_pass": false, + "structural_overlay_score": 90.479817, + "structural_overlay_rr": 1.145042, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.862984, + "primary_prob": 36.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.294475, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.945555, + "range_504_ratio": 2.574243, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.830733, + "hold30_r": 0.245816 + }, + { + "symbol": "ORLY", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.282609, + "strategy_rank": 59.842945, + "production_rank": 67.322833, + "structural_overlay_pass": false, + "structural_overlay_score": 63.956692, + "structural_overlay_rr": 1.149435, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.922109, + "primary_prob": 50.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.383164, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.46733, + "range_504_ratio": 1.595727, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.062424, + "hold30_r": -1.0 + }, + { + "symbol": "OXY", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.282609, + "strategy_rank": 89.703032, + "production_rank": 92.229558, + "structural_overlay_pass": false, + "structural_overlay_score": 87.61808, + "structural_overlay_rr": 2.579751, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.012213, + "primary_prob": 29.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 3.01832, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 1.271872, + "range_504_ratio": 3.567525, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.041824, + "hold30_r": -1.0 + }, + { + "symbol": "PFG", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.152174, + "strategy_rank": 76.106739, + "production_rank": 81.78855, + "structural_overlay_pass": false, + "structural_overlay_score": 77.699123, + "structural_overlay_rr": 1.885105, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.923659, + "primary_prob": 25.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 73.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.885489, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.494359, + "range_504_ratio": 1.639448, + "range_factor_pass": false, + "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": 85.543478, + "strategy_rank": 82.787159, + "production_rank": 83.705932, + "structural_overlay_pass": false, + "structural_overlay_score": 79.520636, + "structural_overlay_rr": 1.664338, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.110131, + "primary_prob": 44.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 94.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.665197, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.552796, + "range_504_ratio": 1.738105, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.061041, + "hold30_r": 2.649845 + }, + { + "symbol": "PODD", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.695652, + "strategy_rank": 85.268085, + "production_rank": 84.74394, + "structural_overlay_pass": false, + "structural_overlay_score": 80.506743, + "structural_overlay_rr": 1.752929, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.732525, + "primary_prob": 33.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.598787, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.584743, + "range_504_ratio": 1.79453, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.698221, + "hold30_r": 2.174354 + }, + { + "symbol": "PSX", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.391304, + "strategy_rank": 81.998208, + "production_rank": 83.795907, + "structural_overlay_pass": false, + "structural_overlay_score": 79.606111, + "structural_overlay_rr": 1.512543, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.121085, + "primary_prob": 47.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.681628, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.585921, + "range_504_ratio": 1.796645, + "range_factor_pass": false, + "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": 88.913043, + "strategy_rank": 72.358436, + "production_rank": 77.876639, + "structural_overlay_pass": false, + "structural_overlay_score": 73.982807, + "structural_overlay_rr": 1.723107, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.231266, + "primary_prob": 26.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 3.3469, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.465137, + "range_504_ratio": 1.592232, + "range_factor_pass": false, + "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": 96.086957, + "strategy_rank": 84.115533, + "production_rank": 88.106008, + "structural_overlay_pass": false, + "structural_overlay_score": 83.700707, + "structural_overlay_rr": 1.313958, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.963091, + "primary_prob": 45.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.444637, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.692851, + "range_504_ratio": 1.999408, + "range_factor_pass": false, + "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": 87.608696, + "strategy_rank": 82.5083, + "production_rank": 84.208432, + "structural_overlay_pass": false, + "structural_overlay_score": 79.99801, + "structural_overlay_rr": 1.334652, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.057243, + "primary_prob": 28.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.585865, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.409828, + "range_504_ratio": 1.506559, + "range_factor_pass": false, + "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": 94.565217, + "strategy_rank": 82.041639, + "production_rank": 86.216165, + "structural_overlay_pass": false, + "structural_overlay_score": 81.905357, + "structural_overlay_rr": 2.697697, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.65551, + "primary_prob": 22.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 3.983265, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.611165, + "range_504_ratio": 1.842577, + "range_factor_pass": false, + "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": 86.630435, + "strategy_rank": 73.689027, + "production_rank": 78.002829, + "structural_overlay_pass": false, + "structural_overlay_score": 74.102688, + "structural_overlay_rr": 1.451775, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.278036, + "primary_prob": 41.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.917054, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.613592, + "range_504_ratio": 1.847054, + "range_factor_pass": false, + "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": 97.934783, + "strategy_rank": 93.673654, + "production_rank": 95.09403, + "structural_overlay_pass": false, + "structural_overlay_score": 90.339328, + "structural_overlay_rr": 1.534585, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.892346, + "primary_prob": 38.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.338519, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.885587, + "range_504_ratio": 2.424406, + "range_factor_pass": false, + "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": 84.565217, + "strategy_rank": 62.937518, + "production_rank": 70.146751, + "structural_overlay_pass": false, + "structural_overlay_score": 66.639413, + "structural_overlay_rr": 0.992078, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.944496, + "primary_prob": 37.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.416744, + "raw_level_count": 26, + "gate_level_count": 26, + "range_504_log": 0.31239, + "range_504_ratio": 1.366688, + "range_factor_pass": false, + "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": 83.152174, + "strategy_rank": 77.69676, + "production_rank": 79.515232, + "structural_overlay_pass": false, + "structural_overlay_score": 75.53947, + "structural_overlay_rr": 1.191219, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.797649, + "primary_prob": 48.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 62.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.196474, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.4278, + "range_504_ratio": 1.53388, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.745048, + "hold30_r": 1.324518 + }, + { + "symbol": "TJX", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.565217, + "strategy_rank": 66.535132, + "production_rank": 74.211827, + "structural_overlay_pass": false, + "structural_overlay_score": 70.501235, + "structural_overlay_rr": 0.866845, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.864027, + "primary_prob": 53.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.296041, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.437178, + "range_504_ratio": 1.548331, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.788197, + "hold30_r": -1.0 + }, + { + "symbol": "TKO", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.326087, + "strategy_rank": 83.843228, + "production_rank": 87.670848, + "structural_overlay_pass": false, + "structural_overlay_score": 83.287305, + "structural_overlay_rr": 1.735713, + "structural_overlay_sources": [ + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "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": 54, + "gate_level_count": 54, + "range_504_log": 0.693254, + "range_504_ratio": 2.000214, + "range_factor_pass": false, + "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": 82.717391, + "strategy_rank": 61.513888, + "production_rank": 68.581722, + "structural_overlay_pass": false, + "structural_overlay_score": 65.152636, + "structural_overlay_rr": 1.732522, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.746803, + "primary_prob": 33.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 81, + "primary_distance_atr": 2.620204, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.419251, + "range_504_ratio": 1.520822, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.674814, + "hold30_r": 2.152265 + }, + { + "symbol": "TPL", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.021739, + "strategy_rank": 96.126497, + "production_rank": 97.091578, + "structural_overlay_pass": false, + "structural_overlay_score": 92.236999, + "structural_overlay_rr": 2.473089, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.868673, + "primary_prob": 31.22, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.80301, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 1.06282, + "range_504_ratio": 2.894522, + "range_factor_pass": true, + "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": 89.130435, + "strategy_rank": 84.126662, + "production_rank": 85.794586, + "structural_overlay_pass": false, + "structural_overlay_score": 81.504857, + "structural_overlay_rr": 1.044932, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.525036, + "primary_prob": 22.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.287554, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.587323, + "range_504_ratio": 1.799166, + "range_factor_pass": false, + "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": 82.934783, + "strategy_rank": 79.334174, + "production_rank": 80.534377, + "structural_overlay_pass": false, + "structural_overlay_score": 76.507658, + "structural_overlay_rr": 0.955515, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.011177, + "primary_prob": 46.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.516766, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.741796, + "range_504_ratio": 2.099704, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.049339, + "hold30_r": -1.0 + }, + { + "symbol": "TT", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.978261, + "strategy_rank": 68.268297, + "production_rank": 72.504951, + "structural_overlay_pass": false, + "structural_overlay_score": 68.879704, + "structural_overlay_rr": 2.308622, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.807473, + "primary_prob": 47.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.71121, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.540198, + "range_504_ratio": 1.716346, + "range_factor_pass": false, + "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": 90.652174, + "strategy_rank": 87.339385, + "production_rank": 88.443648, + "structural_overlay_pass": false, + "structural_overlay_score": 84.021466, + "structural_overlay_rr": 0.938293, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.918076, + "primary_prob": 48.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.377114, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.595362, + "range_504_ratio": 1.813687, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.871776, + "hold30_r": -1.0 + }, + { + "symbol": "VICI", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.130435, + "strategy_rank": 61.071348, + "production_rank": 68.75771, + "structural_overlay_pass": false, + "structural_overlay_score": 65.319825, + "structural_overlay_rr": 0.751418, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.676792, + "primary_prob": 15.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.515188, + "raw_level_count": 26, + "gate_level_count": 26, + "range_504_log": 0.304162, + "range_504_ratio": 1.355488, + "range_factor_pass": false, + "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": 99.23913, + "strategy_rank": 94.651773, + "production_rank": 96.180892, + "structural_overlay_pass": true, + "structural_overlay_score": 96.371848, + "structural_overlay_rr": 2.844326, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.521628, + "primary_prob": 32.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.282442, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 1.001181, + "range_504_ratio": 2.721495, + "range_factor_pass": true, + "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": 92.934783, + "strategy_rank": 93.980595, + "production_rank": 93.631991, + "structural_overlay_pass": false, + "structural_overlay_score": 88.950391, + "structural_overlay_rr": 1.723134, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "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": 79, + "gate_level_count": 79, + "range_504_log": 1.311393, + "range_504_ratio": 3.71134, + "range_factor_pass": true, + "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": 94.347826, + "strategy_rank": 79.546732, + "production_rank": 84.48043, + "structural_overlay_pass": false, + "structural_overlay_score": 80.256409, + "structural_overlay_rr": 2.274944, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.679956, + "primary_prob": 22.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 4.019935, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.611882, + "range_504_ratio": 1.843899, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.619008, + "hold30_r": 4.481617 + }, + { + "symbol": "VTRS", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.347826, + "strategy_rank": 77.459964, + "production_rank": 79.755918, + "structural_overlay_pass": false, + "structural_overlay_score": 75.768122, + "structural_overlay_rr": 1.899693, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.576873, + "primary_prob": 35.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.365309, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.616661, + "range_504_ratio": 1.852732, + "range_factor_pass": false, + "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": 96.304348, + "strategy_rank": 95.298076, + "production_rank": 95.6335, + "structural_overlay_pass": false, + "structural_overlay_score": 90.851825, + "structural_overlay_rr": 2.474713, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "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": 68, + "gate_level_count": 68, + "range_504_log": 0.933238, + "range_504_ratio": 2.542729, + "range_factor_pass": false, + "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": 96.956522, + "strategy_rank": 80.136376, + "production_rank": 85.743092, + "structural_overlay_pass": false, + "structural_overlay_score": 81.455937, + "structural_overlay_rr": 1.522036, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.566589, + "primary_prob": 20.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.349884, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.831239, + "range_504_ratio": 2.296161, + "range_factor_pass": false, + "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": 85.217391, + "strategy_rank": 74.652174, + "production_rank": 78.173913, + "structural_overlay_pass": false, + "structural_overlay_score": 74.265217, + "structural_overlay_rr": 2.057352, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.044564, + "primary_prob": 28.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 3.066846, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.655113, + "range_504_ratio": 1.925361, + "range_factor_pass": false, + "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": 99.025974, + "strategy_rank": 88.076281, + "production_rank": 91.726179, + "structural_overlay_pass": false, + "structural_overlay_score": 87.13987, + "structural_overlay_rr": 2.489417, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.914878, + "primary_prob": 30.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.872317, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.841898, + "range_504_ratio": 2.320768, + "range_factor_pass": false, + "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": 94.155844, + "strategy_rank": 78.54408, + "production_rank": 83.748001, + "structural_overlay_pass": false, + "structural_overlay_score": 79.560601, + "structural_overlay_rr": 1.951366, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.504103, + "primary_prob": 18.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.256154, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.682551, + "range_504_ratio": 1.978919, + "range_factor_pass": false, + "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": 80.627706, + "strategy_rank": 71.828163, + "production_rank": 74.761344, + "structural_overlay_pass": false, + "structural_overlay_score": 71.023277, + "structural_overlay_rr": 2.351436, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.925606, + "primary_prob": 30.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.888409, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.473288, + "range_504_ratio": 1.605263, + "range_factor_pass": false, + "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": 86.796537, + "strategy_rank": 64.094509, + "production_rank": 71.661851, + "structural_overlay_pass": false, + "structural_overlay_score": 68.078759, + "structural_overlay_rr": 1.235587, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.249738, + "primary_prob": 42.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 1.874607, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.401126, + "range_504_ratio": 1.493506, + "range_factor_pass": false, + "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": 97.727273, + "strategy_rank": 95.946888, + "production_rank": 96.540349, + "structural_overlay_pass": false, + "structural_overlay_score": 91.713332, + "structural_overlay_rr": 2.133129, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.514331, + "primary_prob": 36.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.271497, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.718974, + "range_504_ratio": 2.052327, + "range_factor_pass": false, + "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": 92.316017, + "strategy_rank": 79.686007, + "production_rank": 83.89601, + "structural_overlay_pass": false, + "structural_overlay_score": 79.70121, + "structural_overlay_rr": 2.502717, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.548883, + "primary_prob": 23.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 19, + "primary_distance_atr": 3.823324, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.485441, + "range_504_ratio": 1.624892, + "range_factor_pass": false, + "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": 83.008658, + "strategy_rank": 85.838242, + "production_rank": 84.895047, + "structural_overlay_pass": false, + "structural_overlay_score": 80.650295, + "structural_overlay_rr": 1.353669, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.613492, + "primary_prob": 35.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 56, + "primary_distance_atr": 2.420239, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 1.206543, + "range_504_ratio": 3.341911, + "range_factor_pass": true, + "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": 86.580087, + "strategy_rank": 71.264808, + "production_rank": 76.369901, + "structural_overlay_pass": false, + "structural_overlay_score": 72.551406, + "structural_overlay_rr": 1.911506, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.59206, + "primary_prob": 23.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 3.888091, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.417545, + "range_504_ratio": 1.518229, + "range_factor_pass": false, + "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": 82.142857, + "strategy_rank": 79.62743, + "production_rank": 80.465906, + "structural_overlay_pass": false, + "structural_overlay_score": 76.44261, + "structural_overlay_rr": 0.867017, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.272906, + "primary_prob": 26.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.409359, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.574967, + "range_504_ratio": 1.777071, + "range_factor_pass": false, + "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": 91.450216, + "strategy_rank": 84.879082, + "production_rank": 87.06946, + "structural_overlay_pass": false, + "structural_overlay_score": 82.715987, + "structural_overlay_rr": 1.924693, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.151583, + "primary_prob": 44.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 1.727375, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.52758, + "range_504_ratio": 1.694826, + "range_factor_pass": false, + "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": 88.961039, + "strategy_rank": 66.290006, + "production_rank": 73.847017, + "structural_overlay_pass": false, + "structural_overlay_score": 70.154666, + "structural_overlay_rr": 1.070671, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.057587, + "primary_prob": 47.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.58638, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.593453, + "range_504_ratio": 1.810228, + "range_factor_pass": false, + "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": 85.930736, + "strategy_rank": 82.019766, + "production_rank": 83.323422, + "structural_overlay_pass": false, + "structural_overlay_score": 79.157251, + "structural_overlay_rr": 2.096761, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.146646, + "primary_prob": 27.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 3.219969, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.803054, + "range_504_ratio": 2.232348, + "range_factor_pass": false, + "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": 96.212121, + "strategy_rank": 96.182178, + "production_rank": 96.192159, + "structural_overlay_pass": false, + "structural_overlay_score": 91.382551, + "structural_overlay_rr": 2.202428, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.731242, + "primary_prob": 33.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.596862, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.687239, + "range_504_ratio": 1.988219, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.675101, + "hold30_r": 3.793421 + }, + { + "symbol": "BKNG", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.883117, + "strategy_rank": 81.100039, + "production_rank": 84.694398, + "structural_overlay_pass": false, + "structural_overlay_score": 80.459679, + "structural_overlay_rr": 1.419349, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "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": 45, + "gate_level_count": 45, + "range_504_log": 0.51865, + "range_504_ratio": 1.679759, + "range_factor_pass": false, + "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": 95.670996, + "strategy_rank": 72.574449, + "production_rank": 80.273298, + "structural_overlay_pass": false, + "structural_overlay_score": 76.259633, + "structural_overlay_rr": 1.666313, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.349408, + "primary_prob": 25.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 3.524112, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.576086, + "range_504_ratio": 1.779062, + "range_factor_pass": false, + "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": 87.012987, + "strategy_rank": 66.999804, + "production_rank": 73.670865, + "structural_overlay_pass": false, + "structural_overlay_score": 69.987322, + "structural_overlay_rr": 2.186204, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.899198, + "primary_prob": 30.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.848797, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.380458, + "range_504_ratio": 1.462954, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.058173, + "hold30_r": -1.0 + }, + { + "symbol": "CI", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.359307, + "strategy_rank": 61.053243, + "production_rank": 68.155264, + "structural_overlay_pass": false, + "structural_overlay_score": 64.747501, + "structural_overlay_rr": 2.477359, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.411576, + "primary_prob": 24.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 3.617364, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.573129, + "range_504_ratio": 1.773808, + "range_factor_pass": false, + "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": 90.800866, + "strategy_rank": 78.074645, + "production_rank": 82.316719, + "structural_overlay_pass": false, + "structural_overlay_score": 78.200883, + "structural_overlay_rr": 1.852049, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.883226, + "primary_prob": 31.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.824839, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.492778, + "range_504_ratio": 1.636858, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.825315, + "hold30_r": 4.648558 + }, + { + "symbol": "CMI", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.147186, + "strategy_rank": 65.681, + "production_rank": 72.503062, + "structural_overlay_pass": false, + "structural_overlay_score": 68.877909, + "structural_overlay_rr": 1.040555, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.335526, + "primary_prob": 20.79, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.003289, + "raw_level_count": 24, + "gate_level_count": 24, + "range_504_log": 0.351572, + "range_504_ratio": 1.4213, + "range_factor_pass": false, + "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": 83.658009, + "strategy_rank": 68.377021, + "production_rank": 73.470683, + "structural_overlay_pass": false, + "structural_overlay_score": 69.797149, + "structural_overlay_rr": 1.098743, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.978561, + "primary_prob": 49.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 1.467842, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.455218, + "range_504_ratio": 1.576517, + "range_factor_pass": false, + "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": 94.91342, + "strategy_rank": 80.1111, + "production_rank": 85.045207, + "structural_overlay_pass": false, + "structural_overlay_score": 80.792946, + "structural_overlay_rr": 1.515104, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.520071, + "primary_prob": 36.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.280107, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.723795, + "range_504_ratio": 2.062245, + "range_factor_pass": false, + "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": 88.744589, + "strategy_rank": 81.430067, + "production_rank": 83.868241, + "structural_overlay_pass": false, + "structural_overlay_score": 79.674829, + "structural_overlay_rr": 1.214739, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.785754, + "primary_prob": 32.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 67, + "primary_distance_atr": 2.678631, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.531277, + "range_504_ratio": 1.701103, + "range_factor_pass": false, + "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": 99.242424, + "strategy_rank": 87.839027, + "production_rank": 91.64016, + "structural_overlay_pass": false, + "structural_overlay_score": 87.058152, + "structural_overlay_rr": 1.747573, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.076101, + "primary_prob": 41.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 72.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.614152, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.751565, + "range_504_ratio": 2.120316, + "range_factor_pass": false, + "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": 84.74026, + "strategy_rank": 80.311702, + "production_rank": 81.787888, + "structural_overlay_pass": false, + "structural_overlay_score": 77.698494, + "structural_overlay_rr": 0.830584, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.861441, + "primary_prob": 53.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 1.292162, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.622797, + "range_504_ratio": 1.864135, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.809359, + "hold30_r": 3.192759 + }, + { + "symbol": "EG", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.25974, + "strategy_rank": 77.760652, + "production_rank": 81.927015, + "structural_overlay_pass": false, + "structural_overlay_score": 77.830664, + "structural_overlay_rr": 1.605073, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.532896, + "primary_prob": 23.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.299344, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.519841, + "range_504_ratio": 1.68176, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.059327, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.095238, + "strategy_rank": 71.969042, + "production_rank": 77.344441, + "structural_overlay_pass": false, + "structural_overlay_score": 73.477219, + "structural_overlay_rr": 0.831958, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.819777, + "primary_prob": 51.79, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 8.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.229666, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.574531, + "range_504_ratio": 1.776297, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.056499, + "hold30_r": -1.0 + }, + { + "symbol": "EPAM", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.78355, + "strategy_rank": 97.127103, + "production_rank": 98.012585, + "structural_overlay_pass": false, + "structural_overlay_score": 93.111956, + "structural_overlay_rr": 1.577136, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.580081, + "primary_prob": 23.4, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 3.870122, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 1.424283, + "range_504_ratio": 4.154877, + "range_factor_pass": true, + "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": 91.666667, + "strategy_rank": 92.190425, + "production_rank": 92.015839, + "structural_overlay_pass": false, + "structural_overlay_score": 87.415047, + "structural_overlay_rr": 1.598604, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.905699, + "primary_prob": 30.71, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.858548, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 1.196369, + "range_504_ratio": 3.308084, + "range_factor_pass": true, + "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": 95.12987, + "strategy_rank": 78.059592, + "production_rank": 83.749684, + "structural_overlay_pass": false, + "structural_overlay_score": 79.5622, + "structural_overlay_rr": 2.297489, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.815465, + "primary_prob": 31.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.723197, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.59225, + "range_504_ratio": 1.808053, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.055129, + "hold30_r": -1.0 + }, + { + "symbol": "GILD", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.372294, + "strategy_rank": 76.492572, + "production_rank": 82.452479, + "structural_overlay_pass": false, + "structural_overlay_score": 78.329855, + "structural_overlay_rr": 1.377346, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.457356, + "primary_prob": 32.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 71.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.186034, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.450975, + "range_504_ratio": 1.569842, + "range_factor_pass": false, + "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": 84.52381, + "strategy_rank": 60.268179, + "production_rank": 68.353389, + "structural_overlay_pass": false, + "structural_overlay_score": 64.935719, + "structural_overlay_rr": 1.707, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.200382, + "primary_prob": 43.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 1.800574, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.373483, + "range_504_ratio": 1.452786, + "range_factor_pass": false, + "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": 93.073593, + "strategy_rank": 67.97009, + "production_rank": 76.337924, + "structural_overlay_pass": false, + "structural_overlay_score": 72.521028, + "structural_overlay_rr": 1.73041, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.149129, + "primary_prob": 27.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 3.223693, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.484583, + "range_504_ratio": 1.623497, + "range_factor_pass": false, + "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": 92.748918, + "strategy_rank": 74.675862, + "production_rank": 80.700214, + "structural_overlay_pass": false, + "structural_overlay_score": 76.665203, + "structural_overlay_rr": 1.314963, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.31124, + "primary_prob": 31.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.96686, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.436261, + "range_504_ratio": 1.546913, + "range_factor_pass": false, + "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": 95.34632, + "strategy_rank": 79.830977, + "production_rank": 85.002758, + "structural_overlay_pass": false, + "structural_overlay_score": 80.75262, + "structural_overlay_rr": 1.447124, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.447124, + "primary_prob": 18.47, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.170686, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.546947, + "range_504_ratio": 1.727969, + "range_factor_pass": false, + "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": 81.926407, + "strategy_rank": 69.076347, + "production_rank": 73.3597, + "structural_overlay_pass": false, + "structural_overlay_score": 69.691715, + "structural_overlay_rr": 0.824534, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.781162, + "primary_prob": 56.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 1.171743, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.466561, + "range_504_ratio": 1.594502, + "range_factor_pass": false, + "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": 88.419913, + "strategy_rank": 70.900419, + "production_rank": 76.74025, + "structural_overlay_pass": false, + "structural_overlay_score": 72.903238, + "structural_overlay_rr": 1.614498, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.905437, + "primary_prob": 52.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 64, + "primary_distance_atr": 1.358155, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.510857, + "range_504_ratio": 1.666719, + "range_factor_pass": false, + "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": 81.493506, + "strategy_rank": 73.762517, + "production_rank": 76.339514, + "structural_overlay_pass": false, + "structural_overlay_score": 72.522538, + "structural_overlay_rr": 0.959561, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.671819, + "primary_prob": 34.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 63, + "primary_distance_atr": 2.507728, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.491234, + "range_504_ratio": 1.634331, + "range_factor_pass": false, + "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": 92.099567, + "strategy_rank": 87.763433, + "production_rank": 89.208811, + "structural_overlay_pass": false, + "structural_overlay_score": 84.748371, + "structural_overlay_rr": 1.518076, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.04895, + "primary_prob": 28.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 3.073425, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.602642, + "range_504_ratio": 1.826938, + "range_factor_pass": false, + "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": 84.090909, + "strategy_rank": 79.306401, + "production_rank": 80.901237, + "structural_overlay_pass": false, + "structural_overlay_score": 76.856175, + "structural_overlay_rr": 1.683583, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.51447, + "primary_prob": 36.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.271705, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.630972, + "range_504_ratio": 1.879437, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.460712, + "hold30_r": 3.437888 + }, + { + "symbol": "LIN", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.30303, + "strategy_rank": 63.663525, + "production_rank": 69.210027, + "structural_overlay_pass": false, + "structural_overlay_score": 65.749525, + "structural_overlay_rr": 1.306141, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.797987, + "primary_prob": 38.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.19698, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.32355, + "range_504_ratio": 1.382025, + "range_factor_pass": false, + "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": 87.878788, + "strategy_rank": 68.448197, + "production_rank": 74.925061, + "structural_overlay_pass": false, + "structural_overlay_score": 71.178808, + "structural_overlay_rr": 2.205614, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.055746, + "primary_prob": 28.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 21, + "primary_distance_atr": 3.08362, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.557252, + "range_504_ratio": 1.745867, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.001598, + "hold30_r": 5.843801 + }, + { + "symbol": "LVS", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.593074, + "strategy_rank": 95.192257, + "production_rank": 96.325863, + "structural_overlay_pass": false, + "structural_overlay_score": 91.50957, + "structural_overlay_rr": 1.528307, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.586321, + "primary_prob": 21.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.379481, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.747734, + "range_504_ratio": 2.112208, + "range_factor_pass": false, + "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": 87.229437, + "strategy_rank": 85.358662, + "production_rank": 85.982254, + "structural_overlay_pass": false, + "structural_overlay_score": 81.683141, + "structural_overlay_rr": 1.317726, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.667703, + "primary_prob": 23.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.501555, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.504733, + "range_504_ratio": 1.656543, + "range_factor_pass": false, + "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": 89.82684, + "strategy_rank": 64.466261, + "production_rank": 72.919787, + "structural_overlay_pass": false, + "structural_overlay_score": 69.273798, + "structural_overlay_rr": 1.444947, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.062776, + "primary_prob": 28.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 3.094164, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.766884, + "range_504_ratio": 2.153046, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.997144, + "hold30_r": 2.333475 + }, + { + "symbol": "MPC", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.510823, + "strategy_rank": 87.9552, + "production_rank": 91.140407, + "structural_overlay_pass": false, + "structural_overlay_score": 86.583387, + "structural_overlay_rr": 0.918338, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.931725, + "primary_prob": 48.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.397587, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 1.000216, + "range_504_ratio": 2.718868, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.040968, + "hold30_r": -1.0 + }, + { + "symbol": "MPWR", + "date": "2023-03-09", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.662338, + "strategy_rank": 89.452189, + "production_rank": 88.855572, + "structural_overlay_pass": false, + "structural_overlay_score": 84.412793, + "structural_overlay_rr": 1.950664, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.080879, + "primary_prob": 36.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 66.0, + "primary_rejection_count": 15, + "primary_distance_atr": 3.121319, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.653628, + "range_504_ratio": 1.922503, + "range_factor_pass": false, + "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": 92.532468, + "strategy_rank": 65.74465, + "production_rank": 74.673922, + "structural_overlay_pass": false, + "structural_overlay_score": 70.940226, + "structural_overlay_rr": 1.110903, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.743689, + "primary_prob": 58.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.115534, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.488055, + "range_504_ratio": 1.629144, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.679815, + "hold30_r": -1.0 + }, + { + "symbol": "MRNA", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.428571, + "strategy_rank": 96.204104, + "production_rank": 96.278926, + "structural_overlay_pass": false, + "structural_overlay_score": 91.46498, + "structural_overlay_rr": 1.961598, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.798169, + "primary_prob": 32.24, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.697254, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 1.464382, + "range_504_ratio": 4.324872, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.769656, + "hold30_r": 0.362229 + }, + { + "symbol": "NCLH", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.61039, + "strategy_rank": 91.852543, + "production_rank": 91.105158, + "structural_overlay_pass": false, + "structural_overlay_score": 86.5499, + "structural_overlay_rr": 1.520365, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.862309, + "primary_prob": 31.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.793464, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 1.118776, + "range_504_ratio": 3.061106, + "range_factor_pass": true, + "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": 81.060606, + "strategy_rank": 84.701388, + "production_rank": 83.487794, + "structural_overlay_pass": false, + "structural_overlay_score": 79.313404, + "structural_overlay_rr": 1.605301, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.78144, + "primary_prob": 56.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.17216, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 1.4606, + "range_504_ratio": 4.308543, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.744982, + "hold30_r": 1.848621 + }, + { + "symbol": "NUE", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.290043, + "strategy_rank": 91.026572, + "production_rank": 91.781063, + "structural_overlay_pass": false, + "structural_overlay_score": 87.19201, + "structural_overlay_rr": 1.406678, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "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": 65, + "gate_level_count": 65, + "range_504_log": 0.761874, + "range_504_ratio": 2.142287, + "range_factor_pass": false, + "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": 83.225108, + "strategy_rank": 81.032954, + "production_rank": 81.763672, + "structural_overlay_pass": false, + "structural_overlay_score": 77.675488, + "structural_overlay_rr": 1.353374, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.852832, + "primary_prob": 54.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 1.279248, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.501147, + "range_504_ratio": 1.650614, + "range_factor_pass": false, + "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": 98.160173, + "strategy_rank": 96.897866, + "production_rank": 97.318635, + "structural_overlay_pass": false, + "structural_overlay_score": 92.452704, + "structural_overlay_rr": 1.254497, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.992743, + "primary_prob": 31.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.489114, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.945555, + "range_504_ratio": 2.574243, + "range_factor_pass": false, + "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": 83.874459, + "strategy_rank": 79.964821, + "production_rank": 81.268034, + "structural_overlay_pass": false, + "structural_overlay_score": 77.204632, + "structural_overlay_rr": 2.414605, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.861787, + "primary_prob": 31.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.79268, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 1.271872, + "range_504_ratio": 3.567525, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.04093, + "hold30_r": -1.0 + }, + { + "symbol": "PFG", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.831169, + "strategy_rank": 78.640781, + "production_rank": 83.704244, + "structural_overlay_pass": false, + "structural_overlay_score": 79.519032, + "structural_overlay_rr": 1.788814, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.601939, + "primary_prob": 31.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 82.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.402908, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.494359, + "range_504_ratio": 1.639448, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.318237, + "hold30_r": -1.27798 + }, + { + "symbol": "PHM", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.363636, + "strategy_rank": 83.359513, + "production_rank": 84.360887, + "structural_overlay_pass": false, + "structural_overlay_score": 80.142843, + "structural_overlay_rr": 1.681425, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.096146, + "primary_prob": 45.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 93.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.644218, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.552796, + "range_504_ratio": 1.738105, + "range_factor_pass": false, + "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": 80.844156, + "strategy_rank": 83.286373, + "production_rank": 82.472301, + "structural_overlay_pass": false, + "structural_overlay_score": 78.348686, + "structural_overlay_rr": 1.832314, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.851537, + "primary_prob": 54.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 83, + "primary_distance_atr": 1.277305, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.584743, + "range_504_ratio": 1.79453, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.815446, + "hold30_r": 2.306016 + }, + { + "symbol": "PSX", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.575758, + "strategy_rank": 78.31059, + "production_rank": 79.732312, + "structural_overlay_pass": false, + "structural_overlay_score": 75.745697, + "structural_overlay_rr": 1.741455, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.219179, + "primary_prob": 43.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.828769, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.585921, + "range_504_ratio": 1.796645, + "range_factor_pass": false, + "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": 89.393939, + "strategy_rank": 72.197788, + "production_rank": 77.929838, + "structural_overlay_pass": false, + "structural_overlay_score": 74.033346, + "structural_overlay_rr": 2.733941, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.216298, + "primary_prob": 26.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 3.324447, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.465137, + "range_504_ratio": 1.592232, + "range_factor_pass": false, + "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": 90.584416, + "strategy_rank": 79.931769, + "production_rank": 83.482651, + "structural_overlay_pass": false, + "structural_overlay_score": 79.308519, + "structural_overlay_rr": 0.681538, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.287699, + "primary_prob": 36.86, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.931548, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.692851, + "range_504_ratio": 1.999408, + "range_factor_pass": false, + "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": 90.04329, + "strategy_rank": 91.604817, + "production_rank": 91.084308, + "structural_overlay_pass": false, + "structural_overlay_score": 86.530093, + "structural_overlay_rr": 0.691516, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.69549, + "primary_prob": 33.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.543235, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 1.150833, + "range_504_ratio": 3.160823, + "range_factor_pass": true, + "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": 84.95671, + "strategy_rank": 80.106846, + "production_rank": 81.723467, + "structural_overlay_pass": false, + "structural_overlay_score": 77.637294, + "structural_overlay_rr": 1.731453, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.048133, + "primary_prob": 47.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.572199, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.409828, + "range_504_ratio": 1.506559, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.986109, + "hold30_r": 2.375874 + }, + { + "symbol": "RL", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.709957, + "strategy_rank": 79.389194, + "production_rank": 80.162782, + "structural_overlay_pass": false, + "structural_overlay_score": 76.154643, + "structural_overlay_rr": 1.693241, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.581555, + "primary_prob": 35.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 56, + "primary_distance_atr": 2.372332, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.503048, + "range_504_ratio": 1.653754, + "range_factor_pass": false, + "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": 93.506494, + "strategy_rank": 80.454545, + "production_rank": 84.805195, + "structural_overlay_pass": false, + "structural_overlay_score": 80.564935, + "structural_overlay_rr": 1.902057, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.93017, + "primary_prob": 30.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 68, + "primary_distance_atr": 2.895254, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.611165, + "range_504_ratio": 1.842577, + "range_factor_pass": false, + "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": 85.714286, + "strategy_rank": 71.598272, + "production_rank": 76.30361, + "structural_overlay_pass": false, + "structural_overlay_score": 72.488429, + "structural_overlay_rr": 1.789612, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.910829, + "primary_prob": 52.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.366243, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.613592, + "range_504_ratio": 1.847054, + "range_factor_pass": false, + "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": 85.497835, + "strategy_rank": 84.6649, + "production_rank": 84.942545, + "structural_overlay_pass": false, + "structural_overlay_score": 80.695418, + "structural_overlay_rr": 0.683609, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.683427, + "primary_prob": 60.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.025141, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.885587, + "range_504_ratio": 2.424406, + "range_factor_pass": false, + "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": 83.441558, + "strategy_rank": 77.653151, + "production_rank": 79.58262, + "structural_overlay_pass": false, + "structural_overlay_score": 75.603489, + "structural_overlay_rr": 1.289997, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.898434, + "primary_prob": 45.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 64.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.347651, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.4278, + "range_504_ratio": 1.53388, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.846328, + "hold30_r": 1.104272 + }, + { + "symbol": "STLD", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.458874, + "strategy_rank": 94.761601, + "production_rank": 96.327359, + "structural_overlay_pass": false, + "structural_overlay_score": 91.510991, + "structural_overlay_rr": 1.2349, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.2349, + "primary_prob": 23.3, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.85235, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.993266, + "range_504_ratio": 2.70004, + "range_factor_pass": false, + "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": 81.277056, + "strategy_rank": 70.500851, + "production_rank": 74.092919, + "structural_overlay_pass": false, + "structural_overlay_score": 70.388273, + "structural_overlay_rr": 1.251677, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.160839, + "primary_prob": 30.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.741259, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.43513, + "range_504_ratio": 1.545163, + "range_factor_pass": false, + "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": 91.017316, + "strategy_rank": 67.211041, + "production_rank": 75.146466, + "structural_overlay_pass": false, + "structural_overlay_score": 71.389143, + "structural_overlay_rr": 1.678448, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.67831, + "primary_prob": 34.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.517465, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.437178, + "range_504_ratio": 1.548331, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.609443, + "hold30_r": 1.589161 + }, + { + "symbol": "TKO", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.294372, + "strategy_rank": 85.017508, + "production_rank": 89.109796, + "structural_overlay_pass": false, + "structural_overlay_score": 84.654306, + "structural_overlay_rr": 2.812499, + "structural_overlay_sources": [ + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.759611, + "primary_prob": 41.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.139416, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.693254, + "range_504_ratio": 2.000214, + "range_factor_pass": false, + "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": 97.943723, + "strategy_rank": 94.932096, + "production_rank": 95.935972, + "structural_overlay_pass": false, + "structural_overlay_score": 91.139173, + "structural_overlay_rr": 1.520815, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.778018, + "primary_prob": 21.83, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 4.167027, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 1.06282, + "range_504_ratio": 2.894522, + "range_factor_pass": true, + "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": 94.588745, + "strategy_rank": 87.950782, + "production_rank": 90.163436, + "structural_overlay_pass": false, + "structural_overlay_score": 85.655264, + "structural_overlay_rr": 1.641902, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.899744, + "primary_prob": 25.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 75.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.849616, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.587323, + "range_504_ratio": 1.799166, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.047367, + "hold30_r": -1.0 + }, + { + "symbol": "TT", + "date": "2023-03-09", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.792208, + "strategy_rank": 69.617612, + "production_rank": 74.009144, + "structural_overlay_pass": false, + "structural_overlay_score": 70.308687, + "structural_overlay_rr": 1.94704, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.377954, + "primary_prob": 27.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 13, + "primary_distance_atr": 3.566932, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.540198, + "range_504_ratio": 1.716346, + "range_factor_pass": false, + "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": 98.376623, + "strategy_rank": 92.222168, + "production_rank": 94.273653, + "structural_overlay_pass": false, + "structural_overlay_score": 89.55997, + "structural_overlay_rr": 1.145833, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.049734, + "primary_prob": 30.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.574601, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.595362, + "range_504_ratio": 1.813687, + "range_factor_pass": false, + "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": 84.307359, + "strategy_rank": 86.90932, + "production_rank": 86.042, + "structural_overlay_pass": false, + "structural_overlay_score": 81.7399, + "structural_overlay_rr": 0.98144, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.931034, + "primary_prob": 30.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.896552, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.967674, + "range_504_ratio": 2.631817, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.031284, + "hold30_r": -1.0 + }, + { + "symbol": "URI", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.887446, + "strategy_rank": 87.920348, + "production_rank": 90.576047, + "structural_overlay_pass": false, + "structural_overlay_score": 86.047245, + "structural_overlay_rr": 1.501146, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.205519, + "primary_prob": 26.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.808278, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.737499, + "range_504_ratio": 2.0907, + "range_factor_pass": false, + "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": 85.17316, + "strategy_rank": 61.986223, + "production_rank": 69.715202, + "structural_overlay_pass": false, + "structural_overlay_score": 66.229442, + "structural_overlay_rr": 1.361853, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.954852, + "primary_prob": 50.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 1.432278, + "raw_level_count": 26, + "gate_level_count": 26, + "range_504_log": 0.304162, + "range_504_ratio": 1.355488, + "range_factor_pass": false, + "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": 96.645022, + "strategy_rank": 92.273545, + "production_rank": 93.730704, + "structural_overlay_pass": false, + "structural_overlay_score": 89.044169, + "structural_overlay_rr": 1.249901, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.179133, + "primary_prob": 41.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 88.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.7687, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 1.001181, + "range_504_ratio": 2.721495, + "range_factor_pass": true, + "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": 98.809524, + "strategy_rank": 98.097552, + "production_rank": 98.334876, + "structural_overlay_pass": false, + "structural_overlay_score": 93.418132, + "structural_overlay_rr": 0.75805, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.136521, + "primary_prob": 25.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.704782, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 1.311393, + "range_504_ratio": 3.71134, + "range_factor_pass": true, + "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": 87.445887, + "strategy_rank": 73.555534, + "production_rank": 78.185652, + "structural_overlay_pass": false, + "structural_overlay_score": 74.276369, + "structural_overlay_rr": 1.866648, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.209772, + "primary_prob": 26.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 3.314658, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.611882, + "range_504_ratio": 1.843899, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.144378, + "hold30_r": 5.038866 + }, + { + "symbol": "VTRS", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.08658, + "strategy_rank": 74.948295, + "production_rank": 76.661057, + "structural_overlay_pass": false, + "structural_overlay_score": 72.828004, + "structural_overlay_rr": 2.798039, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.875381, + "primary_prob": 21.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 4.313072, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.616661, + "range_504_ratio": 1.852732, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.044139, + "hold30_r": -1.0 + }, + { + "symbol": "WYNN", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.969697, + "strategy_rank": 95.708162, + "production_rank": 96.128673, + "structural_overlay_pass": false, + "structural_overlay_score": 91.32224, + "structural_overlay_rr": 1.515152, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "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": 69, + "gate_level_count": 69, + "range_504_log": 0.933238, + "range_504_ratio": 2.542729, + "range_factor_pass": false, + "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": 91.233766, + "strategy_rank": 75.915472, + "production_rank": 81.02157, + "structural_overlay_pass": false, + "structural_overlay_score": 76.970492, + "structural_overlay_rr": 2.028787, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.164452, + "primary_prob": 44.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.746678, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.831239, + "range_504_ratio": 2.296161, + "range_factor_pass": false, + "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": 89.177489, + "strategy_rank": 77.165063, + "production_rank": 81.169205, + "structural_overlay_pass": false, + "structural_overlay_score": 77.110745, + "structural_overlay_rr": 2.649452, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.378493, + "primary_prob": 25.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 3.56774, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.655113, + "range_504_ratio": 1.925361, + "range_factor_pass": false, + "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": 98.593074, + "strategy_rank": 87.449277, + "production_rank": 91.163876, + "structural_overlay_pass": false, + "structural_overlay_score": 86.605682, + "structural_overlay_rr": 1.651718, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.202011, + "primary_prob": 27.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 3.303016, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.841898, + "range_504_ratio": 2.320768, + "range_factor_pass": false, + "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": 93.722944, + "strategy_rank": 81.966752, + "production_rank": 85.885482, + "structural_overlay_pass": false, + "structural_overlay_score": 81.591208, + "structural_overlay_rr": 0.749635, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "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": 51, + "gate_level_count": 51, + "range_504_log": 0.682551, + "range_504_ratio": 1.978919, + "range_factor_pass": false, + "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": 80.952381, + "strategy_rank": 73.804896, + "production_rank": 76.187391, + "structural_overlay_pass": false, + "structural_overlay_score": 72.378021, + "structural_overlay_rr": 1.390963, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.1672, + "primary_prob": 25.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.7508, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.386253, + "range_504_ratio": 1.471456, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.114113, + "hold30_r": -1.152025 + }, + { + "symbol": "ADSK", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.714286, + "strategy_rank": 86.37149, + "production_rank": 86.152422, + "structural_overlay_pass": false, + "structural_overlay_score": 81.844801, + "structural_overlay_rr": 1.907802, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.766258, + "primary_prob": 32.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.649387, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.746798, + "range_504_ratio": 2.110233, + "range_factor_pass": false, + "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": 97.402597, + "strategy_rank": 95.687218, + "production_rank": 96.259011, + "structural_overlay_pass": false, + "structural_overlay_score": 91.44606, + "structural_overlay_rr": 2.228443, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.824514, + "primary_prob": 21.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 4.236771, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.718974, + "range_504_ratio": 2.052327, + "range_factor_pass": false, + "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": 87.229437, + "strategy_rank": 78.069245, + "production_rank": 81.122643, + "structural_overlay_pass": false, + "structural_overlay_score": 77.066511, + "structural_overlay_rr": 2.071817, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 10, + "rr": 1.601118, + "primary_prob": 35.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.401677, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.485441, + "range_504_ratio": 1.624892, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.566405, + "hold30_r": 1.026651 + }, + { + "symbol": "APA", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.069264, + "strategy_rank": 90.048269, + "production_rank": 89.721934, + "structural_overlay_pass": false, + "structural_overlay_score": 85.235837, + "structural_overlay_rr": 1.574969, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.879869, + "primary_prob": 31.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.819804, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 1.206543, + "range_504_ratio": 3.341911, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.856147, + "hold30_r": 1.460514 + }, + { + "symbol": "APD", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.497835, + "strategy_rank": 70.183258, + "production_rank": 75.288117, + "structural_overlay_pass": false, + "structural_overlay_score": 71.523711, + "structural_overlay_rr": 1.592632, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.824573, + "primary_prob": 21.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 4.23686, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.417545, + "range_504_ratio": 1.518229, + "range_factor_pass": false, + "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": 85.281385, + "strategy_rank": 83.962628, + "production_rank": 84.402214, + "structural_overlay_pass": false, + "structural_overlay_score": 80.182103, + "structural_overlay_rr": 2.358561, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.923441, + "primary_prob": 30.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.885162, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.574967, + "range_504_ratio": 1.777071, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.028164, + "hold30_r": 1.11219 + }, + { + "symbol": "ARES", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.900433, + "strategy_rank": 80.157733, + "production_rank": 81.071966, + "structural_overlay_pass": false, + "structural_overlay_score": 77.018368, + "structural_overlay_rr": 2.486304, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.953628, + "primary_prob": 30.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.930442, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.52758, + "range_504_ratio": 1.694826, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.914741, + "hold30_r": 2.885804 + }, + { + "symbol": "AZO", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.718615, + "strategy_rank": 65.718797, + "production_rank": 73.718736, + "structural_overlay_pass": false, + "structural_overlay_score": 70.032799, + "structural_overlay_rr": 1.287916, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.273781, + "primary_prob": 41.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.910672, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.593453, + "range_504_ratio": 1.810228, + "range_factor_pass": false, + "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": 88.203463, + "strategy_rank": 82.897932, + "production_rank": 84.666442, + "structural_overlay_pass": false, + "structural_overlay_score": 80.43312, + "structural_overlay_rr": 1.59009, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.512157, + "primary_prob": 37.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.268235, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.803054, + "range_504_ratio": 2.232348, + "range_factor_pass": false, + "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": 96.969697, + "strategy_rank": 96.712481, + "production_rank": 96.79822, + "structural_overlay_pass": false, + "structural_overlay_score": 91.958309, + "structural_overlay_rr": 1.480377, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.063446, + "primary_prob": 28.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 56, + "primary_distance_atr": 3.095169, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.687239, + "range_504_ratio": 1.988219, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.007591, + "hold30_r": 4.104087 + }, + { + "symbol": "BKNG", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.735931, + "strategy_rank": 71.353164, + "production_rank": 74.480753, + "structural_overlay_pass": false, + "structural_overlay_score": 70.756716, + "structural_overlay_rr": 0.756358, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "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": 45, + "gate_level_count": 45, + "range_504_log": 0.51865, + "range_504_ratio": 1.679759, + "range_factor_pass": false, + "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": 95.34632, + "strategy_rank": 71.861215, + "production_rank": 79.689583, + "structural_overlay_pass": false, + "structural_overlay_score": 75.705104, + "structural_overlay_rr": 2.004444, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.684268, + "primary_prob": 22.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 4.026403, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.576086, + "range_504_ratio": 1.779062, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.622213, + "hold30_r": 5.10011 + }, + { + "symbol": "CI", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.147186, + "strategy_rank": 63.283592, + "production_rank": 70.90479, + "structural_overlay_pass": false, + "structural_overlay_score": 67.35955, + "structural_overlay_rr": 2.264112, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.170262, + "primary_prob": 27.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 3.255393, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.573129, + "range_504_ratio": 1.773808, + "range_factor_pass": false, + "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": 83.333333, + "strategy_rank": 64.553636, + "production_rank": 70.813535, + "structural_overlay_pass": false, + "structural_overlay_score": 67.272858, + "structural_overlay_rr": 2.230585, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 9, + "rr": 2.243399, + "primary_prob": 26.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 3.365098, + "raw_level_count": 24, + "gate_level_count": 24, + "range_504_log": 0.351572, + "range_504_ratio": 1.4213, + "range_factor_pass": false, + "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": 84.199134, + "strategy_rank": 81.196413, + "production_rank": 82.19732, + "structural_overlay_pass": false, + "structural_overlay_score": 78.087454, + "structural_overlay_rr": 2.455342, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.813143, + "primary_prob": 55.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.219715, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.990965, + "range_504_ratio": 2.693834, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.780953, + "hold30_r": 1.08359 + }, + { + "symbol": "CSGP", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.883117, + "strategy_rank": 77.503927, + "production_rank": 82.29699, + "structural_overlay_pass": false, + "structural_overlay_score": 78.182141, + "structural_overlay_rr": 2.029179, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.789302, + "primary_prob": 21.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 4.183954, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.723795, + "range_504_ratio": 2.062245, + "range_factor_pass": false, + "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": 97.835498, + "strategy_rank": 86.109039, + "production_rank": 90.017858, + "structural_overlay_pass": false, + "structural_overlay_score": 85.516965, + "structural_overlay_rr": 0.889959, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.248439, + "primary_prob": 36.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 72.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.872659, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.751565, + "range_504_ratio": 2.120316, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.203392, + "hold30_r": 3.382136 + }, + { + "symbol": "DHI", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.987013, + "strategy_rank": 81.871687, + "production_rank": 83.910129, + "structural_overlay_pass": false, + "structural_overlay_score": 79.714622, + "structural_overlay_rr": 1.47825, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.43075, + "primary_prob": 31.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 62.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.146125, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.622797, + "range_504_ratio": 1.864135, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.385143, + "hold30_r": 2.729534 + }, + { + "symbol": "DVN", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.935065, + "strategy_rank": 90.39515, + "production_rank": 90.241788, + "structural_overlay_pass": false, + "structural_overlay_score": 85.729699, + "structural_overlay_rr": 2.263891, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.664048, + "primary_prob": 34.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.496073, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 1.194363, + "range_504_ratio": 3.301455, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.637127, + "hold30_r": 2.08297 + }, + { + "symbol": "DXCM", + "date": "2023-03-16", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.766234, + "strategy_rank": 86.271353, + "production_rank": 85.436313, + "structural_overlay_pass": false, + "structural_overlay_score": 81.164497, + "structural_overlay_rr": 1.731188, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.542119, + "primary_prob": 23.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 3.813179, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.902047, + "range_504_ratio": 2.464643, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.035769, + "hold30_r": 1.058449 + }, + { + "symbol": "EG", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.450216, + "strategy_rank": 81.28297, + "production_rank": 84.672052, + "structural_overlay_pass": false, + "structural_overlay_score": 80.43845, + "structural_overlay_rr": 1.840299, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.213611, + "primary_prob": 32.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.820416, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.519841, + "range_504_ratio": 1.68176, + "range_factor_pass": false, + "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": 82.467532, + "strategy_rank": 68.548007, + "production_rank": 73.187849, + "structural_overlay_pass": false, + "structural_overlay_score": 69.528456, + "structural_overlay_rr": 0.721708, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.18131, + "primary_prob": 44.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.771966, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.574531, + "range_504_ratio": 1.776297, + "range_factor_pass": false, + "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": 81.385281, + "strategy_rank": 80.101446, + "production_rank": 80.529391, + "structural_overlay_pass": false, + "structural_overlay_score": 76.502922, + "structural_overlay_rr": 1.840077, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.884509, + "primary_prob": 31.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.826763, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.876371, + "range_504_ratio": 2.402165, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.854432, + "hold30_r": 2.157549 + }, + { + "symbol": "EPAM", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.458874, + "strategy_rank": 96.932227, + "production_rank": 97.774443, + "structural_overlay_pass": false, + "structural_overlay_score": 92.885721, + "structural_overlay_rr": 1.658526, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.605771, + "primary_prob": 35.33, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.408656, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 1.424283, + "range_504_ratio": 4.154877, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.032027, + "hold30_r": 0.143587 + }, + { + "symbol": "EQT", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.532468, + "strategy_rank": 92.764088, + "production_rank": 92.686881, + "structural_overlay_pass": false, + "structural_overlay_score": 88.052537, + "structural_overlay_rr": 1.911443, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.675063, + "primary_prob": 34.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.512595, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 1.196369, + "range_504_ratio": 3.308084, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.649453, + "hold30_r": 2.006675 + }, + { + "symbol": "ERIE", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.506494, + "strategy_rank": 78.510701, + "production_rank": 83.509298, + "structural_overlay_pass": false, + "structural_overlay_score": 79.333834, + "structural_overlay_rr": 1.809214, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.859134, + "primary_prob": 21.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 20, + "primary_distance_atr": 4.288701, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.59225, + "range_504_ratio": 1.808053, + "range_factor_pass": false, + "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": 87.445887, + "strategy_rank": 84.47346, + "production_rank": 85.464269, + "structural_overlay_pass": false, + "structural_overlay_score": 81.191056, + "structural_overlay_rr": 2.79603, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.742441, + "primary_prob": 33.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 63, + "primary_distance_atr": 2.613662, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.941003, + "range_504_ratio": 2.562551, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.713979, + "hold30_r": 1.88983 + }, + { + "symbol": "FIX", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.099567, + "strategy_rank": 84.134924, + "production_rank": 86.789805, + "structural_overlay_pass": false, + "structural_overlay_score": 82.450315, + "structural_overlay_rr": 1.499504, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.990162, + "primary_prob": 45.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.485243, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.806552, + "range_504_ratio": 2.240171, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.949637, + "hold30_r": -1.0 + }, + { + "symbol": "GPC", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.290043, + "strategy_rank": 67.797631, + "production_rank": 76.295102, + "structural_overlay_pass": false, + "structural_overlay_score": 72.480347, + "structural_overlay_rr": 1.82421, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.241131, + "primary_prob": 26.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 3.361697, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.484583, + "range_504_ratio": 1.623497, + "range_factor_pass": false, + "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": 90.367965, + "strategy_rank": 79.067511, + "production_rank": 82.834329, + "structural_overlay_pass": false, + "structural_overlay_score": 78.692613, + "structural_overlay_rr": 1.138854, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.814056, + "primary_prob": 37.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.221084, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.595035, + "range_504_ratio": 1.813094, + "range_factor_pass": false, + "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": 90.584416, + "strategy_rank": 75.655311, + "production_rank": 80.631679, + "structural_overlay_pass": false, + "structural_overlay_score": 76.600095, + "structural_overlay_rr": 1.16305, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.541558, + "primary_prob": 27.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.312337, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.436261, + "range_504_ratio": 1.546913, + "range_factor_pass": false, + "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": 86.796537, + "strategy_rank": 71.902284, + "production_rank": 76.867035, + "structural_overlay_pass": false, + "structural_overlay_score": 73.023683, + "structural_overlay_rr": 1.969406, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "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": 37, + "gate_level_count": 37, + "range_504_log": 0.481656, + "range_504_ratio": 1.618752, + "range_factor_pass": false, + "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": 94.372294, + "strategy_rank": 82.939656, + "production_rank": 86.750535, + "structural_overlay_pass": false, + "structural_overlay_score": 82.413009, + "structural_overlay_rr": 1.648865, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.752729, + "primary_prob": 57.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.129094, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.546947, + "range_504_ratio": 1.727969, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.717434, + "hold30_r": -0.018118 + }, + { + "symbol": "IT", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.251082, + "strategy_rank": 68.266902, + "production_rank": 72.928296, + "structural_overlay_pass": false, + "structural_overlay_score": 69.281881, + "structural_overlay_rr": 2.013151, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.023079, + "primary_prob": 29.17, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 68, + "primary_distance_atr": 3.034618, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.510857, + "range_504_ratio": 1.666719, + "range_factor_pass": false, + "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": 96.212121, + "strategy_rank": 79.6595, + "production_rank": 85.17704, + "structural_overlay_pass": false, + "structural_overlay_score": 80.918188, + "structural_overlay_rr": 1.503244, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.528285, + "primary_prob": 32.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 81.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.292428, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.563123, + "range_504_ratio": 1.756148, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.483884, + "hold30_r": -0.062321 + }, + { + "symbol": "KEYS", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.549784, + "strategy_rank": 74.58636, + "production_rank": 77.574168, + "structural_overlay_pass": false, + "structural_overlay_score": 73.69546, + "structural_overlay_rr": 1.307754, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.816194, + "primary_prob": 21.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 4.224291, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.491234, + "range_504_ratio": 1.634331, + "range_factor_pass": false, + "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": 87.662338, + "strategy_rank": 85.046142, + "production_rank": 85.918207, + "structural_overlay_pass": false, + "structural_overlay_score": 81.622297, + "structural_overlay_rr": 1.523515, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.872524, + "primary_prob": 31.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.808786, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.602642, + "range_504_ratio": 1.826938, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.037441, + "hold30_r": -1.0 + }, + { + "symbol": "LEN", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.632035, + "strategy_rank": 78.842856, + "production_rank": 80.772582, + "structural_overlay_pass": false, + "structural_overlay_score": 76.733953, + "structural_overlay_rr": 1.84469, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.84469, + "primary_prob": 36.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.767036, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.630972, + "range_504_ratio": 1.879437, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.798373, + "hold30_r": 1.913588 + }, + { + "symbol": "LLY", + "date": "2023-03-16", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.982684, + "strategy_rank": 65.494142, + "production_rank": 71.65699, + "structural_overlay_pass": false, + "structural_overlay_score": 68.07414, + "structural_overlay_rr": 1.985449, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.046253, + "primary_prob": 28.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 3.069379, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.557252, + "range_504_ratio": 1.745867, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.993211, + "hold30_r": 5.338323 + }, + { + "symbol": "LVS", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.675325, + "strategy_rank": 96.338602, + "production_rank": 97.450843, + "structural_overlay_pass": false, + "structural_overlay_score": 92.578301, + "structural_overlay_rr": 1.537665, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.528683, + "primary_prob": 23.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.293025, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.747734, + "range_504_ratio": 2.112208, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.488416, + "hold30_r": 3.46714 + }, + { + "symbol": "MCHP", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.415584, + "strategy_rank": 82.903004, + "production_rank": 83.407198, + "structural_overlay_pass": false, + "structural_overlay_score": 79.236838, + "structural_overlay_rr": 1.466021, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.784986, + "primary_prob": 21.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.677479, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.504733, + "range_504_ratio": 1.656543, + "range_factor_pass": false, + "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": 82.034632, + "strategy_rank": 58.396165, + "production_rank": 66.275654, + "structural_overlay_pass": false, + "structural_overlay_score": 62.961871, + "structural_overlay_rr": 1.646932, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.660824, + "primary_prob": 34.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.491236, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.766884, + "range_504_ratio": 2.153046, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.595059, + "hold30_r": 2.352623 + }, + { + "symbol": "MPC", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.025974, + "strategy_rank": 89.663754, + "production_rank": 92.784494, + "structural_overlay_pass": false, + "structural_overlay_score": 88.145269, + "structural_overlay_rr": 1.217232, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.22861, + "primary_prob": 24.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.842915, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 1.000216, + "range_504_ratio": 2.718868, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.194662, + "hold30_r": -0.42855 + }, + { + "symbol": "MPWR", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.155844, + "strategy_rank": 94.030041, + "production_rank": 94.071976, + "structural_overlay_pass": false, + "structural_overlay_score": 89.368377, + "structural_overlay_rr": 0.686249, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.693679, + "primary_prob": 27.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 66.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.540519, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.653628, + "range_504_ratio": 1.922503, + "range_factor_pass": false, + "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": 90.800866, + "strategy_rank": 64.597323, + "production_rank": 73.331837, + "structural_overlay_pass": false, + "structural_overlay_score": 69.665245, + "structural_overlay_rr": 1.311194, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.721194, + "primary_prob": 59.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.081792, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.488055, + "range_504_ratio": 1.629144, + "range_factor_pass": false, + "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": 93.073593, + "strategy_rank": 93.790824, + "production_rank": 93.551747, + "structural_overlay_pass": true, + "structural_overlay_score": 93.87416, + "structural_overlay_rr": 2.196928, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.831001, + "primary_prob": 31.76, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.746501, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 1.464382, + "range_504_ratio": 4.324872, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.031646, + "hold30_r": -1.0 + }, + { + "symbol": "MSCI", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.818182, + "strategy_rank": 78.23385, + "production_rank": 79.428628, + "structural_overlay_pass": false, + "structural_overlay_score": 75.457196, + "structural_overlay_rr": 1.018559, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.563482, + "primary_prob": 36.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.345223, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.591193, + "range_504_ratio": 1.806142, + "range_factor_pass": false, + "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": 85.064935, + "strategy_rank": 87.310033, + "production_rank": 86.561667, + "structural_overlay_pass": false, + "structural_overlay_score": 82.233584, + "structural_overlay_rr": 1.713094, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.810919, + "primary_prob": 26.25, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 71.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.716378, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 1.4606, + "range_504_ratio": 4.308543, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.774215, + "hold30_r": 1.171771 + }, + { + "symbol": "NUE", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.151515, + "strategy_rank": 87.890078, + "production_rank": 88.64389, + "structural_overlay_pass": false, + "structural_overlay_score": 84.211696, + "structural_overlay_rr": 0.948292, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.508447, + "primary_prob": 36.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 95.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.262671, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.761874, + "range_504_ratio": 2.142287, + "range_factor_pass": false, + "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": 98.051948, + "strategy_rank": 96.692519, + "production_rank": 97.145662, + "structural_overlay_pass": false, + "structural_overlay_score": 92.288379, + "structural_overlay_rr": 0.836865, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.065887, + "primary_prob": 29.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.59883, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.945555, + "range_504_ratio": 2.574243, + "range_factor_pass": false, + "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": 81.601732, + "strategy_rank": 58.514301, + "production_rank": 66.210111, + "structural_overlay_pass": false, + "structural_overlay_score": 62.899605, + "structural_overlay_rr": 1.2521, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.949466, + "primary_prob": 13.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.924199, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.46733, + "range_504_ratio": 1.595727, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.88045, + "hold30_r": 4.118502 + }, + { + "symbol": "OXY", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.852814, + "strategy_rank": 84.259605, + "production_rank": 85.790674, + "structural_overlay_pass": false, + "structural_overlay_score": 81.501141, + "structural_overlay_rr": 2.491163, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.028423, + "primary_prob": 29.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 3.042635, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 1.271872, + "range_504_ratio": 3.567525, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.99435, + "hold30_r": 0.718521 + }, + { + "symbol": "PCAR", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.116883, + "strategy_rank": 65.212056, + "production_rank": 71.180332, + "structural_overlay_pass": false, + "structural_overlay_score": 67.621315, + "structural_overlay_rr": 1.526028, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.458005, + "primary_prob": 34.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 81.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.187008, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.401822, + "range_504_ratio": 1.494545, + "range_factor_pass": false, + "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": 92.748918, + "strategy_rank": 75.939361, + "production_rank": 81.542547, + "structural_overlay_pass": false, + "structural_overlay_score": 77.465419, + "structural_overlay_rr": 1.044366, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.044366, + "primary_prob": 28.3, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.566549, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.713866, + "range_504_ratio": 2.041869, + "range_factor_pass": false, + "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": 92.316017, + "strategy_rank": 80.009981, + "production_rank": 84.111993, + "structural_overlay_pass": false, + "structural_overlay_score": 79.906393, + "structural_overlay_rr": 1.610265, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 11, + "rr": 0.830389, + "primary_prob": 54.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 1.245584, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.494359, + "range_504_ratio": 1.639448, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.799485, + "hold30_r": 0.453602 + }, + { + "symbol": "PH", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.930736, + "strategy_rank": 72.883697, + "production_rank": 77.23271, + "structural_overlay_pass": false, + "structural_overlay_score": 73.371074, + "structural_overlay_rr": 1.820879, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.797908, + "primary_prob": 25.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 64.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.696862, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.458728, + "range_504_ratio": 1.58206, + "range_factor_pass": false, + "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": 86.580087, + "strategy_rank": 82.409516, + "production_rank": 83.799706, + "structural_overlay_pass": false, + "structural_overlay_score": 79.609721, + "structural_overlay_rr": 0.807475, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.208364, + "primary_prob": 23.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.812545, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.552796, + "range_504_ratio": 1.738105, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.163143, + "hold30_r": 4.521212 + }, + { + "symbol": "PSX", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.779221, + "strategy_rank": 88.265757, + "production_rank": 90.770245, + "structural_overlay_pass": false, + "structural_overlay_score": 86.231733, + "structural_overlay_rr": 2.11332, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.155148, + "primary_prob": 27.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 3.232722, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.585921, + "range_504_ratio": 1.796645, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.12164, + "hold30_r": 0.696244 + }, + { + "symbol": "PTC", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.636364, + "strategy_rank": 72.121048, + "production_rank": 77.626154, + "structural_overlay_pass": false, + "structural_overlay_score": 73.744846, + "structural_overlay_rr": 2.794164, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.308807, + "primary_prob": 25.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 3.46321, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.465137, + "range_504_ratio": 1.592232, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.050304, + "hold30_r": 1.330554 + }, + { + "symbol": "PWR", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.419913, + "strategy_rank": 78.125041, + "production_rank": 81.556665, + "structural_overlay_pass": false, + "structural_overlay_score": 77.478832, + "structural_overlay_rr": 1.701844, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.103377, + "primary_prob": 27.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.655065, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.692851, + "range_504_ratio": 1.999408, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.058205, + "hold30_r": 1.785804 + }, + { + "symbol": "RCL", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.363636, + "strategy_rank": 89.029059, + "production_rank": 88.140585, + "structural_overlay_pass": false, + "structural_overlay_score": 83.733556, + "structural_overlay_rr": 1.689929, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.612663, + "primary_prob": 35.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.418995, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 1.150833, + "range_504_ratio": 3.160823, + "range_factor_pass": true, + "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": 93.939394, + "strategy_rank": 79.396885, + "production_rank": 84.244388, + "structural_overlay_pass": false, + "structural_overlay_score": 80.032168, + "structural_overlay_rr": 0.668664, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.56768, + "primary_prob": 23.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 68, + "primary_distance_atr": 3.85152, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.611165, + "range_504_ratio": 1.842577, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.056492, + "hold30_r": 0.954843 + }, + { + "symbol": "SBUX", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.502165, + "strategy_rank": 72.500327, + "production_rank": 78.167606, + "structural_overlay_pass": false, + "structural_overlay_score": 74.259226, + "structural_overlay_rr": 1.761589, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.874811, + "primary_prob": 53.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.312217, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.613592, + "range_504_ratio": 1.847054, + "range_factor_pass": false, + "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": 96.428571, + "strategy_rank": 93.061555, + "production_rank": 94.183894, + "structural_overlay_pass": false, + "structural_overlay_score": 89.474699, + "structural_overlay_rr": 2.6155, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.650773, + "primary_prob": 34.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.47616, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.885587, + "range_504_ratio": 2.424406, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.622408, + "hold30_r": 0.973572 + }, + { + "symbol": "SNA", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.168831, + "strategy_rank": 59.96073, + "production_rank": 67.030097, + "structural_overlay_pass": false, + "structural_overlay_score": 63.678592, + "structural_overlay_rr": 1.886935, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.205067, + "primary_prob": 43.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.807601, + "raw_level_count": 26, + "gate_level_count": 26, + "range_504_log": 0.31239, + "range_504_ratio": 1.366688, + "range_factor_pass": false, + "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": 91.666667, + "strategy_rank": 83.443125, + "production_rank": 86.184305, + "structural_overlay_pass": false, + "structural_overlay_score": 81.87509, + "structural_overlay_rr": 1.116527, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.910307, + "primary_prob": 34.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.365461, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.4278, + "range_504_ratio": 1.53388, + "range_factor_pass": false, + "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": 99.242424, + "strategy_rank": 95.776392, + "production_rank": 96.931736, + "structural_overlay_pass": false, + "structural_overlay_score": 92.08515, + "structural_overlay_rr": 1.994801, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.541333, + "primary_prob": 22.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.312, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.993266, + "range_504_ratio": 2.70004, + "range_factor_pass": false, + "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": 89.285714, + "strategy_rank": 65.350972, + "production_rank": 73.329219, + "structural_overlay_pass": false, + "structural_overlay_score": 69.662758, + "structural_overlay_rr": 1.234169, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.827973, + "primary_prob": 31.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.74196, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.437178, + "range_504_ratio": 1.548331, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.760198, + "hold30_r": 1.916962 + }, + { + "symbol": "TKO", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.186147, + "strategy_rank": 84.19661, + "production_rank": 88.526456, + "structural_overlay_pass": false, + "structural_overlay_score": 84.100133, + "structural_overlay_rr": 1.547303, + "structural_overlay_sources": [ + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "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": 55, + "gate_level_count": 55, + "range_504_log": 0.693254, + "range_504_ratio": 2.000214, + "range_factor_pass": false, + "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": 97.619048, + "strategy_rank": 94.769618, + "production_rank": 95.719428, + "structural_overlay_pass": false, + "structural_overlay_score": 90.933457, + "structural_overlay_rr": 2.124235, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.902194, + "primary_prob": 30.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.853292, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 1.06282, + "range_504_ratio": 2.894522, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.030968, + "hold30_r": -1.0 + }, + { + "symbol": "TPR", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.233766, + "strategy_rank": 84.533183, + "production_rank": 86.766711, + "structural_overlay_pass": false, + "structural_overlay_score": 82.428375, + "structural_overlay_rr": 1.775108, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.519942, + "primary_prob": 36.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.279914, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.587323, + "range_504_ratio": 1.799166, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.043953, + "hold30_r": -1.0 + }, + { + "symbol": "TRGP", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.683983, + "strategy_rank": 78.483539, + "production_rank": 79.883687, + "structural_overlay_pass": false, + "structural_overlay_score": 75.889503, + "structural_overlay_rr": 1.527891, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.960668, + "primary_prob": 29.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 53, + "primary_distance_atr": 2.941002, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.741796, + "range_504_ratio": 2.099704, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.925477, + "hold30_r": 1.757757 + }, + { + "symbol": "TT", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.194805, + "strategy_rank": 69.516493, + "production_rank": 73.075931, + "structural_overlay_pass": false, + "structural_overlay_score": 69.422134, + "structural_overlay_rr": 1.104436, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.265563, + "primary_prob": 26.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 3.398344, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.540198, + "range_504_ratio": 1.716346, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.047396, + "hold30_r": -1.0 + }, + { + "symbol": "UAL", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.588745, + "strategy_rank": 91.190523, + "production_rank": 92.323263, + "structural_overlay_pass": false, + "structural_overlay_score": 87.7071, + "structural_overlay_rr": 1.859234, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 12, + "rr": 2.005548, + "primary_prob": 29.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 57, + "primary_distance_atr": 3.008322, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.595362, + "range_504_ratio": 1.813687, + "range_factor_pass": false, + "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": 91.017316, + "strategy_rank": 91.573892, + "production_rank": 91.388367, + "structural_overlay_pass": false, + "structural_overlay_score": 86.818949, + "structural_overlay_rr": 0.76063, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.681106, + "primary_prob": 34.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.52166, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.967674, + "range_504_ratio": 2.631817, + "range_factor_pass": false, + "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": 94.805195, + "strategy_rank": 69.149813, + "production_rank": 77.701607, + "structural_overlay_pass": false, + "structural_overlay_score": 73.816527, + "structural_overlay_rr": 1.255258, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.962207, + "primary_prob": 41.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.443311, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.521618, + "range_504_ratio": 1.684751, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.895394, + "hold30_r": 2.443877 + }, + { + "symbol": "URI", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.12987, + "strategy_rank": 88.556352, + "production_rank": 90.747525, + "structural_overlay_pass": false, + "structural_overlay_score": 86.210148, + "structural_overlay_rr": 2.776216, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.750943, + "primary_prob": 26.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.626414, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.737499, + "range_504_ratio": 2.0907, + "range_factor_pass": false, + "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": 84.848485, + "strategy_rank": 62.439296, + "production_rank": 69.909025, + "structural_overlay_pass": false, + "structural_overlay_score": 66.413574, + "structural_overlay_rr": 2.580464, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 9, + "rr": 2.629774, + "primary_prob": 22.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 3.94466, + "raw_level_count": 25, + "gate_level_count": 25, + "range_504_log": 0.304162, + "range_504_ratio": 1.355488, + "range_factor_pass": false, + "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": 98.809524, + "strategy_rank": 94.469042, + "production_rank": 95.91587, + "structural_overlay_pass": false, + "structural_overlay_score": 91.120076, + "structural_overlay_rr": 1.722736, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.659348, + "primary_prob": 32.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 88.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.489022, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 1.001181, + "range_504_ratio": 2.721495, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.629326, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.645022, + "strategy_rank": 96.550003, + "production_rank": 96.581676, + "structural_overlay_pass": false, + "structural_overlay_score": 91.752592, + "structural_overlay_rr": 1.765689, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.758245, + "primary_prob": 32.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 97.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.637367, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 1.311393, + "range_504_ratio": 3.71134, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.023544, + "hold30_r": -1.0 + }, + { + "symbol": "VRTX", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.519481, + "strategy_rank": 67.44355, + "production_rank": 71.802193, + "structural_overlay_pass": false, + "structural_overlay_score": 68.212084, + "structural_overlay_rr": 2.462224, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.818312, + "primary_prob": 41.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 71.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.727468, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.611882, + "range_504_ratio": 1.843899, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.756682, + "hold30_r": 4.10914 + }, + { + "symbol": "WYNN", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.376623, + "strategy_rank": 96.790202, + "production_rank": 97.319009, + "structural_overlay_pass": false, + "structural_overlay_score": 92.453059, + "structural_overlay_rr": 1.701628, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "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": 69, + "gate_level_count": 69, + "range_504_log": 0.933238, + "range_504_ratio": 2.542729, + "range_factor_pass": false, + "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": 95.995671, + "strategy_rank": 80.091138, + "production_rank": 85.392649, + "structural_overlay_pass": false, + "structural_overlay_score": 81.123017, + "structural_overlay_rr": 1.860661, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.745764, + "primary_prob": 33.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.618646, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.831239, + "range_504_ratio": 2.296161, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.705148, + "hold30_r": 3.479467 + }, + { + "symbol": "XYL", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.012987, + "strategy_rank": 75.390732, + "production_rank": 79.264817, + "structural_overlay_pass": false, + "structural_overlay_score": 75.301576, + "structural_overlay_rr": 1.736693, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.523855, + "primary_prob": 36.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.285782, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.655113, + "range_504_ratio": 1.925361, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.472535, + "hold30_r": 1.764185 + }, + { + "symbol": "CEG", + "date": "2023-03-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.668874, + "strategy_rank": 87.444423, + "production_rank": 91.51924, + "structural_overlay_pass": false, + "structural_overlay_score": 86.943278, + "structural_overlay_rr": 1.687299, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.297419, + "primary_prob": 26.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 3.446128, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.841898, + "range_504_ratio": 2.320768, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.042357, + "hold30_r": 1.186716 + }, + { + "symbol": "ACGL", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.571744, + "strategy_rank": 85.183481, + "production_rank": 89.312902, + "structural_overlay_pass": false, + "structural_overlay_score": 84.847257, + "structural_overlay_rr": 0.871672, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.719, + "primary_prob": 43.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.078499, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.682551, + "range_504_ratio": 1.978919, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.676327, + "hold30_r": 2.99556 + }, + { + "symbol": "ADI", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.099338, + "strategy_rank": 76.617995, + "production_rank": 79.445109, + "structural_overlay_pass": false, + "structural_overlay_score": 75.472854, + "structural_overlay_rr": 1.006486, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.778971, + "primary_prob": 37.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.168456, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.386253, + "range_504_ratio": 1.471456, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.054793, + "hold30_r": -1.0 + }, + { + "symbol": "ALB", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.357616, + "strategy_rank": 94.77412, + "production_rank": 95.301952, + "structural_overlay_pass": false, + "structural_overlay_score": 90.536854, + "structural_overlay_rr": 2.215648, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.827208, + "primary_prob": 21.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 4.240812, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.718974, + "range_504_ratio": 2.052327, + "range_factor_pass": false, + "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": 82.119205, + "strategy_rank": 75.225734, + "production_rank": 77.523558, + "structural_overlay_pass": false, + "structural_overlay_score": 73.64738, + "structural_overlay_rr": 1.630641, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 12, + "rr": 2.273777, + "primary_prob": 26.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 19, + "primary_distance_atr": 3.410665, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.485441, + "range_504_ratio": 1.624892, + "range_factor_pass": false, + "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": 83.88521, + "strategy_rank": 69.292334, + "production_rank": 74.156626, + "structural_overlay_pass": false, + "structural_overlay_score": 70.448795, + "structural_overlay_rr": 1.924841, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.653366, + "primary_prob": 22.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 65, + "primary_distance_atr": 3.980049, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.417545, + "range_504_ratio": 1.518229, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.60092, + "hold30_r": 2.923451 + }, + { + "symbol": "APO", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.644592, + "strategy_rank": 85.662227, + "production_rank": 85.989682, + "structural_overlay_pass": false, + "structural_overlay_score": 81.690198, + "structural_overlay_rr": 2.842498, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 11, + "rr": 1.599018, + "primary_prob": 35.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.398527, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.574967, + "range_504_ratio": 1.777071, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.572546, + "hold30_r": 0.649187 + }, + { + "symbol": "AZO", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.05298, + "strategy_rank": 67.410654, + "production_rank": 75.624763, + "structural_overlay_pass": false, + "structural_overlay_score": 71.843525, + "structural_overlay_rr": 1.119996, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.829268, + "primary_prob": 31.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.743902, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.593453, + "range_504_ratio": 1.810228, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.759349, + "hold30_r": 5.813304 + }, + { + "symbol": "BA", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.320088, + "strategy_rank": 80.968555, + "production_rank": 82.419066, + "structural_overlay_pass": false, + "structural_overlay_score": 78.298113, + "structural_overlay_rr": 2.218003, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.133673, + "primary_prob": 27.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 3.20051, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.803054, + "range_504_ratio": 2.232348, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.039351, + "hold30_r": 0.043746 + }, + { + "symbol": "BEN", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.022075, + "strategy_rank": 77.326025, + "production_rank": 78.224709, + "structural_overlay_pass": false, + "structural_overlay_score": 74.313473, + "structural_overlay_rr": 1.675021, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.599388, + "primary_prob": 35.44, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.399083, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.637139, + "range_504_ratio": 1.891063, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.560319, + "hold30_r": -1.0 + }, + { + "symbol": "BIIB", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.350993, + "strategy_rank": 96.956268, + "production_rank": 97.087843, + "structural_overlay_pass": false, + "structural_overlay_score": 92.233451, + "structural_overlay_rr": 2.135661, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.144587, + "primary_prob": 27.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 56, + "primary_distance_atr": 3.21688, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.687239, + "range_504_ratio": 1.988219, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.086789, + "hold30_r": 5.764075 + }, + { + "symbol": "BKNG", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.10596, + "strategy_rank": 72.982102, + "production_rank": 76.690055, + "structural_overlay_pass": false, + "structural_overlay_score": 72.855552, + "structural_overlay_rr": 1.541058, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.54703, + "primary_prob": 35.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.320545, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.51865, + "range_504_ratio": 1.679759, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.494294, + "hold30_r": 0.31678 + }, + { + "symbol": "BLDR", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.657837, + "strategy_rank": 84.998371, + "production_rank": 84.88486, + "structural_overlay_pass": false, + "structural_overlay_score": 80.640617, + "structural_overlay_rr": 1.314482, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.046811, + "primary_prob": 43.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.570216, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.832444, + "range_504_ratio": 2.29893, + "range_factor_pass": false, + "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": 92.715232, + "strategy_rank": 70.880838, + "production_rank": 78.15897, + "structural_overlay_pass": false, + "structural_overlay_score": 74.251021, + "structural_overlay_rr": 2.546793, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.039201, + "primary_prob": 28.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 3.058801, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.576086, + "range_504_ratio": 1.779062, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.981148, + "hold30_r": 5.968454 + }, + { + "symbol": "CDW", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.437086, + "strategy_rank": 68.257943, + "production_rank": 73.65099, + "structural_overlay_pass": false, + "structural_overlay_score": 69.968441, + "structural_overlay_rr": 1.833508, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.543622, + "primary_prob": 36.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.315433, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.374034, + "range_504_ratio": 1.453587, + "range_factor_pass": false, + "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": 83.443709, + "strategy_rank": 63.003107, + "production_rank": 69.816641, + "structural_overlay_pass": false, + "structural_overlay_score": 66.325809, + "structural_overlay_rr": 1.773673, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.450042, + "primary_prob": 24.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 3.675062, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.573129, + "range_504_ratio": 1.773808, + "range_factor_pass": false, + "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": 86.203091, + "strategy_rank": 67.478727, + "production_rank": 73.720182, + "structural_overlay_pass": false, + "structural_overlay_score": 70.034173, + "structural_overlay_rr": 2.77789, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 9, + "rr": 1.973921, + "primary_prob": 29.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 75, + "primary_distance_atr": 2.960881, + "raw_level_count": 24, + "gate_level_count": 24, + "range_504_log": 0.351572, + "range_504_ratio": 1.4213, + "range_factor_pass": false, + "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": 81.456954, + "strategy_rank": 59.035286, + "production_rank": 66.509175, + "structural_overlay_pass": false, + "structural_overlay_score": 63.183716, + "structural_overlay_rr": 1.406835, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.411785, + "primary_prob": 35.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 84.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.117677, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.373695, + "range_504_ratio": 1.453094, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.339232, + "hold30_r": 0.840792 + }, + { + "symbol": "DHI", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.865342, + "strategy_rank": 80.530409, + "production_rank": 82.642053, + "structural_overlay_pass": false, + "structural_overlay_score": 78.509951, + "structural_overlay_rr": 2.000196, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.950106, + "primary_prob": 22.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 62.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.925159, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.622797, + "range_504_ratio": 1.864135, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.902894, + "hold30_r": 2.902921 + }, + { + "symbol": "EG", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.169978, + "strategy_rank": 81.693434, + "production_rank": 84.852282, + "structural_overlay_pass": false, + "structural_overlay_score": 80.609668, + "structural_overlay_rr": 2.473172, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.863276, + "primary_prob": 20.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.794915, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.519841, + "range_504_ratio": 1.68176, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.825886, + "hold30_r": 1.838405 + }, + { + "symbol": "EME", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.514349, + "strategy_rank": 73.662247, + "production_rank": 78.946281, + "structural_overlay_pass": false, + "structural_overlay_score": 74.998967, + "structural_overlay_rr": 1.852196, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.032682, + "primary_prob": 35.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.549023, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.574531, + "range_504_ratio": 1.776297, + "range_factor_pass": false, + "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": 88.852097, + "strategy_rank": 89.454177, + "production_rank": 89.253484, + "structural_overlay_pass": false, + "structural_overlay_score": 84.79081, + "structural_overlay_rr": 2.178748, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.86557, + "primary_prob": 21.19, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 54, + "primary_distance_atr": 4.298355, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 1.424283, + "range_504_ratio": 4.154877, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.034981, + "hold30_r": -1.0 + }, + { + "symbol": "EQT", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.92936, + "strategy_rank": 93.636014, + "production_rank": 93.733796, + "structural_overlay_pass": false, + "structural_overlay_score": 89.047106, + "structural_overlay_rr": 2.312382, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.649753, + "primary_prob": 22.82, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 3.97463, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 1.196369, + "range_504_ratio": 3.308084, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.026496, + "hold30_r": 1.265141 + }, + { + "symbol": "ERIE", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.487859, + "strategy_rank": 78.62432, + "production_rank": 83.578833, + "structural_overlay_pass": false, + "structural_overlay_score": 79.399892, + "structural_overlay_rr": 1.923136, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.441884, + "primary_prob": 24.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 3.662826, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.59225, + "range_504_ratio": 1.808053, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.051332, + "hold30_r": -1.0 + }, + { + "symbol": "FISV", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.794702, + "strategy_rank": 70.862459, + "production_rank": 74.173207, + "structural_overlay_pass": false, + "structural_overlay_score": 70.464546, + "structural_overlay_rr": 1.413338, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 8, + "rr": 1.054664, + "primary_prob": 47.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.581996, + "raw_level_count": 21, + "gate_level_count": 21, + "range_504_log": 0.320072, + "range_504_ratio": 1.377226, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.006436, + "hold30_r": 1.996853 + }, + { + "symbol": "FIX", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.916115, + "strategy_rank": 87.097227, + "production_rank": 90.036857, + "structural_overlay_pass": false, + "structural_overlay_score": 85.535014, + "structural_overlay_rr": 2.024281, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.923538, + "primary_prob": 34.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.385307, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.806552, + "range_504_ratio": 2.240171, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.883187, + "hold30_r": -1.045268 + }, + { + "symbol": "GILD", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.033113, + "strategy_rank": 75.939478, + "production_rank": 82.304023, + "structural_overlay_pass": false, + "structural_overlay_score": 78.188822, + "structural_overlay_rr": 2.614967, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.317265, + "primary_prob": 25.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 3.475898, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.450975, + "range_504_ratio": 1.569842, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.255757, + "hold30_r": 0.386575 + }, + { + "symbol": "GIS", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.527594, + "strategy_rank": 62.7561, + "production_rank": 71.013264, + "structural_overlay_pass": false, + "structural_overlay_score": 67.462601, + "structural_overlay_rr": 1.163197, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.944106, + "primary_prob": 65.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.416159, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.443948, + "range_504_ratio": 1.558849, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.874587, + "hold30_r": 3.241093 + }, + { + "symbol": "GL", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.898455, + "strategy_rank": 62.8135, + "production_rank": 69.175151, + "structural_overlay_pass": false, + "structural_overlay_score": 65.716394, + "structural_overlay_rr": 2.3397, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 10, + "rr": 2.005854, + "primary_prob": 29.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 3.00878, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.373483, + "range_504_ratio": 1.452786, + "range_factor_pass": false, + "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": 94.370861, + "strategy_rank": 69.793083, + "production_rank": 77.985676, + "structural_overlay_pass": false, + "structural_overlay_score": 74.086392, + "structural_overlay_rr": 2.188138, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.691213, + "primary_prob": 33.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.53682, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.484583, + "range_504_ratio": 1.623497, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.6408, + "hold30_r": 3.175926 + }, + { + "symbol": "GWW", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.591611, + "strategy_rank": 81.445406, + "production_rank": 85.827474, + "structural_overlay_pass": false, + "structural_overlay_score": 81.5361, + "structural_overlay_rr": 0.699708, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.494385, + "primary_prob": 18.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.241578, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.595035, + "range_504_ratio": 1.813094, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.055428, + "hold30_r": -1.0 + }, + { + "symbol": "HUBB", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.812362, + "strategy_rank": 79.287156, + "production_rank": 84.462224, + "structural_overlay_pass": false, + "structural_overlay_score": 80.239113, + "structural_overlay_rr": 2.09796, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.503198, + "primary_prob": 37.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.254797, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.436261, + "range_504_ratio": 1.546913, + "range_factor_pass": false, + "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": 82.339956, + "strategy_rank": 68.474974, + "production_rank": 73.096634, + "structural_overlay_pass": false, + "structural_overlay_score": 69.441803, + "structural_overlay_rr": 2.158637, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.574999, + "primary_prob": 23.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.362499, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.481656, + "range_504_ratio": 1.618752, + "range_factor_pass": false, + "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": 91.611479, + "strategy_rank": 82.200723, + "production_rank": 85.337641, + "structural_overlay_pass": false, + "structural_overlay_score": 81.070759, + "structural_overlay_rr": 1.89098, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.720087, + "primary_prob": 23.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.580131, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.546947, + "range_504_ratio": 1.727969, + "range_factor_pass": false, + "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": 85.540839, + "strategy_rank": 72.169336, + "production_rank": 76.626504, + "structural_overlay_pass": false, + "structural_overlay_score": 72.795178, + "structural_overlay_rr": 1.852909, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.821759, + "primary_prob": 31.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.732638, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.466561, + "range_504_ratio": 1.594502, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.779072, + "hold30_r": 1.63909 + }, + { + "symbol": "IT", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.236203, + "strategy_rank": 67.272831, + "production_rank": 71.927288, + "structural_overlay_pass": false, + "structural_overlay_score": 68.330924, + "structural_overlay_rr": 1.878595, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.889714, + "primary_prob": 30.93, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 68, + "primary_distance_atr": 2.83457, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.510857, + "range_504_ratio": 1.666719, + "range_factor_pass": false, + "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": 86.423841, + "strategy_rank": 84.020918, + "production_rank": 84.821892, + "structural_overlay_pass": false, + "structural_overlay_score": 80.580798, + "structural_overlay_rr": 1.611478, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.963665, + "primary_prob": 29.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.945497, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.602642, + "range_504_ratio": 1.826938, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.038078, + "hold30_r": -1.0 + }, + { + "symbol": "LEN", + "date": "2023-03-23", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.878587, + "strategy_rank": 78.412808, + "production_rank": 80.568068, + "structural_overlay_pass": false, + "structural_overlay_score": 76.539665, + "structural_overlay_rr": 2.130887, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.130887, + "primary_prob": 32.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 15, + "primary_distance_atr": 3.196331, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.630972, + "range_504_ratio": 1.879437, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.082635, + "hold30_r": 2.350278 + }, + { + "symbol": "LULU", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.242826, + "strategy_rank": 80.817555, + "production_rank": 80.625979, + "structural_overlay_pass": false, + "structural_overlay_score": 76.59468, + "structural_overlay_rr": 1.62344, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.513526, + "primary_prob": 36.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.270288, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.658366, + "range_504_ratio": 1.931633, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.466691, + "hold30_r": 5.963357 + }, + { + "symbol": "LVS", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.448124, + "strategy_rank": 95.153334, + "production_rank": 96.584931, + "structural_overlay_pass": false, + "structural_overlay_score": 91.755684, + "structural_overlay_rr": 1.512157, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.512586, + "primary_prob": 23.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.26888, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.747734, + "range_504_ratio": 2.112208, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.469867, + "hold30_r": 2.700699 + }, + { + "symbol": "MCHP", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.761589, + "strategy_rank": 83.953817, + "production_rank": 84.556408, + "structural_overlay_pass": false, + "structural_overlay_score": 80.328588, + "structural_overlay_rr": 1.421935, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.732912, + "primary_prob": 21.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.599369, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.504733, + "range_504_ratio": 1.656543, + "range_factor_pass": false, + "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": 80.463576, + "strategy_rank": 57.414812, + "production_rank": 65.097733, + "structural_overlay_pass": false, + "structural_overlay_score": 61.842847, + "structural_overlay_rr": 2.090926, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.104697, + "primary_prob": 28.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 3.157046, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.766884, + "range_504_ratio": 2.153046, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.0382, + "hold30_r": 2.974095 + }, + { + "symbol": "MGM", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.002208, + "strategy_rank": 81.229299, + "production_rank": 81.820268, + "structural_overlay_pass": false, + "structural_overlay_score": 77.729255, + "structural_overlay_rr": 1.522881, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.861609, + "primary_prob": 31.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 54, + "primary_distance_atr": 2.792413, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.661411, + "range_504_ratio": 1.937524, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.821888, + "hold30_r": 0.920039 + }, + { + "symbol": "MPC", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.227373, + "strategy_rank": 89.481188, + "production_rank": 92.729916, + "structural_overlay_pass": false, + "structural_overlay_score": 88.09342, + "structural_overlay_rr": 1.145737, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.157775, + "primary_prob": 26.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.736662, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 1.000216, + "range_504_ratio": 2.718868, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.121575, + "hold30_r": -1.0 + }, + { + "symbol": "MPWR", + "date": "2023-03-23", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.267108, + "strategy_rank": 93.370676, + "production_rank": 93.336153, + "structural_overlay_pass": false, + "structural_overlay_score": 88.669346, + "structural_overlay_rr": 2.142572, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.01656, + "primary_prob": 27.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 5, + "primary_distance_atr": 3.024841, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.653628, + "range_504_ratio": 1.922503, + "range_factor_pass": false, + "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": 92.273731, + "strategy_rank": 65.946237, + "production_rank": 74.722068, + "structural_overlay_pass": false, + "structural_overlay_score": 70.985965, + "structural_overlay_rr": 1.597821, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.92872, + "primary_prob": 30.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.89308, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.488055, + "range_504_ratio": 1.629144, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.871371, + "hold30_r": 3.700188 + }, + { + "symbol": "MSTR", + "date": "2023-03-23", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.293598, + "strategy_rank": 92.340321, + "production_rank": 91.324746, + "structural_overlay_pass": false, + "structural_overlay_score": 86.758509, + "structural_overlay_rr": 1.647273, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.123221, + "primary_prob": 29.76, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 34.0, + "primary_rejection_count": 15, + "primary_distance_atr": 3.184831, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 1.905456, + "range_504_ratio": 6.722474, + "range_factor_pass": true, + "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": 83.222958, + "strategy_rank": 87.430079, + "production_rank": 86.027706, + "structural_overlay_pass": false, + "structural_overlay_score": 81.72632, + "structural_overlay_rr": 1.25498, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.931935, + "primary_prob": 30.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.897903, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 1.118776, + "range_504_ratio": 3.061106, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.909827, + "hold30_r": 1.371851 + }, + { + "symbol": "NUE", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.286976, + "strategy_rank": 87.584143, + "production_rank": 88.485087, + "structural_overlay_pass": false, + "structural_overlay_score": 84.060833, + "structural_overlay_rr": 1.672754, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.411996, + "primary_prob": 21.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 81.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.617994, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.761874, + "range_504_ratio": 2.142287, + "range_factor_pass": false, + "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": 82.560706, + "strategy_rank": 79.466503, + "production_rank": 80.497904, + "structural_overlay_pass": false, + "structural_overlay_score": 76.473009, + "structural_overlay_rr": 0.804953, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.708527, + "primary_prob": 33.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.562791, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.501147, + "range_504_ratio": 1.650614, + "range_factor_pass": false, + "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": 98.785872, + "strategy_rank": 97.167732, + "production_rank": 97.707112, + "structural_overlay_pass": false, + "structural_overlay_score": 92.821756, + "structural_overlay_rr": 0.758544, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.990485, + "primary_prob": 31.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.485728, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.945555, + "range_504_ratio": 2.574243, + "range_factor_pass": false, + "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": 87.086093, + "strategy_rank": 62.843525, + "production_rank": 70.924381, + "structural_overlay_pass": false, + "structural_overlay_score": 67.378162, + "structural_overlay_rr": 1.968047, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.008392, + "primary_prob": 29.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 3.012589, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.46733, + "range_504_ratio": 1.595727, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.941962, + "hold30_r": 5.775208 + }, + { + "symbol": "PCAR", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.410596, + "strategy_rank": 69.420457, + "production_rank": 75.750503, + "structural_overlay_pass": false, + "structural_overlay_score": 71.962978, + "structural_overlay_rr": 1.872159, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.805585, + "primary_prob": 28.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 81.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.708377, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.401822, + "range_504_ratio": 1.494545, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.754117, + "hold30_r": 1.087457 + }, + { + "symbol": "PCG", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.474614, + "strategy_rank": 77.768353, + "production_rank": 83.67044, + "structural_overlay_pass": false, + "structural_overlay_score": 79.486918, + "structural_overlay_rr": 1.332547, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.377977, + "primary_prob": 39.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.066965, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.713866, + "range_504_ratio": 2.041869, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.329906, + "hold30_r": 3.112473 + }, + { + "symbol": "PFG", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.949227, + "strategy_rank": 80.845076, + "production_rank": 84.213126, + "structural_overlay_pass": false, + "structural_overlay_score": 80.00247, + "structural_overlay_rr": 1.912553, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 11, + "rr": 1.708157, + "primary_prob": 33.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.562235, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.494359, + "range_504_ratio": 1.639448, + "range_factor_pass": false, + "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": 88.631347, + "strategy_rank": 68.385555, + "production_rank": 75.134152, + "structural_overlay_pass": false, + "structural_overlay_score": 71.377445, + "structural_overlay_rr": 1.205917, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.205261, + "primary_prob": 35.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.807891, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.494464, + "range_504_ratio": 1.639619, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.1521, + "hold30_r": -1.047181 + }, + { + "symbol": "PH", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.072848, + "strategy_rank": 75.467733, + "production_rank": 80.002772, + "structural_overlay_pass": false, + "structural_overlay_score": 76.002633, + "structural_overlay_rr": 1.790821, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.271385, + "primary_prob": 34.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 64.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.907077, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.458728, + "range_504_ratio": 1.58206, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.040588, + "hold30_r": 0.815766 + }, + { + "symbol": "PHM", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.728477, + "strategy_rank": 84.886586, + "production_rank": 86.833883, + "structural_overlay_pass": false, + "structural_overlay_score": 82.492189, + "structural_overlay_rr": 1.928021, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.651071, + "primary_prob": 29.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.476607, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.552796, + "range_504_ratio": 1.738105, + "range_factor_pass": false, + "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": 91.83223, + "strategy_rank": 91.011636, + "production_rank": 91.285167, + "structural_overlay_pass": false, + "structural_overlay_score": 86.720909, + "structural_overlay_rr": 0.76809, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.675617, + "primary_prob": 61.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.013426, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.590668, + "range_504_ratio": 1.805193, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.639385, + "hold30_r": 1.004408 + }, + { + "symbol": "PSX", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.494481, + "strategy_rank": 84.966401, + "production_rank": 87.475761, + "structural_overlay_pass": false, + "structural_overlay_score": 83.101973, + "structural_overlay_rr": 2.19589, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.824292, + "primary_prob": 31.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.736438, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.585921, + "range_504_ratio": 1.796645, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.789071, + "hold30_r": -0.018827 + }, + { + "symbol": "PTC", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.189845, + "strategy_rank": 71.809984, + "production_rank": 77.269938, + "structural_overlay_pass": false, + "structural_overlay_score": 73.406441, + "structural_overlay_rr": 1.265431, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.392267, + "primary_prob": 25.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 3.588401, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.465137, + "range_504_ratio": 1.592232, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.054898, + "hold30_r": 2.077328 + }, + { + "symbol": "PWR", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.98234, + "strategy_rank": 75.98059, + "production_rank": 79.314506, + "structural_overlay_pass": false, + "structural_overlay_score": 75.348781, + "structural_overlay_rr": 0.857934, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.857934, + "primary_prob": 35.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.286901, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.692851, + "range_504_ratio": 1.999408, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.811857, + "hold30_r": 1.753547 + }, + { + "symbol": "RCL", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.748344, + "strategy_rank": 90.036176, + "production_rank": 89.273565, + "structural_overlay_pass": false, + "structural_overlay_score": 84.809887, + "structural_overlay_rr": 2.131476, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.741479, + "primary_prob": 33.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.612219, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 1.150833, + "range_504_ratio": 3.160823, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.712218, + "hold30_r": 3.283932 + }, + { + "symbol": "ROST", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.15011, + "strategy_rank": 79.286135, + "production_rank": 84.240793, + "structural_overlay_pass": false, + "structural_overlay_score": 80.028753, + "structural_overlay_rr": 2.371508, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.894425, + "primary_prob": 30.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.841638, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.611165, + "range_504_ratio": 1.842577, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.839218, + "hold30_r": 0.763224 + }, + { + "symbol": "SBUX", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.735099, + "strategy_rank": 72.594305, + "production_rank": 78.307903, + "structural_overlay_pass": false, + "structural_overlay_score": 74.392508, + "structural_overlay_rr": 1.518738, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.518738, + "primary_prob": 36.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.278107, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.613592, + "range_504_ratio": 1.847054, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.45403, + "hold30_r": 2.889546 + }, + { + "symbol": "SLB", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.136865, + "strategy_rank": 93.09977, + "production_rank": 94.112135, + "structural_overlay_pass": false, + "structural_overlay_score": 89.406529, + "structural_overlay_rr": 2.636592, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.875782, + "primary_prob": 31.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.813672, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.885587, + "range_504_ratio": 2.424406, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.847696, + "hold30_r": 0.083368 + }, + { + "symbol": "STLD", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.344371, + "strategy_rank": 95.305817, + "production_rank": 96.318668, + "structural_overlay_pass": false, + "structural_overlay_score": 91.502735, + "structural_overlay_rr": 1.994223, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.506445, + "primary_prob": 23.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.259668, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.993266, + "range_504_ratio": 2.70004, + "range_factor_pass": false, + "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": 81.015453, + "strategy_rank": 70.884826, + "production_rank": 74.261701, + "structural_overlay_pass": false, + "structural_overlay_score": 70.548616, + "structural_overlay_rr": 1.059632, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.832302, + "primary_prob": 50.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 80.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.248452, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.43513, + "range_504_ratio": 1.545163, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.784105, + "hold30_r": 2.266014 + }, + { + "symbol": "TJX", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.390728, + "strategy_rank": 66.484523, + "production_rank": 74.786592, + "structural_overlay_pass": false, + "structural_overlay_score": 71.047262, + "structural_overlay_rr": 2.337527, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.395931, + "primary_prob": 25.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 3.593896, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.437178, + "range_504_ratio": 1.548331, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.066595, + "hold30_r": 1.726676 + }, + { + "symbol": "TKO", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.578366, + "strategy_rank": 83.992522, + "production_rank": 88.187803, + "structural_overlay_pass": false, + "structural_overlay_score": 83.778413, + "structural_overlay_rr": 1.509156, + "structural_overlay_sources": [ + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "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": 55, + "gate_level_count": 55, + "range_504_log": 0.693254, + "range_504_ratio": 2.000214, + "range_factor_pass": false, + "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": 81.677704, + "strategy_rank": 59.619327, + "production_rank": 66.972119, + "structural_overlay_pass": false, + "structural_overlay_score": 63.623513, + "structural_overlay_rr": 1.41547, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.432304, + "primary_prob": 38.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 88, + "primary_distance_atr": 2.148457, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.419251, + "range_504_ratio": 1.520822, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.360796, + "hold30_r": 0.316587 + }, + { + "symbol": "TPL", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.130243, + "strategy_rank": 94.191611, + "production_rank": 95.171155, + "structural_overlay_pass": false, + "structural_overlay_score": 90.412597, + "structural_overlay_rr": 2.205136, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.144543, + "primary_prob": 27.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 17, + "primary_distance_atr": 3.216814, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 1.06282, + "range_504_ratio": 2.894522, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.0315, + "hold30_r": -1.0 + }, + { + "symbol": "TPR", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.066225, + "strategy_rank": 83.365741, + "production_rank": 85.599236, + "structural_overlay_pass": false, + "structural_overlay_score": 81.319274, + "structural_overlay_rr": 2.020027, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.26004, + "primary_prob": 21.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 73.0, + "primary_rejection_count": 19, + "primary_distance_atr": 3.39006, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.587323, + "range_504_ratio": 1.799166, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.120968, + "hold30_r": -1.077996 + }, + { + "symbol": "TT", + "date": "2023-03-23", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.664459, + "strategy_rank": 71.285386, + "production_rank": 75.411744, + "structural_overlay_pass": false, + "structural_overlay_score": 71.641156, + "structural_overlay_rr": 0.889738, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.068233, + "primary_prob": 28.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 3.10235, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.540198, + "range_504_ratio": 1.716346, + "range_factor_pass": false, + "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": 93.708609, + "strategy_rank": 95.29867, + "production_rank": 94.76865, + "structural_overlay_pass": false, + "structural_overlay_score": 90.030217, + "structural_overlay_rr": 1.774823, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.845882, + "primary_prob": 46.55, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.768823, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 1.073426, + "range_504_ratio": 2.925385, + "range_factor_pass": true, + "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": 93.046358, + "strategy_rank": 89.383552, + "production_rank": 90.604487, + "structural_overlay_pass": false, + "structural_overlay_score": 86.074263, + "structural_overlay_rr": 2.646449, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.716357, + "primary_prob": 33.5, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 75, + "primary_distance_atr": 2.574536, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.595362, + "range_504_ratio": 1.813687, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.029044, + "hold30_r": 1.098039 + }, + { + "symbol": "UBER", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.507726, + "strategy_rank": 91.108712, + "production_rank": 90.908384, + "structural_overlay_pass": false, + "structural_overlay_score": 86.362964, + "structural_overlay_rr": 1.548521, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.555262, + "primary_prob": 36.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.332894, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.967674, + "range_504_ratio": 2.631817, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.524799, + "hold30_r": 3.209497 + }, + { + "symbol": "ULTA", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.799117, + "strategy_rank": 70.468633, + "production_rank": 79.245461, + "structural_overlay_pass": false, + "structural_overlay_score": 75.283188, + "structural_overlay_rr": 0.724018, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.131043, + "primary_prob": 32.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.696564, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.521618, + "range_504_ratio": 1.684751, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.064199, + "hold30_r": 0.279303 + }, + { + "symbol": "URI", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.695364, + "strategy_rank": 89.850191, + "production_rank": 91.798582, + "structural_overlay_pass": false, + "structural_overlay_score": 87.208653, + "structural_overlay_rr": 1.653134, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.162306, + "primary_prob": 21.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 16, + "primary_distance_atr": 3.243458, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.737499, + "range_504_ratio": 2.0907, + "range_factor_pass": false, + "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": 87.306843, + "strategy_rank": 64.650033, + "production_rank": 72.202303, + "structural_overlay_pass": false, + "structural_overlay_score": 68.592188, + "structural_overlay_rr": 2.837616, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 9, + "rr": 1.916123, + "primary_prob": 30.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.874185, + "raw_level_count": 25, + "gate_level_count": 25, + "range_504_log": 0.304162, + "range_504_ratio": 1.355488, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.862761, + "hold30_r": 2.440865 + }, + { + "symbol": "VLO", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.792494, + "strategy_rank": 93.597918, + "production_rank": 94.99611, + "structural_overlay_pass": false, + "structural_overlay_score": 90.246305, + "structural_overlay_rr": 0.751614, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.677209, + "primary_prob": 57.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 83.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.015814, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 1.001181, + "range_504_ratio": 2.721495, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.644325, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.013245, + "strategy_rank": 97.485924, + "production_rank": 97.661697, + "structural_overlay_pass": false, + "structural_overlay_score": 92.778612, + "structural_overlay_rr": 1.701443, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.569213, + "primary_prob": 35.98, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.353819, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 1.311393, + "range_504_ratio": 3.71134, + "range_factor_pass": true, + "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": 82.781457, + "strategy_rank": 69.444817, + "production_rank": 73.890364, + "structural_overlay_pass": false, + "structural_overlay_score": 70.195846, + "structural_overlay_rr": 2.066121, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.414575, + "primary_prob": 47.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 70.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.121863, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.611882, + "range_504_ratio": 1.843899, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.351319, + "hold30_r": 4.497997 + }, + { + "symbol": "WYNN", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.565121, + "strategy_rank": 96.517611, + "production_rank": 97.200115, + "structural_overlay_pass": false, + "structural_overlay_score": 92.340109, + "structural_overlay_rr": 0.788737, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.747507, + "primary_prob": 55.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 89.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.121261, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.933238, + "range_504_ratio": 2.542729, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.706586, + "hold30_r": 0.88239 + }, + { + "symbol": "XOM", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.253863, + "strategy_rank": 80.15788, + "production_rank": 85.189875, + "structural_overlay_pass": false, + "structural_overlay_score": 80.930381, + "structural_overlay_rr": 1.751272, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.109149, + "primary_prob": 28.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 3.163723, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.831239, + "range_504_ratio": 2.296161, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.06788, + "hold30_r": 1.051581 + }, + { + "symbol": "XYL", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.969095, + "strategy_rank": 76.115811, + "production_rank": 80.066906, + "structural_overlay_pass": false, + "structural_overlay_score": 76.063561, + "structural_overlay_rr": 1.65584, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.263856, + "primary_prob": 26.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 3.395783, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.655113, + "range_504_ratio": 1.925361, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.21461, + "hold30_r": 2.973093 + }, + { + "symbol": "CEG", + "date": "2023-03-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.871629, + "strategy_rank": 85.668052, + "production_rank": 89.402578, + "structural_overlay_pass": false, + "structural_overlay_score": 84.932449, + "structural_overlay_rr": 2.0861, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.9943, + "primary_prob": 44.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.99145, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.841898, + "range_504_ratio": 2.320768, + "range_factor_pass": false, + "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": 80.582524, + "strategy_rank": 85.535862, + "production_rank": 83.884749, + "structural_overlay_pass": false, + "structural_overlay_score": 79.690512, + "structural_overlay_rr": 1.653452, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.589161, + "primary_prob": 23.33, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 3.883742, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 2.524259, + "range_504_ratio": 12.481645, + "range_factor_pass": true, + "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": 97.087379, + "strategy_rank": 83.461703, + "production_rank": 88.003595, + "structural_overlay_pass": false, + "structural_overlay_score": 83.603415, + "structural_overlay_rr": 1.595466, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.272799, + "primary_prob": 23.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.909199, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.682551, + "range_504_ratio": 1.978919, + "range_factor_pass": false, + "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": 95.145631, + "strategy_rank": 94.179983, + "production_rank": 94.501865, + "structural_overlay_pass": false, + "structural_overlay_score": 89.776772, + "structural_overlay_rr": 2.008256, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.826396, + "primary_prob": 31.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.739593, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.718974, + "range_504_ratio": 2.052327, + "range_factor_pass": false, + "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": 86.515642, + "strategy_rank": 77.966762, + "production_rank": 80.816389, + "structural_overlay_pass": false, + "structural_overlay_score": 76.775569, + "structural_overlay_rr": 1.565519, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.280939, + "primary_prob": 26.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 19, + "primary_distance_atr": 3.421408, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.485441, + "range_504_ratio": 1.624892, + "range_factor_pass": false, + "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": 84.573894, + "strategy_rank": 86.58601, + "production_rank": 85.915305, + "structural_overlay_pass": false, + "structural_overlay_score": 81.61954, + "structural_overlay_rr": 2.025296, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.618319, + "primary_prob": 35.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.427479, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 1.206543, + "range_504_ratio": 3.341911, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.589449, + "hold30_r": -1.0 + }, + { + "symbol": "APD", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.847896, + "strategy_rank": 68.230341, + "production_rank": 73.10286, + "structural_overlay_pass": false, + "structural_overlay_score": 69.447717, + "structural_overlay_rr": 1.677389, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.539758, + "primary_prob": 36.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 65, + "primary_distance_atr": 2.309637, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.417545, + "range_504_ratio": 1.518229, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.479227, + "hold30_r": -0.186105 + }, + { + "symbol": "APO", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.722762, + "strategy_rank": 88.758893, + "production_rank": 89.413516, + "structural_overlay_pass": false, + "structural_overlay_score": 84.94284, + "structural_overlay_rr": 1.896733, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.904705, + "primary_prob": 30.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.857057, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.574967, + "range_504_ratio": 1.777071, + "range_factor_pass": false, + "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": 81.229773, + "strategy_rank": 81.209604, + "production_rank": 81.216327, + "structural_overlay_pass": false, + "structural_overlay_score": 77.155511, + "structural_overlay_rr": 2.078295, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.033511, + "primary_prob": 48.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.550266, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.841251, + "range_504_ratio": 2.319266, + "range_factor_pass": false, + "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": 81.445523, + "strategy_rank": 78.421985, + "production_rank": 79.429831, + "structural_overlay_pass": false, + "structural_overlay_score": 75.458339, + "structural_overlay_rr": 1.26556, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.64047, + "primary_prob": 25.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.460705, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.52758, + "range_504_ratio": 1.694826, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.59666, + "hold30_r": 0.18856 + }, + { + "symbol": "AZO", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.063646, + "strategy_rank": 60.631097, + "production_rank": 68.108613, + "structural_overlay_pass": false, + "structural_overlay_score": 64.703183, + "structural_overlay_rr": 1.478388, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.463544, + "primary_prob": 37.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.195316, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.593453, + "range_504_ratio": 1.810228, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.387073, + "hold30_r": 5.130601 + }, + { + "symbol": "BA", + "date": "2023-03-30", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.270766, + "strategy_rank": 81.272529, + "production_rank": 83.271941, + "structural_overlay_pass": false, + "structural_overlay_score": 79.108344, + "structural_overlay_rr": 2.159569, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.041938, + "primary_prob": 43.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.062907, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.803054, + "range_504_ratio": 2.232348, + "range_factor_pass": false, + "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": 96.22438, + "strategy_rank": 73.137475, + "production_rank": 80.83311, + "structural_overlay_pass": false, + "structural_overlay_score": 76.791454, + "structural_overlay_rr": 2.43463, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.501479, + "primary_prob": 39.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 3.752219, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.687239, + "range_504_ratio": 1.988219, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.435699, + "hold30_r": 4.120717 + }, + { + "symbol": "BKNG", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.760518, + "strategy_rank": 72.561964, + "production_rank": 76.961482, + "structural_overlay_pass": false, + "structural_overlay_score": 73.113408, + "structural_overlay_rr": 0.861373, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.867774, + "primary_prob": 52.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.301662, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.51865, + "range_504_ratio": 1.679759, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.809669, + "hold30_r": 0.233781 + }, + { + "symbol": "BLDR", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.655879, + "strategy_rank": 92.976661, + "production_rank": 94.203067, + "structural_overlay_pass": false, + "structural_overlay_score": 89.492914, + "structural_overlay_rr": 0.969492, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.672981, + "primary_prob": 41.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.009472, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.832444, + "range_504_ratio": 2.29893, + "range_factor_pass": false, + "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": 92.664509, + "strategy_rank": 69.870539, + "production_rank": 77.468529, + "structural_overlay_pass": false, + "structural_overlay_score": 73.595102, + "structural_overlay_rr": 1.535797, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.578945, + "primary_prob": 23.61, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 26.0, + "primary_rejection_count": 7, + "primary_distance_atr": 3.868418, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.576086, + "range_504_ratio": 1.779062, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.515814, + "hold30_r": 3.946211 + }, + { + "symbol": "CAT", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.358145, + "strategy_rank": 71.870938, + "production_rank": 76.03334, + "structural_overlay_pass": false, + "structural_overlay_score": 72.231673, + "structural_overlay_rr": 1.825925, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.180812, + "primary_prob": 27.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 3.271218, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.50473, + "range_504_ratio": 1.656538, + "range_factor_pass": false, + "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": 84.789644, + "strategy_rank": 68.104096, + "production_rank": 73.665946, + "structural_overlay_pass": false, + "structural_overlay_score": 69.982648, + "structural_overlay_rr": 2.069624, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.768334, + "primary_prob": 32.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.652501, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.374034, + "range_504_ratio": 1.453587, + "range_factor_pass": false, + "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": 82.524272, + "strategy_rank": 62.223395, + "production_rank": 68.990354, + "structural_overlay_pass": false, + "structural_overlay_score": 65.540836, + "structural_overlay_rr": 2.029431, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.2413, + "primary_prob": 26.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 3.36195, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.573129, + "range_504_ratio": 1.773808, + "range_factor_pass": false, + "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": 86.731392, + "strategy_rank": 67.235117, + "production_rank": 73.733875, + "structural_overlay_pass": false, + "structural_overlay_score": 70.047182, + "structural_overlay_rr": 1.565549, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 2.291199, + "primary_prob": 26.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 3.436798, + "raw_level_count": 24, + "gate_level_count": 24, + "range_504_log": 0.351572, + "range_504_ratio": 1.4213, + "range_factor_pass": false, + "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": 80.151025, + "strategy_rank": 76.740809, + "production_rank": 77.877548, + "structural_overlay_pass": false, + "structural_overlay_score": 73.98367, + "structural_overlay_rr": 2.222183, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 3.018884, + "primary_prob": 20.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 4.528327, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.990965, + "range_504_ratio": 2.693834, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.038745, + "hold30_r": 0.035134 + }, + { + "symbol": "CPRT", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.366775, + "strategy_rank": 64.394525, + "production_rank": 69.718608, + "structural_overlay_pass": false, + "structural_overlay_score": 66.232678, + "structural_overlay_rr": 1.379276, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.203732, + "primary_prob": 58.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.805597, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.455218, + "range_504_ratio": 1.576517, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.130023, + "hold30_r": 4.182967 + }, + { + "symbol": "CRH", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.299892, + "strategy_rank": 77.944908, + "production_rank": 80.729903, + "structural_overlay_pass": false, + "structural_overlay_score": 76.693408, + "structural_overlay_rr": 0.674125, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.30912, + "primary_prob": 41.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.96368, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.557875, + "range_504_ratio": 1.746957, + "range_factor_pass": false, + "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": 90.938511, + "strategy_rank": 82.838874, + "production_rank": 85.538753, + "structural_overlay_pass": false, + "structural_overlay_score": 81.261815, + "structural_overlay_rr": 0.742454, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.77796, + "primary_prob": 56.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 59, + "primary_distance_atr": 1.16694, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.622797, + "range_504_ratio": 1.864135, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.725981, + "hold30_r": 3.646089 + }, + { + "symbol": "EG", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.693635, + "strategy_rank": 81.171551, + "production_rank": 84.678913, + "structural_overlay_pass": false, + "structural_overlay_score": 80.444967, + "structural_overlay_rr": 1.892766, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.212454, + "primary_prob": 32.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.818682, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.519841, + "range_504_ratio": 1.68176, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.168719, + "hold30_r": 1.828074 + }, + { + "symbol": "EME", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.518878, + "strategy_rank": 78.758371, + "production_rank": 85.011873, + "structural_overlay_pass": false, + "structural_overlay_score": 80.76128, + "structural_overlay_rr": 0.762589, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.280585, + "primary_prob": 27.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.920877, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.574531, + "range_504_ratio": 1.776297, + "range_factor_pass": false, + "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": 90.183387, + "strategy_rank": 90.641826, + "production_rank": 90.489013, + "structural_overlay_pass": false, + "structural_overlay_score": 85.964563, + "structural_overlay_rr": 1.810417, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.846096, + "primary_prob": 31.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.769144, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 1.424283, + "range_504_ratio": 4.154877, + "range_factor_pass": true, + "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": 82.092772, + "strategy_rank": 85.430495, + "production_rank": 84.317921, + "structural_overlay_pass": false, + "structural_overlay_score": 80.102025, + "structural_overlay_rr": 1.677534, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 3.01935, + "primary_prob": 20.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 4.529025, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 1.196369, + "range_504_ratio": 3.308084, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.03016, + "hold30_r": 1.040989 + }, + { + "symbol": "ERIE", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.311758, + "strategy_rank": 78.719738, + "production_rank": 83.583745, + "structural_overlay_pass": false, + "structural_overlay_score": 79.404557, + "structural_overlay_rr": 1.668742, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.243105, + "primary_prob": 26.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 3.364657, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.59225, + "range_504_ratio": 1.808053, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.057853, + "hold30_r": -1.0 + }, + { + "symbol": "ETN", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.798274, + "strategy_rank": 64.567403, + "production_rank": 69.977693, + "structural_overlay_pass": false, + "structural_overlay_score": 66.478809, + "structural_overlay_rr": 1.120862, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.135068, + "primary_prob": 45.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.702603, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.377877, + "range_504_ratio": 1.459184, + "range_factor_pass": false, + "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": 81.877023, + "strategy_rank": 78.659449, + "production_rank": 79.731973, + "structural_overlay_pass": false, + "structural_overlay_score": 75.745375, + "structural_overlay_rr": 1.923076, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.725445, + "primary_prob": 33.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.588168, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.941003, + "range_504_ratio": 2.562551, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.688461, + "hold30_r": -1.0 + }, + { + "symbol": "FISV", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.113269, + "strategy_rank": 73.626651, + "production_rank": 77.455523, + "structural_overlay_pass": false, + "structural_overlay_score": 73.582747, + "structural_overlay_rr": 1.12358, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 10, + "rr": 1.073436, + "primary_prob": 47.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.610153, + "raw_level_count": 21, + "gate_level_count": 21, + "range_504_log": 0.320072, + "range_504_ratio": 1.377226, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.018289, + "hold30_r": 1.573881 + }, + { + "symbol": "FIX", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.460626, + "strategy_rank": 89.482503, + "production_rank": 92.808544, + "structural_overlay_pass": false, + "structural_overlay_score": 88.168116, + "structural_overlay_rr": 0.963478, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.933592, + "primary_prob": 34.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.400388, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.806552, + "range_504_ratio": 2.240171, + "range_factor_pass": false, + "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": 92.880259, + "strategy_rank": 74.122747, + "production_rank": 80.375251, + "structural_overlay_pass": false, + "structural_overlay_score": 76.356489, + "structural_overlay_rr": 1.666105, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.350061, + "primary_prob": 55.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.025092, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.450975, + "range_504_ratio": 1.569842, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.282275, + "hold30_r": -1.0 + }, + { + "symbol": "GL", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.710895, + "strategy_rank": 63.183203, + "production_rank": 70.025767, + "structural_overlay_pass": false, + "structural_overlay_score": 66.524479, + "structural_overlay_rr": 1.69836, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.52932, + "primary_prob": 36.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.29398, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.373483, + "range_504_ratio": 1.452786, + "range_factor_pass": false, + "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": 93.527508, + "strategy_rank": 68.666242, + "production_rank": 76.95333, + "structural_overlay_pass": false, + "structural_overlay_score": 73.105664, + "structural_overlay_rr": 1.816685, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.220478, + "primary_prob": 26.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 3.330717, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.484583, + "range_504_ratio": 1.623497, + "range_factor_pass": false, + "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": 94.929881, + "strategy_rank": 81.693113, + "production_rank": 86.105369, + "structural_overlay_pass": false, + "structural_overlay_score": 81.800101, + "structural_overlay_rr": 0.687897, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.451149, + "primary_prob": 19.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.176724, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.595035, + "range_504_ratio": 1.813094, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.060722, + "hold30_r": -1.0 + }, + { + "symbol": "HUBB", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.498382, + "strategy_rank": 78.80764, + "production_rank": 84.037887, + "structural_overlay_pass": false, + "structural_overlay_score": 79.835993, + "structural_overlay_rr": 1.446036, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.866908, + "primary_prob": 22.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.800362, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.436261, + "range_504_ratio": 1.546913, + "range_factor_pass": false, + "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": 89.536138, + "strategy_rank": 72.718354, + "production_rank": 78.324282, + "structural_overlay_pass": false, + "structural_overlay_score": 74.408068, + "structural_overlay_rr": 1.399862, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.724747, + "primary_prob": 46.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.08712, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.481656, + "range_504_ratio": 1.618752, + "range_factor_pass": false, + "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": 93.743258, + "strategy_rank": 84.350097, + "production_rank": 87.481151, + "structural_overlay_pass": false, + "structural_overlay_score": 83.107093, + "structural_overlay_rr": 1.549724, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.515307, + "primary_prob": 27.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.272961, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.546947, + "range_504_ratio": 1.727969, + "range_factor_pass": false, + "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": 81.661273, + "strategy_rank": 63.492277, + "production_rank": 69.548609, + "structural_overlay_pass": false, + "structural_overlay_score": 66.071179, + "structural_overlay_rr": 1.962762, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.888048, + "primary_prob": 67.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 63, + "primary_distance_atr": 1.332072, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.357697, + "range_504_ratio": 1.430032, + "range_factor_pass": false, + "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": 89.967638, + "strategy_rank": 74.247529, + "production_rank": 79.487565, + "structural_overlay_pass": false, + "structural_overlay_score": 75.513187, + "structural_overlay_rr": 1.429454, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.019595, + "primary_prob": 48.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 1.529392, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.466561, + "range_504_ratio": 1.594502, + "range_factor_pass": false, + "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": 83.926645, + "strategy_rank": 82.903657, + "production_rank": 83.244653, + "structural_overlay_pass": false, + "structural_overlay_score": 79.08242, + "structural_overlay_rr": 1.976859, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.619892, + "primary_prob": 50.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.429838, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.602642, + "range_504_ratio": 1.826938, + "range_factor_pass": false, + "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": 90.507012, + "strategy_rank": 80.954478, + "production_rank": 84.138656, + "structural_overlay_pass": false, + "structural_overlay_score": 79.931723, + "structural_overlay_rr": 2.632275, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.632275, + "primary_prob": 27.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 15, + "primary_distance_atr": 3.948413, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.630972, + "range_504_ratio": 1.879437, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.578016, + "hold30_r": 2.825397 + }, + { + "symbol": "LVS", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.029126, + "strategy_rank": 93.281637, + "production_rank": 95.197467, + "structural_overlay_pass": false, + "structural_overlay_score": 90.437593, + "structural_overlay_rr": 2.067156, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.352704, + "primary_prob": 26.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.029056, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.747734, + "range_504_ratio": 2.112208, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.303691, + "hold30_r": 2.020871 + }, + { + "symbol": "MCHP", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.486516, + "strategy_rank": 85.976837, + "production_rank": 86.480063, + "structural_overlay_pass": false, + "structural_overlay_score": 82.15606, + "structural_overlay_rr": 0.760409, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.582538, + "primary_prob": 24.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.373808, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.504733, + "range_504_ratio": 1.656543, + "range_factor_pass": false, + "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": 86.947141, + "strategy_rank": 83.564829, + "production_rank": 84.692266, + "structural_overlay_pass": false, + "structural_overlay_score": 80.457653, + "structural_overlay_rr": 0.904356, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.784236, + "primary_prob": 30.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 90.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.676353, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.661411, + "range_504_ratio": 1.937524, + "range_factor_pass": false, + "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": 92.23301, + "strategy_rank": 92.690125, + "production_rank": 92.537753, + "structural_overlay_pass": false, + "structural_overlay_score": 87.910866, + "structural_overlay_rr": 0.718959, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.731154, + "primary_prob": 26.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 66.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.596731, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.653628, + "range_504_ratio": 1.922503, + "range_factor_pass": false, + "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": 89.104639, + "strategy_rank": 63.374323, + "production_rank": 71.951095, + "structural_overlay_pass": false, + "structural_overlay_score": 68.35354, + "structural_overlay_rr": 1.509623, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.959663, + "primary_prob": 24.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 74.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.939494, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.488055, + "range_504_ratio": 1.629144, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.897607, + "hold30_r": 3.286756 + }, + { + "symbol": "MSTR", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.308522, + "strategy_rank": 87.454502, + "production_rank": 85.739175, + "structural_overlay_pass": false, + "structural_overlay_score": 81.452216, + "structural_overlay_rr": 1.67913, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.608922, + "primary_prob": 37.08, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 34.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.413383, + "raw_level_count": 91, + "gate_level_count": 91, + "range_504_log": 1.905456, + "range_504_ratio": 6.722474, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.591907, + "hold30_r": -0.24987 + }, + { + "symbol": "NUE", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.096009, + "strategy_rank": 89.709725, + "production_rank": 90.838486, + "structural_overlay_pass": false, + "structural_overlay_score": 86.296562, + "structural_overlay_rr": 1.532573, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.397079, + "primary_prob": 21.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 81.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.595619, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.761874, + "range_504_ratio": 2.142287, + "range_factor_pass": false, + "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": 83.495146, + "strategy_rank": 73.301284, + "production_rank": 76.699238, + "structural_overlay_pass": false, + "structural_overlay_score": 72.864276, + "structural_overlay_rr": 1.777323, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.500324, + "primary_prob": 46.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 72.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.250485, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.514582, + "range_504_ratio": 1.672939, + "range_factor_pass": false, + "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": 87.702265, + "strategy_rank": 83.512146, + "production_rank": 84.908852, + "structural_overlay_pass": false, + "structural_overlay_score": 80.66341, + "structural_overlay_rr": 1.103718, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.613, + "primary_prob": 35.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.4195, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.501147, + "range_504_ratio": 1.650614, + "range_factor_pass": false, + "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": 97.842503, + "strategy_rank": 96.681356, + "production_rank": 97.068405, + "structural_overlay_pass": false, + "structural_overlay_score": 92.214985, + "structural_overlay_rr": 1.055805, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.819125, + "primary_prob": 52.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.228688, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.945555, + "range_504_ratio": 2.574243, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.030596, + "hold30_r": -1.0 + }, + { + "symbol": "OXY", + "date": "2023-03-30", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.279396, + "strategy_rank": 80.093209, + "production_rank": 81.155271, + "structural_overlay_pass": false, + "structural_overlay_score": 77.097508, + "structural_overlay_rr": 1.83239, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.347014, + "primary_prob": 40.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 3.520522, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 1.271872, + "range_504_ratio": 3.567525, + "range_factor_pass": true, + "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": 88.673139, + "strategy_rank": 68.788097, + "production_rank": 75.416445, + "structural_overlay_pass": false, + "structural_overlay_score": 71.645622, + "structural_overlay_rr": 1.627641, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.0399, + "primary_prob": 44.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 81.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.55985, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.401822, + "range_504_ratio": 1.494545, + "range_factor_pass": false, + "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": 94.714132, + "strategy_rank": 76.47212, + "production_rank": 82.552791, + "structural_overlay_pass": false, + "structural_overlay_score": 78.425151, + "structural_overlay_rr": 1.600342, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.600342, + "primary_prob": 30.83, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.400513, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.713866, + "range_504_ratio": 2.041869, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.545948, + "hold30_r": 2.67009 + }, + { + "symbol": "PFG", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.909385, + "strategy_rank": 81.193405, + "production_rank": 84.765398, + "structural_overlay_pass": false, + "structural_overlay_score": 80.527128, + "structural_overlay_rr": 1.509482, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.273926, + "primary_prob": 41.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.910888, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.494359, + "range_504_ratio": 1.639448, + "range_factor_pass": false, + "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": 91.154261, + "strategy_rank": 75.336508, + "production_rank": 80.609092, + "structural_overlay_pass": false, + "structural_overlay_score": 76.578638, + "structural_overlay_rr": 1.681725, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.306676, + "primary_prob": 31.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.960014, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.458728, + "range_504_ratio": 1.58206, + "range_factor_pass": false, + "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": 95.577131, + "strategy_rank": 87.862011, + "production_rank": 90.433717, + "structural_overlay_pass": false, + "structural_overlay_score": 85.912031, + "structural_overlay_rr": 1.941885, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.636475, + "primary_prob": 30.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.454713, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.552796, + "range_504_ratio": 1.738105, + "range_factor_pass": false, + "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": 95.361381, + "strategy_rank": 85.224441, + "production_rank": 88.603421, + "structural_overlay_pass": false, + "structural_overlay_score": 84.17325, + "structural_overlay_rr": 1.993544, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.465464, + "primary_prob": 37.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.198196, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.585921, + "range_504_ratio": 1.796645, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.425246, + "hold30_r": -1.0 + }, + { + "symbol": "PTC", + "date": "2023-03-30", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.02589, + "strategy_rank": 70.85386, + "production_rank": 76.57787, + "structural_overlay_pass": false, + "structural_overlay_score": 72.748977, + "structural_overlay_rr": 1.78454, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.390449, + "primary_prob": 40.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 3.585673, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.465137, + "range_504_ratio": 1.592232, + "range_factor_pass": false, + "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": 88.24164, + "strategy_rank": 90.315972, + "production_rank": 89.624528, + "structural_overlay_pass": false, + "structural_overlay_score": 85.143302, + "structural_overlay_rr": 1.526748, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.805807, + "primary_prob": 32.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.70871, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 1.150833, + "range_504_ratio": 3.160823, + "range_factor_pass": true, + "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": 92.448759, + "strategy_rank": 77.792711, + "production_rank": 82.67806, + "structural_overlay_pass": false, + "structural_overlay_score": 78.544157, + "structural_overlay_rr": 1.479411, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.583357, + "primary_prob": 23.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 68, + "primary_distance_atr": 3.875036, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.611165, + "range_504_ratio": 1.842577, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.056118, + "hold30_r": 0.375464 + }, + { + "symbol": "SLB", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.440129, + "strategy_rank": 92.954808, + "production_rank": 94.116581, + "structural_overlay_pass": false, + "structural_overlay_score": 89.410752, + "structural_overlay_rr": 1.805682, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.821967, + "primary_prob": 31.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.73295, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.885587, + "range_504_ratio": 2.424406, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.152043, + "hold30_r": -1.118695 + }, + { + "symbol": "SMCI", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.892125, + "strategy_rank": 98.923411, + "production_rank": 99.246316, + "structural_overlay_pass": false, + "structural_overlay_score": 94.284, + "structural_overlay_rr": 1.717861, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "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": 82, + "gate_level_count": 82, + "range_504_log": 1.281204, + "range_504_ratio": 3.600973, + "range_factor_pass": true, + "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": 86.084142, + "strategy_rank": 63.165251, + "production_rank": 70.804881, + "structural_overlay_pass": false, + "structural_overlay_score": 67.264637, + "structural_overlay_rr": 1.274976, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.361542, + "primary_prob": 37.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 89.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.042313, + "raw_level_count": 26, + "gate_level_count": 26, + "range_504_log": 0.31239, + "range_504_ratio": 1.366688, + "range_factor_pass": false, + "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": 85.329018, + "strategy_rank": 78.783058, + "production_rank": 80.965045, + "structural_overlay_pass": false, + "structural_overlay_score": 76.916792, + "structural_overlay_rr": 1.103786, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.874099, + "primary_prob": 35.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.311149, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.4278, + "range_504_ratio": 1.53388, + "range_factor_pass": false, + "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": 99.244876, + "strategy_rank": 95.983792, + "production_rank": 97.07082, + "structural_overlay_pass": false, + "structural_overlay_score": 92.217279, + "structural_overlay_rr": 1.8891, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.71514, + "primary_prob": 23.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.572709, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.993266, + "range_504_ratio": 2.70004, + "range_factor_pass": false, + "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": 80.474649, + "strategy_rank": 82.295656, + "production_rank": 81.688654, + "structural_overlay_pass": false, + "structural_overlay_score": 77.604221, + "structural_overlay_rr": 2.168028, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.861738, + "primary_prob": 31.32, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.792607, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.65943, + "range_504_ratio": 1.933689, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.030791, + "hold30_r": -1.0 + }, + { + "symbol": "TDG", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.544768, + "strategy_rank": 73.412016, + "production_rank": 77.456267, + "structural_overlay_pass": false, + "structural_overlay_score": 73.583453, + "structural_overlay_rr": 1.422419, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.26606, + "primary_prob": 28.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.89909, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.43513, + "range_504_ratio": 1.545163, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.208669, + "hold30_r": 2.371037 + }, + { + "symbol": "TJX", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.888889, + "strategy_rank": 63.966033, + "production_rank": 72.273651, + "structural_overlay_pass": false, + "structural_overlay_score": 68.659969, + "structural_overlay_rr": 1.528077, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.847662, + "primary_prob": 54.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.271493, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.437178, + "range_504_ratio": 1.548331, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.771595, + "hold30_r": 1.028608 + }, + { + "symbol": "TKO", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.959008, + "strategy_rank": 82.434384, + "production_rank": 86.275925, + "structural_overlay_pass": false, + "structural_overlay_score": 81.962129, + "structural_overlay_rr": 0.877079, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.877079, + "primary_prob": 48.36, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.315618, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.693254, + "range_504_ratio": 2.000214, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.499776, + "hold30_r": -1.447325 + }, + { + "symbol": "TPL", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.00863, + "strategy_rank": 92.781929, + "production_rank": 93.857496, + "structural_overlay_pass": false, + "structural_overlay_score": 89.164621, + "structural_overlay_rr": 0.683766, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.883125, + "primary_prob": 31.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.824688, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 1.06282, + "range_504_ratio": 2.894522, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.037928, + "hold30_r": -1.0 + }, + { + "symbol": "TPR", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.320388, + "strategy_rank": 82.513508, + "production_rank": 84.782468, + "structural_overlay_pass": false, + "structural_overlay_score": 80.543344, + "structural_overlay_rr": 2.121476, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.666318, + "primary_prob": 28.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 72.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.499477, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.587323, + "range_504_ratio": 1.799166, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.176484, + "hold30_r": -1.127579 + }, + { + "symbol": "TT", + "date": "2023-03-30", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.751888, + "strategy_rank": 74.677775, + "production_rank": 79.702479, + "structural_overlay_pass": false, + "structural_overlay_score": 75.717355, + "structural_overlay_rr": 0.978853, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.290385, + "primary_prob": 26.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 3.435577, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.540198, + "range_504_ratio": 1.716346, + "range_factor_pass": false, + "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": 91.370011, + "strategy_rank": 93.668372, + "production_rank": 92.902252, + "structural_overlay_pass": true, + "structural_overlay_score": 93.257139, + "structural_overlay_rr": 2.808328, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.611814, + "primary_prob": 50.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.417721, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 1.073426, + "range_504_ratio": 2.925385, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.581188, + "hold30_r": 0.563179 + }, + { + "symbol": "UAL", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.282632, + "strategy_rank": 89.636163, + "production_rank": 91.184986, + "structural_overlay_pass": false, + "structural_overlay_score": 86.625737, + "structural_overlay_rr": 2.175609, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.623633, + "primary_prob": 35.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 66, + "primary_distance_atr": 2.43545, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.595362, + "range_504_ratio": 1.813687, + "range_factor_pass": false, + "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": 97.303128, + "strategy_rank": 91.007777, + "production_rank": 93.106227, + "structural_overlay_pass": false, + "structural_overlay_score": 88.450916, + "structural_overlay_rr": 1.60975, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.153198, + "primary_prob": 27.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.729797, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.737499, + "range_504_ratio": 2.0907, + "range_factor_pass": false, + "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": 84.142395, + "strategy_rank": 62.290419, + "production_rank": 69.574411, + "structural_overlay_pass": false, + "structural_overlay_score": 66.09569, + "structural_overlay_rr": 2.554977, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 10, + "rr": 2.610681, + "primary_prob": 23.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 3.916022, + "raw_level_count": 25, + "gate_level_count": 25, + "range_504_log": 0.304162, + "range_504_ratio": 1.355488, + "range_factor_pass": false, + "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": 98.058252, + "strategy_rank": 92.472854, + "production_rank": 94.334654, + "structural_overlay_pass": false, + "structural_overlay_score": 89.617921, + "structural_overlay_rr": 1.310117, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.356389, + "primary_prob": 22.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.034584, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 1.001181, + "range_504_ratio": 2.721495, + "range_factor_pass": true, + "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": 98.705502, + "strategy_rank": 97.963604, + "production_rank": 98.210903, + "structural_overlay_pass": false, + "structural_overlay_score": 93.300358, + "structural_overlay_rr": 1.8992, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.203202, + "primary_prob": 43.67, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.804802, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 1.311393, + "range_504_ratio": 3.71134, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.028505, + "hold30_r": -1.0 + }, + { + "symbol": "WYNN", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.381877, + "strategy_rank": 95.767206, + "production_rank": 96.638763, + "structural_overlay_pass": false, + "structural_overlay_score": 91.806825, + "structural_overlay_rr": 1.512175, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "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": 70, + "gate_level_count": 70, + "range_504_log": 0.933238, + "range_504_ratio": 2.542729, + "range_factor_pass": false, + "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": 95.79288, + "strategy_rank": 78.518956, + "production_rank": 84.276931, + "structural_overlay_pass": false, + "structural_overlay_score": 80.063084, + "structural_overlay_rr": 1.801982, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.842276, + "primary_prob": 31.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.763415, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.831239, + "range_504_ratio": 2.296161, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.7935, + "hold30_r": -1.0 + }, + { + "symbol": "XYL", + "date": "2023-03-30", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.457389, + "strategy_rank": 76.032121, + "production_rank": 80.173877, + "structural_overlay_pass": false, + "structural_overlay_score": 76.165183, + "structural_overlay_rr": 2.057686, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.046368, + "primary_prob": 43.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 3.069552, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.655113, + "range_504_ratio": 1.925361, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.988711, + "hold30_r": 0.661599 + }, + { + "symbol": "CEG", + "date": "2023-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.529284, + "strategy_rank": 85.661605, + "production_rank": 89.284165, + "structural_overlay_pass": false, + "structural_overlay_score": 84.819957, + "structural_overlay_rr": 1.902465, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.931013, + "primary_prob": 30.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.89652, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.841898, + "range_504_ratio": 2.320768, + "range_factor_pass": false, + "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": 96.095445, + "strategy_rank": 82.331887, + "production_rank": 86.91974, + "structural_overlay_pass": false, + "structural_overlay_score": 82.573753, + "structural_overlay_rr": 1.302906, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.954203, + "primary_prob": 32.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.431305, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.682551, + "range_504_ratio": 1.978919, + "range_factor_pass": false, + "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": 86.876356, + "strategy_rank": 77.895879, + "production_rank": 80.889371, + "structural_overlay_pass": false, + "structural_overlay_score": 76.844902, + "structural_overlay_rr": 1.334894, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.350482, + "primary_prob": 23.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.025723, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.395552, + "range_504_ratio": 1.485204, + "range_factor_pass": false, + "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": 91.75705, + "strategy_rank": 92.049892, + "production_rank": 91.952278, + "structural_overlay_pass": false, + "structural_overlay_score": 87.354664, + "structural_overlay_rr": 1.738562, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.554254, + "primary_prob": 23.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 71, + "primary_distance_atr": 3.831381, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.718974, + "range_504_ratio": 2.052327, + "range_factor_pass": false, + "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": 83.62256, + "strategy_rank": 74.83731, + "production_rank": 77.765727, + "structural_overlay_pass": false, + "structural_overlay_score": 73.87744, + "structural_overlay_rr": 2.00939, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.697794, + "primary_prob": 33.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.54669, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.485441, + "range_504_ratio": 1.624892, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.04536, + "hold30_r": -1.0 + }, + { + "symbol": "APO", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.370933, + "strategy_rank": 87.060738, + "production_rank": 87.830803, + "structural_overlay_pass": false, + "structural_overlay_score": 83.439262, + "structural_overlay_rr": 1.977477, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.740662, + "primary_prob": 33.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.610993, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.574967, + "range_504_ratio": 1.777071, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.035889, + "hold30_r": 0.878512 + }, + { + "symbol": "APTV", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.707158, + "strategy_rank": 82.462039, + "production_rank": 83.210412, + "structural_overlay_pass": false, + "structural_overlay_score": 79.049892, + "structural_overlay_rr": 2.391741, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.761388, + "primary_prob": 32.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.642082, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.841251, + "range_504_ratio": 2.319266, + "range_factor_pass": false, + "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": 82.646421, + "strategy_rank": 60.585683, + "production_rank": 67.939262, + "structural_overlay_pass": false, + "structural_overlay_score": 64.542299, + "structural_overlay_rr": 1.215138, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.815504, + "primary_prob": 61.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.223256, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.593453, + "range_504_ratio": 1.810228, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.734305, + "hold30_r": 1.965267 + }, + { + "symbol": "BA", + "date": "2023-04-06", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.418655, + "strategy_rank": 79.67462, + "production_rank": 82.255965, + "structural_overlay_pass": false, + "structural_overlay_score": 78.143167, + "structural_overlay_rr": 2.474979, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.107436, + "primary_prob": 43.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.161154, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.803054, + "range_504_ratio": 2.232348, + "range_factor_pass": false, + "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": 94.577007, + "strategy_rank": 71.800434, + "production_rank": 79.392625, + "structural_overlay_pass": false, + "structural_overlay_score": 75.422993, + "structural_overlay_rr": 1.060194, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.129788, + "primary_prob": 60.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.694682, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.687239, + "range_504_ratio": 1.988219, + "range_factor_pass": false, + "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": 84.056399, + "strategy_rank": 69.67462, + "production_rank": 74.468547, + "structural_overlay_pass": false, + "structural_overlay_score": 70.745119, + "structural_overlay_rr": 1.168918, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.189676, + "primary_prob": 30.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.784514, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.51865, + "range_504_ratio": 1.679759, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.129833, + "hold30_r": 2.10188 + }, + { + "symbol": "BLDR", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.830803, + "strategy_rank": 93.991323, + "production_rank": 95.27115, + "structural_overlay_pass": false, + "structural_overlay_score": 90.507592, + "structural_overlay_rr": 1.185643, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.872183, + "primary_prob": 35.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.308274, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.832444, + "range_504_ratio": 2.29893, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.828375, + "hold30_r": 8.88906 + }, + { + "symbol": "CAH", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.659436, + "strategy_rank": 66.4859, + "production_rank": 73.210412, + "structural_overlay_pass": false, + "structural_overlay_score": 69.549892, + "structural_overlay_rr": 0.924509, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.954622, + "primary_prob": 50.81, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 26.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.431933, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.576086, + "range_504_ratio": 1.779062, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.888165, + "hold30_r": 2.809931 + }, + { + "symbol": "CAT", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.863341, + "strategy_rank": 71.442516, + "production_rank": 75.249458, + "structural_overlay_pass": false, + "structural_overlay_score": 71.486985, + "structural_overlay_rr": 1.880605, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.89953, + "primary_prob": 30.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.849295, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.50473, + "range_504_ratio": 1.656538, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.855693, + "hold30_r": 0.587856 + }, + { + "symbol": "CDW", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.670282, + "strategy_rank": 66.475054, + "production_rank": 71.54013, + "structural_overlay_pass": false, + "structural_overlay_score": 67.963124, + "structural_overlay_rr": 1.638563, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.807843, + "primary_prob": 32.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 70, + "primary_distance_atr": 2.711764, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.374034, + "range_504_ratio": 1.453587, + "range_factor_pass": false, + "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": 89.587852, + "strategy_rank": 69.739696, + "production_rank": 76.355748, + "structural_overlay_pass": false, + "structural_overlay_score": 72.537961, + "structural_overlay_rr": 0.714128, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 9, + "rr": 2.689054, + "primary_prob": 22.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 76, + "primary_distance_atr": 4.033581, + "raw_level_count": 24, + "gate_level_count": 24, + "range_504_log": 0.351572, + "range_504_ratio": 1.4213, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.046425, + "hold30_r": -1.0 + }, + { + "symbol": "CPRT", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.236443, + "strategy_rank": 64.577007, + "production_rank": 70.130152, + "structural_overlay_pass": false, + "structural_overlay_score": 66.623644, + "structural_overlay_rr": 1.546651, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.951592, + "primary_prob": 65.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.427388, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.455218, + "range_504_ratio": 1.576517, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.876891, + "hold30_r": 6.959928 + }, + { + "symbol": "CRH", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.227766, + "strategy_rank": 85.27115, + "production_rank": 88.590022, + "structural_overlay_pass": false, + "structural_overlay_score": 84.160521, + "structural_overlay_rr": 1.843858, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.46251, + "primary_prob": 24.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 3.693764, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.557875, + "range_504_ratio": 1.746957, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.050466, + "hold30_r": 1.299422 + }, + { + "symbol": "DECK", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.264642, + "strategy_rank": 86.258134, + "production_rank": 90.260304, + "structural_overlay_pass": false, + "structural_overlay_score": 85.747289, + "structural_overlay_rr": 0.747061, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.676856, + "primary_prob": 56.67, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.015283, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.77026, + "range_504_ratio": 2.160327, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.623283, + "hold30_r": 0.504041 + }, + { + "symbol": "DHI", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.817787, + "strategy_rank": 83.958785, + "production_rank": 87.245119, + "structural_overlay_pass": false, + "structural_overlay_score": 82.882863, + "structural_overlay_rr": 1.09855, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.748671, + "primary_prob": 57.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 64, + "primary_distance_atr": 1.123006, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.622797, + "range_504_ratio": 1.864135, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.694432, + "hold30_r": 4.125728 + }, + { + "symbol": "EG", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.635575, + "strategy_rank": 77.9718, + "production_rank": 81.193059, + "structural_overlay_pass": false, + "structural_overlay_score": 77.133406, + "structural_overlay_rr": 1.775395, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.726119, + "primary_prob": 20.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.589179, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.519841, + "range_504_ratio": 1.68176, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.676286, + "hold30_r": 0.988811 + }, + { + "symbol": "EME", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.180043, + "strategy_rank": 79.83731, + "production_rank": 85.618221, + "structural_overlay_pass": false, + "structural_overlay_score": 81.33731, + "structural_overlay_rr": 1.594314, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.051217, + "primary_prob": 25.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 83.0, + "primary_rejection_count": 14, + "primary_distance_atr": 3.076826, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.574531, + "range_504_ratio": 1.776297, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.000671, + "hold30_r": 2.00602 + }, + { + "symbol": "EPAM", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.563991, + "strategy_rank": 90.694143, + "production_rank": 90.650759, + "structural_overlay_pass": false, + "structural_overlay_score": 86.118221, + "structural_overlay_rr": 2.434795, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.569069, + "primary_prob": 35.98, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.353604, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 1.424283, + "range_504_ratio": 4.154877, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.041362, + "hold30_r": -1.0 + }, + { + "symbol": "ERIE", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.238612, + "strategy_rank": 76.735358, + "production_rank": 81.236443, + "structural_overlay_pass": false, + "structural_overlay_score": 77.17462, + "structural_overlay_rr": 2.120005, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.688043, + "primary_prob": 33.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.532065, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.59225, + "range_504_ratio": 1.808053, + "range_factor_pass": false, + "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": 85.466377, + "strategy_rank": 69.327549, + "production_rank": 74.707158, + "structural_overlay_pass": false, + "structural_overlay_score": 70.9718, + "structural_overlay_rr": 1.516482, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.580585, + "primary_prob": 35.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 71, + "primary_distance_atr": 2.370877, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.377877, + "range_504_ratio": 1.459184, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.530542, + "hold30_r": 2.866454 + }, + { + "symbol": "EXPD", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.887202, + "strategy_rank": 71.800434, + "production_rank": 75.16269, + "structural_overlay_pass": false, + "structural_overlay_score": 71.404555, + "structural_overlay_rr": 1.816015, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.629415, + "primary_prob": 34.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.444123, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.470526, + "range_504_ratio": 1.600836, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.57379, + "hold30_r": 2.434131 + }, + { + "symbol": "FICO", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.132321, + "strategy_rank": 97.668113, + "production_rank": 98.156182, + "structural_overlay_pass": false, + "structural_overlay_score": 93.248373, + "structural_overlay_rr": 1.41111, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.182035, + "primary_prob": 44.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.773052, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.737504, + "range_504_ratio": 2.09071, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.131304, + "hold30_r": 3.144946 + }, + { + "symbol": "FISV", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.368764, + "strategy_rank": 70.21692, + "production_rank": 73.600868, + "structural_overlay_pass": false, + "structural_overlay_score": 69.920824, + "structural_overlay_rr": 0.852687, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.83538, + "primary_prob": 54.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.25307, + "raw_level_count": 20, + "gate_level_count": 20, + "range_504_log": 0.320072, + "range_504_ratio": 1.377226, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.771356, + "hold30_r": 1.849727 + }, + { + "symbol": "FIX", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.915401, + "strategy_rank": 89.642082, + "production_rank": 92.733189, + "structural_overlay_pass": false, + "structural_overlay_score": 88.096529, + "structural_overlay_rr": 1.746151, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "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": 65, + "gate_level_count": 65, + "range_504_log": 0.806552, + "range_504_ratio": 2.240171, + "range_factor_pass": false, + "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": 99.67462, + "strategy_rank": 97.787419, + "production_rank": 98.416486, + "structural_overlay_pass": false, + "structural_overlay_score": 93.495662, + "structural_overlay_rr": 1.325777, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.997989, + "primary_prob": 34.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.496983, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 1.303924, + "range_504_ratio": 3.683725, + "range_factor_pass": true, + "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": 90.997831, + "strategy_rank": 72.939262, + "production_rank": 78.958785, + "structural_overlay_pass": false, + "structural_overlay_score": 75.010846, + "structural_overlay_rr": 1.965308, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.645067, + "primary_prob": 49.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.4676, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.450975, + "range_504_ratio": 1.569842, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.575873, + "hold30_r": -1.0 + }, + { + "symbol": "GPC", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.780911, + "strategy_rank": 67.093275, + "production_rank": 74.989154, + "structural_overlay_pass": false, + "structural_overlay_score": 71.239696, + "structural_overlay_rr": 2.336394, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.68013, + "primary_prob": 34.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.520194, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.484583, + "range_504_ratio": 1.623497, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.61863, + "hold30_r": 0.471819 + }, + { + "symbol": "GWW", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.034707, + "strategy_rank": 81.800434, + "production_rank": 85.878525, + "structural_overlay_pass": false, + "structural_overlay_score": 81.584599, + "structural_overlay_rr": 1.81298, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.130195, + "primary_prob": 45.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.695292, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.595035, + "range_504_ratio": 1.813094, + "range_factor_pass": false, + "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": 95.010846, + "strategy_rank": 80.791757, + "production_rank": 85.531453, + "structural_overlay_pass": false, + "structural_overlay_score": 81.254881, + "structural_overlay_rr": 2.59972, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.797096, + "primary_prob": 32.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.695644, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.436261, + "range_504_ratio": 1.546913, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.752334, + "hold30_r": 5.940153 + }, + { + "symbol": "HWM", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.54013, + "strategy_rank": 73.449024, + "production_rank": 79.479393, + "structural_overlay_pass": false, + "structural_overlay_score": 75.505423, + "structural_overlay_rr": 1.753982, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.59204, + "primary_prob": 21.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.38806, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.481656, + "range_504_ratio": 1.618752, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.536545, + "hold30_r": 2.277205 + }, + { + "symbol": "IBKR", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.516269, + "strategy_rank": 83.438178, + "production_rank": 86.464208, + "structural_overlay_pass": false, + "structural_overlay_score": 82.140998, + "structural_overlay_rr": 1.575709, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.379217, + "primary_prob": 35.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 81.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.068826, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.546947, + "range_504_ratio": 1.727969, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.336356, + "hold30_r": -1.0 + }, + { + "symbol": "IEX", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.802603, + "strategy_rank": 63.915401, + "production_rank": 69.544469, + "structural_overlay_pass": false, + "structural_overlay_score": 66.067245, + "structural_overlay_rr": 2.278466, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.344142, + "primary_prob": 25.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 63, + "primary_distance_atr": 3.516212, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.357697, + "range_504_ratio": 1.430032, + "range_factor_pass": false, + "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": 90.021692, + "strategy_rank": 75.086768, + "production_rank": 80.065076, + "structural_overlay_pass": false, + "structural_overlay_score": 76.061822, + "structural_overlay_rr": 1.824328, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.278507, + "primary_prob": 26.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 3.417761, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.466561, + "range_504_ratio": 1.594502, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.2306, + "hold30_r": 2.331156 + }, + { + "symbol": "IT", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.08026, + "strategy_rank": 68.275488, + "production_rank": 73.210412, + "structural_overlay_pass": false, + "structural_overlay_score": 69.549892, + "structural_overlay_rr": 1.752416, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.758947, + "primary_prob": 32.84, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 68, + "primary_distance_atr": 2.63842, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.510857, + "range_504_ratio": 1.666719, + "range_factor_pass": false, + "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": 80.585683, + "strategy_rank": 61.4859, + "production_rank": 67.852495, + "structural_overlay_pass": false, + "structural_overlay_score": 64.45987, + "structural_overlay_rr": 1.775877, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.781346, + "primary_prob": 32.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.672018, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.378558, + "range_504_ratio": 1.460178, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.718775, + "hold30_r": 0.046715 + }, + { + "symbol": "JBL", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.963124, + "strategy_rank": 78.774403, + "production_rank": 84.83731, + "structural_overlay_pass": false, + "structural_overlay_score": 80.595445, + "structural_overlay_rr": 1.002225, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.071259, + "primary_prob": 30.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.606888, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.602029, + "range_504_ratio": 1.82582, + "range_factor_pass": false, + "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": 89.154013, + "strategy_rank": 86.64859, + "production_rank": 87.483731, + "structural_overlay_pass": false, + "structural_overlay_score": 83.109544, + "structural_overlay_rr": 1.584837, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 2.081235, + "primary_prob": 28.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 3.121853, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.602642, + "range_504_ratio": 1.826938, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.042534, + "hold30_r": 2.52537 + }, + { + "symbol": "LEN", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.733189, + "strategy_rank": 82.125813, + "production_rank": 85.661605, + "structural_overlay_pass": false, + "structural_overlay_score": 81.378525, + "structural_overlay_rr": 1.546515, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.573418, + "primary_prob": 35.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.360127, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.630972, + "range_504_ratio": 1.879437, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.517837, + "hold30_r": 3.139593 + }, + { + "symbol": "LRCX", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.453362, + "strategy_rank": 84.967462, + "production_rank": 83.796095, + "structural_overlay_pass": false, + "structural_overlay_score": 79.606291, + "structural_overlay_rr": 1.024239, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 3.030945, + "primary_prob": 20.08, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 4.546418, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.893059, + "range_504_ratio": 2.44259, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.995716, + "hold30_r": 3.39237 + }, + { + "symbol": "LVS", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.481562, + "strategy_rank": 92.039046, + "production_rank": 94.186551, + "structural_overlay_pass": false, + "structural_overlay_score": 89.477223, + "structural_overlay_rr": 1.307736, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.333374, + "primary_prob": 28.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.000061, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.747734, + "range_504_ratio": 2.112208, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.287047, + "hold30_r": 1.413944 + }, + { + "symbol": "MCHP", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.950108, + "strategy_rank": 89.631236, + "production_rank": 90.737527, + "structural_overlay_pass": false, + "structural_overlay_score": 86.200651, + "structural_overlay_rr": 1.931907, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.817712, + "primary_prob": 31.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.726568, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.504733, + "range_504_ratio": 1.656543, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.040292, + "hold30_r": -1.0 + }, + { + "symbol": "MGM", + "date": "2023-04-06", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.334056, + "strategy_rank": 82.819957, + "production_rank": 83.991323, + "structural_overlay_pass": false, + "structural_overlay_score": 79.791757, + "structural_overlay_rr": 1.130064, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.027328, + "primary_prob": 26.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 88.0, + "primary_rejection_count": 16, + "primary_distance_atr": 3.040992, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.661411, + "range_504_ratio": 1.937524, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.046152, + "hold30_r": -1.0 + }, + { + "symbol": "MNST", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.310195, + "strategy_rank": 64.338395, + "production_rank": 71.995662, + "structural_overlay_pass": false, + "structural_overlay_score": 68.395879, + "structural_overlay_rr": 1.244919, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.949123, + "primary_prob": 31.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.423685, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.418109, + "range_504_ratio": 1.519086, + "range_factor_pass": false, + "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": 97.613883, + "strategy_rank": 88.665944, + "production_rank": 91.64859, + "structural_overlay_pass": false, + "structural_overlay_score": 87.066161, + "structural_overlay_rr": 0.708015, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.019681, + "primary_prob": 29.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.529522, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 1.017434, + "range_504_ratio": 2.766089, + "range_factor_pass": true, + "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": 96.312364, + "strategy_rank": 95.629067, + "production_rank": 95.856833, + "structural_overlay_pass": false, + "structural_overlay_score": 91.063991, + "structural_overlay_rr": 1.550733, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.505778, + "primary_prob": 37.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.258667, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.653628, + "range_504_ratio": 1.922503, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.03269, + "hold30_r": -1.0 + }, + { + "symbol": "MTD", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.429501, + "strategy_rank": 73.872017, + "production_rank": 76.724512, + "structural_overlay_pass": false, + "structural_overlay_score": 72.888286, + "structural_overlay_rr": 1.663463, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.448627, + "primary_prob": 38.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 67, + "primary_distance_atr": 2.17294, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.475776, + "range_504_ratio": 1.609263, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.390227, + "hold30_r": -1.0 + }, + { + "symbol": "NUE", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.804772, + "strategy_rank": 87.689805, + "production_rank": 88.394794, + "structural_overlay_pass": false, + "structural_overlay_score": 83.975054, + "structural_overlay_rr": 1.35875, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.798107, + "primary_prob": 30.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 93.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.69716, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.761874, + "range_504_ratio": 2.142287, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.035825, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2023-04-06", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 85.900217, + "strategy_rank": 88.861171, + "production_rank": 87.874187, + "structural_overlay_pass": true, + "structural_overlay_score": 88.480477, + "structural_overlay_rr": 2.874751, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.632062, + "primary_prob": 36.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 91.0, + "primary_rejection_count": 21, + "primary_distance_atr": 3.948094, + "raw_level_count": 86, + "gate_level_count": 86, + "range_504_log": 1.164826, + "range_504_ratio": 3.205365, + "range_factor_pass": true, + "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": 88.937093, + "strategy_rank": 76.800434, + "production_rank": 80.845987, + "structural_overlay_pass": false, + "structural_overlay_score": 76.803688, + "structural_overlay_rr": 1.509115, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.22823, + "primary_prob": 37.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 72.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.842345, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.514582, + "range_504_ratio": 1.672939, + "range_factor_pass": false, + "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": 81.019523, + "strategy_rank": 80.824295, + "production_rank": 80.889371, + "structural_overlay_pass": false, + "structural_overlay_score": 76.844902, + "structural_overlay_rr": 2.095236, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.881738, + "primary_prob": 21.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 4.322608, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.596856, + "range_504_ratio": 1.816399, + "range_factor_pass": false, + "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": 95.661605, + "strategy_rank": 88.828633, + "production_rank": 91.106291, + "structural_overlay_pass": false, + "structural_overlay_score": 86.550976, + "structural_overlay_rr": 1.664403, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.16877, + "primary_prob": 27.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 3.253154, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.501147, + "range_504_ratio": 1.650614, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.121195, + "hold30_r": -1.0 + }, + { + "symbol": "ON", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.457701, + "strategy_rank": 97.765727, + "production_rank": 98.329718, + "structural_overlay_pass": false, + "structural_overlay_score": 93.413232, + "structural_overlay_rr": 1.522625, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.52191, + "primary_prob": 36.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 98.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.282866, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.945555, + "range_504_ratio": 2.574243, + "range_factor_pass": false, + "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": 84.924078, + "strategy_rank": 81.442516, + "production_rank": 82.603037, + "structural_overlay_pass": false, + "structural_overlay_score": 78.472885, + "structural_overlay_rr": 1.585314, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.100678, + "primary_prob": 43.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 3.151017, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 1.271872, + "range_504_ratio": 3.567525, + "range_factor_pass": true, + "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": 93.383948, + "strategy_rank": 73.145336, + "production_rank": 79.89154, + "structural_overlay_pass": false, + "structural_overlay_score": 75.896963, + "structural_overlay_rr": 2.451707, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.393694, + "primary_prob": 21.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 81.0, + "primary_rejection_count": 16, + "primary_distance_atr": 3.590542, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.401822, + "range_504_ratio": 1.494545, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.340963, + "hold30_r": 1.254956 + }, + { + "symbol": "PH", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.167028, + "strategy_rank": 77.874187, + "production_rank": 82.9718, + "structural_overlay_pass": false, + "structural_overlay_score": 78.82321, + "structural_overlay_rr": 1.501829, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.956815, + "primary_prob": 27.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 86.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.935223, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.458728, + "range_504_ratio": 1.58206, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.913195, + "hold30_r": 1.421811 + }, + { + "symbol": "PHM", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.878525, + "strategy_rank": 87.646421, + "production_rank": 90.390456, + "structural_overlay_pass": false, + "structural_overlay_score": 85.870933, + "structural_overlay_rr": 1.518206, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.518206, + "primary_prob": 32.11, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.277309, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.552796, + "range_504_ratio": 1.738105, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.460624, + "hold30_r": 5.64474 + }, + { + "symbol": "PSX", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.273319, + "strategy_rank": 77.960954, + "production_rank": 80.065076, + "structural_overlay_pass": false, + "structural_overlay_score": 76.061822, + "structural_overlay_rr": 1.732032, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.569503, + "primary_prob": 36.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.354254, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.585921, + "range_504_ratio": 1.796645, + "range_factor_pass": false, + "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": 87.093275, + "strategy_rank": 70.401302, + "production_rank": 75.965293, + "structural_overlay_pass": false, + "structural_overlay_score": 72.167028, + "structural_overlay_rr": 1.410719, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.431839, + "primary_prob": 38.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.147759, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.465137, + "range_504_ratio": 1.592232, + "range_factor_pass": false, + "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": 91.214751, + "strategy_rank": 78.590022, + "production_rank": 82.798265, + "structural_overlay_pass": false, + "structural_overlay_score": 78.658351, + "structural_overlay_rr": 1.527848, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.969207, + "primary_prob": 34.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.453811, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.692851, + "range_504_ratio": 1.999408, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.915655, + "hold30_r": 2.116776 + }, + { + "symbol": "ROK", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.151844, + "strategy_rank": 72.603037, + "production_rank": 75.119306, + "structural_overlay_pass": false, + "structural_overlay_score": 71.363341, + "structural_overlay_rr": 1.572088, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.969878, + "primary_prob": 29.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.954818, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.624645, + "range_504_ratio": 1.867582, + "range_factor_pass": false, + "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": 88.069414, + "strategy_rank": 74.501085, + "production_rank": 79.023861, + "structural_overlay_pass": false, + "structural_overlay_score": 75.072668, + "structural_overlay_rr": 1.744631, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.525787, + "primary_prob": 36.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 68, + "primary_distance_atr": 2.288681, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.611165, + "range_504_ratio": 1.842577, + "range_factor_pass": false, + "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": 88.503254, + "strategy_rank": 70.509761, + "production_rank": 76.507592, + "structural_overlay_pass": false, + "structural_overlay_score": 72.682213, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.797493, + "primary_prob": 71.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.19624, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.613592, + "range_504_ratio": 1.847054, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.718922, + "hold30_r": 0.311491 + }, + { + "symbol": "SLB", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.444685, + "strategy_rank": 92.158351, + "production_rank": 93.253796, + "structural_overlay_pass": false, + "structural_overlay_score": 88.591106, + "structural_overlay_rr": 1.760085, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.199022, + "primary_prob": 20.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 66.0, + "primary_rejection_count": 20, + "primary_distance_atr": 3.298533, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.885587, + "range_504_ratio": 2.424406, + "range_factor_pass": false, + "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": 99.89154, + "strategy_rank": 99.175705, + "production_rank": 99.414317, + "structural_overlay_pass": false, + "structural_overlay_score": 94.443601, + "structural_overlay_rr": 1.827355, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "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": 84, + "gate_level_count": 84, + "range_504_log": 1.281204, + "range_504_ratio": 3.600973, + "range_factor_pass": true, + "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": 83.839479, + "strategy_rank": 62.039046, + "production_rank": 69.305857, + "structural_overlay_pass": false, + "structural_overlay_score": 65.840564, + "structural_overlay_rr": 1.66668, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.6927, + "primary_prob": 33.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.539049, + "raw_level_count": 26, + "gate_level_count": 26, + "range_504_log": 0.31239, + "range_504_ratio": 1.366688, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.630223, + "hold30_r": 4.391177 + }, + { + "symbol": "SNPS", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.140998, + "strategy_rank": 78.893709, + "production_rank": 80.976139, + "structural_overlay_pass": false, + "structural_overlay_score": 76.927332, + "structural_overlay_rr": 1.240177, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.144592, + "primary_prob": 29.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.716888, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.431933, + "range_504_ratio": 1.540232, + "range_factor_pass": false, + "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": 98.698482, + "strategy_rank": 95.965293, + "production_rank": 96.876356, + "structural_overlay_pass": false, + "structural_overlay_score": 92.032538, + "structural_overlay_rr": 2.8272, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.865185, + "primary_prob": 38.97, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 27.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.297777, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.993266, + "range_504_ratio": 2.70004, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.836318, + "hold30_r": -1.0 + }, + { + "symbol": "TDG", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.117137, + "strategy_rank": 73.264642, + "production_rank": 77.548807, + "structural_overlay_pass": false, + "structural_overlay_score": 73.671367, + "structural_overlay_rr": 1.046624, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.144017, + "primary_prob": 31.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.716026, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.43513, + "range_504_ratio": 1.545163, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.080455, + "hold30_r": 4.30828 + }, + { + "symbol": "TJX", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.852495, + "strategy_rank": 62.960954, + "production_rank": 71.258134, + "structural_overlay_pass": false, + "structural_overlay_score": 67.695228, + "structural_overlay_rr": 1.058632, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.67063, + "primary_prob": 49.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.505945, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.437178, + "range_504_ratio": 1.548331, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.585885, + "hold30_r": 0.705755 + }, + { + "symbol": "TPL", + "date": "2023-04-06", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.299349, + "strategy_rank": 90.444685, + "production_rank": 91.062907, + "structural_overlay_pass": false, + "structural_overlay_score": 86.509761, + "structural_overlay_rr": 1.74826, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 3.043085, + "primary_prob": 20.01, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 4.564628, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 1.06282, + "range_504_ratio": 2.894522, + "range_factor_pass": true, + "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": 94.251627, + "strategy_rank": 85.726681, + "production_rank": 88.56833, + "structural_overlay_pass": false, + "structural_overlay_score": 84.139913, + "structural_overlay_rr": 2.44778, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.810464, + "primary_prob": 32.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.715695, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.587323, + "range_504_ratio": 1.799166, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.765337, + "hold30_r": -1.0 + }, + { + "symbol": "TT", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.720174, + "strategy_rank": 75.021692, + "production_rank": 79.587852, + "structural_overlay_pass": false, + "structural_overlay_score": 75.60846, + "structural_overlay_rr": 2.646898, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.875679, + "primary_prob": 31.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 56, + "primary_distance_atr": 2.813519, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.540198, + "range_504_ratio": 1.716346, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.827306, + "hold30_r": 0.368442 + }, + { + "symbol": "TTD", + "date": "2023-04-06", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.286334, + "strategy_rank": 91.507592, + "production_rank": 90.433839, + "structural_overlay_pass": true, + "structural_overlay_score": 90.912148, + "structural_overlay_rr": 2.651425, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.59844, + "primary_prob": 38.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 3.897659, + "raw_level_count": 86, + "gate_level_count": 86, + "range_504_log": 1.073426, + "range_504_ratio": 2.925385, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.03144, + "hold30_r": 1.542277 + }, + { + "symbol": "UAL", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.600868, + "strategy_rank": 88.817787, + "production_rank": 90.412148, + "structural_overlay_pass": false, + "structural_overlay_score": 85.89154, + "structural_overlay_rr": 1.298432, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.670093, + "primary_prob": 34.25, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 75, + "primary_distance_atr": 2.50514, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.595362, + "range_504_ratio": 1.813687, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.633778, + "hold30_r": 2.077082 + }, + { + "symbol": "UBER", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.104121, + "strategy_rank": 85.16269, + "production_rank": 84.143167, + "structural_overlay_pass": false, + "structural_overlay_score": 79.936009, + "structural_overlay_rr": 1.931226, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.939388, + "primary_prob": 30.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.909083, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.967674, + "range_504_ratio": 2.631817, + "range_factor_pass": false, + "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": 92.08243, + "strategy_rank": 66.832972, + "production_rank": 75.249458, + "structural_overlay_pass": false, + "structural_overlay_score": 71.486985, + "structural_overlay_rr": 0.741814, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.647466, + "primary_prob": 15.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.471199, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.550119, + "range_504_ratio": 1.733459, + "range_factor_pass": false, + "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": 97.396963, + "strategy_rank": 92.483731, + "production_rank": 94.121475, + "structural_overlay_pass": false, + "structural_overlay_score": 89.415401, + "structural_overlay_rr": 1.565409, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.169243, + "primary_prob": 44.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.753864, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.737499, + "range_504_ratio": 2.0907, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.139876, + "hold30_r": -1.0 + }, + { + "symbol": "VICI", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.40564, + "strategy_rank": 60.889371, + "production_rank": 68.394794, + "structural_overlay_pass": false, + "structural_overlay_score": 64.975054, + "structural_overlay_rr": 2.217187, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.27481, + "primary_prob": 26.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 3.412215, + "raw_level_count": 25, + "gate_level_count": 25, + "range_504_log": 0.304162, + "range_504_ratio": 1.355488, + "range_factor_pass": false, + "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": 94.793926, + "strategy_rank": 91.507592, + "production_rank": 92.603037, + "structural_overlay_pass": false, + "structural_overlay_score": 87.972885, + "structural_overlay_rr": 1.693744, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.029174, + "primary_prob": 48.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.543762, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 1.001181, + "range_504_ratio": 2.721495, + "range_factor_pass": true, + "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": 96.746204, + "strategy_rank": 96.193059, + "production_rank": 96.37744, + "structural_overlay_pass": false, + "structural_overlay_score": 91.558568, + "structural_overlay_rr": 1.711432, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.526649, + "primary_prob": 36.75, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.289973, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 1.311393, + "range_504_ratio": 3.71134, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.501797, + "hold30_r": 3.19181 + }, + { + "symbol": "WAB", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.490239, + "strategy_rank": 64.154013, + "production_rank": 70.932755, + "structural_overlay_pass": false, + "structural_overlay_score": 67.386117, + "structural_overlay_rr": 1.747839, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.807827, + "primary_prob": 32.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.711741, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.329138, + "range_504_ratio": 1.389769, + "range_factor_pass": false, + "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": 98.047722, + "strategy_rank": 95.184382, + "production_rank": 96.138829, + "structural_overlay_pass": false, + "structural_overlay_score": 91.331887, + "structural_overlay_rr": 1.546415, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "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": 71, + "gate_level_count": 71, + "range_504_log": 0.933238, + "range_504_ratio": 2.542729, + "range_factor_pass": false, + "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": 85.683297, + "strategy_rank": 74.327549, + "production_rank": 78.112798, + "structural_overlay_pass": false, + "structural_overlay_score": 74.207158, + "structural_overlay_rr": 2.690834, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.680143, + "primary_prob": 34.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.520215, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.655113, + "range_504_ratio": 1.925361, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.623132, + "hold30_r": 1.34482 + }, + { + "symbol": "CEG", + "date": "2023-04-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.043956, + "strategy_rank": 85.197802, + "production_rank": 88.813187, + "structural_overlay_pass": false, + "structural_overlay_score": 84.372527, + "structural_overlay_rr": 1.967046, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 3.012722, + "primary_prob": 20.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 4.519083, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.841898, + "range_504_ratio": 2.320768, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.057644, + "hold30_r": -1.0 + }, + { + "symbol": "ADI", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.208791, + "strategy_rank": 80.428571, + "production_rank": 84.021978, + "structural_overlay_pass": false, + "structural_overlay_score": 79.820879, + "structural_overlay_rr": 1.174756, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.190801, + "primary_prob": 26.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.786202, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.395552, + "range_504_ratio": 1.485204, + "range_factor_pass": false, + "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": 84.395604, + "strategy_rank": 85.648352, + "production_rank": 85.230769, + "structural_overlay_pass": false, + "structural_overlay_score": 80.969231, + "structural_overlay_rr": 2.319418, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.813599, + "primary_prob": 21.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 4.220399, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.746798, + "range_504_ratio": 2.110233, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.044098, + "hold30_r": 0.48026 + }, + { + "symbol": "ALB", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.351648, + "strategy_rank": 89.571429, + "production_rank": 89.164835, + "structural_overlay_pass": false, + "structural_overlay_score": 84.706593, + "structural_overlay_rr": 2.404099, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.769725, + "primary_prob": 21.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 66, + "primary_distance_atr": 4.154587, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.718974, + "range_504_ratio": 2.052327, + "range_factor_pass": false, + "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": 89.010989, + "strategy_rank": 88.681319, + "production_rank": 88.791209, + "structural_overlay_pass": false, + "structural_overlay_score": 84.351648, + "structural_overlay_rr": 2.112739, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.976531, + "primary_prob": 20.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 59, + "primary_distance_atr": 4.464796, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.853984, + "range_504_ratio": 2.348988, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.937707, + "hold30_r": 3.98205 + }, + { + "symbol": "AMD", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.582418, + "strategy_rank": 89.593407, + "production_rank": 88.923077, + "structural_overlay_pass": false, + "structural_overlay_score": 84.476923, + "structural_overlay_rr": 1.999099, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.565739, + "primary_prob": 36.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.348609, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 1.103182, + "range_504_ratio": 3.013742, + "range_factor_pass": true, + "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": 94.725275, + "strategy_rank": 88.725275, + "production_rank": 90.725275, + "structural_overlay_pass": false, + "structural_overlay_score": 86.189011, + "structural_overlay_rr": 0.760434, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.80564, + "primary_prob": 39.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.208461, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.699232, + "range_504_ratio": 2.012207, + "range_factor_pass": false, + "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": 80.659341, + "strategy_rank": 66.384615, + "production_rank": 71.142857, + "structural_overlay_pass": false, + "structural_overlay_score": 67.585714, + "structural_overlay_rr": 1.760946, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.961756, + "primary_prob": 50.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 70, + "primary_distance_atr": 1.442635, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.417545, + "range_504_ratio": 1.518229, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.890634, + "hold30_r": -1.0 + }, + { + "symbol": "APO", + "date": "2023-04-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.615385, + "strategy_rank": 83.791209, + "production_rank": 84.065934, + "structural_overlay_pass": false, + "structural_overlay_score": 79.862637, + "structural_overlay_rr": 1.636993, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.151401, + "primary_prob": 42.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 3.227102, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.574967, + "range_504_ratio": 1.777071, + "range_factor_pass": false, + "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": 82.087912, + "strategy_rank": 80.538462, + "production_rank": 81.054945, + "structural_overlay_pass": false, + "structural_overlay_score": 77.002198, + "structural_overlay_rr": 2.889261, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.748223, + "primary_prob": 33.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.622334, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.841251, + "range_504_ratio": 2.319266, + "range_factor_pass": false, + "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": 82.637363, + "strategy_rank": 71.725275, + "production_rank": 75.362637, + "structural_overlay_pass": false, + "structural_overlay_score": 71.594505, + "structural_overlay_rr": 1.48049, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.383456, + "primary_prob": 39.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.075184, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.490333, + "range_504_ratio": 1.63286, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.316027, + "hold30_r": 10.514286 + }, + { + "symbol": "BA", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.989011, + "strategy_rank": 83.076923, + "production_rank": 85.714286, + "structural_overlay_pass": false, + "structural_overlay_score": 81.428571, + "structural_overlay_rr": 2.067279, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.43148, + "primary_prob": 24.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 3.647219, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.803054, + "range_504_ratio": 2.232348, + "range_factor_pass": false, + "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": 81.428571, + "strategy_rank": 77.538462, + "production_rank": 78.835165, + "structural_overlay_pass": false, + "structural_overlay_score": 74.893407, + "structural_overlay_rr": 2.261656, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 3.023707, + "primary_prob": 20.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 53, + "primary_distance_atr": 4.53556, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.637139, + "range_504_ratio": 1.891063, + "range_factor_pass": false, + "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": 95.714286, + "strategy_rank": 73.494505, + "production_rank": 80.901099, + "structural_overlay_pass": false, + "structural_overlay_score": 76.856044, + "structural_overlay_rr": 0.954095, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.975646, + "primary_prob": 41.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 86.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.963468, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.687239, + "range_504_ratio": 1.988219, + "range_factor_pass": false, + "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": 81.648352, + "strategy_rank": 65.659341, + "production_rank": 70.989011, + "structural_overlay_pass": false, + "structural_overlay_score": 67.43956, + "structural_overlay_rr": 2.747415, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.595293, + "primary_prob": 35.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 70, + "primary_distance_atr": 2.39294, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.374034, + "range_504_ratio": 1.453587, + "range_factor_pass": false, + "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": 88.131868, + "strategy_rank": 69.703297, + "production_rank": 75.846154, + "structural_overlay_pass": false, + "structural_overlay_score": 72.053846, + "structural_overlay_rr": 1.827695, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 12, + "rr": 2.241702, + "primary_prob": 41.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 3.362553, + "raw_level_count": 24, + "gate_level_count": 24, + "range_504_log": 0.351572, + "range_504_ratio": 1.4213, + "range_factor_pass": false, + "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": 80.0, + "strategy_rank": 58.142857, + "production_rank": 65.428571, + "structural_overlay_pass": false, + "structural_overlay_score": 62.157143, + "structural_overlay_rr": 1.0702, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.674311, + "primary_prob": 60.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.011466, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.373695, + "range_504_ratio": 1.453094, + "range_factor_pass": false, + "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": 85.164835, + "strategy_rank": 66.901099, + "production_rank": 72.989011, + "structural_overlay_pass": false, + "structural_overlay_score": 69.33956, + "structural_overlay_rr": 1.857853, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.047742, + "primary_prob": 44.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.571614, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.455218, + "range_504_ratio": 1.576517, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.964442, + "hold30_r": 5.81119 + }, + { + "symbol": "CRH", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.285714, + "strategy_rank": 84.098901, + "production_rank": 87.494505, + "structural_overlay_pass": false, + "structural_overlay_score": 83.11978, + "structural_overlay_rr": 1.866277, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.884461, + "primary_prob": 31.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.826691, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.557875, + "range_504_ratio": 1.746957, + "range_factor_pass": false, + "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": 82.417582, + "strategy_rank": 70.153846, + "production_rank": 74.241758, + "structural_overlay_pass": false, + "structural_overlay_score": 70.52967, + "structural_overlay_rr": 1.884293, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.891149, + "primary_prob": 30.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.836724, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.723795, + "range_504_ratio": 2.062245, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.821352, + "hold30_r": 4.673675 + }, + { + "symbol": "DHI", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.362637, + "strategy_rank": 86.945055, + "production_rank": 90.417582, + "structural_overlay_pass": false, + "structural_overlay_score": 85.896703, + "structural_overlay_rr": 1.787546, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.72588, + "primary_prob": 24.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.588821, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.622797, + "range_504_ratio": 1.864135, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.669205, + "hold30_r": 2.44008 + }, + { + "symbol": "DRI", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.296703, + "strategy_rank": 58.703297, + "production_rank": 66.901099, + "structural_overlay_pass": false, + "structural_overlay_score": 63.556044, + "structural_overlay_rr": 1.442604, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.348653, + "primary_prob": 25.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.02298, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.392384, + "range_504_ratio": 1.480506, + "range_factor_pass": false, + "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": 84.835165, + "strategy_rank": 75.703297, + "production_rank": 78.747253, + "structural_overlay_pass": false, + "structural_overlay_score": 74.80989, + "structural_overlay_rr": 1.54893, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.338811, + "primary_prob": 29.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.008216, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.519841, + "range_504_ratio": 1.68176, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.281025, + "hold30_r": -0.735977 + }, + { + "symbol": "EME", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.494505, + "strategy_rank": 79.373626, + "production_rank": 84.747253, + "structural_overlay_pass": false, + "structural_overlay_score": 80.50989, + "structural_overlay_rr": 1.682252, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.667481, + "primary_prob": 30.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 80.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.501222, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.574531, + "range_504_ratio": 1.776297, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.611652, + "hold30_r": 2.676693 + }, + { + "symbol": "ERIE", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.450549, + "strategy_rank": 76.197802, + "production_rank": 80.615385, + "structural_overlay_pass": false, + "structural_overlay_score": 76.584615, + "structural_overlay_rr": 2.198775, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.198386, + "primary_prob": 27.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.297579, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.59225, + "range_504_ratio": 1.808053, + "range_factor_pass": false, + "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": 82.857143, + "strategy_rank": 67.098901, + "production_rank": 72.351648, + "structural_overlay_pass": false, + "structural_overlay_score": 68.734066, + "structural_overlay_rr": 1.689837, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.712126, + "primary_prob": 33.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 56, + "primary_distance_atr": 2.56819, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.377877, + "range_504_ratio": 1.459184, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.658372, + "hold30_r": 3.428173 + }, + { + "symbol": "EXPD", + "date": "2023-04-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.43956, + "strategy_rank": 71.043956, + "production_rank": 74.175824, + "structural_overlay_pass": false, + "structural_overlay_score": 70.467033, + "structural_overlay_rr": 2.506489, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.573734, + "primary_prob": 38.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 53, + "primary_distance_atr": 3.860602, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.470526, + "range_504_ratio": 1.600836, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.059883, + "hold30_r": -1.0 + }, + { + "symbol": "FISV", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.307692, + "strategy_rank": 71.263736, + "production_rank": 74.945055, + "structural_overlay_pass": false, + "structural_overlay_score": 71.197802, + "structural_overlay_rr": 1.251541, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.223335, + "primary_prob": 45.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.835003, + "raw_level_count": 20, + "gate_level_count": 20, + "range_504_log": 0.320072, + "range_504_ratio": 1.377226, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.153147, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.571429, + "strategy_rank": 89.307692, + "production_rank": 92.395604, + "structural_overlay_pass": false, + "structural_overlay_score": 87.775824, + "structural_overlay_rr": 1.66741, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "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": 65, + "gate_level_count": 65, + "range_504_log": 0.806552, + "range_504_ratio": 2.240171, + "range_factor_pass": false, + "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": 80.879121, + "strategy_rank": 64.494505, + "production_rank": 69.956044, + "structural_overlay_pass": false, + "structural_overlay_score": 66.458242, + "structural_overlay_rr": 2.853585, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.108945, + "primary_prob": 43.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 3.163418, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.420159, + "range_504_ratio": 1.522203, + "range_factor_pass": false, + "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": 91.648352, + "strategy_rank": 73.549451, + "production_rank": 79.582418, + "structural_overlay_pass": false, + "structural_overlay_score": 75.603297, + "structural_overlay_rr": 1.021279, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.927468, + "primary_prob": 30.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.891201, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.450975, + "range_504_ratio": 1.569842, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.853646, + "hold30_r": -1.0 + }, + { + "symbol": "GPC", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.78022, + "strategy_rank": 67.032967, + "production_rank": 74.615385, + "structural_overlay_pass": false, + "structural_overlay_score": 70.884615, + "structural_overlay_rr": 1.897713, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.821112, + "primary_prob": 31.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.731668, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.484583, + "range_504_ratio": 1.623497, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.755426, + "hold30_r": -1.0 + }, + { + "symbol": "GWW", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.406593, + "strategy_rank": 81.43956, + "production_rank": 85.428571, + "structural_overlay_pass": false, + "structural_overlay_score": 81.157143, + "structural_overlay_rr": 1.421258, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.222652, + "primary_prob": 42.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 99.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.833978, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.595035, + "range_504_ratio": 1.813094, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.169979, + "hold30_r": 0.530693 + }, + { + "symbol": "HUBB", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.626374, + "strategy_rank": 79.747253, + "production_rank": 84.373626, + "structural_overlay_pass": false, + "structural_overlay_score": 80.154945, + "structural_overlay_rr": 2.149171, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.200683, + "primary_prob": 27.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 3.301024, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.436261, + "range_504_ratio": 1.546913, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.14979, + "hold30_r": 7.059652 + }, + { + "symbol": "HWM", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.263736, + "strategy_rank": 69.978022, + "production_rank": 75.406593, + "structural_overlay_pass": false, + "structural_overlay_score": 71.636264, + "structural_overlay_rr": 0.994343, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.944348, + "primary_prob": 51.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.416523, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.481656, + "range_504_ratio": 1.618752, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.886712, + "hold30_r": 0.65034 + }, + { + "symbol": "IBKR", + "date": "2023-04-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.142857, + "strategy_rank": 79.692308, + "production_rank": 82.175824, + "structural_overlay_pass": false, + "structural_overlay_score": 78.067033, + "structural_overlay_rr": 2.088181, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.088181, + "primary_prob": 23.57, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 3.132271, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.546947, + "range_504_ratio": 1.727969, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.123561, + "hold30_r": -1.073922 + }, + { + "symbol": "IR", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.571429, + "strategy_rank": 74.032967, + "production_rank": 78.879121, + "structural_overlay_pass": false, + "structural_overlay_score": 74.935165, + "structural_overlay_rr": 2.164201, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.750544, + "primary_prob": 47.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.625816, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.466561, + "range_504_ratio": 1.594502, + "range_factor_pass": false, + "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": 85.054945, + "strategy_rank": 64.978022, + "production_rank": 71.67033, + "structural_overlay_pass": false, + "structural_overlay_score": 68.086813, + "structural_overlay_rr": 1.345542, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.351806, + "primary_prob": 40.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.027709, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.378558, + "range_504_ratio": 1.460178, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.284882, + "hold30_r": -1.0 + }, + { + "symbol": "JBL", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.802198, + "strategy_rank": 79.142857, + "production_rank": 85.362637, + "structural_overlay_pass": false, + "structural_overlay_score": 81.094505, + "structural_overlay_rr": 1.762638, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.43008, + "primary_prob": 34.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.145121, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.602029, + "range_504_ratio": 1.82582, + "range_factor_pass": false, + "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": 92.087912, + "strategy_rank": 87.406593, + "production_rank": 88.967033, + "structural_overlay_pass": false, + "structural_overlay_score": 84.518681, + "structural_overlay_rr": 1.652916, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.174031, + "primary_prob": 27.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 3.261047, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.602642, + "range_504_ratio": 1.826938, + "range_factor_pass": false, + "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": 96.923077, + "strategy_rank": 85.516484, + "production_rank": 89.318681, + "structural_overlay_pass": false, + "structural_overlay_score": 84.852747, + "structural_overlay_rr": 1.157693, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.805363, + "primary_prob": 55.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.208044, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.630972, + "range_504_ratio": 1.879437, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.745776, + "hold30_r": 0.695183 + }, + { + "symbol": "LRCX", + "date": "2023-04-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.549451, + "strategy_rank": 91.043956, + "production_rank": 90.879121, + "structural_overlay_pass": false, + "structural_overlay_score": 86.335165, + "structural_overlay_rr": 0.823735, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.987623, + "primary_prob": 20.36, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 4.481435, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.893059, + "range_504_ratio": 2.44259, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.949243, + "hold30_r": 4.885619 + }, + { + "symbol": "LVS", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.791209, + "strategy_rank": 89.263736, + "production_rank": 92.43956, + "structural_overlay_pass": false, + "structural_overlay_score": 87.817582, + "structural_overlay_rr": 0.871444, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.877981, + "primary_prob": 56.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.316971, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.747734, + "range_504_ratio": 2.112208, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.827883, + "hold30_r": -1.0 + }, + { + "symbol": "MCHP", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.263736, + "strategy_rank": 91.351648, + "production_rank": 92.989011, + "structural_overlay_pass": false, + "structural_overlay_score": 88.33956, + "structural_overlay_rr": 1.785886, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.667079, + "primary_prob": 34.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.500618, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.504733, + "range_504_ratio": 1.656543, + "range_factor_pass": false, + "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": 85.604396, + "strategy_rank": 89.164835, + "production_rank": 87.978022, + "structural_overlay_pass": false, + "structural_overlay_score": 83.579121, + "structural_overlay_rr": 1.062711, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 11.709795, + "primary_prob": 25.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 17.564692, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 1.473143, + "range_504_ratio": 4.362924, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.050879, + "hold30_r": -1.0 + }, + { + "symbol": "MGM", + "date": "2023-04-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.043956, + "strategy_rank": 82.186813, + "production_rank": 83.472527, + "structural_overlay_pass": false, + "structural_overlay_score": 79.298901, + "structural_overlay_rr": 1.79787, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.52314, + "primary_prob": 32.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 69.0, + "primary_rejection_count": 19, + "primary_distance_atr": 3.784711, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.661411, + "range_504_ratio": 1.937524, + "range_factor_pass": false, + "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": 90.21978, + "strategy_rank": 66.813187, + "production_rank": 74.615385, + "structural_overlay_pass": false, + "structural_overlay_score": 70.884615, + "structural_overlay_rr": 1.379068, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.051398, + "primary_prob": 28.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.577098, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.418109, + "range_504_ratio": 1.519086, + "range_factor_pass": false, + "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": 98.021978, + "strategy_rank": 89.087912, + "production_rank": 92.065934, + "structural_overlay_pass": false, + "structural_overlay_score": 87.462637, + "structural_overlay_rr": 0.865089, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.876816, + "primary_prob": 49.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.315224, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 1.017434, + "range_504_ratio": 2.766089, + "range_factor_pass": true, + "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": 98.241758, + "strategy_rank": 96.857143, + "production_rank": 97.318681, + "structural_overlay_pass": false, + "structural_overlay_score": 92.452747, + "structural_overlay_rr": 1.409633, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.917487, + "primary_prob": 30.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.876231, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.653628, + "range_504_ratio": 1.922503, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.03347, + "hold30_r": -1.0 + }, + { + "symbol": "MRNA", + "date": "2023-04-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.516484, + "strategy_rank": 87.175824, + "production_rank": 85.956044, + "structural_overlay_pass": false, + "structural_overlay_score": 81.658242, + "structural_overlay_rr": 1.816728, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.226814, + "primary_prob": 26.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 3.34022, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 1.464382, + "range_504_ratio": 4.324872, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.034348, + "hold30_r": -1.0 + }, + { + "symbol": "MSCI", + "date": "2023-04-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.0, + "strategy_rank": 83.736264, + "production_rank": 85.824176, + "structural_overlay_pass": false, + "structural_overlay_score": 81.532967, + "structural_overlay_rr": 1.63012, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.04208, + "primary_prob": 28.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 3.063121, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.591193, + "range_504_ratio": 1.806142, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.054216, + "hold30_r": -1.0 + }, + { + "symbol": "MTD", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.384615, + "strategy_rank": 75.626374, + "production_rank": 78.879121, + "structural_overlay_pass": false, + "structural_overlay_score": 74.935165, + "structural_overlay_rr": 2.632871, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.702577, + "primary_prob": 30.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.553866, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.475776, + "range_504_ratio": 1.609263, + "range_factor_pass": false, + "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": 81.868132, + "strategy_rank": 85.230769, + "production_rank": 84.10989, + "structural_overlay_pass": false, + "structural_overlay_score": 79.904396, + "structural_overlay_rr": 1.80266, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.553754, + "primary_prob": 51.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.33063, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 1.4606, + "range_504_ratio": 4.308543, + "range_factor_pass": true, + "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": 97.582418, + "strategy_rank": 96.956044, + "production_rank": 97.164835, + "structural_overlay_pass": false, + "structural_overlay_score": 92.306593, + "structural_overlay_rr": 1.004184, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.033672, + "primary_prob": 48.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.550508, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 1.164826, + "range_504_ratio": 3.205365, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.991018, + "hold30_r": 9.715083 + }, + { + "symbol": "NVR", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.307692, + "strategy_rank": 78.56044, + "production_rank": 83.142857, + "structural_overlay_pass": false, + "structural_overlay_score": 78.985714, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.57475, + "primary_prob": 37.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.362125, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.514582, + "range_504_ratio": 1.672939, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.50448, + "hold30_r": -0.093506 + }, + { + "symbol": "NXPI", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.824176, + "strategy_rank": 83.681319, + "production_rank": 84.395604, + "structural_overlay_pass": false, + "structural_overlay_score": 80.175824, + "structural_overlay_rr": 2.002515, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.848437, + "primary_prob": 31.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 64, + "primary_distance_atr": 2.772655, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.596856, + "range_504_ratio": 1.816399, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.044687, + "hold30_r": -1.0 + }, + { + "symbol": "ODFL", + "date": "2023-04-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 96.483516, + "strategy_rank": 88.604396, + "production_rank": 91.230769, + "structural_overlay_pass": false, + "structural_overlay_score": 86.669231, + "structural_overlay_rr": 1.692179, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.227579, + "primary_prob": 24.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 8, + "primary_distance_atr": 3.341369, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.501147, + "range_504_ratio": 1.650614, + "range_factor_pass": false, + "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": 99.340659, + "strategy_rank": 97.692308, + "production_rank": 98.241758, + "structural_overlay_pass": false, + "structural_overlay_score": 93.32967, + "structural_overlay_rr": 1.549786, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.069119, + "primary_prob": 46.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 95.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.603679, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.945555, + "range_504_ratio": 2.574243, + "range_factor_pass": false, + "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": 92.637363, + "strategy_rank": 73.021978, + "production_rank": 79.56044, + "structural_overlay_pass": false, + "structural_overlay_score": 75.582418, + "structural_overlay_rr": 0.746328, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.784028, + "primary_prob": 67.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 78.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.176043, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.401822, + "range_504_ratio": 1.494545, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.726673, + "hold30_r": -1.0 + }, + { + "symbol": "PGR", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.736264, + "strategy_rank": 67.549451, + "production_rank": 72.945055, + "structural_overlay_pass": false, + "structural_overlay_score": 69.297802, + "structural_overlay_rr": 1.511051, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.544092, + "primary_prob": 35.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 94.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.316138, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.517207, + "range_504_ratio": 1.677336, + "range_factor_pass": false, + "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": 88.791209, + "strategy_rank": 75.076923, + "production_rank": 79.648352, + "structural_overlay_pass": false, + "structural_overlay_score": 75.665934, + "structural_overlay_rr": 1.532791, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.517724, + "primary_prob": 33.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 85.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.276586, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.458728, + "range_504_ratio": 1.58206, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.47245, + "hold30_r": 0.976824 + }, + { + "symbol": "PSX", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.362637, + "strategy_rank": 80.208791, + "production_rank": 82.593407, + "structural_overlay_pass": false, + "structural_overlay_score": 78.463736, + "structural_overlay_rr": 0.927619, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.08902, + "primary_prob": 47.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.63353, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.585921, + "range_504_ratio": 1.796645, + "range_factor_pass": false, + "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": 90.769231, + "strategy_rank": 72.802198, + "production_rank": 78.791209, + "structural_overlay_pass": false, + "structural_overlay_score": 74.851648, + "structural_overlay_rr": 0.717384, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.743348, + "primary_prob": 73.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 1.115022, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.465137, + "range_504_ratio": 1.592232, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.070186, + "hold30_r": -1.0 + }, + { + "symbol": "RL", + "date": "2023-04-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.175824, + "strategy_rank": 79.527473, + "production_rank": 81.076923, + "structural_overlay_pass": false, + "structural_overlay_score": 77.023077, + "structural_overlay_rr": 2.291168, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.346802, + "primary_prob": 27.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 9, + "primary_distance_atr": 3.520204, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.503048, + "range_504_ratio": 1.653754, + "range_factor_pass": false, + "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": 81.208791, + "strategy_rank": 73.626374, + "production_rank": 76.153846, + "structural_overlay_pass": false, + "structural_overlay_score": 72.346154, + "structural_overlay_rr": 1.195811, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.628351, + "primary_prob": 34.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.442526, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.624645, + "range_504_ratio": 1.867582, + "range_factor_pass": false, + "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": 92.857143, + "strategy_rank": 73.571429, + "production_rank": 80.0, + "structural_overlay_pass": false, + "structural_overlay_score": 76.0, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.249212, + "primary_prob": 57.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 1.873818, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.613592, + "range_504_ratio": 1.847054, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.164523, + "hold30_r": -1.0 + }, + { + "symbol": "SLB", + "date": "2023-04-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.483516, + "strategy_rank": 86.153846, + "production_rank": 86.263736, + "structural_overlay_pass": false, + "structural_overlay_score": 81.950549, + "structural_overlay_rr": 2.07864, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.026035, + "primary_prob": 30.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 11, + "primary_distance_atr": 3.039053, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.885587, + "range_504_ratio": 2.424406, + "range_factor_pass": false, + "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": 99.89011, + "strategy_rank": 99.098901, + "production_rank": 99.362637, + "structural_overlay_pass": false, + "structural_overlay_score": 94.394505, + "structural_overlay_rr": 0.987727, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.817645, + "primary_prob": 51.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.226468, + "raw_level_count": 86, + "gate_level_count": 86, + "range_504_log": 1.281204, + "range_504_ratio": 3.600973, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.792358, + "hold30_r": -1.353479 + }, + { + "symbol": "SNA", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.21978, + "strategy_rank": 60.571429, + "production_rank": 67.120879, + "structural_overlay_pass": false, + "structural_overlay_score": 63.764835, + "structural_overlay_rr": 2.745845, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.511325, + "primary_prob": 49.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 88.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.266988, + "raw_level_count": 26, + "gate_level_count": 26, + "range_504_log": 0.31239, + "range_504_ratio": 1.366688, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.445107, + "hold30_r": 2.40239 + }, + { + "symbol": "SNPS", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.868132, + "strategy_rank": 81.912088, + "production_rank": 85.230769, + "structural_overlay_pass": false, + "structural_overlay_score": 80.969231, + "structural_overlay_rr": 0.858821, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.755334, + "primary_prob": 41.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.133002, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.431933, + "range_504_ratio": 1.540232, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.064126, + "hold30_r": -1.0 + }, + { + "symbol": "STLD", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.505495, + "strategy_rank": 93.120879, + "production_rank": 93.582418, + "structural_overlay_pass": false, + "structural_overlay_score": 88.903297, + "structural_overlay_rr": 0.881749, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.802271, + "primary_prob": 47.24, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 57.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.203407, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.993266, + "range_504_ratio": 2.70004, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.768949, + "hold30_r": -1.0 + }, + { + "symbol": "TDG", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.956044, + "strategy_rank": 71.428571, + "production_rank": 75.604396, + "structural_overlay_pass": false, + "structural_overlay_score": 71.824176, + "structural_overlay_rr": 0.831798, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.733704, + "primary_prob": 59.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.100557, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.43513, + "range_504_ratio": 1.545163, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.662355, + "hold30_r": 1.929328 + }, + { + "symbol": "TJX", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.923077, + "strategy_rank": 63.186813, + "production_rank": 71.098901, + "structural_overlay_pass": false, + "structural_overlay_score": 67.543956, + "structural_overlay_rr": 1.49127, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.49127, + "primary_prob": 37.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.236905, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.437178, + "range_504_ratio": 1.548331, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.40934, + "hold30_r": -0.100833 + }, + { + "symbol": "TPL", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.32967, + "strategy_rank": 89.340659, + "production_rank": 89.67033, + "structural_overlay_pass": true, + "structural_overlay_score": 90.186813, + "structural_overlay_rr": 2.039582, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.716248, + "primary_prob": 33.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.574372, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 1.06282, + "range_504_ratio": 2.894522, + "range_factor_pass": true, + "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": 93.846154, + "strategy_rank": 85.373626, + "production_rank": 88.197802, + "structural_overlay_pass": false, + "structural_overlay_score": 83.787912, + "structural_overlay_rr": 2.118932, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.656721, + "primary_prob": 43.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 71.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.485082, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.587323, + "range_504_ratio": 1.799166, + "range_factor_pass": false, + "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": 91.428571, + "strategy_rank": 76.725275, + "production_rank": 81.626374, + "structural_overlay_pass": false, + "structural_overlay_score": 77.545055, + "structural_overlay_rr": 1.432677, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.505226, + "primary_prob": 24.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 3.75784, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.540198, + "range_504_ratio": 1.716346, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.051705, + "hold30_r": -1.0 + }, + { + "symbol": "TTD", + "date": "2023-04-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.186813, + "strategy_rank": 94.934066, + "production_rank": 94.351648, + "structural_overlay_pass": false, + "structural_overlay_score": 89.634066, + "structural_overlay_rr": 0.71071, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.607064, + "primary_prob": 23.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 3.910596, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 1.073426, + "range_504_ratio": 2.925385, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.033665, + "hold30_r": 1.935904 + }, + { + "symbol": "UAL", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.076923, + "strategy_rank": 82.516484, + "production_rank": 82.703297, + "structural_overlay_pass": false, + "structural_overlay_score": 78.568132, + "structural_overlay_rr": 1.713364, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.705726, + "primary_prob": 33.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 75, + "primary_distance_atr": 2.55859, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.595362, + "range_504_ratio": 1.813687, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.670363, + "hold30_r": 2.372011 + }, + { + "symbol": "UBER", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.230769, + "strategy_rank": 89.164835, + "production_rank": 89.186813, + "structural_overlay_pass": false, + "structural_overlay_score": 84.727473, + "structural_overlay_rr": 1.820137, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.829527, + "primary_prob": 31.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.74429, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.967674, + "range_504_ratio": 2.631817, + "range_factor_pass": false, + "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": 94.945055, + "strategy_rank": 69.263736, + "production_rank": 77.824176, + "structural_overlay_pass": false, + "structural_overlay_score": 73.932967, + "structural_overlay_rr": 1.172297, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.831946, + "primary_prob": 50.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.247919, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.550119, + "range_504_ratio": 1.733459, + "range_factor_pass": false, + "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": 95.274725, + "strategy_rank": 91.186813, + "production_rank": 92.549451, + "structural_overlay_pass": false, + "structural_overlay_score": 87.921978, + "structural_overlay_rr": 0.716932, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.069944, + "primary_prob": 31.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.604916, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.737499, + "range_504_ratio": 2.0907, + "range_factor_pass": false, + "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": 94.065934, + "strategy_rank": 90.736264, + "production_rank": 91.846154, + "structural_overlay_pass": false, + "structural_overlay_score": 87.253846, + "structural_overlay_rr": 0.834519, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.269051, + "primary_prob": 42.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.903577, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 1.001181, + "range_504_ratio": 2.721495, + "range_factor_pass": true, + "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": 96.703297, + "strategy_rank": 96.076923, + "production_rank": 96.285714, + "structural_overlay_pass": false, + "structural_overlay_score": 91.471429, + "structural_overlay_rr": 1.888185, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.678362, + "primary_prob": 34.11, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.517542, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 1.311393, + "range_504_ratio": 3.71134, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.649997, + "hold30_r": 8.340464 + }, + { + "symbol": "WYNN", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.120879, + "strategy_rank": 93.615385, + "production_rank": 95.450549, + "structural_overlay_pass": false, + "structural_overlay_score": 90.678022, + "structural_overlay_rr": 1.812375, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.797886, + "primary_prob": 29.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.696829, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.933238, + "range_504_ratio": 2.542729, + "range_factor_pass": false, + "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": 87.802198, + "strategy_rank": 75.571429, + "production_rank": 79.648352, + "structural_overlay_pass": false, + "structural_overlay_score": 75.665934, + "structural_overlay_rr": 1.578686, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.562578, + "primary_prob": 51.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.343868, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.655113, + "range_504_ratio": 1.925361, + "range_factor_pass": false, + "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": 90.011351, + "strategy_rank": 80.817253, + "production_rank": 83.881952, + "structural_overlay_pass": false, + "structural_overlay_score": 79.687855, + "structural_overlay_rr": 2.263813, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.578627, + "primary_prob": 23.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 3.867941, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.841898, + "range_504_ratio": 2.320768, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.520288, + "hold30_r": 4.222693 + }, + { + "symbol": "ADI", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.259932, + "strategy_rank": 80.124858, + "production_rank": 83.836549, + "structural_overlay_pass": false, + "structural_overlay_score": 79.644722, + "structural_overlay_rr": 1.619661, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.637016, + "primary_prob": 17.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.455524, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.395552, + "range_504_ratio": 1.485204, + "range_factor_pass": false, + "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": 85.357548, + "strategy_rank": 86.276958, + "production_rank": 85.970488, + "structural_overlay_pass": false, + "structural_overlay_score": 81.671964, + "structural_overlay_rr": 2.274148, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.541664, + "primary_prob": 36.47, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 57, + "primary_distance_atr": 2.312496, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.746798, + "range_504_ratio": 2.110233, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.492389, + "hold30_r": 1.820294 + }, + { + "symbol": "ALB", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.811578, + "strategy_rank": 87.990919, + "production_rank": 87.264472, + "structural_overlay_pass": false, + "structural_overlay_score": 82.901249, + "structural_overlay_rr": 2.034476, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.722318, + "primary_prob": 33.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.583477, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.718974, + "range_504_ratio": 2.052327, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.696576, + "hold30_r": 2.401615 + }, + { + "symbol": "AMAT", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.741203, + "strategy_rank": 87.604994, + "production_rank": 87.650397, + "structural_overlay_pass": false, + "structural_overlay_score": 83.267877, + "structural_overlay_rr": 1.300754, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.982313, + "primary_prob": 20.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 59, + "primary_distance_atr": 4.473469, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.853984, + "range_504_ratio": 2.348988, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.941914, + "hold30_r": 3.608656 + }, + { + "symbol": "AMD", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.119183, + "strategy_rank": 94.812713, + "production_rank": 94.914869, + "structural_overlay_pass": false, + "structural_overlay_score": 90.169126, + "structural_overlay_rr": 1.887735, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.531673, + "primary_prob": 36.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.29751, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 1.103182, + "range_504_ratio": 3.013742, + "range_factor_pass": true, + "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": 97.162316, + "strategy_rank": 90.215664, + "production_rank": 92.531215, + "structural_overlay_pass": false, + "structural_overlay_score": 87.904654, + "structural_overlay_rr": 1.719378, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.782066, + "primary_prob": 44.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.173099, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.699232, + "range_504_ratio": 2.012207, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.733158, + "hold30_r": -1.656627 + }, + { + "symbol": "APH", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.044268, + "strategy_rank": 62.792281, + "production_rank": 68.876277, + "structural_overlay_pass": false, + "structural_overlay_score": 65.432463, + "structural_overlay_rr": 1.886294, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.996847, + "primary_prob": 29.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 71, + "primary_distance_atr": 2.99527, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.360365, + "range_504_ratio": 1.433852, + "range_factor_pass": false, + "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": 82.519864, + "strategy_rank": 82.349603, + "production_rank": 82.406356, + "structural_overlay_pass": false, + "structural_overlay_score": 78.286039, + "structural_overlay_rr": 1.916225, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.828741, + "primary_prob": 46.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.743112, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.574967, + "range_504_ratio": 1.777071, + "range_factor_pass": false, + "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": 84.790011, + "strategy_rank": 81.623156, + "production_rank": 82.678774, + "structural_overlay_pass": false, + "structural_overlay_score": 78.544835, + "structural_overlay_rr": 1.736022, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.300781, + "primary_prob": 26.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 3.451171, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.841251, + "range_504_ratio": 2.319266, + "range_factor_pass": false, + "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": 80.136209, + "strategy_rank": 75.811578, + "production_rank": 77.253121, + "structural_overlay_pass": false, + "structural_overlay_score": 73.390465, + "structural_overlay_rr": 1.055632, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.064318, + "primary_prob": 42.53, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.596477, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.52758, + "range_504_ratio": 1.694826, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.052971, + "hold30_r": -1.0 + }, + { + "symbol": "BA", + "date": "2023-04-21", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.968218, + "strategy_rank": 81.362089, + "production_rank": 83.564132, + "structural_overlay_pass": false, + "structural_overlay_score": 79.385925, + "structural_overlay_rr": 1.691091, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.225071, + "primary_prob": 41.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 3.337607, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.803054, + "range_504_ratio": 2.232348, + "range_factor_pass": false, + "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": 93.757094, + "strategy_rank": 69.920545, + "production_rank": 77.866061, + "structural_overlay_pass": false, + "structural_overlay_score": 73.972758, + "structural_overlay_rr": 1.331978, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.319182, + "primary_prob": 52.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 85.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.978774, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.687239, + "range_504_ratio": 1.988219, + "range_factor_pass": false, + "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": 81.157775, + "strategy_rank": 73.121453, + "production_rank": 75.800227, + "structural_overlay_pass": false, + "structural_overlay_score": 72.010216, + "structural_overlay_rr": 4.066734, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 8, + "rr": 2.866271, + "primary_prob": 21.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 75, + "primary_distance_atr": 4.299407, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.374034, + "range_504_ratio": 1.453587, + "range_factor_pass": false, + "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": 83.427923, + "strategy_rank": 66.367764, + "production_rank": 72.054484, + "structural_overlay_pass": false, + "structural_overlay_score": 68.451759, + "structural_overlay_rr": 2.220641, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.649925, + "primary_prob": 34.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 76, + "primary_distance_atr": 2.474887, + "raw_level_count": 24, + "gate_level_count": 24, + "range_504_log": 0.351572, + "range_504_ratio": 1.4213, + "range_factor_pass": false, + "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": 91.940976, + "strategy_rank": 94.256527, + "production_rank": 93.484677, + "structural_overlay_pass": false, + "structural_overlay_score": 88.810443, + "structural_overlay_rr": 1.833031, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.592919, + "primary_prob": 35.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.389379, + "raw_level_count": 104, + "gate_level_count": 104, + "range_504_log": 2.458952, + "range_504_ratio": 11.692552, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.014741, + "hold30_r": -1.0 + }, + { + "symbol": "CRH", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.713961, + "strategy_rank": 81.362089, + "production_rank": 84.812713, + "structural_overlay_pass": false, + "structural_overlay_score": 80.572077, + "structural_overlay_rr": 1.316099, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.801277, + "primary_prob": 55.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 60, + "primary_distance_atr": 1.201915, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.557875, + "range_504_ratio": 1.746957, + "range_factor_pass": false, + "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": 85.244041, + "strategy_rank": 85.07378, + "production_rank": 85.130533, + "structural_overlay_pass": false, + "structural_overlay_score": 80.874007, + "structural_overlay_rr": 1.821137, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.026727, + "primary_prob": 63.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.540091, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.903225, + "range_504_ratio": 2.467548, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.067808, + "hold30_r": -1.0 + }, + { + "symbol": "CSGP", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.93076, + "strategy_rank": 68.944381, + "production_rank": 72.939841, + "structural_overlay_pass": false, + "structural_overlay_score": 69.292849, + "structural_overlay_rr": 1.621256, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.628436, + "primary_prob": 49.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.442654, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.723795, + "range_504_ratio": 2.062245, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.076735, + "hold30_r": -1.0 + }, + { + "symbol": "DRI", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.746879, + "strategy_rank": 58.263337, + "production_rank": 66.424518, + "structural_overlay_pass": false, + "structural_overlay_score": 63.103292, + "structural_overlay_rr": 0.95657, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.635414, + "primary_prob": 19.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.453121, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.392384, + "range_504_ratio": 1.480506, + "range_factor_pass": false, + "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": 86.379115, + "strategy_rank": 77.116913, + "production_rank": 80.204313, + "structural_overlay_pass": false, + "structural_overlay_score": 76.194098, + "structural_overlay_rr": 1.4239, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.444479, + "primary_prob": 39.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.166719, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.519841, + "range_504_ratio": 1.68176, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.379843, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.027242, + "strategy_rank": 79.239501, + "production_rank": 84.835414, + "structural_overlay_pass": false, + "structural_overlay_score": 80.593644, + "structural_overlay_rr": 1.445831, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.429658, + "primary_prob": 34.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 80.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.144487, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.574531, + "range_504_ratio": 1.776297, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.369047, + "hold30_r": 2.408597 + }, + { + "symbol": "EPAM", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.973893, + "strategy_rank": 85.527809, + "production_rank": 84.676504, + "structural_overlay_pass": false, + "structural_overlay_score": 80.442679, + "structural_overlay_rr": 1.806034, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.135432, + "primary_prob": 27.82, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 3.203148, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 1.424283, + "range_504_ratio": 4.154877, + "range_factor_pass": true, + "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": 91.486947, + "strategy_rank": 78.138479, + "production_rank": 82.587968, + "structural_overlay_pass": false, + "structural_overlay_score": 78.45857, + "structural_overlay_rr": 2.337144, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.247396, + "primary_prob": 26.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.371094, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.59225, + "range_504_ratio": 1.808053, + "range_factor_pass": false, + "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": 83.654938, + "strategy_rank": 67.446084, + "production_rank": 72.849035, + "structural_overlay_pass": false, + "structural_overlay_score": 69.206583, + "structural_overlay_rr": 1.706582, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.732262, + "primary_prob": 33.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 56, + "primary_distance_atr": 2.598393, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.377877, + "range_504_ratio": 1.459184, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.671244, + "hold30_r": 3.879149 + }, + { + "symbol": "FDX", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.200908, + "strategy_rank": 72.746879, + "production_rank": 76.231555, + "structural_overlay_pass": false, + "structural_overlay_score": 72.419977, + "structural_overlay_rr": 1.660883, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.900954, + "primary_prob": 67.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.351432, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.763708, + "range_504_ratio": 2.14622, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.069596, + "hold30_r": -1.0 + }, + { + "symbol": "FISV", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.562997, + "strategy_rank": 72.61067, + "production_rank": 76.594779, + "structural_overlay_pass": false, + "structural_overlay_score": 72.76504, + "structural_overlay_rr": 0.969092, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.935599, + "primary_prob": 53.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.403399, + "raw_level_count": 19, + "gate_level_count": 19, + "range_504_log": 0.320072, + "range_504_ratio": 1.377226, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.853301, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.751419, + "strategy_rank": 89.863791, + "production_rank": 92.826334, + "structural_overlay_pass": false, + "structural_overlay_score": 88.185017, + "structural_overlay_rr": 1.974902, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.595342, + "primary_prob": 37.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.393013, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.806552, + "range_504_ratio": 2.240171, + "range_factor_pass": false, + "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": 82.292849, + "strategy_rank": 64.824064, + "production_rank": 70.646992, + "structural_overlay_pass": false, + "structural_overlay_score": 67.114642, + "structural_overlay_rr": 1.608267, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.605762, + "primary_prob": 35.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.408643, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.420159, + "range_504_ratio": 1.522203, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.212661, + "hold30_r": -1.142947 + }, + { + "symbol": "GPC", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.606129, + "strategy_rank": 65.085131, + "production_rank": 72.258797, + "structural_overlay_pass": false, + "structural_overlay_score": 68.645857, + "structural_overlay_rr": 1.681146, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.601339, + "primary_prob": 50.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.402008, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.484583, + "range_504_ratio": 1.623497, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.532105, + "hold30_r": -1.041504 + }, + { + "symbol": "GWW", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.573212, + "strategy_rank": 82.224745, + "production_rank": 86.674234, + "structural_overlay_pass": false, + "structural_overlay_score": 82.340522, + "structural_overlay_rr": 0.667793, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.450014, + "primary_prob": 19.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.175021, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.595035, + "range_504_ratio": 1.813094, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.387625, + "hold30_r": -1.0 + }, + { + "symbol": "HUBB", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.395006, + "strategy_rank": 77.003405, + "production_rank": 82.133939, + "structural_overlay_pass": false, + "structural_overlay_score": 78.027242, + "structural_overlay_rr": 2.642185, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.60996, + "primary_prob": 23.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 3.91494, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.436261, + "range_504_ratio": 1.546913, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.552725, + "hold30_r": 7.89299 + }, + { + "symbol": "IBKR", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.692395, + "strategy_rank": 80.340522, + "production_rank": 83.791146, + "structural_overlay_pass": false, + "structural_overlay_score": 79.601589, + "structural_overlay_rr": 2.1516, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.749602, + "primary_prob": 22.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.624403, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.546947, + "range_504_ratio": 1.727969, + "range_factor_pass": false, + "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": 82.065834, + "strategy_rank": 63.881952, + "production_rank": 69.943246, + "structural_overlay_pass": false, + "structural_overlay_score": 66.446084, + "structural_overlay_rr": 1.352034, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.355728, + "primary_prob": 40.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 95, + "primary_distance_atr": 2.033592, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.357697, + "range_504_ratio": 1.430032, + "range_factor_pass": false, + "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": 87.060159, + "strategy_rank": 72.213394, + "production_rank": 77.162316, + "structural_overlay_pass": false, + "structural_overlay_score": 73.3042, + "structural_overlay_rr": 1.689045, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.182118, + "primary_prob": 27.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 3.273177, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.466561, + "range_504_ratio": 1.594502, + "range_factor_pass": false, + "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": 84.222474, + "strategy_rank": 64.165721, + "production_rank": 70.851305, + "structural_overlay_pass": false, + "structural_overlay_score": 67.30874, + "structural_overlay_rr": 1.810624, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.841386, + "primary_prob": 46.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.762079, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.378558, + "range_504_ratio": 1.460178, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.074405, + "hold30_r": -1.0 + }, + { + "symbol": "JBL", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.84336, + "strategy_rank": 80.068104, + "production_rank": 85.99319, + "structural_overlay_pass": false, + "structural_overlay_score": 81.69353, + "structural_overlay_rr": 2.105495, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.980254, + "primary_prob": 25.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 80.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.970381, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.602029, + "range_504_ratio": 1.82582, + "range_factor_pass": false, + "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": 92.62202, + "strategy_rank": 87.718502, + "production_rank": 89.353008, + "structural_overlay_pass": false, + "structural_overlay_score": 84.885358, + "structural_overlay_rr": 1.851969, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.514088, + "primary_prob": 36.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.271131, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.602642, + "range_504_ratio": 1.826938, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.472823, + "hold30_r": 4.775374 + }, + { + "symbol": "LEN", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.708286, + "strategy_rank": 83.666288, + "production_rank": 88.013621, + "structural_overlay_pass": false, + "structural_overlay_score": 83.61294, + "structural_overlay_rr": 1.629584, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.876253, + "primary_prob": 55.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.31438, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.630972, + "range_504_ratio": 1.879437, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.815163, + "hold30_r": -1.0 + }, + { + "symbol": "LRCX", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.167991, + "strategy_rank": 92.099886, + "production_rank": 92.122588, + "structural_overlay_pass": false, + "structural_overlay_score": 87.516459, + "structural_overlay_rr": 0.760927, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.566142, + "primary_prob": 36.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.349213, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.893059, + "range_504_ratio": 2.44259, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.528467, + "hold30_r": 3.219697 + }, + { + "symbol": "MCHP", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.346198, + "strategy_rank": 90.783201, + "production_rank": 92.3042, + "structural_overlay_pass": false, + "structural_overlay_score": 87.68899, + "structural_overlay_rr": 1.848864, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.520017, + "primary_prob": 36.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 56, + "primary_distance_atr": 2.280026, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.504733, + "range_504_ratio": 1.656543, + "range_factor_pass": false, + "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": 92.962543, + "strategy_rank": 94.358683, + "production_rank": 93.893303, + "structural_overlay_pass": false, + "structural_overlay_score": 89.198638, + "structural_overlay_rr": 1.163999, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.163999, + "primary_prob": 34.05, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 47.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.745999, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 1.473143, + "range_504_ratio": 4.362924, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.110679, + "hold30_r": 7.32587 + }, + { + "symbol": "MGM", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.363224, + "strategy_rank": 77.945516, + "production_rank": 78.751419, + "structural_overlay_pass": false, + "structural_overlay_score": 74.813848, + "structural_overlay_rr": 2.489908, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.922209, + "primary_prob": 39.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 69.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.883314, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.661411, + "range_504_ratio": 1.937524, + "range_factor_pass": false, + "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": 87.514188, + "strategy_rank": 64.290579, + "production_rank": 72.031782, + "structural_overlay_pass": false, + "structural_overlay_score": 68.430193, + "structural_overlay_rr": 1.085776, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.737055, + "primary_prob": 53.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.105582, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.418109, + "range_504_ratio": 1.519086, + "range_factor_pass": false, + "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": 97.616345, + "strategy_rank": 88.660613, + "production_rank": 91.645857, + "structural_overlay_pass": false, + "structural_overlay_score": 87.063564, + "structural_overlay_rr": 1.696218, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.69863, + "primary_prob": 59.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.047946, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 1.017434, + "range_504_ratio": 2.766089, + "range_factor_pass": true, + "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": 97.38933, + "strategy_rank": 96.197503, + "production_rank": 96.594779, + "structural_overlay_pass": false, + "structural_overlay_score": 91.76504, + "structural_overlay_rr": 1.612269, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.058603, + "primary_prob": 28.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 3.087905, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.653628, + "range_504_ratio": 1.922503, + "range_factor_pass": false, + "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": 89.103292, + "strategy_rank": 91.112372, + "production_rank": 90.442679, + "structural_overlay_pass": false, + "structural_overlay_score": 85.920545, + "structural_overlay_rr": 2.145747, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.608541, + "primary_prob": 35.28, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.412812, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 1.464382, + "range_504_ratio": 4.324872, + "range_factor_pass": true, + "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": 90.351873, + "strategy_rank": 83.507378, + "production_rank": 85.788876, + "structural_overlay_pass": false, + "structural_overlay_score": 81.499432, + "structural_overlay_rr": 1.557725, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.556375, + "primary_prob": 31.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 74.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.334563, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.591193, + "range_504_ratio": 1.806142, + "range_factor_pass": false, + "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": 88.649262, + "strategy_rank": 91.884222, + "production_rank": 90.805902, + "structural_overlay_pass": false, + "structural_overlay_score": 86.265607, + "structural_overlay_rr": 0.734543, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.691488, + "primary_prob": 47.44, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 36.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.037233, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 1.905456, + "range_504_ratio": 6.722474, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.672505, + "hold30_r": -0.476214 + }, + { + "symbol": "MTD", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.017026, + "strategy_rank": 75.039728, + "production_rank": 78.365494, + "structural_overlay_pass": false, + "structural_overlay_score": 74.447219, + "structural_overlay_rr": 2.894711, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.987505, + "primary_prob": 26.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.981258, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.475776, + "range_504_ratio": 1.609263, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.05811, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2023-04-21", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.183882, + "strategy_rank": 95.459705, + "production_rank": 96.367764, + "structural_overlay_pass": false, + "structural_overlay_score": 91.549376, + "structural_overlay_rr": 1.521876, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.166981, + "primary_prob": 27.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 3.250472, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 1.4606, + "range_504_ratio": 4.308543, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.127691, + "hold30_r": 4.521906 + }, + { + "symbol": "NVDA", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.978434, + "strategy_rank": 97.888763, + "production_rank": 98.251986, + "structural_overlay_pass": false, + "structural_overlay_score": 93.339387, + "structural_overlay_rr": 0.768012, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.783047, + "primary_prob": 56.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.17457, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 1.164826, + "range_504_ratio": 3.205365, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.738965, + "hold30_r": 9.793165 + }, + { + "symbol": "NXPI", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.38479, + "strategy_rank": 80.601589, + "production_rank": 80.862656, + "structural_overlay_pass": false, + "structural_overlay_score": 76.819523, + "structural_overlay_rr": 2.352656, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.197798, + "primary_prob": 27.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 64, + "primary_distance_atr": 3.296697, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.596856, + "range_504_ratio": 1.816399, + "range_factor_pass": false, + "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": 94.892168, + "strategy_rank": 87.094211, + "production_rank": 89.69353, + "structural_overlay_pass": false, + "structural_overlay_score": 85.208854, + "structural_overlay_rr": 1.853518, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.625022, + "primary_prob": 33.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.437534, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.501147, + "range_504_ratio": 1.650614, + "range_factor_pass": false, + "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": 99.318956, + "strategy_rank": 97.684449, + "production_rank": 98.229285, + "structural_overlay_pass": false, + "structural_overlay_score": 93.317821, + "structural_overlay_rr": 2.102061, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.100877, + "primary_prob": 26.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 93.0, + "primary_rejection_count": 17, + "primary_distance_atr": 3.151316, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.945555, + "range_504_ratio": 2.574243, + "range_factor_pass": false, + "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": 81.83882, + "strategy_rank": 61.679909, + "production_rank": 68.399546, + "structural_overlay_pass": false, + "structural_overlay_score": 64.979569, + "structural_overlay_rr": 1.464305, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.820719, + "primary_prob": 28.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.731079, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.559381, + "range_504_ratio": 1.749589, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.739002, + "hold30_r": 5.058508 + }, + { + "symbol": "PCAR", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.876277, + "strategy_rank": 70.726447, + "production_rank": 76.77639, + "structural_overlay_pass": false, + "structural_overlay_score": 72.937571, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.671407, + "primary_prob": 71.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 77.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.00711, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.401822, + "range_504_ratio": 1.494545, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.608364, + "hold30_r": -1.0 + }, + { + "symbol": "PGR", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.422247, + "strategy_rank": 69.455165, + "production_rank": 75.777526, + "structural_overlay_pass": false, + "structural_overlay_score": 71.988649, + "structural_overlay_rr": 0.798679, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.489954, + "primary_prob": 35.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 92.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.234931, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.517207, + "range_504_ratio": 1.677336, + "range_factor_pass": false, + "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": 86.833144, + "strategy_rank": 73.859251, + "production_rank": 78.183882, + "structural_overlay_pass": false, + "structural_overlay_score": 74.274688, + "structural_overlay_rr": 1.624744, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.608104, + "primary_prob": 32.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 85.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.412156, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.458728, + "range_504_ratio": 1.58206, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.555743, + "hold30_r": 1.353083 + }, + { + "symbol": "PSX", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.611805, + "strategy_rank": 76.095346, + "production_rank": 77.934166, + "structural_overlay_pass": false, + "structural_overlay_score": 74.037457, + "structural_overlay_rr": 1.661602, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.644279, + "primary_prob": 34.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.466419, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.585921, + "range_504_ratio": 1.796645, + "range_factor_pass": false, + "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": 90.91941, + "strategy_rank": 72.497162, + "production_rank": 78.637911, + "structural_overlay_pass": false, + "structural_overlay_score": 74.706016, + "structural_overlay_rr": 1.105753, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.125339, + "primary_prob": 60.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 1.688009, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.465137, + "range_504_ratio": 1.592232, + "range_factor_pass": false, + "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": 80.590238, + "strategy_rank": 72.315551, + "production_rank": 75.07378, + "structural_overlay_pass": false, + "structural_overlay_score": 71.320091, + "structural_overlay_rr": 1.597699, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.074664, + "primary_prob": 28.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 3.111996, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.624645, + "range_504_ratio": 1.867582, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.01307, + "hold30_r": 1.817968 + }, + { + "symbol": "SBUX", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.530079, + "strategy_rank": 72.962543, + "production_rank": 79.818388, + "structural_overlay_pass": false, + "structural_overlay_score": 75.827469, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.014259, + "primary_prob": 63.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 1.521388, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.613592, + "range_504_ratio": 1.847054, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.924699, + "hold30_r": -1.0 + }, + { + "symbol": "SLB", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.557321, + "strategy_rank": 87.956867, + "production_rank": 88.490352, + "structural_overlay_pass": false, + "structural_overlay_score": 84.065834, + "structural_overlay_rr": 1.652213, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.672425, + "primary_prob": 49.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.508637, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.885587, + "range_504_ratio": 2.424406, + "range_factor_pass": false, + "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": 99.886493, + "strategy_rank": 99.273553, + "production_rank": 99.477866, + "structural_overlay_pass": false, + "structural_overlay_score": 94.503973, + "structural_overlay_rr": 1.298914, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.117324, + "primary_prob": 28.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.675986, + "raw_level_count": 86, + "gate_level_count": 86, + "range_504_log": 1.287938, + "range_504_ratio": 3.625304, + "range_factor_pass": true, + "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": 94.551646, + "strategy_rank": 82.701476, + "production_rank": 86.651532, + "structural_overlay_pass": false, + "structural_overlay_score": 82.318956, + "structural_overlay_rr": 1.310826, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.20165, + "primary_prob": 27.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.802476, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.431933, + "range_504_ratio": 1.540232, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.067604, + "hold30_r": -1.0 + }, + { + "symbol": "STLD", + "date": "2023-04-21", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.097616, + "strategy_rank": 93.110102, + "production_rank": 93.439274, + "structural_overlay_pass": false, + "structural_overlay_score": 88.76731, + "structural_overlay_rr": 2.232348, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.035077, + "primary_prob": 33.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 14, + "primary_distance_atr": 3.052615, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.993266, + "range_504_ratio": 2.70004, + "range_factor_pass": false, + "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": 83.881952, + "strategy_rank": 60.317821, + "production_rank": 68.172531, + "structural_overlay_pass": false, + "structural_overlay_score": 64.763905, + "structural_overlay_rr": 0.898041, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.898041, + "primary_prob": 67.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.347061, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.437178, + "range_504_ratio": 1.548331, + "range_factor_pass": false, + "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": 88.195233, + "strategy_rank": 87.854711, + "production_rank": 87.968218, + "structural_overlay_pass": false, + "structural_overlay_score": 83.569807, + "structural_overlay_rr": 2.012477, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.93698, + "primary_prob": 20.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 4.40547, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 1.06282, + "range_504_ratio": 2.894522, + "range_factor_pass": true, + "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": 93.303065, + "strategy_rank": 85.300795, + "production_rank": 87.968218, + "structural_overlay_pass": false, + "structural_overlay_score": 83.569807, + "structural_overlay_rr": 1.63693, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.338431, + "primary_prob": 40.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.007647, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.587323, + "range_504_ratio": 1.799166, + "range_factor_pass": false, + "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": 89.784336, + "strategy_rank": 74.494892, + "production_rank": 79.591373, + "structural_overlay_pass": false, + "structural_overlay_score": 75.611805, + "structural_overlay_rr": 2.158415, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.566398, + "primary_prob": 23.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 3.849597, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.540198, + "range_504_ratio": 1.716346, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.060517, + "hold30_r": -1.0 + }, + { + "symbol": "TTD", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.800227, + "strategy_rank": 96.753689, + "production_rank": 96.435868, + "structural_overlay_pass": true, + "structural_overlay_score": 96.614075, + "structural_overlay_rr": 2.421405, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.689884, + "primary_prob": 48.92, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.534825, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 1.073426, + "range_504_ratio": 2.925385, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.652012, + "hold30_r": 4.013093 + }, + { + "symbol": "UBER", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.038593, + "strategy_rank": 86.685585, + "production_rank": 86.469921, + "structural_overlay_pass": false, + "structural_overlay_score": 82.146425, + "structural_overlay_rr": 1.633349, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.513459, + "primary_prob": 23.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 3.770189, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.967674, + "range_504_ratio": 2.631817, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.475521, + "hold30_r": 5.900631 + }, + { + "symbol": "URI", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.032917, + "strategy_rank": 88.104427, + "production_rank": 89.08059, + "structural_overlay_pass": false, + "structural_overlay_score": 84.626561, + "structural_overlay_rr": 1.625338, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.512295, + "primary_prob": 21.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.268443, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.737499, + "range_504_ratio": 2.0907, + "range_factor_pass": false, + "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": 94.324631, + "strategy_rank": 90.204313, + "production_rank": 91.577753, + "structural_overlay_pass": false, + "structural_overlay_score": 86.998865, + "structural_overlay_rr": 1.968741, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.789625, + "primary_prob": 32.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.684438, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 1.001181, + "range_504_ratio": 2.721495, + "range_factor_pass": true, + "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": 96.254257, + "strategy_rank": 95.675369, + "production_rank": 95.868331, + "structural_overlay_pass": false, + "structural_overlay_score": 91.074915, + "structural_overlay_rr": 1.857812, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.826612, + "primary_prob": 31.82, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.739919, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 1.311393, + "range_504_ratio": 3.71134, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.796572, + "hold30_r": 9.72993 + }, + { + "symbol": "WYNN", + "date": "2023-04-21", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.524404, + "strategy_rank": 92.939841, + "production_rank": 94.801362, + "structural_overlay_pass": false, + "structural_overlay_score": 90.061294, + "structural_overlay_rr": 2.296916, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.365762, + "primary_prob": 21.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 3, + "primary_distance_atr": 3.548644, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.933238, + "range_504_ratio": 2.542729, + "range_factor_pass": false, + "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": 87.287174, + "strategy_rank": 74.00681, + "production_rank": 78.433598, + "structural_overlay_pass": false, + "structural_overlay_score": 74.511918, + "structural_overlay_rr": 1.407902, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.908778, + "primary_prob": 67.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.363167, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.655113, + "range_504_ratio": 1.925361, + "range_factor_pass": false, + "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": 92.559188, + "strategy_rank": 82.175874, + "production_rank": 85.636979, + "structural_overlay_pass": false, + "structural_overlay_score": 81.35513, + "structural_overlay_rr": 2.288449, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.622632, + "primary_prob": 23.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 3.933949, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.841898, + "range_504_ratio": 2.320768, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.560507, + "hold30_r": 6.694188 + }, + { + "symbol": "A", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.383315, + "strategy_rank": 70.54115, + "production_rank": 73.821871, + "structural_overlay_pass": false, + "structural_overlay_score": 70.130778, + "structural_overlay_rr": 1.206742, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.936104, + "primary_prob": 30.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 53, + "primary_distance_atr": 2.904155, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.467434, + "range_504_ratio": 1.595894, + "range_factor_pass": false, + "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": 88.838782, + "strategy_rank": 78.049605, + "production_rank": 81.645998, + "structural_overlay_pass": false, + "structural_overlay_score": 77.563698, + "structural_overlay_rr": 1.406895, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.56859, + "primary_prob": 32.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 81.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.352885, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.395552, + "range_504_ratio": 1.485204, + "range_factor_pass": false, + "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": 83.201804, + "strategy_rank": 84.75761, + "production_rank": 84.239008, + "structural_overlay_pass": false, + "structural_overlay_score": 80.027057, + "structural_overlay_rr": 2.25694, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.501112, + "primary_prob": 37.23, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 57, + "primary_distance_atr": 2.251667, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.746798, + "range_504_ratio": 2.110233, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.450015, + "hold30_r": 1.745723 + }, + { + "symbol": "ALB", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.627959, + "strategy_rank": 90.608794, + "production_rank": 90.281849, + "structural_overlay_pass": false, + "structural_overlay_score": 85.767756, + "structural_overlay_rr": 2.442251, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.550963, + "primary_prob": 36.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.326445, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.718974, + "range_504_ratio": 2.052327, + "range_factor_pass": false, + "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": 83.765502, + "strategy_rank": 84.64487, + "production_rank": 84.351747, + "structural_overlay_pass": false, + "structural_overlay_score": 80.13416, + "structural_overlay_rr": 1.561605, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.682131, + "primary_prob": 34.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.523197, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.853984, + "range_504_ratio": 2.348988, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.636493, + "hold30_r": 5.446874 + }, + { + "symbol": "AMD", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.078918, + "strategy_rank": 91.195039, + "production_rank": 90.822999, + "structural_overlay_pass": false, + "structural_overlay_score": 86.281849, + "structural_overlay_rr": 1.67869, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.162582, + "primary_prob": 27.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 3.243873, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 1.103182, + "range_504_ratio": 3.013742, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.231766, + "hold30_r": -1.195125 + }, + { + "symbol": "ANET", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.068771, + "strategy_rank": 89.425028, + "production_rank": 91.972943, + "structural_overlay_pass": false, + "structural_overlay_score": 87.374295, + "structural_overlay_rr": 1.719093, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.733358, + "primary_prob": 46.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.100037, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.699232, + "range_504_ratio": 2.012207, + "range_factor_pass": false, + "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": 80.157835, + "strategy_rank": 65.648253, + "production_rank": 70.48478, + "structural_overlay_pass": false, + "structural_overlay_score": 66.960541, + "structural_overlay_rr": 1.741196, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.739731, + "primary_prob": 48.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.609596, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.417545, + "range_504_ratio": 1.518229, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.079158, + "hold30_r": -1.0 + }, + { + "symbol": "APO", + "date": "2023-04-28", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.824126, + "strategy_rank": 85.760992, + "production_rank": 86.448703, + "structural_overlay_pass": false, + "structural_overlay_score": 82.126268, + "structural_overlay_rr": 2.125075, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.030531, + "primary_prob": 29.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 3.045796, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.574967, + "range_504_ratio": 1.777071, + "range_factor_pass": false, + "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": 99.436302, + "strategy_rank": 92.299887, + "production_rank": 94.678692, + "structural_overlay_pass": false, + "structural_overlay_score": 89.944758, + "structural_overlay_rr": 1.928421, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.944584, + "primary_prob": 20.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.916875, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 1.020991, + "range_504_ratio": 2.775945, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.891289, + "hold30_r": -1.0 + }, + { + "symbol": "BA", + "date": "2023-04-28", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 95.941375, + "strategy_rank": 85.152198, + "production_rank": 88.748591, + "structural_overlay_pass": false, + "structural_overlay_score": 84.311161, + "structural_overlay_rr": 2.041283, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.02274, + "primary_prob": 29.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 3.03411, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.803054, + "range_504_ratio": 2.232348, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.050024, + "hold30_r": -1.0 + }, + { + "symbol": "BIIB", + "date": "2023-04-28", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 95.490417, + "strategy_rank": 72.59301, + "production_rank": 80.225479, + "structural_overlay_pass": false, + "structural_overlay_score": 76.214205, + "structural_overlay_rr": 2.114646, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.667164, + "primary_prob": 37.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 4.000746, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.687239, + "range_504_ratio": 1.988219, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.061776, + "hold30_r": -1.0 + }, + { + "symbol": "CDW", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.608794, + "strategy_rank": 72.559188, + "production_rank": 75.24239, + "structural_overlay_pass": false, + "structural_overlay_score": 71.480271, + "structural_overlay_rr": 3.8917, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 10, + "rr": 1.55899, + "primary_prob": 36.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 71, + "primary_distance_atr": 2.338484, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.374034, + "range_504_ratio": 1.453587, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.050278, + "hold30_r": -1.0 + }, + { + "symbol": "CMI", + "date": "2023-04-28", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.427283, + "strategy_rank": 65.129651, + "production_rank": 71.228861, + "structural_overlay_pass": false, + "structural_overlay_score": 67.667418, + "structural_overlay_rr": 2.004904, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.486956, + "primary_prob": 24.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 3.730434, + "raw_level_count": 24, + "gate_level_count": 24, + "range_504_log": 0.351572, + "range_504_ratio": 1.4213, + "range_factor_pass": false, + "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": 88.613303, + "strategy_rank": 79.278467, + "production_rank": 82.390079, + "structural_overlay_pass": false, + "structural_overlay_score": 78.270575, + "structural_overlay_rr": 1.311312, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.477512, + "primary_prob": 37.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 60, + "primary_distance_atr": 2.216269, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.557875, + "range_504_ratio": 1.746957, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.069579, + "hold30_r": 0.832078 + }, + { + "symbol": "CRM", + "date": "2023-04-28", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.441939, + "strategy_rank": 84.374295, + "production_rank": 84.396843, + "structural_overlay_pass": false, + "structural_overlay_score": 80.177001, + "structural_overlay_rr": 1.853116, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.249704, + "primary_prob": 26.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 99.0, + "primary_rejection_count": 24, + "primary_distance_atr": 3.374556, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.903225, + "range_504_ratio": 2.467548, + "range_factor_pass": false, + "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": 82.187148, + "strategy_rank": 58.207441, + "production_rank": 66.200676, + "structural_overlay_pass": false, + "structural_overlay_score": 62.890643, + "structural_overlay_rr": 1.634657, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.536274, + "primary_prob": 21.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.304411, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.392384, + "range_504_ratio": 1.480506, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.07689, + "hold30_r": -1.0 + }, + { + "symbol": "DXCM", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.231116, + "strategy_rank": 87.125141, + "production_rank": 86.493799, + "structural_overlay_pass": false, + "structural_overlay_score": 82.169109, + "structural_overlay_rr": 2.074867, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.90095, + "primary_prob": 45.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.851425, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.902047, + "range_504_ratio": 2.464643, + "range_factor_pass": false, + "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": 88.275085, + "strategy_rank": 77.012401, + "production_rank": 80.766629, + "structural_overlay_pass": false, + "structural_overlay_score": 76.728298, + "structural_overlay_rr": 0.828316, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 11, + "rr": 1.200553, + "primary_prob": 40.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.800829, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.519841, + "range_504_ratio": 1.68176, + "range_factor_pass": false, + "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": 82.525366, + "strategy_rank": 85.095829, + "production_rank": 84.239008, + "structural_overlay_pass": false, + "structural_overlay_score": 80.027057, + "structural_overlay_rr": 1.748149, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.09167, + "primary_prob": 28.33, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 3.137505, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 1.424283, + "range_504_ratio": 4.154877, + "range_factor_pass": true, + "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": 93.912063, + "strategy_rank": 79.94363, + "production_rank": 84.599775, + "structural_overlay_pass": false, + "structural_overlay_score": 80.369786, + "structural_overlay_rr": 1.882136, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.489362, + "primary_prob": 24.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 3.734043, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.59225, + "range_504_ratio": 1.808053, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.046112, + "hold30_r": 0.022278 + }, + { + "symbol": "FDX", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.750846, + "strategy_rank": 72.604284, + "production_rank": 75.986471, + "structural_overlay_pass": false, + "structural_overlay_score": 72.187148, + "structural_overlay_rr": 1.259887, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.272231, + "primary_prob": 42.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.908347, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.763708, + "range_504_ratio": 2.14622, + "range_factor_pass": false, + "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": 99.210823, + "strategy_rank": 97.722661, + "production_rank": 98.218715, + "structural_overlay_pass": false, + "structural_overlay_score": 93.307779, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "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": 63, + "gate_level_count": 63, + "range_504_log": 0.800327, + "range_504_ratio": 2.226269, + "range_factor_pass": false, + "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": 99.88726, + "strategy_rank": 98.128523, + "production_rank": 98.714769, + "structural_overlay_pass": false, + "structural_overlay_score": 93.77903, + "structural_overlay_rr": 1.931749, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.711794, + "primary_prob": 23.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.56769, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 1.314481, + "range_504_ratio": 3.722819, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.685792, + "hold30_r": 0.972675 + }, + { + "symbol": "FTNT", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.397971, + "strategy_rank": 82.64938, + "production_rank": 82.232244, + "structural_overlay_pass": false, + "structural_overlay_score": 78.120631, + "structural_overlay_rr": 1.523295, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.618891, + "primary_prob": 23.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 3.928336, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.556692, + "range_504_ratio": 1.744891, + "range_factor_pass": false, + "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": 80.834273, + "strategy_rank": 63.754228, + "production_rank": 69.447576, + "structural_overlay_pass": false, + "structural_overlay_score": 65.975197, + "structural_overlay_rr": 1.38296, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.108081, + "primary_prob": 28.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 72, + "primary_distance_atr": 3.162122, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.420159, + "range_504_ratio": 1.522203, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.047871, + "hold30_r": 2.557679 + }, + { + "symbol": "GE", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.471251, + "strategy_rank": 81.262683, + "production_rank": 82.998873, + "structural_overlay_pass": false, + "structural_overlay_score": 78.848929, + "structural_overlay_rr": 2.879993, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.983887, + "primary_prob": 44.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 63, + "primary_distance_atr": 2.975831, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.661834, + "range_504_ratio": 1.938345, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.917442, + "hold30_r": 2.437059 + }, + { + "symbol": "GILD", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.093574, + "strategy_rank": 74.114994, + "production_rank": 79.774521, + "structural_overlay_pass": false, + "structural_overlay_score": 75.785795, + "structural_overlay_rr": 1.261836, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.12257, + "primary_prob": 45.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 1.683855, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.450975, + "range_504_ratio": 1.569842, + "range_factor_pass": false, + "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": 83.990981, + "strategy_rank": 62.311161, + "production_rank": 69.537768, + "structural_overlay_pass": false, + "structural_overlay_score": 66.060879, + "structural_overlay_rr": 1.428004, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.341455, + "primary_prob": 40.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.012183, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.484583, + "range_504_ratio": 1.623497, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.265088, + "hold30_r": -1.0 + }, + { + "symbol": "IBKR", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.235626, + "strategy_rank": 82.142052, + "production_rank": 85.83991, + "structural_overlay_pass": false, + "structural_overlay_score": 81.547914, + "structural_overlay_rr": 1.637582, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.050667, + "primary_prob": 28.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 19, + "primary_distance_atr": 3.076001, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.546947, + "range_504_ratio": 1.727969, + "range_factor_pass": false, + "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": 81.172492, + "strategy_rank": 62.367531, + "production_rank": 68.635851, + "structural_overlay_pass": false, + "structural_overlay_score": 65.204059, + "structural_overlay_rr": 3.693773, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.884116, + "primary_prob": 31.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 82, + "primary_distance_atr": 2.826174, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.357697, + "range_504_ratio": 1.430032, + "range_factor_pass": false, + "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": 90.755355, + "strategy_rank": 76.110485, + "production_rank": 80.992108, + "structural_overlay_pass": false, + "structural_overlay_score": 76.942503, + "structural_overlay_rr": 1.310935, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.273134, + "primary_prob": 42.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 1.9097, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.466561, + "range_504_ratio": 1.594502, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.217725, + "hold30_r": 2.822923 + }, + { + "symbol": "ITW", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.21646, + "strategy_rank": 63.923337, + "production_rank": 70.687711, + "structural_overlay_pass": false, + "structural_overlay_score": 67.153326, + "structural_overlay_rr": 0.900359, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.930027, + "primary_prob": 51.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.39504, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.378558, + "range_504_ratio": 1.460178, + "range_factor_pass": false, + "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": 97.40699, + "strategy_rank": 80.090192, + "production_rank": 85.862458, + "structural_overlay_pass": false, + "structural_overlay_score": 81.569335, + "structural_overlay_rr": 2.284181, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.161523, + "primary_prob": 23.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 80.0, + "primary_rejection_count": 21, + "primary_distance_atr": 3.242284, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.602029, + "range_504_ratio": 1.82582, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.111894, + "hold30_r": 6.452023 + }, + { + "symbol": "KLAC", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.529876, + "strategy_rank": 87.316798, + "production_rank": 88.387824, + "structural_overlay_pass": false, + "structural_overlay_score": 83.968433, + "structural_overlay_rr": 1.918806, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.553049, + "primary_prob": 36.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.329573, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.602642, + "range_504_ratio": 1.826938, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.510926, + "hold30_r": 4.844423 + }, + { + "symbol": "LEN", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.264938, + "strategy_rank": 81.465614, + "production_rank": 86.065389, + "structural_overlay_pass": false, + "structural_overlay_score": 81.76212, + "structural_overlay_rr": 1.259635, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.059288, + "primary_prob": 46.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.588932, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.630972, + "range_504_ratio": 1.879437, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.065749, + "hold30_r": -1.0 + }, + { + "symbol": "LRCX", + "date": "2023-04-28", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.696731, + "strategy_rank": 87.880496, + "production_rank": 87.485908, + "structural_overlay_pass": false, + "structural_overlay_score": 83.111612, + "structural_overlay_rr": 0.934561, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.60191, + "primary_prob": 23.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 3.902865, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.893059, + "range_504_ratio": 2.44259, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.562192, + "hold30_r": 3.918002 + }, + { + "symbol": "MCHP", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.333709, + "strategy_rank": 88.308906, + "production_rank": 89.650507, + "structural_overlay_pass": false, + "structural_overlay_score": 85.167982, + "structural_overlay_rr": 2.122293, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.129802, + "primary_prob": 27.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 3.194703, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.504733, + "range_504_ratio": 1.656543, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.087478, + "hold30_r": 2.879012 + }, + { + "symbol": "META", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.926719, + "strategy_rank": 95.873732, + "production_rank": 95.558061, + "structural_overlay_pass": false, + "structural_overlay_score": 90.780158, + "structural_overlay_rr": 7.959162, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "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": 79, + "gate_level_count": 79, + "range_504_log": 1.473143, + "range_504_ratio": 4.362924, + "range_factor_pass": true, + "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": 97.745209, + "strategy_rank": 88.850056, + "production_rank": 91.815107, + "structural_overlay_pass": false, + "structural_overlay_score": 87.224352, + "structural_overlay_rr": 2.052086, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.798384, + "primary_prob": 21.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.697576, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 1.017434, + "range_504_ratio": 2.766089, + "range_factor_pass": true, + "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": 96.166855, + "strategy_rank": 95.321308, + "production_rank": 95.603157, + "structural_overlay_pass": false, + "structural_overlay_score": 90.822999, + "structural_overlay_rr": 1.668575, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.12045, + "primary_prob": 27.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 3.180675, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.653628, + "range_504_ratio": 1.922503, + "range_factor_pass": false, + "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": 84.667418, + "strategy_rank": 87.812852, + "production_rank": 86.764374, + "structural_overlay_pass": false, + "structural_overlay_score": 82.426156, + "structural_overlay_rr": 2.328603, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.532936, + "primary_prob": 36.63, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 63, + "primary_distance_atr": 2.299404, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 1.464382, + "range_504_ratio": 4.324872, + "range_factor_pass": true, + "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": 94.363021, + "strategy_rank": 89.086809, + "production_rank": 90.845547, + "structural_overlay_pass": false, + "structural_overlay_score": 86.303269, + "structural_overlay_rr": 2.063164, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.51088, + "primary_prob": 37.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.266319, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.591193, + "range_504_ratio": 1.806142, + "range_factor_pass": false, + "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": 91.882751, + "strategy_rank": 94.148816, + "production_rank": 93.393461, + "structural_overlay_pass": true, + "structural_overlay_score": 93.723788, + "structural_overlay_rr": 2.540876, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.925855, + "primary_prob": 35.64, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 51.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.888782, + "raw_level_count": 95, + "gate_level_count": 95, + "range_504_log": 1.905456, + "range_504_ratio": 6.722474, + "range_factor_pass": true, + "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": 85.456595, + "strategy_rank": 77.136415, + "production_rank": 79.909808, + "structural_overlay_pass": false, + "structural_overlay_score": 75.914318, + "structural_overlay_rr": 1.680429, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.474592, + "primary_prob": 37.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 73, + "primary_distance_atr": 2.211888, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.475776, + "range_504_ratio": 1.609263, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.052439, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2023-04-28", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.985344, + "strategy_rank": 95.501691, + "production_rank": 96.662909, + "structural_overlay_pass": false, + "structural_overlay_score": 91.829763, + "structural_overlay_rr": 1.340834, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.275615, + "primary_prob": 26.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 3.413422, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 1.4606, + "range_504_ratio": 4.308543, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.231817, + "hold30_r": 6.246473 + }, + { + "symbol": "NVDA", + "date": "2023-04-28", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.083427, + "strategy_rank": 97.339346, + "production_rank": 97.587373, + "structural_overlay_pass": false, + "structural_overlay_score": 92.708005, + "structural_overlay_rr": 0.875933, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.177262, + "primary_prob": 24.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 87.0, + "primary_rejection_count": 21, + "primary_distance_atr": 3.265892, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 1.164826, + "range_504_ratio": 3.205365, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.132966, + "hold30_r": 9.361906 + }, + { + "symbol": "ODFL", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.064262, + "strategy_rank": 85.512965, + "production_rank": 86.696731, + "structural_overlay_pass": false, + "structural_overlay_score": 82.361894, + "structural_overlay_rr": 1.576572, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 11, + "rr": 2.040873, + "primary_prob": 28.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 3.06131, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.501147, + "range_504_ratio": 1.650614, + "range_factor_pass": false, + "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": 98.647125, + "strategy_rank": 97.125141, + "production_rank": 97.632469, + "structural_overlay_pass": false, + "structural_overlay_score": 92.750846, + "structural_overlay_rr": 1.743396, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.414922, + "primary_prob": 23.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 93.0, + "primary_rejection_count": 17, + "primary_distance_atr": 3.622383, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.945555, + "range_504_ratio": 2.574243, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.38284, + "hold30_r": 4.257786 + }, + { + "symbol": "OXY", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.976325, + "strategy_rank": 78.680947, + "production_rank": 80.11274, + "structural_overlay_pass": false, + "structural_overlay_score": 76.107103, + "structural_overlay_rr": 1.012528, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.991882, + "primary_prob": 29.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.987823, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 1.271872, + "range_504_ratio": 3.567525, + "range_factor_pass": true, + "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": 93.010147, + "strategy_rank": 72.480271, + "production_rank": 79.323563, + "structural_overlay_pass": false, + "structural_overlay_score": 75.357384, + "structural_overlay_rr": 1.721687, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.762046, + "primary_prob": 30.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 90.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.643069, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.517207, + "range_504_ratio": 1.677336, + "range_factor_pass": false, + "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": 86.92221, + "strategy_rank": 74.002255, + "production_rank": 78.308906, + "structural_overlay_pass": false, + "structural_overlay_score": 74.393461, + "structural_overlay_rr": 1.334978, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.31779, + "primary_prob": 37.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 85.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.976684, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.458728, + "range_504_ratio": 1.58206, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.262989, + "hold30_r": 2.84307 + }, + { + "symbol": "PSX", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.598647, + "strategy_rank": 80.360767, + "production_rank": 82.773393, + "structural_overlay_pass": false, + "structural_overlay_score": 78.634724, + "structural_overlay_rr": 1.522941, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.02844, + "primary_prob": 29.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 3.04266, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.585921, + "range_504_ratio": 1.796645, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.047965, + "hold30_r": -1.0 + }, + { + "symbol": "PTC", + "date": "2023-04-28", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.544532, + "strategy_rank": 72.367531, + "production_rank": 78.759865, + "structural_overlay_pass": false, + "structural_overlay_score": 74.821871, + "structural_overlay_rr": 1.514809, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.046919, + "primary_prob": 28.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 3.070379, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.465137, + "range_504_ratio": 1.592232, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.991786, + "hold30_r": 3.249948 + }, + { + "symbol": "REGN", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.133033, + "strategy_rank": 67.869222, + "production_rank": 73.957159, + "structural_overlay_pass": false, + "structural_overlay_score": 70.259301, + "structural_overlay_rr": 1.50959, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.243658, + "primary_prob": 29.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.865487, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.455098, + "range_504_ratio": 1.576327, + "range_factor_pass": false, + "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": 81.961669, + "strategy_rank": 77.598647, + "production_rank": 79.052988, + "structural_overlay_pass": false, + "structural_overlay_score": 75.100338, + "structural_overlay_rr": 1.624162, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.668094, + "primary_prob": 34.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 58, + "primary_distance_atr": 2.502141, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.503048, + "range_504_ratio": 1.653754, + "range_factor_pass": false, + "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": 94.588501, + "strategy_rank": 72.401353, + "production_rank": 79.797069, + "structural_overlay_pass": false, + "structural_overlay_score": 75.807215, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.297445, + "primary_prob": 56.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.946167, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.613592, + "range_504_ratio": 1.847054, + "range_factor_pass": false, + "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": 91.319053, + "strategy_rank": 87.531003, + "production_rank": 88.793687, + "structural_overlay_pass": false, + "structural_overlay_score": 84.354002, + "structural_overlay_rr": 1.785531, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.805616, + "primary_prob": 32.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.708424, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.885587, + "range_504_ratio": 2.424406, + "range_factor_pass": false, + "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": 99.661781, + "strategy_rank": 99.052988, + "production_rank": 99.255919, + "structural_overlay_pass": false, + "structural_overlay_score": 94.293123, + "structural_overlay_rr": 1.483272, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "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": 86, + "gate_level_count": 86, + "range_504_log": 1.287938, + "range_504_ratio": 3.625304, + "range_factor_pass": true, + "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": 93.461105, + "strategy_rank": 81.860203, + "production_rank": 85.72717, + "structural_overlay_pass": false, + "structural_overlay_score": 81.440812, + "structural_overlay_rr": 1.754437, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.651265, + "primary_prob": 18.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.476897, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.431933, + "range_504_ratio": 1.540232, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.587895, + "hold30_r": 6.375862 + }, + { + "symbol": "STLD", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.784667, + "strategy_rank": 91.668546, + "production_rank": 92.040586, + "structural_overlay_pass": false, + "structural_overlay_score": 87.438557, + "structural_overlay_rr": 1.586602, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.722385, + "primary_prob": 58.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.083577, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.993266, + "range_504_ratio": 2.70004, + "range_factor_pass": false, + "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": 81.62345, + "strategy_rank": 79.695603, + "production_rank": 80.338219, + "structural_overlay_pass": false, + "structural_overlay_score": 76.321308, + "structural_overlay_rr": 0.710498, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.298491, + "primary_prob": 26.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 3.447737, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.581731, + "range_504_ratio": 1.789132, + "range_factor_pass": false, + "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": 87.147689, + "strategy_rank": 62.423901, + "production_rank": 70.665163, + "structural_overlay_pass": false, + "structural_overlay_score": 67.131905, + "structural_overlay_rr": 1.262652, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.267155, + "primary_prob": 42.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.900733, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.437178, + "range_504_ratio": 1.548331, + "range_factor_pass": false, + "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": 94.137542, + "strategy_rank": 91.364149, + "production_rank": 92.288613, + "structural_overlay_pass": false, + "structural_overlay_score": 87.674183, + "structural_overlay_rr": 0.905546, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.668201, + "primary_prob": 34.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.502302, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 1.06282, + "range_504_ratio": 2.894522, + "range_factor_pass": true, + "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": 93.686584, + "strategy_rank": 85.264938, + "production_rank": 88.072153, + "structural_overlay_pass": false, + "structural_overlay_score": 83.668546, + "structural_overlay_rr": 2.331492, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.029651, + "primary_prob": 29.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 3.044476, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.587323, + "range_504_ratio": 1.799166, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.051822, + "hold30_r": -1.0 + }, + { + "symbol": "TT", + "date": "2023-04-28", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.853439, + "strategy_rank": 73.179256, + "production_rank": 78.737317, + "structural_overlay_pass": false, + "structural_overlay_score": 74.800451, + "structural_overlay_rr": 2.616639, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.095625, + "primary_prob": 43.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 3.143438, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.540198, + "range_504_ratio": 1.716346, + "range_factor_pass": false, + "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": 96.617813, + "strategy_rank": 97.328072, + "production_rank": 97.091319, + "structural_overlay_pass": false, + "structural_overlay_score": 92.236753, + "structural_overlay_rr": 1.736095, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.57819, + "primary_prob": 50.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.367286, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 1.073426, + "range_504_ratio": 2.925385, + "range_factor_pass": true, + "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": 90.304397, + "strategy_rank": 87.632469, + "production_rank": 88.523112, + "structural_overlay_pass": false, + "structural_overlay_score": 84.096956, + "structural_overlay_rr": 1.656947, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.170571, + "primary_prob": 44.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.755857, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.737499, + "range_504_ratio": 2.0907, + "range_factor_pass": false, + "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": 92.10823, + "strategy_rank": 88.624577, + "production_rank": 89.785795, + "structural_overlay_pass": false, + "structural_overlay_score": 85.296505, + "structural_overlay_rr": 2.370648, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.737938, + "primary_prob": 22.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 4.106907, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 1.001181, + "range_504_ratio": 2.721495, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.035979, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2023-04-28", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.373168, + "strategy_rank": 89.503946, + "production_rank": 88.793687, + "structural_overlay_pass": true, + "structural_overlay_score": 89.354002, + "structural_overlay_rr": 2.680795, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 8.060499, + "primary_prob": 25.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 12.090749, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 1.311393, + "range_504_ratio": 3.71134, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.027025, + "hold30_r": 5.606122 + }, + { + "symbol": "WYNN", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.421646, + "strategy_rank": 92.130778, + "production_rank": 94.227734, + "structural_overlay_pass": false, + "structural_overlay_score": 89.516347, + "structural_overlay_rr": 2.152594, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "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": 70, + "gate_level_count": 70, + "range_504_log": 0.933238, + "range_504_ratio": 2.542729, + "range_factor_pass": false, + "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": 88.049605, + "strategy_rank": 74.554679, + "production_rank": 79.052988, + "structural_overlay_pass": false, + "structural_overlay_score": 75.100338, + "structural_overlay_rr": 1.564512, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.60568, + "primary_prob": 35.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.40852, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.655113, + "range_504_ratio": 1.925361, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.53804, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2023-05-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.880979, + "strategy_rank": 82.602892, + "production_rank": 86.028921, + "structural_overlay_pass": false, + "structural_overlay_score": 81.727475, + "structural_overlay_rr": 2.917981, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.69442, + "primary_prob": 48.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.54163, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.841898, + "range_504_ratio": 2.320768, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.637022, + "hold30_r": 5.222027 + }, + { + "symbol": "HOOD", + "date": "2023-05-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.091212, + "strategy_rank": 86.7297, + "production_rank": 85.183537, + "structural_overlay_pass": false, + "structural_overlay_score": 80.92436, + "structural_overlay_rr": 2.198248, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.74137, + "primary_prob": 33.11, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 75, + "primary_distance_atr": 2.612056, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 2.524259, + "range_504_ratio": 12.481645, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.706419, + "hold30_r": 3.19423 + }, + { + "symbol": "ADI", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.318131, + "strategy_rank": 76.573971, + "production_rank": 79.822024, + "structural_overlay_pass": false, + "structural_overlay_score": 75.830923, + "structural_overlay_rr": 2.097581, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.441483, + "primary_prob": 32.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 72.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.162224, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.395552, + "range_504_ratio": 1.485204, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.382393, + "hold30_r": -1.915211 + }, + { + "symbol": "AES", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.200222, + "strategy_rank": 68.320356, + "production_rank": 72.280311, + "structural_overlay_pass": false, + "structural_overlay_score": 68.666296, + "structural_overlay_rr": 1.631343, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.258968, + "primary_prob": 42.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 110, + "primary_distance_atr": 1.888451, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.473288, + "range_504_ratio": 1.605263, + "range_factor_pass": false, + "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": 86.76307, + "strategy_rank": 89.933259, + "production_rank": 88.876529, + "structural_overlay_pass": false, + "structural_overlay_score": 84.432703, + "structural_overlay_rr": 2.443361, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.795546, + "primary_prob": 50.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 72.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.193319, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 1.455416, + "range_504_ratio": 4.286266, + "range_factor_pass": true, + "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": 97.552836, + "strategy_rank": 93.414905, + "production_rank": 94.794216, + "structural_overlay_pass": false, + "structural_overlay_score": 90.054505, + "structural_overlay_rr": 1.71579, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.865614, + "primary_prob": 39.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.29842, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.699232, + "range_504_ratio": 2.012207, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.832441, + "hold30_r": 1.990911 + }, + { + "symbol": "APD", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.313682, + "strategy_rank": 67.397108, + "production_rank": 72.369299, + "structural_overlay_pass": false, + "structural_overlay_score": 68.750834, + "structural_overlay_rr": 1.369781, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.368439, + "primary_prob": 54.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.052658, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.417545, + "range_504_ratio": 1.518229, + "range_factor_pass": false, + "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": 88.209121, + "strategy_rank": 86.47386, + "production_rank": 87.05228, + "structural_overlay_pass": false, + "structural_overlay_score": 82.699666, + "structural_overlay_rr": 2.029104, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.108382, + "primary_prob": 28.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 3.162573, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.574967, + "range_504_ratio": 1.777071, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.067507, + "hold30_r": 5.358319 + }, + { + "symbol": "ARES", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.87208, + "strategy_rank": 80.03337, + "production_rank": 81.646274, + "structural_overlay_pass": false, + "structural_overlay_score": 77.56396, + "structural_overlay_rr": 0.927575, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.280629, + "primary_prob": 41.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.920943, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.529798, + "range_504_ratio": 1.698589, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.242355, + "hold30_r": 2.669095 + }, + { + "symbol": "AXON", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.555061, + "strategy_rank": 92.880979, + "production_rank": 95.105673, + "structural_overlay_pass": false, + "structural_overlay_score": 90.350389, + "structural_overlay_rr": 0.691548, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.733074, + "primary_prob": 64.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.09961, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 1.025131, + "range_504_ratio": 2.787462, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.68276, + "hold30_r": -1.0 + }, + { + "symbol": "BA", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.996663, + "strategy_rank": 85.750834, + "production_rank": 89.499444, + "structural_overlay_pass": false, + "structural_overlay_score": 85.024472, + "structural_overlay_rr": 2.592509, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.016724, + "primary_prob": 29.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 81, + "primary_distance_atr": 3.025086, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.803054, + "range_504_ratio": 2.232348, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.967142, + "hold30_r": 1.753629 + }, + { + "symbol": "BIIB", + "date": "2023-05-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 97.330367, + "strategy_rank": 74.404894, + "production_rank": 82.046719, + "structural_overlay_pass": false, + "structural_overlay_score": 77.944383, + "structural_overlay_rr": 1.559665, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.445759, + "primary_prob": 39.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 3.668639, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.687239, + "range_504_ratio": 1.988219, + "range_factor_pass": false, + "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": 91.879867, + "strategy_rank": 74.493882, + "production_rank": 80.28921, + "structural_overlay_pass": false, + "structural_overlay_score": 76.27475, + "structural_overlay_rr": 1.295959, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.299533, + "primary_prob": 39.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 93.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.949299, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.524524, + "range_504_ratio": 1.689655, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.241686, + "hold30_r": -1.0 + }, + { + "symbol": "CDNS", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.773081, + "strategy_rank": 82.992214, + "production_rank": 87.252503, + "structural_overlay_pass": false, + "structural_overlay_score": 82.889878, + "structural_overlay_rr": 1.812839, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.912866, + "primary_prob": 47.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 77.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.369298, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.497795, + "range_504_ratio": 1.645089, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.853, + "hold30_r": 3.980078 + }, + { + "symbol": "CMG", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.65406, + "strategy_rank": 80.344828, + "production_rank": 83.114572, + "structural_overlay_pass": false, + "structural_overlay_score": 78.958843, + "structural_overlay_rr": 0.80922, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.80922, + "primary_prob": 50.98, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.21383, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.551765, + "range_504_ratio": 1.736314, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.742913, + "hold30_r": 0.359653 + }, + { + "symbol": "CRH", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.427141, + "strategy_rank": 75.850945, + "production_rank": 78.709677, + "structural_overlay_pass": false, + "structural_overlay_score": 74.774194, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.266928, + "primary_prob": 57.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 54, + "primary_distance_atr": 1.900392, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.557875, + "range_504_ratio": 1.746957, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.069937, + "hold30_r": -1.0 + }, + { + "symbol": "CRM", + "date": "2023-05-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.756396, + "strategy_rank": 81.724138, + "production_rank": 81.401557, + "structural_overlay_pass": false, + "structural_overlay_score": 77.331479, + "structural_overlay_rr": 1.194895, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.370255, + "primary_prob": 24.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 97.0, + "primary_rejection_count": 24, + "primary_distance_atr": 3.555382, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.903225, + "range_504_ratio": 2.467548, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.305922, + "hold30_r": 3.154913 + }, + { + "symbol": "DRI", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.649611, + "strategy_rank": 59.855395, + "production_rank": 68.120133, + "structural_overlay_pass": false, + "structural_overlay_score": 64.714127, + "structural_overlay_rr": 1.412373, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.308763, + "primary_prob": 25.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.963145, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.392384, + "range_504_ratio": 1.480506, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.081593, + "hold30_r": -1.0 + }, + { + "symbol": "DXCM", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.543938, + "strategy_rank": 85.606229, + "production_rank": 86.918799, + "structural_overlay_pass": false, + "structural_overlay_score": 82.572859, + "structural_overlay_rr": 2.172035, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.998664, + "primary_prob": 44.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.997996, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.902047, + "range_504_ratio": 2.464643, + "range_factor_pass": false, + "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": 91.323693, + "strategy_rank": 76.273637, + "production_rank": 81.290323, + "structural_overlay_pass": false, + "structural_overlay_score": 77.225806, + "structural_overlay_rr": 0.957124, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.952321, + "primary_prob": 39.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.428481, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.519841, + "range_504_ratio": 1.68176, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.89481, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.329255, + "strategy_rank": 81.879867, + "production_rank": 86.696329, + "structural_overlay_pass": false, + "structural_overlay_score": 82.361513, + "structural_overlay_rr": 1.084691, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.714349, + "primary_prob": 55.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.071523, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.598751, + "range_504_ratio": 1.819845, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.056974, + "hold30_r": -1.0 + }, + { + "symbol": "ERIE", + "date": "2023-05-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.32703, + "strategy_rank": 81.012236, + "production_rank": 85.450501, + "structural_overlay_pass": false, + "structural_overlay_score": 81.177976, + "structural_overlay_rr": 2.118303, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.03968, + "primary_prob": 28.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.05952, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.59225, + "range_504_ratio": 1.808053, + "range_factor_pass": false, + "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": 83.537264, + "strategy_rank": 73.959956, + "production_rank": 77.152392, + "structural_overlay_pass": false, + "structural_overlay_score": 73.294772, + "structural_overlay_rr": 1.838765, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.075856, + "primary_prob": 47.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.613784, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.763708, + "range_504_ratio": 2.14622, + "range_factor_pass": false, + "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": 99.888765, + "strategy_rank": 98.120133, + "production_rank": 98.709677, + "structural_overlay_pass": false, + "structural_overlay_score": 93.774194, + "structural_overlay_rr": 2.421207, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.65077, + "primary_prob": 22.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.476155, + "raw_level_count": 93, + "gate_level_count": 93, + "range_504_log": 1.314481, + "range_504_ratio": 3.722819, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.622969, + "hold30_r": 0.583723 + }, + { + "symbol": "FTNT", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.766407, + "strategy_rank": 89.065628, + "production_rank": 89.299221, + "structural_overlay_pass": false, + "structural_overlay_score": 84.83426, + "structural_overlay_rr": 1.734956, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.675388, + "primary_prob": 34.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.513082, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.556692, + "range_504_ratio": 1.744891, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.626406, + "hold30_r": 2.680772 + }, + { + "symbol": "GE", + "date": "2023-05-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.764182, + "strategy_rank": 82.491657, + "production_rank": 84.249166, + "structural_overlay_pass": false, + "structural_overlay_score": 80.036707, + "structural_overlay_rr": 2.212966, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.679203, + "primary_prob": 21.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 7, + "primary_distance_atr": 4.018805, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.661834, + "range_504_ratio": 1.938345, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.060707, + "hold30_r": 1.144622 + }, + { + "symbol": "GILD", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.771969, + "strategy_rank": 68.242492, + "production_rank": 77.085651, + "structural_overlay_pass": false, + "structural_overlay_score": 73.231368, + "structural_overlay_rr": 2.284665, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.14553, + "primary_prob": 27.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 3.218295, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.450975, + "range_504_ratio": 1.569842, + "range_factor_pass": false, + "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": 86.540601, + "strategy_rank": 63.882091, + "production_rank": 71.434928, + "structural_overlay_pass": false, + "structural_overlay_score": 67.863181, + "structural_overlay_rr": 1.663038, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.616628, + "primary_prob": 50.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.424942, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.484583, + "range_504_ratio": 1.623497, + "range_factor_pass": false, + "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": 92.102336, + "strategy_rank": 80.022247, + "production_rank": 84.048943, + "structural_overlay_pass": false, + "structural_overlay_score": 79.846496, + "structural_overlay_rr": 1.210073, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.235771, + "primary_prob": 25.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.853656, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.595035, + "range_504_ratio": 1.813094, + "range_factor_pass": false, + "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": 89.321468, + "strategy_rank": 67.330367, + "production_rank": 74.660734, + "structural_overlay_pass": false, + "structural_overlay_score": 70.927697, + "structural_overlay_rr": 1.312586, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "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": 40, + "gate_level_count": 40, + "range_504_log": 0.58092, + "range_504_ratio": 1.787682, + "range_factor_pass": false, + "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": 82.536151, + "strategy_rank": 67.686318, + "production_rank": 72.636263, + "structural_overlay_pass": false, + "structural_overlay_score": 69.004449, + "structural_overlay_rr": 1.086783, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.752498, + "primary_prob": 15.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.628747, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.486559, + "range_504_ratio": 1.626708, + "range_factor_pass": false, + "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": 85.094549, + "strategy_rank": 68.576196, + "production_rank": 74.082314, + "structural_overlay_pass": false, + "structural_overlay_score": 70.378198, + "structural_overlay_rr": 1.123224, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.821143, + "primary_prob": 50.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.231715, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.51119, + "range_504_ratio": 1.667275, + "range_factor_pass": false, + "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": 95.995551, + "strategy_rank": 86.985539, + "production_rank": 89.988877, + "structural_overlay_pass": false, + "structural_overlay_score": 85.489433, + "structural_overlay_rr": 2.541507, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.109873, + "primary_prob": 28.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 19, + "primary_distance_atr": 3.164809, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.546947, + "range_504_ratio": 1.727969, + "range_factor_pass": false, + "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": 89.098999, + "strategy_rank": 83.926585, + "production_rank": 85.650723, + "structural_overlay_pass": false, + "structural_overlay_score": 81.368187, + "structural_overlay_rr": 0.671133, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.853493, + "primary_prob": 31.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.780239, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.801869, + "range_504_ratio": 2.229704, + "range_factor_pass": false, + "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": 87.096774, + "strategy_rank": 74.015573, + "production_rank": 78.375973, + "structural_overlay_pass": false, + "structural_overlay_score": 74.457175, + "structural_overlay_rr": 1.276868, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.276029, + "primary_prob": 39.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.914043, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.466561, + "range_504_ratio": 1.594502, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.052285, + "hold30_r": -1.0 + }, + { + "symbol": "IT", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.535039, + "strategy_rank": 64.749722, + "production_rank": 70.344828, + "structural_overlay_pass": false, + "structural_overlay_score": 66.827586, + "structural_overlay_rr": 1.939813, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.516502, + "primary_prob": 23.95, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 68, + "primary_distance_atr": 3.774753, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.510857, + "range_504_ratio": 1.666719, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.465352, + "hold30_r": 4.194732 + }, + { + "symbol": "JBL", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.551724, + "strategy_rank": 79.098999, + "production_rank": 84.916574, + "structural_overlay_pass": false, + "structural_overlay_score": 80.670745, + "structural_overlay_rr": 1.605738, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.674749, + "primary_prob": 34.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.512123, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.602029, + "range_504_ratio": 1.82582, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.626709, + "hold30_r": 8.896764 + }, + { + "symbol": "KLAC", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.317019, + "strategy_rank": 83.481646, + "production_rank": 84.093437, + "structural_overlay_pass": false, + "structural_overlay_score": 79.888765, + "structural_overlay_rr": 2.072284, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.686234, + "primary_prob": 33.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.529351, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.602642, + "range_504_ratio": 1.826938, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.641839, + "hold30_r": 4.534991 + }, + { + "symbol": "LVS", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.665184, + "strategy_rank": 86.785317, + "production_rank": 90.745273, + "structural_overlay_pass": false, + "structural_overlay_score": 86.208009, + "structural_overlay_rr": 0.877193, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.14392, + "primary_prob": 40.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.715881, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.820295, + "range_504_ratio": 2.271169, + "range_factor_pass": false, + "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": 87.430478, + "strategy_rank": 84.894327, + "production_rank": 85.739711, + "structural_overlay_pass": false, + "structural_overlay_score": 81.452725, + "structural_overlay_rr": 2.093053, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.82328, + "primary_prob": 31.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 56, + "primary_distance_atr": 2.73492, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.504733, + "range_504_ratio": 1.656543, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.039313, + "hold30_r": -1.0 + }, + { + "symbol": "MGM", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.31257, + "strategy_rank": 79.510567, + "production_rank": 80.111235, + "structural_overlay_pass": false, + "structural_overlay_score": 76.105673, + "structural_overlay_rr": 0.986658, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.368757, + "primary_prob": 39.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.053135, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.661411, + "range_504_ratio": 1.937524, + "range_factor_pass": false, + "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": 96.774194, + "strategy_rank": 89.699666, + "production_rank": 92.057842, + "structural_overlay_pass": false, + "structural_overlay_score": 87.45495, + "structural_overlay_rr": 1.570857, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.925448, + "primary_prob": 30.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.888172, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 1.017434, + "range_504_ratio": 2.766089, + "range_factor_pass": true, + "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": 81.0901, + "strategy_rank": 85.061179, + "production_rank": 83.737486, + "structural_overlay_pass": false, + "structural_overlay_score": 79.550612, + "structural_overlay_rr": 2.97922, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.653252, + "primary_prob": 34.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 74, + "primary_distance_atr": 2.479878, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.653628, + "range_504_ratio": 1.922503, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.62724, + "hold30_r": 3.129457 + }, + { + "symbol": "MRNA", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.20356, + "strategy_rank": 86.874305, + "production_rank": 85.650723, + "structural_overlay_pass": false, + "structural_overlay_score": 81.368187, + "structural_overlay_rr": 1.84008, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.646886, + "primary_prob": 34.63, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 57, + "primary_distance_atr": 2.470329, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 1.464382, + "range_504_ratio": 4.324872, + "range_factor_pass": true, + "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": 93.103448, + "strategy_rank": 88.498331, + "production_rank": 90.03337, + "structural_overlay_pass": false, + "structural_overlay_score": 85.531702, + "structural_overlay_rr": 3.001057, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.447477, + "primary_prob": 24.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 3.671215, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.591193, + "range_504_ratio": 1.806142, + "range_factor_pass": false, + "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": 93.659622, + "strategy_rank": 72.169077, + "production_rank": 79.332592, + "structural_overlay_pass": false, + "structural_overlay_score": 75.365962, + "structural_overlay_rr": 1.692759, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.502462, + "primary_prob": 25.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.253692, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.413401, + "range_504_ratio": 1.511951, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.428235, + "hold30_r": -0.32294 + }, + { + "symbol": "MSTR", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.775306, + "strategy_rank": 98.275862, + "production_rank": 98.10901, + "structural_overlay_pass": true, + "structural_overlay_score": 98.20356, + "structural_overlay_rr": 2.547249, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.945114, + "primary_prob": 35.38, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 51.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.917672, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 1.905456, + "range_504_ratio": 6.722474, + "range_factor_pass": true, + "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": 81.868743, + "strategy_rank": 75.728587, + "production_rank": 77.775306, + "structural_overlay_pass": false, + "structural_overlay_score": 73.886541, + "structural_overlay_rr": 1.920408, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.938903, + "primary_prob": 30.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 89, + "primary_distance_atr": 2.908355, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.475776, + "range_504_ratio": 1.609263, + "range_factor_pass": false, + "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": 99.221357, + "strategy_rank": 96.084538, + "production_rank": 97.130145, + "structural_overlay_pass": false, + "structural_overlay_score": 92.273637, + "structural_overlay_rr": 1.920323, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.910056, + "primary_prob": 20.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 4.365084, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 1.4606, + "range_504_ratio": 4.308543, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.864655, + "hold30_r": 7.869198 + }, + { + "symbol": "NVDA", + "date": "2023-05-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.331479, + "strategy_rank": 97.630701, + "production_rank": 97.864294, + "structural_overlay_pass": false, + "structural_overlay_score": 92.971079, + "structural_overlay_rr": 1.609589, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.81583, + "primary_prob": 24.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 14, + "primary_distance_atr": 4.223744, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 1.164826, + "range_504_ratio": 3.205365, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.772177, + "hold30_r": 11.51446 + }, + { + "symbol": "ODFL", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.650723, + "strategy_rank": 82.94772, + "production_rank": 83.848721, + "structural_overlay_pass": false, + "structural_overlay_score": 79.656285, + "structural_overlay_rr": 1.932614, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.436698, + "primary_prob": 24.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 3.655047, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.501147, + "range_504_ratio": 1.650614, + "range_factor_pass": false, + "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": 85.873192, + "strategy_rank": 66.651835, + "production_rank": 73.058954, + "structural_overlay_pass": false, + "structural_overlay_score": 69.406007, + "structural_overlay_rr": 1.055193, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.044114, + "primary_prob": 44.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 85.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.566171, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.456497, + "range_504_ratio": 1.578535, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.992053, + "hold30_r": 1.131123 + }, + { + "symbol": "ON", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.997775, + "strategy_rank": 96.7297, + "production_rank": 97.152392, + "structural_overlay_pass": false, + "structural_overlay_score": 92.294772, + "structural_overlay_rr": 0.782836, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.780007, + "primary_prob": 54.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.17001, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.945555, + "range_504_ratio": 2.574243, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.746219, + "hold30_r": 1.697295 + }, + { + "symbol": "ORCL", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.656285, + "strategy_rank": 65.795328, + "production_rank": 74.082314, + "structural_overlay_pass": false, + "structural_overlay_score": 70.378198, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.103889, + "primary_prob": 27.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.655833, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.559381, + "range_504_ratio": 1.749589, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.015423, + "hold30_r": 11.43574 + }, + { + "symbol": "PCAR", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.759733, + "strategy_rank": 67.541713, + "production_rank": 72.94772, + "structural_overlay_pass": false, + "structural_overlay_score": 69.300334, + "structural_overlay_rr": 0.781499, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.72373, + "primary_prob": 58.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.085595, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.401822, + "range_504_ratio": 1.494545, + "range_factor_pass": false, + "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": 90.211346, + "strategy_rank": 72.72525, + "production_rank": 78.553949, + "structural_overlay_pass": false, + "structural_overlay_score": 74.626251, + "structural_overlay_rr": 2.018492, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.795531, + "primary_prob": 32.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.693296, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.517207, + "range_504_ratio": 1.677336, + "range_factor_pass": false, + "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": 90.878754, + "strategy_rank": 72.858732, + "production_rank": 78.865406, + "structural_overlay_pass": false, + "structural_overlay_score": 74.922136, + "structural_overlay_rr": 1.521104, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.371584, + "primary_prob": 39.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.057376, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.455098, + "range_504_ratio": 1.576327, + "range_factor_pass": false, + "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": 90.433815, + "strategy_rank": 76.818687, + "production_rank": 81.357063, + "structural_overlay_pass": false, + "structural_overlay_score": 77.28921, + "structural_overlay_rr": 2.90026, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.70645, + "primary_prob": 48.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.559674, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.624645, + "range_504_ratio": 1.867582, + "range_factor_pass": false, + "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": 93.437152, + "strategy_rank": 76.384872, + "production_rank": 82.068966, + "structural_overlay_pass": false, + "structural_overlay_score": 77.965517, + "structural_overlay_rr": 0.901237, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.961375, + "primary_prob": 29.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 54, + "primary_distance_atr": 2.942063, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.613592, + "range_504_ratio": 1.847054, + "range_factor_pass": false, + "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": 91.657397, + "strategy_rank": 88.353726, + "production_rank": 89.45495, + "structural_overlay_pass": false, + "structural_overlay_score": 84.982202, + "structural_overlay_rr": 1.720264, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.548032, + "primary_prob": 36.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.322049, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.885587, + "range_504_ratio": 2.424406, + "range_factor_pass": false, + "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": 94.104561, + "strategy_rank": 82.424917, + "production_rank": 86.318131, + "structural_overlay_pass": false, + "structural_overlay_score": 82.002225, + "structural_overlay_rr": 0.694163, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.747569, + "primary_prob": 16.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.621353, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.431933, + "range_504_ratio": 1.540232, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.679617, + "hold30_r": 5.846718 + }, + { + "symbol": "STLD", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.988877, + "strategy_rank": 90.122358, + "production_rank": 90.077864, + "structural_overlay_pass": false, + "structural_overlay_score": 85.573971, + "structural_overlay_rr": 1.90996, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.641885, + "primary_prob": 34.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.462828, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.993266, + "range_504_ratio": 2.70004, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.031863, + "hold30_r": -1.0 + }, + { + "symbol": "TJX", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.431591, + "strategy_rank": 63.470523, + "production_rank": 71.790879, + "structural_overlay_pass": false, + "structural_overlay_score": 68.201335, + "structural_overlay_rr": 1.394041, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.397872, + "primary_prob": 39.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.096808, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.437178, + "range_504_ratio": 1.548331, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.314339, + "hold30_r": -1.0 + }, + { + "symbol": "TPL", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.994438, + "strategy_rank": 92.424917, + "production_rank": 93.281424, + "structural_overlay_pass": false, + "structural_overlay_score": 88.617353, + "structural_overlay_rr": 1.798274, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.853804, + "primary_prob": 31.43, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.780707, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 1.06282, + "range_504_ratio": 2.894522, + "range_factor_pass": true, + "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": 92.658509, + "strategy_rank": 84.716352, + "production_rank": 87.363737, + "structural_overlay_pass": false, + "structural_overlay_score": 82.995551, + "structural_overlay_rr": 2.398333, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.690738, + "primary_prob": 33.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 80, + "primary_distance_atr": 2.536107, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.587323, + "range_504_ratio": 1.799166, + "range_factor_pass": false, + "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": 88.876529, + "strategy_rank": 74.760845, + "production_rank": 79.466073, + "structural_overlay_pass": false, + "structural_overlay_score": 75.49277, + "structural_overlay_rr": 1.924495, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.922331, + "primary_prob": 30.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.883496, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.540198, + "range_504_ratio": 1.716346, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.052778, + "hold30_r": -1.0 + }, + { + "symbol": "TTD", + "date": "2023-05-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.882091, + "strategy_rank": 95.41713, + "production_rank": 94.905451, + "structural_overlay_pass": false, + "structural_overlay_score": 90.160178, + "structural_overlay_rr": 0.808559, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.194574, + "primary_prob": 27.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 3.291862, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 1.073426, + "range_504_ratio": 2.925385, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.157334, + "hold30_r": 3.854663 + }, + { + "symbol": "UBER", + "date": "2023-05-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.101224, + "strategy_rank": 91.034483, + "production_rank": 91.05673, + "structural_overlay_pass": false, + "structural_overlay_score": 86.503893, + "structural_overlay_rr": 1.690252, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.098418, + "primary_prob": 43.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 3.147627, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.967674, + "range_504_ratio": 2.631817, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.061321, + "hold30_r": 2.171777 + }, + { + "symbol": "ULTA", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.549499, + "strategy_rank": 68.65406, + "production_rank": 77.285873, + "structural_overlay_pass": false, + "structural_overlay_score": 73.42158, + "structural_overlay_rr": 1.827549, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.774229, + "primary_prob": 56.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.161344, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.556499, + "range_504_ratio": 1.744554, + "range_factor_pass": false, + "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": 84.204672, + "strategy_rank": 84.204672, + "production_rank": 84.204672, + "structural_overlay_pass": false, + "structural_overlay_score": 79.994438, + "structural_overlay_rr": 1.645612, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.029009, + "primary_prob": 29.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 3.043513, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.737499, + "range_504_ratio": 2.0907, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.99579, + "hold30_r": 3.154347 + }, + { + "symbol": "VRSN", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.758621, + "strategy_rank": 62.002225, + "production_rank": 68.921023, + "structural_overlay_pass": false, + "structural_overlay_score": 65.474972, + "structural_overlay_rr": 1.076104, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.616951, + "primary_prob": 35.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.425426, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.504156, + "range_504_ratio": 1.655588, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.541682, + "hold30_r": 0.377219 + }, + { + "symbol": "VRT", + "date": "2023-05-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.982202, + "strategy_rank": 87.219132, + "production_rank": 86.140156, + "structural_overlay_pass": true, + "structural_overlay_score": 86.833148, + "structural_overlay_rr": 2.730311, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 8.322742, + "primary_prob": 25.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 12.484112, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 1.311393, + "range_504_ratio": 3.71134, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.028207, + "hold30_r": 7.870828 + }, + { + "symbol": "WST", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.98109, + "strategy_rank": 82.680756, + "production_rank": 82.780868, + "structural_overlay_pass": false, + "structural_overlay_score": 78.641824, + "structural_overlay_rr": 1.827782, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.595373, + "primary_prob": 50.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.39306, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.835253, + "range_504_ratio": 2.305398, + "range_factor_pass": false, + "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": 98.887653, + "strategy_rank": 89.977753, + "production_rank": 92.94772, + "structural_overlay_pass": false, + "structural_overlay_score": 88.300334, + "structural_overlay_rr": 0.751514, + "structural_overlay_sources": [ + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "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": 71, + "gate_level_count": 71, + "range_504_log": 0.933238, + "range_504_ratio": 2.542729, + "range_factor_pass": false, + "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": 92.43604, + "strategy_rank": 78.453838, + "production_rank": 83.114572, + "structural_overlay_pass": false, + "structural_overlay_score": 78.958843, + "structural_overlay_rr": 2.062682, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.07155, + "primary_prob": 26.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 91.0, + "primary_rejection_count": 21, + "primary_distance_atr": 3.107325, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.83366, + "range_504_ratio": 2.301727, + "range_factor_pass": false, + "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": 80.533927, + "strategy_rank": 69.822024, + "production_rank": 73.392659, + "structural_overlay_pass": false, + "structural_overlay_score": 69.723026, + "structural_overlay_rr": 2.041051, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.042012, + "primary_prob": 43.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 3.063018, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.655113, + "range_504_ratio": 1.925361, + "range_factor_pass": false, + "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": 91.820276, + "strategy_rank": 80.414747, + "production_rank": 84.21659, + "structural_overlay_pass": false, + "structural_overlay_score": 80.00576, + "structural_overlay_rr": 2.855792, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.573808, + "primary_prob": 35.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.360712, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.841898, + "range_504_ratio": 2.320768, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.513215, + "hold30_r": 4.407429 + }, + { + "symbol": "HOOD", + "date": "2023-05-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.101382, + "strategy_rank": 87.764977, + "production_rank": 86.543779, + "structural_overlay_pass": false, + "structural_overlay_score": 82.21659, + "structural_overlay_rr": 1.698993, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.585409, + "primary_prob": 50.69, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 56, + "primary_distance_atr": 2.378113, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 2.524259, + "range_504_ratio": 12.481645, + "range_factor_pass": true, + "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": 83.064516, + "strategy_rank": 72.834101, + "production_rank": 76.24424, + "structural_overlay_pass": false, + "structural_overlay_score": 72.432028, + "structural_overlay_rr": 2.010977, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.677154, + "primary_prob": 34.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 110, + "primary_distance_atr": 2.515731, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.473288, + "range_504_ratio": 1.605263, + "range_factor_pass": false, + "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": 91.013825, + "strategy_rank": 92.949309, + "production_rank": 92.304147, + "structural_overlay_pass": false, + "structural_overlay_score": 87.68894, + "structural_overlay_rr": 1.59669, + "structural_overlay_sources": [ + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.082281, + "primary_prob": 22.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 72.0, + "primary_rejection_count": 19, + "primary_distance_atr": 3.123422, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 1.455416, + "range_504_ratio": 4.286266, + "range_factor_pass": true, + "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": 96.889401, + "strategy_rank": 91.808756, + "production_rank": 93.502304, + "structural_overlay_pass": false, + "structural_overlay_score": 88.827189, + "structural_overlay_rr": 1.383774, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.909497, + "primary_prob": 37.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.364245, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.699232, + "range_504_ratio": 2.012207, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.870818, + "hold30_r": 2.438344 + }, + { + "symbol": "APO", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.258065, + "strategy_rank": 82.741935, + "production_rank": 82.580645, + "structural_overlay_pass": false, + "structural_overlay_score": 78.451613, + "structural_overlay_rr": 1.310318, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.694201, + "primary_prob": 33.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.541301, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.574967, + "range_504_ratio": 1.777071, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.65356, + "hold30_r": 3.982186 + }, + { + "symbol": "ARES", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.903226, + "strategy_rank": 83.029954, + "production_rank": 84.654378, + "structural_overlay_pass": false, + "structural_overlay_score": 80.421659, + "structural_overlay_rr": 1.05397, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.441166, + "primary_prob": 38.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.161749, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.529798, + "range_504_ratio": 1.698589, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.3975, + "hold30_r": 2.928063 + }, + { + "symbol": "AXON", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.769585, + "strategy_rank": 95.069124, + "production_rank": 96.635945, + "structural_overlay_pass": false, + "structural_overlay_score": 91.804147, + "structural_overlay_rr": 1.549085, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.571385, + "primary_prob": 31.54, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 78.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.357077, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 1.025131, + "range_504_ratio": 2.787462, + "range_factor_pass": true, + "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": 97.695853, + "strategy_rank": 84.389401, + "production_rank": 88.824885, + "structural_overlay_pass": false, + "structural_overlay_score": 84.383641, + "structural_overlay_rr": 2.039711, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.771429, + "primary_prob": 32.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 81, + "primary_distance_atr": 2.657144, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.803054, + "range_504_ratio": 2.232348, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.71981, + "hold30_r": 1.122664 + }, + { + "symbol": "BIIB", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.428571, + "strategy_rank": 73.894009, + "production_rank": 81.40553, + "structural_overlay_pass": false, + "structural_overlay_score": 77.335253, + "structural_overlay_rr": 2.583917, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.648811, + "primary_prob": 45.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 77.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.473216, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.687239, + "range_504_ratio": 1.988219, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.06591, + "hold30_r": -1.0 + }, + { + "symbol": "CDNS", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.198157, + "strategy_rank": 83.790323, + "production_rank": 87.926267, + "structural_overlay_pass": false, + "structural_overlay_score": 83.529954, + "structural_overlay_rr": 1.761781, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.632205, + "primary_prob": 29.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 75.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.448307, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.497795, + "range_504_ratio": 1.645089, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.568692, + "hold30_r": 4.363407 + }, + { + "symbol": "COIN", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.271889, + "strategy_rank": 98.686636, + "production_rank": 98.548387, + "structural_overlay_pass": false, + "structural_overlay_score": 93.620968, + "structural_overlay_rr": 0.943058, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.81842, + "primary_prob": 31.94, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.72763, + "raw_level_count": 105, + "gate_level_count": 105, + "range_504_log": 2.458952, + "range_504_ratio": 11.692552, + "range_factor_pass": true, + "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": 85.483871, + "strategy_rank": 76.186636, + "production_rank": 79.285714, + "structural_overlay_pass": false, + "structural_overlay_score": 75.321429, + "structural_overlay_rr": 1.018028, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.74504, + "primary_prob": 33.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 54, + "primary_distance_atr": 2.617561, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.557875, + "range_504_ratio": 1.746957, + "range_factor_pass": false, + "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": 84.331797, + "strategy_rank": 73.582949, + "production_rank": 77.165899, + "structural_overlay_pass": false, + "structural_overlay_score": 73.307604, + "structural_overlay_rr": 1.158138, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.708067, + "primary_prob": 48.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 60, + "primary_distance_atr": 2.5621, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.723795, + "range_504_ratio": 2.062245, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.641107, + "hold30_r": 6.46322 + }, + { + "symbol": "DRI", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.56682, + "strategy_rank": 57.718894, + "production_rank": 65.668203, + "structural_overlay_pass": false, + "structural_overlay_score": 62.384793, + "structural_overlay_rr": 1.755798, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.116782, + "primary_prob": 45.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 126, + "primary_distance_atr": 1.675172, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.392384, + "range_504_ratio": 1.480506, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.040435, + "hold30_r": 3.813489 + }, + { + "symbol": "DXCM", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.62212, + "strategy_rank": 90.368664, + "production_rank": 92.119816, + "structural_overlay_pass": false, + "structural_overlay_score": 87.513825, + "structural_overlay_rr": 2.149999, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.963305, + "primary_prob": 44.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.944958, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.902047, + "range_504_ratio": 2.464643, + "range_factor_pass": false, + "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": 95.391705, + "strategy_rank": 82.050691, + "production_rank": 86.497696, + "structural_overlay_pass": false, + "structural_overlay_score": 82.172811, + "structural_overlay_rr": 1.772807, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.350255, + "primary_prob": 36.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.025383, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.598751, + "range_504_ratio": 1.819845, + "range_factor_pass": false, + "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": 93.317972, + "strategy_rank": 81.152074, + "production_rank": 85.207373, + "structural_overlay_pass": false, + "structural_overlay_score": 80.947005, + "structural_overlay_rr": 1.678771, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.600124, + "primary_prob": 35.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.400185, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.59225, + "range_504_ratio": 1.808053, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.04787, + "hold30_r": -1.0 + }, + { + "symbol": "FCX", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.414747, + "strategy_rank": 80.345622, + "production_rank": 80.368664, + "structural_overlay_pass": false, + "structural_overlay_score": 76.35023, + "structural_overlay_rr": 2.615156, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.80396, + "primary_prob": 21.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 4.20594, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.740208, + "range_504_ratio": 2.096371, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.036559, + "hold30_r": -1.0 + }, + { + "symbol": "FTNT", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.364055, + "strategy_rank": 84.043779, + "production_rank": 85.483871, + "structural_overlay_pass": false, + "structural_overlay_score": 81.209677, + "structural_overlay_rr": 2.751469, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.568086, + "primary_prob": 33.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.352129, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.556692, + "range_504_ratio": 1.744891, + "range_factor_pass": false, + "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": 87.096774, + "strategy_rank": 82.603687, + "production_rank": 84.101382, + "structural_overlay_pass": false, + "structural_overlay_score": 79.896313, + "structural_overlay_rr": 0.700161, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.958132, + "primary_prob": 30.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 63, + "primary_distance_atr": 2.937198, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.661834, + "range_504_ratio": 1.938345, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.894493, + "hold30_r": 1.971014 + }, + { + "symbol": "GILD", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.746544, + "strategy_rank": 64.792627, + "production_rank": 73.110599, + "structural_overlay_pass": false, + "structural_overlay_score": 69.455069, + "structural_overlay_rr": 1.717806, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.365032, + "primary_prob": 39.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.047548, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.450975, + "range_504_ratio": 1.569842, + "range_factor_pass": false, + "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": 82.02765, + "strategy_rank": 60.9447, + "production_rank": 67.97235, + "structural_overlay_pass": false, + "structural_overlay_score": 64.573733, + "structural_overlay_rr": 0.955785, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.970615, + "primary_prob": 50.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.455923, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.484583, + "range_504_ratio": 1.623497, + "range_factor_pass": false, + "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": 90.552995, + "strategy_rank": 79.596774, + "production_rank": 83.248848, + "structural_overlay_pass": false, + "structural_overlay_score": 79.086406, + "structural_overlay_rr": 0.83884, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.867019, + "primary_prob": 51.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.300528, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.595035, + "range_504_ratio": 1.813094, + "range_factor_pass": false, + "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": 86.520737, + "strategy_rank": 65.817972, + "production_rank": 72.718894, + "structural_overlay_pass": false, + "structural_overlay_score": 69.082949, + "structural_overlay_rr": 1.662637, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "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": 40, + "gate_level_count": 40, + "range_504_log": 0.58092, + "range_504_ratio": 1.787682, + "range_factor_pass": false, + "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": 82.488479, + "strategy_rank": 68.006912, + "production_rank": 72.834101, + "structural_overlay_pass": false, + "structural_overlay_score": 69.192396, + "structural_overlay_rr": 1.204247, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.179495, + "primary_prob": 42.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 90.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.769242, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.486559, + "range_504_ratio": 1.626708, + "range_factor_pass": false, + "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": 83.640553, + "strategy_rank": 68.156682, + "production_rank": 73.317972, + "structural_overlay_pass": false, + "structural_overlay_score": 69.652074, + "structural_overlay_rr": 0.818066, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.853231, + "primary_prob": 35.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.279847, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.51119, + "range_504_ratio": 1.667275, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.794229, + "hold30_r": -1.0 + }, + { + "symbol": "IBKR", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.852535, + "strategy_rank": 87.039171, + "production_rank": 89.976959, + "structural_overlay_pass": false, + "structural_overlay_score": 85.478111, + "structural_overlay_rr": 2.993595, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.582021, + "primary_prob": 35.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.373031, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.546947, + "range_504_ratio": 1.727969, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.538307, + "hold30_r": 1.477122 + }, + { + "symbol": "IDXX", + "date": "2023-05-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.281106, + "strategy_rank": 86.854839, + "production_rank": 88.663594, + "structural_overlay_pass": false, + "structural_overlay_score": 84.230415, + "structural_overlay_rr": 1.519495, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.166808, + "primary_prob": 27.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 3.250211, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.801869, + "range_504_ratio": 2.229704, + "range_factor_pass": false, + "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": 84.792627, + "strategy_rank": 71.520737, + "production_rank": 75.9447, + "structural_overlay_pass": false, + "structural_overlay_score": 72.147465, + "structural_overlay_rr": 1.785087, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.712254, + "primary_prob": 59.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 1.068381, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.466561, + "range_504_ratio": 1.594502, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.657671, + "hold30_r": 2.661232 + }, + { + "symbol": "ISRG", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.105991, + "strategy_rank": 76.163594, + "production_rank": 77.81106, + "structural_overlay_pass": false, + "structural_overlay_score": 73.920507, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.117549, + "primary_prob": 50.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.676324, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.719319, + "range_504_ratio": 2.053035, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.043385, + "hold30_r": 3.00645 + }, + { + "symbol": "IT", + "date": "2023-05-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 85.829493, + "strategy_rank": 67.822581, + "production_rank": 73.824885, + "structural_overlay_pass": false, + "structural_overlay_score": 70.133641, + "structural_overlay_rr": 1.512509, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.161635, + "primary_prob": 27.52, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 68, + "primary_distance_atr": 3.242452, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.510857, + "range_504_ratio": 1.666719, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.10276, + "hold30_r": 2.697068 + }, + { + "symbol": "JBL", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.124424, + "strategy_rank": 77.638249, + "production_rank": 83.133641, + "structural_overlay_pass": false, + "structural_overlay_score": 78.976959, + "structural_overlay_rr": 1.989282, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.855693, + "primary_prob": 26.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 77.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.78354, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.602029, + "range_504_ratio": 1.82582, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.80066, + "hold30_r": 8.262891 + }, + { + "symbol": "LULU", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.718894, + "strategy_rank": 83.202765, + "production_rank": 83.041475, + "structural_overlay_pass": false, + "structural_overlay_score": 78.889401, + "structural_overlay_rr": 0.955561, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.997593, + "primary_prob": 49.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.496389, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.658366, + "range_504_ratio": 1.931633, + "range_factor_pass": false, + "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": 98.732719, + "strategy_rank": 85.9447, + "production_rank": 90.207373, + "structural_overlay_pass": false, + "structural_overlay_score": 85.697005, + "structural_overlay_rr": 1.340712, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.034943, + "primary_prob": 33.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.552414, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.820295, + "range_504_ratio": 2.271169, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.045969, + "hold30_r": -1.0 + }, + { + "symbol": "META", + "date": "2023-05-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.645161, + "strategy_rank": 85.172811, + "production_rank": 83.663594, + "structural_overlay_pass": false, + "structural_overlay_score": 79.480415, + "structural_overlay_rr": 1.148677, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 9.267215, + "primary_prob": 25.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 13.900822, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 1.473143, + "range_504_ratio": 4.362924, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.048348, + "hold30_r": 5.504549 + }, + { + "symbol": "MGM", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.336406, + "strategy_rank": 75.875576, + "production_rank": 77.695853, + "structural_overlay_pass": false, + "structural_overlay_score": 73.81106, + "structural_overlay_rr": 1.685533, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.092609, + "primary_prob": 28.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 3.138914, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.661411, + "range_504_ratio": 1.937524, + "range_factor_pass": false, + "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": 93.663594, + "strategy_rank": 88.099078, + "production_rank": 89.953917, + "structural_overlay_pass": false, + "structural_overlay_score": 85.456221, + "structural_overlay_rr": 2.168738, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.577866, + "primary_prob": 35.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.366799, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 1.017434, + "range_504_ratio": 2.766089, + "range_factor_pass": true, + "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": 81.682028, + "strategy_rank": 85.552995, + "production_rank": 84.262673, + "structural_overlay_pass": false, + "structural_overlay_score": 80.049539, + "structural_overlay_rr": 0.935817, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.514363, + "primary_prob": 36.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 63, + "primary_distance_atr": 2.271545, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.653628, + "range_504_ratio": 1.922503, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.487478, + "hold30_r": 4.499649 + }, + { + "symbol": "MRNA", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.474654, + "strategy_rank": 92.684332, + "production_rank": 92.281106, + "structural_overlay_pass": false, + "structural_overlay_score": 87.667051, + "structural_overlay_rr": 0.791544, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.559005, + "primary_prob": 36.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 75, + "primary_distance_atr": 2.338507, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 1.464382, + "range_504_ratio": 4.324872, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.525176, + "hold30_r": -1.0 + }, + { + "symbol": "MSCI", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.170507, + "strategy_rank": 85.990783, + "production_rank": 87.050691, + "structural_overlay_pass": false, + "structural_overlay_score": 82.698157, + "structural_overlay_rr": 1.555454, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.826194, + "primary_prob": 31.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 62, + "primary_distance_atr": 2.739291, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.591193, + "range_504_ratio": 1.806142, + "range_factor_pass": false, + "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": 99.539171, + "strategy_rank": 99.504608, + "production_rank": 99.516129, + "structural_overlay_pass": false, + "structural_overlay_score": 94.540323, + "structural_overlay_rr": 1.66479, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.629577, + "primary_prob": 32.12, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 86.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.444365, + "raw_level_count": 98, + "gate_level_count": 98, + "range_504_log": 1.905456, + "range_504_ratio": 6.722474, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.61343, + "hold30_r": 1.605744 + }, + { + "symbol": "MTD", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.557604, + "strategy_rank": 79.158986, + "production_rank": 81.958525, + "structural_overlay_pass": false, + "structural_overlay_score": 77.860599, + "structural_overlay_rr": 2.697485, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.717925, + "primary_prob": 22.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 89, + "primary_distance_atr": 4.076888, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.475776, + "range_504_ratio": 1.609263, + "range_factor_pass": false, + "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": 99.193548, + "strategy_rank": 96.324885, + "production_rank": 97.281106, + "structural_overlay_pass": false, + "structural_overlay_score": 92.417051, + "structural_overlay_rr": 1.964497, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.680404, + "primary_prob": 49.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.520606, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 1.4606, + "range_504_ratio": 4.308543, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.633358, + "hold30_r": 5.342745 + }, + { + "symbol": "NVDA", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.235023, + "strategy_rank": 96.889401, + "production_rank": 97.004608, + "structural_overlay_pass": false, + "structural_overlay_score": 92.154378, + "structural_overlay_rr": 1.972838, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.718097, + "primary_prob": 45.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 86.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.577146, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 1.164826, + "range_504_ratio": 3.205365, + "range_factor_pass": true, + "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": 80.875576, + "strategy_rank": 63.559908, + "production_rank": 69.331797, + "structural_overlay_pass": false, + "structural_overlay_score": 65.865207, + "structural_overlay_rr": 1.154327, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.071578, + "primary_prob": 30.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.607366, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.456497, + "range_504_ratio": 1.578535, + "range_factor_pass": false, + "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": 95.16129, + "strategy_rank": 94.746544, + "production_rank": 94.884793, + "structural_overlay_pass": false, + "structural_overlay_score": 90.140553, + "structural_overlay_rr": 0.813775, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.087959, + "primary_prob": 43.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.631939, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.945555, + "range_504_ratio": 2.574243, + "range_factor_pass": false, + "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": 88.59447, + "strategy_rank": 64.608295, + "production_rank": 72.603687, + "structural_overlay_pass": false, + "structural_overlay_score": 68.973502, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.76055, + "primary_prob": 38.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.140825, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.559381, + "range_504_ratio": 1.749589, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.663901, + "hold30_r": 9.872336 + }, + { + "symbol": "PANW", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.290323, + "strategy_rank": 82.868664, + "production_rank": 84.009217, + "structural_overlay_pass": false, + "structural_overlay_score": 79.808756, + "structural_overlay_rr": 1.665194, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.991667, + "primary_prob": 24.97, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.9875, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.581311, + "range_504_ratio": 1.788381, + "range_factor_pass": false, + "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": 85.023041, + "strategy_rank": 68.709677, + "production_rank": 74.147465, + "structural_overlay_pass": false, + "structural_overlay_score": 70.440092, + "structural_overlay_rr": 1.524804, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.756892, + "primary_prob": 57.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.135338, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.401822, + "range_504_ratio": 1.494545, + "range_factor_pass": false, + "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": 85.253456, + "strategy_rank": 70.460829, + "production_rank": 75.391705, + "structural_overlay_pass": false, + "structural_overlay_score": 71.62212, + "structural_overlay_rr": 1.926894, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.961596, + "primary_prob": 27.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 90.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.942394, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.517207, + "range_504_ratio": 1.677336, + "range_factor_pass": false, + "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": 90.322581, + "strategy_rank": 92.81106, + "production_rank": 91.981567, + "structural_overlay_pass": true, + "structural_overlay_score": 92.382488, + "structural_overlay_rr": 2.094168, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.094168, + "primary_prob": 34.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 18, + "primary_distance_atr": 3.141252, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 1.612515, + "range_504_ratio": 5.015411, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.067818, + "hold30_r": 7.086887 + }, + { + "symbol": "REGN", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.976959, + "strategy_rank": 72.799539, + "production_rank": 78.525346, + "structural_overlay_pass": false, + "structural_overlay_score": 74.599078, + "structural_overlay_rr": 2.518324, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.345034, + "primary_prob": 25.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 16, + "primary_distance_atr": 3.517551, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.455098, + "range_504_ratio": 1.576327, + "range_factor_pass": false, + "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": 86.059908, + "strategy_rank": 80.495392, + "production_rank": 82.35023, + "structural_overlay_pass": false, + "structural_overlay_score": 78.232719, + "structural_overlay_rr": 0.883691, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.053674, + "primary_prob": 28.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 58, + "primary_distance_atr": 3.080512, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.503048, + "range_504_ratio": 1.653754, + "range_factor_pass": false, + "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": 89.516129, + "strategy_rank": 76.520737, + "production_rank": 80.852535, + "structural_overlay_pass": false, + "structural_overlay_score": 76.809908, + "structural_overlay_rr": 1.976444, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 3.011526, + "primary_prob": 20.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 4.517289, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.624645, + "range_504_ratio": 1.867582, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.95074, + "hold30_r": 5.679277 + }, + { + "symbol": "SBUX", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.700461, + "strategy_rank": 73.375576, + "production_rank": 80.483871, + "structural_overlay_pass": false, + "structural_overlay_score": 76.459677, + "structural_overlay_rr": 1.375195, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.121906, + "primary_prob": 45.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 1.682859, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.613592, + "range_504_ratio": 1.847054, + "range_factor_pass": false, + "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": 92.050691, + "strategy_rank": 89.52765, + "production_rank": 90.368664, + "structural_overlay_pass": false, + "structural_overlay_score": 85.85023, + "structural_overlay_rr": 0.736003, + "structural_overlay_sources": [ + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.965272, + "primary_prob": 29.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.947908, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.885587, + "range_504_ratio": 2.424406, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.930048, + "hold30_r": 1.626504 + }, + { + "symbol": "STLD", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.857143, + "strategy_rank": 92.165899, + "production_rank": 92.396313, + "structural_overlay_pass": false, + "structural_overlay_score": 87.776498, + "structural_overlay_rr": 1.562678, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.905435, + "primary_prob": 30.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.858153, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.993266, + "range_504_ratio": 2.70004, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.033309, + "hold30_r": -1.0 + }, + { + "symbol": "TJX", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.78341, + "strategy_rank": 65.069124, + "production_rank": 73.640553, + "structural_overlay_pass": false, + "structural_overlay_score": 69.958525, + "structural_overlay_rr": 1.153026, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.156923, + "primary_prob": 44.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.735385, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.437178, + "range_504_ratio": 1.548331, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.071408, + "hold30_r": -1.0 + }, + { + "symbol": "TKO", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.041475, + "strategy_rank": 90.334101, + "production_rank": 92.903226, + "structural_overlay_pass": false, + "structural_overlay_score": 88.258065, + "structural_overlay_rr": 0.925136, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.935945, + "primary_prob": 38.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.403917, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.856518, + "range_504_ratio": 2.354946, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.878963, + "hold30_r": -1.0 + }, + { + "symbol": "TPL", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.511521, + "strategy_rank": 89.124424, + "production_rank": 90.253456, + "structural_overlay_pass": false, + "structural_overlay_score": 85.740783, + "structural_overlay_rr": 1.297915, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.920131, + "primary_prob": 30.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.880196, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 1.06282, + "range_504_ratio": 2.894522, + "range_factor_pass": true, + "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": 96.658986, + "strategy_rank": 87.845622, + "production_rank": 90.78341, + "structural_overlay_pass": false, + "structural_overlay_score": 86.24424, + "structural_overlay_rr": 1.795602, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.828525, + "primary_prob": 54.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 60, + "primary_distance_atr": 1.242788, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.587323, + "range_504_ratio": 1.799166, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.787596, + "hold30_r": -1.0 + }, + { + "symbol": "TT", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.866359, + "strategy_rank": 73.663594, + "production_rank": 78.064516, + "structural_overlay_pass": false, + "structural_overlay_score": 74.16129, + "structural_overlay_rr": 1.88224, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.881391, + "primary_prob": 31.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.822086, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.540198, + "range_504_ratio": 1.716346, + "range_factor_pass": false, + "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": 97.465438, + "strategy_rank": 97.914747, + "production_rank": 97.764977, + "structural_overlay_pass": false, + "structural_overlay_score": 92.876728, + "structural_overlay_rr": 1.613586, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.916547, + "primary_prob": 30.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.87482, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 1.073426, + "range_504_ratio": 2.925385, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.885891, + "hold30_r": 3.56005 + }, + { + "symbol": "UBER", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.354839, + "strategy_rank": 93.559908, + "production_rank": 93.824885, + "structural_overlay_pass": false, + "structural_overlay_score": 89.133641, + "structural_overlay_rr": 2.135166, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.913712, + "primary_prob": 45.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.870568, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.967674, + "range_504_ratio": 2.631817, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.872498, + "hold30_r": 2.883404 + }, + { + "symbol": "ULTA", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.24424, + "strategy_rank": 66.670507, + "production_rank": 74.861751, + "structural_overlay_pass": false, + "structural_overlay_score": 71.118664, + "structural_overlay_rr": 2.273759, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.180796, + "primary_prob": 44.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.771194, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.556499, + "range_504_ratio": 1.744554, + "range_factor_pass": false, + "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": 87.327189, + "strategy_rank": 86.635945, + "production_rank": 86.866359, + "structural_overlay_pass": false, + "structural_overlay_score": 82.523041, + "structural_overlay_rr": 2.264568, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.958227, + "primary_prob": 30.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.937341, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.737499, + "range_504_ratio": 2.0907, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.924275, + "hold30_r": 4.689112 + }, + { + "symbol": "VRSN", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.525346, + "strategy_rank": 62.304147, + "production_rank": 69.37788, + "structural_overlay_pass": false, + "structural_overlay_score": 65.908986, + "structural_overlay_rr": 1.853284, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.113143, + "primary_prob": 60.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.669715, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.504156, + "range_504_ratio": 1.655588, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.03304, + "hold30_r": -0.231968 + }, + { + "symbol": "VRT", + "date": "2023-05-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.562212, + "strategy_rank": 87.638249, + "production_rank": 86.612903, + "structural_overlay_pass": true, + "structural_overlay_score": 87.282258, + "structural_overlay_rr": 2.886362, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 8.319576, + "primary_prob": 25.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 12.479365, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 1.311393, + "range_504_ratio": 3.71134, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 8.288221, + "hold30_r": 9.032861 + }, + { + "symbol": "WST", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.870968, + "strategy_rank": 82.868664, + "production_rank": 83.202765, + "structural_overlay_pass": false, + "structural_overlay_score": 79.042627, + "structural_overlay_rr": 0.814895, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.521035, + "primary_prob": 23.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 3.781552, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.835253, + "range_504_ratio": 2.305398, + "range_factor_pass": false, + "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": 98.502304, + "strategy_rank": 89.68894, + "production_rank": 92.626728, + "structural_overlay_pass": false, + "structural_overlay_score": 87.995392, + "structural_overlay_rr": 1.587428, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.503397, + "primary_prob": 25.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.255096, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.933238, + "range_504_ratio": 2.542729, + "range_factor_pass": false, + "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": 88.940092, + "strategy_rank": 75.599078, + "production_rank": 80.046083, + "structural_overlay_pass": false, + "structural_overlay_score": 76.043779, + "structural_overlay_rr": 2.142912, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.765194, + "primary_prob": 32.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.647792, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.83366, + "range_504_ratio": 2.301727, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.051228, + "hold30_r": -1.0 + }, + { + "symbol": "XYL", + "date": "2023-05-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.294931, + "strategy_rank": 71.71659, + "production_rank": 75.576037, + "structural_overlay_pass": false, + "structural_overlay_score": 71.797235, + "structural_overlay_rr": 1.472411, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.384837, + "primary_prob": 25.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 3.577255, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.655113, + "range_504_ratio": 1.925361, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.061587, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2023-05-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.903226, + "strategy_rank": 75.979263, + "production_rank": 79.953917, + "structural_overlay_pass": false, + "structural_overlay_score": 75.956221, + "structural_overlay_rr": 1.944582, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.980514, + "primary_prob": 44.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.97077, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.841898, + "range_504_ratio": 2.320768, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.919389, + "hold30_r": 3.829691 + }, + { + "symbol": "ALGN", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.705069, + "strategy_rank": 93.364055, + "production_rank": 92.81106, + "structural_overlay_pass": false, + "structural_overlay_score": 88.170507, + "structural_overlay_rr": 1.923793, + "structural_overlay_sources": [ + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.049018, + "primary_prob": 47.77, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.573526, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 1.455416, + "range_504_ratio": 4.286266, + "range_factor_pass": true, + "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": 94.930876, + "strategy_rank": 92.33871, + "production_rank": 93.202765, + "structural_overlay_pass": false, + "structural_overlay_score": 88.542627, + "structural_overlay_rr": 1.937882, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.213255, + "primary_prob": 26.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.819882, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.699232, + "range_504_ratio": 2.012207, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.171125, + "hold30_r": 2.306724 + }, + { + "symbol": "APD", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.105991, + "strategy_rank": 64.585253, + "production_rank": 70.092166, + "structural_overlay_pass": false, + "structural_overlay_score": 66.587558, + "structural_overlay_rr": 1.972289, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.80138, + "primary_prob": 32.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 81, + "primary_distance_atr": 2.702069, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.417545, + "range_504_ratio": 1.518229, + "range_factor_pass": false, + "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": 84.907834, + "strategy_rank": 80.414747, + "production_rank": 81.912442, + "structural_overlay_pass": false, + "structural_overlay_score": 77.81682, + "structural_overlay_rr": 0.677626, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.099978, + "primary_prob": 46.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.649967, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.529798, + "range_504_ratio": 1.698589, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.051481, + "hold30_r": 3.490614 + }, + { + "symbol": "AXON", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.654378, + "strategy_rank": 95.990783, + "production_rank": 97.211982, + "structural_overlay_pass": false, + "structural_overlay_score": 92.351382, + "structural_overlay_rr": 2.134455, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.505993, + "primary_prob": 36.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 96.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.25899, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 1.025131, + "range_504_ratio": 2.787462, + "range_factor_pass": true, + "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": 94.239631, + "strategy_rank": 68.421659, + "production_rank": 77.02765, + "structural_overlay_pass": false, + "structural_overlay_score": 73.176267, + "structural_overlay_rr": 1.267648, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.223191, + "primary_prob": 30.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.834786, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.645684, + "range_504_ratio": 1.907292, + "range_factor_pass": false, + "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": 97.580645, + "strategy_rank": 85.483871, + "production_rank": 89.516129, + "structural_overlay_pass": false, + "structural_overlay_score": 85.040323, + "structural_overlay_rr": 1.472496, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.846602, + "primary_prob": 31.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.769904, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.803054, + "range_504_ratio": 2.232348, + "range_factor_pass": false, + "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": 96.313364, + "strategy_rank": 74.124424, + "production_rank": 81.520737, + "structural_overlay_pass": false, + "structural_overlay_score": 77.4447, + "structural_overlay_rr": 1.888274, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.891907, + "primary_prob": 41.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 77.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.837861, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.687239, + "range_504_ratio": 1.988219, + "range_factor_pass": false, + "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": 92.050691, + "strategy_rank": 94.331797, + "production_rank": 93.571429, + "structural_overlay_pass": false, + "structural_overlay_score": 88.892857, + "structural_overlay_rr": 1.646969, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.648155, + "primary_prob": 34.61, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 67, + "primary_distance_atr": 2.472233, + "raw_level_count": 105, + "gate_level_count": 105, + "range_504_log": 2.458952, + "range_504_ratio": 11.692552, + "range_factor_pass": true, + "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": 83.75576, + "strategy_rank": 73.663594, + "production_rank": 77.02765, + "structural_overlay_pass": false, + "structural_overlay_score": 73.176267, + "structural_overlay_rr": 1.295305, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.882966, + "primary_prob": 67.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 54, + "primary_distance_atr": 1.324449, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.557875, + "range_504_ratio": 1.746957, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.083414, + "hold30_r": -1.0 + }, + { + "symbol": "CRM", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.525346, + "strategy_rank": 82.626728, + "production_rank": 82.926267, + "structural_overlay_pass": false, + "structural_overlay_score": 78.779954, + "structural_overlay_rr": 1.065685, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.7834, + "primary_prob": 42.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 77.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.675101, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.903225, + "range_504_ratio": 2.467548, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.718885, + "hold30_r": 0.530573 + }, + { + "symbol": "CSGP", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.875576, + "strategy_rank": 71.854839, + "production_rank": 74.861751, + "structural_overlay_pass": false, + "structural_overlay_score": 71.118664, + "structural_overlay_rr": 1.191971, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.142123, + "primary_prob": 60.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 1.713184, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.723795, + "range_504_ratio": 2.062245, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.071933, + "hold30_r": 4.52432 + }, + { + "symbol": "DECK", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.308756, + "strategy_rank": 83.548387, + "production_rank": 88.801843, + "structural_overlay_pass": false, + "structural_overlay_score": 84.361751, + "structural_overlay_rr": 1.902786, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "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": 63, + "gate_level_count": 63, + "range_504_log": 0.860494, + "range_504_ratio": 2.364328, + "range_factor_pass": false, + "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": 97.235023, + "strategy_rank": 91.774194, + "production_rank": 93.59447, + "structural_overlay_pass": false, + "structural_overlay_score": 88.914747, + "structural_overlay_rr": 1.945376, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 3.024225, + "primary_prob": 20.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 4.536337, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.902047, + "range_504_ratio": 2.464643, + "range_factor_pass": false, + "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": 90.207373, + "strategy_rank": 77.937788, + "production_rank": 82.02765, + "structural_overlay_pass": false, + "structural_overlay_score": 77.926267, + "structural_overlay_rr": 1.010711, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.910238, + "primary_prob": 43.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 59.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.365357, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.519841, + "range_504_ratio": 1.68176, + "range_factor_pass": false, + "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": 95.967742, + "strategy_rank": 83.698157, + "production_rank": 87.788018, + "structural_overlay_pass": false, + "structural_overlay_score": 83.398618, + "structural_overlay_rr": 1.968694, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.506192, + "primary_prob": 32.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.259287, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.598751, + "range_504_ratio": 1.819845, + "range_factor_pass": false, + "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": 93.202765, + "strategy_rank": 80.414747, + "production_rank": 84.677419, + "structural_overlay_pass": false, + "structural_overlay_score": 80.443548, + "structural_overlay_rr": 2.28901, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.203801, + "primary_prob": 27.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.305702, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.59225, + "range_504_ratio": 1.808053, + "range_factor_pass": false, + "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": 99.884793, + "strategy_rank": 99.297235, + "production_rank": 99.493088, + "structural_overlay_pass": false, + "structural_overlay_score": 94.518433, + "structural_overlay_rr": 1.156491, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.699525, + "primary_prob": 43.9, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 20.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.049287, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 1.359082, + "range_504_ratio": 3.892617, + "range_factor_pass": true, + "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": 83.064516, + "strategy_rank": 79.435484, + "production_rank": 80.645161, + "structural_overlay_pass": false, + "structural_overlay_score": 76.612903, + "structural_overlay_rr": 2.134636, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.775773, + "primary_prob": 28.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.663659, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.556692, + "range_504_ratio": 1.744891, + "range_factor_pass": false, + "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": 88.824885, + "strategy_rank": 85.16129, + "production_rank": 86.382488, + "structural_overlay_pass": false, + "structural_overlay_score": 82.063364, + "structural_overlay_rr": 2.080233, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.496714, + "primary_prob": 36.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.245071, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.661834, + "range_504_ratio": 1.938345, + "range_factor_pass": false, + "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": 89.285714, + "strategy_rank": 65.195853, + "production_rank": 73.225806, + "structural_overlay_pass": false, + "structural_overlay_score": 69.564516, + "structural_overlay_rr": 1.440041, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.083366, + "primary_prob": 46.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.62505, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.450975, + "range_504_ratio": 1.569842, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.069446, + "hold30_r": -1.0 + }, + { + "symbol": "GPC", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.677419, + "strategy_rank": 63.387097, + "production_rank": 70.483871, + "structural_overlay_pass": false, + "structural_overlay_score": 66.959677, + "structural_overlay_rr": 1.405426, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.758822, + "primary_prob": 57.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.138233, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.484583, + "range_504_ratio": 1.623497, + "range_factor_pass": false, + "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": 93.43318, + "strategy_rank": 82.960829, + "production_rank": 86.451613, + "structural_overlay_pass": false, + "structural_overlay_score": 82.129032, + "structural_overlay_rr": 1.048455, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.078664, + "primary_prob": 29.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.617997, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.595035, + "range_504_ratio": 1.813094, + "range_factor_pass": false, + "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": 86.40553, + "strategy_rank": 64.078341, + "production_rank": 71.520737, + "structural_overlay_pass": false, + "structural_overlay_score": 67.9447, + "structural_overlay_rr": 0.894647, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.943366, + "primary_prob": 32.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.415049, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.58092, + "range_504_ratio": 1.787682, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.068585, + "hold30_r": -1.0 + }, + { + "symbol": "IBKR", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.737327, + "strategy_rank": 87.269585, + "production_rank": 90.092166, + "structural_overlay_pass": false, + "structural_overlay_score": 85.587558, + "structural_overlay_rr": 2.501392, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.879282, + "primary_prob": 31.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.818924, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.546947, + "range_504_ratio": 1.727969, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.830425, + "hold30_r": 2.862509 + }, + { + "symbol": "IDXX", + "date": "2023-05-19", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.746544, + "strategy_rank": 82.868664, + "production_rank": 85.16129, + "structural_overlay_pass": false, + "structural_overlay_score": 80.903226, + "structural_overlay_rr": 1.507156, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.164113, + "primary_prob": 27.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 3.246169, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.801869, + "range_504_ratio": 2.229704, + "range_factor_pass": false, + "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": 82.488479, + "strategy_rank": 81.140553, + "production_rank": 81.589862, + "structural_overlay_pass": false, + "structural_overlay_score": 77.510369, + "structural_overlay_rr": 2.895052, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.01234, + "primary_prob": 44.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 3.01851, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.747819, + "range_504_ratio": 2.112388, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.445438, + "hold30_r": -1.395696 + }, + { + "symbol": "IR", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.336406, + "strategy_rank": 70.103687, + "production_rank": 73.847926, + "structural_overlay_pass": false, + "structural_overlay_score": 70.15553, + "structural_overlay_rr": 1.125052, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.124123, + "primary_prob": 42.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.686184, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.466561, + "range_504_ratio": 1.594502, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.07101, + "hold30_r": -1.012547 + }, + { + "symbol": "ISRG", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.78341, + "strategy_rank": 81.797235, + "production_rank": 84.792627, + "structural_overlay_pass": false, + "structural_overlay_score": 80.552995, + "structural_overlay_rr": 1.106608, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.247425, + "primary_prob": 57.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.871137, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.719319, + "range_504_ratio": 2.053035, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.082987, + "hold30_r": -1.0 + }, + { + "symbol": "IT", + "date": "2023-05-19", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.834101, + "strategy_rank": 66.209677, + "production_rank": 71.751152, + "structural_overlay_pass": false, + "structural_overlay_score": 68.163594, + "structural_overlay_rr": 1.821565, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.396157, + "primary_prob": 25.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 8, + "primary_distance_atr": 3.594236, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.510857, + "range_504_ratio": 1.666719, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.337555, + "hold30_r": 1.436835 + }, + { + "symbol": "JBL", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.013825, + "strategy_rank": 77.292627, + "production_rank": 81.866359, + "structural_overlay_pass": false, + "structural_overlay_score": 77.773041, + "structural_overlay_rr": 1.837043, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.474137, + "primary_prob": 33.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.211206, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.602029, + "range_504_ratio": 1.82582, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.413623, + "hold30_r": 8.947482 + }, + { + "symbol": "LII", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.253456, + "strategy_rank": 78.548387, + "production_rank": 80.78341, + "structural_overlay_pass": false, + "structural_overlay_score": 76.74424, + "structural_overlay_rr": 1.807412, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.830215, + "primary_prob": 46.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.745322, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.662381, + "range_504_ratio": 1.939404, + "range_factor_pass": false, + "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": 92.281106, + "strategy_rank": 89.481567, + "production_rank": 90.414747, + "structural_overlay_pass": false, + "structural_overlay_score": 85.894009, + "structural_overlay_rr": 1.597748, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.638488, + "primary_prob": 34.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.457732, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.658366, + "range_504_ratio": 1.931633, + "range_factor_pass": false, + "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": 98.617512, + "strategy_rank": 86.797235, + "production_rank": 90.737327, + "structural_overlay_pass": false, + "structural_overlay_score": 86.200461, + "structural_overlay_rr": 1.291464, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.961236, + "primary_prob": 35.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.441853, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.820295, + "range_504_ratio": 2.271169, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.049758, + "hold30_r": -1.0 + }, + { + "symbol": "MCD", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.410138, + "strategy_rank": 58.456221, + "production_rank": 66.774194, + "structural_overlay_pass": false, + "structural_overlay_score": 63.435484, + "structural_overlay_rr": 0.868336, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.745997, + "primary_prob": 40.0, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 10.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.118996, + "raw_level_count": 23, + "gate_level_count": 23, + "range_504_log": 0.316972, + "range_504_ratio": 1.372964, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.134439, + "hold30_r": -1.0 + }, + { + "symbol": "MGM", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.516129, + "strategy_rank": 82.5, + "production_rank": 84.83871, + "structural_overlay_pass": false, + "structural_overlay_score": 80.596774, + "structural_overlay_rr": 1.403646, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.810863, + "primary_prob": 32.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.716295, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.661411, + "range_504_ratio": 1.937524, + "range_factor_pass": false, + "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": 89.0553, + "strategy_rank": 86.56682, + "production_rank": 87.396313, + "structural_overlay_pass": false, + "structural_overlay_score": 83.026498, + "structural_overlay_rr": 2.029534, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.595126, + "primary_prob": 35.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.392689, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 1.017434, + "range_504_ratio": 2.766089, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.039706, + "hold30_r": -1.0 + }, + { + "symbol": "MSCI", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.364055, + "strategy_rank": 84.907834, + "production_rank": 86.059908, + "structural_overlay_pass": false, + "structural_overlay_score": 81.756912, + "structural_overlay_rr": 1.699907, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.991069, + "primary_prob": 29.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 62, + "primary_distance_atr": 2.986603, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.591193, + "range_504_ratio": 1.806142, + "range_factor_pass": false, + "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": 99.078341, + "strategy_rank": 99.182028, + "production_rank": 99.147465, + "structural_overlay_pass": false, + "structural_overlay_score": 94.190092, + "structural_overlay_rr": 1.54299, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.971246, + "primary_prob": 32.63, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 39.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.956869, + "raw_level_count": 97, + "gate_level_count": 97, + "range_504_log": 1.905456, + "range_504_ratio": 6.722474, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.952078, + "hold30_r": 2.985124 + }, + { + "symbol": "MTD", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.447005, + "strategy_rank": 75.841014, + "production_rank": 78.709677, + "structural_overlay_pass": false, + "structural_overlay_score": 74.774194, + "structural_overlay_rr": 2.834272, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.856994, + "primary_prob": 21.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 89, + "primary_distance_atr": 4.285491, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.475776, + "range_504_ratio": 1.609263, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.182539, + "hold30_r": -1.130853 + }, + { + "symbol": "NFLX", + "date": "2023-05-19", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.271889, + "strategy_rank": 96.059908, + "production_rank": 96.797235, + "structural_overlay_pass": false, + "structural_overlay_score": 91.957373, + "structural_overlay_rr": 1.993924, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 9.95317, + "primary_prob": 25.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 21, + "primary_distance_atr": 14.929755, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 1.4606, + "range_504_ratio": 4.308543, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.044854, + "hold30_r": 4.940772 + }, + { + "symbol": "NUE", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.442396, + "strategy_rank": 87.235023, + "production_rank": 87.304147, + "structural_overlay_pass": false, + "structural_overlay_score": 82.93894, + "structural_overlay_rr": 1.812534, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.824864, + "primary_prob": 31.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.737296, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.761874, + "range_504_ratio": 2.142287, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.042746, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.889401, + "strategy_rank": 96.509217, + "production_rank": 96.635945, + "structural_overlay_pass": false, + "structural_overlay_score": 91.804147, + "structural_overlay_rr": 1.591885, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.591885, + "primary_prob": 31.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.387828, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 1.164826, + "range_504_ratio": 3.205365, + "range_factor_pass": true, + "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": 93.778802, + "strategy_rank": 88.214286, + "production_rank": 90.069124, + "structural_overlay_pass": false, + "structural_overlay_score": 85.565668, + "structural_overlay_rr": 1.563396, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.036968, + "primary_prob": 29.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 3.055452, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.501147, + "range_504_ratio": 1.650614, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.993098, + "hold30_r": 4.826256 + }, + { + "symbol": "ORCL", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.474654, + "strategy_rank": 67.488479, + "production_rank": 75.483871, + "structural_overlay_pass": false, + "structural_overlay_score": 71.709677, + "structural_overlay_rr": 1.57, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.57, + "primary_prob": 31.16, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.354999, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.559381, + "range_504_ratio": 1.749589, + "range_factor_pass": false, + "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": 88.59447, + "strategy_rank": 84.239631, + "production_rank": 85.691244, + "structural_overlay_pass": false, + "structural_overlay_score": 81.406682, + "structural_overlay_rr": 1.7195, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.180361, + "primary_prob": 44.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.770542, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.581311, + "range_504_ratio": 1.788381, + "range_factor_pass": false, + "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": 87.211982, + "strategy_rank": 72.97235, + "production_rank": 77.718894, + "structural_overlay_pass": false, + "structural_overlay_score": 73.832949, + "structural_overlay_rr": 1.11833, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.160585, + "primary_prob": 44.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.740878, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.401822, + "range_504_ratio": 1.494545, + "range_factor_pass": false, + "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": 92.626728, + "strategy_rank": 67.949309, + "production_rank": 76.175115, + "structural_overlay_pass": false, + "structural_overlay_score": 72.366359, + "structural_overlay_rr": 1.394012, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.456701, + "primary_prob": 25.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.185051, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.763434, + "range_504_ratio": 2.145631, + "range_factor_pass": false, + "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": 81.797235, + "strategy_rank": 71.221198, + "production_rank": 74.746544, + "structural_overlay_pass": false, + "structural_overlay_score": 71.009217, + "structural_overlay_rr": 1.596524, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.637965, + "primary_prob": 32.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 89.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.456948, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.517207, + "range_504_ratio": 1.677336, + "range_factor_pass": false, + "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": 97.81106, + "strategy_rank": 84.0553, + "production_rank": 88.640553, + "structural_overlay_pass": false, + "structural_overlay_score": 84.208525, + "structural_overlay_rr": 1.983205, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.930342, + "primary_prob": 30.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.895512, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.618346, + "range_504_ratio": 1.855856, + "range_factor_pass": false, + "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": 81.56682, + "strategy_rank": 69.228111, + "production_rank": 73.341014, + "structural_overlay_pass": false, + "structural_overlay_score": 69.673963, + "structural_overlay_rr": 1.985761, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.805331, + "primary_prob": 32.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.707997, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.455098, + "range_504_ratio": 1.576327, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.06713, + "hold30_r": -1.0 + }, + { + "symbol": "RL", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.069124, + "strategy_rank": 74.711982, + "production_rank": 76.497696, + "structural_overlay_pass": false, + "structural_overlay_score": 72.672811, + "structural_overlay_rr": 1.562645, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.011279, + "primary_prob": 29.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 99, + "primary_distance_atr": 3.016919, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.503048, + "range_504_ratio": 1.653754, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.046977, + "hold30_r": -1.0 + }, + { + "symbol": "ROK", + "date": "2023-05-19", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.24424, + "strategy_rank": 78.525346, + "production_rank": 82.764977, + "structural_overlay_pass": false, + "structural_overlay_score": 78.626728, + "structural_overlay_rr": 1.588373, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.85445, + "primary_prob": 36.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 4.281675, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.624645, + "range_504_ratio": 1.867582, + "range_factor_pass": false, + "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": 94.009217, + "strategy_rank": 72.960829, + "production_rank": 79.976959, + "structural_overlay_pass": false, + "structural_overlay_score": 75.978111, + "structural_overlay_rr": 1.660555, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.416824, + "primary_prob": 38.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.125236, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.613592, + "range_504_ratio": 1.847054, + "range_factor_pass": false, + "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": 88.133641, + "strategy_rank": 88.064516, + "production_rank": 88.087558, + "structural_overlay_pass": false, + "structural_overlay_score": 83.68318, + "structural_overlay_rr": 2.132329, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.609812, + "primary_prob": 35.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.414718, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.885587, + "range_504_ratio": 2.424406, + "range_factor_pass": false, + "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": 95.276498, + "strategy_rank": 94.101382, + "production_rank": 94.493088, + "structural_overlay_pass": false, + "structural_overlay_score": 89.768433, + "structural_overlay_rr": 1.780103, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.163525, + "primary_prob": 27.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 3.245288, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.993266, + "range_504_ratio": 2.70004, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.067135, + "hold30_r": -1.029838 + }, + { + "symbol": "TJX", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.175115, + "strategy_rank": 60.737327, + "production_rank": 69.21659, + "structural_overlay_pass": false, + "structural_overlay_score": 65.75576, + "structural_overlay_rr": 1.039038, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.885486, + "primary_prob": 52.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.328229, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.437178, + "range_504_ratio": 1.548331, + "range_factor_pass": false, + "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": 98.041475, + "strategy_rank": 93.237327, + "production_rank": 94.83871, + "structural_overlay_pass": false, + "structural_overlay_score": 90.096774, + "structural_overlay_rr": 1.620327, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.405469, + "primary_prob": 28.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.108204, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.856518, + "range_504_ratio": 2.354946, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.040903, + "hold30_r": -1.0 + }, + { + "symbol": "TPL", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.414747, + "strategy_rank": 82.108295, + "production_rank": 81.543779, + "structural_overlay_pass": false, + "structural_overlay_score": 77.46659, + "structural_overlay_rr": 1.730705, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.588613, + "primary_prob": 35.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.382919, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 1.06282, + "range_504_ratio": 2.894522, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.043534, + "hold30_r": -1.0 + }, + { + "symbol": "TPR", + "date": "2023-05-19", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.981567, + "strategy_rank": 81.071429, + "production_rank": 83.041475, + "structural_overlay_pass": false, + "structural_overlay_score": 78.889401, + "structural_overlay_rr": 1.837719, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 2.101215, + "primary_prob": 23.42, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 3.151822, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.587323, + "range_504_ratio": 1.799166, + "range_factor_pass": false, + "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": 90.437788, + "strategy_rank": 72.430876, + "production_rank": 78.43318, + "structural_overlay_pass": false, + "structural_overlay_score": 74.511521, + "structural_overlay_rr": 2.081999, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.684364, + "primary_prob": 60.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 86, + "primary_distance_atr": 1.026546, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.411055, + "range_504_ratio": 1.508408, + "range_factor_pass": false, + "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": 87.672811, + "strategy_rank": 74.124424, + "production_rank": 78.640553, + "structural_overlay_pass": false, + "structural_overlay_score": 74.708525, + "structural_overlay_rr": 1.304464, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.696445, + "primary_prob": 33.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 59, + "primary_distance_atr": 2.544667, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.540198, + "range_504_ratio": 1.716346, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.055275, + "hold30_r": -1.0 + }, + { + "symbol": "TTD", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.97235, + "strategy_rank": 94.665899, + "production_rank": 94.101382, + "structural_overlay_pass": true, + "structural_overlay_score": 94.396313, + "structural_overlay_rr": 2.151966, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.69952, + "primary_prob": 48.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.549279, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 1.073426, + "range_504_ratio": 2.925385, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.663752, + "hold30_r": 2.770083 + }, + { + "symbol": "UBER", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.470046, + "strategy_rank": 93.260369, + "production_rank": 93.663594, + "structural_overlay_pass": false, + "structural_overlay_score": 88.980415, + "structural_overlay_rr": 1.940657, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.694221, + "primary_prob": 48.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.541331, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.967674, + "range_504_ratio": 2.631817, + "range_factor_pass": false, + "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": 96.543779, + "strategy_rank": 72.142857, + "production_rank": 80.276498, + "structural_overlay_pass": false, + "structural_overlay_score": 76.262673, + "structural_overlay_rr": 1.943811, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.438733, + "primary_prob": 38.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.158099, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.556499, + "range_504_ratio": 1.744554, + "range_factor_pass": false, + "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": 89.976959, + "strategy_rank": 89.078341, + "production_rank": 89.37788, + "structural_overlay_pass": false, + "structural_overlay_score": 84.908986, + "structural_overlay_rr": 1.422802, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.820492, + "primary_prob": 31.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.730738, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.737499, + "range_504_ratio": 2.0907, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.783991, + "hold30_r": 4.842619 + }, + { + "symbol": "VRTX", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.751152, + "strategy_rank": 68.156682, + "production_rank": 74.354839, + "structural_overlay_pass": false, + "structural_overlay_score": 70.637097, + "structural_overlay_rr": 1.13777, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.820567, + "primary_prob": 38.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.23085, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.698068, + "range_504_ratio": 2.009866, + "range_factor_pass": false, + "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": 80.760369, + "strategy_rank": 56.635945, + "production_rank": 64.677419, + "structural_overlay_pass": false, + "structural_overlay_score": 61.443548, + "structural_overlay_rr": 0.809841, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.397743, + "primary_prob": 38.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 95.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.096614, + "raw_level_count": 22, + "gate_level_count": 22, + "range_504_log": 0.315496, + "range_504_ratio": 1.370939, + "range_factor_pass": false, + "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": 82.258065, + "strategy_rank": 80.910138, + "production_rank": 81.359447, + "structural_overlay_pass": false, + "structural_overlay_score": 77.291475, + "structural_overlay_rr": 1.848052, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.848052, + "primary_prob": 31.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.772078, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.835253, + "range_504_ratio": 2.305398, + "range_factor_pass": false, + "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": 98.847926, + "strategy_rank": 90.069124, + "production_rank": 92.995392, + "structural_overlay_pass": false, + "structural_overlay_score": 88.345622, + "structural_overlay_rr": 0.692361, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.259023, + "primary_prob": 27.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.888534, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.933238, + "range_504_ratio": 2.542729, + "range_factor_pass": false, + "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": 85.829493, + "strategy_rank": 75.737327, + "production_rank": 79.101382, + "structural_overlay_pass": false, + "structural_overlay_score": 75.146313, + "structural_overlay_rr": 2.211811, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.799419, + "primary_prob": 32.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.699128, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.83366, + "range_504_ratio": 2.301727, + "range_factor_pass": false, + "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": 84.101382, + "strategy_rank": 71.970046, + "production_rank": 76.013825, + "structural_overlay_pass": false, + "structural_overlay_score": 72.213134, + "structural_overlay_rr": 0.906469, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.957754, + "primary_prob": 30.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.936631, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.655113, + "range_504_ratio": 1.925361, + "range_factor_pass": false, + "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": 82.142857, + "strategy_rank": 57.81106, + "production_rank": 65.921659, + "structural_overlay_pass": false, + "structural_overlay_score": 62.625576, + "structural_overlay_rr": 1.822788, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.462268, + "primary_prob": 18.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.193403, + "raw_level_count": 24, + "gate_level_count": 24, + "range_504_log": 0.320502, + "range_504_ratio": 1.377819, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.101533, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2023-05-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.901012, + "strategy_rank": 77.322835, + "production_rank": 82.182227, + "structural_overlay_pass": false, + "structural_overlay_score": 78.073116, + "structural_overlay_rr": 1.891857, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.51643, + "primary_prob": 51.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.274645, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.841898, + "range_504_ratio": 2.320768, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.452487, + "hold30_r": 4.485656 + }, + { + "symbol": "ACGL", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.850394, + "strategy_rank": 80.854893, + "production_rank": 86.186727, + "structural_overlay_pass": false, + "structural_overlay_score": 81.87739, + "structural_overlay_rr": 2.150848, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.543639, + "primary_prob": 18.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.315459, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.762551, + "range_504_ratio": 2.143737, + "range_factor_pass": false, + "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": 87.626547, + "strategy_rank": 63.835771, + "production_rank": 71.766029, + "structural_overlay_pass": false, + "structural_overlay_score": 68.177728, + "structural_overlay_rr": 1.01851, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.035903, + "primary_prob": 35.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.553854, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.48115, + "range_504_ratio": 1.617934, + "range_factor_pass": false, + "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": 82.339708, + "strategy_rank": 86.726659, + "production_rank": 85.264342, + "structural_overlay_pass": false, + "structural_overlay_score": 81.001125, + "structural_overlay_rr": 1.768859, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.581151, + "primary_prob": 35.76, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.371727, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 1.455416, + "range_504_ratio": 4.286266, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.544012, + "hold30_r": 4.698556 + }, + { + "symbol": "AON", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.889764, + "strategy_rank": 59.381327, + "production_rank": 66.884139, + "structural_overlay_pass": false, + "structural_overlay_score": 63.539933, + "structural_overlay_rr": 1.569097, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.513152, + "primary_prob": 37.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.269727, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.426729, + "range_504_ratio": 1.532237, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.440093, + "hold30_r": 2.958364 + }, + { + "symbol": "APD", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.87739, + "strategy_rank": 63.295838, + "production_rank": 69.156355, + "structural_overlay_pass": false, + "structural_overlay_score": 65.698538, + "structural_overlay_rr": 0.913999, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.950768, + "primary_prob": 50.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 73, + "primary_distance_atr": 1.426152, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.417545, + "range_504_ratio": 1.518229, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.876979, + "hold30_r": 2.75128 + }, + { + "symbol": "ARES", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.102362, + "strategy_rank": 78.166479, + "production_rank": 79.145107, + "structural_overlay_pass": false, + "structural_overlay_score": 75.187852, + "structural_overlay_rr": 1.465478, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.472545, + "primary_prob": 18.57, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 4.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.208818, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.529798, + "range_504_ratio": 1.698589, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.422159, + "hold30_r": 3.388628 + }, + { + "symbol": "AXON", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.662542, + "strategy_rank": 95.883015, + "production_rank": 97.142857, + "structural_overlay_pass": false, + "structural_overlay_score": 92.285714, + "structural_overlay_rr": 1.746316, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.80094, + "primary_prob": 31.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 96.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.70141, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 1.025131, + "range_504_ratio": 2.787462, + "range_factor_pass": true, + "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": 89.988751, + "strategy_rank": 67.952756, + "production_rank": 75.298088, + "structural_overlay_pass": false, + "structural_overlay_score": 71.533183, + "structural_overlay_rr": 1.372599, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.931957, + "primary_prob": 21.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.897935, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.645684, + "range_504_ratio": 1.907292, + "range_factor_pass": false, + "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": 97.750281, + "strategy_rank": 85.905512, + "production_rank": 89.853768, + "structural_overlay_pass": false, + "structural_overlay_score": 85.36108, + "structural_overlay_rr": 1.776695, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.164217, + "primary_prob": 27.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 3.246326, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.803054, + "range_504_ratio": 2.232348, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.108176, + "hold30_r": 1.85491 + }, + { + "symbol": "BIIB", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.388076, + "strategy_rank": 73.723285, + "production_rank": 80.944882, + "structural_overlay_pass": false, + "structural_overlay_score": 76.897638, + "structural_overlay_rr": 1.426277, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.48928, + "primary_prob": 32.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 74.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.23392, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.687239, + "range_504_ratio": 1.988219, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.420519, + "hold30_r": -1.0 + }, + { + "symbol": "BKNG", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.314961, + "strategy_rank": 67.154106, + "production_rank": 71.541057, + "structural_overlay_pass": false, + "structural_overlay_score": 67.964004, + "structural_overlay_rr": 1.455243, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.362852, + "primary_prob": 31.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.044277, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.544458, + "range_504_ratio": 1.723674, + "range_factor_pass": false, + "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": 94.938133, + "strategy_rank": 89.943757, + "production_rank": 91.608549, + "structural_overlay_pass": false, + "structural_overlay_score": 87.028121, + "structural_overlay_rr": 1.382437, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.991829, + "primary_prob": 45.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.487743, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 1.142406, + "range_504_ratio": 3.134302, + "range_factor_pass": true, + "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": 85.489314, + "strategy_rank": 61.293588, + "production_rank": 69.35883, + "structural_overlay_pass": false, + "structural_overlay_score": 65.890889, + "structural_overlay_rr": 1.341839, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.565662, + "primary_prob": 29.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 65.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.348493, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.437351, + "range_504_ratio": 1.548599, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.495613, + "hold30_r": 0.960318 + }, + { + "symbol": "CAH", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.250844, + "strategy_rank": 70.404949, + "production_rank": 78.020247, + "structural_overlay_pass": false, + "structural_overlay_score": 74.119235, + "structural_overlay_rr": 0.724638, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.882263, + "primary_prob": 11.23, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.823395, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.64082, + "range_504_ratio": 1.898037, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.807933, + "hold30_r": 4.818953 + }, + { + "symbol": "CBOE", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.051744, + "strategy_rank": 61.822272, + "production_rank": 69.898763, + "structural_overlay_pass": false, + "structural_overlay_score": 66.403825, + "structural_overlay_rr": 1.992084, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.281821, + "primary_prob": 41.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.922731, + "raw_level_count": 20, + "gate_level_count": 20, + "range_504_log": 0.304827, + "range_504_ratio": 1.35639, + "range_factor_pass": false, + "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": 96.625422, + "strategy_rank": 86.366704, + "production_rank": 89.786277, + "structural_overlay_pass": false, + "structural_overlay_score": 85.296963, + "structural_overlay_rr": 1.370475, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.901932, + "primary_prob": 33.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.352897, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.581405, + "range_504_ratio": 1.78855, + "range_factor_pass": false, + "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": 82.789651, + "strategy_rank": 81.574803, + "production_rank": 81.979753, + "structural_overlay_pass": false, + "structural_overlay_score": 77.880765, + "structural_overlay_rr": 3.838359, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 5.730019, + "primary_prob": 26.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 8.595029, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.903225, + "range_504_ratio": 2.467548, + "range_factor_pass": false, + "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": 87.401575, + "strategy_rank": 76.467942, + "production_rank": 80.112486, + "structural_overlay_pass": false, + "structural_overlay_score": 76.106862, + "structural_overlay_rr": 1.134022, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.177594, + "primary_prob": 44.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 1.766391, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.723795, + "range_504_ratio": 2.062245, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.105519, + "hold30_r": 4.614325 + }, + { + "symbol": "DECK", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.650169, + "strategy_rank": 80.967379, + "production_rank": 86.861642, + "structural_overlay_pass": false, + "structural_overlay_score": 82.51856, + "structural_overlay_rr": 1.664319, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "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": 63, + "gate_level_count": 63, + "range_504_log": 0.860494, + "range_504_ratio": 2.364328, + "range_factor_pass": false, + "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": 96.40045, + "strategy_rank": 79.190101, + "production_rank": 84.926884, + "structural_overlay_pass": false, + "structural_overlay_score": 80.68054, + "structural_overlay_rr": 1.049284, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.388862, + "primary_prob": 22.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.083293, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.644515, + "range_504_ratio": 1.905063, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.325556, + "hold30_r": 5.04264 + }, + { + "symbol": "DXCM", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.312711, + "strategy_rank": 92.778403, + "production_rank": 94.623172, + "structural_overlay_pass": false, + "structural_overlay_score": 89.892013, + "structural_overlay_rr": 2.252069, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.71526, + "primary_prob": 33.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.57289, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.902047, + "range_504_ratio": 2.464643, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.66771, + "hold30_r": 3.847783 + }, + { + "symbol": "EG", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.125984, + "strategy_rank": 80.348706, + "production_rank": 84.274466, + "structural_overlay_pass": false, + "structural_overlay_score": 80.060742, + "structural_overlay_rr": 2.096801, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.91068, + "primary_prob": 30.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.86602, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.519841, + "range_504_ratio": 1.68176, + "range_factor_pass": false, + "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": 90.438695, + "strategy_rank": 79.100112, + "production_rank": 82.87964, + "structural_overlay_pass": false, + "structural_overlay_score": 78.735658, + "structural_overlay_rr": 2.468655, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.849634, + "primary_prob": 31.49, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.774451, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.59225, + "range_504_ratio": 1.808053, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.048577, + "hold30_r": -1.0 + }, + { + "symbol": "FSLR", + "date": "2023-05-26", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.887514, + "strategy_rank": 99.313836, + "production_rank": 99.505062, + "structural_overlay_pass": true, + "structural_overlay_score": 99.529809, + "structural_overlay_rr": 2.252803, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.007925, + "primary_prob": 24.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 3.011887, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 1.359082, + "range_504_ratio": 3.892617, + "range_factor_pass": true, + "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": 88.751406, + "strategy_rank": 85.478065, + "production_rank": 86.569179, + "structural_overlay_pass": false, + "structural_overlay_score": 82.24072, + "structural_overlay_rr": 1.471621, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.962923, + "primary_prob": 13.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.944385, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.661834, + "range_504_ratio": 1.938345, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.899383, + "hold30_r": 2.616077 + }, + { + "symbol": "GILD", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.276715, + "strategy_rank": 63.59955, + "production_rank": 71.158605, + "structural_overlay_pass": false, + "structural_overlay_score": 67.600675, + "structural_overlay_rr": 2.127101, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.78458, + "primary_prob": 32.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.67687, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.450975, + "range_504_ratio": 1.569842, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.065278, + "hold30_r": -1.0 + }, + { + "symbol": "GPC", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.014623, + "strategy_rank": 62.834646, + "production_rank": 69.561305, + "structural_overlay_pass": false, + "structural_overlay_score": 66.08324, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.339962, + "primary_prob": 40.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.009942, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.484583, + "range_504_ratio": 1.623497, + "range_factor_pass": false, + "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": 94.488189, + "strategy_rank": 83.993251, + "production_rank": 87.491564, + "structural_overlay_pass": false, + "structural_overlay_score": 83.116985, + "structural_overlay_rr": 1.168779, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.827428, + "primary_prob": 54.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 1.241142, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.595035, + "range_504_ratio": 1.813094, + "range_factor_pass": false, + "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": 91.338583, + "strategy_rank": 68.728909, + "production_rank": 76.265467, + "structural_overlay_pass": false, + "structural_overlay_score": 72.452193, + "structural_overlay_rr": 2.514235, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.342107, + "primary_prob": 40.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.01316, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.58092, + "range_504_ratio": 1.787682, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.279831, + "hold30_r": 3.630625 + }, + { + "symbol": "HSY", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.726659, + "strategy_rank": 61.451069, + "production_rank": 69.876265, + "structural_overlay_pass": false, + "structural_overlay_score": 66.382452, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.949156, + "primary_prob": 21.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.923734, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.500813, + "range_504_ratio": 1.650063, + "range_factor_pass": false, + "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": 85.03937, + "strategy_rank": 68.436445, + "production_rank": 73.970754, + "structural_overlay_pass": false, + "structural_overlay_score": 70.272216, + "structural_overlay_rr": 1.272393, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.356206, + "primary_prob": 23.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.034309, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.51119, + "range_504_ratio": 1.667275, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.068147, + "hold30_r": -1.0 + }, + { + "symbol": "IBKR", + "date": "2023-05-26", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.67604, + "strategy_rank": 84.724409, + "production_rank": 87.04162, + "structural_overlay_pass": false, + "structural_overlay_score": 82.689539, + "structural_overlay_rr": 1.632484, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.089704, + "primary_prob": 43.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 19, + "primary_distance_atr": 3.134557, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.546947, + "range_504_ratio": 1.727969, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.036453, + "hold30_r": 2.310567 + }, + { + "symbol": "IDXX", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.07649, + "strategy_rank": 82.980877, + "production_rank": 84.679415, + "structural_overlay_pass": false, + "structural_overlay_score": 80.445444, + "structural_overlay_rr": 1.786308, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.195376, + "primary_prob": 27.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 3.293064, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.801869, + "range_504_ratio": 2.229704, + "range_factor_pass": false, + "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": 80.539933, + "strategy_rank": 70.348706, + "production_rank": 73.745782, + "structural_overlay_pass": false, + "structural_overlay_score": 70.058493, + "structural_overlay_rr": 1.509847, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.508942, + "primary_prob": 19.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.263414, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.466561, + "range_504_ratio": 1.594502, + "range_factor_pass": false, + "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": 88.526434, + "strategy_rank": 80.79865, + "production_rank": 83.374578, + "structural_overlay_pass": false, + "structural_overlay_score": 79.205849, + "structural_overlay_rr": 1.798655, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.848834, + "primary_prob": 31.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.773251, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.719319, + "range_504_ratio": 2.053035, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.778515, + "hold30_r": 4.66158 + }, + { + "symbol": "LEN", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.038245, + "strategy_rank": 75.511811, + "production_rank": 81.687289, + "structural_overlay_pass": false, + "structural_overlay_score": 77.602925, + "structural_overlay_rr": 1.425445, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.426014, + "primary_prob": 38.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.13902, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.630972, + "range_504_ratio": 1.879437, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.364937, + "hold30_r": 5.920052 + }, + { + "symbol": "LII", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.76378, + "strategy_rank": 82.204724, + "production_rank": 84.724409, + "structural_overlay_pass": false, + "structural_overlay_score": 80.488189, + "structural_overlay_rr": 1.523826, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.580671, + "primary_prob": 35.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.371006, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.662381, + "range_504_ratio": 1.939404, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.525747, + "hold30_r": 5.26254 + }, + { + "symbol": "LLY", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.714286, + "strategy_rank": 67.592801, + "production_rank": 73.633296, + "structural_overlay_pass": false, + "structural_overlay_score": 69.951631, + "structural_overlay_rr": 1.311408, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.767177, + "primary_prob": 40.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.150765, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.725651, + "range_504_ratio": 2.066076, + "range_factor_pass": false, + "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": 94.263217, + "strategy_rank": 91.158605, + "production_rank": 92.193476, + "structural_overlay_pass": false, + "structural_overlay_score": 87.583802, + "structural_overlay_rr": 2.726134, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.819614, + "primary_prob": 31.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.729422, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.658366, + "range_504_ratio": 1.931633, + "range_factor_pass": false, + "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": 99.100112, + "strategy_rank": 88.537683, + "production_rank": 92.058493, + "structural_overlay_pass": false, + "structural_overlay_score": 87.455568, + "structural_overlay_rr": 1.78, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.837597, + "primary_prob": 24.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 66.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.756396, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.820295, + "range_504_ratio": 2.271169, + "range_factor_pass": false, + "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": 92.350956, + "strategy_rank": 93.262092, + "production_rank": 92.95838, + "structural_overlay_pass": true, + "structural_overlay_score": 93.310461, + "structural_overlay_rr": 2.85592, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 7.69269, + "primary_prob": 25.4, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 11.539034, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 1.473143, + "range_504_ratio": 4.362924, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.054783, + "hold30_r": 4.944311 + }, + { + "symbol": "MGM", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.663667, + "strategy_rank": 84.251969, + "production_rank": 86.389201, + "structural_overlay_pass": false, + "structural_overlay_score": 82.069741, + "structural_overlay_rr": 2.599599, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.173162, + "primary_prob": 27.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 73, + "primary_distance_atr": 3.259742, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.661411, + "range_504_ratio": 1.937524, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.128126, + "hold30_r": 3.718571 + }, + { + "symbol": "MNST", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.464567, + "strategy_rank": 60.382452, + "production_rank": 68.07649, + "structural_overlay_pass": false, + "structural_overlay_score": 64.672666, + "structural_overlay_rr": 1.869676, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "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": 37, + "gate_level_count": 37, + "range_504_log": 0.521606, + "range_504_ratio": 1.684731, + "range_factor_pass": false, + "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": 84.364454, + "strategy_rank": 82.812148, + "production_rank": 83.329584, + "structural_overlay_pass": false, + "structural_overlay_score": 79.163105, + "structural_overlay_rr": 2.592663, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.103415, + "primary_prob": 28.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 3.155123, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 1.017434, + "range_504_ratio": 2.766089, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.059244, + "hold30_r": 2.263155 + }, + { + "symbol": "MRK", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.564679, + "strategy_rank": 60.123735, + "production_rank": 67.604049, + "structural_overlay_pass": false, + "structural_overlay_score": 64.223847, + "structural_overlay_rr": 1.4078, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.846161, + "primary_prob": 25.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 70.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.769242, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.523441, + "range_504_ratio": 1.687826, + "range_factor_pass": false, + "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": 90.213723, + "strategy_rank": 67.705287, + "production_rank": 75.208099, + "structural_overlay_pass": false, + "structural_overlay_score": 71.447694, + "structural_overlay_rr": 1.408014, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.736437, + "primary_prob": 13.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.604655, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.427984, + "range_504_ratio": 1.534162, + "range_factor_pass": false, + "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": 99.325084, + "strategy_rank": 99.35883, + "production_rank": 99.347582, + "structural_overlay_pass": false, + "structural_overlay_score": 94.380202, + "structural_overlay_rr": 1.536349, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.812649, + "primary_prob": 48.05, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 63.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.218974, + "raw_level_count": 98, + "gate_level_count": 98, + "range_504_log": 1.905456, + "range_504_ratio": 6.722474, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.791682, + "hold30_r": 4.721456 + }, + { + "symbol": "NFLX", + "date": "2023-05-26", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.087739, + "strategy_rank": 95.995501, + "production_rank": 96.692913, + "structural_overlay_pass": false, + "structural_overlay_score": 91.858268, + "structural_overlay_rr": 1.909081, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 8.323088, + "primary_prob": 25.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 21, + "primary_distance_atr": 12.484632, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 1.4606, + "range_504_ratio": 4.308543, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.042425, + "hold30_r": 3.650207 + }, + { + "symbol": "NVR", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.113611, + "strategy_rank": 69.28009, + "production_rank": 76.55793, + "structural_overlay_pass": false, + "structural_overlay_score": 72.730034, + "structural_overlay_rr": 1.710077, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.781466, + "primary_prob": 32.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.672199, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.515336, + "range_504_ratio": 1.674201, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.716006, + "hold30_r": 4.259845 + }, + { + "symbol": "ODFL", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.689539, + "strategy_rank": 81.462317, + "production_rank": 82.204724, + "structural_overlay_pass": false, + "structural_overlay_score": 78.094488, + "structural_overlay_rr": 1.963815, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.80137, + "primary_prob": 32.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.702055, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.501147, + "range_504_ratio": 1.650614, + "range_factor_pass": false, + "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": 82.114736, + "strategy_rank": 65.68054, + "production_rank": 71.158605, + "structural_overlay_pass": false, + "structural_overlay_score": 67.600675, + "structural_overlay_rr": 1.156334, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.464374, + "primary_prob": 37.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 99.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.196561, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.456497, + "range_504_ratio": 1.578535, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.399324, + "hold30_r": 1.894741 + }, + { + "symbol": "ORCL", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.538808, + "strategy_rank": 69.088864, + "production_rank": 75.905512, + "structural_overlay_pass": false, + "structural_overlay_score": 72.110236, + "structural_overlay_rr": 0.767376, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.767376, + "primary_prob": 52.56, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.151064, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.559381, + "range_504_ratio": 1.749589, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.696696, + "hold30_r": 4.054192 + }, + { + "symbol": "ORLY", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.713161, + "strategy_rank": 68.897638, + "production_rank": 77.502812, + "structural_overlay_pass": false, + "structural_overlay_score": 73.627672, + "structural_overlay_rr": 1.595074, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.274177, + "primary_prob": 25.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.911266, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.566129, + "range_504_ratio": 1.761435, + "range_factor_pass": false, + "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": 87.851519, + "strategy_rank": 73.509561, + "production_rank": 78.290214, + "structural_overlay_pass": false, + "structural_overlay_score": 74.375703, + "structural_overlay_rr": 1.321985, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.454573, + "primary_prob": 38.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.18186, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.401822, + "range_504_ratio": 1.494545, + "range_factor_pass": false, + "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": 92.575928, + "strategy_rank": 67.941507, + "production_rank": 76.152981, + "structural_overlay_pass": false, + "structural_overlay_score": 72.345332, + "structural_overlay_rr": 1.61525, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.679547, + "primary_prob": 21.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.51932, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.763434, + "range_504_ratio": 2.145631, + "range_factor_pass": false, + "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": 95.83802, + "strategy_rank": 80.416198, + "production_rank": 85.556805, + "structural_overlay_pass": false, + "structural_overlay_score": 81.278965, + "structural_overlay_rr": 0.715088, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.773987, + "primary_prob": 44.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.16098, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.699907, + "range_504_ratio": 2.013565, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.711813, + "hold30_r": 6.668554 + }, + { + "symbol": "PODD", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.813273, + "strategy_rank": 83.217098, + "production_rank": 86.749156, + "structural_overlay_pass": false, + "structural_overlay_score": 82.411699, + "structural_overlay_rr": 3.006869, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.677843, + "primary_prob": 34.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 87, + "primary_distance_atr": 2.516765, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.618346, + "range_504_ratio": 1.855856, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.639466, + "hold30_r": 0.905124 + }, + { + "symbol": "RCL", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.301462, + "strategy_rank": 88.740157, + "production_rank": 88.593926, + "structural_overlay_pass": false, + "structural_overlay_score": 84.164229, + "structural_overlay_rr": 1.745318, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.770916, + "primary_prob": 47.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.656374, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 1.150833, + "range_504_ratio": 3.160823, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.726423, + "hold30_r": 5.719355 + }, + { + "symbol": "RL", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.327334, + "strategy_rank": 75.826772, + "production_rank": 77.660292, + "structural_overlay_pass": false, + "structural_overlay_score": 73.777278, + "structural_overlay_rr": 2.34676, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.776429, + "primary_prob": 32.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 58, + "primary_distance_atr": 2.664643, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.503048, + "range_504_ratio": 1.653754, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.044302, + "hold30_r": -1.0 + }, + { + "symbol": "ROK", + "date": "2023-05-26", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.8009, + "strategy_rank": 80.618673, + "production_rank": 84.679415, + "structural_overlay_pass": false, + "structural_overlay_score": 80.445444, + "structural_overlay_rr": 1.275357, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.106304, + "primary_prob": 28.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 3.159455, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.624645, + "range_504_ratio": 1.867582, + "range_factor_pass": false, + "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": 86.501687, + "strategy_rank": 62.980877, + "production_rank": 70.821147, + "structural_overlay_pass": false, + "structural_overlay_score": 67.28009, + "structural_overlay_rr": 1.869617, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.870418, + "primary_prob": 31.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.805627, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.611165, + "range_504_ratio": 1.842577, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.815261, + "hold30_r": 2.174377 + }, + { + "symbol": "SBUX", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.613048, + "strategy_rank": 75.365579, + "production_rank": 82.114736, + "structural_overlay_pass": false, + "structural_overlay_score": 78.008999, + "structural_overlay_rr": 2.585399, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.516446, + "primary_prob": 36.94, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.274669, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.613592, + "range_504_ratio": 1.847054, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.06604, + "hold30_r": 0.87468 + }, + { + "symbol": "SJM", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.089989, + "strategy_rank": 56.265467, + "production_rank": 64.206974, + "structural_overlay_pass": false, + "structural_overlay_score": 60.996625, + "structural_overlay_rr": 1.772644, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.870199, + "primary_prob": 31.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 54, + "primary_distance_atr": 2.805298, + "raw_level_count": 23, + "gate_level_count": 23, + "range_504_log": 0.318845, + "range_504_ratio": 1.375538, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.78186, + "hold30_r": -1.0 + }, + { + "symbol": "STLD", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.088864, + "strategy_rank": 89.76378, + "production_rank": 89.538808, + "structural_overlay_pass": false, + "structural_overlay_score": 85.061867, + "structural_overlay_rr": 1.557591, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.557591, + "primary_prob": 36.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.336387, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.993266, + "range_504_ratio": 2.70004, + "range_factor_pass": false, + "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": 83.914511, + "strategy_rank": 71.057368, + "production_rank": 75.343082, + "structural_overlay_pass": false, + "structural_overlay_score": 71.575928, + "structural_overlay_rr": 2.137968, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.06334, + "primary_prob": 28.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 20, + "primary_distance_atr": 3.09501, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.484513, + "range_504_ratio": 1.623385, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.99924, + "hold30_r": 2.99241 + }, + { + "symbol": "TDG", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.139483, + "strategy_rank": 69.257593, + "production_rank": 74.218223, + "structural_overlay_pass": false, + "structural_overlay_score": 70.507312, + "structural_overlay_rr": 1.018935, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.629045, + "primary_prob": 15.33, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.443568, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.50946, + "range_504_ratio": 1.664392, + "range_factor_pass": false, + "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": 85.264342, + "strategy_rank": 60.022497, + "production_rank": 68.436445, + "structural_overlay_pass": false, + "structural_overlay_score": 65.014623, + "structural_overlay_rr": 1.348053, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.992593, + "primary_prob": 29.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.98889, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.437178, + "range_504_ratio": 1.548331, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.91994, + "hold30_r": 3.892152 + }, + { + "symbol": "TKO", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.525309, + "strategy_rank": 93.104612, + "production_rank": 94.578178, + "structural_overlay_pass": false, + "structural_overlay_score": 89.849269, + "structural_overlay_rr": 1.892602, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.886186, + "primary_prob": 20.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.829279, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.856518, + "range_504_ratio": 2.354946, + "range_factor_pass": false, + "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": 86.951631, + "strategy_rank": 81.012373, + "production_rank": 82.992126, + "structural_overlay_pass": false, + "structural_overlay_score": 78.84252, + "structural_overlay_rr": 1.552702, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.152931, + "primary_prob": 44.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 1.729397, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.587323, + "range_504_ratio": 1.799166, + "range_factor_pass": false, + "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": 89.313836, + "strategy_rank": 71.799775, + "production_rank": 77.637795, + "structural_overlay_pass": false, + "structural_overlay_score": 73.755906, + "structural_overlay_rr": 3.353522, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.601891, + "primary_prob": 23.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 86, + "primary_distance_atr": 3.902836, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.411055, + "range_504_ratio": 1.508408, + "range_factor_pass": false, + "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": 90.888639, + "strategy_rank": 76.816648, + "production_rank": 81.507312, + "structural_overlay_pass": false, + "structural_overlay_score": 77.431946, + "structural_overlay_rr": 2.553101, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.124984, + "primary_prob": 27.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 76, + "primary_distance_atr": 3.187475, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.540198, + "range_504_ratio": 1.716346, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.066832, + "hold30_r": 4.825032 + }, + { + "symbol": "TTD", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.075366, + "strategy_rank": 97.547807, + "production_rank": 97.390326, + "structural_overlay_pass": false, + "structural_overlay_score": 92.52081, + "structural_overlay_rr": 1.989533, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.523018, + "primary_prob": 51.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.284528, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 1.073426, + "range_504_ratio": 2.925385, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.485541, + "hold30_r": 4.663205 + }, + { + "symbol": "UBER", + "date": "2023-05-26", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.475816, + "strategy_rank": 92.15973, + "production_rank": 92.598425, + "structural_overlay_pass": false, + "structural_overlay_score": 87.968504, + "structural_overlay_rr": 1.667427, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.17295, + "primary_prob": 42.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 3.259425, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 0.967674, + "range_504_ratio": 2.631817, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.126152, + "hold30_r": 3.693899 + }, + { + "symbol": "ULTA", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.062992, + "strategy_rank": 83.644544, + "production_rank": 87.784027, + "structural_overlay_pass": false, + "structural_overlay_score": 83.394826, + "structural_overlay_rr": 2.435125, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.687989, + "primary_prob": 50.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.031983, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.556499, + "range_504_ratio": 1.744554, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.651562, + "hold30_r": 2.763657 + }, + { + "symbol": "URI", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.176603, + "strategy_rank": 87.27784, + "production_rank": 87.244094, + "structural_overlay_pass": false, + "structural_overlay_score": 82.88189, + "structural_overlay_rr": 1.463294, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.797168, + "primary_prob": 32.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.695753, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.737499, + "range_504_ratio": 2.0907, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.038384, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2023-05-26", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 95.163105, + "strategy_rank": 95.83802, + "production_rank": 95.613048, + "structural_overlay_pass": false, + "structural_overlay_score": 90.832396, + "structural_overlay_rr": 1.939897, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.629404, + "primary_prob": 37.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 3.944107, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 1.311393, + "range_504_ratio": 3.71134, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.598628, + "hold30_r": 4.692859 + }, + { + "symbol": "VRTX", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.814398, + "strategy_rank": 66.524184, + "production_rank": 72.620922, + "structural_overlay_pass": false, + "structural_overlay_score": 68.989876, + "structural_overlay_rr": 1.56512, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.071076, + "primary_prob": 36.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.606613, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.698068, + "range_504_ratio": 2.009866, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.006557, + "hold30_r": 1.570985 + }, + { + "symbol": "WMT", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.764904, + "strategy_rank": 56.602925, + "production_rank": 64.656918, + "structural_overlay_pass": false, + "structural_overlay_score": 61.424072, + "structural_overlay_rr": 1.419796, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.958467, + "primary_prob": 50.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 114, + "primary_distance_atr": 1.4377, + "raw_level_count": 22, + "gate_level_count": 22, + "range_504_log": 0.315496, + "range_504_ratio": 1.370939, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.863736, + "hold30_r": 2.785056 + }, + { + "symbol": "WYNN", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.875141, + "strategy_rank": 91.113611, + "production_rank": 93.700787, + "structural_overlay_pass": false, + "structural_overlay_score": 89.015748, + "structural_overlay_rr": 2.005302, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.750917, + "primary_prob": 32.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.626376, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.933238, + "range_504_ratio": 2.542729, + "range_factor_pass": false, + "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": 81.552306, + "strategy_rank": 72.508436, + "production_rank": 75.52306, + "structural_overlay_pass": false, + "structural_overlay_score": 71.746907, + "structural_overlay_rr": 1.581537, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.147432, + "primary_prob": 27.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 3.221148, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.83366, + "range_504_ratio": 2.301727, + "range_factor_pass": false, + "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": 84.589426, + "strategy_rank": 72.677165, + "production_rank": 76.647919, + "structural_overlay_pass": false, + "structural_overlay_score": 72.815523, + "structural_overlay_rr": 1.573442, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.705903, + "primary_prob": 22.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 4.058854, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.655113, + "range_504_ratio": 1.925361, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.64928, + "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, + "production_rank": 64.0, + "structural_overlay_pass": false, + "structural_overlay_score": 60.8, + "structural_overlay_rr": 1.643914, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.938089, + "primary_prob": 26.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 13, + "primary_distance_atr": 4.407133, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.841898, + "range_504_ratio": 2.320768, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.879291, + "hold30_r": 2.62959 + }, + { + "symbol": "ACGL", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.460177, + "strategy_rank": 80.265487, + "production_rank": 85.663717, + "structural_overlay_pass": false, + "structural_overlay_score": 81.380531, + "structural_overlay_rr": 2.250567, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.580875, + "primary_prob": 18.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.371313, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.762551, + "range_504_ratio": 2.143737, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.522577, + "hold30_r": 3.65896 + }, + { + "symbol": "ALGN", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.172566, + "strategy_rank": 89.49115, + "production_rank": 88.384956, + "structural_overlay_pass": false, + "structural_overlay_score": 83.965708, + "structural_overlay_rr": 1.638903, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.531865, + "primary_prob": 45.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.297798, + "raw_level_count": 91, + "gate_level_count": 91, + "range_504_log": 1.455416, + "range_504_ratio": 4.286266, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.490512, + "hold30_r": 2.536191 + }, + { + "symbol": "ANET", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.920354, + "strategy_rank": 92.55531, + "production_rank": 92.676991, + "structural_overlay_pass": false, + "structural_overlay_score": 88.043142, + "structural_overlay_rr": 1.79244, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.975736, + "primary_prob": 46.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.463604, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.738803, + "range_504_ratio": 2.093427, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.939531, + "hold30_r": -1.006189 + }, + { + "symbol": "AOS", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.420354, + "strategy_rank": 77.400442, + "production_rank": 78.40708, + "structural_overlay_pass": false, + "structural_overlay_score": 74.486726, + "structural_overlay_rr": 1.104462, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.403822, + "primary_prob": 39.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.105733, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.621709, + "range_504_ratio": 1.862108, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.344837, + "hold30_r": 3.528727 + }, + { + "symbol": "AXON", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.446903, + "strategy_rank": 95.331858, + "production_rank": 96.70354, + "structural_overlay_pass": false, + "structural_overlay_score": 91.868363, + "structural_overlay_rr": 1.831088, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.392602, + "primary_prob": 23.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 93.0, + "primary_rejection_count": 27, + "primary_distance_atr": 3.588903, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 1.025131, + "range_504_ratio": 2.787462, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.041722, + "hold30_r": -0.253341 + }, + { + "symbol": "AZO", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.159292, + "strategy_rank": 67.820796, + "production_rank": 74.933628, + "structural_overlay_pass": false, + "structural_overlay_score": 71.186947, + "structural_overlay_rr": 1.834731, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.182161, + "primary_prob": 27.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 3.273242, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.645684, + "range_504_ratio": 1.907292, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.127952, + "hold30_r": 1.92213 + }, + { + "symbol": "BA", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.464602, + "strategy_rank": 83.650442, + "production_rank": 87.588496, + "structural_overlay_pass": false, + "structural_overlay_score": 83.209071, + "structural_overlay_rr": 2.008704, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.938727, + "primary_prob": 45.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.908091, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.803054, + "range_504_ratio": 2.232348, + "range_factor_pass": false, + "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": 97.787611, + "strategy_rank": 73.628319, + "production_rank": 81.681416, + "structural_overlay_pass": false, + "structural_overlay_score": 77.597345, + "structural_overlay_rr": 1.703957, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.06657, + "primary_prob": 42.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 74.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.599855, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.687239, + "range_504_ratio": 1.988219, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.998495, + "hold30_r": -1.0 + }, + { + "symbol": "BSX", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.495575, + "strategy_rank": 63.506637, + "production_rank": 71.836283, + "structural_overlay_pass": false, + "structural_overlay_score": 68.244469, + "structural_overlay_rr": 1.482766, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.328478, + "primary_prob": 33.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 65.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.992716, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.437351, + "range_504_ratio": 1.548599, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.258173, + "hold30_r": 0.642867 + }, + { + "symbol": "CAH", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.90708, + "strategy_rank": 72.676991, + "production_rank": 80.420354, + "structural_overlay_pass": false, + "structural_overlay_score": 76.399336, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.989256, + "primary_prob": 44.74, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.483884, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.64082, + "range_504_ratio": 1.898037, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.915217, + "hold30_r": 3.227638 + }, + { + "symbol": "CBOE", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.858407, + "strategy_rank": 58.462389, + "production_rank": 66.261062, + "structural_overlay_pass": false, + "structural_overlay_score": 62.948009, + "structural_overlay_rr": 1.611769, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.899394, + "primary_prob": 52.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.349092, + "raw_level_count": 20, + "gate_level_count": 20, + "range_504_log": 0.304827, + "range_504_ratio": 1.35639, + "range_factor_pass": false, + "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": 84.623894, + "strategy_rank": 67.665929, + "production_rank": 73.318584, + "structural_overlay_pass": false, + "structural_overlay_score": 69.652655, + "structural_overlay_rr": 1.096375, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.102232, + "primary_prob": 46.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 70, + "primary_distance_atr": 1.653348, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.464543, + "range_504_ratio": 1.591286, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.078247, + "hold30_r": -1.0 + }, + { + "symbol": "CPB", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.641593, + "strategy_rank": 59.269912, + "production_rank": 66.393805, + "structural_overlay_pass": false, + "structural_overlay_score": 63.074115, + "structural_overlay_rr": 0.669879, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.699726, + "primary_prob": 59.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 1.049589, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.373695, + "range_504_ratio": 1.453094, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.080783, + "hold30_r": -1.0 + }, + { + "symbol": "CSGP", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.964602, + "strategy_rank": 72.411504, + "production_rank": 75.929204, + "structural_overlay_pass": false, + "structural_overlay_score": 72.132743, + "structural_overlay_rr": 0.72098, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.931764, + "primary_prob": 66.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.397647, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.723795, + "range_504_ratio": 2.062245, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.075231, + "hold30_r": -1.0 + }, + { + "symbol": "DRI", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.292035, + "strategy_rank": 60.431416, + "production_rank": 68.384956, + "structural_overlay_pass": false, + "structural_overlay_score": 64.965708, + "structural_overlay_rr": 0.679649, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.677656, + "primary_prob": 60.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.016483, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.393315, + "range_504_ratio": 1.481885, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.601213, + "hold30_r": 2.470718 + }, + { + "symbol": "DXCM", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.455752, + "strategy_rank": 92.112832, + "production_rank": 93.893805, + "structural_overlay_pass": false, + "structural_overlay_score": 89.199115, + "structural_overlay_rr": 2.622627, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.957763, + "primary_prob": 45.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.936644, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.902047, + "range_504_ratio": 2.464643, + "range_factor_pass": false, + "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": 92.035398, + "strategy_rank": 79.955752, + "production_rank": 83.982301, + "structural_overlay_pass": false, + "structural_overlay_score": 79.783186, + "structural_overlay_rr": 2.482705, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.749078, + "primary_prob": 30.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 88.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.623617, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.519841, + "range_504_ratio": 1.68176, + "range_factor_pass": false, + "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": 91.371681, + "strategy_rank": 78.561947, + "production_rank": 82.831858, + "structural_overlay_pass": false, + "structural_overlay_score": 78.690265, + "structural_overlay_rr": 1.958879, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.91246, + "primary_prob": 20.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 4.368689, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.59225, + "range_504_ratio": 1.808053, + "range_factor_pass": false, + "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": 82.190265, + "strategy_rank": 70.077434, + "production_rank": 74.115044, + "structural_overlay_pass": false, + "structural_overlay_score": 70.409292, + "structural_overlay_rr": 1.254695, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.254439, + "primary_prob": 42.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.881659, + "raw_level_count": 23, + "gate_level_count": 23, + "range_504_log": 0.34096, + "range_504_ratio": 1.406297, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.182628, + "hold30_r": 4.926896 + }, + { + "symbol": "FSLR", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.668142, + "strategy_rank": 99.137168, + "production_rank": 99.314159, + "structural_overlay_pass": true, + "structural_overlay_score": 99.348451, + "structural_overlay_rr": 2.135192, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.886874, + "primary_prob": 26.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.830311, + "raw_level_count": 93, + "gate_level_count": 93, + "range_504_log": 1.359082, + "range_504_ratio": 3.892617, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.031998, + "hold30_r": -1.0 + }, + { + "symbol": "GE", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.150442, + "strategy_rank": 87.334071, + "production_rank": 88.606195, + "structural_overlay_pass": false, + "structural_overlay_score": 84.175885, + "structural_overlay_rr": 1.99808, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.450659, + "primary_prob": 37.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.175988, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.661834, + "range_504_ratio": 1.938345, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.390106, + "hold30_r": 1.683972 + }, + { + "symbol": "GILD", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.057522, + "strategy_rank": 63.993363, + "production_rank": 71.681416, + "structural_overlay_pass": false, + "structural_overlay_score": 68.097345, + "structural_overlay_rr": 1.958818, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.597807, + "primary_prob": 35.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.396711, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.450975, + "range_504_ratio": 1.569842, + "range_factor_pass": false, + "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": 89.60177, + "strategy_rank": 65.011062, + "production_rank": 73.207965, + "structural_overlay_pass": false, + "structural_overlay_score": 69.547566, + "structural_overlay_rr": 0.769928, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.494299, + "primary_prob": 37.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.241449, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.472405, + "range_504_ratio": 1.603847, + "range_factor_pass": false, + "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": 87.389381, + "strategy_rank": 67.942478, + "production_rank": 74.424779, + "structural_overlay_pass": false, + "structural_overlay_score": 70.70354, + "structural_overlay_rr": 2.065623, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.681347, + "primary_prob": 34.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.522021, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.484583, + "range_504_ratio": 1.623497, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.621921, + "hold30_r": 3.141371 + }, + { + "symbol": "GWW", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.584071, + "strategy_rank": 83.495575, + "production_rank": 86.858407, + "structural_overlay_pass": false, + "structural_overlay_score": 82.515487, + "structural_overlay_rr": 1.436525, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.468159, + "primary_prob": 20.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.202238, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.595035, + "range_504_ratio": 1.813094, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.394418, + "hold30_r": 4.932552 + }, + { + "symbol": "HCA", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.477876, + "strategy_rank": 69.247788, + "production_rank": 76.99115, + "structural_overlay_pass": false, + "structural_overlay_score": 73.141593, + "structural_overlay_rr": 1.616603, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.4426, + "primary_prob": 22.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.163901, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.58092, + "range_504_ratio": 1.787682, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.377547, + "hold30_r": 1.730112 + }, + { + "symbol": "HSY", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.044248, + "strategy_rank": 63.561947, + "production_rank": 72.389381, + "structural_overlay_pass": false, + "structural_overlay_score": 68.769912, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.65051, + "primary_prob": 25.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.475765, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.500813, + "range_504_ratio": 1.650063, + "range_factor_pass": false, + "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": 80.973451, + "strategy_rank": 66.471239, + "production_rank": 71.30531, + "structural_overlay_pass": false, + "structural_overlay_score": 67.740044, + "structural_overlay_rr": 1.986751, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.430921, + "primary_prob": 35.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 84.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.146382, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.486559, + "range_504_ratio": 1.626708, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.069979, + "hold30_r": -1.0 + }, + { + "symbol": "IBKR", + "date": "2023-06-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.743363, + "strategy_rank": 78.761062, + "production_rank": 80.088496, + "structural_overlay_pass": false, + "structural_overlay_score": 76.084071, + "structural_overlay_rr": 2.085278, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.494414, + "primary_prob": 28.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 16, + "primary_distance_atr": 3.741621, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.546947, + "range_504_ratio": 1.727969, + "range_factor_pass": false, + "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": 88.716814, + "strategy_rank": 81.615044, + "production_rank": 83.982301, + "structural_overlay_pass": false, + "structural_overlay_score": 79.783186, + "structural_overlay_rr": 2.044208, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.100724, + "primary_prob": 28.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 3.151086, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.801869, + "range_504_ratio": 2.229704, + "range_factor_pass": false, + "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": 94.026549, + "strategy_rank": 83.539823, + "production_rank": 87.035398, + "structural_overlay_pass": false, + "structural_overlay_score": 82.683628, + "structural_overlay_rr": 1.30067, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.739579, + "primary_prob": 48.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.609368, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.719319, + "range_504_ratio": 2.053035, + "range_factor_pass": false, + "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": 94.911504, + "strategy_rank": 76.957965, + "production_rank": 82.942478, + "structural_overlay_pass": false, + "structural_overlay_score": 78.795354, + "structural_overlay_rr": 1.18651, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.152923, + "primary_prob": 38.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 69.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.729384, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.630972, + "range_504_ratio": 1.879437, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.091135, + "hold30_r": 5.191257 + }, + { + "symbol": "LII", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.699115, + "strategy_rank": 84.668142, + "production_rank": 87.345133, + "structural_overlay_pass": false, + "structural_overlay_score": 82.977876, + "structural_overlay_rr": 1.977973, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.989569, + "primary_prob": 44.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.984354, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.662381, + "range_504_ratio": 1.939404, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.935068, + "hold30_r": 3.658187 + }, + { + "symbol": "LULU", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.256637, + "strategy_rank": 91.426991, + "production_rank": 91.70354, + "structural_overlay_pass": false, + "structural_overlay_score": 87.118363, + "structural_overlay_rr": 1.927218, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.78767, + "primary_prob": 32.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.681505, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.658366, + "range_504_ratio": 1.931633, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.744949, + "hold30_r": 2.04174 + }, + { + "symbol": "LVS", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.893805, + "strategy_rank": 88.539823, + "production_rank": 91.99115, + "structural_overlay_pass": false, + "structural_overlay_score": 87.391593, + "structural_overlay_rr": 1.107152, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.158288, + "primary_prob": 38.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 66.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.737432, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.820295, + "range_504_ratio": 2.271169, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.256542, + "hold30_r": -1.215838 + }, + { + "symbol": "MDLZ", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.513274, + "strategy_rank": 59.590708, + "production_rank": 67.89823, + "structural_overlay_pass": false, + "structural_overlay_score": 64.503319, + "structural_overlay_rr": 1.355935, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.426305, + "primary_prob": 30.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.139458, + "raw_level_count": 25, + "gate_level_count": 25, + "range_504_log": 0.362015, + "range_504_ratio": 1.436221, + "range_factor_pass": false, + "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": 93.252212, + "strategy_rank": 93.650442, + "production_rank": 93.517699, + "structural_overlay_pass": false, + "structural_overlay_score": 88.841814, + "structural_overlay_rr": 1.857556, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.771735, + "primary_prob": 28.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.657602, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 1.473143, + "range_504_ratio": 4.362924, + "range_factor_pass": true, + "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": 90.154867, + "strategy_rank": 84.015487, + "production_rank": 86.061947, + "structural_overlay_pass": false, + "structural_overlay_score": 81.75885, + "structural_overlay_rr": 2.43015, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.99864, + "primary_prob": 29.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 73, + "primary_distance_atr": 2.997961, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.661411, + "range_504_ratio": 1.937524, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.952459, + "hold30_r": 5.194879 + }, + { + "symbol": "MRK", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.823009, + "strategy_rank": 65.497788, + "production_rank": 73.606195, + "structural_overlay_pass": false, + "structural_overlay_score": 69.925885, + "structural_overlay_rr": 1.748548, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.1991, + "primary_prob": 37.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 69.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.79865, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.523441, + "range_504_ratio": 1.687826, + "range_factor_pass": false, + "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": 99.225664, + "strategy_rank": 99.292035, + "production_rank": 99.269912, + "structural_overlay_pass": false, + "structural_overlay_score": 94.306416, + "structural_overlay_rr": 1.791234, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.748878, + "primary_prob": 29.39, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 82.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.623317, + "raw_level_count": 98, + "gate_level_count": 98, + "range_504_log": 1.905456, + "range_504_ratio": 6.722474, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.729268, + "hold30_r": 6.268291 + }, + { + "symbol": "NFLX", + "date": "2023-06-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.230088, + "strategy_rank": 95.276549, + "production_rank": 96.261062, + "structural_overlay_pass": false, + "structural_overlay_score": 91.448009, + "structural_overlay_rr": 2.907515, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 6.558666, + "primary_prob": 25.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 21, + "primary_distance_atr": 9.837999, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 1.4606, + "range_504_ratio": 4.308543, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.042661, + "hold30_r": 3.917215 + }, + { + "symbol": "NVDA", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.234513, + "strategy_rank": 97.367257, + "production_rank": 97.323009, + "structural_overlay_pass": false, + "structural_overlay_score": 92.456858, + "structural_overlay_rr": 1.149211, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.826312, + "primary_prob": 50.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.239467, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 1.355768, + "range_504_ratio": 3.879741, + "range_factor_pass": true, + "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": 91.59292, + "strategy_rank": 69.358407, + "production_rank": 76.769912, + "structural_overlay_pass": false, + "structural_overlay_score": 72.931416, + "structural_overlay_rr": 1.428078, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.498843, + "primary_prob": 37.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.248265, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.515336, + "range_504_ratio": 1.674201, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.434006, + "hold30_r": 4.491463 + }, + { + "symbol": "ODFL", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.066372, + "strategy_rank": 82.743363, + "production_rank": 83.517699, + "structural_overlay_pass": false, + "structural_overlay_score": 79.341814, + "structural_overlay_rr": 2.159011, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.996374, + "primary_prob": 29.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.994561, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.501147, + "range_504_ratio": 1.650614, + "range_factor_pass": false, + "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": 83.40708, + "strategy_rank": 67.44469, + "production_rank": 72.765487, + "structural_overlay_pass": false, + "structural_overlay_score": 69.127212, + "structural_overlay_rr": 0.74065, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.042701, + "primary_prob": 47.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 97.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.564051, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.456497, + "range_504_ratio": 1.578535, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.978332, + "hold30_r": -1.0 + }, + { + "symbol": "ON", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.80531, + "strategy_rank": 93.373894, + "production_rank": 93.517699, + "structural_overlay_pass": false, + "structural_overlay_score": 88.841814, + "structural_overlay_rr": 0.803043, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.791746, + "primary_prob": 51.63, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.187618, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.97132, + "range_504_ratio": 2.641429, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.7595, + "hold30_r": 3.065307 + }, + { + "symbol": "ORLY", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.132743, + "strategy_rank": 69.280973, + "production_rank": 77.89823, + "structural_overlay_pass": false, + "structural_overlay_score": 74.003319, + "structural_overlay_rr": 1.531269, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.182174, + "primary_prob": 32.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.773261, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.566129, + "range_504_ratio": 1.761435, + "range_factor_pass": false, + "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": 94.247788, + "strategy_rank": 68.727876, + "production_rank": 77.234513, + "structural_overlay_pass": false, + "structural_overlay_score": 73.372788, + "structural_overlay_rr": 0.803971, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.857094, + "primary_prob": 41.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.285642, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.763434, + "range_504_ratio": 2.145631, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.799966, + "hold30_r": 1.544467 + }, + { + "symbol": "PH", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.637168, + "strategy_rank": 73.473451, + "production_rank": 76.19469, + "structural_overlay_pass": false, + "structural_overlay_score": 72.384956, + "structural_overlay_rr": 1.738049, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.773242, + "primary_prob": 42.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.159863, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.458728, + "range_504_ratio": 1.58206, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.720682, + "hold30_r": 5.164396 + }, + { + "symbol": "PODD", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.792035, + "strategy_rank": 84.845133, + "production_rank": 88.827434, + "structural_overlay_pass": false, + "structural_overlay_score": 84.386062, + "structural_overlay_rr": 2.460457, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.320793, + "primary_prob": 25.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 53, + "primary_distance_atr": 3.481189, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.618346, + "range_504_ratio": 1.855856, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.044711, + "hold30_r": 0.295114 + }, + { + "symbol": "RCL", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.685841, + "strategy_rank": 93.960177, + "production_rank": 94.535398, + "structural_overlay_pass": false, + "structural_overlay_score": 89.808628, + "structural_overlay_rr": 1.722118, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.53451, + "primary_prob": 34.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.301766, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 1.150833, + "range_504_ratio": 3.160823, + "range_factor_pass": true, + "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": 85.287611, + "strategy_rank": 71.814159, + "production_rank": 76.30531, + "structural_overlay_pass": false, + "structural_overlay_score": 72.490044, + "structural_overlay_rr": 1.692473, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.38908, + "primary_prob": 24.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.08362, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.455098, + "range_504_ratio": 1.576327, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.31653, + "hold30_r": -1.0 + }, + { + "symbol": "ROK", + "date": "2023-06-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.707965, + "strategy_rank": 80.188053, + "production_rank": 83.69469, + "structural_overlay_pass": false, + "structural_overlay_score": 79.509956, + "structural_overlay_rr": 1.848845, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.54794, + "primary_prob": 38.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 3.82191, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.624645, + "range_504_ratio": 1.867582, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.493101, + "hold30_r": 4.915051 + }, + { + "symbol": "ROL", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.960177, + "strategy_rank": 60.763274, + "production_rank": 68.495575, + "structural_overlay_pass": false, + "structural_overlay_score": 65.070796, + "structural_overlay_rr": 1.323695, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.676817, + "primary_prob": 25.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.515226, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.412515, + "range_504_ratio": 1.510612, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.592392, + "hold30_r": 3.270788 + }, + { + "symbol": "ROST", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.274336, + "strategy_rank": 64.911504, + "production_rank": 72.699115, + "structural_overlay_pass": false, + "structural_overlay_score": 69.064159, + "structural_overlay_rr": 2.001293, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.002971, + "primary_prob": 29.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 3.004457, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.611165, + "range_504_ratio": 1.842577, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.946244, + "hold30_r": 2.619018 + }, + { + "symbol": "SBUX", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.814159, + "strategy_rank": 72.035398, + "production_rank": 78.628319, + "structural_overlay_pass": false, + "structural_overlay_score": 74.696903, + "structural_overlay_rr": 1.114416, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.114559, + "primary_prob": 45.95, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.671838, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.613592, + "range_504_ratio": 1.847054, + "range_factor_pass": false, + "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": 88.053097, + "strategy_rank": 61.869469, + "production_rank": 70.597345, + "structural_overlay_pass": false, + "structural_overlay_score": 67.067478, + "structural_overlay_rr": 0.947014, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.036722, + "primary_prob": 48.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 1.555083, + "raw_level_count": 23, + "gate_level_count": 23, + "range_504_log": 0.318845, + "range_504_ratio": 1.375538, + "range_factor_pass": false, + "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": 99.889381, + "strategy_rank": 99.690265, + "production_rank": 99.756637, + "structural_overlay_pass": false, + "structural_overlay_score": 94.768805, + "structural_overlay_rr": 1.003875, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "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": 96, + "gate_level_count": 96, + "range_504_log": 2.000197, + "range_504_ratio": 7.390511, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.707373, + "hold30_r": 4.16114 + }, + { + "symbol": "SNA", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.19469, + "strategy_rank": 65.696903, + "production_rank": 70.862832, + "structural_overlay_pass": false, + "structural_overlay_score": 67.31969, + "structural_overlay_rr": 0.740309, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.731596, + "primary_prob": 44.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.097395, + "raw_level_count": 25, + "gate_level_count": 25, + "range_504_log": 0.33236, + "range_504_ratio": 1.394255, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.658341, + "hold30_r": 4.932571 + }, + { + "symbol": "STLD", + "date": "2023-06-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.845133, + "strategy_rank": 86.836283, + "production_rank": 86.172566, + "structural_overlay_pass": false, + "structural_overlay_score": 81.863938, + "structural_overlay_rr": 1.694929, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.088338, + "primary_prob": 28.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 3.132507, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.993266, + "range_504_ratio": 2.70004, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.049996, + "hold30_r": 1.495525 + }, + { + "symbol": "SYK", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.951327, + "strategy_rank": 71.415929, + "production_rank": 76.261062, + "structural_overlay_pass": false, + "structural_overlay_score": 72.448009, + "structural_overlay_rr": 1.590271, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.511931, + "primary_prob": 37.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.267897, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.484513, + "range_504_ratio": 1.623385, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.442858, + "hold30_r": 2.05262 + }, + { + "symbol": "TDG", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.831858, + "strategy_rank": 69.712389, + "production_rank": 75.752212, + "structural_overlay_pass": false, + "structural_overlay_score": 71.964602, + "structural_overlay_rr": 1.218562, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.838214, + "primary_prob": 12.06, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.75732, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.50946, + "range_504_ratio": 1.664392, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.771495, + "hold30_r": 4.156403 + }, + { + "symbol": "TJX", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.070796, + "strategy_rank": 59.14823, + "production_rank": 67.455752, + "structural_overlay_pass": false, + "structural_overlay_score": 64.082965, + "structural_overlay_rr": 1.338511, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.176799, + "primary_prob": 44.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.765198, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.437178, + "range_504_ratio": 1.548331, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.098272, + "hold30_r": 3.350759 + }, + { + "symbol": "TKO", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.013274, + "strategy_rank": 92.865044, + "production_rank": 94.247788, + "structural_overlay_pass": false, + "structural_overlay_score": 89.535398, + "structural_overlay_rr": 1.966626, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.961585, + "primary_prob": 19.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.942377, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.856518, + "range_504_ratio": 2.354946, + "range_factor_pass": false, + "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": 85.50885, + "strategy_rank": 70.143805, + "production_rank": 75.265487, + "structural_overlay_pass": false, + "structural_overlay_score": 71.502212, + "structural_overlay_rr": 3.775735, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.736674, + "primary_prob": 33.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 75, + "primary_distance_atr": 2.605012, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.411055, + "range_504_ratio": 1.508408, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.686786, + "hold30_r": 0.432666 + }, + { + "symbol": "TT", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.380531, + "strategy_rank": 76.106195, + "production_rank": 80.530973, + "structural_overlay_pass": false, + "structural_overlay_score": 76.504425, + "structural_overlay_rr": 1.55817, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.983451, + "primary_prob": 29.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 59, + "primary_distance_atr": 2.975177, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.540198, + "range_504_ratio": 1.716346, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.924011, + "hold30_r": 4.040613 + }, + { + "symbol": "TTD", + "date": "2023-06-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.690265, + "strategy_rank": 95.85177, + "production_rank": 95.464602, + "structural_overlay_pass": false, + "structural_overlay_score": 90.691372, + "structural_overlay_rr": 1.591294, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.162943, + "primary_prob": 42.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 3.244415, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 1.073426, + "range_504_ratio": 2.925385, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.126019, + "hold30_r": 3.169704 + }, + { + "symbol": "UBER", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.00885, + "strategy_rank": 94.922566, + "production_rank": 95.951327, + "structural_overlay_pass": false, + "structural_overlay_score": 91.153761, + "structural_overlay_rr": 2.241455, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.736181, + "primary_prob": 48.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.604271, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 0.967674, + "range_504_ratio": 2.631817, + "range_factor_pass": false, + "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": 82.522124, + "strategy_rank": 72.5, + "production_rank": 75.840708, + "structural_overlay_pass": false, + "structural_overlay_score": 72.048673, + "structural_overlay_rr": 0.921075, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.633306, + "primary_prob": 34.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 74, + "primary_distance_atr": 2.449959, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.693147, + "range_504_ratio": 2.0, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.582684, + "hold30_r": 3.321966 + }, + { + "symbol": "ULTA", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.615044, + "strategy_rank": 77.15708, + "production_rank": 80.309735, + "structural_overlay_pass": false, + "structural_overlay_score": 76.294248, + "structural_overlay_rr": 1.814241, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.700116, + "primary_prob": 49.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.050174, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.556499, + "range_504_ratio": 1.744554, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.661166, + "hold30_r": 2.322155 + }, + { + "symbol": "URI", + "date": "2023-06-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.088496, + "strategy_rank": 82.776549, + "production_rank": 81.880531, + "structural_overlay_pass": false, + "structural_overlay_score": 77.786504, + "structural_overlay_rr": 1.819204, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.202176, + "primary_prob": 25.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 7, + "primary_distance_atr": 3.303264, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.737499, + "range_504_ratio": 2.0907, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.16567, + "hold30_r": 5.249874 + }, + { + "symbol": "VRSK", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.415929, + "strategy_rank": 64.126106, + "production_rank": 69.889381, + "structural_overlay_pass": false, + "structural_overlay_score": 66.394912, + "structural_overlay_rr": 1.428252, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.461047, + "primary_prob": 53.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.191571, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.394706, + "range_504_ratio": 1.483947, + "range_factor_pass": false, + "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": 86.393805, + "strategy_rank": 62.5, + "production_rank": 70.464602, + "structural_overlay_pass": false, + "structural_overlay_score": 66.941372, + "structural_overlay_rr": 0.940207, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.822404, + "primary_prob": 55.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.233605, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.504156, + "range_504_ratio": 1.655588, + "range_factor_pass": false, + "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": 96.238938, + "strategy_rank": 96.471239, + "production_rank": 96.393805, + "structural_overlay_pass": false, + "structural_overlay_score": 91.574115, + "structural_overlay_rr": 1.748335, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.500159, + "primary_prob": 38.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.250238, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 1.311393, + "range_504_ratio": 3.71134, + "range_factor_pass": true, + "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": 90.376106, + "strategy_rank": 71.559735, + "production_rank": 77.831858, + "structural_overlay_pass": false, + "structural_overlay_score": 73.940265, + "structural_overlay_rr": 1.1218, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.748574, + "primary_prob": 14.39, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 7.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.62286, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.698068, + "range_504_ratio": 2.009866, + "range_factor_pass": false, + "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": 80.862832, + "strategy_rank": 56.70354, + "production_rank": 64.756637, + "structural_overlay_pass": false, + "structural_overlay_score": 61.518805, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.493802, + "primary_prob": 37.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.240703, + "raw_level_count": 22, + "gate_level_count": 22, + "range_504_log": 0.315496, + "range_504_ratio": 1.370939, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.397095, + "hold30_r": 1.559171 + }, + { + "symbol": "WST", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.730088, + "strategy_rank": 81.548673, + "production_rank": 82.942478, + "structural_overlay_pass": false, + "structural_overlay_score": 78.795354, + "structural_overlay_rr": 1.578016, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.762277, + "primary_prob": 21.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 4.143415, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.835253, + "range_504_ratio": 2.305398, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.696082, + "hold30_r": 4.069201 + }, + { + "symbol": "WYNN", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.561947, + "strategy_rank": 90.597345, + "production_rank": 93.252212, + "structural_overlay_pass": false, + "structural_overlay_score": 88.589602, + "structural_overlay_rr": 2.059652, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.811824, + "primary_prob": 32.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.717735, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.933238, + "range_504_ratio": 2.542729, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.773503, + "hold30_r": 1.282198 + }, + { + "symbol": "XYL", + "date": "2023-06-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.610619, + "strategy_rank": 74.435841, + "production_rank": 78.827434, + "structural_overlay_pass": false, + "structural_overlay_score": 74.886062, + "structural_overlay_rr": 2.650496, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.199567, + "primary_prob": 42.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.29935, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.655113, + "range_504_ratio": 1.925361, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.140977, + "hold30_r": 1.462533 + }, + { + "symbol": "CEG", + "date": "2023-06-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.836283, + "strategy_rank": 74.789823, + "production_rank": 78.80531, + "structural_overlay_pass": false, + "structural_overlay_score": 74.865044, + "structural_overlay_rr": 0.948395, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.024112, + "primary_prob": 54.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.536168, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.841898, + "range_504_ratio": 2.320768, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.063723, + "hold30_r": -1.0 + }, + { + "symbol": "HOOD", + "date": "2023-06-09", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.185841, + "strategy_rank": 85.807522, + "production_rank": 84.933628, + "structural_overlay_pass": false, + "structural_overlay_score": 80.686947, + "structural_overlay_rr": 1.455158, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.071383, + "primary_prob": 28.58, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 56, + "primary_distance_atr": 3.107075, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 2.524259, + "range_504_ratio": 12.481645, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.037112, + "hold30_r": 5.699718 + }, + { + "symbol": "ACGL", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.624434, + "strategy_rank": 80.452489, + "production_rank": 86.176471, + "structural_overlay_pass": false, + "structural_overlay_score": 81.867647, + "structural_overlay_rr": 2.954127, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.24749, + "primary_prob": 27.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.871235, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.762551, + "range_504_ratio": 2.143737, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.182004, + "hold30_r": 5.40528 + }, + { + "symbol": "AJG", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.742081, + "strategy_rank": 66.493213, + "production_rank": 74.909502, + "structural_overlay_pass": false, + "structural_overlay_score": 71.164027, + "structural_overlay_rr": 0.900267, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.952555, + "primary_prob": 33.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.428832, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.48115, + "range_504_ratio": 1.617934, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.863706, + "hold30_r": 2.455467 + }, + { + "symbol": "ALGN", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.466063, + "strategy_rank": 86.911765, + "production_rank": 85.429864, + "structural_overlay_pass": false, + "structural_overlay_score": 81.158371, + "structural_overlay_rr": 1.977655, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.955325, + "primary_prob": 27.24, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 11.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.932987, + "raw_level_count": 91, + "gate_level_count": 91, + "range_504_log": 1.455416, + "range_504_ratio": 4.286266, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.911551, + "hold30_r": 2.008058 + }, + { + "symbol": "AON", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.085973, + "strategy_rank": 61.923077, + "production_rank": 69.977376, + "structural_overlay_pass": false, + "structural_overlay_score": 66.478507, + "structural_overlay_rr": 0.767901, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.865435, + "primary_prob": 29.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 92.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.798153, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.426729, + "range_504_ratio": 1.532237, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.78316, + "hold30_r": 2.999379 + }, + { + "symbol": "AXON", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.547511, + "strategy_rank": 94.49095, + "production_rank": 96.176471, + "structural_overlay_pass": false, + "structural_overlay_score": 91.367647, + "structural_overlay_rr": 2.033402, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.738998, + "primary_prob": 26.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 69.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.608497, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 1.025131, + "range_504_ratio": 2.787462, + "range_factor_pass": true, + "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": 87.556561, + "strategy_rank": 66.78733, + "production_rank": 73.710407, + "structural_overlay_pass": false, + "structural_overlay_score": 70.024887, + "structural_overlay_rr": 1.878904, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.421239, + "primary_prob": 38.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.131859, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.645684, + "range_504_ratio": 1.907292, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.360672, + "hold30_r": 0.974714 + }, + { + "symbol": "BA", + "date": "2023-06-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 95.701357, + "strategy_rank": 82.771493, + "production_rank": 87.081448, + "structural_overlay_pass": false, + "structural_overlay_score": 82.727376, + "structural_overlay_rr": 1.779176, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.351735, + "primary_prob": 25.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 10, + "primary_distance_atr": 3.527603, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.803054, + "range_504_ratio": 2.232348, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.052507, + "hold30_r": -1.0 + }, + { + "symbol": "BIIB", + "date": "2023-06-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 96.493213, + "strategy_rank": 72.839367, + "production_rank": 80.723982, + "structural_overlay_pass": false, + "structural_overlay_score": 76.687783, + "structural_overlay_rr": 2.084638, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.40449, + "primary_prob": 39.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 3.606735, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.687239, + "range_504_ratio": 1.988219, + "range_factor_pass": false, + "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": 92.420814, + "strategy_rank": 65.746606, + "production_rank": 74.638009, + "structural_overlay_pass": false, + "structural_overlay_score": 70.906109, + "structural_overlay_rr": 1.241771, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.602708, + "primary_prob": 28.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 65.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.404062, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.437351, + "range_504_ratio": 1.548599, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.526107, + "hold30_r": 0.897666 + }, + { + "symbol": "CASY", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.20362, + "strategy_rank": 60.282805, + "production_rank": 66.923077, + "structural_overlay_pass": false, + "structural_overlay_score": 63.576923, + "structural_overlay_rr": 1.574527, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.546946, + "primary_prob": 36.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.320419, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.380458, + "range_504_ratio": 1.462954, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.48845, + "hold30_r": 4.590695 + }, + { + "symbol": "CBOE", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.692308, + "strategy_rank": 59.819005, + "production_rank": 67.443439, + "structural_overlay_pass": false, + "structural_overlay_score": 64.071267, + "structural_overlay_rr": 1.229246, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.277898, + "primary_prob": 40.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 93.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.916846, + "raw_level_count": 20, + "gate_level_count": 20, + "range_504_log": 0.304827, + "range_504_ratio": 1.35639, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.209564, + "hold30_r": 2.080732 + }, + { + "symbol": "CLX", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.782805, + "strategy_rank": 69.728507, + "production_rank": 75.746606, + "structural_overlay_pass": false, + "structural_overlay_score": 71.959276, + "structural_overlay_rr": 1.04422, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.502827, + "primary_prob": 37.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 66, + "primary_distance_atr": 2.25424, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.464543, + "range_504_ratio": 1.591286, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.074938, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.665158, + "strategy_rank": 95.463801, + "production_rank": 94.864253, + "structural_overlay_pass": false, + "structural_overlay_score": 90.121041, + "structural_overlay_rr": 1.630846, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.252142, + "primary_prob": 26.52, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 68, + "primary_distance_atr": 3.378213, + "raw_level_count": 108, + "gate_level_count": 108, + "range_504_log": 2.458952, + "range_504_ratio": 11.692552, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.237728, + "hold30_r": 7.011617 + }, + { + "symbol": "CPRT", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.21267, + "strategy_rank": 71.798643, + "production_rank": 78.936652, + "structural_overlay_pass": false, + "structural_overlay_score": 74.989819, + "structural_overlay_rr": 0.878594, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.871051, + "primary_prob": 54.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.306576, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.5638, + "range_504_ratio": 1.757339, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.793894, + "hold30_r": 1.171459 + }, + { + "symbol": "CRH", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.823529, + "strategy_rank": 73.914027, + "production_rank": 77.217195, + "structural_overlay_pass": false, + "structural_overlay_score": 73.356335, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.212216, + "primary_prob": 58.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 54, + "primary_distance_atr": 1.818323, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.557875, + "range_504_ratio": 1.746957, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.138506, + "hold30_r": 7.23589 + }, + { + "symbol": "CSGP", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.954751, + "strategy_rank": 73.484163, + "production_rank": 77.307692, + "structural_overlay_pass": false, + "structural_overlay_score": 73.442308, + "structural_overlay_rr": 1.287732, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.387467, + "primary_prob": 54.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.0812, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.723795, + "range_504_ratio": 2.062245, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.319607, + "hold30_r": 1.534065 + }, + { + "symbol": "CVNA", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.850679, + "strategy_rank": 98.461538, + "production_rank": 98.257919, + "structural_overlay_pass": false, + "structural_overlay_score": 93.345023, + "structural_overlay_rr": 1.731665, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.731665, + "primary_prob": 38.86, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 53.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.597497, + "raw_level_count": 116, + "gate_level_count": 116, + "range_504_log": 4.6649, + "range_504_ratio": 106.15493, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.721381, + "hold30_r": 5.439265 + }, + { + "symbol": "DXCM", + "date": "2023-06-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 97.39819, + "strategy_rank": 92.714932, + "production_rank": 94.276018, + "structural_overlay_pass": false, + "structural_overlay_score": 89.562217, + "structural_overlay_rr": 2.025971, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.371715, + "primary_prob": 40.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 3.557573, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.902047, + "range_504_ratio": 2.464643, + "range_factor_pass": false, + "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": 93.438914, + "strategy_rank": 81.255656, + "production_rank": 85.316742, + "structural_overlay_pass": false, + "structural_overlay_score": 81.050905, + "structural_overlay_rr": 1.766112, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.211409, + "primary_prob": 24.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 88.0, + "primary_rejection_count": 18, + "primary_distance_atr": 3.317113, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.519841, + "range_504_ratio": 1.68176, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.158575, + "hold30_r": 2.033438 + }, + { + "symbol": "ERIE", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.366516, + "strategy_rank": 75.859729, + "production_rank": 80.361991, + "structural_overlay_pass": false, + "structural_overlay_score": 76.343891, + "structural_overlay_rr": 1.859119, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.884998, + "primary_prob": 21.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 4.327496, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.59225, + "range_504_ratio": 1.808053, + "range_factor_pass": false, + "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": 83.031674, + "strategy_rank": 69.864253, + "production_rank": 74.253394, + "structural_overlay_pass": false, + "structural_overlay_score": 70.540724, + "structural_overlay_rr": 0.782045, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.955623, + "primary_prob": 38.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.433434, + "raw_level_count": 23, + "gate_level_count": 23, + "range_504_log": 0.34096, + "range_504_ratio": 1.406297, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.880432, + "hold30_r": 3.090592 + }, + { + "symbol": "FSLR", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.773756, + "strategy_rank": 99.230769, + "production_rank": 99.411765, + "structural_overlay_pass": false, + "structural_overlay_score": 94.441176, + "structural_overlay_rr": 2.006904, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.908207, + "primary_prob": 20.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.862311, + "raw_level_count": 95, + "gate_level_count": 95, + "range_504_log": 1.359082, + "range_504_ratio": 3.892617, + "range_factor_pass": true, + "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": 91.176471, + "strategy_rank": 87.443439, + "production_rank": 88.687783, + "structural_overlay_pass": false, + "structural_overlay_score": 84.253394, + "structural_overlay_rr": 1.519085, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.519085, + "primary_prob": 32.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.278627, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.661834, + "range_504_ratio": 1.938345, + "range_factor_pass": false, + "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": 86.651584, + "strategy_rank": 64.151584, + "production_rank": 71.651584, + "structural_overlay_pass": false, + "structural_overlay_score": 68.069005, + "structural_overlay_rr": 1.805269, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 3.007849, + "primary_prob": 20.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 4.511773, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.450975, + "range_504_ratio": 1.569842, + "range_factor_pass": false, + "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": 90.61086, + "strategy_rank": 65.938914, + "production_rank": 74.162896, + "structural_overlay_pass": false, + "structural_overlay_score": 70.454751, + "structural_overlay_rr": 1.458185, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.184055, + "primary_prob": 44.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.776082, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.472405, + "range_504_ratio": 1.603847, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.259992, + "hold30_r": -1.18844 + }, + { + "symbol": "HCA", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.19457, + "strategy_rank": 69.219457, + "production_rank": 76.877828, + "structural_overlay_pass": false, + "structural_overlay_score": 73.033937, + "structural_overlay_rr": 1.172984, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.99355, + "primary_prob": 34.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.490325, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.58092, + "range_504_ratio": 1.787682, + "range_factor_pass": false, + "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": 88.461538, + "strategy_rank": 62.364253, + "production_rank": 71.063348, + "structural_overlay_pass": false, + "structural_overlay_score": 67.510181, + "structural_overlay_rr": 1.091727, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.095862, + "primary_prob": 36.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.643793, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.500813, + "range_504_ratio": 1.650063, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.007921, + "hold30_r": -1.0 + }, + { + "symbol": "IBKR", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.045249, + "strategy_rank": 84.072398, + "production_rank": 86.063348, + "structural_overlay_pass": false, + "structural_overlay_score": 81.760181, + "structural_overlay_rr": 1.663609, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.582606, + "primary_prob": 35.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.373909, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.546947, + "range_504_ratio": 1.727969, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.525173, + "hold30_r": 3.177445 + }, + { + "symbol": "IDXX", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.402715, + "strategy_rank": 83.393665, + "production_rank": 86.063348, + "structural_overlay_pass": false, + "structural_overlay_score": 81.760181, + "structural_overlay_rr": 2.476463, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.943362, + "primary_prob": 20.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 4.415042, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.801869, + "range_504_ratio": 2.229704, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.88906, + "hold30_r": 5.641443 + }, + { + "symbol": "ISRG", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.230769, + "strategy_rank": 83.812217, + "production_rank": 87.285068, + "structural_overlay_pass": false, + "structural_overlay_score": 82.920814, + "structural_overlay_rr": 0.787846, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.03598, + "primary_prob": 48.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.55397, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.719319, + "range_504_ratio": 2.053035, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.966833, + "hold30_r": 1.733964 + }, + { + "symbol": "LII", + "date": "2023-06-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.986425, + "strategy_rank": 84.977376, + "production_rank": 87.647059, + "structural_overlay_pass": false, + "structural_overlay_score": 83.264706, + "structural_overlay_rr": 1.522577, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.170763, + "primary_prob": 42.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 3.256144, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.662381, + "range_504_ratio": 1.939404, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.114665, + "hold30_r": 2.843903 + }, + { + "symbol": "LULU", + "date": "2023-06-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 85.859729, + "strategy_rank": 86.979638, + "production_rank": 86.606335, + "structural_overlay_pass": false, + "structural_overlay_score": 82.276018, + "structural_overlay_rr": 0.712047, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.022875, + "primary_prob": 29.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 3.034313, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.658366, + "range_504_ratio": 1.931633, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.049542, + "hold30_r": 0.726627 + }, + { + "symbol": "LVS", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.642534, + "strategy_rank": 88.325792, + "production_rank": 91.764706, + "structural_overlay_pass": false, + "structural_overlay_score": 87.176471, + "structural_overlay_rr": 1.796638, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.799916, + "primary_prob": 49.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 66.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.199873, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.820295, + "range_504_ratio": 2.271169, + "range_factor_pass": false, + "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": 81.561086, + "strategy_rank": 57.126697, + "production_rank": 65.271493, + "structural_overlay_pass": false, + "structural_overlay_score": 62.007919, + "structural_overlay_rr": 1.514299, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.925242, + "primary_prob": 12.44, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 10.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.887863, + "raw_level_count": 23, + "gate_level_count": 23, + "range_504_log": 0.316972, + "range_504_ratio": 1.372964, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.816944, + "hold30_r": 0.596712 + }, + { + "symbol": "MDLZ", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.520362, + "strategy_rank": 60.475113, + "production_rank": 68.823529, + "structural_overlay_pass": false, + "structural_overlay_score": 65.382353, + "structural_overlay_rr": 1.200822, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.034596, + "primary_prob": 31.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.551894, + "raw_level_count": 25, + "gate_level_count": 25, + "range_504_log": 0.362015, + "range_504_ratio": 1.436221, + "range_factor_pass": false, + "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": 92.647059, + "strategy_rank": 93.156109, + "production_rank": 92.986425, + "structural_overlay_pass": false, + "structural_overlay_score": 88.337104, + "structural_overlay_rr": 1.76583, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.685761, + "primary_prob": 29.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.528641, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 1.473143, + "range_504_ratio": 4.362924, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.633484, + "hold30_r": 2.65386 + }, + { + "symbol": "MGM", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.728507, + "strategy_rank": 80.452489, + "production_rank": 81.877828, + "structural_overlay_pass": false, + "structural_overlay_score": 77.783937, + "structural_overlay_rr": 2.345052, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.776929, + "primary_prob": 47.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.665394, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.661411, + "range_504_ratio": 1.937524, + "range_factor_pass": false, + "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": 80.542986, + "strategy_rank": 71.821267, + "production_rank": 74.728507, + "structural_overlay_pass": false, + "structural_overlay_score": 70.992081, + "structural_overlay_rr": 1.566727, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.612065, + "primary_prob": 38.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.418098, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.448896, + "range_504_ratio": 1.566581, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.541751, + "hold30_r": 2.926979 + }, + { + "symbol": "MNST", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.800905, + "strategy_rank": 63.789593, + "production_rank": 72.126697, + "structural_overlay_pass": false, + "structural_overlay_score": 68.520362, + "structural_overlay_rr": 1.504519, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.518802, + "primary_prob": 24.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.278203, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.521606, + "range_504_ratio": 1.684731, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.079914, + "hold30_r": -1.0 + }, + { + "symbol": "MRK", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.837104, + "strategy_rank": 66.877828, + "production_rank": 74.864253, + "structural_overlay_pass": false, + "structural_overlay_score": 71.121041, + "structural_overlay_rr": 1.575707, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.960901, + "primary_prob": 23.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 69.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.941352, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.523441, + "range_504_ratio": 1.687826, + "range_factor_pass": false, + "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": 90.271493, + "strategy_rank": 67.60181, + "production_rank": 75.158371, + "structural_overlay_pass": false, + "structural_overlay_score": 71.400452, + "structural_overlay_rr": 0.88811, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.897215, + "primary_prob": 52.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.345822, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.427984, + "range_504_ratio": 1.534162, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.810686, + "hold30_r": 2.168597 + }, + { + "symbol": "MSTR", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.868778, + "strategy_rank": 99.038462, + "production_rank": 98.9819, + "structural_overlay_pass": false, + "structural_overlay_score": 94.032805, + "structural_overlay_rr": 1.803784, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.759789, + "primary_prob": 29.22, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 82.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.639683, + "raw_level_count": 98, + "gate_level_count": 98, + "range_504_log": 1.905456, + "range_504_ratio": 6.722474, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.739427, + "hold30_r": 6.078604 + }, + { + "symbol": "NFLX", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.208145, + "strategy_rank": 95.984163, + "production_rank": 97.058824, + "structural_overlay_pass": false, + "structural_overlay_score": 92.205882, + "structural_overlay_rr": 1.802508, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.802508, + "primary_prob": 27.38, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.703762, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 1.4606, + "range_504_ratio": 4.308543, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.758203, + "hold30_r": -0.067921 + }, + { + "symbol": "NVDA", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.058824, + "strategy_rank": 97.262443, + "production_rank": 97.19457, + "structural_overlay_pass": false, + "structural_overlay_score": 92.334842, + "structural_overlay_rr": 1.082151, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.082151, + "primary_prob": 42.03, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.623227, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 1.355768, + "range_504_ratio": 3.879741, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.047417, + "hold30_r": 2.626196 + }, + { + "symbol": "ODFL", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.597285, + "strategy_rank": 81.866516, + "production_rank": 82.443439, + "structural_overlay_pass": false, + "structural_overlay_score": 78.321267, + "structural_overlay_rr": 1.673444, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.97819, + "primary_prob": 29.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.967285, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.501147, + "range_504_ratio": 1.650614, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.933617, + "hold30_r": 8.344071 + }, + { + "symbol": "ORLY", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.475113, + "strategy_rank": 69.988688, + "production_rank": 78.484163, + "structural_overlay_pass": false, + "structural_overlay_score": 74.559955, + "structural_overlay_rr": 1.831243, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.784217, + "primary_prob": 45.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.176326, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.566129, + "range_504_ratio": 1.761435, + "range_factor_pass": false, + "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": 94.683258, + "strategy_rank": 69.061086, + "production_rank": 77.60181, + "structural_overlay_pass": false, + "structural_overlay_score": 73.721719, + "structural_overlay_rr": 1.053439, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.039416, + "primary_prob": 33.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.559125, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.763434, + "range_504_ratio": 2.145631, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.975213, + "hold30_r": 1.819215 + }, + { + "symbol": "PLTR", + "date": "2023-06-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.877828, + "strategy_rank": 90.475113, + "production_rank": 89.276018, + "structural_overlay_pass": false, + "structural_overlay_score": 84.812217, + "structural_overlay_rr": 1.543455, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.298622, + "primary_prob": 27.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 13, + "primary_distance_atr": 3.447933, + "raw_level_count": 97, + "gate_level_count": 97, + "range_504_log": 1.612515, + "range_504_ratio": 5.015411, + "range_factor_pass": true, + "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": 95.022624, + "strategy_rank": 83.382353, + "production_rank": 87.262443, + "structural_overlay_pass": false, + "structural_overlay_score": 82.899321, + "structural_overlay_rr": 2.706453, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.553921, + "primary_prob": 23.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 53, + "primary_distance_atr": 3.830881, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.618346, + "range_504_ratio": 1.855856, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.049239, + "hold30_r": -0.279049 + }, + { + "symbol": "RCL", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.303167, + "strategy_rank": 95.825792, + "production_rank": 96.651584, + "structural_overlay_pass": false, + "structural_overlay_score": 91.819005, + "structural_overlay_rr": 1.290058, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.830047, + "primary_prob": 50.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.24507, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 1.150833, + "range_504_ratio": 3.160823, + "range_factor_pass": true, + "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": 89.140271, + "strategy_rank": 73.936652, + "production_rank": 79.004525, + "structural_overlay_pass": false, + "structural_overlay_score": 75.054299, + "structural_overlay_rr": 1.637983, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.309234, + "primary_prob": 26.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.963851, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.455098, + "range_504_ratio": 1.576327, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.230228, + "hold30_r": -1.0 + }, + { + "symbol": "ROK", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.276018, + "strategy_rank": 75.418552, + "production_rank": 78.371041, + "structural_overlay_pass": false, + "structural_overlay_score": 74.452489, + "structural_overlay_rr": 2.027137, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.609235, + "primary_prob": 50.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.413853, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.624645, + "range_504_ratio": 1.867582, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.550755, + "hold30_r": 2.282349 + }, + { + "symbol": "ROST", + "date": "2023-06-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.312217, + "strategy_rank": 64.151584, + "production_rank": 71.538462, + "structural_overlay_pass": false, + "structural_overlay_score": 67.961538, + "structural_overlay_rr": 2.411984, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.307934, + "primary_prob": 40.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 68, + "primary_distance_atr": 3.4619, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.611165, + "range_504_ratio": 1.842577, + "range_factor_pass": false, + "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": 89.819005, + "strategy_rank": 70.40724, + "production_rank": 76.877828, + "structural_overlay_pass": false, + "structural_overlay_score": 73.033937, + "structural_overlay_rr": 1.681377, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.681487, + "primary_prob": 34.06, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.522231, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.613592, + "range_504_ratio": 1.847054, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.072061, + "hold30_r": -1.0 + }, + { + "symbol": "SJM", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.371041, + "strategy_rank": 59.106335, + "production_rank": 67.19457, + "structural_overlay_pass": false, + "structural_overlay_score": 63.834842, + "structural_overlay_rr": 1.762221, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 11, + "rr": 1.492161, + "primary_prob": 37.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.238242, + "raw_level_count": 22, + "gate_level_count": 22, + "range_504_log": 0.318845, + "range_504_ratio": 1.375538, + "range_factor_pass": false, + "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": 88.914027, + "strategy_rank": 89.660633, + "production_rank": 89.411765, + "structural_overlay_pass": false, + "structural_overlay_score": 84.941176, + "structural_overlay_rr": 1.762501, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.347636, + "primary_prob": 31.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 12, + "primary_distance_atr": 3.521453, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.993266, + "range_504_ratio": 2.70004, + "range_factor_pass": false, + "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": 87.217195, + "strategy_rank": 70.622172, + "production_rank": 76.153846, + "structural_overlay_pass": false, + "structural_overlay_score": 72.346154, + "structural_overlay_rr": 1.388455, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.308015, + "primary_prob": 41.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.962022, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.484513, + "range_504_ratio": 1.623385, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.236282, + "hold30_r": 1.306938 + }, + { + "symbol": "TDG", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.00905, + "strategy_rank": 69.242081, + "production_rank": 75.497738, + "structural_overlay_pass": false, + "structural_overlay_score": 71.722851, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.153953, + "primary_prob": 25.31, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.730929, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.50946, + "range_504_ratio": 1.664392, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.080041, + "hold30_r": 3.921973 + }, + { + "symbol": "TKO", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.266968, + "strategy_rank": 92.533937, + "production_rank": 93.778281, + "structural_overlay_pass": false, + "structural_overlay_score": 89.089367, + "structural_overlay_rr": 1.8649, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.859939, + "primary_prob": 20.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.789908, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.856518, + "range_504_ratio": 2.354946, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.812086, + "hold30_r": 1.177462 + }, + { + "symbol": "TSCO", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.769231, + "strategy_rank": 67.39819, + "production_rank": 71.855204, + "structural_overlay_pass": false, + "structural_overlay_score": 68.262443, + "structural_overlay_rr": 2.280449, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.685349, + "primary_prob": 34.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 86, + "primary_distance_atr": 2.528023, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.411055, + "range_504_ratio": 1.508408, + "range_factor_pass": false, + "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": 88.235294, + "strategy_rank": 74.864253, + "production_rank": 79.321267, + "structural_overlay_pass": false, + "structural_overlay_score": 75.355204, + "structural_overlay_rr": 2.570689, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.505294, + "primary_prob": 37.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 59, + "primary_distance_atr": 2.257941, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.540198, + "range_504_ratio": 1.716346, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.440335, + "hold30_r": 3.420367 + }, + { + "symbol": "TTD", + "date": "2023-06-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.004525, + "strategy_rank": 95.328054, + "production_rank": 94.886878, + "structural_overlay_pass": false, + "structural_overlay_score": 90.142534, + "structural_overlay_rr": 1.659404, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.265788, + "primary_prob": 41.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 3.398683, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 1.073426, + "range_504_ratio": 2.925385, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.226563, + "hold30_r": 2.367125 + }, + { + "symbol": "UBER", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.832579, + "strategy_rank": 94.117647, + "production_rank": 95.022624, + "structural_overlay_pass": false, + "structural_overlay_score": 90.271493, + "structural_overlay_rr": 2.413325, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.951849, + "primary_prob": 45.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.927773, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.967674, + "range_504_ratio": 2.631817, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.903652, + "hold30_r": 3.215842 + }, + { + "symbol": "UHS", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.334842, + "strategy_rank": 71.425339, + "production_rank": 74.728507, + "structural_overlay_pass": false, + "structural_overlay_score": 70.992081, + "structural_overlay_rr": 2.010221, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.919003, + "primary_prob": 20.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 66, + "primary_distance_atr": 4.378504, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.693147, + "range_504_ratio": 2.0, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.862169, + "hold30_r": 1.084689 + }, + { + "symbol": "ULTA", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.013575, + "strategy_rank": 73.359729, + "production_rank": 76.244344, + "structural_overlay_pass": false, + "structural_overlay_score": 72.432127, + "structural_overlay_rr": 0.755033, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.405072, + "primary_prob": 25.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.107609, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.556499, + "range_504_ratio": 1.744554, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.359826, + "hold30_r": 1.588227 + }, + { + "symbol": "VRSN", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.049774, + "strategy_rank": 60.837104, + "production_rank": 68.574661, + "structural_overlay_pass": false, + "structural_overlay_score": 65.145928, + "structural_overlay_rr": 0.810289, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.016616, + "primary_prob": 48.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.524923, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.504156, + "range_504_ratio": 1.655588, + "range_factor_pass": false, + "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": 96.040724, + "strategy_rank": 96.346154, + "production_rank": 96.244344, + "structural_overlay_pass": false, + "structural_overlay_score": 91.432127, + "structural_overlay_rr": 1.906084, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.716367, + "primary_prob": 48.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.57455, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 1.311393, + "range_504_ratio": 3.71134, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.680189, + "hold30_r": 3.624679 + }, + { + "symbol": "WMT", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.180995, + "strategy_rank": 59.728507, + "production_rank": 68.21267, + "structural_overlay_pass": false, + "structural_overlay_score": 64.802036, + "structural_overlay_rr": 1.424242, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.359192, + "primary_prob": 29.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.038788, + "raw_level_count": 21, + "gate_level_count": 21, + "range_504_log": 0.315496, + "range_504_ratio": 1.370939, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.255414, + "hold30_r": 1.89899 + }, + { + "symbol": "WST", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.78733, + "strategy_rank": 79.140271, + "production_rank": 80.022624, + "structural_overlay_pass": false, + "structural_overlay_score": 76.021493, + "structural_overlay_rr": 1.423084, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.423084, + "primary_prob": 38.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.134625, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.835253, + "range_504_ratio": 2.305398, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.353745, + "hold30_r": 2.137051 + }, + { + "symbol": "WYNN", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.076923, + "strategy_rank": 90.61086, + "production_rank": 93.099548, + "structural_overlay_pass": false, + "structural_overlay_score": 88.44457, + "structural_overlay_rr": 1.624139, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.35635, + "primary_prob": 40.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.034525, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.933238, + "range_504_ratio": 2.542729, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.043229, + "hold30_r": -1.0 + }, + { + "symbol": "XYL", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.502262, + "strategy_rank": 72.183258, + "production_rank": 76.289593, + "structural_overlay_pass": false, + "structural_overlay_score": 72.475113, + "structural_overlay_rr": 2.061505, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.577245, + "primary_prob": 50.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.365868, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.655113, + "range_504_ratio": 1.925361, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.51261, + "hold30_r": 1.487883 + }, + { + "symbol": "CEG", + "date": "2023-06-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.59276, + "strategy_rank": 76.425339, + "production_rank": 80.81448, + "structural_overlay_pass": false, + "structural_overlay_score": 76.773756, + "structural_overlay_rr": 1.806888, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.806888, + "primary_prob": 28.71, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 8.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.710332, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.841898, + "range_504_ratio": 2.320768, + "range_factor_pass": false, + "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": 81.108597, + "strategy_rank": 84.332579, + "production_rank": 83.257919, + "structural_overlay_pass": false, + "structural_overlay_score": 79.095023, + "structural_overlay_rr": 1.790038, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.559004, + "primary_prob": 51.16, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.338506, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 2.524259, + "range_504_ratio": 12.481645, + "range_factor_pass": true, + "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": 97.266515, + "strategy_rank": 79.950197, + "production_rank": 85.722303, + "structural_overlay_pass": false, + "structural_overlay_score": 81.436188, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.114328, + "primary_prob": 30.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.671492, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.762551, + "range_504_ratio": 2.143737, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.047024, + "hold30_r": 3.123217 + }, + { + "symbol": "AJG", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.749431, + "strategy_rank": 65.074601, + "production_rank": 73.299544, + "structural_overlay_pass": false, + "structural_overlay_score": 69.634567, + "structural_overlay_rr": 1.537666, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.066946, + "primary_prob": 29.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.600419, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.48115, + "range_504_ratio": 1.617934, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.984786, + "hold30_r": 1.923562 + }, + { + "symbol": "AMAT", + "date": "2023-06-20", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.004556, + "strategy_rank": 82.425916, + "production_rank": 82.285463, + "structural_overlay_pass": false, + "structural_overlay_score": 78.17119, + "structural_overlay_rr": 2.837884, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.837884, + "primary_prob": 36.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 4.256826, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.853984, + "range_504_ratio": 2.348988, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.052309, + "hold30_r": 1.663457 + }, + { + "symbol": "ANET", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.052392, + "strategy_rank": 92.954856, + "production_rank": 92.987368, + "structural_overlay_pass": false, + "structural_overlay_score": 88.338, + "structural_overlay_rr": 1.774839, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.245008, + "primary_prob": 32.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.867512, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.738803, + "range_504_ratio": 2.093427, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.213619, + "hold30_r": 2.311739 + }, + { + "symbol": "AXON", + "date": "2023-06-20", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.430524, + "strategy_rank": 94.760458, + "production_rank": 96.317146, + "structural_overlay_pass": false, + "structural_overlay_score": 91.501289, + "structural_overlay_rr": 1.96158, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.615755, + "primary_prob": 31.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 67.0, + "primary_rejection_count": 15, + "primary_distance_atr": 3.923633, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 1.025131, + "range_504_ratio": 2.787462, + "range_factor_pass": true, + "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": 84.738041, + "strategy_rank": 65.487083, + "production_rank": 71.904069, + "structural_overlay_pass": false, + "structural_overlay_score": 68.308866, + "structural_overlay_rr": 1.343621, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.86614, + "primary_prob": 22.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.799211, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.645684, + "range_504_ratio": 1.907292, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.059158, + "hold30_r": -0.23127 + }, + { + "symbol": "BA", + "date": "2023-06-20", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.849658, + "strategy_rank": 81.478852, + "production_rank": 85.602454, + "structural_overlay_pass": false, + "structural_overlay_score": 81.322331, + "structural_overlay_rr": 1.76398, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.33534, + "primary_prob": 20.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 73.0, + "primary_rejection_count": 17, + "primary_distance_atr": 3.503009, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.803054, + "range_504_ratio": 2.232348, + "range_factor_pass": false, + "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": 95.444191, + "strategy_rank": 72.470025, + "production_rank": 80.12808, + "structural_overlay_pass": false, + "structural_overlay_score": 76.121676, + "structural_overlay_rr": 1.250767, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.648114, + "primary_prob": 33.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 96.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.472172, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.687239, + "range_504_ratio": 1.988219, + "range_factor_pass": false, + "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": 90.432802, + "strategy_rank": 72.473416, + "production_rank": 78.459878, + "structural_overlay_pass": false, + "structural_overlay_score": 74.536884, + "structural_overlay_rr": 1.025816, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.947662, + "primary_prob": 42.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.421492, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.544458, + "range_504_ratio": 1.723674, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.892488, + "hold30_r": 2.597301 + }, + { + "symbol": "CBOE", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.751708, + "strategy_rank": 58.264832, + "production_rank": 65.760458, + "structural_overlay_pass": false, + "structural_overlay_score": 62.472435, + "structural_overlay_rr": 0.874804, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.926946, + "primary_prob": 51.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.390418, + "raw_level_count": 20, + "gate_level_count": 20, + "range_504_log": 0.304827, + "range_504_ratio": 1.35639, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.857551, + "hold30_r": 0.742712 + }, + { + "symbol": "CCL", + "date": "2023-06-20", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.410023, + "strategy_rank": 85.059743, + "production_rank": 83.509836, + "structural_overlay_pass": true, + "structural_overlay_score": 84.334345, + "structural_overlay_rr": 2.482094, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.155923, + "primary_prob": 42.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 3.233884, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 1.541205, + "range_504_ratio": 4.670213, + "range_factor_pass": true, + "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": 91.116173, + "strategy_rank": 82.292685, + "production_rank": 85.233848, + "structural_overlay_pass": false, + "structural_overlay_score": 80.972155, + "structural_overlay_rr": 0.722983, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.729757, + "primary_prob": 55.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.094636, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.606435, + "range_504_ratio": 1.833881, + "range_factor_pass": false, + "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": 88.382688, + "strategy_rank": 70.322427, + "production_rank": 76.342514, + "structural_overlay_pass": false, + "structural_overlay_score": 72.525388, + "structural_overlay_rr": 1.135923, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.608834, + "primary_prob": 35.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 66, + "primary_distance_atr": 2.41325, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.464543, + "range_504_ratio": 1.591286, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.076767, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.610478, + "strategy_rank": 91.925062, + "production_rank": 90.820201, + "structural_overlay_pass": false, + "structural_overlay_score": 86.279191, + "structural_overlay_rr": 1.824059, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.824059, + "primary_prob": 46.86, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 59, + "primary_distance_atr": 2.736088, + "raw_level_count": 108, + "gate_level_count": 108, + "range_504_log": 2.458952, + "range_504_ratio": 11.692552, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.806011, + "hold30_r": 5.269855 + }, + { + "symbol": "CSGP", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.965831, + "strategy_rank": 72.873809, + "production_rank": 76.904483, + "structural_overlay_pass": false, + "structural_overlay_score": 73.059259, + "structural_overlay_rr": 1.862425, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.716152, + "primary_prob": 48.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.574229, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.723795, + "range_504_ratio": 2.062245, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.64839, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.788155, + "strategy_rank": 90.717618, + "production_rank": 89.407797, + "structural_overlay_pass": false, + "structural_overlay_score": 84.937407, + "structural_overlay_rr": 1.932209, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.932209, + "primary_prob": 29.95, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 23.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.898313, + "raw_level_count": 117, + "gate_level_count": 117, + "range_504_log": 4.6649, + "range_504_ratio": 106.15493, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.921939, + "hold30_r": 6.185252 + }, + { + "symbol": "DXCM", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.810934, + "strategy_rank": 91.392654, + "production_rank": 93.198747, + "structural_overlay_pass": false, + "structural_overlay_score": 88.53881, + "structural_overlay_rr": 2.167875, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.835817, + "primary_prob": 46.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.753725, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.902047, + "range_504_ratio": 2.464643, + "range_factor_pass": false, + "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": 91.571754, + "strategy_rank": 80.463864, + "production_rank": 84.166494, + "structural_overlay_pass": false, + "structural_overlay_score": 79.958169, + "structural_overlay_rr": 2.07528, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.991386, + "primary_prob": 29.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.987078, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.519841, + "range_504_ratio": 1.68176, + "range_factor_pass": false, + "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": 85.535308, + "strategy_rank": 73.204261, + "production_rank": 77.31461, + "structural_overlay_pass": false, + "structural_overlay_score": 73.448879, + "structural_overlay_rr": 1.544896, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.143614, + "primary_prob": 27.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 53, + "primary_distance_atr": 3.215421, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.59225, + "range_504_ratio": 1.808053, + "range_factor_pass": false, + "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": 99.658314, + "strategy_rank": 99.113093, + "production_rank": 99.294833, + "structural_overlay_pass": false, + "structural_overlay_score": 94.330092, + "structural_overlay_rr": 2.436884, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.830835, + "primary_prob": 31.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.746253, + "raw_level_count": 95, + "gate_level_count": 95, + "range_504_log": 1.359082, + "range_504_ratio": 3.892617, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.797627, + "hold30_r": 0.729836 + }, + { + "symbol": "GE", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.874715, + "strategy_rank": 89.662301, + "production_rank": 91.399772, + "structural_overlay_pass": false, + "structural_overlay_score": 86.829784, + "structural_overlay_rr": 1.033462, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.072915, + "primary_prob": 47.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 63, + "primary_distance_atr": 1.609373, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.661834, + "range_504_ratio": 1.938345, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.010115, + "hold30_r": 2.399819 + }, + { + "symbol": "GILD", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.763098, + "strategy_rank": 63.954623, + "production_rank": 71.224115, + "structural_overlay_pass": false, + "structural_overlay_score": 67.662909, + "structural_overlay_rr": 1.979106, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.615331, + "primary_prob": 35.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.422997, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.450975, + "range_504_ratio": 1.569842, + "range_factor_pass": false, + "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": 89.407745, + "strategy_rank": 65.074058, + "production_rank": 73.185287, + "structural_overlay_pass": false, + "structural_overlay_score": 69.526022, + "structural_overlay_rr": 1.767677, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.767677, + "primary_prob": 32.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.651515, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.472405, + "range_504_ratio": 1.603847, + "range_factor_pass": false, + "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": 95.216401, + "strategy_rank": 71.49239, + "production_rank": 79.400393, + "structural_overlay_pass": false, + "structural_overlay_score": 75.430374, + "structural_overlay_rr": 0.959153, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.934933, + "primary_prob": 47.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.402399, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.590634, + "range_504_ratio": 1.805132, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.87217, + "hold30_r": -1.24294 + }, + { + "symbol": "HSY", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.990888, + "strategy_rank": 60.636804, + "production_rank": 69.088165, + "structural_overlay_pass": false, + "structural_overlay_score": 65.633757, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.782007, + "primary_prob": 23.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.67301, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.500813, + "range_504_ratio": 1.650063, + "range_factor_pass": false, + "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": 87.699317, + "strategy_rank": 82.048613, + "production_rank": 83.932181, + "structural_overlay_pass": false, + "structural_overlay_score": 79.735572, + "structural_overlay_rr": 2.155279, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.500501, + "primary_prob": 52.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.250752, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.546947, + "range_504_ratio": 1.727969, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.442974, + "hold30_r": 3.108437 + }, + { + "symbol": "IDXX", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.952164, + "strategy_rank": 81.630151, + "production_rank": 84.070822, + "structural_overlay_pass": false, + "structural_overlay_score": 79.867281, + "structural_overlay_rr": 1.156988, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.60035, + "primary_prob": 35.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.400525, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.801869, + "range_504_ratio": 2.229704, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.545579, + "hold30_r": 2.098968 + }, + { + "symbol": "ISRG", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.305239, + "strategy_rank": 82.888667, + "production_rank": 86.694191, + "structural_overlay_pass": false, + "structural_overlay_score": 82.359482, + "structural_overlay_rr": 1.292498, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.912056, + "primary_prob": 45.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.868084, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.719319, + "range_504_ratio": 2.053035, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.84429, + "hold30_r": -1.0 + }, + { + "symbol": "IT", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.091116, + "strategy_rank": 71.381963, + "production_rank": 77.618347, + "structural_overlay_pass": false, + "structural_overlay_score": 73.73743, + "structural_overlay_rr": 1.485656, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.109708, + "primary_prob": 41.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.664562, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.510857, + "range_504_ratio": 1.666719, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.065656, + "hold30_r": -1.0 + }, + { + "symbol": "LII", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.027335, + "strategy_rank": 83.646407, + "production_rank": 86.44005, + "structural_overlay_pass": false, + "structural_overlay_score": 82.118047, + "structural_overlay_rr": 1.620508, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.633936, + "primary_prob": 49.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.450905, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.662381, + "range_504_ratio": 1.939404, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.572107, + "hold30_r": 5.999386 + }, + { + "symbol": "LRCX", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.548975, + "strategy_rank": 83.675192, + "production_rank": 82.966453, + "structural_overlay_pass": false, + "structural_overlay_score": 78.81813, + "structural_overlay_rr": 1.308161, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.198527, + "primary_prob": 43.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.79779, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.893059, + "range_504_ratio": 2.44259, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.148805, + "hold30_r": 2.897671 + }, + { + "symbol": "LULU", + "date": "2023-06-20", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.712984, + "strategy_rank": 82.974089, + "production_rank": 83.220387, + "structural_overlay_pass": false, + "structural_overlay_score": 79.059368, + "structural_overlay_rr": 2.252766, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.309449, + "primary_prob": 40.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 21, + "primary_distance_atr": 3.464174, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.658366, + "range_504_ratio": 1.931633, + "range_factor_pass": false, + "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": 98.519362, + "strategy_rank": 88.395372, + "production_rank": 91.770035, + "structural_overlay_pass": false, + "structural_overlay_score": 87.181533, + "structural_overlay_rr": 0.909691, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.718957, + "primary_prob": 18.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.578436, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.820295, + "range_504_ratio": 2.271169, + "range_factor_pass": false, + "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": 81.776765, + "strategy_rank": 57.78919, + "production_rank": 65.785049, + "structural_overlay_pass": false, + "structural_overlay_score": 62.495796, + "structural_overlay_rr": 1.023411, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.841126, + "primary_prob": 38.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.261689, + "raw_level_count": 25, + "gate_level_count": 25, + "range_504_log": 0.362015, + "range_504_ratio": 1.436221, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.093977, + "hold30_r": -1.0 + }, + { + "symbol": "META", + "date": "2023-06-20", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.824601, + "strategy_rank": 93.272676, + "production_rank": 93.123317, + "structural_overlay_pass": true, + "structural_overlay_score": 93.467152, + "structural_overlay_rr": 2.887082, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 4.618477, + "primary_prob": 28.67, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 6.927715, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 1.473143, + "range_504_ratio": 4.362924, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.051193, + "hold30_r": 2.698931 + }, + { + "symbol": "MGM", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.369021, + "strategy_rank": 85.931042, + "production_rank": 88.077035, + "structural_overlay_pass": false, + "structural_overlay_score": 83.673183, + "structural_overlay_rr": 1.194172, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.647769, + "primary_prob": 34.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.471654, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.661411, + "range_504_ratio": 1.937524, + "range_factor_pass": false, + "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": 84.05467, + "strategy_rank": 60.235996, + "production_rank": 68.175554, + "structural_overlay_pass": false, + "structural_overlay_score": 64.766776, + "structural_overlay_rr": 1.294994, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.311318, + "primary_prob": 28.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.966977, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.521606, + "range_504_ratio": 1.684731, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.087401, + "hold30_r": -1.0 + }, + { + "symbol": "MRK", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.179954, + "strategy_rank": 65.630514, + "production_rank": 73.480327, + "structural_overlay_pass": false, + "structural_overlay_score": 69.806311, + "structural_overlay_rr": 1.597206, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.935671, + "primary_prob": 51.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.403507, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.523441, + "range_504_ratio": 1.687826, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.868728, + "hold30_r": -1.0 + }, + { + "symbol": "MSI", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.799544, + "strategy_rank": 67.805136, + "production_rank": 75.803272, + "structural_overlay_pass": false, + "structural_overlay_score": 72.013108, + "structural_overlay_rr": 1.232647, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.241918, + "primary_prob": 42.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.862878, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.427984, + "range_504_ratio": 1.534162, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.155515, + "hold30_r": 1.321848 + }, + { + "symbol": "MSTR", + "date": "2023-06-20", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 97.835991, + "strategy_rank": 98.314739, + "production_rank": 98.155156, + "structural_overlay_pass": false, + "structural_overlay_score": 93.247399, + "structural_overlay_rr": 0.797359, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.805364, + "primary_prob": 26.22, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 48.0, + "primary_rejection_count": 17, + "primary_distance_atr": 4.208046, + "raw_level_count": 98, + "gate_level_count": 98, + "range_504_log": 1.905456, + "range_504_ratio": 6.722474, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.781918, + "hold30_r": 3.512316 + }, + { + "symbol": "NCLH", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.154897, + "strategy_rank": 90.208428, + "production_rank": 89.523918, + "structural_overlay_pass": false, + "structural_overlay_score": 85.047722, + "structural_overlay_rr": 1.772225, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.541976, + "primary_prob": 51.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.312964, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 1.118776, + "range_504_ratio": 3.061106, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.036722, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2023-06-20", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.747153, + "strategy_rank": 95.202552, + "production_rank": 96.384086, + "structural_overlay_pass": false, + "structural_overlay_score": 91.564881, + "structural_overlay_rr": 0.76367, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 4.882597, + "primary_prob": 28.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 21, + "primary_distance_atr": 7.323896, + "raw_level_count": 86, + "gate_level_count": 86, + "range_504_log": 1.4606, + "range_504_ratio": 4.308543, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.04571, + "hold30_r": -1.0 + }, + { + "symbol": "ORCL", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.774487, + "strategy_rank": 72.780778, + "production_rank": 78.778681, + "structural_overlay_pass": false, + "structural_overlay_score": 74.839747, + "structural_overlay_rr": 1.115709, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.777142, + "primary_prob": 52.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.165713, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.741169, + "range_504_ratio": 2.098388, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.049513, + "hold30_r": -1.0 + }, + { + "symbol": "PCG", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.785877, + "strategy_rank": 69.981932, + "production_rank": 78.583247, + "structural_overlay_pass": false, + "structural_overlay_score": 74.654085, + "structural_overlay_rr": 1.21168, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.200039, + "primary_prob": 29.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.800058, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.763434, + "range_504_ratio": 2.145631, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.134575, + "hold30_r": 1.358168 + }, + { + "symbol": "PLTR", + "date": "2023-06-20", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.53303, + "strategy_rank": 95.798121, + "production_rank": 95.376424, + "structural_overlay_pass": true, + "structural_overlay_score": 95.607603, + "structural_overlay_rr": 2.155758, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.155758, + "primary_prob": 28.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 13, + "primary_distance_atr": 3.233638, + "raw_level_count": 97, + "gate_level_count": 97, + "range_504_log": 1.612515, + "range_504_ratio": 5.015411, + "range_factor_pass": true, + "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": 93.280182, + "strategy_rank": 80.875673, + "production_rank": 85.010509, + "structural_overlay_pass": false, + "structural_overlay_score": 80.759984, + "structural_overlay_rr": 2.313854, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.162401, + "primary_prob": 27.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 53, + "primary_distance_atr": 3.243601, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.618346, + "range_504_ratio": 1.855856, + "range_factor_pass": false, + "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": 87.015945, + "strategy_rank": 72.09298, + "production_rank": 77.067302, + "structural_overlay_pass": false, + "structural_overlay_score": 73.213937, + "structural_overlay_rr": 1.167261, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.959142, + "primary_prob": 64.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 96.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.438713, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.455098, + "range_504_ratio": 1.576327, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.080283, + "hold30_r": -1.0 + }, + { + "symbol": "ROK", + "date": "2023-06-20", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.460137, + "strategy_rank": 73.131187, + "production_rank": 76.240837, + "structural_overlay_pass": false, + "structural_overlay_score": 72.428795, + "structural_overlay_rr": 2.270006, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.2537, + "primary_prob": 41.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 3.380551, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.624645, + "range_504_ratio": 1.867582, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.194758, + "hold30_r": -1.251215 + }, + { + "symbol": "ROST", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.357631, + "strategy_rank": 64.218524, + "production_rank": 71.931559, + "structural_overlay_pass": false, + "structural_overlay_score": 68.334981, + "structural_overlay_rr": 0.979932, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.981452, + "primary_prob": 49.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 1.472177, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.611165, + "range_504_ratio": 1.842577, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.913538, + "hold30_r": 1.421201 + }, + { + "symbol": "SBUX", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.343964, + "strategy_rank": 71.440774, + "production_rank": 78.075171, + "structural_overlay_pass": false, + "structural_overlay_score": 74.171412, + "structural_overlay_rr": 1.822029, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.835356, + "primary_prob": 31.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.753034, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.613592, + "range_504_ratio": 1.847054, + "range_factor_pass": false, + "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": 80.182232, + "strategy_rank": 56.911654, + "production_rank": 64.668513, + "structural_overlay_pass": false, + "structural_overlay_score": 61.435087, + "structural_overlay_rr": 1.88991, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.586509, + "primary_prob": 35.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.379763, + "raw_level_count": 22, + "gate_level_count": 22, + "range_504_log": 0.318845, + "range_504_ratio": 1.375538, + "range_factor_pass": false, + "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": 99.886105, + "strategy_rank": 99.681637, + "production_rank": 99.749793, + "structural_overlay_pass": false, + "structural_overlay_score": 94.762303, + "structural_overlay_rr": 0.877361, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.277753, + "primary_prob": 22.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.916629, + "raw_level_count": 99, + "gate_level_count": 99, + "range_504_log": 2.106298, + "range_504_ratio": 8.217762, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.258809, + "hold30_r": 4.139782 + }, + { + "symbol": "SNPS", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.257403, + "strategy_rank": 76.212, + "production_rank": 78.560468, + "structural_overlay_pass": false, + "structural_overlay_score": 74.632445, + "structural_overlay_rr": 2.025202, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.65804, + "primary_prob": 30.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.487059, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.60719, + "range_504_ratio": 1.835268, + "range_factor_pass": false, + "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": 87.927107, + "strategy_rank": 89.12852, + "production_rank": 88.728049, + "structural_overlay_pass": false, + "structural_overlay_score": 84.291647, + "structural_overlay_rr": 1.65592, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.339336, + "primary_prob": 40.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.009004, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.993266, + "range_504_ratio": 2.70004, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.302487, + "hold30_r": 0.799168 + }, + { + "symbol": "TKO", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.469248, + "strategy_rank": 92.823928, + "production_rank": 94.039035, + "structural_overlay_pass": false, + "structural_overlay_score": 89.337083, + "structural_overlay_rr": 1.919574, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.915048, + "primary_prob": 19.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.872572, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.856518, + "range_504_ratio": 2.354946, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.864242, + "hold30_r": 1.197078 + }, + { + "symbol": "TPR", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.129841, + "strategy_rank": 82.195434, + "production_rank": 83.840236, + "structural_overlay_pass": false, + "structural_overlay_score": 79.648224, + "structural_overlay_rr": 1.294554, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.345819, + "primary_prob": 31.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.018728, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.587323, + "range_504_ratio": 1.799166, + "range_factor_pass": false, + "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": 85.193622, + "strategy_rank": 73.169626, + "production_rank": 77.177625, + "structural_overlay_pass": false, + "structural_overlay_score": 73.318744, + "structural_overlay_rr": 0.738708, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.761555, + "primary_prob": 72.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 1.142332, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.540198, + "range_504_ratio": 1.716346, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.690485, + "hold30_r": 3.702534 + }, + { + "symbol": "TTD", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.621868, + "strategy_rank": 94.955762, + "production_rank": 94.511131, + "structural_overlay_pass": false, + "structural_overlay_score": 89.785574, + "structural_overlay_rr": 1.723443, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.532247, + "primary_prob": 51.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.29837, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 1.073426, + "range_504_ratio": 2.925385, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.490079, + "hold30_r": 3.05335 + }, + { + "symbol": "UAL", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.332574, + "strategy_rank": 86.750984, + "production_rank": 86.611514, + "structural_overlay_pass": false, + "structural_overlay_score": 82.280938, + "structural_overlay_rr": 1.054189, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.946249, + "primary_prob": 48.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.419374, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.595362, + "range_504_ratio": 1.813687, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.894956, + "hold30_r": -0.0146 + }, + { + "symbol": "UBER", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.063781, + "strategy_rank": 95.440101, + "production_rank": 96.314661, + "structural_overlay_pass": false, + "structural_overlay_score": 91.498928, + "structural_overlay_rr": 1.982711, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.560103, + "primary_prob": 51.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.340154, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.967674, + "range_504_ratio": 2.631817, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.51551, + "hold30_r": 2.532583 + }, + { + "symbol": "UHS", + "date": "2023-06-20", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.232346, + "strategy_rank": 73.483097, + "production_rank": 76.399513, + "structural_overlay_pass": false, + "structural_overlay_score": 72.579538, + "structural_overlay_rr": 2.121205, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.17845, + "primary_prob": 23.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 2, + "primary_distance_atr": 3.267675, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.693147, + "range_504_ratio": 2.0, + "range_factor_pass": false, + "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": 82.687927, + "strategy_rank": 74.449731, + "production_rank": 77.195796, + "structural_overlay_pass": false, + "structural_overlay_score": 73.336006, + "structural_overlay_rr": 1.583452, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.952003, + "primary_prob": 25.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 78.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.928005, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.556499, + "range_504_ratio": 1.744554, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.903726, + "hold30_r": -0.47781 + }, + { + "symbol": "URI", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.321185, + "strategy_rank": 84.027102, + "production_rank": 83.125129, + "structural_overlay_pass": false, + "structural_overlay_score": 78.968873, + "structural_overlay_rr": 1.599439, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.59079, + "primary_prob": 42.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.386185, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.737499, + "range_504_ratio": 2.0907, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.550186, + "hold30_r": 3.050233 + }, + { + "symbol": "VRSK", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.28246, + "strategy_rank": 65.713631, + "production_rank": 71.903241, + "structural_overlay_pass": false, + "structural_overlay_score": 68.308079, + "structural_overlay_rr": 0.894998, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.927358, + "primary_prob": 66.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.391036, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.394706, + "range_504_ratio": 1.483947, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.845518, + "hold30_r": 1.168002 + }, + { + "symbol": "VRSN", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.560364, + "strategy_rank": 62.774073, + "production_rank": 70.702837, + "structural_overlay_pass": false, + "structural_overlay_score": 67.167695, + "structural_overlay_rr": 0.988421, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.01302, + "primary_prob": 48.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 53, + "primary_distance_atr": 1.51953, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.504156, + "range_504_ratio": 1.655588, + "range_factor_pass": false, + "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": 96.013667, + "strategy_rank": 96.323204, + "production_rank": 96.220025, + "structural_overlay_pass": true, + "structural_overlay_score": 96.409024, + "structural_overlay_rr": 2.709018, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.524498, + "primary_prob": 38.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 3.786746, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 1.311393, + "range_504_ratio": 3.71134, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.485733, + "hold30_r": 9.093174 + }, + { + "symbol": "WDAY", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.485194, + "strategy_rank": 79.507817, + "production_rank": 80.833609, + "structural_overlay_pass": false, + "structural_overlay_score": 76.791929, + "structural_overlay_rr": 2.75655, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.964882, + "primary_prob": 44.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.947323, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 0.871843, + "range_504_ratio": 2.391314, + "range_factor_pass": false, + "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": 98.974943, + "strategy_rank": 91.373369, + "production_rank": 93.907227, + "structural_overlay_pass": false, + "structural_overlay_score": 89.211866, + "structural_overlay_rr": 1.733605, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.631717, + "primary_prob": 22.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.447576, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.933238, + "range_504_ratio": 2.542729, + "range_factor_pass": false, + "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": 84.510251, + "strategy_rank": 71.566266, + "production_rank": 75.880928, + "structural_overlay_pass": false, + "structural_overlay_score": 72.086881, + "structural_overlay_rr": 1.084286, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.558453, + "primary_prob": 51.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.33768, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.655113, + "range_504_ratio": 1.925361, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.069572, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2023-06-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.271663, + "strategy_rank": 78.363528, + "production_rank": 82.999573, + "structural_overlay_pass": false, + "structural_overlay_score": 78.849595, + "structural_overlay_rr": 1.546911, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.662775, + "primary_prob": 43.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 72.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.494163, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.841898, + "range_504_ratio": 2.320768, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.598649, + "hold30_r": 5.016628 + }, + { + "symbol": "ACGL", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.838407, + "strategy_rank": 79.492493, + "production_rank": 85.274464, + "structural_overlay_pass": false, + "structural_overlay_score": 81.010741, + "structural_overlay_rr": 0.918089, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.974359, + "primary_prob": 38.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.461538, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.762551, + "range_504_ratio": 2.143737, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.90546, + "hold30_r": 2.861916 + }, + { + "symbol": "AJG", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.615925, + "strategy_rank": 59.198905, + "production_rank": 66.671245, + "structural_overlay_pass": false, + "structural_overlay_score": 63.337682, + "structural_overlay_rr": 1.178009, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.102509, + "primary_prob": 45.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.653764, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.48115, + "range_504_ratio": 1.617934, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.015127, + "hold30_r": 2.376613 + }, + { + "symbol": "AMAT", + "date": "2023-06-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.587822, + "strategy_rank": 85.739046, + "production_rank": 86.355304, + "structural_overlay_pass": false, + "structural_overlay_score": 82.037539, + "structural_overlay_rr": 2.132385, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.052527, + "primary_prob": 35.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 18, + "primary_distance_atr": 3.078791, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.853984, + "range_504_ratio": 2.348988, + "range_factor_pass": false, + "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": 91.803279, + "strategy_rank": 92.930519, + "production_rank": 92.554772, + "structural_overlay_pass": false, + "structural_overlay_score": 87.927034, + "structural_overlay_rr": 1.527141, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.527141, + "primary_prob": 36.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.290712, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 1.103182, + "range_504_ratio": 3.013742, + "range_factor_pass": true, + "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": 96.018735, + "strategy_rank": 95.180404, + "production_rank": 95.459848, + "structural_overlay_pass": false, + "structural_overlay_score": 90.686856, + "structural_overlay_rr": 1.367532, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.175713, + "primary_prob": 34.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.763569, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.738803, + "range_504_ratio": 2.093427, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.141267, + "hold30_r": 2.356367 + }, + { + "symbol": "AVGO", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.334895, + "strategy_rank": 84.89237, + "production_rank": 87.039878, + "structural_overlay_pass": false, + "structural_overlay_score": 82.687884, + "structural_overlay_rr": 1.116614, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.950142, + "primary_prob": 32.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.425212, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.797809, + "range_504_ratio": 2.22067, + "range_factor_pass": false, + "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": 99.180328, + "strategy_rank": 94.940248, + "production_rank": 96.353608, + "structural_overlay_pass": false, + "structural_overlay_score": 91.535928, + "structural_overlay_rr": 2.183904, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.892855, + "primary_prob": 24.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 69.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.839282, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 1.025131, + "range_504_ratio": 2.787462, + "range_factor_pass": true, + "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": 92.857143, + "strategy_rank": 79.439252, + "production_rank": 83.911883, + "structural_overlay_pass": false, + "structural_overlay_score": 79.716288, + "structural_overlay_rr": 1.869788, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.841073, + "primary_prob": 31.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.761609, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.803054, + "range_504_ratio": 2.232348, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.787402, + "hold30_r": 3.64291 + }, + { + "symbol": "BIIB", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.793911, + "strategy_rank": 71.263214, + "production_rank": 78.773447, + "structural_overlay_pass": false, + "structural_overlay_score": 74.834774, + "structural_overlay_rr": 2.086913, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.909334, + "primary_prob": 30.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.864001, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.687239, + "range_504_ratio": 1.988219, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.054881, + "hold30_r": -1.0 + }, + { + "symbol": "BSX", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.461358, + "strategy_rank": 64.515474, + "production_rank": 72.830769, + "structural_overlay_pass": false, + "structural_overlay_score": 69.18923, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.916387, + "primary_prob": 33.04, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 6.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.37458, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.44791, + "range_504_ratio": 1.565037, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.079866, + "hold30_r": -1.0 + }, + { + "symbol": "CASY", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.850117, + "strategy_rank": 61.255362, + "production_rank": 68.120281, + "structural_overlay_pass": false, + "structural_overlay_score": 64.714267, + "structural_overlay_rr": 1.930316, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.768686, + "primary_prob": 32.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.653028, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.380458, + "range_504_ratio": 1.462954, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.701713, + "hold30_r": 2.782067 + }, + { + "symbol": "CDNS", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.037471, + "strategy_rank": 82.965949, + "production_rank": 85.98979, + "structural_overlay_pass": false, + "structural_overlay_score": 81.6903, + "structural_overlay_rr": 1.193065, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.137901, + "primary_prob": 27.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.706851, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.606435, + "range_504_ratio": 1.833881, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.088989, + "hold30_r": -0.374105 + }, + { + "symbol": "CMG", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.081967, + "strategy_rank": 82.083078, + "production_rank": 86.416041, + "structural_overlay_pass": false, + "structural_overlay_score": 82.095239, + "structural_overlay_rr": 1.590651, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.590651, + "primary_prob": 15.8, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.385976, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.581405, + "range_504_ratio": 1.78855, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.501207, + "hold30_r": -3.062273 + }, + { + "symbol": "COIN", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.777518, + "strategy_rank": 89.239122, + "production_rank": 87.751921, + "structural_overlay_pass": true, + "structural_overlay_score": 88.364325, + "structural_overlay_rr": 2.192438, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.776764, + "primary_prob": 34.56, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 35.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.665146, + "raw_level_count": 108, + "gate_level_count": 108, + "range_504_log": 2.458952, + "range_504_ratio": 11.692552, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.756515, + "hold30_r": 2.093293 + }, + { + "symbol": "CSGP", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.381733, + "strategy_rank": 70.880765, + "production_rank": 74.381087, + "structural_overlay_pass": false, + "structural_overlay_score": 70.662033, + "structural_overlay_rr": 3.981755, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "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": 50, + "gate_level_count": 50, + "range_504_log": 0.723795, + "range_504_ratio": 2.062245, + "range_factor_pass": false, + "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": 88.056206, + "strategy_rank": 81.861307, + "production_rank": 83.926273, + "structural_overlay_pass": false, + "structural_overlay_score": 79.72996, + "structural_overlay_rr": 1.745636, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.738344, + "primary_prob": 33.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.607516, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.737492, + "range_504_ratio": 2.090686, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.682385, + "hold30_r": 4.092109 + }, + { + "symbol": "DXCM", + "date": "2023-06-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.496487, + "strategy_rank": 89.874176, + "production_rank": 91.414947, + "structural_overlay_pass": false, + "structural_overlay_score": 86.844199, + "structural_overlay_rr": 1.536245, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.505968, + "primary_prob": 24.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 3.758952, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.902047, + "range_504_ratio": 2.464643, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.459358, + "hold30_r": -1.0 + }, + { + "symbol": "EG", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.416862, + "strategy_rank": 76.893672, + "production_rank": 80.068069, + "structural_overlay_pass": false, + "structural_overlay_score": 76.064665, + "structural_overlay_rr": 1.986837, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.470756, + "primary_prob": 21.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 88.0, + "primary_rejection_count": 18, + "primary_distance_atr": 3.706135, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.519841, + "range_504_ratio": 1.68176, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.41344, + "hold30_r": 1.789561 + }, + { + "symbol": "FICO", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.360656, + "strategy_rank": 79.892179, + "production_rank": 86.048338, + "structural_overlay_pass": false, + "structural_overlay_score": 81.745921, + "structural_overlay_rr": 1.538051, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.538051, + "primary_prob": 16.74, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.307077, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.873617, + "range_504_ratio": 2.395559, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.478559, + "hold30_r": 3.038898 + }, + { + "symbol": "FSLR", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.648712, + "strategy_rank": 99.088211, + "production_rank": 99.275044, + "structural_overlay_pass": false, + "structural_overlay_score": 94.311292, + "structural_overlay_rr": 1.67438, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.557343, + "primary_prob": 35.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 96.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.336014, + "raw_level_count": 95, + "gate_level_count": 95, + "range_504_log": 1.359082, + "range_504_ratio": 3.892617, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.52402, + "hold30_r": 1.902912 + }, + { + "symbol": "GE", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.847775, + "strategy_rank": 89.103723, + "production_rank": 91.018407, + "structural_overlay_pass": false, + "structural_overlay_score": 86.467487, + "structural_overlay_rr": 0.8105, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.87866, + "primary_prob": 53.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 67, + "primary_distance_atr": 1.31799, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.661834, + "range_504_ratio": 1.938345, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.809196, + "hold30_r": 2.399987 + }, + { + "symbol": "GILD", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.021077, + "strategy_rank": 61.724567, + "production_rank": 68.823404, + "structural_overlay_pass": false, + "structural_overlay_score": 65.382234, + "structural_overlay_rr": 1.903142, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.837659, + "primary_prob": 31.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.756489, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.450975, + "range_504_ratio": 1.569842, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.768434, + "hold30_r": 1.894353 + }, + { + "symbol": "GIS", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.318501, + "strategy_rank": 58.81454, + "production_rank": 66.649193, + "structural_overlay_pass": false, + "structural_overlay_score": 63.316734, + "structural_overlay_rr": 1.691184, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.691184, + "primary_prob": 33.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.536776, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.472405, + "range_504_ratio": 1.603847, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.096668, + "hold30_r": -1.015711 + }, + { + "symbol": "IBKR", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.163934, + "strategy_rank": 83.652137, + "production_rank": 85.822736, + "structural_overlay_pass": false, + "structural_overlay_score": 81.5316, + "structural_overlay_rr": 1.427875, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.42756, + "primary_prob": 38.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.14134, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.546947, + "range_504_ratio": 1.727969, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.363945, + "hold30_r": 3.555136 + }, + { + "symbol": "IDXX", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.255269, + "strategy_rank": 76.888502, + "production_rank": 79.010758, + "structural_overlay_pass": false, + "structural_overlay_score": 75.06022, + "structural_overlay_rr": 1.08892, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.55443, + "primary_prob": 36.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.331645, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.801869, + "range_504_ratio": 2.229704, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.496976, + "hold30_r": 2.049831 + }, + { + "symbol": "ISRG", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.208431, + "strategy_rank": 82.208518, + "production_rank": 85.875156, + "structural_overlay_pass": false, + "structural_overlay_score": 81.581398, + "structural_overlay_rr": 1.752217, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.763777, + "primary_prob": 47.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.645666, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.719319, + "range_504_ratio": 2.053035, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.6924, + "hold30_r": -1.019768 + }, + { + "symbol": "IT", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.875878, + "strategy_rank": 70.238816, + "production_rank": 76.45117, + "structural_overlay_pass": false, + "structural_overlay_score": 72.628611, + "structural_overlay_rr": 1.850759, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.836415, + "primary_prob": 22.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.754622, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.510857, + "range_504_ratio": 1.666719, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.769919, + "hold30_r": -0.067654 + }, + { + "symbol": "JCI", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.913349, + "strategy_rank": 71.569251, + "production_rank": 74.68395, + "structural_overlay_pass": false, + "structural_overlay_score": 70.949753, + "structural_overlay_rr": 1.874858, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.919592, + "primary_prob": 45.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.879388, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.585759, + "range_504_ratio": 1.796353, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.069328, + "hold30_r": -1.0 + }, + { + "symbol": "LII", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.11007, + "strategy_rank": 81.407423, + "production_rank": 83.974972, + "structural_overlay_pass": false, + "structural_overlay_score": 79.776223, + "structural_overlay_rr": 1.670538, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.981071, + "primary_prob": 30.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.971607, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.662381, + "range_504_ratio": 1.939404, + "range_factor_pass": false, + "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": 88.641686, + "strategy_rank": 87.948713, + "production_rank": 88.179704, + "structural_overlay_pass": false, + "structural_overlay_score": 83.770719, + "structural_overlay_rr": 2.177872, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.809544, + "primary_prob": 36.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.714317, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.893059, + "range_504_ratio": 2.44259, + "range_factor_pass": false, + "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": 97.775176, + "strategy_rank": 87.54309, + "production_rank": 90.953785, + "structural_overlay_pass": false, + "structural_overlay_score": 86.406096, + "structural_overlay_rr": 1.042343, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.90525, + "primary_prob": 15.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.857874, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.820295, + "range_504_ratio": 2.271169, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.051902, + "hold30_r": -1.0 + }, + { + "symbol": "META", + "date": "2023-06-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 95.433255, + "strategy_rank": 95.050942, + "production_rank": 95.17838, + "structural_overlay_pass": false, + "structural_overlay_score": 90.419461, + "structural_overlay_rr": 1.788041, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.994454, + "primary_prob": 35.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 4.491681, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 1.473143, + "range_504_ratio": 4.362924, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.947216, + "hold30_r": 1.494244 + }, + { + "symbol": "MGM", + "date": "2023-06-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.885246, + "strategy_rank": 81.637429, + "production_rank": 83.386701, + "structural_overlay_pass": false, + "structural_overlay_score": 79.217366, + "structural_overlay_rr": 1.617098, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.085923, + "primary_prob": 28.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 3.128885, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.661411, + "range_504_ratio": 1.937524, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.033265, + "hold30_r": 2.053477 + }, + { + "symbol": "MPC", + "date": "2023-06-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.236534, + "strategy_rank": 84.932396, + "production_rank": 85.700442, + "structural_overlay_pass": false, + "structural_overlay_score": 81.41542, + "structural_overlay_rr": 1.710262, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.074954, + "primary_prob": 43.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 3.112431, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 1.017434, + "range_504_ratio": 2.766089, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.023674, + "hold30_r": 6.764296 + }, + { + "symbol": "MRK", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.552693, + "strategy_rank": 61.256511, + "production_rank": 68.355239, + "structural_overlay_pass": false, + "structural_overlay_score": 64.937477, + "structural_overlay_rr": 1.588989, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.069774, + "primary_prob": 55.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 69.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.604661, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.523441, + "range_504_ratio": 1.687826, + "range_factor_pass": false, + "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": 85.831382, + "strategy_rank": 63.37636, + "production_rank": 70.861367, + "structural_overlay_pass": false, + "structural_overlay_score": 67.318299, + "structural_overlay_rr": 1.558007, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.907566, + "primary_prob": 11.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.861349, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.427984, + "range_504_ratio": 1.534162, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.823892, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2023-06-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 97.189696, + "strategy_rank": 97.857553, + "production_rank": 97.634934, + "structural_overlay_pass": true, + "structural_overlay_score": 97.753187, + "structural_overlay_rr": 2.264714, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.152834, + "primary_prob": 32.22, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 48.0, + "primary_rejection_count": 17, + "primary_distance_atr": 3.229251, + "raw_level_count": 98, + "gate_level_count": 98, + "range_504_log": 1.905456, + "range_504_ratio": 6.722474, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.130804, + "hold30_r": 1.793464 + }, + { + "symbol": "NFLX", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.82904, + "strategy_rank": 95.290141, + "production_rank": 96.469774, + "structural_overlay_pass": false, + "structural_overlay_score": 91.646285, + "structural_overlay_rr": 1.787087, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.569279, + "primary_prob": 32.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.353918, + "raw_level_count": 86, + "gate_level_count": 86, + "range_504_log": 1.4606, + "range_504_ratio": 4.308543, + "range_factor_pass": true, + "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": 81.147541, + "strategy_rank": 82.387391, + "production_rank": 81.974108, + "structural_overlay_pass": false, + "structural_overlay_score": 77.875402, + "structural_overlay_rr": 2.766929, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "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": 66, + "gate_level_count": 66, + "range_504_log": 0.761874, + "range_504_ratio": 2.142287, + "range_factor_pass": false, + "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": 93.559719, + "strategy_rank": 74.779186, + "production_rank": 81.039364, + "structural_overlay_pass": false, + "structural_overlay_score": 76.987396, + "structural_overlay_rr": 2.113014, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.749445, + "primary_prob": 28.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.624167, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.741169, + "range_504_ratio": 2.098388, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.05134, + "hold30_r": -1.0 + }, + { + "symbol": "PCG", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.487119, + "strategy_rank": 70.484909, + "production_rank": 79.152312, + "structural_overlay_pass": false, + "structural_overlay_score": 75.194697, + "structural_overlay_rr": 1.176411, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.173799, + "primary_prob": 31.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.760699, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.763434, + "range_504_ratio": 2.145631, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.105726, + "hold30_r": 1.004621 + }, + { + "symbol": "PLTR", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.569087, + "strategy_rank": 93.712847, + "production_rank": 92.99826, + "structural_overlay_pass": false, + "structural_overlay_score": 88.348347, + "structural_overlay_rr": 1.6751, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "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": 97, + "gate_level_count": 97, + "range_504_log": 1.612515, + "range_504_ratio": 5.015411, + "range_factor_pass": true, + "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": 82.786885, + "strategy_rank": 73.932128, + "production_rank": 76.883714, + "structural_overlay_pass": false, + "structural_overlay_score": 73.039528, + "structural_overlay_rr": 1.813838, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.662694, + "primary_prob": 49.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 53, + "primary_distance_atr": 2.49404, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.618346, + "range_504_ratio": 1.855856, + "range_factor_pass": false, + "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": 80.444965, + "strategy_rank": 71.767083, + "production_rank": 74.65971, + "structural_overlay_pass": false, + "structural_overlay_score": 70.926725, + "structural_overlay_rr": 1.673858, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.34337, + "primary_prob": 25.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 18, + "primary_distance_atr": 3.515055, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.446198, + "range_504_ratio": 1.56236, + "range_factor_pass": false, + "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": 88.290398, + "strategy_rank": 77.048606, + "production_rank": 80.79587, + "structural_overlay_pass": false, + "structural_overlay_score": 76.756076, + "structural_overlay_rr": 2.138766, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.570466, + "primary_prob": 50.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.3557, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.624645, + "range_504_ratio": 1.867582, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.510314, + "hold30_r": -1.925775 + }, + { + "symbol": "ROST", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.651054, + "strategy_rank": 63.459476, + "production_rank": 71.190002, + "structural_overlay_pass": false, + "structural_overlay_score": 67.630502, + "structural_overlay_rr": 1.853963, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.861886, + "primary_prob": 46.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 68, + "primary_distance_atr": 2.792829, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.611165, + "range_504_ratio": 1.842577, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.788753, + "hold30_r": 1.379797 + }, + { + "symbol": "SBUX", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.840749, + "strategy_rank": 66.153478, + "production_rank": 72.049235, + "structural_overlay_pass": false, + "structural_overlay_score": 68.446773, + "structural_overlay_rr": 0.916514, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.401601, + "primary_prob": 39.19, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.102402, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.613592, + "range_504_ratio": 1.847054, + "range_factor_pass": false, + "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": 90.398126, + "strategy_rank": 88.932894, + "production_rank": 89.421305, + "structural_overlay_pass": false, + "structural_overlay_score": 84.95024, + "structural_overlay_rr": 2.301271, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.151041, + "primary_prob": 42.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 3.226561, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.885587, + "range_504_ratio": 2.424406, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.105137, + "hold30_r": 5.420868 + }, + { + "symbol": "SMCI", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.882904, + "strategy_rank": 99.672706, + "production_rank": 99.742772, + "structural_overlay_pass": false, + "structural_overlay_score": 94.755633, + "structural_overlay_rr": 1.915709, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "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": 99, + "gate_level_count": 99, + "range_504_log": 2.106298, + "range_504_ratio": 8.217762, + "range_factor_pass": true, + "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": 89.69555, + "strategy_rank": 80.695764, + "production_rank": 83.695693, + "structural_overlay_pass": false, + "structural_overlay_score": 79.510908, + "structural_overlay_rr": 1.500964, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.561184, + "primary_prob": 20.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.341776, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.60719, + "range_504_ratio": 1.835268, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.508351, + "hold30_r": 0.134936 + }, + { + "symbol": "STLD", + "date": "2023-06-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.505855, + "strategy_rank": 92.300827, + "production_rank": 92.36917, + "structural_overlay_pass": false, + "structural_overlay_score": 87.750711, + "structural_overlay_rr": 1.906038, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.419775, + "primary_prob": 25.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 16, + "primary_distance_atr": 3.629663, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.993266, + "range_504_ratio": 2.70004, + "range_factor_pass": false, + "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": 80.210773, + "strategy_rank": 76.825111, + "production_rank": 77.953665, + "structural_overlay_pass": false, + "structural_overlay_score": 74.055982, + "structural_overlay_rr": 1.388764, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.919996, + "primary_prob": 44.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 64.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.379995, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.587323, + "range_504_ratio": 1.799166, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.051959, + "hold30_r": -1.0 + }, + { + "symbol": "TT", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.192037, + "strategy_rank": 72.217137, + "production_rank": 76.20877, + "structural_overlay_pass": false, + "structural_overlay_score": 72.398332, + "structural_overlay_rr": 1.936961, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.711389, + "primary_prob": 74.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 1.067084, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.540198, + "range_504_ratio": 1.716346, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.636882, + "hold30_r": 2.711844 + }, + { + "symbol": "TTD", + "date": "2023-06-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.145199, + "strategy_rank": 95.375938, + "production_rank": 94.965692, + "structural_overlay_pass": true, + "structural_overlay_score": 95.217407, + "structural_overlay_rr": 2.39813, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.164256, + "primary_prob": 42.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 3.246384, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 1.073426, + "range_504_ratio": 2.925385, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.119532, + "hold30_r": 1.21175 + }, + { + "symbol": "UBER", + "date": "2023-06-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 97.540984, + "strategy_rank": 94.879156, + "production_rank": 95.766432, + "structural_overlay_pass": false, + "structural_overlay_score": 90.97811, + "structural_overlay_rr": 1.861252, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.225421, + "primary_prob": 31.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 13, + "primary_distance_atr": 3.338132, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.967674, + "range_504_ratio": 2.631817, + "range_factor_pass": false, + "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": 90.632319, + "strategy_rank": 90.358511, + "production_rank": 90.44978, + "structural_overlay_pass": false, + "structural_overlay_score": 85.927291, + "structural_overlay_rr": 1.984109, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.784701, + "primary_prob": 37.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.677051, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.737499, + "range_504_ratio": 2.0907, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.742558, + "hold30_r": 2.760935 + }, + { + "symbol": "VRSK", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.606557, + "strategy_rank": 64.903095, + "production_rank": 71.137582, + "structural_overlay_pass": false, + "structural_overlay_score": 67.580703, + "structural_overlay_rr": 0.731649, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.731649, + "primary_prob": 58.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.097473, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.394706, + "range_504_ratio": 1.483947, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.645148, + "hold30_r": 2.001444 + }, + { + "symbol": "VRSN", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.065574, + "strategy_rank": 62.418799, + "production_rank": 70.301057, + "structural_overlay_pass": false, + "structural_overlay_score": 66.786004, + "structural_overlay_rr": 1.069516, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.099251, + "primary_prob": 46.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 54, + "primary_distance_atr": 1.648876, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.504156, + "range_504_ratio": 1.655588, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.085735, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2023-06-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.594848, + "strategy_rank": 97.964992, + "production_rank": 98.174944, + "structural_overlay_pass": true, + "structural_overlay_score": 98.266196, + "structural_overlay_rr": 2.154879, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.086619, + "primary_prob": 43.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 3.129928, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 1.311393, + "range_504_ratio": 3.71134, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.048122, + "hold30_r": 8.912613 + }, + { + "symbol": "WDAY", + "date": "2023-06-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 85.59719, + "strategy_rank": 80.525509, + "production_rank": 82.21607, + "structural_overlay_pass": false, + "structural_overlay_score": 78.105266, + "structural_overlay_rr": 0.971736, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.012421, + "primary_prob": 29.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 3.018632, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 0.871843, + "range_504_ratio": 2.391314, + "range_factor_pass": false, + "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": 98.126464, + "strategy_rank": 89.891796, + "production_rank": 92.636685, + "structural_overlay_pass": false, + "structural_overlay_score": 88.004851, + "structural_overlay_rr": 1.915821, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.805837, + "primary_prob": 34.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.708756, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.913658, + "range_504_ratio": 2.493426, + "range_factor_pass": false, + "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": 82.084309, + "strategy_rank": 71.828175, + "production_rank": 75.246887, + "structural_overlay_pass": false, + "structural_overlay_score": 71.484542, + "structural_overlay_rr": 1.813273, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.131771, + "primary_prob": 27.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 3.197657, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.83366, + "range_504_ratio": 2.301727, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.060704, + "hold30_r": -1.0 + }, + { + "symbol": "XYL", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.679157, + "strategy_rank": 68.286157, + "production_rank": 72.417157, + "structural_overlay_pass": false, + "structural_overlay_score": 68.796299, + "structural_overlay_rr": 1.357823, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.853877, + "primary_prob": 68.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.280815, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.655113, + "range_504_ratio": 1.925361, + "range_factor_pass": false, + "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": 93.757225, + "strategy_rank": 78.982659, + "production_rank": 83.907514, + "structural_overlay_pass": false, + "structural_overlay_score": 79.712139, + "structural_overlay_rr": 1.759967, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.468706, + "primary_prob": 46.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 70.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.203059, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.841898, + "range_504_ratio": 2.320768, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.39657, + "hold30_r": 5.764574 + }, + { + "symbol": "ABNB", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.387283, + "strategy_rank": 85.271676, + "production_rank": 83.976879, + "structural_overlay_pass": false, + "structural_overlay_score": 79.778035, + "structural_overlay_rr": 1.906572, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.868455, + "primary_prob": 46.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.802683, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 0.953715, + "range_504_ratio": 2.595334, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.829649, + "hold30_r": -0.421391 + }, + { + "symbol": "ACGL", + "date": "2023-07-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.988439, + "strategy_rank": 77.965318, + "production_rank": 83.306358, + "structural_overlay_pass": false, + "structural_overlay_score": 79.14104, + "structural_overlay_rr": 2.089332, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 2.089332, + "primary_prob": 23.56, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 3.133999, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.762551, + "range_504_ratio": 2.143737, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.023599, + "hold30_r": 1.48664 + }, + { + "symbol": "AMAT", + "date": "2023-07-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.520231, + "strategy_rank": 87.884393, + "production_rank": 88.763006, + "structural_overlay_pass": false, + "structural_overlay_score": 84.324855, + "structural_overlay_rr": 1.469593, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.096448, + "primary_prob": 28.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 3.144672, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.853984, + "range_504_ratio": 2.348988, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.052833, + "hold30_r": -1.0 + }, + { + "symbol": "AMD", + "date": "2023-07-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.947977, + "strategy_rank": 93.780347, + "production_rank": 93.50289, + "structural_overlay_pass": false, + "structural_overlay_score": 88.827746, + "structural_overlay_rr": 1.612941, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.001955, + "primary_prob": 21.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 15, + "primary_distance_atr": 3.002933, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 1.103182, + "range_504_ratio": 3.013742, + "range_factor_pass": true, + "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": 96.184971, + "strategy_rank": 95.352601, + "production_rank": 95.630058, + "structural_overlay_pass": false, + "structural_overlay_score": 90.848555, + "structural_overlay_rr": 1.594684, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.873336, + "primary_prob": 43.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.310004, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.738803, + "range_504_ratio": 2.093427, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.83404, + "hold30_r": -1.0 + }, + { + "symbol": "APO", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.549133, + "strategy_rank": 84.682081, + "production_rank": 84.971098, + "structural_overlay_pass": false, + "structural_overlay_score": 80.722543, + "structural_overlay_rr": 0.754522, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.830106, + "primary_prob": 27.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.745159, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.574967, + "range_504_ratio": 1.777071, + "range_factor_pass": false, + "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": 94.566474, + "strategy_rank": 87.352601, + "production_rank": 89.757225, + "structural_overlay_pass": false, + "structural_overlay_score": 85.269364, + "structural_overlay_rr": 1.830041, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.669019, + "primary_prob": 57.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.003529, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.797809, + "range_504_ratio": 2.22067, + "range_factor_pass": false, + "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": 98.843931, + "strategy_rank": 94.924855, + "production_rank": 96.231214, + "structural_overlay_pass": false, + "structural_overlay_score": 91.419653, + "structural_overlay_rr": 1.77183, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.463138, + "primary_prob": 32.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 72.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.194707, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 1.025131, + "range_504_ratio": 2.787462, + "range_factor_pass": true, + "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": 92.716763, + "strategy_rank": 79.676301, + "production_rank": 84.023121, + "structural_overlay_pass": false, + "structural_overlay_score": 79.821965, + "structural_overlay_rr": 1.510444, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.647504, + "primary_prob": 32.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 73.0, + "primary_rejection_count": 17, + "primary_distance_atr": 3.971256, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.757854, + "range_504_ratio": 2.133693, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.587394, + "hold30_r": 2.34457 + }, + { + "symbol": "BIIB", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.560694, + "strategy_rank": 69.676301, + "production_rank": 76.971098, + "structural_overlay_pass": false, + "structural_overlay_score": 73.122543, + "structural_overlay_rr": 2.033909, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.834352, + "primary_prob": 31.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.751528, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.687239, + "range_504_ratio": 1.988219, + "range_factor_pass": false, + "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": 89.942197, + "strategy_rank": 72.254335, + "production_rank": 78.150289, + "structural_overlay_pass": false, + "structural_overlay_score": 74.242775, + "structural_overlay_rr": 1.231685, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.231685, + "primary_prob": 23.57, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.847528, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.544458, + "range_504_ratio": 1.723674, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.173263, + "hold30_r": 5.694154 + }, + { + "symbol": "CCL", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.554913, + "strategy_rank": 90.982659, + "production_rank": 90.17341, + "structural_overlay_pass": false, + "structural_overlay_score": 85.66474, + "structural_overlay_rr": 1.671098, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.644199, + "primary_prob": 49.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.466298, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 1.500251, + "range_504_ratio": 4.482815, + "range_factor_pass": true, + "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": 92.254335, + "strategy_rank": 83.445087, + "production_rank": 86.381503, + "structural_overlay_pass": false, + "structural_overlay_score": 82.062428, + "structural_overlay_rr": 0.803246, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.799391, + "primary_prob": 38.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.199086, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.606435, + "range_504_ratio": 1.833881, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.745715, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2023-07-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.913295, + "strategy_rank": 96.33526, + "production_rank": 95.861272, + "structural_overlay_pass": true, + "structural_overlay_score": 96.068208, + "structural_overlay_rr": 2.304643, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.304643, + "primary_prob": 22.18, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 6.0, + "primary_rejection_count": 6, + "primary_distance_atr": 3.456964, + "raw_level_count": 109, + "gate_level_count": 109, + "range_504_log": 2.458952, + "range_504_ratio": 11.692552, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.283585, + "hold30_r": 0.087348 + }, + { + "symbol": "CSGP", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.699422, + "strategy_rank": 72.843931, + "production_rank": 76.462428, + "structural_overlay_pass": false, + "structural_overlay_score": 72.639306, + "structural_overlay_rr": 1.216201, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "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": 50, + "gate_level_count": 50, + "range_504_log": 0.723795, + "range_504_ratio": 2.062245, + "range_factor_pass": false, + "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": 97.919075, + "strategy_rank": 98.508671, + "production_rank": 98.312139, + "structural_overlay_pass": false, + "structural_overlay_score": 93.396532, + "structural_overlay_rr": 1.853207, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.819391, + "primary_prob": 33.93, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 35.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.729087, + "raw_level_count": 118, + "gate_level_count": 118, + "range_504_log": 4.6649, + "range_504_ratio": 106.15493, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.807927, + "hold30_r": 2.707467 + }, + { + "symbol": "DD", + "date": "2023-07-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.156069, + "strategy_rank": 70.855491, + "production_rank": 74.289017, + "structural_overlay_pass": false, + "structural_overlay_score": 70.574566, + "structural_overlay_rr": 1.628328, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.336895, + "primary_prob": 25.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 67, + "primary_distance_atr": 3.505343, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.542155, + "range_504_ratio": 1.719709, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.271475, + "hold30_r": 2.329396 + }, + { + "symbol": "DHI", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.526012, + "strategy_rank": 76.947977, + "production_rank": 82.473988, + "structural_overlay_pass": false, + "structural_overlay_score": 78.350289, + "structural_overlay_rr": 1.238277, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.816847, + "primary_prob": 51.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.22527, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.738919, + "range_504_ratio": 2.093671, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.062065, + "hold30_r": -1.0 + }, + { + "symbol": "DVA", + "date": "2023-07-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.121387, + "strategy_rank": 78.404624, + "production_rank": 79.976879, + "structural_overlay_pass": false, + "structural_overlay_score": 75.978035, + "structural_overlay_rr": 2.885463, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.35811, + "primary_prob": 40.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 3.537165, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.737492, + "range_504_ratio": 2.090686, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.295169, + "hold30_r": 0.909712 + }, + { + "symbol": "DXCM", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.219653, + "strategy_rank": 89.953757, + "production_rank": 91.375723, + "structural_overlay_pass": false, + "structural_overlay_score": 86.806936, + "structural_overlay_rr": 1.911291, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.644995, + "primary_prob": 49.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.467492, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.902047, + "range_504_ratio": 2.464643, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.596619, + "hold30_r": -1.0 + }, + { + "symbol": "FICO", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.687861, + "strategy_rank": 79.583815, + "production_rank": 85.618497, + "structural_overlay_pass": false, + "structural_overlay_score": 81.337572, + "structural_overlay_rr": 0.906924, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.906924, + "primary_prob": 32.95, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 4.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.360386, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.873617, + "range_504_ratio": 2.395559, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.845639, + "hold30_r": 2.198827 + }, + { + "symbol": "FIX", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.225434, + "strategy_rank": 94.277457, + "production_rank": 95.260116, + "structural_overlay_pass": false, + "structural_overlay_score": 90.49711, + "structural_overlay_rr": 0.92659, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.92659, + "primary_prob": 46.71, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.389885, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.902979, + "range_504_ratio": 2.466942, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.873201, + "hold30_r": -1.0 + }, + { + "symbol": "FSLR", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.768786, + "strategy_rank": 99.283237, + "production_rank": 99.445087, + "structural_overlay_pass": false, + "structural_overlay_score": 94.472832, + "structural_overlay_rr": 1.72439, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.84635, + "primary_prob": 31.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.769525, + "raw_level_count": 95, + "gate_level_count": 95, + "range_504_log": 1.359082, + "range_504_ratio": 3.892617, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.811254, + "hold30_r": 0.4637 + }, + { + "symbol": "GE", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.722543, + "strategy_rank": 90.034682, + "production_rank": 91.930636, + "structural_overlay_pass": false, + "structural_overlay_score": 87.334104, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "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": 49, + "gate_level_count": 49, + "range_504_log": 0.661834, + "range_504_ratio": 1.938345, + "range_factor_pass": false, + "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": 80.924855, + "strategy_rank": 59.942197, + "production_rank": 66.936416, + "structural_overlay_pass": false, + "structural_overlay_score": 63.589595, + "structural_overlay_rr": 1.421991, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.351788, + "primary_prob": 40.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.027681, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.450975, + "range_504_ratio": 1.569842, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.074434, + "hold30_r": -1.0 + }, + { + "symbol": "IBKR", + "date": "2023-07-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.791908, + "strategy_rank": 85.34104, + "production_rank": 87.491329, + "structural_overlay_pass": false, + "structural_overlay_score": 83.116763, + "structural_overlay_rr": 2.270809, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.270809, + "primary_prob": 21.53, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 3.406214, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.546947, + "range_504_ratio": 1.727969, + "range_factor_pass": false, + "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": 90.982659, + "strategy_rank": 80.99422, + "production_rank": 84.323699, + "structural_overlay_pass": false, + "structural_overlay_score": 80.107514, + "structural_overlay_rr": 1.305413, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.345762, + "primary_prob": 55.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.018642, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.719319, + "range_504_ratio": 2.053035, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.273468, + "hold30_r": -1.0 + }, + { + "symbol": "IT", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.514451, + "strategy_rank": 69.687861, + "production_rank": 75.630058, + "structural_overlay_pass": false, + "structural_overlay_score": 71.848555, + "structural_overlay_rr": 1.062139, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.047361, + "primary_prob": 39.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.571041, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.510857, + "range_504_ratio": 1.666719, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.980243, + "hold30_r": -1.0 + }, + { + "symbol": "KLAC", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.751445, + "strategy_rank": 88.774566, + "production_rank": 89.433526, + "structural_overlay_pass": false, + "structural_overlay_score": 84.96185, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.773185, + "primary_prob": 38.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.159778, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.668874, + "range_504_ratio": 1.952038, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.723019, + "hold30_r": -1.0 + }, + { + "symbol": "LII", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.895954, + "strategy_rank": 79.375723, + "production_rank": 81.549133, + "structural_overlay_pass": false, + "structural_overlay_score": 77.471676, + "structural_overlay_rr": 1.507285, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.797545, + "primary_prob": 71.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.196317, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.662381, + "range_504_ratio": 1.939404, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.726407, + "hold30_r": 5.01175 + }, + { + "symbol": "LRCX", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.32948, + "strategy_rank": 90.080925, + "production_rank": 90.49711, + "structural_overlay_pass": false, + "structural_overlay_score": 85.972254, + "structural_overlay_rr": 0.830213, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.906229, + "primary_prob": 13.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.859344, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.893059, + "range_504_ratio": 2.44259, + "range_factor_pass": false, + "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": 86.242775, + "strategy_rank": 84.647399, + "production_rank": 85.179191, + "structural_overlay_pass": false, + "structural_overlay_score": 80.920231, + "structural_overlay_rr": 1.146062, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.97516, + "primary_prob": 44.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.96274, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.658366, + "range_504_ratio": 1.931633, + "range_factor_pass": false, + "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": 96.531792, + "strategy_rank": 86.508671, + "production_rank": 89.849711, + "structural_overlay_pass": false, + "structural_overlay_score": 85.357225, + "structural_overlay_rr": 1.515733, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.995883, + "primary_prob": 29.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.993825, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.820295, + "range_504_ratio": 2.271169, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.947448, + "hold30_r": -0.731349 + }, + { + "symbol": "META", + "date": "2023-07-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 95.953757, + "strategy_rank": 95.537572, + "production_rank": 95.676301, + "structural_overlay_pass": true, + "structural_overlay_score": 95.892486, + "structural_overlay_rr": 2.53485, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.469065, + "primary_prob": 39.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 3.703598, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 1.473143, + "range_504_ratio": 4.362924, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.419065, + "hold30_r": -0.006794 + }, + { + "symbol": "MGM", + "date": "2023-07-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.352601, + "strategy_rank": 78.947977, + "production_rank": 80.416185, + "structural_overlay_pass": false, + "structural_overlay_score": 76.395376, + "structural_overlay_rr": 2.676485, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.153711, + "primary_prob": 42.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 3.230567, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.661411, + "range_504_ratio": 1.937524, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.098456, + "hold30_r": 0.806268 + }, + { + "symbol": "MLM", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.473988, + "strategy_rank": 75.098266, + "production_rank": 78.890173, + "structural_overlay_pass": false, + "structural_overlay_score": 74.945665, + "structural_overlay_rr": 0.98959, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.749017, + "primary_prob": 53.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.123525, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.484625, + "range_504_ratio": 1.623566, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.673009, + "hold30_r": -1.0 + }, + { + "symbol": "MNST", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.115607, + "strategy_rank": 57.606936, + "production_rank": 65.109827, + "structural_overlay_pass": false, + "structural_overlay_score": 61.854335, + "structural_overlay_rr": 0.683797, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.683797, + "primary_prob": 52.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.025695, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.521606, + "range_504_ratio": 1.684731, + "range_factor_pass": false, + "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": 84.739884, + "strategy_rank": 83.040462, + "production_rank": 83.606936, + "structural_overlay_pass": true, + "structural_overlay_score": 84.42659, + "structural_overlay_rr": 2.241036, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.727617, + "primary_prob": 48.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.591426, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 1.017434, + "range_504_ratio": 2.766089, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.670206, + "hold30_r": 6.222288 + }, + { + "symbol": "MPWR", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.930636, + "strategy_rank": 87.676301, + "production_rank": 86.427746, + "structural_overlay_pass": false, + "structural_overlay_score": 82.106358, + "structural_overlay_rr": 1.933334, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.792753, + "primary_prob": 30.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.689129, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.653628, + "range_504_ratio": 1.922503, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.755276, + "hold30_r": -1.0 + }, + { + "symbol": "MRK", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.965318, + "strategy_rank": 60.809249, + "production_rank": 67.861272, + "structural_overlay_pass": false, + "structural_overlay_score": 64.468208, + "structural_overlay_rr": 1.560878, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.9002, + "primary_prob": 10.98, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.850299, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.523441, + "range_504_ratio": 1.687826, + "range_factor_pass": false, + "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": 98.49711, + "strategy_rank": 98.774566, + "production_rank": 98.682081, + "structural_overlay_pass": true, + "structural_overlay_score": 98.747977, + "structural_overlay_rr": 2.308189, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.210571, + "primary_prob": 34.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 63.0, + "primary_rejection_count": 21, + "primary_distance_atr": 3.315857, + "raw_level_count": 98, + "gate_level_count": 98, + "range_504_log": 1.905456, + "range_504_ratio": 6.722474, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.186759, + "hold30_r": -0.264513 + }, + { + "symbol": "NCLH", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.786127, + "strategy_rank": 90.65896, + "production_rank": 90.034682, + "structural_overlay_pass": false, + "structural_overlay_score": 85.532948, + "structural_overlay_rr": 1.515894, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.932663, + "primary_prob": 45.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.898995, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 1.053646, + "range_504_ratio": 2.868089, + "range_factor_pass": true, + "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": 99.075145, + "strategy_rank": 95.017341, + "production_rank": 96.369942, + "structural_overlay_pass": true, + "structural_overlay_score": 96.551445, + "structural_overlay_rr": 3.180754, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 7.936381, + "primary_prob": 24.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 94.0, + "primary_rejection_count": 25, + "primary_distance_atr": 11.904571, + "raw_level_count": 86, + "gate_level_count": 86, + "range_504_log": 1.4606, + "range_504_ratio": 4.308543, + "range_factor_pass": true, + "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": 84.508671, + "strategy_rank": 85.16763, + "production_rank": 84.947977, + "structural_overlay_pass": false, + "structural_overlay_score": 80.700578, + "structural_overlay_rr": 2.960426, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.558253, + "primary_prob": 45.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 72.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.337379, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.761874, + "range_504_ratio": 2.142287, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.507829, + "hold30_r": 1.261775 + }, + { + "symbol": "OMC", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.976879, + "strategy_rank": 69.526012, + "production_rank": 75.676301, + "structural_overlay_pass": false, + "structural_overlay_score": 71.892486, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.923516, + "primary_prob": 46.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 75.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.385274, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.461033, + "range_504_ratio": 1.585712, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.857262, + "hold30_r": -1.864087 + }, + { + "symbol": "ORCL", + "date": "2023-07-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.023121, + "strategy_rank": 74.231214, + "production_rank": 80.16185, + "structural_overlay_pass": false, + "structural_overlay_score": 76.153757, + "structural_overlay_rr": 2.634812, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 2.255063, + "primary_prob": 22.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 3, + "primary_distance_atr": 3.382594, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.741169, + "range_504_ratio": 2.098388, + "range_factor_pass": false, + "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": 84.16185, + "strategy_rank": 71.537572, + "production_rank": 75.745665, + "structural_overlay_pass": false, + "structural_overlay_score": 71.958382, + "structural_overlay_rr": 1.139618, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.83007, + "primary_prob": 50.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.245105, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.506491, + "range_504_ratio": 1.659458, + "range_factor_pass": false, + "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": 95.375723, + "strategy_rank": 96.416185, + "production_rank": 96.069364, + "structural_overlay_pass": false, + "structural_overlay_score": 91.265896, + "structural_overlay_rr": 1.802719, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.658414, + "primary_prob": 38.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.487621, + "raw_level_count": 97, + "gate_level_count": 97, + "range_504_log": 1.612515, + "range_504_ratio": 5.015411, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.633734, + "hold30_r": -0.196495 + }, + { + "symbol": "PTC", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.346821, + "strategy_rank": 62.034682, + "production_rank": 68.138728, + "structural_overlay_pass": false, + "structural_overlay_score": 64.731792, + "structural_overlay_rr": 1.532595, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.532595, + "primary_prob": 22.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.298892, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.465137, + "range_504_ratio": 1.592232, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.465438, + "hold30_r": 1.474303 + }, + { + "symbol": "REGN", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.427746, + "strategy_rank": 73.653179, + "production_rank": 76.578035, + "structural_overlay_pass": false, + "structural_overlay_score": 72.749133, + "structural_overlay_rr": 1.537694, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.341095, + "primary_prob": 25.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 18, + "primary_distance_atr": 3.511642, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.442604, + "range_504_ratio": 1.556755, + "range_factor_pass": false, + "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": 87.745665, + "strategy_rank": 76.786127, + "production_rank": 80.439306, + "structural_overlay_pass": false, + "structural_overlay_score": 76.417341, + "structural_overlay_rr": 1.786197, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.299307, + "primary_prob": 30.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 14, + "primary_distance_atr": 3.448961, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.624645, + "range_504_ratio": 1.867582, + "range_factor_pass": false, + "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": 89.017341, + "strategy_rank": 65.537572, + "production_rank": 73.364162, + "structural_overlay_pass": false, + "structural_overlay_score": 69.695954, + "structural_overlay_rr": 1.934884, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.337088, + "primary_prob": 55.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 68, + "primary_distance_atr": 2.005632, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.611165, + "range_504_ratio": 1.842577, + "range_factor_pass": false, + "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": 86.820809, + "strategy_rank": 86.647399, + "production_rank": 86.705202, + "structural_overlay_pass": false, + "structural_overlay_score": 82.369942, + "structural_overlay_rr": 1.872894, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.710924, + "primary_prob": 48.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.566386, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.885587, + "range_504_ratio": 2.424406, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.660592, + "hold30_r": 4.323635 + }, + { + "symbol": "SNPS", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.479769, + "strategy_rank": 80.635838, + "production_rank": 83.583815, + "structural_overlay_pass": false, + "structural_overlay_score": 79.404624, + "structural_overlay_rr": 1.263933, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.331736, + "primary_prob": 24.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.997604, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.60719, + "range_504_ratio": 1.835268, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.271899, + "hold30_r": -0.313194 + }, + { + "symbol": "STLD", + "date": "2023-07-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.485549, + "strategy_rank": 92.554913, + "production_rank": 92.531792, + "structural_overlay_pass": false, + "structural_overlay_score": 87.905202, + "structural_overlay_rr": 1.550203, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.69714, + "primary_prob": 22.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 16, + "primary_distance_atr": 4.04571, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.993266, + "range_504_ratio": 2.70004, + "range_factor_pass": false, + "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": 85.202312, + "strategy_rank": 80.034682, + "production_rank": 81.757225, + "structural_overlay_pass": false, + "structural_overlay_score": 77.669364, + "structural_overlay_rr": 1.880359, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.36187, + "primary_prob": 32.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 64.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.042805, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.587323, + "range_504_ratio": 1.799166, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.305088, + "hold30_r": -1.0 + }, + { + "symbol": "TTD", + "date": "2023-07-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 97.456647, + "strategy_rank": 97.734104, + "production_rank": 97.641618, + "structural_overlay_pass": false, + "structural_overlay_score": 92.759538, + "structural_overlay_rr": 0.727493, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.158561, + "primary_prob": 27.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 3.237841, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 1.073426, + "range_504_ratio": 2.925385, + "range_factor_pass": true, + "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": 98.150289, + "strategy_rank": 95.445087, + "production_rank": 96.346821, + "structural_overlay_pass": false, + "structural_overlay_score": 91.52948, + "structural_overlay_rr": 1.954819, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.514566, + "primary_prob": 51.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.271849, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.961352, + "range_504_ratio": 2.61523, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.470287, + "hold30_r": -0.005071 + }, + { + "symbol": "UHS", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.618497, + "strategy_rank": 72.115607, + "production_rank": 75.283237, + "structural_overlay_pass": false, + "structural_overlay_score": 71.519075, + "structural_overlay_rr": 1.593581, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.659293, + "primary_prob": 30.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.48894, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.693147, + "range_504_ratio": 2.0, + "range_factor_pass": false, + "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": 88.323699, + "strategy_rank": 88.774566, + "production_rank": 88.624277, + "structural_overlay_pass": false, + "structural_overlay_score": 84.193064, + "structural_overlay_rr": 2.176756, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.837719, + "primary_prob": 28.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.756579, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.737499, + "range_504_ratio": 2.0907, + "range_factor_pass": false, + "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": 82.196532, + "strategy_rank": 59.549133, + "production_rank": 67.098266, + "structural_overlay_pass": false, + "structural_overlay_score": 63.743353, + "structural_overlay_rr": 0.942159, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.372166, + "primary_prob": 39.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 59, + "primary_distance_atr": 2.058248, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.504156, + "range_504_ratio": 1.655588, + "range_factor_pass": false, + "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": 99.306358, + "strategy_rank": 98.369942, + "production_rank": 98.682081, + "structural_overlay_pass": false, + "structural_overlay_score": 93.747977, + "structural_overlay_rr": 1.81091, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.740295, + "primary_prob": 48.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.610442, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 1.311393, + "range_504_ratio": 3.71134, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.699632, + "hold30_r": 7.89826 + }, + { + "symbol": "WDAY", + "date": "2023-07-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.710983, + "strategy_rank": 83.606936, + "production_rank": 85.641618, + "structural_overlay_pass": false, + "structural_overlay_score": 81.359538, + "structural_overlay_rr": 1.053151, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.285355, + "primary_prob": 26.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 3.428032, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 0.871843, + "range_504_ratio": 2.391314, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.052334, + "hold30_r": 0.918073 + }, + { + "symbol": "WYNN", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.99422, + "strategy_rank": 88.219653, + "production_rank": 91.144509, + "structural_overlay_pass": false, + "structural_overlay_score": 86.587283, + "structural_overlay_rr": 2.229523, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.932781, + "primary_prob": 30.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.899172, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.897632, + "range_504_ratio": 2.453785, + "range_factor_pass": false, + "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": 82.774566, + "strategy_rank": 69.630058, + "production_rank": 74.011561, + "structural_overlay_pass": false, + "structural_overlay_score": 70.310983, + "structural_overlay_rr": 1.870379, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.920247, + "primary_prob": 30.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.88037, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.655113, + "range_504_ratio": 1.925361, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.843908, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2023-07-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.896714, + "strategy_rank": 77.812009, + "production_rank": 83.173577, + "structural_overlay_pass": false, + "structural_overlay_score": 79.014898, + "structural_overlay_rr": 1.340741, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.340741, + "primary_prob": 37.08, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 8.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.011112, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.841898, + "range_504_ratio": 2.320768, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.267928, + "hold30_r": 4.591315 + }, + { + "symbol": "ACGL", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.657277, + "strategy_rank": 79.395691, + "production_rank": 84.81622, + "structural_overlay_pass": false, + "structural_overlay_score": 80.575409, + "structural_overlay_rr": 0.917431, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.917431, + "primary_prob": 47.01, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.376147, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.762551, + "range_504_ratio": 2.143737, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.844438, + "hold30_r": -1.0 + }, + { + "symbol": "AMAT", + "date": "2023-07-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.906103, + "strategy_rank": 86.575958, + "production_rank": 87.686007, + "structural_overlay_pass": false, + "structural_overlay_score": 83.301706, + "structural_overlay_rr": 0.808336, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.75375, + "primary_prob": 22.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 4.130625, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.853984, + "range_504_ratio": 2.348988, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.052178, + "hold30_r": -1.0 + }, + { + "symbol": "AMD", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.723005, + "strategy_rank": 93.641466, + "production_rank": 93.335312, + "structural_overlay_pass": false, + "structural_overlay_score": 88.668547, + "structural_overlay_rr": 1.642708, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.062092, + "primary_prob": 20.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 15, + "primary_distance_atr": 3.093138, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 1.103182, + "range_504_ratio": 3.013742, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.035004, + "hold30_r": -1.0 + }, + { + "symbol": "AME", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.333333, + "strategy_rank": 62.338017, + "production_rank": 69.336456, + "structural_overlay_pass": false, + "structural_overlay_score": 65.869633, + "structural_overlay_rr": 1.521158, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 11, + "rr": 1.106217, + "primary_prob": 26.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.659325, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.426805, + "range_504_ratio": 1.532354, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.013708, + "hold30_r": -1.0 + }, + { + "symbol": "AMP", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.924883, + "strategy_rank": 76.035942, + "production_rank": 77.998922, + "structural_overlay_pass": false, + "structural_overlay_score": 74.098976, + "structural_overlay_rr": 0.864936, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.926437, + "primary_prob": 66.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.389656, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.485441, + "range_504_ratio": 1.624892, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.853033, + "hold30_r": -1.203969 + }, + { + "symbol": "ANET", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.131455, + "strategy_rank": 93.714033, + "production_rank": 93.853174, + "structural_overlay_pass": false, + "structural_overlay_score": 89.160515, + "structural_overlay_rr": 1.106193, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.010148, + "primary_prob": 31.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.515221, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.738803, + "range_504_ratio": 2.093427, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.965158, + "hold30_r": -1.0 + }, + { + "symbol": "APO", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.85446, + "strategy_rank": 85.84496, + "production_rank": 86.18146, + "structural_overlay_pass": false, + "structural_overlay_score": 81.872387, + "structural_overlay_rr": 1.234345, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.87915, + "primary_prob": 49.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.318726, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.574967, + "range_504_ratio": 1.777071, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.81664, + "hold30_r": 2.031861 + }, + { + "symbol": "AXON", + "date": "2023-07-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.474178, + "strategy_rank": 94.716468, + "production_rank": 95.969038, + "structural_overlay_pass": true, + "structural_overlay_score": 96.170586, + "structural_overlay_rr": 2.404878, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.075469, + "primary_prob": 21.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 67.0, + "primary_rejection_count": 21, + "primary_distance_atr": 3.113204, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 1.025131, + "range_504_ratio": 2.787462, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.052384, + "hold30_r": -1.0 + }, + { + "symbol": "BA", + "date": "2023-07-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.42723, + "strategy_rank": 78.326462, + "production_rank": 83.360051, + "structural_overlay_pass": false, + "structural_overlay_score": 79.192048, + "structural_overlay_rr": 0.985742, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.134005, + "primary_prob": 22.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 73.0, + "primary_rejection_count": 17, + "primary_distance_atr": 3.201008, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.757854, + "range_504_ratio": 2.133693, + "range_factor_pass": false, + "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": 91.431925, + "strategy_rank": 70.747078, + "production_rank": 77.642027, + "structural_overlay_pass": false, + "structural_overlay_score": 73.759926, + "structural_overlay_rr": 1.94328, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.659353, + "primary_prob": 22.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 3.98903, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.650718, + "range_504_ratio": 1.916916, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.059021, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.478873, + "strategy_rank": 72.769403, + "production_rank": 80.67256, + "structural_overlay_pass": false, + "structural_overlay_score": 76.638932, + "structural_overlay_rr": 0.731915, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.753435, + "primary_prob": 53.31, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.130152, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.729554, + "range_504_ratio": 2.074155, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.092155, + "hold30_r": -1.0 + }, + { + "symbol": "CAT", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.920188, + "strategy_rank": 76.659822, + "production_rank": 79.079944, + "structural_overlay_pass": false, + "structural_overlay_score": 75.125947, + "structural_overlay_rr": 1.489437, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.173829, + "primary_prob": 40.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.760744, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.50473, + "range_504_ratio": 1.656538, + "range_factor_pass": false, + "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": 93.661972, + "strategy_rank": 94.544645, + "production_rank": 94.250421, + "structural_overlay_pass": true, + "structural_overlay_score": 94.5379, + "structural_overlay_rr": 2.801443, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.910609, + "primary_prob": 45.64, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.865913, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 1.500251, + "range_504_ratio": 4.482815, + "range_factor_pass": true, + "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": 88.615023, + "strategy_rank": 81.245973, + "production_rank": 83.702323, + "structural_overlay_pass": false, + "structural_overlay_score": 79.517207, + "structural_overlay_rr": 1.025474, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.134835, + "primary_prob": 25.61, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.702252, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.606435, + "range_504_ratio": 1.833881, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.081531, + "hold30_r": -1.0 + }, + { + "symbol": "CMG", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.957746, + "strategy_rank": 80.948643, + "production_rank": 84.951677, + "structural_overlay_pass": false, + "structural_overlay_score": 80.704093, + "structural_overlay_rr": 1.462414, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.462414, + "primary_prob": 19.17, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 6.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.193621, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.584904, + "range_504_ratio": 1.794818, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.372792, + "hold30_r": -3.259403 + }, + { + "symbol": "CSGP", + "date": "2023-07-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.751174, + "strategy_rank": 70.050412, + "production_rank": 73.617332, + "structural_overlay_pass": false, + "structural_overlay_score": 69.936466, + "structural_overlay_rr": 1.340492, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "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": 50, + "gate_level_count": 50, + "range_504_log": 0.723795, + "range_504_ratio": 2.062245, + "range_factor_pass": false, + "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": 99.295775, + "strategy_rank": 99.471913, + "production_rank": 99.413201, + "structural_overlay_pass": true, + "structural_overlay_score": 99.44254, + "structural_overlay_rr": 2.037801, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.945447, + "primary_prob": 27.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.91817, + "raw_level_count": 119, + "gate_level_count": 119, + "range_504_log": 4.6649, + "range_504_ratio": 106.15493, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.932082, + "hold30_r": 0.238832 + }, + { + "symbol": "DE", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.399061, + "strategy_rank": 74.265291, + "production_rank": 76.309881, + "structural_overlay_pass": false, + "structural_overlay_score": 72.494387, + "structural_overlay_rr": 1.947025, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.958973, + "primary_prob": 44.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.93846, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.45738, + "range_504_ratio": 1.57993, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.896285, + "hold30_r": -1.0 + }, + { + "symbol": "DVA", + "date": "2023-07-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.159624, + "strategy_rank": 77.254126, + "production_rank": 78.889292, + "structural_overlay_pass": false, + "structural_overlay_score": 74.944827, + "structural_overlay_rr": 2.001031, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.470235, + "primary_prob": 39.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 54, + "primary_distance_atr": 3.705353, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.737492, + "range_504_ratio": 2.090686, + "range_factor_pass": false, + "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": 95.187793, + "strategy_rank": 90.062369, + "production_rank": 91.770844, + "structural_overlay_pass": false, + "structural_overlay_score": 87.182301, + "structural_overlay_rr": 1.66712, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.66712, + "primary_prob": 46.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 84.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.50068, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.902047, + "range_504_ratio": 2.464643, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.053827, + "hold30_r": -1.0 + }, + { + "symbol": "EG", + "date": "2023-07-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.985915, + "strategy_rank": 73.903256, + "production_rank": 76.264142, + "structural_overlay_pass": false, + "structural_overlay_score": 72.450935, + "structural_overlay_rr": 2.256034, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.167217, + "primary_prob": 42.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 3.250826, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.519841, + "range_504_ratio": 1.68176, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.105325, + "hold30_r": -0.002633 + }, + { + "symbol": "FCX", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.793427, + "strategy_rank": 86.572495, + "production_rank": 86.979472, + "structural_overlay_pass": false, + "structural_overlay_score": 82.630499, + "structural_overlay_rr": 1.687751, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.594662, + "primary_prob": 50.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.391993, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.740208, + "range_504_ratio": 2.096371, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.550119, + "hold30_r": -1.0 + }, + { + "symbol": "FSLR", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.765258, + "strategy_rank": 99.27362, + "production_rank": 99.437499, + "structural_overlay_pass": false, + "structural_overlay_score": 94.465624, + "structural_overlay_rr": 1.684397, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.063165, + "primary_prob": 47.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 99.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.594748, + "raw_level_count": 95, + "gate_level_count": 95, + "range_504_log": 1.359082, + "range_504_ratio": 3.892617, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.027612, + "hold30_r": -1.0 + }, + { + "symbol": "GE", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.830986, + "strategy_rank": 77.47724, + "production_rank": 83.928489, + "structural_overlay_pass": false, + "structural_overlay_score": 79.732065, + "structural_overlay_rr": 1.715026, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.229396, + "primary_prob": 38.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.844093, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.661834, + "range_504_ratio": 1.938345, + "range_factor_pass": false, + "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": 80.28169, + "strategy_rank": 59.780321, + "production_rank": 66.614111, + "structural_overlay_pass": false, + "structural_overlay_score": 63.283405, + "structural_overlay_rr": 1.874831, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.804909, + "primary_prob": 32.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.707364, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.450975, + "range_504_ratio": 1.569842, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.72969, + "hold30_r": 0.324987 + }, + { + "symbol": "GWW", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.610329, + "strategy_rank": 82.25627, + "production_rank": 85.040956, + "structural_overlay_pass": false, + "structural_overlay_score": 80.788908, + "structural_overlay_rr": 0.824165, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.792022, + "primary_prob": 52.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.188034, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.729891, + "range_504_ratio": 2.074854, + "range_factor_pass": false, + "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": 94.953052, + "strategy_rank": 71.420298, + "production_rank": 79.264549, + "structural_overlay_pass": false, + "structural_overlay_score": 75.301322, + "structural_overlay_rr": 1.161541, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.737772, + "primary_prob": 54.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.106658, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.617124, + "range_504_ratio": 1.85359, + "range_factor_pass": false, + "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": 85.798122, + "strategy_rank": 69.367819, + "production_rank": 74.844587, + "structural_overlay_pass": false, + "structural_overlay_score": 71.102357, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "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": 46, + "gate_level_count": 46, + "range_504_log": 0.627562, + "range_504_ratio": 1.873039, + "range_factor_pass": false, + "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": 92.018779, + "strategy_rank": 85.736331, + "production_rank": 87.83048, + "structural_overlay_pass": false, + "structural_overlay_score": 83.438956, + "structural_overlay_rr": 1.991465, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.991465, + "primary_prob": 24.77, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.987198, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.546947, + "range_504_ratio": 1.727969, + "range_factor_pass": false, + "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": 90.962441, + "strategy_rank": 81.729915, + "production_rank": 84.807424, + "structural_overlay_pass": false, + "structural_overlay_score": 80.567053, + "structural_overlay_rr": 1.414151, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.498504, + "primary_prob": 46.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 73.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.247756, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.719319, + "range_504_ratio": 2.053035, + "range_factor_pass": false, + "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": 87.323944, + "strategy_rank": 69.97922, + "production_rank": 75.760794, + "structural_overlay_pass": false, + "structural_overlay_score": 71.972755, + "structural_overlay_rr": 1.113753, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.077881, + "primary_prob": 42.15, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.616822, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.510857, + "range_504_ratio": 1.666719, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.005798, + "hold30_r": -1.0 + }, + { + "symbol": "JCI", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.746479, + "strategy_rank": 72.746891, + "production_rank": 76.080087, + "structural_overlay_pass": false, + "structural_overlay_score": 72.276083, + "structural_overlay_rr": 0.924835, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.050949, + "primary_prob": 62.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.576424, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.585759, + "range_504_ratio": 1.796353, + "range_factor_pass": false, + "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": 88.380282, + "strategy_rank": 86.632005, + "production_rank": 87.214764, + "structural_overlay_pass": false, + "structural_overlay_score": 82.854026, + "structural_overlay_rr": 0.856337, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.86288, + "primary_prob": 35.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.294319, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.668874, + "range_504_ratio": 1.952038, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.813297, + "hold30_r": 1.49992 + }, + { + "symbol": "LII", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.507042, + "strategy_rank": 78.229871, + "production_rank": 80.322261, + "structural_overlay_pass": false, + "structural_overlay_score": 76.306148, + "structural_overlay_rr": 1.159234, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.159234, + "primary_prob": 43.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.738851, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.636761, + "range_504_ratio": 1.890347, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.090946, + "hold30_r": 3.116143 + }, + { + "symbol": "LLY", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.849765, + "strategy_rank": 70.871651, + "production_rank": 76.864356, + "structural_overlay_pass": false, + "structural_overlay_score": 73.021138, + "structural_overlay_rr": 1.198244, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.61118, + "primary_prob": 19.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.416771, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.75792, + "range_504_ratio": 2.133833, + "range_factor_pass": false, + "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": 89.43662, + "strategy_rank": 88.179404, + "production_rank": 88.598476, + "structural_overlay_pass": false, + "structural_overlay_score": 84.168552, + "structural_overlay_rr": 1.134379, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.860534, + "primary_prob": 53.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.290801, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.893059, + "range_504_ratio": 2.44259, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.810263, + "hold30_r": 2.240659 + }, + { + "symbol": "LVS", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.652582, + "strategy_rank": 87.256105, + "production_rank": 90.721597, + "structural_overlay_pass": false, + "structural_overlay_score": 86.185517, + "structural_overlay_rr": 1.960753, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.592842, + "primary_prob": 35.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.389263, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.820295, + "range_504_ratio": 2.271169, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.05324, + "hold30_r": -1.0 + }, + { + "symbol": "META", + "date": "2023-07-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 95.422535, + "strategy_rank": 95.109592, + "production_rank": 95.213906, + "structural_overlay_pass": true, + "structural_overlay_score": 95.453211, + "structural_overlay_rr": 2.127018, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.127018, + "primary_prob": 42.92, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 3.190528, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 1.473143, + "range_504_ratio": 4.362924, + "range_factor_pass": true, + "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": 88.14554, + "strategy_rank": 81.05785, + "production_rank": 83.420413, + "structural_overlay_pass": false, + "structural_overlay_score": 79.249393, + "structural_overlay_rr": 2.394477, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.033849, + "primary_prob": 25.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 3, + "primary_distance_atr": 3.050773, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.661411, + "range_504_ratio": 1.937524, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.979015, + "hold30_r": -1.0 + }, + { + "symbol": "MLM", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.568075, + "strategy_rank": 72.0925, + "production_rank": 75.917692, + "structural_overlay_pass": false, + "structural_overlay_score": 72.121807, + "structural_overlay_rr": 1.371559, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.1241, + "primary_prob": 41.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.686151, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.484625, + "range_504_ratio": 1.623566, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.047264, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.441315, + "strategy_rank": 84.780349, + "production_rank": 85.667337, + "structural_overlay_pass": true, + "structural_overlay_score": 86.38397, + "structural_overlay_rr": 2.382155, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.796857, + "primary_prob": 47.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.695285, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 1.017434, + "range_504_ratio": 2.766089, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.74108, + "hold30_r": 5.414516 + }, + { + "symbol": "MSI", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.455399, + "strategy_rank": 60.145243, + "production_rank": 67.248628, + "structural_overlay_pass": false, + "structural_overlay_score": 63.886197, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.689369, + "primary_prob": 55.73, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.034054, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.427984, + "range_504_ratio": 1.534162, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.088957, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.192488, + "strategy_rank": 95.059098, + "production_rank": 94.436895, + "structural_overlay_pass": false, + "structural_overlay_score": 89.71505, + "structural_overlay_rr": 1.173485, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.83072, + "primary_prob": 39.17, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 62.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.74608, + "raw_level_count": 98, + "gate_level_count": 98, + "range_504_log": 1.905456, + "range_504_ratio": 6.722474, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.805146, + "hold30_r": -1.0 + }, + { + "symbol": "NCLH", + "date": "2023-07-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.71831, + "strategy_rank": 94.897665, + "production_rank": 94.83788, + "structural_overlay_pass": false, + "structural_overlay_score": 90.095986, + "structural_overlay_rr": 1.859313, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.287417, + "primary_prob": 41.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 3.431126, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 1.04958, + "range_504_ratio": 2.85645, + "range_factor_pass": true, + "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": 98.70892, + "strategy_rank": 94.740272, + "production_rank": 96.063155, + "structural_overlay_pass": false, + "structural_overlay_score": 91.259997, + "structural_overlay_rr": 3.590656, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "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": 88, + "gate_level_count": 88, + "range_504_log": 1.4606, + "range_504_ratio": 4.308543, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.576635, + "hold30_r": -1.0 + }, + { + "symbol": "NUE", + "date": "2023-07-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.2723, + "strategy_rank": 84.353608, + "production_rank": 84.326505, + "structural_overlay_pass": false, + "structural_overlay_score": 80.11018, + "structural_overlay_rr": 2.826028, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.437748, + "primary_prob": 20.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 3.656621, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.761874, + "range_504_ratio": 2.142287, + "range_factor_pass": false, + "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": 92.13615, + "strategy_rank": 74.788045, + "production_rank": 80.570747, + "structural_overlay_pass": false, + "structural_overlay_score": 76.54221, + "structural_overlay_rr": 1.465131, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "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": 58, + "gate_level_count": 58, + "range_504_log": 0.741169, + "range_504_ratio": 2.098388, + "range_factor_pass": false, + "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": 81.690141, + "strategy_rank": 82.686611, + "production_rank": 82.354455, + "structural_overlay_pass": false, + "structural_overlay_score": 78.236732, + "structural_overlay_rr": 1.525059, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "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": 54, + "gate_level_count": 54, + "range_504_log": 0.773383, + "range_504_ratio": 2.167085, + "range_factor_pass": false, + "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": 96.126761, + "strategy_rank": 96.937444, + "production_rank": 96.667216, + "structural_overlay_pass": false, + "structural_overlay_score": 91.833856, + "structural_overlay_rr": 1.923966, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.956917, + "primary_prob": 31.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.935375, + "raw_level_count": 97, + "gate_level_count": 97, + "range_504_log": 1.612515, + "range_504_ratio": 5.015411, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.931253, + "hold30_r": -1.0 + }, + { + "symbol": "PTC", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.220657, + "strategy_rank": 62.861486, + "production_rank": 68.98121, + "structural_overlay_pass": false, + "structural_overlay_score": 65.532149, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.573216, + "primary_prob": 32.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.359825, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.465137, + "range_504_ratio": 1.592232, + "range_factor_pass": false, + "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": 99.530516, + "strategy_rank": 95.807193, + "production_rank": 97.048301, + "structural_overlay_pass": false, + "structural_overlay_score": 92.195886, + "structural_overlay_rr": 1.036683, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.022603, + "primary_prob": 32.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.533904, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 1.219072, + "range_504_ratio": 3.384046, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.973106, + "hold30_r": 0.772528 + }, + { + "symbol": "ROK", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.258216, + "strategy_rank": 79.269744, + "production_rank": 82.932568, + "structural_overlay_pass": false, + "structural_overlay_score": 78.78594, + "structural_overlay_rr": 1.095684, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.124495, + "primary_prob": 50.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.686742, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.624645, + "range_504_ratio": 1.867582, + "range_factor_pass": false, + "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": 86.502347, + "strategy_rank": 63.994266, + "production_rank": 71.49696, + "structural_overlay_pass": false, + "structural_overlay_score": 67.922112, + "structural_overlay_rr": 0.9955, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.004295, + "primary_prob": 64.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 68, + "primary_distance_atr": 1.506443, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.609282, + "range_504_ratio": 1.83911, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.928261, + "hold30_r": 3.531738 + }, + { + "symbol": "SLB", + "date": "2023-07-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.666667, + "strategy_rank": 90.794301, + "production_rank": 91.08509, + "structural_overlay_pass": false, + "structural_overlay_score": 86.530835, + "structural_overlay_rr": 2.603333, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.209803, + "primary_prob": 22.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 3.314705, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.885587, + "range_504_ratio": 2.424406, + "range_factor_pass": false, + "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": 84.741784, + "strategy_rank": 77.937516, + "production_rank": 80.205605, + "structural_overlay_pass": false, + "structural_overlay_score": 76.195325, + "structural_overlay_rr": 1.861112, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.724086, + "primary_prob": 42.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.086129, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.60719, + "range_504_ratio": 1.835268, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.664084, + "hold30_r": -1.0 + }, + { + "symbol": "STLD", + "date": "2023-07-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.488263, + "strategy_rank": 92.353025, + "production_rank": 92.398104, + "structural_overlay_pass": false, + "structural_overlay_score": 87.778199, + "structural_overlay_rr": 2.556628, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.535541, + "primary_prob": 24.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 16, + "primary_distance_atr": 3.803312, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.993266, + "range_504_ratio": 2.70004, + "range_factor_pass": false, + "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": 84.976526, + "strategy_rank": 80.244692, + "production_rank": 81.82197, + "structural_overlay_pass": false, + "structural_overlay_score": 77.730872, + "structural_overlay_rr": 2.125509, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.532192, + "primary_prob": 36.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.298289, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.587323, + "range_504_ratio": 1.799166, + "range_factor_pass": false, + "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": 82.981221, + "strategy_rank": 70.803482, + "production_rank": 74.862728, + "structural_overlay_pass": false, + "structural_overlay_score": 71.119592, + "structural_overlay_rr": 1.525865, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.506699, + "primary_prob": 52.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.260048, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.540198, + "range_504_ratio": 1.716346, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.426279, + "hold30_r": 1.44523 + }, + { + "symbol": "TTD", + "date": "2023-07-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 96.948357, + "strategy_rank": 97.372046, + "production_rank": 97.230817, + "structural_overlay_pass": true, + "structural_overlay_score": 97.369276, + "structural_overlay_rr": 2.222132, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.222132, + "primary_prob": 27.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 16, + "primary_distance_atr": 3.333198, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 1.073426, + "range_504_ratio": 2.925385, + "range_factor_pass": true, + "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": 97.887324, + "strategy_rank": 95.359534, + "production_rank": 96.202131, + "structural_overlay_pass": false, + "structural_overlay_score": 91.392024, + "structural_overlay_rr": 1.737847, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.769271, + "primary_prob": 37.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.653907, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.907253, + "range_504_ratio": 2.477507, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.726877, + "hold30_r": 0.295196 + }, + { + "symbol": "UHS", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.211268, + "strategy_rank": 74.612759, + "production_rank": 78.145595, + "structural_overlay_pass": false, + "structural_overlay_score": 74.238315, + "structural_overlay_rr": 1.632895, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.702667, + "primary_prob": 29.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.554001, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.693147, + "range_504_ratio": 2.0, + "range_factor_pass": false, + "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": 98.943662, + "strategy_rank": 98.136442, + "production_rank": 98.405515, + "structural_overlay_pass": false, + "structural_overlay_score": 93.485239, + "structural_overlay_rr": 1.902006, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.164815, + "primary_prob": 27.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 11, + "primary_distance_atr": 3.247223, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 1.311393, + "range_504_ratio": 3.71134, + "range_factor_pass": true, + "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": 85.446009, + "strategy_rank": 79.308694, + "production_rank": 81.354466, + "structural_overlay_pass": false, + "structural_overlay_score": 77.286742, + "structural_overlay_rr": 0.809452, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.724816, + "primary_prob": 33.37, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.587223, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.871843, + "range_504_ratio": 2.391314, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.672632, + "hold30_r": 1.326735 + }, + { + "symbol": "WYNN", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.122066, + "strategy_rank": 89.200668, + "production_rank": 92.174468, + "structural_overlay_pass": false, + "structural_overlay_score": 87.565744, + "structural_overlay_rr": 1.921312, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.826368, + "primary_prob": 31.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.739552, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.853482, + "range_504_ratio": 2.347809, + "range_factor_pass": false, + "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": 80.046948, + "strategy_rank": 70.435674, + "production_rank": 73.639432, + "structural_overlay_pass": false, + "structural_overlay_score": 69.957461, + "structural_overlay_rr": 1.317396, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.016642, + "primary_prob": 29.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 3.024963, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.83366, + "range_504_ratio": 2.301727, + "range_factor_pass": false, + "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": 86.267606, + "strategy_rank": 71.523155, + "production_rank": 76.437972, + "structural_overlay_pass": false, + "structural_overlay_score": 72.616073, + "structural_overlay_rr": 0.918195, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.377259, + "primary_prob": 39.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.065889, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.655113, + "range_504_ratio": 1.925361, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.303083, + "hold30_r": -1.0 + }, + { + "symbol": "ZBH", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.511737, + "strategy_rank": 59.514656, + "production_rank": 67.18035, + "structural_overlay_pass": false, + "structural_overlay_score": 63.821332, + "structural_overlay_rr": 1.481229, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.877003, + "primary_prob": 68.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 1.315505, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.499274, + "range_504_ratio": 1.647525, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.08217, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2023-07-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.630072, + "strategy_rank": 78.562479, + "production_rank": 83.918343, + "structural_overlay_pass": false, + "structural_overlay_score": 79.722426, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.921926, + "primary_prob": 33.26, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 8.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.382889, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.841898, + "range_504_ratio": 2.320768, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.850588, + "hold30_r": 3.803647 + }, + { + "symbol": "AJG", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.145585, + "strategy_rank": 58.873338, + "production_rank": 66.29742, + "structural_overlay_pass": false, + "structural_overlay_score": 62.982549, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.263657, + "primary_prob": 34.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.895486, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.487515, + "range_504_ratio": 1.628266, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.174182, + "hold30_r": 3.808743 + }, + { + "symbol": "AMAT", + "date": "2023-07-19", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.128878, + "strategy_rank": 82.818786, + "production_rank": 83.255484, + "structural_overlay_pass": false, + "structural_overlay_score": 79.092709, + "structural_overlay_rr": 2.150243, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.150243, + "primary_prob": 42.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 3.225364, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.853984, + "range_504_ratio": 2.348988, + "range_factor_pass": false, + "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": 84.9642, + "strategy_rank": 88.082083, + "production_rank": 87.042789, + "structural_overlay_pass": false, + "structural_overlay_score": 82.69065, + "structural_overlay_rr": 1.698969, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.698969, + "primary_prob": 25.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.548453, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 1.103182, + "range_504_ratio": 3.013742, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.033959, + "hold30_r": -1.0 + }, + { + "symbol": "AME", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.038186, + "strategy_rank": 63.905302, + "production_rank": 71.28293, + "structural_overlay_pass": false, + "structural_overlay_score": 67.718783, + "structural_overlay_rr": 1.594882, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 11, + "rr": 1.162335, + "primary_prob": 25.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.743503, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.426805, + "range_504_ratio": 1.532354, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.06592, + "hold30_r": -1.0 + }, + { + "symbol": "APD", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.429594, + "strategy_rank": 64.58643, + "production_rank": 69.867485, + "structural_overlay_pass": false, + "structural_overlay_score": 66.374111, + "structural_overlay_rr": 1.140443, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.139044, + "primary_prob": 60.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.708565, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.417545, + "range_504_ratio": 1.518229, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.201598, + "hold30_r": -1.123493 + }, + { + "symbol": "AXON", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.568019, + "strategy_rank": 94.747613, + "production_rank": 96.021082, + "structural_overlay_pass": false, + "structural_overlay_score": 91.220028, + "structural_overlay_rr": 1.118821, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.050071, + "primary_prob": 22.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 70.0, + "primary_rejection_count": 15, + "primary_distance_atr": 3.075107, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 1.025131, + "range_504_ratio": 2.787462, + "range_factor_pass": true, + "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": 89.379475, + "strategy_rank": 75.172775, + "production_rank": 79.908342, + "structural_overlay_pass": false, + "structural_overlay_score": 75.912925, + "structural_overlay_rr": 2.41888, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.381214, + "primary_prob": 25.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 3.571821, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.757854, + "range_504_ratio": 2.133693, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.315848, + "hold30_r": 3.172738 + }, + { + "symbol": "BIIB", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.947494, + "strategy_rank": 67.956103, + "production_rank": 74.6199, + "structural_overlay_pass": false, + "structural_overlay_score": 70.888905, + "structural_overlay_rr": 2.250373, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.942502, + "primary_prob": 50.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 74, + "primary_distance_atr": 1.413753, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.63127, + "range_504_ratio": 1.879996, + "range_factor_pass": false, + "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": 90.214797, + "strategy_rank": 64.721787, + "production_rank": 73.219457, + "structural_overlay_pass": false, + "structural_overlay_score": 69.558484, + "structural_overlay_rr": 0.827647, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.810448, + "primary_prob": 55.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.215672, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.44791, + "range_504_ratio": 1.565037, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.726317, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.181384, + "strategy_rank": 72.291255, + "production_rank": 80.254631, + "structural_overlay_pass": false, + "structural_overlay_score": 76.2419, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.463947, + "primary_prob": 18.54, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.195921, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.729554, + "range_504_ratio": 2.074155, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.372488, + "hold30_r": -1.0 + }, + { + "symbol": "CCL", + "date": "2023-07-19", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.675418, + "strategy_rank": 94.501364, + "production_rank": 94.226048, + "structural_overlay_pass": false, + "structural_overlay_score": 89.514746, + "structural_overlay_rr": 1.559094, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.618064, + "primary_prob": 38.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 3.927096, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 1.500251, + "range_504_ratio": 4.482815, + "range_factor_pass": true, + "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": 86.27685, + "strategy_rank": 72.643795, + "production_rank": 77.188146, + "structural_overlay_pass": false, + "structural_overlay_score": 73.328739, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "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": 50, + "gate_level_count": 50, + "range_504_log": 0.723795, + "range_504_ratio": 2.062245, + "range_factor_pass": false, + "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": 99.642005, + "strategy_rank": 99.713689, + "production_rank": 99.689794, + "structural_overlay_pass": false, + "structural_overlay_score": 94.705305, + "structural_overlay_rr": 5.731258, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "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": 120, + "gate_level_count": 120, + "range_504_log": 4.6649, + "range_504_ratio": 106.15493, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.01457, + "hold30_r": -1.0 + }, + { + "symbol": "DAL", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.100239, + "strategy_rank": 76.255881, + "production_rank": 78.204, + "structural_overlay_pass": false, + "structural_overlay_score": 74.2938, + "structural_overlay_rr": 0.744677, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.698603, + "primary_prob": 55.14, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.047904, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.604999, + "range_504_ratio": 1.83125, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.101741, + "hold30_r": -1.047904 + }, + { + "symbol": "DE", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.606205, + "strategy_rank": 77.188629, + "production_rank": 79.661155, + "structural_overlay_pass": false, + "structural_overlay_score": 75.678097, + "structural_overlay_rr": 0.947747, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.905578, + "primary_prob": 67.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.358367, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.45738, + "range_504_ratio": 1.57993, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.836251, + "hold30_r": -1.0 + }, + { + "symbol": "DXCM", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.107399, + "strategy_rank": 89.75375, + "production_rank": 91.5383, + "structural_overlay_pass": false, + "structural_overlay_score": 86.961385, + "structural_overlay_rr": 1.631325, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.631325, + "primary_prob": 31.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 82.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.446987, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.902047, + "range_504_ratio": 2.464643, + "range_factor_pass": false, + "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": 87.112172, + "strategy_rank": 77.514235, + "production_rank": 80.713547, + "structural_overlay_pass": false, + "structural_overlay_score": 76.67787, + "structural_overlay_rr": 1.907521, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.910809, + "primary_prob": 30.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.866213, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.519841, + "range_504_ratio": 1.68176, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.84291, + "hold30_r": -1.0 + }, + { + "symbol": "FCX", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.873508, + "strategy_rank": 85.632884, + "production_rank": 86.046426, + "structural_overlay_pass": false, + "structural_overlay_score": 81.744104, + "structural_overlay_rr": 2.107576, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.659866, + "primary_prob": 34.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.489799, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.740208, + "range_504_ratio": 2.096371, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.61434, + "hold30_r": -1.0 + }, + { + "symbol": "FSLR", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.403341, + "strategy_rank": 98.903767, + "production_rank": 99.070292, + "structural_overlay_pass": false, + "structural_overlay_score": 94.116777, + "structural_overlay_rr": 1.821368, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.749541, + "primary_prob": 37.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.624311, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 1.359082, + "range_504_ratio": 3.892617, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.715677, + "hold30_r": -1.0 + }, + { + "symbol": "GE", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.868735, + "strategy_rank": 75.015257, + "production_rank": 81.633083, + "structural_overlay_pass": false, + "structural_overlay_score": 77.551429, + "structural_overlay_rr": 0.792, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.777109, + "primary_prob": 27.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.665663, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.661834, + "range_504_ratio": 1.938345, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.696894, + "hold30_r": 1.613198 + }, + { + "symbol": "GWW", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.436754, + "strategy_rank": 83.584299, + "production_rank": 86.868451, + "structural_overlay_pass": false, + "structural_overlay_score": 82.525028, + "structural_overlay_rr": 1.384842, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.350181, + "primary_prob": 21.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.025272, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.729891, + "range_504_ratio": 2.074854, + "range_factor_pass": false, + "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": 94.391408, + "strategy_rank": 71.252557, + "production_rank": 78.965507, + "structural_overlay_pass": false, + "structural_overlay_score": 75.017232, + "structural_overlay_rr": 1.174835, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.615698, + "primary_prob": 17.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.423546, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.617124, + "range_504_ratio": 1.85359, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.532988, + "hold30_r": -1.466812 + }, + { + "symbol": "HWM", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.174224, + "strategy_rank": 67.864814, + "production_rank": 72.967951, + "structural_overlay_pass": false, + "structural_overlay_score": 69.319553, + "structural_overlay_rr": 1.255936, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.786373, + "primary_prob": 52.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.17956, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.627562, + "range_504_ratio": 1.873039, + "range_factor_pass": false, + "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": 91.527446, + "strategy_rank": 85.569212, + "production_rank": 87.55529, + "structural_overlay_pass": false, + "structural_overlay_score": 83.177526, + "structural_overlay_rr": 1.345342, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.842542, + "primary_prob": 27.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 79.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.763813, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.546947, + "range_504_ratio": 1.727969, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.78725, + "hold30_r": 2.792957 + }, + { + "symbol": "ISRG", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.959427, + "strategy_rank": 81.678742, + "production_rank": 85.43897, + "structural_overlay_pass": false, + "structural_overlay_score": 81.167022, + "structural_overlay_rr": 1.128409, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.207743, + "primary_prob": 52.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 71.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.811615, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.719319, + "range_504_ratio": 2.053035, + "range_factor_pass": false, + "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": 82.935561, + "strategy_rank": 72.269178, + "production_rank": 75.824639, + "structural_overlay_pass": false, + "structural_overlay_score": 72.033407, + "structural_overlay_rr": 1.470048, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.746433, + "primary_prob": 72.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.119649, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.585759, + "range_504_ratio": 1.796353, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.087334, + "hold30_r": -1.0 + }, + { + "symbol": "LII", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.441527, + "strategy_rank": 78.844783, + "production_rank": 81.043698, + "structural_overlay_pass": false, + "structural_overlay_score": 76.991513, + "structural_overlay_rr": 1.201828, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.201828, + "primary_prob": 42.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.802742, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.636761, + "range_504_ratio": 1.890347, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.131352, + "hold30_r": 4.127331 + }, + { + "symbol": "LLY", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.930788, + "strategy_rank": 73.187266, + "production_rank": 79.101773, + "structural_overlay_pass": false, + "structural_overlay_score": 75.146684, + "structural_overlay_rr": 1.107474, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.717032, + "primary_prob": 43.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.075547, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.75792, + "range_504_ratio": 2.133833, + "range_factor_pass": false, + "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": 81.742243, + "strategy_rank": 83.112428, + "production_rank": 82.6557, + "structural_overlay_pass": false, + "structural_overlay_score": 78.522915, + "structural_overlay_rr": 2.73579, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.333688, + "primary_prob": 29.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 17, + "primary_distance_atr": 3.500531, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.893059, + "range_504_ratio": 2.44259, + "range_factor_pass": false, + "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": 80.071599, + "strategy_rank": 77.478691, + "production_rank": 78.342994, + "structural_overlay_pass": false, + "structural_overlay_score": 74.425844, + "structural_overlay_rr": 1.667441, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.684404, + "primary_prob": 60.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.026606, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.658366, + "range_504_ratio": 1.931633, + "range_factor_pass": false, + "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": 96.539379, + "strategy_rank": 86.220423, + "production_rank": 89.660075, + "structural_overlay_pass": false, + "structural_overlay_score": 85.177071, + "structural_overlay_rr": 1.778001, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.668806, + "primary_prob": 52.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.00321, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.820295, + "range_504_ratio": 2.271169, + "range_factor_pass": false, + "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": 82.577566, + "strategy_rank": 61.59001, + "production_rank": 68.585862, + "structural_overlay_pass": false, + "structural_overlay_score": 65.156569, + "structural_overlay_rr": 1.910842, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.844587, + "primary_prob": 37.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.26688, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.834183, + "range_504_ratio": 2.302931, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.761345, + "hold30_r": -1.0 + }, + { + "symbol": "META", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.033413, + "strategy_rank": 94.073389, + "production_rank": 94.060064, + "structural_overlay_pass": false, + "structural_overlay_score": 89.35706, + "structural_overlay_rr": 1.665197, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.917843, + "primary_prob": 45.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.876764, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 1.473143, + "range_504_ratio": 4.362924, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.053093, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.367542, + "strategy_rank": 82.485851, + "production_rank": 83.113081, + "structural_overlay_pass": false, + "structural_overlay_score": 78.957427, + "structural_overlay_rr": 1.95856, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.706834, + "primary_prob": 45.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 85.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.560252, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 1.017434, + "range_504_ratio": 2.766089, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.649299, + "hold30_r": 4.954414 + }, + { + "symbol": "MSI", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.787589, + "strategy_rank": 59.908456, + "production_rank": 66.868167, + "structural_overlay_pass": false, + "structural_overlay_score": 63.524758, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.10037, + "primary_prob": 27.93, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 8.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.650555, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.427984, + "range_504_ratio": 1.534162, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.094316, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2023-07-19", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 85.799523, + "strategy_rank": 89.881094, + "production_rank": 88.520571, + "structural_overlay_pass": false, + "structural_overlay_score": 84.094542, + "structural_overlay_rr": 1.599101, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 3.33512, + "primary_prob": 33.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 5.00268, + "raw_level_count": 98, + "gate_level_count": 98, + "range_504_log": 1.905456, + "range_504_ratio": 6.722474, + "range_factor_pass": true, + "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": 92.4821, + "strategy_rank": 93.201756, + "production_rank": 92.961871, + "structural_overlay_pass": true, + "structural_overlay_score": 93.313777, + "structural_overlay_rr": 2.451294, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.713774, + "primary_prob": 48.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.570661, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 1.04958, + "range_504_ratio": 2.85645, + "range_factor_pass": true, + "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": 98.329356, + "strategy_rank": 94.794835, + "production_rank": 95.973008, + "structural_overlay_pass": true, + "structural_overlay_score": 96.174358, + "structural_overlay_rr": 2.42768, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.485735, + "primary_prob": 39.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 21, + "primary_distance_atr": 3.728602, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 1.4606, + "range_504_ratio": 4.308543, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.569793, + "hold30_r": -1.522274 + }, + { + "symbol": "OMC", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.186158, + "strategy_rank": 77.766025, + "production_rank": 81.239402, + "structural_overlay_pass": false, + "structural_overlay_score": 77.177432, + "structural_overlay_rr": 2.234605, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.18505, + "primary_prob": 27.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 3.277574, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.481497, + "range_504_ratio": 1.618496, + "range_factor_pass": false, + "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": 96.778043, + "strategy_rank": 78.101773, + "production_rank": 84.327196, + "structural_overlay_pass": false, + "structural_overlay_score": 80.110836, + "structural_overlay_rr": 0.772766, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.772766, + "primary_prob": 39.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.159149, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.741169, + "range_504_ratio": 2.098388, + "range_factor_pass": false, + "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": 90.453461, + "strategy_rank": 88.674565, + "production_rank": 89.26753, + "structural_overlay_pass": false, + "structural_overlay_score": 84.804154, + "structural_overlay_rr": 1.241424, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.878367, + "primary_prob": 49.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.317551, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.773383, + "range_504_ratio": 2.167085, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.046002, + "hold30_r": -1.0 + }, + { + "symbol": "PCG", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.465394, + "strategy_rank": 70.754347, + "production_rank": 78.991363, + "structural_overlay_pass": false, + "structural_overlay_score": 75.041795, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.834492, + "primary_prob": 35.06, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.251739, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.791872, + "range_504_ratio": 2.207524, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.065795, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2023-07-19", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 97.374702, + "strategy_rank": 97.840863, + "production_rank": 97.685476, + "structural_overlay_pass": false, + "structural_overlay_score": 92.801202, + "structural_overlay_rr": 1.506159, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.249103, + "primary_prob": 33.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 62.0, + "primary_rejection_count": 17, + "primary_distance_atr": 3.373654, + "raw_level_count": 98, + "gate_level_count": 98, + "range_504_log": 1.612515, + "range_504_ratio": 5.015411, + "range_factor_pass": true, + "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": 83.890215, + "strategy_rank": 64.22315, + "production_rank": 70.778839, + "structural_overlay_pass": false, + "structural_overlay_score": 67.239897, + "structural_overlay_rr": 1.905299, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.752849, + "primary_prob": 54.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.129273, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.465137, + "range_504_ratio": 1.592232, + "range_factor_pass": false, + "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": 99.164678, + "strategy_rank": 94.700989, + "production_rank": 96.188885, + "structural_overlay_pass": false, + "structural_overlay_score": 91.379441, + "structural_overlay_rr": 1.064737, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.049919, + "primary_prob": 31.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.574879, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 1.219072, + "range_504_ratio": 3.384046, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.997779, + "hold30_r": -0.123258 + }, + { + "symbol": "REGN", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.515513, + "strategy_rank": 73.096573, + "production_rank": 77.569553, + "structural_overlay_pass": false, + "structural_overlay_score": 73.691076, + "structural_overlay_rr": 1.770649, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.680253, + "primary_prob": 34.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 84, + "primary_distance_atr": 2.520379, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.442604, + "range_504_ratio": 1.556755, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.614845, + "hold30_r": 5.273476 + }, + { + "symbol": "ROK", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.663484, + "strategy_rank": 77.385868, + "production_rank": 81.145073, + "structural_overlay_pass": false, + "structural_overlay_score": 77.08782, + "structural_overlay_rr": 0.677879, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.707663, + "primary_prob": 63.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.061494, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.624645, + "range_504_ratio": 1.867582, + "range_factor_pass": false, + "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": 82.338902, + "strategy_rank": 61.494374, + "production_rank": 68.44255, + "structural_overlay_pass": false, + "structural_overlay_score": 65.020423, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.235275, + "primary_prob": 57.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 67, + "primary_distance_atr": 1.852912, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.609282, + "range_504_ratio": 1.83911, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.157119, + "hold30_r": 3.133295 + }, + { + "symbol": "SLB", + "date": "2023-07-19", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.76611, + "strategy_rank": 90.629134, + "production_rank": 91.008126, + "structural_overlay_pass": false, + "structural_overlay_score": 86.45772, + "structural_overlay_rr": 2.484244, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.061602, + "primary_prob": 24.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 3.092403, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.885587, + "range_504_ratio": 2.424406, + "range_factor_pass": false, + "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": 99.880668, + "strategy_rank": 99.666468, + "production_rank": 99.737868, + "structural_overlay_pass": false, + "structural_overlay_score": 94.750975, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "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": 99, + "gate_level_count": 99, + "range_504_log": 2.285413, + "range_504_ratio": 9.829749, + "range_factor_pass": true, + "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": 92.720764, + "strategy_rank": 92.225963, + "production_rank": 92.390897, + "structural_overlay_pass": false, + "structural_overlay_score": 87.771352, + "structural_overlay_rr": 1.768353, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.356528, + "primary_prob": 32.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 62.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.034791, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.993266, + "range_504_ratio": 2.70004, + "range_factor_pass": false, + "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": 95.942721, + "strategy_rank": 82.409905, + "production_rank": 86.920843, + "structural_overlay_pass": false, + "structural_overlay_score": 82.574801, + "structural_overlay_rr": 1.757022, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.737309, + "primary_prob": 58.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.105964, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 0.87432, + "range_504_ratio": 2.397244, + "range_factor_pass": false, + "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": 81.264916, + "strategy_rank": 77.528299, + "production_rank": 78.773838, + "structural_overlay_pass": false, + "structural_overlay_score": 74.835146, + "structural_overlay_rr": 2.08138, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.636602, + "primary_prob": 31.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 81.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.454903, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.587323, + "range_504_ratio": 1.799166, + "range_factor_pass": false, + "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": 87.589499, + "strategy_rank": 73.776935, + "production_rank": 78.381123, + "structural_overlay_pass": false, + "structural_overlay_score": 74.462067, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.910818, + "primary_prob": 67.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.366226, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.540198, + "range_504_ratio": 1.716346, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.828883, + "hold30_r": 2.1085 + }, + { + "symbol": "TTD", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.704057, + "strategy_rank": 96.457126, + "production_rank": 96.206103, + "structural_overlay_pass": true, + "structural_overlay_score": 96.395798, + "structural_overlay_rr": 2.389188, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.918983, + "primary_prob": 34.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.878475, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 1.073426, + "range_504_ratio": 2.925385, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.038148, + "hold30_r": -1.0 + }, + { + "symbol": "UBER", + "date": "2023-07-19", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.090692, + "strategy_rank": 95.484913, + "production_rank": 96.353506, + "structural_overlay_pass": false, + "structural_overlay_score": 91.535831, + "structural_overlay_rr": 0.775614, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.002759, + "primary_prob": 26.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 7, + "primary_distance_atr": 3.004138, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.8989, + "range_504_ratio": 2.456899, + "range_factor_pass": false, + "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": 88.424821, + "strategy_rank": 75.968803, + "production_rank": 80.120809, + "structural_overlay_pass": false, + "structural_overlay_score": 76.114769, + "structural_overlay_rr": 1.114899, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.795289, + "primary_prob": 56.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.192934, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.693147, + "range_504_ratio": 2.0, + "range_factor_pass": false, + "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": 90.692124, + "strategy_rank": 90.520201, + "production_rank": 90.577509, + "structural_overlay_pass": false, + "structural_overlay_score": 86.048633, + "structural_overlay_rr": 1.009945, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.742782, + "primary_prob": 55.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.114172, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.737499, + "range_504_ratio": 2.0907, + "range_factor_pass": false, + "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": 98.806683, + "strategy_rank": 97.986106, + "production_rank": 98.259632, + "structural_overlay_pass": false, + "structural_overlay_score": 93.34665, + "structural_overlay_rr": 1.810748, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.370717, + "primary_prob": 40.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.056075, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 1.311393, + "range_504_ratio": 3.71134, + "range_factor_pass": true, + "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": 92.004773, + "strategy_rank": 83.689056, + "production_rank": 86.460961, + "structural_overlay_pass": false, + "structural_overlay_score": 82.137913, + "structural_overlay_rr": 2.130314, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.147693, + "primary_prob": 42.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 3.221539, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.871843, + "range_504_ratio": 2.391314, + "range_factor_pass": false, + "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": 97.732697, + "strategy_rank": 88.055745, + "production_rank": 91.281396, + "structural_overlay_pass": false, + "structural_overlay_score": 86.717326, + "structural_overlay_rr": 1.066903, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.670453, + "primary_prob": 61.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.00568, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.853482, + "range_504_ratio": 2.347809, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.618696, + "hold30_r": -1.0 + }, + { + "symbol": "XYL", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.902148, + "strategy_rank": 73.267218, + "production_rank": 78.478861, + "structural_overlay_pass": false, + "structural_overlay_score": 74.554918, + "structural_overlay_rr": 1.443799, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.588883, + "primary_prob": 35.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.383325, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.655113, + "range_504_ratio": 1.925361, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.506608, + "hold30_r": -1.0 + }, + { + "symbol": "ZBH", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.202864, + "strategy_rank": 61.392005, + "production_rank": 69.328958, + "structural_overlay_pass": false, + "structural_overlay_score": 65.86251, + "structural_overlay_rr": 1.561189, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.469795, + "primary_prob": 37.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.204693, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.499274, + "range_504_ratio": 1.647525, + "range_factor_pass": false, + "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": 84.769776, + "strategy_rank": 88.561458, + "production_rank": 87.297564, + "structural_overlay_pass": false, + "structural_overlay_score": 82.932686, + "structural_overlay_rr": 1.932307, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.991352, + "primary_prob": 41.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 59.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.487028, + "raw_level_count": 93, + "gate_level_count": 93, + "range_504_log": 1.455416, + "range_504_ratio": 4.286266, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.95091, + "hold30_r": 0.06426 + }, + { + "symbol": "AMAT", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.297521, + "strategy_rank": 83.107204, + "production_rank": 83.503976, + "structural_overlay_pass": false, + "structural_overlay_score": 79.328778, + "structural_overlay_rr": 1.241707, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.576104, + "primary_prob": 23.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 3.864156, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.853984, + "range_504_ratio": 2.348988, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.526809, + "hold30_r": 1.632892 + }, + { + "symbol": "AME", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.533648, + "strategy_rank": 62.141752, + "production_rank": 69.605717, + "structural_overlay_pass": false, + "structural_overlay_score": 66.125431, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.840345, + "primary_prob": 35.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.260517, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.426805, + "range_504_ratio": 1.532354, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.734335, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.735537, + "strategy_rank": 91.953392, + "production_rank": 91.880774, + "structural_overlay_pass": false, + "structural_overlay_score": 87.286735, + "structural_overlay_rr": 1.675772, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.890935, + "primary_prob": 38.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.336403, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.738803, + "range_504_ratio": 2.093427, + "range_factor_pass": false, + "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": 98.229044, + "strategy_rank": 95.050083, + "production_rank": 96.109737, + "structural_overlay_pass": false, + "structural_overlay_score": 91.30425, + "structural_overlay_rr": 2.39128, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.387621, + "primary_prob": 25.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 3.581431, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 1.025131, + "range_504_ratio": 2.787462, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.339, + "hold30_r": 4.863657 + }, + { + "symbol": "BA", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.644628, + "strategy_rank": 74.989049, + "production_rank": 77.540909, + "structural_overlay_pass": false, + "structural_overlay_score": 73.663863, + "structural_overlay_rr": 0.966927, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "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": 60, + "gate_level_count": 60, + "range_504_log": 0.757854, + "range_504_ratio": 2.133693, + "range_factor_pass": false, + "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": 89.020071, + "strategy_rank": 68.285781, + "production_rank": 75.197211, + "structural_overlay_pass": false, + "structural_overlay_score": 71.43735, + "structural_overlay_rr": 2.074609, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.11881, + "primary_prob": 28.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 74, + "primary_distance_atr": 3.178215, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.63127, + "range_504_ratio": 1.879996, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.057122, + "hold30_r": -0.421014 + }, + { + "symbol": "BLDR", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.465171, + "strategy_rank": 94.225973, + "production_rank": 95.639039, + "structural_overlay_pass": false, + "structural_overlay_score": 90.857087, + "structural_overlay_rr": 1.300068, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.799778, + "primary_prob": 51.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.199668, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 1.243922, + "range_504_ratio": 3.469193, + "range_factor_pass": true, + "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": 88.783943, + "strategy_rank": 63.95088, + "production_rank": 72.228568, + "structural_overlay_pass": false, + "structural_overlay_score": 68.61714, + "structural_overlay_rr": 0.972803, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.685087, + "primary_prob": 60.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.02763, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.44791, + "range_504_ratio": 1.565037, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.609383, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.749705, + "strategy_rank": 71.865783, + "production_rank": 79.82709, + "structural_overlay_pass": false, + "structural_overlay_score": 75.835736, + "structural_overlay_rr": 1.23342, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.090186, + "primary_prob": 34.21, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 38.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.635279, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.729554, + "range_504_ratio": 2.074155, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.001744, + "hold30_r": -1.0 + }, + { + "symbol": "CCL", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.985832, + "strategy_rank": 96.130012, + "production_rank": 96.081952, + "structural_overlay_pass": false, + "structural_overlay_score": 91.277854, + "structural_overlay_rr": 1.775445, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.775352, + "primary_prob": 47.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.663028, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 1.500251, + "range_504_ratio": 4.482815, + "range_factor_pass": true, + "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": 82.290437, + "strategy_rank": 76.649242, + "production_rank": 78.52964, + "structural_overlay_pass": false, + "structural_overlay_score": 74.603158, + "structural_overlay_rr": 1.562222, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.927898, + "primary_prob": 34.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.391848, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.628888, + "range_504_ratio": 1.875524, + "range_factor_pass": false, + "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": 93.152302, + "strategy_rank": 79.623573, + "production_rank": 84.133149, + "structural_overlay_pass": false, + "structural_overlay_score": 79.926492, + "structural_overlay_rr": 0.95323, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.018863, + "primary_prob": 32.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.528295, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.597628, + "range_504_ratio": 1.817802, + "range_factor_pass": false, + "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": 85.005903, + "strategy_rank": 61.023567, + "production_rank": 69.017679, + "structural_overlay_pass": false, + "structural_overlay_score": 65.566795, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.47444, + "primary_prob": 25.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.21166, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.538535, + "range_504_ratio": 1.713494, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.378, + "hold30_r": -1.0 + }, + { + "symbol": "CPRT", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.318772, + "strategy_rank": 68.240808, + "production_rank": 75.60013, + "structural_overlay_pass": false, + "structural_overlay_score": 71.820123, + "structural_overlay_rr": 0.92081, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.903315, + "primary_prob": 35.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.354972, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.617774, + "range_504_ratio": 1.854795, + "range_factor_pass": false, + "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": 89.374262, + "strategy_rank": 77.968344, + "production_rank": 81.770317, + "structural_overlay_pass": false, + "structural_overlay_score": 77.681801, + "structural_overlay_rr": 1.137735, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.578007, + "primary_prob": 35.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.36701, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.723795, + "range_504_ratio": 2.062245, + "range_factor_pass": false, + "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": 99.409681, + "strategy_rank": 99.551441, + "production_rank": 99.504188, + "structural_overlay_pass": false, + "structural_overlay_score": 94.528978, + "structural_overlay_rr": 1.738941, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.81443, + "primary_prob": 38.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.221645, + "raw_level_count": 120, + "gate_level_count": 120, + "range_504_log": 4.6649, + "range_504_ratio": 106.15493, + "range_factor_pass": true, + "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": 85.950413, + "strategy_rank": 79.42324, + "production_rank": 81.598964, + "structural_overlay_pass": false, + "structural_overlay_score": 77.519016, + "structural_overlay_rr": 1.412994, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.933644, + "primary_prob": 36.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.400466, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.604999, + "range_504_ratio": 1.83125, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.051477, + "hold30_r": -1.0 + }, + { + "symbol": "DE", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.401417, + "strategy_rank": 73.630815, + "production_rank": 75.887682, + "structural_overlay_pass": false, + "structural_overlay_score": 72.093298, + "structural_overlay_rr": 1.135992, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.123516, + "primary_prob": 59.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 94.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.685274, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.460943, + "range_504_ratio": 1.585568, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.066237, + "hold30_r": -1.0 + }, + { + "symbol": "DXCM", + "date": "2023-07-26", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.506494, + "strategy_rank": 88.988114, + "production_rank": 90.494241, + "structural_overlay_pass": false, + "structural_overlay_score": 85.969529, + "structural_overlay_rr": 1.538192, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.205054, + "primary_prob": 23.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 82.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.307582, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.902047, + "range_504_ratio": 2.464643, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.051186, + "hold30_r": -1.0 + }, + { + "symbol": "EG", + "date": "2023-07-26", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.582054, + "strategy_rank": 73.715212, + "production_rank": 76.337493, + "structural_overlay_pass": false, + "structural_overlay_score": 72.520618, + "structural_overlay_rr": 2.166473, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.03388, + "primary_prob": 34.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 20, + "primary_distance_atr": 3.050819, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.496236, + "range_504_ratio": 1.642527, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.064279, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.340024, + "strategy_rank": 83.480419, + "production_rank": 87.766954, + "structural_overlay_pass": false, + "structural_overlay_score": 83.378606, + "structural_overlay_rr": 0.715581, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.715581, + "primary_prob": 56.43, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 11.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.073371, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.700154, + "range_504_ratio": 2.014063, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.630364, + "hold30_r": 7.519508 + }, + { + "symbol": "ETN", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.547816, + "strategy_rank": 75.976404, + "production_rank": 80.166875, + "structural_overlay_pass": false, + "structural_overlay_score": 76.158531, + "structural_overlay_rr": 1.588808, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.185153, + "primary_prob": 25.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.77773, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.547673, + "range_504_ratio": 1.729224, + "range_factor_pass": false, + "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": 87.72137, + "strategy_rank": 87.62404, + "production_rank": 87.656483, + "structural_overlay_pass": false, + "structural_overlay_score": 83.273659, + "structural_overlay_rr": 0.682247, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.62149, + "primary_prob": 42.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.432234, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.740208, + "range_504_ratio": 2.096371, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.146188, + "hold30_r": -1.103785 + }, + { + "symbol": "FIX", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.520661, + "strategy_rank": 93.988844, + "production_rank": 95.166117, + "structural_overlay_pass": false, + "structural_overlay_score": 90.407811, + "structural_overlay_rr": 1.091468, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.091468, + "primary_prob": 26.78, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.637202, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.929427, + "range_504_ratio": 2.533058, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.058975, + "hold30_r": -1.0 + }, + { + "symbol": "FSLR", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.645809, + "strategy_rank": 99.116024, + "production_rank": 99.292619, + "structural_overlay_pass": false, + "structural_overlay_score": 94.327988, + "structural_overlay_rr": 1.967484, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.982632, + "primary_prob": 34.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.973947, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 1.359082, + "range_504_ratio": 3.892617, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.94654, + "hold30_r": -1.0 + }, + { + "symbol": "GILD", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.637544, + "strategy_rank": 60.403878, + "production_rank": 67.148434, + "structural_overlay_pass": false, + "structural_overlay_score": 63.791012, + "structural_overlay_rr": 1.339557, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.269365, + "primary_prob": 42.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 1.904047, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.450975, + "range_504_ratio": 1.569842, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.200738, + "hold30_r": -1.0 + }, + { + "symbol": "GWW", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.742621, + "strategy_rank": 83.146336, + "production_rank": 86.678431, + "structural_overlay_pass": false, + "structural_overlay_score": 82.34451, + "structural_overlay_rr": 1.769958, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.864102, + "primary_prob": 37.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.296152, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.729891, + "range_504_ratio": 2.074854, + "range_factor_pass": false, + "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": 91.971665, + "strategy_rank": 68.055077, + "production_rank": 76.027273, + "structural_overlay_pass": false, + "structural_overlay_score": 72.225909, + "structural_overlay_rr": 0.949269, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.940331, + "primary_prob": 47.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 84.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.410497, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.617124, + "range_504_ratio": 1.85359, + "range_factor_pass": false, + "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": 95.395514, + "strategy_rank": 85.893467, + "production_rank": 89.060816, + "structural_overlay_pass": false, + "structural_overlay_score": 84.607775, + "structural_overlay_rr": 1.37548, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.163118, + "primary_prob": 33.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.744677, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.692089, + "range_504_ratio": 1.997885, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.111013, + "hold30_r": 1.262286 + }, + { + "symbol": "IBKR", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.082645, + "strategy_rank": 84.435943, + "production_rank": 86.318177, + "structural_overlay_pass": false, + "structural_overlay_score": 82.002268, + "structural_overlay_rr": 1.582792, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.582792, + "primary_prob": 30.93, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.374188, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.546947, + "range_504_ratio": 1.727969, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.524946, + "hold30_r": 2.516234 + }, + { + "symbol": "ISRG", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.027155, + "strategy_rank": 81.669538, + "production_rank": 84.788744, + "structural_overlay_pass": false, + "structural_overlay_score": 80.549307, + "structural_overlay_rr": 1.655195, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.372891, + "primary_prob": 23.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 89.0, + "primary_rejection_count": 27, + "primary_distance_atr": 3.559337, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.719319, + "range_504_ratio": 2.053035, + "range_factor_pass": false, + "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": 84.061393, + "strategy_rank": 68.136261, + "production_rank": 73.444639, + "structural_overlay_pass": false, + "structural_overlay_score": 69.772407, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.589097, + "primary_prob": 16.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.383646, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.534651, + "range_504_ratio": 1.706852, + "range_factor_pass": false, + "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": 97.756789, + "strategy_rank": 79.10113, + "production_rank": 85.319683, + "structural_overlay_pass": false, + "structural_overlay_score": 81.053699, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.720364, + "primary_prob": 43.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.080545, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.859373, + "range_504_ratio": 2.36168, + "range_factor_pass": false, + "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": 80.165289, + "strategy_rank": 69.225243, + "production_rank": 72.871925, + "structural_overlay_pass": false, + "structural_overlay_score": 69.228329, + "structural_overlay_rr": 1.14534, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.255595, + "primary_prob": 42.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.883393, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.585759, + "range_504_ratio": 1.796353, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.090508, + "hold30_r": -1.0 + }, + { + "symbol": "LEN", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.49941, + "strategy_rank": 76.452414, + "production_rank": 81.468079, + "structural_overlay_pass": false, + "structural_overlay_score": 77.394675, + "structural_overlay_rr": 1.504699, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.062912, + "primary_prob": 28.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.594369, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.756346, + "range_504_ratio": 2.130476, + "range_factor_pass": false, + "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": 86.422668, + "strategy_rank": 77.598341, + "production_rank": 80.539784, + "structural_overlay_pass": false, + "structural_overlay_score": 76.512794, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.047086, + "primary_prob": 46.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.57063, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.636761, + "range_504_ratio": 1.890347, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.974248, + "hold30_r": 5.323231 + }, + { + "symbol": "LLY", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.728453, + "strategy_rank": 71.608504, + "production_rank": 77.648487, + "structural_overlay_pass": false, + "structural_overlay_score": 73.766063, + "structural_overlay_rr": 1.138683, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.749122, + "primary_prob": 44.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.123683, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.75792, + "range_504_ratio": 2.133833, + "range_factor_pass": false, + "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": 83.471074, + "strategy_rank": 84.436819, + "production_rank": 84.114904, + "structural_overlay_pass": false, + "structural_overlay_score": 79.909159, + "structural_overlay_rr": 0.750187, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "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": 56, + "gate_level_count": 56, + "range_504_log": 0.893059, + "range_504_ratio": 2.44259, + "range_factor_pass": false, + "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": 94.33294, + "strategy_rank": 86.386415, + "production_rank": 89.035256, + "structural_overlay_pass": false, + "structural_overlay_score": 84.583494, + "structural_overlay_rr": 1.012582, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.857945, + "primary_prob": 53.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.286917, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.820295, + "range_504_ratio": 2.271169, + "range_factor_pass": false, + "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": 81.109799, + "strategy_rank": 60.981807, + "production_rank": 67.691137, + "structural_overlay_pass": false, + "structural_overlay_score": 64.306581, + "structural_overlay_rr": 1.658364, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.641025, + "primary_prob": 19.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.461537, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.803731, + "range_504_ratio": 2.23386, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.558851, + "hold30_r": 1.509 + }, + { + "symbol": "META", + "date": "2023-07-26", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 96.930342, + "strategy_rank": 96.155127, + "production_rank": 96.413532, + "structural_overlay_pass": false, + "structural_overlay_score": 91.592855, + "structural_overlay_rr": 0.804894, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.412562, + "primary_prob": 24.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 3.618842, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 1.473143, + "range_504_ratio": 4.362924, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.045532, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.880756, + "strategy_rank": 81.691441, + "production_rank": 82.087879, + "structural_overlay_pass": false, + "structural_overlay_score": 77.983485, + "structural_overlay_rr": 0.757583, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.95678, + "primary_prob": 25.22, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.93517, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 0.954129, + "range_504_ratio": 2.596409, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.896623, + "hold30_r": 4.739654 + }, + { + "symbol": "MRK", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.054309, + "strategy_rank": 61.99632, + "production_rank": 68.682317, + "structural_overlay_pass": false, + "structural_overlay_score": 65.248201, + "structural_overlay_rr": 1.426818, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.439899, + "primary_prob": 38.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 63, + "primary_distance_atr": 2.159849, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.523441, + "range_504_ratio": 1.687826, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.367842, + "hold30_r": 0.269021 + }, + { + "symbol": "MSTR", + "date": "2023-07-26", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 85.596222, + "strategy_rank": 89.740677, + "production_rank": 88.359192, + "structural_overlay_pass": true, + "structural_overlay_score": 88.941232, + "structural_overlay_rr": 2.012334, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 3.874809, + "primary_prob": 30.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 5.812213, + "raw_level_count": 100, + "gate_level_count": 100, + "range_504_log": 1.905456, + "range_504_ratio": 6.722474, + "range_factor_pass": true, + "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": 95.041322, + "strategy_rank": 94.903484, + "production_rank": 94.94943, + "structural_overlay_pass": false, + "structural_overlay_score": 90.201959, + "structural_overlay_rr": 1.551596, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.660542, + "primary_prob": 49.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.490813, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 1.04958, + "range_504_ratio": 2.85645, + "range_factor_pass": true, + "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": 97.992916, + "strategy_rank": 94.460766, + "production_rank": 95.638149, + "structural_overlay_pass": false, + "structural_overlay_score": 90.856242, + "structural_overlay_rr": 1.271811, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.054456, + "primary_prob": 33.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.581683, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 1.4606, + "range_504_ratio": 4.308543, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.130875, + "hold30_r": -1.091443 + }, + { + "symbol": "NVDA", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.173554, + "strategy_rank": 98.50276, + "production_rank": 98.726358, + "structural_overlay_pass": false, + "structural_overlay_score": 93.79004, + "structural_overlay_rr": 1.15721, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.74868, + "primary_prob": 54.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.123019, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 1.492603, + "range_504_ratio": 4.448659, + "range_factor_pass": true, + "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": 85.242031, + "strategy_rank": 76.206524, + "production_rank": 79.21836, + "structural_overlay_pass": false, + "structural_overlay_score": 75.257442, + "structural_overlay_rr": 2.182745, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.985076, + "primary_prob": 29.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.977614, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.481497, + "range_504_ratio": 1.618496, + "range_factor_pass": false, + "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": 90.5549, + "strategy_rank": 90.632246, + "production_rank": 90.606464, + "structural_overlay_pass": false, + "structural_overlay_score": 86.076141, + "structural_overlay_rr": 1.268487, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.928699, + "primary_prob": 47.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.393048, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 1.107383, + "range_504_ratio": 3.026429, + "range_factor_pass": true, + "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": 93.978749, + "strategy_rank": 76.244488, + "production_rank": 82.155908, + "structural_overlay_pass": false, + "structural_overlay_score": 78.048113, + "structural_overlay_rr": 1.226268, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.933258, + "primary_prob": 38.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.399886, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.741169, + "range_504_ratio": 2.098388, + "range_factor_pass": false, + "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": 92.207792, + "strategy_rank": 89.987151, + "production_rank": 90.727365, + "structural_overlay_pass": false, + "structural_overlay_score": 86.190996, + "structural_overlay_rr": 1.385357, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.008055, + "primary_prob": 30.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.512083, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.773383, + "range_504_ratio": 2.167085, + "range_factor_pass": false, + "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": 87.012987, + "strategy_rank": 70.273049, + "production_rank": 75.853028, + "structural_overlay_pass": false, + "structural_overlay_score": 72.060377, + "structural_overlay_rr": 1.701959, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.79662, + "primary_prob": 39.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.19493, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.56209, + "range_504_ratio": 1.754335, + "range_factor_pass": false, + "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": 86.540732, + "strategy_rank": 76.408901, + "production_rank": 79.786178, + "structural_overlay_pass": false, + "structural_overlay_score": 75.796869, + "structural_overlay_rr": 0.817817, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.817817, + "primary_prob": 37.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.226725, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.575239, + "range_504_ratio": 1.777556, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.748039, + "hold30_r": 1.360074 + }, + { + "symbol": "PLTR", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.569067, + "strategy_rank": 95.915662, + "production_rank": 95.466797, + "structural_overlay_pass": false, + "structural_overlay_score": 90.693457, + "structural_overlay_rr": 0.784762, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.051429, + "primary_prob": 39.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.577143, + "raw_level_count": 100, + "gate_level_count": 100, + "range_504_log": 1.612515, + "range_504_ratio": 5.015411, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.026392, + "hold30_r": -1.0 + }, + { + "symbol": "REGN", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.367178, + "strategy_rank": 73.842537, + "production_rank": 78.350751, + "structural_overlay_pass": false, + "structural_overlay_score": 74.433213, + "structural_overlay_rr": 1.990213, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.209022, + "primary_prob": 43.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 84, + "primary_distance_atr": 1.813532, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.442604, + "range_504_ratio": 1.556755, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.138297, + "hold30_r": 4.562035 + }, + { + "symbol": "ROK", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.193625, + "strategy_rank": 75.339777, + "production_rank": 79.624393, + "structural_overlay_pass": false, + "structural_overlay_score": 75.643174, + "structural_overlay_rr": 1.252393, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.824407, + "primary_prob": 21.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.73661, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.624645, + "range_504_ratio": 1.867582, + "range_factor_pass": false, + "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": 81.818182, + "strategy_rank": 60.523611, + "production_rank": 67.621801, + "structural_overlay_pass": false, + "structural_overlay_score": 64.240711, + "structural_overlay_rr": 1.116825, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.995355, + "primary_prob": 64.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 67, + "primary_distance_atr": 1.493033, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.609282, + "range_504_ratio": 1.83911, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.911686, + "hold30_r": 2.189781 + }, + { + "symbol": "SLB", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.77686, + "strategy_rank": 87.31624, + "production_rank": 87.136446, + "structural_overlay_pass": false, + "structural_overlay_score": 82.779624, + "structural_overlay_rr": 2.328071, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.907971, + "primary_prob": 26.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.861956, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.885587, + "range_504_ratio": 2.424406, + "range_factor_pass": false, + "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": 80.873672, + "strategy_rank": 67.883655, + "production_rank": 72.213661, + "structural_overlay_pass": false, + "structural_overlay_score": 68.602978, + "structural_overlay_rr": 1.348153, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.252113, + "primary_prob": 26.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.87817, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.447145, + "range_504_ratio": 1.563842, + "range_factor_pass": false, + "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": 92.916175, + "strategy_rank": 92.497153, + "production_rank": 92.636827, + "structural_overlay_pass": false, + "structural_overlay_score": 88.004985, + "structural_overlay_rr": 1.955794, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.607668, + "primary_prob": 27.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.411502, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.993266, + "range_504_ratio": 2.70004, + "range_factor_pass": false, + "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": 91.263282, + "strategy_rank": 72.541541, + "production_rank": 78.782122, + "structural_overlay_pass": false, + "structural_overlay_score": 74.843016, + "structural_overlay_rr": 1.531297, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.987949, + "primary_prob": 12.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.981924, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.48572, + "range_504_ratio": 1.625344, + "range_factor_pass": false, + "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": 93.270366, + "strategy_rank": 80.200917, + "production_rank": 84.5574, + "structural_overlay_pass": false, + "structural_overlay_score": 80.32953, + "structural_overlay_rr": 1.203753, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.804798, + "primary_prob": 55.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.207196, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.87432, + "range_504_ratio": 2.397244, + "range_factor_pass": false, + "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": 83.116883, + "strategy_rank": 68.570511, + "production_rank": 73.419302, + "structural_overlay_pass": false, + "structural_overlay_score": 69.748336, + "structural_overlay_rr": 0.733595, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.290276, + "primary_prob": 41.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.935413, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.540198, + "range_504_ratio": 1.716346, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.20565, + "hold30_r": 2.663618 + }, + { + "symbol": "TTD", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.694215, + "strategy_rank": 97.191251, + "production_rank": 97.025572, + "structural_overlay_pass": false, + "structural_overlay_score": 92.174294, + "structural_overlay_rr": 1.320547, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.82239, + "primary_prob": 32.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.733585, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 1.073426, + "range_504_ratio": 2.925385, + "range_factor_pass": true, + "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": 92.44392, + "strategy_rank": 89.799083, + "production_rank": 90.680695, + "structural_overlay_pass": false, + "structural_overlay_score": 86.14666, + "structural_overlay_rr": 1.421911, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.421911, + "primary_prob": 18.98, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.132867, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.645363, + "range_504_ratio": 1.90668, + "range_factor_pass": false, + "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": 98.701299, + "strategy_rank": 95.840026, + "production_rank": 96.793783, + "structural_overlay_pass": false, + "structural_overlay_score": 91.954094, + "structural_overlay_rr": 0.765044, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.12627, + "primary_prob": 25.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 7, + "primary_distance_atr": 3.189405, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.8989, + "range_504_ratio": 2.456899, + "range_factor_pass": false, + "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": 87.957497, + "strategy_rank": 76.764594, + "production_rank": 80.495562, + "structural_overlay_pass": false, + "structural_overlay_score": 76.470784, + "structural_overlay_rr": 2.211448, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.502864, + "primary_prob": 37.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 77, + "primary_distance_atr": 2.254296, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.693147, + "range_504_ratio": 2.0, + "range_factor_pass": false, + "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": 90.791027, + "strategy_rank": 90.51485, + "production_rank": 90.606909, + "structural_overlay_pass": false, + "structural_overlay_score": 86.076563, + "structural_overlay_rr": 0.8714, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.757734, + "primary_prob": 56.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 93.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.136601, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.737499, + "range_504_ratio": 2.0907, + "range_factor_pass": false, + "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": 98.937426, + "strategy_rank": 98.054785, + "production_rank": 98.348999, + "structural_overlay_pass": false, + "structural_overlay_score": 93.431549, + "structural_overlay_rr": 0.933434, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.668056, + "primary_prob": 34.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.502084, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 1.311393, + "range_504_ratio": 3.71134, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.62538, + "hold30_r": 12.007915 + }, + { + "symbol": "WDAY", + "date": "2023-07-26", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.680047, + "strategy_rank": 84.416669, + "production_rank": 87.171128, + "structural_overlay_pass": false, + "structural_overlay_score": 82.812572, + "structural_overlay_rr": 1.051829, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.272472, + "primary_prob": 26.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 3.408709, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 0.871843, + "range_504_ratio": 2.391314, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.198, + "hold30_r": -1.144382 + }, + { + "symbol": "WYNN", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.284534, + "strategy_rank": 88.134509, + "production_rank": 91.184517, + "structural_overlay_pass": false, + "structural_overlay_score": 86.625292, + "structural_overlay_rr": 1.943444, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.839518, + "primary_prob": 31.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.759276, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 0.853482, + "range_504_ratio": 2.347809, + "range_factor_pass": false, + "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": 81.345927, + "strategy_rank": 62.383845, + "production_rank": 68.704539, + "structural_overlay_pass": false, + "structural_overlay_score": 65.269312, + "structural_overlay_rr": 1.717215, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.742959, + "primary_prob": 73.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.114439, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.655113, + "range_504_ratio": 1.925361, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.655547, + "hold30_r": -1.0 + }, + { + "symbol": "ZBH", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.707202, + "strategy_rank": 60.32649, + "production_rank": 68.120061, + "structural_overlay_pass": false, + "structural_overlay_score": 64.714058, + "structural_overlay_rr": 1.762841, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.141603, + "primary_prob": 45.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 1.712404, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.499274, + "range_504_ratio": 1.647525, + "range_factor_pass": false, + "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": 96.469248, + "strategy_rank": 82.562565, + "production_rank": 87.198126, + "structural_overlay_pass": false, + "structural_overlay_score": 82.83822, + "structural_overlay_rr": 1.574742, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.539027, + "primary_prob": 20.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.30854, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.818043, + "range_504_ratio": 2.266061, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.060458, + "hold30_r": -1.0 + }, + { + "symbol": "AMAT", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.079727, + "strategy_rank": 84.510354, + "production_rank": 84.700145, + "structural_overlay_pass": false, + "structural_overlay_score": 80.465138, + "structural_overlay_rr": 1.82094, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.748243, + "primary_prob": 39.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.622364, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.853984, + "range_504_ratio": 2.348988, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.045422, + "hold30_r": -1.0 + }, + { + "symbol": "AME", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.915718, + "strategy_rank": 60.59782, + "production_rank": 68.037119, + "structural_overlay_pass": false, + "structural_overlay_score": 64.635264, + "structural_overlay_rr": 1.079054, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.159363, + "primary_prob": 25.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.739044, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.439387, + "range_504_ratio": 1.551756, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.085618, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.041002, + "strategy_rank": 90.503702, + "production_rank": 89.682802, + "structural_overlay_pass": false, + "structural_overlay_score": 85.198662, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "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": 68, + "gate_level_count": 68, + "range_504_log": 0.805385, + "range_504_ratio": 2.237559, + "range_factor_pass": false, + "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": 97.6082, + "strategy_rank": 94.609831, + "production_rank": 95.609288, + "structural_overlay_pass": false, + "structural_overlay_score": 90.828823, + "structural_overlay_rr": 1.782359, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.76884, + "primary_prob": 32.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 57, + "primary_distance_atr": 2.65326, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 1.025131, + "range_504_ratio": 2.787462, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.718698, + "hold30_r": 4.857268 + }, + { + "symbol": "BIIB", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.091116, + "strategy_rank": 69.40469, + "production_rank": 76.300166, + "structural_overlay_pass": false, + "structural_overlay_score": 72.485157, + "structural_overlay_rr": 2.47365, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.50215, + "primary_prob": 24.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 3.753225, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.63127, + "range_504_ratio": 1.879996, + "range_factor_pass": false, + "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": 89.635535, + "strategy_rank": 73.585784, + "production_rank": 78.935701, + "structural_overlay_pass": false, + "structural_overlay_score": 74.988916, + "structural_overlay_rr": 1.411654, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.132349, + "primary_prob": 43.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.698523, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.624011, + "range_504_ratio": 1.866399, + "range_factor_pass": false, + "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": 83.940774, + "strategy_rank": 78.19036, + "production_rank": 80.107165, + "structural_overlay_pass": false, + "structural_overlay_score": 76.101807, + "structural_overlay_rr": 2.419322, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.249949, + "primary_prob": 24.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 6, + "primary_distance_atr": 3.374924, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.695664, + "range_504_ratio": 2.00504, + "range_factor_pass": false, + "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": 98.063781, + "strategy_rank": 93.803738, + "production_rank": 95.223752, + "structural_overlay_pass": false, + "structural_overlay_score": 90.462565, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "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": 82, + "gate_level_count": 82, + "range_504_log": 1.277256, + "range_504_ratio": 3.586783, + "range_factor_pass": true, + "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": 84.396355, + "strategy_rank": 61.327449, + "production_rank": 69.017084, + "structural_overlay_pass": false, + "structural_overlay_score": 65.56623, + "structural_overlay_rr": 2.217842, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.774742, + "primary_prob": 32.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.662113, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.44791, + "range_504_ratio": 1.565037, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.708889, + "hold30_r": 1.496081 + }, + { + "symbol": "CCL", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.088838, + "strategy_rank": 98.37355, + "production_rank": 98.61198, + "structural_overlay_pass": false, + "structural_overlay_score": 93.681381, + "structural_overlay_rr": 1.678663, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.616758, + "primary_prob": 23.09, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 3.925137, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 1.500251, + "range_504_ratio": 4.482815, + "range_factor_pass": true, + "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": 80.068337, + "strategy_rank": 75.206927, + "production_rank": 76.827397, + "structural_overlay_pass": false, + "structural_overlay_score": 72.986027, + "structural_overlay_rr": 1.166696, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.964774, + "primary_prob": 43.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.447162, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.628888, + "range_504_ratio": 1.875524, + "range_factor_pass": false, + "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": 87.129841, + "strategy_rank": 80.593161, + "production_rank": 82.772054, + "structural_overlay_pass": false, + "structural_overlay_score": 78.633452, + "structural_overlay_rr": 2.224204, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.286564, + "primary_prob": 25.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 98.0, + "primary_rejection_count": 22, + "primary_distance_atr": 3.429845, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.597628, + "range_504_ratio": 1.817802, + "range_factor_pass": false, + "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": 95.785877, + "strategy_rank": 96.947841, + "production_rank": 96.56052, + "structural_overlay_pass": false, + "structural_overlay_score": 91.732494, + "structural_overlay_rr": 0.853078, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.788836, + "primary_prob": 38.34, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 10.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.183254, + "raw_level_count": 113, + "gate_level_count": 113, + "range_504_log": 2.458952, + "range_504_ratio": 11.692552, + "range_factor_pass": true, + "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": 88.268793, + "strategy_rank": 67.379064, + "production_rank": 74.342307, + "structural_overlay_pass": false, + "structural_overlay_score": 70.625192, + "structural_overlay_rr": 1.501674, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.483501, + "primary_prob": 20.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.225251, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.617774, + "range_504_ratio": 1.854795, + "range_factor_pass": false, + "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": 91.002278, + "strategy_rank": 78.428867, + "production_rank": 82.620004, + "structural_overlay_pass": false, + "structural_overlay_score": 78.489004, + "structural_overlay_rr": 1.540154, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.980615, + "primary_prob": 45.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.470923, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.665214, + "range_504_ratio": 1.944907, + "range_factor_pass": false, + "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": 99.544419, + "strategy_rank": 99.647002, + "production_rank": 99.612808, + "structural_overlay_pass": false, + "structural_overlay_score": 94.632168, + "structural_overlay_rr": 0.733404, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "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": 121, + "gate_level_count": 121, + "range_504_log": 4.6649, + "range_504_ratio": 106.15493, + "range_factor_pass": true, + "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": 92.369021, + "strategy_rank": 84.635587, + "production_rank": 87.213398, + "structural_overlay_pass": false, + "structural_overlay_score": 82.852728, + "structural_overlay_rr": 2.425113, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.314525, + "primary_prob": 24.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.971787, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.604999, + "range_504_ratio": 1.83125, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.052014, + "hold30_r": -1.0 + }, + { + "symbol": "DHI", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.280182, + "strategy_rank": 79.137037, + "production_rank": 83.851419, + "structural_overlay_pass": false, + "structural_overlay_score": 79.658848, + "structural_overlay_rr": 0.98711, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.043999, + "primary_prob": 31.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.565999, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.803306, + "range_504_ratio": 2.23291, + "range_factor_pass": false, + "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": 86.788155, + "strategy_rank": 62.285799, + "production_rank": 70.453251, + "structural_overlay_pass": false, + "structural_overlay_score": 66.930589, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.865905, + "primary_prob": 14.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.798858, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.444469, + "range_504_ratio": 1.559661, + "range_factor_pass": false, + "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": 82.574032, + "strategy_rank": 77.710913, + "production_rank": 79.331953, + "structural_overlay_pass": false, + "structural_overlay_score": 75.365355, + "structural_overlay_rr": 1.619561, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.14601, + "primary_prob": 45.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.719015, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.737492, + "range_504_ratio": 2.090686, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.078118, + "hold30_r": -1.0 + }, + { + "symbol": "DXCM", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.077449, + "strategy_rank": 90.672396, + "production_rank": 91.807414, + "structural_overlay_pass": false, + "structural_overlay_score": 87.217043, + "structural_overlay_rr": 1.351679, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.060153, + "primary_prob": 28.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 3.090229, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.902047, + "range_504_ratio": 2.464643, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.039332, + "hold30_r": -1.0 + }, + { + "symbol": "EG", + "date": "2023-08-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.29385, + "strategy_rank": 79.039786, + "production_rank": 82.457807, + "structural_overlay_pass": false, + "structural_overlay_score": 78.334917, + "structural_overlay_rr": 2.288452, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.246993, + "primary_prob": 28.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 14, + "primary_distance_atr": 3.37049, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.479351, + "range_504_ratio": 1.615026, + "range_factor_pass": false, + "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": 87.585421, + "strategy_rank": 87.116613, + "production_rank": 87.272883, + "structural_overlay_pass": false, + "structural_overlay_score": 82.909238, + "structural_overlay_rr": 1.983548, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.112372, + "primary_prob": 34.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 59.0, + "primary_rejection_count": 15, + "primary_distance_atr": 3.168558, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.740208, + "range_504_ratio": 2.096371, + "range_factor_pass": false, + "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": 96.241458, + "strategy_rank": 77.562202, + "production_rank": 83.788621, + "structural_overlay_pass": false, + "structural_overlay_score": 79.59919, + "structural_overlay_rr": 1.30799, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.858686, + "primary_prob": 36.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.288029, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.926576, + "range_504_ratio": 2.525846, + "range_factor_pass": false, + "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": 98.747153, + "strategy_rank": 98.338916, + "production_rank": 98.474995, + "structural_overlay_pass": false, + "structural_overlay_score": 93.551245, + "structural_overlay_rr": 1.837407, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.761541, + "primary_prob": 24.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.642311, + "raw_level_count": 97, + "gate_level_count": 97, + "range_504_log": 1.359082, + "range_504_ratio": 3.892617, + "range_factor_pass": true, + "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": 91.230068, + "strategy_rank": 73.474684, + "production_rank": 79.393146, + "structural_overlay_pass": false, + "structural_overlay_score": 75.423488, + "structural_overlay_rr": 1.297215, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.350434, + "primary_prob": 22.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.025651, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.677168, + "range_504_ratio": 1.968296, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.281185, + "hold30_r": 1.137962 + }, + { + "symbol": "GILD", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.624146, + "strategy_rank": 63.464175, + "production_rank": 70.517498, + "structural_overlay_pass": false, + "structural_overlay_score": 66.991624, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.277707, + "primary_prob": 41.89, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 53, + "primary_distance_atr": 1.91656, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.450975, + "range_504_ratio": 1.569842, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.206111, + "hold30_r": -1.0 + }, + { + "symbol": "GWW", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.863326, + "strategy_rank": 81.620237, + "production_rank": 84.367933, + "structural_overlay_pass": false, + "structural_overlay_score": 80.149537, + "structural_overlay_rr": 2.107791, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.740023, + "primary_prob": 43.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.110035, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.729891, + "range_504_ratio": 2.074854, + "range_factor_pass": false, + "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": 89.066059, + "strategy_rank": 66.982605, + "production_rank": 74.343756, + "structural_overlay_pass": false, + "structural_overlay_score": 70.626569, + "structural_overlay_rr": 1.83893, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.746748, + "primary_prob": 33.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.620122, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.617124, + "range_504_ratio": 1.85359, + "range_factor_pass": false, + "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": 93.849658, + "strategy_rank": 85.194761, + "production_rank": 88.079727, + "structural_overlay_pass": false, + "structural_overlay_score": 83.67574, + "structural_overlay_rr": 2.246834, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.995374, + "primary_prob": 38.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.49306, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.692089, + "range_504_ratio": 1.997885, + "range_factor_pass": false, + "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": 83.143508, + "strategy_rank": 67.950456, + "production_rank": 73.014806, + "structural_overlay_pass": false, + "structural_overlay_score": 69.364066, + "structural_overlay_rr": 1.806408, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.820654, + "primary_prob": 15.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.730982, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.627562, + "range_504_ratio": 1.873039, + "range_factor_pass": false, + "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": 91.457859, + "strategy_rank": 80.622774, + "production_rank": 84.234469, + "structural_overlay_pass": false, + "structural_overlay_score": 80.022745, + "structural_overlay_rr": 1.367634, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.701801, + "primary_prob": 33.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.552702, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.719319, + "range_504_ratio": 2.053035, + "range_factor_pass": false, + "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": 82.232346, + "strategy_rank": 67.926279, + "production_rank": 72.694968, + "structural_overlay_pass": false, + "structural_overlay_score": 69.06022, + "structural_overlay_rr": 1.477881, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.439299, + "primary_prob": 38.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.158948, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.534651, + "range_504_ratio": 1.706852, + "range_factor_pass": false, + "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": 96.924829, + "strategy_rank": 78.824653, + "production_rank": 84.858045, + "structural_overlay_pass": false, + "structural_overlay_score": 80.615143, + "structural_overlay_rr": 1.34911, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.425597, + "primary_prob": 22.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.138395, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.859373, + "range_504_ratio": 2.36168, + "range_factor_pass": false, + "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": 81.66287, + "strategy_rank": 68.993555, + "production_rank": 73.21666, + "structural_overlay_pass": false, + "structural_overlay_score": 69.555827, + "structural_overlay_rr": 1.843658, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.843658, + "primary_prob": 46.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.765487, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.533725, + "range_504_ratio": 1.705273, + "range_factor_pass": false, + "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": 91.685649, + "strategy_rank": 76.895864, + "production_rank": 81.825792, + "structural_overlay_pass": false, + "structural_overlay_score": 77.734502, + "structural_overlay_rr": 2.06601, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.612386, + "primary_prob": 16.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.418579, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.756346, + "range_504_ratio": 2.130476, + "range_factor_pass": false, + "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": 92.14123, + "strategy_rank": 73.873861, + "production_rank": 79.962984, + "structural_overlay_pass": false, + "structural_overlay_score": 75.964835, + "structural_overlay_rr": 1.114228, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.70998, + "primary_prob": 46.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.06497, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.75792, + "range_504_ratio": 2.133833, + "range_factor_pass": false, + "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": 81.207289, + "strategy_rank": 83.470103, + "production_rank": 82.715831, + "structural_overlay_pass": false, + "structural_overlay_score": 78.58004, + "structural_overlay_rr": 0.713845, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.097566, + "primary_prob": 53.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 59.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.64635, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.893059, + "range_504_ratio": 2.44259, + "range_factor_pass": false, + "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": 95.102506, + "strategy_rank": 85.594481, + "production_rank": 88.763823, + "structural_overlay_pass": false, + "structural_overlay_score": 84.325632, + "structural_overlay_rr": 2.375739, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.024753, + "primary_prob": 28.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 10, + "primary_distance_atr": 3.037129, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.820295, + "range_504_ratio": 2.271169, + "range_factor_pass": false, + "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": 80.979499, + "strategy_rank": 80.856104, + "production_rank": 80.897235, + "structural_overlay_pass": false, + "structural_overlay_score": 76.852374, + "structural_overlay_rr": 0.917576, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.8039, + "primary_prob": 52.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.20585, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.551405, + "range_504_ratio": 1.735689, + "range_factor_pass": false, + "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": 82.004556, + "strategy_rank": 61.800916, + "production_rank": 68.535463, + "structural_overlay_pass": false, + "structural_overlay_score": 65.10869, + "structural_overlay_rr": 1.634446, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.666667, + "primary_prob": 46.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.0, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.803731, + "range_504_ratio": 2.23386, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.586234, + "hold30_r": 0.635755 + }, + { + "symbol": "META", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.835991, + "strategy_rank": 96.814739, + "production_rank": 97.155156, + "structural_overlay_pass": false, + "structural_overlay_score": 92.297399, + "structural_overlay_rr": 1.62652, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.917786, + "primary_prob": 45.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.876679, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 1.473143, + "range_504_ratio": 4.362924, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.04079, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.560364, + "strategy_rank": 84.251346, + "production_rank": 85.021019, + "structural_overlay_pass": false, + "structural_overlay_score": 80.769968, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.668496, + "primary_prob": 56.43, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.002744, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 0.954129, + "range_504_ratio": 2.596409, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.607125, + "hold30_r": 4.589135 + }, + { + "symbol": "MRK", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.649203, + "strategy_rank": 64.863533, + "production_rank": 71.792089, + "structural_overlay_pass": false, + "structural_overlay_score": 68.202485, + "structural_overlay_rr": 2.229647, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.753194, + "primary_prob": 32.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 63, + "primary_distance_atr": 2.629791, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.523441, + "range_504_ratio": 1.687826, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.688421, + "hold30_r": 0.778258 + }, + { + "symbol": "MSTR", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.558087, + "strategy_rank": 96.720206, + "production_rank": 96.332833, + "structural_overlay_pass": false, + "structural_overlay_score": 91.516191, + "structural_overlay_rr": 1.724645, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.024987, + "primary_prob": 24.55, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 77.0, + "primary_rejection_count": 19, + "primary_distance_atr": 3.037481, + "raw_level_count": 100, + "gate_level_count": 100, + "range_504_log": 1.905456, + "range_504_ratio": 6.722474, + "range_factor_pass": true, + "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": 98.291572, + "strategy_rank": 97.610918, + "production_rank": 97.837803, + "structural_overlay_pass": false, + "structural_overlay_score": 92.945913, + "structural_overlay_rr": 1.789672, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.610272, + "primary_prob": 35.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.415408, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 1.04958, + "range_504_ratio": 2.85645, + "range_factor_pass": true, + "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": 98.519362, + "strategy_rank": 95.111281, + "production_rank": 96.247308, + "structural_overlay_pass": false, + "structural_overlay_score": 91.434943, + "structural_overlay_rr": 0.958667, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.737658, + "primary_prob": 44.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.106487, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 1.4606, + "range_504_ratio": 4.308543, + "range_factor_pass": true, + "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": 99.316629, + "strategy_rank": 98.601186, + "production_rank": 98.839667, + "structural_overlay_pass": false, + "structural_overlay_score": 93.897683, + "structural_overlay_rr": 1.357711, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.252738, + "primary_prob": 25.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.879107, + "raw_level_count": 103, + "gate_level_count": 103, + "range_504_log": 1.492603, + "range_504_ratio": 4.448659, + "range_factor_pass": true, + "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": 86.90205, + "strategy_rank": 78.217799, + "production_rank": 81.112549, + "structural_overlay_pass": false, + "structural_overlay_score": 77.056922, + "structural_overlay_rr": 2.49233, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.272336, + "primary_prob": 26.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 3.408504, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.481497, + "range_504_ratio": 1.618496, + "range_factor_pass": false, + "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": 92.824601, + "strategy_rank": 92.420403, + "production_rank": 92.555136, + "structural_overlay_pass": false, + "structural_overlay_score": 87.927379, + "structural_overlay_rr": 1.467648, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.102905, + "primary_prob": 41.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.654358, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 1.002772, + "range_504_ratio": 2.725826, + "range_factor_pass": true, + "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": 93.052392, + "strategy_rank": 76.182129, + "production_rank": 81.80555, + "structural_overlay_pass": false, + "structural_overlay_score": 77.715272, + "structural_overlay_rr": 1.253798, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.938645, + "primary_prob": 37.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.407967, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.741169, + "range_504_ratio": 2.098388, + "range_factor_pass": false, + "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": 87.357631, + "strategy_rank": 66.195796, + "production_rank": 73.249741, + "structural_overlay_pass": false, + "structural_overlay_score": 69.587254, + "structural_overlay_rr": 1.678055, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.978379, + "primary_prob": 49.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.467569, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.550016, + "range_504_ratio": 1.73328, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.907585, + "hold30_r": 0.85559 + }, + { + "symbol": "PANW", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.621868, + "strategy_rank": 91.751217, + "production_rank": 92.374767, + "structural_overlay_pass": false, + "structural_overlay_score": 87.756029, + "structural_overlay_rr": 1.371961, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.062403, + "primary_prob": 40.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 66.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.593605, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.773383, + "range_504_ratio": 2.167085, + "range_factor_pass": false, + "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": 87.813212, + "strategy_rank": 71.355612, + "production_rank": 76.841479, + "structural_overlay_pass": false, + "structural_overlay_score": 72.999405, + "structural_overlay_rr": 1.420849, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.428674, + "primary_prob": 33.84, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.143011, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.56209, + "range_504_ratio": 1.754335, + "range_factor_pass": false, + "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": 94.874715, + "strategy_rank": 70.196392, + "production_rank": 78.422499, + "structural_overlay_pass": false, + "structural_overlay_score": 74.501375, + "structural_overlay_rr": 0.927156, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.204351, + "primary_prob": 24.04, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.806527, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.791872, + "range_504_ratio": 2.207524, + "range_factor_pass": false, + "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": 85.307517, + "strategy_rank": 75.942535, + "production_rank": 79.064195, + "structural_overlay_pass": false, + "structural_overlay_score": 75.110986, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "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": 44, + "gate_level_count": 44, + "range_504_log": 0.598477, + "range_504_ratio": 1.819346, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.638786, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2023-08-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 95.330296, + "strategy_rank": 96.45848, + "production_rank": 96.082419, + "structural_overlay_pass": false, + "structural_overlay_score": 91.278298, + "structural_overlay_rr": 1.901485, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.739044, + "primary_prob": 32.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 79.0, + "primary_rejection_count": 22, + "primary_distance_atr": 4.108566, + "raw_level_count": 100, + "gate_level_count": 100, + "range_504_log": 1.612515, + "range_504_ratio": 5.015411, + "range_factor_pass": true, + "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": 81.776765, + "strategy_rank": 72.755099, + "production_rank": 75.762321, + "structural_overlay_pass": false, + "structural_overlay_score": 71.974205, + "structural_overlay_rr": 1.233886, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.49294, + "primary_prob": 52.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.239411, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.735058, + "range_504_ratio": 2.085603, + "range_factor_pass": false, + "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": 99.77221, + "strategy_rank": 96.192819, + "production_rank": 97.385949, + "structural_overlay_pass": false, + "structural_overlay_score": 92.516652, + "structural_overlay_rr": 1.566796, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.153061, + "primary_prob": 40.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.729591, + "raw_level_count": 86, + "gate_level_count": 86, + "range_504_log": 1.290059, + "range_504_ratio": 3.633001, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.042536, + "hold30_r": -1.0 + }, + { + "symbol": "REGN", + "date": "2023-08-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.712984, + "strategy_rank": 71.417271, + "production_rank": 75.515842, + "structural_overlay_pass": false, + "structural_overlay_score": 71.74005, + "structural_overlay_rr": 2.37912, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.09861, + "primary_prob": 27.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 94.0, + "primary_rejection_count": 18, + "primary_distance_atr": 3.147914, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.442604, + "range_504_ratio": 1.556755, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.033062, + "hold30_r": 4.488195 + }, + { + "symbol": "ROK", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.523918, + "strategy_rank": 73.275834, + "production_rank": 75.691862, + "structural_overlay_pass": false, + "structural_overlay_score": 71.907269, + "structural_overlay_rr": 2.169019, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.816401, + "primary_prob": 31.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.724601, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.624645, + "range_504_ratio": 1.867582, + "range_factor_pass": false, + "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": 85.876993, + "strategy_rank": 63.318441, + "production_rank": 70.837958, + "structural_overlay_pass": false, + "structural_overlay_score": 67.29606, + "structural_overlay_rr": 1.572387, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.620205, + "primary_prob": 35.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 71, + "primary_distance_atr": 2.430308, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.609282, + "range_504_ratio": 1.83911, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.538232, + "hold30_r": 2.211221 + }, + { + "symbol": "SLB", + "date": "2023-08-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.318907, + "strategy_rank": 89.780053, + "production_rank": 89.959671, + "structural_overlay_pass": false, + "structural_overlay_score": 85.461687, + "structural_overlay_rr": 2.529294, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.090073, + "primary_prob": 23.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 3.13511, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.885587, + "range_504_ratio": 2.424406, + "range_factor_pass": false, + "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": 81.43508, + "strategy_rank": 68.629556, + "production_rank": 72.898064, + "structural_overlay_pass": false, + "structural_overlay_score": 69.253161, + "structural_overlay_rr": 0.833719, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.729413, + "primary_prob": 42.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.09412, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.447145, + "range_504_ratio": 1.563842, + "range_factor_pass": false, + "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": 91.91344, + "strategy_rank": 91.373499, + "production_rank": 91.553479, + "structural_overlay_pass": false, + "structural_overlay_score": 86.975805, + "structural_overlay_rr": 1.725361, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.357273, + "primary_prob": 31.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 59.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.035909, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.993266, + "range_504_ratio": 2.70004, + "range_factor_pass": false, + "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": 88.496583, + "strategy_rank": 71.76579, + "production_rank": 77.342721, + "structural_overlay_pass": false, + "structural_overlay_score": 73.475585, + "structural_overlay_rr": 0.969107, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "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": 40, + "gate_level_count": 40, + "range_504_log": 0.48572, + "range_504_ratio": 1.625344, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.487271, + "hold30_r": 2.72629 + }, + { + "symbol": "TJX", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.104784, + "strategy_rank": 60.511985, + "production_rank": 69.042918, + "structural_overlay_pass": false, + "structural_overlay_score": 65.590772, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.184924, + "primary_prob": 25.12, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.777387, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.489897, + "range_504_ratio": 1.632148, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.084487, + "hold30_r": 4.681038 + }, + { + "symbol": "TKO", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.646925, + "strategy_rank": 81.696029, + "production_rank": 86.012994, + "structural_overlay_pass": false, + "structural_overlay_score": 81.712345, + "structural_overlay_rr": 1.125612, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.751055, + "primary_prob": 57.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.126583, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.87432, + "range_504_ratio": 2.397244, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.694003, + "hold30_r": -1.0 + }, + { + "symbol": "TPR", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.751708, + "strategy_rank": 77.423923, + "production_rank": 78.533185, + "structural_overlay_pass": false, + "structural_overlay_score": 74.606526, + "structural_overlay_rr": 1.569679, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.92964, + "primary_prob": 26.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 81.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.894461, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.587323, + "range_504_ratio": 1.799166, + "range_factor_pass": false, + "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": 97.15262, + "strategy_rank": 97.427288, + "production_rank": 97.335732, + "structural_overlay_pass": true, + "structural_overlay_score": 97.468945, + "structural_overlay_rr": 2.521883, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.148999, + "primary_prob": 31.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 11, + "primary_distance_atr": 3.223498, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 1.073426, + "range_504_ratio": 2.925385, + "range_factor_pass": true, + "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": 92.596811, + "strategy_rank": 90.04504, + "production_rank": 90.895631, + "structural_overlay_pass": false, + "structural_overlay_score": 86.350849, + "structural_overlay_rr": 0.980338, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.468527, + "primary_prob": 24.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.20279, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.645363, + "range_504_ratio": 1.90668, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.043927, + "hold30_r": -1.0 + }, + { + "symbol": "UBER", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.38041, + "strategy_rank": 95.132196, + "production_rank": 95.881601, + "structural_overlay_pass": false, + "structural_overlay_score": 91.087521, + "structural_overlay_rr": 0.798939, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.947125, + "primary_prob": 27.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.920687, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.911302, + "range_504_ratio": 2.48756, + "range_factor_pass": false, + "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": 90.546697, + "strategy_rank": 79.473597, + "production_rank": 83.16463, + "structural_overlay_pass": false, + "structural_overlay_score": 79.006399, + "structural_overlay_rr": 1.359261, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.440801, + "primary_prob": 24.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 77, + "primary_distance_atr": 3.661202, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.676217, + "range_504_ratio": 1.966424, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.048546, + "hold30_r": -1.0 + }, + { + "symbol": "WDAY", + "date": "2023-08-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.774487, + "strategy_rank": 84.030778, + "production_rank": 86.278681, + "structural_overlay_pass": false, + "structural_overlay_score": 81.964747, + "structural_overlay_rr": 1.01226, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.138479, + "primary_prob": 27.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 3.207719, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 0.871843, + "range_504_ratio": 2.391314, + "range_factor_pass": false, + "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": 96.697039, + "strategy_rank": 86.472018, + "production_rank": 89.880358, + "structural_overlay_pass": false, + "structural_overlay_score": 85.38634, + "structural_overlay_rr": 1.636482, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.034483, + "primary_prob": 48.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 59, + "primary_distance_atr": 1.551724, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 0.853482, + "range_504_ratio": 2.347809, + "range_factor_pass": false, + "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": 83.371298, + "strategy_rank": 61.939454, + "production_rank": 69.083402, + "structural_overlay_pass": false, + "structural_overlay_score": 65.629232, + "structural_overlay_rr": 2.201524, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.666607, + "primary_prob": 34.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.49991, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.499274, + "range_504_ratio": 1.647525, + "range_factor_pass": false, + "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": 96.921323, + "strategy_rank": 82.725472, + "production_rank": 87.457422, + "structural_overlay_pass": false, + "structural_overlay_score": 83.084551, + "structural_overlay_rr": 1.730049, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.693614, + "primary_prob": 17.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.540421, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.818043, + "range_504_ratio": 2.266061, + "range_factor_pass": false, + "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": 80.615735, + "strategy_rank": 80.185281, + "production_rank": 80.328766, + "structural_overlay_pass": false, + "structural_overlay_score": 76.312328, + "structural_overlay_rr": 1.733765, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.560785, + "primary_prob": 36.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.341177, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.853984, + "range_504_ratio": 2.348988, + "range_factor_pass": false, + "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": 84.150513, + "strategy_rank": 87.813209, + "production_rank": 86.59231, + "structural_overlay_pass": false, + "structural_overlay_score": 82.262695, + "structural_overlay_rr": 1.220281, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.975854, + "primary_prob": 45.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.463781, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.805385, + "range_504_ratio": 2.237559, + "range_factor_pass": false, + "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": 86.08894, + "strategy_rank": 85.449971, + "production_rank": 85.662961, + "structural_overlay_pass": false, + "structural_overlay_score": 81.379813, + "structural_overlay_rr": 2.106785, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.743606, + "primary_prob": 28.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.615408, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.654943, + "range_504_ratio": 1.925033, + "range_factor_pass": false, + "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": 94.526796, + "strategy_rank": 88.967392, + "production_rank": 90.820527, + "structural_overlay_pass": false, + "structural_overlay_score": 86.2795, + "structural_overlay_rr": 0.775987, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.173667, + "primary_prob": 42.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 90.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.760501, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.799326, + "range_504_ratio": 2.224042, + "range_factor_pass": false, + "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": 97.149373, + "strategy_rank": 95.444834, + "production_rank": 96.013014, + "structural_overlay_pass": true, + "structural_overlay_score": 96.212363, + "structural_overlay_rr": 2.100298, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.683741, + "primary_prob": 49.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.525612, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 1.025131, + "range_504_ratio": 2.787462, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.643275, + "hold30_r": -0.43507 + }, + { + "symbol": "BA", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.062714, + "strategy_rank": 76.813524, + "production_rank": 79.563254, + "structural_overlay_pass": false, + "structural_overlay_score": 75.585091, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "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": 61, + "gate_level_count": 61, + "range_504_log": 0.765908, + "range_504_ratio": 2.150947, + "range_factor_pass": false, + "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": 86.659065, + "strategy_rank": 67.657933, + "production_rank": 73.991643, + "structural_overlay_pass": false, + "structural_overlay_score": 70.292061, + "structural_overlay_rr": 2.57185, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.60177, + "primary_prob": 23.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 3.902655, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.63127, + "range_504_ratio": 1.879996, + "range_factor_pass": false, + "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": 90.877993, + "strategy_rank": 82.932001, + "production_rank": 85.580665, + "structural_overlay_pass": false, + "structural_overlay_score": 81.301632, + "structural_overlay_rr": 1.507869, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.889017, + "primary_prob": 28.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.833525, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.695664, + "range_504_ratio": 2.00504, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.061608, + "hold30_r": -1.0 + }, + { + "symbol": "BLDR", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.631699, + "strategy_rank": 94.161643, + "production_rank": 95.651662, + "structural_overlay_pass": false, + "structural_overlay_score": 90.869079, + "structural_overlay_rr": 1.035154, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.035154, + "primary_prob": 43.37, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.552731, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 1.210476, + "range_504_ratio": 3.35508, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.04618, + "hold30_r": -1.0 + }, + { + "symbol": "BSX", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.668187, + "strategy_rank": 59.505956, + "production_rank": 67.2267, + "structural_overlay_pass": false, + "structural_overlay_score": 63.865365, + "structural_overlay_rr": 0.688914, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.566485, + "primary_prob": 36.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.349728, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.44791, + "range_504_ratio": 1.565037, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.496581, + "hold30_r": 1.991991 + }, + { + "symbol": "CAH", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.298746, + "strategy_rank": 69.763388, + "production_rank": 77.941841, + "structural_overlay_pass": false, + "structural_overlay_score": 74.044749, + "structural_overlay_rr": 1.339738, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.194886, + "primary_prob": 40.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 81.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.792329, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.729554, + "range_504_ratio": 2.074155, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.108267, + "hold30_r": -1.544583 + }, + { + "symbol": "CARR", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.387685, + "strategy_rank": 75.315748, + "production_rank": 77.006394, + "structural_overlay_pass": false, + "structural_overlay_score": 73.156074, + "structural_overlay_rr": 0.725825, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.688161, + "primary_prob": 60.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.032242, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.595478, + "range_504_ratio": 1.813897, + "range_factor_pass": false, + "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": 98.973774, + "strategy_rank": 98.326011, + "production_rank": 98.541932, + "structural_overlay_pass": false, + "structural_overlay_score": 93.614835, + "structural_overlay_rr": 0.845116, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.791964, + "primary_prob": 32.34, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.687946, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 1.500251, + "range_504_ratio": 4.482815, + "range_factor_pass": true, + "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": 80.159635, + "strategy_rank": 75.360891, + "production_rank": 76.960473, + "structural_overlay_pass": false, + "structural_overlay_score": 73.112449, + "structural_overlay_rr": 1.63698, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.719466, + "primary_prob": 59.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.079199, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.628888, + "range_504_ratio": 1.875524, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.667678, + "hold30_r": 0.376972 + }, + { + "symbol": "CMG", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.755986, + "strategy_rank": 77.365709, + "production_rank": 78.829135, + "structural_overlay_pass": false, + "structural_overlay_score": 74.887678, + "structural_overlay_rr": 1.376544, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.991962, + "primary_prob": 20.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 4.487943, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.597628, + "range_504_ratio": 1.817802, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.058048, + "hold30_r": 0.243109 + }, + { + "symbol": "COR", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.509692, + "strategy_rank": 63.510027, + "production_rank": 72.176582, + "structural_overlay_pass": false, + "structural_overlay_score": 68.567753, + "structural_overlay_rr": 1.837706, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.847435, + "primary_prob": 21.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.771153, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.538535, + "range_504_ratio": 1.713494, + "range_factor_pass": false, + "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": 88.141391, + "strategy_rank": 66.818428, + "production_rank": 73.926082, + "structural_overlay_pass": false, + "structural_overlay_score": 70.229778, + "structural_overlay_rr": 0.733552, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.828927, + "primary_prob": 54.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.24339, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.617774, + "range_504_ratio": 1.854795, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.745672, + "hold30_r": -0.524034 + }, + { + "symbol": "CRH", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.395667, + "strategy_rank": 77.423383, + "production_rank": 81.414145, + "structural_overlay_pass": false, + "structural_overlay_score": 77.343437, + "structural_overlay_rr": 0.97055, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.960034, + "primary_prob": 48.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.440051, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.665214, + "range_504_ratio": 1.944907, + "range_factor_pass": false, + "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": 99.429875, + "strategy_rank": 99.566783, + "production_rank": 99.521147, + "structural_overlay_pass": false, + "structural_overlay_score": 94.545089, + "structural_overlay_rr": 1.55261, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.148421, + "primary_prob": 29.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.722631, + "raw_level_count": 122, + "gate_level_count": 122, + "range_504_log": 4.6649, + "range_504_ratio": 106.15493, + "range_factor_pass": true, + "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": 91.790194, + "strategy_rank": 84.799211, + "production_rank": 87.129538, + "structural_overlay_pass": false, + "structural_overlay_score": 82.773062, + "structural_overlay_rr": 2.366859, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.220103, + "primary_prob": 26.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.830155, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.604999, + "range_504_ratio": 1.83125, + "range_factor_pass": false, + "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": 93.842645, + "strategy_rank": 79.23934, + "production_rank": 84.107108, + "structural_overlay_pass": false, + "structural_overlay_score": 79.901753, + "structural_overlay_rr": 1.381398, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.00508, + "primary_prob": 32.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.507621, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.803306, + "range_504_ratio": 2.23291, + "range_factor_pass": false, + "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": 85.860889, + "strategy_rank": 61.604329, + "production_rank": 69.689849, + "structural_overlay_pass": false, + "structural_overlay_score": 66.205357, + "structural_overlay_rr": 0.722964, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.270677, + "primary_prob": 34.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 64.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.906016, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.444469, + "range_504_ratio": 1.559661, + "range_factor_pass": false, + "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": 81.527936, + "strategy_rank": 79.697542, + "production_rank": 80.307673, + "structural_overlay_pass": false, + "structural_overlay_score": 76.292289, + "structural_overlay_rr": 1.927706, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.219817, + "primary_prob": 41.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 3.329726, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.722655, + "range_504_ratio": 2.059896, + "range_factor_pass": false, + "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": 92.474344, + "strategy_rank": 90.670608, + "production_rank": 91.271853, + "structural_overlay_pass": false, + "structural_overlay_score": 86.708261, + "structural_overlay_rr": 2.307702, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.523563, + "primary_prob": 36.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.285345, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.902047, + "range_504_ratio": 2.464643, + "range_factor_pass": false, + "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": 90.421893, + "strategy_rank": 80.155393, + "production_rank": 83.57756, + "structural_overlay_pass": false, + "structural_overlay_score": 79.398682, + "structural_overlay_rr": 2.181869, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.143438, + "primary_prob": 45.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.715157, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.479351, + "range_504_ratio": 1.615026, + "range_factor_pass": false, + "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": 87.115165, + "strategy_rank": 77.908943, + "production_rank": 80.977684, + "structural_overlay_pass": false, + "structural_overlay_score": 76.9288, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.193028, + "primary_prob": 39.12, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.789543, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.611361, + "range_504_ratio": 1.842939, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.127486, + "hold30_r": -1.0 + }, + { + "symbol": "FCX", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.606613, + "strategy_rank": 84.582991, + "production_rank": 84.590865, + "structural_overlay_pass": false, + "structural_overlay_score": 80.361322, + "structural_overlay_rr": 0.754983, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.521974, + "primary_prob": 33.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 85.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.282961, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.740208, + "range_504_ratio": 2.096371, + "range_factor_pass": false, + "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": 95.895097, + "strategy_rank": 78.389366, + "production_rank": 84.22461, + "structural_overlay_pass": false, + "structural_overlay_score": 80.013379, + "structural_overlay_rr": 1.117556, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.67042, + "primary_prob": 56.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.00563, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.963143, + "range_504_ratio": 2.619919, + "range_factor_pass": false, + "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": 98.403649, + "strategy_rank": 98.131701, + "production_rank": 98.22235, + "structural_overlay_pass": false, + "structural_overlay_score": 93.311233, + "structural_overlay_rr": 1.616428, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.843477, + "primary_prob": 27.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.765215, + "raw_level_count": 97, + "gate_level_count": 97, + "range_504_log": 1.359082, + "range_504_ratio": 3.892617, + "range_factor_pass": true, + "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": 92.246294, + "strategy_rank": 93.00244, + "production_rank": 92.750391, + "structural_overlay_pass": false, + "structural_overlay_score": 88.112872, + "structural_overlay_rr": 1.734155, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 2.048198, + "primary_prob": 28.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 3.072297, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.645316, + "range_504_ratio": 1.90659, + "range_factor_pass": false, + "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": 93.27252, + "strategy_rank": 74.710559, + "production_rank": 80.897879, + "structural_overlay_pass": false, + "structural_overlay_score": 76.852985, + "structural_overlay_rr": 0.907931, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.346419, + "primary_prob": 22.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.019629, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.677168, + "range_504_ratio": 1.968296, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.273933, + "hold30_r": 0.264948 + }, + { + "symbol": "GILD", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.071836, + "strategy_rank": 60.982367, + "production_rank": 67.678857, + "structural_overlay_pass": false, + "structural_overlay_score": 64.294914, + "structural_overlay_rr": 1.991529, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.874431, + "primary_prob": 46.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.811647, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.450975, + "range_504_ratio": 1.569842, + "range_factor_pass": false, + "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": 90.649943, + "strategy_rank": 73.966905, + "production_rank": 79.527918, + "structural_overlay_pass": false, + "structural_overlay_score": 75.551522, + "structural_overlay_rr": 1.699205, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.124293, + "primary_prob": 30.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.686439, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.729891, + "range_504_ratio": 2.074854, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.068935, + "hold30_r": -1.0 + }, + { + "symbol": "HAL", + "date": "2023-08-09", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.711517, + "strategy_rank": 89.401816, + "production_rank": 89.171716, + "structural_overlay_pass": false, + "structural_overlay_score": 84.71313, + "structural_overlay_rr": 1.838053, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.192002, + "primary_prob": 22.38, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 3.288003, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.903753, + "range_504_ratio": 2.468852, + "range_factor_pass": false, + "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": 88.255416, + "strategy_rank": 66.147392, + "production_rank": 73.516733, + "structural_overlay_pass": false, + "structural_overlay_score": 69.840897, + "structural_overlay_rr": 2.262203, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.159085, + "primary_prob": 27.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 18, + "primary_distance_atr": 3.238627, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.617124, + "range_504_ratio": 1.85359, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.06181, + "hold30_r": -1.0 + }, + { + "symbol": "HUBB", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.070696, + "strategy_rank": 85.781228, + "production_rank": 88.544384, + "structural_overlay_pass": false, + "structural_overlay_score": 84.117164, + "structural_overlay_rr": 1.846945, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.240887, + "primary_prob": 36.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 67.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.861331, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.692089, + "range_504_ratio": 1.997885, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.18593, + "hold30_r": -0.12041 + }, + { + "symbol": "ISRG", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.167617, + "strategy_rank": 77.912212, + "production_rank": 81.664014, + "structural_overlay_pass": false, + "structural_overlay_score": 77.580813, + "structural_overlay_rr": 2.274977, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.703565, + "primary_prob": 33.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.555347, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.719319, + "range_504_ratio": 2.053035, + "range_factor_pass": false, + "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": 97.719498, + "strategy_rank": 79.529929, + "production_rank": 85.593119, + "structural_overlay_pass": false, + "structural_overlay_score": 81.313463, + "structural_overlay_rr": 1.685125, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.892248, + "primary_prob": 38.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.338371, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.859373, + "range_504_ratio": 2.36168, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.062089, + "hold30_r": -1.0 + }, + { + "symbol": "LEN", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.334094, + "strategy_rank": 75.947517, + "production_rank": 81.076376, + "structural_overlay_pass": false, + "structural_overlay_score": 77.022557, + "structural_overlay_rr": 1.956128, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.504763, + "primary_prob": 18.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.257144, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.756346, + "range_504_ratio": 2.130476, + "range_factor_pass": false, + "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": 95.667047, + "strategy_rank": 86.079561, + "production_rank": 89.275389, + "structural_overlay_pass": false, + "structural_overlay_score": 84.81162, + "structural_overlay_rr": 1.891945, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.951201, + "primary_prob": 21.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.926801, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.820295, + "range_504_ratio": 2.271169, + "range_factor_pass": false, + "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": 97.491448, + "strategy_rank": 93.534116, + "production_rank": 94.853227, + "structural_overlay_pass": false, + "structural_overlay_score": 90.110565, + "structural_overlay_rr": 1.604913, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.740619, + "primary_prob": 33.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.610928, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 1.473143, + "range_504_ratio": 4.362924, + "range_factor_pass": true, + "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": 86.431015, + "strategy_rank": 82.856659, + "production_rank": 84.048111, + "structural_overlay_pass": false, + "structural_overlay_score": 79.845706, + "structural_overlay_rr": 1.614208, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.234982, + "primary_prob": 42.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.852474, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.664922, + "range_504_ratio": 1.944339, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.045519, + "hold30_r": -1.0 + }, + { + "symbol": "MRK", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.326112, + "strategy_rank": 61.723841, + "production_rank": 68.591265, + "structural_overlay_pass": false, + "structural_overlay_score": 65.161702, + "structural_overlay_rr": 1.808696, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.824224, + "primary_prob": 31.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 63, + "primary_distance_atr": 2.736336, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.523441, + "range_504_ratio": 1.687826, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.751487, + "hold30_r": 0.215949 + }, + { + "symbol": "MSTR", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.386545, + "strategy_rank": 95.131674, + "production_rank": 94.549964, + "structural_overlay_pass": false, + "structural_overlay_score": 89.822466, + "structural_overlay_rr": 1.724297, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.190836, + "primary_prob": 27.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 3.286254, + "raw_level_count": 101, + "gate_level_count": 101, + "range_504_log": 1.905456, + "range_504_ratio": 6.722474, + "range_factor_pass": true, + "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": 96.693273, + "strategy_rank": 96.388362, + "production_rank": 96.489999, + "structural_overlay_pass": false, + "structural_overlay_score": 91.665499, + "structural_overlay_rr": 0.858107, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.390027, + "primary_prob": 25.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 3.58504, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 1.04958, + "range_504_ratio": 2.85645, + "range_factor_pass": true, + "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": 98.175599, + "strategy_rank": 94.729745, + "production_rank": 95.878363, + "structural_overlay_pass": false, + "structural_overlay_score": 91.084445, + "structural_overlay_rr": 0.982141, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.816985, + "primary_prob": 44.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.225478, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 1.4606, + "range_504_ratio": 4.308543, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.042853, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.201824, + "strategy_rank": 98.553905, + "production_rank": 98.769878, + "structural_overlay_pass": false, + "structural_overlay_score": 93.831384, + "structural_overlay_rr": 2.107917, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "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": 102, + "gate_level_count": 102, + "range_504_log": 1.492603, + "range_504_ratio": 4.448659, + "range_factor_pass": true, + "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": 88.939567, + "strategy_rank": 65.602407, + "production_rank": 73.38146, + "structural_overlay_pass": false, + "structural_overlay_score": 69.712387, + "structural_overlay_rr": 1.176571, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.806841, + "primary_prob": 46.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.210262, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.593628, + "range_504_ratio": 1.810546, + "range_factor_pass": false, + "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": 87.685291, + "strategy_rank": 77.659567, + "production_rank": 81.001475, + "structural_overlay_pass": false, + "structural_overlay_score": 76.951401, + "structural_overlay_rr": 2.336796, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.344114, + "primary_prob": 25.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 3.516172, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.481497, + "range_504_ratio": 1.618496, + "range_factor_pass": false, + "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": 91.106043, + "strategy_rank": 90.668428, + "production_rank": 90.8143, + "structural_overlay_pass": false, + "structural_overlay_score": 86.273585, + "structural_overlay_rr": 1.171601, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.229183, + "primary_prob": 26.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.843774, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 1.002772, + "range_504_ratio": 2.725826, + "range_factor_pass": true, + "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": 92.930445, + "strategy_rank": 76.587147, + "production_rank": 82.034913, + "structural_overlay_pass": false, + "structural_overlay_score": 77.933168, + "structural_overlay_rr": 1.361726, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.361726, + "primary_prob": 26.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.042588, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.741169, + "range_504_ratio": 2.098388, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.299373, + "hold30_r": -1.0 + }, + { + "symbol": "ORLY", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.027366, + "strategy_rank": 66.465573, + "production_rank": 73.652837, + "structural_overlay_pass": false, + "structural_overlay_score": 69.970195, + "structural_overlay_rr": 1.903659, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.894918, + "primary_prob": 15.06, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 21.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.842377, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.550016, + "range_504_ratio": 1.73328, + "range_factor_pass": false, + "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": 93.614595, + "strategy_rank": 91.946599, + "production_rank": 92.502598, + "structural_overlay_pass": false, + "structural_overlay_score": 87.877468, + "structural_overlay_rr": 2.141131, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.18246, + "primary_prob": 25.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.77369, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.773383, + "range_504_ratio": 2.167085, + "range_factor_pass": false, + "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": 90.193843, + "strategy_rank": 73.442857, + "production_rank": 79.026519, + "structural_overlay_pass": false, + "structural_overlay_score": 75.075193, + "structural_overlay_rr": 1.704357, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.712531, + "primary_prob": 13.76, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.568797, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.56209, + "range_504_ratio": 1.754335, + "range_factor_pass": false, + "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": 94.754846, + "strategy_rank": 70.833512, + "production_rank": 78.80729, + "structural_overlay_pass": false, + "structural_overlay_score": 74.866925, + "structural_overlay_rr": 1.191289, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.471454, + "primary_prob": 18.2, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.207181, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.785822, + "range_504_ratio": 2.19421, + "range_factor_pass": false, + "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": 97.947548, + "strategy_rank": 98.256117, + "production_rank": 98.153261, + "structural_overlay_pass": false, + "structural_overlay_score": 93.245598, + "structural_overlay_rr": 1.520965, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.071579, + "primary_prob": 20.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 59.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.107368, + "raw_level_count": 101, + "gate_level_count": 101, + "range_504_log": 1.612515, + "range_504_ratio": 5.015411, + "range_factor_pass": true, + "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": 82.098062, + "strategy_rank": 71.939633, + "production_rank": 75.325776, + "structural_overlay_pass": false, + "structural_overlay_score": 71.559487, + "structural_overlay_rr": 1.202225, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.928624, + "primary_prob": 45.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.892936, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.735058, + "range_504_ratio": 2.085603, + "range_factor_pass": false, + "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": 99.657925, + "strategy_rank": 95.596725, + "production_rank": 96.950458, + "structural_overlay_pass": false, + "structural_overlay_score": 92.102935, + "structural_overlay_rr": 1.022724, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.734364, + "primary_prob": 40.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.101546, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 1.290059, + "range_504_ratio": 3.633001, + "range_factor_pass": true, + "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": 83.580388, + "strategy_rank": 75.161561, + "production_rank": 77.967837, + "structural_overlay_pass": false, + "structural_overlay_score": 74.069445, + "structural_overlay_rr": 1.393351, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.719853, + "primary_prob": 55.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 82.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.079779, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.503048, + "range_504_ratio": 1.653754, + "range_factor_pass": false, + "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": 84.834664, + "strategy_rank": 77.336483, + "production_rank": 79.835877, + "structural_overlay_pass": false, + "structural_overlay_score": 75.844083, + "structural_overlay_rr": 2.310086, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.940779, + "primary_prob": 30.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.911169, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.624645, + "range_504_ratio": 1.867582, + "range_factor_pass": false, + "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": 83.808438, + "strategy_rank": 61.430412, + "production_rank": 68.889754, + "structural_overlay_pass": false, + "structural_overlay_score": 65.445266, + "structural_overlay_rr": 1.170178, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.208757, + "primary_prob": 43.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 71, + "primary_distance_atr": 1.813135, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.609282, + "range_504_ratio": 1.83911, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.122238, + "hold30_r": 0.038272 + }, + { + "symbol": "SLB", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.123147, + "strategy_rank": 93.361288, + "production_rank": 94.281908, + "structural_overlay_pass": false, + "structural_overlay_score": 89.567812, + "structural_overlay_rr": 1.545442, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.109646, + "primary_prob": 41.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.664469, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.885587, + "range_504_ratio": 2.424406, + "range_factor_pass": false, + "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": 99.885975, + "strategy_rank": 99.749534, + "production_rank": 99.795014, + "structural_overlay_pass": false, + "structural_overlay_score": 94.805264, + "structural_overlay_rr": 1.333566, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "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": 109, + "gate_level_count": 109, + "range_504_log": 2.348145, + "range_504_ratio": 10.466139, + "range_factor_pass": true, + "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": 83.352338, + "strategy_rank": 69.404657, + "production_rank": 74.053884, + "structural_overlay_pass": false, + "structural_overlay_score": 70.351189, + "structural_overlay_rr": 1.091029, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.975134, + "primary_prob": 33.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.462701, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.447145, + "range_504_ratio": 1.563842, + "range_factor_pass": false, + "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": 88.483466, + "strategy_rank": 88.661976, + "production_rank": 88.602473, + "structural_overlay_pass": false, + "structural_overlay_score": 84.172349, + "structural_overlay_rr": 1.952529, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.572826, + "primary_prob": 27.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 59.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.359239, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.993266, + "range_504_ratio": 2.70004, + "range_factor_pass": false, + "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": 86.887115, + "strategy_rank": 63.1418, + "production_rank": 71.056905, + "structural_overlay_pass": false, + "structural_overlay_score": 67.50406, + "structural_overlay_rr": 2.217642, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.194792, + "primary_prob": 43.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.792187, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.48572, + "range_504_ratio": 1.625344, + "range_factor_pass": false, + "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": 87.457241, + "strategy_rank": 69.95727, + "production_rank": 75.790593, + "structural_overlay_pass": false, + "structural_overlay_score": 72.001064, + "structural_overlay_rr": 1.003296, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.928825, + "primary_prob": 43.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.393238, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.632012, + "range_504_ratio": 1.881392, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.08882, + "hold30_r": -1.033656 + }, + { + "symbol": "TJX", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.518814, + "strategy_rank": 60.136207, + "production_rank": 68.597076, + "structural_overlay_pass": false, + "structural_overlay_score": 65.167223, + "structural_overlay_rr": 0.815194, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.815194, + "primary_prob": 36.56, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 6.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.222791, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.489897, + "range_504_ratio": 1.632148, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.715497, + "hold30_r": 1.705547 + }, + { + "symbol": "TKO", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.096921, + "strategy_rank": 81.51665, + "production_rank": 86.043407, + "structural_overlay_pass": false, + "structural_overlay_score": 81.741237, + "structural_overlay_rr": 0.751047, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.751047, + "primary_prob": 38.2, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.12657, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 0.87432, + "range_504_ratio": 2.397244, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.694725, + "hold30_r": -1.0 + }, + { + "symbol": "TPR", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.124287, + "strategy_rank": 79.756967, + "production_rank": 80.879407, + "structural_overlay_pass": false, + "structural_overlay_score": 76.835437, + "structural_overlay_rr": 2.04435, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.415177, + "primary_prob": 21.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 81.0, + "primary_rejection_count": 21, + "primary_distance_atr": 3.622765, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.587323, + "range_504_ratio": 1.799166, + "range_factor_pass": false, + "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": 95.438997, + "strategy_rank": 96.124704, + "production_rank": 95.896135, + "structural_overlay_pass": false, + "structural_overlay_score": 91.101328, + "structural_overlay_rr": 2.19001, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.90006, + "primary_prob": 29.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 93.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.85009, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 1.073426, + "range_504_ratio": 2.925385, + "range_factor_pass": true, + "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": 92.702395, + "strategy_rank": 89.874611, + "production_rank": 90.817206, + "structural_overlay_pass": false, + "structural_overlay_score": 86.276345, + "structural_overlay_rr": 0.805204, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.303863, + "primary_prob": 28.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.955794, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.645363, + "range_504_ratio": 1.90668, + "range_factor_pass": false, + "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": 91.562144, + "strategy_rank": 90.885309, + "production_rank": 91.110921, + "structural_overlay_pass": false, + "structural_overlay_score": 86.555375, + "structural_overlay_rr": 1.571047, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.792082, + "primary_prob": 24.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 62.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.688123, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.911302, + "range_504_ratio": 2.48756, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.753765, + "hold30_r": 0.212826 + }, + { + "symbol": "UHS", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.737742, + "strategy_rank": 78.959764, + "production_rank": 82.552424, + "structural_overlay_pass": false, + "structural_overlay_score": 78.424802, + "structural_overlay_rr": 1.536883, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.170295, + "primary_prob": 27.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 84, + "primary_distance_atr": 3.255443, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.653398, + "range_504_ratio": 1.922061, + "range_factor_pass": false, + "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": 84.378563, + "strategy_rank": 76.1981, + "production_rank": 78.924921, + "structural_overlay_pass": false, + "structural_overlay_score": 74.978675, + "structural_overlay_rr": 1.755097, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.633724, + "primary_prob": 34.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.450586, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.520336, + "range_504_ratio": 1.682592, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.563416, + "hold30_r": -1.0 + }, + { + "symbol": "VMC", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.896237, + "strategy_rank": 68.266274, + "production_rank": 73.142928, + "structural_overlay_pass": false, + "structural_overlay_score": 69.485782, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.95706, + "primary_prob": 30.93, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.43559, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.513077, + "range_504_ratio": 1.670423, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.067123, + "hold30_r": -1.0 + }, + { + "symbol": "WDAY", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.290764, + "strategy_rank": 79.225719, + "production_rank": 81.247401, + "structural_overlay_pass": false, + "structural_overlay_score": 77.185031, + "structural_overlay_rr": 1.608711, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.814627, + "primary_prob": 32.0, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.721941, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.871843, + "range_504_ratio": 2.391314, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.765358, + "hold30_r": 0.503487 + }, + { + "symbol": "WYNN", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.351197, + "strategy_rank": 86.831504, + "production_rank": 90.004735, + "structural_overlay_pass": false, + "structural_overlay_score": 85.504498, + "structural_overlay_rr": 1.589115, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.861325, + "primary_prob": 31.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 59, + "primary_distance_atr": 2.791988, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 0.853482, + "range_504_ratio": 2.347809, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.048779, + "hold30_r": -1.0 + }, + { + "symbol": "ZBH", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.299886, + "strategy_rank": 60.186371, + "production_rank": 67.224209, + "structural_overlay_pass": false, + "structural_overlay_score": 63.862999, + "structural_overlay_rr": 1.718867, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.533773, + "primary_prob": 23.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.80066, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.42633, + "range_504_ratio": 1.531627, + "range_factor_pass": false, + "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": 96.96288, + "strategy_rank": 82.924521, + "production_rank": 87.603974, + "structural_overlay_pass": false, + "structural_overlay_score": 83.223775, + "structural_overlay_rr": 1.964167, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.736961, + "primary_prob": 41.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.105441, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.818043, + "range_504_ratio": 2.266061, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.068082, + "hold30_r": -1.0 + }, + { + "symbol": "ALGN", + "date": "2023-08-16", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 85.826772, + "strategy_rank": 87.620828, + "production_rank": 87.022809, + "structural_overlay_pass": true, + "structural_overlay_score": 87.671669, + "structural_overlay_rr": 3.161601, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 18.134286, + "primary_prob": 25.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 27.201429, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 1.455416, + "range_504_ratio": 4.286266, + "range_factor_pass": true, + "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": 84.026997, + "strategy_rank": 82.556271, + "production_rank": 83.046513, + "structural_overlay_pass": false, + "structural_overlay_score": 78.894187, + "structural_overlay_rr": 1.931532, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.942859, + "primary_prob": 30.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.914288, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.853984, + "range_504_ratio": 2.348988, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.898934, + "hold30_r": -0.004766 + }, + { + "symbol": "ANET", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.863892, + "strategy_rank": 91.160953, + "production_rank": 90.395266, + "structural_overlay_pass": false, + "structural_overlay_score": 85.875503, + "structural_overlay_rr": 0.997206, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.713948, + "primary_prob": 54.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.070922, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.805385, + "range_504_ratio": 2.237559, + "range_factor_pass": false, + "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": 86.276715, + "strategy_rank": 84.871815, + "production_rank": 85.340115, + "structural_overlay_pass": false, + "structural_overlay_score": 81.07311, + "structural_overlay_rr": 1.173762, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.812387, + "primary_prob": 40.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.21858, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.654943, + "range_504_ratio": 1.925033, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.751804, + "hold30_r": 4.091184 + }, + { + "symbol": "ARES", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.501687, + "strategy_rank": 80.483841, + "production_rank": 82.48979, + "structural_overlay_pass": false, + "structural_overlay_score": 78.3653, + "structural_overlay_rr": 1.635965, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.36344, + "primary_prob": 28.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.045159, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.665584, + "range_504_ratio": 1.945626, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.306784, + "hold30_r": 2.15335 + }, + { + "symbol": "AVGO", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.500562, + "strategy_rank": 90.116387, + "production_rank": 91.911112, + "structural_overlay_pass": false, + "structural_overlay_score": 87.315557, + "structural_overlay_rr": 1.31482, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.706214, + "primary_prob": 31.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 89.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.55932, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.799326, + "range_504_ratio": 2.224042, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.654376, + "hold30_r": -1.179253 + }, + { + "symbol": "AXON", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.813273, + "strategy_rank": 93.278719, + "production_rank": 93.456904, + "structural_overlay_pass": true, + "structural_overlay_score": 93.784059, + "structural_overlay_rr": 2.078538, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.659522, + "primary_prob": 49.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.489283, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 1.025131, + "range_504_ratio": 2.787462, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.618738, + "hold30_r": -1.029844 + }, + { + "symbol": "BA", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.764904, + "strategy_rank": 74.279541, + "production_rank": 76.441329, + "structural_overlay_pass": false, + "structural_overlay_score": 72.619262, + "structural_overlay_rr": 1.422251, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.530785, + "primary_prob": 41.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.296178, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.765908, + "range_504_ratio": 2.150947, + "range_factor_pass": false, + "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": 84.701912, + "strategy_rank": 66.429386, + "production_rank": 72.520228, + "structural_overlay_pass": false, + "structural_overlay_score": 68.894217, + "structural_overlay_rr": 2.061011, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.1022, + "primary_prob": 28.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 74, + "primary_distance_atr": 3.1533, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.63127, + "range_504_ratio": 1.879996, + "range_factor_pass": false, + "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": 90.663667, + "strategy_rank": 83.262547, + "production_rank": 85.729587, + "structural_overlay_pass": false, + "structural_overlay_score": 81.443107, + "structural_overlay_rr": 1.749664, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.354868, + "primary_prob": 39.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 97.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.032301, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.695664, + "range_504_ratio": 2.00504, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.292113, + "hold30_r": 1.453567 + }, + { + "symbol": "BLDR", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.987627, + "strategy_rank": 94.611204, + "production_rank": 96.070011, + "structural_overlay_pass": false, + "structural_overlay_score": 91.266511, + "structural_overlay_rr": 0.888077, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.943882, + "primary_prob": 33.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.415823, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 1.186905, + "range_504_ratio": 3.276925, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.043998, + "hold30_r": -1.0 + }, + { + "symbol": "BSX", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.989876, + "strategy_rank": 58.208065, + "production_rank": 65.802002, + "structural_overlay_pass": false, + "structural_overlay_score": 62.511902, + "structural_overlay_rr": 1.977719, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.455919, + "primary_prob": 38.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.183879, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.44791, + "range_504_ratio": 1.565037, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.079349, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.188976, + "strategy_rank": 65.907368, + "production_rank": 73.334571, + "structural_overlay_pass": false, + "structural_overlay_score": 69.667842, + "structural_overlay_rr": 1.926782, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.009721, + "primary_prob": 48.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.514581, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.733227, + "range_504_ratio": 2.081788, + "range_factor_pass": false, + "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": 80.314961, + "strategy_rank": 60.530237, + "production_rank": 67.125145, + "structural_overlay_pass": false, + "structural_overlay_score": 63.768887, + "structural_overlay_rr": 1.282487, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.259777, + "primary_prob": 27.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.889666, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.411806, + "range_504_ratio": 1.509542, + "range_factor_pass": false, + "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": 87.401575, + "strategy_rank": 82.864604, + "production_rank": 84.376928, + "structural_overlay_pass": false, + "structural_overlay_score": 80.158081, + "structural_overlay_rr": 1.411226, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.973689, + "primary_prob": 32.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.460534, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.604255, + "range_504_ratio": 1.829888, + "range_factor_pass": false, + "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": 97.862767, + "strategy_rank": 97.527506, + "production_rank": 97.63926, + "structural_overlay_pass": false, + "structural_overlay_score": 92.757297, + "structural_overlay_rr": 2.091641, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.751829, + "primary_prob": 32.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.627743, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 1.500251, + "range_504_ratio": 4.482815, + "range_factor_pass": true, + "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": 81.43982, + "strategy_rank": 73.943901, + "production_rank": 76.442541, + "structural_overlay_pass": false, + "structural_overlay_score": 72.620414, + "structural_overlay_rr": 2.028628, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.798433, + "primary_prob": 25.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.69765, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.628888, + "range_504_ratio": 1.875524, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.742788, + "hold30_r": 1.342282 + }, + { + "symbol": "CMG", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.789651, + "strategy_rank": 76.875315, + "production_rank": 78.84676, + "structural_overlay_pass": false, + "structural_overlay_score": 74.904422, + "structural_overlay_rr": 1.264261, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 3.094242, + "primary_prob": 19.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 4.641364, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.597628, + "range_504_ratio": 1.817802, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.066303, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.038245, + "strategy_rank": 95.725762, + "production_rank": 95.163256, + "structural_overlay_pass": false, + "structural_overlay_score": 90.405093, + "structural_overlay_rr": 1.914416, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.995266, + "primary_prob": 33.15, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 19.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.492899, + "raw_level_count": 113, + "gate_level_count": 113, + "range_504_log": 2.458952, + "range_504_ratio": 11.692552, + "range_factor_pass": true, + "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": 83.689539, + "strategy_rank": 59.155068, + "production_rank": 67.333225, + "structural_overlay_pass": false, + "structural_overlay_score": 63.966564, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.101487, + "primary_prob": 40.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 69.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.652231, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.538535, + "range_504_ratio": 1.713494, + "range_factor_pass": false, + "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": 90.888639, + "strategy_rank": 68.874572, + "production_rank": 76.212595, + "structural_overlay_pass": false, + "structural_overlay_score": 72.401965, + "structural_overlay_rr": 1.922897, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.77476, + "primary_prob": 56.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.162139, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.617774, + "range_504_ratio": 1.854795, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.693121, + "hold30_r": -0.280034 + }, + { + "symbol": "CRH", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.67604, + "strategy_rank": 79.089053, + "production_rank": 83.284716, + "structural_overlay_pass": false, + "structural_overlay_score": 79.12048, + "structural_overlay_rr": 1.954816, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.943725, + "primary_prob": 12.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.915587, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.665214, + "range_504_ratio": 1.944907, + "range_factor_pass": false, + "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": 99.662542, + "strategy_rank": 99.730109, + "production_rank": 99.707587, + "structural_overlay_pass": false, + "structural_overlay_score": 94.722208, + "structural_overlay_rr": 0.961672, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.961672, + "primary_prob": 34.19, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 19.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.442508, + "raw_level_count": 124, + "gate_level_count": 124, + "range_504_log": 4.630618, + "range_504_ratio": 102.577465, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.950547, + "hold30_r": 0.464759 + }, + { + "symbol": "DAL", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.313836, + "strategy_rank": 83.765476, + "production_rank": 85.614929, + "structural_overlay_pass": false, + "structural_overlay_score": 81.334183, + "structural_overlay_rr": 1.632021, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.712318, + "primary_prob": 33.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.568477, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.604999, + "range_504_ratio": 1.83125, + "range_factor_pass": false, + "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": 95.950506, + "strategy_rank": 82.013839, + "production_rank": 86.659395, + "structural_overlay_pass": false, + "structural_overlay_score": 82.326425, + "structural_overlay_rr": 1.050471, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.867143, + "primary_prob": 39.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.300715, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.803306, + "range_504_ratio": 2.23291, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.051506, + "hold30_r": -1.0 + }, + { + "symbol": "DRI", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.464567, + "strategy_rank": 60.243379, + "production_rank": 67.983775, + "structural_overlay_pass": false, + "structural_overlay_score": 64.584586, + "structural_overlay_rr": 1.692942, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.232261, + "primary_prob": 42.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.848391, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.444469, + "range_504_ratio": 1.559661, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.085531, + "hold30_r": -1.0 + }, + { + "symbol": "DXCM", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.263217, + "strategy_rank": 90.866407, + "production_rank": 91.998677, + "structural_overlay_pass": false, + "structural_overlay_score": 87.398743, + "structural_overlay_rr": 2.400921, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.575852, + "primary_prob": 35.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.363778, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.902047, + "range_504_ratio": 2.464643, + "range_factor_pass": false, + "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": 86.951631, + "strategy_rank": 76.455367, + "production_rank": 79.954122, + "structural_overlay_pass": false, + "structural_overlay_score": 75.956416, + "structural_overlay_rr": 1.860509, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.579466, + "primary_prob": 35.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.369199, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.479351, + "range_504_ratio": 1.615026, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.522526, + "hold30_r": 2.132191 + }, + { + "symbol": "ETN", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.413948, + "strategy_rank": 78.55643, + "production_rank": 81.84227, + "structural_overlay_pass": false, + "structural_overlay_score": 77.750156, + "structural_overlay_rr": 1.539869, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.667788, + "primary_prob": 44.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.001682, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.611361, + "range_504_ratio": 1.842939, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.596528, + "hold30_r": -1.042079 + }, + { + "symbol": "FCX", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.851519, + "strategy_rank": 87.152629, + "production_rank": 87.385592, + "structural_overlay_pass": false, + "structural_overlay_score": 83.016312, + "structural_overlay_rr": 2.544853, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.674936, + "primary_prob": 34.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 58, + "primary_distance_atr": 2.512405, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.740208, + "range_504_ratio": 2.096371, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.040965, + "hold30_r": -1.0 + }, + { + "symbol": "FICO", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.737908, + "strategy_rank": 79.804078, + "production_rank": 85.448688, + "structural_overlay_pass": false, + "structural_overlay_score": 81.176253, + "structural_overlay_rr": 1.367263, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.920542, + "primary_prob": 33.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.380813, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.963143, + "range_504_ratio": 2.619919, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.866851, + "hold30_r": 1.203116 + }, + { + "symbol": "FSLR", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.087739, + "strategy_rank": 97.887007, + "production_rank": 97.953917, + "structural_overlay_pass": false, + "structural_overlay_score": 93.056222, + "structural_overlay_rr": 1.580995, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.015056, + "primary_prob": 20.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 15, + "primary_distance_atr": 3.022584, + "raw_level_count": 97, + "gate_level_count": 97, + "range_504_log": 1.359082, + "range_504_ratio": 3.892617, + "range_factor_pass": true, + "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": 93.138358, + "strategy_rank": 93.142978, + "production_rank": 93.141438, + "structural_overlay_pass": false, + "structural_overlay_score": 88.484366, + "structural_overlay_rr": 2.462279, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 2.026072, + "primary_prob": 29.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 75, + "primary_distance_atr": 3.039108, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.645316, + "range_504_ratio": 1.90659, + "range_factor_pass": false, + "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": 91.001125, + "strategy_rank": 73.364087, + "production_rank": 79.2431, + "structural_overlay_pass": false, + "structural_overlay_score": 75.280945, + "structural_overlay_rr": 1.419954, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.869245, + "primary_prob": 52.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.303867, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.677168, + "range_504_ratio": 1.968296, + "range_factor_pass": false, + "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": 84.926884, + "strategy_rank": 69.482489, + "production_rank": 74.630621, + "structural_overlay_pass": false, + "structural_overlay_score": 70.89909, + "structural_overlay_rr": 0.731051, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.567192, + "primary_prob": 20.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.350788, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.729891, + "range_504_ratio": 2.074854, + "range_factor_pass": false, + "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": 89.988751, + "strategy_rank": 90.332193, + "production_rank": 90.217713, + "structural_overlay_pass": false, + "structural_overlay_score": 85.706827, + "structural_overlay_rr": 1.873787, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.251422, + "primary_prob": 31.7, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 46.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.877133, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.903753, + "range_504_ratio": 2.468852, + "range_factor_pass": false, + "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": 86.726659, + "strategy_rank": 65.725496, + "production_rank": 72.725884, + "structural_overlay_pass": false, + "structural_overlay_score": 69.08959, + "structural_overlay_rr": 2.429039, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.317559, + "primary_prob": 25.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 18, + "primary_distance_atr": 3.476338, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.617124, + "range_504_ratio": 1.85359, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.114076, + "hold30_r": -1.047918 + }, + { + "symbol": "HUBB", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.600675, + "strategy_rank": 86.624513, + "production_rank": 89.283234, + "structural_overlay_pass": false, + "structural_overlay_score": 84.819072, + "structural_overlay_rr": 2.526879, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.260493, + "primary_prob": 35.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 67.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.890739, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.692089, + "range_504_ratio": 1.997885, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.201458, + "hold30_r": 1.096843 + }, + { + "symbol": "HWM", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.014623, + "strategy_rank": 67.638856, + "production_rank": 72.764112, + "structural_overlay_pass": false, + "structural_overlay_score": 69.125906, + "structural_overlay_rr": 1.851426, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.426633, + "primary_prob": 27.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.139949, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.627562, + "range_504_ratio": 1.873039, + "range_factor_pass": false, + "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": 89.088864, + "strategy_rank": 78.692171, + "production_rank": 82.157735, + "structural_overlay_pass": false, + "structural_overlay_score": 78.049849, + "structural_overlay_rr": 1.513972, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.498292, + "primary_prob": 37.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.247439, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.78508, + "range_504_ratio": 2.192582, + "range_factor_pass": false, + "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": 92.8009, + "strategy_rank": 80.684536, + "production_rank": 84.723324, + "structural_overlay_pass": false, + "structural_overlay_score": 80.487158, + "structural_overlay_rr": 2.692358, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.341863, + "primary_prob": 25.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 3.512794, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.719319, + "range_504_ratio": 2.053035, + "range_factor_pass": false, + "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": 97.637795, + "strategy_rank": 79.962618, + "production_rank": 85.854344, + "structural_overlay_pass": false, + "structural_overlay_score": 81.561627, + "structural_overlay_rr": 1.981802, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.080323, + "primary_prob": 40.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.620484, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.859373, + "range_504_ratio": 2.36168, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.018497, + "hold30_r": 6.424623 + }, + { + "symbol": "JPM", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.539933, + "strategy_rank": 68.936875, + "production_rank": 72.804561, + "structural_overlay_pass": false, + "structural_overlay_score": 69.164333, + "structural_overlay_rr": 1.548314, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.631469, + "primary_prob": 34.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 54, + "primary_distance_atr": 2.447203, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.533725, + "range_504_ratio": 1.705273, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.079674, + "hold30_r": -1.0 + }, + { + "symbol": "LEN", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.575928, + "strategy_rank": 77.294732, + "production_rank": 82.388464, + "structural_overlay_pass": false, + "structural_overlay_score": 78.269041, + "structural_overlay_rr": 0.715963, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.464057, + "primary_prob": 20.74, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 14.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.196085, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.756346, + "range_504_ratio": 2.130476, + "range_factor_pass": false, + "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": 81.214848, + "strategy_rank": 73.04568, + "production_rank": 75.768736, + "structural_overlay_pass": false, + "structural_overlay_score": 71.980299, + "structural_overlay_rr": 1.312469, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.408419, + "primary_prob": 34.25, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.112628, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.737814, + "range_504_ratio": 2.091359, + "range_factor_pass": false, + "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": 81.889764, + "strategy_rank": 83.686471, + "production_rank": 83.087569, + "structural_overlay_pass": false, + "structural_overlay_score": 78.93319, + "structural_overlay_rr": 2.07687, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.824961, + "primary_prob": 31.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 98.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.737441, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.893059, + "range_504_ratio": 2.44259, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.781189, + "hold30_r": -1.222465 + }, + { + "symbol": "LVS", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.725534, + "strategy_rank": 87.209894, + "production_rank": 90.048441, + "structural_overlay_pass": false, + "structural_overlay_score": 85.546019, + "structural_overlay_rr": 1.614517, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.693554, + "primary_prob": 33.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.540332, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.820295, + "range_504_ratio": 2.271169, + "range_factor_pass": false, + "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": 97.187852, + "strategy_rank": 92.980991, + "production_rank": 94.383278, + "structural_overlay_pass": false, + "structural_overlay_score": 89.664114, + "structural_overlay_rr": 1.811003, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.796414, + "primary_prob": 32.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.694621, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 1.473143, + "range_504_ratio": 4.362924, + "range_factor_pass": true, + "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": 90.213723, + "strategy_rank": 84.765768, + "production_rank": 86.581753, + "structural_overlay_pass": false, + "structural_overlay_score": 82.252665, + "structural_overlay_rr": 1.534628, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.332297, + "primary_prob": 25.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 3.498446, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.664922, + "range_504_ratio": 1.944339, + "range_factor_pass": false, + "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": 83.239595, + "strategy_rank": 81.129669, + "production_rank": 81.832978, + "structural_overlay_pass": false, + "structural_overlay_score": 77.741329, + "structural_overlay_rr": 1.553739, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.077291, + "primary_prob": 43.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.615937, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 1.029913, + "range_504_ratio": 2.800823, + "range_factor_pass": true, + "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": 94.938133, + "strategy_rank": 96.221003, + "production_rank": 95.793379, + "structural_overlay_pass": false, + "structural_overlay_score": 91.00371, + "structural_overlay_rr": 1.864075, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.609593, + "primary_prob": 30.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 76.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.41439, + "raw_level_count": 103, + "gate_level_count": 103, + "range_504_log": 1.905456, + "range_504_ratio": 6.722474, + "range_factor_pass": true, + "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": 95.275591, + "strategy_rank": 95.379782, + "production_rank": 95.345052, + "structural_overlay_pass": false, + "structural_overlay_score": 90.577799, + "structural_overlay_rr": 1.748543, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.08808, + "primary_prob": 28.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 3.132121, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 1.04958, + "range_504_ratio": 2.85645, + "range_factor_pass": true, + "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": 98.312711, + "strategy_rank": 94.542803, + "production_rank": 95.799439, + "structural_overlay_pass": false, + "structural_overlay_score": 91.009467, + "structural_overlay_rr": 1.821857, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.623417, + "primary_prob": 27.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 62.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.435125, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 1.4606, + "range_504_ratio": 4.308543, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.577457, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.43757, + "strategy_rank": 98.697208, + "production_rank": 98.943996, + "structural_overlay_pass": false, + "structural_overlay_score": 93.996796, + "structural_overlay_rr": 1.570281, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "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": 102, + "gate_level_count": 102, + "range_504_log": 1.492603, + "range_504_ratio": 4.448659, + "range_factor_pass": true, + "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": 91.901012, + "strategy_rank": 67.361012, + "production_rank": 75.541012, + "structural_overlay_pass": false, + "structural_overlay_score": 71.763961, + "structural_overlay_rr": 1.075629, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.37502, + "primary_prob": 30.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.062531, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.593628, + "range_504_ratio": 1.810546, + "range_factor_pass": false, + "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": 81.664792, + "strategy_rank": 80.161987, + "production_rank": 80.662922, + "structural_overlay_pass": false, + "structural_overlay_score": 76.629776, + "structural_overlay_rr": 1.194349, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.927427, + "primary_prob": 47.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.391141, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.618214, + "range_504_ratio": 1.855611, + "range_factor_pass": false, + "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": 87.626547, + "strategy_rank": 77.331849, + "production_rank": 80.763415, + "structural_overlay_pass": false, + "structural_overlay_score": 76.725244, + "structural_overlay_rr": 0.969492, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.949153, + "primary_prob": 20.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 4.42373, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.481497, + "range_504_ratio": 1.618496, + "range_factor_pass": false, + "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": 92.350956, + "strategy_rank": 91.716376, + "production_rank": 91.927903, + "structural_overlay_pass": false, + "structural_overlay_score": 87.331508, + "structural_overlay_rr": 1.586002, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.732775, + "primary_prob": 43.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.099162, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 1.002772, + "range_504_ratio": 2.725826, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.696263, + "hold30_r": 0.370348 + }, + { + "symbol": "ORCL", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.588301, + "strategy_rank": 77.397333, + "production_rank": 82.794322, + "structural_overlay_pass": false, + "structural_overlay_score": 78.654606, + "structural_overlay_rr": 0.71799, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.71799, + "primary_prob": 45.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.076984, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.741169, + "range_504_ratio": 2.098388, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.656647, + "hold30_r": -1.0 + }, + { + "symbol": "ORLY", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.051744, + "strategy_rank": 63.131843, + "production_rank": 70.77181, + "structural_overlay_pass": false, + "structural_overlay_score": 67.23322, + "structural_overlay_rr": 1.104964, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.095213, + "primary_prob": 30.47, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 20.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.642819, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.550016, + "range_504_ratio": 1.73328, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.089595, + "hold30_r": -1.0 + }, + { + "symbol": "PANW", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.125984, + "strategy_rank": 90.986505, + "production_rank": 91.366332, + "structural_overlay_pass": false, + "structural_overlay_score": 86.798015, + "structural_overlay_rr": 1.594798, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.266839, + "primary_prob": 23.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.900258, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.773383, + "range_504_ratio": 2.167085, + "range_factor_pass": false, + "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": 91.226097, + "strategy_rank": 73.959278, + "production_rank": 79.714884, + "structural_overlay_pass": false, + "structural_overlay_score": 75.72914, + "structural_overlay_rr": 0.789745, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.789745, + "primary_prob": 41.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.184618, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.56209, + "range_504_ratio": 1.754335, + "range_factor_pass": false, + "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": 91.451069, + "strategy_rank": 69.537634, + "production_rank": 76.842112, + "structural_overlay_pass": false, + "structural_overlay_score": 73.000006, + "structural_overlay_rr": 0.774207, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.177643, + "primary_prob": 44.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.766465, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.731818, + "range_504_ratio": 2.078857, + "range_factor_pass": false, + "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": 85.376828, + "strategy_rank": 77.171187, + "production_rank": 79.906401, + "structural_overlay_pass": false, + "structural_overlay_score": 75.911081, + "structural_overlay_rr": 1.604443, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.281819, + "primary_prob": 23.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.922729, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.619515, + "range_504_ratio": 1.858026, + "range_factor_pass": false, + "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": 97.412823, + "strategy_rank": 81.151939, + "production_rank": 86.572234, + "structural_overlay_pass": false, + "structural_overlay_score": 82.243622, + "structural_overlay_rr": 1.092858, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.71882, + "primary_prob": 43.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.07823, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.899875, + "range_504_ratio": 2.459295, + "range_factor_pass": false, + "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": 98.537683, + "strategy_rank": 98.606008, + "production_rank": 98.583233, + "structural_overlay_pass": false, + "structural_overlay_score": 93.654071, + "structural_overlay_rr": 1.643898, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.522188, + "primary_prob": 30.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.283282, + "raw_level_count": 101, + "gate_level_count": 101, + "range_504_log": 1.612515, + "range_504_ratio": 5.015411, + "range_factor_pass": true, + "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": 82.114736, + "strategy_rank": 71.554389, + "production_rank": 75.074505, + "structural_overlay_pass": false, + "structural_overlay_score": 71.320779, + "structural_overlay_rr": 1.730668, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.67149, + "primary_prob": 34.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.507236, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.735058, + "range_504_ratio": 2.085603, + "range_factor_pass": false, + "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": 99.212598, + "strategy_rank": 94.970704, + "production_rank": 96.384669, + "structural_overlay_pass": false, + "structural_overlay_score": 91.565436, + "structural_overlay_rr": 1.568889, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.251222, + "primary_prob": 24.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.876833, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 1.290059, + "range_504_ratio": 3.633001, + "range_factor_pass": true, + "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": 84.47694, + "strategy_rank": 75.935205, + "production_rank": 78.78245, + "structural_overlay_pass": false, + "structural_overlay_score": 74.843328, + "structural_overlay_rr": 2.031973, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.9305, + "primary_prob": 30.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.89575, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.503048, + "range_504_ratio": 1.653754, + "range_factor_pass": false, + "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": 85.6018, + "strategy_rank": 77.732708, + "production_rank": 80.355738, + "structural_overlay_pass": false, + "structural_overlay_score": 76.337951, + "structural_overlay_rr": 1.575734, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.519264, + "primary_prob": 36.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.278896, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.624645, + "range_504_ratio": 1.867582, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.463726, + "hold30_r": -1.0 + }, + { + "symbol": "SLB", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.512936, + "strategy_rank": 93.518651, + "production_rank": 94.516746, + "structural_overlay_pass": false, + "structural_overlay_score": 89.790909, + "structural_overlay_rr": 2.431213, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.815257, + "primary_prob": 38.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.222885, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.885587, + "range_504_ratio": 2.424406, + "range_factor_pass": false, + "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": 99.887514, + "strategy_rank": 99.75291, + "production_rank": 99.797778, + "structural_overlay_pass": false, + "structural_overlay_score": 94.807889, + "structural_overlay_rr": 0.837409, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.855416, + "primary_prob": 35.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.283124, + "raw_level_count": 110, + "gate_level_count": 110, + "range_504_log": 2.348145, + "range_504_ratio": 10.466139, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.83969, + "hold30_r": 0.486595 + }, + { + "symbol": "SNA", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.339708, + "strategy_rank": 68.816246, + "production_rank": 73.324067, + "structural_overlay_pass": false, + "structural_overlay_score": 69.657863, + "structural_overlay_rr": 1.262439, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.786587, + "primary_prob": 16.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.67988, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.447145, + "range_504_ratio": 1.563842, + "range_factor_pass": false, + "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": 87.176603, + "strategy_rank": 88.026989, + "production_rank": 87.743527, + "structural_overlay_pass": false, + "structural_overlay_score": 83.356351, + "structural_overlay_rr": 1.500505, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.159127, + "primary_prob": 36.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 59.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.738691, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.993266, + "range_504_ratio": 2.70004, + "range_factor_pass": false, + "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": 85.151856, + "strategy_rank": 61.963202, + "production_rank": 69.692753, + "structural_overlay_pass": false, + "structural_overlay_score": 66.208115, + "structural_overlay_rr": 1.588344, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.393316, + "primary_prob": 39.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.089974, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.48572, + "range_504_ratio": 1.625344, + "range_factor_pass": false, + "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": 84.251969, + "strategy_rank": 67.629577, + "production_rank": 73.170374, + "structural_overlay_pass": false, + "structural_overlay_score": 69.511855, + "structural_overlay_rr": 0.948751, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.542131, + "primary_prob": 28.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 59.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.313197, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.632012, + "range_504_ratio": 1.881392, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.481539, + "hold30_r": -0.257413 + }, + { + "symbol": "UAL", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.438695, + "strategy_rank": 88.424932, + "production_rank": 89.096186, + "structural_overlay_pass": false, + "structural_overlay_score": 84.641377, + "structural_overlay_rr": 1.980702, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.56532, + "primary_prob": 36.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.34798, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.645363, + "range_504_ratio": 1.90668, + "range_factor_pass": false, + "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": 93.36333, + "strategy_rank": 91.650627, + "production_rank": 92.221528, + "structural_overlay_pass": false, + "structural_overlay_score": 87.610451, + "structural_overlay_rr": 1.894279, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.13114, + "primary_prob": 20.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 62.0, + "primary_rejection_count": 17, + "primary_distance_atr": 3.19671, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.911302, + "range_504_ratio": 2.48756, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.090571, + "hold30_r": 1.157117 + }, + { + "symbol": "UHS", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.538808, + "strategy_rank": 79.276492, + "production_rank": 82.697264, + "structural_overlay_pass": false, + "structural_overlay_score": 78.562401, + "structural_overlay_rr": 2.100813, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.93116, + "primary_prob": 30.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.89674, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.653398, + "range_504_ratio": 1.922061, + "range_factor_pass": false, + "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": 88.63892, + "strategy_rank": 88.814921, + "production_rank": 88.756254, + "structural_overlay_pass": false, + "structural_overlay_score": 84.318441, + "structural_overlay_rr": 1.265667, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.314091, + "primary_prob": 21.47, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.971136, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.758491, + "range_504_ratio": 2.135052, + "range_factor_pass": false, + "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": 80.089989, + "strategy_rank": 66.433362, + "production_rank": 70.985571, + "structural_overlay_pass": false, + "structural_overlay_score": 67.436293, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.242438, + "primary_prob": 23.12, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.863657, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.513077, + "range_504_ratio": 1.670423, + "range_factor_pass": false, + "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": 98.762655, + "strategy_rank": 98.561468, + "production_rank": 98.62853, + "structural_overlay_pass": false, + "structural_overlay_score": 93.697104, + "structural_overlay_rr": 1.312754, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.007101, + "primary_prob": 45.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.510651, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 1.553522, + "range_504_ratio": 4.728093, + "range_factor_pass": true, + "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": 82.564679, + "strategy_rank": 77.795276, + "production_rank": 79.385077, + "structural_overlay_pass": false, + "structural_overlay_score": 75.415823, + "structural_overlay_rr": 1.207431, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.880739, + "primary_prob": 31.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.821109, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.871843, + "range_504_ratio": 2.391314, + "range_factor_pass": false, + "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": 96.287964, + "strategy_rank": 88.142316, + "production_rank": 90.857532, + "structural_overlay_pass": false, + "structural_overlay_score": 86.314655, + "structural_overlay_rr": 2.001761, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.678737, + "primary_prob": 34.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.518105, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.853482, + "range_504_ratio": 2.347809, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.636471, + "hold30_r": -1.0 + }, + { + "symbol": "HOOD", + "date": "2023-08-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.389208, + "strategy_rank": 91.841861, + "production_rank": 91.690977, + "structural_overlay_pass": false, + "structural_overlay_score": 87.106428, + "structural_overlay_rr": 1.446146, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.51093, + "primary_prob": 37.04, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.266395, + "raw_level_count": 91, + "gate_level_count": 91, + "range_504_log": 2.013237, + "range_504_ratio": 7.487518, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.477804, + "hold30_r": -1.0 + }, + { + "symbol": "ABNB", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.500574, + "strategy_rank": 85.645247, + "production_rank": 85.263689, + "structural_overlay_pass": false, + "structural_overlay_score": 81.000505, + "structural_overlay_rr": 1.883477, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.924051, + "primary_prob": 30.46, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.886076, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 0.953715, + "range_504_ratio": 2.595334, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.8808, + "hold30_r": -1.0 + }, + { + "symbol": "ACGL", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.900115, + "strategy_rank": 83.534548, + "production_rank": 87.989737, + "structural_overlay_pass": false, + "structural_overlay_score": 83.59025, + "structural_overlay_rr": 1.227376, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.133039, + "primary_prob": 31.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.699558, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.818043, + "range_504_ratio": 2.266061, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.070452, + "hold30_r": 2.589803 + }, + { + "symbol": "ALGN", + "date": "2023-08-23", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.400689, + "strategy_rank": 84.643712, + "production_rank": 83.562705, + "structural_overlay_pass": true, + "structural_overlay_score": 84.384569, + "structural_overlay_rr": 3.169536, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 18.445917, + "primary_prob": 25.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 27.668876, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 1.455416, + "range_504_ratio": 4.286266, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.042979, + "hold30_r": -1.0 + }, + { + "symbol": "AMAT", + "date": "2023-08-23", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.663605, + "strategy_rank": 81.850778, + "production_rank": 82.12172, + "structural_overlay_pass": false, + "structural_overlay_score": 78.015634, + "structural_overlay_rr": 2.188403, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.098926, + "primary_prob": 26.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 7, + "primary_distance_atr": 3.148388, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.853984, + "range_504_ratio": 2.348988, + "range_factor_pass": false, + "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": 86.681975, + "strategy_rank": 85.213465, + "production_rank": 85.702968, + "structural_overlay_pass": false, + "structural_overlay_score": 81.41782, + "structural_overlay_rr": 1.766201, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.374743, + "primary_prob": 35.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.062114, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.654943, + "range_504_ratio": 1.925033, + "range_factor_pass": false, + "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": 82.204363, + "strategy_rank": 77.302504, + "production_rank": 78.936457, + "structural_overlay_pass": false, + "structural_overlay_score": 74.989634, + "structural_overlay_rr": 1.11637, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.790925, + "primary_prob": 44.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.186387, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.665584, + "range_504_ratio": 1.945626, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.729171, + "hold30_r": 1.95887 + }, + { + "symbol": "AVGO", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.407577, + "strategy_rank": 90.084273, + "production_rank": 91.858708, + "structural_overlay_pass": false, + "structural_overlay_score": 87.265773, + "structural_overlay_rr": 1.272886, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.042902, + "primary_prob": 33.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.564353, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.799326, + "range_504_ratio": 2.224042, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.051873, + "hold30_r": -1.0 + }, + { + "symbol": "AXON", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.733639, + "strategy_rank": 92.014235, + "production_rank": 91.920703, + "structural_overlay_pass": true, + "structural_overlay_score": 92.324668, + "structural_overlay_rr": 2.301756, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.848666, + "primary_prob": 46.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.772999, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 1.025131, + "range_504_ratio": 2.787462, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.804636, + "hold30_r": -1.061725 + }, + { + "symbol": "BA", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.959816, + "strategy_rank": 77.513109, + "production_rank": 79.995344, + "structural_overlay_pass": false, + "structural_overlay_score": 75.995577, + "structural_overlay_rr": 1.684393, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.797177, + "primary_prob": 22.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.695766, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.765908, + "range_504_ratio": 2.150947, + "range_factor_pass": false, + "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": 85.993111, + "strategy_rank": 65.177996, + "production_rank": 72.116368, + "structural_overlay_pass": false, + "structural_overlay_score": 68.510549, + "structural_overlay_rr": 2.364576, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.500981, + "primary_prob": 37.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 63, + "primary_distance_atr": 2.251471, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.627254, + "range_504_ratio": 1.872462, + "range_factor_pass": false, + "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": 91.159587, + "strategy_rank": 79.584907, + "production_rank": 83.443133, + "structural_overlay_pass": false, + "structural_overlay_score": 79.270977, + "structural_overlay_rr": 1.446888, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.454123, + "primary_prob": 19.13, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.181184, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.698775, + "range_504_ratio": 2.011288, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.058801, + "hold30_r": -1.0 + }, + { + "symbol": "BKR", + "date": "2023-08-23", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.518944, + "strategy_rank": 80.416869, + "production_rank": 83.11756, + "structural_overlay_pass": false, + "structural_overlay_score": 78.961682, + "structural_overlay_rr": 0.922034, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.00904, + "primary_prob": 22.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 19, + "primary_distance_atr": 3.013559, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.667094, + "range_504_ratio": 1.948567, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.064108, + "hold30_r": -1.0 + }, + { + "symbol": "BLDR", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.851894, + "strategy_rank": 96.034814, + "production_rank": 96.973841, + "structural_overlay_pass": false, + "structural_overlay_score": 92.125149, + "structural_overlay_rr": 1.571635, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.264164, + "primary_prob": 27.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.896246, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 1.165308, + "range_504_ratio": 3.206911, + "range_factor_pass": true, + "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": 80.252583, + "strategy_rank": 57.757564, + "production_rank": 65.255904, + "structural_overlay_pass": false, + "structural_overlay_score": 61.993109, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.675766, + "primary_prob": 60.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.013649, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.44791, + "range_504_ratio": 1.565037, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.593956, + "hold30_r": 1.08051 + }, + { + "symbol": "CAH", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.667049, + "strategy_rank": 68.574495, + "production_rank": 75.605346, + "structural_overlay_pass": false, + "structural_overlay_score": 71.825079, + "structural_overlay_rr": 1.846246, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.54391, + "primary_prob": 28.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 62.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.315865, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.733227, + "range_504_ratio": 2.081788, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.47597, + "hold30_r": 1.770721 + }, + { + "symbol": "CAT", + "date": "2023-08-23", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.222732, + "strategy_rank": 81.62739, + "production_rank": 83.159171, + "structural_overlay_pass": false, + "structural_overlay_score": 79.001213, + "structural_overlay_rr": 1.613108, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 2.298927, + "primary_prob": 21.23, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 3.44839, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.604255, + "range_504_ratio": 1.829888, + "range_factor_pass": false, + "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": 98.04822, + "strategy_rank": 97.774648, + "production_rank": 97.865839, + "structural_overlay_pass": false, + "structural_overlay_score": 92.972547, + "structural_overlay_rr": 2.123832, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.766744, + "primary_prob": 32.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.650115, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 1.500251, + "range_504_ratio": 4.482815, + "range_factor_pass": true, + "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": 96.096441, + "strategy_rank": 97.164416, + "production_rank": 96.808424, + "structural_overlay_pass": false, + "structural_overlay_score": 91.968003, + "structural_overlay_rr": 0.929946, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.659662, + "primary_prob": 20.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.489493, + "raw_level_count": 113, + "gate_level_count": 113, + "range_504_log": 2.458952, + "range_504_ratio": 11.692552, + "range_factor_pass": true, + "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": 83.237658, + "strategy_rank": 59.022374, + "production_rank": 67.094135, + "structural_overlay_pass": false, + "structural_overlay_score": 63.739429, + "structural_overlay_rr": 1.530218, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.556095, + "primary_prob": 25.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.334143, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.538535, + "range_504_ratio": 1.713494, + "range_factor_pass": false, + "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": 88.978186, + "strategy_rank": 67.611191, + "production_rank": 74.733522, + "structural_overlay_pass": false, + "structural_overlay_score": 70.996846, + "structural_overlay_rr": 1.94912, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.488419, + "primary_prob": 18.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.232629, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.617774, + "range_504_ratio": 1.854795, + "range_factor_pass": false, + "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": 93.340987, + "strategy_rank": 80.458966, + "production_rank": 84.752973, + "structural_overlay_pass": false, + "structural_overlay_score": 80.515325, + "structural_overlay_rr": 1.550196, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.53887, + "primary_prob": 19.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.308305, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.665214, + "range_504_ratio": 1.944907, + "range_factor_pass": false, + "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": 80.022962, + "strategy_rank": 71.651812, + "production_rank": 74.442196, + "structural_overlay_pass": false, + "structural_overlay_score": 70.720086, + "structural_overlay_rr": 1.878098, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.466349, + "primary_prob": 24.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 3.699524, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.723795, + "range_504_ratio": 2.062245, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.062206, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.655568, + "strategy_rank": 99.724534, + "production_rank": 99.701545, + "structural_overlay_pass": false, + "structural_overlay_score": 94.716468, + "structural_overlay_rr": 0.718814, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.700655, + "primary_prob": 43.65, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 19.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.050982, + "raw_level_count": 125, + "gate_level_count": 125, + "range_504_log": 4.627731, + "range_504_ratio": 102.28169, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.687709, + "hold30_r": -0.729581 + }, + { + "symbol": "DAL", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.748565, + "strategy_rank": 82.983102, + "production_rank": 84.904923, + "structural_overlay_pass": false, + "structural_overlay_score": 80.659677, + "structural_overlay_rr": 2.033913, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.118727, + "primary_prob": 28.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 17, + "primary_distance_atr": 3.17809, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.604999, + "range_504_ratio": 1.83125, + "range_factor_pass": false, + "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": 84.730195, + "strategy_rank": 84.053405, + "production_rank": 84.279002, + "structural_overlay_pass": false, + "structural_overlay_score": 80.065051, + "structural_overlay_rr": 1.62143, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.515378, + "primary_prob": 30.36, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 67.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.273068, + "raw_level_count": 107, + "gate_level_count": 107, + "range_504_log": 1.827613, + "range_504_ratio": 6.219023, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.476763, + "hold30_r": -1.0 + }, + { + "symbol": "DD", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.711825, + "strategy_rank": 68.147762, + "production_rank": 72.335783, + "structural_overlay_pass": false, + "structural_overlay_score": 68.718994, + "structural_overlay_rr": 1.268788, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.239155, + "primary_prob": 42.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 74, + "primary_distance_atr": 1.858733, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.542155, + "range_504_ratio": 1.719709, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.168265, + "hold30_r": -1.008371 + }, + { + "symbol": "DECK", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.637199, + "strategy_rank": 81.928857, + "production_rank": 86.498304, + "structural_overlay_pass": false, + "structural_overlay_score": 82.173389, + "structural_overlay_rr": 1.035111, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.999427, + "primary_prob": 29.83, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.49914, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.981991, + "range_504_ratio": 2.669766, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.060097, + "hold30_r": -1.0 + }, + { + "symbol": "DHI", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.440873, + "strategy_rank": 82.113422, + "production_rank": 86.889239, + "structural_overlay_pass": false, + "structural_overlay_score": 82.544777, + "structural_overlay_rr": 2.148591, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.839667, + "primary_prob": 21.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.7595, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.803306, + "range_504_ratio": 2.23291, + "range_factor_pass": false, + "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": 83.122847, + "strategy_rank": 60.17912, + "production_rank": 67.827029, + "structural_overlay_pass": false, + "structural_overlay_score": 64.435678, + "structural_overlay_rr": 1.464807, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.496974, + "primary_prob": 37.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.245461, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.444469, + "range_504_ratio": 1.559661, + "range_factor_pass": false, + "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": 93.91504, + "strategy_rank": 90.551525, + "production_rank": 91.672697, + "structural_overlay_pass": false, + "structural_overlay_score": 87.089062, + "structural_overlay_rr": 3.791097, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.787514, + "primary_prob": 32.4, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 79, + "primary_distance_atr": 2.681272, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.902047, + "range_504_ratio": 2.464643, + "range_factor_pass": false, + "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": 88.059701, + "strategy_rank": 77.483715, + "production_rank": 81.009044, + "structural_overlay_pass": false, + "structural_overlay_score": 76.958592, + "structural_overlay_rr": 2.096214, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.809852, + "primary_prob": 32.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.714778, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.479351, + "range_504_ratio": 1.615026, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.751809, + "hold30_r": 2.837037 + }, + { + "symbol": "FCX", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.700344, + "strategy_rank": 88.988523, + "production_rank": 89.55913, + "structural_overlay_pass": false, + "structural_overlay_score": 85.081174, + "structural_overlay_rr": 1.298624, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.637974, + "primary_prob": 34.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 58, + "primary_distance_atr": 2.456961, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.740208, + "range_504_ratio": 2.096371, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.043746, + "hold30_r": -1.0 + }, + { + "symbol": "FSLR", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.277842, + "strategy_rank": 98.107204, + "production_rank": 98.164083, + "structural_overlay_pass": false, + "structural_overlay_score": 93.255879, + "structural_overlay_rr": 1.740419, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.536352, + "primary_prob": 36.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.304529, + "raw_level_count": 97, + "gate_level_count": 97, + "range_504_log": 1.359082, + "range_504_ratio": 3.892617, + "range_factor_pass": true, + "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": 93.111366, + "strategy_rank": 93.322286, + "production_rank": 93.25198, + "structural_overlay_pass": false, + "structural_overlay_score": 88.589381, + "structural_overlay_rr": 1.724047, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.102764, + "primary_prob": 28.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 75, + "primary_distance_atr": 3.154145, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.645316, + "range_504_ratio": 1.90659, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.036987, + "hold30_r": -0.365562 + }, + { + "symbol": "GE", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.259472, + "strategy_rank": 75.98163, + "production_rank": 82.074244, + "structural_overlay_pass": false, + "structural_overlay_score": 77.970532, + "structural_overlay_rr": 1.416225, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.879195, + "primary_prob": 36.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.318793, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.677168, + "range_504_ratio": 1.968296, + "range_factor_pass": false, + "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": 83.926521, + "strategy_rank": 68.679836, + "production_rank": 73.762065, + "structural_overlay_pass": false, + "structural_overlay_score": 70.073961, + "structural_overlay_rr": 0.902036, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.728086, + "primary_prob": 17.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.59213, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.729891, + "range_504_ratio": 2.074854, + "range_factor_pass": false, + "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": 85.419059, + "strategy_rank": 87.0442, + "production_rank": 86.502486, + "structural_overlay_pass": false, + "structural_overlay_score": 82.177362, + "structural_overlay_rr": 1.619351, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.618091, + "primary_prob": 24.32, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 46.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.427136, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.854103, + "range_504_ratio": 2.349266, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.566736, + "hold30_r": -0.43768 + }, + { + "symbol": "HCA", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.6969, + "strategy_rank": 62.986456, + "production_rank": 69.889937, + "structural_overlay_pass": false, + "structural_overlay_score": 66.39544, + "structural_overlay_rr": 1.254088, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.135095, + "primary_prob": 45.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.702642, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.617124, + "range_504_ratio": 1.85359, + "range_factor_pass": false, + "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": 90.470723, + "strategy_rank": 84.257341, + "production_rank": 86.328469, + "structural_overlay_pass": false, + "structural_overlay_score": 82.012045, + "structural_overlay_rr": 1.443772, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.443772, + "primary_prob": 39.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.165658, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.692089, + "range_504_ratio": 1.997885, + "range_factor_pass": false, + "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": 85.189437, + "strategy_rank": 69.082778, + "production_rank": 74.451664, + "structural_overlay_pass": false, + "structural_overlay_score": 70.729081, + "structural_overlay_rr": 0.945135, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.276843, + "primary_prob": 30.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.915265, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.627562, + "range_504_ratio": 1.873039, + "range_factor_pass": false, + "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": 92.422503, + "strategy_rank": 80.984412, + "production_rank": 84.797109, + "structural_overlay_pass": false, + "structural_overlay_score": 80.557253, + "structural_overlay_rr": 1.937757, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.839256, + "primary_prob": 31.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.758884, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.78508, + "range_504_ratio": 2.192582, + "range_factor_pass": false, + "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": 91.963261, + "strategy_rank": 80.456757, + "production_rank": 84.292258, + "structural_overlay_pass": false, + "structural_overlay_score": 80.077645, + "structural_overlay_rr": 1.913849, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.541678, + "primary_prob": 36.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.312517, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.719319, + "range_504_ratio": 2.053035, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.482006, + "hold30_r": -0.030823 + }, + { + "symbol": "JBL", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.670494, + "strategy_rank": 79.525016, + "production_rank": 85.240175, + "structural_overlay_pass": false, + "structural_overlay_score": 80.978166, + "structural_overlay_rr": 1.654336, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.723892, + "primary_prob": 52.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.085837, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.859373, + "range_504_ratio": 2.36168, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.659247, + "hold30_r": 7.494174 + }, + { + "symbol": "JPM", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.467279, + "strategy_rank": 71.107508, + "production_rank": 75.227431, + "structural_overlay_pass": false, + "structural_overlay_score": 71.46606, + "structural_overlay_rr": 1.286835, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.803822, + "primary_prob": 55.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 1.205733, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.533725, + "range_504_ratio": 1.705273, + "range_factor_pass": false, + "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": 92.881745, + "strategy_rank": 77.560177, + "production_rank": 82.667366, + "structural_overlay_pass": false, + "structural_overlay_score": 78.533998, + "structural_overlay_rr": 1.954633, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.711331, + "primary_prob": 33.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.566997, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.756346, + "range_504_ratio": 2.130476, + "range_factor_pass": false, + "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": 80.482204, + "strategy_rank": 72.901117, + "production_rank": 75.428146, + "structural_overlay_pass": false, + "structural_overlay_score": 71.656739, + "structural_overlay_rr": 1.341171, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.426053, + "primary_prob": 33.89, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.13908, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.737814, + "range_504_ratio": 2.091359, + "range_factor_pass": false, + "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": 81.859931, + "strategy_rank": 60.978928, + "production_rank": 67.939262, + "structural_overlay_pass": false, + "structural_overlay_score": 64.542299, + "structural_overlay_rr": 1.566851, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.604608, + "primary_prob": 17.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.406912, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.405364, + "range_504_ratio": 1.499848, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.508605, + "hold30_r": -1.0 + }, + { + "symbol": "LRCX", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.141217, + "strategy_rank": 87.287512, + "production_rank": 87.238747, + "structural_overlay_pass": false, + "structural_overlay_score": 82.876809, + "structural_overlay_rr": 1.819336, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.506314, + "primary_prob": 43.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.259471, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.893059, + "range_504_ratio": 2.44259, + "range_factor_pass": false, + "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": 94.833525, + "strategy_rank": 86.48656, + "production_rank": 89.268882, + "structural_overlay_pass": false, + "structural_overlay_score": 84.805438, + "structural_overlay_rr": 2.376691, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.664092, + "primary_prob": 34.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.496139, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.820295, + "range_504_ratio": 2.271169, + "range_factor_pass": false, + "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": 97.129736, + "strategy_rank": 92.973633, + "production_rank": 94.359001, + "structural_overlay_pass": false, + "structural_overlay_score": 89.641051, + "structural_overlay_rr": 1.789545, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.774931, + "primary_prob": 32.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.662397, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 1.473143, + "range_504_ratio": 4.362924, + "range_factor_pass": true, + "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": 90.126292, + "strategy_rank": 85.047167, + "production_rank": 86.740209, + "structural_overlay_pass": false, + "structural_overlay_score": 82.403198, + "structural_overlay_rr": 1.927788, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.752797, + "primary_prob": 22.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 4.129195, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.664922, + "range_504_ratio": 1.944339, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.046132, + "hold30_r": -1.0 + }, + { + "symbol": "MNST", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.941447, + "strategy_rank": 63.016401, + "production_rank": 68.991416, + "structural_overlay_pass": false, + "structural_overlay_score": 65.541845, + "structural_overlay_rr": 1.52293, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.45853, + "primary_prob": 28.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.187795, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.521606, + "range_504_ratio": 1.684731, + "range_factor_pass": false, + "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": 81.974742, + "strategy_rank": 79.994003, + "production_rank": 80.654249, + "structural_overlay_pass": false, + "structural_overlay_score": 76.621537, + "structural_overlay_rr": 1.239426, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.219752, + "primary_prob": 38.66, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.829628, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 0.987439, + "range_504_ratio": 2.684352, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.166072, + "hold30_r": -0.181745 + }, + { + "symbol": "MSTR", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.588978, + "strategy_rank": 98.071735, + "production_rank": 97.910816, + "structural_overlay_pass": false, + "structural_overlay_score": 93.015275, + "structural_overlay_rr": 1.6208, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.384322, + "primary_prob": 20.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 75.0, + "primary_rejection_count": 31, + "primary_distance_atr": 3.576484, + "raw_level_count": 103, + "gate_level_count": 103, + "range_504_log": 1.905456, + "range_504_ratio": 6.722474, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.023348, + "hold30_r": -1.0 + }, + { + "symbol": "NCLH", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.177956, + "strategy_rank": 95.387456, + "production_rank": 95.317623, + "structural_overlay_pass": false, + "structural_overlay_score": 90.551742, + "structural_overlay_rr": 1.069215, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.820359, + "primary_prob": 31.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.730538, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 1.04958, + "range_504_ratio": 2.85645, + "range_factor_pass": true, + "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": 97.818599, + "strategy_rank": 94.314944, + "production_rank": 95.482829, + "structural_overlay_pass": true, + "structural_overlay_score": 95.708688, + "structural_overlay_rr": 3.08428, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 5.371538, + "primary_prob": 27.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 21, + "primary_distance_atr": 8.057306, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 1.4606, + "range_504_ratio": 4.308543, + "range_factor_pass": true, + "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": 92.192882, + "strategy_rank": 67.971443, + "production_rank": 76.045256, + "structural_overlay_pass": false, + "structural_overlay_score": 72.242993, + "structural_overlay_rr": 0.788627, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.403299, + "primary_prob": 29.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.104948, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.593628, + "range_504_ratio": 1.810546, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.337489, + "hold30_r": -1.0 + }, + { + "symbol": "ON", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.289323, + "strategy_rank": 88.915928, + "production_rank": 88.707059, + "structural_overlay_pass": false, + "structural_overlay_score": 84.271706, + "structural_overlay_rr": 1.520378, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.564076, + "primary_prob": 20.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.346114, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 0.980739, + "range_504_ratio": 2.666427, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.52544, + "hold30_r": -1.11898 + }, + { + "symbol": "ORCL", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.570608, + "strategy_rank": 77.492553, + "production_rank": 82.851905, + "structural_overlay_pass": false, + "structural_overlay_score": 78.70931, + "structural_overlay_rr": 2.236672, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.851826, + "primary_prob": 27.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.777739, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.741169, + "range_504_ratio": 2.098388, + "range_factor_pass": false, + "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": 86.911596, + "strategy_rank": 63.518529, + "production_rank": 71.316218, + "structural_overlay_pass": false, + "structural_overlay_score": 67.750407, + "structural_overlay_rr": 1.187364, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.722293, + "primary_prob": 58.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.083439, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.550016, + "range_504_ratio": 1.73328, + "range_factor_pass": false, + "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": 90.929966, + "strategy_rank": 90.695649, + "production_rank": 90.773755, + "structural_overlay_pass": false, + "structural_overlay_score": 86.235067, + "structural_overlay_rr": 1.704145, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.767743, + "primary_prob": 68.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 83.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.151615, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.74907, + "range_504_ratio": 2.115033, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.733735, + "hold30_r": 0.080815 + }, + { + "symbol": "PCAR", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.437428, + "strategy_rank": 72.468743, + "production_rank": 78.124971, + "structural_overlay_pass": false, + "structural_overlay_score": 74.218723, + "structural_overlay_rr": 0.947465, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.495034, + "primary_prob": 18.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.242551, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.56209, + "range_504_ratio": 1.754335, + "range_factor_pass": false, + "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": 93.80023, + "strategy_rank": 70.3337, + "production_rank": 78.155877, + "structural_overlay_pass": false, + "structural_overlay_score": 74.248083, + "structural_overlay_rr": 1.385253, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.800175, + "primary_prob": 32.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.700262, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.708102, + "range_504_ratio": 2.030134, + "range_factor_pass": false, + "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": 86.452354, + "strategy_rank": 77.286407, + "production_rank": 80.341723, + "structural_overlay_pass": false, + "structural_overlay_score": 76.324636, + "structural_overlay_rr": 1.920661, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.497903, + "primary_prob": 18.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.246854, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.619515, + "range_504_ratio": 1.858026, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.063489, + "hold30_r": -1.0 + }, + { + "symbol": "PHM", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.507463, + "strategy_rank": 82.288557, + "production_rank": 87.694859, + "structural_overlay_pass": false, + "structural_overlay_score": 83.310116, + "structural_overlay_rr": 1.782648, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.515307, + "primary_prob": 22.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.272961, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.899875, + "range_504_ratio": 2.459295, + "range_factor_pass": false, + "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": 99.081515, + "strategy_rank": 98.910325, + "production_rank": 98.967389, + "structural_overlay_pass": false, + "structural_overlay_score": 94.019019, + "structural_overlay_rr": 1.826296, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.698471, + "primary_prob": 27.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 67.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.547706, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 1.612515, + "range_504_ratio": 5.015411, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.020706, + "hold30_r": -1.0 + }, + { + "symbol": "PNR", + "date": "2023-08-23", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.893226, + "strategy_rank": 72.045877, + "production_rank": 75.66166, + "structural_overlay_pass": false, + "structural_overlay_score": 71.878577, + "structural_overlay_rr": 1.320376, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.019461, + "primary_prob": 29.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 3.029191, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.73132, + "range_504_ratio": 2.077821, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.065526, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.425947, + "strategy_rank": 95.165173, + "production_rank": 96.585431, + "structural_overlay_pass": false, + "structural_overlay_score": 91.75616, + "structural_overlay_rr": 1.265562, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.955249, + "primary_prob": 32.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.432874, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 1.290059, + "range_504_ratio": 3.633001, + "range_factor_pass": true, + "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": 82.433984, + "strategy_rank": 74.542277, + "production_rank": 77.172846, + "structural_overlay_pass": false, + "structural_overlay_score": 73.314204, + "structural_overlay_rr": 2.964894, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.782786, + "primary_prob": 32.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 77, + "primary_distance_atr": 2.674178, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.503048, + "range_504_ratio": 1.653754, + "range_factor_pass": false, + "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": 84.270953, + "strategy_rank": 76.893447, + "production_rank": 79.352616, + "structural_overlay_pass": false, + "structural_overlay_score": 75.384985, + "structural_overlay_rr": 2.419442, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.184094, + "primary_prob": 27.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 3.276141, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.624645, + "range_504_ratio": 1.867582, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.081436, + "hold30_r": -1.020351 + }, + { + "symbol": "SLB", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.603904, + "strategy_rank": 91.9272, + "production_rank": 92.819434, + "structural_overlay_pass": false, + "structural_overlay_score": 88.178463, + "structural_overlay_rr": 0.985751, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.990986, + "primary_prob": 31.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.486479, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.864759, + "range_504_ratio": 2.374433, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.938277, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.885189, + "strategy_rank": 99.747811, + "production_rank": 99.793604, + "structural_overlay_pass": false, + "structural_overlay_score": 94.803924, + "structural_overlay_rr": 1.742543, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "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": 110, + "gate_level_count": 110, + "range_504_log": 2.348145, + "range_504_ratio": 10.466139, + "range_factor_pass": true, + "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": 84.041332, + "strategy_rank": 86.011063, + "production_rank": 85.354486, + "structural_overlay_pass": false, + "structural_overlay_score": 81.086762, + "structural_overlay_rr": 2.251532, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.883287, + "primary_prob": 22.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.824931, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.993266, + "range_504_ratio": 2.70004, + "range_factor_pass": false, + "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": 85.76349, + "strategy_rank": 62.439941, + "production_rank": 70.214458, + "structural_overlay_pass": false, + "structural_overlay_score": 66.703735, + "structural_overlay_rr": 0.855602, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.86903, + "primary_prob": 53.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 57, + "primary_distance_atr": 1.303545, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.48572, + "range_504_ratio": 1.625344, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.790271, + "hold30_r": -1.0 + }, + { + "symbol": "TAP", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.171068, + "strategy_rank": 65.720091, + "production_rank": 70.870417, + "structural_overlay_pass": false, + "structural_overlay_score": 67.326896, + "structural_overlay_rr": 1.430305, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.428047, + "primary_prob": 38.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.142071, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.512708, + "range_504_ratio": 1.669807, + "range_factor_pass": false, + "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": 87.485649, + "strategy_rank": 69.899748, + "production_rank": 75.761715, + "structural_overlay_pass": false, + "structural_overlay_score": 71.973629, + "structural_overlay_rr": 2.747842, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.240529, + "primary_prob": 34.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 59.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.860794, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.632012, + "range_504_ratio": 1.881392, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.176581, + "hold30_r": -1.0 + }, + { + "symbol": "TTD", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.63031, + "strategy_rank": 83.567334, + "production_rank": 82.921659, + "structural_overlay_pass": false, + "structural_overlay_score": 78.775576, + "structural_overlay_rr": 1.477838, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.551493, + "primary_prob": 36.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.327239, + "raw_level_count": 86, + "gate_level_count": 86, + "range_504_log": 1.073426, + "range_504_ratio": 2.925385, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.514585, + "hold30_r": 0.116421 + }, + { + "symbol": "UAL", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.652124, + "strategy_rank": 89.770576, + "production_rank": 90.731092, + "structural_overlay_pass": false, + "structural_overlay_score": 86.194537, + "structural_overlay_rr": 2.226021, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.792569, + "primary_prob": 32.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.688853, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.645363, + "range_504_ratio": 1.90668, + "range_factor_pass": false, + "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": 95.86682, + "strategy_rank": 93.12052, + "production_rank": 94.035953, + "structural_overlay_pass": false, + "structural_overlay_score": 89.334155, + "structural_overlay_rr": 1.737125, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.694493, + "primary_prob": 60.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 1.04174, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.911302, + "range_504_ratio": 2.48756, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.652129, + "hold30_r": -0.248704 + }, + { + "symbol": "UHS", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.89667, + "strategy_rank": 80.075436, + "production_rank": 83.349181, + "structural_overlay_pass": false, + "structural_overlay_score": 79.181722, + "structural_overlay_rr": 2.159284, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.971542, + "primary_prob": 29.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.957313, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.653398, + "range_504_ratio": 1.922061, + "range_factor_pass": false, + "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": 89.207807, + "strategy_rank": 89.352681, + "production_rank": 89.30439, + "structural_overlay_pass": false, + "structural_overlay_score": 84.839171, + "structural_overlay_rr": 1.099075, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.347663, + "primary_prob": 26.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.021495, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.758491, + "range_504_ratio": 2.135052, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.305823, + "hold30_r": -1.0 + }, + { + "symbol": "WDAY", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.83008, + "strategy_rank": 82.030884, + "production_rank": 83.96395, + "structural_overlay_pass": false, + "structural_overlay_score": 79.765752, + "structural_overlay_rr": 1.23879, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.579224, + "primary_prob": 35.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.368835, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.871843, + "range_504_ratio": 2.391314, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.52554, + "hold30_r": -3.17477 + }, + { + "symbol": "WYNN", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.359357, + "strategy_rank": 88.941928, + "production_rank": 91.747738, + "structural_overlay_pass": false, + "structural_overlay_score": 87.160351, + "structural_overlay_rr": 1.902836, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.545681, + "primary_prob": 36.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.318522, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.853482, + "range_504_ratio": 2.347809, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.498245, + "hold30_r": -1.0 + }, + { + "symbol": "HOOD", + "date": "2023-08-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.068477, + "strategy_rank": 87.915778, + "production_rank": 87.300011, + "structural_overlay_pass": false, + "structural_overlay_score": 82.935011, + "structural_overlay_rr": 1.774555, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.806616, + "primary_prob": 32.12, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.709924, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 1.95489, + "range_504_ratio": 7.063142, + "range_factor_pass": true, + "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": 96.340024, + "strategy_rank": 83.268405, + "production_rank": 87.625611, + "structural_overlay_pass": false, + "structural_overlay_score": 83.244331, + "structural_overlay_rr": 1.795145, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.756987, + "primary_prob": 16.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.635481, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.818043, + "range_504_ratio": 2.266061, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.692621, + "hold30_r": 2.488154 + }, + { + "symbol": "ADBE", + "date": "2023-08-30", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 85.832349, + "strategy_rank": 83.015507, + "production_rank": 83.954454, + "structural_overlay_pass": false, + "structural_overlay_score": 79.756732, + "structural_overlay_rr": 1.925484, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.595672, + "primary_prob": 38.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 20, + "primary_distance_atr": 3.893508, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.934634, + "range_504_ratio": 2.546282, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.053641, + "hold30_r": -1.0 + }, + { + "symbol": "ALGN", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.798111, + "strategy_rank": 92.767865, + "production_rank": 92.777947, + "structural_overlay_pass": false, + "structural_overlay_score": 88.13905, + "structural_overlay_rr": 1.869944, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.883308, + "primary_prob": 28.82, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 14.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.824962, + "raw_level_count": 95, + "gate_level_count": 95, + "range_504_log": 1.455416, + "range_504_ratio": 4.286266, + "range_factor_pass": true, + "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": 90.791027, + "strategy_rank": 87.758666, + "production_rank": 88.769453, + "structural_overlay_pass": false, + "structural_overlay_score": 84.33098, + "structural_overlay_rr": 1.673628, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.587614, + "primary_prob": 33.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.381421, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.853984, + "range_504_ratio": 2.348988, + "range_factor_pass": false, + "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": 94.569067, + "strategy_rank": 93.088806, + "production_rank": 93.582227, + "structural_overlay_pass": false, + "structural_overlay_score": 88.903115, + "structural_overlay_rr": 1.566578, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.639671, + "primary_prob": 41.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.459507, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 1.025131, + "range_504_ratio": 2.787462, + "range_factor_pass": true, + "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": 87.72137, + "strategy_rank": 79.814853, + "production_rank": 82.450358, + "structural_overlay_pass": false, + "structural_overlay_score": 78.32784, + "structural_overlay_rr": 1.472909, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.57393, + "primary_prob": 25.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.360894, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.765908, + "range_504_ratio": 2.150947, + "range_factor_pass": false, + "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": 87.367178, + "strategy_rank": 66.52805, + "production_rank": 73.474426, + "structural_overlay_pass": false, + "structural_overlay_score": 69.800704, + "structural_overlay_rr": 1.79087, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.361172, + "primary_prob": 40.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 63, + "primary_distance_atr": 2.041759, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.613824, + "range_504_ratio": 1.847483, + "range_factor_pass": false, + "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": 91.49941, + "strategy_rank": 79.667961, + "production_rank": 83.611777, + "structural_overlay_pass": false, + "structural_overlay_score": 79.431189, + "structural_overlay_rr": 1.219082, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.226746, + "primary_prob": 39.09, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.840118, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.698775, + "range_504_ratio": 2.011288, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.063346, + "hold30_r": -1.0 + }, + { + "symbol": "BKR", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.998819, + "strategy_rank": 76.438396, + "production_rank": 78.625204, + "structural_overlay_pass": false, + "structural_overlay_score": 74.693944, + "structural_overlay_rr": 1.764518, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.839971, + "primary_prob": 54.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.259957, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.667094, + "range_504_ratio": 1.948567, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.77036, + "hold30_r": -1.0 + }, + { + "symbol": "BLDR", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.819362, + "strategy_rank": 96.205356, + "production_rank": 97.076691, + "structural_overlay_pass": false, + "structural_overlay_score": 92.222857, + "structural_overlay_rr": 1.563682, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.843086, + "primary_prob": 39.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.26463, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 1.165308, + "range_504_ratio": 3.206911, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.809915, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.651712, + "strategy_rank": 66.005315, + "production_rank": 72.220781, + "structural_overlay_pass": false, + "structural_overlay_score": 68.609742, + "structural_overlay_rr": 1.774651, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.774651, + "primary_prob": 32.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.661977, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.733227, + "range_504_ratio": 2.081788, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.066599, + "hold30_r": 1.4524 + }, + { + "symbol": "CARR", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.256198, + "strategy_rank": 82.938703, + "production_rank": 85.044535, + "structural_overlay_pass": false, + "structural_overlay_score": 80.792308, + "structural_overlay_rr": 1.446147, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.453363, + "primary_prob": 18.55, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.180044, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.595478, + "range_504_ratio": 1.813897, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.058114, + "hold30_r": -1.0 + }, + { + "symbol": "CAT", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.263282, + "strategy_rank": 84.873697, + "production_rank": 87.003559, + "structural_overlay_pass": false, + "structural_overlay_score": 82.653381, + "structural_overlay_rr": 1.340739, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.340739, + "primary_prob": 20.68, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.011109, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.604255, + "range_504_ratio": 1.829888, + "range_factor_pass": false, + "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": 97.520661, + "strategy_rank": 97.416406, + "production_rank": 97.451158, + "structural_overlay_pass": false, + "structural_overlay_score": 92.5786, + "structural_overlay_rr": 1.527912, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.291234, + "primary_prob": 26.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 3.436851, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 1.500251, + "range_504_ratio": 4.482815, + "range_factor_pass": true, + "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": 95.867769, + "strategy_rank": 97.001431, + "production_rank": 96.623543, + "structural_overlay_pass": false, + "structural_overlay_score": 91.792366, + "structural_overlay_rr": 1.015681, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.860997, + "primary_prob": 39.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.291495, + "raw_level_count": 113, + "gate_level_count": 113, + "range_504_log": 2.458952, + "range_504_ratio": 11.692552, + "range_factor_pass": true, + "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": 80.401417, + "strategy_rank": 63.312794, + "production_rank": 69.009001, + "structural_overlay_pass": false, + "structural_overlay_score": 65.558551, + "structural_overlay_rr": 1.984726, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.269034, + "primary_prob": 42.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 62, + "primary_distance_atr": 1.90355, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.641035, + "range_504_ratio": 1.898444, + "range_factor_pass": false, + "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": 82.290437, + "strategy_rank": 58.416027, + "production_rank": 66.374163, + "structural_overlay_pass": false, + "structural_overlay_score": 63.055455, + "structural_overlay_rr": 1.320036, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.468539, + "primary_prob": 26.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.202809, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.538535, + "range_504_ratio": 1.713494, + "range_factor_pass": false, + "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": 88.547816, + "strategy_rank": 69.757323, + "production_rank": 76.02082, + "structural_overlay_pass": false, + "structural_overlay_score": 72.219779, + "structural_overlay_rr": 1.725613, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.319499, + "primary_prob": 22.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.979248, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.617774, + "range_504_ratio": 1.854795, + "range_factor_pass": false, + "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": 93.034238, + "strategy_rank": 80.106299, + "production_rank": 84.415612, + "structural_overlay_pass": false, + "structural_overlay_score": 80.194832, + "structural_overlay_rr": 1.881789, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.870557, + "primary_prob": 13.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.805835, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.665214, + "range_504_ratio": 1.944907, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.078556, + "hold30_r": -1.0 + }, + { + "symbol": "CRM", + "date": "2023-08-30", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.762692, + "strategy_rank": 78.251905, + "production_rank": 79.755501, + "structural_overlay_pass": false, + "structural_overlay_score": 75.767726, + "structural_overlay_rr": 2.045122, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.054073, + "primary_prob": 20.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 59.0, + "primary_rejection_count": 21, + "primary_distance_atr": 3.081109, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.903225, + "range_504_ratio": 2.467548, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.058505, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.645809, + "strategy_rank": 99.71673, + "production_rank": 99.69309, + "structural_overlay_pass": false, + "structural_overlay_score": 94.708435, + "structural_overlay_rr": 1.24445, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.195687, + "primary_prob": 42.45, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 18.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.79353, + "raw_level_count": 127, + "gate_level_count": 127, + "range_504_log": 4.579491, + "range_504_ratio": 97.464789, + "range_factor_pass": true, + "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": 86.422668, + "strategy_rank": 81.62661, + "production_rank": 83.225296, + "structural_overlay_pass": false, + "structural_overlay_score": 79.064031, + "structural_overlay_rr": 1.965081, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.457678, + "primary_prob": 38.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.186517, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.604999, + "range_504_ratio": 1.83125, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.056643, + "hold30_r": -1.0 + }, + { + "symbol": "DASH", + "date": "2023-08-30", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 85.123967, + "strategy_rank": 84.286424, + "production_rank": 84.565605, + "structural_overlay_pass": false, + "structural_overlay_score": 80.337324, + "structural_overlay_rr": 1.755143, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.274152, + "primary_prob": 20.49, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 71.0, + "primary_rejection_count": 16, + "primary_distance_atr": 3.411228, + "raw_level_count": 108, + "gate_level_count": 108, + "range_504_log": 1.827613, + "range_504_ratio": 6.219023, + "range_factor_pass": true, + "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": 80.165289, + "strategy_rank": 67.847151, + "production_rank": 71.953197, + "structural_overlay_pass": false, + "structural_overlay_score": 68.355537, + "structural_overlay_rr": 0.974513, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.00602, + "primary_prob": 64.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 58, + "primary_distance_atr": 1.509029, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.542155, + "range_504_ratio": 1.719709, + "range_factor_pass": false, + "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": 95.513577, + "strategy_rank": 83.007914, + "production_rank": 87.176468, + "structural_overlay_pass": false, + "structural_overlay_score": 82.817645, + "structural_overlay_rr": 1.717308, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.648484, + "primary_prob": 34.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.472726, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.981991, + "range_504_ratio": 2.669766, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.051982, + "hold30_r": -1.0 + }, + { + "symbol": "DHI", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.576151, + "strategy_rank": 82.232281, + "production_rank": 87.013571, + "structural_overlay_pass": false, + "structural_overlay_score": 82.662893, + "structural_overlay_rr": 1.930017, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.618894, + "primary_prob": 24.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.428341, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.803306, + "range_504_ratio": 2.23291, + "range_factor_pass": false, + "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": 83.234947, + "strategy_rank": 60.031247, + "production_rank": 67.765814, + "structural_overlay_pass": false, + "structural_overlay_score": 64.377523, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.45698, + "primary_prob": 38.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.18547, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.444469, + "range_504_ratio": 1.559661, + "range_factor_pass": false, + "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": 90.318772, + "strategy_rank": 88.346815, + "production_rank": 89.004134, + "structural_overlay_pass": false, + "structural_overlay_score": 84.553928, + "structural_overlay_rr": 2.539167, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.882454, + "primary_prob": 31.03, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 79, + "primary_distance_atr": 2.823681, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.902047, + "range_504_ratio": 2.464643, + "range_factor_pass": false, + "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": 85.360094, + "strategy_rank": 75.688462, + "production_rank": 78.912339, + "structural_overlay_pass": false, + "structural_overlay_score": 74.966722, + "structural_overlay_rr": 2.15435, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.982833, + "primary_prob": 49.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.47425, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.479351, + "range_504_ratio": 1.615026, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.92292, + "hold30_r": 2.575253 + }, + { + "symbol": "FCX", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.353011, + "strategy_rank": 83.400111, + "production_rank": 83.384411, + "structural_overlay_pass": false, + "structural_overlay_score": 79.21519, + "structural_overlay_rr": 2.143079, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.021312, + "primary_prob": 29.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 3.031968, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.740208, + "range_504_ratio": 2.096371, + "range_factor_pass": false, + "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": 97.284534, + "strategy_rank": 97.321788, + "production_rank": 97.30937, + "structural_overlay_pass": false, + "structural_overlay_score": 92.443902, + "structural_overlay_rr": 1.544966, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.261418, + "primary_prob": 26.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 3.392128, + "raw_level_count": 97, + "gate_level_count": 97, + "range_504_log": 1.359082, + "range_504_ratio": 3.892617, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.032293, + "hold30_r": -1.0 + }, + { + "symbol": "FTNT", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.978749, + "strategy_rank": 93.947668, + "production_rank": 93.958028, + "structural_overlay_pass": false, + "structural_overlay_score": 89.260127, + "structural_overlay_rr": 2.213055, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.627959, + "primary_prob": 34.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 75, + "primary_distance_atr": 2.441939, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.645316, + "range_504_ratio": 1.90659, + "range_factor_pass": false, + "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": 92.325856, + "strategy_rank": 75.264142, + "production_rank": 80.95138, + "structural_overlay_pass": false, + "structural_overlay_score": 76.903811, + "structural_overlay_rr": 1.116566, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.116566, + "primary_prob": 26.3, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.67485, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.677168, + "range_504_ratio": 1.968296, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.168149, + "hold30_r": -1.098212 + }, + { + "symbol": "HCA", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.700118, + "strategy_rank": 61.677715, + "production_rank": 68.351849, + "structural_overlay_pass": false, + "structural_overlay_score": 64.934257, + "structural_overlay_rr": 0.832224, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.832224, + "primary_prob": 69.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.248336, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.617124, + "range_504_ratio": 1.85359, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.077608, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.755608, + "strategy_rank": 66.281576, + "production_rank": 71.106253, + "structural_overlay_pass": false, + "structural_overlay_score": 67.550941, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.785774, + "primary_prob": 59.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.178661, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.627562, + "range_504_ratio": 1.873039, + "range_factor_pass": false, + "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": 92.561983, + "strategy_rank": 87.090208, + "production_rank": 88.914133, + "structural_overlay_pass": false, + "structural_overlay_score": 84.468427, + "structural_overlay_rr": 1.052071, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.04448, + "primary_prob": 31.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.56672, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.591187, + "range_504_ratio": 1.80613, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.984392, + "hold30_r": -1.038753 + }, + { + "symbol": "IDXX", + "date": "2023-08-30", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.020071, + "strategy_rank": 79.487194, + "production_rank": 82.66482, + "structural_overlay_pass": false, + "structural_overlay_score": 78.531579, + "structural_overlay_rr": 2.272573, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.310059, + "primary_prob": 25.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 96.0, + "primary_rejection_count": 25, + "primary_distance_atr": 3.465089, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.78508, + "range_504_ratio": 2.192582, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.154218, + "hold30_r": -1.099958 + }, + { + "symbol": "ISRG", + "date": "2023-08-30", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.735537, + "strategy_rank": 81.776713, + "production_rank": 85.096321, + "structural_overlay_pass": false, + "structural_overlay_score": 80.841505, + "structural_overlay_rr": 1.654256, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.507507, + "primary_prob": 39.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 3.76126, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.719319, + "range_504_ratio": 2.053035, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.057593, + "hold30_r": -1.0 + }, + { + "symbol": "KLAC", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.415584, + "strategy_rank": 84.426598, + "production_rank": 84.422927, + "structural_overlay_pass": false, + "structural_overlay_score": 80.201781, + "structural_overlay_rr": 0.902763, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.902763, + "primary_prob": 32.69, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.354144, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.726362, + "range_504_ratio": 2.067546, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.855411, + "hold30_r": -1.240111 + }, + { + "symbol": "LEN", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.624557, + "strategy_rank": 78.399381, + "production_rank": 83.47444, + "structural_overlay_pass": false, + "structural_overlay_score": 79.300718, + "structural_overlay_rr": 1.426749, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.190864, + "primary_prob": 43.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.786296, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.756346, + "range_504_ratio": 2.130476, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.053284, + "hold30_r": -1.0 + }, + { + "symbol": "LII", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.5549, + "strategy_rank": 79.996204, + "production_rank": 83.515769, + "structural_overlay_pass": false, + "structural_overlay_score": 79.339981, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.722727, + "primary_prob": 39.14, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.084091, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.737814, + "range_504_ratio": 2.091359, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.66279, + "hold30_r": -1.0 + }, + { + "symbol": "LRCX", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.270366, + "strategy_rank": 91.543673, + "production_rank": 92.119237, + "structural_overlay_pass": false, + "structural_overlay_score": 87.513276, + "structural_overlay_rr": 0.695702, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.118812, + "primary_prob": 37.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.678218, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.893059, + "range_504_ratio": 2.44259, + "range_factor_pass": false, + "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": 94.805195, + "strategy_rank": 86.363636, + "production_rank": 89.177489, + "structural_overlay_pass": false, + "structural_overlay_score": 84.718615, + "structural_overlay_rr": 2.018275, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.929037, + "primary_prob": 30.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 57, + "primary_distance_atr": 2.893556, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.820295, + "range_504_ratio": 2.271169, + "range_factor_pass": false, + "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": 82.526564, + "strategy_rank": 82.220892, + "production_rank": 82.322783, + "structural_overlay_pass": false, + "structural_overlay_score": 78.206644, + "structural_overlay_rr": 1.63904, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.667784, + "primary_prob": 34.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.501676, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.551405, + "range_504_ratio": 1.735689, + "range_factor_pass": false, + "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": 98.465171, + "strategy_rank": 93.907952, + "production_rank": 95.427025, + "structural_overlay_pass": false, + "structural_overlay_score": 90.655674, + "structural_overlay_rr": 1.719655, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.703939, + "primary_prob": 33.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.555909, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 1.473143, + "range_504_ratio": 4.362924, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.660456, + "hold30_r": 2.141031 + }, + { + "symbol": "MGM", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.957497, + "strategy_rank": 83.266361, + "production_rank": 84.830073, + "structural_overlay_pass": false, + "structural_overlay_score": 80.588569, + "structural_overlay_rr": 1.504566, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.467777, + "primary_prob": 24.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 3.701665, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.664922, + "range_504_ratio": 1.944339, + "range_factor_pass": false, + "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": 80.991736, + "strategy_rank": 62.559939, + "production_rank": 68.703871, + "structural_overlay_pass": false, + "structural_overlay_score": 65.268678, + "structural_overlay_rr": 1.418444, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.351362, + "primary_prob": 30.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.027044, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.521606, + "range_504_ratio": 1.684731, + "range_factor_pass": false, + "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": 81.463991, + "strategy_rank": 78.36755, + "production_rank": 79.399697, + "structural_overlay_pass": false, + "structural_overlay_score": 75.429712, + "structural_overlay_rr": 1.408818, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.386925, + "primary_prob": 34.9, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.080387, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 0.982255, + "range_504_ratio": 2.670471, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.326948, + "hold30_r": 0.932298 + }, + { + "symbol": "MSTR", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.992916, + "strategy_rank": 98.347691, + "production_rank": 98.229433, + "structural_overlay_pass": false, + "structural_overlay_score": 93.317961, + "structural_overlay_rr": 1.72946, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.501919, + "primary_prob": 24.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 3.752878, + "raw_level_count": 103, + "gate_level_count": 103, + "range_504_log": 1.905456, + "range_504_ratio": 6.722474, + "range_factor_pass": true, + "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": 88.193625, + "strategy_rank": 90.392781, + "production_rank": 89.659729, + "structural_overlay_pass": false, + "structural_overlay_score": 85.176742, + "structural_overlay_rr": 2.297875, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.775706, + "primary_prob": 32.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.663559, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 1.04958, + "range_504_ratio": 2.85645, + "range_factor_pass": true, + "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": 97.756789, + "strategy_rank": 94.260141, + "production_rank": 95.42569, + "structural_overlay_pass": false, + "structural_overlay_score": 90.654406, + "structural_overlay_rr": 0.721482, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.250821, + "primary_prob": 23.32, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.876232, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 1.4606, + "range_504_ratio": 4.308543, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.045692, + "hold30_r": -1.0 + }, + { + "symbol": "ON", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.783943, + "strategy_rank": 89.533919, + "production_rank": 89.283927, + "structural_overlay_pass": false, + "structural_overlay_score": 84.819731, + "structural_overlay_rr": 1.24657, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.304406, + "primary_prob": 24.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.956608, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.97787, + "range_504_ratio": 2.658787, + "range_factor_pass": false, + "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": 94.33294, + "strategy_rank": 79.637298, + "production_rank": 84.535845, + "structural_overlay_pass": false, + "structural_overlay_score": 80.309053, + "structural_overlay_rr": 1.377756, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.019583, + "primary_prob": 44.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.529374, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.741169, + "range_504_ratio": 2.098388, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.967597, + "hold30_r": -1.940018 + }, + { + "symbol": "ORLY", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.825266, + "strategy_rank": 61.363198, + "production_rank": 68.850554, + "structural_overlay_pass": false, + "structural_overlay_score": 65.408026, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.951456, + "primary_prob": 49.51, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 19.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.427184, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.550016, + "range_504_ratio": 1.73328, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.082175, + "hold30_r": -1.0 + }, + { + "symbol": "PANW", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.061393, + "strategy_rank": 85.945449, + "production_rank": 85.31743, + "structural_overlay_pass": false, + "structural_overlay_score": 81.051559, + "structural_overlay_rr": 1.194373, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.688654, + "primary_prob": 56.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 83.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.032982, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.671897, + "range_504_ratio": 1.957949, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.649647, + "hold30_r": -1.0 + }, + { + "symbol": "PCAR", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.492326, + "strategy_rank": 72.856642, + "production_rank": 78.40187, + "structural_overlay_pass": false, + "structural_overlay_score": 74.481777, + "structural_overlay_rr": 0.927819, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.356099, + "primary_prob": 29.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.034149, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.56209, + "range_504_ratio": 1.754335, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.288114, + "hold30_r": 1.060223 + }, + { + "symbol": "PCG", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.603306, + "strategy_rank": 65.138568, + "production_rank": 72.626814, + "structural_overlay_pass": false, + "structural_overlay_score": 68.995474, + "structural_overlay_rr": 0.693707, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.346734, + "primary_prob": 40.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.020101, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.708102, + "range_504_ratio": 2.030134, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.267624, + "hold30_r": -1.0 + }, + { + "symbol": "PHM", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.229044, + "strategy_rank": 82.823935, + "production_rank": 87.958971, + "structural_overlay_pass": false, + "structural_overlay_score": 83.561023, + "structural_overlay_rr": 1.318188, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.059335, + "primary_prob": 33.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.589002, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.899875, + "range_504_ratio": 2.459295, + "range_factor_pass": false, + "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": 99.291617, + "strategy_rank": 99.11544, + "production_rank": 99.174166, + "structural_overlay_pass": false, + "structural_overlay_score": 94.215457, + "structural_overlay_rr": 1.840133, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.001285, + "primary_prob": 42.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 66.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.501928, + "raw_level_count": 103, + "gate_level_count": 103, + "range_504_log": 1.612515, + "range_504_ratio": 5.015411, + "range_factor_pass": true, + "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": 89.728453, + "strategy_rank": 77.226878, + "production_rank": 81.39407, + "structural_overlay_pass": false, + "structural_overlay_score": 77.324367, + "structural_overlay_rr": 1.97713, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.028501, + "primary_prob": 48.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 1.542752, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.73132, + "range_504_ratio": 2.077821, + "range_factor_pass": false, + "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": 99.05549, + "strategy_rank": 95.027889, + "production_rank": 96.370423, + "structural_overlay_pass": false, + "structural_overlay_score": 91.551901, + "structural_overlay_rr": 1.087826, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.856519, + "primary_prob": 53.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.284779, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 1.290059, + "range_504_ratio": 3.633001, + "range_factor_pass": true, + "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": 84.887839, + "strategy_rank": 76.276611, + "production_rank": 79.147021, + "structural_overlay_pass": false, + "structural_overlay_score": 75.18967, + "structural_overlay_rr": 2.568303, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.460589, + "primary_prob": 24.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 3.690884, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.503048, + "range_504_ratio": 1.653754, + "range_factor_pass": false, + "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": 80.047226, + "strategy_rank": 62.958853, + "production_rank": 68.654977, + "structural_overlay_pass": false, + "structural_overlay_score": 65.222228, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.105929, + "primary_prob": 52.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.658893, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.577528, + "range_504_ratio": 1.781629, + "range_factor_pass": false, + "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": 90.082645, + "strategy_rank": 88.464212, + "production_rank": 89.003689, + "structural_overlay_pass": false, + "structural_overlay_score": 84.553505, + "structural_overlay_rr": 1.835932, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.388071, + "primary_prob": 34.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.082107, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.864759, + "range_504_ratio": 2.374433, + "range_factor_pass": false, + "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": 99.881936, + "strategy_rank": 99.740677, + "production_rank": 99.787763, + "structural_overlay_pass": false, + "structural_overlay_score": 94.798375, + "structural_overlay_rr": 0.995864, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.985524, + "primary_prob": 32.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.478286, + "raw_level_count": 111, + "gate_level_count": 111, + "range_504_log": 2.348145, + "range_504_ratio": 10.466139, + "range_factor_pass": true, + "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": 81.936246, + "strategy_rank": 60.641591, + "production_rank": 67.739809, + "structural_overlay_pass": false, + "structural_overlay_score": 64.352819, + "structural_overlay_rr": 1.876751, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.694258, + "primary_prob": 75.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.041387, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.48572, + "range_504_ratio": 1.625344, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.617265, + "hold30_r": -1.0 + }, + { + "symbol": "TDG", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.658796, + "strategy_rank": 69.671758, + "production_rank": 75.334104, + "structural_overlay_pass": false, + "structural_overlay_score": 71.567399, + "structural_overlay_rr": 1.39991, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.986275, + "primary_prob": 45.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.479413, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.632012, + "range_504_ratio": 1.881392, + "range_factor_pass": false, + "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": 95.27745, + "strategy_rank": 84.786088, + "production_rank": 88.283208, + "structural_overlay_pass": false, + "structural_overlay_score": 83.869048, + "structural_overlay_rr": 1.75352, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.36272, + "primary_prob": 21.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.044079, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.922793, + "range_504_ratio": 2.516308, + "range_factor_pass": false, + "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": 86.894923, + "strategy_rank": 87.292877, + "production_rank": 87.160226, + "structural_overlay_pass": false, + "structural_overlay_score": 82.802215, + "structural_overlay_rr": 1.668001, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.299441, + "primary_prob": 23.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 89.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.449161, + "raw_level_count": 86, + "gate_level_count": 86, + "range_504_log": 1.073426, + "range_504_ratio": 2.925385, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.038608, + "hold30_r": -1.0 + }, + { + "symbol": "UAL", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.027155, + "strategy_rank": 88.489326, + "production_rank": 89.335269, + "structural_overlay_pass": false, + "structural_overlay_score": 84.868506, + "structural_overlay_rr": 1.726696, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.056202, + "primary_prob": 28.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 3.084303, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.645363, + "range_504_ratio": 1.90668, + "range_factor_pass": false, + "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": 95.041322, + "strategy_rank": 92.500657, + "production_rank": 93.347545, + "structural_overlay_pass": false, + "structural_overlay_score": 88.680168, + "structural_overlay_rr": 1.1189, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.828175, + "primary_prob": 47.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.242263, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.911302, + "range_504_ratio": 2.48756, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.783542, + "hold30_r": -1.0 + }, + { + "symbol": "UHS", + "date": "2023-08-30", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 85.596222, + "strategy_rank": 73.203574, + "production_rank": 77.334457, + "structural_overlay_pass": false, + "structural_overlay_score": 73.467734, + "structural_overlay_rr": 2.038588, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.048265, + "primary_prob": 28.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 84, + "primary_distance_atr": 3.072398, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.653398, + "range_504_ratio": 1.922061, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.065816, + "hold30_r": -1.0 + }, + { + "symbol": "URI", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.089728, + "strategy_rank": 91.141255, + "production_rank": 91.457413, + "structural_overlay_pass": false, + "structural_overlay_score": 86.884542, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.682506, + "primary_prob": 56.62, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 5.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.023759, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.758491, + "range_504_ratio": 2.135052, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.637602, + "hold30_r": -1.0 + }, + { + "symbol": "WDAY", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.131051, + "strategy_rank": 82.26382, + "production_rank": 83.88623, + "structural_overlay_pass": false, + "structural_overlay_score": 79.691919, + "structural_overlay_rr": 1.557195, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.608323, + "primary_prob": 50.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.412484, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.871843, + "range_504_ratio": 2.391314, + "range_factor_pass": false, + "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": 97.048406, + "strategy_rank": 88.075227, + "production_rank": 91.066287, + "structural_overlay_pass": false, + "structural_overlay_score": 86.512972, + "structural_overlay_rr": 2.128876, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.686132, + "primary_prob": 33.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 57, + "primary_distance_atr": 2.529199, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.853482, + "range_504_ratio": 2.347809, + "range_factor_pass": false, + "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": 95.903614, + "strategy_rank": 83.178203, + "production_rank": 87.420007, + "structural_overlay_pass": false, + "structural_overlay_score": 83.049007, + "structural_overlay_rr": 1.564757, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.524127, + "primary_prob": 20.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.286191, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.818043, + "range_504_ratio": 2.266061, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.454895, + "hold30_r": 2.627192 + }, + { + "symbol": "ALGN", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.39759, + "strategy_rank": 90.378794, + "production_rank": 90.051726, + "structural_overlay_pass": false, + "structural_overlay_score": 85.54914, + "structural_overlay_rr": 1.839994, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.944181, + "primary_prob": 47.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 84.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.416272, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 1.455416, + "range_504_ratio": 4.286266, + "range_factor_pass": true, + "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": 90.60241, + "strategy_rank": 87.400052, + "production_rank": 88.467505, + "structural_overlay_pass": false, + "structural_overlay_score": 84.044129, + "structural_overlay_rr": 1.1792, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.043122, + "primary_prob": 47.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.564683, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.853984, + "range_504_ratio": 2.348988, + "range_factor_pass": false, + "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": 81.686747, + "strategy_rank": 85.702358, + "production_rank": 84.363821, + "structural_overlay_pass": false, + "structural_overlay_score": 80.14563, + "structural_overlay_rr": 1.888894, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.292429, + "primary_prob": 26.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 3.438643, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 1.103182, + "range_504_ratio": 3.013742, + "range_factor_pass": true, + "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": 94.457831, + "strategy_rank": 89.882501, + "production_rank": 91.407611, + "structural_overlay_pass": false, + "structural_overlay_score": 86.837231, + "structural_overlay_rr": 1.60315, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.383713, + "primary_prob": 29.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.075569, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.799868, + "range_504_ratio": 2.225247, + "range_factor_pass": false, + "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": 93.13253, + "strategy_rank": 92.019694, + "production_rank": 92.390639, + "structural_overlay_pass": false, + "structural_overlay_score": 87.771108, + "structural_overlay_rr": 1.543893, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.175173, + "primary_prob": 51.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.762759, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 1.025131, + "range_504_ratio": 2.787462, + "range_factor_pass": true, + "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": 91.807229, + "strategy_rank": 82.366022, + "production_rank": 85.513091, + "structural_overlay_pass": false, + "structural_overlay_score": 81.237436, + "structural_overlay_rr": 1.893646, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.820458, + "primary_prob": 31.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.730688, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.765908, + "range_504_ratio": 2.150947, + "range_factor_pass": false, + "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": 88.554217, + "strategy_rank": 67.360548, + "production_rank": 74.425104, + "structural_overlay_pass": false, + "structural_overlay_score": 70.703849, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.066469, + "primary_prob": 47.27, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 68, + "primary_distance_atr": 1.599704, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.575788, + "range_504_ratio": 1.778532, + "range_factor_pass": false, + "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": 95.662651, + "strategy_rank": 82.648952, + "production_rank": 86.986851, + "structural_overlay_pass": false, + "structural_overlay_score": 82.637509, + "structural_overlay_rr": 1.55922, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.135117, + "primary_prob": 28.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.702676, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.698775, + "range_504_ratio": 2.011288, + "range_factor_pass": false, + "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": 86.626506, + "strategy_rank": 78.6674, + "production_rank": 81.320436, + "structural_overlay_pass": false, + "structural_overlay_score": 77.254414, + "structural_overlay_rr": 1.199504, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.114647, + "primary_prob": 43.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.67197, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.667094, + "range_504_ratio": 1.948567, + "range_factor_pass": false, + "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": 99.036145, + "strategy_rank": 96.909436, + "production_rank": 97.618339, + "structural_overlay_pass": false, + "structural_overlay_score": 92.737422, + "structural_overlay_rr": 1.555189, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.874067, + "primary_prob": 42.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.311101, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 1.165308, + "range_504_ratio": 3.206911, + "range_factor_pass": true, + "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": 85.060241, + "strategy_rank": 66.032553, + "production_rank": 72.375116, + "structural_overlay_pass": false, + "structural_overlay_score": 68.75636, + "structural_overlay_rr": 1.749894, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.749894, + "primary_prob": 32.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.624842, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.733227, + "range_504_ratio": 2.081788, + "range_factor_pass": false, + "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": 83.73494, + "strategy_rank": 78.73465, + "production_rank": 80.401413, + "structural_overlay_pass": false, + "structural_overlay_score": 76.381343, + "structural_overlay_rr": 1.38596, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.39305, + "primary_prob": 19.77, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.089575, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.595478, + "range_504_ratio": 1.813897, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.05717, + "hold30_r": -1.0 + }, + { + "symbol": "CAT", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.168675, + "strategy_rank": 84.998842, + "production_rank": 87.388786, + "structural_overlay_pass": false, + "structural_overlay_score": 83.019347, + "structural_overlay_rr": 0.880578, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.434447, + "primary_prob": 18.73, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.151671, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.604255, + "range_504_ratio": 1.829888, + "range_factor_pass": false, + "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": 97.108434, + "strategy_rank": 97.074461, + "production_rank": 97.085785, + "structural_overlay_pass": false, + "structural_overlay_score": 92.231496, + "structural_overlay_rr": 0.746992, + "structural_overlay_sources": [ + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.750045, + "primary_prob": 32.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 97.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.625067, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 1.500251, + "range_504_ratio": 4.482815, + "range_factor_pass": true, + "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": 94.216867, + "strategy_rank": 95.843634, + "production_rank": 95.301379, + "structural_overlay_pass": false, + "structural_overlay_score": 90.53631, + "structural_overlay_rr": 1.85358, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.180619, + "primary_prob": 29.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.770928, + "raw_level_count": 114, + "gate_level_count": 114, + "range_504_log": 2.458952, + "range_504_ratio": 11.692552, + "range_factor_pass": true, + "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": 80.722892, + "strategy_rank": 57.19112, + "production_rank": 65.035044, + "structural_overlay_pass": false, + "structural_overlay_score": 61.783292, + "structural_overlay_rr": 1.482701, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.510427, + "primary_prob": 25.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.265641, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.538535, + "range_504_ratio": 1.713494, + "range_factor_pass": false, + "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": 89.879518, + "strategy_rank": 70.559893, + "production_rank": 76.999768, + "structural_overlay_pass": false, + "structural_overlay_score": 73.14978, + "structural_overlay_rr": 2.048684, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.647759, + "primary_prob": 15.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.471638, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.617774, + "range_504_ratio": 1.854795, + "range_factor_pass": false, + "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": 93.373494, + "strategy_rank": 75.854234, + "production_rank": 81.693987, + "structural_overlay_pass": false, + "structural_overlay_score": 77.609288, + "structural_overlay_rr": 1.330359, + "structural_overlay_sources": [ + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "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": 53, + "gate_level_count": 53, + "range_504_log": 0.665214, + "range_504_ratio": 1.944907, + "range_factor_pass": false, + "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": 80.963855, + "strategy_rank": 70.773256, + "production_rank": 74.170123, + "structural_overlay_pass": false, + "structural_overlay_score": 70.461617, + "structural_overlay_rr": 2.182359, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.250166, + "primary_prob": 41.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 3.375249, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.903225, + "range_504_ratio": 2.467548, + "range_factor_pass": false, + "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": 99.638554, + "strategy_rank": 99.71093, + "production_rank": 99.686805, + "structural_overlay_pass": false, + "structural_overlay_score": 94.702465, + "structural_overlay_rr": 1.722179, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.668835, + "primary_prob": 32.87, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 18.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.503253, + "raw_level_count": 128, + "gate_level_count": 128, + "range_504_log": 4.579491, + "range_504_ratio": 97.464789, + "range_factor_pass": true, + "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": 88.072289, + "strategy_rank": 83.177045, + "production_rank": 84.808793, + "structural_overlay_pass": false, + "structural_overlay_score": 80.568353, + "structural_overlay_rr": 1.299408, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.853929, + "primary_prob": 31.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.780893, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.604999, + "range_504_ratio": 1.83125, + "range_factor_pass": false, + "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": 84.819277, + "strategy_rank": 83.568206, + "production_rank": 83.985229, + "structural_overlay_pass": false, + "structural_overlay_score": 79.785968, + "structural_overlay_rr": 1.244961, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.141423, + "primary_prob": 31.84, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 33.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.712135, + "raw_level_count": 108, + "gate_level_count": 108, + "range_504_log": 1.827613, + "range_504_ratio": 6.219023, + "range_factor_pass": true, + "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": 85.301205, + "strategy_rank": 71.64594, + "production_rank": 76.197695, + "structural_overlay_pass": false, + "structural_overlay_score": 72.38781, + "structural_overlay_rr": 1.717059, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.676646, + "primary_prob": 34.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 61, + "primary_distance_atr": 2.51497, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.542155, + "range_504_ratio": 1.719709, + "range_factor_pass": false, + "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": 95.421687, + "strategy_rank": 83.345661, + "production_rank": 87.371003, + "structural_overlay_pass": false, + "structural_overlay_score": 83.002453, + "structural_overlay_rr": 2.0103, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.472487, + "primary_prob": 37.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.208731, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.981991, + "range_504_ratio": 2.669766, + "range_factor_pass": false, + "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": 96.144578, + "strategy_rank": 82.697839, + "production_rank": 87.180086, + "structural_overlay_pass": false, + "structural_overlay_score": 82.821081, + "structural_overlay_rr": 1.572032, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.472242, + "primary_prob": 20.38, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 13.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.208363, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.803306, + "range_504_ratio": 2.23291, + "range_factor_pass": false, + "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": 82.891566, + "strategy_rank": 60.223616, + "production_rank": 67.779599, + "structural_overlay_pass": false, + "structural_overlay_score": 64.390619, + "structural_overlay_rr": 1.543613, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.832531, + "primary_prob": 54.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 129, + "primary_distance_atr": 1.248796, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.444469, + "range_504_ratio": 1.559661, + "range_factor_pass": false, + "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": 84.457831, + "strategy_rank": 82.59404, + "production_rank": 83.215304, + "structural_overlay_pass": false, + "structural_overlay_score": 79.054538, + "structural_overlay_rr": 1.31314, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.626925, + "primary_prob": 34.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.440387, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.706008, + "range_504_ratio": 2.025888, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.579563, + "hold30_r": -1.0 + }, + { + "symbol": "DXCM", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.409639, + "strategy_rank": 80.907901, + "production_rank": 81.40848, + "structural_overlay_pass": false, + "structural_overlay_score": 77.338056, + "structural_overlay_rr": 3.321697, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.543077, + "primary_prob": 36.45, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 79, + "primary_distance_atr": 2.314615, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.902047, + "range_504_ratio": 2.464643, + "range_factor_pass": false, + "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": 80.120482, + "strategy_rank": 72.274241, + "production_rank": 74.889655, + "structural_overlay_pass": false, + "structural_overlay_score": 71.145172, + "structural_overlay_rr": 1.533941, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.848973, + "primary_prob": 18.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.77346, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.479351, + "range_504_ratio": 1.615026, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.784478, + "hold30_r": 3.04108 + }, + { + "symbol": "FCX", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.915663, + "strategy_rank": 86.688079, + "production_rank": 87.430607, + "structural_overlay_pass": false, + "structural_overlay_score": 83.059077, + "structural_overlay_rr": 2.361451, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.242956, + "primary_prob": 26.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 3.364434, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.740208, + "range_504_ratio": 2.096371, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.134868, + "hold30_r": -1.088814 + }, + { + "symbol": "FSLR", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.698795, + "strategy_rank": 95.495887, + "production_rank": 95.23019, + "structural_overlay_pass": false, + "structural_overlay_score": 90.46868, + "structural_overlay_rr": 1.847693, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.632544, + "primary_prob": 34.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.448816, + "raw_level_count": 97, + "gate_level_count": 97, + "range_504_log": 1.359082, + "range_504_ratio": 3.892617, + "range_factor_pass": true, + "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": 93.614458, + "strategy_rank": 76.239255, + "production_rank": 82.030989, + "structural_overlay_pass": false, + "structural_overlay_score": 77.92944, + "structural_overlay_rr": 1.275663, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.996764, + "primary_prob": 9.9, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.995146, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.677168, + "range_504_ratio": 1.968296, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.072356, + "hold30_r": -1.0 + }, + { + "symbol": "HAL", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.927711, + "strategy_rank": 84.248436, + "production_rank": 83.474861, + "structural_overlay_pass": false, + "structural_overlay_score": 79.301118, + "structural_overlay_rr": 1.772526, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.740636, + "primary_prob": 29.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.610953, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.834798, + "range_504_ratio": 2.304348, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.062235, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.108434, + "strategy_rank": 70.891769, + "production_rank": 76.297324, + "structural_overlay_pass": false, + "structural_overlay_score": 72.482458, + "structural_overlay_rr": 1.41307, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.479655, + "primary_prob": 30.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 63.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.219482, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.627562, + "range_504_ratio": 1.873039, + "range_factor_pass": false, + "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": 85.662651, + "strategy_rank": 77.451836, + "production_rank": 80.188774, + "structural_overlay_pass": false, + "structural_overlay_score": 76.179336, + "structural_overlay_rr": 2.142378, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.460831, + "primary_prob": 24.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 3.691247, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.78508, + "range_504_ratio": 2.192582, + "range_factor_pass": false, + "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": 88.313253, + "strategy_rank": 80.388989, + "production_rank": 83.03041, + "structural_overlay_pass": false, + "structural_overlay_score": 78.87889, + "structural_overlay_rr": 2.56009, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.832086, + "primary_prob": 31.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.748129, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.719319, + "range_504_ratio": 2.053035, + "range_factor_pass": false, + "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": 96.86747, + "strategy_rank": 85.114921, + "production_rank": 89.032437, + "structural_overlay_pass": false, + "structural_overlay_score": 84.580816, + "structural_overlay_rr": 1.022059, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.815622, + "primary_prob": 40.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.223433, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.876919, + "range_504_ratio": 2.403484, + "range_factor_pass": false, + "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": 82.289157, + "strategy_rank": 69.970198, + "production_rank": 74.076518, + "structural_overlay_pass": false, + "structural_overlay_score": 70.372692, + "structural_overlay_rr": 1.073289, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.914051, + "primary_prob": 30.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.871077, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.533725, + "range_504_ratio": 1.705273, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.832002, + "hold30_r": 0.448155 + }, + { + "symbol": "KLAC", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.385542, + "strategy_rank": 85.674206, + "production_rank": 85.911318, + "structural_overlay_pass": false, + "structural_overlay_score": 81.615752, + "structural_overlay_rr": 0.928171, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.928171, + "primary_prob": 32.26, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.392256, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.731953, + "range_504_ratio": 2.079137, + "range_factor_pass": false, + "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": 93.855422, + "strategy_rank": 80.590622, + "production_rank": 85.012222, + "structural_overlay_pass": false, + "structural_overlay_score": 80.761611, + "structural_overlay_rr": 1.682424, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.448335, + "primary_prob": 38.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.172502, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.756346, + "range_504_ratio": 2.130476, + "range_factor_pass": false, + "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": 90.963855, + "strategy_rank": 89.60018, + "production_rank": 90.054738, + "structural_overlay_pass": false, + "structural_overlay_score": 85.552001, + "structural_overlay_rr": 1.076759, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.431676, + "primary_prob": 29.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.147514, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.893059, + "range_504_ratio": 2.44259, + "range_factor_pass": false, + "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": 94.939759, + "strategy_rank": 87.767927, + "production_rank": 90.158538, + "structural_overlay_pass": false, + "structural_overlay_score": 85.650611, + "structural_overlay_rr": 0.987726, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.839495, + "primary_prob": 31.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.759242, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.820295, + "range_504_ratio": 2.271169, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.655681, + "hold30_r": -1.607476 + }, + { + "symbol": "META", + "date": "2023-09-07", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 97.590361, + "strategy_rank": 92.688253, + "production_rank": 94.322289, + "structural_overlay_pass": false, + "structural_overlay_score": 89.606175, + "structural_overlay_rr": 0.791675, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.360073, + "primary_prob": 25.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 3.54011, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 1.471737, + "range_504_ratio": 4.356794, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.315375, + "hold30_r": 1.05807 + }, + { + "symbol": "MGM", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.204819, + "strategy_rank": 78.694335, + "production_rank": 79.531163, + "structural_overlay_pass": false, + "structural_overlay_score": 75.554605, + "structural_overlay_rr": 2.004586, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.520372, + "primary_prob": 36.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.280558, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.664922, + "range_504_ratio": 1.944339, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.097477, + "hold30_r": -1.042943 + }, + { + "symbol": "MSTR", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.072289, + "strategy_rank": 98.398199, + "production_rank": 98.289562, + "structural_overlay_pass": false, + "structural_overlay_score": 93.375084, + "structural_overlay_rr": 0.666843, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.259857, + "primary_prob": 21.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 74.0, + "primary_rejection_count": 31, + "primary_distance_atr": 3.389786, + "raw_level_count": 103, + "gate_level_count": 103, + "range_504_log": 1.905456, + "range_504_ratio": 6.722474, + "range_factor_pass": true, + "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": 83.253012, + "strategy_rank": 86.654512, + "production_rank": 85.520679, + "structural_overlay_pass": false, + "structural_overlay_score": 81.244645, + "structural_overlay_rr": 1.673078, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.850021, + "primary_prob": 21.3, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 4.275031, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 1.04958, + "range_504_ratio": 2.85645, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.369741, + "hold30_r": -1.330218 + }, + { + "symbol": "NFLX", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.831325, + "strategy_rank": 94.118947, + "production_rank": 95.356406, + "structural_overlay_pass": true, + "structural_overlay_score": 95.588586, + "structural_overlay_rr": 2.312553, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "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": 93, + "gate_level_count": 93, + "range_504_log": 1.4606, + "range_504_ratio": 4.308543, + "range_factor_pass": true, + "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": 99.277108, + "strategy_rank": 98.520418, + "production_rank": 98.772648, + "structural_overlay_pass": false, + "structural_overlay_score": 93.834016, + "structural_overlay_rr": 1.377749, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.084911, + "primary_prob": 28.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.627366, + "raw_level_count": 104, + "gate_level_count": 104, + "range_504_log": 1.536937, + "range_504_ratio": 4.650324, + "range_factor_pass": true, + "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": 86.144578, + "strategy_rank": 86.911782, + "production_rank": 86.656047, + "structural_overlay_pass": false, + "structural_overlay_score": 82.323245, + "structural_overlay_rr": 1.368833, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.428314, + "primary_prob": 21.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.142471, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.97787, + "range_504_ratio": 2.658787, + "range_factor_pass": false, + "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": 83.493976, + "strategy_rank": 61.258283, + "production_rank": 68.670181, + "structural_overlay_pass": false, + "structural_overlay_score": 65.236672, + "structural_overlay_rr": 0.731267, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.278557, + "primary_prob": 25.67, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 19.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.917836, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.550016, + "range_504_ratio": 1.73328, + "range_factor_pass": false, + "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": 89.638554, + "strategy_rank": 73.095546, + "production_rank": 78.609882, + "structural_overlay_pass": false, + "structural_overlay_score": 74.679388, + "structural_overlay_rr": 1.134432, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.218012, + "primary_prob": 32.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.827018, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.56209, + "range_504_ratio": 1.754335, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.149893, + "hold30_r": -0.205052 + }, + { + "symbol": "PCG", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.156627, + "strategy_rank": 65.871177, + "production_rank": 73.632994, + "structural_overlay_pass": false, + "structural_overlay_score": 69.951344, + "structural_overlay_rr": 1.666227, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.738174, + "primary_prob": 28.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 76.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.607261, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.683845, + "range_504_ratio": 1.981481, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.074279, + "hold30_r": -1.0 + }, + { + "symbol": "PH", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.566265, + "strategy_rank": 81.944943, + "production_rank": 85.152051, + "structural_overlay_pass": false, + "structural_overlay_score": 80.894448, + "structural_overlay_rr": 1.185234, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.139244, + "primary_prob": 29.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.708866, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.619515, + "range_504_ratio": 1.858026, + "range_factor_pass": false, + "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": 98.313253, + "strategy_rank": 84.937066, + "production_rank": 89.395795, + "structural_overlay_pass": false, + "structural_overlay_score": 84.926005, + "structural_overlay_rr": 1.316801, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.064858, + "primary_prob": 33.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.597287, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.899875, + "range_504_ratio": 2.459295, + "range_factor_pass": false, + "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": 98.554217, + "strategy_rank": 98.591317, + "production_rank": 98.57895, + "structural_overlay_pass": false, + "structural_overlay_score": 93.650003, + "structural_overlay_rr": 1.595575, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.843775, + "primary_prob": 24.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 66.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.765663, + "raw_level_count": 103, + "gate_level_count": 103, + "range_504_log": 1.612515, + "range_504_ratio": 5.015411, + "range_factor_pass": true, + "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": 91.325301, + "strategy_rank": 78.927711, + "production_rank": 83.060241, + "structural_overlay_pass": false, + "structural_overlay_score": 78.907229, + "structural_overlay_rr": 1.314389, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.266784, + "primary_prob": 42.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 1.900177, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.73132, + "range_504_ratio": 2.077821, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.067815, + "hold30_r": -1.0 + }, + { + "symbol": "PWR", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.86747, + "strategy_rank": 68.775979, + "production_rank": 74.806476, + "structural_overlay_pass": false, + "structural_overlay_score": 71.066152, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.71231, + "primary_prob": 39.97, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.068465, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 0.81811, + "range_504_ratio": 2.266212, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.072165, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.795181, + "strategy_rank": 94.505184, + "production_rank": 95.935183, + "structural_overlay_pass": false, + "structural_overlay_score": 91.138424, + "structural_overlay_rr": 0.89413, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.594513, + "primary_prob": 21.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.391769, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 1.290059, + "range_504_ratio": 3.633001, + "range_factor_pass": true, + "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": 85.903614, + "strategy_rank": 77.332049, + "production_rank": 80.189238, + "structural_overlay_pass": false, + "structural_overlay_score": 76.179776, + "structural_overlay_rr": 2.444606, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.525408, + "primary_prob": 23.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 3.788112, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.503048, + "range_504_ratio": 1.653754, + "range_factor_pass": false, + "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": 83.975904, + "strategy_rank": 86.727844, + "production_rank": 85.810531, + "structural_overlay_pass": false, + "structural_overlay_score": 81.520004, + "structural_overlay_rr": 1.529426, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.910241, + "primary_prob": 30.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.865362, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.745292, + "range_504_ratio": 2.107058, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.882168, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.879518, + "strategy_rank": 99.735374, + "production_rank": 99.783422, + "structural_overlay_pass": false, + "structural_overlay_score": 94.794251, + "structural_overlay_rr": 1.547638, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.074652, + "primary_prob": 29.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.611978, + "raw_level_count": 112, + "gate_level_count": 112, + "range_504_log": 2.348145, + "range_504_ratio": 10.466139, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.180204, + "hold30_r": -1.161598 + }, + { + "symbol": "TDG", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.349398, + "strategy_rank": 70.375348, + "production_rank": 76.033364, + "structural_overlay_pass": false, + "structural_overlay_score": 72.231696, + "structural_overlay_rr": 1.063387, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.063387, + "primary_prob": 28.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.59508, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.632012, + "range_504_ratio": 1.881392, + "range_factor_pass": false, + "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": 95.180723, + "strategy_rank": 91.217852, + "production_rank": 92.538809, + "structural_overlay_pass": false, + "structural_overlay_score": 87.911869, + "structural_overlay_rr": 1.630306, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.834567, + "primary_prob": 54.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.25185, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.922793, + "range_504_ratio": 2.516308, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.804006, + "hold30_r": -1.0 + }, + { + "symbol": "TTD", + "date": "2023-09-07", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.650602, + "strategy_rank": 84.105422, + "production_rank": 83.620482, + "structural_overlay_pass": false, + "structural_overlay_score": 79.439458, + "structural_overlay_rr": 1.797732, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.093548, + "primary_prob": 28.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 16, + "primary_distance_atr": 3.140323, + "raw_level_count": 86, + "gate_level_count": 86, + "range_504_log": 1.073426, + "range_504_ratio": 2.925385, + "range_factor_pass": true, + "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": 90.361446, + "strategy_rank": 87.772243, + "production_rank": 88.63531, + "structural_overlay_pass": false, + "structural_overlay_score": 84.203545, + "structural_overlay_rr": 1.524772, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.187696, + "primary_prob": 27.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 3.281545, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.645363, + "range_504_ratio": 1.90668, + "range_factor_pass": false, + "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": 92.771084, + "strategy_rank": 90.648894, + "production_rank": 91.356291, + "structural_overlay_pass": false, + "structural_overlay_score": 86.788476, + "structural_overlay_rr": 0.756928, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.817274, + "primary_prob": 28.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.725911, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.911302, + "range_504_ratio": 2.48756, + "range_factor_pass": false, + "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": 87.590361, + "strategy_rank": 74.654599, + "production_rank": 78.96652, + "structural_overlay_pass": false, + "structural_overlay_score": 75.018194, + "structural_overlay_rr": 1.525844, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.572221, + "primary_prob": 35.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 53, + "primary_distance_atr": 2.358331, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.653398, + "range_504_ratio": 1.922061, + "range_factor_pass": false, + "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": 92.53012, + "strategy_rank": 91.814354, + "production_rank": 92.052943, + "structural_overlay_pass": false, + "structural_overlay_score": 87.450295, + "structural_overlay_rr": 1.112363, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.12292, + "primary_prob": 28.33, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 13.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.684379, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.758725, + "range_504_ratio": 2.135551, + "range_factor_pass": false, + "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": 81.445783, + "strategy_rank": 65.774067, + "production_rank": 70.997973, + "structural_overlay_pass": false, + "structural_overlay_score": 67.448074, + "structural_overlay_rr": 1.570981, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.583861, + "primary_prob": 30.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 74.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.375792, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.513077, + "range_504_ratio": 1.670423, + "range_factor_pass": false, + "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": 80.361446, + "strategy_rank": 77.166474, + "production_rank": 78.231464, + "structural_overlay_pass": false, + "structural_overlay_score": 74.319891, + "structural_overlay_rr": 2.068451, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.101883, + "primary_prob": 43.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 3.152824, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.871843, + "range_504_ratio": 2.391314, + "range_factor_pass": false, + "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": 82.168675, + "strategy_rank": 66.893072, + "production_rank": 71.98494, + "structural_overlay_pass": false, + "structural_overlay_score": 68.385693, + "structural_overlay_rr": 1.150829, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.105213, + "primary_prob": 46.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.65782, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.835253, + "range_504_ratio": 2.305398, + "range_factor_pass": false, + "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": 96.626506, + "strategy_rank": 88.191439, + "production_rank": 91.003128, + "structural_overlay_pass": false, + "structural_overlay_score": 86.452972, + "structural_overlay_rr": 2.013221, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.119361, + "primary_prob": 28.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 3.179042, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.853482, + "range_504_ratio": 2.347809, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.046341, + "hold30_r": -1.0 + }, + { + "symbol": "ACGL", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.22196, + "strategy_rank": 80.32357, + "production_rank": 85.623033, + "structural_overlay_pass": false, + "structural_overlay_score": 81.341881, + "structural_overlay_rr": 1.585774, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.585774, + "primary_prob": 31.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.378661, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.818043, + "range_504_ratio": 2.266061, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.513305, + "hold30_r": 1.553692 + }, + { + "symbol": "ADBE", + "date": "2023-09-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.943329, + "strategy_rank": 82.329235, + "production_rank": 82.867267, + "structural_overlay_pass": false, + "structural_overlay_score": 78.723903, + "structural_overlay_rr": 2.486042, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.258422, + "primary_prob": 41.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 20, + "primary_distance_atr": 3.387633, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.934634, + "range_504_ratio": 2.546282, + "range_factor_pass": false, + "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": 90.791027, + "strategy_rank": 91.751599, + "production_rank": 91.431408, + "structural_overlay_pass": false, + "structural_overlay_score": 86.859838, + "structural_overlay_rr": 1.567641, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.932965, + "primary_prob": 28.14, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 89.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.899448, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 1.455416, + "range_504_ratio": 4.286266, + "range_factor_pass": true, + "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": 90.318772, + "strategy_rank": 87.463423, + "production_rank": 88.415206, + "structural_overlay_pass": false, + "structural_overlay_score": 83.994446, + "structural_overlay_rr": 1.854693, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.718909, + "primary_prob": 33.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.578363, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.853984, + "range_504_ratio": 2.348988, + "range_factor_pass": false, + "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": 86.894923, + "strategy_rank": 89.448354, + "production_rank": 88.597211, + "structural_overlay_pass": false, + "structural_overlay_score": 84.16735, + "structural_overlay_rr": 2.287581, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.521438, + "primary_prob": 36.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.282158, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 1.103182, + "range_504_ratio": 3.013742, + "range_factor_pass": true, + "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": 92.561983, + "strategy_rank": 93.945332, + "production_rank": 93.484216, + "structural_overlay_pass": false, + "structural_overlay_score": 88.810005, + "structural_overlay_rr": 1.337051, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.308112, + "primary_prob": 22.8, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 8.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.962168, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.846895, + "range_504_ratio": 2.332394, + "range_factor_pass": false, + "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": 80.165289, + "strategy_rank": 65.621003, + "production_rank": 70.469098, + "structural_overlay_pass": false, + "structural_overlay_score": 66.945643, + "structural_overlay_rr": 1.14978, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.000346, + "primary_prob": 49.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 67, + "primary_distance_atr": 1.500519, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.621709, + "range_504_ratio": 1.862108, + "range_factor_pass": false, + "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": 94.33294, + "strategy_rank": 95.573694, + "production_rank": 95.160109, + "structural_overlay_pass": false, + "structural_overlay_score": 90.402104, + "structural_overlay_rr": 1.04496, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 8.084613, + "primary_prob": 25.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 12.12692, + "raw_level_count": 116, + "gate_level_count": 116, + "range_504_log": 2.541705, + "range_504_ratio": 12.701313, + "range_factor_pass": true, + "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": 95.041322, + "strategy_rank": 91.263908, + "production_rank": 92.523046, + "structural_overlay_pass": false, + "structural_overlay_score": 87.896894, + "structural_overlay_rr": 1.114236, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.719816, + "primary_prob": 64.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.079724, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.799868, + "range_504_ratio": 2.225247, + "range_factor_pass": false, + "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": 97.402597, + "strategy_rank": 95.70832, + "production_rank": 96.273079, + "structural_overlay_pass": true, + "structural_overlay_score": 96.459425, + "structural_overlay_rr": 2.191441, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.776877, + "primary_prob": 39.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.665315, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 1.025131, + "range_504_ratio": 2.787462, + "range_factor_pass": true, + "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": 93.860685, + "strategy_rank": 83.865024, + "production_rank": 87.196911, + "structural_overlay_pass": false, + "structural_overlay_score": 82.837065, + "structural_overlay_rr": 1.637179, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.967397, + "primary_prob": 29.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.951096, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.765908, + "range_504_ratio": 2.150947, + "range_factor_pass": false, + "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": 86.658796, + "strategy_rank": 66.138189, + "production_rank": 72.978391, + "structural_overlay_pass": false, + "structural_overlay_score": 69.329472, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.90196, + "primary_prob": 30.76, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 68, + "primary_distance_atr": 2.85294, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.535607, + "range_504_ratio": 1.708485, + "range_factor_pass": false, + "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": 89.138135, + "strategy_rank": 78.08574, + "production_rank": 81.769872, + "structural_overlay_pass": false, + "structural_overlay_score": 77.681378, + "structural_overlay_rr": 1.756257, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.558969, + "primary_prob": 18.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.338453, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.667094, + "range_504_ratio": 1.948567, + "range_factor_pass": false, + "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": 99.05549, + "strategy_rank": 97.324709, + "production_rank": 97.901636, + "structural_overlay_pass": false, + "structural_overlay_score": 93.006554, + "structural_overlay_rr": 1.796457, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.756073, + "primary_prob": 50.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 62.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.134109, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 1.165308, + "range_504_ratio": 3.206911, + "range_factor_pass": true, + "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": 89.61039, + "strategy_rank": 69.441054, + "production_rank": 76.164166, + "structural_overlay_pass": false, + "structural_overlay_score": 72.355957, + "structural_overlay_rr": 1.098864, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.703091, + "primary_prob": 58.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 95.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.054637, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.733227, + "range_504_ratio": 2.081788, + "range_factor_pass": false, + "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": 82.408501, + "strategy_rank": 78.604678, + "production_rank": 79.872619, + "structural_overlay_pass": false, + "structural_overlay_score": 75.878988, + "structural_overlay_rr": 1.447404, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.190152, + "primary_prob": 43.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.785229, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.595478, + "range_504_ratio": 1.813897, + "range_factor_pass": false, + "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": 91.853601, + "strategy_rank": 84.438863, + "production_rank": 86.910443, + "structural_overlay_pass": false, + "structural_overlay_score": 82.56492, + "structural_overlay_rr": 1.263294, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.263294, + "primary_prob": 22.43, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.894941, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.604255, + "range_504_ratio": 1.829888, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.063067, + "hold30_r": -1.0 + }, + { + "symbol": "CCL", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.27745, + "strategy_rank": 95.775487, + "production_rank": 95.609475, + "structural_overlay_pass": false, + "structural_overlay_score": 90.829001, + "structural_overlay_rr": 2.704888, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.651069, + "primary_prob": 22.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 3.976603, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 1.500251, + "range_504_ratio": 4.482815, + "range_factor_pass": true, + "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": 87.131051, + "strategy_rank": 72.829191, + "production_rank": 77.596478, + "structural_overlay_pass": false, + "structural_overlay_score": 73.716654, + "structural_overlay_rr": 1.987244, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.368137, + "primary_prob": 39.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.052205, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.762293, + "range_504_ratio": 2.143184, + "range_factor_pass": false, + "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": 87.367178, + "strategy_rank": 61.969746, + "production_rank": 70.435557, + "structural_overlay_pass": false, + "structural_overlay_score": 66.913779, + "structural_overlay_rr": 1.670496, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.696569, + "primary_prob": 22.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.544854, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.538535, + "range_504_ratio": 1.713494, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.616593, + "hold30_r": 2.623106 + }, + { + "symbol": "CPRT", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.096812, + "strategy_rank": 73.429606, + "production_rank": 80.318675, + "structural_overlay_pass": false, + "structural_overlay_score": 76.302741, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.570202, + "primary_prob": 17.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.355304, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.617774, + "range_504_ratio": 1.854795, + "range_factor_pass": false, + "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": 92.798111, + "strategy_rank": 75.206028, + "production_rank": 81.070055, + "structural_overlay_pass": false, + "structural_overlay_score": 77.016553, + "structural_overlay_rr": 1.544593, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.719917, + "primary_prob": 30.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 87.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.579875, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.665214, + "range_504_ratio": 1.944907, + "range_factor_pass": false, + "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": 99.409681, + "strategy_rank": 99.551441, + "production_rank": 99.504188, + "structural_overlay_pass": false, + "structural_overlay_score": 94.528978, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "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": 129, + "gate_level_count": 129, + "range_504_log": 4.579491, + "range_504_ratio": 97.464789, + "range_factor_pass": true, + "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": 83.353011, + "strategy_rank": 78.417779, + "production_rank": 80.062856, + "structural_overlay_pass": false, + "structural_overlay_score": 76.059713, + "structural_overlay_rr": 1.704835, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.108461, + "primary_prob": 28.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 53, + "primary_distance_atr": 3.162692, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.604999, + "range_504_ratio": 1.83125, + "range_factor_pass": false, + "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": 80.873672, + "strategy_rank": 68.519697, + "production_rank": 72.637689, + "structural_overlay_pass": false, + "structural_overlay_score": 69.005804, + "structural_overlay_rr": 1.90341, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.935743, + "primary_prob": 30.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 61, + "primary_distance_atr": 2.903614, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.542155, + "range_504_ratio": 1.719709, + "range_factor_pass": false, + "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": 95.985832, + "strategy_rank": 84.009871, + "production_rank": 88.001858, + "structural_overlay_pass": false, + "structural_overlay_score": 83.601765, + "structural_overlay_rr": 1.376786, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.379452, + "primary_prob": 32.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 63.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.069178, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.981991, + "range_504_ratio": 2.669766, + "range_factor_pass": false, + "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": 97.16647, + "strategy_rank": 84.97766, + "production_rank": 89.040596, + "structural_overlay_pass": false, + "structural_overlay_score": 84.588567, + "structural_overlay_rr": 2.918172, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.966798, + "primary_prob": 50.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.450197, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.803306, + "range_504_ratio": 2.23291, + "range_factor_pass": false, + "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": 81.700118, + "strategy_rank": 81.183016, + "production_rank": 81.355383, + "structural_overlay_pass": false, + "structural_overlay_score": 77.287614, + "structural_overlay_rr": 2.780669, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.767975, + "primary_prob": 32.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 86, + "primary_distance_atr": 2.651963, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.902047, + "range_504_ratio": 2.464643, + "range_factor_pass": false, + "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": 82.998819, + "strategy_rank": 71.314721, + "production_rank": 75.209421, + "structural_overlay_pass": false, + "structural_overlay_score": 71.44895, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.731376, + "primary_prob": 60.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.097064, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.479351, + "range_504_ratio": 1.615026, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.662765, + "hold30_r": -1.0 + }, + { + "symbol": "ETN", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.325856, + "strategy_rank": 81.377216, + "production_rank": 85.026763, + "structural_overlay_pass": false, + "structural_overlay_score": 80.775424, + "structural_overlay_rr": 1.66716, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.66716, + "primary_prob": 15.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.50074, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.67436, + "range_504_ratio": 1.962776, + "range_factor_pass": false, + "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": 81.463991, + "strategy_rank": 69.321613, + "production_rank": 73.369072, + "structural_overlay_pass": false, + "structural_overlay_score": 69.700619, + "structural_overlay_rr": 0.798343, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.241708, + "primary_prob": 42.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 1.862561, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.646676, + "range_504_ratio": 1.909184, + "range_factor_pass": false, + "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": 94.805195, + "strategy_rank": 95.586251, + "production_rank": 95.325899, + "structural_overlay_pass": false, + "structural_overlay_score": 90.559604, + "structural_overlay_rr": 1.528415, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.517347, + "primary_prob": 36.92, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.276021, + "raw_level_count": 97, + "gate_level_count": 97, + "range_504_log": 1.359082, + "range_504_ratio": 3.892617, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.029414, + "hold30_r": -1.0 + }, + { + "symbol": "GE", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.513577, + "strategy_rank": 76.329469, + "production_rank": 82.724172, + "structural_overlay_pass": false, + "structural_overlay_score": 78.587963, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.692259, + "primary_prob": 55.61, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.038389, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.677168, + "range_504_ratio": 1.968296, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.069316, + "hold30_r": -1.0 + }, + { + "symbol": "HAL", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.596222, + "strategy_rank": 85.924423, + "production_rank": 85.815022, + "structural_overlay_pass": false, + "structural_overlay_score": 81.524271, + "structural_overlay_rr": 1.328705, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.871795, + "primary_prob": 49.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.307692, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.833227, + "range_504_ratio": 2.300732, + "range_factor_pass": false, + "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": 88.311688, + "strategy_rank": 83.372952, + "production_rank": 85.019198, + "structural_overlay_pass": false, + "structural_overlay_score": 80.768238, + "structural_overlay_rr": 1.577952, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.02905, + "primary_prob": 41.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.543574, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.692089, + "range_504_ratio": 1.997885, + "range_factor_pass": false, + "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": 85.242031, + "strategy_rank": 67.761294, + "production_rank": 73.588206, + "structural_overlay_pass": false, + "structural_overlay_score": 69.908796, + "structural_overlay_rr": 1.849923, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.034809, + "primary_prob": 48.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.552213, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.627562, + "range_504_ratio": 1.873039, + "range_factor_pass": false, + "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": 87.839433, + "strategy_rank": 80.144847, + "production_rank": 82.709709, + "structural_overlay_pass": false, + "structural_overlay_score": 78.574224, + "structural_overlay_rr": 3.134705, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.409809, + "primary_prob": 24.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 3.614713, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.777528, + "range_504_ratio": 2.176087, + "range_factor_pass": false, + "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": 81.227863, + "strategy_rank": 70.74643, + "production_rank": 74.240241, + "structural_overlay_pass": false, + "structural_overlay_score": 70.528229, + "structural_overlay_rr": 1.689337, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.564627, + "primary_prob": 19.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.34694, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.586895, + "range_504_ratio": 1.798396, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.063003, + "hold30_r": -1.0 + }, + { + "symbol": "ISRG", + "date": "2023-09-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.902007, + "strategy_rank": 81.772041, + "production_rank": 84.148696, + "structural_overlay_pass": false, + "structural_overlay_score": 79.941262, + "structural_overlay_rr": 2.262461, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.931603, + "primary_prob": 20.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 4.397405, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.719319, + "range_504_ratio": 2.053035, + "range_factor_pass": false, + "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": 96.458087, + "strategy_rank": 85.259177, + "production_rank": 88.992147, + "structural_overlay_pass": false, + "structural_overlay_score": 84.54254, + "structural_overlay_rr": 2.262515, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.769518, + "primary_prob": 30.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.654277, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.876919, + "range_504_ratio": 2.403484, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.057117, + "hold30_r": -1.0 + }, + { + "symbol": "KLAC", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.415584, + "strategy_rank": 84.49727, + "production_rank": 84.470041, + "structural_overlay_pass": false, + "structural_overlay_score": 80.246539, + "structural_overlay_rr": 1.34256, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.994618, + "primary_prob": 41.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.491926, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.731953, + "range_504_ratio": 2.079137, + "range_factor_pass": false, + "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": 95.749705, + "strategy_rank": 83.173203, + "production_rank": 87.36537, + "structural_overlay_pass": false, + "structural_overlay_score": 82.997102, + "structural_overlay_rr": 1.769136, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.53447, + "primary_prob": 36.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.301704, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.756346, + "range_504_ratio": 2.130476, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.728846, + "hold30_r": -1.676506 + }, + { + "symbol": "LII", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.603306, + "strategy_rank": 78.848816, + "production_rank": 81.766979, + "structural_overlay_pass": false, + "structural_overlay_score": 77.67863, + "structural_overlay_rr": 0.758599, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.853431, + "primary_prob": 34.38, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.280146, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.765194, + "range_504_ratio": 2.149412, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.054713, + "hold30_r": -1.0 + }, + { + "symbol": "LRCX", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.027155, + "strategy_rank": 90.150104, + "production_rank": 90.442454, + "structural_overlay_pass": false, + "structural_overlay_score": 85.920331, + "structural_overlay_rr": 1.854925, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.740826, + "primary_prob": 47.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.111239, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.893059, + "range_504_ratio": 2.44259, + "range_factor_pass": false, + "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": 92.089728, + "strategy_rank": 85.699559, + "production_rank": 87.829616, + "structural_overlay_pass": false, + "structural_overlay_score": 83.438135, + "structural_overlay_rr": 2.378186, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.446111, + "primary_prob": 24.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 3.669166, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.820295, + "range_504_ratio": 2.271169, + "range_factor_pass": false, + "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": 83.234947, + "strategy_rank": 67.204392, + "production_rank": 72.54791, + "structural_overlay_pass": false, + "structural_overlay_score": 68.920515, + "structural_overlay_rr": 0.689011, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.440518, + "primary_prob": 21.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.160776, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.821754, + "range_504_ratio": 2.274486, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.360141, + "hold30_r": 3.068701 + }, + { + "symbol": "META", + "date": "2023-09-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.11098, + "strategy_rank": 93.48334, + "production_rank": 95.025886, + "structural_overlay_pass": true, + "structural_overlay_score": 95.274592, + "structural_overlay_rr": 2.11782, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.461549, + "primary_prob": 39.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 3.692324, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 1.458095, + "range_504_ratio": 4.297764, + "range_factor_pass": true, + "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": 80.637544, + "strategy_rank": 66.022253, + "production_rank": 70.894017, + "structural_overlay_pass": false, + "structural_overlay_score": 67.349316, + "structural_overlay_rr": 1.955399, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.656755, + "primary_prob": 31.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 85.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.485132, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.486158, + "range_504_ratio": 1.626057, + "range_factor_pass": false, + "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": 82.172373, + "strategy_rank": 63.527728, + "production_rank": 69.74261, + "structural_overlay_pass": false, + "structural_overlay_score": 66.255479, + "structural_overlay_rr": 0.771675, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.771675, + "primary_prob": 57.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 1.157512, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.521606, + "range_504_ratio": 1.684731, + "range_factor_pass": false, + "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": 85.005903, + "strategy_rank": 63.991765, + "production_rank": 70.996478, + "structural_overlay_pass": false, + "structural_overlay_score": 67.446654, + "structural_overlay_rr": 1.398318, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.136629, + "primary_prob": 45.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 84, + "primary_distance_atr": 1.704943, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.523441, + "range_504_ratio": 1.687826, + "range_factor_pass": false, + "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": 96.930342, + "strategy_rank": 97.533218, + "production_rank": 97.33226, + "structural_overlay_pass": false, + "structural_overlay_score": 92.465647, + "structural_overlay_rr": 1.735122, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.507202, + "primary_prob": 37.11, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.260804, + "raw_level_count": 104, + "gate_level_count": 104, + "range_504_log": 1.905456, + "range_504_ratio": 6.722474, + "range_factor_pass": true, + "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": 97.874852, + "strategy_rank": 94.731478, + "production_rank": 95.779269, + "structural_overlay_pass": false, + "structural_overlay_score": 90.990306, + "structural_overlay_rr": 1.557217, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.609781, + "primary_prob": 35.26, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.414671, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 1.4606, + "range_504_ratio": 4.308543, + "range_factor_pass": true, + "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": 99.645809, + "strategy_rank": 98.762667, + "production_rank": 99.057047, + "structural_overlay_pass": false, + "structural_overlay_score": 94.104195, + "structural_overlay_rr": 1.780046, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.698375, + "primary_prob": 45.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.047563, + "raw_level_count": 105, + "gate_level_count": 105, + "range_504_log": 1.536937, + "range_504_ratio": 4.650324, + "range_factor_pass": true, + "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": 91.49941, + "strategy_rank": 72.388809, + "production_rank": 78.759009, + "structural_overlay_pass": false, + "structural_overlay_score": 74.821059, + "structural_overlay_rr": 1.282711, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.417354, + "primary_prob": 19.27, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.12603, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.601393, + "range_504_ratio": 1.824659, + "range_factor_pass": false, + "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": 93.034238, + "strategy_rank": 88.904886, + "production_rank": 90.281337, + "structural_overlay_pass": false, + "structural_overlay_score": 85.76727, + "structural_overlay_rr": 0.989918, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.939008, + "primary_prob": 39.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.408512, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.638554, + "range_504_ratio": 1.89374, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.892594, + "hold30_r": -1.0 + }, + { + "symbol": "ON", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.644628, + "strategy_rank": 84.494349, + "production_rank": 83.877776, + "structural_overlay_pass": false, + "structural_overlay_score": 79.683887, + "structural_overlay_rr": 1.839634, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.831108, + "primary_prob": 44.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.246662, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.97787, + "range_504_ratio": 2.658787, + "range_factor_pass": false, + "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": 93.270366, + "strategy_rank": 88.116111, + "production_rank": 89.834196, + "structural_overlay_pass": false, + "structural_overlay_score": 85.342486, + "structural_overlay_rr": 0.7263, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.7263, + "primary_prob": 58.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.089449, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.741169, + "range_504_ratio": 2.098388, + "range_factor_pass": false, + "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": 89.846517, + "strategy_rank": 66.956166, + "production_rank": 74.586283, + "structural_overlay_pass": false, + "structural_overlay_score": 70.856969, + "structural_overlay_rr": 0.94655, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.994604, + "primary_prob": 49.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.491906, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.550016, + "range_504_ratio": 1.73328, + "range_factor_pass": false, + "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": 91.263282, + "strategy_rank": 74.979704, + "production_rank": 80.407563, + "structural_overlay_pass": false, + "structural_overlay_score": 76.387185, + "structural_overlay_rr": 1.517331, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.171921, + "primary_prob": 40.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.757881, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.56209, + "range_504_ratio": 1.754335, + "range_factor_pass": false, + "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": 84.179457, + "strategy_rank": 62.141168, + "production_rank": 69.487264, + "structural_overlay_pass": false, + "structural_overlay_score": 66.012901, + "structural_overlay_rr": 1.935946, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.063707, + "primary_prob": 42.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 76.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.59556, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.655386, + "range_504_ratio": 1.925887, + "range_factor_pass": false, + "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": 90.5549, + "strategy_rank": 79.748854, + "production_rank": 83.350869, + "structural_overlay_pass": false, + "structural_overlay_score": 79.183326, + "structural_overlay_rr": 1.998634, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.114392, + "primary_prob": 11.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 10, + "primary_distance_atr": 3.171588, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.619515, + "range_504_ratio": 1.858026, + "range_factor_pass": false, + "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": 98.347107, + "strategy_rank": 88.06559, + "production_rank": 91.492763, + "structural_overlay_pass": false, + "structural_overlay_score": 86.918124, + "structural_overlay_rr": 1.960556, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.231099, + "primary_prob": 31.39, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 42.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.846649, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.899875, + "range_504_ratio": 2.459295, + "range_factor_pass": false, + "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": 98.583235, + "strategy_rank": 98.619572, + "production_rank": 98.60746, + "structural_overlay_pass": false, + "structural_overlay_score": 93.677087, + "structural_overlay_rr": 1.720771, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.560468, + "primary_prob": 44.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 66.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.340702, + "raw_level_count": 105, + "gate_level_count": 105, + "range_504_log": 1.612515, + "range_504_ratio": 5.015411, + "range_factor_pass": true, + "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": 90.082645, + "strategy_rank": 78.004848, + "production_rank": 82.03078, + "structural_overlay_pass": false, + "structural_overlay_score": 77.929241, + "structural_overlay_rr": 1.44782, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.785026, + "primary_prob": 56.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.177539, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.73132, + "range_504_ratio": 2.077821, + "range_factor_pass": false, + "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": 88.66588, + "strategy_rank": 69.769296, + "production_rank": 76.068157, + "structural_overlay_pass": false, + "structural_overlay_score": 72.264749, + "structural_overlay_rr": 1.134681, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.648993, + "primary_prob": 15.2, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.47349, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 0.81811, + "range_504_ratio": 2.266212, + "range_factor_pass": false, + "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": 98.819362, + "strategy_rank": 94.191222, + "production_rank": 95.733935, + "structural_overlay_pass": false, + "structural_overlay_score": 90.947238, + "structural_overlay_rr": 0.919412, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.024158, + "primary_prob": 33.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.536238, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 1.290059, + "range_504_ratio": 3.633001, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.113697, + "hold30_r": -1.068979 + }, + { + "symbol": "SATS", + "date": "2023-09-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.707202, + "strategy_rank": 86.863593, + "production_rank": 85.811462, + "structural_overlay_pass": false, + "structural_overlay_score": 81.520889, + "structural_overlay_rr": 0.753808, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.622076, + "primary_prob": 23.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 3.933114, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.745292, + "range_504_ratio": 2.107058, + "range_factor_pass": false, + "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": 99.881936, + "strategy_rank": 99.740677, + "production_rank": 99.787763, + "structural_overlay_pass": false, + "structural_overlay_score": 94.798375, + "structural_overlay_rr": 1.617018, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.617018, + "primary_prob": 32.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.425527, + "raw_level_count": 113, + "gate_level_count": 113, + "range_504_log": 2.348145, + "range_504_ratio": 10.466139, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.190847, + "hold30_r": -1.169591 + }, + { + "symbol": "TDG", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.075561, + "strategy_rank": 67.447946, + "production_rank": 74.323817, + "structural_overlay_pass": false, + "structural_overlay_score": 70.607626, + "structural_overlay_rr": 1.601605, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.601605, + "primary_prob": 16.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.402408, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.632012, + "range_504_ratio": 1.881392, + "range_factor_pass": false, + "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": 96.694215, + "strategy_rank": 93.268989, + "production_rank": 94.410731, + "structural_overlay_pass": false, + "structural_overlay_score": 89.690195, + "structural_overlay_rr": 1.884169, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.893419, + "primary_prob": 21.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.840128, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.922793, + "range_504_ratio": 2.516308, + "range_factor_pass": false, + "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": 86.186541, + "strategy_rank": 84.040826, + "production_rank": 84.756064, + "structural_overlay_pass": false, + "structural_overlay_score": 80.518261, + "structural_overlay_rr": 1.831977, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.648498, + "primary_prob": 34.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 76, + "primary_distance_atr": 2.472747, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.645363, + "range_504_ratio": 1.90668, + "range_factor_pass": false, + "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": 89.374262, + "strategy_rank": 88.039015, + "production_rank": 88.484098, + "structural_overlay_pass": false, + "structural_overlay_score": 84.059893, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.702877, + "primary_prob": 30.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.554316, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.911302, + "range_504_ratio": 2.48756, + "range_factor_pass": false, + "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": 81.936246, + "strategy_rank": 72.37304, + "production_rank": 75.560775, + "structural_overlay_pass": false, + "structural_overlay_score": 71.782736, + "structural_overlay_rr": 0.838835, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.914992, + "primary_prob": 30.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.872489, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.653398, + "range_504_ratio": 1.922061, + "range_factor_pass": false, + "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": 93.624557, + "strategy_rank": 91.897614, + "production_rank": 92.473262, + "structural_overlay_pass": false, + "structural_overlay_score": 87.849599, + "structural_overlay_rr": 1.867388, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.172706, + "primary_prob": 32.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.759059, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.758725, + "range_504_ratio": 2.135551, + "range_factor_pass": false, + "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": 84.651712, + "strategy_rank": 66.358672, + "production_rank": 72.456352, + "structural_overlay_pass": false, + "structural_overlay_score": 68.833534, + "structural_overlay_rr": 1.747223, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.760527, + "primary_prob": 27.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 73.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.640791, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.513077, + "range_504_ratio": 1.670423, + "range_factor_pass": false, + "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": 80.401417, + "strategy_rank": 62.676751, + "production_rank": 68.584973, + "structural_overlay_pass": false, + "structural_overlay_score": 65.155725, + "structural_overlay_rr": 0.710406, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.734247, + "primary_prob": 58.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.101371, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.732834, + "range_504_ratio": 2.08097, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.645906, + "hold30_r": 1.499896 + }, + { + "symbol": "WDAY", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.422668, + "strategy_rank": 82.757352, + "production_rank": 83.979124, + "structural_overlay_pass": false, + "structural_overlay_score": 79.780168, + "structural_overlay_rr": 1.587573, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.647769, + "primary_prob": 49.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.471654, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.871843, + "range_504_ratio": 2.391314, + "range_factor_pass": false, + "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": 85.950413, + "strategy_rank": 70.48331, + "production_rank": 75.639011, + "structural_overlay_pass": false, + "structural_overlay_score": 71.857061, + "structural_overlay_rr": 1.669827, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.625764, + "primary_prob": 34.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.438646, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.834517, + "range_504_ratio": 2.3037, + "range_factor_pass": false, + "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": 94.569067, + "strategy_rank": 87.576439, + "production_rank": 89.907315, + "structural_overlay_pass": false, + "structural_overlay_score": 85.411949, + "structural_overlay_rr": 2.5708, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.161135, + "primary_prob": 42.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 57, + "primary_distance_atr": 3.241702, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.853482, + "range_504_ratio": 2.347809, + "range_factor_pass": false, + "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": 94.632439, + "strategy_rank": 75.427806, + "production_rank": 81.82935, + "structural_overlay_pass": false, + "structural_overlay_score": 77.737883, + "structural_overlay_rr": 1.072244, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.072244, + "primary_prob": 43.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.608366, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.818043, + "range_504_ratio": 2.266061, + "range_factor_pass": false, + "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": 95.332555, + "strategy_rank": 90.516258, + "production_rank": 92.12169, + "structural_overlay_pass": false, + "structural_overlay_score": 87.515606, + "structural_overlay_rr": 1.714052, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.815909, + "primary_prob": 55.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.223863, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.934634, + "range_504_ratio": 2.546282, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.769695, + "hold30_r": 2.015828 + }, + { + "symbol": "ALGN", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.781797, + "strategy_rank": 91.591495, + "production_rank": 91.321596, + "structural_overlay_pass": false, + "structural_overlay_score": 86.755516, + "structural_overlay_rr": 1.903579, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.970301, + "primary_prob": 29.85, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.955452, + "raw_level_count": 97, + "gate_level_count": 97, + "range_504_log": 1.455416, + "range_504_ratio": 4.286266, + "range_factor_pass": true, + "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": 92.532089, + "strategy_rank": 89.708434, + "production_rank": 90.649652, + "structural_overlay_pass": false, + "structural_overlay_score": 86.11717, + "structural_overlay_rr": 1.86386, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.558889, + "primary_prob": 23.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 3.838334, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.853984, + "range_504_ratio": 2.348988, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.044327, + "hold30_r": 0.544298 + }, + { + "symbol": "AMD", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.163361, + "strategy_rank": 84.647531, + "production_rank": 83.152807, + "structural_overlay_pass": false, + "structural_overlay_score": 78.995167, + "structural_overlay_rr": 2.174402, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.801562, + "primary_prob": 32.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 72, + "primary_distance_atr": 2.702343, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 1.103182, + "range_504_ratio": 3.013742, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.770699, + "hold30_r": 1.881779 + }, + { + "symbol": "ANET", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.099183, + "strategy_rank": 95.69632, + "production_rank": 95.497274, + "structural_overlay_pass": false, + "structural_overlay_score": 90.722411, + "structural_overlay_rr": 1.588962, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.561965, + "primary_prob": 21.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.342947, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.846895, + "range_504_ratio": 2.332394, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.517663, + "hold30_r": -1.0 + }, + { + "symbol": "AOS", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.330222, + "strategy_rank": 66.919514, + "production_rank": 71.723083, + "structural_overlay_pass": false, + "structural_overlay_score": 68.136929, + "structural_overlay_rr": 2.530821, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.709665, + "primary_prob": 33.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 75, + "primary_distance_atr": 2.564498, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.621709, + "range_504_ratio": 1.862108, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.645209, + "hold30_r": 3.056153 + }, + { + "symbol": "APP", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.549592, + "strategy_rank": 97.830698, + "production_rank": 97.736996, + "structural_overlay_pass": false, + "structural_overlay_score": 92.850146, + "structural_overlay_rr": 1.512405, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.512405, + "primary_prob": 25.82, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 44.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.268608, + "raw_level_count": 116, + "gate_level_count": 116, + "range_504_log": 2.541705, + "range_504_ratio": 12.701313, + "range_factor_pass": true, + "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": 94.165694, + "strategy_rank": 91.410747, + "production_rank": 92.329063, + "structural_overlay_pass": false, + "structural_overlay_score": 87.71261, + "structural_overlay_rr": 1.869514, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.654074, + "primary_prob": 34.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.48111, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.799868, + "range_504_ratio": 2.225247, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.60832, + "hold30_r": 1.780004 + }, + { + "symbol": "AXON", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.316219, + "strategy_rank": 95.606802, + "production_rank": 96.176608, + "structural_overlay_pass": false, + "structural_overlay_score": 91.367777, + "structural_overlay_rr": 2.047016, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.845394, + "primary_prob": 31.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.76809, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 1.025131, + "range_504_ratio": 2.787462, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.798739, + "hold30_r": 1.681772 + }, + { + "symbol": "BA", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.998833, + "strategy_rank": 83.189986, + "production_rank": 86.459602, + "structural_overlay_pass": false, + "structural_overlay_score": 82.136622, + "structural_overlay_rr": 2.443831, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.490964, + "primary_prob": 24.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 110, + "primary_distance_atr": 3.736446, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.765908, + "range_504_ratio": 2.150947, + "range_factor_pass": false, + "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": 82.030338, + "strategy_rank": 63.707616, + "production_rank": 69.81519, + "structural_overlay_pass": false, + "structural_overlay_score": 66.324431, + "structural_overlay_rr": 0.922157, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.554574, + "primary_prob": 36.24, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 68, + "primary_distance_atr": 2.331861, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.535607, + "range_504_ratio": 1.708485, + "range_factor_pass": false, + "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": 93.465578, + "strategy_rank": 82.503902, + "production_rank": 86.157794, + "structural_overlay_pass": false, + "structural_overlay_score": 81.849904, + "structural_overlay_rr": 0.922876, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.309178, + "primary_prob": 34.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 66.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.963767, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.698775, + "range_504_ratio": 2.011288, + "range_factor_pass": false, + "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": 91.365228, + "strategy_rank": 79.462062, + "production_rank": 83.429784, + "structural_overlay_pass": false, + "structural_overlay_score": 79.258295, + "structural_overlay_rr": 0.76253, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.672134, + "primary_prob": 34.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.508201, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.667094, + "range_504_ratio": 1.948567, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.063896, + "hold30_r": -1.0 + }, + { + "symbol": "BLDR", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.949825, + "strategy_rank": 97.378964, + "production_rank": 97.902584, + "structural_overlay_pass": false, + "structural_overlay_score": 93.007455, + "structural_overlay_rr": 1.874901, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.531317, + "primary_prob": 28.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.296975, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 1.165308, + "range_504_ratio": 3.206911, + "range_factor_pass": true, + "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": 80.630105, + "strategy_rank": 62.448058, + "production_rank": 68.508741, + "structural_overlay_pass": false, + "structural_overlay_score": 65.083304, + "structural_overlay_rr": 1.840338, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.840338, + "primary_prob": 46.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.760508, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.733227, + "range_504_ratio": 2.081788, + "range_factor_pass": false, + "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": 83.663944, + "strategy_rank": 79.624132, + "production_rank": 80.970736, + "structural_overlay_pass": false, + "structural_overlay_score": 76.922199, + "structural_overlay_rr": 1.044836, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.607916, + "primary_prob": 35.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.411874, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.595478, + "range_504_ratio": 1.813897, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.561481, + "hold30_r": -1.0 + }, + { + "symbol": "CAT", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.131855, + "strategy_rank": 83.943637, + "production_rank": 86.33971, + "structural_overlay_pass": false, + "structural_overlay_score": 82.022725, + "structural_overlay_rr": 1.360172, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.36751, + "primary_prob": 29.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.051265, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.604255, + "range_504_ratio": 1.829888, + "range_factor_pass": false, + "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": 89.381564, + "strategy_rank": 91.48444, + "production_rank": 90.783481, + "structural_overlay_pass": false, + "structural_overlay_score": 86.244307, + "structural_overlay_rr": 1.793343, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.871212, + "primary_prob": 20.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 96.0, + "primary_rejection_count": 27, + "primary_distance_atr": 4.306818, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 1.500251, + "range_504_ratio": 4.482815, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.153626, + "hold30_r": -1.117735 + }, + { + "symbol": "COR", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.730455, + "strategy_rank": 58.749502, + "production_rank": 66.743153, + "structural_overlay_pass": false, + "structural_overlay_score": 63.405996, + "structural_overlay_rr": 0.953597, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.867407, + "primary_prob": 61.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 65.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.30111, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.538535, + "range_504_ratio": 1.713494, + "range_factor_pass": false, + "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": 92.765461, + "strategy_rank": 73.666905, + "production_rank": 80.03309, + "structural_overlay_pass": false, + "structural_overlay_score": 76.031436, + "structural_overlay_rr": 1.468768, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.968373, + "primary_prob": 50.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 54, + "primary_distance_atr": 1.45256, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.617774, + "range_504_ratio": 1.854795, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.909117, + "hold30_r": 1.449126 + }, + { + "symbol": "CRH", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.232205, + "strategy_rank": 77.066968, + "production_rank": 82.45538, + "structural_overlay_pass": false, + "structural_overlay_score": 78.332611, + "structural_overlay_rr": 2.591154, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.65669, + "primary_prob": 20.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 87.0, + "primary_rejection_count": 17, + "primary_distance_atr": 3.985035, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.665214, + "range_504_ratio": 1.944907, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.599942, + "hold30_r": 1.745867 + }, + { + "symbol": "CRM", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.096849, + "strategy_rank": 71.33124, + "production_rank": 74.586443, + "structural_overlay_pass": false, + "structural_overlay_score": 70.857121, + "structural_overlay_rr": 2.485483, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.19666, + "primary_prob": 27.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 3.29499, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.903225, + "range_504_ratio": 2.467548, + "range_factor_pass": false, + "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": 99.649942, + "strategy_rank": 99.720035, + "production_rank": 99.69667, + "structural_overlay_pass": false, + "structural_overlay_score": 94.711837, + "structural_overlay_rr": 1.561617, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.501257, + "primary_prob": 22.43, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 26.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.251886, + "raw_level_count": 130, + "gate_level_count": 130, + "range_504_log": 4.540444, + "range_504_ratio": 93.732394, + "range_factor_pass": true, + "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": 81.796966, + "strategy_rank": 69.201997, + "production_rank": 73.40032, + "structural_overlay_pass": false, + "structural_overlay_score": 69.730304, + "structural_overlay_rr": 1.340279, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.006461, + "primary_prob": 49.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 93, + "primary_distance_atr": 1.509691, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.542155, + "range_504_ratio": 1.719709, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.932036, + "hold30_r": -1.522 + }, + { + "symbol": "DECK", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.865811, + "strategy_rank": 82.995125, + "production_rank": 86.95202, + "structural_overlay_pass": false, + "structural_overlay_score": 82.604419, + "structural_overlay_rr": 1.843575, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.894177, + "primary_prob": 30.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 97.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.841266, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.981991, + "range_504_ratio": 2.669766, + "range_factor_pass": false, + "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": 88.448075, + "strategy_rank": 89.783268, + "production_rank": 89.338204, + "structural_overlay_pass": false, + "structural_overlay_score": 84.871293, + "structural_overlay_rr": 1.528556, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.180233, + "primary_prob": 39.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.77035, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.79467, + "range_504_ratio": 2.21371, + "range_factor_pass": false, + "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": 93.69895, + "strategy_rank": 84.937344, + "production_rank": 87.857879, + "structural_overlay_pass": false, + "structural_overlay_score": 83.464985, + "structural_overlay_rr": 1.655767, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.241857, + "primary_prob": 26.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 19, + "primary_distance_atr": 3.362786, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.803306, + "range_504_ratio": 2.23291, + "range_factor_pass": false, + "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": 96.616103, + "strategy_rank": 84.569572, + "production_rank": 88.585082, + "structural_overlay_pass": false, + "structural_overlay_score": 84.155828, + "structural_overlay_rr": 2.102342, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.354608, + "primary_prob": 27.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.031911, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.866537, + "range_504_ratio": 2.37866, + "range_factor_pass": false, + "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": 91.831972, + "strategy_rank": 81.011135, + "production_rank": 84.618081, + "structural_overlay_pass": false, + "structural_overlay_score": 80.387176, + "structural_overlay_rr": 1.34277, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.688082, + "primary_prob": 51.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.032124, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.67436, + "range_504_ratio": 1.962776, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.632865, + "hold30_r": -1.0 + }, + { + "symbol": "FDX", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.932322, + "strategy_rank": 74.134465, + "production_rank": 80.733751, + "structural_overlay_pass": false, + "structural_overlay_score": 76.697063, + "structural_overlay_rr": 0.999914, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.516764, + "primary_prob": 23.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.275146, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.646676, + "range_504_ratio": 1.909184, + "range_factor_pass": false, + "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": 95.7993, + "strategy_rank": 90.703282, + "production_rank": 92.401954, + "structural_overlay_pass": false, + "structural_overlay_score": 87.781857, + "structural_overlay_rr": 1.764602, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.654058, + "primary_prob": 23.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.481088, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 1.031941, + "range_504_ratio": 2.806508, + "range_factor_pass": true, + "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": 87.747958, + "strategy_rank": 90.760008, + "production_rank": 89.755992, + "structural_overlay_pass": false, + "structural_overlay_score": 85.268192, + "structural_overlay_rr": 2.621866, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.610783, + "primary_prob": 23.14, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 3.916174, + "raw_level_count": 97, + "gate_level_count": 97, + "range_504_log": 1.359082, + "range_504_ratio": 3.892617, + "range_factor_pass": true, + "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": 96.266044, + "strategy_rank": 76.361784, + "production_rank": 82.996537, + "structural_overlay_pass": false, + "structural_overlay_score": 78.846711, + "structural_overlay_rr": 1.473641, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.473641, + "primary_prob": 18.55, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.210461, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.677168, + "range_504_ratio": 1.968296, + "range_factor_pass": false, + "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": 85.764294, + "strategy_rank": 85.87901, + "production_rank": 85.840772, + "structural_overlay_pass": false, + "structural_overlay_score": 81.548733, + "structural_overlay_rr": 1.72664, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.899768, + "primary_prob": 44.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 62.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.349652, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.824376, + "range_504_ratio": 2.280456, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.84328, + "hold30_r": -1.0 + }, + { + "symbol": "HCA", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.497083, + "strategy_rank": 63.231078, + "production_rank": 69.65308, + "structural_overlay_pass": false, + "structural_overlay_score": 66.170426, + "structural_overlay_rr": 1.735742, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.778763, + "primary_prob": 32.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 57, + "primary_distance_atr": 2.668145, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.617124, + "range_504_ratio": 1.85359, + "range_factor_pass": false, + "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": 84.364061, + "strategy_rank": 80.533306, + "production_rank": 81.810224, + "structural_overlay_pass": false, + "structural_overlay_score": 77.719713, + "structural_overlay_rr": 1.816819, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.613774, + "primary_prob": 34.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 96.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.420661, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.692089, + "range_504_ratio": 1.997885, + "range_factor_pass": false, + "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": 84.830805, + "strategy_rank": 66.890295, + "production_rank": 72.870465, + "structural_overlay_pass": false, + "structural_overlay_score": 69.226942, + "structural_overlay_rr": 1.219617, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.883815, + "primary_prob": 31.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.825722, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.627562, + "range_504_ratio": 1.873039, + "range_factor_pass": false, + "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": 87.164527, + "strategy_rank": 77.883621, + "production_rank": 80.977256, + "structural_overlay_pass": false, + "structural_overlay_score": 76.928394, + "structural_overlay_rr": 1.16537, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.727456, + "primary_prob": 58.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.091184, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.60509, + "range_504_ratio": 1.831418, + "range_factor_pass": false, + "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": 83.897316, + "strategy_rank": 77.58726, + "production_rank": 79.690612, + "structural_overlay_pass": false, + "structural_overlay_score": 75.706081, + "structural_overlay_rr": 1.416729, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.560022, + "primary_prob": 23.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 92, + "primary_distance_atr": 3.840033, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.777528, + "range_504_ratio": 2.176087, + "range_factor_pass": false, + "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": 83.1972, + "strategy_rank": 71.893453, + "production_rank": 75.661368, + "structural_overlay_pass": false, + "structural_overlay_score": 71.8783, + "structural_overlay_rr": 1.456137, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.420846, + "primary_prob": 36.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 90.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.131269, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.586895, + "range_504_ratio": 1.798396, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.060917, + "hold30_r": -1.0 + }, + { + "symbol": "ISRG", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.29755, + "strategy_rank": 79.789775, + "production_rank": 81.6257, + "structural_overlay_pass": false, + "structural_overlay_score": 77.544415, + "structural_overlay_rr": 2.241186, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.947216, + "primary_prob": 30.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.920825, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.719319, + "range_504_ratio": 2.053035, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.051898, + "hold30_r": -1.0 + }, + { + "symbol": "JBL", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.032672, + "strategy_rank": 85.942312, + "production_rank": 89.305765, + "structural_overlay_pass": false, + "structural_overlay_score": 84.840477, + "structural_overlay_rr": 2.12242, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.933754, + "primary_prob": 45.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 69.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.400631, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.876919, + "range_504_ratio": 2.403484, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.875439, + "hold30_r": 5.415352 + }, + { + "symbol": "KLAC", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.597433, + "strategy_rank": 85.271754, + "production_rank": 85.04698, + "structural_overlay_pass": false, + "structural_overlay_score": 80.794631, + "structural_overlay_rr": 2.319568, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.816544, + "primary_prob": 31.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.724817, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.731953, + "range_504_ratio": 2.079137, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.770549, + "hold30_r": 2.181912 + }, + { + "symbol": "LEN", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.614936, + "strategy_rank": 79.878301, + "production_rank": 83.123846, + "structural_overlay_pass": false, + "structural_overlay_score": 78.967654, + "structural_overlay_rr": 1.679738, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.266655, + "primary_prob": 26.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 3.399982, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.756346, + "range_504_ratio": 2.130476, + "range_factor_pass": false, + "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": 87.3979, + "strategy_rank": 79.828122, + "production_rank": 82.351381, + "structural_overlay_pass": false, + "structural_overlay_score": 78.233812, + "structural_overlay_rr": 1.692589, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.022283, + "primary_prob": 31.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.533425, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.765194, + "range_504_ratio": 2.149412, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.969326, + "hold30_r": -1.0 + }, + { + "symbol": "LIN", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.68028, + "strategy_rank": 57.909607, + "production_rank": 65.833165, + "structural_overlay_pass": false, + "structural_overlay_score": 62.541506, + "structural_overlay_rr": 1.695773, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.8158, + "primary_prob": 55.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.223699, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.405364, + "range_504_ratio": 1.499848, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.725368, + "hold30_r": -1.0 + }, + { + "symbol": "LLY", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.483081, + "strategy_rank": 91.150031, + "production_rank": 93.594381, + "structural_overlay_pass": false, + "structural_overlay_score": 88.914662, + "structural_overlay_rr": 2.731189, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "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": 73, + "gate_level_count": 73, + "range_504_log": 1.005455, + "range_504_ratio": 2.733152, + "range_factor_pass": true, + "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": 92.065344, + "strategy_rank": 91.197778, + "production_rank": 91.486967, + "structural_overlay_pass": false, + "structural_overlay_score": 86.912619, + "structural_overlay_rr": 1.926751, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.860309, + "primary_prob": 21.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 4.290464, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.893059, + "range_504_ratio": 2.44259, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.04295, + "hold30_r": -1.0 + }, + { + "symbol": "LVS", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.464411, + "strategy_rank": 82.422643, + "production_rank": 83.769899, + "structural_overlay_pass": false, + "structural_overlay_score": 79.581404, + "structural_overlay_rr": 1.461013, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.114544, + "primary_prob": 26.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 91.0, + "primary_rejection_count": 19, + "primary_distance_atr": 3.171816, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.820295, + "range_504_ratio": 2.271169, + "range_factor_pass": false, + "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": 98.016336, + "strategy_rank": 93.268013, + "production_rank": 94.850787, + "structural_overlay_pass": false, + "structural_overlay_score": 90.108248, + "structural_overlay_rr": 1.748618, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.762698, + "primary_prob": 32.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.644047, + "raw_level_count": 86, + "gate_level_count": 86, + "range_504_log": 1.407856, + "range_504_ratio": 4.087184, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.716356, + "hold30_r": -1.0 + }, + { + "symbol": "MRK", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.263711, + "strategy_rank": 62.054912, + "production_rank": 68.791178, + "structural_overlay_pass": false, + "structural_overlay_score": 65.351619, + "structural_overlay_rr": 1.820822, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.842135, + "primary_prob": 31.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 84, + "primary_distance_atr": 2.763203, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.514873, + "range_504_ratio": 1.673427, + "range_factor_pass": false, + "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": 96.849475, + "strategy_rank": 97.410465, + "production_rank": 97.223468, + "structural_overlay_pass": false, + "structural_overlay_score": 92.362295, + "structural_overlay_rr": 1.538907, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.447966, + "primary_prob": 24.58, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 3.671949, + "raw_level_count": 104, + "gate_level_count": 104, + "range_504_log": 1.905456, + "range_504_ratio": 6.722474, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.422256, + "hold30_r": 5.026017 + }, + { + "symbol": "NFLX", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.399067, + "strategy_rank": 92.412292, + "production_rank": 93.07455, + "structural_overlay_pass": false, + "structural_overlay_score": 88.420823, + "structural_overlay_rr": 1.599841, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.644108, + "primary_prob": 22.87, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 3.966162, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 1.4606, + "range_504_ratio": 4.308543, + "range_factor_pass": true, + "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": 87.98133, + "strategy_rank": 84.462368, + "production_rank": 85.635355, + "structural_overlay_pass": false, + "structural_overlay_score": 81.353587, + "structural_overlay_rr": 2.257216, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.583145, + "primary_prob": 35.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.374718, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.750988, + "range_504_ratio": 2.119093, + "range_factor_pass": false, + "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": 99.416569, + "strategy_rank": 98.648642, + "production_rank": 98.904618, + "structural_overlay_pass": false, + "structural_overlay_score": 93.959387, + "structural_overlay_rr": 1.651634, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.559666, + "primary_prob": 32.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 83.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.339499, + "raw_level_count": 106, + "gate_level_count": 106, + "range_504_log": 1.536937, + "range_504_ratio": 4.650324, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.526603, + "hold30_r": 1.003506 + }, + { + "symbol": "NVR", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.914819, + "strategy_rank": 72.717673, + "production_rank": 78.116721, + "structural_overlay_pass": false, + "structural_overlay_score": 74.210885, + "structural_overlay_rr": 2.338579, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.6967, + "primary_prob": 33.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.545049, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.601393, + "range_504_ratio": 1.824659, + "range_factor_pass": false, + "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": 92.298716, + "strategy_rank": 88.741814, + "production_rank": 89.927448, + "structural_overlay_pass": false, + "structural_overlay_score": 85.431076, + "structural_overlay_rr": 1.510414, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.733275, + "primary_prob": 52.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 69.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.099912, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.638554, + "range_504_ratio": 1.89374, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.683326, + "hold30_r": -1.0 + }, + { + "symbol": "ORCL", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.565928, + "strategy_rank": 90.330375, + "production_rank": 92.075559, + "structural_overlay_pass": false, + "structural_overlay_score": 87.471781, + "structural_overlay_rr": 1.589141, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.589141, + "primary_prob": 35.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.383711, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.741169, + "range_504_ratio": 2.098388, + "range_factor_pass": false, + "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": 85.064177, + "strategy_rank": 64.154936, + "production_rank": 71.124683, + "structural_overlay_pass": false, + "structural_overlay_score": 67.568449, + "structural_overlay_rr": 1.445264, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.49051, + "primary_prob": 37.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.235764, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.550016, + "range_504_ratio": 1.73328, + "range_factor_pass": false, + "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": 82.963827, + "strategy_rank": 85.804598, + "production_rank": 84.857674, + "structural_overlay_pass": false, + "structural_overlay_score": 80.61479, + "structural_overlay_rr": 1.996694, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.924293, + "primary_prob": 30.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.88644, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.671897, + "range_504_ratio": 1.957949, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.877882, + "hold30_r": 2.338537 + }, + { + "symbol": "PCAR", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.848308, + "strategy_rank": 74.034677, + "production_rank": 79.305887, + "structural_overlay_pass": false, + "structural_overlay_score": 75.340593, + "structural_overlay_rr": 0.967772, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.520488, + "primary_prob": 18.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.280732, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.56209, + "range_504_ratio": 1.754335, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.45701, + "hold30_r": -1.0 + }, + { + "symbol": "PH", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.548425, + "strategy_rank": 79.379241, + "production_rank": 83.102302, + "structural_overlay_pass": false, + "structural_overlay_score": 78.947187, + "structural_overlay_rr": 2.28214, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.162173, + "primary_prob": 39.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 76.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.743259, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.619515, + "range_504_ratio": 1.858026, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.104651, + "hold30_r": -1.0 + }, + { + "symbol": "PHM", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.782964, + "strategy_rank": 89.088354, + "production_rank": 91.986557, + "structural_overlay_pass": false, + "structural_overlay_score": 87.387229, + "structural_overlay_rr": 1.806033, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.762846, + "primary_prob": 28.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 80.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.644269, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.899875, + "range_504_ratio": 2.459295, + "range_factor_pass": false, + "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": 98.716453, + "strategy_rank": 98.787198, + "production_rank": 98.763616, + "structural_overlay_pass": false, + "structural_overlay_score": 93.825435, + "structural_overlay_rr": 1.825262, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.643048, + "primary_prob": 33.7, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 95.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.464572, + "raw_level_count": 105, + "gate_level_count": 105, + "range_504_log": 1.609095, + "range_504_ratio": 4.998288, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.620045, + "hold30_r": 3.26145 + }, + { + "symbol": "PNR", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.315053, + "strategy_rank": 78.203075, + "production_rank": 82.240401, + "structural_overlay_pass": false, + "structural_overlay_score": 78.128381, + "structural_overlay_rr": 1.517704, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.752908, + "primary_prob": 22.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 4.129363, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.73132, + "range_504_ratio": 2.077821, + "range_factor_pass": false, + "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": 85.997666, + "strategy_rank": 78.079624, + "production_rank": 80.718971, + "structural_overlay_pass": false, + "structural_overlay_score": 76.683023, + "structural_overlay_rr": 1.259498, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.901922, + "primary_prob": 49.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.352883, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.677848, + "range_504_ratio": 1.969635, + "range_factor_pass": false, + "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": 89.148191, + "strategy_rank": 71.868228, + "production_rank": 77.628215, + "structural_overlay_pass": false, + "structural_overlay_score": 73.746805, + "structural_overlay_rr": 2.00054, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.64092, + "primary_prob": 34.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.46138, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 0.81811, + "range_504_ratio": 2.266212, + "range_factor_pass": false, + "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": 98.249708, + "strategy_rank": 93.640919, + "production_rank": 95.177182, + "structural_overlay_pass": false, + "structural_overlay_score": 90.418323, + "structural_overlay_rr": 1.601844, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.980162, + "primary_prob": 29.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.970243, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 1.290059, + "range_504_ratio": 3.633001, + "range_factor_pass": true, + "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": 80.863477, + "strategy_rank": 63.938544, + "production_rank": 69.580188, + "structural_overlay_pass": false, + "structural_overlay_score": 66.101179, + "structural_overlay_rr": 1.297222, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.246681, + "primary_prob": 42.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 77, + "primary_distance_atr": 1.870021, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.577528, + "range_504_ratio": 1.781629, + "range_factor_pass": false, + "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": 91.5986, + "strategy_rank": 88.39143, + "production_rank": 89.460486, + "structural_overlay_pass": false, + "structural_overlay_score": 84.987462, + "structural_overlay_rr": 1.537139, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.546716, + "primary_prob": 19.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.320074, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.857223, + "range_504_ratio": 2.356607, + "range_factor_pass": false, + "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": 99.883314, + "strategy_rank": 99.813547, + "production_rank": 99.836802, + "structural_overlay_pass": false, + "structural_overlay_score": 94.844962, + "structural_overlay_rr": 1.675507, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.530984, + "primary_prob": 24.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.296476, + "raw_level_count": 114, + "gate_level_count": 114, + "range_504_log": 2.348145, + "range_504_ratio": 10.466139, + "range_factor_pass": true, + "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": 80.396733, + "strategy_rank": 76.289354, + "production_rank": 77.658481, + "structural_overlay_pass": false, + "structural_overlay_score": 73.775557, + "structural_overlay_rr": 1.611832, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.001488, + "primary_prob": 40.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.502233, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.613835, + "range_504_ratio": 1.847502, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.945802, + "hold30_r": 2.154015 + }, + { + "symbol": "STLD", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.430572, + "strategy_rank": 83.651691, + "production_rank": 83.577985, + "structural_overlay_pass": false, + "structural_overlay_score": 79.399086, + "structural_overlay_rr": 2.205189, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.826784, + "primary_prob": 54.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 79, + "primary_distance_atr": 1.240176, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.993266, + "range_504_ratio": 2.70004, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.783142, + "hold30_r": 2.630627 + }, + { + "symbol": "TDG", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.697783, + "strategy_rank": 66.066795, + "production_rank": 72.943791, + "structural_overlay_pass": false, + "structural_overlay_score": 69.296601, + "structural_overlay_rr": 1.602104, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.520565, + "primary_prob": 36.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.280848, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.632012, + "range_504_ratio": 1.881392, + "range_factor_pass": false, + "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": 86.931155, + "strategy_rank": 61.620144, + "production_rank": 70.057148, + "structural_overlay_pass": false, + "structural_overlay_score": 66.55429, + "structural_overlay_rr": 1.96204, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.736216, + "primary_prob": 43.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.104324, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.557725, + "range_504_ratio": 1.746694, + "range_factor_pass": false, + "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": 97.082847, + "strategy_rank": 96.211776, + "production_rank": 96.502133, + "structural_overlay_pass": false, + "structural_overlay_score": 91.677027, + "structural_overlay_rr": 1.76932, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.483115, + "primary_prob": 24.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 3.724672, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.922793, + "range_504_ratio": 2.516308, + "range_factor_pass": false, + "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": 86.231039, + "strategy_rank": 86.345429, + "production_rank": 86.307299, + "structural_overlay_pass": false, + "structural_overlay_score": 81.991934, + "structural_overlay_rr": 1.54024, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.784846, + "primary_prob": 29.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 86.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.67727, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.911302, + "range_504_ratio": 2.48756, + "range_factor_pass": false, + "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": 84.130688, + "strategy_rank": 73.280306, + "production_rank": 76.8971, + "structural_overlay_pass": false, + "structural_overlay_score": 73.052245, + "structural_overlay_rr": 1.077054, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.187862, + "primary_prob": 27.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 3.281792, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.653398, + "range_504_ratio": 1.922061, + "range_factor_pass": false, + "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": 88.681447, + "strategy_rank": 87.78132, + "production_rank": 88.081362, + "structural_overlay_pass": false, + "structural_overlay_score": 83.677294, + "structural_overlay_rr": 1.76468, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.190389, + "primary_prob": 43.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.785584, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.758725, + "range_504_ratio": 2.135551, + "range_factor_pass": false, + "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": 99.183197, + "strategy_rank": 98.904373, + "production_rank": 98.997314, + "structural_overlay_pass": false, + "structural_overlay_score": 94.047449, + "structural_overlay_rr": 1.704818, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.433143, + "primary_prob": 20.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.149714, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 1.650095, + "range_504_ratio": 5.207474, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.401344, + "hold30_r": 1.602206 + }, + { + "symbol": "WDAY", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.530922, + "strategy_rank": 82.153368, + "production_rank": 83.279219, + "structural_overlay_pass": false, + "structural_overlay_score": 79.115258, + "structural_overlay_rr": 2.371975, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.377778, + "primary_prob": 25.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 3.566667, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.871843, + "range_504_ratio": 2.391314, + "range_factor_pass": false, + "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": 90.08168, + "strategy_rank": 73.848794, + "production_rank": 79.259756, + "structural_overlay_pass": false, + "structural_overlay_score": 75.296769, + "structural_overlay_rr": 1.6987, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.386749, + "primary_prob": 25.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 3.580123, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.834517, + "range_504_ratio": 2.3037, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.0656, + "hold30_r": -1.0 + }, + { + "symbol": "WYNN", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.214702, + "strategy_rank": 83.577998, + "production_rank": 85.123566, + "structural_overlay_pass": false, + "structural_overlay_score": 80.867388, + "structural_overlay_rr": 1.836614, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.365658, + "primary_prob": 25.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 3.548487, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.853482, + "range_504_ratio": 2.347809, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.047903, + "hold30_r": -1.0 + }, + { + "symbol": "ACGL", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.848596, + "strategy_rank": 76.083055, + "production_rank": 82.671569, + "structural_overlay_pass": false, + "structural_overlay_score": 78.53799, + "structural_overlay_rr": 1.656052, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.006857, + "primary_prob": 44.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.510285, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.818043, + "range_504_ratio": 2.266061, + "range_factor_pass": false, + "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": 93.894994, + "strategy_rank": 88.929906, + "production_rank": 90.584935, + "structural_overlay_pass": false, + "structural_overlay_score": 86.055689, + "structural_overlay_rr": 2.402777, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.409181, + "primary_prob": 21.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 81.0, + "primary_rejection_count": 19, + "primary_distance_atr": 3.613772, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.934634, + "range_504_ratio": 2.546282, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.3578, + "hold30_r": 3.719739 + }, + { + "symbol": "ALGN", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.74359, + "strategy_rank": 90.701146, + "production_rank": 90.381961, + "structural_overlay_pass": false, + "structural_overlay_score": 85.862863, + "structural_overlay_rr": 2.178, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.668859, + "primary_prob": 34.27, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.503289, + "raw_level_count": 98, + "gate_level_count": 98, + "range_504_log": 1.422159, + "range_504_ratio": 4.146062, + "range_factor_pass": true, + "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": 88.522589, + "strategy_rank": 86.046202, + "production_rank": 86.871664, + "structural_overlay_pass": false, + "structural_overlay_score": 82.528081, + "structural_overlay_rr": 2.138904, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.158588, + "primary_prob": 27.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 3.237882, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.853984, + "range_504_ratio": 2.348988, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.047441, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.941392, + "strategy_rank": 93.518536, + "production_rank": 92.992821, + "structural_overlay_pass": false, + "structural_overlay_score": 88.34318, + "structural_overlay_rr": 1.890002, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.78016, + "primary_prob": 41.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.170239, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.846895, + "range_504_ratio": 2.332394, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.732061, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.703297, + "strategy_rank": 97.290359, + "production_rank": 97.094671, + "structural_overlay_pass": false, + "structural_overlay_score": 92.239938, + "structural_overlay_rr": 1.598398, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.708999, + "primary_prob": 45.51, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 30.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.063499, + "raw_level_count": 116, + "gate_level_count": 116, + "range_504_log": 2.541705, + "range_504_ratio": 12.701313, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.676174, + "hold30_r": -1.110973 + }, + { + "symbol": "AVGO", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.139194, + "strategy_rank": 90.927887, + "production_rank": 91.998322, + "structural_overlay_pass": false, + "structural_overlay_score": 87.398406, + "structural_overlay_rr": 1.958168, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.289098, + "primary_prob": 41.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.933647, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.799868, + "range_504_ratio": 2.225247, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.240319, + "hold30_r": 2.327558 + }, + { + "symbol": "AXON", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.680098, + "strategy_rank": 95.891294, + "production_rank": 96.487562, + "structural_overlay_pass": false, + "structural_overlay_score": 91.663184, + "structural_overlay_rr": 1.527831, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.991505, + "primary_prob": 29.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.987257, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 1.025131, + "range_504_ratio": 2.787462, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.941331, + "hold30_r": 2.510219 + }, + { + "symbol": "BA", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.383394, + "strategy_rank": 83.863748, + "production_rank": 87.370297, + "structural_overlay_pass": false, + "structural_overlay_score": 83.001782, + "structural_overlay_rr": 2.128149, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.771044, + "primary_prob": 21.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 107, + "primary_distance_atr": 4.156566, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.765908, + "range_504_ratio": 2.150947, + "range_factor_pass": false, + "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": 81.929182, + "strategy_rank": 69.957005, + "production_rank": 73.94773, + "structural_overlay_pass": false, + "structural_overlay_score": 70.250344, + "structural_overlay_rr": 1.006443, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.675165, + "primary_prob": 34.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.512748, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.474249, + "range_504_ratio": 1.606808, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.07217, + "hold30_r": -1.0 + }, + { + "symbol": "BKR", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.918193, + "strategy_rank": 80.28025, + "production_rank": 84.492898, + "structural_overlay_pass": false, + "structural_overlay_score": 80.268253, + "structural_overlay_rr": 1.857963, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.658919, + "primary_prob": 31.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.488379, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.667094, + "range_504_ratio": 1.948567, + "range_factor_pass": false, + "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": 98.901099, + "strategy_rank": 97.294107, + "production_rank": 97.829771, + "structural_overlay_pass": false, + "structural_overlay_score": 92.938282, + "structural_overlay_rr": 2.470359, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.946962, + "primary_prob": 22.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 62.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.920443, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 1.165308, + "range_504_ratio": 3.206911, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.033896, + "hold30_r": -1.0 + }, + { + "symbol": "BSX", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.371184, + "strategy_rank": 65.125603, + "production_rank": 71.540796, + "structural_overlay_pass": false, + "structural_overlay_score": 67.963757, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.983615, + "primary_prob": 41.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.475423, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.459442, + "range_504_ratio": 1.58319, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.06872, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.272283, + "strategy_rank": 63.004362, + "production_rank": 69.760336, + "structural_overlay_pass": false, + "structural_overlay_score": 66.272319, + "structural_overlay_rr": 1.175857, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.737294, + "primary_prob": 58.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.105942, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.733227, + "range_504_ratio": 2.081788, + "range_factor_pass": false, + "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": 84.126984, + "strategy_rank": 80.082555, + "production_rank": 81.430698, + "structural_overlay_pass": false, + "structural_overlay_score": 77.359163, + "structural_overlay_rr": 1.539226, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.662713, + "primary_prob": 29.77, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.494069, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.595478, + "range_504_ratio": 1.813897, + "range_factor_pass": false, + "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": 93.406593, + "strategy_rank": 85.482058, + "production_rank": 88.123569, + "structural_overlay_pass": false, + "structural_overlay_score": 83.717391, + "structural_overlay_rr": 0.962942, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.956864, + "primary_prob": 41.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.435296, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.604255, + "range_504_ratio": 1.829888, + "range_factor_pass": false, + "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": 87.545788, + "strategy_rank": 90.076205, + "production_rank": 89.232732, + "structural_overlay_pass": false, + "structural_overlay_score": 84.771096, + "structural_overlay_rr": 1.710345, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.737283, + "primary_prob": 21.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 95.0, + "primary_rejection_count": 27, + "primary_distance_atr": 4.105924, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 1.48554, + "range_504_ratio": 4.417349, + "range_factor_pass": true, + "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": 84.859585, + "strategy_rank": 71.67942, + "production_rank": 76.072808, + "structural_overlay_pass": false, + "structural_overlay_score": 72.269168, + "structural_overlay_rr": 0.960443, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.110863, + "primary_prob": 46.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 1.666295, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.713714, + "range_504_ratio": 2.04156, + "range_factor_pass": false, + "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": 82.539683, + "strategy_rank": 58.32589, + "production_rank": 66.397154, + "structural_overlay_pass": false, + "structural_overlay_score": 63.077296, + "structural_overlay_rr": 1.316651, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.310805, + "primary_prob": 37.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 84.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.966207, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.538535, + "range_504_ratio": 1.713494, + "range_factor_pass": false, + "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": 81.074481, + "strategy_rank": 71.295377, + "production_rank": 74.555078, + "structural_overlay_pass": false, + "structural_overlay_score": 70.827324, + "structural_overlay_rr": 1.677347, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.416979, + "primary_prob": 38.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.125468, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.556297, + "range_504_ratio": 1.744202, + "range_factor_pass": false, + "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": 89.98779, + "strategy_rank": 71.249675, + "production_rank": 77.495713, + "structural_overlay_pass": false, + "structural_overlay_score": 73.620927, + "structural_overlay_rr": 0.765056, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.848967, + "primary_prob": 54.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 54, + "primary_distance_atr": 1.273451, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.617774, + "range_504_ratio": 1.854795, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.783127, + "hold30_r": 2.471101 + }, + { + "symbol": "CRH", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.650794, + "strategy_rank": 77.212072, + "production_rank": 82.691646, + "structural_overlay_pass": false, + "structural_overlay_score": 78.557064, + "structural_overlay_rr": 1.903388, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.115434, + "primary_prob": 43.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 86.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.673151, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.665214, + "range_504_ratio": 1.944907, + "range_factor_pass": false, + "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": 99.6337, + "strategy_rank": 99.707049, + "production_rank": 99.682599, + "structural_overlay_pass": false, + "structural_overlay_score": 94.698469, + "structural_overlay_rr": 1.649967, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.556712, + "primary_prob": 24.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.335068, + "raw_level_count": 130, + "gate_level_count": 130, + "range_504_log": 4.491639, + "range_504_ratio": 89.267606, + "range_factor_pass": true, + "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": 83.760684, + "strategy_rank": 78.401054, + "production_rank": 80.187597, + "structural_overlay_pass": false, + "structural_overlay_score": 76.178217, + "structural_overlay_rr": 2.36734, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 3.033305, + "primary_prob": 20.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 72, + "primary_distance_atr": 4.549958, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.604999, + "range_504_ratio": 1.83125, + "range_factor_pass": false, + "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": 80.34188, + "strategy_rank": 80.173543, + "production_rank": 80.229655, + "structural_overlay_pass": false, + "structural_overlay_score": 76.218173, + "structural_overlay_rr": 1.642545, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.478962, + "primary_prob": 37.65, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.218444, + "raw_level_count": 109, + "gate_level_count": 109, + "range_504_log": 1.827613, + "range_504_ratio": 6.219023, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.041021, + "hold30_r": -1.0 + }, + { + "symbol": "DECK", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.429792, + "strategy_rank": 80.924972, + "production_rank": 84.759912, + "structural_overlay_pass": false, + "structural_overlay_score": 80.521916, + "structural_overlay_rr": 1.846503, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.90128, + "primary_prob": 30.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 97.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.85192, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.981991, + "range_504_ratio": 2.669766, + "range_factor_pass": false, + "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": 86.324786, + "strategy_rank": 88.161821, + "production_rank": 87.549476, + "structural_overlay_pass": false, + "structural_overlay_score": 83.172002, + "structural_overlay_rr": 1.541673, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.185483, + "primary_prob": 39.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.778224, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.79467, + "range_504_ratio": 2.21371, + "range_factor_pass": false, + "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": 92.673993, + "strategy_rank": 83.799931, + "production_rank": 86.757952, + "structural_overlay_pass": false, + "structural_overlay_score": 82.420054, + "structural_overlay_rr": 2.582743, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.698618, + "primary_prob": 30.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 84.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.547928, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.803306, + "range_504_ratio": 2.23291, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.051982, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.557998, + "strategy_rank": 85.099368, + "production_rank": 89.252245, + "structural_overlay_pass": false, + "structural_overlay_score": 84.789632, + "structural_overlay_rr": 0.942804, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.561594, + "primary_prob": 24.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.342391, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.866537, + "range_504_ratio": 2.37866, + "range_factor_pass": false, + "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": 93.162393, + "strategy_rank": 82.607098, + "production_rank": 86.12553, + "structural_overlay_pass": false, + "structural_overlay_score": 81.819253, + "structural_overlay_rr": 1.279997, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.361951, + "primary_prob": 24.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.042927, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.67436, + "range_504_ratio": 1.962776, + "range_factor_pass": false, + "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": 95.238095, + "strategy_rank": 75.43646, + "production_rank": 82.037005, + "structural_overlay_pass": false, + "structural_overlay_score": 77.935155, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.923037, + "primary_prob": 38.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.384555, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.646676, + "range_504_ratio": 1.909184, + "range_factor_pass": false, + "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": 96.092796, + "strategy_rank": 90.285664, + "production_rank": 92.221375, + "structural_overlay_pass": false, + "structural_overlay_score": 87.610306, + "structural_overlay_rr": 0.92512, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.809083, + "primary_prob": 43.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.213625, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 0.99597, + "range_504_ratio": 2.707348, + "range_factor_pass": false, + "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": 83.028083, + "strategy_rank": 87.425383, + "production_rank": 85.959616, + "structural_overlay_pass": false, + "structural_overlay_score": 81.661635, + "structural_overlay_rr": 2.024204, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.662831, + "primary_prob": 22.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 3.994247, + "raw_level_count": 97, + "gate_level_count": 97, + "range_504_log": 1.359082, + "range_504_ratio": 3.892617, + "range_factor_pass": true, + "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": 95.604396, + "strategy_rank": 75.619788, + "production_rank": 82.281324, + "structural_overlay_pass": false, + "structural_overlay_score": 78.167258, + "structural_overlay_rr": 1.050741, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.821815, + "primary_prob": 51.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 81.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.232723, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.677168, + "range_504_ratio": 1.968296, + "range_factor_pass": false, + "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": 82.173382, + "strategy_rank": 67.095058, + "production_rank": 72.121166, + "structural_overlay_pass": false, + "structural_overlay_score": 68.515108, + "structural_overlay_rr": 1.475715, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.393419, + "primary_prob": 39.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.090129, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.729891, + "range_504_ratio": 2.074854, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.308811, + "hold30_r": -1.0 + }, + { + "symbol": "HAL", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.964591, + "strategy_rank": 89.071072, + "production_rank": 89.702245, + "structural_overlay_pass": false, + "structural_overlay_score": 85.217133, + "structural_overlay_rr": 1.028316, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.083123, + "primary_prob": 43.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.624684, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.750453, + "range_504_ratio": 2.117959, + "range_factor_pass": false, + "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": 84.615385, + "strategy_rank": 65.040757, + "production_rank": 71.565633, + "structural_overlay_pass": false, + "structural_overlay_score": 67.987351, + "structural_overlay_rr": 2.033135, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.075348, + "primary_prob": 28.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 57, + "primary_distance_atr": 3.113022, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.617124, + "range_504_ratio": 1.85359, + "range_factor_pass": false, + "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": 85.103785, + "strategy_rank": 80.693234, + "production_rank": 82.163418, + "structural_overlay_pass": false, + "structural_overlay_score": 78.055247, + "structural_overlay_rr": 1.785599, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.213398, + "primary_prob": 37.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.820097, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.692089, + "range_504_ratio": 1.997885, + "range_factor_pass": false, + "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": 88.034188, + "strategy_rank": 68.639766, + "production_rank": 75.104573, + "structural_overlay_pass": false, + "structural_overlay_score": 71.349345, + "structural_overlay_rr": 0.926136, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.544162, + "primary_prob": 36.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.316244, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.627562, + "range_504_ratio": 1.873039, + "range_factor_pass": false, + "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": 86.691087, + "strategy_rank": 76.54247, + "production_rank": 79.925342, + "structural_overlay_pass": false, + "structural_overlay_score": 75.929075, + "structural_overlay_rr": 1.58994, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.157999, + "primary_prob": 44.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.736999, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.60509, + "range_504_ratio": 1.831418, + "range_factor_pass": false, + "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": 87.789988, + "strategy_rank": 75.338497, + "production_rank": 79.488994, + "structural_overlay_pass": false, + "structural_overlay_score": 75.514544, + "structural_overlay_rr": 1.362181, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.344506, + "primary_prob": 40.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.016759, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.586895, + "range_504_ratio": 1.798396, + "range_factor_pass": false, + "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": 89.255189, + "strategy_rank": 81.552932, + "production_rank": 84.120351, + "structural_overlay_pass": false, + "structural_overlay_score": 79.914334, + "structural_overlay_rr": 1.169603, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.030808, + "primary_prob": 29.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 3.046212, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.719319, + "range_504_ratio": 2.053035, + "range_factor_pass": false, + "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": 80.09768, + "strategy_rank": 81.610398, + "production_rank": 81.106159, + "structural_overlay_pass": false, + "structural_overlay_score": 77.050851, + "structural_overlay_rr": 1.733006, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.23362, + "primary_prob": 42.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.85043, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.731953, + "range_504_ratio": 2.079137, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.186722, + "hold30_r": 2.472359 + }, + { + "symbol": "LEN", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.347985, + "strategy_rank": 77.283176, + "production_rank": 79.971446, + "structural_overlay_pass": false, + "structural_overlay_score": 75.972873, + "structural_overlay_rr": 2.533236, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.300412, + "primary_prob": 26.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 3.450619, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.756346, + "range_504_ratio": 2.130476, + "range_factor_pass": false, + "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": 82.417582, + "strategy_rank": 58.605828, + "production_rank": 66.543079, + "structural_overlay_pass": false, + "structural_overlay_score": 63.215925, + "structural_overlay_rr": 0.715197, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.671594, + "primary_prob": 61.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.007391, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.405364, + "range_504_ratio": 1.499848, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.583112, + "hold30_r": -1.005668 + }, + { + "symbol": "LLY", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.168498, + "strategy_rank": 90.532809, + "production_rank": 93.078038, + "structural_overlay_pass": false, + "structural_overlay_score": 88.424137, + "structural_overlay_rr": 3.418616, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "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": 73, + "gate_level_count": 73, + "range_504_log": 1.005455, + "range_504_ratio": 2.733152, + "range_factor_pass": true, + "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": 89.499389, + "strategy_rank": 88.630084, + "production_rank": 88.919853, + "structural_overlay_pass": false, + "structural_overlay_score": 84.47386, + "structural_overlay_rr": 0.879219, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.339821, + "primary_prob": 25.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 3.509731, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.893059, + "range_504_ratio": 2.44259, + "range_factor_pass": false, + "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": 81.440781, + "strategy_rank": 69.943992, + "production_rank": 73.776255, + "structural_overlay_pass": false, + "structural_overlay_score": 70.087442, + "structural_overlay_rr": 1.108389, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.877105, + "primary_prob": 53.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.315658, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.47649, + "range_504_ratio": 1.610411, + "range_factor_pass": false, + "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": 98.656899, + "strategy_rank": 93.396004, + "production_rank": 95.149636, + "structural_overlay_pass": false, + "structural_overlay_score": 90.392154, + "structural_overlay_rr": 1.859142, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.000381, + "primary_prob": 44.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 3.000572, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 1.390458, + "range_504_ratio": 4.016687, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.954054, + "hold30_r": -1.0 + }, + { + "symbol": "MRK", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.318681, + "strategy_rank": 61.052188, + "production_rank": 67.807686, + "structural_overlay_pass": false, + "structural_overlay_score": 64.417301, + "structural_overlay_rr": 1.77324, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.789469, + "primary_prob": 32.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 84, + "primary_distance_atr": 2.684204, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.514873, + "range_504_ratio": 1.673427, + "range_factor_pass": false, + "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": 94.993895, + "strategy_rank": 96.020696, + "production_rank": 95.678429, + "structural_overlay_pass": false, + "structural_overlay_score": 90.894508, + "structural_overlay_rr": 1.079453, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.444403, + "primary_prob": 24.61, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 3.666605, + "raw_level_count": 104, + "gate_level_count": 104, + "range_504_log": 1.905456, + "range_504_ratio": 6.722474, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.417288, + "hold30_r": 6.809703 + }, + { + "symbol": "NFLX", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.627595, + "strategy_rank": 91.489012, + "production_rank": 92.535206, + "structural_overlay_pass": false, + "structural_overlay_score": 87.908446, + "structural_overlay_rr": 1.413366, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.681899, + "primary_prob": 33.25, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 96.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.522848, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 1.4606, + "range_504_ratio": 4.308543, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.047779, + "hold30_r": -1.0 + }, + { + "symbol": "NUE", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.935287, + "strategy_rank": 83.729244, + "production_rank": 84.797925, + "structural_overlay_pass": false, + "structural_overlay_score": 80.558029, + "structural_overlay_rr": 2.268835, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.958403, + "primary_prob": 30.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.937604, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.750988, + "range_504_ratio": 2.119093, + "range_factor_pass": false, + "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": 99.145299, + "strategy_rank": 98.488189, + "production_rank": 98.707226, + "structural_overlay_pass": false, + "structural_overlay_score": 93.771865, + "structural_overlay_rr": 1.881562, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.785803, + "primary_prob": 52.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 81.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.178705, + "raw_level_count": 107, + "gate_level_count": 107, + "range_504_log": 1.536937, + "range_504_ratio": 4.650324, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.748181, + "hold30_r": -1.0 + }, + { + "symbol": "NVR", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.278388, + "strategy_rank": 72.647491, + "production_rank": 77.85779, + "structural_overlay_pass": false, + "structural_overlay_score": 73.9649, + "structural_overlay_rr": 1.107482, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.068145, + "primary_prob": 47.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.602218, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.601393, + "range_504_ratio": 1.824659, + "range_factor_pass": false, + "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": 90.47619, + "strategy_rank": 87.121397, + "production_rank": 88.239661, + "structural_overlay_pass": false, + "structural_overlay_score": 83.827678, + "structural_overlay_rr": 1.156055, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.465938, + "primary_prob": 21.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.198907, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.638554, + "range_504_ratio": 1.89374, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.414578, + "hold30_r": -1.0 + }, + { + "symbol": "ORCL", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.191697, + "strategy_rank": 91.529925, + "production_rank": 93.417182, + "structural_overlay_pass": false, + "structural_overlay_score": 88.746323, + "structural_overlay_rr": 1.91763, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.520376, + "primary_prob": 36.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.280564, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.741169, + "range_504_ratio": 2.098388, + "range_factor_pass": false, + "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": 82.783883, + "strategy_rank": 62.552859, + "production_rank": 69.296534, + "structural_overlay_pass": false, + "structural_overlay_score": 65.831707, + "structural_overlay_rr": 1.904066, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.945386, + "primary_prob": 30.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.918079, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.550016, + "range_504_ratio": 1.73328, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.076347, + "hold30_r": -1.0 + }, + { + "symbol": "PCAR", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.592186, + "strategy_rank": 71.169098, + "production_rank": 75.976794, + "structural_overlay_pass": false, + "structural_overlay_score": 72.177954, + "structural_overlay_rr": 1.677855, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.821678, + "primary_prob": 52.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.232517, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.56209, + "range_504_ratio": 1.754335, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.755082, + "hold30_r": -1.0 + }, + { + "symbol": "PH", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.185592, + "strategy_rank": 80.279001, + "production_rank": 84.247865, + "structural_overlay_pass": false, + "structural_overlay_score": 80.035471, + "structural_overlay_rr": 2.208001, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.814957, + "primary_prob": 54.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 94.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.222436, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.619515, + "range_504_ratio": 1.858026, + "range_factor_pass": false, + "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": 97.924298, + "strategy_rank": 89.08294, + "production_rank": 92.03006, + "structural_overlay_pass": false, + "structural_overlay_score": 87.428557, + "structural_overlay_rr": 1.772887, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.720139, + "primary_prob": 29.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 80.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.580208, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.899875, + "range_504_ratio": 2.459295, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.045049, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.947497, + "strategy_rank": 97.534381, + "production_rank": 97.338753, + "structural_overlay_pass": false, + "structural_overlay_score": 92.471815, + "structural_overlay_rr": 1.930201, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.755745, + "primary_prob": 40.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 64.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.633617, + "raw_level_count": 105, + "gate_level_count": 105, + "range_504_log": 1.535909, + "range_504_ratio": 4.645548, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.7286, + "hold30_r": -1.0 + }, + { + "symbol": "PNR", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.836386, + "strategy_rank": 75.176822, + "production_rank": 78.73001, + "structural_overlay_pass": false, + "structural_overlay_score": 74.79351, + "structural_overlay_rr": 1.408603, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.619313, + "primary_prob": 23.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 3.92897, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.73132, + "range_504_ratio": 2.077821, + "range_factor_pass": false, + "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": 91.208791, + "strategy_rank": 73.712171, + "production_rank": 79.544378, + "structural_overlay_pass": false, + "structural_overlay_score": 75.567159, + "structural_overlay_rr": 1.662672, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.474974, + "primary_prob": 22.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 89.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.712462, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 0.81811, + "range_504_ratio": 2.266212, + "range_factor_pass": false, + "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": 98.412698, + "strategy_rank": 93.517391, + "production_rank": 95.14916, + "structural_overlay_pass": false, + "structural_overlay_score": 90.391702, + "structural_overlay_rr": 1.646503, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.026667, + "primary_prob": 29.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 3.04, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 1.290059, + "range_504_ratio": 3.633001, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.043883, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.8779, + "strategy_rank": 99.804908, + "production_rank": 99.829238, + "structural_overlay_pass": true, + "structural_overlay_score": 99.837776, + "structural_overlay_rr": 2.672217, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.906808, + "primary_prob": 28.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.860212, + "raw_level_count": 115, + "gate_level_count": 115, + "range_504_log": 2.348145, + "range_504_ratio": 10.466139, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.882691, + "hold30_r": -1.038449 + }, + { + "symbol": "STLD", + "date": "2023-09-28", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.684982, + "strategy_rank": 82.356101, + "production_rank": 82.132395, + "structural_overlay_pass": false, + "structural_overlay_score": 78.025775, + "structural_overlay_rr": 1.645581, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 3.003258, + "primary_prob": 20.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 16, + "primary_distance_atr": 4.504887, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.993266, + "range_504_ratio": 2.70004, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.046182, + "hold30_r": -1.0 + }, + { + "symbol": "TDG", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.35409, + "strategy_rank": 68.509739, + "production_rank": 75.791189, + "structural_overlay_pass": false, + "structural_overlay_score": 72.00163, + "structural_overlay_rr": 1.480921, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.494945, + "primary_prob": 37.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.242418, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.632012, + "range_504_ratio": 1.881392, + "range_factor_pass": false, + "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": 87.179487, + "strategy_rank": 61.975702, + "production_rank": 70.376964, + "structural_overlay_pass": false, + "structural_overlay_score": 66.858115, + "structural_overlay_rr": 1.760064, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.736547, + "primary_prob": 16.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.604821, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.557725, + "range_504_ratio": 1.746694, + "range_factor_pass": false, + "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": 96.336996, + "strategy_rank": 95.71848, + "production_rank": 95.924652, + "structural_overlay_pass": false, + "structural_overlay_score": 91.128419, + "structural_overlay_rr": 1.085162, + "structural_overlay_sources": [ + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.326656, + "primary_prob": 25.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 3.489984, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.922793, + "range_504_ratio": 2.516308, + "range_factor_pass": false, + "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": 86.080586, + "strategy_rank": 83.679066, + "production_rank": 84.479572, + "structural_overlay_pass": false, + "structural_overlay_score": 80.255594, + "structural_overlay_rr": 1.967491, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.911632, + "primary_prob": 30.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 90, + "primary_distance_atr": 2.867449, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.645363, + "range_504_ratio": 1.90668, + "range_factor_pass": false, + "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": 90.720391, + "strategy_rank": 89.26554, + "production_rank": 89.75049, + "structural_overlay_pass": false, + "structural_overlay_score": 85.262966, + "structural_overlay_rr": 0.788834, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.038369, + "primary_prob": 45.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 85.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.557554, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.911302, + "range_504_ratio": 2.48756, + "range_factor_pass": false, + "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": 88.766789, + "strategy_rank": 76.789614, + "production_rank": 80.782006, + "structural_overlay_pass": false, + "structural_overlay_score": 76.742906, + "structural_overlay_rr": 1.943619, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.058985, + "primary_prob": 28.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 3.088478, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.653398, + "range_504_ratio": 1.922061, + "range_factor_pass": false, + "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": 91.697192, + "strategy_rank": 89.803138, + "production_rank": 90.434489, + "structural_overlay_pass": false, + "structural_overlay_score": 85.912765, + "structural_overlay_rr": 1.723572, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.565521, + "primary_prob": 23.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.348282, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.758725, + "range_504_ratio": 2.135551, + "range_factor_pass": false, + "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": 99.389499, + "strategy_rank": 99.024538, + "production_rank": 99.146191, + "structural_overlay_pass": false, + "structural_overlay_score": 94.188882, + "structural_overlay_rr": 0.830642, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.805168, + "primary_prob": 37.53, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 9.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.207752, + "raw_level_count": 93, + "gate_level_count": 93, + "range_504_log": 1.650095, + "range_504_ratio": 5.207474, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.771264, + "hold30_r": -1.0 + }, + { + "symbol": "WDAY", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.586081, + "strategy_rank": 79.75983, + "production_rank": 80.035247, + "structural_overlay_pass": false, + "structural_overlay_score": 76.033485, + "structural_overlay_rr": 2.323615, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.843236, + "primary_prob": 21.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 4.264854, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.871843, + "range_504_ratio": 2.391314, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.041531, + "hold30_r": 1.398986 + }, + { + "symbol": "WST", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.452991, + "strategy_rank": 74.504305, + "production_rank": 80.153867, + "structural_overlay_pass": false, + "structural_overlay_score": 76.146174, + "structural_overlay_rr": 0.976892, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.947279, + "primary_prob": 50.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.420918, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.834517, + "range_504_ratio": 2.3037, + "range_factor_pass": false, + "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": 83.516484, + "strategy_rank": 79.947531, + "production_rank": 81.137182, + "structural_overlay_pass": false, + "structural_overlay_score": 77.080323, + "structural_overlay_rr": 2.718427, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.246002, + "primary_prob": 26.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 3.369004, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.853482, + "range_504_ratio": 2.347809, + "range_factor_pass": false, + "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": 94.131455, + "strategy_rank": 76.74682, + "production_rank": 82.541698, + "structural_overlay_pass": false, + "structural_overlay_score": 78.414613, + "structural_overlay_rr": 1.410155, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.857013, + "primary_prob": 49.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.28552, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.800697, + "range_504_ratio": 2.227094, + "range_factor_pass": false, + "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": 95.070423, + "strategy_rank": 90.54227, + "production_rank": 92.051654, + "structural_overlay_pass": false, + "structural_overlay_score": 87.449071, + "structural_overlay_rr": 2.303719, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.774783, + "primary_prob": 56.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.162175, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.934634, + "range_504_ratio": 2.546282, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.723435, + "hold30_r": 4.256461 + }, + { + "symbol": "ALGN", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.84507, + "strategy_rank": 91.659465, + "production_rank": 91.388, + "structural_overlay_pass": false, + "structural_overlay_score": 86.8186, + "structural_overlay_rr": 1.670839, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.773711, + "primary_prob": 21.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 4.160567, + "raw_level_count": 98, + "gate_level_count": 98, + "range_504_log": 1.422159, + "range_504_ratio": 4.146062, + "range_factor_pass": true, + "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": 91.079812, + "strategy_rank": 88.310904, + "production_rank": 89.233873, + "structural_overlay_pass": false, + "structural_overlay_score": 84.77218, + "structural_overlay_rr": 2.029268, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.049319, + "primary_prob": 28.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 3.073979, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.853984, + "range_504_ratio": 2.348988, + "range_factor_pass": false, + "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": 87.089202, + "strategy_rank": 89.52216, + "production_rank": 88.711174, + "structural_overlay_pass": false, + "structural_overlay_score": 84.275615, + "structural_overlay_rr": 1.699059, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.605251, + "primary_prob": 35.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 58, + "primary_distance_atr": 2.407877, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 1.103182, + "range_504_ratio": 3.013742, + "range_factor_pass": true, + "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": 93.896714, + "strategy_rank": 94.919737, + "production_rank": 94.578729, + "structural_overlay_pass": false, + "structural_overlay_score": 89.849793, + "structural_overlay_rr": 0.760633, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.376384, + "primary_prob": 20.92, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.064576, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.834299, + "range_504_ratio": 2.303199, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.088699, + "hold30_r": -1.04005 + }, + { + "symbol": "APO", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.549296, + "strategy_rank": 83.089191, + "production_rank": 85.909226, + "structural_overlay_pass": false, + "structural_overlay_score": 81.613765, + "structural_overlay_rr": 1.474475, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.167111, + "primary_prob": 27.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.750667, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.714187, + "range_504_ratio": 2.042525, + "range_factor_pass": false, + "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": 98.239437, + "strategy_rank": 98.381189, + "production_rank": 98.333938, + "structural_overlay_pass": false, + "structural_overlay_score": 93.417241, + "structural_overlay_rr": 1.728426, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.776614, + "primary_prob": 42.81, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 30.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.16492, + "raw_level_count": 117, + "gate_level_count": 117, + "range_504_log": 2.541705, + "range_504_ratio": 12.701313, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.741512, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.600939, + "strategy_rank": 91.689041, + "production_rank": 92.659674, + "structural_overlay_pass": false, + "structural_overlay_score": 88.02669, + "structural_overlay_rr": 1.609454, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.628056, + "primary_prob": 34.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.442084, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.799868, + "range_504_ratio": 2.225247, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.57654, + "hold30_r": 4.242481 + }, + { + "symbol": "AXON", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.004695, + "strategy_rank": 96.179399, + "production_rank": 96.787831, + "structural_overlay_pass": false, + "structural_overlay_score": 91.948439, + "structural_overlay_rr": 1.689894, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.054987, + "primary_prob": 28.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 3.08248, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 1.025131, + "range_504_ratio": 2.787462, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.003106, + "hold30_r": 3.525132 + }, + { + "symbol": "BA", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.366197, + "strategy_rank": 84.253059, + "production_rank": 87.624105, + "structural_overlay_pass": false, + "structural_overlay_score": 83.2429, + "structural_overlay_rr": 2.161164, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.724487, + "primary_prob": 33.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 61, + "primary_distance_atr": 2.58673, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.765908, + "range_504_ratio": 2.150947, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.669185, + "hold30_r": -1.016735 + }, + { + "symbol": "BKNG", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.00939, + "strategy_rank": 85.122264, + "production_rank": 88.751306, + "structural_overlay_pass": false, + "structural_overlay_score": 84.31374, + "structural_overlay_rr": 1.512657, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.112137, + "primary_prob": 12.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 13, + "primary_distance_atr": 3.168205, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.698775, + "range_504_ratio": 2.011288, + "range_factor_pass": false, + "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": 92.957746, + "strategy_rank": 81.826863, + "production_rank": 85.537157, + "structural_overlay_pass": false, + "structural_overlay_score": 81.2603, + "structural_overlay_rr": 2.250309, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.921336, + "primary_prob": 30.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.882004, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.667094, + "range_504_ratio": 1.948567, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.866453, + "hold30_r": -0.090513 + }, + { + "symbol": "BLDR", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.70892, + "strategy_rank": 97.44519, + "production_rank": 97.866434, + "structural_overlay_pass": false, + "structural_overlay_score": 92.973112, + "structural_overlay_rr": 1.621748, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.000216, + "primary_prob": 21.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 19, + "primary_distance_atr": 3.000325, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 1.165308, + "range_504_ratio": 3.206911, + "range_factor_pass": true, + "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": 82.159624, + "strategy_rank": 64.572627, + "production_rank": 70.434959, + "structural_overlay_pass": false, + "structural_overlay_score": 66.913212, + "structural_overlay_rr": 1.57024, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.009801, + "primary_prob": 48.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 1.514701, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.459442, + "range_504_ratio": 1.58319, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.940177, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.633803, + "strategy_rank": 60.553732, + "production_rank": 67.247089, + "structural_overlay_pass": false, + "structural_overlay_score": 63.884735, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.476411, + "primary_prob": 37.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.214617, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.733227, + "range_504_ratio": 2.081788, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.385332, + "hold30_r": 6.834487 + }, + { + "symbol": "CARR", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.2723, + "strategy_rank": 79.962507, + "production_rank": 81.399105, + "structural_overlay_pass": false, + "structural_overlay_score": 77.32915, + "structural_overlay_rr": 1.560037, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.81469, + "primary_prob": 32.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.722035, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.595478, + "range_504_ratio": 1.813897, + "range_factor_pass": false, + "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": 92.488263, + "strategy_rank": 84.203142, + "production_rank": 86.964849, + "structural_overlay_pass": false, + "structural_overlay_score": 82.616607, + "structural_overlay_rr": 1.534472, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.869609, + "primary_prob": 22.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.804413, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.604255, + "range_504_ratio": 1.829888, + "range_factor_pass": false, + "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": 96.830986, + "strategy_rank": 96.762955, + "production_rank": 96.785632, + "structural_overlay_pass": false, + "structural_overlay_score": 91.94635, + "structural_overlay_rr": 1.653793, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.921173, + "primary_prob": 29.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 95.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.881759, + "raw_level_count": 86, + "gate_level_count": 86, + "range_504_log": 1.448554, + "range_504_ratio": 4.256956, + "range_factor_pass": true, + "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": 81.924883, + "strategy_rank": 79.092149, + "production_rank": 80.036393, + "structural_overlay_pass": false, + "structural_overlay_score": 76.034574, + "structural_overlay_rr": 0.99062, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.169444, + "primary_prob": 30.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.754166, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.628888, + "range_504_ratio": 1.875524, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.114186, + "hold30_r": 3.791837 + }, + { + "symbol": "CHD", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.103286, + "strategy_rank": 58.24771, + "production_rank": 65.866236, + "structural_overlay_pass": false, + "structural_overlay_score": 62.572924, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.942006, + "primary_prob": 51.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.413009, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.405845, + "range_504_ratio": 1.50057, + "range_factor_pass": false, + "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": 86.150235, + "strategy_rank": 73.478466, + "production_rank": 77.702389, + "structural_overlay_pass": false, + "structural_overlay_score": 73.81727, + "structural_overlay_rr": 1.532767, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.116202, + "primary_prob": 45.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 1.674303, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.713714, + "range_504_ratio": 2.04156, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.038908, + "hold30_r": -2.668104 + }, + { + "symbol": "CPAY", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.746479, + "strategy_rank": 72.887406, + "production_rank": 76.173764, + "structural_overlay_pass": false, + "structural_overlay_score": 72.365076, + "structural_overlay_rr": 1.189086, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.591007, + "primary_prob": 35.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 62, + "primary_distance_atr": 2.38651, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.556297, + "range_504_ratio": 1.744202, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.522827, + "hold30_r": -1.0 + }, + { + "symbol": "CPRT", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.784038, + "strategy_rank": 73.663346, + "production_rank": 79.703577, + "structural_overlay_pass": false, + "structural_overlay_score": 75.718398, + "structural_overlay_rr": 2.469682, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.067161, + "primary_prob": 9.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 3.100741, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.617774, + "range_504_ratio": 1.854795, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.002226, + "hold30_r": -1.0 + }, + { + "symbol": "CRH", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.43662, + "strategy_rank": 72.547086, + "production_rank": 78.17693, + "structural_overlay_pass": false, + "structural_overlay_score": 74.268084, + "structural_overlay_rr": 2.261866, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.489081, + "primary_prob": 34.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 85.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.233621, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.665214, + "range_504_ratio": 1.944907, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.436355, + "hold30_r": -1.0 + }, + { + "symbol": "CRM", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.164319, + "strategy_rank": 70.763735, + "production_rank": 73.897263, + "structural_overlay_pass": false, + "structural_overlay_score": 70.2024, + "structural_overlay_rr": 2.447439, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.871134, + "primary_prob": 31.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 53, + "primary_distance_atr": 2.806701, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.903225, + "range_504_ratio": 2.467548, + "range_factor_pass": false, + "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": 82.511737, + "strategy_rank": 62.184445, + "production_rank": 68.960209, + "structural_overlay_pass": false, + "structural_overlay_score": 65.512199, + "structural_overlay_rr": 1.116696, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.454553, + "primary_prob": 38.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 100, + "primary_distance_atr": 2.18183, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.509945, + "range_504_ratio": 1.665199, + "range_factor_pass": false, + "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": 99.882629, + "strategy_rank": 99.882712, + "production_rank": 99.882684, + "structural_overlay_pass": false, + "structural_overlay_score": 94.88855, + "structural_overlay_rr": 0.768631, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.715271, + "primary_prob": 50.05, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 54.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.072906, + "raw_level_count": 131, + "gate_level_count": 131, + "range_504_log": 4.46801, + "range_504_ratio": 87.183099, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.701673, + "hold30_r": -1.0 + }, + { + "symbol": "DASH", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.093897, + "strategy_rank": 84.261278, + "production_rank": 84.538818, + "structural_overlay_pass": false, + "structural_overlay_score": 80.311877, + "structural_overlay_rr": 1.775524, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.386457, + "primary_prob": 25.16, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 3.579685, + "raw_level_count": 109, + "gate_level_count": 109, + "range_504_log": 1.827613, + "range_504_ratio": 6.219023, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.34976, + "hold30_r": 5.289979 + }, + { + "symbol": "DECK", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.192488, + "strategy_rank": 83.080175, + "production_rank": 86.450946, + "structural_overlay_pass": false, + "structural_overlay_score": 82.128399, + "structural_overlay_rr": 2.387326, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.466993, + "primary_prob": 23.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 97.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.70049, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.981991, + "range_504_ratio": 2.669766, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.412928, + "hold30_r": 6.473951 + }, + { + "symbol": "DELL", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.361502, + "strategy_rank": 95.380452, + "production_rank": 95.707469, + "structural_overlay_pass": false, + "structural_overlay_score": 90.922095, + "structural_overlay_rr": 1.688076, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.281246, + "primary_prob": 25.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.921869, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.79467, + "range_504_ratio": 2.21371, + "range_factor_pass": false, + "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": 91.314554, + "strategy_rank": 84.013865, + "production_rank": 86.447428, + "structural_overlay_pass": false, + "structural_overlay_score": 82.125056, + "structural_overlay_rr": 1.635937, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.077655, + "primary_prob": 28.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 3.116483, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.803306, + "range_504_ratio": 2.23291, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.028999, + "hold30_r": 5.58798 + }, + { + "symbol": "EME", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.596244, + "strategy_rank": 84.619713, + "production_rank": 88.61189, + "structural_overlay_pass": false, + "structural_overlay_score": 84.181295, + "structural_overlay_rr": 2.381273, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.352417, + "primary_prob": 40.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.028625, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.866537, + "range_504_ratio": 2.37866, + "range_factor_pass": false, + "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": 92.723005, + "strategy_rank": 81.978703, + "production_rank": 85.560137, + "structural_overlay_pass": false, + "structural_overlay_score": 81.28213, + "structural_overlay_rr": 1.766915, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.772726, + "primary_prob": 32.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.659089, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.67436, + "range_504_ratio": 1.962776, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.720135, + "hold30_r": -1.0 + }, + { + "symbol": "FDX", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.42723, + "strategy_rank": 74.497422, + "production_rank": 80.807358, + "structural_overlay_pass": false, + "structural_overlay_score": 76.76699, + "structural_overlay_rr": 0.704398, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.717346, + "primary_prob": 59.16, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 1.076018, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.646676, + "range_504_ratio": 1.909184, + "range_factor_pass": false, + "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": 97.769953, + "strategy_rank": 80.207117, + "production_rank": 86.061396, + "structural_overlay_pass": false, + "structural_overlay_score": 81.758326, + "structural_overlay_rr": 1.659878, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.982884, + "primary_prob": 42.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 65.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.474326, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.990107, + "range_504_ratio": 2.691524, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.929155, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.305164, + "strategy_rank": 89.090664, + "production_rank": 91.162164, + "structural_overlay_pass": false, + "structural_overlay_score": 86.604056, + "structural_overlay_rr": 0.902368, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.364326, + "primary_prob": 34.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 74.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.046489, + "raw_level_count": 86, + "gate_level_count": 86, + "range_504_log": 0.954742, + "range_504_ratio": 2.598001, + "range_factor_pass": false, + "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": 83.568075, + "strategy_rank": 87.830205, + "production_rank": 86.409495, + "structural_overlay_pass": false, + "structural_overlay_score": 82.08902, + "structural_overlay_rr": 1.737317, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.696211, + "primary_prob": 33.82, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.544317, + "raw_level_count": 98, + "gate_level_count": 98, + "range_504_log": 1.359082, + "range_504_ratio": 3.892617, + "range_factor_pass": true, + "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": 94.835681, + "strategy_rank": 75.553595, + "production_rank": 81.980957, + "structural_overlay_pass": false, + "structural_overlay_score": 77.881909, + "structural_overlay_rr": 2.075334, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.853744, + "primary_prob": 27.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 80.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.780616, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.677168, + "range_504_ratio": 1.968296, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.789354, + "hold30_r": 3.0264 + }, + { + "symbol": "HAL", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.793427, + "strategy_rank": 86.853526, + "production_rank": 87.166826, + "structural_overlay_pass": false, + "structural_overlay_score": 82.808485, + "structural_overlay_rr": 1.932578, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.968067, + "primary_prob": 22.87, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 65.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.9521, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.750453, + "range_504_ratio": 2.117959, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.919741, + "hold30_r": -1.0 + }, + { + "symbol": "HCA", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.868545, + "strategy_rank": 63.177068, + "production_rank": 69.074227, + "structural_overlay_pass": false, + "structural_overlay_score": 65.620515, + "structural_overlay_rr": 1.06464, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.988744, + "primary_prob": 29.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 106, + "primary_distance_atr": 2.983116, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.617124, + "range_504_ratio": 1.85359, + "range_factor_pass": false, + "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": 80.399061, + "strategy_rank": 77.180982, + "production_rank": 78.253675, + "structural_overlay_pass": false, + "structural_overlay_score": 74.340991, + "structural_overlay_rr": 2.212098, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.035541, + "primary_prob": 29.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 3.053312, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.692089, + "range_504_ratio": 1.997885, + "range_factor_pass": false, + "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": 85.56338, + "strategy_rank": 67.552446, + "production_rank": 73.556091, + "structural_overlay_pass": false, + "structural_overlay_score": 69.878286, + "structural_overlay_rr": 0.862673, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.328932, + "primary_prob": 40.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.993399, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.627562, + "range_504_ratio": 1.873039, + "range_factor_pass": false, + "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": 88.028169, + "strategy_rank": 78.762575, + "production_rank": 81.851107, + "structural_overlay_pass": false, + "structural_overlay_score": 77.758551, + "structural_overlay_rr": 1.497515, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.082295, + "primary_prob": 46.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 97.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.623443, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.60509, + "range_504_ratio": 1.831418, + "range_factor_pass": false, + "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": 86.384977, + "strategy_rank": 72.94021, + "production_rank": 77.421799, + "structural_overlay_pass": false, + "structural_overlay_score": 73.550709, + "structural_overlay_rr": 2.062401, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.07276, + "primary_prob": 28.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 3.10914, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.586895, + "range_504_ratio": 1.798396, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.061394, + "hold30_r": -1.0 + }, + { + "symbol": "ISRG", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.558685, + "strategy_rank": 81.244241, + "production_rank": 83.349056, + "structural_overlay_pass": false, + "structural_overlay_score": 79.181603, + "structural_overlay_rr": 1.750226, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.625115, + "primary_prob": 23.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 3.937673, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.719319, + "range_504_ratio": 2.053035, + "range_factor_pass": false, + "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": 86.619718, + "strategy_rank": 86.453475, + "production_rank": 86.508889, + "structural_overlay_pass": false, + "structural_overlay_score": 82.183445, + "structural_overlay_rr": 1.652851, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.080321, + "primary_prob": 20.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 16, + "primary_distance_atr": 3.120482, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.731953, + "range_504_ratio": 2.079137, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.03094, + "hold30_r": 4.514056 + }, + { + "symbol": "LEN", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.624413, + "strategy_rank": 77.504068, + "production_rank": 79.877516, + "structural_overlay_pass": false, + "structural_overlay_score": 75.883641, + "structural_overlay_rr": 1.96666, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.920676, + "primary_prob": 30.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.881014, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.756346, + "range_504_ratio": 2.130476, + "range_factor_pass": false, + "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": 88.967136, + "strategy_rank": 82.019384, + "production_rank": 84.335301, + "structural_overlay_pass": false, + "structural_overlay_score": 80.118536, + "structural_overlay_rr": 0.767431, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.697625, + "primary_prob": 46.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.046437, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.765194, + "range_504_ratio": 2.149412, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.648132, + "hold30_r": -1.0 + }, + { + "symbol": "LLY", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.300469, + "strategy_rank": 91.01431, + "production_rank": 93.109696, + "structural_overlay_pass": false, + "structural_overlay_score": 88.454212, + "structural_overlay_rr": 3.280309, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.747858, + "primary_prob": 14.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.621788, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.979235, + "range_504_ratio": 2.66242, + "range_factor_pass": false, + "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": 92.253521, + "strategy_rank": 90.643039, + "production_rank": 91.179866, + "structural_overlay_pass": false, + "structural_overlay_score": 86.620873, + "structural_overlay_rr": 0.963545, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.465256, + "primary_prob": 24.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 3.697885, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.893059, + "range_504_ratio": 2.44259, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.046821, + "hold30_r": -1.0 + }, + { + "symbol": "META", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.474178, + "strategy_rank": 93.873377, + "production_rank": 95.406977, + "structural_overlay_pass": false, + "structural_overlay_score": 90.636629, + "structural_overlay_rr": 1.844732, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.990065, + "primary_prob": 29.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.985098, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 1.390458, + "range_504_ratio": 4.016687, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.942343, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.85446, + "strategy_rank": 80.329738, + "production_rank": 82.504645, + "structural_overlay_pass": false, + "structural_overlay_score": 78.379413, + "structural_overlay_rr": 2.222382, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.261386, + "primary_prob": 27.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.892079, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 0.985228, + "range_504_ratio": 2.678421, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.215889, + "hold30_r": 0.450872 + }, + { + "symbol": "MSTR", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.323944, + "strategy_rank": 90.670086, + "production_rank": 89.554705, + "structural_overlay_pass": false, + "structural_overlay_score": 85.07697, + "structural_overlay_rr": 1.707387, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.651934, + "primary_prob": 22.81, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 3.977901, + "raw_level_count": 105, + "gate_level_count": 105, + "range_504_log": 1.905456, + "range_504_ratio": 6.722474, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.625463, + "hold30_r": 6.781256 + }, + { + "symbol": "NFLX", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.539906, + "strategy_rank": 92.486834, + "production_rank": 93.504524, + "structural_overlay_pass": false, + "structural_overlay_score": 88.829298, + "structural_overlay_rr": 1.618122, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.886969, + "primary_prob": 30.17, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 96.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.830453, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 1.4606, + "range_504_ratio": 4.308543, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.105104, + "hold30_r": -1.058695 + }, + { + "symbol": "NUE", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.338028, + "strategy_rank": 79.173154, + "production_rank": 79.894779, + "structural_overlay_pass": false, + "structural_overlay_score": 75.90004, + "structural_overlay_rr": 2.687893, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.610192, + "primary_prob": 35.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.415288, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.750988, + "range_504_ratio": 2.119093, + "range_factor_pass": false, + "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": 99.178404, + "strategy_rank": 98.546662, + "production_rank": 98.757243, + "structural_overlay_pass": false, + "structural_overlay_score": 93.819381, + "structural_overlay_rr": 0.673699, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.225041, + "primary_prob": 28.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.837562, + "raw_level_count": 107, + "gate_level_count": 107, + "range_504_log": 1.536937, + "range_504_ratio": 4.650324, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.183958, + "hold30_r": -1.0 + }, + { + "symbol": "NVR", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.915493, + "strategy_rank": 71.206419, + "production_rank": 76.109444, + "structural_overlay_pass": false, + "structural_overlay_score": 72.303971, + "structural_overlay_rr": 2.054278, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.614459, + "primary_prob": 35.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.421688, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.601393, + "range_504_ratio": 1.824659, + "range_factor_pass": false, + "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": 88.497653, + "strategy_rank": 86.222361, + "production_rank": 86.980792, + "structural_overlay_pass": false, + "structural_overlay_score": 82.631752, + "structural_overlay_rr": 1.702809, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.702809, + "primary_prob": 17.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.554213, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.638554, + "range_504_ratio": 1.89374, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.649904, + "hold30_r": -1.0 + }, + { + "symbol": "ORCL", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.535211, + "strategy_rank": 92.197365, + "production_rank": 93.976647, + "structural_overlay_pass": false, + "structural_overlay_score": 89.277814, + "structural_overlay_rr": 1.643021, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.146501, + "primary_prob": 27.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 3.219751, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.741169, + "range_504_ratio": 2.098388, + "range_factor_pass": false, + "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": 83.333333, + "strategy_rank": 62.82982, + "production_rank": 69.664325, + "structural_overlay_pass": false, + "structural_overlay_score": 66.181109, + "structural_overlay_rr": 1.192052, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.181577, + "primary_prob": 44.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 65, + "primary_distance_atr": 1.772366, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.550016, + "range_504_ratio": 1.73328, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.107579, + "hold30_r": -1.0 + }, + { + "symbol": "PANW", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.680751, + "strategy_rank": 87.763411, + "production_rank": 87.069191, + "structural_overlay_pass": false, + "structural_overlay_score": 82.715732, + "structural_overlay_rr": 1.193184, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.110372, + "primary_prob": 46.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.665559, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.671897, + "range_504_ratio": 1.957949, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.055138, + "hold30_r": 0.643829 + }, + { + "symbol": "PH", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.140845, + "strategy_rank": 77.431144, + "production_rank": 81.667711, + "structural_overlay_pass": false, + "structural_overlay_score": 77.584326, + "structural_overlay_rr": 2.137593, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.480824, + "primary_prob": 36.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 92.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.221236, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.619515, + "range_504_ratio": 1.858026, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.422667, + "hold30_r": -1.0 + }, + { + "symbol": "PHM", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.065728, + "strategy_rank": 89.479967, + "production_rank": 92.008554, + "structural_overlay_pass": false, + "structural_overlay_score": 87.408126, + "structural_overlay_rr": 1.673545, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.66278, + "primary_prob": 34.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.49417, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.899875, + "range_504_ratio": 2.459295, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.618445, + "hold30_r": 4.657475 + }, + { + "symbol": "PLTR", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.774648, + "strategy_rank": 96.726094, + "production_rank": 96.408945, + "structural_overlay_pass": false, + "structural_overlay_score": 91.588498, + "structural_overlay_rr": 1.853882, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.684352, + "primary_prob": 41.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 64.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.526529, + "raw_level_count": 106, + "gate_level_count": 106, + "range_504_log": 1.535172, + "range_504_ratio": 4.642123, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.657723, + "hold30_r": -1.0 + }, + { + "symbol": "PNR", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.732394, + "strategy_rank": 77.00729, + "production_rank": 80.915658, + "structural_overlay_pass": false, + "structural_overlay_score": 76.869875, + "structural_overlay_rr": 1.578378, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.434755, + "primary_prob": 24.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 3.652133, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.73132, + "range_504_ratio": 2.077821, + "range_factor_pass": false, + "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": 82.981221, + "strategy_rank": 74.492007, + "production_rank": 77.321745, + "structural_overlay_pass": false, + "structural_overlay_score": 73.455657, + "structural_overlay_rr": 1.676757, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.692859, + "primary_prob": 21.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.539289, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.623947, + "range_504_ratio": 1.866279, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.64585, + "hold30_r": 0.869509 + }, + { + "symbol": "PWR", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.671362, + "strategy_rank": 76.961991, + "production_rank": 81.198448, + "structural_overlay_pass": false, + "structural_overlay_score": 77.138525, + "structural_overlay_rr": 0.955701, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.756187, + "primary_prob": 21.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.634281, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 0.81811, + "range_504_ratio": 2.266212, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.043448, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.943662, + "strategy_rank": 94.799205, + "production_rank": 96.180691, + "structural_overlay_pass": false, + "structural_overlay_score": 91.371656, + "structural_overlay_rr": 1.971985, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.579089, + "primary_prob": 35.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.368634, + "raw_level_count": 93, + "gate_level_count": 93, + "range_504_log": 1.290059, + "range_504_ratio": 3.633001, + "range_factor_pass": true, + "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": 93.661972, + "strategy_rank": 88.783521, + "production_rank": 90.409671, + "structural_overlay_pass": false, + "structural_overlay_score": 85.889188, + "structural_overlay_rr": 1.98093, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.043991, + "primary_prob": 47.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.565986, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.820011, + "range_504_ratio": 2.270524, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.995969, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.647887, + "strategy_rank": 99.648135, + "production_rank": 99.648052, + "structural_overlay_pass": false, + "structural_overlay_score": 94.66565, + "structural_overlay_rr": 1.843093, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.843093, + "primary_prob": 28.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.764639, + "raw_level_count": 117, + "gate_level_count": 117, + "range_504_log": 2.348145, + "range_504_ratio": 10.466139, + "range_factor_pass": true, + "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": 89.906103, + "strategy_rank": 69.011556, + "production_rank": 75.976405, + "structural_overlay_pass": false, + "structural_overlay_score": 72.177585, + "structural_overlay_rr": 1.653637, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.66698, + "primary_prob": 34.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.50047, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.632012, + "range_504_ratio": 1.881392, + "range_factor_pass": false, + "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": 84.859155, + "strategy_rank": 60.174242, + "production_rank": 68.402546, + "structural_overlay_pass": false, + "structural_overlay_score": 64.982419, + "structural_overlay_rr": 1.269471, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.286836, + "primary_prob": 29.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.930254, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.557725, + "range_504_ratio": 1.746694, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.195781, + "hold30_r": 0.279916 + }, + { + "symbol": "TKO", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.201878, + "strategy_rank": 90.614617, + "production_rank": 90.143704, + "structural_overlay_pass": false, + "structural_overlay_score": 85.636519, + "structural_overlay_rr": 1.301943, + "structural_overlay_sources": [ + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.674757, + "primary_prob": 25.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.512135, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.922793, + "range_504_ratio": 2.516308, + "range_factor_pass": false, + "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": 83.802817, + "strategy_rank": 82.444173, + "production_rank": 82.897054, + "structural_overlay_pass": false, + "structural_overlay_score": 78.752202, + "structural_overlay_rr": 1.279111, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.476664, + "primary_prob": 24.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 90, + "primary_distance_atr": 3.714995, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.645363, + "range_504_ratio": 1.90668, + "range_factor_pass": false, + "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": 92.018779, + "strategy_rank": 90.548977, + "production_rank": 91.038911, + "structural_overlay_pass": false, + "structural_overlay_score": 86.486966, + "structural_overlay_rr": 1.607721, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.837019, + "primary_prob": 28.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 84.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.755529, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.911302, + "range_504_ratio": 2.48756, + "range_factor_pass": false, + "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": 81.57277, + "strategy_rank": 72.487356, + "production_rank": 75.515827, + "structural_overlay_pass": false, + "structural_overlay_score": 71.740036, + "structural_overlay_rr": 1.310253, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.788838, + "primary_prob": 32.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 60, + "primary_distance_atr": 2.683257, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.653398, + "range_504_ratio": 1.922061, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.057889, + "hold30_r": -1.0 + }, + { + "symbol": "URI", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.375587, + "strategy_rank": 88.415136, + "production_rank": 89.068619, + "structural_overlay_pass": false, + "structural_overlay_score": 84.615188, + "structural_overlay_rr": 2.220021, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.979798, + "primary_prob": 29.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.969698, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.758725, + "range_504_ratio": 2.135551, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.044014, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.413146, + "strategy_rank": 99.06227, + "production_rank": 99.179228, + "structural_overlay_pass": false, + "structural_overlay_score": 94.220267, + "structural_overlay_rr": 0.854059, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.827349, + "primary_prob": 35.71, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.241023, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 1.650095, + "range_504_ratio": 5.207474, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.795279, + "hold30_r": -1.0 + }, + { + "symbol": "VST", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.262911, + "strategy_rank": 74.64118, + "production_rank": 79.181757, + "structural_overlay_pass": false, + "structural_overlay_score": 75.222669, + "structural_overlay_rr": 1.531567, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.583247, + "primary_prob": 23.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.37487, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.701495, + "range_504_ratio": 2.016765, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.534143, + "hold30_r": 2.244591 + }, + { + "symbol": "WDAY", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.328638, + "strategy_rank": 83.301476, + "production_rank": 83.977197, + "structural_overlay_pass": false, + "structural_overlay_score": 79.778337, + "structural_overlay_rr": 1.543857, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.191449, + "primary_prob": 27.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 66, + "primary_distance_atr": 3.287174, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.871843, + "range_504_ratio": 2.391314, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.148848, + "hold30_r": 2.783792 + }, + { + "symbol": "WST", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.610329, + "strategy_rank": 74.563061, + "production_rank": 79.91215, + "structural_overlay_pass": false, + "structural_overlay_score": 75.916543, + "structural_overlay_rr": 1.51675, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.496289, + "primary_prob": 37.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.244434, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.834517, + "range_504_ratio": 2.3037, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.428948, + "hold30_r": -1.0 + }, + { + "symbol": "WYNN", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.037559, + "strategy_rank": 80.992567, + "production_rank": 82.007565, + "structural_overlay_pass": false, + "structural_overlay_score": 77.907186, + "structural_overlay_rr": 2.098748, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.612678, + "primary_prob": 23.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 3.919017, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.853482, + "range_504_ratio": 2.347809, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.24541, + "hold30_r": -1.197669 + }, + { + "symbol": "ACGL", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.591647, + "strategy_rank": 77.33082, + "production_rank": 83.417762, + "structural_overlay_pass": false, + "structural_overlay_score": 79.246874, + "structural_overlay_rr": 0.82902, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.797652, + "primary_prob": 51.21, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.196478, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.75152, + "range_504_ratio": 2.12022, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.723219, + "hold30_r": 1.590823 + }, + { + "symbol": "ADBE", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.083527, + "strategy_rank": 90.025135, + "production_rank": 91.377932, + "structural_overlay_pass": false, + "structural_overlay_score": 86.809036, + "structural_overlay_rr": 1.98125, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.76844, + "primary_prob": 47.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.652661, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.934634, + "range_504_ratio": 2.546282, + "range_factor_pass": false, + "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": 81.206497, + "strategy_rank": 84.865381, + "production_rank": 83.645753, + "structural_overlay_pass": false, + "structural_overlay_score": 79.463465, + "structural_overlay_rr": 2.445377, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.698063, + "primary_prob": 33.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.547094, + "raw_level_count": 100, + "gate_level_count": 100, + "range_504_log": 1.422159, + "range_504_ratio": 4.146062, + "range_factor_pass": true, + "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": 93.387471, + "strategy_rank": 89.607341, + "production_rank": 90.867384, + "structural_overlay_pass": false, + "structural_overlay_score": 86.324015, + "structural_overlay_rr": 1.937626, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.784552, + "primary_prob": 47.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.676828, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.853984, + "range_504_ratio": 2.348988, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.071761, + "hold30_r": -1.021305 + }, + { + "symbol": "AMD", + "date": "2023-10-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.227378, + "strategy_rank": 93.23972, + "production_rank": 92.902273, + "structural_overlay_pass": false, + "structural_overlay_score": 88.257159, + "structural_overlay_rr": 1.863953, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.346068, + "primary_prob": 40.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 3.519102, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 1.103182, + "range_504_ratio": 3.013742, + "range_factor_pass": true, + "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": 94.315545, + "strategy_rank": 84.458382, + "production_rank": 87.744103, + "structural_overlay_pass": false, + "structural_overlay_score": 83.356898, + "structural_overlay_rr": 1.035115, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.035115, + "primary_prob": 33.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.552673, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.714187, + "range_504_ratio": 2.042525, + "range_factor_pass": false, + "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": 98.607889, + "strategy_rank": 98.643578, + "production_rank": 98.631681, + "structural_overlay_pass": false, + "structural_overlay_score": 93.700097, + "structural_overlay_rr": 1.743419, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.785619, + "primary_prob": 49.26, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 64.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.178428, + "raw_level_count": 117, + "gate_level_count": 117, + "range_504_log": 2.541705, + "range_504_ratio": 12.701313, + "range_factor_pass": true, + "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": 97.447796, + "strategy_rank": 95.92179, + "production_rank": 96.430459, + "structural_overlay_pass": false, + "structural_overlay_score": 91.608936, + "structural_overlay_rr": 1.619792, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.249851, + "primary_prob": 49.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.874777, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 1.025131, + "range_504_ratio": 2.787462, + "range_factor_pass": true, + "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": 91.99536, + "strategy_rank": 83.632863, + "production_rank": 86.420362, + "structural_overlay_pass": false, + "structural_overlay_score": 82.099344, + "structural_overlay_rr": 1.797974, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.673739, + "primary_prob": 34.19, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 77, + "primary_distance_atr": 2.510609, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.765908, + "range_504_ratio": 2.150947, + "range_factor_pass": false, + "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": 96.983759, + "strategy_rank": 85.735853, + "production_rank": 89.485155, + "structural_overlay_pass": false, + "structural_overlay_score": 85.010897, + "structural_overlay_rr": 1.146175, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.726704, + "primary_prob": 18.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.590056, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.698775, + "range_504_ratio": 2.011288, + "range_factor_pass": false, + "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": 92.923434, + "strategy_rank": 82.02557, + "production_rank": 85.658192, + "structural_overlay_pass": false, + "structural_overlay_score": 81.375282, + "structural_overlay_rr": 1.075711, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.730542, + "primary_prob": 33.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.595812, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.667094, + "range_504_ratio": 1.948567, + "range_factor_pass": false, + "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": 97.215777, + "strategy_rank": 96.523266, + "production_rank": 96.754103, + "structural_overlay_pass": false, + "structural_overlay_score": 91.916398, + "structural_overlay_rr": 1.51961, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.824216, + "primary_prob": 22.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.736325, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 1.165308, + "range_504_ratio": 3.206911, + "range_factor_pass": true, + "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": 83.294664, + "strategy_rank": 69.139598, + "production_rank": 73.857953, + "structural_overlay_pass": false, + "structural_overlay_score": 70.165055, + "structural_overlay_rr": 1.836367, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.323989, + "primary_prob": 25.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 57, + "primary_distance_atr": 3.485984, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.459442, + "range_504_ratio": 1.58319, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.274183, + "hold30_r": 3.578834 + }, + { + "symbol": "CARR", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.006961, + "strategy_rank": 81.877095, + "production_rank": 83.58705, + "structural_overlay_pass": false, + "structural_overlay_score": 79.407697, + "structural_overlay_rr": 1.146927, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.692181, + "primary_prob": 60.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 56, + "primary_distance_atr": 1.038271, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.595478, + "range_504_ratio": 1.813897, + "range_factor_pass": false, + "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": 87.238979, + "strategy_rank": 76.553396, + "production_rank": 80.115257, + "structural_overlay_pass": false, + "structural_overlay_score": 76.109495, + "structural_overlay_rr": 1.197958, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.204793, + "primary_prob": 31.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.807189, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.508997, + "range_504_ratio": 1.663623, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.139425, + "hold30_r": 1.933754 + }, + { + "symbol": "CAT", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.675174, + "strategy_rank": 81.869844, + "production_rank": 84.471621, + "structural_overlay_pass": false, + "structural_overlay_score": 80.24804, + "structural_overlay_rr": 1.861393, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.618755, + "primary_prob": 26.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.428132, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.604255, + "range_504_ratio": 1.829888, + "range_factor_pass": false, + "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": 97.911833, + "strategy_rank": 97.600783, + "production_rank": 97.704466, + "structural_overlay_pass": false, + "structural_overlay_score": 92.819243, + "structural_overlay_rr": 1.619105, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.671524, + "primary_prob": 21.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 94.0, + "primary_rejection_count": 28, + "primary_distance_atr": 4.007286, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 1.420482, + "range_504_ratio": 4.139116, + "range_factor_pass": true, + "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": 85.266821, + "strategy_rank": 62.186775, + "production_rank": 69.880124, + "structural_overlay_pass": false, + "structural_overlay_score": 66.386118, + "structural_overlay_rr": 1.533225, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.445773, + "primary_prob": 38.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.168659, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.405845, + "range_504_ratio": 1.50057, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.374308, + "hold30_r": -1.0 + }, + { + "symbol": "CMCSA", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.25522, + "strategy_rank": 75.956432, + "production_rank": 80.722695, + "structural_overlay_pass": false, + "structural_overlay_score": 76.68656, + "structural_overlay_rr": 1.054277, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.836145, + "primary_prob": 31.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.754218, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.659112, + "range_504_ratio": 1.933075, + "range_factor_pass": false, + "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": 81.670534, + "strategy_rank": 57.724929, + "production_rank": 65.706797, + "structural_overlay_pass": false, + "structural_overlay_score": 62.421457, + "structural_overlay_rr": 1.484091, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.493452, + "primary_prob": 41.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.240178, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.538535, + "range_504_ratio": 1.713494, + "range_factor_pass": false, + "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": 86.078886, + "strategy_rank": 75.185776, + "production_rank": 78.816813, + "structural_overlay_pass": false, + "structural_overlay_score": 74.875972, + "structural_overlay_rr": 1.718775, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.22438, + "primary_prob": 26.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 64, + "primary_distance_atr": 3.33657, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.556297, + "range_504_ratio": 1.744202, + "range_factor_pass": false, + "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": 90.835267, + "strategy_rank": 73.619409, + "production_rank": 79.358028, + "structural_overlay_pass": false, + "structural_overlay_score": 75.390127, + "structural_overlay_rr": 0.88231, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.8738, + "primary_prob": 50.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.3107, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.665214, + "range_504_ratio": 1.944907, + "range_factor_pass": false, + "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": 83.062645, + "strategy_rank": 72.484129, + "production_rank": 76.010301, + "structural_overlay_pass": false, + "structural_overlay_score": 72.209786, + "structural_overlay_rr": 1.824053, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.54621, + "primary_prob": 23.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 3.819315, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.903225, + "range_504_ratio": 2.467548, + "range_factor_pass": false, + "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": 84.802784, + "strategy_rank": 62.66056, + "production_rank": 70.041301, + "structural_overlay_pass": false, + "structural_overlay_score": 66.539236, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.824752, + "primary_prob": 55.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 100, + "primary_distance_atr": 1.237128, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.509945, + "range_504_ratio": 1.665199, + "range_factor_pass": false, + "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": 99.883991, + "strategy_rank": 99.884071, + "production_rank": 99.884044, + "structural_overlay_pass": false, + "structural_overlay_score": 94.889842, + "structural_overlay_rr": 1.665623, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.827403, + "primary_prob": 47.51, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 63.0, + "primary_rejection_count": 37, + "primary_distance_atr": 1.241104, + "raw_level_count": 132, + "gate_level_count": 132, + "range_504_log": 4.46801, + "range_504_ratio": 87.183099, + "range_factor_pass": true, + "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": 93.61949, + "strategy_rank": 90.81142, + "production_rank": 91.747443, + "structural_overlay_pass": true, + "structural_overlay_score": 92.160071, + "structural_overlay_rr": 2.173258, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.643243, + "primary_prob": 31.08, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 66.0, + "primary_rejection_count": 16, + "primary_distance_atr": 3.964865, + "raw_level_count": 109, + "gate_level_count": 109, + "range_504_log": 1.827613, + "range_504_ratio": 6.219023, + "range_factor_pass": true, + "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": 80.510441, + "strategy_rank": 68.162864, + "production_rank": 72.278723, + "structural_overlay_pass": false, + "structural_overlay_score": 68.664787, + "structural_overlay_rr": 1.546894, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.500474, + "primary_prob": 37.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 61, + "primary_distance_atr": 2.250712, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.542155, + "range_504_ratio": 1.719709, + "range_factor_pass": false, + "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": 92.691415, + "strategy_rank": 82.904824, + "production_rank": 86.167021, + "structural_overlay_pass": false, + "structural_overlay_score": 81.85867, + "structural_overlay_rr": 2.405258, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.309037, + "primary_prob": 25.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 97.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.463555, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.981991, + "range_504_ratio": 2.669766, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.25739, + "hold30_r": 7.251659 + }, + { + "symbol": "DELL", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.259861, + "strategy_rank": 96.594403, + "production_rank": 97.149555, + "structural_overlay_pass": false, + "structural_overlay_score": 92.292078, + "structural_overlay_rr": 0.697569, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.001861, + "primary_prob": 29.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.502792, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.79467, + "range_504_ratio": 2.21371, + "range_factor_pass": false, + "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": 89.211137, + "strategy_rank": 83.211685, + "production_rank": 85.211502, + "structural_overlay_pass": false, + "structural_overlay_score": 80.950927, + "structural_overlay_rr": 1.794516, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.19704, + "primary_prob": 27.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 3.295561, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.803306, + "range_504_ratio": 2.23291, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.153393, + "hold30_r": 5.358323 + }, + { + "symbol": "EME", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.359629, + "strategy_rank": 83.348962, + "production_rank": 87.352518, + "structural_overlay_pass": false, + "structural_overlay_score": 82.984892, + "structural_overlay_rr": 1.097021, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.390381, + "primary_prob": 39.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.085571, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.866537, + "range_504_ratio": 2.37866, + "range_factor_pass": false, + "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": 81.902552, + "strategy_rank": 72.54012, + "production_rank": 75.660931, + "structural_overlay_pass": false, + "structural_overlay_score": 71.877884, + "structural_overlay_rr": 2.35208, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.433966, + "primary_prob": 24.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 58, + "primary_distance_atr": 3.650949, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.544916, + "range_504_ratio": 1.724464, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.061946, + "hold30_r": -1.0 + }, + { + "symbol": "ETN", + "date": "2023-10-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.459397, + "strategy_rank": 81.978522, + "production_rank": 85.472147, + "structural_overlay_pass": false, + "structural_overlay_score": 81.19854, + "structural_overlay_rr": 2.158522, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.158522, + "primary_prob": 24.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 6, + "primary_distance_atr": 3.237784, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.67436, + "range_504_ratio": 1.962776, + "range_factor_pass": false, + "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": 93.851508, + "strategy_rank": 74.168278, + "production_rank": 80.729355, + "structural_overlay_pass": false, + "structural_overlay_score": 76.692887, + "structural_overlay_rr": 1.30761, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.681976, + "primary_prob": 34.05, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.522963, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.646676, + "range_504_ratio": 1.909184, + "range_factor_pass": false, + "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": 96.287703, + "strategy_rank": 90.040281, + "production_rank": 92.122755, + "structural_overlay_pass": false, + "structural_overlay_score": 87.516617, + "structural_overlay_rr": 1.961933, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.534625, + "primary_prob": 31.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 74.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.301937, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 0.953257, + "range_504_ratio": 2.594146, + "range_factor_pass": false, + "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": 81.438515, + "strategy_rank": 86.381961, + "production_rank": 84.734145, + "structural_overlay_pass": false, + "structural_overlay_score": 80.497438, + "structural_overlay_rr": 2.27862, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.731111, + "primary_prob": 33.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.596667, + "raw_level_count": 98, + "gate_level_count": 98, + "range_504_log": 1.359082, + "range_504_ratio": 3.892617, + "range_factor_pass": true, + "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": 96.75174, + "strategy_rank": 77.101218, + "production_rank": 83.651392, + "structural_overlay_pass": false, + "structural_overlay_score": 79.468823, + "structural_overlay_rr": 1.230537, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.02125, + "primary_prob": 44.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 80.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.531876, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.677168, + "range_504_ratio": 1.968296, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.062299, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.278422, + "strategy_rank": 62.931007, + "production_rank": 68.713479, + "structural_overlay_pass": false, + "structural_overlay_score": 65.277805, + "structural_overlay_rr": 1.046022, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.435446, + "primary_prob": 38.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.153169, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.627562, + "range_504_ratio": 1.873039, + "range_factor_pass": false, + "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": 86.542923, + "strategy_rank": 78.28838, + "production_rank": 81.039894, + "structural_overlay_pass": false, + "structural_overlay_score": 76.9879, + "structural_overlay_rr": 2.362205, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.940876, + "primary_prob": 29.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 97.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.911314, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.60509, + "range_504_ratio": 1.831418, + "range_factor_pass": false, + "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": 82.366589, + "strategy_rank": 84.462168, + "production_rank": 83.763642, + "structural_overlay_pass": false, + "structural_overlay_score": 79.57546, + "structural_overlay_rr": 1.066115, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.003164, + "primary_prob": 41.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 63.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.504747, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.827999, + "range_504_ratio": 2.288735, + "range_factor_pass": false, + "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": 89.443155, + "strategy_rank": 84.936598, + "production_rank": 86.438784, + "structural_overlay_pass": false, + "structural_overlay_score": 82.116844, + "structural_overlay_rr": 0.860334, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.909685, + "primary_prob": 20.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 4.364528, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.719319, + "range_504_ratio": 2.053035, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.870546, + "hold30_r": 3.815848 + }, + { + "symbol": "JPM", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.570766, + "strategy_rank": 66.005092, + "production_rank": 72.19365, + "structural_overlay_pass": false, + "structural_overlay_score": 68.583967, + "structural_overlay_rr": 1.861147, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.339822, + "primary_prob": 40.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.009733, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.533725, + "range_504_ratio": 1.705273, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.255726, + "hold30_r": -1.0 + }, + { + "symbol": "KLAC", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.399072, + "strategy_rank": 87.81685, + "production_rank": 88.010924, + "structural_overlay_pass": false, + "structural_overlay_score": 83.610378, + "structural_overlay_rr": 0.878692, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.813743, + "primary_prob": 51.21, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.220615, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.731953, + "range_504_ratio": 2.079137, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.050342, + "hold30_r": -1.0 + }, + { + "symbol": "LEN", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.990719, + "strategy_rank": 78.376837, + "production_rank": 80.248131, + "structural_overlay_pass": false, + "structural_overlay_score": 76.235724, + "structural_overlay_rr": 1.818257, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.776157, + "primary_prob": 32.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.664235, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.756346, + "range_504_ratio": 2.130476, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.043591, + "hold30_r": -1.0 + }, + { + "symbol": "LIN", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.454756, + "strategy_rank": 59.951663, + "production_rank": 68.119361, + "structural_overlay_pass": false, + "structural_overlay_score": 64.713393, + "structural_overlay_rr": 1.548743, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.41407, + "primary_prob": 28.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.121106, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.405364, + "range_504_ratio": 1.499848, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.078293, + "hold30_r": -1.0 + }, + { + "symbol": "LRCX", + "date": "2023-10-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.663573, + "strategy_rank": 92.514501, + "production_rank": 93.230858, + "structural_overlay_pass": false, + "structural_overlay_score": 88.569316, + "structural_overlay_rr": 2.059649, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.469232, + "primary_prob": 30.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 15, + "primary_distance_atr": 3.703848, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.893059, + "range_504_ratio": 2.44259, + "range_factor_pass": false, + "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": 80.742459, + "strategy_rank": 78.325277, + "production_rank": 79.131005, + "structural_overlay_pass": false, + "structural_overlay_score": 75.174454, + "structural_overlay_rr": 1.434348, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.102143, + "primary_prob": 25.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 88.0, + "primary_rejection_count": 19, + "primary_distance_atr": 3.153214, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.820295, + "range_504_ratio": 2.271169, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.05279, + "hold30_r": 1.594973 + }, + { + "symbol": "MA", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.046404, + "strategy_rank": 56.796371, + "production_rank": 64.546382, + "structural_overlay_pass": false, + "structural_overlay_score": 61.319063, + "structural_overlay_rr": 1.87401, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.821328, + "primary_prob": 16.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.731992, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.426162, + "range_504_ratio": 1.531369, + "range_factor_pass": false, + "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": 82.134571, + "strategy_rank": 70.827533, + "production_rank": 74.596546, + "structural_overlay_pass": false, + "structural_overlay_score": 70.866718, + "structural_overlay_rr": 1.406776, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.08692, + "primary_prob": 46.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.63038, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.47649, + "range_504_ratio": 1.610411, + "range_factor_pass": false, + "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": 98.839907, + "strategy_rank": 94.257379, + "production_rank": 95.784889, + "structural_overlay_pass": false, + "structural_overlay_score": 90.995644, + "structural_overlay_rr": 1.653094, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.526082, + "primary_prob": 51.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.289123, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 1.390458, + "range_504_ratio": 4.016687, + "range_factor_pass": true, + "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": 91.299304, + "strategy_rank": 83.215068, + "production_rank": 85.909814, + "structural_overlay_pass": false, + "structural_overlay_score": 81.614323, + "structural_overlay_rr": 1.441215, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.490474, + "primary_prob": 23.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.235712, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 0.985228, + "range_504_ratio": 2.678421, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.44095, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.7471, + "strategy_rank": 91.671581, + "production_rank": 90.696754, + "structural_overlay_pass": false, + "structural_overlay_score": 86.161916, + "structural_overlay_rr": 1.793955, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.789292, + "primary_prob": 21.74, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 4.183938, + "raw_level_count": 105, + "gate_level_count": 105, + "range_504_log": 1.905456, + "range_504_ratio": 6.722474, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.761347, + "hold30_r": 8.488774 + }, + { + "symbol": "NFLX", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.895592, + "strategy_rank": 92.051914, + "production_rank": 92.999807, + "structural_overlay_pass": false, + "structural_overlay_score": 88.349816, + "structural_overlay_rr": 2.291163, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.574733, + "primary_prob": 35.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 97.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.3621, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 1.4606, + "range_504_ratio": 4.308543, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.531886, + "hold30_r": 7.022539 + }, + { + "symbol": "NOW", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.526682, + "strategy_rank": 80.656177, + "production_rank": 81.613012, + "structural_overlay_pass": false, + "structural_overlay_score": 77.532362, + "structural_overlay_rr": 1.830705, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.210578, + "primary_prob": 26.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 3.315867, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.741796, + "range_504_ratio": 2.099703, + "range_factor_pass": false, + "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": 99.303944, + "strategy_rank": 98.71415, + "production_rank": 98.910748, + "structural_overlay_pass": false, + "structural_overlay_score": 93.965211, + "structural_overlay_rr": 1.494271, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.104877, + "primary_prob": 42.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.657315, + "raw_level_count": 107, + "gate_level_count": 107, + "range_504_log": 1.536937, + "range_504_ratio": 4.650324, + "range_factor_pass": true, + "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": 82.598608, + "strategy_rank": 70.38847, + "production_rank": 74.458516, + "structural_overlay_pass": false, + "structural_overlay_score": 70.73559, + "structural_overlay_rr": 2.237205, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.618447, + "primary_prob": 35.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.42767, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.601393, + "range_504_ratio": 1.824659, + "range_factor_pass": false, + "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": 96.055684, + "strategy_rank": 91.023701, + "production_rank": 92.701029, + "structural_overlay_pass": false, + "structural_overlay_score": 88.065978, + "structural_overlay_rr": 1.511694, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.259075, + "primary_prob": 26.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 3.388613, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.741169, + "range_504_ratio": 2.098388, + "range_factor_pass": false, + "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": 85.034803, + "strategy_rank": 69.142418, + "production_rank": 74.439879, + "structural_overlay_pass": false, + "structural_overlay_score": 70.717885, + "structural_overlay_rr": 1.76719, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.961323, + "primary_prob": 34.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.441984, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.56209, + "range_504_ratio": 1.754335, + "range_factor_pass": false, + "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": 85.846868, + "strategy_rank": 74.224752, + "production_rank": 78.09879, + "structural_overlay_pass": false, + "structural_overlay_score": 74.193851, + "structural_overlay_rr": 1.118195, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.156034, + "primary_prob": 43.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.734052, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.619515, + "range_504_ratio": 1.858026, + "range_factor_pass": false, + "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": 96.519722, + "strategy_rank": 90.029083, + "production_rank": 92.192629, + "structural_overlay_pass": false, + "structural_overlay_score": 87.582998, + "structural_overlay_rr": 1.503288, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.398343, + "primary_prob": 20.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 77.0, + "primary_rejection_count": 20, + "primary_distance_atr": 3.597515, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.899875, + "range_504_ratio": 2.459295, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.358095, + "hold30_r": 4.530826 + }, + { + "symbol": "PLTR", + "date": "2023-10-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 95.12761, + "strategy_rank": 96.276827, + "production_rank": 95.893755, + "structural_overlay_pass": false, + "structural_overlay_score": 91.099067, + "structural_overlay_rr": 1.7405, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.480803, + "primary_prob": 30.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 17, + "primary_distance_atr": 3.721205, + "raw_level_count": 106, + "gate_level_count": 106, + "range_504_log": 1.535172, + "range_504_ratio": 4.642123, + "range_factor_pass": true, + "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": 85.49884, + "strategy_rank": 75.126966, + "production_rank": 78.584257, + "structural_overlay_pass": false, + "structural_overlay_score": 74.655044, + "structural_overlay_rr": 1.617423, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.523285, + "primary_prob": 36.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.284928, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.73132, + "range_504_ratio": 2.077821, + "range_factor_pass": false, + "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": 86.774942, + "strategy_rank": 76.888293, + "production_rank": 80.183842, + "structural_overlay_pass": false, + "structural_overlay_score": 76.17465, + "structural_overlay_rr": 2.902903, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.488005, + "primary_prob": 25.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.232007, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.623947, + "range_504_ratio": 1.866279, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.43818, + "hold30_r": 1.772559 + }, + { + "symbol": "PWR", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.167053, + "strategy_rank": 76.196104, + "production_rank": 80.18642, + "structural_overlay_pass": false, + "structural_overlay_score": 76.177099, + "structural_overlay_rr": 1.852811, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.651791, + "primary_prob": 26.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.477687, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 0.81811, + "range_504_ratio": 2.266212, + "range_factor_pass": false, + "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": 99.071926, + "strategy_rank": 95.044792, + "production_rank": 96.38717, + "structural_overlay_pass": false, + "structural_overlay_score": 91.567812, + "structural_overlay_rr": 1.900737, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.698144, + "primary_prob": 33.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.547215, + "raw_level_count": 93, + "gate_level_count": 93, + "range_504_log": 1.290059, + "range_504_ratio": 3.633001, + "range_factor_pass": true, + "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": 87.935035, + "strategy_rank": 85.130913, + "production_rank": 86.06562, + "structural_overlay_pass": false, + "structural_overlay_score": 81.762339, + "structural_overlay_rr": 0.677512, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.701074, + "primary_prob": 49.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.051611, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.820011, + "range_504_ratio": 2.270524, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.651424, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.651972, + "strategy_rank": 99.652214, + "production_rank": 99.652133, + "structural_overlay_pass": false, + "structural_overlay_score": 94.669527, + "structural_overlay_rr": 1.836898, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.836898, + "primary_prob": 27.68, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.755347, + "raw_level_count": 117, + "gate_level_count": 117, + "range_504_log": 2.348145, + "range_504_ratio": 10.466139, + "range_factor_pass": true, + "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": 84.222738, + "strategy_rank": 70.865639, + "production_rank": 75.318005, + "structural_overlay_pass": false, + "structural_overlay_score": 71.552105, + "structural_overlay_rr": 1.811765, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.285238, + "primary_prob": 26.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 3.427857, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.512708, + "range_504_ratio": 1.669807, + "range_factor_pass": false, + "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": 91.067285, + "strategy_rank": 69.337378, + "production_rank": 76.58068, + "structural_overlay_pass": false, + "structural_overlay_score": 72.751646, + "structural_overlay_rr": 0.900513, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.913377, + "primary_prob": 51.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 1.370066, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.632012, + "range_504_ratio": 1.881392, + "range_factor_pass": false, + "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": 87.470998, + "strategy_rank": 61.854698, + "production_rank": 70.393465, + "structural_overlay_pass": false, + "structural_overlay_score": 66.873792, + "structural_overlay_rr": 1.98371, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.961639, + "primary_prob": 13.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.942459, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.557725, + "range_504_ratio": 1.746694, + "range_factor_pass": false, + "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": 88.979118, + "strategy_rank": 90.514549, + "production_rank": 90.002739, + "structural_overlay_pass": false, + "structural_overlay_score": 85.502602, + "structural_overlay_rr": 0.82071, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.88996, + "primary_prob": 52.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.33494, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.922793, + "range_504_ratio": 2.516308, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.855494, + "hold30_r": -0.308303 + }, + { + "symbol": "UBER", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.679814, + "strategy_rank": 94.695315, + "production_rank": 95.690148, + "structural_overlay_pass": false, + "structural_overlay_score": 90.90564, + "structural_overlay_rr": 1.576809, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.12464, + "primary_prob": 42.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 82.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.68696, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.911302, + "range_504_ratio": 2.48756, + "range_factor_pass": false, + "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": 80.974478, + "strategy_rank": 73.209912, + "production_rank": 75.798101, + "structural_overlay_pass": false, + "structural_overlay_score": 72.008196, + "structural_overlay_rr": 1.895815, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.906008, + "primary_prob": 30.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 61, + "primary_distance_atr": 2.859013, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.653398, + "range_504_ratio": 1.922061, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.856224, + "hold30_r": 2.997678 + }, + { + "symbol": "URI", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.310905, + "strategy_rank": 85.8343, + "production_rank": 85.993168, + "structural_overlay_pass": false, + "structural_overlay_score": 81.69351, + "structural_overlay_rr": 1.792014, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.720756, + "primary_prob": 59.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 1.081133, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.758725, + "range_504_ratio": 2.135551, + "range_factor_pass": false, + "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": 83.758701, + "strategy_rank": 80.749146, + "production_rank": 81.752331, + "structural_overlay_pass": false, + "structural_overlay_score": 77.664714, + "structural_overlay_rr": 1.87334, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.233179, + "primary_prob": 26.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 3.349769, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.899767, + "range_504_ratio": 2.459029, + "range_factor_pass": false, + "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": 91.531323, + "strategy_rank": 77.474704, + "production_rank": 82.160243, + "structural_overlay_pass": false, + "structural_overlay_score": 78.052231, + "structural_overlay_rr": 1.562016, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.614419, + "primary_prob": 22.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.421628, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.674795, + "range_504_ratio": 1.963631, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.565116, + "hold30_r": 2.372093 + }, + { + "symbol": "WDAY", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.703016, + "strategy_rank": 86.010167, + "production_rank": 86.57445, + "structural_overlay_pass": false, + "structural_overlay_score": 82.245728, + "structural_overlay_rr": 1.913761, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.928049, + "primary_prob": 30.41, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 65, + "primary_distance_atr": 2.892074, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.871843, + "range_504_ratio": 2.391314, + "range_factor_pass": false, + "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": 82.830626, + "strategy_rank": 70.411994, + "production_rank": 74.551538, + "structural_overlay_pass": false, + "structural_overlay_score": 70.823961, + "structural_overlay_rr": 1.695145, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.228087, + "primary_prob": 43.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 58, + "primary_distance_atr": 1.842131, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.565213, + "range_504_ratio": 1.759823, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.054582, + "hold30_r": -1.0 + }, + { + "symbol": "WST", + "date": "2023-10-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.763341, + "strategy_rank": 74.859339, + "production_rank": 80.494006, + "structural_overlay_pass": false, + "structural_overlay_score": 76.469306, + "structural_overlay_rr": 0.697195, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.460763, + "primary_prob": 24.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 3.691145, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.834517, + "range_504_ratio": 2.3037, + "range_factor_pass": false, + "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": 93.155452, + "strategy_rank": 87.118539, + "production_rank": 89.130843, + "structural_overlay_pass": false, + "structural_overlay_score": 84.674301, + "structural_overlay_rr": 2.321735, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.437002, + "primary_prob": 24.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 3.655502, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.853482, + "range_504_ratio": 2.347809, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.047745, + "hold30_r": -1.0 + }, + { + "symbol": "ADBE", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.977273, + "strategy_rank": 89.83171, + "production_rank": 91.213564, + "structural_overlay_pass": false, + "structural_overlay_score": 86.652886, + "structural_overlay_rr": 2.176723, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.962254, + "primary_prob": 44.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.943382, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.934634, + "range_504_ratio": 2.546282, + "range_factor_pass": false, + "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": 81.704545, + "strategy_rank": 58.111549, + "production_rank": 65.975881, + "structural_overlay_pass": false, + "structural_overlay_score": 62.677087, + "structural_overlay_rr": 1.335446, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.860748, + "primary_prob": 36.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.291122, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.47942, + "range_504_ratio": 1.615137, + "range_factor_pass": false, + "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": 83.181818, + "strategy_rank": 86.118429, + "production_rank": 85.139559, + "structural_overlay_pass": false, + "structural_overlay_score": 80.882581, + "structural_overlay_rr": 2.449641, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.657191, + "primary_prob": 34.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.485787, + "raw_level_count": 100, + "gate_level_count": 100, + "range_504_log": 1.422159, + "range_504_ratio": 4.146062, + "range_factor_pass": true, + "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": 93.75, + "strategy_rank": 90.14881, + "production_rank": 91.349206, + "structural_overlay_pass": false, + "structural_overlay_score": 86.781746, + "structural_overlay_rr": 1.797194, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.07484, + "primary_prob": 28.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 3.11226, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.853984, + "range_504_ratio": 2.348988, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.034908, + "hold30_r": 2.548622 + }, + { + "symbol": "AMD", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.613636, + "strategy_rank": 93.469001, + "production_rank": 93.18388, + "structural_overlay_pass": false, + "structural_overlay_score": 88.524686, + "structural_overlay_rr": 1.821685, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.71414, + "primary_prob": 33.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 61, + "primary_distance_atr": 2.57121, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 1.103182, + "range_504_ratio": 3.013742, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.036089, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.25, + "strategy_rank": 96.52466, + "production_rank": 96.433107, + "structural_overlay_pass": false, + "structural_overlay_score": 91.611451, + "structural_overlay_rr": 0.838723, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.815292, + "primary_prob": 56.15, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 29.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.222938, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.801913, + "range_504_ratio": 2.229803, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.043729, + "hold30_r": -1.0 + }, + { + "symbol": "APO", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.568182, + "strategy_rank": 85.809292, + "production_rank": 89.062255, + "structural_overlay_pass": false, + "structural_overlay_score": 84.609142, + "structural_overlay_rr": 2.23496, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.116033, + "primary_prob": 44.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 95.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.674049, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.714187, + "range_504_ratio": 2.042525, + "range_factor_pass": false, + "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": 98.75, + "strategy_rank": 98.75085, + "production_rank": 98.750567, + "structural_overlay_pass": false, + "structural_overlay_score": 93.813039, + "structural_overlay_rr": 1.686389, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.678518, + "primary_prob": 60.79, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 1.017777, + "raw_level_count": 119, + "gate_level_count": 119, + "range_504_log": 2.541705, + "range_504_ratio": 12.701313, + "range_factor_pass": true, + "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": 89.090909, + "strategy_rank": 78.860235, + "production_rank": 82.27046, + "structural_overlay_pass": false, + "structural_overlay_score": 78.156937, + "structural_overlay_rr": 1.85943, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.468738, + "primary_prob": 19.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.203107, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.746719, + "range_504_ratio": 2.110066, + "range_factor_pass": false, + "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": 97.159091, + "strategy_rank": 93.895717, + "production_rank": 94.983509, + "structural_overlay_pass": false, + "structural_overlay_score": 90.234333, + "structural_overlay_rr": 0.835101, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.166994, + "primary_prob": 36.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.750491, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.802247, + "range_504_ratio": 2.230547, + "range_factor_pass": false, + "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": 96.704545, + "strategy_rank": 95.448284, + "production_rank": 95.867038, + "structural_overlay_pass": true, + "structural_overlay_score": 96.073686, + "structural_overlay_rr": 2.01633, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.638645, + "primary_prob": 41.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.457967, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 1.025131, + "range_504_ratio": 2.787462, + "range_factor_pass": true, + "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": 88.863636, + "strategy_rank": 79.687539, + "production_rank": 82.746238, + "structural_overlay_pass": false, + "structural_overlay_score": 78.608926, + "structural_overlay_rr": 0.982665, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.775429, + "primary_prob": 21.85, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 77, + "primary_distance_atr": 4.163144, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.765908, + "range_504_ratio": 2.150947, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.726323, + "hold30_r": 6.861303 + }, + { + "symbol": "BKNG", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.795455, + "strategy_rank": 86.172464, + "production_rank": 89.380128, + "structural_overlay_pass": false, + "structural_overlay_score": 84.911121, + "structural_overlay_rr": 2.134737, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.139647, + "primary_prob": 27.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 3.209471, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.698775, + "range_504_ratio": 2.011288, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.088037, + "hold30_r": 3.467445 + }, + { + "symbol": "BKR", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.318182, + "strategy_rank": 77.726809, + "production_rank": 81.5906, + "structural_overlay_pass": false, + "structural_overlay_score": 77.51107, + "structural_overlay_rr": 1.895666, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.116652, + "primary_prob": 45.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 1.674978, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.667094, + "range_504_ratio": 1.948567, + "range_factor_pass": false, + "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": 98.522727, + "strategy_rank": 97.435297, + "production_rank": 97.797774, + "structural_overlay_pass": false, + "structural_overlay_score": 92.907885, + "structural_overlay_rr": 1.599646, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.15008, + "primary_prob": 24.65, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 85.0, + "primary_rejection_count": 15, + "primary_distance_atr": 3.22512, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 1.165308, + "range_504_ratio": 3.206911, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.118818, + "hold30_r": 3.913727 + }, + { + "symbol": "BSX", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.159091, + "strategy_rank": 67.681432, + "production_rank": 72.507318, + "structural_overlay_pass": false, + "structural_overlay_score": 68.881952, + "structural_overlay_rr": 2.2293, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.368254, + "primary_prob": 39.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 57, + "primary_distance_atr": 2.052381, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.459442, + "range_504_ratio": 1.58319, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.315639, + "hold30_r": 2.909186 + }, + { + "symbol": "CARR", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.204545, + "strategy_rank": 81.222093, + "production_rank": 82.216244, + "structural_overlay_pass": false, + "structural_overlay_score": 78.105432, + "structural_overlay_rr": 2.482397, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.008926, + "primary_prob": 29.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 69, + "primary_distance_atr": 3.013389, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.595478, + "range_504_ratio": 1.813897, + "range_factor_pass": false, + "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": 85.909091, + "strategy_rank": 75.4765, + "production_rank": 78.95403, + "structural_overlay_pass": false, + "structural_overlay_score": 75.006329, + "structural_overlay_rr": 1.400971, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.417397, + "primary_prob": 28.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.126096, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.508997, + "range_504_ratio": 1.663623, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.354806, + "hold30_r": 1.451826 + }, + { + "symbol": "CAT", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.136364, + "strategy_rank": 83.795455, + "production_rank": 86.242424, + "structural_overlay_pass": false, + "structural_overlay_score": 81.930303, + "structural_overlay_rr": 2.240585, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.550628, + "primary_prob": 36.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.325943, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.604255, + "range_504_ratio": 1.829888, + "range_factor_pass": false, + "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": 93.522727, + "strategy_rank": 94.547542, + "production_rank": 94.205937, + "structural_overlay_pass": false, + "structural_overlay_score": 89.49564, + "structural_overlay_rr": 0.94461, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.871676, + "primary_prob": 46.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 66.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.307514, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 1.420482, + "range_504_ratio": 4.139116, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.846541, + "hold30_r": 4.821803 + }, + { + "symbol": "CDNS", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.113636, + "strategy_rank": 81.382267, + "production_rank": 82.626056, + "structural_overlay_pass": false, + "structural_overlay_score": 78.494754, + "structural_overlay_rr": 1.197173, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.854509, + "primary_prob": 49.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.281763, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.659406, + "range_504_ratio": 1.933643, + "range_factor_pass": false, + "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": 81.25, + "strategy_rank": 60.038265, + "production_rank": 67.108844, + "structural_overlay_pass": false, + "structural_overlay_score": 63.753401, + "structural_overlay_rr": 1.034138, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.026791, + "primary_prob": 48.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.540186, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.405845, + "range_504_ratio": 1.50057, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.952817, + "hold30_r": -1.775026 + }, + { + "symbol": "CMCSA", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.954545, + "strategy_rank": 74.527365, + "production_rank": 79.003092, + "structural_overlay_pass": false, + "structural_overlay_score": 75.052938, + "structural_overlay_rr": 1.933677, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.023166, + "primary_prob": 48.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 1.534749, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.659112, + "range_504_ratio": 1.933075, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -2.665071, + "hold30_r": -2.591163 + }, + { + "symbol": "COR", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.409091, + "strategy_rank": 58.998609, + "production_rank": 67.135436, + "structural_overlay_pass": false, + "structural_overlay_score": 63.778664, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.003093, + "primary_prob": 38.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.504639, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.538535, + "range_504_ratio": 1.713494, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.085418, + "hold30_r": -1.0 + }, + { + "symbol": "CPAY", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.0, + "strategy_rank": 77.387755, + "production_rank": 81.591837, + "structural_overlay_pass": false, + "structural_overlay_score": 77.512245, + "structural_overlay_rr": 2.614951, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.505637, + "primary_prob": 37.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 78, + "primary_distance_atr": 2.258456, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.556297, + "range_504_ratio": 1.744202, + "range_factor_pass": false, + "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": 92.045455, + "strategy_rank": 74.737941, + "production_rank": 80.507112, + "structural_overlay_pass": false, + "structural_overlay_score": 76.481756, + "structural_overlay_rr": 0.826939, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.727967, + "primary_prob": 15.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.59195, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.617774, + "range_504_ratio": 1.854795, + "range_factor_pass": false, + "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": 92.840909, + "strategy_rank": 77.165507, + "production_rank": 82.390641, + "structural_overlay_pass": false, + "structural_overlay_score": 78.271109, + "structural_overlay_rr": 1.64447, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.683648, + "primary_prob": 34.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.525472, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.665214, + "range_504_ratio": 1.944907, + "range_factor_pass": false, + "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": 99.886364, + "strategy_rank": 99.886441, + "production_rank": 99.886415, + "structural_overlay_pass": false, + "structural_overlay_score": 94.892094, + "structural_overlay_rr": 2.063748, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.703548, + "primary_prob": 24.9, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 56.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.555322, + "raw_level_count": 133, + "gate_level_count": 133, + "range_504_log": 4.46801, + "range_504_ratio": 87.183099, + "range_factor_pass": true, + "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": 93.068182, + "strategy_rank": 90.385823, + "production_rank": 91.279942, + "structural_overlay_pass": false, + "structural_overlay_score": 86.715945, + "structural_overlay_rr": 1.677273, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.209313, + "primary_prob": 26.99, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 3.313969, + "raw_level_count": 109, + "gate_level_count": 109, + "range_504_log": 1.827613, + "range_504_ratio": 6.219023, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.177022, + "hold30_r": 5.107385 + }, + { + "symbol": "DECK", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.636364, + "strategy_rank": 80.480829, + "production_rank": 83.19934, + "structural_overlay_pass": false, + "structural_overlay_score": 79.039373, + "structural_overlay_rr": 1.60383, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.678087, + "primary_prob": 33.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 97.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.517131, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.981991, + "range_504_ratio": 2.669766, + "range_factor_pass": false, + "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": 98.181818, + "strategy_rank": 96.278293, + "production_rank": 96.912801, + "structural_overlay_pass": false, + "structural_overlay_score": 92.067161, + "structural_overlay_rr": 1.388108, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.004113, + "primary_prob": 35.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.506169, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.79467, + "range_504_ratio": 2.21371, + "range_factor_pass": false, + "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": 92.386364, + "strategy_rank": 83.718074, + "production_rank": 86.607504, + "structural_overlay_pass": false, + "structural_overlay_score": 82.277128, + "structural_overlay_rr": 2.174758, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.799292, + "primary_prob": 32.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.698939, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.803306, + "range_504_ratio": 2.23291, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.75308, + "hold30_r": 6.760242 + }, + { + "symbol": "EME", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.113636, + "strategy_rank": 84.606756, + "production_rank": 88.10905, + "structural_overlay_pass": false, + "structural_overlay_score": 83.703597, + "structural_overlay_rr": 1.667533, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.667533, + "primary_prob": 31.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 86.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.501299, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.866537, + "range_504_ratio": 2.37866, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.613321, + "hold30_r": 2.595711 + }, + { + "symbol": "EQIX", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.477273, + "strategy_rank": 71.591914, + "production_rank": 74.887034, + "structural_overlay_pass": false, + "structural_overlay_score": 71.142682, + "structural_overlay_rr": 1.614163, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.439436, + "primary_prob": 24.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 62, + "primary_distance_atr": 3.659155, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.544916, + "range_504_ratio": 1.724464, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.056758, + "hold30_r": -1.0 + }, + { + "symbol": "ETN", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.454545, + "strategy_rank": 82.63791, + "production_rank": 85.243455, + "structural_overlay_pass": false, + "structural_overlay_score": 80.981282, + "structural_overlay_rr": 1.951064, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.945457, + "primary_prob": 30.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.918186, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.67436, + "range_504_ratio": 1.962776, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.899615, + "hold30_r": 3.502798 + }, + { + "symbol": "FDX", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.295455, + "strategy_rank": 75.000696, + "production_rank": 81.098949, + "structural_overlay_pass": false, + "structural_overlay_score": 77.044001, + "structural_overlay_rr": 1.657007, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.543684, + "primary_prob": 36.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.315527, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.646676, + "range_504_ratio": 1.909184, + "range_factor_pass": false, + "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": 94.204545, + "strategy_rank": 89.03842, + "production_rank": 90.760462, + "structural_overlay_pass": false, + "structural_overlay_score": 86.222439, + "structural_overlay_rr": 1.845924, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.846715, + "primary_prob": 31.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.770072, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 0.953257, + "range_504_ratio": 2.594146, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.80543, + "hold30_r": 5.706321 + }, + { + "symbol": "FSLR", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.227273, + "strategy_rank": 92.512832, + "production_rank": 91.750979, + "structural_overlay_pass": false, + "structural_overlay_score": 87.16343, + "structural_overlay_rr": 2.072596, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.515589, + "primary_prob": 36.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.273383, + "raw_level_count": 98, + "gate_level_count": 98, + "range_504_log": 1.359082, + "range_504_ratio": 3.892617, + "range_factor_pass": true, + "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": 94.886364, + "strategy_rank": 75.706169, + "production_rank": 82.099567, + "structural_overlay_pass": false, + "structural_overlay_score": 77.994589, + "structural_overlay_rr": 2.37404, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.166903, + "primary_prob": 23.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 78.0, + "primary_rejection_count": 24, + "primary_distance_atr": 3.250354, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.677168, + "range_504_ratio": 1.968296, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.109182, + "hold30_r": 4.196182 + }, + { + "symbol": "HUBB", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.340909, + "strategy_rank": 78.687616, + "production_rank": 79.238714, + "structural_overlay_pass": false, + "structural_overlay_score": 75.276778, + "structural_overlay_rr": 2.237359, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.906904, + "primary_prob": 30.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.860356, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.692089, + "range_504_ratio": 1.997885, + "range_factor_pass": false, + "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": 80.568182, + "strategy_rank": 63.336503, + "production_rank": 69.080396, + "structural_overlay_pass": false, + "structural_overlay_score": 65.626376, + "structural_overlay_rr": 2.062249, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.597177, + "primary_prob": 23.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 3.895765, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.627562, + "range_504_ratio": 1.873039, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.533231, + "hold30_r": 6.722259 + }, + { + "symbol": "IBKR", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.795455, + "strategy_rank": 74.413961, + "production_rank": 76.541126, + "structural_overlay_pass": false, + "structural_overlay_score": 72.714069, + "structural_overlay_rr": 2.015831, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.112589, + "primary_prob": 28.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 3.168883, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.60509, + "range_504_ratio": 1.831418, + "range_factor_pass": false, + "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": 86.818182, + "strategy_rank": 77.337353, + "production_rank": 80.497629, + "structural_overlay_pass": false, + "structural_overlay_score": 76.472748, + "structural_overlay_rr": 2.669103, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.664465, + "primary_prob": 34.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.496698, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.719319, + "range_504_ratio": 2.053035, + "range_factor_pass": false, + "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": 96.022727, + "strategy_rank": 93.916589, + "production_rank": 94.618635, + "structural_overlay_pass": false, + "structural_overlay_score": 89.887704, + "structural_overlay_rr": 1.791147, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "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": 70, + "gate_level_count": 70, + "range_504_log": 1.063721, + "range_504_ratio": 2.897131, + "range_factor_pass": true, + "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": 90.681818, + "strategy_rank": 89.293599, + "production_rank": 89.756339, + "structural_overlay_pass": false, + "structural_overlay_score": 85.268522, + "structural_overlay_rr": 1.918867, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.584919, + "primary_prob": 30.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 73.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.377379, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.731953, + "range_504_ratio": 2.079137, + "range_factor_pass": false, + "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": 87.727273, + "strategy_rank": 80.218615, + "production_rank": 82.721501, + "structural_overlay_pass": false, + "structural_overlay_score": 78.585426, + "structural_overlay_rr": 1.740748, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.106083, + "primary_prob": 28.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 3.159125, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.756346, + "range_504_ratio": 2.130476, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.060935, + "hold30_r": 5.8199 + }, + { + "symbol": "LII", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.909091, + "strategy_rank": 84.282622, + "production_rank": 86.491445, + "structural_overlay_pass": false, + "structural_overlay_score": 82.166873, + "structural_overlay_rr": 0.709566, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.421567, + "primary_prob": 30.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.132351, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.765194, + "range_504_ratio": 2.149412, + "range_factor_pass": false, + "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": 97.954545, + "strategy_rank": 92.105597, + "production_rank": 94.055246, + "structural_overlay_pass": false, + "structural_overlay_score": 89.352484, + "structural_overlay_rr": 1.571146, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.19575, + "primary_prob": 39.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.793626, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.999495, + "range_504_ratio": 2.71691, + "range_factor_pass": false, + "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": 96.477273, + "strategy_rank": 93.554499, + "production_rank": 94.528757, + "structural_overlay_pass": false, + "structural_overlay_score": 89.802319, + "structural_overlay_rr": 1.63344, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.949445, + "primary_prob": 20.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 4.424168, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.893059, + "range_504_ratio": 2.44259, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.909856, + "hold30_r": 3.949034 + }, + { + "symbol": "LVS", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.931818, + "strategy_rank": 78.950912, + "production_rank": 79.944548, + "structural_overlay_pass": false, + "structural_overlay_score": 75.94732, + "structural_overlay_rr": 1.42056, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.065044, + "primary_prob": 26.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 87.0, + "primary_rejection_count": 19, + "primary_distance_atr": 3.097567, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.820295, + "range_504_ratio": 2.271169, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.017487, + "hold30_r": 0.47682 + }, + { + "symbol": "META", + "date": "2023-10-19", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.977273, + "strategy_rank": 94.318105, + "production_rank": 95.871161, + "structural_overlay_pass": false, + "structural_overlay_score": 91.077603, + "structural_overlay_rr": 1.0248, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.333085, + "primary_prob": 25.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 3.499628, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 1.390458, + "range_504_ratio": 4.016687, + "range_factor_pass": true, + "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": 89.545455, + "strategy_rank": 81.28726, + "production_rank": 84.039992, + "structural_overlay_pass": false, + "structural_overlay_score": 79.837992, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.677822, + "primary_prob": 46.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.016733, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 0.985228, + "range_504_ratio": 2.678421, + "range_factor_pass": false, + "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": 87.5, + "strategy_rank": 90.739796, + "production_rank": 89.659864, + "structural_overlay_pass": true, + "structural_overlay_score": 90.176871, + "structural_overlay_rr": 2.049572, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.814868, + "primary_prob": 47.0, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.722301, + "raw_level_count": 104, + "gate_level_count": 104, + "range_504_log": 1.905456, + "range_504_ratio": 6.722474, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.787732, + "hold30_r": 7.342685 + }, + { + "symbol": "NFLX", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.818182, + "strategy_rank": 91.959802, + "production_rank": 91.912595, + "structural_overlay_pass": true, + "structural_overlay_score": 92.316966, + "structural_overlay_rr": 2.272878, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.983826, + "primary_prob": 44.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 99.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.97574, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 1.4606, + "range_504_ratio": 4.308543, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.946798, + "hold30_r": 2.944429 + }, + { + "symbol": "NOW", + "date": "2023-10-19", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.409091, + "strategy_rank": 83.893166, + "production_rank": 85.398475, + "structural_overlay_pass": false, + "structural_overlay_score": 81.128551, + "structural_overlay_rr": 1.72553, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.081811, + "primary_prob": 28.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 3.122716, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.741796, + "range_504_ratio": 2.099703, + "range_factor_pass": false, + "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": 99.204545, + "strategy_rank": 98.660869, + "production_rank": 98.842094, + "structural_overlay_pass": false, + "structural_overlay_score": 93.89999, + "structural_overlay_rr": 0.812417, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.155567, + "primary_prob": 44.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.73335, + "raw_level_count": 108, + "gate_level_count": 108, + "range_504_log": 1.536937, + "range_504_ratio": 4.650324, + "range_factor_pass": true, + "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": 85.340909, + "strategy_rank": 72.629793, + "production_rank": 76.866832, + "structural_overlay_pass": false, + "structural_overlay_score": 73.02349, + "structural_overlay_rr": 1.844138, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.184772, + "primary_prob": 27.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 3.277157, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.601393, + "range_504_ratio": 1.824659, + "range_factor_pass": false, + "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": 86.363636, + "strategy_rank": 85.386518, + "production_rank": 85.712224, + "structural_overlay_pass": false, + "structural_overlay_score": 81.426613, + "structural_overlay_rr": 1.835051, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.889419, + "primary_prob": 52.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.334128, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.638554, + "range_504_ratio": 1.89374, + "range_factor_pass": false, + "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": 95.340909, + "strategy_rank": 90.344079, + "production_rank": 92.009689, + "structural_overlay_pass": false, + "structural_overlay_score": 87.409204, + "structural_overlay_rr": 1.85526, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.657116, + "primary_prob": 22.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 3.985674, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.741169, + "range_504_ratio": 2.098388, + "range_factor_pass": false, + "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": 80.113636, + "strategy_rank": 61.079545, + "production_rank": 67.424242, + "structural_overlay_pass": false, + "structural_overlay_score": 64.05303, + "structural_overlay_rr": 1.559513, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.234253, + "primary_prob": 42.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 67, + "primary_distance_atr": 1.85138, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.550016, + "range_504_ratio": 1.73328, + "range_factor_pass": false, + "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": 87.045455, + "strategy_rank": 88.550866, + "production_rank": 88.049062, + "structural_overlay_pass": false, + "structural_overlay_score": 83.646609, + "structural_overlay_rr": 1.23845, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.883124, + "primary_prob": 49.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.324686, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.698653, + "range_504_ratio": 2.011042, + "range_factor_pass": false, + "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": 85.681818, + "strategy_rank": 69.875232, + "production_rank": 75.144094, + "structural_overlay_pass": false, + "structural_overlay_score": 71.386889, + "structural_overlay_rr": 1.603742, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.405195, + "primary_prob": 39.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.107792, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.56209, + "range_504_ratio": 1.754335, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.345092, + "hold30_r": 3.869746 + }, + { + "symbol": "PH", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.431818, + "strategy_rank": 76.517239, + "production_rank": 79.155432, + "structural_overlay_pass": false, + "structural_overlay_score": 75.19766, + "structural_overlay_rr": 2.148292, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.62179, + "primary_prob": 23.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.432686, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.619515, + "range_504_ratio": 1.858026, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.57872, + "hold30_r": 3.743331 + }, + { + "symbol": "PHM", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.5, + "strategy_rank": 90.460884, + "production_rank": 92.807256, + "structural_overlay_pass": false, + "structural_overlay_score": 88.166893, + "structural_overlay_rr": 1.506958, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.09637, + "primary_prob": 28.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 3.144555, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.899875, + "range_504_ratio": 2.459295, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.055059, + "hold30_r": 6.152713 + }, + { + "symbol": "PLTR", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.931818, + "strategy_rank": 97.54615, + "production_rank": 97.341373, + "structural_overlay_pass": false, + "structural_overlay_score": 92.474304, + "structural_overlay_rr": 1.546228, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.504022, + "primary_prob": 43.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.256034, + "raw_level_count": 108, + "gate_level_count": 108, + "range_504_log": 1.535172, + "range_504_ratio": 4.642123, + "range_factor_pass": true, + "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": 86.136364, + "strategy_rank": 76.928108, + "production_rank": 79.997526, + "structural_overlay_pass": false, + "structural_overlay_score": 75.99765, + "structural_overlay_rr": 1.959394, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.910889, + "primary_prob": 20.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 4.366333, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.73132, + "range_504_ratio": 2.077821, + "range_factor_pass": false, + "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": 87.272727, + "strategy_rank": 77.451453, + "production_rank": 80.725211, + "structural_overlay_pass": false, + "structural_overlay_score": 76.688951, + "structural_overlay_rr": 2.116667, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.700514, + "primary_prob": 49.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.050771, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 0.81811, + "range_504_ratio": 2.266212, + "range_factor_pass": false, + "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": 97.727273, + "strategy_rank": 93.987322, + "production_rank": 95.233972, + "structural_overlay_pass": false, + "structural_overlay_score": 90.472274, + "structural_overlay_rr": 0.943692, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.636885, + "primary_prob": 22.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 18, + "primary_distance_atr": 3.955327, + "raw_level_count": 93, + "gate_level_count": 93, + "range_504_log": 1.290059, + "range_504_ratio": 3.633001, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.599903, + "hold30_r": 6.454229 + }, + { + "symbol": "ROST", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.022727, + "strategy_rank": 63.586657, + "production_rank": 69.398681, + "structural_overlay_pass": false, + "structural_overlay_score": 65.928747, + "structural_overlay_rr": 1.329397, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.407045, + "primary_prob": 54.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.110568, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.577528, + "range_504_ratio": 1.781629, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.071504, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.659091, + "strategy_rank": 99.659323, + "production_rank": 99.659246, + "structural_overlay_pass": false, + "structural_overlay_score": 94.676283, + "structural_overlay_rr": 0.83492, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.010272, + "primary_prob": 31.3, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 12.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.515408, + "raw_level_count": 117, + "gate_level_count": 117, + "range_504_log": 2.348145, + "range_504_ratio": 10.466139, + "range_factor_pass": true, + "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": 88.181818, + "strategy_rank": 82.441558, + "production_rank": 84.354978, + "structural_overlay_pass": false, + "structural_overlay_score": 80.137229, + "structural_overlay_rr": 1.104842, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.814437, + "primary_prob": 51.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.221655, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.678572, + "range_504_ratio": 1.971061, + "range_factor_pass": false, + "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": 82.727273, + "strategy_rank": 69.371676, + "production_rank": 73.823542, + "structural_overlay_pass": false, + "structural_overlay_score": 70.132364, + "structural_overlay_rr": 1.853933, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.360438, + "primary_prob": 25.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 3.540656, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.512708, + "range_504_ratio": 1.669807, + "range_factor_pass": false, + "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": 91.363636, + "strategy_rank": 70.31509, + "production_rank": 77.331272, + "structural_overlay_pass": false, + "structural_overlay_score": 73.464708, + "structural_overlay_rr": 1.800492, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.883552, + "primary_prob": 31.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.825329, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.632012, + "range_504_ratio": 1.881392, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.823591, + "hold30_r": 5.040579 + }, + { + "symbol": "TJX", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.954545, + "strategy_rank": 58.850495, + "production_rank": 66.885178, + "structural_overlay_pass": false, + "structural_overlay_score": 63.540919, + "structural_overlay_rr": 1.491879, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.470303, + "primary_prob": 21.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.205455, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.557725, + "range_504_ratio": 1.746694, + "range_factor_pass": false, + "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": 91.590909, + "strategy_rank": 92.344929, + "production_rank": 92.093589, + "structural_overlay_pass": false, + "structural_overlay_score": 87.48891, + "structural_overlay_rr": 1.638337, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.429062, + "primary_prob": 35.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 82.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.143593, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.922793, + "range_504_ratio": 2.516308, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.393991, + "hold30_r": 0.382457 + }, + { + "symbol": "UBER", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.431818, + "strategy_rank": 92.360776, + "production_rank": 93.051123, + "structural_overlay_pass": false, + "structural_overlay_score": 88.398567, + "structural_overlay_rr": 1.807038, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.776563, + "primary_prob": 32.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 59, + "primary_distance_atr": 2.664845, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 0.911302, + "range_504_ratio": 2.48756, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.03892, + "hold30_r": -1.0 + }, + { + "symbol": "UHS", + "date": "2023-10-19", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.5, + "strategy_rank": 73.906463, + "production_rank": 76.770975, + "structural_overlay_pass": false, + "structural_overlay_score": 72.932426, + "structural_overlay_rr": 1.628457, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.397288, + "primary_prob": 25.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 3.595931, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.653398, + "range_504_ratio": 1.922061, + "range_factor_pass": false, + "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": 84.886364, + "strategy_rank": 85.372835, + "production_rank": 85.210678, + "structural_overlay_pass": false, + "structural_overlay_score": 80.950144, + "structural_overlay_rr": 2.212725, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.217514, + "primary_prob": 26.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 3.326271, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.758725, + "range_504_ratio": 2.135551, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.035414, + "hold30_r": -1.0 + }, + { + "symbol": "VRSK", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.977273, + "strategy_rank": 64.0562, + "production_rank": 70.696557, + "structural_overlay_pass": false, + "structural_overlay_score": 67.16173, + "structural_overlay_rr": 1.451936, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.427276, + "primary_prob": 37.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 96.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.140914, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.46832, + "range_504_ratio": 1.597309, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.077294, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.431818, + "strategy_rank": 99.160096, + "production_rank": 99.25067, + "structural_overlay_pass": false, + "structural_overlay_score": 94.288136, + "structural_overlay_rr": 0.925538, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.900277, + "primary_prob": 36.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.350416, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 1.715236, + "range_504_ratio": 5.55799, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.875597, + "hold30_r": 2.545838 + }, + { + "symbol": "VST", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.772727, + "strategy_rank": 76.004174, + "production_rank": 80.593692, + "structural_overlay_pass": false, + "structural_overlay_score": 76.564007, + "structural_overlay_rr": 1.408993, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.689356, + "primary_prob": 49.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.034035, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.59396, + "range_504_ratio": 1.811146, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.63637, + "hold30_r": 3.440594 + }, + { + "symbol": "WDAY", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.75, + "strategy_rank": 82.808673, + "production_rank": 83.122449, + "structural_overlay_pass": false, + "structural_overlay_score": 78.966327, + "structural_overlay_rr": 2.337307, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.906445, + "primary_prob": 20.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 4.359667, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.871843, + "range_504_ratio": 2.391314, + "range_factor_pass": false, + "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": 84.659091, + "strategy_rank": 71.812384, + "production_rank": 76.09462, + "structural_overlay_pass": false, + "structural_overlay_score": 72.289889, + "structural_overlay_rr": 0.999383, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.119655, + "primary_prob": 45.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 129, + "primary_distance_atr": 1.679482, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.565213, + "range_504_ratio": 1.759823, + "range_factor_pass": false, + "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": 86.590909, + "strategy_rank": 71.259895, + "production_rank": 76.370233, + "structural_overlay_pass": false, + "structural_overlay_score": 72.551721, + "structural_overlay_rr": 1.972266, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.571605, + "primary_prob": 35.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.357407, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.834517, + "range_504_ratio": 2.3037, + "range_factor_pass": false, + "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": 94.659091, + "strategy_rank": 88.77837, + "production_rank": 90.738611, + "structural_overlay_pass": false, + "structural_overlay_score": 86.20168, + "structural_overlay_rr": 1.810133, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.708379, + "primary_prob": 33.63, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.562568, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.853482, + "range_504_ratio": 2.347809, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.664375, + "hold30_r": -1.0 + }, + { + "symbol": "ACGL", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.165533, + "strategy_rank": 78.807728, + "production_rank": 84.926996, + "structural_overlay_pass": false, + "structural_overlay_score": 80.680647, + "structural_overlay_rr": 0.900477, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.398426, + "primary_prob": 20.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.097639, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.776892, + "range_504_ratio": 2.174702, + "range_factor_pass": false, + "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": 90.816327, + "strategy_rank": 88.039754, + "production_rank": 88.965278, + "structural_overlay_pass": false, + "structural_overlay_score": 84.517014, + "structural_overlay_rr": 1.176158, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.604496, + "primary_prob": 35.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.406744, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.934634, + "range_504_ratio": 2.546282, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.560739, + "hold30_r": 4.072543 + }, + { + "symbol": "AJG", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.673469, + "strategy_rank": 59.284098, + "production_rank": 67.413889, + "structural_overlay_pass": false, + "structural_overlay_score": 64.043194, + "structural_overlay_rr": 1.466726, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.466726, + "primary_prob": 19.09, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.200089, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.47942, + "range_504_ratio": 1.615137, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.38139, + "hold30_r": 2.054623 + }, + { + "symbol": "ALGN", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.641723, + "strategy_rank": 90.534727, + "production_rank": 89.570392, + "structural_overlay_pass": false, + "structural_overlay_score": 85.091873, + "structural_overlay_rr": 3.821348, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.617301, + "primary_prob": 27.53, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 62.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.425952, + "raw_level_count": 100, + "gate_level_count": 100, + "range_504_log": 1.422159, + "range_504_ratio": 4.146062, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.597693, + "hold30_r": 1.577943 + }, + { + "symbol": "AMAT", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.589569, + "strategy_rank": 88.254327, + "production_rank": 89.032741, + "structural_overlay_pass": false, + "structural_overlay_score": 84.581104, + "structural_overlay_rr": 2.399193, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.008419, + "primary_prob": 29.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 75, + "primary_distance_atr": 3.012628, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.853984, + "range_504_ratio": 2.348988, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.967317, + "hold30_r": 2.651337 + }, + { + "symbol": "AMD", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.0839, + "strategy_rank": 93.767327, + "production_rank": 93.539518, + "structural_overlay_pass": false, + "structural_overlay_score": 88.862542, + "structural_overlay_rr": 1.977271, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.914928, + "primary_prob": 30.58, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 73, + "primary_distance_atr": 2.872391, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 1.103182, + "range_504_ratio": 3.013742, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.882349, + "hold30_r": 6.130008 + }, + { + "symbol": "ANET", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.258503, + "strategy_rank": 96.702219, + "production_rank": 96.554314, + "structural_overlay_pass": false, + "structural_overlay_score": 91.726598, + "structural_overlay_rr": 1.616134, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.962344, + "primary_prob": 24.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 74.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.943516, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 0.801913, + "range_504_ratio": 2.229803, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.929847, + "hold30_r": 5.185313 + }, + { + "symbol": "APO", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.671202, + "strategy_rank": 85.919163, + "production_rank": 88.836509, + "structural_overlay_pass": false, + "structural_overlay_score": 84.394684, + "structural_overlay_rr": 1.976428, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.806397, + "primary_prob": 30.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 94.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.709596, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.714187, + "range_504_ratio": 2.042525, + "range_factor_pass": false, + "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": 98.979592, + "strategy_rank": 98.912411, + "production_rank": 98.934805, + "structural_overlay_pass": false, + "structural_overlay_score": 93.988064, + "structural_overlay_rr": 1.881076, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.571095, + "primary_prob": 35.94, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.356643, + "raw_level_count": 118, + "gate_level_count": 118, + "range_504_log": 2.541705, + "range_504_ratio": 12.701313, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.539956, + "hold30_r": 0.42381 + }, + { + "symbol": "ARES", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.961451, + "strategy_rank": 77.807405, + "production_rank": 80.858754, + "structural_overlay_pass": false, + "structural_overlay_score": 76.815816, + "structural_overlay_rr": 1.190539, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.094676, + "primary_prob": 35.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.642015, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.746719, + "range_504_ratio": 2.110066, + "range_factor_pass": false, + "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": 96.938776, + "strategy_rank": 93.920491, + "production_rank": 94.926586, + "structural_overlay_pass": false, + "structural_overlay_score": 90.180257, + "structural_overlay_rr": 1.775335, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.225912, + "primary_prob": 43.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.838868, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.802247, + "range_504_ratio": 2.230547, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.184688, + "hold30_r": 2.929225 + }, + { + "symbol": "AXON", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.630385, + "strategy_rank": 92.703261, + "production_rank": 92.678969, + "structural_overlay_pass": true, + "structural_overlay_score": 93.045021, + "structural_overlay_rr": 2.106236, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.684433, + "primary_prob": 34.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.52665, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 1.025131, + "range_504_ratio": 2.787462, + "range_factor_pass": true, + "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": 84.46712, + "strategy_rank": 77.147346, + "production_rank": 79.587271, + "structural_overlay_pass": false, + "structural_overlay_score": 75.607907, + "structural_overlay_rr": 1.831775, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.822391, + "primary_prob": 31.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.733587, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.765908, + "range_504_ratio": 2.150947, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.777276, + "hold30_r": 8.263901 + }, + { + "symbol": "BKNG", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.804989, + "strategy_rank": 86.984307, + "production_rank": 89.924534, + "structural_overlay_pass": false, + "structural_overlay_score": 85.428307, + "structural_overlay_rr": 2.618191, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.623468, + "primary_prob": 23.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 3.935202, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.698775, + "range_504_ratio": 2.011288, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.570838, + "hold30_r": 5.106618 + }, + { + "symbol": "BKR", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.734694, + "strategy_rank": 75.748222, + "production_rank": 79.41038, + "structural_overlay_pass": false, + "structural_overlay_score": 75.439861, + "structural_overlay_rr": 0.866866, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.490337, + "primary_prob": 37.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.235505, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.667094, + "range_504_ratio": 1.948567, + "range_factor_pass": false, + "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": 98.526077, + "strategy_rank": 97.407168, + "production_rank": 97.780138, + "structural_overlay_pass": false, + "structural_overlay_score": 92.891131, + "structural_overlay_rr": 1.988401, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.766383, + "primary_prob": 32.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.649575, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 1.165308, + "range_504_ratio": 3.206911, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.733557, + "hold30_r": 6.217728 + }, + { + "symbol": "BRO", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.952381, + "strategy_rank": 59.042232, + "production_rank": 66.345615, + "structural_overlay_pass": false, + "structural_overlay_score": 63.028334, + "structural_overlay_rr": 1.869294, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.793575, + "primary_prob": 32.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.690362, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.344837, + "range_504_ratio": 1.41176, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.728174, + "hold30_r": 2.723038 + }, + { + "symbol": "BSX", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.85941, + "strategy_rank": 67.00747, + "production_rank": 71.958117, + "structural_overlay_pass": false, + "structural_overlay_score": 68.360211, + "structural_overlay_rr": 2.317793, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.784585, + "primary_prob": 32.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 57, + "primary_distance_atr": 2.676878, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.459442, + "range_504_ratio": 1.58319, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.732315, + "hold30_r": 2.714338 + }, + { + "symbol": "CARR", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.136054, + "strategy_rank": 83.592976, + "production_rank": 85.774002, + "structural_overlay_pass": false, + "structural_overlay_score": 81.485302, + "structural_overlay_rr": 0.73229, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.871192, + "primary_prob": 31.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 56, + "primary_distance_atr": 2.806787, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.595478, + "range_504_ratio": 1.813897, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.836373, + "hold30_r": 3.32808 + }, + { + "symbol": "CAT", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.548753, + "strategy_rank": 82.413991, + "production_rank": 84.458912, + "structural_overlay_pass": false, + "structural_overlay_score": 80.235966, + "structural_overlay_rr": 1.758753, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.581349, + "primary_prob": 35.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.372023, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.604255, + "range_504_ratio": 1.829888, + "range_factor_pass": false, + "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": 93.764172, + "strategy_rank": 94.616821, + "production_rank": 94.332605, + "structural_overlay_pass": false, + "structural_overlay_score": 89.615975, + "structural_overlay_rr": 1.014533, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.937989, + "primary_prob": 44.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 66.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.406983, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 1.420482, + "range_504_ratio": 4.139116, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.911655, + "hold30_r": 7.804991 + }, + { + "symbol": "CDNS", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.723356, + "strategy_rank": 86.129426, + "production_rank": 87.994069, + "structural_overlay_pass": false, + "structural_overlay_score": 83.594366, + "structural_overlay_rr": 1.854902, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.384534, + "primary_prob": 28.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.076801, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.659406, + "range_504_ratio": 1.933643, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.337991, + "hold30_r": 2.978111 + }, + { + "symbol": "CMCSA", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.868481, + "strategy_rank": 71.349565, + "production_rank": 76.855871, + "structural_overlay_pass": false, + "structural_overlay_score": 73.013077, + "structural_overlay_rr": 1.884992, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.170377, + "primary_prob": 27.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 3.255566, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.653814, + "range_504_ratio": 1.92286, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.117312, + "hold30_r": 1.999255 + }, + { + "symbol": "COR", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.632653, + "strategy_rank": 57.61797, + "production_rank": 65.622865, + "structural_overlay_pass": false, + "structural_overlay_score": 62.341721, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.355853, + "primary_prob": 29.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.033779, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.538535, + "range_504_ratio": 1.713494, + "range_factor_pass": false, + "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": 87.414966, + "strategy_rank": 76.767399, + "production_rank": 80.316588, + "structural_overlay_pass": false, + "structural_overlay_score": 76.300759, + "structural_overlay_rr": 2.112324, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.126901, + "primary_prob": 27.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 72, + "primary_distance_atr": 3.190351, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.556297, + "range_504_ratio": 1.744202, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.074014, + "hold30_r": 3.183803 + }, + { + "symbol": "CPRT", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.950113, + "strategy_rank": 75.224808, + "production_rank": 80.79991, + "structural_overlay_pass": false, + "structural_overlay_score": 76.759914, + "structural_overlay_rr": 1.674339, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.011456, + "primary_prob": 48.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 61, + "primary_distance_atr": 1.517184, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.617774, + "range_504_ratio": 1.854795, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.952076, + "hold30_r": 2.917398 + }, + { + "symbol": "CRH", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.537415, + "strategy_rank": 78.032752, + "production_rank": 83.200973, + "structural_overlay_pass": false, + "structural_overlay_score": 79.040924, + "structural_overlay_rr": 2.791223, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.665544, + "primary_prob": 34.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.498316, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.665214, + "range_504_ratio": 1.944907, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.617637, + "hold30_r": 5.799492 + }, + { + "symbol": "CVNA", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.886621, + "strategy_rank": 99.886698, + "production_rank": 99.886673, + "structural_overlay_pass": false, + "structural_overlay_score": 94.892339, + "structural_overlay_rr": 1.788042, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.780523, + "primary_prob": 41.46, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 24.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.170784, + "raw_level_count": 134, + "gate_level_count": 134, + "range_504_log": 4.46801, + "range_504_ratio": 87.183099, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.766631, + "hold30_r": 2.663802 + }, + { + "symbol": "DASH", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.351474, + "strategy_rank": 92.164584, + "production_rank": 93.22688, + "structural_overlay_pass": false, + "structural_overlay_score": 88.565536, + "structural_overlay_rr": 2.129659, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.76859, + "primary_prob": 32.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.652884, + "raw_level_count": 110, + "gate_level_count": 110, + "range_504_log": 1.827613, + "range_504_ratio": 6.219023, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.738069, + "hold30_r": 6.224084 + }, + { + "symbol": "DD", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.725624, + "strategy_rank": 66.485312, + "production_rank": 71.232083, + "structural_overlay_pass": false, + "structural_overlay_score": 67.670478, + "structural_overlay_rr": 1.650456, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.312222, + "primary_prob": 41.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 103, + "primary_distance_atr": 1.968333, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.542155, + "range_504_ratio": 1.719709, + "range_factor_pass": false, + "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": 86.054422, + "strategy_rank": 79.208683, + "production_rank": 81.490596, + "structural_overlay_pass": false, + "structural_overlay_score": 77.416066, + "structural_overlay_rr": 1.653949, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.02074, + "primary_prob": 29.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 3.03111, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.981991, + "range_504_ratio": 2.669766, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.970516, + "hold30_r": 10.926617 + }, + { + "symbol": "DELL", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.845805, + "strategy_rank": 96.184371, + "production_rank": 96.738182, + "structural_overlay_pass": false, + "structural_overlay_score": 91.901273, + "structural_overlay_rr": 1.524444, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.226107, + "primary_prob": 36.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 65.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.83916, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.79467, + "range_504_ratio": 2.21371, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.179915, + "hold30_r": 1.500098 + }, + { + "symbol": "DHI", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.77551, + "strategy_rank": 81.452812, + "production_rank": 83.893711, + "structural_overlay_pass": false, + "structural_overlay_score": 79.699026, + "structural_overlay_rr": 2.238309, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.835544, + "primary_prob": 31.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.753316, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.803306, + "range_504_ratio": 2.23291, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.785613, + "hold30_r": 9.040672 + }, + { + "symbol": "EG", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.68254, + "strategy_rank": 74.112619, + "production_rank": 79.302593, + "structural_overlay_pass": false, + "structural_overlay_score": 75.337463, + "structural_overlay_rr": 2.030757, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.854045, + "primary_prob": 45.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 59.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.281068, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.518438, + "range_504_ratio": 1.679403, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.796815, + "hold30_r": 0.116486 + }, + { + "symbol": "EME", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.031746, + "strategy_rank": 84.495978, + "production_rank": 88.341234, + "structural_overlay_pass": false, + "structural_overlay_score": 83.924172, + "structural_overlay_rr": 2.175577, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.125032, + "primary_prob": 45.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.687548, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.866537, + "range_504_ratio": 2.37866, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.074489, + "hold30_r": 1.065852 + }, + { + "symbol": "ERIE", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.693878, + "strategy_rank": 83.686167, + "production_rank": 84.02207, + "structural_overlay_pass": false, + "structural_overlay_score": 79.820967, + "structural_overlay_rr": 1.48857, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.259473, + "primary_prob": 25.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.889209, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.683508, + "range_504_ratio": 1.980815, + "range_factor_pass": false, + "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": 91.043084, + "strategy_rank": 83.78672, + "production_rank": 86.205508, + "structural_overlay_pass": false, + "structural_overlay_score": 81.895232, + "structural_overlay_rr": 1.435702, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.312374, + "primary_prob": 25.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 3.468561, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.67436, + "range_504_ratio": 1.962776, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.267656, + "hold30_r": 4.067912 + }, + { + "symbol": "FDX", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.712018, + "strategy_rank": 78.626015, + "production_rank": 84.654682, + "structural_overlay_pass": false, + "structural_overlay_score": 80.421948, + "structural_overlay_rr": 2.489189, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.946315, + "primary_prob": 30.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.919473, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.646676, + "range_504_ratio": 1.909184, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.89735, + "hold30_r": 4.756227 + }, + { + "symbol": "FICO", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.29932, + "strategy_rank": 85.540293, + "production_rank": 89.793302, + "structural_overlay_pass": false, + "structural_overlay_score": 85.303637, + "structural_overlay_rr": 1.713319, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.528355, + "primary_prob": 36.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.292533, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 1.01563, + "range_504_ratio": 2.761102, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.489422, + "hold30_r": 7.148128 + }, + { + "symbol": "FIX", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.444444, + "strategy_rank": 83.588487, + "production_rank": 87.207139, + "structural_overlay_pass": false, + "structural_overlay_score": 82.846782, + "structural_overlay_rr": 2.167311, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.16853, + "primary_prob": 27.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 20, + "primary_distance_atr": 3.252794, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 0.953257, + "range_504_ratio": 2.594146, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.121721, + "hold30_r": 6.161184 + }, + { + "symbol": "FSLR", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.147392, + "strategy_rank": 88.992315, + "production_rank": 87.710674, + "structural_overlay_pass": false, + "structural_overlay_score": 83.32514, + "structural_overlay_rr": 2.184647, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.618445, + "primary_prob": 35.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.427668, + "raw_level_count": 99, + "gate_level_count": 99, + "range_504_log": 1.359082, + "range_504_ratio": 3.892617, + "range_factor_pass": true, + "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": 93.99093, + "strategy_rank": 79.436185, + "production_rank": 84.287766, + "structural_overlay_pass": false, + "structural_overlay_score": 80.073378, + "structural_overlay_rr": 1.530398, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.351887, + "primary_prob": 40.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.027831, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.677168, + "range_504_ratio": 1.968296, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.303938, + "hold30_r": 2.598004 + }, + { + "symbol": "GWW", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.106576, + "strategy_rank": 66.353336, + "production_rank": 71.937749, + "structural_overlay_pass": false, + "structural_overlay_score": 68.340862, + "structural_overlay_rr": 1.825675, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.957685, + "primary_prob": 50.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.436527, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.65405, + "range_504_ratio": 1.923314, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.897316, + "hold30_r": 4.503088 + }, + { + "symbol": "HUBB", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.920635, + "strategy_rank": 76.10734, + "production_rank": 79.045105, + "structural_overlay_pass": false, + "structural_overlay_score": 75.09285, + "structural_overlay_rr": 1.802949, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.434978, + "primary_prob": 24.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 3.652467, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.692089, + "range_504_ratio": 1.997885, + "range_factor_pass": false, + "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": 80.498866, + "strategy_rank": 62.661424, + "production_rank": 68.607238, + "structural_overlay_pass": false, + "structural_overlay_score": 65.176876, + "structural_overlay_rr": 1.26836, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.661124, + "primary_prob": 34.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.491686, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.627562, + "range_504_ratio": 1.873039, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.594196, + "hold30_r": 7.536567 + }, + { + "symbol": "JBL", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.124717, + "strategy_rank": 93.295446, + "production_rank": 93.905203, + "structural_overlay_pass": false, + "structural_overlay_score": 89.209943, + "structural_overlay_rr": 3.384207, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "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": 70, + "gate_level_count": 70, + "range_504_log": 1.063721, + "range_504_ratio": 2.897131, + "range_factor_pass": true, + "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": 86.281179, + "strategy_rank": 85.543884, + "production_rank": 85.789649, + "structural_overlay_pass": false, + "structural_overlay_score": 81.500167, + "structural_overlay_rr": 2.170447, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.845957, + "primary_prob": 26.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 73.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.768935, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.731953, + "range_504_ratio": 2.079137, + "range_factor_pass": false, + "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": 87.188209, + "strategy_rank": 80.205954, + "production_rank": 82.533372, + "structural_overlay_pass": false, + "structural_overlay_score": 78.406704, + "structural_overlay_rr": 2.013635, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.43744, + "primary_prob": 24.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 3.65616, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.756346, + "range_504_ratio": 2.130476, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.38891, + "hold30_r": 8.323411 + }, + { + "symbol": "LII", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.857143, + "strategy_rank": 84.785068, + "production_rank": 87.47576, + "structural_overlay_pass": false, + "structural_overlay_score": 83.101972, + "structural_overlay_rr": 1.761506, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.278042, + "primary_prob": 33.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.917063, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.765194, + "range_504_ratio": 2.149412, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.240523, + "hold30_r": 3.274532 + }, + { + "symbol": "LIN", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.405896, + "strategy_rank": 58.613086, + "production_rank": 66.210689, + "structural_overlay_pass": false, + "structural_overlay_score": 62.900155, + "structural_overlay_rr": 1.52434, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.050411, + "primary_prob": 47.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 1.575617, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.405364, + "range_504_ratio": 1.499848, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.976704, + "hold30_r": 3.080108 + }, + { + "symbol": "LLY", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.485261, + "strategy_rank": 91.397149, + "production_rank": 93.093186, + "structural_overlay_pass": false, + "structural_overlay_score": 88.438527, + "structural_overlay_rr": 1.358925, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.338963, + "primary_prob": 23.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.008445, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.999495, + "range_504_ratio": 2.71691, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.292065, + "hold30_r": 1.236242 + }, + { + "symbol": "LRCX", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.310658, + "strategy_rank": 91.143252, + "production_rank": 91.865721, + "structural_overlay_pass": false, + "structural_overlay_score": 87.272435, + "structural_overlay_rr": 2.359438, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.120065, + "primary_prob": 28.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 57, + "primary_distance_atr": 3.180098, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.893059, + "range_504_ratio": 2.44259, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.079738, + "hold30_r": 4.069958 + }, + { + "symbol": "LVS", + "date": "2023-10-26", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.240363, + "strategy_rank": 81.162824, + "production_rank": 82.18867, + "structural_overlay_pass": false, + "structural_overlay_score": 78.079237, + "structural_overlay_rr": 4.33298, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 3.055614, + "primary_prob": 34.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 4.583422, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.820295, + "range_504_ratio": 2.271169, + "range_factor_pass": false, + "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": 98.752834, + "strategy_rank": 90.846441, + "production_rank": 93.481906, + "structural_overlay_pass": false, + "structural_overlay_score": 88.80781, + "structural_overlay_rr": 2.011639, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.80304, + "primary_prob": 21.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 4.20456, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 1.390458, + "range_504_ratio": 4.016687, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.764575, + "hold30_r": 2.961451 + }, + { + "symbol": "MPC", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.229025, + "strategy_rank": 80.820046, + "production_rank": 83.623039, + "structural_overlay_pass": false, + "structural_overlay_score": 79.441887, + "structural_overlay_rr": 1.192888, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.192888, + "primary_prob": 34.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.789332, + "raw_level_count": 93, + "gate_level_count": 93, + "range_504_log": 0.985228, + "range_504_ratio": 2.678421, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.136551, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.446712, + "strategy_rank": 87.971522, + "production_rank": 86.463252, + "structural_overlay_pass": false, + "structural_overlay_score": 82.140089, + "structural_overlay_rr": 1.885465, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.780585, + "primary_prob": 41.51, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 70.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.670878, + "raw_level_count": 104, + "gate_level_count": 104, + "range_504_log": 1.905456, + "range_504_ratio": 6.722474, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.755711, + "hold30_r": 5.591398 + }, + { + "symbol": "NOW", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.507937, + "strategy_rank": 83.021619, + "production_rank": 84.183725, + "structural_overlay_pass": false, + "structural_overlay_score": 79.974539, + "structural_overlay_rr": 1.720036, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.01305, + "primary_prob": 29.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 3.019576, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.741796, + "range_504_ratio": 2.099703, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.974652, + "hold30_r": 5.16265 + }, + { + "symbol": "NVDA", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.433107, + "strategy_rank": 98.856568, + "production_rank": 99.048748, + "structural_overlay_pass": false, + "structural_overlay_score": 94.09631, + "structural_overlay_rr": 1.908412, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.800948, + "primary_prob": 32.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.701422, + "raw_level_count": 109, + "gate_level_count": 109, + "range_504_log": 1.536937, + "range_504_ratio": 4.650324, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.769092, + "hold30_r": 2.835703 + }, + { + "symbol": "NVR", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.600907, + "strategy_rank": 71.866336, + "production_rank": 76.444527, + "structural_overlay_pass": false, + "structural_overlay_score": 72.6223, + "structural_overlay_rr": 2.340088, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.932265, + "primary_prob": 30.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 53, + "primary_distance_atr": 2.898398, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.601393, + "range_504_ratio": 1.824659, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.887804, + "hold30_r": 4.543242 + }, + { + "symbol": "ODFL", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.002268, + "strategy_rank": 85.140954, + "production_rank": 86.428058, + "structural_overlay_pass": false, + "structural_overlay_score": 82.106655, + "structural_overlay_rr": 1.581135, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.020461, + "primary_prob": 29.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 3.030691, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.638554, + "range_504_ratio": 1.89374, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.035029, + "hold30_r": -0.016103 + }, + { + "symbol": "ON", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.312925, + "strategy_rank": 84.462939, + "production_rank": 83.746268, + "structural_overlay_pass": false, + "structural_overlay_score": 79.558954, + "structural_overlay_rr": 1.561655, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.862073, + "primary_prob": 26.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 75.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.79311, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.934301, + "range_504_ratio": 2.545434, + "range_factor_pass": false, + "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": 89.909297, + "strategy_rank": 87.710264, + "production_rank": 88.443275, + "structural_overlay_pass": false, + "structural_overlay_score": 84.021111, + "structural_overlay_rr": 1.659339, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.144951, + "primary_prob": 22.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 72.0, + "primary_rejection_count": 16, + "primary_distance_atr": 3.217426, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.741169, + "range_504_ratio": 2.098388, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.095901, + "hold30_r": 3.226831 + }, + { + "symbol": "PANW", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.455782, + "strategy_rank": 90.548912, + "production_rank": 90.184535, + "structural_overlay_pass": false, + "structural_overlay_score": 85.675309, + "structural_overlay_rr": 1.891844, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.77559, + "primary_prob": 56.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.163385, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.698653, + "range_504_ratio": 2.011042, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.735157, + "hold30_r": 5.217762 + }, + { + "symbol": "PCAR", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.095238, + "strategy_rank": 73.069382, + "production_rank": 78.078, + "structural_overlay_pass": false, + "structural_overlay_score": 74.1741, + "structural_overlay_rr": 1.016879, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.870049, + "primary_prob": 53.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 1.305074, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.56209, + "range_504_ratio": 1.754335, + "range_factor_pass": false, + "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": 85.37415, + "strategy_rank": 76.560547, + "production_rank": 79.498415, + "structural_overlay_pass": false, + "structural_overlay_score": 75.523494, + "structural_overlay_rr": 1.823924, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.187487, + "primary_prob": 44.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.78123, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.619515, + "range_504_ratio": 1.858026, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.140387, + "hold30_r": 4.371199 + }, + { + "symbol": "PHM", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.072562, + "strategy_rank": 91.252604, + "production_rank": 93.525923, + "structural_overlay_pass": false, + "structural_overlay_score": 88.849627, + "structural_overlay_rr": 0.847732, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.431171, + "primary_prob": 38.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.146756, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.899875, + "range_504_ratio": 2.459295, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.38898, + "hold30_r": 6.99007 + }, + { + "symbol": "PKG", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.879819, + "strategy_rank": 70.640307, + "production_rank": 74.720144, + "structural_overlay_pass": false, + "structural_overlay_score": 70.984137, + "structural_overlay_rr": 1.708077, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.090856, + "primary_prob": 46.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.636284, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.421423, + "range_504_ratio": 1.524128, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.025775, + "hold30_r": 2.860044 + }, + { + "symbol": "PLTR", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.619048, + "strategy_rank": 98.027903, + "production_rank": 97.891618, + "structural_overlay_pass": false, + "structural_overlay_score": 92.997037, + "structural_overlay_rr": 1.860562, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.867082, + "primary_prob": 31.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.800622, + "raw_level_count": 110, + "gate_level_count": 110, + "range_504_log": 1.535172, + "range_504_ratio": 4.642123, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.844425, + "hold30_r": 1.837445 + }, + { + "symbol": "PNR", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.362812, + "strategy_rank": 75.980213, + "production_rank": 80.774412, + "structural_overlay_pass": false, + "structural_overlay_score": 76.735692, + "structural_overlay_rr": 2.985077, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.89528, + "primary_prob": 20.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 4.34292, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.73132, + "range_504_ratio": 2.077821, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.851572, + "hold30_r": 3.388942 + }, + { + "symbol": "PWR", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.013605, + "strategy_rank": 74.997307, + "production_rank": 78.00274, + "structural_overlay_pass": false, + "structural_overlay_score": 74.102603, + "structural_overlay_rr": 1.817331, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.647277, + "primary_prob": 26.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.470916, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 0.81811, + "range_504_ratio": 2.266212, + "range_factor_pass": false, + "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": 97.39229, + "strategy_rank": 93.661029, + "production_rank": 94.904782, + "structural_overlay_pass": false, + "structural_overlay_score": 90.159543, + "structural_overlay_rr": 0.668492, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.654272, + "primary_prob": 29.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 74.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.481408, + "raw_level_count": 93, + "gate_level_count": 93, + "range_504_log": 1.290059, + "range_504_ratio": 3.633001, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.618259, + "hold30_r": 8.166857 + }, + { + "symbol": "ROP", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.272109, + "strategy_rank": 56.428033, + "production_rank": 64.376058, + "structural_overlay_pass": false, + "structural_overlay_score": 61.157255, + "structural_overlay_rr": 1.600873, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.430161, + "primary_prob": 38.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 95, + "primary_distance_atr": 2.145241, + "raw_level_count": 24, + "gate_level_count": 24, + "range_504_log": 0.356717, + "range_504_ratio": 1.428632, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.354774, + "hold30_r": 4.411384 + }, + { + "symbol": "SMCI", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.659864, + "strategy_rank": 99.660095, + "production_rank": 99.660018, + "structural_overlay_pass": false, + "structural_overlay_score": 94.677017, + "structural_overlay_rr": 1.602269, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.602269, + "primary_prob": 28.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 66.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.403404, + "raw_level_count": 116, + "gate_level_count": 116, + "range_504_log": 2.348145, + "range_504_ratio": 10.466139, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.583908, + "hold30_r": 1.268783 + }, + { + "symbol": "SNPS", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.269841, + "strategy_rank": 85.744093, + "production_rank": 87.586009, + "structural_overlay_pass": false, + "structural_overlay_score": 83.206708, + "structural_overlay_rr": 1.023379, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.704627, + "primary_prob": 14.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.55694, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.678572, + "range_504_ratio": 1.971061, + "range_factor_pass": false, + "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": 80.045351, + "strategy_rank": 68.282877, + "production_rank": 72.203702, + "structural_overlay_pass": false, + "structural_overlay_score": 68.593517, + "structural_overlay_rr": 2.19697, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.777492, + "primary_prob": 29.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 84.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.666238, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.512708, + "range_504_ratio": 1.669807, + "range_factor_pass": false, + "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": 92.176871, + "strategy_rank": 70.462724, + "production_rank": 77.700773, + "structural_overlay_pass": false, + "structural_overlay_score": 73.815734, + "structural_overlay_rr": 1.725615, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.436194, + "primary_prob": 24.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 3.654291, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.632012, + "range_504_ratio": 1.881392, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.374692, + "hold30_r": 6.237465 + }, + { + "symbol": "TRGP", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.086168, + "strategy_rank": 67.844933, + "production_rank": 72.592011, + "structural_overlay_pass": false, + "structural_overlay_score": 68.962411, + "structural_overlay_rr": 0.816458, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.786471, + "primary_prob": 42.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.179706, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.623959, + "range_504_ratio": 1.866302, + "range_factor_pass": false, + "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": 81.179138, + "strategy_rank": 70.705487, + "production_rank": 74.196704, + "structural_overlay_pass": false, + "structural_overlay_score": 70.486869, + "structural_overlay_rr": 1.620546, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.185084, + "primary_prob": 27.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 3.277626, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.562407, + "range_504_ratio": 1.754891, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.137982, + "hold30_r": 5.851568 + }, + { + "symbol": "UBER", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.897959, + "strategy_rank": 93.068843, + "production_rank": 93.678548, + "structural_overlay_pass": false, + "structural_overlay_score": 88.994621, + "structural_overlay_rr": 1.614323, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.978856, + "primary_prob": 29.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 65, + "primary_distance_atr": 2.968284, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.911302, + "range_504_ratio": 2.48756, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.943871, + "hold30_r": 9.077794 + }, + { + "symbol": "UHS", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.539683, + "strategy_rank": 74.237054, + "production_rank": 77.004597, + "structural_overlay_pass": false, + "structural_overlay_score": 73.154367, + "structural_overlay_rr": 1.595808, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.081782, + "primary_prob": 28.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 3.122673, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.653398, + "range_504_ratio": 1.922061, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.037724, + "hold30_r": 2.344221 + }, + { + "symbol": "URI", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.496599, + "strategy_rank": 89.737664, + "production_rank": 90.323976, + "structural_overlay_pass": false, + "structural_overlay_score": 85.807777, + "structural_overlay_rr": 2.521399, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.800663, + "primary_prob": 32.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.700995, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.758725, + "range_504_ratio": 2.135551, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.765916, + "hold30_r": 3.928048 + }, + { + "symbol": "VRSK", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.827664, + "strategy_rank": 64.966243, + "production_rank": 71.92005, + "structural_overlay_pass": false, + "structural_overlay_score": 68.324048, + "structural_overlay_rr": 1.758843, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.633437, + "primary_prob": 34.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.450156, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.46832, + "range_504_ratio": 1.597309, + "range_factor_pass": false, + "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": 99.206349, + "strategy_rank": 98.935395, + "production_rank": 99.025713, + "structural_overlay_pass": false, + "structural_overlay_score": 94.074427, + "structural_overlay_rr": 0.772723, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.762318, + "primary_prob": 45.56, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 41.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.143477, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 1.715236, + "range_504_ratio": 5.55799, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.742921, + "hold30_r": 3.416521 + }, + { + "symbol": "VST", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.217687, + "strategy_rank": 79.527042, + "production_rank": 84.423923, + "structural_overlay_pass": false, + "structural_overlay_score": 80.202727, + "structural_overlay_rr": 0.785943, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.840152, + "primary_prob": 41.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.260228, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.59396, + "range_504_ratio": 1.811146, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.783891, + "hold30_r": 3.471421 + }, + { + "symbol": "WDAY", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.321995, + "strategy_rank": 86.056166, + "production_rank": 86.811443, + "structural_overlay_pass": false, + "structural_overlay_score": 82.47087, + "structural_overlay_rr": 1.619345, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.303039, + "primary_prob": 25.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 66, + "primary_distance_atr": 3.454558, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.871843, + "range_504_ratio": 2.391314, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.256182, + "hold30_r": 7.669516 + }, + { + "symbol": "WELL", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.786848, + "strategy_rank": 71.512785, + "production_rank": 75.604139, + "structural_overlay_pass": false, + "structural_overlay_score": 71.823932, + "structural_overlay_rr": 1.422486, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.551056, + "primary_prob": 36.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 134, + "primary_distance_atr": 2.326583, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.565213, + "range_504_ratio": 1.759823, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.488947, + "hold30_r": 1.750154 + }, + { + "symbol": "WST", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.403628, + "strategy_rank": 81.073942, + "production_rank": 84.850504, + "structural_overlay_pass": false, + "structural_overlay_score": 80.607979, + "structural_overlay_rr": 1.931649, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.771159, + "primary_prob": 32.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 67, + "primary_distance_atr": 2.656738, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.834517, + "range_504_ratio": 2.3037, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.733687, + "hold30_r": 0.854026 + }, + { + "symbol": "WYNN", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.578231, + "strategy_rank": 90.049558, + "production_rank": 91.892449, + "structural_overlay_pass": false, + "structural_overlay_score": 87.297827, + "structural_overlay_rr": 2.081303, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.867073, + "primary_prob": 31.25, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.80061, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.853482, + "range_504_ratio": 2.347809, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.823662, + "hold30_r": -1.0 + }, + { + "symbol": "ACGL", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.145631, + "strategy_rank": 81.004525, + "production_rank": 85.718227, + "structural_overlay_pass": false, + "structural_overlay_score": 81.432316, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "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": 68, + "gate_level_count": 68, + "range_504_log": 0.812144, + "range_504_ratio": 2.252734, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.048925, + "hold30_r": -1.0 + }, + { + "symbol": "ADBE", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.685005, + "strategy_rank": 90.424068, + "production_rank": 92.177714, + "structural_overlay_pass": false, + "structural_overlay_score": 87.568828, + "structural_overlay_rr": 1.914715, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.713346, + "primary_prob": 48.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 99.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.570019, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.934634, + "range_504_ratio": 2.546282, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.664791, + "hold30_r": 1.128471 + }, + { + "symbol": "ALGN", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.929881, + "strategy_rank": 95.67589, + "production_rank": 95.42722, + "structural_overlay_pass": false, + "structural_overlay_score": 90.655859, + "structural_overlay_rr": 3.992725, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.63423, + "primary_prob": 27.25, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 62.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.451345, + "raw_level_count": 100, + "gate_level_count": 100, + "range_504_log": 1.422159, + "range_504_ratio": 4.146062, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.613047, + "hold30_r": 3.452397 + }, + { + "symbol": "AMAT", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.527508, + "strategy_rank": 90.496166, + "production_rank": 91.506614, + "structural_overlay_pass": false, + "structural_overlay_score": 86.931283, + "structural_overlay_rr": 2.027284, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.647345, + "primary_prob": 49.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.471017, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.853984, + "range_504_ratio": 2.348988, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.601203, + "hold30_r": 3.904324 + }, + { + "symbol": "AMD", + "date": "2023-11-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 96.763754, + "strategy_rank": 96.24916, + "production_rank": 96.420691, + "structural_overlay_pass": false, + "structural_overlay_score": 91.599657, + "structural_overlay_rr": 1.841895, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.30279, + "primary_prob": 40.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 3.454185, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 1.103182, + "range_504_ratio": 3.013742, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.268212, + "hold30_r": 5.021645 + }, + { + "symbol": "AMZN", + "date": "2023-11-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.445523, + "strategy_rank": 81.554385, + "production_rank": 81.518098, + "structural_overlay_pass": false, + "structural_overlay_score": 77.442193, + "structural_overlay_rr": 1.907882, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.951274, + "primary_prob": 35.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 4.426911, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.837283, + "range_504_ratio": 2.310082, + "range_factor_pass": false, + "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": 94.066882, + "strategy_rank": 86.449616, + "production_rank": 88.988705, + "structural_overlay_pass": false, + "structural_overlay_score": 84.53927, + "structural_overlay_rr": 1.171997, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.724543, + "primary_prob": 21.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.586814, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.714187, + "range_504_ratio": 2.042525, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.682976, + "hold30_r": 2.559636 + }, + { + "symbol": "APP", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.813376, + "strategy_rank": 98.814143, + "production_rank": 98.813887, + "structural_overlay_pass": false, + "structural_overlay_score": 93.873193, + "structural_overlay_rr": 1.545749, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.716036, + "primary_prob": 59.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 54, + "primary_distance_atr": 1.074054, + "raw_level_count": 119, + "gate_level_count": 119, + "range_504_log": 2.541705, + "range_504_ratio": 12.701313, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.682006, + "hold30_r": 1.179578 + }, + { + "symbol": "ARES", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.710895, + "strategy_rank": 73.129381, + "production_rank": 76.656553, + "structural_overlay_pass": false, + "structural_overlay_score": 72.823725, + "structural_overlay_rr": 0.735029, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.608854, + "primary_prob": 16.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.413281, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.746719, + "range_504_ratio": 2.110066, + "range_factor_pass": false, + "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": 97.411003, + "strategy_rank": 94.377153, + "production_rank": 95.388437, + "structural_overlay_pass": false, + "structural_overlay_score": 90.619015, + "structural_overlay_rr": 1.418633, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.121041, + "primary_prob": 52.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 59.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.681561, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.802247, + "range_504_ratio": 2.230547, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.07346, + "hold30_r": 7.055483 + }, + { + "symbol": "AXON", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.154261, + "strategy_rank": 91.418316, + "production_rank": 91.330298, + "structural_overlay_pass": true, + "structural_overlay_score": 91.763783, + "structural_overlay_rr": 2.313956, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.92615, + "primary_prob": 36.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.889225, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 1.025131, + "range_504_ratio": 2.787462, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.875676, + "hold30_r": 5.486242 + }, + { + "symbol": "BA", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.407767, + "strategy_rank": 78.601691, + "production_rank": 81.203716, + "structural_overlay_pass": false, + "structural_overlay_score": 77.14353, + "structural_overlay_rr": 1.622944, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.529897, + "primary_prob": 51.69, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 77, + "primary_distance_atr": 2.294846, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.765908, + "range_504_ratio": 2.150947, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.478551, + "hold30_r": 9.661719 + }, + { + "symbol": "BKNG", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.900755, + "strategy_rank": 86.344737, + "production_rank": 89.530077, + "structural_overlay_pass": false, + "structural_overlay_score": 85.053573, + "structural_overlay_rr": 1.769744, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.775189, + "primary_prob": 32.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.662783, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.698775, + "range_504_ratio": 2.011288, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.718472, + "hold30_r": 6.398921 + }, + { + "symbol": "BLDR", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.381877, + "strategy_rank": 97.026625, + "production_rank": 97.478376, + "structural_overlay_pass": true, + "structural_overlay_score": 97.604457, + "structural_overlay_rr": 2.152573, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.74981, + "primary_prob": 39.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.624716, + "raw_level_count": 91, + "gate_level_count": 91, + "range_504_log": 1.165308, + "range_504_ratio": 3.206911, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.71608, + "hold30_r": 5.739045 + }, + { + "symbol": "BSX", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.2589, + "strategy_rank": 66.579507, + "production_rank": 71.139305, + "structural_overlay_pass": false, + "structural_overlay_score": 67.58234, + "structural_overlay_rr": 0.907312, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.292247, + "primary_prob": 47.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.938371, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.459442, + "range_504_ratio": 1.58319, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.235162, + "hold30_r": 1.787995 + }, + { + "symbol": "CARR", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.02589, + "strategy_rank": 82.156336, + "production_rank": 84.112854, + "structural_overlay_pass": false, + "structural_overlay_score": 79.907211, + "structural_overlay_rr": 1.747917, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.7123, + "primary_prob": 33.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 69, + "primary_distance_atr": 2.56845, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.595478, + "range_504_ratio": 1.813897, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.67226, + "hold30_r": 2.948718 + }, + { + "symbol": "CASY", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.906149, + "strategy_rank": 71.488987, + "production_rank": 74.628041, + "structural_overlay_pass": false, + "structural_overlay_score": 70.896639, + "structural_overlay_rr": 1.699441, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.699441, + "primary_prob": 14.17, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.549161, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.508997, + "range_504_ratio": 1.663623, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.630919, + "hold30_r": -0.385949 + }, + { + "symbol": "CCL", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.507012, + "strategy_rank": 92.45071, + "production_rank": 91.802811, + "structural_overlay_pass": false, + "structural_overlay_score": 87.21267, + "structural_overlay_rr": 1.777778, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.896456, + "primary_prob": 41.1, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 43.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.344685, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 1.420482, + "range_504_ratio": 4.139116, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.867868, + "hold30_r": 8.06006 + }, + { + "symbol": "CDNS", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.714132, + "strategy_rank": 88.097524, + "production_rank": 90.30306, + "structural_overlay_pass": false, + "structural_overlay_score": 85.787907, + "structural_overlay_rr": 1.199481, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.873669, + "primary_prob": 49.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.310504, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.659406, + "range_504_ratio": 1.933643, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.822086, + "hold30_r": 2.852591 + }, + { + "symbol": "CMCSA", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.673139, + "strategy_rank": 72.275718, + "production_rank": 77.741525, + "structural_overlay_pass": false, + "structural_overlay_score": 73.854449, + "structural_overlay_rr": 1.822618, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.509682, + "primary_prob": 52.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.264524, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.653814, + "range_504_ratio": 1.92286, + "range_factor_pass": false, + "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": 83.063646, + "strategy_rank": 71.126253, + "production_rank": 75.105384, + "structural_overlay_pass": false, + "structural_overlay_score": 71.350115, + "structural_overlay_rr": 1.572922, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.627063, + "primary_prob": 33.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.440595, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.597628, + "range_504_ratio": 1.817802, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.567734, + "hold30_r": 3.439356 + }, + { + "symbol": "COIN", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.075512, + "strategy_rank": 92.95598, + "production_rank": 91.995824, + "structural_overlay_pass": false, + "structural_overlay_score": 87.396033, + "structural_overlay_rr": 1.841116, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.940144, + "primary_prob": 48.67, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 13.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.410216, + "raw_level_count": 117, + "gate_level_count": 117, + "range_504_log": 2.458952, + "range_504_ratio": 11.692552, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.918051, + "hold30_r": 8.265434 + }, + { + "symbol": "CPAY", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.760518, + "strategy_rank": 72.04528, + "production_rank": 76.617026, + "structural_overlay_pass": false, + "structural_overlay_score": 72.786174, + "structural_overlay_rr": 2.054297, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.099117, + "primary_prob": 28.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 78, + "primary_distance_atr": 3.148676, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.543198, + "range_504_ratio": 1.721504, + "range_factor_pass": false, + "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": 94.282632, + "strategy_rank": 77.558661, + "production_rank": 83.133318, + "structural_overlay_pass": false, + "structural_overlay_score": 78.976652, + "structural_overlay_rr": 1.291421, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.130911, + "primary_prob": 42.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.696366, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.617774, + "range_504_ratio": 1.854795, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.070511, + "hold30_r": 2.442687 + }, + { + "symbol": "CRH", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.743258, + "strategy_rank": 80.410377, + "production_rank": 84.854671, + "structural_overlay_pass": false, + "structural_overlay_score": 80.611937, + "structural_overlay_rr": 0.72035, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.76565, + "primary_prob": 27.93, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.648475, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.665214, + "range_504_ratio": 1.944907, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.715035, + "hold30_r": 4.521134 + }, + { + "symbol": "CVNA", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.892125, + "strategy_rank": 99.892195, + "production_rank": 99.892172, + "structural_overlay_pass": false, + "structural_overlay_score": 94.897563, + "structural_overlay_rr": 1.688686, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.103265, + "primary_prob": 20.39, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 61.0, + "primary_rejection_count": 37, + "primary_distance_atr": 3.154897, + "raw_level_count": 134, + "gate_level_count": 134, + "range_504_log": 4.460226, + "range_504_ratio": 86.507042, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.088119, + "hold30_r": 5.436598 + }, + { + "symbol": "DASH", + "date": "2023-11-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 97.195254, + "strategy_rank": 95.29179, + "production_rank": 95.926278, + "structural_overlay_pass": false, + "structural_overlay_score": 91.129964, + "structural_overlay_rr": 0.953355, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.862685, + "primary_prob": 27.41, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 56.0, + "primary_rejection_count": 24, + "primary_distance_atr": 4.294028, + "raw_level_count": 111, + "gate_level_count": 111, + "range_504_log": 1.827613, + "range_504_ratio": 6.219023, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.030686, + "hold30_r": 2.408291 + }, + { + "symbol": "DD", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.416397, + "strategy_rank": 70.22108, + "production_rank": 74.286185, + "structural_overlay_pass": false, + "structural_overlay_score": 70.571876, + "structural_overlay_rr": 0.727552, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.815496, + "primary_prob": 21.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 103, + "primary_distance_atr": 4.223245, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.542155, + "range_504_ratio": 1.719709, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.057255, + "hold30_r": 2.142947 + }, + { + "symbol": "DELL", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.626753, + "strategy_rank": 95.658426, + "production_rank": 96.314535, + "structural_overlay_pass": false, + "structural_overlay_score": 91.498808, + "structural_overlay_rr": 1.587846, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.587846, + "primary_prob": 30.85, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.381768, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.79467, + "range_504_ratio": 2.21371, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.535565, + "hold30_r": 1.130912 + }, + { + "symbol": "DHI", + "date": "2023-11-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.81014, + "strategy_rank": 81.811555, + "production_rank": 83.811083, + "structural_overlay_pass": false, + "structural_overlay_score": 79.620529, + "structural_overlay_rr": 2.979864, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.72844, + "primary_prob": 25.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 18, + "primary_distance_atr": 4.09266, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.803306, + "range_504_ratio": 2.23291, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.679794, + "hold30_r": 7.696082 + }, + { + "symbol": "DVA", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.104639, + "strategy_rank": 90.338801, + "production_rank": 89.927414, + "structural_overlay_pass": false, + "structural_overlay_score": 85.431043, + "structural_overlay_rr": 1.114911, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.619676, + "primary_prob": 35.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.429514, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.648107, + "range_504_ratio": 1.911918, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.587539, + "hold30_r": 5.757416 + }, + { + "symbol": "EG", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.329018, + "strategy_rank": 73.067234, + "production_rank": 77.154496, + "structural_overlay_pass": false, + "structural_overlay_score": 73.296771, + "structural_overlay_rr": 1.652325, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.86579, + "primary_prob": 47.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 72.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.298685, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.518438, + "range_504_ratio": 1.679403, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.81336, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.80151, + "strategy_rank": 80.85955, + "production_rank": 84.50687, + "structural_overlay_pass": false, + "structural_overlay_score": 80.281527, + "structural_overlay_rr": 1.978612, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.996484, + "primary_prob": 49.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.494726, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.866537, + "range_504_ratio": 2.37866, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.943647, + "hold30_r": 1.178329 + }, + { + "symbol": "EQIX", + "date": "2023-11-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.03452, + "strategy_rank": 75.616414, + "production_rank": 78.422449, + "structural_overlay_pass": false, + "structural_overlay_score": 74.501327, + "structural_overlay_rr": 1.977735, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.003101, + "primary_prob": 44.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 60, + "primary_distance_atr": 3.004651, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.544916, + "range_504_ratio": 1.724464, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.949683, + "hold30_r": 1.41876 + }, + { + "symbol": "ERIE", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.847896, + "strategy_rank": 82.955853, + "production_rank": 82.919867, + "structural_overlay_pass": false, + "structural_overlay_score": 78.773874, + "structural_overlay_rr": 2.639185, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.107227, + "primary_prob": 43.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 86.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.66084, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.683508, + "range_504_ratio": 1.980815, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.051144, + "hold30_r": 4.669017 + }, + { + "symbol": "ETN", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.859763, + "strategy_rank": 83.375461, + "production_rank": 85.536895, + "structural_overlay_pass": false, + "structural_overlay_score": 81.26005, + "structural_overlay_rr": 1.945304, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.945304, + "primary_prob": 26.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.917957, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.67436, + "range_504_ratio": 1.962776, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.898097, + "hold30_r": 2.320388 + }, + { + "symbol": "FDX", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.548004, + "strategy_rank": 79.790277, + "production_rank": 85.376186, + "structural_overlay_pass": false, + "structural_overlay_score": 81.107377, + "structural_overlay_rr": 2.024908, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.917167, + "primary_prob": 30.55, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.875751, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.646676, + "range_504_ratio": 1.909184, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.863638, + "hold30_r": 3.68482 + }, + { + "symbol": "GE", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.01726, + "strategy_rank": 77.910467, + "production_rank": 82.612732, + "structural_overlay_pass": false, + "structural_overlay_score": 78.482095, + "structural_overlay_rr": 1.783856, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.602769, + "primary_prob": 35.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.404153, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.677168, + "range_504_ratio": 1.968296, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.554482, + "hold30_r": 3.460905 + }, + { + "symbol": "GOOG", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.880259, + "strategy_rank": 86.038786, + "production_rank": 88.319277, + "structural_overlay_pass": false, + "structural_overlay_score": 83.903313, + "structural_overlay_rr": 1.908029, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.597943, + "primary_prob": 35.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 70, + "primary_distance_atr": 2.396914, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.600291, + "range_504_ratio": 1.822648, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.548598, + "hold30_r": 1.009316 + }, + { + "symbol": "GOOGL", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.23301, + "strategy_rank": 85.456541, + "production_rank": 87.715364, + "structural_overlay_pass": false, + "structural_overlay_score": 83.329595, + "structural_overlay_rr": 2.534762, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.070677, + "primary_prob": 28.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 65, + "primary_distance_atr": 3.106015, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.597987, + "range_504_ratio": 1.818455, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.021706, + "hold30_r": 0.981409 + }, + { + "symbol": "HUBB", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.544768, + "strategy_rank": 77.157979, + "production_rank": 79.953575, + "structural_overlay_pass": false, + "structural_overlay_score": 75.955897, + "structural_overlay_rr": 1.598483, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.131444, + "primary_prob": 27.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 3.197167, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.692089, + "range_504_ratio": 1.997885, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.092741, + "hold30_r": 3.082915 + }, + { + "symbol": "HWM", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.121899, + "strategy_rank": 66.860679, + "production_rank": 71.614419, + "structural_overlay_pass": false, + "structural_overlay_score": 68.033698, + "structural_overlay_rr": 1.05906, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.455594, + "primary_prob": 40.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.183391, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.627562, + "range_504_ratio": 1.873039, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.398515, + "hold30_r": 2.691273 + }, + { + "symbol": "INTC", + "date": "2023-11-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.984898, + "strategy_rank": 84.450785, + "production_rank": 83.628822, + "structural_overlay_pass": false, + "structural_overlay_score": 79.447381, + "structural_overlay_rr": 2.317391, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 7.368229, + "primary_prob": 25.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 11.052343, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.827999, + "range_504_ratio": 2.288735, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.040541, + "hold30_r": 4.548754 + }, + { + "symbol": "IR", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.474649, + "strategy_rank": 70.605667, + "production_rank": 73.895328, + "structural_overlay_pass": false, + "structural_overlay_score": 70.200561, + "structural_overlay_rr": 1.84957, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.662933, + "primary_prob": 33.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.4944, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.586895, + "range_504_ratio": 1.798396, + "range_factor_pass": false, + "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": 98.597627, + "strategy_rank": 95.530718, + "production_rank": 96.553021, + "structural_overlay_pass": false, + "structural_overlay_score": 91.72537, + "structural_overlay_rr": 2.966186, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "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": 71, + "gate_level_count": 71, + "range_504_log": 1.063721, + "range_504_ratio": 2.897131, + "range_factor_pass": true, + "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": 88.888889, + "strategy_rank": 87.507475, + "production_rank": 87.967946, + "structural_overlay_pass": false, + "structural_overlay_score": 83.569549, + "structural_overlay_rr": 0.811053, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.262199, + "primary_prob": 38.05, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.893299, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.731953, + "range_504_ratio": 2.079137, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.218086, + "hold30_r": 4.318525 + }, + { + "symbol": "LEN", + "date": "2023-11-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.623517, + "strategy_rank": 80.819454, + "production_rank": 82.754142, + "structural_overlay_pass": false, + "structural_overlay_score": 78.616435, + "structural_overlay_rr": 2.412455, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.10957, + "primary_prob": 43.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 3.164355, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.756346, + "range_504_ratio": 2.130476, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.060318, + "hold30_r": 7.103459 + }, + { + "symbol": "LLY", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.332255, + "strategy_rank": 90.586507, + "production_rank": 92.501756, + "structural_overlay_pass": false, + "structural_overlay_score": 87.876668, + "structural_overlay_rr": 1.841512, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.773779, + "primary_prob": 57.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.160669, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.999495, + "range_504_ratio": 2.71691, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.729681, + "hold30_r": -0.313472 + }, + { + "symbol": "LRCX", + "date": "2023-11-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.096009, + "strategy_rank": 91.1629, + "production_rank": 91.80727, + "structural_overlay_pass": false, + "structural_overlay_score": 87.216906, + "structural_overlay_rr": 1.899555, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.397224, + "primary_prob": 40.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 3.595836, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.893059, + "range_504_ratio": 2.44259, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.353535, + "hold30_r": 5.26408 + }, + { + "symbol": "MCK", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.279396, + "strategy_rank": 64.754135, + "production_rank": 70.929222, + "structural_overlay_pass": false, + "structural_overlay_score": 67.382761, + "structural_overlay_rr": 0.696442, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.780588, + "primary_prob": 41.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.170882, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.784982, + "range_504_ratio": 2.192367, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.712189, + "hold30_r": -1.0 + }, + { + "symbol": "META", + "date": "2023-11-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.244876, + "strategy_rank": 91.075288, + "production_rank": 93.798484, + "structural_overlay_pass": false, + "structural_overlay_score": 89.10856, + "structural_overlay_rr": 1.641708, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.169981, + "primary_prob": 42.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 3.254972, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 1.390458, + "range_504_ratio": 4.016687, + "range_factor_pass": true, + "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": 83.495146, + "strategy_rank": 87.736161, + "production_rank": 86.322489, + "structural_overlay_pass": false, + "structural_overlay_score": 82.006365, + "structural_overlay_rr": 1.621703, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.563803, + "primary_prob": 51.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 62, + "primary_distance_atr": 2.345704, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.680807, + "range_504_ratio": 1.975472, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.531802, + "hold30_r": 5.481046 + }, + { + "symbol": "MSFT", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.378641, + "strategy_rank": 72.790452, + "production_rank": 77.653182, + "structural_overlay_pass": false, + "structural_overlay_score": 73.770523, + "structural_overlay_rr": 1.637178, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.297175, + "primary_prob": 37.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.945763, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.541449, + "range_504_ratio": 1.718495, + "range_factor_pass": false, + "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": 90.938511, + "strategy_rank": 93.237152, + "production_rank": 92.470938, + "structural_overlay_pass": true, + "structural_overlay_score": 92.847391, + "structural_overlay_rr": 2.221624, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 3.446119, + "primary_prob": 32.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 5.169178, + "raw_level_count": 104, + "gate_level_count": 104, + "range_504_log": 1.905456, + "range_504_ratio": 6.722474, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 3.418993, + "hold30_r": 3.492405 + }, + { + "symbol": "NFLX", + "date": "2023-11-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.466019, + "strategy_rank": 86.865718, + "production_rank": 86.065819, + "structural_overlay_pass": false, + "structural_overlay_score": 81.762528, + "structural_overlay_rr": 1.38682, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 5.399417, + "primary_prob": 27.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 21, + "primary_distance_atr": 8.099126, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 1.4606, + "range_504_ratio": 4.308543, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.044584, + "hold30_r": 2.487993 + }, + { + "symbol": "NOW", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.690399, + "strategy_rank": 78.474668, + "production_rank": 79.213245, + "structural_overlay_pass": false, + "structural_overlay_score": 75.252583, + "structural_overlay_rr": 1.727603, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.511624, + "primary_prob": 52.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.267436, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.741796, + "range_504_ratio": 2.099703, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.468446, + "hold30_r": 3.558245 + }, + { + "symbol": "NVDA", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.460626, + "strategy_rank": 98.782825, + "production_rank": 99.008759, + "structural_overlay_pass": false, + "structural_overlay_score": 94.058321, + "structural_overlay_rr": 1.728083, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.564998, + "primary_prob": 38.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.347497, + "raw_level_count": 110, + "gate_level_count": 110, + "range_504_log": 1.536937, + "range_504_ratio": 4.650324, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.529581, + "hold30_r": 2.189662 + }, + { + "symbol": "NVR", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.644013, + "strategy_rank": 75.667924, + "production_rank": 80.32662, + "structural_overlay_pass": false, + "structural_overlay_score": 76.310289, + "structural_overlay_rr": 2.200621, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.675534, + "primary_prob": 34.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.513301, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.601393, + "range_504_ratio": 1.824659, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.625257, + "hold30_r": 5.213091 + }, + { + "symbol": "ODFL", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.664509, + "strategy_rank": 87.437815, + "production_rank": 89.180047, + "structural_overlay_pass": false, + "structural_overlay_score": 84.721044, + "structural_overlay_rr": 1.888052, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.127278, + "primary_prob": 45.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.690917, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.638554, + "range_504_ratio": 1.89374, + "range_factor_pass": false, + "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": 89.320388, + "strategy_rank": 91.23256, + "production_rank": 90.59517, + "structural_overlay_pass": false, + "structural_overlay_score": 86.065411, + "structural_overlay_rr": 1.957249, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.70193, + "primary_prob": 33.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.552894, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.911364, + "range_504_ratio": 2.487712, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.680285, + "hold30_r": 3.089368 + }, + { + "symbol": "ORCL", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.722762, + "strategy_rank": 88.726601, + "production_rank": 89.391988, + "structural_overlay_pass": false, + "structural_overlay_score": 84.922388, + "structural_overlay_rr": 2.258594, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.80624, + "primary_prob": 47.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.70936, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.741169, + "range_504_ratio": 2.098388, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.749632, + "hold30_r": -1.104402 + }, + { + "symbol": "PANW", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.477886, + "strategy_rank": 91.709439, + "production_rank": 91.632255, + "structural_overlay_pass": false, + "structural_overlay_score": 87.050642, + "structural_overlay_rr": 0.82455, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.083979, + "primary_prob": 44.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.625968, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.698653, + "range_504_ratio": 2.011042, + "range_factor_pass": false, + "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": 88.24164, + "strategy_rank": 72.038254, + "production_rank": 77.439383, + "structural_overlay_pass": false, + "structural_overlay_score": 73.567414, + "structural_overlay_rr": 0.852905, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.705268, + "primary_prob": 59.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 1.057903, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.56209, + "range_504_ratio": 1.754335, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.646361, + "hold30_r": 4.139399 + }, + { + "symbol": "PH", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.192017, + "strategy_rank": 81.292431, + "production_rank": 82.925627, + "structural_overlay_pass": false, + "structural_overlay_score": 78.779345, + "structural_overlay_rr": 1.014098, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.041573, + "primary_prob": 46.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.562359, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.619515, + "range_504_ratio": 1.858026, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.996286, + "hold30_r": 2.743544 + }, + { + "symbol": "PHM", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.950378, + "strategy_rank": 91.654608, + "production_rank": 93.753198, + "structural_overlay_pass": false, + "structural_overlay_score": 89.065538, + "structural_overlay_rr": 1.526565, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.27688, + "primary_prob": 42.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.91532, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.899875, + "range_504_ratio": 2.459295, + "range_factor_pass": false, + "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": 84.25027, + "strategy_rank": 69.631809, + "production_rank": 74.504629, + "structural_overlay_pass": false, + "structural_overlay_score": 70.779398, + "structural_overlay_rr": 1.834619, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.346133, + "primary_prob": 46.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.0192, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.421423, + "range_504_ratio": 1.524128, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.071687, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2023-11-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.166127, + "strategy_rank": 98.554825, + "production_rank": 98.425259, + "structural_overlay_pass": true, + "structural_overlay_score": 98.503996, + "structural_overlay_rr": 2.290102, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.083125, + "primary_prob": 34.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 17, + "primary_distance_atr": 3.124687, + "raw_level_count": 110, + "gate_level_count": 110, + "range_504_log": 1.535172, + "range_504_ratio": 4.642123, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.059129, + "hold30_r": 0.153564 + }, + { + "symbol": "PNR", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.448759, + "strategy_rank": 77.857296, + "production_rank": 82.721117, + "structural_overlay_pass": false, + "structural_overlay_score": 78.585061, + "structural_overlay_rr": 2.435576, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.341195, + "primary_prob": 25.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 3.511793, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.73132, + "range_504_ratio": 2.077821, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.292992, + "hold30_r": 4.276941 + }, + { + "symbol": "RCL", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.979504, + "strategy_rank": 92.299, + "production_rank": 93.859168, + "structural_overlay_pass": true, + "structural_overlay_score": 94.16621, + "structural_overlay_rr": 2.746377, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.846201, + "primary_prob": 46.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.769301, + "raw_level_count": 93, + "gate_level_count": 93, + "range_504_log": 1.290059, + "range_504_ratio": 3.633001, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.807562, + "hold30_r": 7.481051 + }, + { + "symbol": "SMCI", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.676375, + "strategy_rank": 99.482828, + "production_rank": 99.547344, + "structural_overlay_pass": false, + "structural_overlay_score": 94.569976, + "structural_overlay_rr": 1.503081, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.767011, + "primary_prob": 55.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 92.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.150517, + "raw_level_count": 117, + "gate_level_count": 117, + "range_504_log": 2.348145, + "range_504_ratio": 10.466139, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.7487, + "hold30_r": 2.018058 + }, + { + "symbol": "SNPS", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.469256, + "strategy_rank": 88.303183, + "production_rank": 90.691874, + "structural_overlay_pass": false, + "structural_overlay_score": 86.15728, + "structural_overlay_rr": 1.352554, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.055689, + "primary_prob": 43.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.583533, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.678572, + "range_504_ratio": 1.971061, + "range_factor_pass": false, + "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": 85.113269, + "strategy_rank": 70.171322, + "production_rank": 75.151971, + "structural_overlay_pass": false, + "structural_overlay_score": 71.394373, + "structural_overlay_rr": 2.885779, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.206176, + "primary_prob": 27.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 108, + "primary_distance_atr": 3.309265, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.47469, + "range_504_ratio": 1.607515, + "range_factor_pass": false, + "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": 84.681769, + "strategy_rank": 85.337518, + "production_rank": 85.118935, + "structural_overlay_pass": false, + "structural_overlay_score": 80.862988, + "structural_overlay_rr": 1.909841, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.67712, + "primary_prob": 49.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.51568, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.907786, + "range_504_ratio": 2.478829, + "range_factor_pass": false, + "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": 87.594391, + "strategy_rank": 68.581951, + "production_rank": 74.919431, + "structural_overlay_pass": false, + "structural_overlay_score": 71.173459, + "structural_overlay_rr": 2.176415, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.694709, + "primary_prob": 30.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 83.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.542064, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.509416, + "range_504_ratio": 1.664319, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.638546, + "hold30_r": 1.927793 + }, + { + "symbol": "TDG", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.291262, + "strategy_rank": 70.663518, + "production_rank": 77.206099, + "structural_overlay_pass": false, + "structural_overlay_score": 73.345794, + "structural_overlay_rr": 1.609568, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.609568, + "primary_prob": 31.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.414352, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.632012, + "range_504_ratio": 1.881392, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.546024, + "hold30_r": 4.232514 + }, + { + "symbol": "TJX", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.661273, + "strategy_rank": 57.744161, + "production_rank": 65.716532, + "structural_overlay_pass": false, + "structural_overlay_score": 62.430705, + "structural_overlay_rr": 1.355046, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.334851, + "primary_prob": 38.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.002277, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.557725, + "range_504_ratio": 1.746694, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.252121, + "hold30_r": -1.0 + }, + { + "symbol": "TTD", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.311758, + "strategy_rank": 92.863979, + "production_rank": 93.013239, + "structural_overlay_pass": true, + "structural_overlay_score": 93.362577, + "structural_overlay_rr": 2.364053, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.752491, + "primary_prob": 47.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.628737, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 1.073426, + "range_504_ratio": 2.925385, + "range_factor_pass": true, + "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": 94.498382, + "strategy_rank": 91.563291, + "production_rank": 92.541655, + "structural_overlay_pass": false, + "structural_overlay_score": 87.914572, + "structural_overlay_rr": 1.102245, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.083703, + "primary_prob": 25.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 7, + "primary_distance_atr": 3.125555, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.911302, + "range_504_ratio": 2.48756, + "range_factor_pass": false, + "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": 84.897519, + "strategy_rank": 85.230201, + "production_rank": 85.119307, + "structural_overlay_pass": false, + "structural_overlay_score": 80.863341, + "structural_overlay_rr": 1.53786, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.891307, + "primary_prob": 33.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.83696, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.758725, + "range_504_ratio": 2.135551, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.854702, + "hold30_r": 5.86711 + }, + { + "symbol": "VRSK", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.839266, + "strategy_rank": 61.885441, + "production_rank": 70.203383, + "structural_overlay_pass": false, + "structural_overlay_score": 66.693214, + "structural_overlay_rr": 2.135431, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.726934, + "primary_prob": 31.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 92.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.5904, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.46832, + "range_504_ratio": 1.597309, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.666961, + "hold30_r": 0.669197 + }, + { + "symbol": "VRT", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.029126, + "strategy_rank": 98.835997, + "production_rank": 98.900373, + "structural_overlay_pass": false, + "structural_overlay_score": 93.955354, + "structural_overlay_rr": 0.934746, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.934746, + "primary_prob": 46.44, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.402119, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 1.715236, + "range_504_ratio": 5.55799, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.911018, + "hold30_r": 2.299772 + }, + { + "symbol": "WDAY", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.055016, + "strategy_rank": 85.093517, + "production_rank": 85.74735, + "structural_overlay_pass": false, + "structural_overlay_score": 81.459982, + "structural_overlay_rr": 1.615855, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.627078, + "primary_prob": 49.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 66, + "primary_distance_atr": 2.440618, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.871843, + "range_504_ratio": 2.391314, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.575015, + "hold30_r": 7.308783 + }, + { + "symbol": "WDC", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.632147, + "strategy_rank": 84.580931, + "production_rank": 83.931336, + "structural_overlay_pass": false, + "structural_overlay_score": 79.734769, + "structural_overlay_rr": 1.63098, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.898244, + "primary_prob": 30.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.847366, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.847154, + "range_504_ratio": 2.332997, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.869296, + "hold30_r": 2.92497 + }, + { + "symbol": "WELL", + "date": "2023-11-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.457389, + "strategy_rank": 75.483144, + "production_rank": 79.807892, + "structural_overlay_pass": false, + "structural_overlay_score": 75.817498, + "structural_overlay_rr": 1.633764, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.030439, + "primary_prob": 37.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 66.0, + "primary_rejection_count": 20, + "primary_distance_atr": 3.045658, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.565213, + "range_504_ratio": 1.759823, + "range_factor_pass": false, + "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": 96.116505, + "strategy_rank": 83.298776, + "production_rank": 87.571352, + "structural_overlay_pass": false, + "structural_overlay_score": 83.192785, + "structural_overlay_rr": 1.961062, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.798173, + "primary_prob": 32.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 67, + "primary_distance_atr": 2.69726, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.834517, + "range_504_ratio": 2.3037, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.759529, + "hold30_r": 1.794489 + }, + { + "symbol": "WYNN", + "date": "2023-11-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 85.976268, + "strategy_rank": 82.820632, + "production_rank": 83.87251, + "structural_overlay_pass": false, + "structural_overlay_score": 79.678885, + "structural_overlay_rr": 1.585909, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.437508, + "primary_prob": 24.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 3.656262, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.853482, + "range_504_ratio": 2.347809, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.260194, + "hold30_r": -1.214306 + }, + { + "symbol": "ACGL", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.902439, + "strategy_rank": 79.407204, + "production_rank": 84.238949, + "structural_overlay_pass": false, + "structural_overlay_score": 80.027002, + "structural_overlay_rr": 1.776572, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.443223, + "primary_prob": 19.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.164834, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.812144, + "range_504_ratio": 2.252734, + "range_factor_pass": false, + "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": 96.452328, + "strategy_rank": 90.894113, + "production_rank": 92.746851, + "structural_overlay_pass": false, + "structural_overlay_score": 88.109509, + "structural_overlay_rr": 2.355277, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.148488, + "primary_prob": 42.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 3.222732, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.934634, + "range_504_ratio": 2.546282, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.097275, + "hold30_r": 0.931208 + }, + { + "symbol": "AKAM", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.922395, + "strategy_rank": 64.776802, + "production_rank": 71.492, + "structural_overlay_pass": false, + "structural_overlay_score": 67.9174, + "structural_overlay_rr": 1.249766, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.249766, + "primary_prob": 57.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 65, + "primary_distance_atr": 1.874649, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.556477, + "range_504_ratio": 1.744515, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.174991, + "hold30_r": 3.347466 + }, + { + "symbol": "ALGN", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.015521, + "strategy_rank": 94.216825, + "production_rank": 93.81639, + "structural_overlay_pass": false, + "structural_overlay_score": 89.125571, + "structural_overlay_rr": 0.748408, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.974961, + "primary_prob": 49.57, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 98.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.462441, + "raw_level_count": 100, + "gate_level_count": 100, + "range_504_log": 1.422159, + "range_504_ratio": 4.146062, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.9511, + "hold30_r": 5.382979 + }, + { + "symbol": "AMAT", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.804878, + "strategy_rank": 86.297852, + "production_rank": 86.800194, + "structural_overlay_pass": false, + "structural_overlay_score": 82.460184, + "structural_overlay_rr": 1.361267, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.863168, + "primary_prob": 31.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.794751, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.853984, + "range_504_ratio": 2.348988, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.811094, + "hold30_r": 3.433539 + }, + { + "symbol": "AMD", + "date": "2023-11-09", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.456763, + "strategy_rank": 94.298542, + "production_rank": 94.351282, + "structural_overlay_pass": true, + "structural_overlay_score": 94.633718, + "structural_overlay_rr": 2.018844, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.494913, + "primary_prob": 29.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 3.742369, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 1.103182, + "range_504_ratio": 3.013742, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.456099, + "hold30_r": 4.464851 + }, + { + "symbol": "AMZN", + "date": "2023-11-09", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.470067, + "strategy_rank": 85.935669, + "production_rank": 86.780468, + "structural_overlay_pass": false, + "structural_overlay_score": 82.441445, + "structural_overlay_rr": 1.690117, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.869495, + "primary_prob": 36.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 4.304242, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.837283, + "range_504_ratio": 2.310082, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.051841, + "hold30_r": 2.363439 + }, + { + "symbol": "APO", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.144124, + "strategy_rank": 79.236649, + "production_rank": 81.205807, + "structural_overlay_pass": false, + "structural_overlay_score": 77.145517, + "structural_overlay_rr": 1.814185, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.945495, + "primary_prob": 46.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 76.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.418242, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.714187, + "range_504_ratio": 2.042525, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.900869, + "hold30_r": 1.94131 + }, + { + "symbol": "APP", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.780488, + "strategy_rank": 98.48409, + "production_rank": 98.582889, + "structural_overlay_pass": false, + "structural_overlay_score": 93.653745, + "structural_overlay_rr": 1.722102, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.146532, + "primary_prob": 52.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.719799, + "raw_level_count": 119, + "gate_level_count": 119, + "range_504_log": 2.541705, + "range_504_ratio": 12.701313, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.120424, + "hold30_r": -1.0 + }, + { + "symbol": "ARES", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.920177, + "strategy_rank": 74.978561, + "production_rank": 78.625767, + "structural_overlay_pass": false, + "structural_overlay_score": 74.694478, + "structural_overlay_rr": 1.47423, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.137621, + "primary_prob": 26.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.706432, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.746719, + "range_504_ratio": 2.110066, + "range_factor_pass": false, + "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": 94.900222, + "strategy_rank": 92.887109, + "production_rank": 93.558146, + "structural_overlay_pass": false, + "structural_overlay_score": 88.880239, + "structural_overlay_rr": 1.266122, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.211551, + "primary_prob": 30.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.817327, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 1.032756, + "range_504_ratio": 2.808797, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.171487, + "hold30_r": 4.024109 + }, + { + "symbol": "BKNG", + "date": "2023-11-09", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 96.008869, + "strategy_rank": 86.345281, + "production_rank": 89.566477, + "structural_overlay_pass": false, + "structural_overlay_score": 85.088153, + "structural_overlay_rr": 2.228172, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.005677, + "primary_prob": 28.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 13, + "primary_distance_atr": 3.008516, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.698775, + "range_504_ratio": 2.011288, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.947745, + "hold30_r": 5.056592 + }, + { + "symbol": "BLDR", + "date": "2023-11-09", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.115299, + "strategy_rank": 96.594617, + "production_rank": 97.101511, + "structural_overlay_pass": true, + "structural_overlay_score": 97.246435, + "structural_overlay_rr": 2.282876, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.190887, + "primary_prob": 30.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 18, + "primary_distance_atr": 3.286331, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 1.165308, + "range_504_ratio": 3.206911, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.155474, + "hold30_r": 6.724224 + }, + { + "symbol": "BR", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.91796, + "strategy_rank": 64.451844, + "production_rank": 71.940549, + "structural_overlay_pass": false, + "structural_overlay_score": 68.343522, + "structural_overlay_rr": 1.680536, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.424645, + "primary_prob": 38.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.136967, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.367539, + "range_504_ratio": 1.444177, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.350544, + "hold30_r": 4.939907 + }, + { + "symbol": "BSX", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.59867, + "strategy_rank": 66.121055, + "production_rank": 70.946927, + "structural_overlay_pass": false, + "structural_overlay_score": 67.399581, + "structural_overlay_rr": 1.574378, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.063753, + "primary_prob": 47.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 59, + "primary_distance_atr": 1.595629, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.459442, + "range_504_ratio": 1.58319, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.001566, + "hold30_r": 2.702458 + }, + { + "symbol": "CARR", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.700665, + "strategy_rank": 79.456029, + "production_rank": 81.204241, + "structural_overlay_pass": false, + "structural_overlay_score": 77.144029, + "structural_overlay_rr": 2.034701, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.709886, + "primary_prob": 33.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 69, + "primary_distance_atr": 2.564829, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.595478, + "range_504_ratio": 1.813897, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.664667, + "hold30_r": 2.990361 + }, + { + "symbol": "CCL", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.261641, + "strategy_rank": 86.556658, + "production_rank": 85.124986, + "structural_overlay_pass": false, + "structural_overlay_score": 80.868737, + "structural_overlay_rr": 0.869163, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.970874, + "primary_prob": 38.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.456311, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 1.390378, + "range_504_ratio": 4.016367, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.942418, + "hold30_r": 7.65141 + }, + { + "symbol": "CHD", + "date": "2023-11-09", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.596452, + "strategy_rank": 60.594338, + "production_rank": 67.595043, + "structural_overlay_pass": false, + "structural_overlay_score": 64.215291, + "structural_overlay_rr": 0.796917, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.614627, + "primary_prob": 23.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 88, + "primary_distance_atr": 3.92194, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.405845, + "range_504_ratio": 1.50057, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.059698, + "hold30_r": 0.749138 + }, + { + "symbol": "CMCSA", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.24612, + "strategy_rank": 72.770297, + "production_rank": 78.262238, + "structural_overlay_pass": false, + "structural_overlay_score": 74.349126, + "structural_overlay_rr": 1.946708, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.877065, + "primary_prob": 31.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.815598, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.653814, + "range_504_ratio": 1.92286, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.821132, + "hold30_r": 2.134428 + }, + { + "symbol": "CME", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.13969, + "strategy_rank": 62.388511, + "production_rank": 70.638904, + "structural_overlay_pass": false, + "structural_overlay_score": 67.106959, + "structural_overlay_rr": 0.995479, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.084882, + "primary_prob": 46.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 1.627323, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.433577, + "range_504_ratio": 1.542766, + "range_factor_pass": false, + "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": 85.587583, + "strategy_rank": 72.792103, + "production_rank": 77.057263, + "structural_overlay_pass": false, + "structural_overlay_score": 73.2044, + "structural_overlay_rr": 1.344086, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.876092, + "primary_prob": 51.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.314138, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.597628, + "range_504_ratio": 1.817802, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.805696, + "hold30_r": 3.519825 + }, + { + "symbol": "COIN", + "date": "2023-11-09", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 96.230599, + "strategy_rank": 97.195856, + "production_rank": 96.874104, + "structural_overlay_pass": true, + "structural_overlay_score": 97.030398, + "structural_overlay_rr": 2.571577, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.262797, + "primary_prob": 23.81, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 12.0, + "primary_rejection_count": 7, + "primary_distance_atr": 3.394195, + "raw_level_count": 117, + "gate_level_count": 117, + "range_504_log": 2.458952, + "range_504_ratio": 11.692552, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.240655, + "hold30_r": 9.849962 + }, + { + "symbol": "CPAY", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.361419, + "strategy_rank": 72.808622, + "production_rank": 77.659555, + "structural_overlay_pass": false, + "structural_overlay_score": 73.776577, + "structural_overlay_rr": 2.045295, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.66305, + "primary_prob": 34.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 63, + "primary_distance_atr": 2.494575, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.543198, + "range_504_ratio": 1.721504, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.611179, + "hold30_r": 5.518141 + }, + { + "symbol": "CRH", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.678492, + "strategy_rank": 80.877594, + "production_rank": 85.477893, + "structural_overlay_pass": false, + "structural_overlay_score": 81.203998, + "structural_overlay_rr": 1.090441, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.090441, + "primary_prob": 26.81, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.635662, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.665214, + "range_504_ratio": 1.944907, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.035788, + "hold30_r": 4.623845 + }, + { + "symbol": "CRM", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.248337, + "strategy_rank": 76.44271, + "production_rank": 80.377919, + "structural_overlay_pass": false, + "structural_overlay_score": 76.359023, + "structural_overlay_rr": 2.203183, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.925568, + "primary_prob": 30.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.888351, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.903225, + "range_504_ratio": 2.467548, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.86399, + "hold30_r": 8.25838 + }, + { + "symbol": "CRWD", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.685144, + "strategy_rank": 91.398144, + "production_rank": 91.493811, + "structural_overlay_pass": true, + "structural_overlay_score": 91.91912, + "structural_overlay_rr": 2.469508, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.648876, + "primary_prob": 49.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.473314, + "raw_level_count": 91, + "gate_level_count": 91, + "range_504_log": 1.174201, + "range_504_ratio": 3.235556, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.606783, + "hold30_r": 7.157082 + }, + { + "symbol": "CTSH", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.37694, + "strategy_rank": 65.833395, + "production_rank": 70.681243, + "structural_overlay_pass": false, + "structural_overlay_score": 67.147181, + "structural_overlay_rr": 0.797975, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.483151, + "primary_prob": 37.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 62, + "primary_distance_atr": 2.224726, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.599344, + "range_504_ratio": 1.820923, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.412761, + "hold30_r": 5.716152 + }, + { + "symbol": "CVNA", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.889135, + "strategy_rank": 99.889282, + "production_rank": 99.889233, + "structural_overlay_pass": false, + "structural_overlay_score": 94.894771, + "structural_overlay_rr": 1.750955, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.750955, + "primary_prob": 25.16, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 61.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.626433, + "raw_level_count": 136, + "gate_level_count": 136, + "range_504_log": 4.451066, + "range_504_ratio": 85.71831, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.737271, + "hold30_r": 5.464149 + }, + { + "symbol": "DASH", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.689579, + "strategy_rank": 90.166811, + "production_rank": 90.007734, + "structural_overlay_pass": false, + "structural_overlay_score": 85.507347, + "structural_overlay_rr": 0.919087, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.909638, + "primary_prob": 39.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.364457, + "raw_level_count": 111, + "gate_level_count": 111, + "range_504_log": 1.827613, + "range_504_ratio": 6.219023, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.880648, + "hold30_r": 2.743696 + }, + { + "symbol": "DHI", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.572062, + "strategy_rank": 85.992496, + "production_rank": 88.185685, + "structural_overlay_pass": false, + "structural_overlay_score": 83.776401, + "structural_overlay_rr": 2.26885, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.9417, + "primary_prob": 28.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.91255, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.803306, + "range_504_ratio": 2.23291, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.89379, + "hold30_r": 5.808148 + }, + { + "symbol": "EG", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.815965, + "strategy_rank": 70.885082, + "production_rank": 74.862043, + "structural_overlay_pass": false, + "structural_overlay_score": 71.118941, + "structural_overlay_rr": 1.78417, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.049203, + "primary_prob": 45.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 88.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.573805, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.518438, + "range_504_ratio": 1.679403, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.994138, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.241685, + "strategy_rank": 80.226795, + "production_rank": 83.898425, + "structural_overlay_pass": false, + "structural_overlay_score": 79.703504, + "structural_overlay_rr": 1.889676, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.351739, + "primary_prob": 29.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.027608, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.866537, + "range_504_ratio": 2.37866, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.294641, + "hold30_r": 0.944852 + }, + { + "symbol": "ETN", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.691796, + "strategy_rank": 82.316045, + "production_rank": 84.441296, + "structural_overlay_pass": false, + "structural_overlay_score": 80.219231, + "structural_overlay_rr": 1.282237, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.876912, + "primary_prob": 37.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.315368, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.67436, + "range_504_ratio": 1.962776, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.824794, + "hold30_r": 2.417603 + }, + { + "symbol": "FDX", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.232816, + "strategy_rank": 78.583501, + "production_rank": 84.133273, + "structural_overlay_pass": false, + "structural_overlay_score": 79.926609, + "structural_overlay_rr": 1.831971, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.25884, + "primary_prob": 26.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 3.388259, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.646676, + "range_504_ratio": 1.909184, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.201179, + "hold30_r": 0.817615 + }, + { + "symbol": "GOOG", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.45898, + "strategy_rank": 84.725922, + "production_rank": 87.636941, + "structural_overlay_pass": false, + "structural_overlay_score": 83.255094, + "structural_overlay_rr": 2.015777, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.989615, + "primary_prob": 29.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.984422, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.600291, + "range_504_ratio": 1.822648, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.93117, + "hold30_r": 2.447603 + }, + { + "symbol": "GOOGL", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.237251, + "strategy_rank": 84.30581, + "production_rank": 87.282957, + "structural_overlay_pass": false, + "structural_overlay_score": 82.918809, + "structural_overlay_rr": 2.17424, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.786348, + "primary_prob": 32.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 65, + "primary_distance_atr": 2.679522, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.597987, + "range_504_ratio": 1.818455, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.728414, + "hold30_r": 2.502169 + }, + { + "symbol": "HUBB", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.037694, + "strategy_rank": 75.411154, + "production_rank": 77.953334, + "structural_overlay_pass": false, + "structural_overlay_score": 74.055667, + "structural_overlay_rr": 2.176308, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.999489, + "primary_prob": 29.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.999234, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.692089, + "range_504_ratio": 1.997885, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.956671, + "hold30_r": 3.07831 + }, + { + "symbol": "INTU", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.259424, + "strategy_rank": 78.182259, + "production_rank": 79.874647, + "structural_overlay_pass": false, + "structural_overlay_score": 75.880915, + "structural_overlay_rr": 1.816182, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.685439, + "primary_prob": 34.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.528159, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.747819, + "range_504_ratio": 2.112388, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.631212, + "hold30_r": 5.771739 + }, + { + "symbol": "JBL", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.337029, + "strategy_rank": 95.425324, + "production_rank": 96.395892, + "structural_overlay_pass": false, + "structural_overlay_score": 91.576098, + "structural_overlay_rr": 0.768177, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.675601, + "primary_prob": 43.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.013402, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 1.063721, + "range_504_ratio": 2.897131, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.625155, + "hold30_r": -1.61823 + }, + { + "symbol": "KLAC", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.478936, + "strategy_rank": 84.168368, + "production_rank": 84.27189, + "structural_overlay_pass": false, + "structural_overlay_score": 80.058296, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.672761, + "primary_prob": 56.44, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.009141, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.733489, + "range_504_ratio": 2.082334, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.623386, + "hold30_r": 3.719683 + }, + { + "symbol": "LEN", + "date": "2023-11-09", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.798226, + "strategy_rank": 84.287235, + "production_rank": 86.457565, + "structural_overlay_pass": false, + "structural_overlay_score": 82.134687, + "structural_overlay_rr": 1.563209, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.443062, + "primary_prob": 20.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 3.664593, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.756346, + "range_504_ratio": 2.130476, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.393704, + "hold30_r": 5.73297 + }, + { + "symbol": "LLY", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.560976, + "strategy_rank": 92.895332, + "production_rank": 94.450546, + "structural_overlay_pass": false, + "structural_overlay_score": 89.728019, + "structural_overlay_rr": 1.237031, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.938661, + "primary_prob": 31.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.407991, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.999495, + "range_504_ratio": 2.71691, + "range_factor_pass": false, + "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": 86.696231, + "strategy_rank": 86.515176, + "production_rank": 86.575528, + "structural_overlay_pass": false, + "structural_overlay_score": 82.246751, + "structural_overlay_rr": 1.594546, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.594546, + "primary_prob": 35.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.391819, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.893059, + "range_504_ratio": 2.44259, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.544453, + "hold30_r": 4.995474 + }, + { + "symbol": "MAR", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.035477, + "strategy_rank": 69.884436, + "production_rank": 74.60145, + "structural_overlay_pass": false, + "structural_overlay_score": 70.871377, + "structural_overlay_rr": 1.715408, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.026442, + "primary_prob": 48.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.539663, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.47649, + "range_504_ratio": 1.610411, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.968607, + "hold30_r": 4.199487 + }, + { + "symbol": "META", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.445676, + "strategy_rank": 91.035814, + "production_rank": 93.839102, + "structural_overlay_pass": false, + "structural_overlay_score": 89.147147, + "structural_overlay_rr": 1.178837, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.798435, + "primary_prob": 32.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.697652, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 1.390458, + "range_504_ratio": 4.016687, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.748983, + "hold30_r": 2.533159 + }, + { + "symbol": "MPC", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.813747, + "strategy_rank": 72.941146, + "production_rank": 76.565347, + "structural_overlay_pass": false, + "structural_overlay_score": 72.737079, + "structural_overlay_rr": 2.001518, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.001518, + "primary_prob": 23.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 70.0, + "primary_rejection_count": 20, + "primary_distance_atr": 3.002276, + "raw_level_count": 93, + "gate_level_count": 93, + "range_504_log": 0.986168, + "range_504_ratio": 2.68094, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.956216, + "hold30_r": 1.448824 + }, + { + "symbol": "MPWR", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.257206, + "strategy_rank": 87.887329, + "production_rank": 86.677288, + "structural_overlay_pass": false, + "structural_overlay_score": 82.343424, + "structural_overlay_rr": 1.938396, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.766687, + "primary_prob": 32.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 59, + "primary_distance_atr": 2.65003, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.680807, + "range_504_ratio": 1.975472, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.733049, + "hold30_r": 4.730255 + }, + { + "symbol": "MSTR", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.676275, + "strategy_rank": 96.443591, + "production_rank": 96.187819, + "structural_overlay_pass": false, + "structural_overlay_score": 91.378428, + "structural_overlay_rr": 1.899834, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.983469, + "primary_prob": 44.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.975204, + "raw_level_count": 104, + "gate_level_count": 104, + "range_504_log": 1.905456, + "range_504_ratio": 6.722474, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.957248, + "hold30_r": 3.319403 + }, + { + "symbol": "NFLX", + "date": "2023-11-09", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.141907, + "strategy_rank": 87.815891, + "production_rank": 87.257896, + "structural_overlay_pass": true, + "structural_overlay_score": 87.895002, + "structural_overlay_rr": 3.091248, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 5.73352, + "primary_prob": 26.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 21, + "primary_distance_atr": 8.600279, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 1.4606, + "range_504_ratio": 4.308543, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.054029, + "hold30_r": 3.20298 + }, + { + "symbol": "NOW", + "date": "2023-11-09", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.467849, + "strategy_rank": 84.183786, + "production_rank": 85.94514, + "structural_overlay_pass": false, + "structural_overlay_score": 81.647883, + "structural_overlay_rr": 1.973761, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.368162, + "primary_prob": 38.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 89.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.552243, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.727061, + "range_504_ratio": 2.068991, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.319765, + "hold30_r": 3.037757 + }, + { + "symbol": "NVDA", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.223947, + "strategy_rank": 98.496498, + "production_rank": 98.738981, + "structural_overlay_pass": false, + "structural_overlay_score": 93.802032, + "structural_overlay_rr": 1.374681, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.016709, + "primary_prob": 45.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.525064, + "raw_level_count": 110, + "gate_level_count": 110, + "range_504_log": 1.536937, + "range_504_ratio": 4.650324, + "range_factor_pass": true, + "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": 92.128603, + "strategy_rank": 78.297969, + "production_rank": 82.90818, + "structural_overlay_pass": false, + "structural_overlay_score": 78.762771, + "structural_overlay_rr": 1.644548, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.413286, + "primary_prob": 38.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.119929, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.601393, + "range_504_ratio": 1.824659, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.360167, + "hold30_r": 5.204305 + }, + { + "symbol": "ODFL", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.243902, + "strategy_rank": 85.422387, + "production_rank": 87.029559, + "structural_overlay_pass": false, + "structural_overlay_score": 82.678081, + "structural_overlay_rr": 1.665102, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.833683, + "primary_prob": 54.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.250525, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.638554, + "range_504_ratio": 1.89374, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.793981, + "hold30_r": 1.409567 + }, + { + "symbol": "ON", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.039911, + "strategy_rank": 86.070322, + "production_rank": 84.726852, + "structural_overlay_pass": false, + "structural_overlay_score": 80.490509, + "structural_overlay_rr": 0.915759, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.973218, + "primary_prob": 20.26, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 99.0, + "primary_rejection_count": 33, + "primary_distance_atr": 4.459828, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.911364, + "range_504_ratio": 2.487712, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.948877, + "hold30_r": 3.718414 + }, + { + "symbol": "ORCL", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.463415, + "strategy_rank": 89.322403, + "production_rank": 90.036074, + "structural_overlay_pass": false, + "structural_overlay_score": 85.53427, + "structural_overlay_rr": 1.604911, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.604938, + "primary_prob": 50.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.407407, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.741169, + "range_504_ratio": 2.098388, + "range_factor_pass": false, + "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": 96.674058, + "strategy_rank": 95.122171, + "production_rank": 95.639467, + "structural_overlay_pass": false, + "structural_overlay_score": 90.857494, + "structural_overlay_rr": 0.984176, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.062037, + "primary_prob": 39.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.593055, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.698653, + "range_504_ratio": 2.011042, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.018999, + "hold30_r": 4.931701 + }, + { + "symbol": "PCAR", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.365854, + "strategy_rank": 69.987886, + "production_rank": 75.113875, + "structural_overlay_pass": false, + "structural_overlay_score": 71.358181, + "structural_overlay_rr": 1.463638, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.121232, + "primary_prob": 26.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.681848, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.56209, + "range_504_ratio": 1.754335, + "range_factor_pass": false, + "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": 97.89357, + "strategy_rank": 91.770532, + "production_rank": 93.811545, + "structural_overlay_pass": false, + "structural_overlay_score": 89.120967, + "structural_overlay_rr": 0.682292, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.260283, + "primary_prob": 40.5, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 16.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.890424, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.899875, + "range_504_ratio": 2.459295, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.214143, + "hold30_r": 6.136036 + }, + { + "symbol": "PKG", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.152993, + "strategy_rank": 67.237559, + "production_rank": 71.876037, + "structural_overlay_pass": false, + "structural_overlay_score": 68.282235, + "structural_overlay_rr": 0.796732, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.806714, + "primary_prob": 55.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.21007, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.421423, + "range_504_ratio": 1.524128, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.727828, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.558758, + "strategy_rank": 98.693118, + "production_rank": 98.648331, + "structural_overlay_pass": false, + "structural_overlay_score": 93.715915, + "structural_overlay_rr": 1.296105, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.261634, + "primary_prob": 28.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.892451, + "raw_level_count": 111, + "gate_level_count": 111, + "range_504_log": 1.492596, + "range_504_ratio": 4.44863, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.236443, + "hold30_r": -0.592899 + }, + { + "symbol": "PNR", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.350333, + "strategy_rank": 78.122054, + "production_rank": 82.864814, + "structural_overlay_pass": false, + "structural_overlay_score": 78.721573, + "structural_overlay_rr": 2.385679, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.27239, + "primary_prob": 26.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 3.408585, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.73132, + "range_504_ratio": 2.077821, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.221225, + "hold30_r": 4.716146 + }, + { + "symbol": "RCL", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.235033, + "strategy_rank": 90.236046, + "production_rank": 91.569042, + "structural_overlay_pass": false, + "structural_overlay_score": 86.99059, + "structural_overlay_rr": 1.706901, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.622876, + "primary_prob": 50.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.434313, + "raw_level_count": 93, + "gate_level_count": 93, + "range_504_log": 1.290059, + "range_504_ratio": 3.633001, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.585022, + "hold30_r": 7.278413 + }, + { + "symbol": "SMCI", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.667406, + "strategy_rank": 99.535396, + "production_rank": 99.579399, + "structural_overlay_pass": false, + "structural_overlay_score": 94.600429, + "structural_overlay_rr": 1.841318, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.059442, + "primary_prob": 29.87, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 12.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.589163, + "raw_level_count": 117, + "gate_level_count": 117, + "range_504_log": 2.348145, + "range_504_ratio": 10.466139, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.03873, + "hold30_r": 0.969526 + }, + { + "symbol": "STE", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.02439, + "strategy_rank": 67.879987, + "production_rank": 74.928121, + "structural_overlay_pass": false, + "structural_overlay_score": 71.181715, + "structural_overlay_rr": 4.340545, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.822995, + "primary_prob": 31.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 85, + "primary_distance_atr": 2.734493, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.47469, + "range_504_ratio": 1.607515, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.772336, + "hold30_r": 2.405154 + }, + { + "symbol": "STX", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.594235, + "strategy_rank": 83.941792, + "production_rank": 83.492607, + "structural_overlay_pass": false, + "structural_overlay_score": 79.317976, + "structural_overlay_rr": 2.036245, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.780351, + "primary_prob": 47.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.670526, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.907786, + "range_504_ratio": 2.478829, + "range_factor_pass": false, + "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": 81.818182, + "strategy_rank": 57.736303, + "production_rank": 65.763596, + "structural_overlay_pass": false, + "structural_overlay_score": 62.475416, + "structural_overlay_rr": 0.894238, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.872496, + "primary_prob": 36.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.308744, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.557725, + "range_504_ratio": 1.746694, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.782299, + "hold30_r": -1.0 + }, + { + "symbol": "TSLA", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.583149, + "strategy_rank": 90.149264, + "production_rank": 89.293892, + "structural_overlay_pass": false, + "structural_overlay_score": 84.829197, + "structural_overlay_rr": 2.030154, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.843964, + "primary_prob": 31.57, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 60, + "primary_distance_atr": 2.765945, + "raw_level_count": 93, + "gate_level_count": 93, + "range_504_log": 1.375009, + "range_504_ratio": 3.955112, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.81752, + "hold30_r": 2.679839 + }, + { + "symbol": "TTD", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.339246, + "strategy_rank": 95.753366, + "production_rank": 96.281993, + "structural_overlay_pass": false, + "structural_overlay_score": 91.467893, + "structural_overlay_rr": 1.726128, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.525756, + "primary_prob": 36.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.288634, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 1.073426, + "range_504_ratio": 2.925385, + "range_factor_pass": true, + "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": 93.68071, + "strategy_rank": 85.609609, + "production_rank": 88.299976, + "structural_overlay_pass": false, + "structural_overlay_score": 83.884977, + "structural_overlay_rr": 1.650808, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.359819, + "primary_prob": 40.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 3.539729, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.746635, + "range_504_ratio": 2.109889, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.31614, + "hold30_r": 2.332923 + }, + { + "symbol": "TYL", + "date": "2023-11-09", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.155211, + "strategy_rank": 72.830502, + "production_rank": 75.272071, + "structural_overlay_pass": false, + "structural_overlay_score": 71.508468, + "structural_overlay_rr": 1.599253, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.989542, + "primary_prob": 35.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 4.484313, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.684806, + "range_504_ratio": 1.983387, + "range_factor_pass": false, + "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": 85.698448, + "strategy_rank": 85.750503, + "production_rank": 85.733151, + "structural_overlay_pass": false, + "structural_overlay_score": 81.446494, + "structural_overlay_rr": 1.836228, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.731048, + "primary_prob": 20.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.596572, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.758725, + "range_504_ratio": 2.135551, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.693381, + "hold30_r": 5.726967 + }, + { + "symbol": "VRSK", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.019956, + "strategy_rank": 64.409333, + "production_rank": 73.279541, + "structural_overlay_pass": false, + "structural_overlay_score": 69.615564, + "structural_overlay_rr": 1.115034, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.093435, + "primary_prob": 44.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 92.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.640152, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.46832, + "range_504_ratio": 1.597309, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.025746, + "hold30_r": 0.100599 + }, + { + "symbol": "VRT", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.002217, + "strategy_rank": 98.837976, + "production_rank": 98.892723, + "structural_overlay_pass": false, + "structural_overlay_score": 93.948087, + "structural_overlay_rr": 1.00141, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.00141, + "primary_prob": 29.37, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.502115, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 1.715236, + "range_504_ratio": 5.55799, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.976077, + "hold30_r": 2.791906 + }, + { + "symbol": "VRTX", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.931264, + "strategy_rank": 61.320759, + "production_rank": 67.857594, + "structural_overlay_pass": false, + "structural_overlay_score": 64.464714, + "structural_overlay_rr": 1.632231, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.120897, + "primary_prob": 26.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.681345, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.766775, + "range_504_ratio": 2.152812, + "range_factor_pass": false, + "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": 90.465632, + "strategy_rank": 74.31932, + "production_rank": 79.701424, + "structural_overlay_pass": false, + "structural_overlay_score": 75.716353, + "structural_overlay_rr": 1.420309, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.05447, + "primary_prob": 43.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.581704, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.642402, + "range_504_ratio": 1.901042, + "range_factor_pass": false, + "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": 91.906874, + "strategy_rank": 88.54011, + "production_rank": 89.662364, + "structural_overlay_pass": false, + "structural_overlay_score": 85.179246, + "structural_overlay_rr": 2.336121, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.692345, + "primary_prob": 48.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.538517, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.871843, + "range_504_ratio": 2.391314, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.640401, + "hold30_r": 5.428259 + }, + { + "symbol": "WELL", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.481153, + "strategy_rank": 70.953363, + "production_rank": 75.129293, + "structural_overlay_pass": false, + "structural_overlay_score": 71.372829, + "structural_overlay_rr": 1.834257, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.939826, + "primary_prob": 20.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.909739, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.565213, + "range_504_ratio": 1.759823, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.88398, + "hold30_r": 1.75508 + }, + { + "symbol": "WSM", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.363636, + "strategy_rank": 87.739314, + "production_rank": 87.280755, + "structural_overlay_pass": false, + "structural_overlay_score": 82.916717, + "structural_overlay_rr": 1.162079, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.189642, + "primary_prob": 27.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 58, + "primary_distance_atr": 3.284463, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.787759, + "range_504_ratio": 2.198464, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.138656, + "hold30_r": 9.687732 + }, + { + "symbol": "WST", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.006652, + "strategy_rank": 85.851676, + "production_rank": 89.570001, + "structural_overlay_pass": false, + "structural_overlay_score": 85.091501, + "structural_overlay_rr": 1.541859, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.372099, + "primary_prob": 25.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 75, + "primary_distance_atr": 3.558149, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.834517, + "range_504_ratio": 2.3037, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.041414, + "hold30_r": 1.164023 + }, + { + "symbol": "WYNN", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.026608, + "strategy_rank": 84.300744, + "production_rank": 85.542699, + "structural_overlay_pass": false, + "structural_overlay_score": 81.265564, + "structural_overlay_rr": 1.667885, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.146679, + "primary_prob": 27.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 3.220018, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.853482, + "range_504_ratio": 2.347809, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.449707, + "hold30_r": -1.404634 + }, + { + "symbol": "ZTS", + "date": "2023-11-09", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.374723, + "strategy_rank": 75.108001, + "production_rank": 77.196909, + "structural_overlay_pass": false, + "structural_overlay_score": 73.337063, + "structural_overlay_rr": 2.474119, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.871378, + "primary_prob": 21.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 4.307067, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.69706, + "range_504_ratio": 2.007841, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.820258, + "hold30_r": 3.64753 + }, + { + "symbol": "ACGL", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.825397, + "strategy_rank": 80.949335, + "production_rank": 86.241356, + "structural_overlay_pass": false, + "structural_overlay_score": 81.929288, + "structural_overlay_rr": 1.126466, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.987055, + "primary_prob": 33.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.480582, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.812144, + "range_504_ratio": 2.252734, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.933276, + "hold30_r": -1.0 + }, + { + "symbol": "ADBE", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.598639, + "strategy_rank": 90.610018, + "production_rank": 92.606225, + "structural_overlay_pass": false, + "structural_overlay_score": 87.975914, + "structural_overlay_rr": 1.963156, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.959531, + "primary_prob": 44.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.939297, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.934634, + "range_504_ratio": 2.546282, + "range_factor_pass": false, + "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": 87.641723, + "strategy_rank": 79.39661, + "production_rank": 82.144981, + "structural_overlay_pass": false, + "structural_overlay_score": 78.037732, + "structural_overlay_rr": 2.915914, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.645511, + "primary_prob": 37.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 3.968267, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.619385, + "range_504_ratio": 1.857785, + "range_factor_pass": false, + "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": 91.38322, + "strategy_rank": 93.189473, + "production_rank": 92.587389, + "structural_overlay_pass": false, + "structural_overlay_score": 87.958019, + "structural_overlay_rr": 1.929533, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.252185, + "primary_prob": 34.49, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 60.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.878278, + "raw_level_count": 100, + "gate_level_count": 100, + "range_504_log": 1.401594, + "range_504_ratio": 4.061668, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.225235, + "hold30_r": 4.365233 + }, + { + "symbol": "AMAT", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.848073, + "strategy_rank": 84.698843, + "production_rank": 85.415253, + "structural_overlay_pass": false, + "structural_overlay_score": 81.14449, + "structural_overlay_rr": 1.995862, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.60508, + "primary_prob": 31.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.40762, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.853984, + "range_504_ratio": 2.348988, + "range_factor_pass": false, + "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": 91.609977, + "strategy_rank": 92.332402, + "production_rank": 92.091594, + "structural_overlay_pass": false, + "structural_overlay_score": 87.487014, + "structural_overlay_rr": 1.759604, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.19815, + "primary_prob": 33.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 14, + "primary_distance_atr": 3.297225, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 1.103182, + "range_504_ratio": 3.013742, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.15877, + "hold30_r": 3.080943 + }, + { + "symbol": "AMZN", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.868481, + "strategy_rank": 85.074528, + "production_rank": 86.005846, + "structural_overlay_pass": false, + "structural_overlay_score": 81.705553, + "structural_overlay_rr": 2.076242, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.575943, + "primary_prob": 42.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 59.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.363914, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.837283, + "range_504_ratio": 2.310082, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.524902, + "hold30_r": 1.268616 + }, + { + "symbol": "APO", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.156463, + "strategy_rank": 82.771149, + "production_rank": 85.566254, + "structural_overlay_pass": false, + "structural_overlay_score": 81.287941, + "structural_overlay_rr": 1.327402, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.327402, + "primary_prob": 43.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.991104, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.714187, + "range_504_ratio": 2.042525, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.278599, + "hold30_r": 1.39236 + }, + { + "symbol": "APP", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.433107, + "strategy_rank": 98.959834, + "production_rank": 99.117591, + "structural_overlay_pass": false, + "structural_overlay_score": 94.161712, + "structural_overlay_rr": 1.754572, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.733525, + "primary_prob": 54.1, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 78.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.100287, + "raw_level_count": 120, + "gate_level_count": 120, + "range_504_log": 2.485271, + "range_504_ratio": 12.004376, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.710921, + "hold30_r": -0.043546 + }, + { + "symbol": "ARES", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.362812, + "strategy_rank": 79.33749, + "production_rank": 83.012597, + "structural_overlay_pass": false, + "structural_overlay_score": 78.861967, + "structural_overlay_rr": 1.865817, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.883859, + "primary_prob": 49.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 85.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.325789, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.746719, + "range_504_ratio": 2.110066, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.838735, + "hold30_r": 2.982334 + }, + { + "symbol": "BDX", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.405896, + "strategy_rank": 65.889319, + "production_rank": 71.061511, + "structural_overlay_pass": false, + "structural_overlay_score": 67.508436, + "structural_overlay_rr": 4.362468, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.729838, + "primary_prob": 58.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 70, + "primary_distance_atr": 1.094757, + "raw_level_count": 19, + "gate_level_count": 19, + "range_504_log": 0.285781, + "range_504_ratio": 1.330801, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.671039, + "hold30_r": 1.294438 + }, + { + "symbol": "BKNG", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.011338, + "strategy_rank": 85.266402, + "production_rank": 88.514714, + "structural_overlay_pass": false, + "structural_overlay_score": 84.088978, + "structural_overlay_rr": 1.079331, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.860914, + "primary_prob": 53.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.291371, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.698775, + "range_504_ratio": 2.011288, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.801015, + "hold30_r": 3.367076 + }, + { + "symbol": "BLDR", + "date": "2023-11-16", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 97.845805, + "strategy_rank": 96.562041, + "production_rank": 96.989962, + "structural_overlay_pass": false, + "structural_overlay_score": 92.140464, + "structural_overlay_rr": 1.875353, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.18659, + "primary_prob": 30.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 13, + "primary_distance_atr": 3.279885, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 1.165308, + "range_504_ratio": 3.206911, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.152312, + "hold30_r": 4.605908 + }, + { + "symbol": "BR", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.1678, + "strategy_rank": 63.060124, + "production_rank": 70.762683, + "structural_overlay_pass": false, + "structural_overlay_score": 67.224549, + "structural_overlay_rr": 1.466649, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.624665, + "primary_prob": 36.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.436998, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.367539, + "range_504_ratio": 1.444177, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.542383, + "hold30_r": 4.241021 + }, + { + "symbol": "CHD", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.487528, + "strategy_rank": 62.651654, + "production_rank": 70.263612, + "structural_overlay_pass": false, + "structural_overlay_score": 66.750431, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.701785, + "primary_prob": 48.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 88, + "primary_distance_atr": 2.552678, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.405845, + "range_504_ratio": 1.50057, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.068382, + "hold30_r": 0.622124 + }, + { + "symbol": "CMCSA", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.77551, + "strategy_rank": 71.65753, + "production_rank": 77.363523, + "structural_overlay_pass": false, + "structural_overlay_score": 73.495347, + "structural_overlay_rr": 1.985509, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.676017, + "primary_prob": 34.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.514025, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.639051, + "range_504_ratio": 1.894681, + "range_factor_pass": false, + "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": 89.229025, + "strategy_rank": 63.746999, + "production_rank": 72.241008, + "structural_overlay_pass": false, + "structural_overlay_score": 68.628957, + "structural_overlay_rr": 1.245413, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.327803, + "primary_prob": 40.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 1.991704, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.433577, + "range_504_ratio": 1.542766, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.254685, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.165533, + "strategy_rank": 97.778853, + "production_rank": 97.574413, + "structural_overlay_pass": false, + "structural_overlay_score": 92.695692, + "structural_overlay_rr": 1.808386, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.808386, + "primary_prob": 29.49, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 12.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.712579, + "raw_level_count": 119, + "gate_level_count": 119, + "range_504_log": 2.402036, + "range_504_ratio": 11.045642, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.784892, + "hold30_r": 7.267482 + }, + { + "symbol": "CPAY", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.621315, + "strategy_rank": 71.402415, + "production_rank": 76.475382, + "structural_overlay_pass": false, + "structural_overlay_score": 72.651613, + "structural_overlay_rr": 2.305759, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.354169, + "primary_prob": 25.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 78, + "primary_distance_atr": 3.531253, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.543198, + "range_504_ratio": 1.721504, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.297931, + "hold30_r": 6.008266 + }, + { + "symbol": "CRH", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.217687, + "strategy_rank": 80.44448, + "production_rank": 85.035549, + "structural_overlay_pass": false, + "structural_overlay_score": 80.783772, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.067791, + "primary_prob": 42.44, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.601686, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.67749, + "range_504_ratio": 1.96893, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.01235, + "hold30_r": 4.257113 + }, + { + "symbol": "CRM", + "date": "2023-11-16", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.07483, + "strategy_rank": 75.24132, + "production_rank": 79.185823, + "structural_overlay_pass": false, + "structural_overlay_score": 75.226532, + "structural_overlay_rr": 1.56995, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.637152, + "primary_prob": 37.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 3.955727, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.897273, + "range_504_ratio": 2.452905, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.57247, + "hold30_r": 5.064733 + }, + { + "symbol": "CRWD", + "date": "2023-11-16", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.929705, + "strategy_rank": 90.60339, + "production_rank": 90.712161, + "structural_overlay_pass": true, + "structural_overlay_score": 91.176553, + "structural_overlay_rr": 2.206231, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 4.326371, + "primary_prob": 29.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 6.489556, + "raw_level_count": 91, + "gate_level_count": 91, + "range_504_log": 1.092196, + "range_504_ratio": 2.980813, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 4.283883, + "hold30_r": 4.43245 + }, + { + "symbol": "CSCO", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.426304, + "strategy_rank": 65.587803, + "production_rank": 71.200637, + "structural_overlay_pass": false, + "structural_overlay_score": 67.640605, + "structural_overlay_rr": 1.714629, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.770641, + "primary_prob": 32.66, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.655962, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.509945, + "range_504_ratio": 1.665199, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.053709, + "hold30_r": 1.380737 + }, + { + "symbol": "CVNA", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.886621, + "strategy_rank": 99.886775, + "production_rank": 99.886724, + "structural_overlay_pass": false, + "structural_overlay_score": 94.892388, + "structural_overlay_rr": 1.909843, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.5437, + "primary_prob": 42.24, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 54.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.315551, + "raw_level_count": 137, + "gate_level_count": 137, + "range_504_log": 4.451066, + "range_504_ratio": 85.71831, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.529708, + "hold30_r": 3.569537 + }, + { + "symbol": "EG", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.290249, + "strategy_rank": 76.725071, + "production_rank": 81.913464, + "structural_overlay_pass": false, + "structural_overlay_score": 77.81779, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.816379, + "primary_prob": 50.71, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.224569, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.518438, + "range_504_ratio": 1.679403, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.759338, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2023-11-16", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.455782, + "strategy_rank": 79.31205, + "production_rank": 82.693294, + "structural_overlay_pass": false, + "structural_overlay_score": 78.558629, + "structural_overlay_rr": 2.127611, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.20707, + "primary_prob": 23.01, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 3.310606, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.866537, + "range_504_ratio": 2.37866, + "range_factor_pass": false, + "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": 84.693878, + "strategy_rank": 84.274428, + "production_rank": 84.414244, + "structural_overlay_pass": false, + "structural_overlay_score": 80.193532, + "structural_overlay_rr": 2.416451, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.829349, + "primary_prob": 52.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 89.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.244023, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.683508, + "range_504_ratio": 1.980815, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.770612, + "hold30_r": 5.645005 + }, + { + "symbol": "ETN", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.714286, + "strategy_rank": 79.300226, + "production_rank": 81.438246, + "structural_overlay_pass": false, + "structural_overlay_score": 77.366333, + "structural_overlay_rr": 1.766077, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.941861, + "primary_prob": 47.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.412791, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.67436, + "range_504_ratio": 1.962776, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.882317, + "hold30_r": 1.588364 + }, + { + "symbol": "FDX", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.444444, + "strategy_rank": 78.368447, + "production_rank": 83.727113, + "structural_overlay_pass": false, + "structural_overlay_score": 79.540757, + "structural_overlay_rr": 1.195891, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.812229, + "primary_prob": 47.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.718344, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.646676, + "range_504_ratio": 1.909184, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.755631, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.022676, + "strategy_rank": 88.241607, + "production_rank": 88.835296, + "structural_overlay_pass": false, + "structural_overlay_score": 84.393532, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "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": 83, + "gate_level_count": 83, + "range_504_log": 1.006758, + "range_504_ratio": 2.736714, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.633139, + "hold30_r": 0.980201 + }, + { + "symbol": "GOOG", + "date": "2023-11-16", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.877551, + "strategy_rank": 84.574331, + "production_rank": 87.675404, + "structural_overlay_pass": false, + "structural_overlay_score": 83.291634, + "structural_overlay_rr": 1.848282, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.369353, + "primary_prob": 40.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 3.554029, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.600291, + "range_504_ratio": 1.822648, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.064818, + "hold30_r": -1.0 + }, + { + "symbol": "GOOGL", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.424036, + "strategy_rank": 84.01985, + "production_rank": 87.154579, + "structural_overlay_pass": false, + "structural_overlay_score": 82.79685, + "structural_overlay_rr": 1.543838, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.572564, + "primary_prob": 50.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.358846, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.597987, + "range_504_ratio": 1.818455, + "range_factor_pass": false, + "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": 86.394558, + "strategy_rank": 80.115017, + "production_rank": 82.208197, + "structural_overlay_pass": false, + "structural_overlay_score": 78.097787, + "structural_overlay_rr": 2.157007, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.652495, + "primary_prob": 32.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.478742, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.747819, + "range_504_ratio": 2.112388, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.596066, + "hold30_r": 2.371345 + }, + { + "symbol": "JBL", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.29932, + "strategy_rank": 95.423519, + "production_rank": 96.382119, + "structural_overlay_pass": true, + "structural_overlay_score": 96.563013, + "structural_overlay_rr": 2.159343, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.687853, + "primary_prob": 29.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.531779, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 1.063721, + "range_504_ratio": 2.897131, + "range_factor_pass": true, + "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": 82.993197, + "strategy_rank": 79.223906, + "production_rank": 80.480337, + "structural_overlay_pass": false, + "structural_overlay_score": 76.45632, + "structural_overlay_rr": 0.822803, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.842695, + "primary_prob": 51.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.264043, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.756346, + "range_504_ratio": 2.130476, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.792785, + "hold30_r": 4.002082 + }, + { + "symbol": "LLY", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.072562, + "strategy_rank": 93.402487, + "production_rank": 94.959179, + "structural_overlay_pass": false, + "structural_overlay_score": 90.21122, + "structural_overlay_rr": 0.861092, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.986721, + "primary_prob": 32.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.480081, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.999495, + "range_504_ratio": 2.71691, + "range_factor_pass": false, + "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": 88.435374, + "strategy_rank": 87.401376, + "production_rank": 87.746042, + "structural_overlay_pass": false, + "structural_overlay_score": 83.35874, + "structural_overlay_rr": 1.13219, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.764132, + "primary_prob": 62.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.146198, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.893059, + "range_504_ratio": 2.44259, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.710738, + "hold30_r": 1.863922 + }, + { + "symbol": "MAR", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.85941, + "strategy_rank": 67.764341, + "production_rank": 72.462698, + "structural_overlay_pass": false, + "structural_overlay_score": 68.839563, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.772022, + "primary_prob": 54.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.158033, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.47649, + "range_504_ratio": 1.610411, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.707552, + "hold30_r": 2.874054 + }, + { + "symbol": "MCK", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.857143, + "strategy_rank": 68.589165, + "production_rank": 76.678491, + "structural_overlay_pass": false, + "structural_overlay_score": 72.844566, + "structural_overlay_rr": 1.576088, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.582105, + "primary_prob": 15.95, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.373158, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.787583, + "range_504_ratio": 2.198077, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.518428, + "hold30_r": -1.0 + }, + { + "symbol": "META", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.092971, + "strategy_rank": 90.324447, + "production_rank": 93.247288, + "structural_overlay_pass": false, + "structural_overlay_score": 88.584924, + "structural_overlay_rr": 0.800967, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.890017, + "primary_prob": 45.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.835026, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 1.390458, + "range_504_ratio": 4.016687, + "range_factor_pass": true, + "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": 91.836735, + "strategy_rank": 78.168333, + "production_rank": 82.724467, + "structural_overlay_pass": false, + "structural_overlay_score": 78.588243, + "structural_overlay_rr": 0.88891, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.802736, + "primary_prob": 50.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 71.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.204104, + "raw_level_count": 93, + "gate_level_count": 93, + "range_504_log": 0.986168, + "range_504_ratio": 2.68094, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.756783, + "hold30_r": 1.149616 + }, + { + "symbol": "MSTR", + "date": "2023-11-16", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.526077, + "strategy_rank": 98.392633, + "production_rank": 98.437114, + "structural_overlay_pass": false, + "structural_overlay_score": 93.515259, + "structural_overlay_rr": 1.954555, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.034983, + "primary_prob": 44.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 3.052474, + "raw_level_count": 106, + "gate_level_count": 106, + "range_504_log": 1.771957, + "range_504_ratio": 5.882353, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.010023, + "hold30_r": 5.003764 + }, + { + "symbol": "NOW", + "date": "2023-11-16", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.095238, + "strategy_rank": 81.677953, + "production_rank": 83.817048, + "structural_overlay_pass": false, + "structural_overlay_score": 79.626196, + "structural_overlay_rr": 0.758677, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.271817, + "primary_prob": 22.12, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 3.407726, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.724692, + "range_504_ratio": 2.064095, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.21683, + "hold30_r": 1.483636 + }, + { + "symbol": "NWS", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.446712, + "strategy_rank": 69.755814, + "production_rank": 74.319446, + "structural_overlay_pass": false, + "structural_overlay_score": 70.603474, + "structural_overlay_rr": 1.68944, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.777608, + "primary_prob": 32.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.666412, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.466698, + "range_504_ratio": 1.594719, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.721705, + "hold30_r": 4.631043 + }, + { + "symbol": "NWSA", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.086168, + "strategy_rank": 69.345193, + "production_rank": 73.592185, + "structural_overlay_pass": false, + "structural_overlay_score": 69.912576, + "structural_overlay_rr": 1.948384, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.557685, + "primary_prob": 36.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 65, + "primary_distance_atr": 2.336527, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.467394, + "range_504_ratio": 1.595831, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.503846, + "hold30_r": 4.280056 + }, + { + "symbol": "ODFL", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.301587, + "strategy_rank": 82.71382, + "production_rank": 84.243076, + "structural_overlay_pass": false, + "structural_overlay_score": 80.030922, + "structural_overlay_rr": 1.103776, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.80688, + "primary_prob": 55.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.21032, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.638554, + "range_504_ratio": 1.89374, + "range_factor_pass": false, + "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": 93.650794, + "strategy_rank": 90.374969, + "production_rank": 91.46691, + "structural_overlay_pass": false, + "structural_overlay_score": 86.893565, + "structural_overlay_rr": 1.572308, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "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": 67, + "gate_level_count": 67, + "range_504_log": 0.741169, + "range_504_ratio": 2.098388, + "range_factor_pass": false, + "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": 97.619048, + "strategy_rank": 95.79383, + "production_rank": 96.402236, + "structural_overlay_pass": false, + "structural_overlay_score": 91.582124, + "structural_overlay_rr": 1.821046, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.947855, + "primary_prob": 44.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 70.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.421783, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.698653, + "range_504_ratio": 2.011042, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.91043, + "hold30_r": 3.600389 + }, + { + "symbol": "PKG", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.15873, + "strategy_rank": 65.727364, + "production_rank": 70.537819, + "structural_overlay_pass": false, + "structural_overlay_score": 67.010928, + "structural_overlay_rr": 0.780113, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.787724, + "primary_prob": 56.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.181586, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.421423, + "range_504_ratio": 1.524128, + "range_factor_pass": false, + "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": 98.752834, + "strategy_rank": 98.822244, + "production_rank": 98.799107, + "structural_overlay_pass": false, + "structural_overlay_score": 93.859152, + "structural_overlay_rr": 1.17681, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 3.566529, + "primary_prob": 32.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 5.349794, + "raw_level_count": 111, + "gate_level_count": 111, + "range_504_log": 1.383293, + "range_504_ratio": 3.988014, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.028547, + "hold30_r": -1.0 + }, + { + "symbol": "PNR", + "date": "2023-11-16", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.795918, + "strategy_rank": 77.552402, + "production_rank": 81.633574, + "structural_overlay_pass": false, + "structural_overlay_score": 77.551896, + "structural_overlay_rr": 1.258754, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 3.039286, + "primary_prob": 20.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 4.558929, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.73132, + "range_504_ratio": 2.077821, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.989069, + "hold30_r": 3.205973 + }, + { + "symbol": "PWR", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.839002, + "strategy_rank": 78.12229, + "production_rank": 79.027861, + "structural_overlay_pass": false, + "structural_overlay_score": 75.076468, + "structural_overlay_rr": 2.490651, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.568199, + "primary_prob": 50.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.352298, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 0.81811, + "range_504_ratio": 2.266212, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.526542, + "hold30_r": 2.951019 + }, + { + "symbol": "RCL", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.630385, + "strategy_rank": 89.186642, + "production_rank": 90.334557, + "structural_overlay_pass": false, + "structural_overlay_score": 85.817829, + "structural_overlay_rr": 1.819218, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.893892, + "primary_prob": 48.39, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.340838, + "raw_level_count": 93, + "gate_level_count": 93, + "range_504_log": 1.290059, + "range_504_ratio": 3.633001, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.85315, + "hold30_r": 3.231764 + }, + { + "symbol": "ROST", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.879819, + "strategy_rank": 63.839801, + "production_rank": 70.186473, + "structural_overlay_pass": false, + "structural_overlay_score": 66.67715, + "structural_overlay_rr": 1.701684, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.707883, + "primary_prob": 26.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 65.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.561824, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.597591, + "range_504_ratio": 1.817735, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.636269, + "hold30_r": 5.224259 + }, + { + "symbol": "SMCI", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.659864, + "strategy_rank": 99.660325, + "production_rank": 99.660171, + "structural_overlay_pass": false, + "structural_overlay_score": 94.677163, + "structural_overlay_rr": 1.765644, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.765644, + "primary_prob": 29.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.648466, + "raw_level_count": 117, + "gate_level_count": 117, + "range_504_log": 2.348145, + "range_504_ratio": 10.466139, + "range_factor_pass": true, + "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": 92.063492, + "strategy_rank": 69.320291, + "production_rank": 76.901358, + "structural_overlay_pass": false, + "structural_overlay_score": 73.05629, + "structural_overlay_rr": 2.207644, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.567578, + "primary_prob": 36.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 85, + "primary_distance_atr": 2.351367, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.47469, + "range_504_ratio": 1.607515, + "range_factor_pass": false, + "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": 85.260771, + "strategy_rank": 85.043713, + "production_rank": 85.116066, + "structural_overlay_pass": false, + "structural_overlay_score": 80.860263, + "structural_overlay_rr": 2.151043, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.555068, + "primary_prob": 51.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 57, + "primary_distance_atr": 2.332602, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.907786, + "range_504_ratio": 2.478829, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.499751, + "hold30_r": 2.597878 + }, + { + "symbol": "SYK", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.673469, + "strategy_rank": 70.185424, + "production_rank": 74.681439, + "structural_overlay_pass": false, + "structural_overlay_score": 70.947367, + "structural_overlay_rr": 0.9485, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.922205, + "primary_prob": 57.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.383308, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.48572, + "range_504_ratio": 1.625344, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.054235, + "hold30_r": 0.435292 + }, + { + "symbol": "TAP", + "date": "2023-11-16", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.612245, + "strategy_rank": 63.06514, + "production_rank": 68.914175, + "structural_overlay_pass": false, + "structural_overlay_score": 65.468466, + "structural_overlay_rr": 1.83885, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.289396, + "primary_prob": 26.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 3.434094, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.509416, + "range_504_ratio": 1.664319, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.22415, + "hold30_r": 1.703304 + }, + { + "symbol": "TJX", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.013605, + "strategy_rank": 59.351285, + "production_rank": 67.572058, + "structural_overlay_pass": false, + "structural_overlay_score": 64.193455, + "structural_overlay_rr": 1.895675, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.773088, + "primary_prob": 56.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.159632, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.557725, + "range_504_ratio": 1.746694, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.701842, + "hold30_r": 1.97928 + }, + { + "symbol": "TRGP", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.385488, + "strategy_rank": 68.019277, + "production_rank": 72.141347, + "structural_overlay_pass": false, + "structural_overlay_score": 68.53428, + "structural_overlay_rr": 1.294796, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.294606, + "primary_prob": 27.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.941909, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.644693, + "range_504_ratio": 1.905403, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.241459, + "hold30_r": 0.814477 + }, + { + "symbol": "TSLA", + "date": "2023-11-16", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.002268, + "strategy_rank": 91.319646, + "production_rank": 90.547187, + "structural_overlay_pass": false, + "structural_overlay_score": 86.019827, + "structural_overlay_rr": 1.895165, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.422314, + "primary_prob": 39.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 3.633471, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 1.375009, + "range_504_ratio": 3.955112, + "range_factor_pass": true, + "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": 95.464853, + "strategy_rank": 95.437135, + "production_rank": 95.446374, + "structural_overlay_pass": false, + "structural_overlay_score": 90.674055, + "structural_overlay_rr": 1.838638, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.639929, + "primary_prob": 34.75, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 87, + "primary_distance_atr": 2.459893, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 1.073426, + "range_504_ratio": 2.925385, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.617418, + "hold30_r": 0.728291 + }, + { + "symbol": "TTWO", + "date": "2023-11-16", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.78458, + "strategy_rank": 77.624601, + "production_rank": 83.344594, + "structural_overlay_pass": false, + "structural_overlay_score": 79.177365, + "structural_overlay_rr": 1.796538, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.209555, + "primary_prob": 41.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 3.314332, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.70557, + "range_504_ratio": 2.025, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.048256, + "hold30_r": 0.687141 + }, + { + "symbol": "URI", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.179138, + "strategy_rank": 82.389731, + "production_rank": 81.9862, + "structural_overlay_pass": false, + "structural_overlay_score": 77.88689, + "structural_overlay_rr": 0.722847, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.736071, + "primary_prob": 55.4, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 10.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.104107, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.758725, + "range_504_ratio": 2.135551, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.696765, + "hold30_r": 3.84229 + }, + { + "symbol": "VRSK", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.0839, + "strategy_rank": 65.632771, + "production_rank": 74.783147, + "structural_overlay_pass": false, + "structural_overlay_score": 71.04399, + "structural_overlay_rr": 1.400641, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.456232, + "primary_prob": 25.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.184348, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.46832, + "range_504_ratio": 1.597309, + "range_factor_pass": false, + "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": 85.941043, + "strategy_rank": 66.863019, + "production_rank": 73.22236, + "structural_overlay_pass": false, + "structural_overlay_score": 69.561242, + "structural_overlay_rr": 1.923209, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.722981, + "primary_prob": 26.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 64.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.584472, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.766775, + "range_504_ratio": 2.152812, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.673753, + "hold30_r": 4.873288 + }, + { + "symbol": "VST", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.918367, + "strategy_rank": 77.537891, + "production_rank": 83.664716, + "structural_overlay_pass": false, + "structural_overlay_score": 79.481481, + "structural_overlay_rr": 1.366247, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.978342, + "primary_prob": 45.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.467513, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.619235, + "range_504_ratio": 1.857506, + "range_factor_pass": false, + "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": 90.702948, + "strategy_rank": 86.990935, + "production_rank": 88.228272, + "structural_overlay_pass": false, + "structural_overlay_score": 83.816859, + "structural_overlay_rr": 1.60192, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.054991, + "primary_prob": 43.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 3.082486, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.871843, + "range_504_ratio": 2.391314, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.001081, + "hold30_r": 4.221939 + }, + { + "symbol": "WELL", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.034014, + "strategy_rank": 71.002365, + "production_rank": 75.679581, + "structural_overlay_pass": false, + "structural_overlay_score": 71.895602, + "structural_overlay_rr": 2.109507, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.582999, + "primary_prob": 36.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.374498, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.565213, + "range_504_ratio": 1.759823, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.522688, + "hold30_r": 1.205929 + }, + { + "symbol": "WSM", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.632653, + "strategy_rank": 84.400193, + "production_rank": 83.47768, + "structural_overlay_pass": false, + "structural_overlay_score": 79.303796, + "structural_overlay_rr": 2.521716, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.697804, + "primary_prob": 37.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.546706, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.787759, + "range_504_ratio": 2.198464, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.650537, + "hold30_r": 4.391515 + }, + { + "symbol": "WST", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.371882, + "strategy_rank": 84.898241, + "production_rank": 88.722788, + "structural_overlay_pass": false, + "structural_overlay_score": 84.286648, + "structural_overlay_rr": 2.194816, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.883127, + "primary_prob": 21.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 4.32469, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.834517, + "range_504_ratio": 2.3037, + "range_factor_pass": false, + "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": 89.73747, + "strategy_rank": 89.110766, + "production_rank": 89.319667, + "structural_overlay_pass": false, + "structural_overlay_score": 84.853684, + "structural_overlay_rr": 2.005239, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.452052, + "primary_prob": 39.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 3.678078, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.850467, + "range_504_ratio": 2.34074, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.412726, + "hold30_r": 1.709441 + }, + { + "symbol": "ACGL", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.823389, + "strategy_rank": 79.047869, + "production_rank": 84.639709, + "structural_overlay_pass": false, + "structural_overlay_score": 80.407723, + "structural_overlay_rr": 1.303684, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.933022, + "primary_prob": 47.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.399533, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.812144, + "range_504_ratio": 2.252734, + "range_factor_pass": false, + "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": 96.658711, + "strategy_rank": 88.967511, + "production_rank": 91.531245, + "structural_overlay_pass": false, + "structural_overlay_score": 86.954682, + "structural_overlay_rr": 2.702091, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.354628, + "primary_prob": 39.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 97.0, + "primary_rejection_count": 30, + "primary_distance_atr": 3.531942, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.927965, + "range_504_ratio": 2.529356, + "range_factor_pass": false, + "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": 83.770883, + "strategy_rank": 75.848644, + "production_rank": 78.489391, + "structural_overlay_pass": false, + "structural_overlay_score": 74.564921, + "structural_overlay_rr": 1.263055, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.597176, + "primary_prob": 50.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.395765, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.619385, + "range_504_ratio": 1.857785, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.523569, + "hold30_r": -0.368484 + }, + { + "symbol": "ALGN", + "date": "2023-11-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.152745, + "strategy_rank": 95.123073, + "production_rank": 94.79963, + "structural_overlay_pass": true, + "structural_overlay_score": 95.059649, + "structural_overlay_rr": 9.095344, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.138628, + "primary_prob": 38.38, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 78.0, + "primary_rejection_count": 34, + "primary_distance_atr": 3.207941, + "raw_level_count": 100, + "gate_level_count": 100, + "range_504_log": 1.386875, + "range_504_ratio": 4.002325, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.104651, + "hold30_r": 4.492434 + }, + { + "symbol": "AMAT", + "date": "2023-11-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 85.441527, + "strategy_rank": 83.146361, + "production_rank": 83.911417, + "structural_overlay_pass": false, + "structural_overlay_score": 79.715846, + "structural_overlay_rr": 1.814008, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.148827, + "primary_prob": 23.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 3.22324, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.853984, + "range_504_ratio": 2.348988, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.103712, + "hold30_r": 0.103529 + }, + { + "symbol": "AMD", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.527446, + "strategy_rank": 91.824557, + "production_rank": 91.72552, + "structural_overlay_pass": true, + "structural_overlay_score": 92.139244, + "structural_overlay_rr": 2.006731, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.930179, + "primary_prob": 36.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.895268, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 1.103182, + "range_504_ratio": 3.013742, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.043327, + "hold30_r": -1.0 + }, + { + "symbol": "AMZN", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.169451, + "strategy_rank": 87.65472, + "production_rank": 88.826297, + "structural_overlay_pass": false, + "structural_overlay_score": 84.384982, + "structural_overlay_rr": 2.2676, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.794469, + "primary_prob": 47.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.691704, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.802503, + "range_504_ratio": 2.231119, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.055877, + "hold30_r": 0.881527 + }, + { + "symbol": "APP", + "date": "2023-11-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.164678, + "strategy_rank": 98.738315, + "production_rank": 98.880436, + "structural_overlay_pass": false, + "structural_overlay_score": 93.936414, + "structural_overlay_rr": 1.960797, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 7.279274, + "primary_prob": 25.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 98.0, + "primary_rejection_count": 23, + "primary_distance_atr": 10.91891, + "raw_level_count": 120, + "gate_level_count": 120, + "range_504_log": 2.38543, + "range_504_ratio": 10.863731, + "range_factor_pass": true, + "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": 95.346062, + "strategy_rank": 84.699488, + "production_rank": 88.248346, + "structural_overlay_pass": false, + "structural_overlay_score": 83.835929, + "structural_overlay_rr": 1.112477, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.050394, + "primary_prob": 49.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.57559, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.698775, + "range_504_ratio": 2.011288, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.98044, + "hold30_r": 4.195961 + }, + { + "symbol": "BKR", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.980907, + "strategy_rank": 70.320127, + "production_rank": 74.207053, + "structural_overlay_pass": false, + "structural_overlay_score": 70.496701, + "structural_overlay_rr": 1.933788, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.265372, + "primary_prob": 26.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 3.398058, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.667094, + "range_504_ratio": 1.948567, + "range_factor_pass": false, + "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": 97.852029, + "strategy_rank": 96.750577, + "production_rank": 97.117727, + "structural_overlay_pass": true, + "structural_overlay_score": 97.261841, + "structural_overlay_rr": 2.167739, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.783962, + "primary_prob": 35.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.675943, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 1.165308, + "range_504_ratio": 3.206911, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.74479, + "hold30_r": 4.454816 + }, + { + "symbol": "CCL", + "date": "2023-11-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.99284, + "strategy_rank": 90.039881, + "production_rank": 89.024201, + "structural_overlay_pass": true, + "structural_overlay_score": 89.572991, + "structural_overlay_rr": 2.249222, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.709874, + "primary_prob": 34.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 88.0, + "primary_rejection_count": 27, + "primary_distance_atr": 4.064812, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 1.362126, + "range_504_ratio": 3.904484, + "range_factor_pass": true, + "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": 84.9642, + "strategy_rank": 62.645962, + "production_rank": 70.085375, + "structural_overlay_pass": false, + "structural_overlay_score": 66.581106, + "structural_overlay_rr": 1.038273, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.833215, + "primary_prob": 46.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 72, + "primary_distance_atr": 2.749822, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.405845, + "range_504_ratio": 1.50057, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.074834, + "hold30_r": -1.0 + }, + { + "symbol": "CMCSA", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.515513, + "strategy_rank": 69.468223, + "production_rank": 75.150653, + "structural_overlay_pass": false, + "structural_overlay_score": 71.39312, + "structural_overlay_rr": 2.161595, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.755703, + "primary_prob": 47.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.633555, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.630181, + "range_504_ratio": 1.87795, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.066193, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.090692, + "strategy_rank": 98.485337, + "production_rank": 98.353789, + "structural_overlay_pass": false, + "structural_overlay_score": 93.436099, + "structural_overlay_rr": 1.97332, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "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": 119, + "gate_level_count": 119, + "range_504_log": 2.352657, + "range_504_ratio": 10.513471, + "range_factor_pass": true, + "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": 84.24821, + "strategy_rank": 69.23503, + "production_rank": 74.239423, + "structural_overlay_pass": false, + "structural_overlay_score": 70.527452, + "structural_overlay_rr": 1.309464, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.370974, + "primary_prob": 39.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 63, + "primary_distance_atr": 2.05646, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.543198, + "range_504_ratio": 1.721504, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.302772, + "hold30_r": 7.239503 + }, + { + "symbol": "CRM", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.004773, + "strategy_rank": 78.548234, + "production_rank": 83.033747, + "structural_overlay_pass": false, + "structural_overlay_score": 78.88206, + "structural_overlay_rr": 1.653501, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.340366, + "primary_prob": 42.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.010549, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.862369, + "range_504_ratio": 2.368767, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.266971, + "hold30_r": 6.044846 + }, + { + "symbol": "CRWD", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.078759, + "strategy_rank": 91.912851, + "production_rank": 92.301487, + "structural_overlay_pass": false, + "structural_overlay_score": 87.686413, + "structural_overlay_rr": 1.730905, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.761976, + "primary_prob": 33.99, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 31.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.642963, + "raw_level_count": 91, + "gate_level_count": 91, + "range_504_log": 0.964435, + "range_504_ratio": 2.623306, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.71278, + "hold30_r": 7.369005 + }, + { + "symbol": "CVNA", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.880668, + "strategy_rank": 99.880838, + "production_rank": 99.880782, + "structural_overlay_pass": true, + "structural_overlay_score": 99.886743, + "structural_overlay_rr": 2.471175, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.722548, + "primary_prob": 40.4, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 60.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.583823, + "raw_level_count": 138, + "gate_level_count": 138, + "range_504_log": 4.425774, + "range_504_ratio": 83.577465, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.706682, + "hold30_r": 3.978026 + }, + { + "symbol": "DASH", + "date": "2023-11-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.556086, + "strategy_rank": 92.852681, + "production_rank": 93.087149, + "structural_overlay_pass": false, + "structural_overlay_score": 88.432792, + "structural_overlay_rr": 1.639675, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.197546, + "primary_prob": 33.12, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 55.0, + "primary_rejection_count": 24, + "primary_distance_atr": 3.296319, + "raw_level_count": 112, + "gate_level_count": 112, + "range_504_log": 1.572677, + "range_504_ratio": 4.819533, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.039798, + "hold30_r": 1.959973 + }, + { + "symbol": "DDOG", + "date": "2023-11-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.009547, + "strategy_rank": 88.3435, + "production_rank": 86.898849, + "structural_overlay_pass": true, + "structural_overlay_score": 87.553906, + "structural_overlay_rr": 2.012094, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.42646, + "primary_prob": 30.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 24, + "primary_distance_atr": 3.63969, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 1.118413, + "range_504_ratio": 3.059993, + "range_factor_pass": true, + "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": 87.231504, + "strategy_rank": 82.510984, + "production_rank": 84.08449, + "structural_overlay_pass": false, + "structural_overlay_score": 79.880266, + "structural_overlay_rr": 0.680843, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.739594, + "primary_prob": 57.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.109391, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.803306, + "range_504_ratio": 2.23291, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.679653, + "hold30_r": 5.708173 + }, + { + "symbol": "DVA", + "date": "2023-11-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.071599, + "strategy_rank": 83.199763, + "production_rank": 82.157042, + "structural_overlay_pass": false, + "structural_overlay_score": 78.04919, + "structural_overlay_rr": 1.566153, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.819504, + "primary_prob": 36.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 57, + "primary_distance_atr": 4.229255, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.648107, + "range_504_ratio": 1.911918, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.043407, + "hold30_r": 2.009402 + }, + { + "symbol": "EME", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.066826, + "strategy_rank": 77.573144, + "production_rank": 81.071038, + "structural_overlay_pass": false, + "structural_overlay_score": 77.017486, + "structural_overlay_rr": 1.022929, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.495122, + "primary_prob": 33.34, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.242683, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.866537, + "range_504_ratio": 2.37866, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.066948, + "hold30_r": -1.0 + }, + { + "symbol": "ETN", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.21957, + "strategy_rank": 75.190279, + "production_rank": 77.533376, + "structural_overlay_pass": false, + "structural_overlay_score": 73.656707, + "structural_overlay_rr": 1.77129, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.806681, + "primary_prob": 52.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.210021, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.67436, + "range_504_ratio": 1.962776, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.73646, + "hold30_r": 1.651738 + }, + { + "symbol": "FDX", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.720764, + "strategy_rank": 76.733513, + "production_rank": 82.062597, + "structural_overlay_pass": false, + "structural_overlay_score": 77.959467, + "structural_overlay_rr": 1.051292, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.764593, + "primary_prob": 47.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.64689, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.646676, + "range_504_ratio": 1.909184, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.698018, + "hold30_r": -1.435595 + }, + { + "symbol": "GOOG", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.930788, + "strategy_rank": 81.822573, + "production_rank": 84.858644, + "structural_overlay_pass": false, + "structural_overlay_score": 80.615712, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.43528, + "primary_prob": 53.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 53, + "primary_distance_atr": 2.15292, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.600291, + "range_504_ratio": 1.822648, + "range_factor_pass": false, + "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": 90.453461, + "strategy_rank": 81.203408, + "production_rank": 84.286759, + "structural_overlay_pass": false, + "structural_overlay_score": 80.072421, + "structural_overlay_rr": 1.669533, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.699509, + "primary_prob": 48.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.549263, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.597987, + "range_504_ratio": 1.818455, + "range_factor_pass": false, + "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": 86.27685, + "strategy_rank": 76.248902, + "production_rank": 79.591551, + "structural_overlay_pass": false, + "structural_overlay_score": 75.611973, + "structural_overlay_rr": 0.950902, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.525991, + "primary_prob": 35.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.288987, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.720111, + "range_504_ratio": 2.054662, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.45848, + "hold30_r": 2.460137 + }, + { + "symbol": "JBL", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.613365, + "strategy_rank": 94.80204, + "production_rank": 95.739148, + "structural_overlay_pass": true, + "structural_overlay_score": 95.952191, + "structural_overlay_rr": 2.339141, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.808882, + "primary_prob": 28.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.713323, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 1.063721, + "range_504_ratio": 2.897131, + "range_factor_pass": true, + "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": 86.754177, + "strategy_rank": 81.143601, + "production_rank": 83.013793, + "structural_overlay_pass": false, + "structural_overlay_score": 78.863103, + "structural_overlay_rr": 0.841833, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.865261, + "primary_prob": 50.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.297891, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.756346, + "range_504_ratio": 2.130476, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.806226, + "hold30_r": 4.748028 + }, + { + "symbol": "LLY", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.374702, + "strategy_rank": 92.853503, + "production_rank": 94.360569, + "structural_overlay_pass": false, + "structural_overlay_score": 89.64254, + "structural_overlay_rr": 1.025757, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.689573, + "primary_prob": 57.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.034359, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 0.999495, + "range_504_ratio": 2.71691, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.045706, + "hold30_r": -1.0 + }, + { + "symbol": "LYV", + "date": "2023-11-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.026253, + "strategy_rank": 70.435717, + "production_rank": 73.965895, + "structural_overlay_pass": false, + "structural_overlay_score": 70.267601, + "structural_overlay_rr": 1.900808, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.38248, + "primary_prob": 40.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 3.573719, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.67975, + "range_504_ratio": 1.973385, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.060636, + "hold30_r": -1.0 + }, + { + "symbol": "MCK", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.470167, + "strategy_rank": 64.720803, + "production_rank": 72.303925, + "structural_overlay_pass": false, + "structural_overlay_score": 68.688728, + "structural_overlay_rr": 1.022013, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.9565, + "primary_prob": 45.75, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.43475, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.787583, + "range_504_ratio": 2.198077, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.881767, + "hold30_r": -1.0 + }, + { + "symbol": "META", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.806683, + "strategy_rank": 90.079167, + "production_rank": 92.988339, + "structural_overlay_pass": false, + "structural_overlay_score": 88.338922, + "structural_overlay_rr": 1.174252, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.754099, + "primary_prob": 47.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.631148, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 1.387287, + "range_504_ratio": 4.003973, + "range_factor_pass": true, + "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": 84.725537, + "strategy_rank": 73.310251, + "production_rank": 77.115346, + "structural_overlay_pass": false, + "structural_overlay_score": 73.259579, + "structural_overlay_rr": 1.104306, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.164943, + "primary_prob": 47.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.747415, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 0.986168, + "range_504_ratio": 2.68094, + "range_factor_pass": false, + "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": 99.403341, + "strategy_rank": 99.047897, + "production_rank": 99.166378, + "structural_overlay_pass": true, + "structural_overlay_score": 99.20806, + "structural_overlay_rr": 2.200781, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.164899, + "primary_prob": 33.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 18, + "primary_distance_atr": 3.247349, + "raw_level_count": 107, + "gate_level_count": 107, + "range_504_log": 1.724704, + "range_504_ratio": 5.61086, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.137246, + "hold30_r": 1.517689 + }, + { + "symbol": "MU", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.787589, + "strategy_rank": 79.282904, + "production_rank": 79.784466, + "structural_overlay_pass": false, + "structural_overlay_score": 75.795243, + "structural_overlay_rr": 1.849941, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.873219, + "primary_prob": 46.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.809829, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.709429, + "range_504_ratio": 2.032831, + "range_factor_pass": false, + "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": 95.584726, + "strategy_rank": 93.52451, + "production_rank": 94.211248, + "structural_overlay_pass": false, + "structural_overlay_score": 89.500686, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.389298, + "primary_prob": 37.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.083947, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 1.424877, + "range_504_ratio": 4.157345, + "range_factor_pass": true, + "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": 91.76611, + "strategy_rank": 82.336039, + "production_rank": 85.479396, + "structural_overlay_pass": false, + "structural_overlay_score": 81.205426, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.554192, + "primary_prob": 32.05, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.331288, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.701421, + "range_504_ratio": 2.016617, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.48934, + "hold30_r": 1.190906 + }, + { + "symbol": "NVDA", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.568019, + "strategy_rank": 95.826592, + "production_rank": 96.740401, + "structural_overlay_pass": false, + "structural_overlay_score": 91.903381, + "structural_overlay_rr": 1.136842, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.805231, + "primary_prob": 56.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.207846, + "raw_level_count": 112, + "gate_level_count": 112, + "range_504_log": 1.542491, + "range_504_ratio": 4.676226, + "range_factor_pass": true, + "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": 86.038186, + "strategy_rank": 74.906065, + "production_rank": 78.616772, + "structural_overlay_pass": false, + "structural_overlay_score": 74.685934, + "structural_overlay_rr": 1.569596, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.886513, + "primary_prob": 67.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.32977, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.601393, + "range_504_ratio": 1.824659, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.827571, + "hold30_r": 3.994634 + }, + { + "symbol": "NWS", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.696897, + "strategy_rank": 69.111106, + "production_rank": 73.639703, + "structural_overlay_pass": false, + "structural_overlay_score": 69.957718, + "structural_overlay_rr": 1.58019, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.63798, + "primary_prob": 49.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.45697, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.466698, + "range_504_ratio": 1.594719, + "range_factor_pass": false, + "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": 81.264916, + "strategy_rank": 69.070715, + "production_rank": 73.135449, + "structural_overlay_pass": false, + "structural_overlay_score": 69.478676, + "structural_overlay_rr": 2.392041, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.536974, + "primary_prob": 38.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 3.805461, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.467394, + "range_504_ratio": 1.595831, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.474852, + "hold30_r": 3.161163 + }, + { + "symbol": "ODFL", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.140811, + "strategy_rank": 83.77624, + "production_rank": 85.564431, + "structural_overlay_pass": false, + "structural_overlay_score": 81.286209, + "structural_overlay_rr": 1.660493, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.660493, + "primary_prob": 35.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.49074, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.638554, + "range_504_ratio": 1.89374, + "range_factor_pass": false, + "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": 87.708831, + "strategy_rank": 84.94725, + "production_rank": 85.867777, + "structural_overlay_pass": false, + "structural_overlay_score": 81.574388, + "structural_overlay_rr": 1.642954, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.647282, + "primary_prob": 35.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.470923, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.741169, + "range_504_ratio": 2.098388, + "range_factor_pass": false, + "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": 98.329356, + "strategy_rank": 98.438625, + "production_rank": 98.402202, + "structural_overlay_pass": false, + "structural_overlay_score": 93.482092, + "structural_overlay_rr": 1.774276, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.731258, + "primary_prob": 40.06, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 59.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.596888, + "raw_level_count": 111, + "gate_level_count": 111, + "range_504_log": 1.31947, + "range_504_ratio": 3.741438, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.025374, + "hold30_r": -1.0 + }, + { + "symbol": "PNR", + "date": "2023-11-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.424821, + "strategy_rank": 75.828491, + "production_rank": 80.027268, + "structural_overlay_pass": false, + "structural_overlay_score": 76.025904, + "structural_overlay_rr": 3.119032, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.430827, + "primary_prob": 39.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 3.64624, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.70974, + "range_504_ratio": 2.033463, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.370972, + "hold30_r": 2.925513 + }, + { + "symbol": "RCL", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.391408, + "strategy_rank": 90.55142, + "production_rank": 91.831416, + "structural_overlay_pass": false, + "structural_overlay_score": 87.239845, + "structural_overlay_rr": 1.86766, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.832757, + "primary_prob": 50.72, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.249135, + "raw_level_count": 93, + "gate_level_count": 93, + "range_504_log": 1.290059, + "range_504_ratio": 3.633001, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.786856, + "hold30_r": 4.201136 + }, + { + "symbol": "SMCI", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.642005, + "strategy_rank": 99.499997, + "production_rank": 99.547333, + "structural_overlay_pass": false, + "structural_overlay_score": 94.569966, + "structural_overlay_rr": 1.745495, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.745495, + "primary_prob": 30.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.618243, + "raw_level_count": 118, + "gate_level_count": 118, + "range_504_log": 2.348145, + "range_504_ratio": 10.466139, + "range_factor_pass": true, + "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": 85.083532, + "strategy_rank": 64.119043, + "production_rank": 71.107206, + "structural_overlay_pass": false, + "structural_overlay_score": 67.551846, + "structural_overlay_rr": 2.441108, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.743746, + "primary_prob": 33.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 85, + "primary_distance_atr": 2.61562, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.47469, + "range_504_ratio": 1.607515, + "range_factor_pass": false, + "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": 89.379475, + "strategy_rank": 87.933803, + "production_rank": 88.415694, + "structural_overlay_pass": false, + "structural_overlay_score": 83.994909, + "structural_overlay_rr": 1.955507, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.533411, + "primary_prob": 51.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 57, + "primary_distance_atr": 2.300116, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.907786, + "range_504_ratio": 2.478829, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.471357, + "hold30_r": 1.643523 + }, + { + "symbol": "SYK", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.310263, + "strategy_rank": 66.193431, + "production_rank": 70.899041, + "structural_overlay_pass": false, + "structural_overlay_score": 67.354089, + "structural_overlay_rr": 0.784548, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.844476, + "primary_prob": 60.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.266714, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.48572, + "range_504_ratio": 1.625344, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.781097, + "hold30_r": 1.037114 + }, + { + "symbol": "TDG", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.692124, + "strategy_rank": 73.674511, + "production_rank": 79.347048, + "structural_overlay_pass": false, + "structural_overlay_score": 75.379696, + "structural_overlay_rr": 1.419709, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.989398, + "primary_prob": 45.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.484097, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.706883, + "range_504_ratio": 2.02766, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.924314, + "hold30_r": 0.985248 + }, + { + "symbol": "TRGP", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.742243, + "strategy_rank": 68.941661, + "production_rank": 73.208522, + "structural_overlay_pass": false, + "structural_overlay_score": 69.548096, + "structural_overlay_rr": 0.859456, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.910303, + "primary_prob": 47.44, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.365454, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.644693, + "range_504_ratio": 1.905403, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.853188, + "hold30_r": -1.0 + }, + { + "symbol": "TSLA", + "date": "2023-11-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.4821, + "strategy_rank": 93.811104, + "production_rank": 93.368103, + "structural_overlay_pass": false, + "structural_overlay_score": 88.699698, + "structural_overlay_rr": 1.877932, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.434162, + "primary_prob": 39.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 3.651243, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 1.375009, + "range_504_ratio": 3.955112, + "range_factor_pass": true, + "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": 96.300716, + "strategy_rank": 96.092211, + "production_rank": 96.161713, + "structural_overlay_pass": false, + "structural_overlay_score": 91.353627, + "structural_overlay_rr": 2.042769, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.802418, + "primary_prob": 32.18, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 87, + "primary_distance_atr": 2.703628, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 1.044765, + "range_504_ratio": 2.842731, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.774513, + "hold30_r": 0.244747 + }, + { + "symbol": "TTWO", + "date": "2023-11-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.317422, + "strategy_rank": 76.011032, + "production_rank": 81.779829, + "structural_overlay_pass": false, + "structural_overlay_score": 77.690837, + "structural_overlay_rr": 1.866125, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.357829, + "primary_prob": 40.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 3.536743, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.70557, + "range_504_ratio": 2.025, + "range_factor_pass": false, + "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": 90.095465, + "strategy_rank": 63.387491, + "production_rank": 72.290149, + "structural_overlay_pass": false, + "structural_overlay_score": 68.675642, + "structural_overlay_rr": 1.179069, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.239765, + "primary_prob": 44.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.859647, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.46832, + "range_504_ratio": 1.597309, + "range_factor_pass": false, + "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": 80.548926, + "strategy_rank": 63.545768, + "production_rank": 69.213488, + "structural_overlay_pass": false, + "structural_overlay_score": 65.752813, + "structural_overlay_rr": 2.138216, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.071225, + "primary_prob": 39.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 64.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.606837, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.766775, + "range_504_ratio": 2.152812, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.017082, + "hold30_r": 5.211964 + }, + { + "symbol": "VST", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.107399, + "strategy_rank": 76.907721, + "production_rank": 82.97428, + "structural_overlay_pass": false, + "structural_overlay_score": 78.825566, + "structural_overlay_rr": 1.498333, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.041798, + "primary_prob": 43.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.562697, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.619235, + "range_504_ratio": 1.857506, + "range_factor_pass": false, + "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": 94.630072, + "strategy_rank": 90.005896, + "production_rank": 91.547288, + "structural_overlay_pass": false, + "structural_overlay_score": 86.969923, + "structural_overlay_rr": 2.063718, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.668306, + "primary_prob": 49.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.50246, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.796883, + "range_504_ratio": 2.218614, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.607686, + "hold30_r": 5.022866 + }, + { + "symbol": "WDC", + "date": "2023-11-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.293556, + "strategy_rank": 84.136843, + "production_rank": 83.855747, + "structural_overlay_pass": false, + "structural_overlay_score": 79.66296, + "structural_overlay_rr": 1.788733, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.123994, + "primary_prob": 42.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 3.185991, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.847154, + "range_504_ratio": 2.332997, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.079081, + "hold30_r": 1.36379 + }, + { + "symbol": "WELL", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.799523, + "strategy_rank": 70.819761, + "production_rank": 75.813015, + "structural_overlay_pass": false, + "structural_overlay_score": 72.022364, + "structural_overlay_rr": 2.068585, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.649205, + "primary_prob": 42.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 64.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.473807, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.565213, + "range_504_ratio": 1.759823, + "range_factor_pass": false, + "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": 88.782816, + "strategy_rank": 89.368874, + "production_rank": 89.173521, + "structural_overlay_pass": false, + "structural_overlay_score": 84.714845, + "structural_overlay_rr": 0.848495, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.634815, + "primary_prob": 32.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.452222, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.753691, + "range_504_ratio": 2.124828, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.584698, + "hold30_r": 2.072496 + }, + { + "symbol": "WST", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.897375, + "strategy_rank": 85.179706, + "production_rank": 89.085596, + "structural_overlay_pass": false, + "structural_overlay_score": 84.631316, + "structural_overlay_rr": 1.677551, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.578444, + "primary_prob": 50.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 75, + "primary_distance_atr": 2.367666, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.834517, + "range_504_ratio": 2.3037, + "range_factor_pass": false, + "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": 83.53222, + "strategy_rank": 79.102007, + "production_rank": 80.578745, + "structural_overlay_pass": false, + "structural_overlay_score": 76.549808, + "structural_overlay_rr": 1.986133, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.752203, + "primary_prob": 32.94, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.628305, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 0.853482, + "range_504_ratio": 2.347809, + "range_factor_pass": false, + "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": 84.06326, + "strategy_rank": 74.570674, + "production_rank": 77.73487, + "structural_overlay_pass": false, + "structural_overlay_score": 73.848126, + "structural_overlay_rr": 1.029143, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.052607, + "primary_prob": 31.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.578911, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 1.104129, + "range_504_ratio": 3.016596, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.058864, + "hold30_r": -1.0 + }, + { + "symbol": "AAPL", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.116788, + "strategy_rank": 61.150033, + "production_rank": 68.138951, + "structural_overlay_pass": false, + "structural_overlay_score": 64.732004, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.441529, + "primary_prob": 36.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.162294, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.467776, + "range_504_ratio": 1.59644, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.343721, + "hold30_r": -1.045902 + }, + { + "symbol": "ABNB", + "date": "2023-12-01", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.914842, + "strategy_rank": 85.66315, + "production_rank": 85.413714, + "structural_overlay_pass": false, + "structural_overlay_score": 81.143028, + "structural_overlay_rr": 1.709439, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.919681, + "primary_prob": 35.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 4.379522, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.850467, + "range_504_ratio": 2.34074, + "range_factor_pass": false, + "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": 95.620438, + "strategy_rank": 79.900408, + "production_rank": 85.140418, + "structural_overlay_pass": false, + "structural_overlay_score": 80.883397, + "structural_overlay_rr": 1.621716, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.001208, + "primary_prob": 39.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.501813, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.800287, + "range_504_ratio": 2.226179, + "range_factor_pass": false, + "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": 96.836983, + "strategy_rank": 88.161191, + "production_rank": 91.053121, + "structural_overlay_pass": false, + "structural_overlay_score": 86.500465, + "structural_overlay_rr": 0.80746, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.754786, + "primary_prob": 47.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.632179, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.904508, + "range_504_ratio": 2.470717, + "range_factor_pass": false, + "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": 91.727494, + "strategy_rank": 81.933217, + "production_rank": 85.197976, + "structural_overlay_pass": false, + "structural_overlay_score": 80.938077, + "structural_overlay_rr": 1.326802, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.029074, + "primary_prob": 63.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.54361, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.619385, + "range_504_ratio": 1.857785, + "range_factor_pass": false, + "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": 87.347932, + "strategy_rank": 84.133867, + "production_rank": 85.205222, + "structural_overlay_pass": false, + "structural_overlay_score": 80.944961, + "structural_overlay_rr": 1.707342, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.058812, + "primary_prob": 24.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 3.088218, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.853984, + "range_504_ratio": 2.348988, + "range_factor_pass": false, + "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": 95.012165, + "strategy_rank": 93.966143, + "production_rank": 94.314817, + "structural_overlay_pass": true, + "structural_overlay_score": 94.599076, + "structural_overlay_rr": 2.310371, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.228855, + "primary_prob": 32.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 14, + "primary_distance_atr": 3.343282, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 1.081174, + "range_504_ratio": 2.94814, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.183065, + "hold30_r": 7.314152 + }, + { + "symbol": "AMZN", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.160584, + "strategy_rank": 89.520157, + "production_rank": 91.066966, + "structural_overlay_pass": false, + "structural_overlay_score": 86.513618, + "structural_overlay_rr": 1.581112, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.946558, + "primary_prob": 45.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.919836, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.781984, + "range_504_ratio": 2.185804, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.883897, + "hold30_r": 0.997251 + }, + { + "symbol": "AOS", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.333333, + "strategy_rank": 68.103309, + "production_rank": 73.179984, + "structural_overlay_pass": false, + "structural_overlay_score": 69.520985, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.036125, + "primary_prob": 52.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.554187, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.621709, + "range_504_ratio": 1.862108, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.961553, + "hold30_r": 1.642252 + }, + { + "symbol": "APP", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.270073, + "strategy_rank": 98.871618, + "production_rank": 99.004436, + "structural_overlay_pass": false, + "structural_overlay_score": 94.054214, + "structural_overlay_rr": 1.915194, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.144555, + "primary_prob": 40.76, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 78.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.716833, + "raw_level_count": 120, + "gate_level_count": 120, + "range_504_log": 2.38543, + "range_504_ratio": 10.863731, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.11725, + "hold30_r": 1.045794 + }, + { + "symbol": "AVGO", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.350365, + "strategy_rank": 90.181333, + "production_rank": 92.237677, + "structural_overlay_pass": false, + "structural_overlay_score": 87.625793, + "structural_overlay_rr": 1.996717, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.578301, + "primary_prob": 17.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.367452, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.879136, + "range_504_ratio": 2.408817, + "range_factor_pass": false, + "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": 86.131387, + "strategy_rank": 70.352503, + "production_rank": 75.612131, + "structural_overlay_pass": false, + "structural_overlay_score": 71.831525, + "structural_overlay_rr": 1.97031, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.295026, + "primary_prob": 26.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 3.442539, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.667094, + "range_504_ratio": 1.948567, + "range_factor_pass": false, + "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": 97.810219, + "strategy_rank": 96.687492, + "production_rank": 97.061735, + "structural_overlay_pass": false, + "structural_overlay_score": 92.208648, + "structural_overlay_rr": 1.516746, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.025971, + "primary_prob": 27.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 8, + "primary_distance_atr": 3.038957, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 1.165308, + "range_504_ratio": 3.206911, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.985098, + "hold30_r": 3.718132 + }, + { + "symbol": "CASY", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.291971, + "strategy_rank": 69.097842, + "production_rank": 72.829218, + "structural_overlay_pass": false, + "structural_overlay_score": 69.187757, + "structural_overlay_rr": 1.005868, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.082414, + "primary_prob": 32.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.623621, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.517543, + "range_504_ratio": 1.6779, + "range_factor_pass": false, + "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": 83.576642, + "strategy_rank": 87.55934, + "production_rank": 86.231774, + "structural_overlay_pass": false, + "structural_overlay_score": 81.920185, + "structural_overlay_rr": 1.718078, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.518318, + "primary_prob": 38.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 3.777477, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 1.362126, + "range_504_ratio": 3.904484, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.480456, + "hold30_r": 1.321321 + }, + { + "symbol": "CMCSA", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.900243, + "strategy_rank": 65.782713, + "production_rank": 70.82189, + "structural_overlay_pass": false, + "structural_overlay_score": 67.280795, + "structural_overlay_rr": 1.76333, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.215858, + "primary_prob": 43.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.823787, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.630181, + "range_504_ratio": 1.87795, + "range_factor_pass": false, + "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": 85.766423, + "strategy_rank": 60.908167, + "production_rank": 69.194252, + "structural_overlay_pass": false, + "structural_overlay_score": 65.73454, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.970209, + "primary_prob": 44.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.955313, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.433577, + "range_504_ratio": 1.542766, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.087322, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.053528, + "strategy_rank": 98.528511, + "production_rank": 98.370183, + "structural_overlay_pass": false, + "structural_overlay_score": 93.451674, + "structural_overlay_rr": 1.625126, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.629368, + "primary_prob": 31.33, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 7.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.444053, + "raw_level_count": 119, + "gate_level_count": 119, + "range_504_log": 2.326079, + "range_504_ratio": 10.237718, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.602725, + "hold30_r": 0.009959 + }, + { + "symbol": "CPAY", + "date": "2023-12-01", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.360097, + "strategy_rank": 69.819138, + "production_rank": 73.999458, + "structural_overlay_pass": false, + "structural_overlay_score": 70.299485, + "structural_overlay_rr": 2.699291, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.236716, + "primary_prob": 41.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 64, + "primary_distance_atr": 3.355074, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.543198, + "range_504_ratio": 1.721504, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.170485, + "hold30_r": 3.461187 + }, + { + "symbol": "CRM", + "date": "2023-12-01", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.416058, + "strategy_rank": 80.896326, + "production_rank": 83.736237, + "structural_overlay_pass": false, + "structural_overlay_score": 79.549425, + "structural_overlay_rr": 1.156115, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 2.169303, + "primary_prob": 30.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 11, + "primary_distance_atr": 3.253954, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.784824, + "range_504_ratio": 2.192022, + "range_factor_pass": false, + "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": 96.593674, + "strategy_rank": 94.710003, + "production_rank": 95.337893, + "structural_overlay_pass": false, + "structural_overlay_score": 90.570999, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.757956, + "primary_prob": 44.85, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 85.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.636935, + "raw_level_count": 91, + "gate_level_count": 91, + "range_504_log": 0.964435, + "range_504_ratio": 2.623306, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.714607, + "hold30_r": 3.8032 + }, + { + "symbol": "CVNA", + "date": "2023-12-01", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.878345, + "strategy_rank": 99.878522, + "production_rank": 99.878463, + "structural_overlay_pass": false, + "structural_overlay_score": 94.88454, + "structural_overlay_rr": 1.7638, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.563374, + "primary_prob": 25.95, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 37.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.84506, + "raw_level_count": 138, + "gate_level_count": 138, + "range_504_log": 4.389918, + "range_504_ratio": 80.633803, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.546695, + "hold30_r": 1.660744 + }, + { + "symbol": "DASH", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.214112, + "strategy_rank": 91.716949, + "production_rank": 91.88267, + "structural_overlay_pass": false, + "structural_overlay_score": 87.288536, + "structural_overlay_rr": 1.862577, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.633575, + "primary_prob": 40.86, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 55.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.450363, + "raw_level_count": 113, + "gate_level_count": 113, + "range_504_log": 1.499433, + "range_504_ratio": 4.479149, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.592002, + "hold30_r": 1.358084 + }, + { + "symbol": "DELL", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.080292, + "strategy_rank": 94.832718, + "production_rank": 95.581909, + "structural_overlay_pass": false, + "structural_overlay_score": 90.802814, + "structural_overlay_rr": 0.936994, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.121069, + "primary_prob": 27.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.681603, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.838596, + "range_504_ratio": 2.313117, + "range_factor_pass": false, + "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": 80.53528, + "strategy_rank": 72.355325, + "production_rank": 75.081977, + "structural_overlay_pass": false, + "structural_overlay_score": 71.327878, + "structural_overlay_rr": 2.829209, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.812399, + "primary_prob": 36.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 4.218598, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.731466, + "range_504_ratio": 2.078125, + "range_factor_pass": false, + "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": 92.70073, + "strategy_rank": 79.672593, + "production_rank": 84.015305, + "structural_overlay_pass": false, + "structural_overlay_score": 79.81454, + "structural_overlay_rr": 0.884547, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.794843, + "primary_prob": 13.29, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.692264, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.866537, + "range_504_ratio": 2.37866, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.064923, + "hold30_r": 0.707335 + }, + { + "symbol": "FAST", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.386861, + "strategy_rank": 61.401796, + "production_rank": 68.063484, + "structural_overlay_pass": false, + "structural_overlay_score": 64.66031, + "structural_overlay_rr": 1.132046, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.818252, + "primary_prob": 20.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.727378, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.392116, + "range_504_ratio": 1.48011, + "range_factor_pass": false, + "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": 92.457421, + "strategy_rank": 76.306151, + "production_rank": 81.689908, + "structural_overlay_pass": false, + "structural_overlay_score": 77.605412, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 2.408384, + "primary_prob": 23.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 7, + "primary_distance_atr": 3.612576, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.646676, + "range_504_ratio": 1.909184, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.341869, + "hold30_r": -2.253918 + }, + { + "symbol": "GOOG", + "date": "2023-12-01", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.077859, + "strategy_rank": 80.613339, + "production_rank": 83.101512, + "structural_overlay_pass": false, + "structural_overlay_score": 78.946437, + "structural_overlay_rr": 1.892336, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.661607, + "primary_prob": 22.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 58, + "primary_distance_atr": 3.99241, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.600291, + "range_504_ratio": 1.822648, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.595794, + "hold30_r": 2.362088 + }, + { + "symbol": "GOOGL", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.83455, + "strategy_rank": 79.970868, + "production_rank": 82.592095, + "structural_overlay_pass": false, + "structural_overlay_score": 78.46249, + "structural_overlay_rr": 1.522604, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.55309, + "primary_prob": 36.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 81, + "primary_distance_atr": 2.329635, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.597987, + "range_504_ratio": 1.818455, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.48913, + "hold30_r": 2.330714 + }, + { + "symbol": "GRMN", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.374696, + "strategy_rank": 67.944127, + "production_rank": 74.08765, + "structural_overlay_pass": false, + "structural_overlay_score": 70.383268, + "structural_overlay_rr": 1.830735, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.830735, + "primary_prob": 33.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.746103, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.602403, + "range_504_ratio": 1.826503, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.730745, + "hold30_r": -0.109177 + }, + { + "symbol": "INTC", + "date": "2023-12-01", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.686131, + "strategy_rank": 88.738888, + "production_rank": 88.721302, + "structural_overlay_pass": false, + "structural_overlay_score": 84.285237, + "structural_overlay_rr": 1.573751, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.475319, + "primary_prob": 39.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 3.712979, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.827999, + "range_504_ratio": 2.288735, + "range_factor_pass": false, + "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": 84.549878, + "strategy_rank": 74.330193, + "production_rank": 77.736755, + "structural_overlay_pass": false, + "structural_overlay_score": 73.849917, + "structural_overlay_rr": 1.327104, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 3.00306, + "primary_prob": 24.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 16, + "primary_distance_atr": 4.504589, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.700999, + "range_504_ratio": 2.015765, + "range_factor_pass": false, + "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": 97.56691, + "strategy_rank": 95.536546, + "production_rank": 96.213334, + "structural_overlay_pass": false, + "structural_overlay_score": 91.402668, + "structural_overlay_rr": 2.179702, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.342329, + "primary_prob": 23.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.013494, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 1.063721, + "range_504_ratio": 2.897131, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.302939, + "hold30_r": 0.774939 + }, + { + "symbol": "LLY", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.107056, + "strategy_rank": 92.008595, + "production_rank": 93.374749, + "structural_overlay_pass": false, + "structural_overlay_score": 88.706011, + "structural_overlay_rr": 0.816486, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.702894, + "primary_prob": 57.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 89.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.05434, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.999495, + "range_504_ratio": 2.71691, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.653476, + "hold30_r": 1.898283 + }, + { + "symbol": "META", + "date": "2023-12-01", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.026764, + "strategy_rank": 90.166192, + "production_rank": 93.119716, + "structural_overlay_pass": false, + "structural_overlay_score": 88.46373, + "structural_overlay_rr": 1.255944, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.341605, + "primary_prob": 25.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 3.512407, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 1.387287, + "range_504_ratio": 4.003973, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.285337, + "hold30_r": 3.772032 + }, + { + "symbol": "MPC", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.119221, + "strategy_rank": 77.294351, + "production_rank": 81.902641, + "structural_overlay_pass": false, + "structural_overlay_score": 77.807509, + "structural_overlay_rr": 0.783655, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.844043, + "primary_prob": 42.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.266064, + "raw_level_count": 95, + "gate_level_count": 95, + "range_504_log": 0.979306, + "range_504_ratio": 2.662608, + "range_factor_pass": false, + "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": 87.591241, + "strategy_rank": 88.698857, + "production_rank": 88.329651, + "structural_overlay_pass": false, + "structural_overlay_score": 83.913169, + "structural_overlay_rr": 1.526317, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.171605, + "primary_prob": 40.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.757408, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.680807, + "range_504_ratio": 1.975472, + "range_factor_pass": false, + "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": 98.540146, + "strategy_rank": 98.433308, + "production_rank": 98.468921, + "structural_overlay_pass": true, + "structural_overlay_score": 98.545475, + "structural_overlay_rr": 2.032026, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.024225, + "primary_prob": 35.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 18, + "primary_distance_atr": 3.036338, + "raw_level_count": 108, + "gate_level_count": 108, + "range_504_log": 1.724704, + "range_504_ratio": 5.61086, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.995336, + "hold30_r": -1.0 + }, + { + "symbol": "MU", + "date": "2023-12-01", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.618005, + "strategy_rank": 81.334783, + "production_rank": 83.095857, + "structural_overlay_pass": false, + "structural_overlay_score": 78.941064, + "structural_overlay_rr": 1.629678, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.062541, + "primary_prob": 43.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 3.093812, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.709429, + "range_504_ratio": 2.032831, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.051227, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.79562, + "strategy_rank": 92.097612, + "production_rank": 92.663615, + "structural_overlay_pass": false, + "structural_overlay_score": 88.030434, + "structural_overlay_rr": 1.351175, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.377975, + "primary_prob": 36.08, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 7.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.066963, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 1.391964, + "range_504_ratio": 4.022741, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.070713, + "hold30_r": -1.0 + }, + { + "symbol": "NOW", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.403893, + "strategy_rank": 84.533088, + "production_rank": 87.823356, + "structural_overlay_pass": false, + "structural_overlay_score": 83.432189, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.77949, + "primary_prob": 52.5, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.169235, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.723469, + "range_504_ratio": 2.061573, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.709559, + "hold30_r": 1.860147 + }, + { + "symbol": "NVDA", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.783455, + "strategy_rank": 95.516457, + "production_rank": 96.605456, + "structural_overlay_pass": false, + "structural_overlay_score": 91.775184, + "structural_overlay_rr": 1.732162, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.371174, + "primary_prob": 40.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.056761, + "raw_level_count": 113, + "gate_level_count": 113, + "range_504_log": 1.542491, + "range_504_ratio": 4.676226, + "range_factor_pass": true, + "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": 90.510949, + "strategy_rank": 85.29471, + "production_rank": 87.033456, + "structural_overlay_pass": false, + "structural_overlay_score": 82.681784, + "structural_overlay_rr": 1.843305, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.345971, + "primary_prob": 41.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.018956, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.638554, + "range_504_ratio": 1.89374, + "range_factor_pass": false, + "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": 89.902676, + "strategy_rank": 86.757539, + "production_rank": 87.805918, + "structural_overlay_pass": false, + "structural_overlay_score": 83.415622, + "structural_overlay_rr": 1.465942, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.47007, + "primary_prob": 38.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.205105, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.741169, + "range_504_ratio": 2.098388, + "range_factor_pass": false, + "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": 98.296837, + "strategy_rank": 98.40827, + "production_rank": 98.371126, + "structural_overlay_pass": false, + "structural_overlay_score": 93.452569, + "structural_overlay_rr": 1.152948, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.758611, + "primary_prob": 41.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.637916, + "raw_level_count": 112, + "gate_level_count": 112, + "range_504_log": 1.31947, + "range_504_ratio": 3.741438, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.029583, + "hold30_r": -1.0 + }, + { + "symbol": "PNR", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.659367, + "strategy_rank": 76.018216, + "production_rank": 80.565266, + "structural_overlay_pass": false, + "structural_overlay_score": 76.537003, + "structural_overlay_rr": 1.653868, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.979606, + "primary_prob": 44.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.969409, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.678119, + "range_504_ratio": 1.970169, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.917459, + "hold30_r": 1.683075 + }, + { + "symbol": "SMCI", + "date": "2023-12-01", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.635036, + "strategy_rank": 99.490288, + "production_rank": 99.538538, + "structural_overlay_pass": false, + "structural_overlay_score": 94.561611, + "structural_overlay_rr": 1.898195, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.357883, + "primary_prob": 22.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 7, + "primary_distance_atr": 3.536825, + "raw_level_count": 119, + "gate_level_count": 119, + "range_504_log": 2.348145, + "range_504_ratio": 10.466139, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.336515, + "hold30_r": 1.925935 + }, + { + "symbol": "STE", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.873479, + "strategy_rank": 62.577779, + "production_rank": 69.009679, + "structural_overlay_pass": false, + "structural_overlay_score": 65.559195, + "structural_overlay_rr": 2.453019, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.738779, + "primary_prob": 33.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 85, + "primary_distance_atr": 2.608169, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.47469, + "range_504_ratio": 1.607515, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.060662, + "hold30_r": -1.0 + }, + { + "symbol": "STX", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.944039, + "strategy_rank": 90.302958, + "production_rank": 91.183318, + "structural_overlay_pass": false, + "structural_overlay_score": 86.624152, + "structural_overlay_rr": 1.869506, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.841649, + "primary_prob": 46.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 53, + "primary_distance_atr": 2.762474, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.907786, + "range_504_ratio": 2.478829, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.776295, + "hold30_r": 1.712682 + }, + { + "symbol": "TDG", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.36253, + "strategy_rank": 74.813335, + "production_rank": 80.329734, + "structural_overlay_pass": false, + "structural_overlay_score": 76.313247, + "structural_overlay_rr": 1.528222, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.069998, + "primary_prob": 43.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.604997, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.706883, + "range_504_ratio": 2.02766, + "range_factor_pass": false, + "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": 81.508516, + "strategy_rank": 86.039012, + "production_rank": 84.528847, + "structural_overlay_pass": false, + "structural_overlay_score": 80.302404, + "structural_overlay_rr": 1.730007, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.798836, + "primary_prob": 47.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.698254, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 1.375009, + "range_504_ratio": 3.955112, + "range_factor_pass": true, + "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": 94.525547, + "strategy_rank": 94.678779, + "production_rank": 94.627702, + "structural_overlay_pass": false, + "structural_overlay_score": 89.896317, + "structural_overlay_rr": 1.856662, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.559702, + "primary_prob": 36.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 75, + "primary_distance_atr": 2.339553, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 0.9985, + "range_504_ratio": 2.714208, + "range_factor_pass": false, + "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": 88.92944, + "strategy_rank": 73.36441, + "production_rank": 78.552753, + "structural_overlay_pass": false, + "structural_overlay_score": 74.625116, + "structural_overlay_rr": 1.717964, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.251197, + "primary_prob": 41.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 3.376795, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.70557, + "range_504_ratio": 2.025, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.063504, + "hold30_r": -1.0 + }, + { + "symbol": "VRTX", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.819951, + "strategy_rank": 65.538373, + "production_rank": 71.632232, + "structural_overlay_pass": false, + "structural_overlay_score": 68.050621, + "structural_overlay_rr": 2.053347, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.337265, + "primary_prob": 33.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 64.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.005897, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.691136, + "range_504_ratio": 1.995981, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.27801, + "hold30_r": 6.968964 + }, + { + "symbol": "WDAY", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.442822, + "strategy_rank": 85.989879, + "production_rank": 86.807527, + "structural_overlay_pass": false, + "structural_overlay_score": 82.46715, + "structural_overlay_rr": 0.707832, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.818257, + "primary_prob": 30.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.727386, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.796883, + "range_504_ratio": 2.218614, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.050392, + "hold30_r": 0.775494 + }, + { + "symbol": "WDC", + "date": "2023-12-01", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.725061, + "strategy_rank": 83.077034, + "production_rank": 82.95971, + "structural_overlay_pass": false, + "structural_overlay_score": 78.811724, + "structural_overlay_rr": 2.004994, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.401998, + "primary_prob": 40.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 3.602996, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.847154, + "range_504_ratio": 2.332997, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.353668, + "hold30_r": 1.962547 + }, + { + "symbol": "WELL", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.644769, + "strategy_rank": 71.137779, + "production_rank": 75.973442, + "structural_overlay_pass": false, + "structural_overlay_score": 72.17477, + "structural_overlay_rr": 1.292716, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.760733, + "primary_prob": 25.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 64.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.641099, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.565213, + "range_504_ratio": 1.759823, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.06843, + "hold30_r": -1.0 + }, + { + "symbol": "WSM", + "date": "2023-12-01", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.754258, + "strategy_rank": 90.549772, + "production_rank": 90.617934, + "structural_overlay_pass": false, + "structural_overlay_score": 86.087037, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 2.12683, + "primary_prob": 25.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 9, + "primary_distance_atr": 3.190246, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.66398, + "range_504_ratio": 1.942508, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.054524, + "hold30_r": 1.121875 + }, + { + "symbol": "WST", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.187348, + "strategy_rank": 82.519279, + "production_rank": 86.075302, + "structural_overlay_pass": false, + "structural_overlay_score": 81.771537, + "structural_overlay_rr": 2.059095, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.898993, + "primary_prob": 45.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 75, + "primary_distance_atr": 2.848489, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.834517, + "range_504_ratio": 2.3037, + "range_factor_pass": false, + "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": 87.104623, + "strategy_rank": 78.334011, + "production_rank": 81.257548, + "structural_overlay_pass": false, + "structural_overlay_score": 77.194671, + "structural_overlay_rr": 1.780484, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.046569, + "primary_prob": 32.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.569854, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 1.104129, + "range_504_ratio": 3.016596, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.998067, + "hold30_r": 1.790357 + }, + { + "symbol": "ABNB", + "date": "2023-12-08", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.090024, + "strategy_rank": 84.494736, + "production_rank": 84.026499, + "structural_overlay_pass": false, + "structural_overlay_score": 79.825174, + "structural_overlay_rr": 1.613752, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.122986, + "primary_prob": 42.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 3.184479, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.850467, + "range_504_ratio": 2.34074, + "range_factor_pass": false, + "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": 91.970803, + "strategy_rank": 78.217334, + "production_rank": 82.801824, + "structural_overlay_pass": false, + "structural_overlay_score": 78.661733, + "structural_overlay_rr": 1.903891, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.129137, + "primary_prob": 45.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.693706, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.792215, + "range_504_ratio": 2.208283, + "range_factor_pass": false, + "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": 96.22871, + "strategy_rank": 86.064698, + "production_rank": 89.452702, + "structural_overlay_pass": false, + "structural_overlay_score": 84.980067, + "structural_overlay_rr": 0.85024, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.898263, + "primary_prob": 45.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.847395, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 0.899235, + "range_504_ratio": 2.457722, + "range_factor_pass": false, + "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": 84.793187, + "strategy_rank": 77.2608, + "production_rank": 79.771596, + "structural_overlay_pass": false, + "structural_overlay_score": 75.783016, + "structural_overlay_rr": 1.595236, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.467425, + "primary_prob": 37.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.201137, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.619385, + "range_504_ratio": 1.857785, + "range_factor_pass": false, + "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": 84.306569, + "strategy_rank": 59.559393, + "production_rank": 67.808452, + "structural_overlay_pass": false, + "structural_overlay_score": 64.418029, + "structural_overlay_rr": 1.609734, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.558024, + "primary_prob": 20.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.337036, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.544697, + "range_504_ratio": 1.724086, + "range_factor_pass": false, + "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": 81.386861, + "strategy_rank": 60.602764, + "production_rank": 67.530797, + "structural_overlay_pass": false, + "structural_overlay_score": 64.154257, + "structural_overlay_rr": 1.2463, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.841565, + "primary_prob": 31.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.762347, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.556477, + "range_504_ratio": 1.744515, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.735747, + "hold30_r": 4.323899 + }, + { + "symbol": "AMAT", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.40146, + "strategy_rank": 83.134533, + "production_rank": 83.890175, + "structural_overlay_pass": false, + "structural_overlay_score": 79.695666, + "structural_overlay_rr": 1.225948, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.94145, + "primary_prob": 51.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.412175, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.853984, + "range_504_ratio": 2.348988, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.893699, + "hold30_r": 4.27021 + }, + { + "symbol": "AMD", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.768856, + "strategy_rank": 93.904785, + "production_rank": 94.192809, + "structural_overlay_pass": false, + "structural_overlay_score": 89.483169, + "structural_overlay_rr": 1.840471, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.674517, + "primary_prob": 34.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.511775, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 1.05504, + "range_504_ratio": 2.872091, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.634594, + "hold30_r": 7.644308 + }, + { + "symbol": "AMZN", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.917275, + "strategy_rank": 88.877686, + "production_rank": 90.557549, + "structural_overlay_pass": false, + "structural_overlay_score": 86.029671, + "structural_overlay_rr": 1.758779, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.758779, + "primary_prob": 47.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.638168, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.777422, + "range_504_ratio": 2.175857, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.699481, + "hold30_r": 1.900567 + }, + { + "symbol": "APP", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.635036, + "strategy_rank": 98.945494, + "production_rank": 99.175342, + "structural_overlay_pass": false, + "structural_overlay_score": 94.216574, + "structural_overlay_rr": 2.021876, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.104107, + "primary_prob": 46.23, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 1.656161, + "raw_level_count": 121, + "gate_level_count": 121, + "range_504_log": 2.38543, + "range_504_ratio": 10.863731, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.073324, + "hold30_r": 2.451283 + }, + { + "symbol": "AVGO", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.472019, + "strategy_rank": 90.520728, + "production_rank": 92.504492, + "structural_overlay_pass": false, + "structural_overlay_score": 87.879267, + "structural_overlay_rr": 1.593966, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.174094, + "primary_prob": 40.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.761141, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.879136, + "range_504_ratio": 2.408817, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.119985, + "hold30_r": 8.870171 + }, + { + "symbol": "BLDR", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.810219, + "strategy_rank": 96.542214, + "production_rank": 96.964882, + "structural_overlay_pass": false, + "structural_overlay_score": 92.116638, + "structural_overlay_rr": 1.279094, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.753128, + "primary_prob": 55.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.129692, + "raw_level_count": 93, + "gate_level_count": 93, + "range_504_log": 1.165308, + "range_504_ratio": 3.206911, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.711833, + "hold30_r": 2.46313 + }, + { + "symbol": "BR", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.63017, + "strategy_rank": 59.538214, + "production_rank": 66.902199, + "structural_overlay_pass": false, + "structural_overlay_score": 63.557089, + "structural_overlay_rr": 1.120229, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.76651, + "primary_prob": 53.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.149766, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.402899, + "range_504_ratio": 1.496155, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.683422, + "hold30_r": 3.193522 + }, + { + "symbol": "CBOE", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.727494, + "strategy_rank": 65.843628, + "production_rank": 74.471584, + "structural_overlay_pass": false, + "structural_overlay_score": 70.748004, + "structural_overlay_rr": 0.829313, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.795543, + "primary_prob": 39.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.193315, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.570866, + "range_504_ratio": 1.769799, + "range_factor_pass": false, + "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": 89.051095, + "strategy_rank": 91.391456, + "production_rank": 90.611336, + "structural_overlay_pass": false, + "structural_overlay_score": 86.080769, + "structural_overlay_rr": 1.63522, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.796192, + "primary_prob": 36.69, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 4.194289, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 1.362126, + "range_504_ratio": 3.904484, + "range_factor_pass": true, + "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": 94.525547, + "strategy_rank": 79.497181, + "production_rank": 84.506637, + "structural_overlay_pass": false, + "structural_overlay_score": 80.281305, + "structural_overlay_rr": 1.668575, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.630291, + "primary_prob": 18.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.445437, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.747191, + "range_504_ratio": 2.111061, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.570543, + "hold30_r": 4.020274 + }, + { + "symbol": "CME", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.576642, + "strategy_rank": 59.520599, + "production_rank": 67.53928, + "structural_overlay_pass": false, + "structural_overlay_score": 64.162316, + "structural_overlay_rr": 1.42348, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.530809, + "primary_prob": 36.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.296213, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.433577, + "range_504_ratio": 1.542766, + "range_factor_pass": false, + "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": 98.053528, + "strategy_rank": 98.528511, + "production_rank": 98.370183, + "structural_overlay_pass": false, + "structural_overlay_score": 93.451674, + "structural_overlay_rr": 0.812183, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.454658, + "primary_prob": 25.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 19, + "primary_distance_atr": 3.681987, + "raw_level_count": 121, + "gate_level_count": 121, + "range_504_log": 2.218307, + "range_504_ratio": 9.191759, + "range_factor_pass": true, + "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": 80.291971, + "strategy_rank": 68.117212, + "production_rank": 72.175465, + "structural_overlay_pass": false, + "structural_overlay_score": 68.566692, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.666507, + "primary_prob": 49.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 64, + "primary_distance_atr": 2.499761, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.543198, + "range_504_ratio": 1.721504, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.598418, + "hold30_r": 4.162346 + }, + { + "symbol": "CPRT", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.214112, + "strategy_rank": 72.285956, + "production_rank": 78.928675, + "structural_overlay_pass": false, + "structural_overlay_score": 74.982241, + "structural_overlay_rr": 2.841721, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "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": 55, + "gate_level_count": 55, + "range_504_log": 0.701527, + "range_504_ratio": 2.01683, + "range_factor_pass": false, + "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": 95.498783, + "strategy_rank": 84.609439, + "production_rank": 88.23922, + "structural_overlay_pass": false, + "structural_overlay_score": 83.827259, + "structural_overlay_rr": 2.290746, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.356642, + "primary_prob": 37.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 85.0, + "primary_rejection_count": 17, + "primary_distance_atr": 3.534963, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.761554, + "range_504_ratio": 2.141602, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.297888, + "hold30_r": 3.053516 + }, + { + "symbol": "CRWD", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.863747, + "strategy_rank": 94.308013, + "production_rank": 94.826591, + "structural_overlay_pass": false, + "structural_overlay_score": 90.085261, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.750704, + "primary_prob": 47.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.626056, + "raw_level_count": 91, + "gate_level_count": 91, + "range_504_log": 0.975285, + "range_504_ratio": 2.651924, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.70422, + "hold30_r": 5.531919 + }, + { + "symbol": "CVNA", + "date": "2023-12-08", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.878345, + "strategy_rank": 99.878522, + "production_rank": 99.878463, + "structural_overlay_pass": false, + "structural_overlay_score": 94.88454, + "structural_overlay_rr": 1.647964, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.127284, + "primary_prob": 30.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.190927, + "raw_level_count": 139, + "gate_level_count": 139, + "range_504_log": 4.347457, + "range_504_ratio": 77.28169, + "range_factor_pass": true, + "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": 95.012165, + "strategy_rank": 93.784545, + "production_rank": 94.193752, + "structural_overlay_pass": true, + "structural_overlay_score": 94.484064, + "structural_overlay_rr": 2.05657, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.035751, + "primary_prob": 32.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 19, + "primary_distance_atr": 3.053627, + "raw_level_count": 113, + "gate_level_count": 113, + "range_504_log": 1.419696, + "range_504_ratio": 4.135864, + "range_factor_pass": true, + "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": 93.065693, + "strategy_rank": 94.67383, + "production_rank": 94.137785, + "structural_overlay_pass": false, + "structural_overlay_score": 89.430896, + "structural_overlay_rr": 1.99588, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.443434, + "primary_prob": 29.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 24, + "primary_distance_atr": 3.665152, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 1.110819, + "range_504_ratio": 3.036844, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.401371, + "hold30_r": 1.616688 + }, + { + "symbol": "DELL", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.836983, + "strategy_rank": 94.77136, + "production_rank": 95.459901, + "structural_overlay_pass": false, + "structural_overlay_score": 90.686906, + "structural_overlay_rr": 1.571003, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.768301, + "primary_prob": 46.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.152452, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.838596, + "range_504_ratio": 2.313117, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.71932, + "hold30_r": 5.350873 + }, + { + "symbol": "EME", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.26764, + "strategy_rank": 78.00575, + "production_rank": 82.093047, + "structural_overlay_pass": false, + "structural_overlay_score": 77.988394, + "structural_overlay_rr": 0.832609, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.752733, + "primary_prob": 13.93, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.629099, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.866537, + "range_504_ratio": 2.37866, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.686935, + "hold30_r": 0.824275 + }, + { + "symbol": "ETN", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.807786, + "strategy_rank": 77.819203, + "production_rank": 81.482064, + "structural_overlay_pass": false, + "structural_overlay_score": 77.407961, + "structural_overlay_rr": 1.239944, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.267955, + "primary_prob": 37.32, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.901932, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.67436, + "range_504_ratio": 1.962776, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.195493, + "hold30_r": 1.44419 + }, + { + "symbol": "EXPE", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.819951, + "strategy_rank": 87.184862, + "production_rank": 86.063225, + "structural_overlay_pass": false, + "structural_overlay_score": 81.760064, + "structural_overlay_rr": 2.568649, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.908373, + "primary_prob": 45.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.86256, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.971746, + "range_504_ratio": 2.642554, + "range_factor_pass": false, + "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": 91.484185, + "strategy_rank": 75.406968, + "production_rank": 80.76604, + "structural_overlay_pass": false, + "structural_overlay_score": 76.727738, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.480915, + "primary_prob": 35.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.221373, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.656993, + "range_504_ratio": 1.928984, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.409931, + "hold30_r": -3.352174 + }, + { + "symbol": "FIX", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.282238, + "strategy_rank": 91.675533, + "production_rank": 92.544435, + "structural_overlay_pass": false, + "structural_overlay_score": 87.917213, + "structural_overlay_rr": 1.1339, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.1339, + "primary_prob": 25.84, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.700849, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 1.006758, + "range_504_ratio": 2.736714, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.084409, + "hold30_r": 0.82651 + }, + { + "symbol": "GOOG", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.199513, + "strategy_rank": 81.824405, + "production_rank": 83.949441, + "structural_overlay_pass": false, + "structural_overlay_score": 79.751969, + "structural_overlay_rr": 2.084902, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.560749, + "primary_prob": 51.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 59, + "primary_distance_atr": 2.341123, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.600291, + "range_504_ratio": 1.822648, + "range_factor_pass": false, + "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": 87.83455, + "strategy_rank": 81.496291, + "production_rank": 83.609044, + "structural_overlay_pass": false, + "structural_overlay_score": 79.428592, + "structural_overlay_rr": 1.766189, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.791592, + "primary_prob": 47.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.687388, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.597987, + "range_504_ratio": 1.818455, + "range_factor_pass": false, + "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": 86.618005, + "strategy_rank": 87.254879, + "production_rank": 87.042588, + "structural_overlay_pass": false, + "structural_overlay_score": 82.690459, + "structural_overlay_rr": 2.089427, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.95445, + "primary_prob": 35.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 4.431676, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.827999, + "range_504_ratio": 2.288735, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.906867, + "hold30_r": 3.560384 + }, + { + "symbol": "INTU", + "date": "2023-12-08", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.333333, + "strategy_rank": 70.718321, + "production_rank": 74.923325, + "structural_overlay_pass": false, + "structural_overlay_score": 71.177159, + "structural_overlay_rr": 0.878595, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "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": 58, + "gate_level_count": 58, + "range_504_log": 0.700999, + "range_504_ratio": 2.015765, + "range_factor_pass": false, + "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": 97.323601, + "strategy_rank": 95.475189, + "production_rank": 96.091326, + "structural_overlay_pass": false, + "structural_overlay_score": 91.28676, + "structural_overlay_rr": 2.012841, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.09073, + "primary_prob": 30.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.636095, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 1.063721, + "range_504_ratio": 2.897131, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.046567, + "hold30_r": 0.914818 + }, + { + "symbol": "KKR", + "date": "2023-12-08", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.778589, + "strategy_rank": 78.373099, + "production_rank": 79.174929, + "structural_overlay_pass": false, + "structural_overlay_score": 75.216183, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 2.308804, + "primary_prob": 21.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 3.463205, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.629646, + "range_504_ratio": 1.876945, + "range_factor_pass": false, + "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": 81.873479, + "strategy_rank": 80.37439, + "production_rank": 80.874086, + "structural_overlay_pass": false, + "structural_overlay_score": 76.830382, + "structural_overlay_rr": 0.723017, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.418759, + "primary_prob": 19.24, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.128138, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.810664, + "range_504_ratio": 2.2494, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.365365, + "hold30_r": 5.20045 + }, + { + "symbol": "LLY", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.080292, + "strategy_rank": 92.508262, + "production_rank": 94.032272, + "structural_overlay_pass": false, + "structural_overlay_score": 89.330659, + "structural_overlay_rr": 1.370563, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.968101, + "primary_prob": 32.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.452151, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.999495, + "range_504_ratio": 2.71691, + "range_factor_pass": false, + "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": 89.781022, + "strategy_rank": 87.72565, + "production_rank": 88.410774, + "structural_overlay_pass": false, + "structural_overlay_score": 83.990235, + "structural_overlay_rr": 1.089774, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.685711, + "primary_prob": 71.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 79.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.028566, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.893059, + "range_504_ratio": 2.44259, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.629795, + "hold30_r": 5.764949 + }, + { + "symbol": "MCK", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.549878, + "strategy_rank": 62.889515, + "production_rank": 70.109636, + "structural_overlay_pass": false, + "structural_overlay_score": 66.604155, + "structural_overlay_rr": 1.390989, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.232418, + "primary_prob": 23.56, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.848628, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.77603, + "range_504_ratio": 2.172829, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.073815, + "hold30_r": -1.0 + }, + { + "symbol": "META", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.783455, + "strategy_rank": 90.286433, + "production_rank": 93.118774, + "structural_overlay_pass": false, + "structural_overlay_score": 88.462835, + "structural_overlay_rr": 1.575225, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.584064, + "primary_prob": 50.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.376096, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 1.387287, + "range_504_ratio": 4.003973, + "range_factor_pass": true, + "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": 89.537713, + "strategy_rank": 76.223615, + "production_rank": 80.661647, + "structural_overlay_pass": false, + "structural_overlay_score": 76.628565, + "structural_overlay_rr": 1.812537, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.216954, + "primary_prob": 43.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.825431, + "raw_level_count": 95, + "gate_level_count": 95, + "range_504_log": 0.979306, + "range_504_ratio": 2.662608, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.169789, + "hold30_r": 1.991871 + }, + { + "symbol": "MSTR", + "date": "2023-12-08", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.540146, + "strategy_rank": 98.433308, + "production_rank": 98.468921, + "structural_overlay_pass": false, + "structural_overlay_score": 93.545475, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 2.135845, + "primary_prob": 42.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 3.203768, + "raw_level_count": 110, + "gate_level_count": 110, + "range_504_log": 1.576472, + "range_504_ratio": 4.837858, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.030727, + "hold30_r": -1.0 + }, + { + "symbol": "MU", + "date": "2023-12-08", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.861314, + "strategy_rank": 81.43246, + "production_rank": 83.242078, + "structural_overlay_pass": false, + "structural_overlay_score": 79.079974, + "structural_overlay_rr": 1.372741, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.429708, + "primary_prob": 24.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 3.644562, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.709429, + "range_504_ratio": 2.032831, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.37829, + "hold30_r": 4.499777 + }, + { + "symbol": "NFLX", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.510949, + "strategy_rank": 89.907301, + "production_rank": 90.108517, + "structural_overlay_pass": false, + "structural_overlay_score": 85.603091, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "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": 92, + "gate_level_count": 92, + "range_504_log": 1.357772, + "range_504_ratio": 3.887523, + "range_factor_pass": true, + "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": 99.026764, + "strategy_rank": 96.01365, + "production_rank": 97.018021, + "structural_overlay_pass": false, + "structural_overlay_score": 92.16712, + "structural_overlay_rr": 1.336026, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.983871, + "primary_prob": 35.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.475806, + "raw_level_count": 113, + "gate_level_count": 113, + "range_504_log": 1.542491, + "range_504_ratio": 4.676226, + "range_factor_pass": true, + "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": 87.591241, + "strategy_rank": 84.013626, + "production_rank": 85.206165, + "structural_overlay_pass": false, + "structural_overlay_score": 80.945856, + "structural_overlay_rr": 1.751068, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.111828, + "primary_prob": 28.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 3.167742, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.638554, + "range_504_ratio": 1.89374, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.071191, + "hold30_r": 1.222 + }, + { + "symbol": "ORCL", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.36253, + "strategy_rank": 87.815757, + "production_rank": 88.998015, + "structural_overlay_pass": false, + "structural_overlay_score": 84.548114, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.41804, + "primary_prob": 38.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.12706, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.741169, + "range_504_ratio": 2.098388, + "range_factor_pass": false, + "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": 81.021898, + "strategy_rank": 61.618476, + "production_rank": 68.086283, + "structural_overlay_pass": false, + "structural_overlay_score": 64.681969, + "structural_overlay_rr": 1.851133, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.798447, + "primary_prob": 55.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.19767, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.580447, + "range_504_ratio": 1.786837, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.716816, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.296837, + "strategy_rank": 98.40827, + "production_rank": 98.371126, + "structural_overlay_pass": false, + "structural_overlay_score": 93.452569, + "structural_overlay_rr": 1.532298, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.874844, + "primary_prob": 53.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.312266, + "raw_level_count": 113, + "gate_level_count": 113, + "range_504_log": 1.31947, + "range_504_ratio": 3.741438, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.849463, + "hold30_r": -1.178361 + }, + { + "symbol": "PNR", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.888078, + "strategy_rank": 72.76088, + "production_rank": 77.136612, + "structural_overlay_pass": false, + "structural_overlay_score": 73.279782, + "structural_overlay_rr": 1.189853, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.53375, + "primary_prob": 51.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.300625, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.678119, + "range_504_ratio": 1.970169, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.466885, + "hold30_r": 1.626742 + }, + { + "symbol": "SMCI", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.391727, + "strategy_rank": 99.247333, + "production_rank": 99.295464, + "structural_overlay_pass": false, + "structural_overlay_score": 94.330691, + "structural_overlay_rr": 1.911452, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.889825, + "primary_prob": 28.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.834738, + "raw_level_count": 119, + "gate_level_count": 119, + "range_504_log": 2.348145, + "range_504_ratio": 10.466139, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.866616, + "hold30_r": 8.41209 + }, + { + "symbol": "SNPS", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.309002, + "strategy_rank": 75.848989, + "production_rank": 81.668994, + "structural_overlay_pass": false, + "structural_overlay_score": 77.585544, + "structural_overlay_rr": 1.599552, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.170196, + "primary_prob": 40.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.755293, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.795094, + "range_504_ratio": 2.21465, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.110768, + "hold30_r": -1.0 + }, + { + "symbol": "STX", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.564477, + "strategy_rank": 87.128306, + "production_rank": 87.607029, + "structural_overlay_pass": false, + "structural_overlay_score": 83.226678, + "structural_overlay_rr": 2.625783, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.619399, + "primary_prob": 50.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.429099, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.907786, + "range_504_ratio": 2.478829, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.556461, + "hold30_r": 3.350319 + }, + { + "symbol": "TRGP", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.048662, + "strategy_rank": 68.201133, + "production_rank": 72.15031, + "structural_overlay_pass": false, + "structural_overlay_score": 68.542794, + "structural_overlay_rr": 1.356055, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.225407, + "primary_prob": 24.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.83811, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.653426, + "range_504_ratio": 1.922115, + "range_factor_pass": false, + "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": 84.06326, + "strategy_rank": 87.827333, + "production_rank": 86.572642, + "structural_overlay_pass": true, + "structural_overlay_score": 87.24401, + "structural_overlay_rr": 2.485956, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.570951, + "primary_prob": 50.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.356427, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 1.375009, + "range_504_ratio": 3.955112, + "range_factor_pass": true, + "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": 95.255474, + "strategy_rank": 95.335006, + "production_rank": 95.308496, + "structural_overlay_pass": false, + "structural_overlay_score": 90.543071, + "structural_overlay_rr": 1.572744, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.951561, + "primary_prob": 30.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 75, + "primary_distance_atr": 2.927341, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 0.936567, + "range_504_ratio": 2.551208, + "range_factor_pass": false, + "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": 91.119221, + "strategy_rank": 74.6067, + "production_rank": 80.110873, + "structural_overlay_pass": false, + "structural_overlay_score": 76.10533, + "structural_overlay_rr": 1.56957, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.679939, + "primary_prob": 37.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 4.019908, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.70557, + "range_504_ratio": 2.025, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.060719, + "hold30_r": 2.068002 + }, + { + "symbol": "TYL", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.158151, + "strategy_rank": 75.191819, + "production_rank": 78.51393, + "structural_overlay_pass": false, + "structural_overlay_score": 74.588233, + "structural_overlay_rr": 1.934428, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.798829, + "primary_prob": 32.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.698243, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.660286, + "range_504_ratio": 1.935346, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.72815, + "hold30_r": 3.175605 + }, + { + "symbol": "VRSK", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.644769, + "strategy_rank": 60.605091, + "production_rank": 68.95165, + "structural_overlay_pass": false, + "structural_overlay_score": 65.504068, + "structural_overlay_rr": 1.799867, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.811757, + "primary_prob": 32.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.717636, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.46832, + "range_504_ratio": 1.597309, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.731366, + "hold30_r": 2.024281 + }, + { + "symbol": "VRTX", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.53528, + "strategy_rank": 62.367432, + "production_rank": 68.423381, + "structural_overlay_pass": false, + "structural_overlay_score": 65.002212, + "structural_overlay_rr": 1.563043, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.563043, + "primary_prob": 28.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 64.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.344565, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.642714, + "range_504_ratio": 1.901635, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.49812, + "hold30_r": 7.176463 + }, + { + "symbol": "WDAY", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.131387, + "strategy_rank": 84.008678, + "production_rank": 84.716248, + "structural_overlay_pass": false, + "structural_overlay_score": 80.480435, + "structural_overlay_rr": 0.701173, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.876249, + "primary_prob": 29.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.814373, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.796883, + "range_504_ratio": 2.218614, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.822827, + "hold30_r": 2.158101 + }, + { + "symbol": "WDC", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.725061, + "strategy_rank": 83.258632, + "production_rank": 83.080775, + "structural_overlay_pass": false, + "structural_overlay_score": 78.926736, + "structural_overlay_rr": 2.29981, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.592663, + "primary_prob": 50.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.388994, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.847154, + "range_504_ratio": 2.332997, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.544228, + "hold30_r": 5.14611 + }, + { + "symbol": "WELL", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.077859, + "strategy_rank": 72.04191, + "production_rank": 77.387227, + "structural_overlay_pass": false, + "structural_overlay_score": 73.517865, + "structural_overlay_rr": 1.123088, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.436026, + "primary_prob": 24.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.154039, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.565213, + "range_504_ratio": 1.759823, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.366141, + "hold30_r": -0.235022 + }, + { + "symbol": "WSM", + "date": "2023-12-08", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.347932, + "strategy_rank": 88.201664, + "production_rank": 87.917086, + "structural_overlay_pass": false, + "structural_overlay_score": 83.521232, + "structural_overlay_rr": 0.699602, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.408145, + "primary_prob": 22.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 9, + "primary_distance_atr": 3.612218, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.674065, + "range_504_ratio": 1.962197, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.350651, + "hold30_r": 1.903497 + }, + { + "symbol": "WST", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.70073, + "strategy_rank": 82.432884, + "production_rank": 85.855499, + "structural_overlay_pass": false, + "structural_overlay_score": 81.562724, + "structural_overlay_rr": 1.633729, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.735422, + "primary_prob": 33.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 67, + "primary_distance_atr": 2.603134, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.834517, + "range_504_ratio": 2.3037, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.675391, + "hold30_r": 0.567447 + }, + { + "symbol": "CEG", + "date": "2023-12-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.870436, + "strategy_rank": 81.408719, + "production_rank": 84.229291, + "structural_overlay_pass": false, + "structural_overlay_score": 80.017827, + "structural_overlay_rr": 2.100697, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.122336, + "primary_prob": 11.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 6, + "primary_distance_atr": 3.183504, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 1.104129, + "range_504_ratio": 3.016596, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.050229, + "hold30_r": -1.0 + }, + { + "symbol": "ABNB", + "date": "2023-12-15", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 85.512367, + "strategy_rank": 86.130638, + "production_rank": 85.924548, + "structural_overlay_pass": false, + "structural_overlay_score": 81.628321, + "structural_overlay_rr": 1.876976, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.093644, + "primary_prob": 43.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 56, + "primary_distance_atr": 3.140466, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.850467, + "range_504_ratio": 2.34074, + "range_factor_pass": false, + "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": 91.519435, + "strategy_rank": 79.749419, + "production_rank": 83.672758, + "structural_overlay_pass": false, + "structural_overlay_score": 79.48912, + "structural_overlay_rr": 1.59804, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.642735, + "primary_prob": 34.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.464102, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.792215, + "range_504_ratio": 2.208283, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.594759, + "hold30_r": 2.943723 + }, + { + "symbol": "ADBE", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.113074, + "strategy_rank": 87.501895, + "production_rank": 90.372288, + "structural_overlay_pass": false, + "structural_overlay_score": 85.853674, + "structural_overlay_rr": 1.773826, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.806414, + "primary_prob": 32.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.709621, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 0.836087, + "range_504_ratio": 2.30732, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.756976, + "hold30_r": 1.399397 + }, + { + "symbol": "AIZ", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.747939, + "strategy_rank": 77.573381, + "production_rank": 80.298234, + "structural_overlay_pass": false, + "structural_overlay_score": 76.283322, + "structural_overlay_rr": 1.142314, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.780518, + "primary_prob": 56.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 73, + "primary_distance_atr": 1.170777, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.619385, + "range_504_ratio": 1.857785, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.709965, + "hold30_r": 1.00673 + }, + { + "symbol": "AJG", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.274441, + "strategy_rank": 61.633257, + "production_rank": 68.846985, + "structural_overlay_pass": false, + "structural_overlay_score": 65.404636, + "structural_overlay_rr": 1.530374, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.037805, + "primary_prob": 23.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 71.0, + "primary_rejection_count": 19, + "primary_distance_atr": 3.056707, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.544697, + "range_504_ratio": 1.724086, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.980737, + "hold30_r": 1.197405 + }, + { + "symbol": "AKAM", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.510012, + "strategy_rank": 61.657477, + "production_rank": 68.941655, + "structural_overlay_pass": false, + "structural_overlay_score": 65.494573, + "structural_overlay_rr": 1.227416, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.242376, + "primary_prob": 41.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.863564, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.556477, + "range_504_ratio": 1.744515, + "range_factor_pass": false, + "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": 95.877503, + "strategy_rank": 94.617183, + "production_rank": 95.03729, + "structural_overlay_pass": false, + "structural_overlay_score": 90.285425, + "structural_overlay_rr": 1.901732, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.658634, + "primary_prob": 34.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.487951, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 1.05504, + "range_504_ratio": 2.872091, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.618751, + "hold30_r": 4.090085 + }, + { + "symbol": "AMZN", + "date": "2023-12-15", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.168433, + "strategy_rank": 88.043226, + "production_rank": 89.751628, + "structural_overlay_pass": false, + "structural_overlay_score": 85.264047, + "structural_overlay_rr": 2.468396, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 3.075301, + "primary_prob": 34.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 53, + "primary_distance_atr": 4.612952, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.760288, + "range_504_ratio": 2.138892, + "range_factor_pass": false, + "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": 81.861013, + "strategy_rank": 67.255816, + "production_rank": 72.124215, + "structural_overlay_pass": false, + "structural_overlay_score": 68.518004, + "structural_overlay_rr": 1.124196, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.135252, + "primary_prob": 60.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.702878, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.621709, + "range_504_ratio": 1.862108, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.061668, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2023-12-15", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.646643, + "strategy_rank": 99.01408, + "production_rank": 99.224935, + "structural_overlay_pass": false, + "structural_overlay_score": 94.263688, + "structural_overlay_rr": 1.553577, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.066773, + "primary_prob": 28.83, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 26.0, + "primary_rejection_count": 11, + "primary_distance_atr": 3.100159, + "raw_level_count": 122, + "gate_level_count": 122, + "range_504_log": 2.373735, + "range_504_ratio": 10.737418, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.033874, + "hold30_r": -1.0 + }, + { + "symbol": "BRO", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.683157, + "strategy_rank": 59.889699, + "production_rank": 66.820851, + "structural_overlay_pass": false, + "structural_overlay_score": 63.479809, + "structural_overlay_rr": 1.65433, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.348766, + "primary_prob": 25.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 3.523149, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.367116, + "range_504_ratio": 1.443566, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.283591, + "hold30_r": 3.794915 + }, + { + "symbol": "CAH", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.985866, + "strategy_rank": 67.885534, + "production_rank": 74.585645, + "structural_overlay_pass": false, + "structural_overlay_score": 70.856362, + "structural_overlay_rr": 1.429563, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.111162, + "primary_prob": 32.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.666743, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.810264, + "range_504_ratio": 2.248502, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.049726, + "hold30_r": 2.659453 + }, + { + "symbol": "CBOE", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.817432, + "strategy_rank": 68.412062, + "production_rank": 77.213852, + "structural_overlay_pass": false, + "structural_overlay_score": 73.353159, + "structural_overlay_rr": 0.959706, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.675104, + "primary_prob": 54.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 69.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.012656, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.570866, + "range_504_ratio": 1.769799, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.60782, + "hold30_r": 1.693238 + }, + { + "symbol": "CCL", + "date": "2023-12-15", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.757362, + "strategy_rank": 94.188184, + "production_rank": 94.044576, + "structural_overlay_pass": false, + "structural_overlay_score": 89.342347, + "structural_overlay_rr": 1.597954, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.187569, + "primary_prob": 42.23, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 3.281354, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 1.362126, + "range_504_ratio": 3.904484, + "range_factor_pass": true, + "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": 80.918728, + "strategy_rank": 80.066322, + "production_rank": 80.350457, + "structural_overlay_pass": false, + "structural_overlay_score": 76.332934, + "structural_overlay_rr": 2.633238, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.908635, + "primary_prob": 30.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.862953, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.811124, + "range_504_ratio": 2.250437, + "range_factor_pass": false, + "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": 83.981154, + "strategy_rank": 59.630888, + "production_rank": 67.747643, + "structural_overlay_pass": false, + "structural_overlay_score": 64.360261, + "structural_overlay_rr": 1.169869, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.18659, + "primary_prob": 44.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 57, + "primary_distance_atr": 1.779885, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.433577, + "range_504_ratio": 1.542766, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.117801, + "hold30_r": -1.0 + }, + { + "symbol": "CMG", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.694935, + "strategy_rank": 76.71037, + "production_rank": 81.371892, + "structural_overlay_pass": false, + "structural_overlay_score": 77.303297, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "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": 56, + "gate_level_count": 56, + "range_504_log": 0.673524, + "range_504_ratio": 1.961137, + "range_factor_pass": false, + "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": 98.939929, + "strategy_rank": 99.152441, + "production_rank": 99.081603, + "structural_overlay_pass": true, + "structural_overlay_score": 99.127523, + "structural_overlay_rr": 2.834237, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.282917, + "primary_prob": 27.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 19, + "primary_distance_atr": 3.424375, + "raw_level_count": 123, + "gate_level_count": 123, + "range_504_log": 2.190298, + "range_504_ratio": 8.937873, + "range_factor_pass": true, + "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": 94.228504, + "strategy_rank": 74.75245, + "production_rank": 81.244468, + "structural_overlay_pass": false, + "structural_overlay_score": 77.182245, + "structural_overlay_rr": 1.734932, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.312354, + "primary_prob": 23.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.968531, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.701527, + "range_504_ratio": 2.01683, + "range_factor_pass": false, + "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": 95.170789, + "strategy_rank": 84.028697, + "production_rank": 87.742727, + "structural_overlay_pass": false, + "structural_overlay_score": 83.355591, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 2.112122, + "primary_prob": 30.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 11, + "primary_distance_atr": 3.168182, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.734811, + "range_504_ratio": 2.085088, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.062076, + "hold30_r": -1.0 + }, + { + "symbol": "CRWD", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.524146, + "strategy_rank": 94.088473, + "production_rank": 94.567031, + "structural_overlay_pass": false, + "structural_overlay_score": 89.838679, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.662898, + "primary_prob": 38.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.494347, + "raw_level_count": 91, + "gate_level_count": 91, + "range_504_log": 1.039132, + "range_504_ratio": 2.826761, + "range_factor_pass": true, + "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": 99.882214, + "strategy_rank": 99.88238, + "production_rank": 99.882325, + "structural_overlay_pass": false, + "structural_overlay_score": 94.888209, + "structural_overlay_rr": 1.009101, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.94513, + "primary_prob": 50.71, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 24.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.417695, + "raw_level_count": 140, + "gate_level_count": 140, + "range_504_log": 4.237774, + "range_504_ratio": 69.253521, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.927137, + "hold30_r": -1.0 + }, + { + "symbol": "DASH", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.992933, + "strategy_rank": 93.157304, + "production_rank": 93.435847, + "structural_overlay_pass": false, + "structural_overlay_score": 88.764055, + "structural_overlay_rr": 1.824806, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.802818, + "primary_prob": 35.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.704227, + "raw_level_count": 114, + "gate_level_count": 114, + "range_504_log": 1.339463, + "range_504_ratio": 3.816995, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.044936, + "hold30_r": -1.0 + }, + { + "symbol": "DDOG", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.810365, + "strategy_rank": 91.710046, + "production_rank": 90.743486, + "structural_overlay_pass": false, + "structural_overlay_score": 86.206311, + "structural_overlay_rr": 1.522301, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.640196, + "primary_prob": 49.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.460294, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 1.110819, + "range_504_ratio": 3.036844, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.046898, + "hold30_r": -1.0 + }, + { + "symbol": "DECK", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.584217, + "strategy_rank": 93.810593, + "production_rank": 94.735134, + "structural_overlay_pass": false, + "structural_overlay_score": 89.998378, + "structural_overlay_rr": 0.777682, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.792589, + "primary_prob": 51.4, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.188883, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 1.219573, + "range_504_ratio": 3.385742, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.731103, + "hold30_r": -1.020917 + }, + { + "symbol": "DELL", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.290931, + "strategy_rank": 95.114202, + "production_rank": 95.839778, + "structural_overlay_pass": false, + "structural_overlay_score": 91.047789, + "structural_overlay_rr": 1.333519, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.325989, + "primary_prob": 23.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.988984, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.838596, + "range_504_ratio": 2.313117, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.272861, + "hold30_r": 4.176403 + }, + { + "symbol": "DLR", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.803298, + "strategy_rank": 74.492203, + "production_rank": 77.262568, + "structural_overlay_pass": false, + "structural_overlay_score": 73.39944, + "structural_overlay_rr": 1.622151, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.564638, + "primary_prob": 36.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.346957, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.731466, + "range_504_ratio": 2.078125, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.508456, + "hold30_r": 1.761937 + }, + { + "symbol": "DVA", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.454653, + "strategy_rank": 87.810168, + "production_rank": 87.358329, + "structural_overlay_pass": false, + "structural_overlay_score": 82.990413, + "structural_overlay_rr": 2.964491, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.564883, + "primary_prob": 51.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 58, + "primary_distance_atr": 2.347324, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.648107, + "range_504_ratio": 1.911918, + "range_factor_pass": false, + "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": 82.332155, + "strategy_rank": 71.735674, + "production_rank": 75.267835, + "structural_overlay_pass": false, + "structural_overlay_score": 71.504443, + "structural_overlay_rr": 2.057124, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.858169, + "primary_prob": 31.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 56, + "primary_distance_atr": 2.787254, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.535768, + "range_504_ratio": 1.70876, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.813606, + "hold30_r": 1.807772 + }, + { + "symbol": "EME", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.697291, + "strategy_rank": 79.694669, + "production_rank": 84.028876, + "structural_overlay_pass": false, + "structural_overlay_score": 79.827432, + "structural_overlay_rr": 1.040475, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.54136, + "primary_prob": 32.48, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.312041, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.866537, + "range_504_ratio": 2.37866, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.070078, + "hold30_r": -1.0 + }, + { + "symbol": "EXPE", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.574794, + "strategy_rank": 90.419706, + "production_rank": 89.804735, + "structural_overlay_pass": false, + "structural_overlay_score": 85.314499, + "structural_overlay_rr": 2.43902, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.790026, + "primary_prob": 47.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.685039, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.971746, + "range_504_ratio": 2.642554, + "range_factor_pass": false, + "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": 91.990577, + "strategy_rank": 74.698211, + "production_rank": 80.462333, + "structural_overlay_pass": false, + "structural_overlay_score": 76.439216, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "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": 53, + "gate_level_count": 53, + "range_504_log": 0.695545, + "range_504_ratio": 2.004801, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -4.324951, + "hold30_r": -4.256126 + }, + { + "symbol": "GOOG", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.396938, + "strategy_rank": 81.18958, + "production_rank": 83.258699, + "structural_overlay_pass": false, + "structural_overlay_score": 79.095764, + "structural_overlay_rr": 1.621247, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.250397, + "primary_prob": 26.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 59, + "primary_distance_atr": 3.375596, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.600291, + "range_504_ratio": 1.822648, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.191705, + "hold30_r": 1.745327 + }, + { + "symbol": "GOOGL", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.690224, + "strategy_rank": 80.16733, + "production_rank": 82.341628, + "structural_overlay_pass": false, + "structural_overlay_score": 78.224547, + "structural_overlay_rr": 1.481582, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.386898, + "primary_prob": 25.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 3.580346, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.597987, + "range_504_ratio": 1.818455, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.329653, + "hold30_r": 1.618909 + }, + { + "symbol": "INTC", + "date": "2023-12-15", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.223793, + "strategy_rank": 89.639656, + "production_rank": 89.834368, + "structural_overlay_pass": false, + "structural_overlay_score": 85.34265, + "structural_overlay_rr": 1.807827, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.254916, + "primary_prob": 41.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 3.382374, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.827999, + "range_504_ratio": 2.288735, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.210529, + "hold30_r": -1.0 + }, + { + "symbol": "INTU", + "date": "2023-12-15", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.3298, + "strategy_rank": 67.977636, + "production_rank": 72.095024, + "structural_overlay_pass": false, + "structural_overlay_score": 68.490273, + "structural_overlay_rr": 2.60253, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 2.177148, + "primary_prob": 32.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 3.265722, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.663412, + "range_504_ratio": 1.941404, + "range_factor_pass": false, + "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": 97.526502, + "strategy_rank": 96.052842, + "production_rank": 96.544062, + "structural_overlay_pass": false, + "structural_overlay_score": 91.716859, + "structural_overlay_rr": 1.185552, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.924083, + "primary_prob": 47.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.386124, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 1.063721, + "range_504_ratio": 2.897131, + "range_factor_pass": true, + "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": 88.339223, + "strategy_rank": 83.678019, + "production_rank": 85.231753, + "structural_overlay_pass": false, + "structural_overlay_score": 80.970166, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "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": 69, + "gate_level_count": 69, + "range_504_log": 0.914114, + "range_504_ratio": 2.494563, + "range_factor_pass": false, + "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": 96.937574, + "strategy_rank": 92.580803, + "production_rank": 94.03306, + "structural_overlay_pass": false, + "structural_overlay_score": 89.331407, + "structural_overlay_rr": 1.301459, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.313536, + "primary_prob": 41.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.970303, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.999495, + "range_504_ratio": 2.71691, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.26612, + "hold30_r": 3.049028 + }, + { + "symbol": "MCK", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.805654, + "strategy_rank": 63.478846, + "production_rank": 70.587782, + "structural_overlay_pass": false, + "structural_overlay_score": 67.058393, + "structural_overlay_rr": 1.350484, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.244282, + "primary_prob": 35.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 65.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.866423, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.733041, + "range_504_ratio": 2.0814, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.180864, + "hold30_r": 4.359496 + }, + { + "symbol": "META", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.11543, + "strategy_rank": 89.923474, + "production_rank": 92.654126, + "structural_overlay_pass": false, + "structural_overlay_score": 88.02142, + "structural_overlay_rr": 1.387795, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.396586, + "primary_prob": 39.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.094879, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 1.387287, + "range_504_ratio": 4.003973, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.341346, + "hold30_r": 4.553851 + }, + { + "symbol": "MPC", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.459364, + "strategy_rank": 77.53023, + "production_rank": 81.839941, + "structural_overlay_pass": false, + "structural_overlay_score": 77.747944, + "structural_overlay_rr": 1.867897, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.340028, + "primary_prob": 42.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.010042, + "raw_level_count": 95, + "gate_level_count": 95, + "range_504_log": 0.979306, + "range_504_ratio": 2.662608, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.291335, + "hold30_r": 2.825498 + }, + { + "symbol": "MSFT", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.045936, + "strategy_rank": 71.617032, + "production_rank": 77.426667, + "structural_overlay_pass": false, + "structural_overlay_score": 73.555334, + "structural_overlay_rr": 1.338304, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.681095, + "primary_prob": 44.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.021643, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.58811, + "range_504_ratio": 1.800582, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.607971, + "hold30_r": 2.648007 + }, + { + "symbol": "MSTR", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.468787, + "strategy_rank": 98.400601, + "production_rank": 98.42333, + "structural_overlay_pass": false, + "structural_overlay_score": 93.502163, + "structural_overlay_rr": 1.305286, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.813607, + "primary_prob": 41.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 71.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.720411, + "raw_level_count": 111, + "gate_level_count": 111, + "range_504_log": 1.544799, + "range_504_ratio": 4.687029, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.784467, + "hold30_r": -1.0 + }, + { + "symbol": "MU", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.517079, + "strategy_rank": 83.588098, + "production_rank": 85.564425, + "structural_overlay_pass": false, + "structural_overlay_score": 81.286204, + "structural_overlay_rr": 1.576963, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.906264, + "primary_prob": 41.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 78.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.859396, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.709429, + "range_504_ratio": 2.032831, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.853104, + "hold30_r": 1.416981 + }, + { + "symbol": "NFLX", + "date": "2023-12-15", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.048292, + "strategy_rank": 90.322316, + "production_rank": 90.564308, + "structural_overlay_pass": false, + "structural_overlay_score": 86.036092, + "structural_overlay_rr": 0.719, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 3.679037, + "primary_prob": 31.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 21, + "primary_distance_atr": 5.518555, + "raw_level_count": 93, + "gate_level_count": 93, + "range_504_log": 1.338779, + "range_504_ratio": 3.814382, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 3.61641, + "hold30_r": 6.102212 + }, + { + "symbol": "NOW", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.343934, + "strategy_rank": 82.577448, + "production_rank": 85.832943, + "structural_overlay_pass": false, + "structural_overlay_score": 81.541296, + "structural_overlay_rr": 0.99377, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.99377, + "primary_prob": 44.8, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.490654, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.76014, + "range_504_ratio": 2.138576, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.061817, + "hold30_r": -1.0 + }, + { + "symbol": "ODFL", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.567727, + "strategy_rank": 80.306201, + "production_rank": 81.060043, + "structural_overlay_pass": false, + "structural_overlay_score": 77.007041, + "structural_overlay_rr": 2.06059, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.719735, + "primary_prob": 40.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 62.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.579602, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.638554, + "range_504_ratio": 1.89374, + "range_factor_pass": false, + "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": 89.281508, + "strategy_rank": 88.030467, + "production_rank": 88.44748, + "structural_overlay_pass": false, + "structural_overlay_score": 84.025106, + "structural_overlay_rr": 1.760163, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.232546, + "primary_prob": 26.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 3.348819, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.741169, + "range_504_ratio": 2.098388, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.188102, + "hold30_r": 1.802383 + }, + { + "symbol": "PGR", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.161366, + "strategy_rank": 84.295489, + "production_rank": 85.250781, + "structural_overlay_pass": false, + "structural_overlay_score": 80.988242, + "structural_overlay_rr": 0.993357, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.917019, + "primary_prob": 51.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.375528, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.527083, + "range_504_ratio": 1.693984, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.85572, + "hold30_r": 4.96269 + }, + { + "symbol": "PLTR", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.704358, + "strategy_rank": 98.706181, + "production_rank": 98.705573, + "structural_overlay_pass": false, + "structural_overlay_score": 93.770295, + "structural_overlay_rr": 0.827307, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.422262, + "primary_prob": 31.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 65.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.133393, + "raw_level_count": 113, + "gate_level_count": 113, + "range_504_log": 1.31947, + "range_504_ratio": 3.741438, + "range_factor_pass": true, + "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": 86.101296, + "strategy_rank": 74.936792, + "production_rank": 78.658293, + "structural_overlay_pass": false, + "structural_overlay_score": 74.725379, + "structural_overlay_rr": 1.173801, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.834751, + "primary_prob": 46.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.752127, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.662327, + "range_504_ratio": 1.9393, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.061902, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.411072, + "strategy_rank": 99.34156, + "production_rank": 99.364731, + "structural_overlay_pass": false, + "structural_overlay_score": 94.396494, + "structural_overlay_rr": 1.654412, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.654412, + "primary_prob": 30.51, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.481618, + "raw_level_count": 120, + "gate_level_count": 120, + "range_504_log": 2.348145, + "range_504_ratio": 10.466139, + "range_factor_pass": true, + "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": 86.925795, + "strategy_rank": 85.150518, + "production_rank": 85.742277, + "structural_overlay_pass": false, + "structural_overlay_score": 81.455163, + "structural_overlay_rr": 2.716581, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.021725, + "primary_prob": 44.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 3.032588, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.907786, + "range_504_ratio": 2.478829, + "range_factor_pass": false, + "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": 93.404005, + "strategy_rank": 94.433214, + "production_rank": 94.090144, + "structural_overlay_pass": false, + "structural_overlay_score": 89.385637, + "structural_overlay_rr": 1.530741, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.871991, + "primary_prob": 36.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 4.307987, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 1.375009, + "range_504_ratio": 3.955112, + "range_factor_pass": true, + "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": 84.334511, + "strategy_rank": 87.732868, + "production_rank": 86.600083, + "structural_overlay_pass": false, + "structural_overlay_score": 82.270078, + "structural_overlay_rr": 2.506464, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.540081, + "primary_prob": 51.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.310122, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 0.92751, + "range_504_ratio": 2.528205, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.036673, + "hold30_r": -1.0 + }, + { + "symbol": "TTWO", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.755006, + "strategy_rank": 77.38208, + "production_rank": 82.173055, + "structural_overlay_pass": false, + "structural_overlay_score": 78.064402, + "structural_overlay_rr": 2.813957, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.585034, + "primary_prob": 50.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.377551, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.70557, + "range_504_ratio": 2.025, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.527525, + "hold30_r": 0.848994 + }, + { + "symbol": "VRSK", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.276796, + "strategy_rank": 61.452257, + "production_rank": 69.39377, + "structural_overlay_pass": false, + "structural_overlay_score": 65.924081, + "structural_overlay_rr": 1.167752, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.178418, + "primary_prob": 44.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.767627, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.46832, + "range_504_ratio": 1.597309, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.112628, + "hold30_r": 0.914067 + }, + { + "symbol": "VRT", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.175501, + "strategy_rank": 98.754621, + "production_rank": 98.894914, + "structural_overlay_pass": false, + "structural_overlay_score": 93.950168, + "structural_overlay_rr": 0.770101, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.803058, + "primary_prob": 51.01, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.204587, + "raw_level_count": 105, + "gate_level_count": 105, + "range_504_log": 1.86763, + "range_504_ratio": 6.472938, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.030664, + "hold30_r": -1.0 + }, + { + "symbol": "WDAY", + "date": "2023-12-15", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.272085, + "strategy_rank": 79.997142, + "production_rank": 80.422123, + "structural_overlay_pass": false, + "structural_overlay_score": 76.401017, + "structural_overlay_rr": 0.798806, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.06041, + "primary_prob": 26.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 12, + "primary_distance_atr": 3.090616, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.780395, + "range_504_ratio": 2.182334, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.003983, + "hold30_r": 1.900564 + }, + { + "symbol": "WDC", + "date": "2023-12-15", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.038869, + "strategy_rank": 83.02756, + "production_rank": 83.03133, + "structural_overlay_pass": false, + "structural_overlay_score": 78.879763, + "structural_overlay_rr": 2.25838, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.252003, + "primary_prob": 41.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 54, + "primary_distance_atr": 3.378004, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.847154, + "range_504_ratio": 2.332997, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.2011, + "hold30_r": 3.299435 + }, + { + "symbol": "WELL", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.216726, + "strategy_rank": 69.467534, + "production_rank": 74.383931, + "structural_overlay_pass": false, + "structural_overlay_score": 70.664735, + "structural_overlay_rr": 1.619841, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.204186, + "primary_prob": 51.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 63.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.806279, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.565213, + "range_504_ratio": 1.759823, + "range_factor_pass": false, + "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": 87.750294, + "strategy_rank": 88.576437, + "production_rank": 88.301056, + "structural_overlay_pass": false, + "structural_overlay_score": 83.886003, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.962859, + "primary_prob": 26.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.944288, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.722826, + "range_504_ratio": 2.060248, + "range_factor_pass": false, + "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": 91.283863, + "strategy_rank": 81.518868, + "production_rank": 84.773867, + "structural_overlay_pass": false, + "structural_overlay_score": 80.535173, + "structural_overlay_rr": 2.970143, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.502974, + "primary_prob": 39.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 3.754462, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.834517, + "range_504_ratio": 2.3037, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.057669, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2023-12-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.040915, + "strategy_rank": 79.100189, + "production_rank": 81.413764, + "structural_overlay_pass": false, + "structural_overlay_score": 77.343076, + "structural_overlay_rr": 1.528906, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.549585, + "primary_prob": 19.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.324377, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 1.104129, + "range_504_ratio": 3.016596, + "range_factor_pass": true, + "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": 83.754513, + "strategy_rank": 61.977499, + "production_rank": 69.236503, + "structural_overlay_pass": false, + "structural_overlay_score": 65.774678, + "structural_overlay_rr": 1.477972, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.01682, + "primary_prob": 39.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.525229, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.474764, + "range_504_ratio": 1.607635, + "range_factor_pass": false, + "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": 85.800241, + "strategy_rank": 86.31467, + "production_rank": 86.143194, + "structural_overlay_pass": false, + "structural_overlay_score": 81.836034, + "structural_overlay_rr": 1.588132, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.689456, + "primary_prob": 48.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.534184, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.850467, + "range_504_ratio": 2.34074, + "range_factor_pass": false, + "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": 88.56799, + "strategy_rank": 77.159658, + "production_rank": 80.962436, + "structural_overlay_pass": false, + "structural_overlay_score": 76.914314, + "structural_overlay_rr": 2.82028, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.722263, + "primary_prob": 33.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.583394, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.792215, + "range_504_ratio": 2.208283, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.667067, + "hold30_r": 3.954327 + }, + { + "symbol": "ADBE", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.066185, + "strategy_rank": 86.174181, + "production_rank": 89.138182, + "structural_overlay_pass": false, + "structural_overlay_score": 84.681273, + "structural_overlay_rr": 1.246103, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 2.204198, + "primary_prob": 27.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 3.306297, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.836087, + "range_504_ratio": 2.30732, + "range_factor_pass": false, + "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": 86.883273, + "strategy_rank": 75.76427, + "production_rank": 79.470604, + "structural_overlay_pass": false, + "structural_overlay_score": 75.497074, + "structural_overlay_rr": 1.256625, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.866818, + "primary_prob": 31.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.800226, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.619385, + "range_504_ratio": 1.857785, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.790937, + "hold30_r": 2.151496 + }, + { + "symbol": "AJG", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.717208, + "strategy_rank": 63.371674, + "production_rank": 70.486852, + "structural_overlay_pass": false, + "structural_overlay_score": 66.962509, + "structural_overlay_rr": 2.269179, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.163362, + "primary_prob": 21.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 71.0, + "primary_rejection_count": 19, + "primary_distance_atr": 3.245043, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.544697, + "range_504_ratio": 1.724086, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.102491, + "hold30_r": 1.818927 + }, + { + "symbol": "AKAM", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.198556, + "strategy_rank": 62.34007, + "production_rank": 69.959565, + "structural_overlay_pass": false, + "structural_overlay_score": 66.461587, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.112727, + "primary_prob": 44.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.66909, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.556477, + "range_504_ratio": 1.744515, + "range_factor_pass": false, + "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": 95.306859, + "strategy_rank": 94.121764, + "production_rank": 94.516796, + "structural_overlay_pass": false, + "structural_overlay_score": 89.790956, + "structural_overlay_rr": 1.955535, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.696785, + "primary_prob": 33.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.545178, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 1.05504, + "range_504_ratio": 2.872091, + "range_factor_pass": true, + "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": 93.020457, + "strategy_rank": 87.335208, + "production_rank": 89.230291, + "structural_overlay_pass": false, + "structural_overlay_score": 84.768777, + "structural_overlay_rr": 2.173573, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.492301, + "primary_prob": 39.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 53, + "primary_distance_atr": 3.738451, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.753201, + "range_504_ratio": 2.123787, + "range_factor_pass": false, + "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": 80.866426, + "strategy_rank": 66.114301, + "production_rank": 71.031676, + "structural_overlay_pass": false, + "structural_overlay_score": 67.480092, + "structural_overlay_rr": 1.60302, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.552172, + "primary_prob": 36.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.328258, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.621709, + "range_504_ratio": 1.862108, + "range_factor_pass": false, + "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": 80.024067, + "strategy_rank": 73.339776, + "production_rank": 75.567873, + "structural_overlay_pass": false, + "structural_overlay_score": 71.78948, + "structural_overlay_rr": 1.501574, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.093017, + "primary_prob": 27.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.639525, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.746395, + "range_504_ratio": 2.109382, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.033871, + "hold30_r": 4.624203 + }, + { + "symbol": "APP", + "date": "2023-12-22", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.638989, + "strategy_rank": 99.099033, + "production_rank": 99.279018, + "structural_overlay_pass": false, + "structural_overlay_score": 94.315068, + "structural_overlay_rr": 0.942595, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 7.381413, + "primary_prob": 24.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 94.0, + "primary_rejection_count": 23, + "primary_distance_atr": 11.07212, + "raw_level_count": 122, + "gate_level_count": 122, + "range_504_log": 2.373735, + "range_504_ratio": 10.737418, + "range_factor_pass": true, + "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": 83.032491, + "strategy_rank": 62.0123, + "production_rank": 69.01903, + "structural_overlay_pass": false, + "structural_overlay_score": 65.568078, + "structural_overlay_rr": 1.869085, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.286297, + "primary_prob": 41.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 1.929445, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.367116, + "range_504_ratio": 1.443566, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.219459, + "hold30_r": 4.006638 + }, + { + "symbol": "CAH", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.327316, + "strategy_rank": 68.707873, + "production_rank": 75.247688, + "structural_overlay_pass": false, + "structural_overlay_score": 71.485303, + "structural_overlay_rr": 2.194383, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.915418, + "primary_prob": 38.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.373127, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.810058, + "range_504_ratio": 2.248038, + "range_factor_pass": false, + "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": 81.949458, + "strategy_rank": 70.365821, + "production_rank": 74.227034, + "structural_overlay_pass": false, + "structural_overlay_score": 70.515682, + "structural_overlay_rr": 1.21855, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.488403, + "primary_prob": 17.67, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.232605, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.517543, + "range_504_ratio": 1.6779, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.424769, + "hold30_r": 0.161519 + }, + { + "symbol": "CBOE", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.464501, + "strategy_rank": 68.033914, + "production_rank": 76.844109, + "structural_overlay_pass": false, + "structural_overlay_score": 73.001904, + "structural_overlay_rr": 1.423607, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.993384, + "primary_prob": 35.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.490077, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.570866, + "range_504_ratio": 1.769799, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.919889, + "hold30_r": 1.869531 + }, + { + "symbol": "CCL", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.734055, + "strategy_rank": 91.929205, + "production_rank": 91.530822, + "structural_overlay_pass": false, + "structural_overlay_score": 86.954281, + "structural_overlay_rr": 1.611095, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.60622, + "primary_prob": 50.32, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.40933, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 1.362126, + "range_504_ratio": 3.904484, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.036911, + "hold30_r": -1.0 + }, + { + "symbol": "CME", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.957882, + "strategy_rank": 60.334863, + "production_rank": 68.542536, + "structural_overlay_pass": false, + "structural_overlay_score": 65.115409, + "structural_overlay_rr": 1.306521, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.953044, + "primary_prob": 50.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 1.429566, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.433577, + "range_504_ratio": 1.542766, + "range_factor_pass": false, + "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": 99.037304, + "strategy_rank": 99.21807, + "production_rank": 99.157815, + "structural_overlay_pass": false, + "structural_overlay_score": 94.199924, + "structural_overlay_rr": 1.937136, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 5.560725, + "primary_prob": 26.95, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 8.341088, + "raw_level_count": 124, + "gate_level_count": 124, + "range_504_log": 2.190298, + "range_504_ratio": 8.937873, + "range_factor_pass": true, + "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": 94.945848, + "strategy_rank": 75.17758, + "production_rank": 81.767003, + "structural_overlay_pass": false, + "structural_overlay_score": 77.678653, + "structural_overlay_rr": 1.930692, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.930692, + "primary_prob": 11.57, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.896039, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.701527, + "range_504_ratio": 2.01683, + "range_factor_pass": false, + "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": 95.788207, + "strategy_rank": 82.645983, + "production_rank": 87.026724, + "structural_overlay_pass": false, + "structural_overlay_score": 82.675388, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.611511, + "primary_prob": 38.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.417267, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.753353, + "range_504_ratio": 2.12411, + "range_factor_pass": false, + "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": 97.111913, + "strategy_rank": 94.845086, + "production_rank": 95.600695, + "structural_overlay_pass": false, + "structural_overlay_score": 90.82066, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.730268, + "primary_prob": 42.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 71.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.595402, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 1.043117, + "range_504_ratio": 2.838049, + "range_factor_pass": true, + "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": 99.879663, + "strategy_rank": 99.87975, + "production_rank": 99.879721, + "structural_overlay_pass": false, + "structural_overlay_score": 94.885735, + "structural_overlay_rr": 1.185085, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "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": 141, + "gate_level_count": 141, + "range_504_log": 4.237774, + "range_504_ratio": 69.253521, + "range_factor_pass": true, + "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": 95.547533, + "strategy_rank": 94.146178, + "production_rank": 94.613297, + "structural_overlay_pass": true, + "structural_overlay_score": 94.882632, + "structural_overlay_rr": 2.797331, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.103721, + "primary_prob": 31.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 19, + "primary_distance_atr": 3.155581, + "raw_level_count": 114, + "gate_level_count": 114, + "range_504_log": 1.336736, + "range_504_ratio": 3.8066, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.046025, + "hold30_r": -1.0 + }, + { + "symbol": "DDOG", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.642599, + "strategy_rank": 90.181632, + "production_rank": 89.001955, + "structural_overlay_pass": false, + "structural_overlay_score": 84.551857, + "structural_overlay_rr": 1.656852, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.783418, + "primary_prob": 47.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.675126, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 1.110819, + "range_504_ratio": 3.036844, + "range_factor_pass": true, + "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": 96.269555, + "strategy_rank": 93.571161, + "production_rank": 94.470626, + "structural_overlay_pass": false, + "structural_overlay_score": 89.747095, + "structural_overlay_rr": 1.254202, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.749622, + "primary_prob": 54.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.124432, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 1.22298, + "range_504_ratio": 3.397295, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.061404, + "hold30_r": -1.0 + }, + { + "symbol": "DLR", + "date": "2023-12-22", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.310469, + "strategy_rank": 73.57171, + "production_rank": 76.48463, + "structural_overlay_pass": false, + "structural_overlay_score": 72.660398, + "structural_overlay_rr": 2.028003, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.01305, + "primary_prob": 29.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 3.019575, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.731466, + "range_504_ratio": 2.078125, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.061979, + "hold30_r": -1.0 + }, + { + "symbol": "DVA", + "date": "2023-12-22", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.530686, + "strategy_rank": 89.862356, + "production_rank": 89.7518, + "structural_overlay_pass": false, + "structural_overlay_score": 85.26421, + "structural_overlay_rr": 0.673081, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.057047, + "primary_prob": 28.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 58, + "primary_distance_atr": 3.085571, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.648107, + "range_504_ratio": 1.911918, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.002193, + "hold30_r": 1.91385 + }, + { + "symbol": "EG", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.347774, + "strategy_rank": 70.268772, + "production_rank": 73.961772, + "structural_overlay_pass": false, + "structural_overlay_score": 70.263684, + "structural_overlay_rr": 2.365656, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.161249, + "primary_prob": 27.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 56, + "primary_distance_atr": 3.241874, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.535768, + "range_504_ratio": 1.70876, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.113682, + "hold30_r": 2.03781 + }, + { + "symbol": "EME", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.132371, + "strategy_rank": 76.778134, + "production_rank": 81.229546, + "structural_overlay_pass": false, + "structural_overlay_score": 77.168069, + "structural_overlay_rr": 1.103122, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.645291, + "primary_prob": 15.66, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.467936, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.866537, + "range_504_ratio": 2.37866, + "range_factor_pass": false, + "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": 91.576414, + "strategy_rank": 92.374798, + "production_rank": 92.10867, + "structural_overlay_pass": false, + "structural_overlay_score": 87.503237, + "structural_overlay_rr": 2.040851, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.988467, + "primary_prob": 44.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.9827, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.971746, + "range_504_ratio": 2.642554, + "range_factor_pass": false, + "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": 91.817088, + "strategy_rank": 83.431625, + "production_rank": 86.22678, + "structural_overlay_pass": false, + "structural_overlay_score": 81.915441, + "structural_overlay_rr": 2.115976, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.232768, + "primary_prob": 26.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 3.349153, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.699089, + "range_504_ratio": 2.011918, + "range_factor_pass": false, + "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": 88.808664, + "strategy_rank": 81.109642, + "production_rank": 83.675983, + "structural_overlay_pass": false, + "structural_overlay_score": 79.492184, + "structural_overlay_rr": 2.083333, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.359275, + "primary_prob": 55.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.038913, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.600291, + "range_504_ratio": 1.822648, + "range_factor_pass": false, + "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": 89.049338, + "strategy_rank": 80.701884, + "production_rank": 83.484368, + "structural_overlay_pass": false, + "structural_overlay_score": 79.31015, + "structural_overlay_rr": 2.194159, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.593819, + "primary_prob": 46.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 81.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.390728, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.597987, + "range_504_ratio": 1.818455, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.06172, + "hold30_r": -1.0 + }, + { + "symbol": "INTC", + "date": "2023-12-22", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.983153, + "strategy_rank": 91.898651, + "production_rank": 92.593485, + "structural_overlay_pass": false, + "structural_overlay_score": 87.963811, + "structural_overlay_rr": 1.757862, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.584362, + "primary_prob": 38.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 57, + "primary_distance_atr": 3.876543, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.827999, + "range_504_ratio": 2.288735, + "range_factor_pass": false, + "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": 80.505415, + "strategy_rank": 68.274559, + "production_rank": 72.351511, + "structural_overlay_pass": false, + "structural_overlay_score": 68.733935, + "structural_overlay_rr": 1.968963, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.503095, + "primary_prob": 42.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.254643, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.663412, + "range_504_ratio": 1.941404, + "range_factor_pass": false, + "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": 97.352587, + "strategy_rank": 95.913918, + "production_rank": 96.393474, + "structural_overlay_pass": false, + "structural_overlay_score": 91.573801, + "structural_overlay_rr": 1.604658, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.813973, + "primary_prob": 40.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.220959, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 1.063721, + "range_504_ratio": 2.897131, + "range_factor_pass": true, + "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": 84.23586, + "strategy_rank": 80.825847, + "production_rank": 81.962518, + "structural_overlay_pass": false, + "structural_overlay_score": 77.864392, + "structural_overlay_rr": 1.510038, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.099251, + "primary_prob": 42.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.648877, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.914114, + "range_504_ratio": 2.494563, + "range_factor_pass": false, + "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": 96.630566, + "strategy_rank": 92.203221, + "production_rank": 93.679002, + "structural_overlay_pass": false, + "structural_overlay_score": 88.995052, + "structural_overlay_rr": 1.586896, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.601574, + "primary_prob": 35.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.402362, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.999495, + "range_504_ratio": 2.71691, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.546781, + "hold30_r": 7.444392 + }, + { + "symbol": "MCK", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.995187, + "strategy_rank": 63.010316, + "production_rank": 70.005273, + "structural_overlay_pass": false, + "structural_overlay_score": 66.505009, + "structural_overlay_rr": 1.653023, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.498571, + "primary_prob": 17.88, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.247856, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.70844, + "range_504_ratio": 2.030821, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.426848, + "hold30_r": 4.956811 + }, + { + "symbol": "META", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.194946, + "strategy_rank": 89.444745, + "production_rank": 92.361479, + "structural_overlay_pass": false, + "structural_overlay_score": 87.743405, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.927126, + "primary_prob": 34.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.890689, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 1.399937, + "range_504_ratio": 4.054943, + "range_factor_pass": true, + "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": 85.43923, + "strategy_rank": 73.20482, + "production_rank": 77.282957, + "structural_overlay_pass": false, + "structural_overlay_score": 73.418809, + "structural_overlay_rr": 1.526585, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.978757, + "primary_prob": 39.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.468136, + "raw_level_count": 95, + "gate_level_count": 95, + "range_504_log": 0.943111, + "range_504_ratio": 2.567959, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.926961, + "hold30_r": 3.21343 + }, + { + "symbol": "MPWR", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.273165, + "strategy_rank": 85.770207, + "production_rank": 84.93786, + "structural_overlay_pass": false, + "structural_overlay_score": 80.690967, + "structural_overlay_rr": 1.175721, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.812642, + "primary_prob": 51.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.218964, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.763124, + "range_504_ratio": 2.144967, + "range_factor_pass": false, + "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": 98.796631, + "strategy_rank": 98.617425, + "production_rank": 98.67716, + "structural_overlay_pass": false, + "structural_overlay_score": 93.743302, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.591034, + "primary_prob": 50.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 98.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.386551, + "raw_level_count": 112, + "gate_level_count": 112, + "range_504_log": 1.546567, + "range_504_ratio": 4.695324, + "range_factor_pass": true, + "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": 89.77136, + "strategy_rank": 85.997215, + "production_rank": 87.255263, + "structural_overlay_pass": false, + "structural_overlay_score": 82.8925, + "structural_overlay_rr": 1.83494, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.601364, + "primary_prob": 49.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 97.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.402045, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.709429, + "range_504_ratio": 2.032831, + "range_factor_pass": false, + "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": 93.261131, + "strategy_rank": 91.861423, + "production_rank": 92.327993, + "structural_overlay_pass": true, + "structural_overlay_score": 92.711593, + "structural_overlay_rr": 2.46902, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.538576, + "primary_prob": 38.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 21, + "primary_distance_atr": 3.807865, + "raw_level_count": 93, + "gate_level_count": 93, + "range_504_log": 1.338779, + "range_504_ratio": 3.814382, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.060626, + "hold30_r": -1.0 + }, + { + "symbol": "NOW", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.742479, + "strategy_rank": 82.870636, + "production_rank": 86.494583, + "structural_overlay_pass": false, + "structural_overlay_score": 82.169854, + "structural_overlay_rr": 1.103919, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.103919, + "primary_prob": 26.64, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.655878, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.76014, + "range_504_ratio": 2.138576, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.066526, + "hold30_r": -1.0 + }, + { + "symbol": "ODFL", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.513839, + "strategy_rank": 80.536518, + "production_rank": 81.528958, + "structural_overlay_pass": false, + "structural_overlay_score": 77.45251, + "structural_overlay_rr": 1.440292, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.401235, + "primary_prob": 35.0, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 4.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.101853, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.638554, + "range_504_ratio": 1.89374, + "range_factor_pass": false, + "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": 87.845969, + "strategy_rank": 86.810305, + "production_rank": 87.155526, + "structural_overlay_pass": false, + "structural_overlay_score": 82.79775, + "structural_overlay_rr": 2.220821, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.833449, + "primary_prob": 31.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.750174, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.741169, + "range_504_ratio": 2.098388, + "range_factor_pass": false, + "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": 96.871239, + "strategy_rank": 95.144802, + "production_rank": 95.720281, + "structural_overlay_pass": false, + "structural_overlay_score": 90.934267, + "structural_overlay_rr": 1.597465, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.999401, + "primary_prob": 45.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.499101, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.877584, + "range_504_ratio": 2.405082, + "range_factor_pass": false, + "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": 87.605295, + "strategy_rank": 84.625027, + "production_rank": 85.61845, + "structural_overlay_pass": false, + "structural_overlay_score": 81.337527, + "structural_overlay_rr": 1.589404, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.920672, + "primary_prob": 43.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.381008, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.503324, + "range_504_ratio": 1.654211, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.852079, + "hold30_r": 5.306637 + }, + { + "symbol": "PLTR", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.555957, + "strategy_rank": 98.66504, + "production_rank": 98.628679, + "structural_overlay_pass": false, + "structural_overlay_score": 93.697245, + "structural_overlay_rr": 1.522436, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.876186, + "primary_prob": 44.19, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 55.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.314278, + "raw_level_count": 113, + "gate_level_count": 113, + "range_504_log": 1.31947, + "range_504_ratio": 3.741438, + "range_factor_pass": true, + "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": 81.708785, + "strategy_rank": 71.133724, + "production_rank": 74.658744, + "structural_overlay_pass": false, + "structural_overlay_score": 70.925807, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.540364, + "primary_prob": 51.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.310546, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.646961, + "range_504_ratio": 1.909728, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.068257, + "hold30_r": -1.0 + }, + { + "symbol": "RSG", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.791817, + "strategy_rank": 58.206373, + "production_rank": 66.401521, + "structural_overlay_pass": false, + "structural_overlay_score": 63.081445, + "structural_overlay_rr": 1.477889, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.987514, + "primary_prob": 30.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.481271, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.437992, + "range_504_ratio": 1.549592, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.880175, + "hold30_r": 3.915747 + }, + { + "symbol": "SMCI", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.398315, + "strategy_rank": 99.32672, + "production_rank": 99.350585, + "structural_overlay_pass": false, + "structural_overlay_score": 94.383056, + "structural_overlay_rr": 1.552209, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.096064, + "primary_prob": 30.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.644096, + "raw_level_count": 120, + "gate_level_count": 120, + "range_504_log": 2.348145, + "range_504_ratio": 10.466139, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.072795, + "hold30_r": 15.819277 + }, + { + "symbol": "SNPS", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.501805, + "strategy_rank": 79.640939, + "production_rank": 84.261228, + "structural_overlay_pass": false, + "structural_overlay_score": 80.048167, + "structural_overlay_rr": 1.897829, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.141813, + "primary_prob": 28.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.71272, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.810887, + "range_504_ratio": 2.249902, + "range_factor_pass": false, + "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": 91.095066, + "strategy_rank": 87.968227, + "production_rank": 89.010507, + "structural_overlay_pass": false, + "structural_overlay_score": 84.559981, + "structural_overlay_rr": 2.443616, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.047008, + "primary_prob": 43.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 3.070512, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.907786, + "range_504_ratio": 2.478829, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.062258, + "hold30_r": -1.0 + }, + { + "symbol": "TSLA", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.298436, + "strategy_rank": 93.168329, + "production_rank": 92.878364, + "structural_overlay_pass": false, + "structural_overlay_score": 88.234446, + "structural_overlay_rr": 1.660346, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.57361, + "primary_prob": 50.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.360414, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 1.375009, + "range_504_ratio": 3.955112, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.037624, + "hold30_r": -1.0 + }, + { + "symbol": "TTD", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.551143, + "strategy_rank": 86.489282, + "production_rank": 85.176569, + "structural_overlay_pass": false, + "structural_overlay_score": 80.91774, + "structural_overlay_rr": 1.641291, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.934719, + "primary_prob": 45.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.902078, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 0.92751, + "range_504_ratio": 2.528205, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.036662, + "hold30_r": -1.0 + }, + { + "symbol": "TTWO", + "date": "2023-12-22", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.53911, + "strategy_rank": 77.526476, + "production_rank": 82.530687, + "structural_overlay_pass": false, + "structural_overlay_score": 78.404153, + "structural_overlay_rr": 3.144923, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.518086, + "primary_prob": 38.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 3.777129, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.70557, + "range_504_ratio": 2.025, + "range_factor_pass": false, + "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": 87.364621, + "strategy_rank": 62.775883, + "production_rank": 70.972129, + "structural_overlay_pass": false, + "structural_overlay_score": 67.423522, + "structural_overlay_rr": 1.56379, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.124324, + "primary_prob": 45.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.686487, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.46832, + "range_504_ratio": 1.597309, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.073579, + "hold30_r": -1.0 + }, + { + "symbol": "WDAY", + "date": "2023-12-22", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.1071, + "strategy_rank": 79.464046, + "production_rank": 80.01173, + "structural_overlay_pass": false, + "structural_overlay_score": 76.011144, + "structural_overlay_rr": 0.90832, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.349721, + "primary_prob": 23.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 12, + "primary_distance_atr": 3.524582, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.780395, + "range_504_ratio": 2.182334, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.063903, + "hold30_r": -1.0 + }, + { + "symbol": "WDC", + "date": "2023-12-22", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.290012, + "strategy_rank": 87.677078, + "production_rank": 88.214723, + "structural_overlay_pass": false, + "structural_overlay_score": 83.803987, + "structural_overlay_rr": 2.126282, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.572901, + "primary_prob": 38.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 56, + "primary_distance_atr": 3.859352, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.847154, + "range_504_ratio": 2.332997, + "range_factor_pass": false, + "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": 86.281588, + "strategy_rank": 68.644411, + "production_rank": 74.52347, + "structural_overlay_pass": false, + "structural_overlay_score": 70.797297, + "structural_overlay_rr": 1.929724, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.703446, + "primary_prob": 25.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.555168, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.565213, + "range_504_ratio": 1.759823, + "range_factor_pass": false, + "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": 90.373045, + "strategy_rank": 90.343964, + "production_rank": 90.353658, + "structural_overlay_pass": false, + "structural_overlay_score": 85.835975, + "structural_overlay_rr": 0.748975, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.193893, + "primary_prob": 23.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 5, + "primary_distance_atr": 3.290839, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.722826, + "range_504_ratio": 2.060248, + "range_factor_pass": false, + "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": 92.057762, + "strategy_rank": 81.979449, + "production_rank": 85.338886, + "structural_overlay_pass": false, + "structural_overlay_score": 81.071942, + "structural_overlay_rr": 1.976676, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.594342, + "primary_prob": 35.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 75, + "primary_distance_atr": 2.391512, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.834517, + "range_504_ratio": 2.3037, + "range_factor_pass": false, + "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, + "production_rank": 77.460317, + "structural_overlay_pass": false, + "structural_overlay_score": 73.587302, + "structural_overlay_rr": 2.043711, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.966341, + "primary_prob": 39.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.449511, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 1.104129, + "range_504_ratio": 3.016596, + "range_factor_pass": true, + "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": 83.600493, + "strategy_rank": 62.357984, + "production_rank": 69.43882, + "structural_overlay_pass": false, + "structural_overlay_score": 65.966879, + "structural_overlay_rr": 1.529739, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.722422, + "primary_prob": 58.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.083632, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.474764, + "range_504_ratio": 1.607635, + "range_factor_pass": false, + "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": 82.244143, + "strategy_rank": 83.438059, + "production_rank": 83.040087, + "structural_overlay_pass": false, + "structural_overlay_score": 78.888083, + "structural_overlay_rr": 1.766218, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.817182, + "primary_prob": 31.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.725773, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.850467, + "range_504_ratio": 2.34074, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.767804, + "hold30_r": 2.518841 + }, + { + "symbol": "ACGL", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.217016, + "strategy_rank": 73.010952, + "production_rank": 76.746307, + "structural_overlay_pass": false, + "structural_overlay_score": 72.908991, + "structural_overlay_rr": 2.434724, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.064587, + "primary_prob": 28.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 3.09688, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.792215, + "range_504_ratio": 2.208283, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.998424, + "hold30_r": 4.081007 + }, + { + "symbol": "ADBE", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.094945, + "strategy_rank": 84.391553, + "production_rank": 87.292684, + "structural_overlay_pass": false, + "structural_overlay_score": 82.92805, + "structural_overlay_rr": 1.674741, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.723045, + "primary_prob": 32.59, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 96.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.584567, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.836087, + "range_504_ratio": 2.30732, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.664408, + "hold30_r": 1.242851 + }, + { + "symbol": "AIZ", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.956843, + "strategy_rank": 73.860934, + "production_rank": 77.559571, + "structural_overlay_pass": false, + "structural_overlay_score": 73.681592, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.078768, + "primary_prob": 46.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 1.618153, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.619385, + "range_504_ratio": 1.857785, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.086334, + "hold30_r": -1.0 + }, + { + "symbol": "AKAM", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.737361, + "strategy_rank": 60.388478, + "production_rank": 67.838106, + "structural_overlay_pass": false, + "structural_overlay_score": 64.4462, + "structural_overlay_rr": 0.668078, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.870317, + "primary_prob": 53.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 1.305476, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.556477, + "range_504_ratio": 1.744515, + "range_factor_pass": false, + "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": 83.847102, + "strategy_rank": 82.124706, + "production_rank": 82.698838, + "structural_overlay_pass": false, + "structural_overlay_score": 78.563896, + "structural_overlay_rr": 1.228507, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.761444, + "primary_prob": 48.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.142166, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.853984, + "range_504_ratio": 2.348988, + "range_factor_pass": false, + "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": 94.574599, + "strategy_rank": 93.619194, + "production_rank": 93.937662, + "structural_overlay_pass": false, + "structural_overlay_score": 89.240779, + "structural_overlay_rr": 1.979419, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.736812, + "primary_prob": 33.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.605217, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 1.027156, + "range_504_ratio": 2.79311, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.697172, + "hold30_r": 5.738027 + }, + { + "symbol": "ANET", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.561036, + "strategy_rank": 95.047707, + "production_rank": 95.218816, + "structural_overlay_pass": false, + "structural_overlay_score": 90.457875, + "structural_overlay_rr": 1.195786, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.717801, + "primary_prob": 56.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.076702, + "raw_level_count": 91, + "gate_level_count": 91, + "range_504_log": 0.993484, + "range_504_ratio": 2.700628, + "range_factor_pass": false, + "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": 80.27127, + "strategy_rank": 73.422361, + "production_rank": 75.705331, + "structural_overlay_pass": false, + "structural_overlay_score": 71.920064, + "structural_overlay_rr": 1.674012, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.241775, + "primary_prob": 23.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.862663, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.746395, + "range_504_ratio": 2.109382, + "range_factor_pass": false, + "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": 99.630086, + "strategy_rank": 98.966153, + "production_rank": 99.187464, + "structural_overlay_pass": false, + "structural_overlay_score": 94.228091, + "structural_overlay_rr": 1.531788, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.925272, + "primary_prob": 26.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 80.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.887908, + "raw_level_count": 122, + "gate_level_count": 122, + "range_504_log": 2.373735, + "range_504_ratio": 10.737418, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.891219, + "hold30_r": 3.551985 + }, + { + "symbol": "ARES", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.642417, + "strategy_rank": 79.428659, + "production_rank": 82.833245, + "structural_overlay_pass": false, + "structural_overlay_score": 78.691582, + "structural_overlay_rr": 1.502248, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.825829, + "primary_prob": 36.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.238743, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.82259, + "range_504_ratio": 2.276388, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.763098, + "hold30_r": 5.772653 + }, + { + "symbol": "AVGO", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.382244, + "strategy_rank": 86.551704, + "production_rank": 87.828551, + "structural_overlay_pass": false, + "structural_overlay_score": 83.437123, + "structural_overlay_rr": 1.347856, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.193251, + "primary_prob": 41.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.789876, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 1.020562, + "range_504_ratio": 2.774753, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.053984, + "hold30_r": -1.0 + }, + { + "symbol": "BKNG", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.998767, + "strategy_rank": 79.01279, + "production_rank": 83.008116, + "structural_overlay_pass": false, + "structural_overlay_score": 78.85771, + "structural_overlay_rr": 1.146165, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.146165, + "primary_prob": 40.91, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.719247, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.795084, + "range_504_ratio": 2.214628, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.079785, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.669544, + "strategy_rank": 68.416651, + "production_rank": 74.834282, + "structural_overlay_pass": false, + "structural_overlay_score": 71.092568, + "structural_overlay_rr": 1.956317, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.683301, + "primary_prob": 17.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.524951, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.810058, + "range_504_ratio": 2.248038, + "range_factor_pass": false, + "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": 80.517879, + "strategy_rank": 67.949231, + "production_rank": 72.138781, + "structural_overlay_pass": false, + "structural_overlay_score": 68.531842, + "structural_overlay_rr": 0.890565, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.935067, + "primary_prob": 38.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.402601, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.517543, + "range_504_ratio": 1.6779, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.857303, + "hold30_r": -1.0 + }, + { + "symbol": "CCL", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.341554, + "strategy_rank": 92.903663, + "production_rank": 93.049627, + "structural_overlay_pass": false, + "structural_overlay_score": 88.397145, + "structural_overlay_rr": 1.597972, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.944233, + "primary_prob": 30.19, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.91635, + "raw_level_count": 91, + "gate_level_count": 91, + "range_504_log": 1.362126, + "range_504_ratio": 3.904484, + "range_factor_pass": true, + "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": 92.231813, + "strategy_rank": 77.292896, + "production_rank": 82.272535, + "structural_overlay_pass": false, + "structural_overlay_score": 78.158908, + "structural_overlay_rr": 1.324301, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.279047, + "primary_prob": 34.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 62.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.91857, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.747191, + "range_504_ratio": 2.111061, + "range_factor_pass": false, + "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": 85.819975, + "strategy_rank": 60.701289, + "production_rank": 69.074184, + "structural_overlay_pass": false, + "structural_overlay_score": 65.620475, + "structural_overlay_rr": 0.779233, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.904844, + "primary_prob": 30.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.857265, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.433577, + "range_504_ratio": 1.542766, + "range_factor_pass": false, + "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": 93.588163, + "strategy_rank": 77.762636, + "production_rank": 83.037812, + "structural_overlay_pass": false, + "structural_overlay_score": 78.885921, + "structural_overlay_rr": 1.044441, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.044441, + "primary_prob": 33.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.566661, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.674376, + "range_504_ratio": 1.962808, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.95065, + "hold30_r": 7.833307 + }, + { + "symbol": "COIN", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.136868, + "strategy_rank": 99.211306, + "production_rank": 99.186493, + "structural_overlay_pass": false, + "structural_overlay_score": 94.227169, + "structural_overlay_rr": 1.558673, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.171249, + "primary_prob": 31.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.756874, + "raw_level_count": 125, + "gate_level_count": 125, + "range_504_log": 2.109108, + "range_504_ratio": 8.240887, + "range_factor_pass": true, + "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": 91.985203, + "strategy_rank": 73.393332, + "production_rank": 79.590623, + "structural_overlay_pass": false, + "structural_overlay_score": 75.611092, + "structural_overlay_rr": 1.969921, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.265295, + "primary_prob": 28.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.897943, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.701527, + "range_504_ratio": 2.01683, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.193302, + "hold30_r": 1.295602 + }, + { + "symbol": "CRWD", + "date": "2024-01-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 97.163995, + "strategy_rank": 94.841365, + "production_rank": 95.615575, + "structural_overlay_pass": false, + "structural_overlay_score": 90.834796, + "structural_overlay_rr": 1.433297, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.373925, + "primary_prob": 25.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 3.560888, + "raw_level_count": 91, + "gate_level_count": 91, + "range_504_log": 1.043117, + "range_504_ratio": 2.838049, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.322234, + "hold30_r": 9.176703 + }, + { + "symbol": "CVNA", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.876695, + "strategy_rank": 99.876786, + "production_rank": 99.876756, + "structural_overlay_pass": false, + "structural_overlay_score": 94.882918, + "structural_overlay_rr": 1.302908, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.240789, + "primary_prob": 32.16, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 47.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.861184, + "raw_level_count": 142, + "gate_level_count": 142, + "range_504_log": 4.216188, + "range_504_ratio": 67.774648, + "range_factor_pass": true, + "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": 94.821208, + "strategy_rank": 93.570418, + "production_rank": 93.987348, + "structural_overlay_pass": false, + "structural_overlay_score": 89.287981, + "structural_overlay_rr": 1.984794, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.886475, + "primary_prob": 29.97, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 95.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.829712, + "raw_level_count": 115, + "gate_level_count": 115, + "range_504_log": 1.324211, + "range_504_ratio": 3.759217, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.838383, + "hold30_r": 5.870695 + }, + { + "symbol": "DDOG", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.902589, + "strategy_rank": 91.752108, + "production_rank": 90.802268, + "structural_overlay_pass": false, + "structural_overlay_score": 86.262155, + "structural_overlay_rr": 2.003467, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.89828, + "primary_prob": 20.96, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 4.34742, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 1.102301, + "range_504_ratio": 3.011086, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.850496, + "hold30_r": 4.37441 + }, + { + "symbol": "DECK", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.067818, + "strategy_rank": 92.562232, + "production_rank": 93.397427, + "structural_overlay_pass": false, + "structural_overlay_score": 88.727556, + "structural_overlay_rr": 2.341765, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.786565, + "primary_prob": 14.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.679847, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 1.22298, + "range_504_ratio": 3.397295, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.065658, + "hold30_r": -1.0 + }, + { + "symbol": "DELL", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.670777, + "strategy_rank": 94.717514, + "production_rank": 95.368602, + "structural_overlay_pass": false, + "structural_overlay_score": 90.600172, + "structural_overlay_rr": 1.088335, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.088335, + "primary_prob": 27.06, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.632503, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.856312, + "range_504_ratio": 2.354461, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.027135, + "hold30_r": 4.602921 + }, + { + "symbol": "DVA", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.559803, + "strategy_rank": 87.713633, + "production_rank": 87.329023, + "structural_overlay_pass": false, + "structural_overlay_score": 82.962572, + "structural_overlay_rr": 3.08116, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.528459, + "primary_prob": 51.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 58, + "primary_distance_atr": 2.292688, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.648107, + "range_504_ratio": 1.911918, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.062065, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.313194, + "strategy_rank": 73.666468, + "production_rank": 77.882043, + "structural_overlay_pass": false, + "structural_overlay_score": 73.987941, + "structural_overlay_rr": 0.810493, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.85876, + "primary_prob": 53.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 1.288141, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.866537, + "range_504_ratio": 2.37866, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.783355, + "hold30_r": 6.323978 + }, + { + "symbol": "EXPE", + "date": "2024-01-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.162762, + "strategy_rank": 90.201018, + "production_rank": 89.5216, + "structural_overlay_pass": false, + "structural_overlay_score": 85.04552, + "structural_overlay_rr": 1.270277, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.486691, + "primary_prob": 23.02, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 94.0, + "primary_rejection_count": 43, + "primary_distance_atr": 3.730037, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.971746, + "range_504_ratio": 2.642554, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -3.312151, + "hold30_r": -3.258733 + }, + { + "symbol": "FDX", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.422935, + "strategy_rank": 78.354726, + "production_rank": 81.377462, + "structural_overlay_pass": false, + "structural_overlay_score": 77.308589, + "structural_overlay_rr": 2.006086, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.132757, + "primary_prob": 27.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 3.199136, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.699089, + "range_504_ratio": 2.011918, + "range_factor_pass": false, + "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": 96.054254, + "strategy_rank": 82.145727, + "production_rank": 86.781903, + "structural_overlay_pass": false, + "structural_overlay_score": 82.442807, + "structural_overlay_rr": 1.389014, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.448893, + "primary_prob": 19.84, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 8.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.173339, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 1.247496, + "range_504_ratio": 3.481614, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.38565, + "hold30_r": 4.547672 + }, + { + "symbol": "FIX", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.834772, + "strategy_rank": 89.780281, + "production_rank": 91.131778, + "structural_overlay_pass": false, + "structural_overlay_score": 86.575189, + "structural_overlay_rr": 1.266937, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.669431, + "primary_prob": 45.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.004146, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 1.048766, + "range_504_ratio": 2.854127, + "range_factor_pass": true, + "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": 81.011097, + "strategy_rank": 76.633967, + "production_rank": 78.093011, + "structural_overlay_pass": false, + "structural_overlay_score": 74.18836, + "structural_overlay_rr": 1.814772, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.008386, + "primary_prob": 36.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.512579, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.511475, + "range_504_ratio": 1.667749, + "range_factor_pass": false, + "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": 82.98397, + "strategy_rank": 76.391362, + "production_rank": 78.588898, + "structural_overlay_pass": false, + "structural_overlay_score": 74.659453, + "structural_overlay_rr": 1.742612, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.130424, + "primary_prob": 45.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 62, + "primary_distance_atr": 1.695636, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.600291, + "range_504_ratio": 1.822648, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.061431, + "hold30_r": 1.873617 + }, + { + "symbol": "GOOGL", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.23058, + "strategy_rank": 76.231885, + "production_rank": 78.564783, + "structural_overlay_pass": false, + "structural_overlay_score": 74.636544, + "structural_overlay_rr": 1.264653, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.338575, + "primary_prob": 40.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.007863, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.597987, + "range_504_ratio": 1.818455, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.271201, + "hold30_r": 1.894383 + }, + { + "symbol": "GWW", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.490752, + "strategy_rank": 62.983379, + "production_rank": 69.485837, + "structural_overlay_pass": false, + "structural_overlay_score": 66.011545, + "structural_overlay_rr": 1.580146, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.940005, + "primary_prob": 33.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.410007, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.646727, + "range_504_ratio": 1.909281, + "range_factor_pass": false, + "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": 94.081381, + "strategy_rank": 92.16693, + "production_rank": 92.80508, + "structural_overlay_pass": false, + "structural_overlay_score": 88.164826, + "structural_overlay_rr": 1.659039, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.520404, + "primary_prob": 38.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 57, + "primary_distance_atr": 3.780606, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.827999, + "range_504_ratio": 2.288735, + "range_factor_pass": false, + "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": 94.32799, + "strategy_rank": 93.963172, + "production_rank": 94.084778, + "structural_overlay_pass": false, + "structural_overlay_score": 89.380539, + "structural_overlay_rr": 1.77435, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.77435, + "primary_prob": 29.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.661525, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 1.063721, + "range_504_ratio": 2.897131, + "range_factor_pass": true, + "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": 86.066584, + "strategy_rank": 81.464321, + "production_rank": 82.998409, + "structural_overlay_pass": false, + "structural_overlay_score": 78.848489, + "structural_overlay_rr": 1.620021, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.620021, + "primary_prob": 30.29, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.430032, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.718208, + "range_504_ratio": 2.050754, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.559459, + "hold30_r": 5.452209 + }, + { + "symbol": "LEN", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.764488, + "strategy_rank": 77.162448, + "production_rank": 78.363128, + "structural_overlay_pass": false, + "structural_overlay_score": 74.444972, + "structural_overlay_rr": 1.727273, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.255192, + "primary_prob": 38.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.882788, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.914114, + "range_504_ratio": 2.494563, + "range_factor_pass": false, + "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": 95.807645, + "strategy_rank": 91.235093, + "production_rank": 92.759277, + "structural_overlay_pass": false, + "structural_overlay_score": 88.121313, + "structural_overlay_rr": 1.918925, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.448837, + "primary_prob": 35.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.173255, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.999495, + "range_504_ratio": 2.71691, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.38537, + "hold30_r": 8.847485 + }, + { + "symbol": "LRCX", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.245376, + "strategy_rank": 88.410509, + "production_rank": 89.355464, + "structural_overlay_pass": false, + "structural_overlay_score": 84.887691, + "structural_overlay_rr": 1.808404, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.142757, + "primary_prob": 27.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.714135, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.983787, + "range_504_ratio": 2.674566, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.090063, + "hold30_r": 5.850914 + }, + { + "symbol": "META", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.903822, + "strategy_rank": 88.532676, + "production_rank": 91.656391, + "structural_overlay_pass": false, + "structural_overlay_score": 87.073572, + "structural_overlay_rr": 1.259915, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.588875, + "primary_prob": 40.63, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.383312, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 1.413009, + "range_504_ratio": 4.108298, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.529831, + "hold30_r": 10.826087 + }, + { + "symbol": "MPC", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.750925, + "strategy_rank": 71.137086, + "production_rank": 74.675033, + "structural_overlay_pass": false, + "structural_overlay_score": 70.941281, + "structural_overlay_rr": 1.363222, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.775632, + "primary_prob": 46.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.163449, + "raw_level_count": 95, + "gate_level_count": 95, + "range_504_log": 0.925336, + "range_504_ratio": 2.522715, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.719516, + "hold30_r": 3.22643 + }, + { + "symbol": "MPWR", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.997534, + "strategy_rank": 84.741447, + "production_rank": 83.826809, + "structural_overlay_pass": false, + "structural_overlay_score": 79.635469, + "structural_overlay_rr": 1.574453, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.311074, + "primary_prob": 38.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.96661, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.763124, + "range_504_ratio": 2.144967, + "range_factor_pass": false, + "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": 88.779285, + "strategy_rank": 69.710075, + "production_rank": 76.066478, + "structural_overlay_pass": false, + "structural_overlay_score": 72.263154, + "structural_overlay_rr": 0.735561, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.735217, + "primary_prob": 52.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 72.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.102826, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.58811, + "range_504_ratio": 1.800582, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.644241, + "hold30_r": 4.736849 + }, + { + "symbol": "MSTR", + "date": "2024-01-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.383477, + "strategy_rank": 99.014928, + "production_rank": 99.137778, + "structural_overlay_pass": false, + "structural_overlay_score": 94.180889, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 2.028745, + "primary_prob": 26.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 7, + "primary_distance_atr": 3.043118, + "raw_level_count": 112, + "gate_level_count": 112, + "range_504_log": 1.702689, + "range_504_ratio": 5.488688, + "range_factor_pass": true, + "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": 86.806412, + "strategy_rank": 83.236813, + "production_rank": 84.426679, + "structural_overlay_pass": false, + "structural_overlay_score": 80.205345, + "structural_overlay_rr": 1.194963, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.207219, + "primary_prob": 43.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.810828, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.709429, + "range_504_ratio": 2.032831, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.156761, + "hold30_r": -0.156264 + }, + { + "symbol": "NFLX", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.61529, + "strategy_rank": 90.588267, + "production_rank": 90.930608, + "structural_overlay_pass": false, + "structural_overlay_score": 86.384078, + "structural_overlay_rr": 0.997461, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.846422, + "primary_prob": 40.43, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 31.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.269632, + "raw_level_count": 93, + "gate_level_count": 93, + "range_504_log": 1.338779, + "range_504_ratio": 3.814382, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.787674, + "hold30_r": 6.946926 + }, + { + "symbol": "NOW", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.601726, + "strategy_rank": 81.573976, + "production_rank": 85.249893, + "structural_overlay_pass": false, + "structural_overlay_score": 80.987398, + "structural_overlay_rr": 1.619769, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.619769, + "primary_prob": 15.49, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.429653, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.76014, + "range_504_ratio": 2.138576, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.552685, + "hold30_r": 5.098369 + }, + { + "symbol": "NTAP", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.395808, + "strategy_rank": 79.403634, + "production_rank": 82.734358, + "structural_overlay_pass": false, + "structural_overlay_score": 78.59764, + "structural_overlay_rr": 1.869099, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.117025, + "primary_prob": 45.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 72, + "primary_distance_atr": 1.675537, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.511032, + "range_504_ratio": 1.667011, + "range_factor_pass": false, + "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": 98.397041, + "strategy_rank": 94.966489, + "production_rank": 96.110006, + "structural_overlay_pass": false, + "structural_overlay_score": 91.304506, + "structural_overlay_rr": 1.206651, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.737696, + "primary_prob": 48.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.106544, + "raw_level_count": 112, + "gate_level_count": 112, + "range_504_log": 1.542491, + "range_504_ratio": 4.676226, + "range_factor_pass": true, + "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": 84.710234, + "strategy_rank": 84.315614, + "production_rank": 84.447154, + "structural_overlay_pass": false, + "structural_overlay_score": 80.224797, + "structural_overlay_rr": 1.667661, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.661366, + "primary_prob": 22.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 3.992049, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.741169, + "range_504_ratio": 2.098388, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.603909, + "hold30_r": 2.815968 + }, + { + "symbol": "PANW", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.410604, + "strategy_rank": 95.456796, + "production_rank": 96.108065, + "structural_overlay_pass": false, + "structural_overlay_score": 91.302662, + "structural_overlay_rr": 0.718054, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "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": 75, + "gate_level_count": 75, + "range_504_log": 0.877584, + "range_504_ratio": 2.405082, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.193637, + "hold30_r": 6.964467 + }, + { + "symbol": "PGR", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.203453, + "strategy_rank": 82.705147, + "production_rank": 83.537916, + "structural_overlay_pass": false, + "structural_overlay_score": 79.36102, + "structural_overlay_rr": 0.858986, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.886093, + "primary_prob": 36.45, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 18.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.32914, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.496157, + "range_504_ratio": 1.642397, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.805406, + "hold30_r": 6.569571 + }, + { + "symbol": "PLTR", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.150432, + "strategy_rank": 98.373199, + "production_rank": 98.298943, + "structural_overlay_pass": false, + "structural_overlay_score": 93.383996, + "structural_overlay_rr": 1.620928, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.30362, + "primary_prob": 25.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 3.45543, + "raw_level_count": 113, + "gate_level_count": 113, + "range_504_log": 1.31947, + "range_504_ratio": 3.741438, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.271989, + "hold30_r": 8.212906 + }, + { + "symbol": "PNR", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.024661, + "strategy_rank": 69.375196, + "production_rank": 72.925018, + "structural_overlay_pass": false, + "structural_overlay_score": 69.278767, + "structural_overlay_rr": 0.816743, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.053139, + "primary_prob": 62.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.579709, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.646485, + "range_504_ratio": 1.90882, + "range_factor_pass": false, + "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": 96.917386, + "strategy_rank": 92.602318, + "production_rank": 94.040674, + "structural_overlay_pass": false, + "structural_overlay_score": 89.33864, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "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": 98, + "gate_level_count": 98, + "range_504_log": 1.438082, + "range_504_ratio": 4.212609, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.637853, + "hold30_r": -1.023044 + }, + { + "symbol": "SMCI", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.890259, + "strategy_rank": 98.964879, + "production_rank": 98.940005, + "structural_overlay_pass": false, + "structural_overlay_score": 93.993005, + "structural_overlay_rr": 1.971339, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.971339, + "primary_prob": 28.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.957008, + "raw_level_count": 120, + "gate_level_count": 120, + "range_504_log": 2.348145, + "range_504_ratio": 10.466139, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.945069, + "hold30_r": 27.377913 + }, + { + "symbol": "SNPS", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.848335, + "strategy_rank": 79.126676, + "production_rank": 83.700563, + "structural_overlay_pass": false, + "structural_overlay_score": 79.515534, + "structural_overlay_rr": 2.142452, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.950581, + "primary_prob": 33.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.425871, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.810887, + "range_504_ratio": 2.249902, + "range_factor_pass": false, + "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": 87.053021, + "strategy_rank": 85.254458, + "production_rank": 85.853979, + "structural_overlay_pass": false, + "structural_overlay_score": 81.56128, + "structural_overlay_rr": 1.705533, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.910494, + "primary_prob": 30.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.86574, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.907786, + "range_504_ratio": 2.478829, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.13069, + "hold30_r": -1.068677 + }, + { + "symbol": "TSLA", + "date": "2024-01-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 95.314427, + "strategy_rank": 95.059582, + "production_rank": 95.14453, + "structural_overlay_pass": false, + "structural_overlay_score": 90.387304, + "structural_overlay_rr": 1.947819, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.795924, + "primary_prob": 21.69, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 4.193886, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 1.375009, + "range_504_ratio": 3.955112, + "range_factor_pass": true, + "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": 85.450062, + "strategy_rank": 88.52353, + "production_rank": 87.499041, + "structural_overlay_pass": false, + "structural_overlay_score": 83.124089, + "structural_overlay_rr": 1.916173, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.537404, + "primary_prob": 36.55, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 92, + "primary_distance_atr": 2.306107, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 0.896088, + "range_504_ratio": 2.45, + "range_factor_pass": false, + "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": 89.149199, + "strategy_rank": 74.729162, + "production_rank": 79.535841, + "structural_overlay_pass": false, + "structural_overlay_score": 75.559049, + "structural_overlay_rr": 0.692303, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.71935, + "primary_prob": 59.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 58, + "primary_distance_atr": 1.079026, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.70557, + "range_504_ratio": 2.025, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.649079, + "hold30_r": -1.0 + }, + { + "symbol": "UBER", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.657213, + "strategy_rank": 91.939385, + "production_rank": 93.845328, + "structural_overlay_pass": false, + "structural_overlay_score": 89.153061, + "structural_overlay_rr": 1.866304, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.792302, + "primary_prob": 40.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.188454, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 1.161044, + "range_504_ratio": 3.193265, + "range_factor_pass": true, + "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": 84.463625, + "strategy_rank": 60.268449, + "production_rank": 68.333508, + "structural_overlay_pass": false, + "structural_overlay_score": 64.916832, + "structural_overlay_rr": 0.984986, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.99757, + "primary_prob": 49.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.496354, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.46832, + "range_504_ratio": 1.597309, + "range_factor_pass": false, + "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": 98.64365, + "strategy_rank": 98.423249, + "production_rank": 98.496716, + "structural_overlay_pass": false, + "structural_overlay_score": 93.57188, + "structural_overlay_rr": 1.434101, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.418431, + "primary_prob": 23.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.127647, + "raw_level_count": 105, + "gate_level_count": 105, + "range_504_log": 1.86763, + "range_504_ratio": 6.472938, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.383027, + "hold30_r": 7.497479 + }, + { + "symbol": "WDAY", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.628853, + "strategy_rank": 85.764921, + "production_rank": 87.386231, + "structural_overlay_pass": false, + "structural_overlay_score": 83.01692, + "structural_overlay_rr": 1.401377, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.198932, + "primary_prob": 38.17, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 72.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.798399, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.77655, + "range_504_ratio": 2.173959, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.134279, + "hold30_r": 4.092035 + }, + { + "symbol": "WDC", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.916153, + "strategy_rank": 86.633558, + "production_rank": 87.06109, + "structural_overlay_pass": false, + "structural_overlay_score": 82.708035, + "structural_overlay_rr": 0.819307, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.783878, + "primary_prob": 32.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.675817, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.847154, + "range_504_ratio": 2.332997, + "range_factor_pass": false, + "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": 81.257707, + "strategy_rank": 64.777074, + "production_rank": 70.270618, + "structural_overlay_pass": false, + "structural_overlay_score": 66.757087, + "structural_overlay_rr": 1.118785, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.86751, + "primary_prob": 22.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.801265, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.565213, + "range_504_ratio": 1.759823, + "range_factor_pass": false, + "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": 90.135635, + "strategy_rank": 89.995314, + "production_rank": 90.042087, + "structural_overlay_pass": false, + "structural_overlay_score": 85.539983, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.867199, + "primary_prob": 38.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.300799, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.722826, + "range_504_ratio": 2.060248, + "range_factor_pass": false, + "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": 88.409371, + "strategy_rank": 78.196523, + "production_rank": 81.600806, + "structural_overlay_pass": false, + "structural_overlay_score": 77.520765, + "structural_overlay_rr": 2.434586, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.255345, + "primary_prob": 26.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 75, + "primary_distance_atr": 3.383017, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.834348, + "range_504_ratio": 2.303312, + "range_factor_pass": false, + "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": 83.754513, + "strategy_rank": 77.535722, + "production_rank": 79.608652, + "structural_overlay_pass": true, + "structural_overlay_score": 80.62822, + "structural_overlay_rr": 2.141783, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.161457, + "primary_prob": 25.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 6, + "primary_distance_atr": 3.242185, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 1.104129, + "range_504_ratio": 3.016596, + "range_factor_pass": true, + "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": 88.447653, + "strategy_rank": 66.487187, + "production_rank": 73.807342, + "structural_overlay_pass": false, + "structural_overlay_score": 70.116975, + "structural_overlay_rr": 1.615051, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.82062, + "primary_prob": 55.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.23093, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.474764, + "range_504_ratio": 1.607635, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.080814, + "hold30_r": -1.0 + }, + { + "symbol": "ABNB", + "date": "2024-01-09", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.012034, + "strategy_rank": 88.470608, + "production_rank": 88.984417, + "structural_overlay_pass": false, + "structural_overlay_score": 84.535196, + "structural_overlay_rr": 2.047266, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.163947, + "primary_prob": 27.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 3.24592, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.850467, + "range_504_ratio": 2.34074, + "range_factor_pass": false, + "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": 80.385078, + "strategy_rank": 70.891403, + "production_rank": 74.055962, + "structural_overlay_pass": false, + "structural_overlay_score": 70.353164, + "structural_overlay_rr": 2.053954, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.703934, + "primary_prob": 33.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.555901, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.792215, + "range_504_ratio": 2.208283, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.64087, + "hold30_r": 4.004141 + }, + { + "symbol": "ADBE", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.862816, + "strategy_rank": 85.043707, + "production_rank": 87.98341, + "structural_overlay_pass": false, + "structural_overlay_score": 83.584239, + "structural_overlay_rr": 2.200453, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.519166, + "primary_prob": 35.89, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 95.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.278749, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.836087, + "range_504_ratio": 2.30732, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.455467, + "hold30_r": -1.0 + }, + { + "symbol": "AKAM", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.115523, + "strategy_rank": 61.942091, + "production_rank": 69.333235, + "structural_overlay_pass": false, + "structural_overlay_score": 65.866573, + "structural_overlay_rr": 1.26889, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.45178, + "primary_prob": 38.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 56, + "primary_distance_atr": 2.17767, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.556477, + "range_504_ratio": 1.744515, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.336181, + "hold30_r": -1.0 + }, + { + "symbol": "AMAT", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.625752, + "strategy_rank": 79.811376, + "production_rank": 80.082835, + "structural_overlay_pass": false, + "structural_overlay_score": 76.078693, + "structural_overlay_rr": 0.734394, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.383717, + "primary_prob": 30.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.075575, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.853984, + "range_504_ratio": 2.348988, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.331274, + "hold30_r": 8.455081 + }, + { + "symbol": "AMD", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.028881, + "strategy_rank": 94.807251, + "production_rank": 95.214461, + "structural_overlay_pass": false, + "structural_overlay_score": 90.453738, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.704089, + "primary_prob": 29.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.556133, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 1.018127, + "range_504_ratio": 2.768004, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.66351, + "hold30_r": 4.431395 + }, + { + "symbol": "AMZN", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.659446, + "strategy_rank": 87.046486, + "production_rank": 88.917473, + "structural_overlay_pass": false, + "structural_overlay_score": 84.471599, + "structural_overlay_rr": 0.954753, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.661296, + "primary_prob": 34.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.491945, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.740925, + "range_504_ratio": 2.097875, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.595074, + "hold30_r": 5.077053 + }, + { + "symbol": "APP", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.398315, + "strategy_rank": 98.822518, + "production_rank": 99.014451, + "structural_overlay_pass": false, + "structural_overlay_score": 94.063728, + "structural_overlay_rr": 1.517887, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.953789, + "primary_prob": 41.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 80.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.930683, + "raw_level_count": 123, + "gate_level_count": 123, + "range_504_log": 2.241454, + "range_504_ratio": 9.407002, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.91579, + "hold30_r": 9.057813 + }, + { + "symbol": "ARES", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.974729, + "strategy_rank": 80.825168, + "production_rank": 84.208355, + "structural_overlay_pass": false, + "structural_overlay_score": 79.997937, + "structural_overlay_rr": 0.678313, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.678313, + "primary_prob": 58.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.017469, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.82259, + "range_504_ratio": 2.276388, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.620566, + "hold30_r": 4.531229 + }, + { + "symbol": "AVGO", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.734055, + "strategy_rank": 86.563058, + "production_rank": 87.953391, + "structural_overlay_pass": false, + "structural_overlay_score": 83.555721, + "structural_overlay_rr": 0.691568, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.313025, + "primary_prob": 38.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.969537, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 1.020562, + "range_504_ratio": 2.774753, + "range_factor_pass": true, + "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": 89.169675, + "strategy_rank": 87.448785, + "production_rank": 88.022415, + "structural_overlay_pass": false, + "structural_overlay_score": 83.621294, + "structural_overlay_rr": 1.522168, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.958768, + "primary_prob": 48.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.438151, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 1.150602, + "range_504_ratio": 3.160093, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.891823, + "hold30_r": 3.015339 + }, + { + "symbol": "BKNG", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.493381, + "strategy_rank": 78.363374, + "production_rank": 82.40671, + "structural_overlay_pass": false, + "structural_overlay_score": 78.286374, + "structural_overlay_rr": 1.036652, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.036652, + "primary_prob": 43.93, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.554978, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.795084, + "range_504_ratio": 2.214628, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.957372, + "hold30_r": 4.689075 + }, + { + "symbol": "CAH", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.77136, + "strategy_rank": 70.583049, + "production_rank": 76.979153, + "structural_overlay_pass": false, + "structural_overlay_score": 73.130195, + "structural_overlay_rr": 1.490723, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.490723, + "primary_prob": 18.83, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 7.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.236084, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 0.810058, + "range_504_ratio": 2.248038, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.424587, + "hold30_r": 1.209213 + }, + { + "symbol": "CBOE", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.140794, + "strategy_rank": 67.539492, + "production_rank": 76.07326, + "structural_overlay_pass": false, + "structural_overlay_score": 72.269597, + "structural_overlay_rr": 0.970204, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.411255, + "primary_prob": 22.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.116883, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.570866, + "range_504_ratio": 1.769799, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.337134, + "hold30_r": 4.227642 + }, + { + "symbol": "CCL", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.584838, + "strategy_rank": 93.940479, + "production_rank": 94.155265, + "structural_overlay_pass": false, + "structural_overlay_score": 89.447502, + "structural_overlay_rr": 1.51202, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.819223, + "primary_prob": 31.93, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.728834, + "raw_level_count": 91, + "gate_level_count": 91, + "range_504_log": 1.362126, + "range_504_ratio": 3.904484, + "range_factor_pass": true, + "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": 92.418773, + "strategy_rank": 77.946442, + "production_rank": 82.770552, + "structural_overlay_pass": false, + "structural_overlay_score": 78.632025, + "structural_overlay_rr": 1.964007, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.772262, + "primary_prob": 42.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.158393, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.747191, + "range_504_ratio": 2.111061, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.71371, + "hold30_r": 4.901155 + }, + { + "symbol": "CME", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.829122, + "strategy_rank": 58.937048, + "production_rank": 66.567739, + "structural_overlay_pass": false, + "structural_overlay_score": 63.239352, + "structural_overlay_rr": 1.70389, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.814755, + "primary_prob": 21.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 65, + "primary_distance_atr": 4.222133, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.433577, + "range_504_ratio": 1.542766, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.748632, + "hold30_r": 3.507624 + }, + { + "symbol": "CMG", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.10349, + "strategy_rank": 78.297413, + "production_rank": 83.566105, + "structural_overlay_pass": false, + "structural_overlay_score": 79.3878, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.417482, + "primary_prob": 24.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.126223, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.674376, + "range_504_ratio": 1.962808, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.317044, + "hold30_r": 8.898639 + }, + { + "symbol": "COIN", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.638989, + "strategy_rank": 99.56722, + "production_rank": 99.591143, + "structural_overlay_pass": false, + "structural_overlay_score": 94.611586, + "structural_overlay_rr": 1.617463, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.456975, + "primary_prob": 25.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.185462, + "raw_level_count": 125, + "gate_level_count": 125, + "range_504_log": 2.054855, + "range_504_ratio": 7.805705, + "range_factor_pass": true, + "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": 91.817088, + "strategy_rank": 73.275563, + "production_rank": 79.456071, + "structural_overlay_pass": false, + "structural_overlay_score": 75.483268, + "structural_overlay_rr": 1.44194, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.551527, + "primary_prob": 22.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.327291, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.701527, + "range_504_ratio": 2.01683, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.47431, + "hold30_r": 1.739343 + }, + { + "symbol": "CRM", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.066185, + "strategy_rank": 82.464697, + "production_rank": 86.665193, + "structural_overlay_pass": false, + "structural_overlay_score": 82.331933, + "structural_overlay_rr": 0.976729, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.263744, + "primary_prob": 53.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 81.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.895616, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.753353, + "range_504_ratio": 2.12411, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.194869, + "hold30_r": 4.25759 + }, + { + "symbol": "CRWD", + "date": "2024-01-09", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.315283, + "strategy_rank": 95.867517, + "production_rank": 96.683439, + "structural_overlay_pass": false, + "structural_overlay_score": 91.849267, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 2.149706, + "primary_prob": 23.45, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 4.0, + "primary_rejection_count": 2, + "primary_distance_atr": 3.224558, + "raw_level_count": 91, + "gate_level_count": 91, + "range_504_log": 1.097926, + "range_504_ratio": 2.99794, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.101007, + "hold30_r": 3.303271 + }, + { + "symbol": "CVNA", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.879663, + "strategy_rank": 99.87975, + "production_rank": 99.879721, + "structural_overlay_pass": false, + "structural_overlay_score": 94.885735, + "structural_overlay_rr": 1.74461, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.675669, + "primary_prob": 38.55, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 47.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.513503, + "raw_level_count": 142, + "gate_level_count": 142, + "range_504_log": 4.044779, + "range_504_ratio": 57.098592, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.016567, + "hold30_r": -1.0 + }, + { + "symbol": "DASH", + "date": "2024-01-09", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 96.630566, + "strategy_rank": 94.940315, + "production_rank": 95.503732, + "structural_overlay_pass": false, + "structural_overlay_score": 90.728546, + "structural_overlay_rr": 1.510353, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 19.991075, + "primary_prob": 25.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 20, + "primary_distance_atr": 29.986613, + "raw_level_count": 115, + "gate_level_count": 115, + "range_504_log": 1.304697, + "range_504_ratio": 3.686571, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.045984, + "hold30_r": 4.096386 + }, + { + "symbol": "DDOG", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.547533, + "strategy_rank": 96.379071, + "production_rank": 96.101892, + "structural_overlay_pass": false, + "structural_overlay_score": 91.296797, + "structural_overlay_rr": 1.865283, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.563153, + "primary_prob": 51.08, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.344729, + "raw_level_count": 95, + "gate_level_count": 95, + "range_504_log": 1.102301, + "range_504_ratio": 3.011086, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.514953, + "hold30_r": 1.976811 + }, + { + "symbol": "DVA", + "date": "2024-01-09", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.883273, + "strategy_rank": 87.937139, + "production_rank": 87.58585, + "structural_overlay_pass": false, + "structural_overlay_score": 83.206558, + "structural_overlay_rr": 2.018447, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.015257, + "primary_prob": 29.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 3.022885, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.648107, + "range_504_ratio": 1.911918, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.06527, + "hold30_r": -1.0 + }, + { + "symbol": "ERIE", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.310469, + "strategy_rank": 81.891038, + "production_rank": 82.030848, + "structural_overlay_pass": false, + "structural_overlay_score": 77.929306, + "structural_overlay_rr": 1.176567, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.125515, + "primary_prob": 41.06, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.688272, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.757575, + "range_504_ratio": 2.133097, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.054039, + "hold30_r": 2.636042 + }, + { + "symbol": "EXPE", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.688327, + "strategy_rank": 90.425166, + "production_rank": 89.84622, + "structural_overlay_pass": false, + "structural_overlay_score": 85.353909, + "structural_overlay_rr": 2.587823, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.756023, + "primary_prob": 46.68, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 94.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.634034, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.971746, + "range_504_ratio": 2.642554, + "range_factor_pass": false, + "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": 81.227437, + "strategy_rank": 60.424632, + "production_rank": 67.3589, + "structural_overlay_pass": false, + "structural_overlay_score": 63.990955, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.129765, + "primary_prob": 40.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 77.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.694647, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.406227, + "range_504_ratio": 1.501143, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.028321, + "hold30_r": 7.721006 + }, + { + "symbol": "FDX", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.20698, + "strategy_rank": 78.959772, + "production_rank": 82.042174, + "structural_overlay_pass": false, + "structural_overlay_score": 77.940066, + "structural_overlay_rr": 2.202829, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.631084, + "primary_prob": 34.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 56, + "primary_distance_atr": 2.446626, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.699089, + "range_504_ratio": 2.011918, + "range_factor_pass": false, + "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": 93.501805, + "strategy_rank": 89.905045, + "production_rank": 91.103965, + "structural_overlay_pass": false, + "structural_overlay_score": 86.548767, + "structural_overlay_rr": 1.733211, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.130977, + "primary_prob": 29.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.696466, + "raw_level_count": 95, + "gate_level_count": 95, + "range_504_log": 1.048766, + "range_504_ratio": 2.854127, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.073212, + "hold30_r": 7.10091 + }, + { + "symbol": "GDDY", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.364621, + "strategy_rank": 81.71946, + "production_rank": 83.601181, + "structural_overlay_pass": false, + "structural_overlay_score": 79.421122, + "structural_overlay_rr": 1.508592, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.784669, + "primary_prob": 46.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.177004, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.511475, + "range_504_ratio": 1.667749, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.706979, + "hold30_r": 3.553204 + }, + { + "symbol": "GOOG", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.929001, + "strategy_rank": 80.221489, + "production_rank": 83.123993, + "structural_overlay_pass": false, + "structural_overlay_score": 78.967794, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.54798, + "primary_prob": 51.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.32197, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.600291, + "range_504_ratio": 1.822648, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.4777, + "hold30_r": -1.0 + }, + { + "symbol": "GOOGL", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.410349, + "strategy_rank": 80.630462, + "production_rank": 83.557091, + "structural_overlay_pass": false, + "structural_overlay_score": 79.379236, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.893336, + "primary_prob": 42.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 81.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.840004, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.597987, + "range_504_ratio": 1.818455, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.825323, + "hold30_r": -1.0 + }, + { + "symbol": "HUBB", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.957882, + "strategy_rank": 75.532942, + "production_rank": 78.674589, + "structural_overlay_pass": false, + "structural_overlay_score": 74.74086, + "structural_overlay_rr": 1.358273, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.969726, + "primary_prob": 48.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.454589, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.692089, + "range_504_ratio": 1.997885, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.897261, + "hold30_r": 4.087002 + }, + { + "symbol": "INTC", + "date": "2024-01-09", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.123947, + "strategy_rank": 87.241265, + "production_rank": 87.202159, + "structural_overlay_pass": false, + "structural_overlay_score": 82.842051, + "structural_overlay_rr": 1.559144, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.431299, + "primary_prob": 39.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 57, + "primary_distance_atr": 3.646948, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.827999, + "range_504_ratio": 2.288735, + "range_factor_pass": false, + "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": 83.273165, + "strategy_rank": 70.464085, + "production_rank": 74.733778, + "structural_overlay_pass": false, + "structural_overlay_score": 70.997089, + "structural_overlay_rr": 1.237168, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.517678, + "primary_prob": 49.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 90.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.276516, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.620355, + "range_504_ratio": 1.859589, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.44748, + "hold30_r": 3.058774 + }, + { + "symbol": "IT", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.912154, + "strategy_rank": 77.234186, + "production_rank": 79.126842, + "structural_overlay_pass": false, + "structural_overlay_score": 75.1705, + "structural_overlay_rr": 1.535889, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.199357, + "primary_prob": 26.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.799035, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.751913, + "range_504_ratio": 2.121053, + "range_factor_pass": false, + "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": 94.825511, + "strategy_rank": 94.325037, + "production_rank": 94.491862, + "structural_overlay_pass": false, + "structural_overlay_score": 89.767269, + "structural_overlay_rr": 1.781028, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.781028, + "primary_prob": 29.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.671543, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 1.063721, + "range_504_ratio": 2.897131, + "range_factor_pass": true, + "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": 86.401925, + "strategy_rank": 81.657818, + "production_rank": 83.239187, + "structural_overlay_pass": false, + "structural_overlay_score": 79.077228, + "structural_overlay_rr": 1.651451, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.651451, + "primary_prob": 29.76, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.477176, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.718208, + "range_504_ratio": 2.050754, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.588339, + "hold30_r": 5.570739 + }, + { + "symbol": "LEN", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.318893, + "strategy_rank": 80.61158, + "production_rank": 82.180685, + "structural_overlay_pass": false, + "structural_overlay_score": 78.07165, + "structural_overlay_rr": 1.664387, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.16893, + "primary_prob": 40.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.753395, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.914114, + "range_504_ratio": 2.494563, + "range_factor_pass": false, + "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": 90.252708, + "strategy_rank": 87.918792, + "production_rank": 88.696764, + "structural_overlay_pass": false, + "structural_overlay_score": 84.261926, + "structural_overlay_rr": 1.730123, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.750648, + "primary_prob": 28.36, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.625972, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.983787, + "range_504_ratio": 2.674566, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.697241, + "hold30_r": 6.832144 + }, + { + "symbol": "LULU", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.476534, + "strategy_rank": 79.553742, + "production_rank": 81.194673, + "structural_overlay_pass": false, + "structural_overlay_score": 77.134939, + "structural_overlay_rr": 1.752173, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.665349, + "primary_prob": 20.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.498023, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.71938, + "range_504_ratio": 2.053159, + "range_factor_pass": false, + "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": 98.074609, + "strategy_rank": 88.71225, + "production_rank": 91.833036, + "structural_overlay_pass": false, + "structural_overlay_score": 87.241385, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.793785, + "primary_prob": 35.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.690678, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 1.413009, + "range_504_ratio": 4.108298, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.727716, + "hold30_r": 11.894859 + }, + { + "symbol": "MPWR", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.800241, + "strategy_rank": 87.503146, + "production_rank": 86.935511, + "structural_overlay_pass": false, + "structural_overlay_score": 82.588735, + "structural_overlay_rr": 1.88046, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "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": 69, + "gate_level_count": 69, + "range_504_log": 0.763124, + "range_504_ratio": 2.144967, + "range_factor_pass": false, + "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": 99.157641, + "strategy_rank": 98.978176, + "production_rank": 99.037998, + "structural_overlay_pass": false, + "structural_overlay_score": 94.086098, + "structural_overlay_rr": 2.591923, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.815724, + "primary_prob": 31.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.723586, + "raw_level_count": 113, + "gate_level_count": 113, + "range_504_log": 1.702689, + "range_504_ratio": 5.488688, + "range_factor_pass": true, + "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": 81.347774, + "strategy_rank": 85.754966, + "production_rank": 84.285902, + "structural_overlay_pass": false, + "structural_overlay_score": 80.071607, + "structural_overlay_rr": 2.142245, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.711586, + "primary_prob": 22.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 4.067379, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 0.840764, + "range_504_ratio": 2.318138, + "range_factor_pass": false, + "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": 86.040915, + "strategy_rank": 86.987344, + "production_rank": 86.671867, + "structural_overlay_pass": true, + "structural_overlay_score": 87.338274, + "structural_overlay_rr": 2.763756, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.833364, + "primary_prob": 36.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 21, + "primary_distance_atr": 4.250047, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 1.242082, + "range_504_ratio": 3.462815, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.773278, + "hold30_r": 6.630523 + }, + { + "symbol": "NOW", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.306859, + "strategy_rank": 84.073745, + "production_rank": 87.818116, + "structural_overlay_pass": false, + "structural_overlay_score": 83.427211, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.103521, + "primary_prob": 26.65, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.655281, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.76014, + "range_504_ratio": 2.138576, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.033591, + "hold30_r": 3.530766 + }, + { + "symbol": "NTAP", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.642599, + "strategy_rank": 77.504561, + "production_rank": 80.550574, + "structural_overlay_pass": false, + "structural_overlay_score": 76.523045, + "structural_overlay_rr": 1.957885, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.194791, + "primary_prob": 43.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 72, + "primary_distance_atr": 1.792187, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.511032, + "range_504_ratio": 1.667011, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.118157, + "hold30_r": -1.0 + }, + { + "symbol": "PANW", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.593261, + "strategy_rank": 95.686231, + "production_rank": 96.321908, + "structural_overlay_pass": false, + "structural_overlay_score": 91.505812, + "structural_overlay_rr": 1.573841, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.911094, + "primary_prob": 48.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.366641, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.877584, + "range_504_ratio": 2.405082, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.858759, + "hold30_r": -2.19673 + }, + { + "symbol": "PCAR", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.845969, + "strategy_rank": 66.786296, + "production_rank": 73.806187, + "structural_overlay_pass": false, + "structural_overlay_score": 70.115877, + "structural_overlay_rr": 1.519186, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.072211, + "primary_prob": 31.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.608317, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.651477, + "range_504_ratio": 1.918371, + "range_factor_pass": false, + "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": 98.555957, + "strategy_rank": 98.701054, + "production_rank": 98.652689, + "structural_overlay_pass": false, + "structural_overlay_score": 93.720054, + "structural_overlay_rr": 1.870054, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.580102, + "primary_prob": 23.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 3.870153, + "raw_level_count": 112, + "gate_level_count": 112, + "range_504_log": 1.31947, + "range_504_ratio": 3.741438, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.547635, + "hold30_r": 7.131184 + }, + { + "symbol": "PTC", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.986763, + "strategy_rank": 62.741154, + "production_rank": 68.823024, + "structural_overlay_pass": false, + "structural_overlay_score": 65.381873, + "structural_overlay_rr": 1.181617, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.181617, + "primary_prob": 26.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.772426, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.601842, + "range_504_ratio": 1.825479, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.106021, + "hold30_r": 2.651874 + }, + { + "symbol": "PWR", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.717208, + "strategy_rank": 80.83866, + "production_rank": 82.13151, + "structural_overlay_pass": false, + "structural_overlay_score": 78.024934, + "structural_overlay_rr": 1.985505, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.76669, + "primary_prob": 16.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.650035, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 0.847511, + "range_504_ratio": 2.33383, + "range_factor_pass": false, + "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": 97.23225, + "strategy_rank": 93.236645, + "production_rank": 94.568513, + "structural_overlay_pass": false, + "structural_overlay_score": 89.840088, + "structural_overlay_rr": 1.466376, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.00232, + "primary_prob": 45.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.50348, + "raw_level_count": 100, + "gate_level_count": 100, + "range_504_log": 1.438082, + "range_504_ratio": 4.212609, + "range_factor_pass": true, + "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": 92.90012, + "strategy_rank": 79.435847, + "production_rank": 83.923938, + "structural_overlay_pass": false, + "structural_overlay_score": 79.727741, + "structural_overlay_rr": 1.779748, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.835534, + "primary_prob": 37.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.253301, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.810887, + "range_504_ratio": 2.249902, + "range_factor_pass": false, + "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": 85.559567, + "strategy_rank": 84.417507, + "production_rank": 84.798194, + "structural_overlay_pass": false, + "structural_overlay_score": 80.558284, + "structural_overlay_rr": 1.346005, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.877779, + "primary_prob": 21.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 4.316669, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.902332, + "range_504_ratio": 2.465344, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.817711, + "hold30_r": 2.965546 + }, + { + "symbol": "TAP", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.551143, + "strategy_rank": 64.412451, + "production_rank": 70.458682, + "structural_overlay_pass": false, + "structural_overlay_score": 66.935748, + "structural_overlay_rr": 0.969511, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.979005, + "primary_prob": 49.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 1.468507, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.417848, + "range_504_ratio": 1.518689, + "range_factor_pass": false, + "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": 96.991576, + "strategy_rank": 96.489542, + "production_rank": 96.656887, + "structural_overlay_pass": false, + "structural_overlay_score": 91.824042, + "structural_overlay_rr": 2.05293, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.694006, + "primary_prob": 33.86, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 72, + "primary_distance_atr": 2.541009, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 1.328289, + "range_504_ratio": 3.77458, + "range_factor_pass": true, + "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": 91.215403, + "strategy_rank": 92.266148, + "production_rank": 91.9159, + "structural_overlay_pass": false, + "structural_overlay_score": 87.320105, + "structural_overlay_rr": 1.9646, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.297796, + "primary_prob": 26.05, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 92, + "primary_distance_atr": 3.446693, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 0.856595, + "range_504_ratio": 2.355128, + "range_factor_pass": false, + "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": 87.605295, + "strategy_rank": 72.092014, + "production_rank": 77.263107, + "structural_overlay_pass": false, + "structural_overlay_score": 73.399952, + "structural_overlay_rr": 1.33215, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.980183, + "primary_prob": 49.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 59, + "primary_distance_atr": 1.470275, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.684779, + "range_504_ratio": 1.983333, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.904835, + "hold30_r": -1.024549 + }, + { + "symbol": "UBER", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.833935, + "strategy_rank": 91.605003, + "production_rank": 93.681314, + "structural_overlay_pass": false, + "structural_overlay_score": 88.997248, + "structural_overlay_rr": 1.333291, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.903145, + "primary_prob": 36.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.354718, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 1.161044, + "range_504_ratio": 3.193265, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.852227, + "hold30_r": 7.48575 + }, + { + "symbol": "VRSK", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.069795, + "strategy_rank": 58.961462, + "production_rank": 66.66424, + "structural_overlay_pass": false, + "structural_overlay_score": 63.331028, + "structural_overlay_rr": 1.533662, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.546606, + "primary_prob": 36.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.319909, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.46832, + "range_504_ratio": 1.597309, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.463139, + "hold30_r": 0.94057 + }, + { + "symbol": "WDAY", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.261131, + "strategy_rank": 87.971867, + "production_rank": 89.734955, + "structural_overlay_pass": false, + "structural_overlay_score": 85.248208, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.131318, + "primary_prob": 35.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.696977, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.77655, + "range_504_ratio": 2.173959, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.065838, + "hold30_r": 3.65596 + }, + { + "symbol": "WSM", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.178099, + "strategy_rank": 91.499459, + "production_rank": 91.725672, + "structural_overlay_pass": false, + "structural_overlay_score": 87.139389, + "structural_overlay_rr": 1.560858, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.516065, + "primary_prob": 21.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.274098, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.722826, + "range_504_ratio": 2.060248, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.459006, + "hold30_r": -1.0 + }, + { + "symbol": "WST", + "date": "2024-01-09", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.576414, + "strategy_rank": 81.966635, + "production_rank": 85.169895, + "structural_overlay_pass": false, + "structural_overlay_score": 80.9114, + "structural_overlay_rr": 2.211488, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.104099, + "primary_prob": 28.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 75, + "primary_distance_atr": 3.156148, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.720935, + "range_504_ratio": 2.056356, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.04575, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2024-01-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.470085, + "strategy_rank": 78.730159, + "production_rank": 80.976801, + "structural_overlay_pass": false, + "structural_overlay_score": 76.927961, + "structural_overlay_rr": 1.556903, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.30167, + "primary_prob": 39.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 92.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.952505, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 1.104129, + "range_504_ratio": 3.016596, + "range_factor_pass": true, + "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": 87.057387, + "strategy_rank": 65.518926, + "production_rank": 72.698413, + "structural_overlay_pass": false, + "structural_overlay_score": 69.063492, + "structural_overlay_rr": 1.510159, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.337376, + "primary_prob": 40.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.006063, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.474764, + "range_504_ratio": 1.607635, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.258819, + "hold30_r": -0.414973 + }, + { + "symbol": "ABNB", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.028083, + "strategy_rank": 83.394383, + "production_rank": 83.272283, + "structural_overlay_pass": false, + "structural_overlay_score": 79.108669, + "structural_overlay_rr": 1.234279, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.763113, + "primary_prob": 32.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.64467, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.850467, + "range_504_ratio": 2.34074, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.712468, + "hold30_r": 4.219196 + }, + { + "symbol": "ADBE", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.185592, + "strategy_rank": 83.357753, + "production_rank": 86.300366, + "structural_overlay_pass": false, + "structural_overlay_score": 81.985348, + "structural_overlay_rr": 1.732408, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.772614, + "primary_prob": 32.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.658921, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.836087, + "range_504_ratio": 2.30732, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.705112, + "hold30_r": -1.0 + }, + { + "symbol": "AIZ", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.638584, + "strategy_rank": 73.601954, + "production_rank": 76.947497, + "structural_overlay_pass": false, + "structural_overlay_score": 73.100122, + "structural_overlay_rr": 1.171144, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.850311, + "primary_prob": 31.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.775467, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.619385, + "range_504_ratio": 1.857785, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.773535, + "hold30_r": 3.540027 + }, + { + "symbol": "AMAT", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.539683, + "strategy_rank": 81.294261, + "production_rank": 81.709402, + "structural_overlay_pass": false, + "structural_overlay_score": 77.623932, + "structural_overlay_rr": 1.992199, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.002787, + "primary_prob": 39.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.504181, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.853984, + "range_504_ratio": 2.348988, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.948153, + "hold30_r": 8.594049 + }, + { + "symbol": "AMZN", + "date": "2024-01-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 85.958486, + "strategy_rank": 82.258852, + "production_rank": 83.492063, + "structural_overlay_pass": false, + "structural_overlay_score": 79.31746, + "structural_overlay_rr": 0.819172, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.97991, + "primary_prob": 20.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 53, + "primary_distance_atr": 4.469866, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.740925, + "range_504_ratio": 2.097875, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.913654, + "hold30_r": 5.470029 + }, + { + "symbol": "APP", + "date": "2024-01-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.389499, + "strategy_rank": 98.913309, + "production_rank": 99.072039, + "structural_overlay_pass": false, + "structural_overlay_score": 94.118437, + "structural_overlay_rr": 1.781673, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 8.854928, + "primary_prob": 23.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 94.0, + "primary_rejection_count": 23, + "primary_distance_atr": 13.282392, + "raw_level_count": 123, + "gate_level_count": 123, + "range_504_log": 2.238776, + "range_504_ratio": 9.381838, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 8.816116, + "hold30_r": 8.736835 + }, + { + "symbol": "ARES", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.859585, + "strategy_rank": 75.665446, + "production_rank": 78.730159, + "structural_overlay_pass": false, + "structural_overlay_score": 74.793651, + "structural_overlay_rr": 0.693622, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.693622, + "primary_prob": 44.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.040432, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.82259, + "range_504_ratio": 2.276388, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.636508, + "hold30_r": 4.181477 + }, + { + "symbol": "AVGO", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.214896, + "strategy_rank": 90.793651, + "production_rank": 92.600733, + "structural_overlay_pass": false, + "structural_overlay_score": 87.970696, + "structural_overlay_rr": 0.95653, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.790882, + "primary_prob": 39.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.186323, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 1.020562, + "range_504_ratio": 2.774753, + "range_factor_pass": true, + "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": 87.789988, + "strategy_rank": 86.434676, + "production_rank": 86.886447, + "structural_overlay_pass": false, + "structural_overlay_score": 82.542125, + "structural_overlay_rr": 1.394114, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.80476, + "primary_prob": 39.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.207139, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 1.150602, + "range_504_ratio": 3.160093, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.734333, + "hold30_r": 7.992634 + }, + { + "symbol": "BKNG", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.47619, + "strategy_rank": 78.131868, + "production_rank": 82.246642, + "structural_overlay_pass": false, + "structural_overlay_score": 78.13431, + "structural_overlay_rr": 1.015176, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.017012, + "primary_prob": 30.7, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 10.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.525519, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.795084, + "range_504_ratio": 2.214628, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.936914, + "hold30_r": -0.243853 + }, + { + "symbol": "BX", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.830281, + "strategy_rank": 79.95116, + "production_rank": 80.2442, + "structural_overlay_pass": false, + "structural_overlay_score": 76.23199, + "structural_overlay_rr": 1.348163, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.307577, + "primary_prob": 25.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 3.461365, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.661344, + "range_504_ratio": 1.937394, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.256703, + "hold30_r": 2.357111 + }, + { + "symbol": "CAH", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.766789, + "strategy_rank": 70.23199, + "production_rank": 76.410256, + "structural_overlay_pass": false, + "structural_overlay_score": 72.589744, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.835732, + "primary_prob": 51.01, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 7.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.253597, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 0.791438, + "range_504_ratio": 2.206568, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.767143, + "hold30_r": -1.0 + }, + { + "symbol": "CCL", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.650794, + "strategy_rank": 93.174603, + "production_rank": 93.333333, + "structural_overlay_pass": false, + "structural_overlay_score": 88.666667, + "structural_overlay_rr": 2.086071, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.793573, + "primary_prob": 32.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.690359, + "raw_level_count": 91, + "gate_level_count": 91, + "range_504_log": 1.362126, + "range_504_ratio": 3.904484, + "range_factor_pass": true, + "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": 80.34188, + "strategy_rank": 58.180708, + "production_rank": 65.567766, + "structural_overlay_pass": false, + "structural_overlay_score": 62.289377, + "structural_overlay_rr": 1.897685, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.93812, + "primary_prob": 30.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 65, + "primary_distance_atr": 2.90718, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.433577, + "range_504_ratio": 1.542766, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.865938, + "hold30_r": 3.090437 + }, + { + "symbol": "COIN", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.023199, + "strategy_rank": 99.059829, + "production_rank": 99.047619, + "structural_overlay_pass": false, + "structural_overlay_score": 94.095238, + "structural_overlay_rr": 1.76089, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.713982, + "primary_prob": 23.14, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 48.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.570973, + "raw_level_count": 126, + "gate_level_count": 126, + "range_504_log": 2.040953, + "range_504_ratio": 7.69794, + "range_factor_pass": true, + "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": 92.796093, + "strategy_rank": 73.455433, + "production_rank": 79.90232, + "structural_overlay_pass": false, + "structural_overlay_score": 75.907204, + "structural_overlay_rr": 1.110169, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.225049, + "primary_prob": 29.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.837574, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.701527, + "range_504_ratio": 2.01683, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.143237, + "hold30_r": 4.62606 + }, + { + "symbol": "CRM", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.749695, + "strategy_rank": 82.442002, + "production_rank": 86.544567, + "structural_overlay_pass": false, + "structural_overlay_score": 82.217338, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.99004, + "primary_prob": 52.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.485059, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.778667, + "range_504_ratio": 2.178566, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.922532, + "hold30_r": 4.648213 + }, + { + "symbol": "CRWD", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.412698, + "strategy_rank": 95.921856, + "production_rank": 96.752137, + "structural_overlay_pass": false, + "structural_overlay_score": 91.91453, + "structural_overlay_rr": 1.154005, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.79743, + "primary_prob": 28.05, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 4.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.696146, + "raw_level_count": 91, + "gate_level_count": 91, + "range_504_log": 1.146516, + "range_504_ratio": 3.147209, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.7516, + "hold30_r": 3.971434 + }, + { + "symbol": "CVNA", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.8779, + "strategy_rank": 99.8779, + "production_rank": 99.8779, + "structural_overlay_pass": false, + "structural_overlay_score": 94.884005, + "structural_overlay_rr": 1.960512, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.545257, + "primary_prob": 24.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.317886, + "raw_level_count": 143, + "gate_level_count": 143, + "range_504_log": 3.92906, + "range_504_ratio": 50.859155, + "range_factor_pass": true, + "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": 96.459096, + "strategy_rank": 94.847375, + "production_rank": 95.384615, + "structural_overlay_pass": false, + "structural_overlay_score": 90.615385, + "structural_overlay_rr": 1.570705, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.548174, + "primary_prob": 24.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.32226, + "raw_level_count": 115, + "gate_level_count": 115, + "range_504_log": 1.225828, + "range_504_ratio": 3.406987, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.501529, + "hold30_r": 4.914261 + }, + { + "symbol": "DDOG", + "date": "2024-01-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.505495, + "strategy_rank": 95.604396, + "production_rank": 95.238095, + "structural_overlay_pass": false, + "structural_overlay_score": 90.47619, + "structural_overlay_rr": 1.730909, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.176503, + "primary_prob": 42.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 3.264755, + "raw_level_count": 95, + "gate_level_count": 95, + "range_504_log": 1.102301, + "range_504_ratio": 3.011086, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.04805, + "hold30_r": -1.0 + }, + { + "symbol": "DHI", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.894994, + "strategy_rank": 86.568987, + "production_rank": 89.010989, + "structural_overlay_pass": false, + "structural_overlay_score": 84.56044, + "structural_overlay_rr": 1.117883, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.117883, + "primary_prob": 26.06, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.676824, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 0.973046, + "range_504_ratio": 2.645992, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.047323, + "hold30_r": -1.0 + }, + { + "symbol": "DVA", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.98779, + "strategy_rank": 90.17094, + "production_rank": 90.10989, + "structural_overlay_pass": false, + "structural_overlay_score": 85.604396, + "structural_overlay_rr": 1.3652, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.120151, + "primary_prob": 28.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 58, + "primary_distance_atr": 3.180227, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.648107, + "range_504_ratio": 1.911918, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.061022, + "hold30_r": 6.305619 + }, + { + "symbol": "EME", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.499389, + "strategy_rank": 76.825397, + "production_rank": 81.050061, + "structural_overlay_pass": false, + "structural_overlay_score": 76.997558, + "structural_overlay_rr": 1.601469, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.351975, + "primary_prob": 21.24, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.027962, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.866537, + "range_504_ratio": 2.37866, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.269504, + "hold30_r": 17.799746 + }, + { + "symbol": "FDX", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.720391, + "strategy_rank": 80.28083, + "production_rank": 83.760684, + "structural_overlay_pass": false, + "structural_overlay_score": 79.57265, + "structural_overlay_rr": 1.797445, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.284313, + "primary_prob": 26.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 56, + "primary_distance_atr": 3.426469, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.699089, + "range_504_ratio": 2.011918, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.066028, + "hold30_r": -1.0 + }, + { + "symbol": "GE", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.551893, + "strategy_rank": 77.313797, + "production_rank": 82.393162, + "structural_overlay_pass": false, + "structural_overlay_score": 78.273504, + "structural_overlay_rr": 0.724807, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.697971, + "primary_prob": 42.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.046956, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.780492, + "range_504_ratio": 2.182546, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.618692, + "hold30_r": 9.375635 + }, + { + "symbol": "GOOG", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.318681, + "strategy_rank": 74.139194, + "production_rank": 76.532357, + "structural_overlay_pass": false, + "structural_overlay_score": 72.705739, + "structural_overlay_rr": 0.912049, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.439441, + "primary_prob": 53.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.159161, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.600291, + "range_504_ratio": 1.822648, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.370304, + "hold30_r": -1.0 + }, + { + "symbol": "GOOGL", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.051282, + "strategy_rank": 74.432234, + "production_rank": 76.971917, + "structural_overlay_pass": false, + "structural_overlay_score": 73.123321, + "structural_overlay_rr": 0.88832, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.735778, + "primary_prob": 44.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 80.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.603667, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.597987, + "range_504_ratio": 1.818455, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.668754, + "hold30_r": -1.0 + }, + { + "symbol": "HUBB", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.301587, + "strategy_rank": 77.301587, + "production_rank": 80.634921, + "structural_overlay_pass": false, + "structural_overlay_score": 76.603175, + "structural_overlay_rr": 0.830129, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.592926, + "primary_prob": 18.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.389389, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.692089, + "range_504_ratio": 1.997885, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.524167, + "hold30_r": 6.312099 + }, + { + "symbol": "INTC", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.010989, + "strategy_rank": 88.461538, + "production_rank": 88.644689, + "structural_overlay_pass": false, + "structural_overlay_score": 84.212454, + "structural_overlay_rr": 0.940829, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.435985, + "primary_prob": 24.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 3.653978, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.826755, + "range_504_ratio": 2.285889, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.046848, + "hold30_r": -1.0 + }, + { + "symbol": "INTU", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.714286, + "strategy_rank": 71.794872, + "production_rank": 76.434676, + "structural_overlay_pass": false, + "structural_overlay_score": 72.612943, + "structural_overlay_rr": 0.928116, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.847327, + "primary_prob": 29.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 89.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.77099, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.620355, + "range_504_ratio": 1.859589, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.776989, + "hold30_r": 3.696636 + }, + { + "symbol": "IT", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.295482, + "strategy_rank": 76.800977, + "production_rank": 78.632479, + "structural_overlay_pass": false, + "structural_overlay_score": 74.700855, + "structural_overlay_rr": 1.337071, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.781953, + "primary_prob": 52.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.17293, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.751913, + "range_504_ratio": 2.121053, + "range_factor_pass": false, + "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": 95.482295, + "strategy_rank": 94.786325, + "production_rank": 95.018315, + "structural_overlay_pass": false, + "structural_overlay_score": 90.267399, + "structural_overlay_rr": 1.674662, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.624504, + "primary_prob": 35.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.436756, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 1.063721, + "range_504_ratio": 2.897131, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.578349, + "hold30_r": 4.288455 + }, + { + "symbol": "KKR", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.394383, + "strategy_rank": 78.009768, + "production_rank": 79.80464, + "structural_overlay_pass": false, + "structural_overlay_score": 75.814408, + "structural_overlay_rr": 1.777459, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.777459, + "primary_prob": 12.75, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.666188, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.718208, + "range_504_ratio": 2.050754, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.712737, + "hold30_r": 6.79898 + }, + { + "symbol": "LEN", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.697192, + "strategy_rank": 85.177045, + "production_rank": 87.350427, + "structural_overlay_pass": false, + "structural_overlay_score": 82.982906, + "structural_overlay_rr": 1.282682, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.834604, + "primary_prob": 37.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.251906, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.914114, + "range_504_ratio": 2.494563, + "range_factor_pass": false, + "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": 94.993895, + "strategy_rank": 84.774115, + "production_rank": 88.180708, + "structural_overlay_pass": false, + "structural_overlay_score": 83.771673, + "structural_overlay_rr": 1.193886, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.799507, + "primary_prob": 41.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.19926, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 0.903577, + "range_504_ratio": 2.468417, + "range_factor_pass": false, + "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": 91.208791, + "strategy_rank": 88.498168, + "production_rank": 89.401709, + "structural_overlay_pass": false, + "structural_overlay_score": 84.931624, + "structural_overlay_rr": 1.742111, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.052536, + "primary_prob": 29.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.578804, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.983787, + "range_504_ratio": 2.674566, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.997695, + "hold30_r": 6.752253 + }, + { + "symbol": "LULU", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.964591, + "strategy_rank": 84.334554, + "production_rank": 86.544567, + "structural_overlay_pass": false, + "structural_overlay_score": 82.217338, + "structural_overlay_rr": 1.596269, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.120214, + "primary_prob": 32.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.680321, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.71938, + "range_504_ratio": 2.053159, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.055773, + "hold30_r": -1.0 + }, + { + "symbol": "META", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.924298, + "strategy_rank": 88.620269, + "production_rank": 91.721612, + "structural_overlay_pass": false, + "structural_overlay_score": 87.135531, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.716632, + "primary_prob": 65.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.074947, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 1.454045, + "range_504_ratio": 4.280395, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.655957, + "hold30_r": 10.027589 + }, + { + "symbol": "MPWR", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.156288, + "strategy_rank": 89.108669, + "production_rank": 88.791209, + "structural_overlay_pass": false, + "structural_overlay_score": 84.351648, + "structural_overlay_rr": 2.192952, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.322693, + "primary_prob": 21.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.98404, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.763124, + "range_504_ratio": 2.144967, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.280753, + "hold30_r": 4.869384 + }, + { + "symbol": "MSTR", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.778999, + "strategy_rank": 98.669109, + "production_rank": 98.705739, + "structural_overlay_pass": false, + "structural_overlay_score": 93.770452, + "structural_overlay_rr": 1.60417, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.524485, + "primary_prob": 36.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.286727, + "raw_level_count": 114, + "gate_level_count": 114, + "range_504_log": 1.702689, + "range_504_ratio": 5.488688, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.016728, + "hold30_r": -1.0 + }, + { + "symbol": "MU", + "date": "2024-01-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.202686, + "strategy_rank": 83.162393, + "production_rank": 84.175824, + "structural_overlay_pass": false, + "structural_overlay_score": 79.967033, + "structural_overlay_rr": 1.449893, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.816868, + "primary_prob": 20.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 95.0, + "primary_rejection_count": 25, + "primary_distance_atr": 4.225302, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.705919, + "range_504_ratio": 2.025707, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.052613, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2024-01-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.882784, + "strategy_rank": 85.238095, + "production_rank": 84.786325, + "structural_overlay_pass": false, + "structural_overlay_score": 80.547009, + "structural_overlay_rr": 1.183838, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.616134, + "primary_prob": 23.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 21, + "primary_distance_atr": 3.924201, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 1.201142, + "range_504_ratio": 3.323909, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.562967, + "hold30_r": 6.785665 + }, + { + "symbol": "NTAP", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.225885, + "strategy_rank": 76.214896, + "production_rank": 79.218559, + "structural_overlay_pass": false, + "structural_overlay_score": 75.257631, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.505753, + "primary_prob": 37.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 72, + "primary_distance_atr": 2.25863, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.511032, + "range_504_ratio": 1.667011, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.42835, + "hold30_r": 1.67165 + }, + { + "symbol": "NVR", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.493284, + "strategy_rank": 73.247863, + "production_rank": 76.996337, + "structural_overlay_pass": false, + "structural_overlay_score": 73.14652, + "structural_overlay_rr": 0.872079, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.872079, + "primary_prob": 48.73, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.308119, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.709099, + "range_504_ratio": 2.032159, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.795786, + "hold30_r": -1.0 + }, + { + "symbol": "PCAR", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.446886, + "strategy_rank": 65.201465, + "production_rank": 72.283272, + "structural_overlay_pass": false, + "structural_overlay_score": 68.669109, + "structural_overlay_rr": 1.924106, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.456859, + "primary_prob": 22.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.185289, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.651477, + "range_504_ratio": 1.918371, + "range_factor_pass": false, + "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": 98.168498, + "strategy_rank": 98.388278, + "production_rank": 98.315018, + "structural_overlay_pass": false, + "structural_overlay_score": 93.399267, + "structural_overlay_rr": 1.876267, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.736201, + "primary_prob": 22.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 4.104301, + "raw_level_count": 112, + "gate_level_count": 112, + "range_504_log": 1.31947, + "range_504_ratio": 3.741438, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.70177, + "hold30_r": 9.127672 + }, + { + "symbol": "PNR", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.684982, + "strategy_rank": 71.648352, + "production_rank": 74.993895, + "structural_overlay_pass": false, + "structural_overlay_score": 71.2442, + "structural_overlay_rr": 1.180153, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.858105, + "primary_prob": 31.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.787158, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.642127, + "range_504_ratio": 1.900519, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.78863, + "hold30_r": 3.937654 + }, + { + "symbol": "PSX", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.249084, + "strategy_rank": 70.695971, + "production_rank": 75.213675, + "structural_overlay_pass": false, + "structural_overlay_score": 71.452991, + "structural_overlay_rr": 1.921182, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.927762, + "primary_prob": 13.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.891642, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.625652, + "range_504_ratio": 1.869465, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.867041, + "hold30_r": 3.370494 + }, + { + "symbol": "PWR", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.545788, + "strategy_rank": 82.710623, + "production_rank": 84.322344, + "structural_overlay_pass": false, + "structural_overlay_score": 80.106227, + "structural_overlay_rr": 1.733705, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.028801, + "primary_prob": 39.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.543202, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 0.847511, + "range_504_ratio": 2.33383, + "range_factor_pass": false, + "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": 95.970696, + "strategy_rank": 92.380952, + "production_rank": 93.577534, + "structural_overlay_pass": false, + "structural_overlay_score": 88.898657, + "structural_overlay_rr": 1.708727, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.243439, + "primary_prob": 23.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.865159, + "raw_level_count": 101, + "gate_level_count": 101, + "range_504_log": 1.438082, + "range_504_ratio": 4.212609, + "range_factor_pass": true, + "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": 99.6337, + "strategy_rank": 99.56044, + "production_rank": 99.58486, + "structural_overlay_pass": false, + "structural_overlay_score": 94.605617, + "structural_overlay_rr": 0.719083, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.719083, + "primary_prob": 40.89, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 9.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.078625, + "raw_level_count": 119, + "gate_level_count": 119, + "range_504_log": 2.350942, + "range_504_ratio": 10.495456, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.695853, + "hold30_r": 19.99927 + }, + { + "symbol": "SNPS", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.139194, + "strategy_rank": 81.025641, + "production_rank": 85.396825, + "structural_overlay_pass": false, + "structural_overlay_score": 81.126984, + "structural_overlay_rr": 1.661506, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.274622, + "primary_prob": 26.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.911933, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.810887, + "range_504_ratio": 2.249902, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.224934, + "hold30_r": 3.221751 + }, + { + "symbol": "STX", + "date": "2024-01-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.74359, + "strategy_rank": 87.728938, + "production_rank": 88.400488, + "structural_overlay_pass": false, + "structural_overlay_score": 83.980464, + "structural_overlay_rr": 1.598131, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.462385, + "primary_prob": 24.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 3.693577, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.902332, + "range_504_ratio": 2.465344, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.407152, + "hold30_r": 3.221316 + }, + { + "symbol": "TAP", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.783883, + "strategy_rank": 64.102564, + "production_rank": 70.32967, + "structural_overlay_pass": false, + "structural_overlay_score": 66.813187, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.668614, + "primary_prob": 61.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.00292, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.417848, + "range_504_ratio": 1.518689, + "range_factor_pass": false, + "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": 96.825397, + "strategy_rank": 96.312576, + "production_rank": 96.483516, + "structural_overlay_pass": false, + "structural_overlay_score": 91.659341, + "structural_overlay_rr": 1.621046, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.903558, + "primary_prob": 30.74, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 81, + "primary_distance_atr": 2.855337, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 1.328289, + "range_504_ratio": 3.77458, + "range_factor_pass": true, + "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": 90.23199, + "strategy_rank": 91.550672, + "production_rank": 91.111111, + "structural_overlay_pass": false, + "structural_overlay_score": 86.555556, + "structural_overlay_rr": 1.616155, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.772603, + "primary_prob": 21.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 88, + "primary_distance_atr": 4.158905, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 0.856595, + "range_504_ratio": 2.355128, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.735758, + "hold30_r": 5.978036 + }, + { + "symbol": "TTWO", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.452991, + "strategy_rank": 74.639805, + "production_rank": 80.2442, + "structural_overlay_pass": false, + "structural_overlay_score": 76.23199, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.710043, + "primary_prob": 59.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 63, + "primary_distance_atr": 1.065064, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.684779, + "range_504_ratio": 1.983333, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.63368, + "hold30_r": -1.307003 + }, + { + "symbol": "UBER", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.435897, + "strategy_rank": 91.172161, + "production_rank": 93.260073, + "structural_overlay_pass": false, + "structural_overlay_score": 88.59707, + "structural_overlay_rr": 0.744178, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.729705, + "primary_prob": 53.86, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.094558, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 1.182687, + "range_504_ratio": 3.263131, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.678528, + "hold30_r": 6.640316 + }, + { + "symbol": "VRSK", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.929182, + "strategy_rank": 59.035409, + "production_rank": 66.666667, + "structural_overlay_pass": false, + "structural_overlay_score": 63.333333, + "structural_overlay_rr": 1.186003, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.19935, + "primary_prob": 43.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.799024, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.46832, + "range_504_ratio": 1.597309, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.115227, + "hold30_r": 0.92948 + }, + { + "symbol": "WDAY", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.162393, + "strategy_rank": 87.887668, + "production_rank": 89.64591, + "structural_overlay_pass": false, + "structural_overlay_score": 85.163614, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.38549, + "primary_prob": 37.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.078235, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.790718, + "range_504_ratio": 2.20498, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.316474, + "hold30_r": 1.636338 + }, + { + "symbol": "WDC", + "date": "2024-01-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.586081, + "strategy_rank": 82.051282, + "production_rank": 81.562882, + "structural_overlay_pass": false, + "structural_overlay_score": 77.484737, + "structural_overlay_rr": 1.53725, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.979441, + "primary_prob": 35.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 56, + "primary_distance_atr": 4.469161, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.823815, + "range_504_ratio": 2.279179, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.922826, + "hold30_r": 3.86842 + }, + { + "symbol": "WSM", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.406593, + "strategy_rank": 92.271062, + "production_rank": 92.649573, + "structural_overlay_pass": false, + "structural_overlay_score": 88.017094, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.754027, + "primary_prob": 42.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.13104, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.722826, + "range_504_ratio": 2.060248, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.696653, + "hold30_r": -1.0 + }, + { + "symbol": "WST", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.255189, + "strategy_rank": 81.050061, + "production_rank": 83.785104, + "structural_overlay_pass": false, + "structural_overlay_score": 79.595849, + "structural_overlay_rr": 1.772529, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.875168, + "primary_prob": 31.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 68, + "primary_distance_atr": 2.812751, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.720935, + "range_504_ratio": 2.056356, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.818621, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2024-01-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.198758, + "strategy_rank": 81.404558, + "production_rank": 83.669291, + "structural_overlay_pass": false, + "structural_overlay_score": 79.485827, + "structural_overlay_rr": 1.714623, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.732731, + "primary_prob": 31.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.599097, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 1.104129, + "range_504_ratio": 3.016596, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.671147, + "hold30_r": 15.900689 + }, + { + "symbol": "AAPL", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.732919, + "strategy_rank": 63.377727, + "production_rank": 69.829458, + "structural_overlay_pass": false, + "structural_overlay_score": 66.337985, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.703852, + "primary_prob": 65.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.055778, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.474764, + "range_504_ratio": 1.607635, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.081585, + "hold30_r": -1.0 + }, + { + "symbol": "ADBE", + "date": "2024-01-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.304348, + "strategy_rank": 83.801519, + "production_rank": 86.302462, + "structural_overlay_pass": false, + "structural_overlay_score": 81.987339, + "structural_overlay_rr": 1.355206, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.05628, + "primary_prob": 28.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 3.08442, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.836087, + "range_504_ratio": 2.30732, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.059971, + "hold30_r": -1.0 + }, + { + "symbol": "AIZ", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.335404, + "strategy_rank": 75.304671, + "production_rank": 78.981582, + "structural_overlay_pass": false, + "structural_overlay_score": 75.032503, + "structural_overlay_rr": 1.752712, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.180372, + "primary_prob": 59.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 1.770558, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.619385, + "range_504_ratio": 1.857785, + "range_factor_pass": false, + "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": 90.310559, + "strategy_rank": 84.853079, + "production_rank": 86.672239, + "structural_overlay_pass": false, + "structural_overlay_score": 82.338627, + "structural_overlay_rr": 1.247239, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.942146, + "primary_prob": 45.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 53, + "primary_distance_atr": 2.91322, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.740925, + "range_504_ratio": 2.097875, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.870347, + "hold30_r": 4.565583 + }, + { + "symbol": "AOS", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.975155, + "strategy_rank": 67.92759, + "production_rank": 73.276778, + "structural_overlay_pass": false, + "structural_overlay_score": 69.61294, + "structural_overlay_rr": 0.688417, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.657139, + "primary_prob": 34.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.485708, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.574894, + "range_504_ratio": 1.776943, + "range_factor_pass": false, + "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": 99.503106, + "strategy_rank": 98.983029, + "production_rank": 99.156388, + "structural_overlay_pass": true, + "structural_overlay_score": 99.198568, + "structural_overlay_rr": 3.345797, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 6.489289, + "primary_prob": 24.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 92.0, + "primary_rejection_count": 23, + "primary_distance_atr": 9.733933, + "raw_level_count": 124, + "gate_level_count": 124, + "range_504_log": 2.12306, + "range_504_ratio": 8.356674, + "range_factor_pass": true, + "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": 88.695652, + "strategy_rank": 86.99402, + "production_rank": 87.561231, + "structural_overlay_pass": false, + "structural_overlay_score": 83.183169, + "structural_overlay_rr": 1.214409, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.950367, + "primary_prob": 34.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.42555, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 1.159233, + "range_504_ratio": 3.187489, + "range_factor_pass": true, + "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": 89.31677, + "strategy_rank": 78.060773, + "production_rank": 81.812772, + "structural_overlay_pass": false, + "structural_overlay_score": 77.722133, + "structural_overlay_rr": 1.733619, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.820463, + "primary_prob": 38.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.230694, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.819706, + "range_504_ratio": 2.269831, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.750381, + "hold30_r": -0.190397 + }, + { + "symbol": "BLDR", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.888199, + "strategy_rank": 96.886051, + "production_rank": 97.220101, + "structural_overlay_pass": false, + "structural_overlay_score": 92.359095, + "structural_overlay_rr": 1.630234, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.162835, + "primary_prob": 25.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.744252, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 1.295503, + "range_504_ratio": 3.652832, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.123819, + "hold30_r": 4.579594 + }, + { + "symbol": "BX", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.993789, + "strategy_rank": 79.967028, + "production_rank": 80.309281, + "structural_overlay_pass": false, + "structural_overlay_score": 76.293817, + "structural_overlay_rr": 2.171451, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.556495, + "primary_prob": 36.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.334742, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.661344, + "range_504_ratio": 1.937394, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.502558, + "hold30_r": 0.93226 + }, + { + "symbol": "CAH", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.944099, + "strategy_rank": 69.807338, + "production_rank": 76.186258, + "structural_overlay_pass": false, + "structural_overlay_score": 72.376946, + "structural_overlay_rr": 1.41716, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.332953, + "primary_prob": 22.85, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 11.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.999429, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 0.791438, + "range_504_ratio": 2.206568, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.260714, + "hold30_r": -1.0 + }, + { + "symbol": "CASY", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.745342, + "strategy_rank": 68.603524, + "production_rank": 72.650796, + "structural_overlay_pass": false, + "structural_overlay_score": 69.018256, + "structural_overlay_rr": 0.760061, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.399943, + "primary_prob": 19.43, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.099915, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.534464, + "range_504_ratio": 1.706533, + "range_factor_pass": false, + "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": 94.037267, + "strategy_rank": 93.446905, + "production_rank": 93.643692, + "structural_overlay_pass": false, + "structural_overlay_score": 88.961508, + "structural_overlay_rr": 2.069717, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.535152, + "primary_prob": 36.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.302728, + "raw_level_count": 93, + "gate_level_count": 93, + "range_504_log": 1.362126, + "range_504_ratio": 3.904484, + "range_factor_pass": true, + "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": 84.47205, + "strategy_rank": 61.212219, + "production_rank": 68.965496, + "structural_overlay_pass": false, + "structural_overlay_score": 65.517221, + "structural_overlay_rr": 1.793694, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.837842, + "primary_prob": 31.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 65, + "primary_distance_atr": 2.756763, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.433577, + "range_504_ratio": 1.542766, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.759627, + "hold30_r": 1.772826 + }, + { + "symbol": "COIN", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.006211, + "strategy_rank": 99.00695, + "production_rank": 99.006704, + "structural_overlay_pass": false, + "structural_overlay_score": 94.056369, + "structural_overlay_rr": 1.506784, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.506784, + "primary_prob": 25.32, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 41.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.260177, + "raw_level_count": 127, + "gate_level_count": 127, + "range_504_log": 1.930579, + "range_504_ratio": 6.893502, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.490686, + "hold30_r": 8.045028 + }, + { + "symbol": "COR", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.453416, + "strategy_rank": 61.626313, + "production_rank": 70.235348, + "structural_overlay_pass": false, + "structural_overlay_score": 66.72358, + "structural_overlay_rr": 0.905509, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.905509, + "primary_prob": 47.8, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.358264, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.54769, + "range_504_ratio": 1.729255, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.805336, + "hold30_r": 4.665791 + }, + { + "symbol": "COST", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.204969, + "strategy_rank": 63.273962, + "production_rank": 71.250964, + "structural_overlay_pass": false, + "structural_overlay_score": 67.688416, + "structural_overlay_rr": 0.926382, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.88294, + "primary_prob": 33.36, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.324409, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.541555, + "range_504_ratio": 1.718678, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.783162, + "hold30_r": 7.200137 + }, + { + "symbol": "CPRT", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.559006, + "strategy_rank": 72.01584, + "production_rank": 78.196895, + "structural_overlay_pass": false, + "structural_overlay_score": 74.28705, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.861309, + "primary_prob": 13.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.791964, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.701527, + "range_504_ratio": 2.01683, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.780114, + "hold30_r": 5.474194 + }, + { + "symbol": "CVNA", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.875776, + "strategy_rank": 99.801519, + "production_rank": 99.826272, + "structural_overlay_pass": false, + "structural_overlay_score": 94.834958, + "structural_overlay_rr": 0.770213, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.502389, + "primary_prob": 29.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 63.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.253583, + "raw_level_count": 144, + "gate_level_count": 144, + "range_504_log": 3.851046, + "range_504_ratio": 47.042254, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.486942, + "hold30_r": 6.876148 + }, + { + "symbol": "DASH", + "date": "2024-01-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.291925, + "strategy_rank": 92.590593, + "production_rank": 92.824371, + "structural_overlay_pass": true, + "structural_overlay_score": 93.183152, + "structural_overlay_rr": 2.277662, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.08458, + "primary_prob": 28.22, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 24.0, + "primary_rejection_count": 12, + "primary_distance_atr": 3.126871, + "raw_level_count": 116, + "gate_level_count": 116, + "range_504_log": 1.146637, + "range_504_ratio": 3.147589, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.034288, + "hold30_r": 6.122281 + }, + { + "symbol": "DDOG", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.534161, + "strategy_rank": 95.653467, + "production_rank": 95.280365, + "structural_overlay_pass": false, + "structural_overlay_score": 90.516347, + "structural_overlay_rr": 1.282045, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.683827, + "primary_prob": 34.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.525741, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 1.102301, + "range_504_ratio": 3.011086, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.644324, + "hold30_r": 0.049951 + }, + { + "symbol": "DHI", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.540373, + "strategy_rank": 88.972685, + "production_rank": 90.495247, + "structural_overlay_pass": false, + "structural_overlay_score": 85.970485, + "structural_overlay_rr": 1.807259, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.603157, + "primary_prob": 27.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 63.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.404735, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.980354, + "range_504_ratio": 2.665401, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.557377, + "hold30_r": 2.64562 + }, + { + "symbol": "DVA", + "date": "2024-01-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.956522, + "strategy_rank": 87.969937, + "production_rank": 87.632132, + "structural_overlay_pass": false, + "structural_overlay_score": 83.250525, + "structural_overlay_rr": 1.407224, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.155288, + "primary_prob": 27.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 58, + "primary_distance_atr": 3.232931, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.648107, + "range_504_ratio": 1.911918, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.096769, + "hold30_r": 8.29657 + }, + { + "symbol": "EME", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.42236, + "strategy_rank": 79.825764, + "production_rank": 84.024629, + "structural_overlay_pass": false, + "structural_overlay_score": 79.823398, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.920462, + "primary_prob": 33.71, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 10.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.380693, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.868059, + "range_504_ratio": 2.382283, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.853596, + "hold30_r": 16.059481 + }, + { + "symbol": "ETN", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.931677, + "strategy_rank": 77.741393, + "production_rank": 82.138155, + "structural_overlay_pass": false, + "structural_overlay_score": 78.031247, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.908868, + "primary_prob": 32.29, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.363302, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.701075, + "range_504_ratio": 2.015918, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.827249, + "hold30_r": 10.061746 + }, + { + "symbol": "FIX", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.776398, + "strategy_rank": 91.578794, + "production_rank": 92.977995, + "structural_overlay_pass": false, + "structural_overlay_score": 88.329096, + "structural_overlay_rr": 1.365231, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.825544, + "primary_prob": 42.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.238316, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 1.048766, + "range_504_ratio": 2.854127, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.772495, + "hold30_r": 15.05163 + }, + { + "symbol": "HUBB", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.801242, + "strategy_rank": 80.022951, + "production_rank": 83.949048, + "structural_overlay_pass": false, + "structural_overlay_score": 79.751596, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.901387, + "primary_prob": 37.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.352081, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.692089, + "range_504_ratio": 1.997885, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.832724, + "hold30_r": 6.779235 + }, + { + "symbol": "INTC", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.795031, + "strategy_rank": 90.904477, + "production_rank": 91.534662, + "structural_overlay_pass": false, + "structural_overlay_score": 86.957929, + "structural_overlay_rr": 1.646811, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.867227, + "primary_prob": 46.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 57, + "primary_distance_atr": 2.800841, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.7704, + "range_504_ratio": 2.16063, + "range_factor_pass": false, + "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": 86.459627, + "strategy_rank": 72.863747, + "production_rank": 77.395707, + "structural_overlay_pass": false, + "structural_overlay_score": 73.525921, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "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": 58, + "gate_level_count": 58, + "range_504_log": 0.64177, + "range_504_ratio": 1.899841, + "range_factor_pass": false, + "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": 80.248447, + "strategy_rank": 64.092129, + "production_rank": 69.477568, + "structural_overlay_pass": false, + "structural_overlay_score": 66.00369, + "structural_overlay_rr": 0.93776, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.474804, + "primary_prob": 19.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.212206, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.528098, + "range_504_ratio": 1.695704, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.407235, + "hold30_r": 7.06345 + }, + { + "symbol": "JBL", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.782609, + "strategy_rank": 94.117343, + "production_rank": 94.339098, + "structural_overlay_pass": false, + "structural_overlay_score": 89.622143, + "structural_overlay_rr": 1.890815, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.281457, + "primary_prob": 41.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.922185, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 1.063721, + "range_504_ratio": 2.897131, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.229672, + "hold30_r": 6.393181 + }, + { + "symbol": "KKR", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.217391, + "strategy_rank": 80.098271, + "production_rank": 81.804644, + "structural_overlay_pass": false, + "structural_overlay_score": 77.714412, + "structural_overlay_rr": 0.826172, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.859765, + "primary_prob": 49.56, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.289647, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.718208, + "range_504_ratio": 2.050754, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.793266, + "hold30_r": 5.840814 + }, + { + "symbol": "LEN", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.689441, + "strategy_rank": 84.269598, + "production_rank": 86.076212, + "structural_overlay_pass": false, + "structural_overlay_score": 81.772401, + "structural_overlay_rr": 1.892582, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.517372, + "primary_prob": 20.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.276058, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.914114, + "range_504_ratio": 2.494563, + "range_factor_pass": false, + "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": 96.149068, + "strategy_rank": 86.746727, + "production_rank": 89.880841, + "structural_overlay_pass": false, + "structural_overlay_score": 85.386799, + "structural_overlay_rr": 1.064278, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.906501, + "primary_prob": 38.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.359751, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 0.918476, + "range_504_ratio": 2.505469, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.853532, + "hold30_r": -1.0 + }, + { + "symbol": "LULU", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.78882, + "strategy_rank": 86.581542, + "production_rank": 88.983968, + "structural_overlay_pass": false, + "structural_overlay_score": 84.53477, + "structural_overlay_rr": 1.209128, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.730681, + "primary_prob": 48.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.096022, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.71938, + "range_504_ratio": 2.053159, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.662282, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.757764, + "strategy_rank": 98.684338, + "production_rank": 98.708813, + "structural_overlay_pass": false, + "structural_overlay_score": 93.773373, + "structural_overlay_rr": 2.37012, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.992969, + "primary_prob": 29.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.989454, + "raw_level_count": 115, + "gate_level_count": 115, + "range_504_log": 1.702689, + "range_504_ratio": 5.488688, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.976324, + "hold30_r": 15.666953 + }, + { + "symbol": "MU", + "date": "2024-01-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.354037, + "strategy_rank": 81.693551, + "production_rank": 82.247046, + "structural_overlay_pass": false, + "structural_overlay_score": 78.134694, + "structural_overlay_rr": 1.963471, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.578907, + "primary_prob": 23.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 10, + "primary_distance_atr": 3.86836, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.689424, + "range_504_ratio": 1.992567, + "range_factor_pass": false, + "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": 84.223602, + "strategy_rank": 85.647972, + "production_rank": 85.173182, + "structural_overlay_pass": false, + "structural_overlay_score": 80.914523, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 2.050548, + "primary_prob": 38.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 72.0, + "primary_rejection_count": 25, + "primary_distance_atr": 3.075823, + "raw_level_count": 95, + "gate_level_count": 95, + "range_504_log": 1.240483, + "range_504_ratio": 3.457283, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.005358, + "hold30_r": 2.637308 + }, + { + "symbol": "NTAP", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.981366, + "strategy_rank": 74.704057, + "production_rank": 77.46316, + "structural_overlay_pass": false, + "structural_overlay_score": 73.590002, + "structural_overlay_rr": 0.826604, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.849725, + "primary_prob": 31.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 86, + "primary_distance_atr": 2.774588, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.464306, + "range_504_ratio": 1.590909, + "range_factor_pass": false, + "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": 85.962733, + "strategy_rank": 76.60514, + "production_rank": 79.724338, + "structural_overlay_pass": false, + "structural_overlay_score": 75.738121, + "structural_overlay_rr": 1.696518, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.696518, + "primary_prob": 15.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.544777, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.730434, + "range_504_ratio": 2.075981, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.639711, + "hold30_r": 3.416604 + }, + { + "symbol": "PHM", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.391304, + "strategy_rank": 91.593987, + "production_rank": 93.526426, + "structural_overlay_pass": false, + "structural_overlay_score": 88.850105, + "structural_overlay_rr": 1.806958, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.698807, + "primary_prob": 42.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.04821, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 1.137457, + "range_504_ratio": 3.118827, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.647161, + "hold30_r": 2.886047 + }, + { + "symbol": "PLTR", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.136646, + "strategy_rank": 98.472604, + "production_rank": 98.360618, + "structural_overlay_pass": false, + "structural_overlay_score": 93.442587, + "structural_overlay_rr": 1.488742, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.110657, + "primary_prob": 28.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 3.165985, + "raw_level_count": 112, + "gate_level_count": 112, + "range_504_log": 1.31947, + "range_504_ratio": 3.741438, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.079161, + "hold30_r": 9.128943 + }, + { + "symbol": "PNR", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.111801, + "strategy_rank": 72.534023, + "production_rank": 75.726616, + "structural_overlay_pass": false, + "structural_overlay_score": 71.940285, + "structural_overlay_rr": 0.751705, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.386714, + "primary_prob": 39.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.080071, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.642127, + "range_504_ratio": 1.900519, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.31951, + "hold30_r": 5.166964 + }, + { + "symbol": "PSX", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.714286, + "strategy_rank": 72.007435, + "production_rank": 76.576385, + "structural_overlay_pass": false, + "structural_overlay_score": 72.747566, + "structural_overlay_rr": 0.692747, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.699012, + "primary_prob": 43.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.048518, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.625652, + "range_504_ratio": 1.869465, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.630924, + "hold30_r": 3.957824 + }, + { + "symbol": "PWR", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.708075, + "strategy_rank": 82.703087, + "production_rank": 84.038083, + "structural_overlay_pass": false, + "structural_overlay_score": 79.836179, + "structural_overlay_rr": 1.750958, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.832071, + "primary_prob": 22.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.748106, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 0.847511, + "range_504_ratio": 2.33383, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.777235, + "hold30_r": 7.240333 + }, + { + "symbol": "RCL", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.018634, + "strategy_rank": 93.191854, + "production_rank": 94.467447, + "structural_overlay_pass": false, + "structural_overlay_score": 89.744075, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.152944, + "primary_prob": 25.34, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.729416, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 1.438082, + "range_504_ratio": 4.212609, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.10014, + "hold30_r": -1.0 + }, + { + "symbol": "SNPS", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.043478, + "strategy_rank": 83.085825, + "production_rank": 86.405043, + "structural_overlay_pass": false, + "structural_overlay_score": 82.084791, + "structural_overlay_rr": 1.06956, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.082335, + "primary_prob": 45.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.623502, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.810887, + "range_504_ratio": 2.249902, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.035623, + "hold30_r": 1.853472 + }, + { + "symbol": "STX", + "date": "2024-01-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.242236, + "strategy_rank": 81.850978, + "production_rank": 81.648064, + "structural_overlay_pass": false, + "structural_overlay_score": 77.565661, + "structural_overlay_rr": 1.707206, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.795544, + "primary_prob": 27.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 19, + "primary_distance_atr": 4.193317, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.902332, + "range_504_ratio": 2.465344, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.055104, + "hold30_r": -1.0 + }, + { + "symbol": "TSLA", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.285714, + "strategy_rank": 93.918216, + "production_rank": 94.040715, + "structural_overlay_pass": false, + "structural_overlay_score": 89.338679, + "structural_overlay_rr": 2.389215, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.849882, + "primary_prob": 31.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 77, + "primary_distance_atr": 2.774823, + "raw_level_count": 93, + "gate_level_count": 93, + "range_504_log": 1.328289, + "range_504_ratio": 3.77458, + "range_factor_pass": true, + "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": 91.552795, + "strategy_rank": 92.376919, + "production_rank": 92.102211, + "structural_overlay_pass": false, + "structural_overlay_score": 87.497101, + "structural_overlay_rr": 2.058546, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.901548, + "primary_prob": 30.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 92, + "primary_distance_atr": 2.852322, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 0.856595, + "range_504_ratio": 2.355128, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.86424, + "hold30_r": 3.262092 + }, + { + "symbol": "TTWO", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.701863, + "strategy_rank": 72.283498, + "production_rank": 77.422953, + "structural_overlay_pass": false, + "structural_overlay_score": 73.551805, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.746338, + "primary_prob": 72.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 1.119507, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.684779, + "range_504_ratio": 1.983333, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.667239, + "hold30_r": -2.624709 + }, + { + "symbol": "VRT", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.254658, + "strategy_rank": 98.883465, + "production_rank": 99.007196, + "structural_overlay_pass": false, + "structural_overlay_score": 94.056837, + "structural_overlay_rr": 1.124855, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "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": 109, + "gate_level_count": 109, + "range_504_log": 1.975119, + "range_504_ratio": 7.207474, + "range_factor_pass": true, + "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": 84.720497, + "strategy_rank": 77.854534, + "production_rank": 80.143188, + "structural_overlay_pass": false, + "structural_overlay_score": 76.136029, + "structural_overlay_rr": 1.0449, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.81096, + "primary_prob": 52.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.216439, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.694139, + "range_504_ratio": 2.001985, + "range_factor_pass": false, + "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": 92.173913, + "strategy_rank": 86.677873, + "production_rank": 88.509886, + "structural_overlay_pass": false, + "structural_overlay_score": 84.084392, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.98062, + "primary_prob": 45.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.47093, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.837566, + "range_504_ratio": 2.310736, + "range_factor_pass": false, + "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": 95.279503, + "strategy_rank": 93.461451, + "production_rank": 94.067469, + "structural_overlay_pass": false, + "structural_overlay_score": 89.364095, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.72946, + "primary_prob": 14.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.59419, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.738189, + "range_504_ratio": 2.092144, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.057221, + "hold30_r": -1.0 + }, + { + "symbol": "WST", + "date": "2024-01-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.968944, + "strategy_rank": 78.474543, + "production_rank": 80.639344, + "structural_overlay_pass": false, + "structural_overlay_score": 76.607376, + "structural_overlay_rr": 2.474322, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.350261, + "primary_prob": 25.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 75, + "primary_distance_atr": 3.525391, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.720935, + "range_504_ratio": 2.056356, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.28679, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2024-01-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.489747, + "strategy_rank": 81.156541, + "production_rank": 82.934276, + "structural_overlay_pass": false, + "structural_overlay_score": 78.787562, + "structural_overlay_rr": 0.859474, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.877148, + "primary_prob": 51.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.315722, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 1.104129, + "range_504_ratio": 3.016596, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.815864, + "hold30_r": 11.55988 + }, + { + "symbol": "ADBE", + "date": "2024-01-31", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.073583, + "strategy_rank": 83.571002, + "production_rank": 86.071862, + "structural_overlay_pass": false, + "structural_overlay_score": 81.768269, + "structural_overlay_rr": 0.811415, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 2.375281, + "primary_prob": 38.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 90.0, + "primary_rejection_count": 30, + "primary_distance_atr": 3.562921, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.839803, + "range_504_ratio": 2.31591, + "range_factor_pass": false, + "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": 86.972256, + "strategy_rank": 76.115236, + "production_rank": 79.734243, + "structural_overlay_pass": false, + "structural_overlay_score": 75.74753, + "structural_overlay_rr": 1.524684, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.675766, + "primary_prob": 34.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.513649, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.619385, + "range_504_ratio": 1.857785, + "range_factor_pass": false, + "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": 86.127865, + "strategy_rank": 83.466401, + "production_rank": 84.353555, + "structural_overlay_pass": false, + "structural_overlay_score": 80.135878, + "structural_overlay_rr": 2.102445, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "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": 63, + "gate_level_count": 63, + "range_504_log": 0.919632, + "range_504_ratio": 2.508366, + "range_factor_pass": false, + "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": 96.622437, + "strategy_rank": 95.938955, + "production_rank": 96.166782, + "structural_overlay_pass": false, + "structural_overlay_score": 91.358443, + "structural_overlay_rr": 1.610288, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "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": 91, + "gate_level_count": 91, + "range_504_log": 1.220439, + "range_504_ratio": 3.388675, + "range_factor_pass": true, + "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": 88.178528, + "strategy_rank": 83.277316, + "production_rank": 84.911054, + "structural_overlay_pass": false, + "structural_overlay_score": 80.665501, + "structural_overlay_rr": 1.095739, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.499023, + "primary_prob": 26.47, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 46.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.248534, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.740925, + "range_504_ratio": 2.097875, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.431245, + "hold30_r": 5.142314 + }, + { + "symbol": "ANET", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.984318, + "strategy_rank": 93.665196, + "production_rank": 94.77157, + "structural_overlay_pass": false, + "structural_overlay_score": 90.032992, + "structural_overlay_rr": 1.221454, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.996019, + "primary_prob": 46.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.494029, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 1.119048, + "range_504_ratio": 3.061939, + "range_factor_pass": true, + "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": 85.162847, + "strategy_rank": 69.433487, + "production_rank": 74.676607, + "structural_overlay_pass": false, + "structural_overlay_score": 70.942777, + "structural_overlay_rr": 1.016492, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.469458, + "primary_prob": 24.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.704187, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.574894, + "range_504_ratio": 1.776943, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.406016, + "hold30_r": 3.682586 + }, + { + "symbol": "APP", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.517491, + "strategy_rank": 99.084626, + "production_rank": 99.228915, + "structural_overlay_pass": false, + "structural_overlay_score": 94.267469, + "structural_overlay_rr": 0.89123, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.725374, + "primary_prob": 58.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.088061, + "raw_level_count": 125, + "gate_level_count": 125, + "range_504_log": 2.12306, + "range_504_ratio": 8.356674, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.696052, + "hold30_r": 7.863266 + }, + { + "symbol": "AVGO", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.0193, + "strategy_rank": 91.834449, + "production_rank": 93.229399, + "structural_overlay_pass": false, + "structural_overlay_score": 88.567929, + "structural_overlay_rr": 2.251961, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.783575, + "primary_prob": 13.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.675362, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 1.129605, + "range_504_ratio": 3.094435, + "range_factor_pass": true, + "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": 89.384801, + "strategy_rank": 87.623512, + "production_rank": 88.210609, + "structural_overlay_pass": false, + "structural_overlay_score": 83.800078, + "structural_overlay_rr": 1.583953, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.305521, + "primary_prob": 25.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.958281, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 1.159233, + "range_504_ratio": 3.187489, + "range_factor_pass": true, + "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": 90.349819, + "strategy_rank": 78.840541, + "production_rank": 82.676967, + "structural_overlay_pass": false, + "structural_overlay_score": 78.543119, + "structural_overlay_rr": 1.712582, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.750739, + "primary_prob": 41.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.126108, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.819706, + "range_504_ratio": 2.269831, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.676694, + "hold30_r": -1.0 + }, + { + "symbol": "BR", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.902292, + "strategy_rank": 65.805612, + "production_rank": 73.504505, + "structural_overlay_pass": false, + "structural_overlay_score": 69.82928, + "structural_overlay_rr": 0.735793, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 11, + "rr": 0.85221, + "primary_prob": 36.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.278316, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.470384, + "range_504_ratio": 1.600609, + "range_factor_pass": false, + "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": 94.813028, + "strategy_rank": 69.257206, + "production_rank": 77.775813, + "structural_overlay_pass": false, + "structural_overlay_score": 73.887023, + "structural_overlay_rr": 0.969368, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.931821, + "primary_prob": 33.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.397732, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.60521, + "range_504_ratio": 1.831637, + "range_factor_pass": false, + "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": 92.400483, + "strategy_rank": 92.478172, + "production_rank": 92.452275, + "structural_overlay_pass": false, + "structural_overlay_score": 87.829662, + "structural_overlay_rr": 1.539628, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.55298, + "primary_prob": 36.27, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.329471, + "raw_level_count": 93, + "gate_level_count": 93, + "range_504_log": 1.362126, + "range_504_ratio": 3.904484, + "range_factor_pass": true, + "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": 89.746683, + "strategy_rank": 78.815458, + "production_rank": 82.459199, + "structural_overlay_pass": false, + "structural_overlay_score": 78.336239, + "structural_overlay_rr": 1.261105, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.915569, + "primary_prob": 47.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.373354, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.823949, + "range_504_ratio": 2.279485, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.856337, + "hold30_r": 1.825471 + }, + { + "symbol": "CME", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.458384, + "strategy_rank": 57.656609, + "production_rank": 65.2572, + "structural_overlay_pass": false, + "structural_overlay_score": 61.99434, + "structural_overlay_rr": 1.526569, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.569814, + "primary_prob": 35.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 65, + "primary_distance_atr": 2.354721, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.433577, + "range_504_ratio": 1.542766, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.489329, + "hold30_r": 2.652981 + }, + { + "symbol": "COIN", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.155609, + "strategy_rank": 99.19232, + "production_rank": 99.180083, + "structural_overlay_pass": false, + "structural_overlay_score": 94.221079, + "structural_overlay_rr": 0.869323, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.90434, + "primary_prob": 35.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.356511, + "raw_level_count": 128, + "gate_level_count": 128, + "range_504_log": 1.930579, + "range_504_ratio": 6.893502, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.886024, + "hold30_r": 7.534325 + }, + { + "symbol": "CPAY", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.905911, + "strategy_rank": 70.944246, + "production_rank": 74.598134, + "structural_overlay_pass": false, + "structural_overlay_score": 70.868227, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "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": 46, + "gate_level_count": 46, + "range_504_log": 0.613022, + "range_504_ratio": 1.846002, + "range_factor_pass": false, + "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": 90.591074, + "strategy_rank": 72.800033, + "production_rank": 78.73038, + "structural_overlay_pass": false, + "structural_overlay_score": 74.793861, + "structural_overlay_rr": 0.920067, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.906705, + "primary_prob": 41.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.360057, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.701527, + "range_504_ratio": 2.01683, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.830287, + "hold30_r": 6.665076 + }, + { + "symbol": "CRM", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.244873, + "strategy_rank": 82.130617, + "production_rank": 85.835369, + "structural_overlay_pass": false, + "structural_overlay_score": 81.543601, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.553553, + "primary_prob": 41.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.33033, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.828453, + "range_504_ratio": 2.289774, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.483346, + "hold30_r": 2.776165 + }, + { + "symbol": "CRWD", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.6731, + "strategy_rank": 96.07478, + "production_rank": 96.940887, + "structural_overlay_pass": false, + "structural_overlay_score": 92.093842, + "structural_overlay_rr": 1.198946, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.154943, + "primary_prob": 40.29, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.732414, + "raw_level_count": 86, + "gate_level_count": 86, + "range_504_log": 1.204135, + "range_504_ratio": 3.333875, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.11005, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.879373, + "strategy_rank": 99.807258, + "production_rank": 99.831296, + "structural_overlay_pass": false, + "structural_overlay_score": 94.839731, + "structural_overlay_rr": 1.834048, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.782774, + "primary_prob": 22.47, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.674161, + "raw_level_count": 144, + "gate_level_count": 144, + "range_504_log": 3.851046, + "range_504_ratio": 47.042254, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.76579, + "hold30_r": 6.634127 + }, + { + "symbol": "DASH", + "date": "2024-01-31", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.089264, + "strategy_rank": 93.335409, + "production_rank": 93.586694, + "structural_overlay_pass": false, + "structural_overlay_score": 88.907359, + "structural_overlay_rr": 1.948785, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 20.160233, + "primary_prob": 25.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 20, + "primary_distance_atr": 30.24035, + "raw_level_count": 117, + "gate_level_count": 117, + "range_504_log": 1.146637, + "range_504_ratio": 3.147589, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.0475, + "hold30_r": 6.461759 + }, + { + "symbol": "DDOG", + "date": "2024-01-31", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.330519, + "strategy_rank": 95.525948, + "production_rank": 95.127472, + "structural_overlay_pass": false, + "structural_overlay_score": 90.371098, + "structural_overlay_rr": 1.78431, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.913427, + "primary_prob": 35.86, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 4.37014, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 1.102301, + "range_504_ratio": 3.011086, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.039332, + "hold30_r": -0.282888 + }, + { + "symbol": "DHI", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.727382, + "strategy_rank": 88.930467, + "production_rank": 90.529439, + "structural_overlay_pass": false, + "structural_overlay_score": 86.002967, + "structural_overlay_rr": 2.158909, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.113504, + "primary_prob": 38.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 62.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.670256, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 0.980354, + "range_504_ratio": 2.665401, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.060899, + "hold30_r": 1.363812 + }, + { + "symbol": "DVA", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.454765, + "strategy_rank": 88.582956, + "production_rank": 88.206892, + "structural_overlay_pass": false, + "structural_overlay_score": 83.796548, + "structural_overlay_rr": 2.000858, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.997827, + "primary_prob": 44.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.99674, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.648107, + "range_504_ratio": 1.911918, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.935973, + "hold30_r": 7.96054 + }, + { + "symbol": "FAST", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.699638, + "strategy_rank": 63.92657, + "production_rank": 69.517593, + "structural_overlay_pass": false, + "structural_overlay_score": 66.041713, + "structural_overlay_rr": 1.073404, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.709811, + "primary_prob": 55.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.064716, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.47166, + "range_504_ratio": 1.602652, + "range_factor_pass": false, + "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": 84.55971, + "strategy_rank": 75.978801, + "production_rank": 78.839104, + "structural_overlay_pass": false, + "structural_overlay_score": 74.897149, + "structural_overlay_rr": 1.181551, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.483501, + "primary_prob": 37.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 64, + "primary_distance_atr": 2.225251, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.699089, + "range_504_ratio": 2.011918, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.415723, + "hold30_r": 1.999986 + }, + { + "symbol": "FICO", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.260555, + "strategy_rank": 87.346287, + "production_rank": 90.31771, + "structural_overlay_pass": false, + "structural_overlay_score": 85.801824, + "structural_overlay_rr": 1.165992, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.784717, + "primary_prob": 37.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.177075, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 1.34524, + "range_504_ratio": 3.839109, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.732177, + "hold30_r": 0.069464 + }, + { + "symbol": "GOOG", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.232811, + "strategy_rank": 76.818924, + "production_rank": 78.956886, + "structural_overlay_pass": false, + "structural_overlay_score": 75.009042, + "structural_overlay_rr": 0.98892, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.43251, + "primary_prob": 38.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.148765, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.620467, + "range_504_ratio": 1.859796, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.374803, + "hold30_r": -1.0 + }, + { + "symbol": "GOOGL", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.077201, + "strategy_rank": 77.265593, + "production_rank": 79.536129, + "structural_overlay_pass": false, + "structural_overlay_score": 75.559323, + "structural_overlay_rr": 2.288444, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.815485, + "primary_prob": 31.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.723228, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.612594, + "range_504_ratio": 1.845212, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.759484, + "hold30_r": -1.0 + }, + { + "symbol": "INTC", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.536791, + "strategy_rank": 93.73496, + "production_rank": 94.33557, + "structural_overlay_pass": false, + "structural_overlay_score": 89.618792, + "structural_overlay_rr": 0.957964, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.697698, + "primary_prob": 33.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.546547, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.758664, + "range_504_ratio": 2.135421, + "range_factor_pass": false, + "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": 85.524729, + "strategy_rank": 72.430487, + "production_rank": 76.795234, + "structural_overlay_pass": false, + "structural_overlay_score": 72.955472, + "structural_overlay_rr": 1.166604, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.095582, + "primary_prob": 39.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 67.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.643373, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.656076, + "range_504_ratio": 1.927216, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.02383, + "hold30_r": 1.063225 + }, + { + "symbol": "IT", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.544029, + "strategy_rank": 75.275766, + "production_rank": 77.365187, + "structural_overlay_pass": false, + "structural_overlay_score": 73.496928, + "structural_overlay_rr": 1.177782, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.694159, + "primary_prob": 43.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.041239, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.755855, + "range_504_ratio": 2.129432, + "range_factor_pass": false, + "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": 95.054282, + "strategy_rank": 94.552438, + "production_rank": 94.719719, + "structural_overlay_pass": false, + "structural_overlay_score": 89.983733, + "structural_overlay_rr": 1.67996, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.042807, + "primary_prob": 47.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.56421, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 1.063721, + "range_504_ratio": 2.897131, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.988066, + "hold30_r": 4.843202 + }, + { + "symbol": "KLAC", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.71532, + "strategy_rank": 80.80289, + "production_rank": 81.7737, + "structural_overlay_pass": false, + "structural_overlay_score": 77.685015, + "structural_overlay_rr": 2.558787, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "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": 68, + "gate_level_count": 68, + "range_504_log": 0.968159, + "range_504_ratio": 2.633094, + "range_factor_pass": false, + "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": 89.987937, + "strategy_rank": 84.760509, + "production_rank": 86.502985, + "structural_overlay_pass": false, + "structural_overlay_score": 82.177836, + "structural_overlay_rr": 1.11316, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.716337, + "primary_prob": 58.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.074506, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.914114, + "range_504_ratio": 2.494563, + "range_factor_pass": false, + "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": 95.778046, + "strategy_rank": 86.069903, + "production_rank": 89.305951, + "structural_overlay_pass": false, + "structural_overlay_score": 84.840653, + "structural_overlay_rr": 1.135967, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.992062, + "primary_prob": 37.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.488093, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 0.918476, + "range_504_ratio": 2.505469, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.948136, + "hold30_r": 2.114928 + }, + { + "symbol": "LRCX", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.882992, + "strategy_rank": 88.050585, + "production_rank": 89.661387, + "structural_overlay_pass": true, + "structural_overlay_score": 90.178318, + "structural_overlay_rr": 2.217561, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.774144, + "primary_prob": 28.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.661216, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 1.100058, + "range_504_ratio": 3.004339, + "range_factor_pass": true, + "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": 94.571773, + "strategy_rank": 87.608183, + "production_rank": 89.92938, + "structural_overlay_pass": false, + "structural_overlay_score": 85.432911, + "structural_overlay_rr": 2.943529, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.895353, + "primary_prob": 21.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.843029, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.71938, + "range_504_ratio": 2.053159, + "range_factor_pass": false, + "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": 87.21351, + "strategy_rank": 88.269674, + "production_rank": 87.917619, + "structural_overlay_pass": false, + "structural_overlay_score": 83.521738, + "structural_overlay_rr": 1.487756, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.266381, + "primary_prob": 25.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.899572, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.764491, + "range_504_ratio": 2.1479, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.226295, + "hold30_r": 3.002248 + }, + { + "symbol": "MSFT", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.797346, + "strategy_rank": 68.879081, + "production_rank": 76.518503, + "structural_overlay_pass": false, + "structural_overlay_score": 72.692578, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "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": 49, + "gate_level_count": 49, + "range_504_log": 0.665736, + "range_504_ratio": 1.945922, + "range_factor_pass": false, + "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": 98.914355, + "strategy_rank": 98.879037, + "production_rank": 98.89081, + "structural_overlay_pass": false, + "structural_overlay_score": 93.946269, + "structural_overlay_rr": 1.752619, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.752619, + "primary_prob": 32.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.628929, + "raw_level_count": 116, + "gate_level_count": 116, + "range_504_log": 1.702689, + "range_504_ratio": 5.488688, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.732824, + "hold30_r": 23.217512 + }, + { + "symbol": "MU", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.870929, + "strategy_rank": 80.753332, + "production_rank": 81.459198, + "structural_overlay_pass": false, + "structural_overlay_score": 77.386238, + "structural_overlay_rr": 1.254235, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.899396, + "primary_prob": 29.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 94.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.849094, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.689424, + "range_504_ratio": 1.992567, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.050523, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2024-01-31", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.474065, + "strategy_rank": 85.074445, + "production_rank": 84.540985, + "structural_overlay_pass": false, + "structural_overlay_score": 80.313936, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 2.179712, + "primary_prob": 33.11, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 54.0, + "primary_rejection_count": 22, + "primary_distance_atr": 3.269567, + "raw_level_count": 95, + "gate_level_count": 95, + "range_504_log": 1.27043, + "range_504_ratio": 3.562385, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.132692, + "hold30_r": 2.03801 + }, + { + "symbol": "NRG", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.486128, + "strategy_rank": 74.609965, + "production_rank": 80.902019, + "structural_overlay_pass": false, + "structural_overlay_score": 76.856918, + "structural_overlay_rr": 1.133465, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.682574, + "primary_prob": 56.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.023861, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.592093, + "range_504_ratio": 1.807769, + "range_factor_pass": false, + "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": 82.267793, + "strategy_rank": 74.699368, + "production_rank": 77.222176, + "structural_overlay_pass": false, + "structural_overlay_score": 73.361067, + "structural_overlay_rr": 0.751404, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.752373, + "primary_prob": 57.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 80, + "primary_distance_atr": 1.128559, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.464306, + "range_504_ratio": 1.590909, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.667926, + "hold30_r": -1.0 + }, + { + "symbol": "NVR", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.765983, + "strategy_rank": 76.967596, + "production_rank": 79.900392, + "structural_overlay_pass": false, + "structural_overlay_score": 75.905372, + "structural_overlay_rr": 0.795771, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.795771, + "primary_prob": 52.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.193656, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.730434, + "range_504_ratio": 2.075981, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.737039, + "hold30_r": 2.009827 + }, + { + "symbol": "PH", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.696019, + "strategy_rank": 77.127286, + "production_rank": 80.650197, + "structural_overlay_pass": false, + "structural_overlay_score": 76.617687, + "structural_overlay_rr": 0.977622, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.719254, + "primary_prob": 41.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.078881, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.732002, + "range_504_ratio": 2.07924, + "range_factor_pass": false, + "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": 97.587455, + "strategy_rank": 91.560316, + "production_rank": 93.569362, + "structural_overlay_pass": false, + "structural_overlay_score": 88.890894, + "structural_overlay_rr": 1.175693, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.065743, + "primary_prob": 43.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.598614, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 1.151002, + "range_504_ratio": 3.161359, + "range_factor_pass": true, + "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": 98.190591, + "strategy_rank": 98.300201, + "production_rank": 98.263664, + "structural_overlay_pass": false, + "structural_overlay_score": 93.350481, + "structural_overlay_rr": 2.172367, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.675923, + "primary_prob": 34.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.513885, + "raw_level_count": 112, + "gate_level_count": 112, + "range_504_log": 1.31947, + "range_504_ratio": 3.741438, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.644568, + "hold30_r": 8.126279 + }, + { + "symbol": "PNR", + "date": "2024-01-31", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.509047, + "strategy_rank": 73.279799, + "production_rank": 76.356215, + "structural_overlay_pass": false, + "structural_overlay_score": 72.538404, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 2.216589, + "primary_prob": 35.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 19, + "primary_distance_atr": 3.324884, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.670984, + "range_504_ratio": 1.956161, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.155531, + "hold30_r": 3.104268 + }, + { + "symbol": "PWR", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.143546, + "strategy_rank": 84.530446, + "production_rank": 86.068146, + "structural_overlay_pass": false, + "structural_overlay_score": 81.764739, + "structural_overlay_rr": 1.741136, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.821604, + "primary_prob": 22.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.732406, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 0.836919, + "range_504_ratio": 2.30924, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.763394, + "hold30_r": 7.24592 + }, + { + "symbol": "RCL", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.3462, + "strategy_rank": 92.438369, + "production_rank": 94.074313, + "structural_overlay_pass": false, + "structural_overlay_score": 89.370597, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.681053, + "primary_prob": 56.08, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.02158, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 1.438082, + "range_504_ratio": 4.212609, + "range_factor_pass": true, + "outcome": "ambiguous", + "net_r": -1.050049, + "hold30_r": -1.0 + }, + { + "symbol": "SNPS", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.661037, + "strategy_rank": 80.835289, + "production_rank": 83.443872, + "structural_overlay_pass": false, + "structural_overlay_score": 79.271678, + "structural_overlay_rr": 1.512724, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.526759, + "primary_prob": 35.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.290138, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.810887, + "range_504_ratio": 2.249902, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.476111, + "hold30_r": 1.23259 + }, + { + "symbol": "TTD", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.182147, + "strategy_rank": 85.202954, + "production_rank": 83.862685, + "structural_overlay_pass": false, + "structural_overlay_score": 79.669551, + "structural_overlay_rr": 2.307913, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.508571, + "primary_prob": 37.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 88, + "primary_distance_atr": 2.262857, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 0.856595, + "range_504_ratio": 2.355128, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.472834, + "hold30_r": 2.376196 + }, + { + "symbol": "TTWO", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.731001, + "strategy_rank": 72.083542, + "production_rank": 76.966028, + "structural_overlay_pass": false, + "structural_overlay_score": 73.117727, + "structural_overlay_rr": 1.148114, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.166178, + "primary_prob": 44.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 1.749267, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.684779, + "range_504_ratio": 1.983333, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.084553, + "hold30_r": -2.484441 + }, + { + "symbol": "WDAY", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.038601, + "strategy_rank": 86.73749, + "production_rank": 88.504527, + "structural_overlay_pass": false, + "structural_overlay_score": 84.0793, + "structural_overlay_rr": 0.847193, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.499117, + "primary_prob": 32.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.248675, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.839454, + "range_504_ratio": 2.315103, + "range_factor_pass": false, + "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": 92.641737, + "strategy_rank": 91.780624, + "production_rank": 92.067662, + "structural_overlay_pass": false, + "structural_overlay_score": 87.464279, + "structural_overlay_rr": 1.534136, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.108119, + "primary_prob": 46.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.662178, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.738189, + "range_504_ratio": 2.092144, + "range_factor_pass": false, + "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": 84.800965, + "strategy_rank": 76.400387, + "production_rank": 79.200579, + "structural_overlay_pass": false, + "structural_overlay_score": 75.240551, + "structural_overlay_rr": 1.852739, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.414107, + "primary_prob": 39.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 3.621161, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.720935, + "range_504_ratio": 2.056356, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.350926, + "hold30_r": -2.961476 + }, + { + "symbol": "ADBE", + "date": "2024-02-07", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.674847, + "strategy_rank": 83.190875, + "production_rank": 85.685532, + "structural_overlay_pass": false, + "structural_overlay_score": 81.401256, + "structural_overlay_rr": 0.866335, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 2.345221, + "primary_prob": 38.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 90.0, + "primary_rejection_count": 30, + "primary_distance_atr": 3.517831, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.842941, + "range_504_ratio": 2.32319, + "range_factor_pass": false, + "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": 86.134969, + "strategy_rank": 74.908922, + "production_rank": 78.650938, + "structural_overlay_pass": false, + "structural_overlay_score": 74.718391, + "structural_overlay_rr": 1.081076, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.141242, + "primary_prob": 60.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.711863, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.619385, + "range_504_ratio": 1.857785, + "range_factor_pass": false, + "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": 95.705521, + "strategy_rank": 95.194599, + "production_rank": 95.364907, + "structural_overlay_pass": false, + "structural_overlay_score": 90.596661, + "structural_overlay_rr": 0.841396, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.841814, + "primary_prob": 50.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.262721, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 1.220439, + "range_504_ratio": 3.388675, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.810083, + "hold30_r": 0.718373 + }, + { + "symbol": "AMGN", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.97546, + "strategy_rank": 71.86434, + "production_rank": 77.234713, + "structural_overlay_pass": false, + "structural_overlay_score": 73.372978, + "structural_overlay_rr": 0.854818, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.44872, + "primary_prob": 22.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.17308, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.443026, + "range_504_ratio": 1.557413, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.053984, + "hold30_r": -1.0 + }, + { + "symbol": "AMZN", + "date": "2024-02-07", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.815951, + "strategy_rank": 83.874838, + "production_rank": 85.855209, + "structural_overlay_pass": false, + "structural_overlay_score": 81.562448, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 2.748167, + "primary_prob": 22.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 12, + "primary_distance_atr": 4.12225, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.750653, + "range_504_ratio": 2.118384, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.061442, + "hold30_r": 1.37275 + }, + { + "symbol": "ANET", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.159509, + "strategy_rank": 94.672489, + "production_rank": 95.834829, + "structural_overlay_pass": false, + "structural_overlay_score": 91.043087, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.943075, + "primary_prob": 46.38, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.414612, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 1.134034, + "range_504_ratio": 3.108169, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.892505, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2024-02-07", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.386503, + "strategy_rank": 99.129916, + "production_rank": 99.215445, + "structural_overlay_pass": false, + "structural_overlay_score": 94.254673, + "structural_overlay_rr": 0.863383, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 4.057422, + "primary_prob": 28.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 90.0, + "primary_rejection_count": 23, + "primary_distance_atr": 6.086133, + "raw_level_count": 126, + "gate_level_count": 126, + "range_504_log": 2.12306, + "range_504_ratio": 8.356674, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 4.025909, + "hold30_r": 8.002115 + }, + { + "symbol": "BR", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.079755, + "strategy_rank": 63.751177, + "production_rank": 72.194036, + "structural_overlay_pass": false, + "structural_overlay_score": 68.584334, + "structural_overlay_rr": 1.694502, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.786144, + "primary_prob": 15.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.679216, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.470384, + "range_504_ratio": 1.600609, + "range_factor_pass": false, + "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": 92.147239, + "strategy_rank": 73.866593, + "production_rank": 79.960141, + "structural_overlay_pass": false, + "structural_overlay_score": 75.962134, + "structural_overlay_rr": 1.569498, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.569498, + "primary_prob": 16.17, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.354246, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.807122, + "range_504_ratio": 2.241449, + "range_factor_pass": false, + "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": 88.711656, + "strategy_rank": 74.54614, + "production_rank": 79.267979, + "structural_overlay_pass": false, + "structural_overlay_score": 75.30458, + "structural_overlay_rr": 1.63638, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.686024, + "primary_prob": 20.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.529035, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.534464, + "range_504_ratio": 1.706533, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.614664, + "hold30_r": 5.563335 + }, + { + "symbol": "CCL", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.030675, + "strategy_rank": 87.501889, + "production_rank": 86.678151, + "structural_overlay_pass": false, + "structural_overlay_score": 82.344243, + "structural_overlay_rr": 2.383678, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.859614, + "primary_prob": 31.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.78942, + "raw_level_count": 93, + "gate_level_count": 93, + "range_504_log": 1.362126, + "range_504_ratio": 3.904484, + "range_factor_pass": true, + "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": 80.122699, + "strategy_rank": 61.593846, + "production_rank": 67.77013, + "structural_overlay_pass": false, + "structural_overlay_score": 64.381624, + "structural_overlay_rr": 1.739825, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.889668, + "primary_prob": 67.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.334502, + "raw_level_count": 26, + "gate_level_count": 26, + "range_504_log": 0.405845, + "range_504_ratio": 1.50057, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.078516, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.650307, + "strategy_rank": 98.688018, + "production_rank": 98.675447, + "structural_overlay_pass": false, + "structural_overlay_score": 93.741675, + "structural_overlay_rr": 1.63131, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.63131, + "primary_prob": 22.89, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 40.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.446965, + "raw_level_count": 128, + "gate_level_count": 128, + "range_504_log": 1.930579, + "range_504_ratio": 6.893502, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.613194, + "hold30_r": 10.382952 + }, + { + "symbol": "CRM", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.374233, + "strategy_rank": 82.06943, + "production_rank": 85.837697, + "structural_overlay_pass": false, + "structural_overlay_score": 81.545813, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.966778, + "primary_prob": 30.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.950168, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.830214, + "range_504_ratio": 2.29381, + "range_factor_pass": false, + "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": 99.877301, + "strategy_rank": 99.840671, + "production_rank": 99.852881, + "structural_overlay_pass": false, + "structural_overlay_score": 94.860237, + "structural_overlay_rr": 1.779844, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.693965, + "primary_prob": 37.86, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 45.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.540947, + "raw_level_count": 146, + "gate_level_count": 146, + "range_504_log": 3.828029, + "range_504_ratio": 45.971831, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.675042, + "hold30_r": 7.793025 + }, + { + "symbol": "DASH", + "date": "2024-02-07", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.601227, + "strategy_rank": 93.870798, + "production_rank": 94.114274, + "structural_overlay_pass": true, + "structural_overlay_score": 94.40856, + "structural_overlay_rr": 3.092793, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 11.977882, + "primary_prob": 25.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 17.966823, + "raw_level_count": 117, + "gate_level_count": 117, + "range_504_log": 1.146637, + "range_504_ratio": 3.147589, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.045645, + "hold30_r": -1.0 + }, + { + "symbol": "DDOG", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.092025, + "strategy_rank": 95.903462, + "production_rank": 95.632983, + "structural_overlay_pass": false, + "structural_overlay_score": 90.851334, + "structural_overlay_rr": 1.688778, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.723229, + "primary_prob": 48.39, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.584843, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 1.102301, + "range_504_ratio": 3.011086, + "range_factor_pass": true, + "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": 96.687117, + "strategy_rank": 95.477799, + "production_rank": 95.880905, + "structural_overlay_pass": false, + "structural_overlay_score": 91.08686, + "structural_overlay_rr": 1.838304, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.404597, + "primary_prob": 34.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.106895, + "raw_level_count": 95, + "gate_level_count": 95, + "range_504_log": 1.445509, + "range_504_ratio": 4.244012, + "range_factor_pass": true, + "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": 94.110429, + "strategy_rank": 89.524791, + "production_rank": 91.053337, + "structural_overlay_pass": false, + "structural_overlay_score": 86.500671, + "structural_overlay_rr": 1.778489, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.070153, + "primary_prob": 37.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.605229, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 0.980354, + "range_504_ratio": 2.665401, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.018704, + "hold30_r": 2.980748 + }, + { + "symbol": "DVA", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.184049, + "strategy_rank": 90.338137, + "production_rank": 90.286774, + "structural_overlay_pass": false, + "structural_overlay_score": 85.772435, + "structural_overlay_rr": 2.411327, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.565195, + "primary_prob": 51.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.347793, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.648107, + "range_504_ratio": 1.911918, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.502582, + "hold30_r": 6.908739 + }, + { + "symbol": "DXCM", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.331288, + "strategy_rank": 85.502159, + "production_rank": 84.445202, + "structural_overlay_pass": false, + "structural_overlay_score": 80.222942, + "structural_overlay_rr": 1.439474, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.869829, + "primary_prob": 31.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.804744, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.735373, + "range_504_ratio": 2.086261, + "range_factor_pass": false, + "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": 84.171779, + "strategy_rank": 61.196867, + "production_rank": 68.855171, + "structural_overlay_pass": false, + "structural_overlay_score": 65.412413, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.307389, + "primary_prob": 51.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 78.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.961084, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.439721, + "range_504_ratio": 1.552274, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.215715, + "hold30_r": 5.830087 + }, + { + "symbol": "EQT", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.662577, + "strategy_rank": 80.744832, + "production_rank": 82.050747, + "structural_overlay_pass": false, + "structural_overlay_score": 77.948209, + "structural_overlay_rr": 1.507013, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.789405, + "primary_prob": 32.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.684107, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 0.923915, + "range_504_ratio": 2.519135, + "range_factor_pass": false, + "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": 83.558282, + "strategy_rank": 76.593613, + "production_rank": 78.915169, + "structural_overlay_pass": false, + "structural_overlay_score": 74.969411, + "structural_overlay_rr": 1.771678, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.771678, + "primary_prob": 28.04, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.657517, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.620467, + "range_504_ratio": 1.859796, + "range_factor_pass": false, + "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": 83.067485, + "strategy_rank": 76.103176, + "production_rank": 78.424612, + "structural_overlay_pass": false, + "structural_overlay_score": 74.503381, + "structural_overlay_rr": 1.682543, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.682543, + "primary_prob": 29.44, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.523814, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.612594, + "range_504_ratio": 1.845212, + "range_factor_pass": false, + "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": 80.490798, + "strategy_rank": 64.275015, + "production_rank": 69.680276, + "structural_overlay_pass": false, + "structural_overlay_score": 66.196262, + "structural_overlay_rr": 1.164511, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.032183, + "primary_prob": 48.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.548275, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.526682, + "range_504_ratio": 1.693305, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.938065, + "hold30_r": 10.209723 + }, + { + "symbol": "INTC", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.95092, + "strategy_rank": 94.154628, + "production_rank": 94.753392, + "structural_overlay_pass": false, + "structural_overlay_score": 90.015723, + "structural_overlay_rr": 1.698713, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.897344, + "primary_prob": 20.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 4.346016, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 0.758664, + "range_504_ratio": 2.135421, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.040115, + "hold30_r": -0.168788 + }, + { + "symbol": "INTU", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.484663, + "strategy_rank": 73.136449, + "production_rank": 77.919187, + "structural_overlay_pass": false, + "structural_overlay_score": 74.023227, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "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": 60, + "gate_level_count": 60, + "range_504_log": 0.656076, + "range_504_ratio": 1.927216, + "range_factor_pass": false, + "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": 81.226994, + "strategy_rank": 75.622666, + "production_rank": 77.490775, + "structural_overlay_pass": false, + "structural_overlay_score": 73.616236, + "structural_overlay_rr": 1.390394, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.019344, + "primary_prob": 35.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.529016, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.756545, + "range_504_ratio": 2.1309, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.960356, + "hold30_r": 2.173628 + }, + { + "symbol": "JBL", + "date": "2024-02-07", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.846626, + "strategy_rank": 94.666812, + "production_rank": 94.72675, + "structural_overlay_pass": true, + "structural_overlay_score": 94.990412, + "structural_overlay_rr": 2.044212, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.044212, + "primary_prob": 24.11, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 3.066317, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 1.063721, + "range_504_ratio": 2.897131, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.989498, + "hold30_r": -1.0 + }, + { + "symbol": "KLAC", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.96319, + "strategy_rank": 79.406057, + "production_rank": 80.258435, + "structural_overlay_pass": false, + "structural_overlay_score": 76.245513, + "structural_overlay_rr": 2.058581, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.63717, + "primary_prob": 30.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.455755, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.968159, + "range_504_ratio": 2.633094, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.586931, + "hold30_r": 4.29868 + }, + { + "symbol": "LIN", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.312883, + "strategy_rank": 60.155004, + "production_rank": 67.874297, + "structural_overlay_pass": false, + "structural_overlay_score": 64.480582, + "structural_overlay_rr": 1.738722, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 11, + "rr": 1.309193, + "primary_prob": 36.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.96379, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.503391, + "range_504_ratio": 1.654322, + "range_factor_pass": false, + "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": 88.343558, + "strategy_rank": 84.45983, + "production_rank": 85.754406, + "structural_overlay_pass": false, + "structural_overlay_score": 81.466686, + "structural_overlay_rr": 1.507618, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.069918, + "primary_prob": 42.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.604878, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 1.100058, + "range_504_ratio": 3.004339, + "range_factor_pass": true, + "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": 94.355828, + "strategy_rank": 87.23635, + "production_rank": 89.60951, + "structural_overlay_pass": false, + "structural_overlay_score": 85.129034, + "structural_overlay_rr": 2.160234, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.729404, + "primary_prob": 25.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 63.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.594106, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.71938, + "range_504_ratio": 2.053159, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.058134, + "hold30_r": -1.0 + }, + { + "symbol": "META", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.300613, + "strategy_rank": 95.393171, + "production_rank": 96.028985, + "structural_overlay_pass": false, + "structural_overlay_score": 91.227536, + "structural_overlay_rr": 0.782107, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.739401, + "primary_prob": 53.47, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.109101, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 1.707767, + "range_504_ratio": 5.516631, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.69698, + "hold30_r": 1.724064 + }, + { + "symbol": "MSTR", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.895706, + "strategy_rank": 98.712918, + "production_rank": 98.773847, + "structural_overlay_pass": false, + "structural_overlay_score": 93.835155, + "structural_overlay_rr": 1.771337, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.771337, + "primary_prob": 32.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.657005, + "raw_level_count": 116, + "gate_level_count": 116, + "range_504_log": 1.702689, + "range_504_ratio": 5.488688, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.749376, + "hold30_r": 23.58828 + }, + { + "symbol": "MU", + "date": "2024-02-07", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.570552, + "strategy_rank": 85.171847, + "production_rank": 86.638082, + "structural_overlay_pass": false, + "structural_overlay_score": 82.306178, + "structural_overlay_rr": 0.690822, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.062605, + "primary_prob": 27.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 94.0, + "primary_rejection_count": 25, + "primary_distance_atr": 3.093907, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.689424, + "range_504_ratio": 1.992567, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.049996, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.644172, + "strategy_rank": 86.646147, + "production_rank": 86.312155, + "structural_overlay_pass": false, + "structural_overlay_score": 81.996547, + "structural_overlay_rr": 0.834719, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.592386, + "primary_prob": 44.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 72.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.388578, + "raw_level_count": 95, + "gate_level_count": 95, + "range_504_log": 1.27043, + "range_504_ratio": 3.562385, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.541566, + "hold30_r": 2.880378 + }, + { + "symbol": "NRG", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.865031, + "strategy_rank": 75.472963, + "production_rank": 81.603652, + "structural_overlay_pass": false, + "structural_overlay_score": 77.52347, + "structural_overlay_rr": 1.034884, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.01533, + "primary_prob": 30.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.522995, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.604361, + "range_504_ratio": 1.830083, + "range_factor_pass": false, + "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": 84.417178, + "strategy_rank": 76.423726, + "production_rank": 79.08821, + "structural_overlay_pass": false, + "structural_overlay_score": 75.133799, + "structural_overlay_rr": 1.426879, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.755404, + "primary_prob": 57.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 80, + "primary_distance_atr": 1.133105, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.464306, + "range_504_ratio": 1.590909, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.668917, + "hold30_r": -1.0 + }, + { + "symbol": "PHM", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.055215, + "strategy_rank": 91.108785, + "production_rank": 93.090928, + "structural_overlay_pass": false, + "structural_overlay_score": 88.436382, + "structural_overlay_rr": 1.558131, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.447096, + "primary_prob": 19.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.170644, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 1.151002, + "range_504_ratio": 3.161359, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.397806, + "hold30_r": 3.122196 + }, + { + "symbol": "PLTR", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.668712, + "strategy_rank": 98.14778, + "production_rank": 97.988091, + "structural_overlay_pass": false, + "structural_overlay_score": 93.088686, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.775712, + "primary_prob": 44.38, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 84.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.663567, + "raw_level_count": 112, + "gate_level_count": 112, + "range_504_log": 1.407892, + "range_504_ratio": 4.087329, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.74887, + "hold30_r": 0.506128 + }, + { + "symbol": "RCL", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.441718, + "strategy_rank": 91.670769, + "production_rank": 93.261085, + "structural_overlay_pass": false, + "structural_overlay_score": 88.598031, + "structural_overlay_rr": 1.518785, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.518785, + "primary_prob": 18.5, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 8.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.278177, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 1.459236, + "range_504_ratio": 4.30267, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.041061, + "hold30_r": -1.0 + }, + { + "symbol": "SW", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.981595, + "strategy_rank": 75.340727, + "production_rank": 77.221017, + "structural_overlay_pass": false, + "structural_overlay_score": 73.359966, + "structural_overlay_rr": 1.500581, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.191761, + "primary_prob": 27.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 3.287642, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.713432, + "range_504_ratio": 2.040984, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.131909, + "hold30_r": 6.679411 + }, + { + "symbol": "TAP", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.595092, + "strategy_rank": 62.367482, + "production_rank": 68.776686, + "structural_overlay_pass": false, + "structural_overlay_score": 65.337851, + "structural_overlay_rr": 1.485386, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.486637, + "primary_prob": 37.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 58, + "primary_distance_atr": 2.229956, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.417848, + "range_504_ratio": 1.518689, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.418708, + "hold30_r": 4.173775 + }, + { + "symbol": "TTWO", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.006135, + "strategy_rank": 75.459252, + "production_rank": 81.308213, + "structural_overlay_pass": false, + "structural_overlay_score": 77.242802, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.343473, + "primary_prob": 55.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.015209, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.684779, + "range_504_ratio": 1.983333, + "range_factor_pass": false, + "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": 91.042945, + "strategy_rank": 82.163354, + "production_rank": 85.123218, + "structural_overlay_pass": false, + "structural_overlay_score": 80.867057, + "structural_overlay_rr": 1.477065, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.522709, + "primary_prob": 19.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.284064, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.688342, + "range_504_ratio": 1.990412, + "range_factor_pass": false, + "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": 91.533742, + "strategy_rank": 85.958565, + "production_rank": 87.816957, + "structural_overlay_pass": false, + "structural_overlay_score": 83.426109, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.058126, + "primary_prob": 43.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.587189, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.839454, + "range_504_ratio": 2.315103, + "range_factor_pass": false, + "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": 92.392638, + "strategy_rank": 91.81071, + "production_rank": 92.004686, + "structural_overlay_pass": false, + "structural_overlay_score": 87.404451, + "structural_overlay_rr": 0.862823, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.818881, + "primary_prob": 28.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.728322, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.738189, + "range_504_ratio": 2.092144, + "range_factor_pass": false, + "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": 86.625767, + "strategy_rank": 78.190056, + "production_rank": 81.00196, + "structural_overlay_pass": false, + "structural_overlay_score": 76.951862, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.997994, + "primary_prob": 44.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.996991, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.720935, + "range_504_ratio": 2.056356, + "range_factor_pass": false, + "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": 84.852217, + "strategy_rank": 80.035372, + "production_rank": 81.640987, + "structural_overlay_pass": false, + "structural_overlay_score": 77.558938, + "structural_overlay_rr": 1.157501, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.776866, + "primary_prob": 54.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.1653, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 1.15567, + "range_504_ratio": 3.17615, + "range_factor_pass": true, + "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": 91.748768, + "strategy_rank": 83.536177, + "production_rank": 86.273708, + "structural_overlay_pass": false, + "structural_overlay_score": 81.960022, + "structural_overlay_rr": 1.02392, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.583437, + "primary_prob": 35.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.375155, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 0.842941, + "range_504_ratio": 2.32319, + "range_factor_pass": false, + "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": 85.960591, + "strategy_rank": 73.919343, + "production_rank": 77.933092, + "structural_overlay_pass": false, + "structural_overlay_score": 74.036437, + "structural_overlay_rr": 1.655419, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.878885, + "primary_prob": 31.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.818328, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.619385, + "range_504_ratio": 1.857785, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.808048, + "hold30_r": 3.393849 + }, + { + "symbol": "AKAM", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.793103, + "strategy_rank": 64.84559, + "production_rank": 72.828095, + "structural_overlay_pass": false, + "structural_overlay_score": 69.18669, + "structural_overlay_rr": 2.063866, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.096151, + "primary_prob": 46.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 61, + "primary_distance_atr": 1.644226, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.603391, + "range_504_ratio": 1.828309, + "range_factor_pass": false, + "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": 86.083744, + "strategy_rank": 70.135771, + "production_rank": 75.451762, + "structural_overlay_pass": false, + "structural_overlay_score": 71.679174, + "structural_overlay_rr": 1.444659, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.945742, + "primary_prob": 40.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.418613, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.443026, + "range_504_ratio": 1.557413, + "range_factor_pass": false, + "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": 92.241379, + "strategy_rank": 85.797467, + "production_rank": 87.945438, + "structural_overlay_pass": false, + "structural_overlay_score": 83.548166, + "structural_overlay_rr": 0.729942, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.605011, + "primary_prob": 40.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.407517, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.767268, + "range_504_ratio": 2.153874, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.546085, + "hold30_r": 1.619796 + }, + { + "symbol": "ANET", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.660099, + "strategy_rank": 94.750275, + "production_rank": 95.720216, + "structural_overlay_pass": true, + "structural_overlay_score": 95.934206, + "structural_overlay_rr": 2.007495, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.621818, + "primary_prob": 30.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.432727, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 1.189096, + "range_504_ratio": 3.284111, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.58231, + "hold30_r": 1.808232 + }, + { + "symbol": "APP", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.384236, + "strategy_rank": 98.242184, + "production_rank": 98.622868, + "structural_overlay_pass": true, + "structural_overlay_score": 98.691725, + "structural_overlay_rr": 2.41604, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.680869, + "primary_prob": 36.07, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 35.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.521303, + "raw_level_count": 127, + "gate_level_count": 127, + "range_504_log": 2.12306, + "range_504_ratio": 8.356674, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.649544, + "hold30_r": 7.468672 + }, + { + "symbol": "BR", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.778325, + "strategy_rank": 64.024189, + "production_rank": 72.608901, + "structural_overlay_pass": false, + "structural_overlay_score": 68.978456, + "structural_overlay_rr": 0.776816, + "structural_overlay_sources": [ + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "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": 40, + "gate_level_count": 40, + "range_504_log": 0.470384, + "range_504_ratio": 1.600609, + "range_factor_pass": false, + "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": 90.147783, + "strategy_rank": 72.390918, + "production_rank": 78.309873, + "structural_overlay_pass": false, + "structural_overlay_score": 74.394379, + "structural_overlay_rr": 0.700449, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.260765, + "primary_prob": 25.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.891147, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.807122, + "range_504_ratio": 2.241449, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.20475, + "hold30_r": 2.258466 + }, + { + "symbol": "CBOE", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.950739, + "strategy_rank": 68.123994, + "production_rank": 77.066242, + "structural_overlay_pass": false, + "structural_overlay_score": 73.21293, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.668134, + "primary_prob": 43.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.002201, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.60521, + "range_504_ratio": 1.831637, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.595853, + "hold30_r": -1.124738 + }, + { + "symbol": "CCL", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.576355, + "strategy_rank": 88.539566, + "production_rank": 87.885162, + "structural_overlay_pass": false, + "structural_overlay_score": 83.490904, + "structural_overlay_rr": 2.009165, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.55382, + "primary_prob": 36.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.33073, + "raw_level_count": 93, + "gate_level_count": 93, + "range_504_log": 1.353013, + "range_504_ratio": 3.869067, + "range_factor_pass": true, + "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": 90.640394, + "strategy_rank": 80.585868, + "production_rank": 83.937377, + "structural_overlay_pass": false, + "structural_overlay_score": 79.740508, + "structural_overlay_rr": 1.230668, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.853521, + "primary_prob": 49.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.280281, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.869607, + "range_504_ratio": 2.385973, + "range_factor_pass": false, + "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": 83.743842, + "strategy_rank": 63.559265, + "production_rank": 70.287457, + "structural_overlay_pass": false, + "structural_overlay_score": 66.773084, + "structural_overlay_rr": 1.071603, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.062788, + "primary_prob": 47.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 87, + "primary_distance_atr": 1.594182, + "raw_level_count": 26, + "gate_level_count": 26, + "range_504_log": 0.405845, + "range_504_ratio": 1.50057, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.986776, + "hold30_r": 2.864139 + }, + { + "symbol": "CMG", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.857143, + "strategy_rank": 71.633907, + "production_rank": 78.708319, + "structural_overlay_pass": false, + "structural_overlay_score": 74.772903, + "structural_overlay_rr": 1.398786, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.894233, + "primary_prob": 48.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.34135, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.823435, + "range_504_ratio": 2.278312, + "range_factor_pass": false, + "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": 99.137931, + "strategy_rank": 99.028001, + "production_rank": 99.064645, + "structural_overlay_pass": false, + "structural_overlay_score": 94.111412, + "structural_overlay_rr": 1.764495, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.02683, + "primary_prob": 30.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 21, + "primary_distance_atr": 3.040245, + "raw_level_count": 128, + "gate_level_count": 128, + "range_504_log": 1.914496, + "range_504_ratio": 6.783518, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.005876, + "hold30_r": 6.842398 + }, + { + "symbol": "COR", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.08867, + "strategy_rank": 66.96772, + "production_rank": 76.008037, + "structural_overlay_pass": false, + "structural_overlay_score": 72.207635, + "structural_overlay_rr": 1.365494, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.778054, + "primary_prob": 37.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.167081, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.575002, + "range_504_ratio": 1.777134, + "range_factor_pass": false, + "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": 85.098522, + "strategy_rank": 76.153732, + "production_rank": 79.135329, + "structural_overlay_pass": false, + "structural_overlay_score": 75.178562, + "structural_overlay_rr": 1.538498, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.863406, + "primary_prob": 51.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 90.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.295108, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.613022, + "range_504_ratio": 1.846002, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.813022, + "hold30_r": 3.344339 + }, + { + "symbol": "CPRT", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.300493, + "strategy_rank": 71.466364, + "production_rank": 77.077741, + "structural_overlay_pass": false, + "structural_overlay_score": 73.223853, + "structural_overlay_rr": 1.693688, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.262114, + "primary_prob": 27.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.893171, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.701527, + "range_504_ratio": 2.01683, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.187291, + "hold30_r": 6.612701 + }, + { + "symbol": "CRM", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.581281, + "strategy_rank": 82.717953, + "production_rank": 86.672396, + "structural_overlay_pass": false, + "structural_overlay_score": 82.338776, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.806869, + "primary_prob": 32.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.710303, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.848812, + "range_504_ratio": 2.336869, + "range_factor_pass": false, + "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": 99.876847, + "strategy_rank": 99.876938, + "production_rank": 99.876908, + "structural_overlay_pass": false, + "structural_overlay_score": 94.883062, + "structural_overlay_rr": 1.558969, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.558969, + "primary_prob": 31.56, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.338453, + "raw_level_count": 147, + "gate_level_count": 147, + "range_504_log": 3.801957, + "range_504_ratio": 44.788732, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.019981, + "hold30_r": -1.0 + }, + { + "symbol": "DASH", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.059113, + "strategy_rank": 94.808947, + "production_rank": 95.225669, + "structural_overlay_pass": false, + "structural_overlay_score": 90.464386, + "structural_overlay_rr": 1.895395, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.782696, + "primary_prob": 30.27, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 14.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.674045, + "raw_level_count": 118, + "gate_level_count": 118, + "range_504_log": 1.146637, + "range_504_ratio": 3.147589, + "range_factor_pass": true, + "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": 93.842365, + "strategy_rank": 94.952554, + "production_rank": 94.582491, + "structural_overlay_pass": true, + "structural_overlay_score": 94.853367, + "structural_overlay_rr": 2.671803, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.982152, + "primary_prob": 43.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 96.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.973228, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 1.084658, + "range_504_ratio": 2.958428, + "range_factor_pass": true, + "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": 96.674877, + "strategy_rank": 95.424257, + "production_rank": 95.84113, + "structural_overlay_pass": false, + "structural_overlay_score": 91.049073, + "structural_overlay_rr": 1.587266, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.112219, + "primary_prob": 41.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.668328, + "raw_level_count": 95, + "gate_level_count": 95, + "range_504_log": 1.445509, + "range_504_ratio": 4.244012, + "range_factor_pass": true, + "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": 93.472906, + "strategy_rank": 89.349953, + "production_rank": 90.724271, + "structural_overlay_pass": false, + "structural_overlay_score": 86.188058, + "structural_overlay_rr": 0.964662, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.8664, + "primary_prob": 43.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.299599, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 0.980354, + "range_504_ratio": 2.665401, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.817512, + "hold30_r": 3.200363 + }, + { + "symbol": "DPZ", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.295567, + "strategy_rank": 68.000508, + "production_rank": 72.098861, + "structural_overlay_pass": false, + "structural_overlay_score": 68.493918, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.684167, + "primary_prob": 60.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.02625, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.451568, + "range_504_ratio": 1.570774, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.614021, + "hold30_r": 5.982037 + }, + { + "symbol": "DVA", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.82266, + "strategy_rank": 88.26972, + "production_rank": 87.787366, + "structural_overlay_pass": false, + "structural_overlay_score": 83.397998, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.652023, + "primary_prob": 39.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.478035, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.67553, + "range_504_ratio": 1.965074, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.605236, + "hold30_r": 2.775171 + }, + { + "symbol": "ECL", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.807882, + "strategy_rank": 69.499915, + "production_rank": 75.602571, + "structural_overlay_pass": false, + "structural_overlay_score": 71.822442, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.954561, + "primary_prob": 65.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 1.431841, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.525146, + "range_504_ratio": 1.690705, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.882439, + "hold30_r": 2.315184 + }, + { + "symbol": "EXPE", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.635468, + "strategy_rank": 86.333771, + "production_rank": 85.101003, + "structural_overlay_pass": false, + "structural_overlay_score": 80.845953, + "structural_overlay_rr": 1.762393, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.88078, + "primary_prob": 31.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.82117, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.971746, + "range_504_ratio": 2.642554, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.029937, + "hold30_r": 0.325306 + }, + { + "symbol": "FICO", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.428571, + "strategy_rank": 87.18059, + "production_rank": 90.26325, + "structural_overlay_pass": false, + "structural_overlay_score": 85.750088, + "structural_overlay_rr": 0.905274, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.905274, + "primary_prob": 47.61, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.357912, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 1.367367, + "range_504_ratio": 3.925003, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.055061, + "hold30_r": -1.0 + }, + { + "symbol": "GOOG", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.487685, + "strategy_rank": 82.652927, + "production_rank": 85.93118, + "structural_overlay_pass": false, + "structural_overlay_score": 81.634621, + "structural_overlay_rr": 1.789441, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.789441, + "primary_prob": 12.77, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.684161, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.620467, + "range_504_ratio": 1.859796, + "range_factor_pass": false, + "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": 91.995074, + "strategy_rank": 82.23439, + "production_rank": 85.487951, + "structural_overlay_pass": false, + "structural_overlay_score": 81.213553, + "structural_overlay_rr": 1.702553, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.7382, + "primary_prob": 58.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.1073, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.612594, + "range_504_ratio": 1.845212, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.063385, + "hold30_r": -1.0 + }, + { + "symbol": "GWW", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.541872, + "strategy_rank": 64.045158, + "production_rank": 69.544063, + "structural_overlay_pass": false, + "structural_overlay_score": 66.06686, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.684644, + "primary_prob": 56.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.026966, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.798616, + "range_504_ratio": 2.222462, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.615978, + "hold30_r": 2.65022 + }, + { + "symbol": "IBM", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.157635, + "strategy_rank": 63.112556, + "production_rank": 69.127583, + "structural_overlay_pass": false, + "structural_overlay_score": 65.671203, + "structural_overlay_rr": 0.74024, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.681553, + "primary_prob": 58.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.02233, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.533036, + "range_504_ratio": 1.704098, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.606271, + "hold30_r": 1.515338 + }, + { + "symbol": "INTC", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.689655, + "strategy_rank": 94.071211, + "production_rank": 94.610692, + "structural_overlay_pass": false, + "structural_overlay_score": 89.880158, + "structural_overlay_rr": 1.834998, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.880626, + "primary_prob": 31.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.82094, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 0.758664, + "range_504_ratio": 2.135421, + "range_factor_pass": false, + "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": 87.315271, + "strategy_rank": 73.503982, + "production_rank": 78.107745, + "structural_overlay_pass": false, + "structural_overlay_score": 74.202358, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.342317, + "primary_prob": 37.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.013476, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.669457, + "range_504_ratio": 1.953177, + "range_factor_pass": false, + "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": 82.389163, + "strategy_rank": 76.652758, + "production_rank": 78.564893, + "structural_overlay_pass": false, + "structural_overlay_score": 74.636648, + "structural_overlay_rr": 1.423734, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.029277, + "primary_prob": 38.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.543915, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.756545, + "range_504_ratio": 2.1309, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.969145, + "hold30_r": 1.791831 + }, + { + "symbol": "LULU", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.502463, + "strategy_rank": 85.833051, + "production_rank": 87.722855, + "structural_overlay_pass": false, + "structural_overlay_score": 83.336712, + "structural_overlay_rr": 1.870926, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.46216, + "primary_prob": 30.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 63.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.19324, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.71938, + "range_504_ratio": 2.053159, + "range_factor_pass": false, + "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": 84.236453, + "strategy_rank": 69.395493, + "production_rank": 74.34248, + "structural_overlay_pass": false, + "structural_overlay_score": 70.625356, + "structural_overlay_rr": 1.576065, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.163138, + "primary_prob": 29.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.744707, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.649183, + "range_504_ratio": 1.913976, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.097794, + "hold30_r": 2.348483 + }, + { + "symbol": "MSTR", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.64532, + "strategy_rank": 98.756884, + "production_rank": 98.719696, + "structural_overlay_pass": false, + "structural_overlay_score": 93.783711, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "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": 116, + "gate_level_count": 116, + "range_504_log": 1.765268, + "range_504_ratio": 5.843137, + "range_factor_pass": true, + "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": 89.162562, + "strategy_rank": 83.494874, + "production_rank": 85.384103, + "structural_overlay_pass": false, + "structural_overlay_score": 81.114898, + "structural_overlay_rr": 1.473999, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.58673, + "primary_prob": 35.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.380095, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.689424, + "range_504_ratio": 1.992567, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.538958, + "hold30_r": 10.525855 + }, + { + "symbol": "NFLX", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.330049, + "strategy_rank": 87.261501, + "production_rank": 86.951017, + "structural_overlay_pass": false, + "structural_overlay_score": 82.603466, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.730572, + "primary_prob": 39.08, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 54.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.595858, + "raw_level_count": 95, + "gate_level_count": 95, + "range_504_log": 1.273187, + "range_504_ratio": 3.572219, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.676528, + "hold30_r": 1.306092 + }, + { + "symbol": "NRG", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.256158, + "strategy_rank": 73.3142, + "production_rank": 79.294852, + "structural_overlay_pass": false, + "structural_overlay_score": 75.33011, + "structural_overlay_rr": 1.642612, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.62119, + "primary_prob": 16.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.431785, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.604361, + "range_504_ratio": 1.830083, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.557461, + "hold30_r": 9.566654 + }, + { + "symbol": "NWS", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.142857, + "strategy_rank": 69.735872, + "production_rank": 73.871534, + "structural_overlay_pass": false, + "structural_overlay_score": 70.177957, + "structural_overlay_rr": 1.749003, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "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": 51, + "gate_level_count": 51, + "range_504_log": 0.646533, + "range_504_ratio": 1.908911, + "range_factor_pass": false, + "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": 96.921182, + "strategy_rank": 91.247776, + "production_rank": 93.138911, + "structural_overlay_pass": false, + "structural_overlay_score": 88.481966, + "structural_overlay_rr": 1.326495, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.218539, + "primary_prob": 24.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.827809, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 1.151002, + "range_504_ratio": 3.161359, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.17024, + "hold30_r": 3.907886 + }, + { + "symbol": "PLTR", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.399015, + "strategy_rank": 98.65818, + "production_rank": 98.571792, + "structural_overlay_pass": false, + "structural_overlay_score": 93.643202, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.75492, + "primary_prob": 29.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.632379, + "raw_level_count": 113, + "gate_level_count": 113, + "range_504_log": 1.474928, + "range_504_ratio": 4.370719, + "range_factor_pass": true, + "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": 95.320197, + "strategy_rank": 91.159027, + "production_rank": 92.546084, + "structural_overlay_pass": false, + "structural_overlay_score": 87.91878, + "structural_overlay_rr": 2.016762, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.108916, + "primary_prob": 37.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.663373, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 1.459236, + "range_504_ratio": 4.30267, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.068483, + "hold30_r": 3.879254 + }, + { + "symbol": "REGN", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.714286, + "strategy_rank": 61.916462, + "production_rank": 69.84907, + "structural_overlay_pass": false, + "structural_overlay_score": 66.356616, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.978067, + "primary_prob": 30.08, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.467101, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.593524, + "range_504_ratio": 1.810357, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.90722, + "hold30_r": 0.548271 + }, + { + "symbol": "ROP", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.773399, + "strategy_rank": 57.499365, + "production_rank": 65.590709, + "structural_overlay_pass": false, + "structural_overlay_score": 62.311174, + "structural_overlay_rr": 0.823421, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.872343, + "primary_prob": 42.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.308514, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.457194, + "range_504_ratio": 1.579636, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.790674, + "hold30_r": 1.442032 + }, + { + "symbol": "SNPS", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.054187, + "strategy_rank": 81.613361, + "production_rank": 83.760303, + "structural_overlay_pass": false, + "structural_overlay_score": 79.572288, + "structural_overlay_rr": 0.847476, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.847476, + "primary_prob": 49.39, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.271214, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.826582, + "range_504_ratio": 2.285494, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.047413, + "hold30_r": -1.0 + }, + { + "symbol": "SW", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.049261, + "strategy_rank": 76.452173, + "production_rank": 77.651202, + "structural_overlay_pass": false, + "structural_overlay_score": 73.768642, + "structural_overlay_rr": 2.065767, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.580944, + "primary_prob": 50.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.371417, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.713432, + "range_504_ratio": 2.040984, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.521051, + "hold30_r": 4.799044 + }, + { + "symbol": "TAP", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.344828, + "strategy_rank": 65.45391, + "production_rank": 72.084216, + "structural_overlay_pass": false, + "structural_overlay_score": 68.480005, + "structural_overlay_rr": 2.296789, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.351568, + "primary_prob": 40.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.027352, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.417848, + "range_504_ratio": 1.518689, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.290347, + "hold30_r": 2.894652 + }, + { + "symbol": "TTWO", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.8867, + "strategy_rank": 79.320935, + "production_rank": 83.17619, + "structural_overlay_pass": false, + "structural_overlay_score": 79.017381, + "structural_overlay_rr": 2.285429, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.375929, + "primary_prob": 25.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 3.563894, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.663604, + "range_504_ratio": 1.941778, + "range_factor_pass": false, + "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": 94.334975, + "strategy_rank": 84.351436, + "production_rank": 87.679283, + "structural_overlay_pass": false, + "structural_overlay_score": 83.295318, + "structural_overlay_rr": 1.709403, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.759342, + "primary_prob": 15.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.639013, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.688342, + "range_504_ratio": 1.990412, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.064478, + "hold30_r": 0.010029 + }, + { + "symbol": "WST", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.251232, + "strategy_rank": 75.81886, + "production_rank": 78.296317, + "structural_overlay_pass": false, + "structural_overlay_score": 74.381501, + "structural_overlay_rr": 0.89946, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.668929, + "primary_prob": 43.07, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 69.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.503394, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.720935, + "range_504_ratio": 2.056356, + "range_factor_pass": false, + "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": 82.227785, + "strategy_rank": 60.892783, + "production_rank": 68.00445, + "structural_overlay_pass": false, + "structural_overlay_score": 64.604228, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.308687, + "primary_prob": 22.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.96303, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.436633, + "range_504_ratio": 1.547488, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.22883, + "hold30_r": -1.0 + }, + { + "symbol": "ADBE", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.863579, + "strategy_rank": 84.840461, + "production_rank": 86.848167, + "structural_overlay_pass": false, + "structural_overlay_score": 82.505759, + "structural_overlay_rr": 1.636504, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.773306, + "primary_prob": 32.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.659959, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 0.842941, + "range_504_ratio": 2.32319, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.73096, + "hold30_r": -1.493936 + }, + { + "symbol": "AIZ", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.857322, + "strategy_rank": 72.909114, + "production_rank": 77.225183, + "structural_overlay_pass": false, + "structural_overlay_score": 73.363924, + "structural_overlay_rr": 1.772907, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.772907, + "primary_prob": 47.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.65936, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.619385, + "range_504_ratio": 1.857785, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.695726, + "hold30_r": 0.519729 + }, + { + "symbol": "AJG", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.479349, + "strategy_rank": 62.180863, + "production_rank": 69.280358, + "structural_overlay_pass": false, + "structural_overlay_score": 65.81634, + "structural_overlay_rr": 0.798627, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.753862, + "primary_prob": 58.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.130792, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.539898, + "range_504_ratio": 1.715832, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.674465, + "hold30_r": -0.110332 + }, + { + "symbol": "AKAM", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.244055, + "strategy_rank": 69.854359, + "production_rank": 78.317591, + "structural_overlay_pass": false, + "structural_overlay_score": 74.401712, + "structural_overlay_rr": 2.6692, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.266187, + "primary_prob": 26.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 77, + "primary_distance_atr": 3.39928, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.603391, + "range_504_ratio": 1.828309, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.057646, + "hold30_r": -0.191346 + }, + { + "symbol": "AMGN", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.483104, + "strategy_rank": 69.938922, + "production_rank": 75.453649, + "structural_overlay_pass": false, + "structural_overlay_score": 71.680967, + "structural_overlay_rr": 2.104247, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.554688, + "primary_prob": 25.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.332033, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.443026, + "range_504_ratio": 1.557413, + "range_factor_pass": false, + "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": 91.489362, + "strategy_rank": 85.053789, + "production_rank": 87.19898, + "structural_overlay_pass": false, + "structural_overlay_score": 82.839031, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.900004, + "primary_prob": 31.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.850006, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.767268, + "range_504_ratio": 2.153874, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.840797, + "hold30_r": 1.778795 + }, + { + "symbol": "ANET", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.620776, + "strategy_rank": 94.30121, + "production_rank": 95.074399, + "structural_overlay_pass": false, + "structural_overlay_score": 90.320679, + "structural_overlay_rr": 0.709031, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.391325, + "primary_prob": 19.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.086988, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 1.189096, + "range_504_ratio": 3.284111, + "range_factor_pass": true, + "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": 99.249061, + "strategy_rank": 98.987452, + "production_rank": 99.074655, + "structural_overlay_pass": false, + "structural_overlay_score": 94.120922, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.70969, + "primary_prob": 37.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.564535, + "raw_level_count": 127, + "gate_level_count": 127, + "range_504_log": 1.986194, + "range_504_ratio": 7.287746, + "range_factor_pass": true, + "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": 82.352941, + "strategy_rank": 74.650804, + "production_rank": 77.218183, + "structural_overlay_pass": false, + "structural_overlay_score": 73.357274, + "structural_overlay_rr": 1.227818, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.719158, + "primary_prob": 55.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.078737, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.964803, + "range_504_ratio": 2.624271, + "range_factor_pass": false, + "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": 90.237797, + "strategy_rank": 64.2526, + "production_rank": 72.914333, + "structural_overlay_pass": false, + "structural_overlay_score": 69.268616, + "structural_overlay_rr": 1.578875, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.950144, + "primary_prob": 34.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.425215, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.470384, + "range_504_ratio": 1.600609, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.86544, + "hold30_r": 0.616715 + }, + { + "symbol": "CAH", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.610763, + "strategy_rank": 68.731654, + "production_rank": 75.358024, + "structural_overlay_pass": false, + "structural_overlay_score": 71.590123, + "structural_overlay_rr": 1.277082, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.277082, + "primary_prob": 37.11, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.915622, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.807122, + "range_504_ratio": 2.241449, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.212687, + "hold30_r": 0.832357 + }, + { + "symbol": "CHD", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.229036, + "strategy_rank": 62.529988, + "production_rank": 69.429671, + "structural_overlay_pass": false, + "structural_overlay_score": 65.958187, + "structural_overlay_rr": 1.348503, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.340444, + "primary_prob": 55.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.010666, + "raw_level_count": 26, + "gate_level_count": 26, + "range_504_log": 0.405845, + "range_504_ratio": 1.50057, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.261721, + "hold30_r": 0.93229 + }, + { + "symbol": "CMG", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.366708, + "strategy_rank": 71.798643, + "production_rank": 78.987998, + "structural_overlay_pass": false, + "structural_overlay_score": 75.038598, + "structural_overlay_rr": 1.40644, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.860498, + "primary_prob": 49.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.290747, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.823435, + "range_504_ratio": 2.278312, + "range_factor_pass": false, + "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": 97.622028, + "strategy_rank": 97.998341, + "production_rank": 97.872903, + "structural_overlay_pass": false, + "structural_overlay_score": 92.979258, + "structural_overlay_rr": 1.985161, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 4.196364, + "primary_prob": 29.82, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 6.294546, + "raw_level_count": 129, + "gate_level_count": 129, + "range_504_log": 1.88013, + "range_504_ratio": 6.554358, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 4.177209, + "hold30_r": 3.922129 + }, + { + "symbol": "CPRT", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.106383, + "strategy_rank": 68.825404, + "production_rank": 74.252397, + "structural_overlay_pass": false, + "structural_overlay_score": 70.539777, + "structural_overlay_rr": 1.563092, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.56815, + "primary_prob": 18.8, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 14.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.352224, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.701527, + "range_504_ratio": 2.01683, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.492417, + "hold30_r": 5.471893 + }, + { + "symbol": "CRM", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.993742, + "strategy_rank": 82.488129, + "production_rank": 86.656667, + "structural_overlay_pass": false, + "structural_overlay_score": 82.323833, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.207363, + "primary_prob": 43.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.811044, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.848812, + "range_504_ratio": 2.336869, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.144108, + "hold30_r": 0.889636 + }, + { + "symbol": "CRWD", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.873592, + "strategy_rank": 96.290166, + "production_rank": 97.151308, + "structural_overlay_pass": false, + "structural_overlay_score": 92.293743, + "structural_overlay_rr": 1.270671, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.982862, + "primary_prob": 30.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.474292, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 1.299883, + "range_504_ratio": 3.668868, + "range_factor_pass": true, + "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": 99.624531, + "strategy_rank": 99.624812, + "production_rank": 99.624718, + "structural_overlay_pass": false, + "structural_overlay_score": 94.643482, + "structural_overlay_rr": 1.788062, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.788062, + "primary_prob": 27.79, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.682093, + "raw_level_count": 147, + "gate_level_count": 147, + "range_504_log": 3.787386, + "range_504_ratio": 44.140845, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.769691, + "hold30_r": 5.513191 + }, + { + "symbol": "DASH", + "date": "2024-02-22", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.743429, + "strategy_rank": 94.110663, + "production_rank": 94.321585, + "structural_overlay_pass": false, + "structural_overlay_score": 89.605506, + "structural_overlay_rr": 1.100624, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 6.923302, + "primary_prob": 25.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 10.384953, + "raw_level_count": 120, + "gate_level_count": 120, + "range_504_log": 1.146637, + "range_504_ratio": 3.147589, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.031765, + "hold30_r": 2.374318 + }, + { + "symbol": "DDOG", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.493116, + "strategy_rank": 95.396118, + "production_rank": 95.095117, + "structural_overlay_pass": false, + "structural_overlay_score": 90.340361, + "structural_overlay_rr": 0.824922, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.721354, + "primary_prob": 33.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.582031, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 1.006877, + "range_504_ratio": 2.737039, + "range_factor_pass": true, + "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": 93.116395, + "strategy_rank": 87.615934, + "production_rank": 89.449421, + "structural_overlay_pass": false, + "structural_overlay_score": 84.97695, + "structural_overlay_rr": 1.693331, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.984162, + "primary_prob": 39.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.476243, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 0.980354, + "range_504_ratio": 2.665401, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.932479, + "hold30_r": 2.384196 + }, + { + "symbol": "DVA", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.603254, + "strategy_rank": 85.050742, + "production_rank": 84.234913, + "structural_overlay_pass": false, + "structural_overlay_score": 80.023167, + "structural_overlay_rr": 0.98559, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.952506, + "primary_prob": 31.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.928759, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.67553, + "range_504_ratio": 1.965074, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.907737, + "hold30_r": 1.956605 + }, + { + "symbol": "FICO", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.996245, + "strategy_rank": 87.485387, + "production_rank": 90.655673, + "structural_overlay_pass": false, + "structural_overlay_score": 86.122889, + "structural_overlay_rr": 1.015238, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.015238, + "primary_prob": 28.95, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.522856, + "raw_level_count": 91, + "gate_level_count": 91, + "range_504_log": 1.367367, + "range_504_ratio": 3.925003, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.960884, + "hold30_r": -1.0 + }, + { + "symbol": "GOOG", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.739675, + "strategy_rank": 82.008034, + "production_rank": 85.251914, + "structural_overlay_pass": false, + "structural_overlay_score": 80.989319, + "structural_overlay_rr": 1.129867, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.786601, + "primary_prob": 56.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.179901, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.620467, + "range_504_ratio": 1.859796, + "range_factor_pass": false, + "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": 91.113892, + "strategy_rank": 81.49508, + "production_rank": 84.701351, + "structural_overlay_pass": false, + "structural_overlay_score": 80.466284, + "structural_overlay_rr": 1.212443, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.146298, + "primary_prob": 45.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.719447, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.612594, + "range_504_ratio": 1.845212, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.06293, + "hold30_r": -1.0 + }, + { + "symbol": "GRMN", + "date": "2024-02-22", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.854819, + "strategy_rank": 72.406238, + "production_rank": 76.222432, + "structural_overlay_pass": false, + "structural_overlay_score": 72.41131, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 2.675241, + "primary_prob": 32.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 76.0, + "primary_rejection_count": 24, + "primary_distance_atr": 4.012862, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.590721, + "range_504_ratio": 1.80529, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.612139, + "hold30_r": 3.2013 + }, + { + "symbol": "GWW", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.977472, + "strategy_rank": 64.575242, + "production_rank": 70.375985, + "structural_overlay_pass": false, + "structural_overlay_score": 66.857186, + "structural_overlay_rr": 0.729119, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.781882, + "primary_prob": 51.81, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.172823, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.798616, + "range_504_ratio": 2.222462, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.709741, + "hold30_r": 2.132577 + }, + { + "symbol": "IBM", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.232791, + "strategy_rank": 67.441605, + "production_rank": 73.705334, + "structural_overlay_pass": false, + "structural_overlay_score": 70.020067, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.965193, + "primary_prob": 25.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.94779, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.533036, + "range_504_ratio": 1.704098, + "range_factor_pass": false, + "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": 96.370463, + "strategy_rank": 93.976178, + "production_rank": 94.774273, + "structural_overlay_pass": false, + "structural_overlay_score": 90.035559, + "structural_overlay_rr": 1.597362, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.52871, + "primary_prob": 36.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.293065, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 0.758664, + "range_504_ratio": 2.135421, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.488647, + "hold30_r": -1.0 + }, + { + "symbol": "INTU", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.986233, + "strategy_rank": 74.687367, + "production_rank": 79.453655, + "structural_overlay_pass": false, + "structural_overlay_score": 75.480973, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.259729, + "primary_prob": 24.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.889594, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.67247, + "range_504_ratio": 1.95907, + "range_factor_pass": false, + "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": 82.978723, + "strategy_rank": 77.07387, + "production_rank": 79.042155, + "structural_overlay_pass": false, + "structural_overlay_score": 75.090047, + "structural_overlay_rr": 1.205214, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.803494, + "primary_prob": 45.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.205242, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.756545, + "range_504_ratio": 2.1309, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.741742, + "hold30_r": 1.150728 + }, + { + "symbol": "LULU", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.612015, + "strategy_rank": 84.376351, + "production_rank": 86.121572, + "structural_overlay_pass": false, + "structural_overlay_score": 81.815493, + "structural_overlay_rr": 2.862507, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.411516, + "primary_prob": 38.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.117274, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.71938, + "range_504_ratio": 2.053159, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.356014, + "hold30_r": -2.377905 + }, + { + "symbol": "MSTR", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.12015, + "strategy_rank": 96.87212, + "production_rank": 96.621463, + "structural_overlay_pass": false, + "structural_overlay_score": 91.79039, + "structural_overlay_rr": 1.270202, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.882152, + "primary_prob": 34.39, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 7.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.323228, + "raw_level_count": 117, + "gate_level_count": 117, + "range_504_log": 1.805739, + "range_504_ratio": 6.084465, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.86246, + "hold30_r": 10.01981 + }, + { + "symbol": "MU", + "date": "2024-02-22", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.361702, + "strategy_rank": 84.575663, + "production_rank": 86.17101, + "structural_overlay_pass": false, + "structural_overlay_score": 81.862459, + "structural_overlay_rr": 1.175279, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.042368, + "primary_prob": 24.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 80.0, + "primary_rejection_count": 25, + "primary_distance_atr": 3.063551, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.670383, + "range_504_ratio": 1.954987, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.993081, + "hold30_r": 10.805617 + }, + { + "symbol": "NFLX", + "date": "2024-02-22", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.858573, + "strategy_rank": 87.168042, + "production_rank": 87.064886, + "structural_overlay_pass": false, + "structural_overlay_score": 82.711642, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 2.040997, + "primary_prob": 33.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 16, + "primary_distance_atr": 3.061496, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 1.300009, + "range_504_ratio": 3.66933, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.987143, + "hold30_r": 2.182567 + }, + { + "symbol": "NOW", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.866083, + "strategy_rank": 80.923861, + "production_rank": 84.904601, + "structural_overlay_pass": false, + "structural_overlay_score": 80.659371, + "structural_overlay_rr": 1.468913, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.468913, + "primary_prob": 18.05, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.20337, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.883473, + "range_504_ratio": 2.419288, + "range_factor_pass": false, + "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": 92.2403, + "strategy_rank": 72.733004, + "production_rank": 79.235436, + "structural_overlay_pass": false, + "structural_overlay_score": 75.273664, + "structural_overlay_rr": 1.967649, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.824232, + "primary_prob": 37.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.236349, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.604361, + "range_504_ratio": 1.830083, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.752964, + "hold30_r": 14.348513 + }, + { + "symbol": "NTAP", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.727159, + "strategy_rank": 74.512382, + "production_rank": 76.917308, + "structural_overlay_pass": false, + "structural_overlay_score": 73.071442, + "structural_overlay_rr": 1.906534, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.125979, + "primary_prob": 45.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 84, + "primary_distance_atr": 1.688969, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.464306, + "range_504_ratio": 1.590909, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.054852, + "hold30_r": 7.862591 + }, + { + "symbol": "NWS", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.226533, + "strategy_rank": 68.244341, + "production_rank": 72.571738, + "structural_overlay_pass": false, + "structural_overlay_score": 68.943151, + "structural_overlay_rr": 1.492537, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.094296, + "primary_prob": 41.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.641444, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.646533, + "range_504_ratio": 1.908911, + "range_factor_pass": false, + "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": 98.498123, + "strategy_rank": 97.899997, + "production_rank": 98.099372, + "structural_overlay_pass": false, + "structural_overlay_score": 93.194403, + "structural_overlay_rr": 1.219098, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.137204, + "primary_prob": 32.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.705806, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 1.057912, + "range_504_ratio": 2.880351, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.11587, + "hold30_r": 0.047794 + }, + { + "symbol": "PHM", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.371715, + "strategy_rank": 90.519751, + "production_rank": 92.803739, + "structural_overlay_pass": false, + "structural_overlay_score": 88.163552, + "structural_overlay_rr": 1.138163, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.029085, + "primary_prob": 28.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.543628, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 1.151002, + "range_504_ratio": 3.161359, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.979879, + "hold30_r": 2.742817 + }, + { + "symbol": "PLTR", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.744681, + "strategy_rank": 96.759104, + "production_rank": 96.420963, + "structural_overlay_pass": false, + "structural_overlay_score": 91.599915, + "structural_overlay_rr": 0.99938, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.99938, + "primary_prob": 43.03, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 69.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.49907, + "raw_level_count": 114, + "gate_level_count": 114, + "range_504_log": 1.474928, + "range_504_ratio": 4.370719, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.975013, + "hold30_r": -0.32538 + }, + { + "symbol": "RCL", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.117647, + "strategy_rank": 90.489095, + "production_rank": 91.698612, + "structural_overlay_pass": false, + "structural_overlay_score": 87.113681, + "structural_overlay_rr": 0.951904, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.951904, + "primary_prob": 32.1, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 7.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.427856, + "raw_level_count": 104, + "gate_level_count": 104, + "range_504_log": 1.459236, + "range_504_ratio": 4.30267, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.911005, + "hold30_r": 2.24586 + }, + { + "symbol": "ROL", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.600751, + "strategy_rank": 70.540376, + "production_rank": 73.893834, + "structural_overlay_pass": false, + "structural_overlay_score": 70.199142, + "structural_overlay_rr": 2.032666, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.653632, + "primary_prob": 34.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.480448, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.412372, + "range_504_ratio": 1.510396, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.58714, + "hold30_r": 2.813543 + }, + { + "symbol": "SMCI", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.874844, + "strategy_rank": 99.874937, + "production_rank": 99.874906, + "structural_overlay_pass": false, + "structural_overlay_score": 94.881161, + "structural_overlay_rr": 0.787735, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 11, + "rr": 0.787735, + "primary_prob": 51.58, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.181602, + "raw_level_count": 132, + "gate_level_count": 132, + "range_504_log": 3.453179, + "range_504_ratio": 31.600704, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.015009, + "hold30_r": -1.0 + }, + { + "symbol": "SNPS", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.862328, + "strategy_rank": 83.690146, + "production_rank": 85.74754, + "structural_overlay_pass": false, + "structural_overlay_score": 81.460163, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "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": 67, + "gate_level_count": 67, + "range_504_log": 0.903393, + "range_504_ratio": 2.467963, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.037228, + "hold30_r": -1.0 + }, + { + "symbol": "SW", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.851064, + "strategy_rank": 76.033947, + "production_rank": 77.639653, + "structural_overlay_pass": false, + "structural_overlay_score": 73.75767, + "structural_overlay_rr": 1.294343, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.743049, + "primary_prob": 73.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 1.114573, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.713432, + "range_504_ratio": 2.040984, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.672835, + "hold30_r": 3.962927 + }, + { + "symbol": "TTWO", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.734668, + "strategy_rank": 76.358088, + "production_rank": 80.150281, + "structural_overlay_pass": false, + "structural_overlay_score": 76.142767, + "structural_overlay_rr": 2.547235, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.02253, + "primary_prob": 29.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 65, + "primary_distance_atr": 3.033796, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.645298, + "range_504_ratio": 1.906556, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.05571, + "hold30_r": -1.0 + }, + { + "symbol": "VRSK", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.48811, + "strategy_rank": 65.251789, + "production_rank": 73.663896, + "structural_overlay_pass": false, + "structural_overlay_score": 69.980702, + "structural_overlay_rr": 0.885036, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.86613, + "primary_prob": 53.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.299195, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.479173, + "range_504_ratio": 1.614739, + "range_factor_pass": false, + "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": 93.742178, + "strategy_rank": 83.597052, + "production_rank": 86.978761, + "structural_overlay_pass": false, + "structural_overlay_score": 82.629823, + "structural_overlay_rr": 1.015865, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.065442, + "primary_prob": 29.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.598163, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.688342, + "range_504_ratio": 1.990412, + "range_factor_pass": false, + "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": 84.85607, + "strategy_rank": 85.129586, + "production_rank": 85.038414, + "structural_overlay_pass": false, + "structural_overlay_score": 80.786493, + "structural_overlay_rr": 1.102512, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.878118, + "primary_prob": 31.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.817178, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.755097, + "range_504_ratio": 2.127817, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.829575, + "hold30_r": 7.586552 + }, + { + "symbol": "ACN", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.666667, + "strategy_rank": 60.389173, + "production_rank": 67.481671, + "structural_overlay_pass": false, + "structural_overlay_score": 64.107587, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.989812, + "primary_prob": 31.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.484718, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.448985, + "range_504_ratio": 1.566722, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.904533, + "hold30_r": -1.227594 + }, + { + "symbol": "ADBE", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.487179, + "strategy_rank": 86.895501, + "production_rank": 89.426061, + "structural_overlay_pass": false, + "structural_overlay_score": 84.954758, + "structural_overlay_rr": 1.713469, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.838991, + "primary_prob": 31.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.758486, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 0.842941, + "range_504_ratio": 2.32319, + "range_factor_pass": false, + "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": 86.923077, + "strategy_rank": 73.390911, + "production_rank": 77.901633, + "structural_overlay_pass": false, + "structural_overlay_score": 74.006551, + "structural_overlay_rr": 0.945199, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.945199, + "primary_prob": 65.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.417799, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.619385, + "range_504_ratio": 1.857785, + "range_factor_pass": false, + "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": 95.897436, + "strategy_rank": 70.772706, + "production_rank": 79.147616, + "structural_overlay_pass": false, + "structural_overlay_score": 75.190235, + "structural_overlay_rr": 2.325835, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.353731, + "primary_prob": 25.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 61, + "primary_distance_atr": 3.530596, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.603391, + "range_504_ratio": 1.828309, + "range_factor_pass": false, + "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": 87.692308, + "strategy_rank": 71.512493, + "production_rank": 76.905764, + "structural_overlay_pass": false, + "structural_overlay_score": 73.060476, + "structural_overlay_rr": 1.619437, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.552829, + "primary_prob": 36.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.329243, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.443026, + "range_504_ratio": 1.557413, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.494565, + "hold30_r": -0.696827 + }, + { + "symbol": "AMZN", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.512821, + "strategy_rank": 84.266903, + "production_rank": 86.348875, + "structural_overlay_pass": false, + "structural_overlay_score": 82.031432, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.72438, + "primary_prob": 33.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.58657, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.777648, + "range_504_ratio": 2.176348, + "range_factor_pass": false, + "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": 97.435897, + "strategy_rank": 94.368811, + "production_rank": 95.391173, + "structural_overlay_pass": false, + "structural_overlay_score": 90.621615, + "structural_overlay_rr": 1.215923, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.798778, + "primary_prob": 51.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.198166, + "raw_level_count": 97, + "gate_level_count": 97, + "range_504_log": 1.189096, + "range_504_ratio": 3.284111, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.754136, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.230769, + "strategy_rank": 99.00118, + "production_rank": 99.07771, + "structural_overlay_pass": false, + "structural_overlay_score": 94.123825, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.926741, + "primary_prob": 40.62, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 76.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.890112, + "raw_level_count": 128, + "gate_level_count": 128, + "range_504_log": 1.903935, + "range_504_ratio": 6.712254, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.898643, + "hold30_r": 3.728798 + }, + { + "symbol": "ARES", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.820513, + "strategy_rank": 74.470523, + "production_rank": 77.253853, + "structural_overlay_pass": false, + "structural_overlay_score": 73.39116, + "structural_overlay_rr": 1.642128, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.088158, + "primary_prob": 42.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.632236, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.964803, + "range_504_ratio": 2.624271, + "range_factor_pass": false, + "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": 81.153846, + "strategy_rank": 72.996951, + "production_rank": 75.715916, + "structural_overlay_pass": false, + "structural_overlay_score": 71.93012, + "structural_overlay_rr": 1.547554, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.778034, + "primary_prob": 44.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.167052, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.885163, + "range_504_ratio": 2.42338, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.728909, + "hold30_r": 0.446108 + }, + { + "symbol": "BR", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.487179, + "strategy_rank": 63.791921, + "production_rank": 72.357007, + "structural_overlay_pass": false, + "structural_overlay_score": 68.739157, + "structural_overlay_rr": 0.839899, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.507742, + "primary_prob": 17.5, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.261614, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.470384, + "range_504_ratio": 1.600609, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.092176, + "hold30_r": -1.0 + }, + { + "symbol": "CBOE", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.846154, + "strategy_rank": 68.109187, + "production_rank": 76.688176, + "structural_overlay_pass": false, + "structural_overlay_score": 72.853767, + "structural_overlay_rr": 1.308729, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.835911, + "primary_prob": 35.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.253867, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.650649, + "range_504_ratio": 1.916785, + "range_factor_pass": false, + "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": 83.205128, + "strategy_rank": 62.616991, + "production_rank": 69.479704, + "structural_overlay_pass": false, + "structural_overlay_score": 66.005718, + "structural_overlay_rr": 1.290745, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.283037, + "primary_prob": 41.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.924556, + "raw_level_count": 26, + "gate_level_count": 26, + "range_504_log": 0.405845, + "range_504_ratio": 1.50057, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.194847, + "hold30_r": 0.422805 + }, + { + "symbol": "COIN", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.051282, + "strategy_rank": 97.552266, + "production_rank": 97.385271, + "structural_overlay_pass": false, + "structural_overlay_score": 92.516008, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.618191, + "primary_prob": 47.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 85.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.427286, + "raw_level_count": 129, + "gate_level_count": 129, + "range_504_log": 1.90605, + "range_504_ratio": 6.726466, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.598578, + "hold30_r": 2.032494 + }, + { + "symbol": "CRWD", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.461538, + "strategy_rank": 95.623844, + "production_rank": 96.569742, + "structural_overlay_pass": false, + "structural_overlay_score": 91.741255, + "structural_overlay_rr": 0.749156, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.705911, + "primary_prob": 55.03, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.058867, + "raw_level_count": 95, + "gate_level_count": 95, + "range_504_log": 1.299883, + "range_504_ratio": 3.668868, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.033721, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.615385, + "strategy_rank": 99.61568, + "production_rank": 99.615581, + "structural_overlay_pass": true, + "structural_overlay_score": 99.634802, + "structural_overlay_rr": 2.611468, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.813679, + "primary_prob": 50.81, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.220518, + "raw_level_count": 148, + "gate_level_count": 148, + "range_504_log": 3.782267, + "range_504_ratio": 43.915493, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.796976, + "hold30_r": -0.104459 + }, + { + "symbol": "DASH", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.74359, + "strategy_rank": 94.057086, + "production_rank": 94.28592, + "structural_overlay_pass": false, + "structural_overlay_score": 89.571624, + "structural_overlay_rr": 0.775865, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.813577, + "primary_prob": 29.02, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 10.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.720365, + "raw_level_count": 122, + "gate_level_count": 122, + "range_504_log": 1.146637, + "range_504_ratio": 3.147589, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.776782, + "hold30_r": 2.039535 + }, + { + "symbol": "DDOG", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.538462, + "strategy_rank": 93.232933, + "production_rank": 92.668109, + "structural_overlay_pass": false, + "structural_overlay_score": 88.034704, + "structural_overlay_rr": 1.882201, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.889741, + "primary_prob": 45.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.834612, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 1.001502, + "range_504_ratio": 2.722367, + "range_factor_pass": true, + "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": 90.0, + "strategy_rank": 85.404092, + "production_rank": 86.936061, + "structural_overlay_pass": false, + "structural_overlay_score": 82.589258, + "structural_overlay_rr": 1.039917, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.039917, + "primary_prob": 45.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.559875, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 0.980354, + "range_504_ratio": 2.665401, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.980146, + "hold30_r": 0.453964 + }, + { + "symbol": "DLR", + "date": "2024-02-29", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.384615, + "strategy_rank": 75.335727, + "production_rank": 77.01869, + "structural_overlay_pass": false, + "structural_overlay_score": 73.167755, + "structural_overlay_rr": 0.967584, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.38481, + "primary_prob": 40.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.577215, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.582148, + "range_504_ratio": 1.789879, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.045024, + "hold30_r": -1.0 + }, + { + "symbol": "DPZ", + "date": "2024-02-29", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.897436, + "strategy_rank": 77.323857, + "production_rank": 81.848384, + "structural_overlay_pass": false, + "structural_overlay_score": 77.755964, + "structural_overlay_rr": 1.798167, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 2.808348, + "primary_prob": 36.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 4.212522, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.510364, + "range_504_ratio": 1.665897, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.749315, + "hold30_r": 3.091558 + }, + { + "symbol": "DVA", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.230769, + "strategy_rank": 86.237753, + "production_rank": 85.568759, + "structural_overlay_pass": false, + "structural_overlay_score": 81.290321, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.320542, + "primary_prob": 42.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.980813, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.678915, + "range_504_ratio": 1.971737, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.269867, + "hold30_r": 0.688458 + }, + { + "symbol": "FICO", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.641026, + "strategy_rank": 86.09194, + "production_rank": 89.274969, + "structural_overlay_pass": false, + "structural_overlay_score": 84.81122, + "structural_overlay_rr": 1.583598, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.583598, + "primary_prob": 30.92, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.375397, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 1.367367, + "range_504_ratio": 3.925003, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.523093, + "hold30_r": -1.0 + }, + { + "symbol": "GOOG", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.179487, + "strategy_rank": 82.633058, + "production_rank": 85.815201, + "structural_overlay_pass": false, + "structural_overlay_score": 81.524441, + "structural_overlay_rr": 1.408653, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.994716, + "primary_prob": 29.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.992074, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.620467, + "range_504_ratio": 1.859796, + "range_factor_pass": false, + "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": 91.794872, + "strategy_rank": 82.287101, + "production_rank": 85.456358, + "structural_overlay_pass": false, + "structural_overlay_score": 81.18354, + "structural_overlay_rr": 1.153059, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.34713, + "primary_prob": 25.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 3.520695, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.612594, + "range_504_ratio": 1.845212, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.059743, + "hold30_r": -1.0 + }, + { + "symbol": "INTC", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.461538, + "strategy_rank": 91.663486, + "production_rank": 92.262837, + "structural_overlay_pass": false, + "structural_overlay_score": 87.649695, + "structural_overlay_rr": 1.891066, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.690898, + "primary_prob": 33.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.536346, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 0.758664, + "range_504_ratio": 2.135421, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.645544, + "hold30_r": -1.1378 + }, + { + "symbol": "INTU", + "date": "2024-02-29", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.871795, + "strategy_rank": 69.039412, + "production_rank": 74.316873, + "structural_overlay_pass": false, + "structural_overlay_score": 70.60103, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 2.1611, + "primary_prob": 22.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 3.241651, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.681305, + "range_504_ratio": 1.976456, + "range_factor_pass": false, + "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": 98.717949, + "strategy_rank": 88.092334, + "production_rank": 91.634206, + "structural_overlay_pass": false, + "structural_overlay_score": 87.052495, + "structural_overlay_rr": 0.802695, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.895427, + "primary_prob": 48.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.343141, + "raw_level_count": 91, + "gate_level_count": 91, + "range_504_log": 1.178092, + "range_504_ratio": 3.24817, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.844468, + "hold30_r": -0.068966 + }, + { + "symbol": "LULU", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.333333, + "strategy_rank": 82.280904, + "production_rank": 84.29838, + "structural_overlay_pass": false, + "structural_overlay_score": 80.083461, + "structural_overlay_rr": 1.541146, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.837139, + "primary_prob": 29.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.755709, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.71938, + "range_504_ratio": 2.053159, + "range_factor_pass": false, + "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": 85.384615, + "strategy_rank": 81.597875, + "production_rank": 82.860122, + "structural_overlay_pass": false, + "structural_overlay_score": 78.717116, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.555668, + "primary_prob": 35.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.333502, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.66392, + "range_504_ratio": 1.942391, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.508779, + "hold30_r": 8.256359 + }, + { + "symbol": "NFLX", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.0, + "strategy_rank": 92.280051, + "production_rank": 93.186701, + "structural_overlay_pass": false, + "structural_overlay_score": 88.527366, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.471274, + "primary_prob": 42.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.206912, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 1.313981, + "range_504_ratio": 3.720959, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.412542, + "hold30_r": 0.96929 + }, + { + "symbol": "NOW", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.820513, + "strategy_rank": 79.62909, + "production_rank": 84.026231, + "structural_overlay_pass": false, + "structural_overlay_score": 79.82492, + "structural_overlay_rr": 1.461711, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.461711, + "primary_prob": 18.19, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.192567, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.883473, + "range_504_ratio": 2.419288, + "range_factor_pass": false, + "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": 82.307692, + "strategy_rank": 74.648633, + "production_rank": 77.201653, + "structural_overlay_pass": false, + "structural_overlay_score": 73.34157, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.487389, + "primary_prob": 52.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 92, + "primary_distance_atr": 2.231084, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.457573, + "range_504_ratio": 1.580234, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.411515, + "hold30_r": 5.401954 + }, + { + "symbol": "NVDA", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.974359, + "strategy_rank": 96.404813, + "production_rank": 97.261329, + "structural_overlay_pass": false, + "structural_overlay_score": 92.398262, + "structural_overlay_rr": 0.751148, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.751148, + "primary_prob": 53.0, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.126722, + "raw_level_count": 124, + "gate_level_count": 124, + "range_504_log": 2.030992, + "range_504_ratio": 7.621647, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.714914, + "hold30_r": 2.079397 + }, + { + "symbol": "NWS", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.282051, + "strategy_rank": 71.484392, + "production_rank": 76.416945, + "structural_overlay_pass": false, + "structural_overlay_score": 72.596098, + "structural_overlay_rr": 1.239504, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.780754, + "primary_prob": 52.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.171132, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.646533, + "range_504_ratio": 1.908911, + "range_factor_pass": false, + "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": 83.846154, + "strategy_rank": 69.664175, + "production_rank": 74.391501, + "structural_overlay_pass": false, + "structural_overlay_score": 70.671926, + "structural_overlay_rr": 1.450965, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.025781, + "primary_prob": 43.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.538671, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.632859, + "range_504_ratio": 1.882986, + "range_factor_pass": false, + "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": 96.282051, + "strategy_rank": 96.47672, + "production_rank": 96.41183, + "structural_overlay_pass": false, + "structural_overlay_score": 91.591239, + "structural_overlay_rr": 1.567463, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.444638, + "primary_prob": 20.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.166957, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 1.057912, + "range_504_ratio": 2.880351, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.024028, + "hold30_r": -1.0 + }, + { + "symbol": "PGR", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.666667, + "strategy_rank": 67.648764, + "production_rank": 73.988065, + "structural_overlay_pass": false, + "structural_overlay_score": 70.288662, + "structural_overlay_rr": 0.936144, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.936144, + "primary_prob": 46.6, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.404216, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.63974, + "range_504_ratio": 1.895987, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.855299, + "hold30_r": 3.057928 + }, + { + "symbol": "PLTR", + "date": "2024-02-29", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 95.384615, + "strategy_rank": 96.462325, + "production_rank": 96.103089, + "structural_overlay_pass": false, + "structural_overlay_score": 91.297934, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 2.042787, + "primary_prob": 24.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 3.064181, + "raw_level_count": 114, + "gate_level_count": 114, + "range_504_log": 1.474928, + "range_504_ratio": 4.370719, + "range_factor_pass": true, + "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": 89.230769, + "strategy_rank": 74.776116, + "production_rank": 79.594334, + "structural_overlay_pass": false, + "structural_overlay_score": 75.614617, + "structural_overlay_rr": 0.968406, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.054958, + "primary_prob": 32.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.582437, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.709132, + "range_504_ratio": 2.032227, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.99639, + "hold30_r": 4.105662 + }, + { + "symbol": "RCL", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.564103, + "strategy_rank": 88.771854, + "production_rank": 90.035937, + "structural_overlay_pass": false, + "structural_overlay_score": 85.53414, + "structural_overlay_rr": 1.285919, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.858036, + "primary_prob": 35.22, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 7.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.287054, + "raw_level_count": 104, + "gate_level_count": 104, + "range_504_log": 1.459236, + "range_504_ratio": 4.30267, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.814968, + "hold30_r": 0.754164 + }, + { + "symbol": "REGN", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.461538, + "strategy_rank": 59.919241, + "production_rank": 67.766673, + "structural_overlay_pass": false, + "structural_overlay_score": 64.37834, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "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": 49, + "gate_level_count": 49, + "range_504_log": 0.618202, + "range_504_ratio": 1.855588, + "range_factor_pass": false, + "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": 80.641026, + "strategy_rank": 56.947439, + "production_rank": 64.845301, + "structural_overlay_pass": false, + "structural_overlay_score": 61.603036, + "structural_overlay_rr": 1.318611, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.684764, + "primary_prob": 60.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 1.027147, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.457194, + "range_504_ratio": 1.579636, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.596149, + "hold30_r": -0.723913 + }, + { + "symbol": "RSG", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.589744, + "strategy_rank": 62.089547, + "production_rank": 70.922946, + "structural_overlay_pass": false, + "structural_overlay_score": 67.376798, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "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": 42, + "gate_level_count": 42, + "range_504_log": 0.57944, + "range_504_ratio": 1.785039, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.642853, + "hold30_r": 1.069668 + }, + { + "symbol": "SMCI", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.871795, + "strategy_rank": 99.871893, + "production_rank": 99.87186, + "structural_overlay_pass": false, + "structural_overlay_score": 94.878267, + "structural_overlay_rr": 1.673006, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.069618, + "primary_prob": 28.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.604427, + "raw_level_count": 132, + "gate_level_count": 132, + "range_504_log": 3.453179, + "range_504_ratio": 31.600704, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.055935, + "hold30_r": 0.255927 + }, + { + "symbol": "SNPS", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.615385, + "strategy_rank": 79.486524, + "production_rank": 81.196144, + "structural_overlay_pass": false, + "structural_overlay_score": 77.136337, + "structural_overlay_rr": 2.07489, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.758332, + "primary_prob": 28.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.637499, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.903393, + "range_504_ratio": 2.467963, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.043585, + "hold30_r": -1.0 + }, + { + "symbol": "SW", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.128205, + "strategy_rank": 75.616598, + "production_rank": 77.120467, + "structural_overlay_pass": false, + "structural_overlay_score": 73.264444, + "structural_overlay_rr": 1.618402, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.072089, + "primary_prob": 62.12, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 1.608133, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.713432, + "range_504_ratio": 2.040984, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.074414, + "hold30_r": -1.0 + }, + { + "symbol": "TTWO", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.435897, + "strategy_rank": 74.555512, + "production_rank": 78.848974, + "structural_overlay_pass": false, + "structural_overlay_score": 74.906525, + "structural_overlay_rr": 2.695511, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.354825, + "primary_prob": 25.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 72, + "primary_distance_atr": 3.532237, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.645298, + "range_504_ratio": 1.906556, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.059524, + "hold30_r": -1.0 + }, + { + "symbol": "UBER", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.666667, + "strategy_rank": 93.676897, + "production_rank": 94.673487, + "structural_overlay_pass": false, + "structural_overlay_score": 89.939812, + "structural_overlay_rr": 0.671923, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.671923, + "primary_prob": 56.28, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.007884, + "raw_level_count": 98, + "gate_level_count": 98, + "range_504_log": 1.414603, + "range_504_ratio": 4.114853, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.626749, + "hold30_r": -1.0 + }, + { + "symbol": "VRSK", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.153846, + "strategy_rank": 66.032756, + "production_rank": 74.406453, + "structural_overlay_pass": false, + "structural_overlay_score": 70.68613, + "structural_overlay_rr": 0.696256, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.262852, + "primary_prob": 36.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 71.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.894278, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.479173, + "range_504_ratio": 1.614739, + "range_factor_pass": false, + "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": 93.076923, + "strategy_rank": 83.031084, + "production_rank": 86.379697, + "structural_overlay_pass": false, + "structural_overlay_score": 82.060712, + "structural_overlay_rr": 1.240522, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.2814, + "primary_prob": 26.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.922099, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.684355, + "range_504_ratio": 1.982492, + "range_factor_pass": false, + "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": 88.846154, + "strategy_rank": 82.793331, + "production_rank": 84.810938, + "structural_overlay_pass": false, + "structural_overlay_score": 80.570392, + "structural_overlay_rr": 1.44414, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.189317, + "primary_prob": 27.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.783975, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.883053, + "range_504_ratio": 2.418272, + "range_factor_pass": false, + "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": 85.641026, + "strategy_rank": 85.306774, + "production_rank": 85.418191, + "structural_overlay_pass": false, + "structural_overlay_score": 81.147282, + "structural_overlay_rr": 1.61237, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.449834, + "primary_prob": 39.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 3.674751, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 0.755097, + "range_504_ratio": 2.127817, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.397436, + "hold30_r": 5.544175 + }, + { + "symbol": "ACN", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.677419, + "strategy_rank": 61.073807, + "production_rank": 67.941678, + "structural_overlay_pass": false, + "structural_overlay_score": 64.544594, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "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": 40, + "gate_level_count": 40, + "range_504_log": 0.467504, + "range_504_ratio": 1.596005, + "range_factor_pass": false, + "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": 91.483871, + "strategy_rank": 85.158401, + "production_rank": 87.266891, + "structural_overlay_pass": false, + "structural_overlay_score": 82.903546, + "structural_overlay_rr": 1.866831, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.990779, + "primary_prob": 29.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.986168, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.842941, + "range_504_ratio": 2.32319, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -2.367556, + "hold30_r": -2.321776 + }, + { + "symbol": "AIZ", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.096774, + "strategy_rank": 75.929904, + "production_rank": 80.985527, + "structural_overlay_pass": false, + "structural_overlay_score": 76.936251, + "structural_overlay_rr": 1.561551, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.561551, + "primary_prob": 36.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.342326, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.619385, + "range_504_ratio": 1.857785, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.478189, + "hold30_r": -1.0 + }, + { + "symbol": "AKAM", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.483871, + "strategy_rank": 71.008594, + "production_rank": 79.16702, + "structural_overlay_pass": false, + "structural_overlay_score": 75.208669, + "structural_overlay_rr": 1.805309, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.834098, + "primary_prob": 31.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 61, + "primary_distance_atr": 2.751148, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.603391, + "range_504_ratio": 1.828309, + "range_factor_pass": false, + "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": 81.419355, + "strategy_rank": 61.588143, + "production_rank": 68.198547, + "structural_overlay_pass": false, + "structural_overlay_score": 64.78862, + "structural_overlay_rr": 0.770044, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.557207, + "primary_prob": 17.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.33581, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.513378, + "range_504_ratio": 1.670926, + "range_factor_pass": false, + "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": 90.451613, + "strategy_rank": 73.200299, + "production_rank": 78.950737, + "structural_overlay_pass": false, + "structural_overlay_score": 75.0032, + "structural_overlay_rr": 1.698629, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.635831, + "primary_prob": 34.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.453747, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.443026, + "range_504_ratio": 1.557413, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.57834, + "hold30_r": -1.0 + }, + { + "symbol": "AMZN", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.064516, + "strategy_rank": 86.385702, + "production_rank": 88.945307, + "structural_overlay_pass": false, + "structural_overlay_score": 84.498041, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.673072, + "primary_prob": 54.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.009609, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.793991, + "range_504_ratio": 2.212207, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.06742, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2024-03-07", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.354839, + "strategy_rank": 99.046457, + "production_rank": 99.149251, + "structural_overlay_pass": false, + "structural_overlay_score": 94.191788, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 3.298903, + "primary_prob": 29.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 78.0, + "primary_rejection_count": 23, + "primary_distance_atr": 4.948354, + "raw_level_count": 129, + "gate_level_count": 129, + "range_504_log": 1.94372, + "range_504_ratio": 6.984683, + "range_factor_pass": true, + "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": 82.709677, + "strategy_rank": 73.41801, + "production_rank": 76.515232, + "structural_overlay_pass": false, + "structural_overlay_score": 72.689471, + "structural_overlay_rr": 1.68293, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.225515, + "primary_prob": 26.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.838272, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.885163, + "range_504_ratio": 2.42338, + "range_factor_pass": false, + "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": 87.870968, + "strategy_rank": 62.861029, + "production_rank": 71.197675, + "structural_overlay_pass": false, + "structural_overlay_score": 67.637791, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.152215, + "primary_prob": 40.36, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.728323, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.470384, + "range_504_ratio": 1.600609, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.088423, + "hold30_r": -1.0 + }, + { + "symbol": "CBOE", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.967742, + "strategy_rank": 70.261203, + "production_rank": 78.496716, + "structural_overlay_pass": false, + "structural_overlay_score": 74.57188, + "structural_overlay_rr": 1.048812, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.01518, + "primary_prob": 10.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 3.02277, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.650649, + "range_504_ratio": 1.916785, + "range_factor_pass": false, + "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": 96.774194, + "strategy_rank": 97.471665, + "production_rank": 97.239175, + "structural_overlay_pass": false, + "structural_overlay_score": 92.377216, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 2.054718, + "primary_prob": 26.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 6, + "primary_distance_atr": 3.082076, + "raw_level_count": 130, + "gate_level_count": 130, + "range_504_log": 2.040953, + "range_504_ratio": 7.69794, + "range_factor_pass": true, + "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": 89.16129, + "strategy_rank": 79.67159, + "production_rank": 82.834824, + "structural_overlay_pass": false, + "structural_overlay_score": 78.693083, + "structural_overlay_rr": 1.440674, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.41457, + "primary_prob": 19.13, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.121855, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.925321, + "range_504_ratio": 2.522677, + "range_factor_pass": false, + "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": 98.709677, + "strategy_rank": 96.201021, + "production_rank": 97.03724, + "structural_overlay_pass": false, + "structural_overlay_score": 92.185378, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "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": 97, + "gate_level_count": 97, + "range_504_log": 1.375395, + "range_504_ratio": 3.95664, + "range_factor_pass": true, + "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": 99.741935, + "strategy_rank": 99.742135, + "production_rank": 99.742068, + "structural_overlay_pass": true, + "structural_overlay_score": 99.754965, + "structural_overlay_rr": 2.81376, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "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": 149, + "gate_level_count": 149, + "range_504_log": 3.749338, + "range_504_ratio": 42.492958, + "range_factor_pass": true, + "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": 94.709677, + "strategy_rank": 94.057392, + "production_rank": 94.27482, + "structural_overlay_pass": false, + "structural_overlay_score": 89.561079, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.702054, + "primary_prob": 31.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.553081, + "raw_level_count": 123, + "gate_level_count": 123, + "range_504_log": 1.178609, + "range_504_ratio": 3.249849, + "range_factor_pass": true, + "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": 94.322581, + "strategy_rank": 95.060555, + "production_rank": 94.814564, + "structural_overlay_pass": false, + "structural_overlay_score": 90.073836, + "structural_overlay_rr": 0.992988, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.788257, + "primary_prob": 32.39, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 56, + "primary_distance_atr": 2.682386, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 0.952472, + "range_504_ratio": 2.59211, + "range_factor_pass": false, + "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": 98.451613, + "strategy_rank": 98.182538, + "production_rank": 98.27223, + "structural_overlay_pass": false, + "structural_overlay_score": 93.358618, + "structural_overlay_rr": 1.253414, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.985274, + "primary_prob": 45.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.477911, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 1.382335, + "range_504_ratio": 3.984192, + "range_factor_pass": true, + "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": 81.935484, + "strategy_rank": 76.737078, + "production_rank": 78.46988, + "structural_overlay_pass": false, + "structural_overlay_score": 74.546386, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.730788, + "primary_prob": 48.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.596182, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.586568, + "range_504_ratio": 1.797808, + "range_factor_pass": false, + "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": 86.064516, + "strategy_rank": 72.870644, + "production_rank": 77.268601, + "structural_overlay_pass": false, + "structural_overlay_score": 73.405171, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.16409, + "primary_prob": 59.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.746135, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.510364, + "range_504_ratio": 1.665897, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.09654, + "hold30_r": 1.976528 + }, + { + "symbol": "FIX", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.677419, + "strategy_rank": 86.88539, + "production_rank": 86.482733, + "structural_overlay_pass": false, + "structural_overlay_score": 82.158597, + "structural_overlay_rr": 1.053637, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.036595, + "primary_prob": 43.33, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.554893, + "raw_level_count": 107, + "gate_level_count": 107, + "range_504_log": 1.491409, + "range_504_ratio": 4.44335, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.042948, + "hold30_r": -1.0 + }, + { + "symbol": "GOOG", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.967742, + "strategy_rank": 78.985527, + "production_rank": 81.646266, + "structural_overlay_pass": false, + "structural_overlay_score": 77.563952, + "structural_overlay_rr": 2.371025, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.925526, + "primary_prob": 30.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 72, + "primary_distance_atr": 2.88829, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.620467, + "range_504_ratio": 1.859796, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.866935, + "hold30_r": 4.436357 + }, + { + "symbol": "GOOGL", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.709677, + "strategy_rank": 78.882102, + "production_rank": 81.491294, + "structural_overlay_pass": false, + "structural_overlay_score": 77.416729, + "structural_overlay_rr": 2.004253, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.971102, + "primary_prob": 29.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 67, + "primary_distance_atr": 2.956653, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.612594, + "range_504_ratio": 1.845212, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.913953, + "hold30_r": 4.19112 + }, + { + "symbol": "INTC", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.806452, + "strategy_rank": 92.266833, + "production_rank": 92.780039, + "structural_overlay_pass": false, + "structural_overlay_score": 88.141037, + "structural_overlay_rr": 1.717926, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.582452, + "primary_prob": 50.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.373678, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 0.758664, + "range_504_ratio": 2.135421, + "range_factor_pass": false, + "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": 83.870968, + "strategy_rank": 70.215469, + "production_rank": 74.767302, + "structural_overlay_pass": false, + "structural_overlay_score": 71.028937, + "structural_overlay_rr": 1.037424, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.983385, + "primary_prob": 37.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.475077, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.681723, + "range_504_ratio": 1.977281, + "range_factor_pass": false, + "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": 87.354839, + "strategy_rank": 81.071167, + "production_rank": 83.165724, + "structural_overlay_pass": false, + "structural_overlay_score": 79.007438, + "structural_overlay_rr": 1.139244, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.692108, + "primary_prob": 40.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.038162, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.890872, + "range_504_ratio": 2.437254, + "range_factor_pass": false, + "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": 86.322581, + "strategy_rank": 79.499166, + "production_rank": 81.773637, + "structural_overlay_pass": false, + "structural_overlay_score": 77.684955, + "structural_overlay_rr": 2.896309, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.362193, + "primary_prob": 40.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.04329, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.71938, + "range_504_ratio": 2.053159, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.303251, + "hold30_r": -2.644316 + }, + { + "symbol": "MAR", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.903226, + "strategy_rank": 67.501756, + "production_rank": 73.302246, + "structural_overlay_pass": false, + "structural_overlay_score": 69.637134, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.880181, + "primary_prob": 33.66, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.320272, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.654829, + "range_504_ratio": 1.924813, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.797543, + "hold30_r": -1.0 + }, + { + "symbol": "MSFT", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.258065, + "strategy_rank": 69.52273, + "production_rank": 77.101175, + "structural_overlay_pass": false, + "structural_overlay_score": 73.246116, + "structural_overlay_rr": 0.69371, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.708732, + "primary_prob": 44.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.063099, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.678892, + "range_504_ratio": 1.971691, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.630037, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2024-03-07", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 95.870968, + "strategy_rank": 92.978403, + "production_rank": 93.942591, + "structural_overlay_pass": false, + "structural_overlay_score": 89.245462, + "structural_overlay_rr": 0.728873, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "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": 96, + "gate_level_count": 96, + "range_504_log": 1.344883, + "range_504_ratio": 3.837738, + "range_factor_pass": true, + "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": 92.645161, + "strategy_rank": 80.604509, + "production_rank": 84.61806, + "structural_overlay_pass": false, + "structural_overlay_score": 80.387157, + "structural_overlay_rr": 0.86675, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.452352, + "primary_prob": 18.37, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.178529, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.883473, + "range_504_ratio": 2.419288, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.047269, + "hold30_r": -1.0 + }, + { + "symbol": "NTAP", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.354839, + "strategy_rank": 84.371553, + "production_rank": 84.032648, + "structural_overlay_pass": false, + "structural_overlay_score": 79.831016, + "structural_overlay_rr": 1.751362, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "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": 49, + "gate_level_count": 49, + "range_504_log": 0.660954, + "range_504_ratio": 1.936639, + "range_factor_pass": false, + "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": 88.516129, + "strategy_rank": 73.621522, + "production_rank": 78.586391, + "structural_overlay_pass": false, + "structural_overlay_score": 74.657071, + "structural_overlay_rr": 0.784559, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.833904, + "primary_prob": 27.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.750856, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.646533, + "range_504_ratio": 1.908911, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.073072, + "hold30_r": -1.0 + }, + { + "symbol": "PANW", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.387097, + "strategy_rank": 96.582937, + "production_rank": 96.517657, + "structural_overlay_pass": false, + "structural_overlay_score": 91.691774, + "structural_overlay_rr": 1.949339, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.910672, + "primary_prob": 35.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.366008, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 1.057912, + "range_504_ratio": 2.880351, + "range_factor_pass": true, + "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": 98.193548, + "strategy_rank": 98.387994, + "production_rank": 98.323178, + "structural_overlay_pass": false, + "structural_overlay_score": 93.40702, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.142792, + "primary_prob": 41.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.714187, + "raw_level_count": 114, + "gate_level_count": 114, + "range_504_log": 1.549455, + "range_504_ratio": 4.708904, + "range_factor_pass": true, + "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": 90.193548, + "strategy_rank": 86.842048, + "production_rank": 87.959215, + "structural_overlay_pass": false, + "structural_overlay_score": 83.561254, + "structural_overlay_rr": 1.683691, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.683691, + "primary_prob": 29.22, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.525537, + "raw_level_count": 104, + "gate_level_count": 104, + "range_504_log": 1.459236, + "range_504_ratio": 4.30267, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.63924, + "hold30_r": 0.868656 + }, + { + "symbol": "REGN", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.774194, + "strategy_rank": 58.086337, + "production_rank": 65.648956, + "structural_overlay_pass": false, + "structural_overlay_score": 62.366508, + "structural_overlay_rr": 0.946992, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.919625, + "primary_prob": 47.14, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.379438, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.618202, + "range_504_ratio": 1.855588, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.071563, + "hold30_r": -1.0 + }, + { + "symbol": "RSG", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.709677, + "strategy_rank": 63.535384, + "production_rank": 72.593482, + "structural_overlay_pass": false, + "structural_overlay_score": 68.963808, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.757492, + "primary_prob": 28.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.636237, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.57944, + "range_504_ratio": 1.785039, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.657196, + "hold30_r": 1.569846 + }, + { + "symbol": "SNPS", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.419355, + "strategy_rank": 81.06768, + "production_rank": 82.518238, + "structural_overlay_pass": false, + "structural_overlay_score": 78.392326, + "structural_overlay_rr": 1.662393, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.355226, + "primary_prob": 35.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.032839, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.903393, + "range_504_ratio": 2.467963, + "range_factor_pass": false, + "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": 81.16129, + "strategy_rank": 78.859235, + "production_rank": 79.626587, + "structural_overlay_pass": false, + "structural_overlay_score": 75.645258, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.79019, + "primary_prob": 39.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 59.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.685286, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 0.788132, + "range_504_ratio": 2.199284, + "range_factor_pass": false, + "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": 84.129032, + "strategy_rank": 73.253257, + "production_rank": 76.878515, + "structural_overlay_pass": false, + "structural_overlay_score": 73.03459, + "structural_overlay_rr": 1.798729, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.648152, + "primary_prob": 22.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 72, + "primary_distance_atr": 3.972229, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.645298, + "range_504_ratio": 1.906556, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.0567, + "hold30_r": -1.0 + }, + { + "symbol": "UBER", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.677419, + "strategy_rank": 94.320139, + "production_rank": 95.439233, + "structural_overlay_pass": false, + "structural_overlay_score": 90.667271, + "structural_overlay_rr": 0.737816, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.737816, + "primary_prob": 53.93, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.106724, + "raw_level_count": 98, + "gate_level_count": 98, + "range_504_log": 1.417957, + "range_504_ratio": 4.128676, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.0452, + "hold30_r": -1.0 + }, + { + "symbol": "VRTX", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.870968, + "strategy_rank": 82.340565, + "production_rank": 85.517366, + "structural_overlay_pass": false, + "structural_overlay_score": 81.241498, + "structural_overlay_rr": 1.876919, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.736825, + "primary_prob": 19.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.605237, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.654776, + "range_504_ratio": 1.924711, + "range_factor_pass": false, + "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": 88.903226, + "strategy_rank": 83.9311, + "production_rank": 85.588475, + "structural_overlay_pass": false, + "structural_overlay_score": 81.309051, + "structural_overlay_rr": 1.689354, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.733539, + "primary_prob": 33.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.600308, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.883053, + "range_504_ratio": 2.418272, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.044965, + "hold30_r": -1.0 + }, + { + "symbol": "WDC", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.677419, + "strategy_rank": 88.179599, + "production_rank": 88.678872, + "structural_overlay_pass": false, + "structural_overlay_score": 84.244929, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.689946, + "primary_prob": 35.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.534919, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 0.796285, + "range_504_ratio": 2.217289, + "range_factor_pass": false, + "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": 92.982456, + "strategy_rank": 91.787719, + "production_rank": 92.185965, + "structural_overlay_pass": false, + "structural_overlay_score": 87.576667, + "structural_overlay_rr": 1.993542, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "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": 85, + "gate_level_count": 85, + "range_504_log": 1.346262, + "range_504_ratio": 3.843032, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.74581, + "hold30_r": 2.266923 + }, + { + "symbol": "ADBE", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.471178, + "strategy_rank": 82.629825, + "production_rank": 84.576942, + "structural_overlay_pass": false, + "structural_overlay_score": 80.348095, + "structural_overlay_rr": 1.877102, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 3.015911, + "primary_prob": 20.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 4.523867, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.842941, + "range_504_ratio": 2.32319, + "range_factor_pass": false, + "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": 92.857143, + "strategy_rank": 76.9625, + "production_rank": 82.260714, + "structural_overlay_pass": false, + "structural_overlay_score": 78.147679, + "structural_overlay_rr": 1.438151, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.438151, + "primary_prob": 53.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.157226, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.619385, + "range_504_ratio": 1.857785, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.348865, + "hold30_r": -1.0 + }, + { + "symbol": "AKAM", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.488722, + "strategy_rank": 70.817105, + "production_rank": 79.040977, + "structural_overlay_pass": false, + "structural_overlay_score": 75.088929, + "structural_overlay_rr": 1.726341, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.014752, + "primary_prob": 48.77, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 77, + "primary_distance_atr": 1.522128, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.603391, + "range_504_ratio": 1.828309, + "range_factor_pass": false, + "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": 85.839599, + "strategy_rank": 64.250219, + "production_rank": 71.446679, + "structural_overlay_pass": false, + "structural_overlay_score": 67.874345, + "structural_overlay_rr": 1.272649, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.909554, + "primary_prob": 33.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.364331, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.513378, + "range_504_ratio": 1.670926, + "range_factor_pass": false, + "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": 93.233083, + "strategy_rank": 93.613158, + "production_rank": 93.486466, + "structural_overlay_pass": false, + "structural_overlay_score": 88.812143, + "structural_overlay_rr": 2.847237, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "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": 96, + "gate_level_count": 96, + "range_504_log": 1.426786, + "range_504_ratio": 4.165292, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.028382, + "hold30_r": -1.00191 + }, + { + "symbol": "AMZN", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.350877, + "strategy_rank": 82.670614, + "production_rank": 85.230702, + "structural_overlay_pass": false, + "structural_overlay_score": 80.969167, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.326657, + "primary_prob": 41.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.989986, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.793991, + "range_504_ratio": 2.212207, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.259238, + "hold30_r": -1.0 + }, + { + "symbol": "APO", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.483709, + "strategy_rank": 79.651096, + "production_rank": 84.261967, + "structural_overlay_pass": false, + "structural_overlay_score": 80.048869, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.677798, + "primary_prob": 43.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.016697, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.924847, + "range_504_ratio": 2.521482, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.617176, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2024-03-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.24812, + "strategy_rank": 98.948684, + "production_rank": 99.048496, + "structural_overlay_pass": false, + "structural_overlay_score": 94.096071, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 3.326442, + "primary_prob": 28.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 78.0, + "primary_rejection_count": 23, + "primary_distance_atr": 4.989663, + "raw_level_count": 130, + "gate_level_count": 130, + "range_504_log": 1.971982, + "range_504_ratio": 7.184902, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 3.293575, + "hold30_r": 2.76445 + }, + { + "symbol": "ARES", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.97995, + "strategy_rank": 80.173465, + "production_rank": 84.10896, + "structural_overlay_pass": false, + "structural_overlay_score": 79.903512, + "structural_overlay_rr": 1.701399, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.134201, + "primary_prob": 28.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.701301, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.964803, + "range_504_ratio": 2.624271, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.068947, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.235589, + "strategy_rank": 90.827412, + "production_rank": 91.963471, + "structural_overlay_pass": false, + "structural_overlay_score": 87.365298, + "structural_overlay_rr": 0.824858, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.691153, + "primary_prob": 41.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.03673, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 1.242628, + "range_504_ratio": 3.464707, + "range_factor_pass": true, + "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": 84.837093, + "strategy_rank": 74.348465, + "production_rank": 77.844674, + "structural_overlay_pass": false, + "structural_overlay_score": 73.95244, + "structural_overlay_rr": 1.597245, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.080421, + "primary_prob": 30.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.620632, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.885163, + "range_504_ratio": 2.42338, + "range_factor_pass": false, + "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": 96.867168, + "strategy_rank": 94.844518, + "production_rank": 95.518734, + "structural_overlay_pass": false, + "structural_overlay_score": 90.742798, + "structural_overlay_rr": 1.031823, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.91877, + "primary_prob": 33.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.378155, + "raw_level_count": 104, + "gate_level_count": 104, + "range_504_log": 1.448325, + "range_504_ratio": 4.25598, + "range_factor_pass": true, + "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": 84.586466, + "strategy_rank": 60.560526, + "production_rank": 68.569173, + "structural_overlay_pass": false, + "structural_overlay_score": 65.140714, + "structural_overlay_rr": 1.362244, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.728827, + "primary_prob": 16.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.593241, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.470384, + "range_504_ratio": 1.600609, + "range_factor_pass": false, + "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": 92.606516, + "strategy_rank": 72.887061, + "production_rank": 79.460213, + "structural_overlay_pass": false, + "structural_overlay_score": 75.487202, + "structural_overlay_rr": 1.450737, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.17113, + "primary_prob": 26.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.756696, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 0.84793, + "range_504_ratio": 2.334809, + "range_factor_pass": false, + "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": 86.340852, + "strategy_rank": 66.851096, + "production_rank": 73.347682, + "structural_overlay_pass": false, + "structural_overlay_score": 69.680298, + "structural_overlay_rr": 1.668352, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.668352, + "primary_prob": 14.48, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.502528, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.593198, + "range_504_ratio": 1.809767, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.611527, + "hold30_r": 2.149675 + }, + { + "symbol": "CBOE", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.486216, + "strategy_rank": 69.740351, + "production_rank": 77.988972, + "structural_overlay_pass": false, + "structural_overlay_score": 74.089524, + "structural_overlay_rr": 1.453122, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.931967, + "primary_prob": 45.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 70.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.39795, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.650649, + "range_504_ratio": 1.916785, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.058792, + "hold30_r": -0.44306 + }, + { + "symbol": "COIN", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.744361, + "strategy_rank": 98.121053, + "production_rank": 97.995489, + "structural_overlay_pass": false, + "structural_overlay_score": 93.095714, + "structural_overlay_rr": 1.463415, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.635984, + "primary_prob": 34.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.453976, + "raw_level_count": 131, + "gate_level_count": 131, + "range_504_log": 2.152941, + "range_504_ratio": 8.610143, + "range_factor_pass": true, + "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": 88.972431, + "strategy_rank": 68.993202, + "production_rank": 75.652945, + "structural_overlay_pass": false, + "structural_overlay_score": 71.870298, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "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": 42, + "gate_level_count": 42, + "range_504_log": 0.660721, + "range_504_ratio": 1.936188, + "range_factor_pass": false, + "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": 84.210526, + "strategy_rank": 75.034868, + "production_rank": 78.093421, + "structural_overlay_pass": false, + "structural_overlay_score": 74.18875, + "structural_overlay_rr": 1.446543, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.418234, + "primary_prob": 34.05, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.127351, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 0.925321, + "range_504_ratio": 2.522677, + "range_factor_pass": false, + "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": 98.245614, + "strategy_rank": 95.65943, + "production_rank": 96.521491, + "structural_overlay_pass": false, + "structural_overlay_score": 91.695417, + "structural_overlay_rr": 1.485135, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "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": 98, + "gate_level_count": 98, + "range_504_log": 1.375395, + "range_504_ratio": 3.95664, + "range_factor_pass": true, + "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": 99.62406, + "strategy_rank": 99.624342, + "production_rank": 99.624248, + "structural_overlay_pass": false, + "structural_overlay_score": 94.643036, + "structural_overlay_rr": 1.541684, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.742913, + "primary_prob": 54.93, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 9.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.11437, + "raw_level_count": 151, + "gate_level_count": 151, + "range_504_log": 3.749338, + "range_504_ratio": 42.492958, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.725776, + "hold30_r": -1.0 + }, + { + "symbol": "DASH", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.736842, + "strategy_rank": 94.028289, + "production_rank": 94.264474, + "structural_overlay_pass": false, + "structural_overlay_score": 89.55125, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.871764, + "primary_prob": 29.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.807647, + "raw_level_count": 124, + "gate_level_count": 124, + "range_504_log": 1.180912, + "range_504_ratio": 3.257343, + "range_factor_pass": true, + "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": 96.365915, + "strategy_rank": 96.25614, + "production_rank": 96.292732, + "structural_overlay_pass": false, + "structural_overlay_score": 91.478095, + "structural_overlay_rr": 1.627711, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.930013, + "primary_prob": 20.75, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 4.395019, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 0.952472, + "range_504_ratio": 2.59211, + "range_factor_pass": false, + "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": 97.994987, + "strategy_rank": 97.921491, + "production_rank": 97.94599, + "structural_overlay_pass": false, + "structural_overlay_score": 93.04869, + "structural_overlay_rr": 1.933141, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.923177, + "primary_prob": 32.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.384766, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 1.382335, + "range_504_ratio": 3.984192, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.896744, + "hold30_r": 2.310581 + }, + { + "symbol": "DHI", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.578947, + "strategy_rank": 78.405263, + "production_rank": 79.463158, + "structural_overlay_pass": false, + "structural_overlay_score": 75.49, + "structural_overlay_rr": 0.778136, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.768389, + "primary_prob": 44.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.152584, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 0.980354, + "range_504_ratio": 2.665401, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.714915, + "hold30_r": -1.0 + }, + { + "symbol": "DPZ", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.9599, + "strategy_rank": 71.48443, + "production_rank": 75.64292, + "structural_overlay_pass": false, + "structural_overlay_score": 71.860774, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.511258, + "primary_prob": 37.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.266887, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.510364, + "range_504_ratio": 1.665897, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.441156, + "hold30_r": 4.377607 + }, + { + "symbol": "ECL", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.83208, + "strategy_rank": 65.182456, + "production_rank": 71.065664, + "structural_overlay_pass": false, + "structural_overlay_score": 67.512381, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.36996, + "primary_prob": 39.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.05494, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.550636, + "range_504_ratio": 1.734356, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.269352, + "hold30_r": -1.0 + }, + { + "symbol": "FICO", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.987469, + "strategy_rank": 88.241228, + "production_rank": 90.489975, + "structural_overlay_pass": false, + "structural_overlay_score": 85.965476, + "structural_overlay_rr": 1.746875, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.702005, + "primary_prob": 21.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.553007, + "raw_level_count": 98, + "gate_level_count": 98, + "range_504_log": 1.377319, + "range_504_ratio": 3.964258, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.663067, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.473684, + "strategy_rank": 89.594079, + "production_rank": 89.553947, + "structural_overlay_pass": false, + "structural_overlay_score": 85.07625, + "structural_overlay_rr": 1.885473, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.867943, + "primary_prob": 26.43, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.801914, + "raw_level_count": 109, + "gate_level_count": 109, + "range_504_log": 1.491409, + "range_504_ratio": 4.44335, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.82608, + "hold30_r": -1.0 + }, + { + "symbol": "GE", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.719298, + "strategy_rank": 70.253509, + "production_rank": 76.075439, + "structural_overlay_pass": false, + "structural_overlay_score": 72.271667, + "structural_overlay_rr": 1.527847, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.061669, + "primary_prob": 42.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.592504, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 1.076237, + "range_504_ratio": 2.933621, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.004236, + "hold30_r": -4.515396 + }, + { + "symbol": "GOOG", + "date": "2024-03-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.45614, + "strategy_rank": 76.094298, + "production_rank": 78.214912, + "structural_overlay_pass": false, + "structural_overlay_score": 74.304167, + "structural_overlay_rr": 2.306614, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.306614, + "primary_prob": 21.36, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 3.459921, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.620467, + "range_504_ratio": 1.859796, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.2453, + "hold30_r": 6.233805 + }, + { + "symbol": "GOOGL", + "date": "2024-03-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.954887, + "strategy_rank": 75.593421, + "production_rank": 77.71391, + "structural_overlay_pass": false, + "structural_overlay_score": 73.828214, + "structural_overlay_rr": 2.239416, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.239416, + "primary_prob": 22.06, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 3.359124, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.612594, + "range_504_ratio": 1.845212, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.179405, + "hold30_r": 6.049359 + }, + { + "symbol": "HWM", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.969925, + "strategy_rank": 71.478947, + "production_rank": 76.97594, + "structural_overlay_pass": false, + "structural_overlay_score": 73.127143, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.659743, + "primary_prob": 15.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.489614, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.846196, + "range_504_ratio": 2.330764, + "range_factor_pass": false, + "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": 83.20802, + "strategy_rank": 84.795614, + "production_rank": 84.266416, + "structural_overlay_pass": false, + "structural_overlay_score": 80.053095, + "structural_overlay_rr": 1.678565, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.518692, + "primary_prob": 36.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.278037, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 0.758664, + "range_504_ratio": 2.135421, + "range_factor_pass": false, + "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": 86.842105, + "strategy_rank": 81.264474, + "production_rank": 83.123684, + "structural_overlay_pass": false, + "structural_overlay_score": 78.9675, + "structural_overlay_rr": 1.374472, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.038708, + "primary_prob": 29.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.558062, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.805591, + "range_504_ratio": 2.238019, + "range_factor_pass": false, + "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": 90.601504, + "strategy_rank": 91.058553, + "production_rank": 90.906203, + "structural_overlay_pass": false, + "structural_overlay_score": 86.360893, + "structural_overlay_rr": 1.675726, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.197843, + "primary_prob": 24.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.796765, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 1.168133, + "range_504_ratio": 3.215984, + "range_factor_pass": true, + "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": 91.60401, + "strategy_rank": 83.622807, + "production_rank": 86.283208, + "structural_overlay_pass": false, + "structural_overlay_score": 81.969048, + "structural_overlay_rr": 1.483504, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.483504, + "primary_prob": 17.76, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.225256, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.890872, + "range_504_ratio": 2.437254, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.425623, + "hold30_r": -1.0 + }, + { + "symbol": "KLAC", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.458647, + "strategy_rank": 80.471053, + "production_rank": 81.466917, + "structural_overlay_pass": false, + "structural_overlay_score": 77.393571, + "structural_overlay_rr": 1.356459, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.929015, + "primary_prob": 32.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.393523, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 1.06955, + "range_504_ratio": 2.914069, + "range_factor_pass": true, + "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": 80.827068, + "strategy_rank": 77.578947, + "production_rank": 78.661654, + "structural_overlay_pass": false, + "structural_overlay_score": 74.728571, + "structural_overlay_rr": 0.87177, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.87177, + "primary_prob": 36.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.307656, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.985087, + "range_504_ratio": 2.678046, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.823313, + "hold30_r": 0.22666 + }, + { + "symbol": "LRCX", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.974937, + "strategy_rank": 85.707456, + "production_rank": 87.12995, + "structural_overlay_pass": false, + "structural_overlay_score": 82.773452, + "structural_overlay_rr": 1.705833, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.698797, + "primary_prob": 42.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.048195, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 1.21268, + "range_504_ratio": 3.362483, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.653249, + "hold30_r": -1.0 + }, + { + "symbol": "LULU", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.709273, + "strategy_rank": 77.421491, + "production_rank": 79.517419, + "structural_overlay_pass": false, + "structural_overlay_score": 75.541548, + "structural_overlay_rr": 2.847232, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.815306, + "primary_prob": 29.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.722959, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.71938, + "range_504_ratio": 2.053159, + "range_factor_pass": false, + "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": 97.368421, + "strategy_rank": 94.557895, + "production_rank": 95.494737, + "structural_overlay_pass": false, + "structural_overlay_score": 90.72, + "structural_overlay_rr": 1.379016, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.450388, + "primary_prob": 18.41, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.175582, + "raw_level_count": 97, + "gate_level_count": 97, + "range_504_log": 1.782312, + "range_504_ratio": 5.94358, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.405439, + "hold30_r": -3.218362 + }, + { + "symbol": "MU", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.576441, + "strategy_rank": 79.203509, + "production_rank": 79.661153, + "structural_overlay_pass": false, + "structural_overlay_score": 75.678095, + "structural_overlay_rr": 1.235298, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.078031, + "primary_prob": 34.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.617047, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.743382, + "range_504_ratio": 2.103035, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.040067, + "hold30_r": 4.860224 + }, + { + "symbol": "NFLX", + "date": "2024-03-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 95.739348, + "strategy_rank": 92.255044, + "production_rank": 93.416479, + "structural_overlay_pass": false, + "structural_overlay_score": 88.745655, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "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": 96, + "gate_level_count": 96, + "range_504_log": 1.344883, + "range_504_ratio": 3.837738, + "range_factor_pass": true, + "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": 90.977444, + "strategy_rank": 80.146711, + "production_rank": 83.756955, + "structural_overlay_pass": false, + "structural_overlay_score": 79.569107, + "structural_overlay_rr": 1.044059, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.044059, + "primary_prob": 28.11, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.566088, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.883473, + "range_504_ratio": 2.419288, + "range_factor_pass": false, + "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": 81.203008, + "strategy_rank": 82.529605, + "production_rank": 82.087406, + "structural_overlay_pass": false, + "structural_overlay_score": 77.983036, + "structural_overlay_rr": 2.518524, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "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": 49, + "gate_level_count": 49, + "range_504_log": 0.660954, + "range_504_ratio": 1.936639, + "range_factor_pass": false, + "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": 98.746867, + "strategy_rank": 96.685307, + "production_rank": 97.372494, + "structural_overlay_pass": false, + "structural_overlay_score": 92.503869, + "structural_overlay_rr": 1.590143, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.590143, + "primary_prob": 30.81, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.385215, + "raw_level_count": 127, + "gate_level_count": 127, + "range_504_log": 2.198355, + "range_504_ratio": 9.010176, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.029564, + "hold30_r": -1.0 + }, + { + "symbol": "NWS", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.353383, + "strategy_rank": 74.409868, + "production_rank": 80.057707, + "structural_overlay_pass": false, + "structural_overlay_score": 76.054821, + "structural_overlay_rr": 0.944123, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.021965, + "primary_prob": 33.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.532947, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.646533, + "range_504_ratio": 1.908911, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.079001, + "hold30_r": -1.013758 + }, + { + "symbol": "PANW", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.616541, + "strategy_rank": 96.656579, + "production_rank": 96.643233, + "structural_overlay_pass": false, + "structural_overlay_score": 91.811071, + "structural_overlay_rr": 1.057191, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.008962, + "primary_prob": 32.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.513442, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 1.057912, + "range_504_ratio": 2.880351, + "range_factor_pass": true, + "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": 95.238095, + "strategy_rank": 87.291667, + "production_rank": 89.940476, + "structural_overlay_pass": false, + "structural_overlay_score": 85.443452, + "structural_overlay_rr": 0.84027, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.813748, + "primary_prob": 38.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.220622, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 1.190396, + "range_504_ratio": 3.288384, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.764047, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.496241, + "strategy_rank": 98.572368, + "production_rank": 98.546992, + "structural_overlay_pass": false, + "structural_overlay_score": 93.619643, + "structural_overlay_rr": 1.616257, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.015399, + "primary_prob": 48.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.523099, + "raw_level_count": 114, + "gate_level_count": 114, + "range_504_log": 1.549455, + "range_504_ratio": 4.708904, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.025723, + "hold30_r": -1.0 + }, + { + "symbol": "PTC", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.205514, + "strategy_rank": 64.10636, + "production_rank": 70.139411, + "structural_overlay_pass": false, + "structural_overlay_score": 66.63244, + "structural_overlay_rr": 0.811212, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.767906, + "primary_prob": 38.34, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.15186, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.670362, + "range_504_ratio": 1.954946, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.700677, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.230576, + "strategy_rank": 88.186404, + "production_rank": 89.534461, + "structural_overlay_pass": false, + "structural_overlay_score": 85.057738, + "structural_overlay_rr": 0.941693, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.941693, + "primary_prob": 46.22, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.41254, + "raw_level_count": 105, + "gate_level_count": 105, + "range_504_log": 1.459236, + "range_504_ratio": 4.30267, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.893786, + "hold30_r": 2.210932 + }, + { + "symbol": "RL", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.721805, + "strategy_rank": 85.092763, + "production_rank": 86.302444, + "structural_overlay_pass": false, + "structural_overlay_score": 81.987321, + "structural_overlay_rr": 0.852496, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.833427, + "primary_prob": 36.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.25014, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.839643, + "range_504_ratio": 2.315541, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.778909, + "hold30_r": -1.0 + }, + { + "symbol": "ROST", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.200501, + "strategy_rank": 60.227851, + "production_rank": 66.885401, + "structural_overlay_pass": false, + "structural_overlay_score": 63.541131, + "structural_overlay_rr": 1.405714, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.841499, + "primary_prob": 36.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.262248, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.780495, + "range_504_ratio": 2.182553, + "range_factor_pass": false, + "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": 87.092732, + "strategy_rank": 61.002412, + "production_rank": 69.699185, + "structural_overlay_pass": false, + "structural_overlay_score": 66.214226, + "structural_overlay_rr": 1.797132, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.186136, + "primary_prob": 39.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.779203, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.57944, + "range_504_ratio": 1.785039, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.078809, + "hold30_r": 1.60993 + }, + { + "symbol": "SMCI", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.874687, + "strategy_rank": 99.874781, + "production_rank": 99.874749, + "structural_overlay_pass": false, + "structural_overlay_score": 94.881012, + "structural_overlay_rr": 0.695037, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.695037, + "primary_prob": 55.29, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.042556, + "raw_level_count": 133, + "gate_level_count": 133, + "range_504_log": 3.584366, + "range_504_ratio": 36.03049, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.015884, + "hold30_r": -1.0 + }, + { + "symbol": "SW", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.220551, + "strategy_rank": 78.666886, + "production_rank": 81.851441, + "structural_overlay_pass": false, + "structural_overlay_score": 77.758869, + "structural_overlay_rr": 1.443926, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.522714, + "primary_prob": 51.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 56, + "primary_distance_atr": 2.284072, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.713432, + "range_504_ratio": 2.040984, + "range_factor_pass": false, + "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": 97.117794, + "strategy_rank": 93.444956, + "production_rank": 94.669236, + "structural_overlay_pass": false, + "structural_overlay_score": 89.935774, + "structural_overlay_rr": 1.301488, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.301488, + "primary_prob": 22.75, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 7.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.952232, + "raw_level_count": 99, + "gate_level_count": 99, + "range_504_log": 1.417957, + "range_504_ratio": 4.128676, + "range_factor_pass": true, + "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": 85.338346, + "strategy_rank": 62.024342, + "production_rank": 69.795677, + "structural_overlay_pass": false, + "structural_overlay_score": 66.305893, + "structural_overlay_rr": 0.752624, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.234055, + "primary_prob": 42.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 63, + "primary_distance_atr": 1.851083, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.479173, + "range_504_ratio": 1.614739, + "range_factor_pass": false, + "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": 86.090226, + "strategy_rank": 78.000658, + "production_rank": 80.69718, + "structural_overlay_pass": false, + "structural_overlay_score": 76.662321, + "structural_overlay_rr": 2.191028, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.026728, + "primary_prob": 15.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 17, + "primary_distance_atr": 3.040093, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.654604, + "range_504_ratio": 1.924381, + "range_factor_pass": false, + "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": 87.343358, + "strategy_rank": 82.665351, + "production_rank": 84.224687, + "structural_overlay_pass": false, + "structural_overlay_score": 80.013452, + "structural_overlay_rr": 2.155811, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.173184, + "primary_prob": 23.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 82.0, + "primary_rejection_count": 26, + "primary_distance_atr": 3.259775, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.883053, + "range_504_ratio": 2.418272, + "range_factor_pass": false, + "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": 85.087719, + "strategy_rank": 84.498904, + "production_rank": 84.695175, + "structural_overlay_pass": false, + "structural_overlay_score": 80.460417, + "structural_overlay_rr": 1.836014, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.517222, + "primary_prob": 36.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.275832, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 0.796285, + "range_504_ratio": 2.217289, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.473616, + "hold30_r": 3.786779 + }, + { + "symbol": "CEG", + "date": "2024-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.61753, + "strategy_rank": 93.395847, + "production_rank": 94.136408, + "structural_overlay_pass": false, + "structural_overlay_score": 89.429588, + "structural_overlay_rr": 1.149305, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.731852, + "primary_prob": 54.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.097778, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 1.339863, + "range_504_ratio": 3.818519, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.690931, + "hold30_r": 1.219171 + }, + { + "symbol": "AIZ", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.555113, + "strategy_rank": 78.069374, + "production_rank": 83.56462, + "structural_overlay_pass": false, + "structural_overlay_score": 79.386389, + "structural_overlay_rr": 1.488322, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.836801, + "primary_prob": 54.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 1.255202, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.619385, + "range_504_ratio": 1.857785, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.748798, + "hold30_r": -1.0 + }, + { + "symbol": "AKAM", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.055777, + "strategy_rank": 63.974143, + "production_rank": 71.334688, + "structural_overlay_pass": false, + "structural_overlay_score": 67.767953, + "structural_overlay_rr": 1.827188, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.045858, + "primary_prob": 47.86, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 77, + "primary_distance_atr": 1.568787, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.603391, + "range_504_ratio": 1.828309, + "range_factor_pass": false, + "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": 89.907039, + "strategy_rank": 66.352146, + "production_rank": 74.203777, + "structural_overlay_pass": false, + "structural_overlay_score": 70.493588, + "structural_overlay_rr": 1.397355, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.397355, + "primary_prob": 19.48, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.096033, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.513378, + "range_504_ratio": 1.670926, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.320277, + "hold30_r": 1.428249 + }, + { + "symbol": "AMD", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.790173, + "strategy_rank": 88.185571, + "production_rank": 87.387105, + "structural_overlay_pass": false, + "structural_overlay_score": 83.01775, + "structural_overlay_rr": 3.440249, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "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": 96, + "gate_level_count": 96, + "range_504_log": 1.426786, + "range_504_ratio": 4.165292, + "range_factor_pass": true, + "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": 88.446215, + "strategy_rank": 81.104404, + "production_rank": 83.551674, + "structural_overlay_pass": false, + "structural_overlay_score": 79.37409, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.460339, + "primary_prob": 23.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.190509, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.801043, + "range_504_ratio": 2.227864, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.392188, + "hold30_r": -1.620091 + }, + { + "symbol": "APP", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.203187, + "strategy_rank": 98.846205, + "production_rank": 98.965199, + "structural_overlay_pass": false, + "structural_overlay_score": 94.016939, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.769447, + "primary_prob": 36.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.654171, + "raw_level_count": 130, + "gate_level_count": 130, + "range_504_log": 2.084353, + "range_504_ratio": 8.039387, + "range_factor_pass": true, + "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": 94.023904, + "strategy_rank": 90.929316, + "production_rank": 91.960845, + "structural_overlay_pass": false, + "structural_overlay_score": 87.362803, + "structural_overlay_rr": 0.762329, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.85304, + "primary_prob": 50.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.27956, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 1.242628, + "range_504_ratio": 3.464707, + "range_factor_pass": true, + "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": 82.735724, + "strategy_rank": 73.173285, + "production_rank": 76.360764, + "structural_overlay_pass": false, + "structural_overlay_score": 72.542726, + "structural_overlay_rr": 1.699283, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.767082, + "primary_prob": 13.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.650623, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.885163, + "range_504_ratio": 2.42338, + "range_factor_pass": false, + "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": 83.13413, + "strategy_rank": 58.193891, + "production_rank": 66.507304, + "structural_overlay_pass": false, + "structural_overlay_score": 63.181939, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.534289, + "primary_prob": 17.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.301433, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.503681, + "range_504_ratio": 1.654801, + "range_factor_pass": false, + "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": 95.351926, + "strategy_rank": 69.607275, + "production_rank": 78.188825, + "structural_overlay_pass": false, + "structural_overlay_score": 74.279384, + "structural_overlay_rr": 2.685517, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "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": 46, + "gate_level_count": 46, + "range_504_log": 0.650649, + "range_504_ratio": 1.916785, + "range_factor_pass": false, + "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": 93.625498, + "strategy_rank": 71.974935, + "production_rank": 79.191789, + "structural_overlay_pass": false, + "structural_overlay_score": 75.2322, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "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": 70, + "gate_level_count": 70, + "range_504_log": 0.92718, + "range_504_ratio": 2.527372, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.768049, + "hold30_r": 2.850316 + }, + { + "symbol": "COIN", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.086321, + "strategy_rank": 96.202809, + "production_rank": 95.830647, + "structural_overlay_pass": false, + "structural_overlay_score": 91.039114, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.979894, + "primary_prob": 28.12, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 17.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.96984, + "raw_level_count": 132, + "gate_level_count": 132, + "range_504_log": 2.170203, + "range_504_ratio": 8.760063, + "range_factor_pass": true, + "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": 89.37583, + "strategy_rank": 68.920697, + "production_rank": 75.739075, + "structural_overlay_pass": false, + "structural_overlay_score": 71.952121, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "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": 43, + "gate_level_count": 43, + "range_504_log": 0.660721, + "range_504_ratio": 1.936188, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.075996, + "hold30_r": -1.0 + }, + { + "symbol": "CRM", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.665339, + "strategy_rank": 75.413419, + "production_rank": 78.164059, + "structural_overlay_pass": false, + "structural_overlay_score": 74.255856, + "structural_overlay_rr": 1.008451, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.979304, + "primary_prob": 45.04, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.468956, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.925321, + "range_504_ratio": 2.522677, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.091394, + "hold30_r": -1.032893 + }, + { + "symbol": "CRWD", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.078353, + "strategy_rank": 94.85551, + "production_rank": 95.596457, + "structural_overlay_pass": false, + "structural_overlay_score": 90.816635, + "structural_overlay_rr": 1.61499, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.350572, + "primary_prob": 35.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.025858, + "raw_level_count": 99, + "gate_level_count": 99, + "range_504_log": 1.375395, + "range_504_ratio": 3.95664, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.134627, + "hold30_r": -1.103642 + }, + { + "symbol": "CVNA", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.601594, + "strategy_rank": 99.60191, + "production_rank": 99.601805, + "structural_overlay_pass": false, + "structural_overlay_score": 94.621714, + "structural_overlay_rr": 3.288821, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.854215, + "primary_prob": 27.63, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 6.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.781322, + "raw_level_count": 152, + "gate_level_count": 152, + "range_504_log": 3.749338, + "range_504_ratio": 42.492958, + "range_factor_pass": true, + "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": 92.430279, + "strategy_rank": 92.237619, + "production_rank": 92.301839, + "structural_overlay_pass": false, + "structural_overlay_score": 87.686747, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.965788, + "primary_prob": 28.9, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 20.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.948681, + "raw_level_count": 124, + "gate_level_count": 124, + "range_504_log": 1.219207, + "range_504_ratio": 3.384504, + "range_factor_pass": true, + "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": 94.289509, + "strategy_rank": 94.691398, + "production_rank": 94.557435, + "structural_overlay_pass": false, + "structural_overlay_score": 89.829563, + "structural_overlay_rr": 1.732748, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.572209, + "primary_prob": 35.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 57, + "primary_distance_atr": 2.358313, + "raw_level_count": 97, + "gate_level_count": 97, + "range_504_log": 0.952472, + "range_504_ratio": 2.59211, + "range_factor_pass": false, + "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": 98.14077, + "strategy_rank": 97.784632, + "production_rank": 97.903345, + "structural_overlay_pass": false, + "structural_overlay_score": 93.008177, + "structural_overlay_rr": 1.644519, + "structural_overlay_sources": [ + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.946285, + "primary_prob": 25.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.919428, + "raw_level_count": 91, + "gate_level_count": 91, + "range_504_log": 1.382335, + "range_504_ratio": 3.984192, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.915809, + "hold30_r": 1.477829 + }, + { + "symbol": "ECL", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.126162, + "strategy_rank": 66.303545, + "production_rank": 72.577751, + "structural_overlay_pass": false, + "structural_overlay_score": 68.948863, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.781912, + "primary_prob": 32.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.672869, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.561271, + "range_504_ratio": 1.7529, + "range_factor_pass": false, + "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": 95.883134, + "strategy_rank": 88.694353, + "production_rank": 91.090613, + "structural_overlay_pass": false, + "structural_overlay_score": 86.536083, + "structural_overlay_rr": 1.131099, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.191825, + "primary_prob": 39.15, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.787737, + "raw_level_count": 98, + "gate_level_count": 98, + "range_504_log": 1.377319, + "range_504_ratio": 3.964258, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.043756, + "hold30_r": -1.0 + }, + { + "symbol": "IBM", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.711819, + "strategy_rank": 71.316817, + "production_rank": 77.115151, + "structural_overlay_pass": false, + "structural_overlay_score": 73.259393, + "structural_overlay_rr": 0.90151, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.916349, + "primary_prob": 34.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.374523, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.544549, + "range_504_ratio": 1.723831, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.0692, + "hold30_r": -1.0 + }, + { + "symbol": "ICE", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.540505, + "strategy_rank": 58.826698, + "production_rank": 66.397967, + "structural_overlay_pass": false, + "structural_overlay_score": 63.078068, + "structural_overlay_rr": 0.682776, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.672136, + "primary_prob": 49.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.008205, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.460577, + "range_504_ratio": 1.584989, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.092117, + "hold30_r": -1.0 + }, + { + "symbol": "INTC", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.063745, + "strategy_rank": 84.950582, + "production_rank": 84.65497, + "structural_overlay_pass": false, + "structural_overlay_score": 80.422221, + "structural_overlay_rr": 1.954763, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.783475, + "primary_prob": 32.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.675212, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 0.758664, + "range_504_ratio": 2.135421, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.039404, + "hold30_r": -1.0 + }, + { + "symbol": "JBL", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.039841, + "strategy_rank": 91.319279, + "production_rank": 90.8928, + "structural_overlay_pass": false, + "structural_overlay_score": 86.34816, + "structural_overlay_rr": 1.766325, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.656239, + "primary_prob": 20.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.484358, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 1.168133, + "range_504_ratio": 3.215984, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.621243, + "hold30_r": -1.0 + }, + { + "symbol": "META", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.343958, + "strategy_rank": 94.365936, + "production_rank": 95.35861, + "structural_overlay_pass": false, + "structural_overlay_score": 90.590679, + "structural_overlay_rr": 0.787912, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.758055, + "primary_prob": 52.73, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.137083, + "raw_level_count": 97, + "gate_level_count": 97, + "range_504_log": 1.782312, + "range_504_ratio": 5.94358, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.048692, + "hold30_r": -1.0 + }, + { + "symbol": "MRK", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.61089, + "strategy_rank": 57.301795, + "production_rank": 65.071493, + "structural_overlay_pass": false, + "structural_overlay_score": 61.817919, + "structural_overlay_rr": 1.447504, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.447504, + "primary_prob": 21.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.171255, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.50291, + "range_504_ratio": 1.653526, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.3669, + "hold30_r": 1.268196 + }, + { + "symbol": "MSTR", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.804781, + "strategy_rank": 98.964671, + "production_rank": 98.911374, + "structural_overlay_pass": false, + "structural_overlay_score": 93.965806, + "structural_overlay_rr": 0.856544, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 10, + "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": 127, + "gate_level_count": 127, + "range_504_log": 2.616504, + "range_504_ratio": 13.687783, + "range_factor_pass": true, + "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": 96.679947, + "strategy_rank": 92.311724, + "production_rank": 93.767799, + "structural_overlay_pass": false, + "structural_overlay_score": 89.079409, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "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": 96, + "gate_level_count": 96, + "range_504_log": 1.360772, + "range_504_ratio": 3.899201, + "range_factor_pass": true, + "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": 87.915007, + "strategy_rank": 79.222624, + "production_rank": 82.120085, + "structural_overlay_pass": false, + "structural_overlay_score": 78.014081, + "structural_overlay_rr": 0.683896, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.040702, + "primary_prob": 28.61, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.561053, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.883473, + "range_504_ratio": 2.419288, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.04658, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.539177, + "strategy_rank": 96.235702, + "production_rank": 97.003527, + "structural_overlay_pass": false, + "structural_overlay_score": 92.15335, + "structural_overlay_rr": 1.027843, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.027843, + "primary_prob": 43.58, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.541765, + "raw_level_count": 129, + "gate_level_count": 129, + "range_504_log": 2.198355, + "range_504_ratio": 9.010176, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.031539, + "hold30_r": -1.0 + }, + { + "symbol": "NWS", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.695883, + "strategy_rank": 75.695065, + "production_rank": 81.362005, + "structural_overlay_pass": false, + "structural_overlay_score": 77.293904, + "structural_overlay_rr": 0.736072, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.81403, + "primary_prob": 40.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.221045, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.646533, + "range_504_ratio": 1.908911, + "range_factor_pass": false, + "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": 90.571049, + "strategy_rank": 73.929536, + "production_rank": 79.476707, + "structural_overlay_pass": false, + "structural_overlay_score": 75.502872, + "structural_overlay_rr": 0.997036, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.96955, + "primary_prob": 10.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.954325, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.632859, + "range_504_ratio": 1.882986, + "range_factor_pass": false, + "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": 97.875166, + "strategy_rank": 98.07553, + "production_rank": 98.008742, + "structural_overlay_pass": false, + "structural_overlay_score": 93.108305, + "structural_overlay_rr": 1.712027, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.7209, + "primary_prob": 31.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.58135, + "raw_level_count": 114, + "gate_level_count": 114, + "range_504_log": 1.549455, + "range_504_ratio": 4.708904, + "range_factor_pass": true, + "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": 99.867198, + "strategy_rank": 99.867303, + "production_rank": 99.867268, + "structural_overlay_pass": false, + "structural_overlay_score": 94.873905, + "structural_overlay_rr": 1.516156, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.717174, + "primary_prob": 40.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.075761, + "raw_level_count": 133, + "gate_level_count": 133, + "range_504_log": 3.584366, + "range_504_ratio": 36.03049, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.704161, + "hold30_r": -1.0 + }, + { + "symbol": "SW", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.367862, + "strategy_rank": 79.295252, + "production_rank": 83.319455, + "structural_overlay_pass": false, + "structural_overlay_score": 79.153482, + "structural_overlay_rr": 0.723447, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.825294, + "primary_prob": 69.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 59, + "primary_distance_atr": 1.237941, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.713432, + "range_504_ratio": 2.040984, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.072867, + "hold30_r": -1.0 + }, + { + "symbol": "VRSK", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.345286, + "strategy_rank": 58.228455, + "production_rank": 65.600732, + "structural_overlay_pass": false, + "structural_overlay_score": 62.320695, + "structural_overlay_rr": 1.846206, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.757628, + "primary_prob": 57.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 67, + "primary_distance_atr": 1.136442, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.479173, + "range_504_ratio": 1.614739, + "range_factor_pass": false, + "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": 86.321381, + "strategy_rank": 77.908411, + "production_rank": 80.712734, + "structural_overlay_pass": false, + "structural_overlay_score": 76.677097, + "structural_overlay_rr": 1.598147, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.598147, + "primary_prob": 21.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.39722, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.654604, + "range_504_ratio": 1.924381, + "range_factor_pass": false, + "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": 84.594954, + "strategy_rank": 78.646931, + "production_rank": 80.629605, + "structural_overlay_pass": false, + "structural_overlay_score": 76.598125, + "structural_overlay_rr": 0.916034, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.88324, + "primary_prob": 21.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 4.32486, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.480746, + "range_504_ratio": 1.61728, + "range_factor_pass": false, + "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": 86.719788, + "strategy_rank": 81.763454, + "production_rank": 83.415565, + "structural_overlay_pass": false, + "structural_overlay_score": 79.244787, + "structural_overlay_rr": 1.876482, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.895351, + "primary_prob": 27.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 81.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.843026, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.883053, + "range_504_ratio": 2.418272, + "range_factor_pass": false, + "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": 82.204515, + "strategy_rank": 82.417333, + "production_rank": 82.346394, + "structural_overlay_pass": false, + "structural_overlay_score": 78.229074, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.710198, + "primary_prob": 35.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.565297, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 0.797574, + "range_504_ratio": 2.220148, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.667981, + "hold30_r": 2.387694 + }, + { + "symbol": "CEG", + "date": "2024-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.346414, + "strategy_rank": 94.203623, + "production_rank": 94.917887, + "structural_overlay_pass": false, + "structural_overlay_score": 90.171993, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "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": 87, + "gate_level_count": 87, + "range_504_log": 1.34063, + "range_504_ratio": 3.821449, + "range_factor_pass": true, + "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": 91.069012, + "strategy_rank": 92.979078, + "production_rank": 92.342389, + "structural_overlay_pass": false, + "structural_overlay_score": 87.72527, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 2.749825, + "primary_prob": 17.44, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 4.124737, + "raw_level_count": 101, + "gate_level_count": 101, + "range_504_log": 1.104469, + "range_504_ratio": 3.017621, + "range_factor_pass": true, + "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": 94.046008, + "strategy_rank": 77.654068, + "production_rank": 83.118048, + "structural_overlay_pass": false, + "structural_overlay_score": 78.962146, + "structural_overlay_rr": 1.396409, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.396409, + "primary_prob": 34.5, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.094614, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.619385, + "range_504_ratio": 1.857785, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.089408, + "hold30_r": -1.0 + }, + { + "symbol": "AJG", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.867388, + "strategy_rank": 60.586524, + "production_rank": 67.680146, + "structural_overlay_pass": false, + "structural_overlay_score": 64.296138, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.68167, + "primary_prob": 46.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.022505, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.546735, + "range_504_ratio": 1.727604, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.097314, + "hold30_r": -1.0 + }, + { + "symbol": "AKAM", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.220568, + "strategy_rank": 62.383952, + "production_rank": 69.329491, + "structural_overlay_pass": false, + "structural_overlay_score": 65.863017, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.281376, + "primary_prob": 41.81, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 77, + "primary_distance_atr": 1.922065, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.603391, + "range_504_ratio": 1.828309, + "range_factor_pass": false, + "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": 84.032476, + "strategy_rank": 87.000871, + "production_rank": 86.011406, + "structural_overlay_pass": false, + "structural_overlay_score": 81.710836, + "structural_overlay_rr": 3.644617, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "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": 97, + "gate_level_count": 97, + "range_504_log": 1.426786, + "range_504_ratio": 4.165292, + "range_factor_pass": true, + "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": 88.227334, + "strategy_rank": 78.722697, + "production_rank": 81.890909, + "structural_overlay_pass": false, + "structural_overlay_score": 77.796364, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.105174, + "primary_prob": 31.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.657762, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.802613, + "range_504_ratio": 2.231364, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.031406, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.250338, + "strategy_rank": 85.869569, + "production_rank": 85.663159, + "structural_overlay_pass": false, + "structural_overlay_score": 81.380001, + "structural_overlay_rr": 1.289985, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.885848, + "primary_prob": 33.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.328772, + "raw_level_count": 103, + "gate_level_count": 103, + "range_504_log": 1.239336, + "range_504_ratio": 3.453321, + "range_factor_pass": true, + "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": 92.422192, + "strategy_rank": 78.258288, + "production_rank": 82.979589, + "structural_overlay_pass": false, + "structural_overlay_score": 78.83061, + "structural_overlay_rr": 1.185211, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.709219, + "primary_prob": 41.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.063828, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.937974, + "range_504_ratio": 2.554801, + "range_factor_pass": false, + "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": 98.782138, + "strategy_rank": 98.540209, + "production_rank": 98.620852, + "structural_overlay_pass": false, + "structural_overlay_score": 93.68981, + "structural_overlay_rr": 1.118904, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.505305, + "primary_prob": 47.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 77.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.257957, + "raw_level_count": 132, + "gate_level_count": 132, + "range_504_log": 2.09881, + "range_504_ratio": 8.156455, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.474482, + "hold30_r": 3.831725 + }, + { + "symbol": "ARES", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.520974, + "strategy_rank": 75.289783, + "production_rank": 78.70018, + "structural_overlay_pass": false, + "structural_overlay_score": 74.765171, + "structural_overlay_rr": 1.553099, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.076051, + "primary_prob": 30.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.614076, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.964803, + "range_504_ratio": 2.624271, + "range_factor_pass": false, + "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": 92.151556, + "strategy_rank": 89.000016, + "production_rank": 90.05053, + "structural_overlay_pass": false, + "structural_overlay_score": 85.548003, + "structural_overlay_rr": 1.632689, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.131882, + "primary_prob": 27.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.697822, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 1.242628, + "range_504_ratio": 3.464707, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.093513, + "hold30_r": -1.0 + }, + { + "symbol": "AXON", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.949932, + "strategy_rank": 78.955641, + "production_rank": 80.287071, + "structural_overlay_pass": false, + "structural_overlay_score": 76.272718, + "structural_overlay_rr": 0.694572, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.682853, + "primary_prob": 46.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.02428, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 1.373031, + "range_504_ratio": 3.947298, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.622989, + "hold30_r": -1.0 + }, + { + "symbol": "BLDR", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.26387, + "strategy_rank": 93.121956, + "production_rank": 93.835927, + "structural_overlay_pass": false, + "structural_overlay_score": 89.144131, + "structural_overlay_rr": 0.744102, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.744102, + "primary_prob": 53.28, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.116152, + "raw_level_count": 111, + "gate_level_count": 111, + "range_504_log": 1.47926, + "range_504_ratio": 4.389695, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.050466, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.775372, + "strategy_rank": 74.509157, + "production_rank": 80.931229, + "structural_overlay_pass": false, + "structural_overlay_score": 76.884667, + "structural_overlay_rr": 1.165052, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.733659, + "primary_prob": 40.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.100489, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.84793, + "range_504_ratio": 2.334809, + "range_factor_pass": false, + "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": 93.504736, + "strategy_rank": 68.854125, + "production_rank": 77.070995, + "structural_overlay_pass": false, + "structural_overlay_score": 73.217446, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.224552, + "primary_prob": 25.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.836828, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.650649, + "range_504_ratio": 1.916785, + "range_factor_pass": false, + "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": 91.88092, + "strategy_rank": 70.106118, + "production_rank": 77.364385, + "structural_overlay_pass": false, + "structural_overlay_score": 73.496166, + "structural_overlay_rr": 1.328338, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.809605, + "primary_prob": 51.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.214407, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.92718, + "range_504_ratio": 2.527372, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.743597, + "hold30_r": 3.769301 + }, + { + "symbol": "COIN", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.511502, + "strategy_rank": 98.593679, + "production_rank": 98.566287, + "structural_overlay_pass": false, + "structural_overlay_score": 93.637972, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.881683, + "primary_prob": 29.44, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 17.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.822524, + "raw_level_count": 133, + "gate_level_count": 133, + "range_504_log": 2.195568, + "range_504_ratio": 8.985103, + "range_factor_pass": true, + "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": 89.580514, + "strategy_rank": 68.81972, + "production_rank": 75.739985, + "structural_overlay_pass": false, + "structural_overlay_score": 71.952986, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.16172, + "primary_prob": 25.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.74258, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.660721, + "range_504_ratio": 1.936188, + "range_factor_pass": false, + "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": 80.243572, + "strategy_rank": 71.959974, + "production_rank": 74.721174, + "structural_overlay_pass": false, + "structural_overlay_score": 70.985115, + "structural_overlay_rr": 1.840389, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.808002, + "primary_prob": 12.3, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.712003, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.925321, + "range_504_ratio": 2.522677, + "range_factor_pass": false, + "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": 96.887686, + "strategy_rank": 94.865915, + "production_rank": 95.539838, + "structural_overlay_pass": false, + "structural_overlay_score": 90.762847, + "structural_overlay_rr": 0.962734, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.892222, + "primary_prob": 35.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.338333, + "raw_level_count": 100, + "gate_level_count": 100, + "range_504_log": 1.375395, + "range_504_ratio": 3.95664, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.033013, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.864682, + "strategy_rank": 99.702848, + "production_rank": 99.756793, + "structural_overlay_pass": false, + "structural_overlay_score": 94.768953, + "structural_overlay_rr": 0.752051, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.905942, + "primary_prob": 26.91, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 6.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.858913, + "raw_level_count": 153, + "gate_level_count": 153, + "range_504_log": 3.675409, + "range_504_ratio": 39.464789, + "range_factor_pass": true, + "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": 91.610284, + "strategy_rank": 91.576592, + "production_rank": 91.587822, + "structural_overlay_pass": false, + "structural_overlay_score": 87.008431, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 2.002771, + "primary_prob": 28.43, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 20.0, + "primary_rejection_count": 15, + "primary_distance_atr": 3.004157, + "raw_level_count": 125, + "gate_level_count": 125, + "range_504_log": 1.242784, + "range_504_ratio": 3.465248, + "range_factor_pass": true, + "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": 92.828146, + "strategy_rank": 93.724642, + "production_rank": 93.42581, + "structural_overlay_pass": false, + "structural_overlay_score": 88.754519, + "structural_overlay_rr": 1.936479, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.641832, + "primary_prob": 34.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 57, + "primary_distance_atr": 2.462748, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 0.952472, + "range_504_ratio": 2.59211, + "range_factor_pass": false, + "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": 97.97023, + "strategy_rank": 97.647987, + "production_rank": 97.755401, + "structural_overlay_pass": false, + "structural_overlay_score": 92.867631, + "structural_overlay_rr": 1.751818, + "structural_overlay_sources": [ + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.12801, + "primary_prob": 23.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 3.192016, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 1.382335, + "range_504_ratio": 3.984192, + "range_factor_pass": true, + "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": 81.596752, + "strategy_rank": 75.417322, + "production_rank": 77.477132, + "structural_overlay_pass": false, + "structural_overlay_score": 73.603275, + "structural_overlay_rr": 0.979993, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.86804, + "primary_prob": 31.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.80206, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.586568, + "range_504_ratio": 1.797808, + "range_factor_pass": false, + "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": 80.784844, + "strategy_rank": 69.464371, + "production_rank": 73.237862, + "structural_overlay_pass": false, + "structural_overlay_score": 69.575969, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.766276, + "primary_prob": 47.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.649414, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.553439, + "range_504_ratio": 1.739225, + "range_factor_pass": false, + "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": 84.709066, + "strategy_rank": 65.207278, + "production_rank": 71.707874, + "structural_overlay_pass": false, + "structural_overlay_score": 68.12248, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.426145, + "primary_prob": 23.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.139217, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.570631, + "range_504_ratio": 1.769383, + "range_factor_pass": false, + "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": 96.61705, + "strategy_rank": 82.976065, + "production_rank": 87.52306, + "structural_overlay_pass": false, + "structural_overlay_score": 83.146907, + "structural_overlay_rr": 1.249133, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.843305, + "primary_prob": 38.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.264957, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.975593, + "range_504_ratio": 2.652741, + "range_factor_pass": false, + "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": 94.722598, + "strategy_rank": 87.601365, + "production_rank": 89.97511, + "structural_overlay_pass": false, + "structural_overlay_score": 85.476354, + "structural_overlay_rr": 1.221402, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.064505, + "primary_prob": 35.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.596757, + "raw_level_count": 99, + "gate_level_count": 99, + "range_504_log": 1.377319, + "range_504_ratio": 3.964258, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.046293, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.534506, + "strategy_rank": 93.432859, + "production_rank": 94.133408, + "structural_overlay_pass": false, + "structural_overlay_score": 89.426737, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.008367, + "primary_prob": 29.16, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.512551, + "raw_level_count": 110, + "gate_level_count": 110, + "range_504_log": 1.491409, + "range_504_ratio": 4.44335, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.953697, + "hold30_r": -1.0 + }, + { + "symbol": "IBM", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.738836, + "strategy_rank": 69.178724, + "production_rank": 75.032095, + "structural_overlay_pass": false, + "structural_overlay_score": 71.28049, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.265482, + "primary_prob": 25.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.898222, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.544549, + "range_504_ratio": 1.723831, + "range_factor_pass": false, + "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": 88.633288, + "strategy_rank": 90.383383, + "production_rank": 89.800018, + "structural_overlay_pass": false, + "structural_overlay_score": 85.310017, + "structural_overlay_rr": 1.782692, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.126782, + "primary_prob": 31.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.690173, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 1.168133, + "range_504_ratio": 3.215984, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.086479, + "hold30_r": -1.065102 + }, + { + "symbol": "KLAC", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.79161, + "strategy_rank": 81.18773, + "production_rank": 82.722357, + "structural_overlay_pass": false, + "structural_overlay_score": 78.586239, + "structural_overlay_rr": 1.110615, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.110615, + "primary_prob": 27.66, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 8.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.665923, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 1.06955, + "range_504_ratio": 2.914069, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.051985, + "hold30_r": -1.0 + }, + { + "symbol": "META", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.075778, + "strategy_rank": 93.528348, + "production_rank": 94.377492, + "structural_overlay_pass": false, + "structural_overlay_score": 89.658617, + "structural_overlay_rr": 1.277003, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.985206, + "primary_prob": 32.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.477809, + "raw_level_count": 98, + "gate_level_count": 98, + "range_504_log": 1.782312, + "range_504_ratio": 5.94358, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.934421, + "hold30_r": -3.356186 + }, + { + "symbol": "MSTR", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.052774, + "strategy_rank": 99.215484, + "production_rank": 99.161248, + "structural_overlay_pass": false, + "structural_overlay_score": 94.203185, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "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": 128, + "gate_level_count": 128, + "range_504_log": 2.713565, + "range_504_ratio": 15.082956, + "range_factor_pass": true, + "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": 93.098782, + "strategy_rank": 89.744046, + "production_rank": 90.862292, + "structural_overlay_pass": false, + "structural_overlay_score": 86.319177, + "structural_overlay_rr": 1.286067, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.270738, + "primary_prob": 37.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 76.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.906108, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 1.360772, + "range_504_ratio": 3.899201, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.213098, + "hold30_r": -1.86978 + }, + { + "symbol": "NOW", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.415426, + "strategy_rank": 77.668531, + "production_rank": 80.917496, + "structural_overlay_pass": false, + "structural_overlay_score": 76.871621, + "structural_overlay_rr": 1.571104, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.45538, + "primary_prob": 18.71, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.18307, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.883473, + "range_504_ratio": 2.419288, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.048934, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.428958, + "strategy_rank": 95.568692, + "production_rank": 96.18878, + "structural_overlay_pass": false, + "structural_overlay_score": 91.379341, + "structural_overlay_rr": 1.201034, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.871858, + "primary_prob": 49.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.307787, + "raw_level_count": 130, + "gate_level_count": 130, + "range_504_log": 2.198355, + "range_504_ratio": 9.010176, + "range_factor_pass": true, + "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": 89.309878, + "strategy_rank": 72.921773, + "production_rank": 78.384475, + "structural_overlay_pass": false, + "structural_overlay_score": 74.465251, + "structural_overlay_rr": 1.047152, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.11311, + "primary_prob": 30.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.669665, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.646533, + "range_504_ratio": 1.908911, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.073753, + "hold30_r": -1.0 + }, + { + "symbol": "ORLY", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.40866, + "strategy_rank": 62.908734, + "production_rank": 69.40871, + "structural_overlay_pass": false, + "structural_overlay_score": 65.938274, + "structural_overlay_rr": 1.504181, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.922827, + "primary_prob": 32.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.38424, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.730799, + "range_504_ratio": 2.076739, + "range_factor_pass": false, + "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": 90.663058, + "strategy_rank": 92.451995, + "production_rank": 91.855683, + "structural_overlay_pass": false, + "structural_overlay_score": 87.262899, + "structural_overlay_rr": 1.709776, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.63433, + "primary_prob": 18.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.451494, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 1.057912, + "range_504_ratio": 2.880351, + "range_factor_pass": true, + "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": 97.158322, + "strategy_rank": 97.565481, + "production_rank": 97.429762, + "structural_overlay_pass": false, + "structural_overlay_score": 92.558273, + "structural_overlay_rr": 1.499376, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.990785, + "primary_prob": 29.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.986178, + "raw_level_count": 115, + "gate_level_count": 115, + "range_504_log": 1.549455, + "range_504_ratio": 4.708904, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.027359, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.594046, + "strategy_rank": 99.675346, + "production_rank": 99.648246, + "structural_overlay_pass": false, + "structural_overlay_score": 94.665834, + "structural_overlay_rr": 1.647335, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.647335, + "primary_prob": 29.82, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.471002, + "raw_level_count": 135, + "gate_level_count": 135, + "range_504_log": 3.584366, + "range_504_ratio": 36.03049, + "range_factor_pass": true, + "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": 89.85115, + "strategy_rank": 77.875562, + "production_rank": 81.867425, + "structural_overlay_pass": false, + "structural_overlay_score": 77.774054, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.893004, + "primary_prob": 45.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.839506, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.713432, + "range_504_ratio": 2.040984, + "range_factor_pass": false, + "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": 97.699594, + "strategy_rank": 93.20753, + "production_rank": 94.704884, + "structural_overlay_pass": false, + "structural_overlay_score": 89.96964, + "structural_overlay_rr": 1.522502, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.840757, + "primary_prob": 45.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.261136, + "raw_level_count": 101, + "gate_level_count": 101, + "range_504_log": 1.417957, + "range_504_ratio": 4.128676, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.047286, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.32341, + "strategy_rank": 97.299666, + "production_rank": 97.974248, + "structural_overlay_pass": false, + "structural_overlay_score": 93.075535, + "structural_overlay_rr": 0.912081, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.912081, + "primary_prob": 47.18, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.368122, + "raw_level_count": 120, + "gate_level_count": 120, + "range_504_log": 2.412608, + "range_504_ratio": 11.163041, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.882016, + "hold30_r": -1.0 + }, + { + "symbol": "WDAY", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.190798, + "strategy_rank": 77.278903, + "production_rank": 78.582868, + "structural_overlay_pass": false, + "structural_overlay_score": 74.653725, + "structural_overlay_rr": 2.433616, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.45379, + "primary_prob": 20.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 81.0, + "primary_rejection_count": 26, + "primary_distance_atr": 3.680685, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.883053, + "range_504_ratio": 2.418272, + "range_factor_pass": false, + "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": 86.332882, + "strategy_rank": 85.412775, + "production_rank": 85.719477, + "structural_overlay_pass": false, + "structural_overlay_score": 81.433503, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.88336, + "primary_prob": 49.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.325041, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 0.846, + "range_504_ratio": 2.330306, + "range_factor_pass": false, + "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": 98.00995, + "strategy_rank": 95.554856, + "production_rank": 96.373221, + "structural_overlay_pass": false, + "structural_overlay_score": 91.55456, + "structural_overlay_rr": 1.598868, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "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": 88, + "gate_level_count": 88, + "range_504_log": 1.328974, + "range_504_ratio": 3.777166, + "range_factor_pass": true, + "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": 85.323383, + "strategy_rank": 88.981951, + "production_rank": 87.762429, + "structural_overlay_pass": false, + "structural_overlay_score": 83.374307, + "structural_overlay_rr": 1.547303, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.061008, + "primary_prob": 28.43, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.591512, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 1.104469, + "range_504_ratio": 3.017621, + "range_factor_pass": true, + "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": 93.781095, + "strategy_rank": 79.083491, + "production_rank": 83.982692, + "structural_overlay_pass": false, + "structural_overlay_score": 79.783557, + "structural_overlay_rr": 1.25329, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.783054, + "primary_prob": 26.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 71.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.674581, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.619385, + "range_504_ratio": 1.857785, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.078967, + "hold30_r": -1.0 + }, + { + "symbol": "AMD", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.154229, + "strategy_rank": 94.270243, + "production_rank": 94.231572, + "structural_overlay_pass": false, + "structural_overlay_score": 89.519993, + "structural_overlay_rr": 0.743852, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.743017, + "primary_prob": 47.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.114525, + "raw_level_count": 98, + "gate_level_count": 98, + "range_504_log": 1.426786, + "range_504_ratio": 4.165292, + "range_factor_pass": true, + "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": 99.004975, + "strategy_rank": 98.74517, + "production_rank": 98.831772, + "structural_overlay_pass": false, + "structural_overlay_score": 93.890183, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 4.767697, + "primary_prob": 23.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 77.0, + "primary_rejection_count": 19, + "primary_distance_atr": 7.151546, + "raw_level_count": 133, + "gate_level_count": 133, + "range_504_log": 2.116097, + "range_504_ratio": 8.298687, + "range_factor_pass": true, + "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": 89.179104, + "strategy_rank": 78.467557, + "production_rank": 82.038073, + "structural_overlay_pass": false, + "structural_overlay_score": 77.936169, + "structural_overlay_rr": 1.254954, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.787621, + "primary_prob": 39.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.181432, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.964803, + "range_504_ratio": 2.624271, + "range_factor_pass": false, + "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": 94.402985, + "strategy_rank": 91.020055, + "production_rank": 92.147698, + "structural_overlay_pass": false, + "structural_overlay_score": 87.540313, + "structural_overlay_rr": 1.346719, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.875095, + "primary_prob": 35.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.312642, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 1.242628, + "range_504_ratio": 3.464707, + "range_factor_pass": true, + "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": 82.711443, + "strategy_rank": 79.113891, + "production_rank": 80.313075, + "structural_overlay_pass": false, + "structural_overlay_score": 76.297421, + "structural_overlay_rr": 1.095703, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.012772, + "primary_prob": 35.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.519159, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 1.373031, + "range_504_ratio": 3.947298, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.950732, + "hold30_r": -1.0 + }, + { + "symbol": "BLDR", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.144279, + "strategy_rank": 93.839457, + "production_rank": 94.607731, + "structural_overlay_pass": false, + "structural_overlay_score": 89.877344, + "structural_overlay_rr": 1.191948, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.191948, + "primary_prob": 24.15, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.787921, + "raw_level_count": 112, + "gate_level_count": 112, + "range_504_log": 1.47926, + "range_504_ratio": 4.389695, + "range_factor_pass": true, + "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": 83.084577, + "strategy_rank": 60.020246, + "production_rank": 67.708356, + "structural_overlay_pass": false, + "structural_overlay_score": 64.322939, + "structural_overlay_rr": 0.900611, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.762428, + "primary_prob": 57.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.143642, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.470384, + "range_504_ratio": 1.600609, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.67078, + "hold30_r": -1.0 + }, + { + "symbol": "BRO", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.427861, + "strategy_rank": 68.182629, + "production_rank": 75.264373, + "structural_overlay_pass": false, + "structural_overlay_score": 71.501154, + "structural_overlay_rr": 0.716805, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.587435, + "primary_prob": 15.85, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.381152, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.510322, + "range_504_ratio": 1.665827, + "range_factor_pass": false, + "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": 92.164179, + "strategy_rank": 73.52237, + "production_rank": 79.736306, + "structural_overlay_pass": false, + "structural_overlay_score": 75.749491, + "structural_overlay_rr": 1.920967, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.453831, + "primary_prob": 20.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.180746, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.84793, + "range_504_ratio": 2.334809, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.073218, + "hold30_r": -1.0 + }, + { + "symbol": "CASY", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.691542, + "strategy_rank": 68.798224, + "production_rank": 74.762663, + "structural_overlay_pass": false, + "structural_overlay_score": 71.02453, + "structural_overlay_rr": 0.825522, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 11, + "rr": 0.798409, + "primary_prob": 36.18, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.197614, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.581273, + "range_504_ratio": 1.788313, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.065416, + "hold30_r": -1.0 + }, + { + "symbol": "CB", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.467662, + "strategy_rank": 57.511234, + "production_rank": 65.49671, + "structural_overlay_pass": false, + "structural_overlay_score": 62.221874, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.144903, + "primary_prob": 33.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.717355, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.405139, + "range_504_ratio": 1.499511, + "range_factor_pass": false, + "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": 90.671642, + "strategy_rank": 67.862209, + "production_rank": 75.465353, + "structural_overlay_pass": false, + "structural_overlay_score": 71.692085, + "structural_overlay_rr": 0.86668, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.712542, + "primary_prob": 15.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.568812, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.650649, + "range_504_ratio": 1.916785, + "range_factor_pass": false, + "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": 90.547264, + "strategy_rank": 69.710628, + "production_rank": 76.656173, + "structural_overlay_pass": false, + "structural_overlay_score": 72.823365, + "structural_overlay_rr": 1.07039, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.855255, + "primary_prob": 49.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.282883, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.92718, + "range_504_ratio": 2.527372, + "range_factor_pass": false, + "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": 80.597015, + "strategy_rank": 84.854635, + "production_rank": 83.435428, + "structural_overlay_pass": false, + "structural_overlay_score": 79.263657, + "structural_overlay_rr": 1.529234, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.027848, + "primary_prob": 29.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 56, + "primary_distance_atr": 3.041772, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 1.024549, + "range_504_ratio": 2.78584, + "range_factor_pass": true, + "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": 98.756219, + "strategy_rank": 98.794366, + "production_rank": 98.78165, + "structural_overlay_pass": false, + "structural_overlay_score": 93.842568, + "structural_overlay_rr": 1.150652, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.985157, + "primary_prob": 39.46, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 49.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.477736, + "raw_level_count": 133, + "gate_level_count": 133, + "range_504_log": 2.195568, + "range_504_ratio": 8.985103, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.018541, + "hold30_r": -1.0 + }, + { + "symbol": "COST", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.049751, + "strategy_rank": 70.218449, + "production_rank": 76.828883, + "structural_overlay_pass": false, + "structural_overlay_score": 72.987439, + "structural_overlay_rr": 0.740324, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.726068, + "primary_prob": 56.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 88.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.089102, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.660721, + "range_504_ratio": 1.936188, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.645444, + "hold30_r": 4.636556 + }, + { + "symbol": "CRWD", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.139303, + "strategy_rank": 95.205949, + "production_rank": 95.850401, + "structural_overlay_pass": false, + "structural_overlay_score": 91.057881, + "structural_overlay_rr": 1.249106, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.744729, + "primary_prob": 48.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.117093, + "raw_level_count": 100, + "gate_level_count": 100, + "range_504_log": 1.375395, + "range_504_ratio": 3.95664, + "range_factor_pass": true, + "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": 99.626866, + "strategy_rank": 99.552702, + "production_rank": 99.577423, + "structural_overlay_pass": false, + "structural_overlay_score": 94.598552, + "structural_overlay_rr": 0.834209, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.862684, + "primary_prob": 34.66, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.294026, + "raw_level_count": 154, + "gate_level_count": 154, + "range_504_log": 3.636102, + "range_504_ratio": 37.943662, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.021755, + "hold30_r": -1.0 + }, + { + "symbol": "DASH", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.905473, + "strategy_rank": 93.612243, + "production_rank": 93.709986, + "structural_overlay_pass": false, + "structural_overlay_score": 89.024487, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.582352, + "primary_prob": 34.74, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 20.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.373527, + "raw_level_count": 126, + "gate_level_count": 126, + "range_504_log": 1.242784, + "range_504_ratio": 3.465248, + "range_factor_pass": true, + "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": 92.661692, + "strategy_rank": 93.597675, + "production_rank": 93.285681, + "structural_overlay_pass": false, + "structural_overlay_score": 88.621397, + "structural_overlay_rr": 1.556659, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.903574, + "primary_prob": 30.74, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 56, + "primary_distance_atr": 2.855361, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 0.952472, + "range_504_ratio": 2.59211, + "range_factor_pass": false, + "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": 96.393035, + "strategy_rank": 94.758003, + "production_rank": 95.303013, + "structural_overlay_pass": false, + "structural_overlay_score": 90.537863, + "structural_overlay_rr": 1.581753, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.194373, + "primary_prob": 31.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.791559, + "raw_level_count": 103, + "gate_level_count": 103, + "range_504_log": 1.501915, + "range_504_ratio": 4.490279, + "range_factor_pass": true, + "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": 85.945274, + "strategy_rank": 81.303131, + "production_rank": 82.850512, + "structural_overlay_pass": false, + "structural_overlay_score": 78.707986, + "structural_overlay_rr": 1.257829, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.765257, + "primary_prob": 38.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.147886, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 1.028715, + "range_504_ratio": 2.797468, + "range_factor_pass": true, + "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": 86.19403, + "strategy_rank": 78.83458, + "production_rank": 81.28773, + "structural_overlay_pass": false, + "structural_overlay_score": 77.223344, + "structural_overlay_rr": 1.268986, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.172928, + "primary_prob": 27.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 3.259391, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.586568, + "range_504_ratio": 1.797808, + "range_factor_pass": false, + "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": 80.845771, + "strategy_rank": 70.884844, + "production_rank": 74.205153, + "structural_overlay_pass": false, + "structural_overlay_score": 70.494895, + "structural_overlay_rr": 1.050704, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.744594, + "primary_prob": 48.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.616891, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.575915, + "range_504_ratio": 1.778757, + "range_factor_pass": false, + "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": 95.149254, + "strategy_rank": 93.403485, + "production_rank": 93.985408, + "structural_overlay_pass": false, + "structural_overlay_score": 89.286138, + "structural_overlay_rr": 1.692979, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.692979, + "primary_prob": 14.07, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.539469, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.773897, + "range_504_ratio": 2.168199, + "range_factor_pass": false, + "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": 80.099502, + "strategy_rank": 62.583299, + "production_rank": 68.422034, + "structural_overlay_pass": false, + "structural_overlay_score": 65.000932, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.790523, + "primary_prob": 56.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 1.185784, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.570631, + "range_504_ratio": 1.769383, + "range_factor_pass": false, + "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": 96.890547, + "strategy_rank": 83.5678, + "production_rank": 88.008716, + "structural_overlay_pass": false, + "structural_overlay_score": 83.60828, + "structural_overlay_rr": 0.730383, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.759861, + "primary_prob": 44.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.139792, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 0.975593, + "range_504_ratio": 2.652741, + "range_factor_pass": false, + "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": 81.840796, + "strategy_rank": 65.253818, + "production_rank": 70.782811, + "structural_overlay_pass": false, + "structural_overlay_score": 67.24367, + "structural_overlay_rr": 0.904435, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.865642, + "primary_prob": 34.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.298464, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.591691, + "range_504_ratio": 1.807042, + "range_factor_pass": false, + "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": 94.900498, + "strategy_rank": 87.795113, + "production_rank": 90.163574, + "structural_overlay_pass": false, + "structural_overlay_score": 85.655395, + "structural_overlay_rr": 1.619673, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.817254, + "primary_prob": 42.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.225881, + "raw_level_count": 99, + "gate_level_count": 99, + "range_504_log": 1.377319, + "range_504_ratio": 3.964258, + "range_factor_pass": true, + "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": 91.666667, + "strategy_rank": 91.300662, + "production_rank": 91.422663, + "structural_overlay_pass": false, + "structural_overlay_score": 86.85153, + "structural_overlay_rr": 1.885404, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.832078, + "primary_prob": 36.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.248117, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 1.101778, + "range_504_ratio": 3.009511, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.802514, + "hold30_r": 0.339523 + }, + { + "symbol": "HII", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.338308, + "strategy_rank": 66.495377, + "production_rank": 71.776354, + "structural_overlay_pass": false, + "structural_overlay_score": 68.187536, + "structural_overlay_rr": 1.363651, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.443954, + "primary_prob": 20.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.165931, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.462963, + "range_504_ratio": 1.588775, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.094636, + "hold30_r": -1.0 + }, + { + "symbol": "HLT", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.58209, + "strategy_rank": 60.219621, + "production_rank": 68.007111, + "structural_overlay_pass": false, + "structural_overlay_score": 64.606755, + "structural_overlay_rr": 0.874667, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.874667, + "primary_prob": 33.64, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.312, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.688385, + "range_504_ratio": 1.990499, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.090321, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.915423, + "strategy_rank": 76.474791, + "production_rank": 81.621668, + "structural_overlay_pass": false, + "structural_overlay_score": 77.540585, + "structural_overlay_rr": 1.341956, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.822743, + "primary_prob": 38.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.234115, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.846196, + "range_504_ratio": 2.330764, + "range_factor_pass": false, + "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": 83.333333, + "strategy_rank": 72.067825, + "production_rank": 75.822994, + "structural_overlay_pass": false, + "structural_overlay_score": 72.031844, + "structural_overlay_rr": 1.325083, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.819426, + "primary_prob": 50.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.229139, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.806407, + "range_504_ratio": 2.239847, + "range_factor_pass": false, + "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": 89.676617, + "strategy_rank": 72.153284, + "production_rank": 77.994395, + "structural_overlay_pass": false, + "structural_overlay_score": 74.094676, + "structural_overlay_rr": 1.012192, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.640065, + "primary_prob": 17.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.460098, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.544549, + "range_504_ratio": 1.723831, + "range_factor_pass": false, + "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": 84.328358, + "strategy_rank": 72.503796, + "production_rank": 76.445317, + "structural_overlay_pass": false, + "structural_overlay_score": 72.623051, + "structural_overlay_rr": 1.083489, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.127051, + "primary_prob": 31.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.690576, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.640188, + "range_504_ratio": 1.896838, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.067634, + "hold30_r": -1.0 + }, + { + "symbol": "IT", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.960199, + "strategy_rank": 76.719782, + "production_rank": 78.799921, + "structural_overlay_pass": false, + "structural_overlay_score": 74.859925, + "structural_overlay_rr": 1.194465, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.194465, + "primary_prob": 24.68, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.791698, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.787393, + "range_504_ratio": 2.19766, + "range_factor_pass": false, + "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": 93.034826, + "strategy_rank": 92.705023, + "production_rank": 92.814957, + "structural_overlay_pass": false, + "structural_overlay_score": 88.17421, + "structural_overlay_rr": 0.804777, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.804777, + "primary_prob": 36.54, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.207166, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 1.168133, + "range_504_ratio": 3.215984, + "range_factor_pass": true, + "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": 87.810945, + "strategy_rank": 83.614064, + "production_rank": 85.013024, + "structural_overlay_pass": false, + "structural_overlay_score": 80.762373, + "structural_overlay_rr": 0.676214, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.753068, + "primary_prob": 41.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.129602, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 1.06955, + "range_504_ratio": 2.914069, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.04591, + "hold30_r": -1.0 + }, + { + "symbol": "LEN", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.089552, + "strategy_rank": 78.380801, + "production_rank": 79.617051, + "structural_overlay_pass": false, + "structural_overlay_score": 75.636199, + "structural_overlay_rr": 0.986771, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.986771, + "primary_prob": 29.81, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.480156, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 1.015112, + "range_504_ratio": 2.759674, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.092487, + "hold30_r": -1.040989 + }, + { + "symbol": "LII", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.646766, + "strategy_rank": 83.925441, + "production_rank": 87.832549, + "structural_overlay_pass": false, + "structural_overlay_score": 83.440922, + "structural_overlay_rr": 1.249613, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.309868, + "primary_prob": 21.36, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.964802, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 1.009376, + "range_504_ratio": 2.743888, + "range_factor_pass": true, + "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": 99.253731, + "strategy_rank": 99.365949, + "production_rank": 99.328543, + "structural_overlay_pass": false, + "structural_overlay_score": 94.362116, + "structural_overlay_rr": 0.813601, + "structural_overlay_sources": [ + "volume_profile" + ], + "structural_overlay_gate_level_count": 12, + "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": 130, + "gate_level_count": 130, + "range_504_log": 2.713565, + "range_504_ratio": 15.082956, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.010932, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.41791, + "strategy_rank": 89.153828, + "production_rank": 89.908522, + "structural_overlay_pass": false, + "structural_overlay_score": 85.413096, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.808977, + "primary_prob": 31.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.713466, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 1.36643, + "range_504_ratio": 3.921328, + "range_factor_pass": true, + "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": 91.169154, + "strategy_rank": 89.50079, + "production_rank": 90.056911, + "structural_overlay_pass": false, + "structural_overlay_score": 85.554066, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "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": 51, + "gate_level_count": 51, + "range_504_log": 0.660954, + "range_504_ratio": 1.936639, + "range_factor_pass": false, + "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": 98.258706, + "strategy_rank": 96.436181, + "production_rank": 97.04369, + "structural_overlay_pass": false, + "structural_overlay_score": 92.191505, + "structural_overlay_rr": 1.722233, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.371897, + "primary_prob": 21.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.057845, + "raw_level_count": 131, + "gate_level_count": 131, + "range_504_log": 2.198355, + "range_504_ratio": 9.010176, + "range_factor_pass": true, + "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": 86.940299, + "strategy_rank": 71.838358, + "production_rank": 76.872338, + "structural_overlay_pass": false, + "structural_overlay_score": 73.028721, + "structural_overlay_rr": 1.887923, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.955556, + "primary_prob": 14.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.933333, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.646533, + "range_504_ratio": 1.908911, + "range_factor_pass": false, + "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": 84.079602, + "strategy_rank": 69.761429, + "production_rank": 74.534153, + "structural_overlay_pass": false, + "structural_overlay_score": 70.807445, + "structural_overlay_rr": 0.8679, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.030677, + "primary_prob": 48.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.546015, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.632859, + "range_504_ratio": 1.882986, + "range_factor_pass": false, + "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": 80.348259, + "strategy_rank": 85.201597, + "production_rank": 83.583818, + "structural_overlay_pass": false, + "structural_overlay_score": 79.404627, + "structural_overlay_rr": 1.683715, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.622507, + "primary_prob": 33.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 90.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.433761, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 1.057912, + "range_504_ratio": 2.880351, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.582609, + "hold30_r": 3.621721 + }, + { + "symbol": "PHM", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.651741, + "strategy_rank": 86.392695, + "production_rank": 89.145711, + "structural_overlay_pass": false, + "structural_overlay_score": 84.688425, + "structural_overlay_rr": 0.995184, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.051156, + "primary_prob": 27.91, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.576734, + "raw_level_count": 95, + "gate_level_count": 95, + "range_504_log": 1.240137, + "range_504_ratio": 3.456086, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.244191, + "hold30_r": -1.192423 + }, + { + "symbol": "PLTR", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.636816, + "strategy_rank": 97.936342, + "production_rank": 97.8365, + "structural_overlay_pass": false, + "structural_overlay_score": 92.944675, + "structural_overlay_rr": 1.560095, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.666215, + "primary_prob": 33.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 97.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.499322, + "raw_level_count": 114, + "gate_level_count": 114, + "range_504_log": 1.549455, + "range_504_ratio": 4.708904, + "range_factor_pass": true, + "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": 88.308458, + "strategy_rank": 85.748923, + "production_rank": 86.602101, + "structural_overlay_pass": false, + "structural_overlay_score": 82.271996, + "structural_overlay_rr": 2.436773, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.962681, + "primary_prob": 44.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 69.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.444021, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.848118, + "range_504_ratio": 2.335247, + "range_factor_pass": false, + "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": 87.562189, + "strategy_rank": 61.405195, + "production_rank": 70.124193, + "structural_overlay_pass": false, + "structural_overlay_score": 66.617983, + "structural_overlay_rr": 0.668984, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.723149, + "primary_prob": 42.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.084724, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.57944, + "range_504_ratio": 1.785039, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.598398, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.875622, + "strategy_rank": 99.875714, + "production_rank": 99.875684, + "structural_overlay_pass": false, + "structural_overlay_score": 94.881899, + "structural_overlay_rr": 1.004997, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.970438, + "primary_prob": 33.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.455657, + "raw_level_count": 136, + "gate_level_count": 136, + "range_504_log": 3.584366, + "range_504_ratio": 36.03049, + "range_factor_pass": true, + "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": 88.557214, + "strategy_rank": 77.88335, + "production_rank": 81.441305, + "structural_overlay_pass": false, + "structural_overlay_score": 77.369239, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.84601, + "primary_prob": 69.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 66, + "primary_distance_atr": 1.269014, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.713432, + "range_504_ratio": 2.040984, + "range_factor_pass": false, + "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": 97.38806, + "strategy_rank": 93.25849, + "production_rank": 94.635014, + "structural_overlay_pass": false, + "structural_overlay_score": 89.903263, + "structural_overlay_rr": 0.750808, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.393643, + "primary_prob": 20.76, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 7.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.090464, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 1.417957, + "range_504_ratio": 4.128676, + "range_factor_pass": true, + "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": 87.313433, + "strategy_rank": 72.360098, + "production_rank": 77.344543, + "structural_overlay_pass": false, + "structural_overlay_score": 73.477316, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.683716, + "primary_prob": 44.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.025575, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.505535, + "range_504_ratio": 1.657872, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.07616, + "hold30_r": -1.0 + }, + { + "symbol": "WM", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.074627, + "strategy_rank": 60.780527, + "production_rank": 68.87856, + "structural_overlay_pass": false, + "structural_overlay_score": 65.434632, + "structural_overlay_rr": 1.796762, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.699405, + "primary_prob": 52.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.049108, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.434814, + "range_504_ratio": 1.544676, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.5769, + "hold30_r": 1.038984 + }, + { + "symbol": "HOOD", + "date": "2024-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.332956, + "strategy_rank": 86.855166, + "production_rank": 85.347763, + "structural_overlay_pass": false, + "structural_overlay_score": 81.080375, + "structural_overlay_rr": 1.130191, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.130774, + "primary_prob": 42.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.696161, + "raw_level_count": 103, + "gate_level_count": 103, + "range_504_log": 1.104469, + "range_504_ratio": 3.017621, + "range_factor_pass": true, + "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": 80.747452, + "strategy_rank": 69.679924, + "production_rank": 73.3691, + "structural_overlay_pass": false, + "structural_overlay_score": 69.700645, + "structural_overlay_rr": 0.871456, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.28314, + "primary_prob": 23.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.92471, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.839191, + "range_504_ratio": 2.314495, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.214293, + "hold30_r": 5.118788 + }, + { + "symbol": "AIG", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.238958, + "strategy_rank": 61.040664, + "production_rank": 68.440095, + "structural_overlay_pass": false, + "structural_overlay_score": 65.018091, + "structural_overlay_rr": 1.002388, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.895389, + "primary_prob": 37.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.343083, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.547592, + "range_504_ratio": 1.729085, + "range_factor_pass": false, + "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": 93.771234, + "strategy_rank": 79.608297, + "production_rank": 84.329276, + "structural_overlay_pass": false, + "structural_overlay_score": 80.112812, + "structural_overlay_rr": 1.181685, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.837054, + "primary_prob": 31.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.755581, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.619385, + "range_504_ratio": 1.857785, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.764032, + "hold30_r": -1.0 + }, + { + "symbol": "ALL", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.99547, + "strategy_rank": 67.786231, + "production_rank": 74.522644, + "structural_overlay_pass": false, + "structural_overlay_score": 70.796512, + "structural_overlay_rr": 1.722652, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.775647, + "primary_prob": 39.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.163471, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.55147, + "range_504_ratio": 1.735803, + "range_factor_pass": false, + "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": 91.732729, + "strategy_rank": 92.690926, + "production_rank": 92.371527, + "structural_overlay_pass": false, + "structural_overlay_score": 87.752951, + "structural_overlay_rr": 1.76081, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.701259, + "primary_prob": 52.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.051889, + "raw_level_count": 98, + "gate_level_count": 98, + "range_504_log": 1.426786, + "range_504_ratio": 4.165292, + "range_factor_pass": true, + "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": 85.390713, + "strategy_rank": 87.304503, + "production_rank": 86.666573, + "structural_overlay_pass": false, + "structural_overlay_score": 82.333244, + "structural_overlay_rr": 1.817027, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.190246, + "primary_prob": 29.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.785369, + "raw_level_count": 106, + "gate_level_count": 106, + "range_504_log": 1.239336, + "range_504_ratio": 3.453321, + "range_factor_pass": true, + "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": 90.260476, + "strategy_rank": 78.977147, + "production_rank": 82.738257, + "structural_overlay_pass": false, + "structural_overlay_score": 78.601344, + "structural_overlay_rr": 1.506341, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.132431, + "primary_prob": 30.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.698647, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.943109, + "range_504_ratio": 2.567953, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.083121, + "hold30_r": 1.206667 + }, + { + "symbol": "APP", + "date": "2024-04-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.980747, + "strategy_rank": 98.711551, + "production_rank": 98.801283, + "structural_overlay_pass": false, + "structural_overlay_score": 93.861219, + "structural_overlay_rr": 0.825238, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 4.375239, + "primary_prob": 24.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 74.0, + "primary_rejection_count": 19, + "primary_distance_atr": 6.562858, + "raw_level_count": 133, + "gate_level_count": 133, + "range_504_log": 2.163725, + "range_504_ratio": 8.703501, + "range_factor_pass": true, + "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": 84.597961, + "strategy_rank": 74.8781, + "production_rank": 78.118054, + "structural_overlay_pass": false, + "structural_overlay_score": 74.212151, + "structural_overlay_rr": 0.843586, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.101178, + "primary_prob": 32.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.651766, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.964803, + "range_504_ratio": 2.624271, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.042973, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.95923, + "strategy_rank": 89.805508, + "production_rank": 90.523415, + "structural_overlay_pass": false, + "structural_overlay_score": 85.997245, + "structural_overlay_rr": 0.886729, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.842756, + "primary_prob": 52.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.264134, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 1.242628, + "range_504_ratio": 3.464707, + "range_factor_pass": true, + "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": 94.677237, + "strategy_rank": 93.060988, + "production_rank": 93.599737, + "structural_overlay_pass": false, + "structural_overlay_score": 88.919751, + "structural_overlay_rr": 1.576005, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.301803, + "primary_prob": 26.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.952705, + "raw_level_count": 112, + "gate_level_count": 112, + "range_504_log": 1.47926, + "range_504_ratio": 4.389695, + "range_factor_pass": true, + "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": 87.542469, + "strategy_rank": 67.773528, + "production_rank": 74.363175, + "structural_overlay_pass": false, + "structural_overlay_score": 70.645016, + "structural_overlay_rr": 0.707349, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.883975, + "primary_prob": 52.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.325963, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.510322, + "range_504_ratio": 1.665827, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.797432, + "hold30_r": 3.941459 + }, + { + "symbol": "CAH", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.694224, + "strategy_rank": 72.96634, + "production_rank": 78.542302, + "structural_overlay_pass": false, + "structural_overlay_score": 74.615187, + "structural_overlay_rr": 1.238954, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.882435, + "primary_prob": 31.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.823653, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.84793, + "range_504_ratio": 2.334809, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.071775, + "hold30_r": -1.0 + }, + { + "symbol": "CBOE", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.713477, + "strategy_rank": 68.708002, + "production_rank": 76.04316, + "structural_overlay_pass": false, + "structural_overlay_score": 72.241002, + "structural_overlay_rr": 1.30934, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.063893, + "primary_prob": 47.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 1.595839, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.650649, + "range_504_ratio": 1.916785, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.998051, + "hold30_r": 0.750597 + }, + { + "symbol": "CI", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.426954, + "strategy_rank": 80.234493, + "production_rank": 80.63198, + "structural_overlay_pass": false, + "structural_overlay_score": 76.600381, + "structural_overlay_rr": 1.327277, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.267349, + "primary_prob": 26.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.901023, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.420744, + "range_504_ratio": 1.523094, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.171485, + "hold30_r": -1.034431 + }, + { + "symbol": "COIN", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.754247, + "strategy_rank": 98.755932, + "production_rank": 98.75537, + "structural_overlay_pass": false, + "structural_overlay_score": 93.817602, + "structural_overlay_rr": 0.955264, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.694133, + "primary_prob": 32.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.5412, + "raw_level_count": 134, + "gate_level_count": 134, + "range_504_log": 2.195568, + "range_504_ratio": 8.985103, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.018737, + "hold30_r": -1.0 + }, + { + "symbol": "COST", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.843715, + "strategy_rank": 67.159371, + "production_rank": 73.387486, + "structural_overlay_pass": false, + "structural_overlay_score": 69.718111, + "structural_overlay_rr": 1.188086, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.245286, + "primary_prob": 23.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.867929, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.660721, + "range_504_ratio": 1.936188, + "range_factor_pass": false, + "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": 91.166478, + "strategy_rank": 78.529049, + "production_rank": 82.741525, + "structural_overlay_pass": false, + "structural_overlay_score": 78.604449, + "structural_overlay_rr": 0.958918, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.64532, + "primary_prob": 17.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.46798, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 1.036278, + "range_504_ratio": 2.818706, + "range_factor_pass": true, + "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": 81.653454, + "strategy_rank": 75.08301, + "production_rank": 77.273158, + "structural_overlay_pass": false, + "structural_overlay_score": 73.4095, + "structural_overlay_rr": 1.062508, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.067592, + "primary_prob": 47.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.601388, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.925321, + "range_504_ratio": 2.522677, + "range_factor_pass": false, + "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": 96.828992, + "strategy_rank": 94.702504, + "production_rank": 95.411333, + "structural_overlay_pass": false, + "structural_overlay_score": 90.640767, + "structural_overlay_rr": 1.773733, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.018702, + "primary_prob": 40.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 59.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.528053, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 1.375395, + "range_504_ratio": 3.95664, + "range_factor_pass": true, + "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": 99.660249, + "strategy_rank": 99.593065, + "production_rank": 99.61546, + "structural_overlay_pass": false, + "structural_overlay_score": 94.634687, + "structural_overlay_rr": 1.560802, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.763937, + "primary_prob": 40.5, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 16.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.145905, + "raw_level_count": 155, + "gate_level_count": 155, + "range_504_log": 3.471441, + "range_504_ratio": 32.183099, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.74418, + "hold30_r": 4.498008 + }, + { + "symbol": "DASH", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.903737, + "strategy_rank": 94.098907, + "production_rank": 94.367184, + "structural_overlay_pass": false, + "structural_overlay_score": 89.648825, + "structural_overlay_rr": 0.738439, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.739088, + "primary_prob": 43.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.108632, + "raw_level_count": 127, + "gate_level_count": 127, + "range_504_log": 1.242784, + "range_504_ratio": 3.465248, + "range_factor_pass": true, + "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": 92.298981, + "strategy_rank": 93.22259, + "production_rank": 92.91472, + "structural_overlay_pass": false, + "structural_overlay_score": 88.268984, + "structural_overlay_rr": 1.709464, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.836896, + "primary_prob": 36.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 4.255345, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 0.861611, + "range_504_ratio": 2.366971, + "range_factor_pass": false, + "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": 95.92299, + "strategy_rank": 94.880027, + "production_rank": 95.227682, + "structural_overlay_pass": false, + "structural_overlay_score": 90.466298, + "structural_overlay_rr": 1.626768, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.754424, + "primary_prob": 24.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.631636, + "raw_level_count": 104, + "gate_level_count": 104, + "range_504_log": 1.501915, + "range_504_ratio": 4.490279, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.715032, + "hold30_r": 5.28504 + }, + { + "symbol": "DELL", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.074745, + "strategy_rank": 98.009706, + "production_rank": 98.031386, + "structural_overlay_pass": false, + "structural_overlay_score": 93.129816, + "structural_overlay_rr": 1.518775, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "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": 94, + "gate_level_count": 94, + "range_504_log": 1.42051, + "range_504_ratio": 4.139231, + "range_factor_pass": true, + "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": 83.012458, + "strategy_rank": 80.735552, + "production_rank": 81.494521, + "structural_overlay_pass": false, + "structural_overlay_score": 77.419795, + "structural_overlay_rr": 0.906293, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.527457, + "primary_prob": 19.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.291186, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 1.028715, + "range_504_ratio": 2.797468, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.049664, + "hold30_r": -1.0 + }, + { + "symbol": "DPZ", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.294451, + "strategy_rank": 68.21288, + "production_rank": 72.24007, + "structural_overlay_pass": false, + "structural_overlay_score": 68.628067, + "structural_overlay_rr": 0.874778, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.56397, + "primary_prob": 51.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.345955, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.575915, + "range_504_ratio": 1.778757, + "range_factor_pass": false, + "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": 95.243488, + "strategy_rank": 88.485549, + "production_rank": 90.738195, + "structural_overlay_pass": false, + "structural_overlay_score": 86.201285, + "structural_overlay_rr": 1.850392, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.422667, + "primary_prob": 32.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 67.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.134, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.773897, + "range_504_ratio": 2.168199, + "range_factor_pass": false, + "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": 96.602492, + "strategy_rank": 85.682623, + "production_rank": 89.322579, + "structural_overlay_pass": false, + "structural_overlay_score": 84.85645, + "structural_overlay_rr": 1.475974, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.89297, + "primary_prob": 48.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.339454, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 1.351641, + "range_504_ratio": 3.86376, + "range_factor_pass": true, + "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": 96.14949, + "strategy_rank": 83.843538, + "production_rank": 87.945522, + "structural_overlay_pass": false, + "structural_overlay_score": 83.548246, + "structural_overlay_rr": 2.228947, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.500167, + "primary_prob": 22.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.25025, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 0.975593, + "range_504_ratio": 2.652741, + "range_factor_pass": false, + "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": 92.525481, + "strategy_rank": 77.992189, + "production_rank": 82.83662, + "structural_overlay_pass": false, + "structural_overlay_score": 78.694789, + "structural_overlay_rr": 1.229914, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.786505, + "primary_prob": 37.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.179758, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.995426, + "range_504_ratio": 2.705877, + "range_factor_pass": false, + "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": 80.973952, + "strategy_rank": 68.823819, + "production_rank": 72.873863, + "structural_overlay_pass": false, + "structural_overlay_score": 69.23017, + "structural_overlay_rr": 2.194151, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.786896, + "primary_prob": 22.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.680345, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.591691, + "range_504_ratio": 1.807042, + "range_factor_pass": false, + "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": 92.865232, + "strategy_rank": 86.888413, + "production_rank": 88.880686, + "structural_overlay_pass": false, + "structural_overlay_score": 84.436652, + "structural_overlay_rr": 1.605129, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.798903, + "primary_prob": 46.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.198354, + "raw_level_count": 101, + "gate_level_count": 101, + "range_504_log": 1.377319, + "range_504_ratio": 3.964258, + "range_factor_pass": true, + "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": 96.375991, + "strategy_rank": 94.588335, + "production_rank": 95.18422, + "structural_overlay_pass": false, + "structural_overlay_score": 90.425009, + "structural_overlay_rr": 1.567067, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.898102, + "primary_prob": 37.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.347152, + "raw_level_count": 111, + "gate_level_count": 111, + "range_504_log": 1.508921, + "range_504_ratio": 4.521851, + "range_factor_pass": true, + "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": 93.997735, + "strategy_rank": 93.025021, + "production_rank": 93.349259, + "structural_overlay_pass": false, + "structural_overlay_score": 88.681796, + "structural_overlay_rr": 1.762643, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.082931, + "primary_prob": 28.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.624397, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 1.101778, + "range_504_ratio": 3.009511, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.050938, + "hold30_r": 1.313823 + }, + { + "symbol": "GRMN", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.202718, + "strategy_rank": 74.638295, + "production_rank": 78.826436, + "structural_overlay_pass": false, + "structural_overlay_score": 74.885114, + "structural_overlay_rr": 0.679819, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.706752, + "primary_prob": 59.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.060128, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.671974, + "range_504_ratio": 1.958099, + "range_factor_pass": false, + "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": 81.879955, + "strategy_rank": 65.636149, + "production_rank": 71.050751, + "structural_overlay_pass": false, + "structural_overlay_score": 67.498213, + "structural_overlay_rr": 1.188906, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.976484, + "primary_prob": 16.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.964726, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.853499, + "range_504_ratio": 2.347848, + "range_factor_pass": false, + "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": 86.070215, + "strategy_rank": 61.399094, + "production_rank": 69.622801, + "structural_overlay_pass": false, + "structural_overlay_score": 66.141661, + "structural_overlay_rr": 0.983314, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.065513, + "primary_prob": 34.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.59827, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.543871, + "range_504_ratio": 1.722663, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.979413, + "hold30_r": -1.0 + }, + { + "symbol": "HLT", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.691959, + "strategy_rank": 60.376931, + "production_rank": 68.148607, + "structural_overlay_pass": false, + "structural_overlay_score": 64.741177, + "structural_overlay_rr": 1.418384, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.826193, + "primary_prob": 44.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.23929, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.688385, + "range_504_ratio": 1.990499, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.745115, + "hold30_r": -1.0 + }, + { + "symbol": "HUBB", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.318233, + "strategy_rank": 79.020621, + "production_rank": 83.786492, + "structural_overlay_pass": false, + "structural_overlay_score": 79.597167, + "structural_overlay_rr": 1.308829, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.296548, + "primary_prob": 23.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.944822, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.925845, + "range_504_ratio": 2.524, + "range_factor_pass": false, + "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": 84.824462, + "strategy_rank": 72.094147, + "production_rank": 76.337585, + "structural_overlay_pass": false, + "structural_overlay_score": 72.520706, + "structural_overlay_rr": 1.653971, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.225667, + "primary_prob": 29.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.838501, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.846196, + "range_504_ratio": 2.330764, + "range_factor_pass": false, + "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": 89.354473, + "strategy_rank": 73.168199, + "production_rank": 78.563624, + "structural_overlay_pass": false, + "structural_overlay_score": 74.635443, + "structural_overlay_rr": 0.997927, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.343742, + "primary_prob": 40.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.015613, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.544549, + "range_504_ratio": 1.723831, + "range_factor_pass": false, + "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": 82.559456, + "strategy_rank": 65.773581, + "production_rank": 71.368873, + "structural_overlay_pass": false, + "structural_overlay_score": 67.800429, + "structural_overlay_rr": 1.332901, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.111465, + "primary_prob": 30.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.667197, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.895275, + "range_504_ratio": 2.448008, + "range_factor_pass": false, + "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": 90.939977, + "strategy_rank": 91.256631, + "production_rank": 91.15108, + "structural_overlay_pass": false, + "structural_overlay_score": 86.593526, + "structural_overlay_rr": 1.31903, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.189736, + "primary_prob": 31.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.784605, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 1.168133, + "range_504_ratio": 3.215984, + "range_factor_pass": true, + "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": 86.523216, + "strategy_rank": 62.426454, + "production_rank": 70.458708, + "structural_overlay_pass": false, + "structural_overlay_score": 66.935773, + "structural_overlay_rr": 1.404969, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.073398, + "primary_prob": 32.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.610098, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.685117, + "range_504_ratio": 1.984005, + "range_factor_pass": false, + "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": 90.486976, + "strategy_rank": 83.1605, + "production_rank": 85.602659, + "structural_overlay_pass": false, + "structural_overlay_score": 81.322526, + "structural_overlay_rr": 1.193522, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.135115, + "primary_prob": 29.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.702673, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.9072, + "range_504_ratio": 2.477376, + "range_factor_pass": false, + "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": 86.749717, + "strategy_rank": 83.081059, + "production_rank": 84.303945, + "structural_overlay_pass": false, + "structural_overlay_score": 80.088748, + "structural_overlay_rr": 1.688638, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.912538, + "primary_prob": 37.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.368807, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 1.06955, + "range_504_ratio": 2.914069, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.048253, + "hold30_r": -1.0 + }, + { + "symbol": "LDOS", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.200453, + "strategy_rank": 60.763654, + "production_rank": 67.57592, + "structural_overlay_pass": false, + "structural_overlay_score": 64.197124, + "structural_overlay_rr": 1.611777, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.621021, + "primary_prob": 24.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.431531, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.540671, + "range_504_ratio": 1.717159, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.531278, + "hold30_r": 9.072091 + }, + { + "symbol": "LII", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.224236, + "strategy_rank": 83.814913, + "production_rank": 87.284687, + "structural_overlay_pass": false, + "structural_overlay_score": 82.920453, + "structural_overlay_rr": 1.67654, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.732559, + "primary_prob": 13.44, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.598838, + "raw_level_count": 86, + "gate_level_count": 86, + "range_504_log": 1.009376, + "range_504_ratio": 2.743888, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.053424, + "hold30_r": -1.0 + }, + { + "symbol": "LLY", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.055493, + "strategy_rank": 86.135012, + "production_rank": 89.775172, + "structural_overlay_pass": false, + "structural_overlay_score": 85.286413, + "structural_overlay_rr": 1.521442, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.056136, + "primary_prob": 39.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.584204, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 1.062183, + "range_504_ratio": 2.892678, + "range_factor_pass": true, + "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": 88.901472, + "strategy_rank": 84.925506, + "production_rank": 86.250828, + "structural_overlay_pass": false, + "structural_overlay_score": 81.938287, + "structural_overlay_rr": 1.182919, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.920955, + "primary_prob": 36.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.381432, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 1.21268, + "range_504_ratio": 3.362483, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.048491, + "hold30_r": -1.0 + }, + { + "symbol": "MAS", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.06795, + "strategy_rank": 72.518817, + "production_rank": 75.035194, + "structural_overlay_pass": false, + "structural_overlay_score": 71.283435, + "structural_overlay_rr": 1.689855, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.19023, + "primary_prob": 32.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.785345, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.623192, + "range_504_ratio": 1.864871, + "range_factor_pass": false, + "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": 93.544734, + "strategy_rank": 68.829679, + "production_rank": 77.068031, + "structural_overlay_pass": false, + "structural_overlay_score": 73.214629, + "structural_overlay_rr": 1.24909, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.13677, + "primary_prob": 37.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.705155, + "raw_level_count": 93, + "gate_level_count": 93, + "range_504_log": 0.597703, + "range_504_ratio": 1.817938, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.052861, + "hold30_r": 3.025782 + }, + { + "symbol": "META", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.469989, + "strategy_rank": 93.412983, + "production_rank": 94.098652, + "structural_overlay_pass": false, + "structural_overlay_score": 89.393719, + "structural_overlay_rr": 0.943814, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.943814, + "primary_prob": 31.35, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.415721, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 1.797325, + "range_504_ratio": 6.033487, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.049325, + "hold30_r": -1.0 + }, + { + "symbol": "MLM", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.619479, + "strategy_rank": 74.212553, + "production_rank": 80.014862, + "structural_overlay_pass": false, + "structural_overlay_score": 76.014119, + "structural_overlay_rr": 0.792963, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.425541, + "primary_prob": 18.9, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.138311, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.787966, + "range_504_ratio": 2.198919, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.069897, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.561721, + "strategy_rank": 78.667388, + "production_rank": 81.965499, + "structural_overlay_pass": false, + "structural_overlay_score": 77.867224, + "structural_overlay_rr": 1.606973, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.093556, + "primary_prob": 42.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.640334, + "raw_level_count": 109, + "gate_level_count": 109, + "range_504_log": 1.046835, + "range_504_ratio": 2.848621, + "range_factor_pass": true, + "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": 99.433749, + "strategy_rank": 99.502158, + "production_rank": 99.479355, + "structural_overlay_pass": false, + "structural_overlay_score": 94.505387, + "structural_overlay_rr": 0.706859, + "structural_overlay_sources": [ + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "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": 132, + "gate_level_count": 132, + "range_504_log": 2.713565, + "range_504_ratio": 15.082956, + "range_factor_pass": true, + "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": 93.091733, + "strategy_rank": 90.124754, + "production_rank": 91.113747, + "structural_overlay_pass": false, + "structural_overlay_score": 86.55806, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "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": 97, + "gate_level_count": 97, + "range_504_log": 1.367996, + "range_504_ratio": 3.927474, + "range_factor_pass": true, + "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": 86.976217, + "strategy_rank": 86.790906, + "production_rank": 86.852676, + "structural_overlay_pass": false, + "structural_overlay_score": 82.510043, + "structural_overlay_rr": 1.542564, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.694002, + "primary_prob": 48.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.041004, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.660954, + "range_504_ratio": 1.936639, + "range_factor_pass": false, + "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": 98.301246, + "strategy_rank": 96.61245, + "production_rank": 97.175382, + "structural_overlay_pass": false, + "structural_overlay_score": 92.316613, + "structural_overlay_rr": 1.692321, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.803718, + "primary_prob": 36.98, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 6.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.205577, + "raw_level_count": 133, + "gate_level_count": 133, + "range_504_log": 2.198355, + "range_504_ratio": 9.010176, + "range_factor_pass": true, + "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": 86.296716, + "strategy_rank": 71.873315, + "production_rank": 76.681116, + "structural_overlay_pass": false, + "structural_overlay_score": 72.84706, + "structural_overlay_rr": 1.081568, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.759868, + "primary_prob": 56.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 96.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.139802, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.646533, + "range_504_ratio": 1.908911, + "range_factor_pass": false, + "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": 82.785957, + "strategy_rank": 69.280497, + "production_rank": 73.782317, + "structural_overlay_pass": false, + "structural_overlay_score": 70.093201, + "structural_overlay_rr": 1.53823, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.57059, + "primary_prob": 35.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.355885, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.632859, + "range_504_ratio": 1.882986, + "range_factor_pass": false, + "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": 82.106455, + "strategy_rank": 86.426041, + "production_rank": 84.986179, + "structural_overlay_pass": false, + "structural_overlay_score": 80.73687, + "structural_overlay_rr": 1.535454, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.936156, + "primary_prob": 49.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 90.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.404234, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 1.057912, + "range_504_ratio": 2.880351, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.891949, + "hold30_r": 3.367627 + }, + { + "symbol": "PCAR", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.467724, + "strategy_rank": 66.855141, + "production_rank": 74.392668, + "structural_overlay_pass": false, + "structural_overlay_score": 70.673035, + "structural_overlay_rr": 1.28776, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.28776, + "primary_prob": 26.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.93164, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.89403, + "range_504_ratio": 2.444964, + "range_factor_pass": false, + "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": 91.392978, + "strategy_rank": 72.02469, + "production_rank": 78.480786, + "structural_overlay_pass": false, + "structural_overlay_score": 74.556747, + "structural_overlay_rr": 1.50702, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.76222, + "primary_prob": 42.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.14333, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.690982, + "range_504_ratio": 1.995675, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.688531, + "hold30_r": 0.001807 + }, + { + "symbol": "PH", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.371461, + "strategy_rank": 73.569606, + "production_rank": 77.170224, + "structural_overlay_pass": false, + "structural_overlay_score": 73.311713, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.706705, + "primary_prob": 44.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.060057, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.905909, + "range_504_ratio": 2.474179, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.632279, + "hold30_r": -1.0 + }, + { + "symbol": "PHM", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.450736, + "strategy_rank": 87.118897, + "production_rank": 89.562844, + "structural_overlay_pass": false, + "structural_overlay_score": 85.084702, + "structural_overlay_rr": 0.911543, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.482959, + "primary_prob": 19.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.224439, + "raw_level_count": 95, + "gate_level_count": 95, + "range_504_log": 1.240137, + "range_504_ratio": 3.456086, + "range_factor_pass": true, + "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": 97.281993, + "strategy_rank": 97.657711, + "production_rank": 97.532472, + "structural_overlay_pass": false, + "structural_overlay_score": 92.655848, + "structural_overlay_rr": 1.963569, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.084186, + "primary_prob": 27.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 97.0, + "primary_rejection_count": 30, + "primary_distance_atr": 3.126279, + "raw_level_count": 114, + "gate_level_count": 114, + "range_504_log": 1.549455, + "range_504_ratio": 4.708904, + "range_factor_pass": true, + "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": 89.127973, + "strategy_rank": 74.12577, + "production_rank": 79.126505, + "structural_overlay_pass": false, + "structural_overlay_score": 75.170179, + "structural_overlay_rr": 2.153859, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.608776, + "primary_prob": 16.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.413164, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.85518, + "range_504_ratio": 2.351797, + "range_factor_pass": false, + "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": 95.696489, + "strategy_rank": 90.358456, + "production_rank": 92.1378, + "structural_overlay_pass": false, + "structural_overlay_score": 87.53091, + "structural_overlay_rr": 0.93196, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.270088, + "primary_prob": 23.47, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 7.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.905132, + "raw_level_count": 112, + "gate_level_count": 112, + "range_504_log": 1.516826, + "range_504_ratio": 4.557736, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.228723, + "hold30_r": 3.363142 + }, + { + "symbol": "RL", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.164213, + "strategy_rank": 83.6623, + "production_rank": 84.162937, + "structural_overlay_pass": false, + "structural_overlay_score": 79.954791, + "structural_overlay_rr": 2.41408, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "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": 61, + "gate_level_count": 61, + "range_504_log": 0.848118, + "range_504_ratio": 2.335247, + "range_factor_pass": false, + "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": 87.315968, + "strategy_rank": 61.188822, + "production_rank": 69.89787, + "structural_overlay_pass": false, + "structural_overlay_score": 66.402977, + "structural_overlay_rr": 0.844342, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.89332, + "primary_prob": 40.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.339979, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.57944, + "range_504_ratio": 1.785039, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.770338, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.88675, + "strategy_rank": 99.886903, + "production_rank": 99.886852, + "structural_overlay_pass": false, + "structural_overlay_score": 94.892509, + "structural_overlay_rr": 1.578017, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.961842, + "primary_prob": 35.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.442764, + "raw_level_count": 138, + "gate_level_count": 138, + "range_504_log": 3.572128, + "range_504_ratio": 35.592239, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.945381, + "hold30_r": -1.0 + }, + { + "symbol": "SW", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.033975, + "strategy_rank": 79.156815, + "production_rank": 82.782535, + "structural_overlay_pass": false, + "structural_overlay_score": 78.643408, + "structural_overlay_rr": 1.438467, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.651532, + "primary_prob": 34.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 70, + "primary_distance_atr": 2.477299, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.713432, + "range_504_ratio": 2.040984, + "range_factor_pass": false, + "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": 97.848245, + "strategy_rank": 93.657244, + "production_rank": 95.054244, + "structural_overlay_pass": false, + "structural_overlay_score": 90.301532, + "structural_overlay_rr": 0.735041, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.044043, + "primary_prob": 40.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 62.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.566064, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 1.417957, + "range_504_ratio": 4.128676, + "range_factor_pass": true, + "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": 84.14496, + "strategy_rank": 85.011957, + "production_rank": 84.722958, + "structural_overlay_pass": false, + "structural_overlay_score": 80.48681, + "structural_overlay_rr": 1.63791, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.682497, + "primary_prob": 17.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.523746, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 1.155861, + "range_504_ratio": 3.176758, + "range_factor_pass": true, + "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": 87.768969, + "strategy_rank": 70.401075, + "production_rank": 76.190373, + "structural_overlay_pass": false, + "structural_overlay_score": 72.380854, + "structural_overlay_rr": 1.188345, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.007777, + "primary_prob": 41.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 63.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.511666, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.698585, + "range_504_ratio": 2.010906, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.076761, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.207248, + "strategy_rank": 97.787802, + "production_rank": 98.260951, + "structural_overlay_pass": false, + "structural_overlay_score": 93.347903, + "structural_overlay_rr": 0.797723, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.759894, + "primary_prob": 52.65, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.139841, + "raw_level_count": 122, + "gate_level_count": 122, + "range_504_log": 2.436221, + "range_504_ratio": 11.429768, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.026534, + "hold30_r": -1.0 + }, + { + "symbol": "VST", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.527746, + "strategy_rank": 92.407979, + "production_rank": 94.447902, + "structural_overlay_pass": false, + "structural_overlay_score": 89.725507, + "structural_overlay_rr": 0.670373, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.670373, + "primary_prob": 42.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.005559, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 1.296165, + "range_504_ratio": 3.655253, + "range_factor_pass": true, + "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": 80.520951, + "strategy_rank": 58.089581, + "production_rank": 65.566705, + "structural_overlay_pass": false, + "structural_overlay_score": 62.288369, + "structural_overlay_rr": 1.465602, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.907731, + "primary_prob": 33.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.361596, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.657243, + "range_504_ratio": 1.929466, + "range_factor_pass": false, + "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": 83.91846, + "strategy_rank": 84.582832, + "production_rank": 84.361374, + "structural_overlay_pass": false, + "structural_overlay_score": 80.143306, + "structural_overlay_rr": 1.167423, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.884314, + "primary_prob": 48.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.32647, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 0.950609, + "range_504_ratio": 2.587286, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.130015, + "hold30_r": -1.095433 + }, + { + "symbol": "WM", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.465459, + "strategy_rank": 59.67723, + "production_rank": 67.60664, + "structural_overlay_pass": false, + "structural_overlay_score": 64.226308, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.572698, + "primary_prob": 25.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.359046, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.434814, + "range_504_ratio": 1.544676, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.450671, + "hold30_r": 1.021985 + }, + { + "symbol": "WRB", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.617214, + "strategy_rank": 69.300708, + "production_rank": 74.739544, + "structural_overlay_pass": false, + "structural_overlay_score": 71.002566, + "structural_overlay_rr": 1.997099, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.912025, + "primary_prob": 39.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.368037, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.474386, + "range_504_ratio": 1.607027, + "range_factor_pass": false, + "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": 97.508494, + "strategy_rank": 95.313443, + "production_rank": 96.045126, + "structural_overlay_pass": false, + "structural_overlay_score": 91.24287, + "structural_overlay_rr": 1.244947, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.208517, + "primary_prob": 27.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.812775, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 1.146787, + "range_504_ratio": 3.148061, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.161994, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2024-04-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.862767, + "strategy_rank": 95.779722, + "production_rank": 96.47407, + "structural_overlay_pass": false, + "structural_overlay_score": 91.650367, + "structural_overlay_rr": 1.334901, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.037652, + "primary_prob": 30.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.556479, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 1.328974, + "range_504_ratio": 3.777166, + "range_factor_pass": true, + "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": 89.538808, + "strategy_rank": 92.00452, + "production_rank": 91.182616, + "structural_overlay_pass": false, + "structural_overlay_score": 86.623485, + "structural_overlay_rr": 1.553784, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.335344, + "primary_prob": 30.8, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 51.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.003016, + "raw_level_count": 104, + "gate_level_count": 104, + "range_504_log": 1.104469, + "range_504_ratio": 3.017621, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.310814, + "hold30_r": 2.743071 + }, + { + "symbol": "AIG", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.43982, + "strategy_rank": 60.236574, + "production_rank": 67.304322, + "structural_overlay_pass": false, + "structural_overlay_score": 63.939106, + "structural_overlay_rr": 1.473801, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.47012, + "primary_prob": 23.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.205181, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.547592, + "range_504_ratio": 1.729085, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.402654, + "hold30_r": 1.858668 + }, + { + "symbol": "AIZ", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.8009, + "strategy_rank": 79.119823, + "production_rank": 83.680182, + "structural_overlay_pass": false, + "structural_overlay_score": 79.496173, + "structural_overlay_rr": 1.310926, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.994666, + "primary_prob": 29.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.991999, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.619385, + "range_504_ratio": 1.857785, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.918665, + "hold30_r": -1.0 + }, + { + "symbol": "AMAT", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.289089, + "strategy_rank": 86.158416, + "production_rank": 86.535307, + "structural_overlay_pass": false, + "structural_overlay_score": 82.208542, + "structural_overlay_rr": 2.323425, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.789216, + "primary_prob": 41.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.183824, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 1.105851, + "range_504_ratio": 3.021794, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.749081, + "hold30_r": 2.584438 + }, + { + "symbol": "AMD", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.63892, + "strategy_rank": 90.601056, + "production_rank": 89.947011, + "structural_overlay_pass": false, + "structural_overlay_score": 85.44966, + "structural_overlay_rr": 1.584927, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.783271, + "primary_prob": 40.55, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 20.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.174906, + "raw_level_count": 98, + "gate_level_count": 98, + "range_504_log": 1.426786, + "range_504_ratio": 4.165292, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.757775, + "hold30_r": 1.470045 + }, + { + "symbol": "AMZN", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.464567, + "strategy_rank": 75.947618, + "production_rank": 78.453268, + "structural_overlay_pass": false, + "structural_overlay_score": 74.530604, + "structural_overlay_rr": 0.900142, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.943208, + "primary_prob": 50.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.414812, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.846069, + "range_504_ratio": 2.330468, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.88268, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.551181, + "strategy_rank": 91.065199, + "production_rank": 90.89386, + "structural_overlay_pass": false, + "structural_overlay_score": 86.349167, + "structural_overlay_rr": 1.869509, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.506491, + "primary_prob": 36.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 95.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.259736, + "raw_level_count": 106, + "gate_level_count": 106, + "range_504_log": 1.239336, + "range_504_ratio": 3.453321, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.475537, + "hold30_r": 3.16478 + }, + { + "symbol": "APO", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.739033, + "strategy_rank": 77.628085, + "production_rank": 80.998401, + "structural_overlay_pass": false, + "structural_overlay_score": 76.948481, + "structural_overlay_rr": 0.983381, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.916792, + "primary_prob": 50.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 91.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.375188, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 0.943109, + "range_504_ratio": 2.567953, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.867653, + "hold30_r": 2.036251 + }, + { + "symbol": "APP", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.987627, + "strategy_rank": 98.753222, + "production_rank": 98.831357, + "structural_overlay_pass": false, + "structural_overlay_score": 93.889789, + "structural_overlay_rr": 1.576316, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.861347, + "primary_prob": 30.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 96.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.79202, + "raw_level_count": 133, + "gate_level_count": 133, + "range_504_log": 2.163725, + "range_504_ratio": 8.703501, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.834261, + "hold30_r": 3.22355 + }, + { + "symbol": "AVGO", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.776153, + "strategy_rank": 89.440168, + "production_rank": 89.885496, + "structural_overlay_pass": false, + "structural_overlay_score": 85.391222, + "structural_overlay_rr": 2.06222, + "structural_overlay_sources": [ + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.749646, + "primary_prob": 51.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 67.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.124468, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 1.242628, + "range_504_ratio": 3.464707, + "range_factor_pass": true, + "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": 94.263217, + "strategy_rank": 92.486494, + "production_rank": 93.078735, + "structural_overlay_pass": false, + "structural_overlay_score": 88.424798, + "structural_overlay_rr": 1.824055, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.246959, + "primary_prob": 32.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.870439, + "raw_level_count": 114, + "gate_level_count": 114, + "range_504_log": 1.47926, + "range_504_ratio": 4.389695, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.211145, + "hold30_r": -1.0 + }, + { + "symbol": "BRO", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.139483, + "strategy_rank": 65.220508, + "production_rank": 71.526833, + "structural_overlay_pass": false, + "structural_overlay_score": 67.950491, + "structural_overlay_rr": 1.507877, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.748021, + "primary_prob": 57.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.122031, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.510322, + "range_504_ratio": 1.665827, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.660408, + "hold30_r": 3.582567 + }, + { + "symbol": "CAH", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.76378, + "strategy_rank": 73.395184, + "production_rank": 78.851382, + "structural_overlay_pass": false, + "structural_overlay_score": 74.908813, + "structural_overlay_rr": 1.414943, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.81304, + "primary_prob": 55.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.21956, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.84793, + "range_504_ratio": 2.334809, + "range_factor_pass": false, + "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": 82.564679, + "strategy_rank": 65.228011, + "production_rank": 71.0069, + "structural_overlay_pass": false, + "structural_overlay_score": 67.456555, + "structural_overlay_rr": 0.932812, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.821039, + "primary_prob": 39.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.231559, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.581273, + "range_504_ratio": 1.788313, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.753572, + "hold30_r": 2.234358 + }, + { + "symbol": "CAT", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.664792, + "strategy_rank": 71.862664, + "production_rank": 75.13004, + "structural_overlay_pass": false, + "structural_overlay_score": 71.373538, + "structural_overlay_rr": 1.650484, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.88938, + "primary_prob": 35.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.33407, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.86653, + "range_504_ratio": 2.378643, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.830979, + "hold30_r": -1.99413 + }, + { + "symbol": "CBOE", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.951631, + "strategy_rank": 66.516366, + "production_rank": 73.328121, + "structural_overlay_pass": false, + "structural_overlay_score": 69.661715, + "structural_overlay_rr": 0.920673, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.801749, + "primary_prob": 14.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.702624, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.650649, + "range_504_ratio": 1.916785, + "range_factor_pass": false, + "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": 82.339708, + "strategy_rank": 60.79923, + "production_rank": 67.979389, + "structural_overlay_pass": false, + "structural_overlay_score": 64.58042, + "structural_overlay_rr": 1.508995, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.385514, + "primary_prob": 39.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.078271, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.576956, + "range_504_ratio": 1.78061, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.313036, + "hold30_r": -1.810567 + }, + { + "symbol": "CMG", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.451069, + "strategy_rank": 70.708573, + "production_rank": 77.622738, + "structural_overlay_pass": false, + "structural_overlay_score": 73.741601, + "structural_overlay_rr": 0.741702, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.332602, + "primary_prob": 23.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.998903, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.92718, + "range_504_ratio": 2.527372, + "range_factor_pass": false, + "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": 98.762655, + "strategy_rank": 98.763903, + "production_rank": 98.763487, + "structural_overlay_pass": false, + "structural_overlay_score": 93.825313, + "structural_overlay_rr": 1.884157, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.78042, + "primary_prob": 56.66, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.170629, + "raw_level_count": 134, + "gate_level_count": 134, + "range_504_log": 2.195568, + "range_504_ratio": 8.985103, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.764753, + "hold30_r": 0.756546 + }, + { + "symbol": "COR", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.700787, + "strategy_rank": 66.532255, + "production_rank": 75.588433, + "structural_overlay_pass": false, + "structural_overlay_score": 71.809011, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.008284, + "primary_prob": 34.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.512426, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.602064, + "range_504_ratio": 1.825884, + "range_factor_pass": false, + "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": 84.701912, + "strategy_rank": 67.295823, + "production_rank": 73.097853, + "structural_overlay_pass": false, + "structural_overlay_score": 69.44296, + "structural_overlay_rr": 0.966102, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.955364, + "primary_prob": 50.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.433046, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.660721, + "range_504_ratio": 1.936188, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.875922, + "hold30_r": 5.927568 + }, + { + "symbol": "CRH", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.876265, + "strategy_rank": 77.139843, + "production_rank": 81.385317, + "structural_overlay_pass": false, + "structural_overlay_score": 77.316051, + "structural_overlay_rr": 2.174489, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.192389, + "primary_prob": 20.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 69.0, + "primary_rejection_count": 18, + "primary_distance_atr": 3.288583, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 1.036278, + "range_504_ratio": 2.818706, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.136776, + "hold30_r": 0.696512 + }, + { + "symbol": "CRWD", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.287964, + "strategy_rank": 94.509198, + "production_rank": 95.10212, + "structural_overlay_pass": false, + "structural_overlay_score": 90.347014, + "structural_overlay_rr": 1.632655, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.775671, + "primary_prob": 44.24, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 37.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.163506, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 1.375395, + "range_504_ratio": 3.95664, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.741064, + "hold30_r": 1.594808 + }, + { + "symbol": "CVNA", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.887514, + "strategy_rank": 99.753098, + "production_rank": 99.797904, + "structural_overlay_pass": false, + "structural_overlay_score": 94.808008, + "structural_overlay_rr": 1.764165, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.317165, + "primary_prob": 24.0, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 15.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.975747, + "raw_level_count": 156, + "gate_level_count": 156, + "range_504_log": 3.371657, + "range_504_ratio": 29.126761, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.297275, + "hold30_r": 3.846958 + }, + { + "symbol": "DASH", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.938133, + "strategy_rank": 93.867007, + "production_rank": 94.224049, + "structural_overlay_pass": false, + "structural_overlay_score": 89.512846, + "structural_overlay_rr": 1.939088, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.115118, + "primary_prob": 40.94, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 75.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.672676, + "raw_level_count": 128, + "gate_level_count": 128, + "range_504_log": 1.242784, + "range_504_ratio": 3.465248, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.511212, + "hold30_r": -1.473469 + }, + { + "symbol": "DDOG", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.326209, + "strategy_rank": 91.983952, + "production_rank": 91.431371, + "structural_overlay_pass": false, + "structural_overlay_score": 86.859802, + "structural_overlay_rr": 1.516955, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.742186, + "primary_prob": 33.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 57, + "primary_distance_atr": 2.61328, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 0.816602, + "range_504_ratio": 2.262798, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.705116, + "hold30_r": -1.054159 + }, + { + "symbol": "DECK", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.163105, + "strategy_rank": 94.226281, + "production_rank": 94.538555, + "structural_overlay_pass": false, + "structural_overlay_score": 89.811628, + "structural_overlay_rr": 1.48179, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.485711, + "primary_prob": 27.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.228566, + "raw_level_count": 105, + "gate_level_count": 105, + "range_504_log": 1.501915, + "range_504_ratio": 4.490279, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.442128, + "hold30_r": 7.792017 + }, + { + "symbol": "DELL", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.087739, + "strategy_rank": 98.056036, + "production_rank": 98.066604, + "structural_overlay_pass": false, + "structural_overlay_score": 93.163274, + "structural_overlay_rr": 0.977917, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.675185, + "primary_prob": 46.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.012778, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 1.42051, + "range_504_ratio": 4.139231, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.647386, + "hold30_r": 2.076376 + }, + { + "symbol": "DHI", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.889764, + "strategy_rank": 79.721938, + "production_rank": 80.444546, + "structural_overlay_pass": false, + "structural_overlay_score": 76.422319, + "structural_overlay_rr": 1.532064, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.521338, + "primary_prob": 36.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.282007, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 1.028715, + "range_504_ratio": 2.797468, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.479322, + "hold30_r": 0.700308 + }, + { + "symbol": "DVA", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.713161, + "strategy_rank": 87.958405, + "production_rank": 90.209991, + "structural_overlay_pass": false, + "structural_overlay_score": 85.699491, + "structural_overlay_rr": 2.427956, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.008189, + "primary_prob": 22.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 67.0, + "primary_rejection_count": 20, + "primary_distance_atr": 3.012284, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.773897, + "range_504_ratio": 2.168199, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.948032, + "hold30_r": 4.186375 + }, + { + "symbol": "ECL", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.214848, + "strategy_rank": 63.240528, + "production_rank": 69.231968, + "structural_overlay_pass": false, + "structural_overlay_score": 65.77037, + "structural_overlay_rr": 0.952809, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.997247, + "primary_prob": 49.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 61, + "primary_distance_atr": 1.49587, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.570631, + "range_504_ratio": 1.769383, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.908266, + "hold30_r": 3.010095 + }, + { + "symbol": "EME", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.737908, + "strategy_rank": 84.768105, + "production_rank": 88.758039, + "structural_overlay_pass": false, + "structural_overlay_score": 84.320137, + "structural_overlay_rr": 1.258191, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.258191, + "primary_prob": 26.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.887287, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 1.351641, + "range_504_ratio": 3.86376, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.205984, + "hold30_r": 3.532309 + }, + { + "symbol": "ERIE", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.062992, + "strategy_rank": 84.194767, + "production_rank": 88.150842, + "structural_overlay_pass": false, + "structural_overlay_score": 83.7433, + "structural_overlay_rr": 2.375034, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.58762, + "primary_prob": 21.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.38143, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 0.975593, + "range_504_ratio": 2.652741, + "range_factor_pass": false, + "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": 93.025872, + "strategy_rank": 76.452191, + "production_rank": 81.976751, + "structural_overlay_pass": false, + "structural_overlay_score": 77.877914, + "structural_overlay_rr": 2.002543, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.224616, + "primary_prob": 27.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.836923, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.995426, + "range_504_ratio": 2.705877, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.169183, + "hold30_r": 1.961053 + }, + { + "symbol": "FANG", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.652418, + "strategy_rank": 69.842343, + "production_rank": 73.445702, + "structural_overlay_pass": false, + "structural_overlay_score": 69.773416, + "structural_overlay_rr": 1.315042, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 11, + "rr": 1.307389, + "primary_prob": 23.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.961083, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.714799, + "range_504_ratio": 2.043776, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.239265, + "hold30_r": -1.0 + }, + { + "symbol": "FAST", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.87739, + "strategy_rank": 64.753187, + "production_rank": 70.127921, + "structural_overlay_pass": false, + "structural_overlay_score": 66.621525, + "structural_overlay_rr": 1.232438, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.154724, + "primary_prob": 33.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.732086, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.591691, + "range_504_ratio": 1.807042, + "range_factor_pass": false, + "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": 92.350956, + "strategy_rank": 86.977508, + "production_rank": 88.768657, + "structural_overlay_pass": false, + "structural_overlay_score": 84.330224, + "structural_overlay_rr": 1.825, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.225628, + "primary_prob": 26.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 3.338443, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 1.377319, + "range_504_ratio": 3.964258, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.182701, + "hold30_r": 3.110334 + }, + { + "symbol": "FIX", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.512936, + "strategy_rank": 94.464885, + "production_rank": 95.147568, + "structural_overlay_pass": false, + "structural_overlay_score": 90.39019, + "structural_overlay_rr": 2.220741, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.366965, + "primary_prob": 28.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.050447, + "raw_level_count": 111, + "gate_level_count": 111, + "range_504_log": 1.508921, + "range_504_ratio": 4.521851, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.327283, + "hold30_r": 1.775075 + }, + { + "symbol": "GDDY", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.726659, + "strategy_rank": 78.500141, + "production_rank": 81.242314, + "structural_overlay_pass": false, + "structural_overlay_score": 77.180198, + "structural_overlay_rr": 0.69996, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.412189, + "primary_prob": 21.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.118283, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.676379, + "range_504_ratio": 1.966744, + "range_factor_pass": false, + "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": 92.575928, + "strategy_rank": 92.01167, + "production_rank": 92.199756, + "structural_overlay_pass": false, + "structural_overlay_score": 87.589768, + "structural_overlay_rr": 1.169099, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.918023, + "primary_prob": 37.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.377035, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 1.101778, + "range_504_ratio": 3.009511, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.886114, + "hold30_r": 1.443958 + }, + { + "symbol": "GRMN", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.47694, + "strategy_rank": 73.225787, + "production_rank": 76.976171, + "structural_overlay_pass": false, + "structural_overlay_score": 73.127363, + "structural_overlay_rr": 1.660226, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.685642, + "primary_prob": 33.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.528464, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.671974, + "range_504_ratio": 1.958099, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.605049, + "hold30_r": 6.839384 + }, + { + "symbol": "GWW", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.689539, + "strategy_rank": 65.948148, + "production_rank": 71.861945, + "structural_overlay_pass": false, + "structural_overlay_score": 68.268848, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.318277, + "primary_prob": 32.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.977415, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.853499, + "range_504_ratio": 2.347848, + "range_factor_pass": false, + "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": 85.826772, + "strategy_rank": 61.558561, + "production_rank": 69.647964, + "structural_overlay_pass": false, + "structural_overlay_score": 66.165566, + "structural_overlay_rr": 0.969263, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.968588, + "primary_prob": 36.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.452882, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.543871, + "range_504_ratio": 1.722663, + "range_factor_pass": false, + "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": 93.250844, + "strategy_rank": 76.979626, + "production_rank": 82.403365, + "structural_overlay_pass": false, + "structural_overlay_score": 78.283197, + "structural_overlay_rr": 1.109769, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.109769, + "primary_prob": 33.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.664653, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.925845, + "range_504_ratio": 2.524, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.056341, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.501687, + "strategy_rank": 72.59154, + "production_rank": 77.228256, + "structural_overlay_pass": false, + "structural_overlay_score": 73.366843, + "structural_overlay_rr": 1.879016, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.46712, + "primary_prob": 24.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.20068, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.846196, + "range_504_ratio": 2.330764, + "range_factor_pass": false, + "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": 88.188976, + "strategy_rank": 71.990131, + "production_rank": 77.389746, + "structural_overlay_pass": false, + "structural_overlay_score": 73.520259, + "structural_overlay_rr": 1.542757, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.123909, + "primary_prob": 45.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.685864, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.544549, + "range_504_ratio": 1.723831, + "range_factor_pass": false, + "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": 85.489314, + "strategy_rank": 65.929964, + "production_rank": 72.449747, + "structural_overlay_pass": false, + "structural_overlay_score": 68.82726, + "structural_overlay_rr": 2.485447, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.184079, + "primary_prob": 40.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 84.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.776118, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.895275, + "range_504_ratio": 2.448008, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.120508, + "hold30_r": 0.589684 + }, + { + "symbol": "IT", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.914511, + "strategy_rank": 78.583207, + "production_rank": 80.360308, + "structural_overlay_pass": false, + "structural_overlay_score": 76.342293, + "structural_overlay_rr": 1.771012, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.209066, + "primary_prob": 26.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 3.3136, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.787393, + "range_504_ratio": 2.19766, + "range_factor_pass": false, + "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": 86.276715, + "strategy_rank": 79.362311, + "production_rank": 81.667112, + "structural_overlay_pass": false, + "structural_overlay_score": 77.583757, + "structural_overlay_rr": 1.815847, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.151251, + "primary_prob": 39.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 73.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.726877, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.9072, + "range_504_ratio": 2.477376, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.107167, + "hold30_r": 2.510739 + }, + { + "symbol": "KLAC", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.413948, + "strategy_rank": 85.096042, + "production_rank": 86.202011, + "structural_overlay_pass": false, + "structural_overlay_score": 81.89191, + "structural_overlay_rr": 1.816866, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.746768, + "primary_prob": 23.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.620151, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 1.06955, + "range_504_ratio": 2.914069, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.705899, + "hold30_r": 4.095308 + }, + { + "symbol": "L", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.427447, + "strategy_rank": 56.568271, + "production_rank": 64.521329, + "structural_overlay_pass": false, + "structural_overlay_score": 61.295263, + "structural_overlay_rr": 1.444808, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.422398, + "primary_prob": 22.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.133597, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.464595, + "range_504_ratio": 1.59137, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.325255, + "hold30_r": -1.0 + }, + { + "symbol": "LDOS", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.102362, + "strategy_rank": 60.975689, + "production_rank": 67.68458, + "structural_overlay_pass": false, + "structural_overlay_score": 64.300351, + "structural_overlay_rr": 0.864424, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.864424, + "primary_prob": 52.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 94.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.296636, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.540671, + "range_504_ratio": 1.717159, + "range_factor_pass": false, + "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": 93.475816, + "strategy_rank": 81.778362, + "production_rank": 85.677513, + "structural_overlay_pass": false, + "structural_overlay_score": 81.393638, + "structural_overlay_rr": 1.383201, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.392618, + "primary_prob": 36.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 84.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.088926, + "raw_level_count": 86, + "gate_level_count": 86, + "range_504_log": 1.009376, + "range_504_ratio": 2.743888, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.339736, + "hold30_r": 2.264945 + }, + { + "symbol": "LLY", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.412823, + "strategy_rank": 86.451308, + "production_rank": 90.105147, + "structural_overlay_pass": false, + "structural_overlay_score": 85.599889, + "structural_overlay_rr": 1.676858, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.658261, + "primary_prob": 30.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 80.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.487391, + "raw_level_count": 95, + "gate_level_count": 95, + "range_504_log": 1.062183, + "range_504_ratio": 2.892678, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.605343, + "hold30_r": 3.823252 + }, + { + "symbol": "LRCX", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.101237, + "strategy_rank": 86.781628, + "production_rank": 87.888165, + "structural_overlay_pass": false, + "structural_overlay_score": 83.493757, + "structural_overlay_rr": 1.890029, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.669045, + "primary_prob": 25.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.503567, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 1.21268, + "range_504_ratio": 3.362483, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.629626, + "hold30_r": 1.478814 + }, + { + "symbol": "MCK", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.038245, + "strategy_rank": 69.526323, + "production_rank": 77.696964, + "structural_overlay_pass": false, + "structural_overlay_score": 73.812116, + "structural_overlay_rr": 1.066946, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.080583, + "primary_prob": 35.68, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 44.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.620874, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 0.597703, + "range_504_ratio": 1.817938, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.999114, + "hold30_r": 3.751091 + }, + { + "symbol": "META", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.388076, + "strategy_rank": 93.542954, + "production_rank": 94.157995, + "structural_overlay_pass": false, + "structural_overlay_score": 89.450095, + "structural_overlay_rr": 1.859618, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.265853, + "primary_prob": 27.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.89878, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 1.797325, + "range_504_ratio": 6.033487, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.223754, + "hold30_r": -2.610904 + }, + { + "symbol": "MLM", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.088864, + "strategy_rank": 70.063998, + "production_rank": 76.40562, + "structural_overlay_pass": false, + "structural_overlay_score": 72.585339, + "structural_overlay_rr": 2.150299, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.337312, + "primary_prob": 31.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.005969, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.787966, + "range_504_ratio": 2.198919, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.277325, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.67604, + "strategy_rank": 81.762914, + "production_rank": 85.06729, + "structural_overlay_pass": false, + "structural_overlay_score": 80.813925, + "structural_overlay_rr": 0.864726, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "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": 109, + "gate_level_count": 109, + "range_504_log": 1.046835, + "range_504_ratio": 2.848621, + "range_factor_pass": true, + "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": 99.212598, + "strategy_rank": 99.347922, + "production_rank": 99.302814, + "structural_overlay_pass": false, + "structural_overlay_score": 94.337673, + "structural_overlay_rr": 1.778194, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.817186, + "primary_prob": 37.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.22578, + "raw_level_count": 133, + "gate_level_count": 133, + "range_504_log": 2.713565, + "range_504_ratio": 15.082956, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.806859, + "hold30_r": 1.993706 + }, + { + "symbol": "NFLX", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.488189, + "strategy_rank": 92.509445, + "production_rank": 93.169027, + "structural_overlay_pass": false, + "structural_overlay_score": 88.510575, + "structural_overlay_rr": 1.887659, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.247735, + "primary_prob": 26.57, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 3.371602, + "raw_level_count": 97, + "gate_level_count": 97, + "range_504_log": 1.367996, + "range_504_ratio": 3.927474, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.207183, + "hold30_r": 2.878854 + }, + { + "symbol": "NRG", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.83802, + "strategy_rank": 81.716659, + "production_rank": 86.423779, + "structural_overlay_pass": false, + "structural_overlay_score": 82.10259, + "structural_overlay_rr": 1.731636, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "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": 63, + "gate_level_count": 63, + "range_504_log": 0.928317, + "range_504_ratio": 2.530248, + "range_factor_pass": false, + "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": 86.051744, + "strategy_rank": 86.334875, + "production_rank": 86.240498, + "structural_overlay_pass": false, + "structural_overlay_score": 81.928473, + "structural_overlay_rr": 1.749417, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.839885, + "primary_prob": 20.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.759828, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.660954, + "range_504_ratio": 1.936639, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.781278, + "hold30_r": 6.285526 + }, + { + "symbol": "NVDA", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.312711, + "strategy_rank": 96.969122, + "production_rank": 97.416985, + "structural_overlay_pass": false, + "structural_overlay_score": 92.546136, + "structural_overlay_rr": 1.531293, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.024266, + "primary_prob": 31.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.536399, + "raw_level_count": 133, + "gate_level_count": 133, + "range_504_log": 2.198355, + "range_504_ratio": 9.010176, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.998753, + "hold30_r": 6.495409 + }, + { + "symbol": "NWS", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.114736, + "strategy_rank": 67.200046, + "production_rank": 72.171609, + "structural_overlay_pass": false, + "structural_overlay_score": 68.563029, + "structural_overlay_rr": 1.141494, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.274656, + "primary_prob": 41.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 96.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.911985, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.646533, + "range_504_ratio": 1.908911, + "range_factor_pass": false, + "outcome": "ambiguous", + "net_r": -1.070583, + "hold30_r": -1.0 + }, + { + "symbol": "NWSA", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.202475, + "strategy_rank": 65.424243, + "production_rank": 70.350321, + "structural_overlay_pass": false, + "structural_overlay_score": 66.832805, + "structural_overlay_rr": 0.927981, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.779063, + "primary_prob": 56.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 1.168595, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.632859, + "range_504_ratio": 1.882986, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.70344, + "hold30_r": -1.36954 + }, + { + "symbol": "PCAR", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.001125, + "strategy_rank": 68.274778, + "production_rank": 75.850227, + "structural_overlay_pass": false, + "structural_overlay_score": 72.057716, + "structural_overlay_rr": 1.575106, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.45553, + "primary_prob": 23.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.183295, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.89403, + "range_504_ratio": 2.444964, + "range_factor_pass": false, + "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": 84.926884, + "strategy_rank": 71.287384, + "production_rank": 75.833884, + "structural_overlay_pass": false, + "structural_overlay_score": 72.04219, + "structural_overlay_rr": 1.63054, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.653321, + "primary_prob": 21.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.479982, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.905909, + "range_504_ratio": 2.474179, + "range_factor_pass": false, + "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": 92.125984, + "strategy_rank": 85.138413, + "production_rank": 87.467604, + "structural_overlay_pass": false, + "structural_overlay_score": 83.094223, + "structural_overlay_rr": 1.607668, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.507046, + "primary_prob": 25.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.260569, + "raw_level_count": 95, + "gate_level_count": 95, + "range_504_log": 1.240137, + "range_504_ratio": 3.456086, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.461191, + "hold30_r": 2.187717 + }, + { + "symbol": "PLTR", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.96288, + "strategy_rank": 97.436796, + "production_rank": 97.278824, + "structural_overlay_pass": false, + "structural_overlay_score": 92.414883, + "structural_overlay_rr": 1.955519, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.524085, + "primary_prob": 36.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.286128, + "raw_level_count": 114, + "gate_level_count": 114, + "range_504_log": 1.549455, + "range_504_ratio": 4.708904, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.495852, + "hold30_r": 0.586187 + }, + { + "symbol": "PSX", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.901012, + "strategy_rank": 76.673758, + "production_rank": 81.749509, + "structural_overlay_pass": false, + "structural_overlay_score": 77.662034, + "structural_overlay_rr": 0.894227, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.915279, + "primary_prob": 35.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.372919, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.85518, + "range_504_ratio": 2.351797, + "range_factor_pass": false, + "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": 95.613048, + "strategy_rank": 90.000883, + "production_rank": 91.871605, + "structural_overlay_pass": false, + "structural_overlay_score": 87.278024, + "structural_overlay_rr": 0.704389, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.053424, + "primary_prob": 29.04, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 7.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.580135, + "raw_level_count": 112, + "gate_level_count": 112, + "range_504_log": 1.516826, + "range_504_ratio": 4.557736, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.010213, + "hold30_r": 3.638492 + }, + { + "symbol": "RL", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.964004, + "strategy_rank": 85.689153, + "production_rank": 86.447437, + "structural_overlay_pass": false, + "structural_overlay_score": 82.125065, + "structural_overlay_rr": 2.846528, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "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": 61, + "gate_level_count": 61, + "range_504_log": 0.848118, + "range_504_ratio": 2.335247, + "range_factor_pass": false, + "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": 99.662542, + "strategy_rank": 99.730147, + "production_rank": 99.707612, + "structural_overlay_pass": false, + "structural_overlay_score": 94.722232, + "structural_overlay_rr": 2.102111, + "structural_overlay_sources": [ + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.796049, + "primary_prob": 36.87, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.194073, + "raw_level_count": 139, + "gate_level_count": 139, + "range_504_log": 3.502768, + "range_504_ratio": 33.207241, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.784503, + "hold30_r": 0.461126 + }, + { + "symbol": "SW", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.226097, + "strategy_rank": 80.607147, + "production_rank": 84.146797, + "structural_overlay_pass": false, + "structural_overlay_score": 79.939457, + "structural_overlay_rr": 1.331644, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.495471, + "primary_prob": 37.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 71, + "primary_distance_atr": 2.243206, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.713432, + "range_504_ratio": 2.040984, + "range_factor_pass": false, + "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": 88.863892, + "strategy_rank": 72.529837, + "production_rank": 77.974522, + "structural_overlay_pass": false, + "structural_overlay_score": 74.075796, + "structural_overlay_rr": 1.548409, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.333252, + "primary_prob": 25.04, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 22.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.999878, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.915742, + "range_504_ratio": 2.498629, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.271089, + "hold30_r": 3.964456 + }, + { + "symbol": "TRGP", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.789651, + "strategy_rank": 69.724056, + "production_rank": 74.079255, + "structural_overlay_pass": false, + "structural_overlay_score": 70.375292, + "structural_overlay_rr": 1.34312, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.850483, + "primary_prob": 36.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.275725, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 0.749911, + "range_504_ratio": 2.116811, + "range_factor_pass": false, + "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": 89.313836, + "strategy_rank": 78.932241, + "production_rank": 82.392773, + "structural_overlay_pass": false, + "structural_overlay_score": 78.273134, + "structural_overlay_rr": 1.378628, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.517209, + "primary_prob": 22.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.275813, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.933972, + "range_504_ratio": 2.544595, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.453964, + "hold30_r": 3.645259 + }, + { + "symbol": "UBER", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.187852, + "strategy_rank": 93.289344, + "production_rank": 94.588846, + "structural_overlay_pass": false, + "structural_overlay_score": 89.859404, + "structural_overlay_rr": 1.635486, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.746333, + "primary_prob": 29.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 84.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.6195, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 1.417957, + "range_504_ratio": 4.128676, + "range_factor_pass": true, + "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": 87.064117, + "strategy_rank": 86.740846, + "production_rank": 86.848603, + "structural_overlay_pass": false, + "structural_overlay_score": 82.506173, + "structural_overlay_rr": 1.648951, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.109114, + "primary_prob": 39.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.663671, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 1.155861, + "range_504_ratio": 3.176758, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.063225, + "hold30_r": 0.334847 + }, + { + "symbol": "VMC", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.239595, + "strategy_rank": 65.095071, + "production_rank": 71.143246, + "structural_overlay_pass": false, + "structural_overlay_score": 67.586083, + "structural_overlay_rr": 1.108618, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.962715, + "primary_prob": 44.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 72.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.444073, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.698585, + "range_504_ratio": 2.010906, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.894167, + "hold30_r": 0.017677 + }, + { + "symbol": "VRT", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.43757, + "strategy_rank": 97.958317, + "production_rank": 98.451402, + "structural_overlay_pass": false, + "structural_overlay_score": 93.528831, + "structural_overlay_rr": 1.707189, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "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": 123, + "gate_level_count": 123, + "range_504_log": 2.436221, + "range_504_ratio": 11.429768, + "range_factor_pass": true, + "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": 98.537683, + "strategy_rank": 92.821669, + "production_rank": 94.727007, + "structural_overlay_pass": false, + "structural_overlay_score": 89.990657, + "structural_overlay_rr": 0.925564, + "structural_overlay_sources": [ + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.165733, + "primary_prob": 28.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.7486, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 1.296165, + "range_504_ratio": 3.655253, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.139232, + "hold30_r": 5.567832 + }, + { + "symbol": "WDC", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.514061, + "strategy_rank": 87.425762, + "production_rank": 87.455195, + "structural_overlay_pass": false, + "structural_overlay_score": 83.082435, + "structural_overlay_rr": 0.840597, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.945354, + "primary_prob": 39.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.418031, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 0.950609, + "range_504_ratio": 2.587286, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.913658, + "hold30_r": 2.142643 + }, + { + "symbol": "WM", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.014623, + "strategy_rank": 59.253734, + "production_rank": 67.17403, + "structural_overlay_pass": false, + "structural_overlay_score": 63.815329, + "structural_overlay_rr": 1.749727, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.694934, + "primary_prob": 17.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.542401, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.434814, + "range_504_ratio": 1.544676, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.572736, + "hold30_r": -1.0 + }, + { + "symbol": "WRB", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.151856, + "strategy_rank": 68.754281, + "production_rank": 74.22014, + "structural_overlay_pass": false, + "structural_overlay_score": 70.509133, + "structural_overlay_rr": 1.885908, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.798066, + "primary_prob": 43.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.197099, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.474386, + "range_504_ratio": 1.607027, + "range_factor_pass": false, + "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": 97.637795, + "strategy_rank": 95.319551, + "production_rank": 96.092299, + "structural_overlay_pass": false, + "structural_overlay_score": 91.287684, + "structural_overlay_rr": 2.021129, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.066274, + "primary_prob": 29.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.599411, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 1.146787, + "range_504_ratio": 3.148061, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.021346, + "hold30_r": 1.486881 + }, + { + "symbol": "HOOD", + "date": "2024-04-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.265589, + "strategy_rank": 95.960941, + "production_rank": 95.729157, + "structural_overlay_pass": false, + "structural_overlay_score": 90.942699, + "structural_overlay_rr": 1.618873, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.386996, + "primary_prob": 29.7, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 51.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.080494, + "raw_level_count": 104, + "gate_level_count": 104, + "range_504_log": 1.104469, + "range_504_ratio": 3.017621, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.360896, + "hold30_r": 3.857001 + }, + { + "symbol": "AIG", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.91224, + "strategy_rank": 62.071825, + "production_rank": 70.01863, + "structural_overlay_pass": false, + "structural_overlay_score": 66.517698, + "structural_overlay_rr": 1.513758, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.83089, + "primary_prob": 13.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.746335, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.547592, + "range_504_ratio": 1.729085, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.754225, + "hold30_r": 0.766343 + }, + { + "symbol": "ALL", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.224018, + "strategy_rank": 67.861416, + "production_rank": 75.64895, + "structural_overlay_pass": false, + "structural_overlay_score": 71.866503, + "structural_overlay_rr": 0.932151, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.937565, + "primary_prob": 32.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.406348, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.56487, + "range_504_ratio": 1.75922, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.870115, + "hold30_r": -1.005384 + }, + { + "symbol": "AMAT", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.295612, + "strategy_rank": 83.828562, + "production_rank": 83.984246, + "structural_overlay_pass": false, + "structural_overlay_score": 79.785033, + "structural_overlay_rr": 0.803241, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.887722, + "primary_prob": 56.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.331582, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 1.105851, + "range_504_ratio": 3.021794, + "range_factor_pass": true, + "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": 88.221709, + "strategy_rank": 90.236209, + "production_rank": 89.564709, + "structural_overlay_pass": false, + "structural_overlay_score": 85.086474, + "structural_overlay_rr": 1.52947, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.123327, + "primary_prob": 22.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 74.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.18499, + "raw_level_count": 98, + "gate_level_count": 98, + "range_504_log": 1.426786, + "range_504_ratio": 4.165292, + "range_factor_pass": true, + "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": 86.489607, + "strategy_rank": 88.022587, + "production_rank": 87.511594, + "structural_overlay_pass": false, + "structural_overlay_score": 83.136014, + "structural_overlay_rr": 1.678744, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.97673, + "primary_prob": 39.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.465096, + "raw_level_count": 106, + "gate_level_count": 106, + "range_504_log": 1.239336, + "range_504_ratio": 3.453321, + "range_factor_pass": true, + "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": 91.685912, + "strategy_rank": 79.370012, + "production_rank": 83.475312, + "structural_overlay_pass": false, + "structural_overlay_score": 79.301546, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.006403, + "primary_prob": 44.62, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.509605, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.943109, + "range_504_ratio": 2.567953, + "range_factor_pass": false, + "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": 98.845266, + "strategy_rank": 98.673849, + "production_rank": 98.730988, + "structural_overlay_pass": false, + "structural_overlay_score": 93.794439, + "structural_overlay_rr": 1.092386, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 4.380583, + "primary_prob": 23.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 72.0, + "primary_rejection_count": 19, + "primary_distance_atr": 6.570875, + "raw_level_count": 133, + "gate_level_count": 133, + "range_504_log": 2.163725, + "range_504_ratio": 8.703501, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.027628, + "hold30_r": 1.227568 + }, + { + "symbol": "AVGO", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.454965, + "strategy_rank": 89.634126, + "production_rank": 90.241072, + "structural_overlay_pass": false, + "structural_overlay_score": 85.729019, + "structural_overlay_rr": 0.856407, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.976304, + "primary_prob": 46.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.464455, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 1.242628, + "range_504_ratio": 3.464707, + "range_factor_pass": true, + "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": 94.457275, + "strategy_rank": 92.426191, + "production_rank": 93.103219, + "structural_overlay_pass": false, + "structural_overlay_score": 88.448058, + "structural_overlay_rr": 1.594301, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.348911, + "primary_prob": 25.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.023367, + "raw_level_count": 115, + "gate_level_count": 115, + "range_504_log": 1.47926, + "range_504_ratio": 4.389695, + "range_factor_pass": true, + "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": 88.683603, + "strategy_rank": 74.748257, + "production_rank": 79.393372, + "structural_overlay_pass": false, + "structural_overlay_score": 75.423704, + "structural_overlay_rr": 1.736253, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.329384, + "primary_prob": 25.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.494077, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.84793, + "range_504_ratio": 2.334809, + "range_factor_pass": false, + "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": 83.025404, + "strategy_rank": 75.275435, + "production_rank": 77.858758, + "structural_overlay_pass": false, + "structural_overlay_score": 73.96582, + "structural_overlay_rr": 2.127092, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.229223, + "primary_prob": 32.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.843834, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.86653, + "range_504_ratio": 2.378643, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.182583, + "hold30_r": -1.0 + }, + { + "symbol": "CBOE", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.066975, + "strategy_rank": 67.575191, + "production_rank": 74.072452, + "structural_overlay_pass": false, + "structural_overlay_score": 70.368829, + "structural_overlay_rr": 1.412255, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.152706, + "primary_prob": 44.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 1.729059, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.650649, + "range_504_ratio": 1.916785, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.082745, + "hold30_r": -1.0 + }, + { + "symbol": "CCL", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.2194, + "strategy_rank": 87.202486, + "production_rank": 86.541457, + "structural_overlay_pass": false, + "structural_overlay_score": 82.214385, + "structural_overlay_rr": 1.780052, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.576378, + "primary_prob": 35.85, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.364567, + "raw_level_count": 98, + "gate_level_count": 98, + "range_504_log": 1.17272, + "range_504_ratio": 3.230769, + "range_factor_pass": true, + "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": 81.755196, + "strategy_rank": 60.370179, + "production_rank": 67.498518, + "structural_overlay_pass": false, + "structural_overlay_score": 64.123592, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.98359, + "primary_prob": 11.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.975385, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.576956, + "range_504_ratio": 1.78061, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -2.986342, + "hold30_r": -2.909149 + }, + { + "symbol": "COIN", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.076212, + "strategy_rank": 98.973602, + "production_rank": 99.007805, + "structural_overlay_pass": false, + "structural_overlay_score": 94.057415, + "structural_overlay_rr": 0.987455, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.545219, + "primary_prob": 23.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.317828, + "raw_level_count": 135, + "gate_level_count": 135, + "range_504_log": 2.195568, + "range_504_ratio": 8.985103, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.018346, + "hold30_r": -1.0 + }, + { + "symbol": "CRH", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.762125, + "strategy_rank": 77.756732, + "production_rank": 82.091863, + "structural_overlay_pass": false, + "structural_overlay_score": 77.98727, + "structural_overlay_rr": 1.644011, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.662397, + "primary_prob": 27.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 66.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.493596, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 1.036278, + "range_504_ratio": 2.818706, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.605312, + "hold30_r": 0.316128 + }, + { + "symbol": "CRWD", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.766744, + "strategy_rank": 94.526134, + "production_rank": 95.273004, + "structural_overlay_pass": false, + "structural_overlay_score": 90.509353, + "structural_overlay_rr": 0.976008, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.835065, + "primary_prob": 41.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.252597, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 1.375395, + "range_504_ratio": 3.95664, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.797494, + "hold30_r": 4.355441 + }, + { + "symbol": "CTAS", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.600462, + "strategy_rank": 62.151048, + "production_rank": 68.300853, + "structural_overlay_pass": false, + "structural_overlay_score": 64.88581, + "structural_overlay_rr": 0.983754, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.816626, + "primary_prob": 40.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.224939, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.717678, + "range_504_ratio": 2.049668, + "range_factor_pass": false, + "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": 99.884527, + "strategy_rank": 99.746556, + "production_rank": 99.792546, + "structural_overlay_pass": false, + "structural_overlay_score": 94.802919, + "structural_overlay_rr": 0.786475, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.814932, + "primary_prob": 51.37, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.222397, + "raw_level_count": 157, + "gate_level_count": 157, + "range_504_log": 3.276879, + "range_504_ratio": 26.492958, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.792771, + "hold30_r": 3.121714 + }, + { + "symbol": "DASH", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.727483, + "strategy_rank": 94.040308, + "production_rank": 94.6027, + "structural_overlay_pass": false, + "structural_overlay_score": 89.872565, + "structural_overlay_rr": 1.183158, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.001075, + "primary_prob": 36.18, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 35.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.501613, + "raw_level_count": 128, + "gate_level_count": 128, + "range_504_log": 1.242784, + "range_504_ratio": 3.465248, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -2.197457, + "hold30_r": -2.159068 + }, + { + "symbol": "DDOG", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.297921, + "strategy_rank": 89.727647, + "production_rank": 88.917739, + "structural_overlay_pass": false, + "structural_overlay_score": 84.471852, + "structural_overlay_rr": 0.923559, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.886921, + "primary_prob": 45.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.830382, + "raw_level_count": 95, + "gate_level_count": 95, + "range_504_log": 0.815232, + "range_504_ratio": 2.2597, + "range_factor_pass": false, + "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": 95.496536, + "strategy_rank": 94.603616, + "production_rank": 94.901256, + "structural_overlay_pass": false, + "structural_overlay_score": 90.156193, + "structural_overlay_rr": 1.649567, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.304405, + "primary_prob": 32.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.956608, + "raw_level_count": 105, + "gate_level_count": 105, + "range_504_log": 1.501915, + "range_504_ratio": 4.490279, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.263733, + "hold30_r": 5.40501 + }, + { + "symbol": "DELL", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.498845, + "strategy_rank": 98.293265, + "production_rank": 98.361792, + "structural_overlay_pass": false, + "structural_overlay_score": 93.443702, + "structural_overlay_rr": 0.682786, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.720708, + "primary_prob": 55.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.081062, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 1.42051, + "range_504_ratio": 4.139231, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.690664, + "hold30_r": 0.887672 + }, + { + "symbol": "DPZ", + "date": "2024-04-26", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.831409, + "strategy_rank": 69.320766, + "production_rank": 73.157647, + "structural_overlay_pass": false, + "structural_overlay_score": 69.499765, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 2.744769, + "primary_prob": 29.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 62.0, + "primary_rejection_count": 18, + "primary_distance_atr": 4.117154, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.575915, + "range_504_ratio": 1.778757, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.062707, + "hold30_r": 1.726396 + }, + { + "symbol": "DVA", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.187067, + "strategy_rank": 85.530141, + "production_rank": 88.08245, + "structural_overlay_pass": false, + "structural_overlay_score": 83.678327, + "structural_overlay_rr": 1.088452, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.667325, + "primary_prob": 57.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 81.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.000988, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.773897, + "range_504_ratio": 2.168199, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.604518, + "hold30_r": 1.898176 + }, + { + "symbol": "EME", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.997691, + "strategy_rank": 85.53935, + "production_rank": 89.358797, + "structural_overlay_pass": false, + "structural_overlay_score": 84.890857, + "structural_overlay_rr": 1.104611, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.090292, + "primary_prob": 41.81, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.635438, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 1.351641, + "range_504_ratio": 3.86376, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.040519, + "hold30_r": 1.758104 + }, + { + "symbol": "ERIE", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.459584, + "strategy_rank": 85.103182, + "production_rank": 89.221983, + "structural_overlay_pass": false, + "structural_overlay_score": 84.760884, + "structural_overlay_rr": 1.753796, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.528784, + "primary_prob": 22.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.293176, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 0.975593, + "range_504_ratio": 2.652741, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.467218, + "hold30_r": -1.0 + }, + { + "symbol": "FICO", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.722864, + "strategy_rank": 84.727754, + "production_rank": 86.39279, + "structural_overlay_pass": false, + "structural_overlay_score": 82.073151, + "structural_overlay_rr": 1.883126, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.786352, + "primary_prob": 32.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.679527, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 1.377319, + "range_504_ratio": 3.964258, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.748788, + "hold30_r": 3.369642 + }, + { + "symbol": "FIX", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.30485, + "strategy_rank": 94.271853, + "production_rank": 94.949519, + "structural_overlay_pass": false, + "structural_overlay_score": 90.202043, + "structural_overlay_rr": 1.267475, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.046391, + "primary_prob": 33.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.569586, + "raw_level_count": 111, + "gate_level_count": 111, + "range_504_log": 1.508921, + "range_504_ratio": 4.521851, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.01174, + "hold30_r": 0.306918 + }, + { + "symbol": "GE", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.879908, + "strategy_rank": 92.988663, + "production_rank": 93.285744, + "structural_overlay_pass": false, + "structural_overlay_score": 88.621457, + "structural_overlay_rr": 1.004235, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.952386, + "primary_prob": 33.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.428578, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 1.101778, + "range_504_ratio": 3.009511, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.034986, + "hold30_r": 0.052797 + }, + { + "symbol": "GRMN", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.836028, + "strategy_rank": 74.697763, + "production_rank": 78.743851, + "structural_overlay_pass": false, + "structural_overlay_score": 74.806658, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.893981, + "primary_prob": 30.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.840971, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.671974, + "range_504_ratio": 1.958099, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.807026, + "hold30_r": 5.810147 + }, + { + "symbol": "GWW", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.369515, + "strategy_rank": 64.095254, + "production_rank": 69.520008, + "structural_overlay_pass": false, + "structural_overlay_score": 66.044007, + "structural_overlay_rr": 2.341448, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.635126, + "primary_prob": 26.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.452689, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.853499, + "range_504_ratio": 2.347848, + "range_factor_pass": false, + "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": 89.26097, + "strategy_rank": 64.243323, + "production_rank": 72.582539, + "structural_overlay_pass": false, + "structural_overlay_score": 68.953412, + "structural_overlay_rr": 1.034134, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.045358, + "primary_prob": 43.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 76.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.568038, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.543871, + "range_504_ratio": 1.722663, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.975214, + "hold30_r": 2.049867 + }, + { + "symbol": "HLT", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.138568, + "strategy_rank": 58.410001, + "production_rank": 65.652857, + "structural_overlay_pass": false, + "structural_overlay_score": 62.370214, + "structural_overlay_rr": 1.277551, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.145398, + "primary_prob": 36.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.718098, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.688385, + "range_504_ratio": 1.990499, + "range_factor_pass": false, + "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": 87.759815, + "strategy_rank": 74.308741, + "production_rank": 78.792432, + "structural_overlay_pass": false, + "structural_overlay_score": 74.852811, + "structural_overlay_rr": 1.550711, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.038494, + "primary_prob": 31.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.55774, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.846196, + "range_504_ratio": 2.330764, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.975422, + "hold30_r": 8.192634 + }, + { + "symbol": "IBM", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.988453, + "strategy_rank": 75.09606, + "production_rank": 78.393524, + "structural_overlay_pass": false, + "structural_overlay_score": 74.473848, + "structural_overlay_rr": 2.292792, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.305077, + "primary_prob": 24.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 94.0, + "primary_rejection_count": 28, + "primary_distance_atr": 3.457615, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.544549, + "range_504_ratio": 1.723831, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.050199, + "hold30_r": 0.488087 + }, + { + "symbol": "IT", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.526559, + "strategy_rank": 78.880904, + "production_rank": 80.762789, + "structural_overlay_pass": false, + "structural_overlay_score": 76.72465, + "structural_overlay_rr": 1.760906, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.768214, + "primary_prob": 32.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.65232, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.787393, + "range_504_ratio": 2.19766, + "range_factor_pass": false, + "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": 84.757506, + "strategy_rank": 86.948206, + "production_rank": 86.217972, + "structural_overlay_pass": false, + "structural_overlay_score": 81.907074, + "structural_overlay_rr": 2.063723, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.010038, + "primary_prob": 29.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 3.015057, + "raw_level_count": 86, + "gate_level_count": 86, + "range_504_log": 1.168133, + "range_504_ratio": 3.215984, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.07741, + "hold30_r": -1.038422 + }, + { + "symbol": "KKR", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.531178, + "strategy_rank": 82.117509, + "production_rank": 84.922065, + "structural_overlay_pass": false, + "structural_overlay_score": 80.675962, + "structural_overlay_rr": 1.624329, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.501144, + "primary_prob": 21.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.251716, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.9072, + "range_504_ratio": 2.477376, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.455835, + "hold30_r": 3.179797 + }, + { + "symbol": "KLAC", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.602771, + "strategy_rank": 81.997199, + "production_rank": 82.53239, + "structural_overlay_pass": false, + "structural_overlay_score": 78.40577, + "structural_overlay_rr": 0.677463, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.677463, + "primary_prob": 57.44, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 8.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.016195, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 1.06955, + "range_504_ratio": 2.914069, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.043205, + "hold30_r": -1.0 + }, + { + "symbol": "L", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.524249, + "strategy_rank": 57.274109, + "production_rank": 65.357489, + "structural_overlay_pass": false, + "structural_overlay_score": 62.089615, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.578112, + "primary_prob": 19.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.367167, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.464595, + "range_504_ratio": 1.59137, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.478672, + "hold30_r": -1.205772 + }, + { + "symbol": "LII", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.147806, + "strategy_rank": 81.246847, + "production_rank": 84.8805, + "structural_overlay_pass": false, + "structural_overlay_score": 80.636475, + "structural_overlay_rr": 1.025759, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.038302, + "primary_prob": 28.68, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.557453, + "raw_level_count": 86, + "gate_level_count": 86, + "range_504_log": 1.009376, + "range_504_ratio": 2.743888, + "range_factor_pass": true, + "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": 96.535797, + "strategy_rank": 85.664816, + "production_rank": 89.288476, + "structural_overlay_pass": false, + "structural_overlay_score": 84.824052, + "structural_overlay_rr": 2.240533, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.442516, + "primary_prob": 33.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 77.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.163774, + "raw_level_count": 97, + "gate_level_count": 97, + "range_504_log": 1.048692, + "range_504_ratio": 2.853915, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.387291, + "hold30_r": 4.949802 + }, + { + "symbol": "LRCX", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.143187, + "strategy_rank": 83.568355, + "production_rank": 84.426633, + "structural_overlay_pass": false, + "structural_overlay_score": 80.205301, + "structural_overlay_rr": 1.76471, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.420946, + "primary_prob": 25.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.131419, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 1.21268, + "range_504_ratio": 3.362483, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.042382, + "hold30_r": -1.0 + }, + { + "symbol": "MAR", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.21709, + "strategy_rank": 65.595691, + "production_rank": 71.136158, + "structural_overlay_pass": false, + "structural_overlay_score": 67.57935, + "structural_overlay_rr": 2.002055, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.337, + "primary_prob": 40.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.0055, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.687598, + "range_504_ratio": 1.988932, + "range_factor_pass": false, + "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": 94.803695, + "strategy_rank": 93.773404, + "production_rank": 94.116834, + "structural_overlay_pass": false, + "structural_overlay_score": 89.410992, + "structural_overlay_rr": 1.54333, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.028185, + "primary_prob": 20.91, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 59.0, + "primary_rejection_count": 20, + "primary_distance_atr": 3.042278, + "raw_level_count": 103, + "gate_level_count": 103, + "range_504_log": 1.797325, + "range_504_ratio": 6.033487, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.029087, + "hold30_r": 1.945837 + }, + { + "symbol": "MLM", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.300231, + "strategy_rank": 71.53007, + "production_rank": 77.78679, + "structural_overlay_pass": false, + "structural_overlay_score": 73.897451, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.667927, + "primary_prob": 48.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.001891, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.787966, + "range_504_ratio": 2.198919, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.060762, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.494226, + "strategy_rank": 82.697627, + "production_rank": 85.96316, + "structural_overlay_pass": false, + "structural_overlay_score": 81.665002, + "structural_overlay_rr": 3.029506, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "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": 110, + "gate_level_count": 110, + "range_504_log": 1.046835, + "range_504_ratio": 2.848621, + "range_factor_pass": true, + "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": 99.422633, + "strategy_rank": 99.492276, + "production_rank": 99.469061, + "structural_overlay_pass": false, + "structural_overlay_score": 94.495608, + "structural_overlay_rr": 1.833148, + "structural_overlay_sources": [ + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.89235, + "primary_prob": 35.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.338524, + "raw_level_count": 133, + "gate_level_count": 133, + "range_504_log": 2.713565, + "range_504_ratio": 15.082956, + "range_factor_pass": true, + "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": 92.725173, + "strategy_rank": 92.249393, + "production_rank": 92.407987, + "structural_overlay_pass": false, + "structural_overlay_score": 87.787587, + "structural_overlay_rr": 1.695119, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.695119, + "primary_prob": 30.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.542678, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.991584, + "range_504_ratio": 2.695501, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.66451, + "hold30_r": 2.662615 + }, + { + "symbol": "NCLH", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.794457, + "strategy_rank": 86.851402, + "production_rank": 85.499087, + "structural_overlay_pass": false, + "structural_overlay_score": 81.224133, + "structural_overlay_rr": 1.938365, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.724228, + "primary_prob": 22.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 4.086343, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 0.791451, + "range_504_ratio": 2.206596, + "range_factor_pass": false, + "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": 93.648961, + "strategy_rank": 88.753352, + "production_rank": 90.385222, + "structural_overlay_pass": false, + "structural_overlay_score": 85.86596, + "structural_overlay_rr": 1.617964, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.969632, + "primary_prob": 29.85, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.954448, + "raw_level_count": 97, + "gate_level_count": 97, + "range_504_log": 1.367996, + "range_504_ratio": 3.927474, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.929674, + "hold30_r": 2.965574 + }, + { + "symbol": "NRG", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.95843, + "strategy_rank": 81.187011, + "production_rank": 86.110817, + "structural_overlay_pass": false, + "structural_overlay_score": 81.805276, + "structural_overlay_rr": 1.091313, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.752743, + "primary_prob": 53.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.129114, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.928317, + "range_504_ratio": 2.530248, + "range_factor_pass": false, + "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": 90.069284, + "strategy_rank": 88.871284, + "production_rank": 89.270617, + "structural_overlay_pass": false, + "structural_overlay_score": 84.807086, + "structural_overlay_rr": 0.771055, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.856246, + "primary_prob": 42.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.28437, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.660954, + "range_504_ratio": 1.936639, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.793601, + "hold30_r": 6.66914 + }, + { + "symbol": "NVDA", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.152425, + "strategy_rank": 96.946053, + "production_rank": 97.348177, + "structural_overlay_pass": false, + "structural_overlay_score": 92.480768, + "structural_overlay_rr": 0.743429, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.743429, + "primary_prob": 54.3, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 6.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.115144, + "raw_level_count": 134, + "gate_level_count": 134, + "range_504_log": 2.198355, + "range_504_ratio": 9.010176, + "range_factor_pass": true, + "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": 85.681293, + "strategy_rank": 68.642038, + "production_rank": 74.32179, + "structural_overlay_pass": false, + "structural_overlay_score": 70.6057, + "structural_overlay_rr": 0.917845, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.006773, + "primary_prob": 49.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.510159, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.646533, + "range_504_ratio": 1.908911, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.933274, + "hold30_r": -1.0 + }, + { + "symbol": "NWSA", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.56351, + "strategy_rank": 65.907231, + "production_rank": 71.459324, + "structural_overlay_pass": false, + "structural_overlay_score": 67.886358, + "structural_overlay_rr": 1.961107, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.996127, + "primary_prob": 29.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.99419, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.632859, + "range_504_ratio": 1.882986, + "range_factor_pass": false, + "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": 81.293303, + "strategy_rank": 85.938683, + "production_rank": 84.390223, + "structural_overlay_pass": true, + "structural_overlay_score": 85.170712, + "structural_overlay_rr": 3.333576, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.417166, + "primary_prob": 37.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.125748, + "raw_level_count": 86, + "gate_level_count": 86, + "range_504_log": 1.057912, + "range_504_ratio": 2.880351, + "range_factor_pass": true, + "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": 90.993072, + "strategy_rank": 67.078349, + "production_rank": 75.049923, + "structural_overlay_pass": false, + "structural_overlay_score": 71.297427, + "structural_overlay_rr": 2.905753, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.825923, + "primary_prob": 41.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.238885, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.89403, + "range_504_ratio": 2.444964, + "range_factor_pass": false, + "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": 95.034642, + "strategy_rank": 70.183628, + "production_rank": 78.467299, + "structural_overlay_pass": false, + "structural_overlay_score": 74.543934, + "structural_overlay_rr": 1.446891, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.446891, + "primary_prob": 18.68, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.170337, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.709515, + "range_504_ratio": 2.033004, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.373298, + "hold30_r": -1.0 + }, + { + "symbol": "PH", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.528868, + "strategy_rank": 72.524523, + "production_rank": 77.525972, + "structural_overlay_pass": false, + "structural_overlay_score": 73.649673, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.923077, + "primary_prob": 32.62, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.384616, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.905909, + "range_504_ratio": 2.474179, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.718085, + "hold30_r": -1.6537 + }, + { + "symbol": "PHM", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.491917, + "strategy_rank": 84.048254, + "production_rank": 85.862809, + "structural_overlay_pass": false, + "structural_overlay_score": 81.569668, + "structural_overlay_rr": 0.728384, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.725409, + "primary_prob": 41.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.088114, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 1.240137, + "range_504_ratio": 3.456086, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.681731, + "hold30_r": -0.076763 + }, + { + "symbol": "PKG", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.062356, + "strategy_rank": 62.716031, + "production_rank": 68.831473, + "structural_overlay_pass": false, + "structural_overlay_score": 65.389899, + "structural_overlay_rr": 1.574062, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.3964, + "primary_prob": 23.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.094601, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.548173, + "range_504_ratio": 1.730089, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.33614, + "hold30_r": 2.015078 + }, + { + "symbol": "PLTR", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.228637, + "strategy_rank": 97.611254, + "production_rank": 97.483715, + "structural_overlay_pass": true, + "structural_overlay_score": 97.60953, + "structural_overlay_rr": 2.088351, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.510449, + "primary_prob": 52.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.265673, + "raw_level_count": 114, + "gate_level_count": 114, + "range_504_log": 1.549455, + "range_504_ratio": 4.708904, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.479385, + "hold30_r": -1.0 + }, + { + "symbol": "PSX", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.95612, + "strategy_rank": 78.429468, + "production_rank": 83.271685, + "structural_overlay_pass": false, + "structural_overlay_score": 79.108101, + "structural_overlay_rr": 1.363234, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.390566, + "primary_prob": 24.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.085848, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 0.85518, + "range_504_ratio": 2.351797, + "range_factor_pass": false, + "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": 89.030023, + "strategy_rank": 86.797426, + "production_rank": 87.541625, + "structural_overlay_pass": false, + "structural_overlay_score": 83.164544, + "structural_overlay_rr": 2.324308, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.87189, + "primary_prob": 24.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.807836, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.848118, + "range_504_ratio": 2.335247, + "range_factor_pass": false, + "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": 99.65358, + "strategy_rank": 99.722983, + "production_rank": 99.699849, + "structural_overlay_pass": false, + "structural_overlay_score": 94.714856, + "structural_overlay_rr": 1.791735, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.739331, + "primary_prob": 41.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.108997, + "raw_level_count": 140, + "gate_level_count": 140, + "range_504_log": 3.502768, + "range_504_ratio": 33.207241, + "range_factor_pass": true, + "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": 87.990762, + "strategy_rank": 81.582026, + "production_rank": 83.718271, + "structural_overlay_pass": false, + "structural_overlay_score": 79.532358, + "structural_overlay_rr": 1.814053, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.85399, + "primary_prob": 29.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 89.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.780985, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 0.757594, + "range_504_ratio": 2.133137, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.817278, + "hold30_r": 2.875825 + }, + { + "symbol": "SW", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.418014, + "strategy_rank": 80.030124, + "production_rank": 84.492754, + "structural_overlay_pass": false, + "structural_overlay_score": 80.268116, + "structural_overlay_rr": 1.913198, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.09086, + "primary_prob": 46.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 79, + "primary_distance_atr": 1.63629, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.713432, + "range_504_ratio": 2.040984, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.017816, + "hold30_r": 2.512077 + }, + { + "symbol": "TXT", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.371824, + "strategy_rank": 71.375237, + "production_rank": 75.374099, + "structural_overlay_pass": false, + "structural_overlay_score": 71.605394, + "structural_overlay_rr": 1.555712, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.111189, + "primary_prob": 29.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.666784, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.533179, + "range_504_ratio": 1.704342, + "range_factor_pass": false, + "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": 97.690531, + "strategy_rank": 93.343096, + "production_rank": 94.792241, + "structural_overlay_pass": false, + "structural_overlay_score": 90.052629, + "structural_overlay_rr": 1.691251, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.802233, + "primary_prob": 28.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 84.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.70335, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 1.417957, + "range_504_ratio": 4.128676, + "range_factor_pass": true, + "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": 85.450346, + "strategy_rank": 85.707072, + "production_rank": 85.621497, + "structural_overlay_pass": false, + "structural_overlay_score": 81.340422, + "structural_overlay_rr": 1.166249, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.8678, + "primary_prob": 52.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.3017, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 1.155861, + "range_504_ratio": 3.176758, + "range_factor_pass": true, + "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": 81.986143, + "strategy_rank": 73.51228, + "production_rank": 76.336901, + "structural_overlay_pass": false, + "structural_overlay_score": 72.520056, + "structural_overlay_rr": 1.01502, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.01502, + "primary_prob": 30.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.522529, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 0.645231, + "range_504_ratio": 1.906427, + "range_factor_pass": false, + "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": 84.064665, + "strategy_rank": 66.26759, + "production_rank": 72.199948, + "structural_overlay_pass": false, + "structural_overlay_score": 68.589951, + "structural_overlay_rr": 1.24978, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.015621, + "primary_prob": 44.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 77.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.523432, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.698585, + "range_504_ratio": 2.010906, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.947634, + "hold30_r": -1.0 + }, + { + "symbol": "WDC", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.226328, + "strategy_rank": 91.919304, + "production_rank": 92.688312, + "structural_overlay_pass": false, + "structural_overlay_score": 88.053896, + "structural_overlay_rr": 1.182124, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.931284, + "primary_prob": 46.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.396926, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 0.950609, + "range_504_ratio": 2.587286, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.90094, + "hold30_r": 1.220394 + }, + { + "symbol": "WM", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.833718, + "strategy_rank": 58.959782, + "production_rank": 67.251094, + "structural_overlay_pass": false, + "structural_overlay_score": 63.88854, + "structural_overlay_rr": 0.721582, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.675375, + "primary_prob": 45.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.013063, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.434814, + "range_504_ratio": 1.544676, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.104555, + "hold30_r": -1.0 + }, + { + "symbol": "WRB", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.916859, + "strategy_rank": 73.766427, + "production_rank": 79.816571, + "structural_overlay_pass": false, + "structural_overlay_score": 75.825743, + "structural_overlay_rr": 2.910305, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.021277, + "primary_prob": 23.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 70.0, + "primary_rejection_count": 21, + "primary_distance_atr": 3.031915, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.474386, + "range_504_ratio": 1.607027, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.060909, + "hold30_r": 1.239645 + }, + { + "symbol": "WSM", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.921478, + "strategy_rank": 95.127313, + "production_rank": 96.058701, + "structural_overlay_pass": false, + "structural_overlay_score": 91.255766, + "structural_overlay_rr": 1.933277, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.893809, + "primary_prob": 14.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.840714, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 1.146787, + "range_504_ratio": 3.148061, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.844577, + "hold30_r": 1.289433 + }, + { + "symbol": "CEG", + "date": "2024-05-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.316498, + "strategy_rank": 96.237656, + "production_rank": 96.930604, + "structural_overlay_pass": false, + "structural_overlay_score": 92.084073, + "structural_overlay_rr": 0.975105, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.9181, + "primary_prob": 36.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.37715, + "raw_level_count": 93, + "gate_level_count": 93, + "range_504_log": 1.328974, + "range_504_ratio": 3.777166, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.8777, + "hold30_r": 3.116066 + }, + { + "symbol": "HOOD", + "date": "2024-05-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.40853, + "strategy_rank": 96.781273, + "production_rank": 96.657025, + "structural_overlay_pass": false, + "structural_overlay_score": 91.824174, + "structural_overlay_rr": 1.203094, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.979448, + "primary_prob": 40.04, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 51.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.469171, + "raw_level_count": 105, + "gate_level_count": 105, + "range_504_log": 1.104469, + "range_504_ratio": 3.017621, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.953503, + "hold30_r": -1.0 + }, + { + "symbol": "AIZ", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.409652, + "strategy_rank": 62.840448, + "production_rank": 70.363516, + "structural_overlay_pass": false, + "structural_overlay_score": 66.84534, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.513868, + "primary_prob": 36.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.270802, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.601715, + "range_504_ratio": 1.825246, + "range_factor_pass": false, + "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": 92.817059, + "strategy_rank": 68.663217, + "production_rank": 76.714498, + "structural_overlay_pass": false, + "structural_overlay_score": 72.878773, + "structural_overlay_rr": 1.123724, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.168434, + "primary_prob": 26.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.752652, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.567354, + "range_504_ratio": 1.763595, + "range_factor_pass": false, + "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": 83.613917, + "strategy_rank": 83.764641, + "production_rank": 83.7144, + "structural_overlay_pass": false, + "structural_overlay_score": 79.52868, + "structural_overlay_rr": 0.825826, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.801833, + "primary_prob": 44.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.20275, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 1.105851, + "range_504_ratio": 3.021794, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.757917, + "hold30_r": 4.171307 + }, + { + "symbol": "AMD", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.001122, + "strategy_rank": 90.89139, + "production_rank": 90.261301, + "structural_overlay_pass": false, + "structural_overlay_score": 85.748236, + "structural_overlay_rr": 2.066935, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.95164, + "primary_prob": 22.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.92746, + "raw_level_count": 98, + "gate_level_count": 98, + "range_504_log": 1.426786, + "range_504_ratio": 4.165292, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.923623, + "hold30_r": 0.725538 + }, + { + "symbol": "ANET", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.510662, + "strategy_rank": 92.025249, + "production_rank": 93.187053, + "structural_overlay_pass": false, + "structural_overlay_score": 88.527701, + "structural_overlay_rr": 1.70791, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.060411, + "primary_prob": 33.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.590616, + "raw_level_count": 106, + "gate_level_count": 106, + "range_504_log": 1.239336, + "range_504_ratio": 3.453321, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.025717, + "hold30_r": 4.152127 + }, + { + "symbol": "APO", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.031425, + "strategy_rank": 76.804548, + "production_rank": 81.880174, + "structural_overlay_pass": false, + "structural_overlay_score": 77.786165, + "structural_overlay_rr": 1.094007, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.483108, + "primary_prob": 18.17, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.224663, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.943109, + "range_504_ratio": 2.567953, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.437314, + "hold30_r": 1.428721 + }, + { + "symbol": "APP", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.877666, + "strategy_rank": 98.643896, + "production_rank": 98.721819, + "structural_overlay_pass": false, + "structural_overlay_score": 93.785728, + "structural_overlay_rr": 0.915181, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.905212, + "primary_prob": 42.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.357818, + "raw_level_count": 133, + "gate_level_count": 133, + "range_504_log": 2.163725, + "range_504_ratio": 8.703501, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.875276, + "hold30_r": 0.675918 + }, + { + "symbol": "ARES", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.624018, + "strategy_rank": 74.438155, + "production_rank": 77.833443, + "structural_overlay_pass": false, + "structural_overlay_score": 73.94177, + "structural_overlay_rr": 0.73788, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.051029, + "primary_prob": 32.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.576544, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 0.964803, + "range_504_ratio": 2.624271, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.00262, + "hold30_r": 0.389005 + }, + { + "symbol": "AVGO", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.041526, + "strategy_rank": 91.672693, + "production_rank": 92.128971, + "structural_overlay_pass": false, + "structural_overlay_score": 87.522522, + "structural_overlay_rr": 1.816049, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.153047, + "primary_prob": 32.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.729571, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 1.242628, + "range_504_ratio": 3.464707, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.116449, + "hold30_r": 7.88609 + }, + { + "symbol": "BLDR", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.716049, + "strategy_rank": 84.042174, + "production_rank": 83.600133, + "structural_overlay_pass": false, + "structural_overlay_score": 79.420126, + "structural_overlay_rr": 0.767645, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.146528, + "primary_prob": 28.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.719792, + "raw_level_count": 115, + "gate_level_count": 115, + "range_504_log": 1.47926, + "range_504_ratio": 4.389695, + "range_factor_pass": true, + "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": 86.531987, + "strategy_rank": 74.028766, + "production_rank": 78.196506, + "structural_overlay_pass": false, + "structural_overlay_score": 74.286681, + "structural_overlay_rr": 0.725351, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.197034, + "primary_prob": 23.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 83.0, + "primary_rejection_count": 27, + "primary_distance_atr": 3.295551, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.84793, + "range_504_ratio": 2.334809, + "range_factor_pass": false, + "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": 88.439955, + "strategy_rank": 77.713338, + "production_rank": 81.288877, + "structural_overlay_pass": false, + "structural_overlay_score": 77.224433, + "structural_overlay_rr": 1.882991, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.727746, + "primary_prob": 22.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.591618, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.86653, + "range_504_ratio": 2.378643, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.680692, + "hold30_r": -1.0 + }, + { + "symbol": "CBOE", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.215488, + "strategy_rank": 69.804533, + "production_rank": 75.941518, + "structural_overlay_pass": false, + "structural_overlay_score": 72.144442, + "structural_overlay_rr": 1.174574, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.820283, + "primary_prob": 55.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 1.230424, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.650649, + "range_504_ratio": 1.916785, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.756327, + "hold30_r": -1.0 + }, + { + "symbol": "CDW", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.164983, + "strategy_rank": 72.410119, + "production_rank": 75.995074, + "structural_overlay_pass": false, + "structural_overlay_score": 72.19532, + "structural_overlay_rr": 1.61298, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.759995, + "primary_prob": 21.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 4.139993, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.576956, + "range_504_ratio": 1.78061, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.048028, + "hold30_r": 0.742649 + }, + { + "symbol": "CI", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.56229, + "strategy_rank": 86.01575, + "production_rank": 87.19793, + "structural_overlay_pass": false, + "structural_overlay_score": 82.838034, + "structural_overlay_rr": 1.570736, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.572249, + "primary_prob": 25.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.358373, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.420744, + "range_504_ratio": 1.523094, + "range_factor_pass": false, + "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": 86.756453, + "strategy_rank": 73.716095, + "production_rank": 78.062881, + "structural_overlay_pass": false, + "structural_overlay_score": 74.159737, + "structural_overlay_rr": 1.048802, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.911966, + "primary_prob": 30.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.867949, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.580225, + "range_504_ratio": 1.78644, + "range_factor_pass": false, + "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": 99.102132, + "strategy_rank": 99.002365, + "production_rank": 99.035621, + "structural_overlay_pass": false, + "structural_overlay_score": 94.08384, + "structural_overlay_rr": 1.825967, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.631675, + "primary_prob": 24.29, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 47.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.447513, + "raw_level_count": 134, + "gate_level_count": 134, + "range_504_log": 2.195568, + "range_504_ratio": 8.985103, + "range_factor_pass": true, + "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": 84.848485, + "strategy_rank": 67.380517, + "production_rank": 73.203173, + "structural_overlay_pass": false, + "structural_overlay_score": 69.543014, + "structural_overlay_rr": 2.260731, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.262545, + "primary_prob": 22.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 79.0, + "primary_rejection_count": 25, + "primary_distance_atr": 3.393818, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.570251, + "range_504_ratio": 1.76871, + "range_factor_pass": false, + "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": 92.368126, + "strategy_rank": 66.637554, + "production_rank": 75.214411, + "structural_overlay_pass": false, + "structural_overlay_score": 71.453691, + "structural_overlay_rr": 1.801957, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.800888, + "primary_prob": 32.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.701331, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.602064, + "range_504_ratio": 1.825884, + "range_factor_pass": false, + "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": 80.13468, + "strategy_rank": 63.879511, + "production_rank": 69.297901, + "structural_overlay_pass": false, + "structural_overlay_score": 65.833006, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.805451, + "primary_prob": 27.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.708176, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.660721, + "range_504_ratio": 1.936188, + "range_factor_pass": false, + "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": 90.796857, + "strategy_rank": 76.074579, + "production_rank": 80.982005, + "structural_overlay_pass": false, + "structural_overlay_score": 76.932905, + "structural_overlay_rr": 2.035643, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.990702, + "primary_prob": 42.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 65.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.486053, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 1.036278, + "range_504_ratio": 2.818706, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.931341, + "hold30_r": -1.0 + }, + { + "symbol": "CRWD", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.643098, + "strategy_rank": 95.632048, + "production_rank": 96.302398, + "structural_overlay_pass": false, + "structural_overlay_score": 91.487278, + "structural_overlay_rr": 1.694198, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.934281, + "primary_prob": 42.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.401421, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 1.375395, + "range_504_ratio": 3.95664, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.897548, + "hold30_r": 4.749556 + }, + { + "symbol": "CVNA", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.887767, + "strategy_rank": 99.753651, + "production_rank": 99.798356, + "structural_overlay_pass": false, + "structural_overlay_score": 94.808439, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.871157, + "primary_prob": 35.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.806736, + "raw_level_count": 158, + "gate_level_count": 158, + "range_504_log": 3.554946, + "range_504_ratio": 34.985915, + "range_factor_pass": true, + "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": 94.163861, + "strategy_rank": 93.934837, + "production_rank": 94.011178, + "structural_overlay_pass": false, + "structural_overlay_score": 89.310619, + "structural_overlay_rr": 1.994927, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.41536, + "primary_prob": 24.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 98.0, + "primary_rejection_count": 30, + "primary_distance_atr": 3.62304, + "raw_level_count": 127, + "gate_level_count": 127, + "range_504_log": 1.242784, + "range_504_ratio": 3.465248, + "range_factor_pass": true, + "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": 90.011223, + "strategy_rank": 91.799803, + "production_rank": 91.20361, + "structural_overlay_pass": false, + "structural_overlay_score": 86.643429, + "structural_overlay_rr": 0.764144, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.877713, + "primary_prob": 31.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 56, + "primary_distance_atr": 2.816569, + "raw_level_count": 95, + "gate_level_count": 95, + "range_504_log": 0.815232, + "range_504_ratio": 2.2597, + "range_factor_pass": false, + "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": 93.49046, + "strategy_rank": 89.906409, + "production_rank": 91.101093, + "structural_overlay_pass": false, + "structural_overlay_score": 86.546038, + "structural_overlay_rr": 1.560815, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.584437, + "primary_prob": 25.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.376656, + "raw_level_count": 107, + "gate_level_count": 107, + "range_504_log": 1.501915, + "range_504_ratio": 4.490279, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.539683, + "hold30_r": 4.652608 + }, + { + "symbol": "DELL", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.540965, + "strategy_rank": 98.341092, + "production_rank": 98.407716, + "structural_overlay_pass": false, + "structural_overlay_score": 93.48733, + "structural_overlay_rr": 0.695821, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.735639, + "primary_prob": 39.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.103458, + "raw_level_count": 95, + "gate_level_count": 95, + "range_504_log": 1.42051, + "range_504_ratio": 4.139231, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.704757, + "hold30_r": 2.089659 + }, + { + "symbol": "DPZ", + "date": "2024-05-03", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 85.746352, + "strategy_rank": 75.022447, + "production_rank": 78.597082, + "structural_overlay_pass": false, + "structural_overlay_score": 74.667228, + "structural_overlay_rr": 1.483448, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 2.411353, + "primary_prob": 21.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 6, + "primary_distance_atr": 3.617029, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.641216, + "range_504_ratio": 1.898789, + "range_factor_pass": false, + "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": 91.582492, + "strategy_rank": 85.349355, + "production_rank": 87.427067, + "structural_overlay_pass": false, + "structural_overlay_score": 83.055714, + "structural_overlay_rr": 1.212899, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.212899, + "primary_prob": 24.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.819348, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.798324, + "range_504_ratio": 2.221814, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.166898, + "hold30_r": 1.161577 + }, + { + "symbol": "ERIE", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.74523, + "strategy_rank": 82.453205, + "production_rank": 87.217213, + "structural_overlay_pass": false, + "structural_overlay_score": 82.856352, + "structural_overlay_rr": 1.751762, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.927927, + "primary_prob": 36.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.39189, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 0.969898, + "range_504_ratio": 2.637676, + "range_factor_pass": false, + "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": 92.592593, + "strategy_rank": 79.277902, + "production_rank": 83.716132, + "structural_overlay_pass": false, + "structural_overlay_score": 79.530326, + "structural_overlay_rr": 1.132841, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.062684, + "primary_prob": 31.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.594025, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.714799, + "range_504_ratio": 2.043776, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.059939, + "hold30_r": -1.0 + }, + { + "symbol": "FICO", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.185185, + "strategy_rank": 81.609495, + "production_rank": 82.801392, + "structural_overlay_pass": true, + "structural_overlay_score": 83.661322, + "structural_overlay_rr": 2.056579, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.993932, + "primary_prob": 33.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.990898, + "raw_level_count": 103, + "gate_level_count": 103, + "range_504_log": 1.377319, + "range_504_ratio": 3.964258, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.952389, + "hold30_r": 3.777363 + }, + { + "symbol": "FIX", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.959596, + "strategy_rank": 92.607959, + "production_rank": 93.725171, + "structural_overlay_pass": false, + "structural_overlay_score": 89.038913, + "structural_overlay_rr": 1.223919, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.845497, + "primary_prob": 34.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.268245, + "raw_level_count": 110, + "gate_level_count": 110, + "range_504_log": 1.508921, + "range_504_ratio": 4.521851, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.807359, + "hold30_r": -1.0 + }, + { + "symbol": "GDDY", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.265993, + "strategy_rank": 83.407001, + "production_rank": 86.693332, + "structural_overlay_pass": false, + "structural_overlay_score": 82.358665, + "structural_overlay_rr": 0.754244, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.750937, + "primary_prob": 42.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.126406, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.682963, + "range_504_ratio": 1.979735, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.694935, + "hold30_r": 3.261202 + }, + { + "symbol": "GRMN", + "date": "2024-05-03", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.695847, + "strategy_rank": 73.601187, + "production_rank": 75.966074, + "structural_overlay_pass": false, + "structural_overlay_score": 72.16777, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 2.104835, + "primary_prob": 25.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 7, + "primary_distance_atr": 3.157252, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.779015, + "range_504_ratio": 2.179324, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.065932, + "hold30_r": -1.0 + }, + { + "symbol": "HAL", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.491582, + "strategy_rank": 72.072967, + "production_rank": 75.545839, + "structural_overlay_pass": false, + "structural_overlay_score": 71.768547, + "structural_overlay_rr": 2.386098, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.162942, + "primary_prob": 27.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 92, + "primary_distance_atr": 3.244413, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.635509, + "range_504_ratio": 1.887983, + "range_factor_pass": false, + "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": 89.225589, + "strategy_rank": 63.632409, + "production_rank": 72.163469, + "structural_overlay_pass": false, + "structural_overlay_score": 68.555296, + "structural_overlay_rr": 1.305994, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.810726, + "primary_prob": 15.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.716088, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.543871, + "range_504_ratio": 1.722663, + "range_factor_pass": false, + "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": 82.940516, + "strategy_rank": 71.950979, + "production_rank": 75.614158, + "structural_overlay_pass": false, + "structural_overlay_score": 71.83345, + "structural_overlay_rr": 1.504025, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.151026, + "primary_prob": 42.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 90.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.726539, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.462963, + "range_504_ratio": 1.588775, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.099071, + "hold30_r": -1.0 + }, + { + "symbol": "IBM", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.766554, + "strategy_rank": 76.033904, + "production_rank": 79.944787, + "structural_overlay_pass": false, + "structural_overlay_score": 75.947548, + "structural_overlay_rr": 3.003889, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "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": 38, + "gate_level_count": 38, + "range_504_log": 0.544549, + "range_504_ratio": 1.723831, + "range_factor_pass": false, + "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": 83.838384, + "strategy_rank": 68.351298, + "production_rank": 73.51366, + "structural_overlay_pass": false, + "structural_overlay_score": 69.837977, + "structural_overlay_rr": 1.613371, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.45508, + "primary_prob": 38.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.18262, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.895275, + "range_504_ratio": 2.448008, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.404333, + "hold30_r": 1.925243 + }, + { + "symbol": "IT", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.359147, + "strategy_rank": 77.828584, + "production_rank": 78.672105, + "structural_overlay_pass": false, + "structural_overlay_score": 74.7385, + "structural_overlay_rr": 2.833086, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.662564, + "primary_prob": 34.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.493846, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.787393, + "range_504_ratio": 2.19766, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.612996, + "hold30_r": 0.812381 + }, + { + "symbol": "JBL", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.664422, + "strategy_rank": 89.951001, + "production_rank": 89.522142, + "structural_overlay_pass": false, + "structural_overlay_score": 85.046035, + "structural_overlay_rr": 1.621465, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.087444, + "primary_prob": 28.38, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 3.131166, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 1.168133, + "range_504_ratio": 3.215984, + "range_factor_pass": true, + "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": 81.032548, + "strategy_rank": 58.333522, + "production_rank": 65.899864, + "structural_overlay_pass": false, + "structural_overlay_score": 62.60487, + "structural_overlay_rr": 1.952368, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.540215, + "primary_prob": 19.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.310323, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.685117, + "range_504_ratio": 1.984005, + "range_factor_pass": false, + "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": 89.786756, + "strategy_rank": 82.213146, + "production_rank": 84.737683, + "structural_overlay_pass": false, + "structural_overlay_score": 80.500798, + "structural_overlay_rr": 1.706476, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.505629, + "primary_prob": 21.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.258444, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.9072, + "range_504_ratio": 2.477376, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.463928, + "hold30_r": 3.326969 + }, + { + "symbol": "KLAC", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.257015, + "strategy_rank": 80.806085, + "production_rank": 80.956395, + "structural_overlay_pass": false, + "structural_overlay_score": 76.908575, + "structural_overlay_rr": 0.957535, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.957535, + "primary_prob": 32.12, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 8.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.436302, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 1.06955, + "range_504_ratio": 2.914069, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.91565, + "hold30_r": 4.57873 + }, + { + "symbol": "LII", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.30752, + "strategy_rank": 76.019291, + "production_rank": 79.4487, + "structural_overlay_pass": false, + "structural_overlay_score": 75.476265, + "structural_overlay_rr": 1.333115, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.024973, + "primary_prob": 48.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.53746, + "raw_level_count": 86, + "gate_level_count": 86, + "range_504_log": 1.009376, + "range_504_ratio": 2.743888, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.983175, + "hold30_r": 3.767258 + }, + { + "symbol": "LLY", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.286195, + "strategy_rank": 86.264095, + "production_rank": 89.271462, + "structural_overlay_pass": false, + "structural_overlay_score": 84.807889, + "structural_overlay_rr": 2.048664, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.205633, + "primary_prob": 42.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 92.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.80845, + "raw_level_count": 98, + "gate_level_count": 98, + "range_504_log": 1.040139, + "range_504_ratio": 2.829611, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.157554, + "hold30_r": 4.907574 + }, + { + "symbol": "LRCX", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.970819, + "strategy_rank": 83.669506, + "production_rank": 84.436611, + "structural_overlay_pass": false, + "structural_overlay_score": 80.21478, + "structural_overlay_rr": 2.156386, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.812801, + "primary_prob": 18.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.719201, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 1.21268, + "range_504_ratio": 3.362483, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.771081, + "hold30_r": 3.747202 + }, + { + "symbol": "META", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.388328, + "strategy_rank": 93.622165, + "production_rank": 93.877553, + "structural_overlay_pass": false, + "structural_overlay_score": 89.183675, + "structural_overlay_rr": 2.160252, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.920412, + "primary_prob": 22.31, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 59.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.880618, + "raw_level_count": 105, + "gate_level_count": 105, + "range_504_log": 1.797325, + "range_504_ratio": 6.033487, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.887752, + "hold30_r": 1.975333 + }, + { + "symbol": "MLM", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.205387, + "strategy_rank": 64.936388, + "production_rank": 72.359388, + "structural_overlay_pass": false, + "structural_overlay_score": 68.741419, + "structural_overlay_rr": 1.193022, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.257933, + "primary_prob": 29.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.8869, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.787966, + "range_504_ratio": 2.198919, + "range_factor_pass": false, + "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": 96.969697, + "strategy_rank": 88.717714, + "production_rank": 91.468375, + "structural_overlay_pass": false, + "structural_overlay_score": 86.894956, + "structural_overlay_rr": 1.405461, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.003428, + "primary_prob": 32.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.505142, + "raw_level_count": 112, + "gate_level_count": 112, + "range_504_log": 1.046835, + "range_504_ratio": 2.848621, + "range_factor_pass": true, + "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": 99.6633, + "strategy_rank": 99.663639, + "production_rank": 99.663526, + "structural_overlay_pass": false, + "structural_overlay_score": 94.680349, + "structural_overlay_rr": 1.792153, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.690337, + "primary_prob": 44.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.035505, + "raw_level_count": 135, + "gate_level_count": 135, + "range_504_log": 2.713565, + "range_504_ratio": 15.082956, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.678003, + "hold30_r": 1.433621 + }, + { + "symbol": "MU", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.949495, + "strategy_rank": 94.14921, + "production_rank": 94.415972, + "structural_overlay_pass": false, + "structural_overlay_score": 89.695173, + "structural_overlay_rr": 0.872791, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.797194, + "primary_prob": 41.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.195792, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.991584, + "range_504_ratio": 2.695501, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.763357, + "hold30_r": 4.886863 + }, + { + "symbol": "NFLX", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.612795, + "strategy_rank": 89.181976, + "production_rank": 90.992249, + "structural_overlay_pass": false, + "structural_overlay_score": 86.442637, + "structural_overlay_rr": 1.780041, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.16344, + "primary_prob": 27.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 3.24516, + "raw_level_count": 97, + "gate_level_count": 97, + "range_504_log": 1.367996, + "range_504_ratio": 3.927474, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.117712, + "hold30_r": 3.808734 + }, + { + "symbol": "NOW", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.062851, + "strategy_rank": 76.696345, + "production_rank": 79.151847, + "structural_overlay_pass": false, + "structural_overlay_score": 75.194254, + "structural_overlay_rr": 2.496642, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.936819, + "primary_prob": 30.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.905228, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.883473, + "range_504_ratio": 2.419288, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.892198, + "hold30_r": -1.0 + }, + { + "symbol": "NTAP", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.347924, + "strategy_rank": 89.4516, + "production_rank": 89.750375, + "structural_overlay_pass": false, + "structural_overlay_score": 85.262856, + "structural_overlay_rr": 0.723594, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.723594, + "primary_prob": 40.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.08539, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.660954, + "range_504_ratio": 1.936639, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.656588, + "hold30_r": 6.851727 + }, + { + "symbol": "NVDA", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.867565, + "strategy_rank": 96.963671, + "production_rank": 97.264969, + "structural_overlay_pass": false, + "structural_overlay_score": 92.40172, + "structural_overlay_rr": 1.396155, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.08611, + "primary_prob": 27.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.629164, + "raw_level_count": 135, + "gate_level_count": 135, + "range_504_log": 2.198355, + "range_504_ratio": 9.010176, + "range_factor_pass": true, + "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": 84.287318, + "strategy_rank": 67.960854, + "production_rank": 73.403008, + "structural_overlay_pass": false, + "structural_overlay_score": 69.732858, + "structural_overlay_rr": 1.389567, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.943621, + "primary_prob": 30.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.915432, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.646533, + "range_504_ratio": 1.908911, + "range_factor_pass": false, + "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": 81.593715, + "strategy_rank": 65.63909, + "production_rank": 70.957299, + "structural_overlay_pass": false, + "structural_overlay_score": 67.409434, + "structural_overlay_rr": 1.520252, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.555398, + "primary_prob": 36.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.333097, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.632859, + "range_504_ratio": 1.882986, + "range_factor_pass": false, + "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": 82.042649, + "strategy_rank": 86.356029, + "production_rank": 84.918235, + "structural_overlay_pass": false, + "structural_overlay_score": 80.672324, + "structural_overlay_rr": 1.791317, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.71736, + "primary_prob": 29.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.57604, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 1.057912, + "range_504_ratio": 2.880351, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.670692, + "hold30_r": 1.84183 + }, + { + "symbol": "PCAR", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.021324, + "strategy_rank": 71.198149, + "production_rank": 77.805874, + "structural_overlay_pass": false, + "structural_overlay_score": 73.91558, + "structural_overlay_rr": 1.882774, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.875644, + "primary_prob": 20.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.813465, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.89403, + "range_504_ratio": 2.444964, + "range_factor_pass": false, + "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": 96.632997, + "strategy_rank": 71.7035, + "production_rank": 80.013332, + "structural_overlay_pass": false, + "structural_overlay_score": 76.012666, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.25609, + "primary_prob": 22.79, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.884135, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.703889, + "range_504_ratio": 2.021599, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.186084, + "hold30_r": -1.0 + }, + { + "symbol": "PH", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.429854, + "strategy_rank": 73.382106, + "production_rank": 78.064689, + "structural_overlay_pass": false, + "structural_overlay_score": 74.161454, + "structural_overlay_rr": 1.272921, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.316044, + "primary_prob": 33.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.974066, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.905909, + "range_504_ratio": 2.474179, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.259862, + "hold30_r": -1.0 + }, + { + "symbol": "PHM", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.98092, + "strategy_rank": 81.591342, + "production_rank": 83.387868, + "structural_overlay_pass": false, + "structural_overlay_score": 79.218475, + "structural_overlay_rr": 0.774289, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.811602, + "primary_prob": 35.89, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.217403, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 1.240137, + "range_504_ratio": 3.456086, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.768912, + "hold30_r": -1.054076 + }, + { + "symbol": "PKG", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.267116, + "strategy_rank": 64.768189, + "production_rank": 70.601165, + "structural_overlay_pass": false, + "structural_overlay_score": 67.071106, + "structural_overlay_rr": 1.720666, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.552386, + "primary_prob": 27.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.328579, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.548173, + "range_504_ratio": 1.730089, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.491213, + "hold30_r": 1.521777 + }, + { + "symbol": "PLTR", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.194164, + "strategy_rank": 97.599673, + "production_rank": 97.464503, + "structural_overlay_pass": false, + "structural_overlay_score": 92.591278, + "structural_overlay_rr": 1.5676, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.693537, + "primary_prob": 47.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 94.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.540305, + "raw_level_count": 116, + "gate_level_count": 116, + "range_504_log": 1.549455, + "range_504_ratio": 4.708904, + "range_factor_pass": true, + "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": 96.184063, + "strategy_rank": 83.201327, + "production_rank": 87.528906, + "structural_overlay_pass": false, + "structural_overlay_score": 83.15246, + "structural_overlay_rr": 2.535993, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.437203, + "primary_prob": 25.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.155805, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 0.85518, + "range_504_ratio": 2.351797, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.045312, + "hold30_r": -1.0 + }, + { + "symbol": "RL", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.818182, + "strategy_rank": 81.601586, + "production_rank": 81.673785, + "structural_overlay_pass": false, + "structural_overlay_score": 77.590096, + "structural_overlay_rr": 2.306249, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.931222, + "primary_prob": 23.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.896833, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.848118, + "range_504_ratio": 2.335247, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.150424, + "hold30_r": -1.095283 + }, + { + "symbol": "SMCI", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.438833, + "strategy_rank": 99.573626, + "production_rank": 99.528695, + "structural_overlay_pass": false, + "structural_overlay_score": 94.55226, + "structural_overlay_rr": 1.696922, + "structural_overlay_sources": [ + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.752776, + "primary_prob": 41.53, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 19.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.129164, + "raw_level_count": 142, + "gate_level_count": 142, + "range_504_log": 3.502768, + "range_504_ratio": 33.207241, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.739446, + "hold30_r": 0.89158 + }, + { + "symbol": "STX", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.991021, + "strategy_rank": 80.184319, + "production_rank": 82.786553, + "structural_overlay_pass": false, + "structural_overlay_score": 78.647225, + "structural_overlay_rr": 1.681171, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.726247, + "primary_prob": 30.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 88.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.589371, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 0.757594, + "range_504_ratio": 2.133137, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.684466, + "hold30_r": 4.412133 + }, + { + "symbol": "SW", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.714927, + "strategy_rank": 83.117227, + "production_rank": 86.649794, + "structural_overlay_pass": false, + "structural_overlay_score": 82.317304, + "structural_overlay_rr": 2.364212, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.867728, + "primary_prob": 27.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.801592, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.713432, + "range_504_ratio": 2.040984, + "range_factor_pass": false, + "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": 91.806958, + "strategy_rank": 76.714535, + "production_rank": 81.745343, + "structural_overlay_pass": false, + "structural_overlay_score": 77.658076, + "structural_overlay_rr": 1.470801, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.010518, + "primary_prob": 33.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.515777, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 0.752119, + "range_504_ratio": 2.12149, + "range_factor_pass": false, + "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": 83.38945, + "strategy_rank": 71.292078, + "production_rank": 75.324535, + "structural_overlay_pass": false, + "structural_overlay_score": 71.558309, + "structural_overlay_rr": 3.438268, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.554234, + "primary_prob": 19.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.331352, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.533179, + "range_504_ratio": 1.704342, + "range_factor_pass": false, + "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": 91.245791, + "strategy_rank": 88.872054, + "production_rank": 89.6633, + "structural_overlay_pass": false, + "structural_overlay_score": 85.180135, + "structural_overlay_rr": 1.707339, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.822733, + "primary_prob": 28.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 84.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.734099, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 1.417957, + "range_504_ratio": 4.128676, + "range_factor_pass": true, + "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": 89.337823, + "strategy_rank": 89.281442, + "production_rank": 89.300236, + "structural_overlay_pass": false, + "structural_overlay_score": 84.835224, + "structural_overlay_rr": 0.716057, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.702258, + "primary_prob": 51.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.053386, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 1.155861, + "range_504_ratio": 3.176758, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.663749, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.939394, + "strategy_rank": 83.20724, + "production_rank": 86.784625, + "structural_overlay_pass": false, + "structural_overlay_score": 82.445394, + "structural_overlay_rr": 1.78895, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.25584, + "primary_prob": 24.4, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 10.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.88376, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 0.645231, + "range_504_ratio": 1.906427, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.211024, + "hold30_r": -1.0 + }, + { + "symbol": "WDC", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.735129, + "strategy_rank": 90.437409, + "production_rank": 92.203316, + "structural_overlay_pass": false, + "structural_overlay_score": 87.59315, + "structural_overlay_rr": 1.318754, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.05814, + "primary_prob": 27.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.58721, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 0.950609, + "range_504_ratio": 2.587286, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.026795, + "hold30_r": 1.968191 + }, + { + "symbol": "WRB", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.572391, + "strategy_rank": 72.494633, + "production_rank": 78.520552, + "structural_overlay_pass": false, + "structural_overlay_score": 74.594525, + "structural_overlay_rr": 0.770535, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.367827, + "primary_prob": 33.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 69.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.051741, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.474386, + "range_504_ratio": 1.607027, + "range_factor_pass": false, + "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": 98.092031, + "strategy_rank": 95.476503, + "production_rank": 96.348345, + "structural_overlay_pass": false, + "structural_overlay_score": 91.530928, + "structural_overlay_rr": 1.15441, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.762817, + "primary_prob": 54.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.144226, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 1.146787, + "range_504_ratio": 3.148061, + "range_factor_pass": true, + "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": 95.357143, + "strategy_rank": 96.036564, + "production_rank": 95.81009, + "structural_overlay_pass": false, + "structural_overlay_score": 91.019586, + "structural_overlay_rr": 0.747247, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.687715, + "primary_prob": 49.0, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 43.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.031572, + "raw_level_count": 107, + "gate_level_count": 107, + "range_504_log": 1.104469, + "range_504_ratio": 3.017621, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.66368, + "hold30_r": 2.827272 + }, + { + "symbol": "AIZ", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.619048, + "strategy_rank": 65.257233, + "production_rank": 72.711172, + "structural_overlay_pass": false, + "structural_overlay_score": 69.075613, + "structural_overlay_rr": 1.616358, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.169547, + "primary_prob": 44.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 60, + "primary_distance_atr": 1.75432, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.595192, + "range_504_ratio": 1.813379, + "range_factor_pass": false, + "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": 93.452381, + "strategy_rank": 78.008819, + "production_rank": 83.156673, + "structural_overlay_pass": false, + "structural_overlay_score": 78.998839, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.999911, + "primary_prob": 44.81, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.499866, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.943109, + "range_504_ratio": 2.567953, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.95, + "hold30_r": 1.42749 + }, + { + "symbol": "APP", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.047619, + "strategy_rank": 98.798256, + "production_rank": 98.881377, + "structural_overlay_pass": false, + "structural_overlay_score": 93.937308, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.79148, + "primary_prob": 41.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 71.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.68722, + "raw_level_count": 133, + "gate_level_count": 133, + "range_504_log": 2.270342, + "range_504_ratio": 9.682713, + "range_factor_pass": true, + "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": 94.761905, + "strategy_rank": 92.908839, + "production_rank": 93.526527, + "structural_overlay_pass": false, + "structural_overlay_score": 88.850201, + "structural_overlay_rr": 1.647866, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.110043, + "primary_prob": 28.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.665064, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 1.242628, + "range_504_ratio": 3.464707, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.068368, + "hold30_r": 3.877332 + }, + { + "symbol": "AXON", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.380952, + "strategy_rank": 85.499009, + "production_rank": 87.79299, + "structural_overlay_pass": false, + "structural_overlay_score": 83.403341, + "structural_overlay_rr": 1.785066, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.99113, + "primary_prob": 41.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.486695, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 1.385968, + "range_504_ratio": 3.998696, + "range_factor_pass": true, + "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": 81.071429, + "strategy_rank": 67.201843, + "production_rank": 71.825038, + "structural_overlay_pass": false, + "structural_overlay_score": 68.233786, + "structural_overlay_rr": 1.634725, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.655088, + "primary_prob": 22.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.982632, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.84793, + "range_504_ratio": 2.334809, + "range_factor_pass": false, + "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": 90.952381, + "strategy_rank": 79.112564, + "production_rank": 83.05917, + "structural_overlay_pass": false, + "structural_overlay_score": 78.906211, + "structural_overlay_rr": 1.526566, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.508528, + "primary_prob": 19.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.262792, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.86653, + "range_504_ratio": 2.378643, + "range_factor_pass": false, + "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": 88.571429, + "strategy_rank": 68.599287, + "production_rank": 75.256667, + "structural_overlay_pass": false, + "structural_overlay_score": 71.493834, + "structural_overlay_rr": 0.942619, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.626932, + "primary_prob": 17.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.440398, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.650649, + "range_504_ratio": 1.916785, + "range_factor_pass": false, + "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": 80.0, + "strategy_rank": 69.127229, + "production_rank": 72.751486, + "structural_overlay_pass": false, + "structural_overlay_score": 69.113912, + "structural_overlay_rr": 1.326644, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.935139, + "primary_prob": 20.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 4.402709, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.576956, + "range_504_ratio": 1.78061, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.05847, + "hold30_r": 0.283861 + }, + { + "symbol": "CI", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.380952, + "strategy_rank": 84.032303, + "production_rank": 85.148519, + "structural_overlay_pass": false, + "structural_overlay_score": 80.891093, + "structural_overlay_rr": 0.944878, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.947005, + "primary_prob": 41.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.420508, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.420744, + "range_504_ratio": 1.523094, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.079693, + "hold30_r": -1.0 + }, + { + "symbol": "COHR", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.833333, + "strategy_rank": 85.120789, + "production_rank": 83.691637, + "structural_overlay_pass": false, + "structural_overlay_score": 79.507055, + "structural_overlay_rr": 1.854033, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.850624, + "primary_prob": 31.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 81, + "primary_distance_atr": 2.775936, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.949433, + "range_504_ratio": 2.584243, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.822027, + "hold30_r": 4.77503 + }, + { + "symbol": "COIN", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.809524, + "strategy_rank": 98.84562, + "production_rank": 98.833588, + "structural_overlay_pass": false, + "structural_overlay_score": 93.891909, + "structural_overlay_rr": 1.568238, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.624715, + "primary_prob": 35.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.437072, + "raw_level_count": 135, + "gate_level_count": 135, + "range_504_log": 2.195568, + "range_504_ratio": 8.985103, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.607912, + "hold30_r": 0.869353 + }, + { + "symbol": "COP", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.690476, + "strategy_rank": 64.290824, + "production_rank": 70.757375, + "structural_overlay_pass": false, + "structural_overlay_score": 67.219506, + "structural_overlay_rr": 0.878832, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.235526, + "primary_prob": 42.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.853289, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.570251, + "range_504_ratio": 1.76871, + "range_factor_pass": false, + "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": 92.857143, + "strategy_rank": 66.819263, + "production_rank": 75.498556, + "structural_overlay_pass": false, + "structural_overlay_score": 71.723628, + "structural_overlay_rr": 1.873883, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.872792, + "primary_prob": 31.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.809188, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.602064, + "range_504_ratio": 1.825884, + "range_factor_pass": false, + "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": 90.0, + "strategy_rank": 77.51843, + "production_rank": 81.678954, + "structural_overlay_pass": false, + "structural_overlay_score": 77.595006, + "structural_overlay_rr": 0.849593, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.958684, + "primary_prob": 48.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.438026, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 1.036278, + "range_504_ratio": 2.818706, + "range_factor_pass": true, + "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": 97.380952, + "strategy_rank": 95.419937, + "production_rank": 96.073609, + "structural_overlay_pass": true, + "structural_overlay_score": 96.269928, + "structural_overlay_rr": 2.684238, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.270511, + "primary_prob": 21.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 3.405767, + "raw_level_count": 103, + "gate_level_count": 103, + "range_504_log": 1.375395, + "range_504_ratio": 3.95664, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.231587, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.642857, + "strategy_rank": 99.571641, + "production_rank": 99.59538, + "structural_overlay_pass": false, + "structural_overlay_score": 94.615611, + "structural_overlay_rr": 1.113353, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.521583, + "primary_prob": 37.04, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 26.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.282374, + "raw_level_count": 159, + "gate_level_count": 159, + "range_504_log": 3.592865, + "range_504_ratio": 36.338028, + "range_factor_pass": true, + "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": 93.214286, + "strategy_rank": 91.433115, + "production_rank": 92.026839, + "structural_overlay_pass": false, + "structural_overlay_score": 87.425497, + "structural_overlay_rr": 1.892639, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.468587, + "primary_prob": 23.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 96.0, + "primary_rejection_count": 30, + "primary_distance_atr": 3.702881, + "raw_level_count": 127, + "gate_level_count": 127, + "range_504_log": 1.242784, + "range_504_ratio": 3.465248, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.030507, + "hold30_r": -1.0 + }, + { + "symbol": "DECK", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.595238, + "strategy_rank": 88.137237, + "production_rank": 88.956571, + "structural_overlay_pass": true, + "structural_overlay_score": 89.508742, + "structural_overlay_rr": 2.118433, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.724914, + "primary_prob": 35.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.587372, + "raw_level_count": 107, + "gate_level_count": 107, + "range_504_log": 1.501915, + "range_504_ratio": 4.490279, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.676083, + "hold30_r": 3.208511 + }, + { + "symbol": "DPZ", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.142857, + "strategy_rank": 78.911415, + "production_rank": 83.321896, + "structural_overlay_pass": false, + "structural_overlay_score": 79.155801, + "structural_overlay_rr": 1.464875, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.480606, + "primary_prob": 47.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 74.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.220908, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.641216, + "range_504_ratio": 1.898789, + "range_factor_pass": false, + "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": 82.142857, + "strategy_rank": 78.260999, + "production_rank": 79.554952, + "structural_overlay_pass": false, + "structural_overlay_score": 75.577204, + "structural_overlay_rr": 1.362578, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.728399, + "primary_prob": 54.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.092599, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.798324, + "range_504_ratio": 2.221814, + "range_factor_pass": false, + "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": 95.119048, + "strategy_rank": 80.602358, + "production_rank": 85.441255, + "structural_overlay_pass": false, + "structural_overlay_score": 81.169192, + "structural_overlay_rr": 1.107169, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.591607, + "primary_prob": 15.78, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.387411, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 0.714799, + "range_504_ratio": 2.043776, + "range_factor_pass": false, + "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": 87.97619, + "strategy_rank": 89.15765, + "production_rank": 88.76383, + "structural_overlay_pass": false, + "structural_overlay_score": 84.325638, + "structural_overlay_rr": 1.651973, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.703198, + "primary_prob": 31.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.554797, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 1.101778, + "range_504_ratio": 3.009511, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.044767, + "hold30_r": -1.0 + }, + { + "symbol": "HAL", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.357143, + "strategy_rank": 72.484839, + "production_rank": 76.775607, + "structural_overlay_pass": false, + "structural_overlay_score": 72.936827, + "structural_overlay_rr": 1.343482, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.107753, + "primary_prob": 28.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 92, + "primary_distance_atr": 3.16163, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.635509, + "range_504_ratio": 1.887983, + "range_factor_pass": false, + "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": 81.785714, + "strategy_rank": 68.700654, + "production_rank": 73.062341, + "structural_overlay_pass": false, + "structural_overlay_score": 69.409224, + "structural_overlay_rr": 2.817036, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.623026, + "primary_prob": 21.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.434539, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.462963, + "range_504_ratio": 1.588775, + "range_factor_pass": false, + "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": 82.380952, + "strategy_rank": 60.48474, + "production_rank": 67.783478, + "structural_overlay_pass": false, + "structural_overlay_score": 64.394304, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.216359, + "primary_prob": 39.35, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.824539, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.688385, + "range_504_ratio": 1.990499, + "range_factor_pass": false, + "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": 89.52381, + "strategy_rank": 77.577487, + "production_rank": 81.559595, + "structural_overlay_pass": false, + "structural_overlay_score": 77.481615, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.752969, + "primary_prob": 16.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.629454, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.544549, + "range_504_ratio": 1.723831, + "range_factor_pass": false, + "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": 84.285714, + "strategy_rank": 66.776457, + "production_rank": 72.612876, + "structural_overlay_pass": false, + "structural_overlay_score": 68.982232, + "structural_overlay_rr": 0.926656, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.940023, + "primary_prob": 53.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.410034, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.895275, + "range_504_ratio": 2.448008, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.883022, + "hold30_r": -1.0 + }, + { + "symbol": "IT", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.952381, + "strategy_rank": 72.544788, + "production_rank": 77.013986, + "structural_overlay_pass": false, + "structural_overlay_score": 73.163286, + "structural_overlay_rr": 2.577699, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.151595, + "primary_prob": 27.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 3.227392, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.787393, + "range_504_ratio": 2.19766, + "range_factor_pass": false, + "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": 90.238095, + "strategy_rank": 91.169045, + "production_rank": 90.858728, + "structural_overlay_pass": false, + "structural_overlay_score": 86.315792, + "structural_overlay_rr": 2.720569, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.326515, + "primary_prob": 25.75, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 3.489773, + "raw_level_count": 86, + "gate_level_count": 86, + "range_504_log": 1.168133, + "range_504_ratio": 3.215984, + "range_factor_pass": true, + "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": 80.47619, + "strategy_rank": 81.624653, + "production_rank": 81.241832, + "structural_overlay_pass": false, + "structural_overlay_score": 77.179741, + "structural_overlay_rr": 2.324353, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.372777, + "primary_prob": 35.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 78.0, + "primary_rejection_count": 25, + "primary_distance_atr": 3.559165, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 0.866446, + "range_504_ratio": 2.378442, + "range_factor_pass": false, + "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": 95.714286, + "strategy_rank": 85.2283, + "production_rank": 88.723628, + "structural_overlay_pass": false, + "structural_overlay_score": 84.287447, + "structural_overlay_rr": 0.6785, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.391911, + "primary_prob": 34.59, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.087867, + "raw_level_count": 98, + "gate_level_count": 98, + "range_504_log": 1.040139, + "range_504_ratio": 2.829611, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.34003, + "hold30_r": 4.935857 + }, + { + "symbol": "LRCX", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.047619, + "strategy_rank": 85.912406, + "production_rank": 86.957477, + "structural_overlay_pass": false, + "structural_overlay_score": 82.609603, + "structural_overlay_rr": 1.787408, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.873719, + "primary_prob": 17.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.810579, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 1.21268, + "range_504_ratio": 3.362483, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.826109, + "hold30_r": 3.575701 + }, + { + "symbol": "META", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.190476, + "strategy_rank": 94.978993, + "production_rank": 95.382821, + "structural_overlay_pass": false, + "structural_overlay_score": 90.61368, + "structural_overlay_rr": 1.97674, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.206408, + "primary_prob": 35.39, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 59.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.809612, + "raw_level_count": 105, + "gate_level_count": 105, + "range_504_log": 1.797325, + "range_504_ratio": 6.033487, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.166665, + "hold30_r": 1.435505 + }, + { + "symbol": "MPC", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.619048, + "strategy_rank": 88.808958, + "production_rank": 91.745654, + "structural_overlay_pass": false, + "structural_overlay_score": 87.158372, + "structural_overlay_rr": 1.945475, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.499562, + "primary_prob": 20.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.249343, + "raw_level_count": 113, + "gate_level_count": 113, + "range_504_log": 1.046835, + "range_504_ratio": 2.848621, + "range_factor_pass": true, + "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": 99.880952, + "strategy_rank": 99.809651, + "production_rank": 99.833418, + "structural_overlay_pass": false, + "structural_overlay_score": 94.841747, + "structural_overlay_rr": 0.679407, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.871888, + "primary_prob": 36.34, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 15.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.307831, + "raw_level_count": 136, + "gate_level_count": 136, + "range_504_log": 2.713565, + "range_504_ratio": 15.082956, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.8589, + "hold30_r": 1.733874 + }, + { + "symbol": "MU", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.547619, + "strategy_rank": 95.371681, + "production_rank": 95.76366, + "structural_overlay_pass": false, + "structural_overlay_score": 90.975477, + "structural_overlay_rr": 1.009351, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.009351, + "primary_prob": 45.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.514026, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.991584, + "range_504_ratio": 2.695501, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.970625, + "hold30_r": 3.174983 + }, + { + "symbol": "NFLX", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.52381, + "strategy_rank": 89.103646, + "production_rank": 90.910367, + "structural_overlay_pass": false, + "structural_overlay_score": 86.364849, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.938394, + "primary_prob": 51.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.407592, + "raw_level_count": 97, + "gate_level_count": 97, + "range_504_log": 1.367996, + "range_504_ratio": 3.927474, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.889005, + "hold30_r": 2.486054 + }, + { + "symbol": "NOW", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.809524, + "strategy_rank": 76.538248, + "production_rank": 78.962007, + "structural_overlay_pass": false, + "structural_overlay_score": 75.013906, + "structural_overlay_rr": 1.695286, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.715, + "primary_prob": 33.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.5725, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.883473, + "range_504_ratio": 2.419288, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.66398, + "hold30_r": -1.356228 + }, + { + "symbol": "NTAP", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.904762, + "strategy_rank": 90.766151, + "production_rank": 91.145688, + "structural_overlay_pass": false, + "structural_overlay_score": 86.588404, + "structural_overlay_rr": 1.225105, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.806476, + "primary_prob": 51.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.209715, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.660954, + "range_504_ratio": 1.936639, + "range_factor_pass": false, + "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": 98.095238, + "strategy_rank": 97.097107, + "production_rank": 97.429817, + "structural_overlay_pass": false, + "structural_overlay_score": 92.558326, + "structural_overlay_rr": 1.341157, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.997541, + "primary_prob": 30.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.496312, + "raw_level_count": 135, + "gate_level_count": 135, + "range_504_log": 2.198355, + "range_504_ratio": 9.010176, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.964057, + "hold30_r": 6.744901 + }, + { + "symbol": "NWS", + "date": "2024-05-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.142857, + "strategy_rank": 69.739596, + "production_rank": 75.540683, + "structural_overlay_pass": false, + "structural_overlay_score": 71.763649, + "structural_overlay_rr": 2.363145, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.42433, + "primary_prob": 24.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 13, + "primary_distance_atr": 3.636495, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.646533, + "range_504_ratio": 1.908911, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.362159, + "hold30_r": 3.425893 + }, + { + "symbol": "NWSA", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.52381, + "strategy_rank": 67.157154, + "production_rank": 72.946039, + "structural_overlay_pass": false, + "structural_overlay_score": 69.298737, + "structural_overlay_rr": 2.302158, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.597362, + "primary_prob": 50.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.396043, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.632859, + "range_504_ratio": 1.882986, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.537338, + "hold30_r": 3.405276 + }, + { + "symbol": "PCAR", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.666667, + "strategy_rank": 71.657749, + "production_rank": 78.327388, + "structural_overlay_pass": false, + "structural_overlay_score": 74.411019, + "structural_overlay_rr": 0.942585, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.934076, + "primary_prob": 40.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.401114, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.89403, + "range_504_ratio": 2.444964, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.060522, + "hold30_r": -1.0 + }, + { + "symbol": "PHM", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.619048, + "strategy_rank": 77.952239, + "production_rank": 79.507842, + "structural_overlay_pass": false, + "structural_overlay_score": 75.53245, + "structural_overlay_rr": 0.688278, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.703849, + "primary_prob": 55.52, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.055774, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 1.240137, + "range_504_ratio": 3.456086, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.652522, + "hold30_r": -1.0 + }, + { + "symbol": "PKG", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.595238, + "strategy_rank": 67.051031, + "production_rank": 73.232433, + "structural_overlay_pass": false, + "structural_overlay_score": 69.570811, + "structural_overlay_rr": 1.320511, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.131683, + "primary_prob": 36.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.697525, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.548173, + "range_504_ratio": 1.730089, + "range_factor_pass": false, + "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": 91.190476, + "strategy_rank": 93.3696, + "production_rank": 92.643225, + "structural_overlay_pass": false, + "structural_overlay_score": 88.011064, + "structural_overlay_rr": 1.605511, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.435556, + "primary_prob": 24.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 3.653333, + "raw_level_count": 116, + "gate_level_count": 116, + "range_504_log": 1.549455, + "range_504_ratio": 4.708904, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.411141, + "hold30_r": 2.346667 + }, + { + "symbol": "PSX", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.785714, + "strategy_rank": 83.05321, + "production_rank": 87.630712, + "structural_overlay_pass": false, + "structural_overlay_score": 83.249176, + "structural_overlay_rr": 2.453281, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.240148, + "primary_prob": 29.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.860222, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 0.85518, + "range_504_ratio": 2.351797, + "range_factor_pass": false, + "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": 82.857143, + "strategy_rank": 79.010702, + "production_rank": 80.292849, + "structural_overlay_pass": false, + "structural_overlay_score": 76.278206, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.722176, + "primary_prob": 65.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.083265, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.596856, + "range_504_ratio": 1.816399, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.669425, + "hold30_r": 2.910202 + }, + { + "symbol": "RL", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.761905, + "strategy_rank": 83.625842, + "production_rank": 84.00453, + "structural_overlay_pass": false, + "structural_overlay_score": 79.804303, + "structural_overlay_rr": 2.400204, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.995031, + "primary_prob": 38.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.992547, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.848118, + "range_504_ratio": 2.335247, + "range_factor_pass": false, + "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": 80.238095, + "strategy_rank": 56.273682, + "production_rank": 64.26182, + "structural_overlay_pass": false, + "structural_overlay_score": 61.048729, + "structural_overlay_rr": 1.922438, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.922438, + "primary_prob": 10.68, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.883657, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.600965, + "range_504_ratio": 1.823878, + "range_factor_pass": false, + "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": 99.404762, + "strategy_rank": 99.547662, + "production_rank": 99.500028, + "structural_overlay_pass": false, + "structural_overlay_score": 94.525027, + "structural_overlay_rr": 1.84193, + "structural_overlay_sources": [ + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.727426, + "primary_prob": 42.55, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 19.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.091139, + "raw_level_count": 142, + "gate_level_count": 142, + "range_504_log": 3.502768, + "range_504_ratio": 33.207241, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.711424, + "hold30_r": 0.446876 + }, + { + "symbol": "STLD", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.309524, + "strategy_rank": 74.324514, + "production_rank": 76.652851, + "structural_overlay_pass": false, + "structural_overlay_score": 72.820208, + "structural_overlay_rr": 1.71375, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.440464, + "primary_prob": 23.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.160695, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 0.885323, + "range_504_ratio": 2.423767, + "range_factor_pass": false, + "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": 86.428571, + "strategy_rank": 79.655767, + "production_rank": 81.913368, + "structural_overlay_pass": false, + "structural_overlay_score": 77.8177, + "structural_overlay_rr": 1.862484, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.963315, + "primary_prob": 34.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.944973, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 0.757594, + "range_504_ratio": 2.133137, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.915014, + "hold30_r": 2.499583 + }, + { + "symbol": "SW", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.071429, + "strategy_rank": 84.265458, + "production_rank": 88.200781, + "structural_overlay_pass": false, + "structural_overlay_score": 83.790742, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.883655, + "primary_prob": 26.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.825483, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.672443, + "range_504_ratio": 1.959016, + "range_factor_pass": false, + "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": 83.095238, + "strategy_rank": 76.573325, + "production_rank": 78.747296, + "structural_overlay_pass": false, + "structural_overlay_score": 74.809931, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 2.348653, + "primary_prob": 40.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 3.52298, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.563637, + "range_504_ratio": 1.757052, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.057424, + "hold30_r": -1.0 + }, + { + "symbol": "TPL", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.190476, + "strategy_rank": 83.769719, + "production_rank": 84.576638, + "structural_overlay_pass": false, + "structural_overlay_score": 80.347806, + "structural_overlay_rr": 1.688836, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.683629, + "primary_prob": 44.42, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 77.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.525444, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.78443, + "range_504_ratio": 2.191158, + "range_factor_pass": false, + "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": 94.166667, + "strategy_rank": 73.265061, + "production_rank": 80.232263, + "structural_overlay_pass": false, + "structural_overlay_score": 76.22065, + "structural_overlay_rr": 1.402399, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.873411, + "primary_prob": 37.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.310117, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 0.752119, + "range_504_ratio": 2.12149, + "range_factor_pass": false, + "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": 81.547619, + "strategy_rank": 70.674296, + "production_rank": 74.298737, + "structural_overlay_pass": false, + "structural_overlay_score": 70.5838, + "structural_overlay_rr": 2.317203, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.875928, + "primary_prob": 31.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.813892, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.746125, + "range_504_ratio": 2.108812, + "range_factor_pass": false, + "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": 88.333333, + "strategy_rank": 75.281609, + "production_rank": 79.632184, + "structural_overlay_pass": false, + "structural_overlay_score": 75.650575, + "structural_overlay_rr": 1.945936, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.826995, + "primary_prob": 17.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.740492, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.533179, + "range_504_ratio": 1.704342, + "range_factor_pass": false, + "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": 92.619048, + "strategy_rank": 89.839279, + "production_rank": 90.765868, + "structural_overlay_pass": false, + "structural_overlay_score": 86.227575, + "structural_overlay_rr": 1.620614, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.156683, + "primary_prob": 24.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 83.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.235025, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 1.417957, + "range_504_ratio": 4.128676, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.032724, + "hold30_r": 1.072235 + }, + { + "symbol": "VLO", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.809524, + "strategy_rank": 82.717796, + "production_rank": 86.415039, + "structural_overlay_pass": false, + "structural_overlay_score": 82.094287, + "structural_overlay_rr": 2.05852, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.693958, + "primary_prob": 45.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.040937, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 0.645231, + "range_504_ratio": 1.906427, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.645372, + "hold30_r": -1.0 + }, + { + "symbol": "WDC", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.142857, + "strategy_rank": 91.72176, + "production_rank": 93.528792, + "structural_overlay_pass": false, + "structural_overlay_score": 88.852353, + "structural_overlay_rr": 1.325956, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.031903, + "primary_prob": 28.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.547854, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 0.950609, + "range_504_ratio": 2.587286, + "range_factor_pass": false, + "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": 89.285714, + "strategy_rank": 71.91736, + "production_rank": 77.706812, + "structural_overlay_pass": false, + "structural_overlay_score": 73.821471, + "structural_overlay_rr": 0.960335, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.005969, + "primary_prob": 42.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 67.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.508953, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.474386, + "range_504_ratio": 1.607027, + "range_factor_pass": false, + "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": 96.0, + "strategy_rank": 96.450936, + "production_rank": 96.300624, + "structural_overlay_pass": false, + "structural_overlay_score": 91.485593, + "structural_overlay_rr": 1.613836, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.614324, + "primary_prob": 31.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.421485, + "raw_level_count": 107, + "gate_level_count": 107, + "range_504_log": 1.104469, + "range_504_ratio": 3.017621, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.592522, + "hold30_r": 2.977985 + }, + { + "symbol": "AIZ", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.125, + "strategy_rank": 63.883006, + "production_rank": 71.297004, + "structural_overlay_pass": false, + "structural_overlay_score": 67.732154, + "structural_overlay_rr": 0.71689, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.49002, + "primary_prob": 37.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 61, + "primary_distance_atr": 2.23503, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.595192, + "range_504_ratio": 1.813379, + "range_factor_pass": false, + "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": 91.25, + "strategy_rank": 68.519195, + "production_rank": 76.09613, + "structural_overlay_pass": false, + "structural_overlay_score": 72.291323, + "structural_overlay_rr": 1.583403, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.583403, + "primary_prob": 16.32, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.375105, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.567354, + "range_504_ratio": 1.763595, + "range_factor_pass": false, + "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": 82.375, + "strategy_rank": 71.932163, + "production_rank": 75.413109, + "structural_overlay_pass": false, + "structural_overlay_score": 71.642453, + "structural_overlay_rr": 0.825884, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.116641, + "primary_prob": 41.09, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.674962, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.856188, + "range_504_ratio": 2.354169, + "range_factor_pass": false, + "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": 98.5, + "strategy_rank": 98.388202, + "production_rank": 98.425468, + "structural_overlay_pass": false, + "structural_overlay_score": 93.504195, + "structural_overlay_rr": 1.080984, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.527047, + "primary_prob": 37.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.290571, + "raw_level_count": 133, + "gate_level_count": 133, + "range_504_log": 2.270342, + "range_504_ratio": 9.682713, + "range_factor_pass": true, + "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": 87.0, + "strategy_rank": 80.862547, + "production_rank": 82.908365, + "structural_overlay_pass": false, + "structural_overlay_score": 78.762946, + "structural_overlay_rr": 2.263368, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.363968, + "primary_prob": 36.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 84.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.045952, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 1.379738, + "range_504_ratio": 3.973859, + "range_factor_pass": true, + "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": 80.0, + "strategy_rank": 57.310861, + "production_rank": 64.873908, + "structural_overlay_pass": false, + "structural_overlay_score": 61.630212, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.939383, + "primary_prob": 59.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 67.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.409075, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.497205, + "range_504_ratio": 1.644119, + "range_factor_pass": false, + "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": 82.125, + "strategy_rank": 67.824579, + "production_rank": 72.591386, + "structural_overlay_pass": false, + "structural_overlay_score": 68.961816, + "structural_overlay_rr": 1.962105, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.542123, + "primary_prob": 36.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.313185, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.84793, + "range_504_ratio": 2.334809, + "range_factor_pass": false, + "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": 91.5, + "strategy_rank": 79.518165, + "production_rank": 83.51211, + "structural_overlay_pass": false, + "structural_overlay_score": 79.336504, + "structural_overlay_rr": 1.561952, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.541695, + "primary_prob": 18.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.312543, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.86653, + "range_504_ratio": 2.378643, + "range_factor_pass": false, + "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": 89.375, + "strategy_rank": 69.641152, + "production_rank": 76.219101, + "structural_overlay_pass": false, + "structural_overlay_score": 72.408146, + "structural_overlay_rr": 2.831129, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.194228, + "primary_prob": 26.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.791342, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.650649, + "range_504_ratio": 1.916785, + "range_factor_pass": false, + "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": 88.125, + "strategy_rank": 84.15941, + "production_rank": 85.481273, + "structural_overlay_pass": false, + "structural_overlay_score": 81.20721, + "structural_overlay_rr": 1.470051, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.749969, + "primary_prob": 57.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.124953, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.420744, + "range_504_ratio": 1.523094, + "range_factor_pass": false, + "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": 82.625, + "strategy_rank": 67.612781, + "production_rank": 72.616854, + "structural_overlay_pass": false, + "structural_overlay_score": 68.986011, + "structural_overlay_rr": 1.164039, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.041488, + "primary_prob": 43.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 78.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.562233, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.501404, + "range_504_ratio": 1.651038, + "range_factor_pass": false, + "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": 86.375, + "strategy_rank": 73.121676, + "production_rank": 77.539451, + "structural_overlay_pass": false, + "structural_overlay_score": 73.662478, + "structural_overlay_rr": 1.379628, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.831456, + "primary_prob": 54.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 1.247183, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.580225, + "range_504_ratio": 1.78644, + "range_factor_pass": false, + "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": 87.25, + "strategy_rank": 89.576873, + "production_rank": 88.801248, + "structural_overlay_pass": false, + "structural_overlay_score": 84.361186, + "structural_overlay_rr": 1.932611, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.999689, + "primary_prob": 44.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 56, + "primary_distance_atr": 2.999534, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.949433, + "range_504_ratio": 2.584243, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.966867, + "hold30_r": 4.15855 + }, + { + "symbol": "COIN", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.875, + "strategy_rank": 98.875421, + "production_rank": 98.875281, + "structural_overlay_pass": false, + "structural_overlay_score": 93.931517, + "structural_overlay_rr": 0.890723, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.737278, + "primary_prob": 33.17, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.605916, + "raw_level_count": 137, + "gate_level_count": 137, + "range_504_log": 2.195568, + "range_504_ratio": 8.985103, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.719461, + "hold30_r": 0.854343 + }, + { + "symbol": "COP", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.5, + "strategy_rank": 64.854494, + "production_rank": 71.069663, + "structural_overlay_pass": false, + "structural_overlay_score": 67.51618, + "structural_overlay_rr": 0.979654, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.337554, + "primary_prob": 40.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 99.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.006331, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.570251, + "range_504_ratio": 1.76871, + "range_factor_pass": false, + "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": 90.75, + "strategy_rank": 65.17294, + "production_rank": 73.698627, + "structural_overlay_pass": false, + "structural_overlay_score": 70.013695, + "structural_overlay_rr": 0.834515, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.267189, + "primary_prob": 25.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.900783, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.602064, + "range_504_ratio": 1.825884, + "range_factor_pass": false, + "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": 87.5, + "strategy_rank": 77.055243, + "production_rank": 80.536829, + "structural_overlay_pass": false, + "structural_overlay_score": 76.509988, + "structural_overlay_rr": 1.890547, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.46306, + "primary_prob": 35.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.19459, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 1.036278, + "range_504_ratio": 2.818706, + "range_factor_pass": true, + "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": 97.0, + "strategy_rank": 95.390637, + "production_rank": 95.927091, + "structural_overlay_pass": false, + "structural_overlay_score": 91.130737, + "structural_overlay_rr": 1.211313, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.778187, + "primary_prob": 52.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.167281, + "raw_level_count": 103, + "gate_level_count": 103, + "range_504_log": 1.375395, + "range_504_ratio": 3.95664, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.734241, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.875, + "strategy_rank": 99.725234, + "production_rank": 99.775156, + "structural_overlay_pass": false, + "structural_overlay_score": 94.786398, + "structural_overlay_rr": 0.716439, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.571767, + "primary_prob": 36.13, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 26.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.357651, + "raw_level_count": 159, + "gate_level_count": 159, + "range_504_log": 3.592865, + "range_504_ratio": 36.338028, + "range_factor_pass": true, + "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": 94.375, + "strategy_rank": 91.867743, + "production_rank": 92.703496, + "structural_overlay_pass": false, + "structural_overlay_score": 88.068321, + "structural_overlay_rr": 1.562969, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.484198, + "primary_prob": 23.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 95.0, + "primary_rejection_count": 30, + "primary_distance_atr": 3.726296, + "raw_level_count": 128, + "gate_level_count": 128, + "range_504_log": 1.242784, + "range_504_ratio": 3.465248, + "range_factor_pass": true, + "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": 94.125, + "strategy_rank": 91.168399, + "production_rank": 92.153933, + "structural_overlay_pass": false, + "structural_overlay_score": 87.546236, + "structural_overlay_rr": 1.316514, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.363421, + "primary_prob": 41.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.045132, + "raw_level_count": 109, + "gate_level_count": 109, + "range_504_log": 1.501915, + "range_504_ratio": 4.490279, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.314963, + "hold30_r": 1.420145 + }, + { + "symbol": "DPZ", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.0, + "strategy_rank": 77.81985, + "production_rank": 82.213233, + "structural_overlay_pass": false, + "structural_overlay_score": 78.102572, + "structural_overlay_rr": 1.848528, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.864625, + "primary_prob": 40.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 73.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.796938, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.641216, + "range_504_ratio": 1.898789, + "range_factor_pass": false, + "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": 97.25, + "strategy_rank": 82.494476, + "production_rank": 87.412984, + "structural_overlay_pass": false, + "structural_overlay_score": 83.042335, + "structural_overlay_rr": 1.257527, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.289643, + "primary_prob": 31.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.934464, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 0.969898, + "range_504_ratio": 2.637676, + "range_factor_pass": false, + "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": 95.0, + "strategy_rank": 80.432584, + "production_rank": 85.28839, + "structural_overlay_pass": false, + "structural_overlay_score": 81.02397, + "structural_overlay_rr": 1.908037, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.000261, + "primary_prob": 41.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.500392, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 0.714799, + "range_504_ratio": 2.043776, + "range_factor_pass": false, + "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": 96.5, + "strategy_rank": 93.729775, + "production_rank": 94.653184, + "structural_overlay_pass": false, + "structural_overlay_score": 89.920524, + "structural_overlay_rr": 1.016262, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.705292, + "primary_prob": 42.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.057938, + "raw_level_count": 115, + "gate_level_count": 115, + "range_504_log": 1.558953, + "range_504_ratio": 4.753843, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.671499, + "hold30_r": -1.0 + }, + { + "symbol": "GE", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.625, + "strategy_rank": 87.690309, + "production_rank": 87.001873, + "structural_overlay_pass": false, + "structural_overlay_score": 82.651779, + "structural_overlay_rr": 1.633644, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.693555, + "primary_prob": 32.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.540333, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 1.101778, + "range_504_ratio": 3.009511, + "range_factor_pass": true, + "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": 81.375, + "strategy_rank": 73.591713, + "production_rank": 76.186142, + "structural_overlay_pass": false, + "structural_overlay_score": 72.376835, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.518451, + "primary_prob": 34.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.277677, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.808818, + "range_504_ratio": 2.245253, + "range_factor_pass": false, + "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": 83.625, + "strategy_rank": 65.466339, + "production_rank": 71.519226, + "structural_overlay_pass": false, + "structural_overlay_score": 67.943265, + "structural_overlay_rr": 1.348767, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.433141, + "primary_prob": 30.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.149711, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 0.853499, + "range_504_ratio": 2.347848, + "range_factor_pass": false, + "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": 85.125, + "strategy_rank": 72.471395, + "production_rank": 76.689263, + "structural_overlay_pass": false, + "structural_overlay_score": 72.8548, + "structural_overlay_rr": 1.735866, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.640229, + "primary_prob": 34.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 92, + "primary_distance_atr": 2.460343, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.635509, + "range_504_ratio": 1.887983, + "range_factor_pass": false, + "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": 83.25, + "strategy_rank": 70.260019, + "production_rank": 74.590012, + "structural_overlay_pass": false, + "structural_overlay_score": 70.860512, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.293909, + "primary_prob": 27.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.940863, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.462963, + "range_504_ratio": 1.588775, + "range_factor_pass": false, + "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": 80.125, + "strategy_rank": 72.267275, + "production_rank": 74.886517, + "structural_overlay_pass": false, + "structural_overlay_score": 71.142191, + "structural_overlay_rr": 0.749765, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.749765, + "primary_prob": 53.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 78.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.124648, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.925845, + "range_504_ratio": 2.524, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.69815, + "hold30_r": -1.0 + }, + { + "symbol": "IBM", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.875, + "strategy_rank": 76.194148, + "production_rank": 80.087765, + "structural_overlay_pass": false, + "structural_overlay_score": 76.083377, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.652971, + "primary_prob": 17.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.479456, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.544549, + "range_504_ratio": 1.723831, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.081227, + "hold30_r": -1.0 + }, + { + "symbol": "JBL", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.375, + "strategy_rank": 87.702575, + "production_rank": 86.926717, + "structural_overlay_pass": false, + "structural_overlay_score": 82.580381, + "structural_overlay_rr": 2.126099, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.552338, + "primary_prob": 23.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 3.828507, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 1.168133, + "range_504_ratio": 3.215984, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.501349, + "hold30_r": -1.0 + }, + { + "symbol": "LLY", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.5, + "strategy_rank": 83.816292, + "production_rank": 87.710861, + "structural_overlay_pass": false, + "structural_overlay_score": 83.325318, + "structural_overlay_rr": 1.022239, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.133382, + "primary_prob": 40.65, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.700073, + "raw_level_count": 98, + "gate_level_count": 98, + "range_504_log": 1.039751, + "range_504_ratio": 2.828512, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.076676, + "hold30_r": 5.033941 + }, + { + "symbol": "MET", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.75, + "strategy_rank": 59.296536, + "production_rank": 66.44769, + "structural_overlay_pass": false, + "structural_overlay_score": 63.125306, + "structural_overlay_rr": 1.753648, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.363468, + "primary_prob": 37.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.045202, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.45767, + "range_504_ratio": 1.580388, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.127071, + "hold30_r": -1.043771 + }, + { + "symbol": "META", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.75, + "strategy_rank": 94.702903, + "production_rank": 95.051935, + "structural_overlay_pass": false, + "structural_overlay_score": 90.299338, + "structural_overlay_rr": 1.516269, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.57274, + "primary_prob": 27.71, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 59.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.359111, + "raw_level_count": 104, + "gate_level_count": 104, + "range_504_log": 1.797325, + "range_504_ratio": 6.033487, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.52803, + "hold30_r": 1.780702 + }, + { + "symbol": "MLM", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.125, + "strategy_rank": 63.004728, + "production_rank": 69.044819, + "structural_overlay_pass": false, + "structural_overlay_score": 65.592578, + "structural_overlay_rr": 1.913604, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.951766, + "primary_prob": 22.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 64.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.92765, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.787966, + "range_504_ratio": 2.198919, + "range_factor_pass": false, + "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": 97.5, + "strategy_rank": 89.523408, + "production_rank": 92.182272, + "structural_overlay_pass": false, + "structural_overlay_score": 87.573159, + "structural_overlay_rr": 1.925335, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.480583, + "primary_prob": 20.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.220874, + "raw_level_count": 114, + "gate_level_count": 114, + "range_504_log": 1.046835, + "range_504_ratio": 2.848621, + "range_factor_pass": true, + "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": 99.375, + "strategy_rank": 99.45014, + "production_rank": 99.425094, + "structural_overlay_pass": true, + "structural_overlay_score": 99.453839, + "structural_overlay_rr": 2.273361, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "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": 137, + "gate_level_count": 137, + "range_504_log": 2.713565, + "range_504_ratio": 15.082956, + "range_factor_pass": true, + "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": 94.75, + "strategy_rank": 88.946723, + "production_rank": 90.881149, + "structural_overlay_pass": false, + "structural_overlay_score": 86.337091, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "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": 97, + "gate_level_count": 97, + "range_504_log": 1.35821, + "range_504_ratio": 3.889227, + "range_factor_pass": true, + "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": 88.375, + "strategy_rank": 90.888717, + "production_rank": 90.050811, + "structural_overlay_pass": true, + "structural_overlay_score": 90.548271, + "structural_overlay_rr": 2.797578, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.860352, + "primary_prob": 52.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.290528, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 1.057912, + "range_504_ratio": 2.880351, + "range_factor_pass": true, + "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": 91.75, + "strategy_rank": 71.715637, + "production_rank": 78.393758, + "structural_overlay_pass": false, + "structural_overlay_score": 74.47407, + "structural_overlay_rr": 1.932822, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.825902, + "primary_prob": 37.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.238853, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.89403, + "range_504_ratio": 2.444964, + "range_factor_pass": false, + "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": 96.75, + "strategy_rank": 73.005899, + "production_rank": 80.920599, + "structural_overlay_pass": false, + "structural_overlay_score": 76.874569, + "structural_overlay_rr": 1.351385, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.160792, + "primary_prob": 26.14, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 7.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.741188, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.707624, + "range_504_ratio": 2.029165, + "range_factor_pass": false, + "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": 89.125, + "strategy_rank": 69.80323, + "production_rank": 76.24382, + "structural_overlay_pass": false, + "structural_overlay_score": 72.431629, + "structural_overlay_rr": 0.901992, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.950127, + "primary_prob": 46.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 81.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.425191, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.905909, + "range_504_ratio": 2.474179, + "range_factor_pass": false, + "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": 85.875, + "strategy_rank": 66.891526, + "production_rank": 73.219351, + "structural_overlay_pass": false, + "structural_overlay_score": 69.558383, + "structural_overlay_rr": 0.730164, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.812641, + "primary_prob": 13.23, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 6.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.718962, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.548173, + "range_504_ratio": 1.730089, + "range_factor_pass": false, + "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": 92.5, + "strategy_rank": 94.263109, + "production_rank": 93.675406, + "structural_overlay_pass": false, + "structural_overlay_score": 88.991635, + "structural_overlay_rr": 1.596071, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.577928, + "primary_prob": 47.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 84.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.366892, + "raw_level_count": 116, + "gate_level_count": 116, + "range_504_log": 1.549455, + "range_504_ratio": 4.708904, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.548244, + "hold30_r": 2.776073 + }, + { + "symbol": "PSX", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.25, + "strategy_rank": 81.918446, + "production_rank": 86.362297, + "structural_overlay_pass": false, + "structural_overlay_score": 82.044182, + "structural_overlay_rr": 2.457441, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.099544, + "primary_prob": 32.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.649316, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 0.85518, + "range_504_ratio": 2.351797, + "range_factor_pass": false, + "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": 80.5, + "strategy_rank": 61.780712, + "production_rank": 68.020474, + "structural_overlay_pass": false, + "structural_overlay_score": 64.619451, + "structural_overlay_rr": 1.352945, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.186496, + "primary_prob": 25.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.779745, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.469927, + "range_504_ratio": 1.599878, + "range_factor_pass": false, + "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": 83.875, + "strategy_rank": 82.757444, + "production_rank": 83.129963, + "structural_overlay_pass": false, + "structural_overlay_score": 78.973464, + "structural_overlay_rr": 2.439234, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.003457, + "primary_prob": 38.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 17, + "primary_distance_atr": 3.005185, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.848118, + "range_504_ratio": 2.335247, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.573913, + "hold30_r": -1.509434 + }, + { + "symbol": "SCHW", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.875, + "strategy_rank": 71.657069, + "production_rank": 75.063046, + "structural_overlay_pass": false, + "structural_overlay_score": 71.309894, + "structural_overlay_rr": 1.195684, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.198387, + "primary_prob": 58.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 79, + "primary_distance_atr": 1.797581, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.654984, + "range_504_ratio": 1.925111, + "range_factor_pass": false, + "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": 99.625, + "strategy_rank": 99.700047, + "production_rank": 99.675031, + "structural_overlay_pass": false, + "structural_overlay_score": 94.69128, + "structural_overlay_rr": 1.771647, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.64141, + "primary_prob": 34.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.462116, + "raw_level_count": 143, + "gate_level_count": 143, + "range_504_log": 3.502768, + "range_504_ratio": 33.207241, + "range_factor_pass": true, + "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": 81.625, + "strategy_rank": 74.890309, + "production_rank": 77.135206, + "structural_overlay_pass": false, + "structural_overlay_score": 73.278446, + "structural_overlay_rr": 2.269603, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.946486, + "primary_prob": 14.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.91973, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 0.885323, + "range_504_ratio": 2.423767, + "range_factor_pass": false, + "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": 96.25, + "strategy_rank": 83.929307, + "production_rank": 88.036205, + "structural_overlay_pass": false, + "structural_overlay_score": 83.634395, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.492114, + "primary_prob": 32.6, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.238171, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.680021, + "range_504_ratio": 1.97392, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.406252, + "hold30_r": -1.070429 + }, + { + "symbol": "SYF", + "date": "2024-05-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.875, + "strategy_rank": 76.813998, + "production_rank": 78.834332, + "structural_overlay_pass": false, + "structural_overlay_score": 74.892615, + "structural_overlay_rr": 1.618636, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.183367, + "primary_prob": 27.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 58, + "primary_distance_atr": 3.275051, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.563637, + "range_504_ratio": 1.757052, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.051632, + "hold30_r": -1.0 + }, + { + "symbol": "TPL", + "date": "2024-05-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.625, + "strategy_rank": 84.607537, + "production_rank": 85.280025, + "structural_overlay_pass": false, + "structural_overlay_score": 81.016024, + "structural_overlay_rr": 1.639355, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.43016, + "primary_prob": 20.14, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 77.0, + "primary_rejection_count": 28, + "primary_distance_atr": 3.645241, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.771554, + "range_504_ratio": 2.163125, + "range_factor_pass": false, + "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": 88.875, + "strategy_rank": 75.770552, + "production_rank": 80.138702, + "structural_overlay_pass": false, + "structural_overlay_score": 76.131767, + "structural_overlay_rr": 1.10179, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.786236, + "primary_prob": 17.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.679354, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.533179, + "range_504_ratio": 1.704342, + "range_factor_pass": false, + "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": 93.125, + "strategy_rank": 90.393493, + "production_rank": 91.303995, + "structural_overlay_pass": false, + "structural_overlay_score": 86.738795, + "structural_overlay_rr": 1.188214, + "structural_overlay_sources": [ + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.888159, + "primary_prob": 17.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 83.0, + "primary_rejection_count": 23, + "primary_distance_atr": 4.332238, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 1.417957, + "range_504_ratio": 4.128676, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.037372, + "hold30_r": 1.422738 + }, + { + "symbol": "URI", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.25, + "strategy_rank": 90.942041, + "production_rank": 91.378027, + "structural_overlay_pass": false, + "structural_overlay_score": 86.809126, + "structural_overlay_rr": 1.013538, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.018863, + "primary_prob": 51.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.528294, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 1.155861, + "range_504_ratio": 3.176758, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.046287, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.25, + "strategy_rank": 81.302341, + "production_rank": 84.284894, + "structural_overlay_pass": false, + "structural_overlay_score": 80.070649, + "structural_overlay_rr": 1.940235, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.940235, + "primary_prob": 26.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.910353, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 0.645231, + "range_504_ratio": 1.906427, + "range_factor_pass": false, + "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": 99.125, + "strategy_rank": 97.964279, + "production_rank": 98.351186, + "structural_overlay_pass": false, + "structural_overlay_score": 93.433627, + "structural_overlay_rr": 1.075425, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "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": 132, + "gate_level_count": 132, + "range_504_log": 2.60269, + "range_504_ratio": 13.5, + "range_factor_pass": true, + "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": 93.875, + "strategy_rank": 90.394148, + "production_rank": 91.554432, + "structural_overlay_pass": false, + "structural_overlay_score": 86.97671, + "structural_overlay_rr": 1.264793, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.955207, + "primary_prob": 46.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.432811, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 0.950609, + "range_504_ratio": 2.587286, + "range_factor_pass": false, + "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": 90.5, + "strategy_rank": 72.675843, + "production_rank": 78.617228, + "structural_overlay_pass": false, + "structural_overlay_score": 74.686367, + "structural_overlay_rr": 1.251553, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.30006, + "primary_prob": 34.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 67.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.95009, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.474386, + "range_504_ratio": 1.607027, + "range_factor_pass": false, + "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": 96.645963, + "strategy_rank": 96.833315, + "production_rank": 96.770864, + "structural_overlay_pass": false, + "structural_overlay_score": 91.932321, + "structural_overlay_rr": 0.748486, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.748943, + "primary_prob": 55.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.123414, + "raw_level_count": 108, + "gate_level_count": 108, + "range_504_log": 1.136081, + "range_504_ratio": 3.114537, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.726957, + "hold30_r": 1.919781 + }, + { + "symbol": "AIG", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.354037, + "strategy_rank": 60.320531, + "production_rank": 67.998366, + "structural_overlay_pass": false, + "structural_overlay_score": 64.598448, + "structural_overlay_rr": 1.367984, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.367984, + "primary_prob": 22.3, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 12.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.051976, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.571126, + "range_504_ratio": 1.770258, + "range_factor_pass": false, + "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": 90.434783, + "strategy_rank": 67.398641, + "production_rank": 75.077355, + "structural_overlay_pass": false, + "structural_overlay_score": 71.323487, + "structural_overlay_rr": 2.036823, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.874935, + "primary_prob": 31.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 57, + "primary_distance_atr": 2.812402, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.595192, + "range_504_ratio": 1.813379, + "range_factor_pass": false, + "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": 95.031056, + "strategy_rank": 71.099903, + "production_rank": 79.076954, + "structural_overlay_pass": false, + "structural_overlay_score": 75.123106, + "structural_overlay_rr": 1.269214, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.289397, + "primary_prob": 35.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 70.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.934095, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.567354, + "range_504_ratio": 1.763595, + "range_factor_pass": false, + "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": 93.540373, + "strategy_rank": 92.165606, + "production_rank": 92.623861, + "structural_overlay_pass": false, + "structural_overlay_score": 87.992668, + "structural_overlay_rr": 0.746215, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.024294, + "primary_prob": 44.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.536442, + "raw_level_count": 111, + "gate_level_count": 111, + "range_504_log": 1.306196, + "range_504_ratio": 3.692101, + "range_factor_pass": true, + "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": 98.509317, + "strategy_rank": 98.398209, + "production_rank": 98.435245, + "structural_overlay_pass": false, + "structural_overlay_score": 93.513483, + "structural_overlay_rr": 1.13934, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.584311, + "primary_prob": 36.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.376467, + "raw_level_count": 134, + "gate_level_count": 134, + "range_504_log": 2.270342, + "range_504_ratio": 9.682713, + "range_factor_pass": true, + "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": 90.68323, + "strategy_rank": 83.465854, + "production_rank": 85.871646, + "structural_overlay_pass": false, + "structural_overlay_score": 81.578064, + "structural_overlay_rr": 1.784777, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.708082, + "primary_prob": 30.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 83.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.562123, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 1.379738, + "range_504_ratio": 3.973859, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.05146, + "hold30_r": -1.0 + }, + { + "symbol": "AXP", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.198758, + "strategy_rank": 72.495954, + "production_rank": 77.730222, + "structural_overlay_pass": false, + "structural_overlay_score": 73.843711, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.001815, + "primary_prob": 31.95, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 14.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.502722, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.626341, + "range_504_ratio": 1.870752, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.082324, + "hold30_r": -1.0 + }, + { + "symbol": "BK", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.863354, + "strategy_rank": 58.420973, + "production_rank": 66.2351, + "structural_overlay_pass": false, + "structural_overlay_score": 62.923345, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.301673, + "primary_prob": 34.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 67.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.95251, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.499721, + "range_504_ratio": 1.648261, + "range_factor_pass": false, + "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": 80.869565, + "strategy_rank": 67.588845, + "production_rank": 72.015751, + "structural_overlay_pass": false, + "structural_overlay_score": 68.414964, + "structural_overlay_rr": 1.856786, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.342499, + "primary_prob": 40.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.013749, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.84793, + "range_504_ratio": 2.334809, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.275569, + "hold30_r": -0.277749 + }, + { + "symbol": "CAT", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.708075, + "strategy_rank": 76.216744, + "production_rank": 79.713854, + "structural_overlay_pass": false, + "structural_overlay_score": 75.728161, + "structural_overlay_rr": 2.142403, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.044508, + "primary_prob": 43.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 79.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.566762, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.86653, + "range_504_ratio": 2.378643, + "range_factor_pass": false, + "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": 82.608696, + "strategy_rank": 59.947675, + "production_rank": 67.501349, + "structural_overlay_pass": false, + "structural_overlay_score": 64.126281, + "structural_overlay_rr": 1.452767, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.067591, + "primary_prob": 42.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.601386, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.460471, + "range_504_ratio": 1.58482, + "range_factor_pass": false, + "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": 92.173913, + "strategy_rank": 71.854245, + "production_rank": 78.627468, + "structural_overlay_pass": false, + "structural_overlay_score": 74.696095, + "structural_overlay_rr": 0.72886, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.470916, + "primary_prob": 20.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.206375, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.636396, + "range_504_ratio": 1.889659, + "range_factor_pass": false, + "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": 82.857143, + "strategy_rank": 71.511166, + "production_rank": 75.293158, + "structural_overlay_pass": false, + "structural_overlay_score": 71.528501, + "structural_overlay_rr": 1.076125, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.004747, + "primary_prob": 32.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.50712, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.576956, + "range_504_ratio": 1.78061, + "range_factor_pass": false, + "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": 92.546584, + "strategy_rank": 87.450102, + "production_rank": 89.14893, + "structural_overlay_pass": false, + "structural_overlay_score": 84.691483, + "structural_overlay_rr": 0.897756, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.904388, + "primary_prob": 52.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.356582, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.420744, + "range_504_ratio": 1.523094, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.824172, + "hold30_r": -1.0 + }, + { + "symbol": "CMG", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.931677, + "strategy_rank": 72.585176, + "production_rank": 78.700677, + "structural_overlay_pass": false, + "structural_overlay_score": 74.765643, + "structural_overlay_rr": 1.373731, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.786064, + "primary_prob": 39.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.179097, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 1.002327, + "range_504_ratio": 2.724613, + "range_factor_pass": true, + "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": 81.614907, + "strategy_rank": 67.142842, + "production_rank": 71.966863, + "structural_overlay_pass": false, + "structural_overlay_score": 68.36852, + "structural_overlay_rr": 1.228764, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.275366, + "primary_prob": 37.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 78.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.913048, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.501404, + "range_504_ratio": 1.651038, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.212734, + "hold30_r": -1.141638 + }, + { + "symbol": "COHR", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.118012, + "strategy_rank": 85.293775, + "production_rank": 83.901854, + "structural_overlay_pass": false, + "structural_overlay_score": 79.706761, + "structural_overlay_rr": 1.545226, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.614487, + "primary_prob": 50.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 56, + "primary_distance_atr": 2.421731, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.949433, + "range_504_ratio": 2.584243, + "range_factor_pass": false, + "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": 99.006211, + "strategy_rank": 98.96936, + "production_rank": 98.981644, + "structural_overlay_pass": false, + "structural_overlay_score": 94.032562, + "structural_overlay_rr": 1.881919, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.580052, + "primary_prob": 37.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.370079, + "raw_level_count": 137, + "gate_level_count": 137, + "range_504_log": 2.195568, + "range_504_ratio": 8.985103, + "range_factor_pass": true, + "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": 93.78882, + "strategy_rank": 66.992124, + "production_rank": 75.924356, + "structural_overlay_pass": false, + "structural_overlay_score": 72.128138, + "structural_overlay_rr": 1.936894, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.936894, + "primary_prob": 13.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.905341, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.602064, + "range_504_ratio": 1.825884, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.84664, + "hold30_r": 0.727753 + }, + { + "symbol": "CRH", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.453416, + "strategy_rank": 75.919625, + "production_rank": 79.764222, + "structural_overlay_pass": true, + "structural_overlay_score": 80.776011, + "structural_overlay_rr": 2.042364, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.547849, + "primary_prob": 35.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.321773, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 1.036278, + "range_504_ratio": 2.818706, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.055231, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.875776, + "strategy_rank": 99.726939, + "production_rank": 99.776552, + "structural_overlay_pass": false, + "structural_overlay_score": 94.787724, + "structural_overlay_rr": 1.654154, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.800594, + "primary_prob": 39.1, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 16.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.200891, + "raw_level_count": 159, + "gate_level_count": 159, + "range_504_log": 3.592865, + "range_504_ratio": 36.338028, + "range_factor_pass": true, + "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": 93.043478, + "strategy_rank": 91.259467, + "production_rank": 91.854137, + "structural_overlay_pass": false, + "structural_overlay_score": 87.261431, + "structural_overlay_rr": 2.404354, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.9606, + "primary_prob": 26.17, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 81.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.9409, + "raw_level_count": 128, + "gate_level_count": 128, + "range_504_log": 1.242784, + "range_504_ratio": 3.465248, + "range_factor_pass": true, + "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": 89.31677, + "strategy_rank": 81.020498, + "production_rank": 83.785922, + "structural_overlay_pass": false, + "structural_overlay_score": 79.596626, + "structural_overlay_rr": 2.059766, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.56374, + "primary_prob": 35.87, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 99.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.34561, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.586568, + "range_504_ratio": 1.797808, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.504873, + "hold30_r": 2.651246 + }, + { + "symbol": "DPZ", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.795031, + "strategy_rank": 79.286547, + "production_rank": 83.789375, + "structural_overlay_pass": false, + "structural_overlay_score": 79.599906, + "structural_overlay_rr": 1.505744, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.365245, + "primary_prob": 39.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.047868, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.641216, + "range_504_ratio": 1.898789, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.296306, + "hold30_r": -1.0 + }, + { + "symbol": "ERIE", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.515528, + "strategy_rank": 83.111986, + "production_rank": 87.913167, + "structural_overlay_pass": false, + "structural_overlay_score": 83.517508, + "structural_overlay_rr": 1.882564, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.913494, + "primary_prob": 20.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.87024, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 0.969898, + "range_504_ratio": 2.637676, + "range_factor_pass": false, + "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": 80.124224, + "strategy_rank": 83.369835, + "production_rank": 82.287964, + "structural_overlay_pass": false, + "structural_overlay_score": 78.173566, + "structural_overlay_rr": 4.067191, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.962251, + "primary_prob": 29.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.943377, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 0.664022, + "range_504_ratio": 1.942589, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.911065, + "hold30_r": 4.459293 + }, + { + "symbol": "FANG", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.782609, + "strategy_rank": 80.156759, + "production_rank": 85.032042, + "structural_overlay_pass": false, + "structural_overlay_score": 80.78044, + "structural_overlay_rr": 1.805363, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.805363, + "primary_prob": 24.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.708044, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.714799, + "range_504_ratio": 2.043776, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.068889, + "hold30_r": -1.0 + }, + { + "symbol": "GE", + "date": "2024-05-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.186335, + "strategy_rank": 90.934405, + "production_rank": 90.685048, + "structural_overlay_pass": true, + "structural_overlay_score": 91.150796, + "structural_overlay_rr": 2.00717, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.031066, + "primary_prob": 24.27, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 3.046599, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 1.101778, + "range_504_ratio": 3.009511, + "range_factor_pass": true, + "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": 80.372671, + "strategy_rank": 75.615708, + "production_rank": 77.201362, + "structural_overlay_pass": false, + "structural_overlay_score": 73.341294, + "structural_overlay_rr": 1.5478, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.555217, + "primary_prob": 36.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.332826, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.562653, + "range_504_ratio": 1.755323, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.068876, + "hold30_r": -1.0 + }, + { + "symbol": "GWW", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.850932, + "strategy_rank": 65.842054, + "production_rank": 71.845013, + "structural_overlay_pass": false, + "structural_overlay_score": 68.252763, + "structural_overlay_rr": 1.204023, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.971445, + "primary_prob": 54.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.457167, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.853499, + "range_504_ratio": 2.347848, + "range_factor_pass": false, + "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": 82.111801, + "strategy_rank": 69.872802, + "production_rank": 73.952468, + "structural_overlay_pass": false, + "structural_overlay_score": 70.254845, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.323951, + "primary_prob": 26.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.985926, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.462963, + "range_504_ratio": 1.588775, + "range_factor_pass": false, + "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": 85.962733, + "strategy_rank": 63.188801, + "production_rank": 70.780112, + "structural_overlay_pass": false, + "structural_overlay_score": 67.241106, + "structural_overlay_rr": 1.169627, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.758671, + "primary_prob": 57.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.138007, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.688385, + "range_504_ratio": 1.990499, + "range_factor_pass": false, + "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": 84.347826, + "strategy_rank": 59.415687, + "production_rank": 67.7264, + "structural_overlay_pass": false, + "structural_overlay_score": 64.34008, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.531881, + "primary_prob": 36.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.297822, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.464595, + "range_504_ratio": 1.59137, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.103389, + "hold30_r": -1.0 + }, + { + "symbol": "META", + "date": "2024-05-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.950311, + "strategy_rank": 89.294746, + "production_rank": 88.846601, + "structural_overlay_pass": false, + "structural_overlay_score": 84.404271, + "structural_overlay_rr": 1.77876, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.173393, + "primary_prob": 25.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 10, + "primary_distance_atr": 3.260089, + "raw_level_count": 104, + "gate_level_count": 104, + "range_504_log": 1.797325, + "range_504_ratio": 6.033487, + "range_factor_pass": true, + "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": 82.360248, + "strategy_rank": 63.495846, + "production_rank": 69.78398, + "structural_overlay_pass": false, + "structural_overlay_score": 66.294781, + "structural_overlay_rr": 1.576547, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.110413, + "primary_prob": 20.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 64.0, + "primary_rejection_count": 20, + "primary_distance_atr": 3.16562, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.787966, + "range_504_ratio": 2.198919, + "range_factor_pass": false, + "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": 97.142857, + "strategy_rank": 88.397022, + "production_rank": 91.312301, + "structural_overlay_pass": false, + "structural_overlay_score": 86.746686, + "structural_overlay_rr": 0.99987, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.928802, + "primary_prob": 13.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.893203, + "raw_level_count": 115, + "gate_level_count": 115, + "range_504_log": 1.046835, + "range_504_ratio": 2.848621, + "range_factor_pass": true, + "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": 99.627329, + "strategy_rank": 99.70191, + "production_rank": 99.677049, + "structural_overlay_pass": false, + "structural_overlay_score": 94.693197, + "structural_overlay_rr": 1.674556, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.674556, + "primary_prob": 29.37, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.511834, + "raw_level_count": 137, + "gate_level_count": 137, + "range_504_log": 2.713565, + "range_504_ratio": 15.082956, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.017902, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2024-05-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 85.714286, + "strategy_rank": 83.114144, + "production_rank": 83.980858, + "structural_overlay_pass": false, + "structural_overlay_score": 79.781815, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 2.306923, + "primary_prob": 21.15, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 3.460384, + "raw_level_count": 98, + "gate_level_count": 98, + "range_504_log": 1.378351, + "range_504_ratio": 3.968351, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.05506, + "hold30_r": 1.315201 + }, + { + "symbol": "OKE", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.217391, + "strategy_rank": 63.039271, + "production_rank": 70.431978, + "structural_overlay_pass": false, + "structural_overlay_score": 66.910379, + "structural_overlay_rr": 1.28688, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.28688, + "primary_prob": 22.08, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.93032, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.500595, + "range_504_ratio": 1.649703, + "range_factor_pass": false, + "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": 91.925466, + "strategy_rank": 72.164203, + "production_rank": 78.751291, + "structural_overlay_pass": false, + "structural_overlay_score": 74.813726, + "structural_overlay_rr": 0.994978, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.985533, + "primary_prob": 39.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.4783, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.89403, + "range_504_ratio": 2.444964, + "range_factor_pass": false, + "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": 96.89441, + "strategy_rank": 73.409214, + "production_rank": 81.237612, + "structural_overlay_pass": false, + "structural_overlay_score": 77.175732, + "structural_overlay_rr": 1.203009, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.747888, + "primary_prob": 57.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.121832, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.6954, + "range_504_ratio": 2.00451, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.676547, + "hold30_r": 1.063588 + }, + { + "symbol": "PH", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.304348, + "strategy_rank": 72.213292, + "production_rank": 78.576977, + "structural_overlay_pass": false, + "structural_overlay_score": 74.648128, + "structural_overlay_rr": 1.824423, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.873759, + "primary_prob": 27.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 81.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.810639, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.905909, + "range_504_ratio": 2.474179, + "range_factor_pass": false, + "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": 89.068323, + "strategy_rank": 82.260977, + "production_rank": 84.530093, + "structural_overlay_pass": false, + "structural_overlay_score": 80.303588, + "structural_overlay_rr": 1.453838, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.740039, + "primary_prob": 43.04, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 24.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.110058, + "raw_level_count": 98, + "gate_level_count": 98, + "range_504_log": 1.253632, + "range_504_ratio": 3.503043, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.688462, + "hold30_r": -1.0 + }, + { + "symbol": "PKG", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.223602, + "strategy_rank": 65.805157, + "production_rank": 71.944639, + "structural_overlay_pass": false, + "structural_overlay_score": 68.347407, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.685479, + "primary_prob": 30.19, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 6.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.528219, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.548173, + "range_504_ratio": 1.730089, + "range_factor_pass": false, + "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": 81.36646, + "strategy_rank": 61.348581, + "production_rank": 68.021207, + "structural_overlay_pass": false, + "structural_overlay_score": 64.620147, + "structural_overlay_rr": 0.743827, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.223349, + "primary_prob": 40.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.835024, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.47664, + "range_504_ratio": 1.610654, + "range_factor_pass": false, + "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": 96.024845, + "strategy_rank": 81.994066, + "production_rank": 86.670992, + "structural_overlay_pass": false, + "structural_overlay_score": 82.337443, + "structural_overlay_rr": 2.111528, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.7424, + "primary_prob": 56.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 91.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.1136, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 0.85518, + "range_504_ratio": 2.351797, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.060015, + "hold30_r": -1.0 + }, + { + "symbol": "RL", + "date": "2024-05-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.571429, + "strategy_rank": 86.342432, + "production_rank": 87.085431, + "structural_overlay_pass": false, + "structural_overlay_score": 82.731159, + "structural_overlay_rr": 2.242335, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.242335, + "primary_prob": 25.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 10, + "primary_distance_atr": 3.363502, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.848118, + "range_504_ratio": 2.335247, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.189075, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.254658, + "strategy_rank": 99.366598, + "production_rank": 99.329285, + "structural_overlay_pass": false, + "structural_overlay_score": 94.362821, + "structural_overlay_rr": 1.769046, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.133026, + "primary_prob": 32.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.69954, + "raw_level_count": 144, + "gate_level_count": 144, + "range_504_log": 3.502768, + "range_504_ratio": 33.207241, + "range_factor_pass": true, + "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": 80.621118, + "strategy_rank": 73.928579, + "production_rank": 76.159425, + "structural_overlay_pass": false, + "structural_overlay_score": 72.351454, + "structural_overlay_rr": 0.679707, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.261502, + "primary_prob": 10.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 13, + "primary_distance_atr": 3.392254, + "raw_level_count": 93, + "gate_level_count": 93, + "range_504_log": 0.885323, + "range_504_ratio": 2.423767, + "range_factor_pass": false, + "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": 84.720497, + "strategy_rank": 77.877549, + "production_rank": 80.158532, + "structural_overlay_pass": false, + "structural_overlay_score": 76.150605, + "structural_overlay_rr": 1.019772, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.677187, + "primary_prob": 22.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 58, + "primary_distance_atr": 4.01578, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.563637, + "range_504_ratio": 1.757052, + "range_factor_pass": false, + "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": 86.956522, + "strategy_rank": 84.244255, + "production_rank": 85.148344, + "structural_overlay_pass": false, + "structural_overlay_score": 80.890927, + "structural_overlay_rr": 1.192004, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.584444, + "primary_prob": 27.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.376665, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.771554, + "range_504_ratio": 2.163125, + "range_factor_pass": false, + "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": 95.900621, + "strategy_rank": 74.42572, + "production_rank": 81.58402, + "structural_overlay_pass": false, + "structural_overlay_score": 77.504819, + "structural_overlay_rr": 1.041241, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.848602, + "primary_prob": 40.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.272903, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.767358, + "range_504_ratio": 2.154068, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.775133, + "hold30_r": 5.981999 + }, + { + "symbol": "TXT", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.602484, + "strategy_rank": 72.21901, + "production_rank": 76.013501, + "structural_overlay_pass": false, + "structural_overlay_score": 72.212826, + "structural_overlay_rr": 1.45895, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.45895, + "primary_prob": 25.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.188425, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.533179, + "range_504_ratio": 1.704342, + "range_factor_pass": false, + "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": 91.677019, + "strategy_rank": 89.744633, + "production_rank": 90.388761, + "structural_overlay_pass": false, + "structural_overlay_score": 85.869323, + "structural_overlay_rr": 1.003003, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.958771, + "primary_prob": 42.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.438157, + "raw_level_count": 103, + "gate_level_count": 103, + "range_504_log": 1.417957, + "range_504_ratio": 4.128676, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.918569, + "hold30_r": 1.567192 + }, + { + "symbol": "URI", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.652174, + "strategy_rank": 93.383321, + "production_rank": 94.139605, + "structural_overlay_pass": false, + "structural_overlay_score": 89.432625, + "structural_overlay_rr": 1.945147, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.052712, + "primary_prob": 37.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.579068, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 1.155861, + "range_504_ratio": 3.176758, + "range_factor_pass": true, + "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": 89.689441, + "strategy_rank": 79.531988, + "production_rank": 82.917806, + "structural_overlay_pass": false, + "structural_overlay_score": 78.771916, + "structural_overlay_rr": 1.669993, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.669993, + "primary_prob": 15.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.50499, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 0.645231, + "range_504_ratio": 1.906427, + "range_factor_pass": false, + "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": 86.21118, + "strategy_rank": 71.253533, + "production_rank": 76.239416, + "structural_overlay_pass": false, + "structural_overlay_score": 72.427445, + "structural_overlay_rr": 1.502601, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.029795, + "primary_prob": 31.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.544693, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.573501, + "range_504_ratio": 1.774468, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.077326, + "hold30_r": -1.0 + }, + { + "symbol": "WM", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.459627, + "strategy_rank": 60.856727, + "production_rank": 69.391027, + "structural_overlay_pass": false, + "structural_overlay_score": 65.921476, + "structural_overlay_rr": 1.067243, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.07996, + "primary_prob": 46.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 98.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.61994, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.434814, + "range_504_ratio": 1.544676, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.113485, + "hold30_r": -1.0 + }, + { + "symbol": "WMB", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.465839, + "strategy_rank": 62.505988, + "production_rank": 70.159271, + "structural_overlay_pass": false, + "structural_overlay_score": 66.651308, + "structural_overlay_rr": 1.80791, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.336415, + "primary_prob": 21.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.004622, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.441435, + "range_504_ratio": 1.554937, + "range_factor_pass": false, + "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": 89.937888, + "strategy_rank": 72.112849, + "production_rank": 78.054529, + "structural_overlay_pass": false, + "structural_overlay_score": 74.151802, + "structural_overlay_rr": 1.249125, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.297312, + "primary_prob": 34.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 67.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.945969, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.474386, + "range_504_ratio": 1.607027, + "range_factor_pass": false, + "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": 98.26087, + "strategy_rank": 96.363254, + "production_rank": 96.995792, + "structural_overlay_pass": false, + "structural_overlay_score": 92.146003, + "structural_overlay_rr": 1.817788, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.365749, + "primary_prob": 27.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.048623, + "raw_level_count": 86, + "gate_level_count": 86, + "range_504_log": 1.232849, + "range_504_ratio": 3.43099, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.333555, + "hold30_r": 0.260622 + }, + { + "symbol": "CEG", + "date": "2024-05-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.888889, + "strategy_rank": 77.222222, + "production_rank": 81.111111, + "structural_overlay_pass": false, + "structural_overlay_score": 77.055556, + "structural_overlay_rr": 1.443051, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "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": 99, + "gate_level_count": 99, + "range_504_log": 1.501626, + "range_504_ratio": 4.488982, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.032914, + "hold30_r": -1.0 + }, + { + "symbol": "ACGL", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.030023, + "strategy_rank": 70.660117, + "production_rank": 76.783419, + "structural_overlay_pass": false, + "structural_overlay_score": 72.944248, + "structural_overlay_rr": 0.757617, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.757617, + "primary_prob": 53.14, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.136425, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.927579, + "range_504_ratio": 2.52838, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.073732, + "hold30_r": -1.0 + }, + { + "symbol": "AIG", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.644342, + "strategy_rank": 63.011939, + "production_rank": 71.22274, + "structural_overlay_pass": false, + "structural_overlay_score": 67.661603, + "structural_overlay_rr": 1.200252, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.200252, + "primary_prob": 26.14, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 12.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.800378, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.571126, + "range_504_ratio": 1.770258, + "range_factor_pass": false, + "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": 91.801386, + "strategy_rank": 66.510105, + "production_rank": 74.940532, + "structural_overlay_pass": false, + "structural_overlay_score": 71.193505, + "structural_overlay_rr": 1.450311, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.254624, + "primary_prob": 42.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 57, + "primary_distance_atr": 1.881936, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.595192, + "range_504_ratio": 1.813379, + "range_factor_pass": false, + "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": 94.919169, + "strategy_rank": 70.97629, + "production_rank": 78.95725, + "structural_overlay_pass": false, + "structural_overlay_score": 75.009387, + "structural_overlay_rr": 0.866174, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.851833, + "primary_prob": 53.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 95.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.27775, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.567354, + "range_504_ratio": 1.763595, + "range_factor_pass": false, + "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": 84.642032, + "strategy_rank": 85.962225, + "production_rank": 85.522161, + "structural_overlay_pass": true, + "structural_overlay_score": 86.246053, + "structural_overlay_rr": 2.146295, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.745443, + "primary_prob": 28.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.618165, + "raw_level_count": 112, + "gate_level_count": 112, + "range_504_log": 1.306196, + "range_504_ratio": 3.692101, + "range_factor_pass": true, + "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": 90.762125, + "strategy_rank": 65.851826, + "production_rank": 74.155259, + "structural_overlay_pass": false, + "structural_overlay_score": 70.447496, + "structural_overlay_rr": 1.708888, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.227042, + "primary_prob": 38.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.840562, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.809632, + "range_504_ratio": 2.247082, + "range_factor_pass": false, + "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": 98.498845, + "strategy_rank": 98.360956, + "production_rank": 98.406919, + "structural_overlay_pass": false, + "structural_overlay_score": 93.486573, + "structural_overlay_rr": 1.054191, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.504948, + "primary_prob": 37.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.257423, + "raw_level_count": 135, + "gate_level_count": 135, + "range_504_log": 2.270342, + "range_504_ratio": 9.682713, + "range_factor_pass": true, + "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": 85.450346, + "strategy_rank": 73.206246, + "production_rank": 77.287613, + "structural_overlay_pass": false, + "structural_overlay_score": 73.423232, + "structural_overlay_rr": 1.692995, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "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": 79, + "gate_level_count": 79, + "range_504_log": 1.038317, + "range_504_ratio": 2.824459, + "range_factor_pass": true, + "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": 91.916859, + "strategy_rank": 84.134189, + "production_rank": 86.728412, + "structural_overlay_pass": false, + "structural_overlay_score": 82.391992, + "structural_overlay_rr": 2.564452, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.483325, + "primary_prob": 20.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 82.0, + "primary_rejection_count": 33, + "primary_distance_atr": 3.724987, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 1.379738, + "range_504_ratio": 3.973859, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.430244, + "hold30_r": 3.740019 + }, + { + "symbol": "AXP", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.023095, + "strategy_rank": 65.946962, + "production_rank": 70.639006, + "structural_overlay_pass": false, + "structural_overlay_score": 67.107056, + "structural_overlay_rr": 1.188483, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.194915, + "primary_prob": 26.67, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 14.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.792373, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.626341, + "range_504_ratio": 1.870752, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.079768, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.484988, + "strategy_rank": 67.13534, + "production_rank": 71.585223, + "structural_overlay_pass": false, + "structural_overlay_score": 68.005961, + "structural_overlay_rr": 1.485318, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.49435, + "primary_prob": 37.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.241526, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.84793, + "range_504_ratio": 2.334809, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.426515, + "hold30_r": -1.0 + }, + { + "symbol": "CASY", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.143187, + "strategy_rank": 70.092618, + "production_rank": 75.442808, + "structural_overlay_pass": false, + "structural_overlay_score": 71.670668, + "structural_overlay_rr": 1.393721, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.971143, + "primary_prob": 31.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.456715, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.641709, + "range_504_ratio": 1.899724, + "range_factor_pass": false, + "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": 86.836028, + "strategy_rank": 76.494562, + "production_rank": 79.941717, + "structural_overlay_pass": false, + "structural_overlay_score": 75.944631, + "structural_overlay_rr": 1.674816, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.538034, + "primary_prob": 25.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.307052, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.86653, + "range_504_ratio": 2.378643, + "range_factor_pass": false, + "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": 86.374134, + "strategy_rank": 62.39961, + "production_rank": 70.391118, + "structural_overlay_pass": false, + "structural_overlay_score": 66.871562, + "structural_overlay_rr": 1.216065, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.823001, + "primary_prob": 50.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.234501, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.460471, + "range_504_ratio": 1.58482, + "range_factor_pass": false, + "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": 89.376443, + "strategy_rank": 70.106763, + "production_rank": 76.52999, + "structural_overlay_pass": false, + "structural_overlay_score": 72.70349, + "structural_overlay_rr": 0.995104, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.860011, + "primary_prob": 31.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.790016, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.626005, + "range_504_ratio": 1.870125, + "range_factor_pass": false, + "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": 88.106236, + "strategy_rank": 82.747029, + "production_rank": 84.533431, + "structural_overlay_pass": false, + "structural_overlay_score": 80.30676, + "structural_overlay_rr": 1.661691, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.232757, + "primary_prob": 39.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 81.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.849136, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.420744, + "range_504_ratio": 1.523094, + "range_factor_pass": false, + "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": 89.953811, + "strategy_rank": 72.448636, + "production_rank": 78.283694, + "structural_overlay_pass": false, + "structural_overlay_score": 74.36951, + "structural_overlay_rr": 0.748604, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.558588, + "primary_prob": 19.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.337882, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 1.002327, + "range_504_ratio": 2.724613, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.48589, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.191686, + "strategy_rank": 99.122761, + "production_rank": 99.145736, + "structural_overlay_pass": false, + "structural_overlay_score": 94.188449, + "structural_overlay_rr": 1.663289, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.70577, + "primary_prob": 59.64, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 53, + "primary_distance_atr": 1.058655, + "raw_level_count": 137, + "gate_level_count": 137, + "range_504_log": 2.195568, + "range_504_ratio": 8.985103, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.686651, + "hold30_r": 0.731665 + }, + { + "symbol": "COR", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.066975, + "strategy_rank": 62.434771, + "production_rank": 70.645506, + "structural_overlay_pass": false, + "structural_overlay_score": 67.113231, + "structural_overlay_rr": 1.778182, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.711318, + "primary_prob": 74.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.066977, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.602064, + "range_504_ratio": 1.825884, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.630369, + "hold30_r": -1.0 + }, + { + "symbol": "CRH", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.108545, + "strategy_rank": 79.935151, + "production_rank": 83.659616, + "structural_overlay_pass": false, + "structural_overlay_score": 79.476635, + "structural_overlay_rr": 2.029633, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.362202, + "primary_prob": 33.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 65.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.043303, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 1.036278, + "range_504_ratio": 2.818706, + "range_factor_pass": true, + "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": 94.110855, + "strategy_rank": 93.317045, + "production_rank": 93.581648, + "structural_overlay_pass": false, + "structural_overlay_score": 88.902565, + "structural_overlay_rr": 1.501777, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.85728, + "primary_prob": 47.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 67.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.28592, + "raw_level_count": 104, + "gate_level_count": 104, + "range_504_log": 1.375395, + "range_504_ratio": 3.95664, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.826687, + "hold30_r": 2.291862 + }, + { + "symbol": "CVNA", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.884527, + "strategy_rank": 99.746158, + "production_rank": 99.792281, + "structural_overlay_pass": false, + "structural_overlay_score": 94.802667, + "structural_overlay_rr": 1.456699, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.774505, + "primary_prob": 40.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.161758, + "raw_level_count": 159, + "gate_level_count": 159, + "range_504_log": 3.592865, + "range_504_ratio": 36.338028, + "range_factor_pass": true, + "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": 85.91224, + "strategy_rank": 85.951717, + "production_rank": 85.938558, + "structural_overlay_pass": false, + "structural_overlay_score": 81.64163, + "structural_overlay_rr": 1.29095, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.45099, + "primary_prob": 20.35, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 79.0, + "primary_rejection_count": 22, + "primary_distance_atr": 3.676485, + "raw_level_count": 128, + "gate_level_count": 128, + "range_504_log": 1.242784, + "range_504_ratio": 3.465248, + "range_factor_pass": true, + "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": 98.267898, + "strategy_rank": 98.337702, + "production_rank": 98.314434, + "structural_overlay_pass": false, + "structural_overlay_score": 93.398712, + "structural_overlay_rr": 0.758087, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.758087, + "primary_prob": 38.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.13713, + "raw_level_count": 100, + "gate_level_count": 100, + "range_504_log": 1.697968, + "range_504_ratio": 5.462836, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.741363, + "hold30_r": -0.434459 + }, + { + "symbol": "DPZ", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.688222, + "strategy_rank": 79.603555, + "production_rank": 84.631777, + "structural_overlay_pass": false, + "structural_overlay_score": 80.400188, + "structural_overlay_rr": 1.282194, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.298979, + "primary_prob": 51.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 73.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.948469, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.641216, + "range_504_ratio": 1.898789, + "range_factor_pass": false, + "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": 81.408776, + "strategy_rank": 60.653963, + "production_rank": 67.572234, + "structural_overlay_pass": false, + "structural_overlay_score": 64.193622, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.357594, + "primary_prob": 20.32, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.036391, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.588329, + "range_504_ratio": 1.800977, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.252366, + "hold30_r": 2.349247 + }, + { + "symbol": "EME", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.344111, + "strategy_rank": 84.68067, + "production_rank": 88.901817, + "structural_overlay_pass": false, + "structural_overlay_score": 84.456726, + "structural_overlay_rr": 1.768299, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.333365, + "primary_prob": 22.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.000047, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 1.435811, + "range_504_ratio": 4.203053, + "range_factor_pass": true, + "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": 97.113164, + "strategy_rank": 83.273332, + "production_rank": 87.88661, + "structural_overlay_pass": false, + "structural_overlay_score": 83.492279, + "structural_overlay_rr": 2.076309, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.928902, + "primary_prob": 25.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 75.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.893354, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 0.954657, + "range_504_ratio": 2.597778, + "range_factor_pass": false, + "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": 92.95612, + "strategy_rank": 75.657519, + "production_rank": 81.42372, + "structural_overlay_pass": false, + "structural_overlay_score": 77.352534, + "structural_overlay_rr": 1.220827, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.221856, + "primary_prob": 26.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.832783, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 1.035984, + "range_504_ratio": 2.817878, + "range_factor_pass": true, + "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": 93.879908, + "strategy_rank": 80.560226, + "production_rank": 85.00012, + "structural_overlay_pass": false, + "structural_overlay_score": 80.750114, + "structural_overlay_rr": 1.96271, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.96271, + "primary_prob": 21.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.944065, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.714799, + "range_504_ratio": 2.043776, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.904633, + "hold30_r": 3.080343 + }, + { + "symbol": "FICO", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.87067, + "strategy_rank": 80.908085, + "production_rank": 81.228946, + "structural_overlay_pass": false, + "structural_overlay_score": 77.167499, + "structural_overlay_rr": 1.673767, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.740735, + "primary_prob": 43.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.111102, + "raw_level_count": 103, + "gate_level_count": 103, + "range_504_log": 1.362943, + "range_504_ratio": 3.907677, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.695704, + "hold30_r": 5.377007 + }, + { + "symbol": "FITB", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.872979, + "strategy_rank": 79.757106, + "production_rank": 81.462397, + "structural_overlay_pass": false, + "structural_overlay_score": 77.389277, + "structural_overlay_rr": 1.910961, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.473776, + "primary_prob": 37.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.210665, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.594598, + "range_504_ratio": 1.812302, + "range_factor_pass": false, + "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": 96.882217, + "strategy_rank": 93.976722, + "production_rank": 94.94522, + "structural_overlay_pass": false, + "structural_overlay_score": 90.197959, + "structural_overlay_rr": 1.701081, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.511595, + "primary_prob": 19.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.267393, + "raw_level_count": 115, + "gate_level_count": 115, + "range_504_log": 1.558953, + "range_504_ratio": 4.753843, + "range_factor_pass": true, + "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": 87.875289, + "strategy_rank": 89.298169, + "production_rank": 88.823876, + "structural_overlay_pass": false, + "structural_overlay_score": 84.382682, + "structural_overlay_rr": 2.097834, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.153901, + "primary_prob": 30.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.730851, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 1.101778, + "range_504_ratio": 3.009511, + "range_factor_pass": true, + "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": 92.378753, + "strategy_rank": 82.727411, + "production_rank": 85.944525, + "structural_overlay_pass": false, + "structural_overlay_score": 81.647299, + "structural_overlay_rr": 1.808098, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.686886, + "primary_prob": 55.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 73.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.030328, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.809809, + "range_504_ratio": 2.247479, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.604393, + "hold30_r": -1.0 + }, + { + "symbol": "GWW", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.101617, + "strategy_rank": 65.291201, + "production_rank": 70.894673, + "structural_overlay_pass": false, + "structural_overlay_score": 67.349939, + "structural_overlay_rr": 2.192833, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.238173, + "primary_prob": 26.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 3.35726, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.853499, + "range_504_ratio": 2.347848, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.176825, + "hold30_r": 2.977815 + }, + { + "symbol": "HLT", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.909931, + "strategy_rank": 60.874322, + "production_rank": 68.219525, + "structural_overlay_pass": false, + "structural_overlay_score": 64.808548, + "structural_overlay_rr": 1.946589, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.569762, + "primary_prob": 35.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.354643, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.688385, + "range_504_ratio": 1.990499, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.503654, + "hold30_r": 3.607977 + }, + { + "symbol": "IR", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.568129, + "strategy_rank": 71.167241, + "production_rank": 76.967537, + "structural_overlay_pass": false, + "structural_overlay_score": 73.11916, + "structural_overlay_rr": 0.802676, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.341069, + "primary_prob": 30.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.011604, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.90046, + "range_504_ratio": 2.460736, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.283977, + "hold30_r": 2.52996 + }, + { + "symbol": "KEY", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.681293, + "strategy_rank": 83.921542, + "production_rank": 84.508126, + "structural_overlay_pass": false, + "structural_overlay_score": 80.282719, + "structural_overlay_rr": 1.737013, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.630661, + "primary_prob": 34.91, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.445992, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 0.866446, + "range_504_ratio": 2.378442, + "range_factor_pass": false, + "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": 92.725173, + "strategy_rank": 82.001047, + "production_rank": 85.575756, + "structural_overlay_pass": false, + "structural_overlay_score": 81.296968, + "structural_overlay_rr": 1.058621, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.700057, + "primary_prob": 56.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.050086, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.949953, + "range_504_ratio": 2.585588, + "range_factor_pass": false, + "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": 80.254042, + "strategy_rank": 66.177829, + "production_rank": 70.8699, + "structural_overlay_pass": false, + "structural_overlay_score": 67.326405, + "structural_overlay_rr": 1.276238, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.275735, + "primary_prob": 41.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.913602, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.333031, + "range_504_ratio": 1.395191, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.087086, + "hold30_r": -1.0 + }, + { + "symbol": "L", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.2194, + "strategy_rank": 59.964998, + "production_rank": 68.383132, + "structural_overlay_pass": false, + "structural_overlay_score": 64.963975, + "structural_overlay_rr": 0.677399, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.671573, + "primary_prob": 61.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.007359, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.464595, + "range_504_ratio": 1.59137, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.093055, + "hold30_r": -1.0 + }, + { + "symbol": "LDOS", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.420323, + "strategy_rank": 70.400801, + "production_rank": 79.073975, + "structural_overlay_pass": false, + "structural_overlay_score": 75.120276, + "structural_overlay_rr": 0.69001, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.793278, + "primary_prob": 12.92, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.689917, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.681061, + "range_504_ratio": 1.975973, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.089985, + "hold30_r": -1.0 + }, + { + "symbol": "LII", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.069284, + "strategy_rank": 79.276873, + "production_rank": 82.874343, + "structural_overlay_pass": false, + "structural_overlay_score": 78.730626, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.815776, + "primary_prob": 50.54, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.223664, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 1.033129, + "range_504_ratio": 2.809844, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.769425, + "hold30_r": 2.576208 + }, + { + "symbol": "MET", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.064665, + "strategy_rank": 62.167065, + "production_rank": 69.466265, + "structural_overlay_pass": false, + "structural_overlay_score": 65.992952, + "structural_overlay_rr": 0.978246, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.966595, + "primary_prob": 50.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 81, + "primary_distance_atr": 1.449893, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.45767, + "range_504_ratio": 1.580388, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.070221, + "hold30_r": -1.0 + }, + { + "symbol": "META", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.295612, + "strategy_rank": 86.515579, + "production_rank": 85.77559, + "structural_overlay_pass": true, + "structural_overlay_score": 86.48681, + "structural_overlay_rr": 2.541489, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.523349, + "primary_prob": 43.61, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 59.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.285024, + "raw_level_count": 104, + "gate_level_count": 104, + "range_504_log": 1.797325, + "range_504_ratio": 6.033487, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.470679, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.727483, + "strategy_rank": 87.735881, + "production_rank": 90.399749, + "structural_overlay_pass": false, + "structural_overlay_score": 85.879761, + "structural_overlay_rr": 0.877114, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.875964, + "primary_prob": 41.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.313946, + "raw_level_count": 115, + "gate_level_count": 115, + "range_504_log": 1.046835, + "range_504_ratio": 2.848621, + "range_factor_pass": true, + "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": 99.422633, + "strategy_rank": 99.561241, + "production_rank": 99.515038, + "structural_overlay_pass": false, + "structural_overlay_score": 94.539286, + "structural_overlay_rr": 1.959609, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "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": 139, + "gate_level_count": 139, + "range_504_log": 2.713565, + "range_504_ratio": 15.082956, + "range_factor_pass": true, + "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": 97.806005, + "strategy_rank": 89.882888, + "production_rank": 92.523927, + "structural_overlay_pass": false, + "structural_overlay_score": 87.897731, + "structural_overlay_rr": 1.747617, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.910236, + "primary_prob": 37.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.365354, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 1.063056, + "range_504_ratio": 2.895207, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.880602, + "hold30_r": -1.0 + }, + { + "symbol": "OKE", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.946882, + "strategy_rank": 59.742402, + "production_rank": 66.810562, + "structural_overlay_pass": false, + "structural_overlay_score": 63.470034, + "structural_overlay_rr": 1.935865, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.935865, + "primary_prob": 10.7, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.903797, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.500595, + "range_504_ratio": 1.649703, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.854179, + "hold30_r": 2.993658 + }, + { + "symbol": "PCAR", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.297921, + "strategy_rank": 69.309237, + "production_rank": 75.305465, + "structural_overlay_pass": false, + "structural_overlay_score": 71.540192, + "structural_overlay_rr": 2.149577, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.98172, + "primary_prob": 34.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.472581, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.89403, + "range_504_ratio": 2.444964, + "range_factor_pass": false, + "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": 96.65127, + "strategy_rank": 73.192221, + "production_rank": 81.011904, + "structural_overlay_pass": false, + "structural_overlay_score": 76.961309, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.185116, + "primary_prob": 25.52, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 7.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.777674, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.6954, + "range_504_ratio": 2.00451, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.112454, + "hold30_r": -1.0 + }, + { + "symbol": "PH", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.799076, + "strategy_rank": 70.60226, + "production_rank": 76.667865, + "structural_overlay_pass": false, + "structural_overlay_score": 72.834472, + "structural_overlay_rr": 2.075813, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.787854, + "primary_prob": 32.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.681781, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.905909, + "range_504_ratio": 2.474179, + "range_factor_pass": false, + "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": 89.60739, + "strategy_rank": 82.794377, + "production_rank": 85.065382, + "structural_overlay_pass": false, + "structural_overlay_score": 80.812113, + "structural_overlay_rr": 1.247474, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.275143, + "primary_prob": 24.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.912715, + "raw_level_count": 98, + "gate_level_count": 98, + "range_504_log": 1.253632, + "range_504_ratio": 3.503043, + "range_factor_pass": true, + "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": 86.605081, + "strategy_rank": 65.052622, + "production_rank": 72.236775, + "structural_overlay_pass": false, + "structural_overlay_score": 68.624936, + "structural_overlay_rr": 0.803142, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.902892, + "primary_prob": 11.95, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 6.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.854338, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.548173, + "range_504_ratio": 1.730089, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.816624, + "hold30_r": -1.0 + }, + { + "symbol": "PRU", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.56351, + "strategy_rank": 62.085115, + "production_rank": 68.911247, + "structural_overlay_pass": false, + "structural_overlay_score": 65.465684, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.097974, + "primary_prob": 43.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.646962, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.47664, + "range_504_ratio": 1.610654, + "range_factor_pass": false, + "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": 93.187067, + "strategy_rank": 79.037175, + "production_rank": 83.753806, + "structural_overlay_pass": false, + "structural_overlay_score": 79.566116, + "structural_overlay_rr": 1.662426, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.466574, + "primary_prob": 36.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 91.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.199861, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 0.85518, + "range_504_ratio": 2.351797, + "range_factor_pass": false, + "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": 83.256351, + "strategy_rank": 79.940345, + "production_rank": 81.045681, + "structural_overlay_pass": false, + "structural_overlay_score": 76.993397, + "structural_overlay_rr": 1.27106, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.951199, + "primary_prob": 46.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.426798, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.762114, + "range_504_ratio": 2.142801, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.905761, + "hold30_r": -1.0 + }, + { + "symbol": "SCHW", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.715935, + "strategy_rank": 70.618802, + "production_rank": 73.984513, + "structural_overlay_pass": false, + "structural_overlay_score": 70.285287, + "structural_overlay_rr": 1.377351, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.655328, + "primary_prob": 22.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 77, + "primary_distance_atr": 3.982992, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.654984, + "range_504_ratio": 1.925111, + "range_factor_pass": false, + "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": 98.729792, + "strategy_rank": 99.007048, + "production_rank": 98.91463, + "structural_overlay_pass": false, + "structural_overlay_score": 93.968898, + "structural_overlay_rr": 2.072855, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.802303, + "primary_prob": 20.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.703455, + "raw_level_count": 145, + "gate_level_count": 145, + "range_504_log": 3.502768, + "range_504_ratio": 33.207241, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.786413, + "hold30_r": 0.471197 + }, + { + "symbol": "STLD", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.177829, + "strategy_rank": 73.15666, + "production_rank": 75.830383, + "structural_overlay_pass": false, + "structural_overlay_score": 72.038864, + "structural_overlay_rr": 0.689733, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.368081, + "primary_prob": 9.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 13, + "primary_distance_atr": 3.552121, + "raw_level_count": 93, + "gate_level_count": 93, + "range_504_log": 0.885323, + "range_504_ratio": 2.423767, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.056228, + "hold30_r": -1.0 + }, + { + "symbol": "SYF", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.332564, + "strategy_rank": 74.345597, + "production_rank": 77.007919, + "structural_overlay_pass": false, + "structural_overlay_score": 73.157523, + "structural_overlay_rr": 0.936054, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.704566, + "primary_prob": 22.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 58, + "primary_distance_atr": 4.056849, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.563637, + "range_504_ratio": 1.757052, + "range_factor_pass": false, + "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": 81.639723, + "strategy_rank": 80.192789, + "production_rank": 80.6751, + "structural_overlay_pass": false, + "structural_overlay_score": 76.641345, + "structural_overlay_rr": 1.8613, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.252823, + "primary_prob": 42.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 60, + "primary_distance_atr": 1.879234, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.771554, + "range_504_ratio": 2.163125, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.198196, + "hold30_r": 10.210285 + }, + { + "symbol": "TT", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.073903, + "strategy_rank": 76.179068, + "production_rank": 82.810679, + "structural_overlay_pass": false, + "structural_overlay_score": 78.670146, + "structural_overlay_rr": 1.183597, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.066058, + "primary_prob": 32.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.599087, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 1.030501, + "range_504_ratio": 2.80247, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.008488, + "hold30_r": 1.248097 + }, + { + "symbol": "TXT", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.949192, + "strategy_rank": 71.601804, + "production_rank": 75.7176, + "structural_overlay_pass": false, + "structural_overlay_score": 71.93172, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.347849, + "primary_prob": 23.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.021774, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.533179, + "range_504_ratio": 1.704342, + "range_factor_pass": false, + "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": 91.339492, + "strategy_rank": 89.473977, + "production_rank": 90.095815, + "structural_overlay_pass": false, + "structural_overlay_score": 85.591024, + "structural_overlay_rr": 0.677356, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.155569, + "primary_prob": 36.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.733353, + "raw_level_count": 103, + "gate_level_count": 103, + "range_504_log": 1.417957, + "range_504_ratio": 4.128676, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.113864, + "hold30_r": 1.578896 + }, + { + "symbol": "URI", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.341801, + "strategy_rank": 92.68286, + "production_rank": 93.23584, + "structural_overlay_pass": false, + "structural_overlay_score": 88.574048, + "structural_overlay_rr": 1.778493, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.300911, + "primary_prob": 39.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 93.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.951366, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 1.155861, + "range_504_ratio": 3.176758, + "range_factor_pass": true, + "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": 90.531178, + "strategy_rank": 82.402966, + "production_rank": 85.11237, + "structural_overlay_pass": false, + "structural_overlay_score": 80.856752, + "structural_overlay_rr": 1.786832, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.686317, + "primary_prob": 24.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.529476, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 0.645231, + "range_504_ratio": 1.906427, + "range_factor_pass": false, + "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": 99.65358, + "strategy_rank": 98.269617, + "production_rank": 98.730938, + "structural_overlay_pass": false, + "structural_overlay_score": 93.794391, + "structural_overlay_rr": 1.732725, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.12426, + "primary_prob": 26.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.68639, + "raw_level_count": 132, + "gate_level_count": 132, + "range_504_log": 2.644847, + "range_504_ratio": 14.081289, + "range_factor_pass": true, + "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": 98.960739, + "strategy_rank": 97.265597, + "production_rank": 97.830644, + "structural_overlay_pass": false, + "structural_overlay_score": 92.939112, + "structural_overlay_rr": 1.775358, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "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": 99, + "gate_level_count": 99, + "range_504_log": 1.64195, + "range_504_ratio": 5.165231, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.023667, + "hold30_r": -1.0 + }, + { + "symbol": "WAB", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.381062, + "strategy_rank": 73.652557, + "production_rank": 80.895392, + "structural_overlay_pass": false, + "structural_overlay_score": 76.850622, + "structural_overlay_rr": 0.713325, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.712775, + "primary_prob": 47.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.069163, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.780632, + "range_504_ratio": 2.182852, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.075843, + "hold30_r": -1.0 + }, + { + "symbol": "WFC", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.337182, + "strategy_rank": 72.251253, + "production_rank": 77.613229, + "structural_overlay_pass": false, + "structural_overlay_score": 73.732568, + "structural_overlay_rr": 0.877256, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.55271, + "primary_prob": 19.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.329065, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.573501, + "range_504_ratio": 1.774468, + "range_factor_pass": false, + "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": 83.487298, + "strategy_rank": 59.202354, + "production_rank": 67.297335, + "structural_overlay_pass": false, + "structural_overlay_score": 63.932469, + "structural_overlay_rr": 0.983943, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.8543, + "primary_prob": 53.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 1.28145, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.434814, + "range_504_ratio": 1.544676, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.773542, + "hold30_r": 4.41703 + }, + { + "symbol": "WRB", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.300231, + "strategy_rank": 71.791477, + "production_rank": 77.961061, + "structural_overlay_pass": false, + "structural_overlay_score": 74.063008, + "structural_overlay_rr": 1.960966, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.837572, + "primary_prob": 47.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 67.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.256358, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.474386, + "range_504_ratio": 1.607027, + "range_factor_pass": false, + "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": 98.036952, + "strategy_rank": 96.203721, + "production_rank": 96.814798, + "structural_overlay_pass": false, + "structural_overlay_score": 91.974058, + "structural_overlay_rr": 1.39024, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.889019, + "primary_prob": 40.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.333529, + "raw_level_count": 86, + "gate_level_count": 86, + "range_504_log": 1.184049, + "range_504_ratio": 3.267579, + "range_factor_pass": true, + "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": 97.575058, + "strategy_rank": 96.226416, + "production_rank": 96.675963, + "structural_overlay_pass": false, + "structural_overlay_score": 91.842165, + "structural_overlay_rr": 1.584401, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.596059, + "primary_prob": 20.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.394089, + "raw_level_count": 99, + "gate_level_count": 99, + "range_504_log": 1.501626, + "range_504_ratio": 4.488982, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.567994, + "hold30_r": -1.0 + }, + { + "symbol": "HOOD", + "date": "2024-06-07", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.648961, + "strategy_rank": 94.758425, + "production_rank": 94.388603, + "structural_overlay_pass": false, + "structural_overlay_score": 89.669173, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 2.26207, + "primary_prob": 21.82, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 3.393106, + "raw_level_count": 111, + "gate_level_count": 111, + "range_504_log": 1.246661, + "range_504_ratio": 3.478708, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.022858, + "hold30_r": 0.355542 + }, + { + "symbol": "ACGL", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.822408, + "strategy_rank": 71.754257, + "production_rank": 78.110307, + "structural_overlay_pass": false, + "structural_overlay_score": 74.204792, + "structural_overlay_rr": 1.135679, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.141245, + "primary_prob": 26.84, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 8.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.711868, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.927579, + "range_504_ratio": 2.52838, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.075147, + "hold30_r": -1.0 + }, + { + "symbol": "AFL", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.57211, + "strategy_rank": 65.614762, + "production_rank": 70.600545, + "structural_overlay_pass": false, + "structural_overlay_score": 67.070518, + "structural_overlay_rr": 0.839851, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.818495, + "primary_prob": 35.44, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.227742, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.546216, + "range_504_ratio": 1.726707, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.095834, + "hold30_r": -1.0 + }, + { + "symbol": "AIG", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.935638, + "strategy_rank": 62.262089, + "production_rank": 70.153272, + "structural_overlay_pass": false, + "structural_overlay_score": 66.645608, + "structural_overlay_rr": 1.447977, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.104195, + "primary_prob": 40.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 73.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.656292, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.571126, + "range_504_ratio": 1.770258, + "range_factor_pass": false, + "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": 91.299166, + "strategy_rank": 65.837987, + "production_rank": 74.325047, + "structural_overlay_pass": false, + "structural_overlay_score": 70.608794, + "structural_overlay_rr": 1.329344, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.364138, + "primary_prob": 39.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 57, + "primary_distance_atr": 2.046208, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.595192, + "range_504_ratio": 1.813379, + "range_factor_pass": false, + "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": 94.994041, + "strategy_rank": 71.460114, + "production_rank": 79.304756, + "structural_overlay_pass": false, + "structural_overlay_score": 75.339518, + "structural_overlay_rr": 0.944221, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.945174, + "primary_prob": 50.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.417762, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.567354, + "range_504_ratio": 1.763595, + "range_factor_pass": false, + "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": 85.45888, + "strategy_rank": 78.428359, + "production_rank": 80.771866, + "structural_overlay_pass": false, + "structural_overlay_score": 76.733272, + "structural_overlay_rr": 1.864843, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.770748, + "primary_prob": 57.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.156121, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.443026, + "range_504_ratio": 1.557413, + "range_factor_pass": false, + "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": 92.61025, + "strategy_rank": 91.398604, + "production_rank": 91.802486, + "structural_overlay_pass": false, + "structural_overlay_score": 87.212362, + "structural_overlay_rr": 1.111451, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.740968, + "primary_prob": 41.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.111451, + "raw_level_count": 113, + "gate_level_count": 113, + "range_504_log": 1.306196, + "range_504_ratio": 3.692101, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.69756, + "hold30_r": 2.062457 + }, + { + "symbol": "APH", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.34565, + "strategy_rank": 67.45624, + "production_rank": 75.086043, + "structural_overlay_pass": false, + "structural_overlay_score": 71.331741, + "structural_overlay_rr": 1.158658, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.69057, + "primary_prob": 56.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.035855, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.809632, + "range_504_ratio": 2.247082, + "range_factor_pass": false, + "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": 98.688915, + "strategy_rank": 98.475098, + "production_rank": 98.54637, + "structural_overlay_pass": false, + "structural_overlay_score": 93.619052, + "structural_overlay_rr": 0.860772, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.865558, + "primary_prob": 47.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 72.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.298337, + "raw_level_count": 135, + "gate_level_count": 135, + "range_504_log": 2.270342, + "range_504_ratio": 9.682713, + "range_factor_pass": true, + "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": 87.127533, + "strategy_rank": 76.13213, + "production_rank": 79.797264, + "structural_overlay_pass": false, + "structural_overlay_score": 75.807401, + "structural_overlay_rr": 1.357482, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.966472, + "primary_prob": 33.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.449708, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 1.038317, + "range_504_ratio": 2.824459, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.04403, + "hold30_r": -1.0 + }, + { + "symbol": "AXON", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.749702, + "strategy_rank": 82.824791, + "production_rank": 85.133095, + "structural_overlay_pass": false, + "structural_overlay_score": 80.87644, + "structural_overlay_rr": 2.019232, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.933438, + "primary_prob": 26.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 82.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.900157, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 1.379738, + "range_504_ratio": 3.973859, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.875933, + "hold30_r": 2.79163 + }, + { + "symbol": "CASY", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.656734, + "strategy_rank": 75.016857, + "production_rank": 80.563483, + "structural_overlay_pass": false, + "structural_overlay_score": 76.535308, + "structural_overlay_rr": 1.569043, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.171903, + "primary_prob": 26.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.757854, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.641709, + "range_504_ratio": 1.899724, + "range_factor_pass": false, + "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": 81.406436, + "strategy_rank": 72.698791, + "production_rank": 75.601339, + "structural_overlay_pass": false, + "structural_overlay_score": 71.821272, + "structural_overlay_rr": 2.763153, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.865809, + "primary_prob": 20.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.798714, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.86653, + "range_504_ratio": 2.378643, + "range_factor_pass": false, + "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": 87.365912, + "strategy_rank": 63.120424, + "production_rank": 71.202253, + "structural_overlay_pass": false, + "structural_overlay_score": 67.642141, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.136054, + "primary_prob": 40.58, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.704081, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.460471, + "range_504_ratio": 1.58482, + "range_factor_pass": false, + "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": 91.418355, + "strategy_rank": 71.242849, + "production_rank": 77.968017, + "structural_overlay_pass": false, + "structural_overlay_score": 74.069617, + "structural_overlay_rr": 1.699317, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.726502, + "primary_prob": 33.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 62, + "primary_distance_atr": 2.589754, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.626005, + "range_504_ratio": 1.870125, + "range_factor_pass": false, + "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": 87.961859, + "strategy_rank": 82.359016, + "production_rank": 84.22663, + "structural_overlay_pass": false, + "structural_overlay_score": 80.015299, + "structural_overlay_rr": 1.934533, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.515575, + "primary_prob": 32.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 79.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.273363, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.420744, + "range_504_ratio": 1.523094, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.074976, + "hold30_r": -1.0 + }, + { + "symbol": "CL", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.048868, + "strategy_rank": 57.019922, + "production_rank": 65.02957, + "structural_overlay_pass": false, + "structural_overlay_score": 61.778092, + "structural_overlay_rr": 1.01483, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.667088, + "primary_prob": 48.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.000632, + "raw_level_count": 19, + "gate_level_count": 19, + "range_504_log": 0.346131, + "range_504_ratio": 1.413588, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.554102, + "hold30_r": 1.624402 + }, + { + "symbol": "CMG", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.371871, + "strategy_rank": 74.946024, + "production_rank": 80.75464, + "structural_overlay_pass": false, + "structural_overlay_score": 76.716908, + "structural_overlay_rr": 1.344648, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.874119, + "primary_prob": 36.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.311178, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 1.002327, + "range_504_ratio": 2.724613, + "range_factor_pass": true, + "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": 98.927294, + "strategy_rank": 98.927678, + "production_rank": 98.92755, + "structural_overlay_pass": false, + "structural_overlay_score": 93.981172, + "structural_overlay_rr": 0.88233, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.694521, + "primary_prob": 31.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.541781, + "raw_level_count": 138, + "gate_level_count": 138, + "range_504_log": 2.195568, + "range_504_ratio": 8.985103, + "range_factor_pass": true, + "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": 86.650775, + "strategy_rank": 62.298399, + "production_rank": 70.415858, + "structural_overlay_pass": false, + "structural_overlay_score": 66.895065, + "structural_overlay_rr": 1.070606, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.691764, + "primary_prob": 34.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.537646, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.602064, + "range_504_ratio": 1.825884, + "range_factor_pass": false, + "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": 88.796186, + "strategy_rank": 78.264473, + "production_rank": 81.775044, + "structural_overlay_pass": false, + "structural_overlay_score": 77.686292, + "structural_overlay_rr": 1.655001, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.301658, + "primary_prob": 34.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 65.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.952487, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 1.036278, + "range_504_ratio": 2.818706, + "range_factor_pass": true, + "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": 82.121573, + "strategy_rank": 65.127958, + "production_rank": 70.792497, + "structural_overlay_pass": false, + "structural_overlay_score": 67.252872, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.418308, + "primary_prob": 20.85, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 10.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.127463, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.718982, + "range_504_ratio": 2.052344, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.32451, + "hold30_r": 4.790304 + }, + { + "symbol": "CVNA", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.642431, + "strategy_rank": 99.571131, + "production_rank": 99.594898, + "structural_overlay_pass": false, + "structural_overlay_score": 94.615153, + "structural_overlay_rr": 1.80667, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.615632, + "primary_prob": 21.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.423449, + "raw_level_count": 160, + "gate_level_count": 160, + "range_504_log": 3.592865, + "range_504_ratio": 36.338028, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.592042, + "hold30_r": 1.675673 + }, + { + "symbol": "DASH", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.790226, + "strategy_rank": 84.367444, + "production_rank": 84.175038, + "structural_overlay_pass": false, + "structural_overlay_score": 79.966286, + "structural_overlay_rr": 1.076392, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.277252, + "primary_prob": 22.06, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 79.0, + "primary_rejection_count": 22, + "primary_distance_atr": 3.415877, + "raw_level_count": 128, + "gate_level_count": 128, + "range_504_log": 1.242784, + "range_504_ratio": 3.465248, + "range_factor_pass": true, + "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": 98.450536, + "strategy_rank": 98.45109, + "production_rank": 98.450905, + "structural_overlay_pass": false, + "structural_overlay_score": 93.52836, + "structural_overlay_rr": 1.589575, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.82925, + "primary_prob": 36.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.243875, + "raw_level_count": 100, + "gate_level_count": 100, + "range_504_log": 1.697968, + "range_504_ratio": 5.462836, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.810231, + "hold30_r": -1.0 + }, + { + "symbol": "DPZ", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.755662, + "strategy_rank": 79.757534, + "production_rank": 84.75691, + "structural_overlay_pass": false, + "structural_overlay_score": 80.519065, + "structural_overlay_rr": 1.033279, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.049786, + "primary_prob": 42.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 72.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.574679, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.641216, + "range_504_ratio": 1.898789, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.06717, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.258641, + "strategy_rank": 84.581049, + "production_rank": 88.806913, + "structural_overlay_pass": false, + "structural_overlay_score": 84.366567, + "structural_overlay_rr": 1.457156, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.001339, + "primary_prob": 31.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.502009, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 1.435811, + "range_504_ratio": 4.203053, + "range_factor_pass": true, + "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": 80.095352, + "strategy_rank": 69.85246, + "production_rank": 73.266757, + "structural_overlay_pass": false, + "structural_overlay_score": 69.60342, + "structural_overlay_rr": 0.776676, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.789641, + "primary_prob": 56.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.184461, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.477845, + "range_504_ratio": 1.612596, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.720878, + "hold30_r": 1.691726 + }, + { + "symbol": "ERIE", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.020262, + "strategy_rank": 83.342755, + "production_rank": 87.901924, + "structural_overlay_pass": false, + "structural_overlay_score": 83.506828, + "structural_overlay_rr": 2.348094, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.387308, + "primary_prob": 20.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 75.0, + "primary_rejection_count": 21, + "primary_distance_atr": 3.580962, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 0.906737, + "range_504_ratio": 2.47623, + "range_factor_pass": false, + "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": 93.444577, + "strategy_rank": 79.37549, + "production_rank": 84.065185, + "structural_overlay_pass": false, + "structural_overlay_score": 79.861926, + "structural_overlay_rr": 1.159803, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.172752, + "primary_prob": 27.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.759128, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 1.035984, + "range_504_ratio": 2.817878, + "range_factor_pass": true, + "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": 94.159714, + "strategy_rank": 80.483228, + "production_rank": 85.042057, + "structural_overlay_pass": false, + "structural_overlay_score": 80.789954, + "structural_overlay_rr": 1.59167, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.59167, + "primary_prob": 27.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.387505, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.714799, + "range_504_ratio": 2.043776, + "range_factor_pass": false, + "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": 91.060787, + "strategy_rank": 87.599694, + "production_rank": 88.753391, + "structural_overlay_pass": false, + "structural_overlay_score": 84.315722, + "structural_overlay_rr": 1.519659, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.460124, + "primary_prob": 19.02, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 5.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.190185, + "raw_level_count": 103, + "gate_level_count": 103, + "range_504_log": 1.362943, + "range_504_ratio": 3.907677, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.412209, + "hold30_r": 4.554818 + }, + { + "symbol": "FITB", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.333731, + "strategy_rank": 75.80504, + "production_rank": 77.314604, + "structural_overlay_pass": false, + "structural_overlay_score": 73.448873, + "structural_overlay_rr": 1.120869, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.667318, + "primary_prob": 34.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 76, + "primary_distance_atr": 2.500977, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.573794, + "range_504_ratio": 1.774989, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.605438, + "hold30_r": 4.655809 + }, + { + "symbol": "FIX", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.781883, + "strategy_rank": 94.390175, + "production_rank": 95.187411, + "structural_overlay_pass": false, + "structural_overlay_score": 90.428041, + "structural_overlay_rr": 1.900044, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.10962, + "primary_prob": 30.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.66443, + "raw_level_count": 116, + "gate_level_count": 116, + "range_504_log": 1.558953, + "range_504_ratio": 4.753843, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.078729, + "hold30_r": -0.375401 + }, + { + "symbol": "GE", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.153754, + "strategy_rank": 90.050485, + "production_rank": 89.751575, + "structural_overlay_pass": true, + "structural_overlay_score": 90.263996, + "structural_overlay_rr": 2.089279, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.046148, + "primary_prob": 33.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.569222, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 1.101778, + "range_504_ratio": 3.009511, + "range_factor_pass": true, + "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": 92.848629, + "strategy_rank": 83.244041, + "production_rank": 86.44557, + "structural_overlay_pass": false, + "structural_overlay_score": 82.123292, + "structural_overlay_rr": 0.950683, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.931034, + "primary_prob": 48.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 88.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.396551, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.809809, + "range_504_ratio": 2.247479, + "range_factor_pass": false, + "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": 90.584029, + "strategy_rank": 64.944534, + "production_rank": 73.491032, + "structural_overlay_pass": false, + "structural_overlay_score": 69.816481, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.673062, + "primary_prob": 51.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.009593, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.543871, + "range_504_ratio": 1.722663, + "range_factor_pass": false, + "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": 82.598331, + "strategy_rank": 60.247403, + "production_rank": 67.697713, + "structural_overlay_pass": false, + "structural_overlay_score": 64.312827, + "structural_overlay_rr": 0.855579, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.782207, + "primary_prob": 13.48, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.67331, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.688385, + "range_504_ratio": 1.990499, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.712244, + "hold30_r": 1.670339 + }, + { + "symbol": "IR", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.883194, + "strategy_rank": 67.925379, + "production_rank": 72.577984, + "structural_overlay_pass": false, + "structural_overlay_score": 68.949085, + "structural_overlay_rr": 1.241606, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.272639, + "primary_prob": 28.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.908958, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.90046, + "range_504_ratio": 2.460736, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.217097, + "hold30_r": 1.388699 + }, + { + "symbol": "JPM", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.028605, + "strategy_rank": 62.78431, + "production_rank": 69.865742, + "structural_overlay_pass": false, + "structural_overlay_score": 66.372454, + "structural_overlay_rr": 1.26882, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.74318, + "primary_prob": 39.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.114771, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.709405, + "range_504_ratio": 2.03278, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.080788, + "hold30_r": -1.0 + }, + { + "symbol": "L", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.551847, + "strategy_rank": 58.843436, + "production_rank": 67.079573, + "structural_overlay_pass": false, + "structural_overlay_score": 63.725595, + "structural_overlay_rr": 1.058538, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.050372, + "primary_prob": 47.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.575557, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.464595, + "range_504_ratio": 1.59137, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.096137, + "hold30_r": -1.0 + }, + { + "symbol": "MET", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.810489, + "strategy_rank": 60.103056, + "production_rank": 67.005534, + "structural_overlay_pass": false, + "structural_overlay_score": 63.655257, + "structural_overlay_rr": 1.641403, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.613505, + "primary_prob": 35.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 81, + "primary_distance_atr": 2.420257, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.45767, + "range_504_ratio": 1.580388, + "range_factor_pass": false, + "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": 90.107271, + "strategy_rank": 90.503661, + "production_rank": 90.371531, + "structural_overlay_pass": false, + "structural_overlay_score": 85.852954, + "structural_overlay_rr": 1.228194, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.007908, + "primary_prob": 46.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.511862, + "raw_level_count": 104, + "gate_level_count": 104, + "range_504_log": 1.797325, + "range_504_ratio": 6.033487, + "range_factor_pass": true, + "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": 95.23242, + "strategy_rank": 86.841265, + "production_rank": 89.638317, + "structural_overlay_pass": false, + "structural_overlay_score": 85.156401, + "structural_overlay_rr": 1.593455, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.99611, + "primary_prob": 37.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.494166, + "raw_level_count": 115, + "gate_level_count": 115, + "range_504_log": 1.046835, + "range_504_ratio": 2.848621, + "range_factor_pass": true, + "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": 99.88081, + "strategy_rank": 99.880853, + "production_rank": 99.880839, + "structural_overlay_pass": true, + "structural_overlay_score": 99.886797, + "structural_overlay_rr": 2.280201, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "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": 140, + "gate_level_count": 140, + "range_504_log": 2.713565, + "range_504_ratio": 15.082956, + "range_factor_pass": true, + "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": 83.075089, + "strategy_rank": 81.152563, + "production_rank": 81.793405, + "structural_overlay_pass": false, + "structural_overlay_score": 77.703735, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.429692, + "primary_prob": 38.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.144538, + "raw_level_count": 99, + "gate_level_count": 99, + "range_504_log": 1.39704, + "range_504_ratio": 4.043214, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.371922, + "hold30_r": -0.380952 + }, + { + "symbol": "NRG", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.973778, + "strategy_rank": 91.403073, + "production_rank": 93.593308, + "structural_overlay_pass": false, + "structural_overlay_score": 88.913643, + "structural_overlay_rr": 0.991228, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.151368, + "primary_prob": 26.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.727051, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 1.063056, + "range_504_ratio": 2.895207, + "range_factor_pass": true, + "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": 96.185936, + "strategy_rank": 95.901584, + "production_rank": 95.996368, + "structural_overlay_pass": false, + "structural_overlay_score": 91.196549, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "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": 147, + "gate_level_count": 147, + "range_504_log": 2.897388, + "range_504_ratio": 18.126735, + "range_factor_pass": true, + "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": 82.83671, + "strategy_rank": 67.84284, + "production_rank": 72.840797, + "structural_overlay_pass": false, + "structural_overlay_score": 69.198757, + "structural_overlay_rr": 0.916243, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.590365, + "primary_prob": 24.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.385547, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.89403, + "range_504_ratio": 2.444964, + "range_factor_pass": false, + "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": 96.543504, + "strategy_rank": 73.259024, + "production_rank": 81.020518, + "structural_overlay_pass": false, + "structural_overlay_score": 76.969492, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.053997, + "primary_prob": 29.23, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 8.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.580996, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.6954, + "range_504_ratio": 2.00451, + "range_factor_pass": false, + "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": 85.101311, + "strategy_rank": 69.070918, + "production_rank": 74.414382, + "structural_overlay_pass": false, + "structural_overlay_score": 70.693663, + "structural_overlay_rr": 2.073798, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.111043, + "primary_prob": 23.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 79.0, + "primary_rejection_count": 24, + "primary_distance_atr": 3.166565, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.905909, + "range_504_ratio": 2.474179, + "range_factor_pass": false, + "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": 86.412396, + "strategy_rank": 81.060106, + "production_rank": 82.844202, + "structural_overlay_pass": false, + "structural_overlay_score": 78.701992, + "structural_overlay_rr": 1.613129, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.637646, + "primary_prob": 17.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.456469, + "raw_level_count": 97, + "gate_level_count": 97, + "range_504_log": 1.253632, + "range_504_ratio": 3.503043, + "range_factor_pass": true, + "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": 84.982122, + "strategy_rank": 63.844628, + "production_rank": 70.890459, + "structural_overlay_pass": false, + "structural_overlay_score": 67.345936, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.569695, + "primary_prob": 17.17, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 6.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.354543, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.548173, + "range_504_ratio": 1.730089, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.481004, + "hold30_r": -1.0 + }, + { + "symbol": "PRU", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.359952, + "strategy_rank": 62.330538, + "production_rank": 69.007009, + "structural_overlay_pass": false, + "structural_overlay_score": 65.556659, + "structural_overlay_rr": 1.052209, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.922272, + "primary_prob": 12.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.883408, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.47664, + "range_504_ratio": 1.610654, + "range_factor_pass": false, + "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": 91.895113, + "strategy_rank": 77.969436, + "production_rank": 82.611329, + "structural_overlay_pass": false, + "structural_overlay_score": 78.480762, + "structural_overlay_rr": 2.001592, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.788834, + "primary_prob": 30.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 90.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.68325, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 0.85518, + "range_504_ratio": 2.351797, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.188776, + "hold30_r": -1.127695 + }, + { + "symbol": "QCOM", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.644815, + "strategy_rank": 79.294228, + "production_rank": 80.077757, + "structural_overlay_pass": false, + "structural_overlay_score": 76.073869, + "structural_overlay_rr": 0.921239, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 11, + "rr": 0.921239, + "primary_prob": 46.88, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.381858, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.762114, + "range_504_ratio": 2.142801, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.873501, + "hold30_r": -1.0 + }, + { + "symbol": "RSG", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.266985, + "strategy_rank": 59.058318, + "production_rank": 67.461207, + "structural_overlay_pass": false, + "structural_overlay_score": 64.088146, + "structural_overlay_rr": 1.704244, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.803956, + "primary_prob": 13.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.705934, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.600965, + "range_504_ratio": 1.823878, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.699064, + "hold30_r": 3.338642 + }, + { + "symbol": "SMCI", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.212157, + "strategy_rank": 98.641367, + "production_rank": 98.498297, + "structural_overlay_pass": false, + "structural_overlay_score": 93.573382, + "structural_overlay_rr": 2.143425, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.838928, + "primary_prob": 20.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.758393, + "raw_level_count": 147, + "gate_level_count": 147, + "range_504_log": 3.502768, + "range_504_ratio": 33.207241, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.820669, + "hold30_r": -0.873636 + }, + { + "symbol": "STX", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.604291, + "strategy_rank": 83.144432, + "production_rank": 84.631052, + "structural_overlay_pass": false, + "structural_overlay_score": 80.399499, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.602766, + "primary_prob": 50.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.40415, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.757594, + "range_504_ratio": 2.133137, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.558574, + "hold30_r": 2.222518 + }, + { + "symbol": "SW", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.828367, + "strategy_rank": 82.365571, + "production_rank": 86.85317, + "structural_overlay_pass": false, + "structural_overlay_score": 82.510511, + "structural_overlay_rr": 1.722581, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.149545, + "primary_prob": 45.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 1.724318, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.714344, + "range_504_ratio": 2.042846, + "range_factor_pass": false, + "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": 92.133492, + "strategy_rank": 69.564873, + "production_rank": 77.087746, + "structural_overlay_pass": false, + "structural_overlay_score": 73.233359, + "structural_overlay_rr": 1.525408, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.99111, + "primary_prob": 31.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.486665, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 1.008388, + "range_504_ratio": 2.741178, + "range_factor_pass": true, + "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": 84.505364, + "strategy_rank": 87.296612, + "production_rank": 86.366196, + "structural_overlay_pass": false, + "structural_overlay_score": 82.047886, + "structural_overlay_rr": 1.993846, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.57239, + "primary_prob": 32.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.358585, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.771554, + "range_504_ratio": 2.163125, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.531235, + "hold30_r": 1.99726 + }, + { + "symbol": "TXT", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.313468, + "strategy_rank": 70.926571, + "production_rank": 75.055537, + "structural_overlay_pass": false, + "structural_overlay_score": 71.30276, + "structural_overlay_rr": 1.410092, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.874248, + "primary_prob": 14.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.811372, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.533179, + "range_504_ratio": 1.704342, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.081819, + "hold30_r": -1.0 + }, + { + "symbol": "UBER", + "date": "2024-06-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.174017, + "strategy_rank": 85.89324, + "production_rank": 85.986832, + "structural_overlay_pass": false, + "structural_overlay_score": 81.687491, + "structural_overlay_rr": 1.541866, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.214452, + "primary_prob": 38.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 81.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.321678, + "raw_level_count": 103, + "gate_level_count": 103, + "range_504_log": 1.417957, + "range_504_ratio": 4.128676, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.042081, + "hold30_r": -0.754509 + }, + { + "symbol": "URI", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.319428, + "strategy_rank": 88.037885, + "production_rank": 88.131733, + "structural_overlay_pass": false, + "structural_overlay_score": 83.725146, + "structural_overlay_rr": 1.867826, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.502689, + "primary_prob": 34.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 86.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.254034, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 1.155861, + "range_504_ratio": 3.176758, + "range_factor_pass": true, + "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": 85.697259, + "strategy_rank": 79.30951, + "production_rank": 81.438759, + "structural_overlay_pass": false, + "structural_overlay_score": 77.366821, + "structural_overlay_rr": 1.793519, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.687041, + "primary_prob": 24.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.530561, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 0.645231, + "range_504_ratio": 1.906427, + "range_factor_pass": false, + "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": 99.404052, + "strategy_rank": 98.332837, + "production_rank": 98.689909, + "structural_overlay_pass": false, + "structural_overlay_score": 93.755413, + "structural_overlay_rr": 1.594749, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.066088, + "primary_prob": 29.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.599133, + "raw_level_count": 132, + "gate_level_count": 132, + "range_504_log": 2.644847, + "range_504_ratio": 14.081289, + "range_factor_pass": true, + "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": 99.165673, + "strategy_rank": 97.630257, + "production_rank": 98.142063, + "structural_overlay_pass": false, + "structural_overlay_score": 93.234959, + "structural_overlay_rr": 0.850766, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.907974, + "primary_prob": 35.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.36196, + "raw_level_count": 101, + "gate_level_count": 101, + "range_504_log": 1.64195, + "range_504_ratio": 5.165231, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.887341, + "hold30_r": -1.0 + }, + { + "symbol": "WAB", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.517282, + "strategy_rank": 72.626383, + "production_rank": 79.92335, + "structural_overlay_pass": false, + "structural_overlay_score": 75.927182, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.688291, + "primary_prob": 16.75, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 14.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.532437, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.780632, + "range_504_ratio": 2.182852, + "range_factor_pass": false, + "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": 86.889154, + "strategy_rank": 71.536693, + "production_rank": 76.65418, + "structural_overlay_pass": false, + "structural_overlay_score": 72.821471, + "structural_overlay_rr": 1.348644, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.516318, + "primary_prob": 25.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.274477, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.573501, + "range_504_ratio": 1.774468, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.4445, + "hold30_r": -1.072369 + }, + { + "symbol": "WM", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.743743, + "strategy_rank": 60.213477, + "production_rank": 68.390232, + "structural_overlay_pass": false, + "structural_overlay_score": 64.970721, + "structural_overlay_rr": 0.928356, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.797449, + "primary_prob": 56.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 1.196174, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.434814, + "range_504_ratio": 1.544676, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.71406, + "hold30_r": 3.239076 + }, + { + "symbol": "WRB", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.511323, + "strategy_rank": 71.086498, + "production_rank": 77.228106, + "structural_overlay_pass": false, + "structural_overlay_score": 73.366701, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.729755, + "primary_prob": 54.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 79.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.094633, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.474386, + "range_504_ratio": 1.607027, + "range_factor_pass": false, + "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": 97.49702, + "strategy_rank": 96.033628, + "production_rank": 96.521426, + "structural_overlay_pass": false, + "structural_overlay_score": 91.695354, + "structural_overlay_rr": 1.38543, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.901267, + "primary_prob": 40.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.351901, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 1.184049, + "range_504_ratio": 3.267579, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.866284, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2024-06-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.735399, + "strategy_rank": 96.343351, + "production_rank": 96.807367, + "structural_overlay_pass": false, + "structural_overlay_score": 91.966999, + "structural_overlay_rr": 1.493501, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "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": 99, + "gate_level_count": 99, + "range_504_log": 1.501626, + "range_504_ratio": 4.488982, + "range_factor_pass": true, + "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": 93.802145, + "strategy_rank": 94.911502, + "production_rank": 94.541716, + "structural_overlay_pass": false, + "structural_overlay_score": 89.814631, + "structural_overlay_rr": 0.6769, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.211918, + "primary_prob": 22.36, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 3.317877, + "raw_level_count": 112, + "gate_level_count": 112, + "range_504_log": 1.271261, + "range_504_ratio": 3.565345, + "range_factor_pass": true, + "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": 91.904762, + "strategy_rank": 71.503369, + "production_rank": 78.303833, + "structural_overlay_pass": false, + "structural_overlay_score": 74.388642, + "structural_overlay_rr": 1.569855, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.575266, + "primary_prob": 17.47, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 8.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.362898, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 0.927579, + "range_504_ratio": 2.52838, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.070636, + "hold30_r": -1.0 + }, + { + "symbol": "AFL", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.666667, + "strategy_rank": 67.333135, + "production_rank": 72.110979, + "structural_overlay_pass": false, + "structural_overlay_score": 68.50543, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.068025, + "primary_prob": 27.43, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.602037, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.546216, + "range_504_ratio": 1.726707, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.971673, + "hold30_r": 4.063972 + }, + { + "symbol": "AIG", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.619048, + "strategy_rank": 64.829172, + "production_rank": 72.425797, + "structural_overlay_pass": false, + "structural_overlay_score": 68.804507, + "structural_overlay_rr": 0.754429, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.793173, + "primary_prob": 56.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.18976, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.571126, + "range_504_ratio": 1.770258, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.719014, + "hold30_r": 2.631381 + }, + { + "symbol": "AIZ", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.47619, + "strategy_rank": 65.794689, + "production_rank": 74.021856, + "structural_overlay_pass": false, + "structural_overlay_score": 70.320763, + "structural_overlay_rr": 1.584839, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.477206, + "primary_prob": 37.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 79, + "primary_distance_atr": 2.215809, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.595192, + "range_504_ratio": 1.813379, + "range_factor_pass": false, + "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": 95.119048, + "strategy_rank": 71.327685, + "production_rank": 79.258139, + "structural_overlay_pass": false, + "structural_overlay_score": 75.295232, + "structural_overlay_rr": 1.725234, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.864887, + "primary_prob": 53.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.29733, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.567354, + "range_504_ratio": 1.763595, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.792818, + "hold30_r": 2.810315 + }, + { + "symbol": "AMGN", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.47619, + "strategy_rank": 79.274475, + "production_rank": 81.341713, + "structural_overlay_pass": false, + "structural_overlay_score": 77.274628, + "structural_overlay_rr": 1.021321, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.968166, + "primary_prob": 50.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.452249, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.443026, + "range_504_ratio": 1.557413, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.899007, + "hold30_r": 3.328202 + }, + { + "symbol": "APP", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.690476, + "strategy_rank": 98.476912, + "production_rank": 98.5481, + "structural_overlay_pass": false, + "structural_overlay_score": 93.620695, + "structural_overlay_rr": 0.87373, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.729938, + "primary_prob": 21.49, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 41.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.594908, + "raw_level_count": 136, + "gate_level_count": 136, + "range_504_log": 2.270342, + "range_504_ratio": 9.682713, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.703141, + "hold30_r": -0.232252 + }, + { + "symbol": "ARES", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.690476, + "strategy_rank": 79.027447, + "production_rank": 82.248457, + "structural_overlay_pass": false, + "structural_overlay_score": 78.136034, + "structural_overlay_rr": 1.856102, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.679522, + "primary_prob": 57.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 82.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.019283, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 1.038317, + "range_504_ratio": 2.824459, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.635286, + "hold30_r": 3.163445 + }, + { + "symbol": "AXON", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.166667, + "strategy_rank": 79.891696, + "production_rank": 81.316686, + "structural_overlay_pass": false, + "structural_overlay_score": 77.250852, + "structural_overlay_rr": 1.841329, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.841329, + "primary_prob": 38.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.761994, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 1.379738, + "range_504_ratio": 3.973859, + "range_factor_pass": true, + "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": 80.47619, + "strategy_rank": 67.891003, + "production_rank": 72.086065, + "structural_overlay_pass": false, + "structural_overlay_score": 68.481762, + "structural_overlay_rr": 1.439647, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.562363, + "primary_prob": 29.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 65.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.343545, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.626341, + "range_504_ratio": 1.870752, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.489802, + "hold30_r": 3.936901 + }, + { + "symbol": "CB", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.309524, + "strategy_rank": 65.985632, + "production_rank": 74.426929, + "structural_overlay_pass": false, + "structural_overlay_score": 70.705583, + "structural_overlay_rr": 1.514815, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.928699, + "primary_prob": 35.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.393049, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.460471, + "range_504_ratio": 1.58482, + "range_factor_pass": false, + "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": 91.071429, + "strategy_rank": 71.954518, + "production_rank": 78.326822, + "structural_overlay_pass": false, + "structural_overlay_score": 74.410481, + "structural_overlay_rr": 1.905706, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.933132, + "primary_prob": 30.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 62, + "primary_distance_atr": 2.899698, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.616, + "range_504_ratio": 1.851507, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.865941, + "hold30_r": 2.612367 + }, + { + "symbol": "CI", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.119048, + "strategy_rank": 64.434701, + "production_rank": 71.329483, + "structural_overlay_pass": false, + "structural_overlay_score": 67.763009, + "structural_overlay_rr": 1.930605, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.753949, + "primary_prob": 57.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.130923, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.420452, + "range_504_ratio": 1.52265, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.678633, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.928571, + "strategy_rank": 98.928954, + "production_rank": 98.928826, + "structural_overlay_pass": false, + "structural_overlay_score": 93.982385, + "structural_overlay_rr": 1.634899, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.911591, + "primary_prob": 56.0, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 45.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.367386, + "raw_level_count": 138, + "gate_level_count": 138, + "range_504_log": 2.195568, + "range_504_ratio": 8.985103, + "range_factor_pass": true, + "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": 84.404762, + "strategy_rank": 61.330658, + "production_rank": 69.022026, + "structural_overlay_pass": false, + "structural_overlay_score": 65.570925, + "structural_overlay_rr": 1.045972, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.669532, + "primary_prob": 34.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.504298, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.602064, + "range_504_ratio": 1.825884, + "range_factor_pass": false, + "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": 89.166667, + "strategy_rank": 80.823325, + "production_rank": 83.604439, + "structural_overlay_pass": false, + "structural_overlay_score": 79.424217, + "structural_overlay_rr": 1.8848, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.523659, + "primary_prob": 29.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 65.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.285489, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 1.036278, + "range_504_ratio": 2.818706, + "range_factor_pass": true, + "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": 99.642857, + "strategy_rank": 99.571641, + "production_rank": 99.59538, + "structural_overlay_pass": false, + "structural_overlay_score": 94.615611, + "structural_overlay_rr": 1.591437, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.072913, + "primary_prob": 30.09, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 15.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.609369, + "raw_level_count": 163, + "gate_level_count": 163, + "range_504_log": 3.592865, + "range_504_ratio": 36.338028, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.050961, + "hold30_r": 2.448054 + }, + { + "symbol": "DASH", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.809524, + "strategy_rank": 84.885454, + "production_rank": 84.52681, + "structural_overlay_pass": false, + "structural_overlay_score": 80.30047, + "structural_overlay_rr": 1.081333, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.555023, + "primary_prob": 21.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.332534, + "raw_level_count": 129, + "gate_level_count": 129, + "range_504_log": 1.242784, + "range_504_ratio": 3.465248, + "range_factor_pass": true, + "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": 94.52381, + "strategy_rank": 93.49128, + "production_rank": 93.835457, + "structural_overlay_pass": true, + "structural_overlay_score": 94.143684, + "structural_overlay_rr": 2.087427, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.612234, + "primary_prob": 31.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.418351, + "raw_level_count": 111, + "gate_level_count": 111, + "range_504_log": 1.535183, + "range_504_ratio": 4.642174, + "range_factor_pass": true, + "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": 98.214286, + "strategy_rank": 98.286266, + "production_rank": 98.262273, + "structural_overlay_pass": false, + "structural_overlay_score": 93.349159, + "structural_overlay_rr": 1.03656, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.012594, + "primary_prob": 29.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.518891, + "raw_level_count": 100, + "gate_level_count": 100, + "range_504_log": 1.697968, + "range_504_ratio": 5.462836, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.989151, + "hold30_r": -1.146323 + }, + { + "symbol": "DPZ", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.738095, + "strategy_rank": 79.6848, + "production_rank": 84.035898, + "structural_overlay_pass": false, + "structural_overlay_score": 79.834103, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.776027, + "primary_prob": 28.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.66404, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.641216, + "range_504_ratio": 1.898789, + "range_factor_pass": false, + "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": 90.833333, + "strategy_rank": 84.772394, + "production_rank": 86.792707, + "structural_overlay_pass": false, + "structural_overlay_score": 82.453072, + "structural_overlay_rr": 1.305209, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.305209, + "primary_prob": 21.87, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.957814, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.818037, + "range_504_ratio": 2.266046, + "range_factor_pass": false, + "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": 97.5, + "strategy_rank": 87.227408, + "production_rank": 90.651605, + "structural_overlay_pass": false, + "structural_overlay_score": 86.119025, + "structural_overlay_rr": 1.150913, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.163146, + "primary_prob": 25.68, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.744719, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 1.435811, + "range_504_ratio": 4.203053, + "range_factor_pass": true, + "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": 97.261905, + "strategy_rank": 83.814606, + "production_rank": 88.297039, + "structural_overlay_pass": false, + "structural_overlay_score": 83.882187, + "structural_overlay_rr": 2.691126, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.368135, + "primary_prob": 22.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.052202, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 0.906737, + "range_504_ratio": 2.47623, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.306868, + "hold30_r": 7.386915 + }, + { + "symbol": "ETN", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.142857, + "strategy_rank": 80.516647, + "production_rank": 84.39205, + "structural_overlay_pass": false, + "structural_overlay_score": 80.172448, + "structural_overlay_rr": 1.005322, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.007918, + "primary_prob": 32.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.511877, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 1.035984, + "range_504_ratio": 2.817878, + "range_factor_pass": true, + "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": 94.285714, + "strategy_rank": 82.195006, + "production_rank": 86.225242, + "structural_overlay_pass": false, + "structural_overlay_score": 81.91398, + "structural_overlay_rr": 2.039599, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.760073, + "primary_prob": 27.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 72.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.640109, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.714799, + "range_504_ratio": 2.043776, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.697476, + "hold30_r": 2.461348 + }, + { + "symbol": "FIS", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.833333, + "strategy_rank": 73.460266, + "production_rank": 77.584621, + "structural_overlay_pass": false, + "structural_overlay_score": 73.70539, + "structural_overlay_rr": 1.705563, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.671228, + "primary_prob": 53.31, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 61.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.006841, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 0.807231, + "range_504_ratio": 2.241692, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.605723, + "hold30_r": -1.0 + }, + { + "symbol": "FITB", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.214286, + "strategy_rank": 74.33799, + "production_rank": 77.296756, + "structural_overlay_pass": false, + "structural_overlay_score": 73.431918, + "structural_overlay_rr": 1.493283, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.576554, + "primary_prob": 35.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 76, + "primary_distance_atr": 2.364831, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.571115, + "range_504_ratio": 1.77024, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.517063, + "hold30_r": 5.581977 + }, + { + "symbol": "FIX", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.785714, + "strategy_rank": 94.931926, + "production_rank": 95.549856, + "structural_overlay_pass": false, + "structural_overlay_score": 90.772363, + "structural_overlay_rr": 0.770237, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.129871, + "primary_prob": 43.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.694806, + "raw_level_count": 117, + "gate_level_count": 117, + "range_504_log": 1.558953, + "range_504_ratio": 4.753843, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.032084, + "hold30_r": -1.0 + }, + { + "symbol": "GDDY", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.47619, + "strategy_rank": 75.251883, + "production_rank": 81.993319, + "structural_overlay_pass": false, + "structural_overlay_score": 77.893653, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.747338, + "primary_prob": 41.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.121007, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.793507, + "range_504_ratio": 2.211137, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.678577, + "hold30_r": 1.845556 + }, + { + "symbol": "GE", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.404762, + "strategy_rank": 90.55004, + "production_rank": 90.16828, + "structural_overlay_pass": false, + "structural_overlay_score": 85.659866, + "structural_overlay_rr": 1.743119, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.844948, + "primary_prob": 40.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.267422, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 1.101778, + "range_504_ratio": 3.009511, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.046595, + "hold30_r": -1.0 + }, + { + "symbol": "GRMN", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.333333, + "strategy_rank": 85.131193, + "production_rank": 87.86524, + "structural_overlay_pass": false, + "structural_overlay_score": 83.471978, + "structural_overlay_rr": 1.175256, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.395878, + "primary_prob": 39.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.093816, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.809809, + "range_504_ratio": 2.247479, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.316117, + "hold30_r": 2.724186 + }, + { + "symbol": "HWM", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.833333, + "strategy_rank": 90.377031, + "production_rank": 92.195799, + "structural_overlay_pass": false, + "structural_overlay_score": 87.586009, + "structural_overlay_rr": 1.86445, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.766304, + "primary_prob": 44.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.149456, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 1.0529, + "range_504_ratio": 2.865952, + "range_factor_pass": true, + "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": 93.571429, + "strategy_rank": 77.592747, + "production_rank": 82.918974, + "structural_overlay_pass": false, + "structural_overlay_score": 78.773025, + "structural_overlay_rr": 1.202104, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.202104, + "primary_prob": 26.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.803156, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.901692, + "range_504_ratio": 2.463768, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.141458, + "hold30_r": -1.0 + }, + { + "symbol": "IP", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.738095, + "strategy_rank": 81.70977, + "production_rank": 82.052545, + "structural_overlay_pass": false, + "structural_overlay_score": 77.949918, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.507562, + "primary_prob": 52.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 53, + "primary_distance_atr": 2.261343, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.468537, + "range_504_ratio": 1.597656, + "range_factor_pass": false, + "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": 86.785714, + "strategy_rank": 66.493163, + "production_rank": 73.257347, + "structural_overlay_pass": false, + "structural_overlay_score": 69.594479, + "structural_overlay_rr": 1.072749, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.090906, + "primary_prob": 34.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.636359, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.709405, + "range_504_ratio": 2.03278, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.018062, + "hold30_r": 3.328757 + }, + { + "symbol": "KEY", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.071429, + "strategy_rank": 81.153686, + "production_rank": 82.792934, + "structural_overlay_pass": false, + "structural_overlay_score": 78.653287, + "structural_overlay_rr": 2.645914, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.556728, + "primary_prob": 23.6, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 3.835091, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 0.866446, + "range_504_ratio": 2.378442, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.510214, + "hold30_r": 4.407855 + }, + { + "symbol": "L", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.880952, + "strategy_rank": 59.666369, + "production_rank": 68.07123, + "structural_overlay_pass": false, + "structural_overlay_score": 64.667669, + "structural_overlay_rr": 1.792514, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.802978, + "primary_prob": 24.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.704467, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.464595, + "range_504_ratio": 1.59137, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.093136, + "hold30_r": -1.0 + }, + { + "symbol": "MET", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.380952, + "strategy_rank": 61.768926, + "production_rank": 68.639601, + "structural_overlay_pass": false, + "structural_overlay_score": 65.207621, + "structural_overlay_rr": 0.757564, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.236264, + "primary_prob": 42.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 96, + "primary_distance_atr": 1.854396, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.45767, + "range_504_ratio": 1.580388, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.163061, + "hold30_r": 3.940809 + }, + { + "symbol": "META", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.928571, + "strategy_rank": 89.967004, + "production_rank": 89.62086, + "structural_overlay_pass": false, + "structural_overlay_score": 85.139817, + "structural_overlay_rr": 1.05713, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.824255, + "primary_prob": 52.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.236382, + "raw_level_count": 104, + "gate_level_count": 104, + "range_504_log": 1.797325, + "range_504_ratio": 6.033487, + "range_factor_pass": true, + "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": 93.809524, + "strategy_rank": 86.71304, + "production_rank": 89.078535, + "structural_overlay_pass": false, + "structural_overlay_score": 84.624608, + "structural_overlay_rr": 1.435516, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.992242, + "primary_prob": 37.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.488363, + "raw_level_count": 117, + "gate_level_count": 117, + "range_504_log": 1.046835, + "range_504_ratio": 2.848621, + "range_factor_pass": true, + "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": 99.880952, + "strategy_rank": 99.880995, + "production_rank": 99.880981, + "structural_overlay_pass": false, + "structural_overlay_score": 94.886932, + "structural_overlay_rr": 0.825351, + "structural_overlay_sources": [ + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.91961, + "primary_prob": 39.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.379415, + "raw_level_count": 141, + "gate_level_count": 141, + "range_504_log": 2.713565, + "range_504_ratio": 15.082956, + "range_factor_pass": true, + "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": 97.97619, + "strategy_rank": 92.44778, + "production_rank": 94.290584, + "structural_overlay_pass": false, + "structural_overlay_score": 89.576055, + "structural_overlay_rr": 0.86665, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.834749, + "primary_prob": 43.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.252124, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 1.063056, + "range_504_ratio": 2.895207, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.8018, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.071429, + "strategy_rank": 95.930143, + "production_rank": 95.977238, + "structural_overlay_pass": false, + "structural_overlay_score": 91.178376, + "structural_overlay_rr": 5.249592, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "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": 148, + "gate_level_count": 148, + "range_504_log": 2.897388, + "range_504_ratio": 18.126735, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.021166, + "hold30_r": -1.0 + }, + { + "symbol": "OKE", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.97619, + "strategy_rank": 61.008423, + "production_rank": 68.331012, + "structural_overlay_pass": false, + "structural_overlay_score": 64.914461, + "structural_overlay_rr": 0.92271, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.94098, + "primary_prob": 51.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.41147, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.500595, + "range_504_ratio": 1.649703, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.859841, + "hold30_r": 2.196561 + }, + { + "symbol": "PGR", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.142857, + "strategy_rank": 73.10107, + "production_rank": 81.114999, + "structural_overlay_pass": false, + "structural_overlay_score": 77.059249, + "structural_overlay_rr": 1.553999, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.357829, + "primary_prob": 22.71, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 13.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.036744, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.6954, + "range_504_ratio": 2.00451, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.288143, + "hold30_r": 0.983862 + }, + { + "symbol": "PH", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.0, + "strategy_rank": 68.235434, + "production_rank": 72.156956, + "structural_overlay_pass": false, + "structural_overlay_score": 68.549108, + "structural_overlay_rr": 1.582551, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.963735, + "primary_prob": 29.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.945603, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.905909, + "range_504_ratio": 2.474179, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.912518, + "hold30_r": 2.789944 + }, + { + "symbol": "PHM", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.547619, + "strategy_rank": 80.987614, + "production_rank": 82.840949, + "structural_overlay_pass": false, + "structural_overlay_score": 78.698902, + "structural_overlay_rr": 1.360572, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.384374, + "primary_prob": 21.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.076561, + "raw_level_count": 97, + "gate_level_count": 97, + "range_504_log": 1.253632, + "range_504_ratio": 3.503043, + "range_factor_pass": true, + "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": 88.095238, + "strategy_rank": 65.554895, + "production_rank": 73.068343, + "structural_overlay_pass": false, + "structural_overlay_score": 69.414926, + "structural_overlay_rr": 0.845396, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.441544, + "primary_prob": 19.58, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 6.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.162316, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.548173, + "range_504_ratio": 1.730089, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.351084, + "hold30_r": -1.0 + }, + { + "symbol": "PRU", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.452381, + "strategy_rank": 64.587891, + "production_rank": 70.876055, + "structural_overlay_pass": false, + "structural_overlay_score": 67.332252, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.460197, + "primary_prob": 38.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.190295, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.47664, + "range_504_ratio": 1.610654, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.382863, + "hold30_r": 3.650239 + }, + { + "symbol": "PSX", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.97619, + "strategy_rank": 79.494748, + "production_rank": 83.988562, + "structural_overlay_pass": false, + "structural_overlay_score": 79.789134, + "structural_overlay_rr": 2.195408, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.981628, + "primary_prob": 27.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 90.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.972442, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 0.85518, + "range_504_ratio": 2.351797, + "range_factor_pass": false, + "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": 84.642857, + "strategy_rank": 82.044293, + "production_rank": 82.910481, + "structural_overlay_pass": false, + "structural_overlay_score": 78.764957, + "structural_overlay_rr": 1.31704, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.865802, + "primary_prob": 35.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.298703, + "raw_level_count": 119, + "gate_level_count": 119, + "range_504_log": 1.623047, + "range_504_ratio": 5.068511, + "range_factor_pass": true, + "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": 80.238095, + "strategy_rank": 80.958581, + "production_rank": 80.718419, + "structural_overlay_pass": false, + "structural_overlay_score": 76.682498, + "structural_overlay_rr": 0.722106, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.719857, + "primary_prob": 63.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.079786, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.848118, + "range_504_ratio": 2.335247, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.052411, + "hold30_r": -1.0 + }, + { + "symbol": "SCHW", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.428571, + "strategy_rank": 67.915577, + "production_rank": 72.419908, + "structural_overlay_pass": false, + "structural_overlay_score": 68.798913, + "structural_overlay_rr": 1.337818, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.771224, + "primary_prob": 21.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 77, + "primary_distance_atr": 4.156836, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.654984, + "range_504_ratio": 1.925111, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.243825, + "hold30_r": -1.177856 + }, + { + "symbol": "SMCI", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.452381, + "strategy_rank": 98.809651, + "production_rank": 98.690561, + "structural_overlay_pass": false, + "structural_overlay_score": 93.756033, + "structural_overlay_rr": 1.534054, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.905531, + "primary_prob": 30.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.858297, + "raw_level_count": 148, + "gate_level_count": 148, + "range_504_log": 3.502768, + "range_504_ratio": 33.207241, + "range_factor_pass": true, + "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": 87.857143, + "strategy_rank": 83.973246, + "production_rank": 85.267878, + "structural_overlay_pass": false, + "structural_overlay_score": 81.004484, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 2.055068, + "primary_prob": 28.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 11, + "primary_distance_atr": 3.082601, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.810532, + "range_504_ratio": 2.249105, + "range_factor_pass": false, + "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": 96.547619, + "strategy_rank": 83.849683, + "production_rank": 88.082328, + "structural_overlay_pass": false, + "structural_overlay_score": 83.678212, + "structural_overlay_rr": 1.945285, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.408542, + "primary_prob": 39.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.112814, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.714344, + "range_504_ratio": 2.042846, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.343496, + "hold30_r": -1.0 + }, + { + "symbol": "TPL", + "date": "2024-06-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.642857, + "strategy_rank": 91.144768, + "production_rank": 90.644131, + "structural_overlay_pass": false, + "structural_overlay_score": 86.111925, + "structural_overlay_rr": 1.631543, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.309947, + "primary_prob": 31.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 20, + "primary_distance_atr": 3.46492, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.771554, + "range_504_ratio": 2.163125, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.035913, + "hold30_r": 2.005167 + }, + { + "symbol": "TRV", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.071429, + "strategy_rank": 65.025862, + "production_rank": 70.374384, + "structural_overlay_pass": false, + "structural_overlay_score": 66.855665, + "structural_overlay_rr": 1.537727, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.961914, + "primary_prob": 50.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.442871, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.441688, + "range_504_ratio": 1.55533, + "range_factor_pass": false, + "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": 80.714286, + "strategy_rank": 67.344233, + "production_rank": 71.800917, + "structural_overlay_pass": false, + "structural_overlay_score": 68.210871, + "structural_overlay_rr": 1.116366, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.166192, + "primary_prob": 43.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 93.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.749288, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.680608, + "range_504_ratio": 1.975078, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.095777, + "hold30_r": 3.349161 + }, + { + "symbol": "TXT", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.904762, + "strategy_rank": 71.102656, + "production_rank": 74.703358, + "structural_overlay_pass": false, + "structural_overlay_score": 70.96819, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.587963, + "primary_prob": 23.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.381944, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.533179, + "range_504_ratio": 1.704342, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.50871, + "hold30_r": 3.219186 + }, + { + "symbol": "URI", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.309524, + "strategy_rank": 86.207392, + "production_rank": 86.241436, + "structural_overlay_pass": false, + "structural_overlay_score": 81.929364, + "structural_overlay_rr": 1.826318, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.239845, + "primary_prob": 23.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 86.0, + "primary_rejection_count": 30, + "primary_distance_atr": 3.359767, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 1.155861, + "range_504_ratio": 3.176758, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.201145, + "hold30_r": 4.305964 + }, + { + "symbol": "VLO", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.02381, + "strategy_rank": 80.78587, + "production_rank": 82.865183, + "structural_overlay_pass": false, + "structural_overlay_score": 78.721924, + "structural_overlay_rr": 2.334114, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.231792, + "primary_prob": 35.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 62.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.847689, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 0.645231, + "range_504_ratio": 1.906427, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.18461, + "hold30_r": -1.050692 + }, + { + "symbol": "VRT", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.404762, + "strategy_rank": 98.620194, + "production_rank": 98.881717, + "structural_overlay_pass": false, + "structural_overlay_score": 93.937631, + "structural_overlay_rr": 0.726404, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.674664, + "primary_prob": 49.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.011997, + "raw_level_count": 132, + "gate_level_count": 132, + "range_504_log": 2.644847, + "range_504_ratio": 14.081289, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.652695, + "hold30_r": -1.0 + }, + { + "symbol": "VST", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.166667, + "strategy_rank": 97.882778, + "production_rank": 98.310741, + "structural_overlay_pass": false, + "structural_overlay_score": 93.395204, + "structural_overlay_rr": 1.68943, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.830088, + "primary_prob": 38.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.245132, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 1.64195, + "range_504_ratio": 5.165231, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.8096, + "hold30_r": -1.0 + }, + { + "symbol": "WFC", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.452381, + "strategy_rank": 71.119996, + "production_rank": 76.897458, + "structural_overlay_pass": false, + "structural_overlay_score": 73.052585, + "structural_overlay_rr": 1.130964, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.294314, + "primary_prob": 29.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.941471, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.573501, + "range_504_ratio": 1.774468, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.179363, + "hold30_r": -1.108789 + }, + { + "symbol": "WM", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.380952, + "strategy_rank": 62.094134, + "production_rank": 70.523073, + "structural_overlay_pass": false, + "structural_overlay_score": 66.99692, + "structural_overlay_rr": 1.314386, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.32325, + "primary_prob": 39.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 95.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.984875, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.434814, + "range_504_ratio": 1.544676, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.237965, + "hold30_r": -1.0 + }, + { + "symbol": "WRB", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.119048, + "strategy_rank": 72.82174, + "production_rank": 78.587509, + "structural_overlay_pass": false, + "structural_overlay_score": 74.658134, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.723491, + "primary_prob": 54.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 79.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.085236, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.474386, + "range_504_ratio": 1.607027, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.643379, + "hold30_r": -1.0 + }, + { + "symbol": "WSM", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.738095, + "strategy_rank": 96.454717, + "production_rank": 96.882509, + "structural_overlay_pass": false, + "structural_overlay_score": 92.038384, + "structural_overlay_rr": 0.856782, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.001392, + "primary_prob": 29.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.502088, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 1.184049, + "range_504_ratio": 3.267579, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.032541, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2024-06-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.997644, + "strategy_rank": 96.518445, + "production_rank": 97.011511, + "structural_overlay_pass": false, + "structural_overlay_score": 92.160936, + "structural_overlay_rr": 0.739148, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.853454, + "primary_prob": 35.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.280181, + "raw_level_count": 101, + "gate_level_count": 101, + "range_504_log": 1.501626, + "range_504_ratio": 4.488982, + "range_factor_pass": true, + "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": 95.524146, + "strategy_rank": 96.056091, + "production_rank": 95.878776, + "structural_overlay_pass": false, + "structural_overlay_score": 91.084837, + "structural_overlay_rr": 1.653315, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.332311, + "primary_prob": 37.27, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 8.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.998466, + "raw_level_count": 112, + "gate_level_count": 112, + "range_504_log": 1.204522, + "range_504_ratio": 3.335165, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.308028, + "hold30_r": -1.232884 + }, + { + "symbol": "AIG", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.690224, + "strategy_rank": 64.278926, + "production_rank": 71.749359, + "structural_overlay_pass": false, + "structural_overlay_score": 68.161891, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.840304, + "primary_prob": 26.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 73.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.760456, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.571126, + "range_504_ratio": 1.770258, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.766763, + "hold30_r": -1.0 + }, + { + "symbol": "AIZ", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.632509, + "strategy_rank": 63.38741, + "production_rank": 71.469109, + "structural_overlay_pass": false, + "structural_overlay_score": 67.895654, + "structural_overlay_rr": 1.983639, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.867703, + "primary_prob": 31.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 80, + "primary_distance_atr": 2.801555, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.595192, + "range_504_ratio": 1.813379, + "range_factor_pass": false, + "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": 94.228504, + "strategy_rank": 71.036334, + "production_rank": 78.767057, + "structural_overlay_pass": false, + "structural_overlay_score": 74.828704, + "structural_overlay_rr": 0.759563, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.377062, + "primary_prob": 39.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.065594, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.567354, + "range_504_ratio": 1.763595, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.310093, + "hold30_r": 1.936368 + }, + { + "symbol": "APP", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.468787, + "strategy_rank": 98.328856, + "production_rank": 98.375499, + "structural_overlay_pass": false, + "structural_overlay_score": 93.456725, + "structural_overlay_rr": 0.701769, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.70257, + "primary_prob": 54.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 72.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.053855, + "raw_level_count": 138, + "gate_level_count": 138, + "range_504_log": 2.270342, + "range_504_ratio": 9.682713, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.67429, + "hold30_r": -1.0 + }, + { + "symbol": "ARES", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.69258, + "strategy_rank": 78.160011, + "production_rank": 81.670867, + "structural_overlay_pass": false, + "structural_overlay_score": 77.587324, + "structural_overlay_rr": 1.816862, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.372076, + "primary_prob": 22.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.058115, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.995908, + "range_504_ratio": 2.707182, + "range_factor_pass": false, + "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": 83.745583, + "strategy_rank": 86.189476, + "production_rank": 85.374845, + "structural_overlay_pass": false, + "structural_overlay_score": 81.106103, + "structural_overlay_rr": 2.889735, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "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": 88, + "gate_level_count": 88, + "range_504_log": 1.495286, + "range_504_ratio": 4.460612, + "range_factor_pass": true, + "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": 85.630153, + "strategy_rank": 80.740167, + "production_rank": 82.370162, + "structural_overlay_pass": false, + "structural_overlay_score": 78.251654, + "structural_overlay_rr": 1.751066, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.177858, + "primary_prob": 40.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 82.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.766787, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 1.340579, + "range_504_ratio": 3.821257, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.120227, + "hold30_r": -1.279135 + }, + { + "symbol": "BRO", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.507656, + "strategy_rank": 59.946076, + "production_rank": 67.133269, + "structural_overlay_pass": false, + "structural_overlay_score": 63.776606, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "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": 48, + "gate_level_count": 48, + "range_504_log": 0.573677, + "range_504_ratio": 1.774781, + "range_factor_pass": false, + "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": 82.096584, + "strategy_rank": 71.462909, + "production_rank": 75.007467, + "structural_overlay_pass": false, + "structural_overlay_score": 71.257094, + "structural_overlay_rr": 1.646067, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.164761, + "primary_prob": 33.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.747141, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.86653, + "range_504_ratio": 2.378643, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.101729, + "hold30_r": -1.771206 + }, + { + "symbol": "CB", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.928151, + "strategy_rank": 65.069917, + "production_rank": 73.022662, + "structural_overlay_pass": false, + "structural_overlay_score": 69.371529, + "structural_overlay_rr": 1.105712, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.932044, + "primary_prob": 10.55, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.898066, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.460471, + "range_504_ratio": 1.58482, + "range_factor_pass": false, + "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": 90.341578, + "strategy_rank": 71.84075, + "production_rank": 78.007693, + "structural_overlay_pass": false, + "structural_overlay_score": 74.107308, + "structural_overlay_rr": 2.008138, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.034873, + "primary_prob": 29.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 62, + "primary_distance_atr": 3.05231, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.598751, + "range_504_ratio": 1.819845, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.973085, + "hold30_r": 6.089533 + }, + { + "symbol": "CI", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.918728, + "strategy_rank": 61.120195, + "production_rank": 67.719706, + "structural_overlay_pass": false, + "structural_overlay_score": 64.333721, + "structural_overlay_rr": 1.375832, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.524847, + "primary_prob": 32.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 79.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.287271, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.419121, + "range_504_ratio": 1.520624, + "range_factor_pass": false, + "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": 89.634865, + "strategy_rank": 77.550516, + "production_rank": 81.578632, + "structural_overlay_pass": false, + "structural_overlay_score": 77.4997, + "structural_overlay_rr": 1.522939, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.043552, + "primary_prob": 28.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.565328, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 1.03228, + "range_504_ratio": 2.807458, + "range_factor_pass": true, + "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": 98.939929, + "strategy_rank": 98.940677, + "production_rank": 98.940428, + "structural_overlay_pass": false, + "structural_overlay_score": 93.993406, + "structural_overlay_rr": 1.52029, + "structural_overlay_sources": [ + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.579382, + "primary_prob": 35.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 53, + "primary_distance_atr": 2.369073, + "raw_level_count": 138, + "gate_level_count": 138, + "range_504_log": 2.195568, + "range_504_ratio": 8.985103, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.559531, + "hold30_r": -2.672594 + }, + { + "symbol": "CRH", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.685512, + "strategy_rank": 76.281739, + "production_rank": 78.41633, + "structural_overlay_pass": false, + "structural_overlay_score": 74.495513, + "structural_overlay_rr": 2.174408, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.388914, + "primary_prob": 25.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.583372, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 1.036278, + "range_504_ratio": 2.818706, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.344279, + "hold30_r": 0.919224 + }, + { + "symbol": "CVNA", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.646643, + "strategy_rank": 99.576387, + "production_rank": 99.599806, + "structural_overlay_pass": false, + "structural_overlay_score": 94.619815, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.672114, + "primary_prob": 34.61, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 27.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.508171, + "raw_level_count": 163, + "gate_level_count": 163, + "range_504_log": 3.595961, + "range_504_ratio": 36.450704, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.647748, + "hold30_r": 0.004737 + }, + { + "symbol": "DECK", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.992933, + "strategy_rank": 92.974841, + "production_rank": 93.314205, + "structural_overlay_pass": false, + "structural_overlay_score": 88.648495, + "structural_overlay_rr": 1.571268, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.606832, + "primary_prob": 17.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.410248, + "raw_level_count": 112, + "gate_level_count": 112, + "range_504_log": 1.535183, + "range_504_ratio": 4.642174, + "range_factor_pass": true, + "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": 98.233216, + "strategy_rank": 98.304967, + "production_rank": 98.28105, + "structural_overlay_pass": false, + "structural_overlay_score": 93.366997, + "structural_overlay_rr": 1.646652, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.101147, + "primary_prob": 27.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.65172, + "raw_level_count": 100, + "gate_level_count": 100, + "range_504_log": 1.697968, + "range_504_ratio": 5.462836, + "range_factor_pass": true, + "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": 90.930506, + "strategy_rank": 77.999181, + "production_rank": 82.309623, + "structural_overlay_pass": false, + "structural_overlay_score": 78.194141, + "structural_overlay_rr": 0.889226, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.95157, + "primary_prob": 26.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.927356, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.641216, + "range_504_ratio": 1.898789, + "range_factor_pass": false, + "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": 97.526502, + "strategy_rank": 86.811442, + "production_rank": 90.383129, + "structural_overlay_pass": false, + "structural_overlay_score": 85.863972, + "structural_overlay_rr": 1.358093, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.369577, + "primary_prob": 20.86, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.054365, + "raw_level_count": 91, + "gate_level_count": 91, + "range_504_log": 1.406549, + "range_504_ratio": 4.081844, + "range_factor_pass": true, + "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": 97.055359, + "strategy_rank": 83.238399, + "production_rank": 87.844052, + "structural_overlay_pass": false, + "structural_overlay_score": 83.45185, + "structural_overlay_rr": 1.80004, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.8406, + "primary_prob": 26.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 75.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.7609, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 0.852031, + "range_504_ratio": 2.344404, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.77742, + "hold30_r": 6.260632 + }, + { + "symbol": "ETN", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.755006, + "strategy_rank": 79.845425, + "production_rank": 83.815286, + "structural_overlay_pass": false, + "structural_overlay_score": 79.624521, + "structural_overlay_rr": 1.278027, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.280383, + "primary_prob": 25.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.920575, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 1.035984, + "range_504_ratio": 2.817878, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.051031, + "hold30_r": -1.0 + }, + { + "symbol": "FANG", + "date": "2024-06-25", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.46172, + "strategy_rank": 81.115683, + "production_rank": 84.897695, + "structural_overlay_pass": false, + "structural_overlay_score": 80.652811, + "structural_overlay_rr": 1.839991, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 2.305966, + "primary_prob": 21.16, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 3.45895, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.714799, + "range_504_ratio": 2.043776, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.24115, + "hold30_r": -1.0 + }, + { + "symbol": "FIS", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.923439, + "strategy_rank": 71.573317, + "production_rank": 76.023358, + "structural_overlay_pass": false, + "structural_overlay_score": 72.22219, + "structural_overlay_rr": 1.099208, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.124493, + "primary_prob": 41.88, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 81.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.686739, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 0.807231, + "range_504_ratio": 2.241692, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.066715, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.995289, + "strategy_rank": 94.305985, + "production_rank": 94.869086, + "structural_overlay_pass": false, + "structural_overlay_score": 90.125632, + "structural_overlay_rr": 0.781093, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.126532, + "primary_prob": 29.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.689798, + "raw_level_count": 117, + "gate_level_count": 117, + "range_504_log": 1.512182, + "range_504_ratio": 4.536619, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.030879, + "hold30_r": -1.0 + }, + { + "symbol": "GE", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.281508, + "strategy_rank": 90.276139, + "production_rank": 89.944595, + "structural_overlay_pass": false, + "structural_overlay_score": 85.447365, + "structural_overlay_rr": 1.558449, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.386099, + "primary_prob": 25.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.079149, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 1.101778, + "range_504_ratio": 3.009511, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.339093, + "hold30_r": -1.065325 + }, + { + "symbol": "GEN", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.743227, + "strategy_rank": 82.672668, + "production_rank": 82.362854, + "structural_overlay_pass": false, + "structural_overlay_score": 78.244712, + "structural_overlay_rr": 1.073783, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.641849, + "primary_prob": 34.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 84, + "primary_distance_atr": 2.462774, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.551912, + "range_504_ratio": 1.73657, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.587932, + "hold30_r": 0.100385 + }, + { + "symbol": "GRMN", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.990577, + "strategy_rank": 83.6766, + "production_rank": 86.447926, + "structural_overlay_pass": false, + "structural_overlay_score": 82.12553, + "structural_overlay_rr": 1.248216, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.483282, + "primary_prob": 37.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.224924, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.809809, + "range_504_ratio": 2.247479, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.398371, + "hold30_r": 0.540261 + }, + { + "symbol": "GS", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.156655, + "strategy_rank": 64.660892, + "production_rank": 70.826146, + "structural_overlay_pass": false, + "structural_overlay_score": 67.284839, + "structural_overlay_rr": 1.071606, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.134553, + "primary_prob": 25.82, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.70183, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.528831, + "range_504_ratio": 1.696948, + "range_factor_pass": false, + "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": 94.464075, + "strategy_rank": 89.180082, + "production_rank": 90.941413, + "structural_overlay_pass": false, + "structural_overlay_score": 86.394342, + "structural_overlay_rr": 1.532269, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.413873, + "primary_prob": 25.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.120809, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 1.0529, + "range_504_ratio": 2.865952, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.358382, + "hold30_r": 3.448643 + }, + { + "symbol": "IBKR", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.404005, + "strategy_rank": 76.557891, + "production_rank": 82.173263, + "structural_overlay_pass": false, + "structural_overlay_score": 78.064599, + "structural_overlay_rr": 1.025809, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.025809, + "primary_prob": 31.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.538713, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.901692, + "range_504_ratio": 2.463768, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.959175, + "hold30_r": -1.0 + }, + { + "symbol": "IP", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.283863, + "strategy_rank": 87.341713, + "production_rank": 88.655763, + "structural_overlay_pass": false, + "structural_overlay_score": 84.222975, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.625972, + "primary_prob": 49.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.438958, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.491154, + "range_504_ratio": 1.634201, + "range_factor_pass": false, + "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": 86.336867, + "strategy_rank": 73.972822, + "production_rank": 78.09417, + "structural_overlay_pass": false, + "structural_overlay_score": 74.189462, + "structural_overlay_rr": 1.581985, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.528444, + "primary_prob": 29.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 63.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.292667, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.90046, + "range_504_ratio": 2.460736, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.478064, + "hold30_r": -1.448484 + }, + { + "symbol": "JPM", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.101296, + "strategy_rank": 66.158098, + "production_rank": 72.805831, + "structural_overlay_pass": false, + "structural_overlay_score": 69.165539, + "structural_overlay_rr": 1.490558, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.994818, + "primary_prob": 31.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.492228, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.709405, + "range_504_ratio": 2.03278, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.919214, + "hold30_r": -1.0 + }, + { + "symbol": "KEY", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.159011, + "strategy_rank": 79.91683, + "production_rank": 81.664224, + "structural_overlay_pass": false, + "structural_overlay_score": 77.581013, + "structural_overlay_rr": 1.583016, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.536122, + "primary_prob": 23.78, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 3.804183, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 0.866446, + "range_504_ratio": 2.378442, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.486692, + "hold30_r": 0.959623 + }, + { + "symbol": "KKR", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.639576, + "strategy_rank": 87.615858, + "production_rank": 89.623764, + "structural_overlay_pass": false, + "structural_overlay_score": 85.142576, + "structural_overlay_rr": 1.355982, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.938803, + "primary_prob": 32.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.408205, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 1.00323, + "range_504_ratio": 2.727077, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.893916, + "hold30_r": -1.17212 + }, + { + "symbol": "KLAC", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.981154, + "strategy_rank": 83.74568, + "production_rank": 83.824171, + "structural_overlay_pass": false, + "structural_overlay_score": 79.632963, + "structural_overlay_rr": 1.590144, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.165201, + "primary_prob": 25.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.747802, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 1.25379, + "range_504_ratio": 3.503597, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.120808, + "hold30_r": -1.0 + }, + { + "symbol": "L", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.683157, + "strategy_rank": 56.865989, + "production_rank": 64.805045, + "structural_overlay_pass": false, + "structural_overlay_score": 61.564792, + "structural_overlay_rr": 1.171702, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.206086, + "primary_prob": 36.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 66.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.809128, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.464595, + "range_504_ratio": 1.59137, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.09267, + "hold30_r": -1.0 + }, + { + "symbol": "LDOS", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.23086, + "strategy_rank": 70.463835, + "production_rank": 79.052843, + "structural_overlay_pass": false, + "structural_overlay_score": 75.100201, + "structural_overlay_rr": 0.93679, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.93679, + "primary_prob": 31.78, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.405185, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.681061, + "range_504_ratio": 1.975973, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.091694, + "hold30_r": -1.0 + }, + { + "symbol": "MET", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.447585, + "strategy_rank": 60.05009, + "production_rank": 66.849255, + "structural_overlay_pass": false, + "structural_overlay_score": 63.506792, + "structural_overlay_rr": 1.115507, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.085084, + "primary_prob": 46.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 83, + "primary_distance_atr": 1.627626, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.45767, + "range_504_ratio": 1.580388, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.078146, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.168433, + "strategy_rank": 85.805447, + "production_rank": 88.259776, + "structural_overlay_pass": false, + "structural_overlay_score": 83.846787, + "structural_overlay_rr": 1.552593, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.21255, + "primary_prob": 27.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.818824, + "raw_level_count": 117, + "gate_level_count": 117, + "range_504_log": 1.046835, + "range_504_ratio": 2.848621, + "range_factor_pass": true, + "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": 85.865724, + "strategy_rank": 89.436207, + "production_rank": 88.246046, + "structural_overlay_pass": false, + "structural_overlay_score": 83.833744, + "structural_overlay_rr": 2.168898, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.678515, + "primary_prob": 22.59, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 4.017773, + "raw_level_count": 120, + "gate_level_count": 120, + "range_504_log": 1.245083, + "range_504_ratio": 3.473221, + "range_factor_pass": true, + "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": 99.882214, + "strategy_rank": 99.882297, + "production_rank": 99.88227, + "structural_overlay_pass": false, + "structural_overlay_score": 94.888156, + "structural_overlay_rr": 1.205811, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.021332, + "primary_prob": 36.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.531998, + "raw_level_count": 142, + "gate_level_count": 142, + "range_504_log": 2.713565, + "range_504_ratio": 15.082956, + "range_factor_pass": true, + "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": 94.935218, + "strategy_rank": 94.304241, + "production_rank": 94.514567, + "structural_overlay_pass": false, + "structural_overlay_score": 89.788838, + "structural_overlay_rr": 1.920153, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.60109, + "primary_prob": 30.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.401635, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 1.179528, + "range_504_ratio": 3.252839, + "range_factor_pass": true, + "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": 84.216726, + "strategy_rank": 81.865926, + "production_rank": 82.649526, + "structural_overlay_pass": false, + "structural_overlay_score": 78.51705, + "structural_overlay_rr": 0.788555, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.288724, + "primary_prob": 21.84, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.933086, + "raw_level_count": 98, + "gate_level_count": 98, + "range_504_log": 1.402514, + "range_504_ratio": 4.06541, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.060597, + "hold30_r": -1.0 + }, + { + "symbol": "NRG", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.762073, + "strategy_rank": 91.735449, + "production_rank": 93.744324, + "structural_overlay_pass": false, + "structural_overlay_score": 89.057107, + "structural_overlay_rr": 1.192722, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.192722, + "primary_prob": 24.13, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.789084, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 1.063056, + "range_504_ratio": 2.895207, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.036959, + "hold30_r": -1.0 + }, + { + "symbol": "NTAP", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.870436, + "strategy_rank": 86.140797, + "production_rank": 87.38401, + "structural_overlay_pass": false, + "structural_overlay_score": 83.01481, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.81532, + "primary_prob": 50.55, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.22298, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.812383, + "range_504_ratio": 2.253271, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.748988, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.466431, + "strategy_rank": 96.363165, + "production_rank": 96.397587, + "structural_overlay_pass": false, + "structural_overlay_score": 91.577707, + "structural_overlay_rr": 1.17786, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "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": 149, + "gate_level_count": 149, + "range_504_log": 2.897388, + "range_504_ratio": 18.126735, + "range_factor_pass": true, + "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": 85.394582, + "strategy_rank": 62.948945, + "production_rank": 70.430824, + "structural_overlay_pass": false, + "structural_overlay_score": 66.909283, + "structural_overlay_rr": 1.169322, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.169322, + "primary_prob": 24.92, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.753983, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.500595, + "range_504_ratio": 1.649703, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.086581, + "hold30_r": -1.0 + }, + { + "symbol": "PCAR", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.212014, + "strategy_rank": 66.195413, + "production_rank": 70.867614, + "structural_overlay_pass": false, + "structural_overlay_score": 67.324233, + "structural_overlay_rr": 0.693015, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.736805, + "primary_prob": 48.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.105208, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.89403, + "range_504_ratio": 2.444964, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.071297, + "hold30_r": -1.0 + }, + { + "symbol": "PRU", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.452297, + "strategy_rank": 64.827536, + "production_rank": 71.369123, + "structural_overlay_pass": false, + "structural_overlay_score": 67.800667, + "structural_overlay_rr": 0.701497, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.438243, + "primary_prob": 20.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.157365, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.47664, + "range_504_ratio": 1.610654, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.355384, + "hold30_r": -1.0 + }, + { + "symbol": "PSX", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.932862, + "strategy_rank": 78.907293, + "production_rank": 83.582482, + "structural_overlay_pass": false, + "structural_overlay_score": 79.403358, + "structural_overlay_rr": 1.568142, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.691219, + "primary_prob": 48.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.036829, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 0.85518, + "range_504_ratio": 2.351797, + "range_factor_pass": false, + "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": 91.519435, + "strategy_rank": 88.000149, + "production_rank": 89.173245, + "structural_overlay_pass": false, + "structural_overlay_score": 84.714582, + "structural_overlay_rr": 1.54184, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.004092, + "primary_prob": 31.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.506138, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.821052, + "range_504_ratio": 2.272889, + "range_factor_pass": false, + "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": 82.921084, + "strategy_rank": 82.439588, + "production_rank": 82.600087, + "structural_overlay_pass": false, + "structural_overlay_score": 78.470082, + "structural_overlay_rr": 0.876763, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.498267, + "primary_prob": 32.48, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.2474, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.848118, + "range_504_ratio": 2.335247, + "range_factor_pass": false, + "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": 98.704358, + "strategy_rank": 98.987293, + "production_rank": 98.892981, + "structural_overlay_pass": false, + "structural_overlay_score": 93.948332, + "structural_overlay_rr": 1.922716, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.726513, + "primary_prob": 21.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.58977, + "raw_level_count": 149, + "gate_level_count": 149, + "range_504_log": 3.502768, + "range_504_ratio": 33.207241, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.01815, + "hold30_r": -1.0 + }, + { + "symbol": "STX", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.86808, + "strategy_rank": 83.117527, + "production_rank": 84.701045, + "structural_overlay_pass": false, + "structural_overlay_score": 80.465992, + "structural_overlay_rr": 0.994882, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.640244, + "primary_prob": 42.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 65.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.460366, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.8212, + "range_504_ratio": 2.273225, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.590743, + "hold30_r": -1.0 + }, + { + "symbol": "SW", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.819788, + "strategy_rank": 84.977142, + "production_rank": 88.924691, + "structural_overlay_pass": false, + "structural_overlay_score": 84.478456, + "structural_overlay_rr": 1.539787, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.081186, + "primary_prob": 46.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 1.621779, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.714344, + "range_504_ratio": 2.042846, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.055821, + "hold30_r": -1.0 + }, + { + "symbol": "TPL", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.57715, + "strategy_rank": 91.711878, + "production_rank": 91.333635, + "structural_overlay_pass": false, + "structural_overlay_score": 86.766953, + "structural_overlay_rr": 1.557928, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.549006, + "primary_prob": 41.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.323509, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.771554, + "range_504_ratio": 2.163125, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.51044, + "hold30_r": 0.585276 + }, + { + "symbol": "TT", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.699647, + "strategy_rank": 78.134641, + "production_rank": 83.65631, + "structural_overlay_pass": false, + "structural_overlay_score": 79.473494, + "structural_overlay_rr": 0.806554, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.806554, + "primary_prob": 35.88, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.209831, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 1.024515, + "range_504_ratio": 2.785743, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.054905, + "hold30_r": -1.0 + }, + { + "symbol": "TXT", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.392226, + "strategy_rank": 71.559047, + "production_rank": 75.50344, + "structural_overlay_pass": false, + "structural_overlay_score": 71.728268, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.581017, + "primary_prob": 23.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.371526, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.530818, + "range_504_ratio": 1.700323, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.499908, + "hold30_r": -1.0 + }, + { + "symbol": "URI", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.154299, + "strategy_rank": 82.401429, + "production_rank": 81.985719, + "structural_overlay_pass": false, + "structural_overlay_score": 77.886433, + "structural_overlay_rr": 1.75906, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.605681, + "primary_prob": 32.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 86.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.408521, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 1.155861, + "range_504_ratio": 3.176758, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.564974, + "hold30_r": 0.671828 + }, + { + "symbol": "VLO", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.339223, + "strategy_rank": 81.22641, + "production_rank": 83.597348, + "structural_overlay_pass": false, + "structural_overlay_score": 79.41748, + "structural_overlay_rr": 1.889593, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.785164, + "primary_prob": 23.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.677746, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 0.645231, + "range_504_ratio": 1.906427, + "range_factor_pass": false, + "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": 99.411072, + "strategy_rank": 98.635929, + "production_rank": 98.89431, + "structural_overlay_pass": false, + "structural_overlay_score": 93.949594, + "structural_overlay_rr": 1.613307, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.052832, + "primary_prob": 29.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.579248, + "raw_level_count": 133, + "gate_level_count": 133, + "range_504_log": 2.644847, + "range_504_ratio": 14.081289, + "range_factor_pass": true, + "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": 99.175501, + "strategy_rank": 97.801229, + "production_rank": 98.259319, + "structural_overlay_pass": false, + "structural_overlay_score": 93.346353, + "structural_overlay_rr": 0.777976, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.132566, + "primary_prob": 26.27, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.698849, + "raw_level_count": 103, + "gate_level_count": 103, + "range_504_log": 1.64195, + "range_504_ratio": 5.165231, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.023855, + "hold30_r": -1.0 + }, + { + "symbol": "WAB", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.697291, + "strategy_rank": 72.57318, + "production_rank": 79.281217, + "structural_overlay_pass": false, + "structural_overlay_score": 75.317156, + "structural_overlay_rr": 1.230708, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.682089, + "primary_prob": 60.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.023133, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.780632, + "range_504_ratio": 2.182852, + "range_factor_pass": false, + "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": 95.288575, + "strategy_rank": 91.801885, + "production_rank": 92.964115, + "structural_overlay_pass": false, + "structural_overlay_score": 88.315909, + "structural_overlay_rr": 0.953331, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.971262, + "primary_prob": 31.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.456892, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 1.00906, + "range_504_ratio": 2.743021, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.928661, + "hold30_r": -1.0 + }, + { + "symbol": "WFC", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.396938, + "strategy_rank": 70.942839, + "production_rank": 76.427538, + "structural_overlay_pass": false, + "structural_overlay_score": 72.606161, + "structural_overlay_rr": 1.645747, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.798273, + "primary_prob": 20.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.69741, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.573501, + "range_504_ratio": 1.774468, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.733503, + "hold30_r": -1.143666 + }, + { + "symbol": "WRB", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.103651, + "strategy_rank": 70.626728, + "production_rank": 76.452369, + "structural_overlay_pass": false, + "structural_overlay_score": 72.62975, + "structural_overlay_rr": 1.576522, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.596589, + "primary_prob": 25.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.394883, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.474386, + "range_504_ratio": 1.607027, + "range_factor_pass": false, + "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": 97.290931, + "strategy_rank": 96.341019, + "production_rank": 96.657656, + "structural_overlay_pass": false, + "structural_overlay_score": 91.824773, + "structural_overlay_rr": 0.870834, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.148844, + "primary_prob": 33.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.723265, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 1.184049, + "range_504_ratio": 3.267579, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.029207, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2024-07-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.966507, + "strategy_rank": 96.71498, + "production_rank": 97.132156, + "structural_overlay_pass": false, + "structural_overlay_score": 92.275548, + "structural_overlay_rr": 1.11, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.072473, + "primary_prob": 37.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.60871, + "raw_level_count": 101, + "gate_level_count": 101, + "range_504_log": 1.501626, + "range_504_ratio": 4.488982, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.044043, + "hold30_r": -1.0 + }, + { + "symbol": "HOOD", + "date": "2024-07-01", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 96.291866, + "strategy_rank": 96.580917, + "production_rank": 96.484567, + "structural_overlay_pass": false, + "structural_overlay_score": 91.660338, + "structural_overlay_rr": 0.931658, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.363534, + "primary_prob": 20.78, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 3.545301, + "raw_level_count": 114, + "gate_level_count": 114, + "range_504_log": 1.166121, + "range_504_ratio": 3.209518, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.047696, + "hold30_r": -1.019196 + }, + { + "symbol": "ACGL", + "date": "2024-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.952153, + "strategy_rank": 69.840016, + "production_rank": 76.544061, + "structural_overlay_pass": false, + "structural_overlay_score": 72.716858, + "structural_overlay_rr": 1.281473, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.284983, + "primary_prob": 24.32, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 13.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.927474, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 0.927579, + "range_504_ratio": 2.52838, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.070896, + "hold30_r": -1.0 + }, + { + "symbol": "AIG", + "date": "2024-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.76555, + "strategy_rank": 63.651637, + "production_rank": 71.022941, + "structural_overlay_pass": false, + "structural_overlay_score": 67.471794, + "structural_overlay_rr": 1.112781, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.400896, + "primary_prob": 33.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 71.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.101344, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.571126, + "range_504_ratio": 1.770258, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.328344, + "hold30_r": -1.0 + }, + { + "symbol": "ALL", + "date": "2024-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.617225, + "strategy_rank": 71.494587, + "production_rank": 79.202133, + "structural_overlay_pass": false, + "structural_overlay_score": 75.242026, + "structural_overlay_rr": 1.069713, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.730629, + "primary_prob": 33.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.595944, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.567354, + "range_504_ratio": 1.763595, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.659504, + "hold30_r": 4.611252 + }, + { + "symbol": "AMGN", + "date": "2024-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.526316, + "strategy_rank": 78.913767, + "production_rank": 81.11795, + "structural_overlay_pass": false, + "structural_overlay_score": 77.062053, + "structural_overlay_rr": 1.132386, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.030725, + "primary_prob": 32.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.546088, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.443026, + "range_504_ratio": 1.557413, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.965979, + "hold30_r": 1.245892 + }, + { + "symbol": "APH", + "date": "2024-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.593301, + "strategy_rank": 68.264237, + "production_rank": 75.373925, + "structural_overlay_pass": false, + "structural_overlay_score": 71.605229, + "structural_overlay_rr": 1.575522, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.575522, + "primary_prob": 16.06, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.363283, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.829991, + "range_504_ratio": 2.293299, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.064904, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2024-07-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.684211, + "strategy_rank": 98.470355, + "production_rank": 98.54164, + "structural_overlay_pass": false, + "structural_overlay_score": 93.614558, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 2.593435, + "primary_prob": 31.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 19, + "primary_distance_atr": 3.890152, + "raw_level_count": 138, + "gate_level_count": 138, + "range_504_log": 2.270342, + "range_504_ratio": 9.682713, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.161328, + "hold30_r": -1.129295 + }, + { + "symbol": "ARES", + "date": "2024-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.92823, + "strategy_rank": 75.666945, + "production_rank": 78.75404, + "structural_overlay_pass": false, + "structural_overlay_score": 74.816338, + "structural_overlay_rr": 1.96191, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.476728, + "primary_prob": 20.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.215092, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.995908, + "range_504_ratio": 2.707182, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.422648, + "hold30_r": -1.0 + }, + { + "symbol": "AXON", + "date": "2024-07-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 85.287081, + "strategy_rank": 80.536279, + "production_rank": 82.11988, + "structural_overlay_pass": false, + "structural_overlay_score": 78.013886, + "structural_overlay_rr": 1.604964, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.088883, + "primary_prob": 34.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 27, + "primary_distance_atr": 3.133324, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 1.314437, + "range_504_ratio": 3.722655, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.034275, + "hold30_r": -1.260972 + }, + { + "symbol": "BAC", + "date": "2024-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.741627, + "strategy_rank": 65.290022, + "production_rank": 70.440557, + "structural_overlay_pass": false, + "structural_overlay_score": 66.918529, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.747329, + "primary_prob": 48.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.620994, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.495321, + "range_504_ratio": 1.641026, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.676519, + "hold30_r": -1.0 + }, + { + "symbol": "CB", + "date": "2024-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.38756, + "strategy_rank": 67.372247, + "production_rank": 75.377351, + "structural_overlay_pass": false, + "structural_overlay_score": 71.608483, + "structural_overlay_rr": 0.755891, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.670549, + "primary_prob": 21.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.505823, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.460471, + "range_504_ratio": 1.58482, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.592735, + "hold30_r": 2.557545 + }, + { + "symbol": "CBOE", + "date": "2024-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.200957, + "strategy_rank": 69.202961, + "production_rank": 75.202293, + "structural_overlay_pass": false, + "structural_overlay_score": 71.442178, + "structural_overlay_rr": 1.74575, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.776229, + "primary_prob": 32.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 62, + "primary_distance_atr": 2.664343, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.576325, + "range_504_ratio": 1.779487, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.706064, + "hold30_r": 7.082399 + }, + { + "symbol": "CI", + "date": "2024-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.77512, + "strategy_rank": 62.775519, + "production_rank": 69.442053, + "structural_overlay_pass": false, + "structural_overlay_score": 65.96995, + "structural_overlay_rr": 1.575897, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.558762, + "primary_prob": 36.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.338143, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.419121, + "range_504_ratio": 1.520624, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.489861, + "hold30_r": 0.950297 + }, + { + "symbol": "CMG", + "date": "2024-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.91866, + "strategy_rank": 78.154041, + "production_rank": 81.408914, + "structural_overlay_pass": false, + "structural_overlay_score": 77.338468, + "structural_overlay_rr": 0.670371, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.715856, + "primary_prob": 47.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.073784, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 1.03228, + "range_504_ratio": 2.807458, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.042123, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2024-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.923445, + "strategy_rank": 98.924216, + "production_rank": 98.923959, + "structural_overlay_pass": false, + "structural_overlay_score": 93.977761, + "structural_overlay_rr": 1.770291, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.037764, + "primary_prob": 48.09, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 61, + "primary_distance_atr": 1.556646, + "raw_level_count": 138, + "gate_level_count": 138, + "range_504_log": 2.195568, + "range_504_ratio": 8.985103, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.015239, + "hold30_r": -1.0 + }, + { + "symbol": "COR", + "date": "2024-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.698565, + "strategy_rank": 61.413339, + "production_rank": 68.175081, + "structural_overlay_pass": false, + "structural_overlay_score": 64.766327, + "structural_overlay_rr": 1.890208, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.889973, + "primary_prob": 30.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.83496, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.602064, + "range_504_ratio": 1.825884, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.820373, + "hold30_r": 2.383522 + }, + { + "symbol": "CRH", + "date": "2024-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.971292, + "strategy_rank": 77.538854, + "production_rank": 79.683, + "structural_overlay_pass": false, + "structural_overlay_score": 75.69885, + "structural_overlay_rr": 1.407647, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.893023, + "primary_prob": 30.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.839534, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 1.036278, + "range_504_ratio": 2.818706, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.846605, + "hold30_r": 3.639995 + }, + { + "symbol": "CVNA", + "date": "2024-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.162679, + "strategy_rank": 99.234878, + "production_rank": 99.210812, + "structural_overlay_pass": false, + "structural_overlay_score": 94.250271, + "structural_overlay_rr": 0.810471, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.620942, + "primary_prob": 35.47, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 27.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.431413, + "raw_level_count": 164, + "gate_level_count": 164, + "range_504_log": 3.652303, + "range_504_ratio": 38.56338, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.59883, + "hold30_r": 1.252546 + }, + { + "symbol": "DECK", + "date": "2024-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.770335, + "strategy_rank": 94.803674, + "production_rank": 95.459227, + "structural_overlay_pass": false, + "structural_overlay_score": 90.686266, + "structural_overlay_rr": 1.464111, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.252656, + "primary_prob": 23.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.878983, + "raw_level_count": 113, + "gate_level_count": 113, + "range_504_log": 1.535183, + "range_504_ratio": 4.642174, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.043226, + "hold30_r": -1.0 + }, + { + "symbol": "DELL", + "date": "2024-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.205742, + "strategy_rank": 98.278625, + "production_rank": 98.254331, + "structural_overlay_pass": false, + "structural_overlay_score": 93.341614, + "structural_overlay_rr": 1.528146, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.547913, + "primary_prob": 32.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.321869, + "raw_level_count": 101, + "gate_level_count": 101, + "range_504_log": 1.697968, + "range_504_ratio": 5.462836, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.34565, + "hold30_r": -1.320925 + }, + { + "symbol": "DPZ", + "date": "2024-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.191388, + "strategy_rank": 78.026573, + "production_rank": 82.081511, + "structural_overlay_pass": false, + "structural_overlay_score": 77.977435, + "structural_overlay_rr": 1.945572, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.522506, + "primary_prob": 23.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 3.783759, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.641216, + "range_504_ratio": 1.898789, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.058528, + "hold30_r": -1.0 + }, + { + "symbol": "DVA", + "date": "2024-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.703349, + "strategy_rank": 85.369671, + "production_rank": 87.814231, + "structural_overlay_pass": false, + "structural_overlay_score": 83.423519, + "structural_overlay_rr": 1.253128, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.325109, + "primary_prob": 26.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.987663, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.818037, + "range_504_ratio": 2.266046, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.050833, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2024-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.009569, + "strategy_rank": 86.880446, + "production_rank": 90.25682, + "structural_overlay_pass": false, + "structural_overlay_score": 85.743979, + "structural_overlay_rr": 1.727933, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.629686, + "primary_prob": 24.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.444528, + "raw_level_count": 91, + "gate_level_count": 91, + "range_504_log": 1.406549, + "range_504_ratio": 4.081844, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.58586, + "hold30_r": -1.702143 + }, + { + "symbol": "ERIE", + "date": "2024-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.5311, + "strategy_rank": 82.392773, + "production_rank": 87.105549, + "structural_overlay_pass": false, + "structural_overlay_score": 82.750271, + "structural_overlay_rr": 1.837119, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.879996, + "primary_prob": 26.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 75.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.819994, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 0.812257, + "range_504_ratio": 2.252988, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.813077, + "hold30_r": 9.025391 + }, + { + "symbol": "ETN", + "date": "2024-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.148325, + "strategy_rank": 79.305021, + "production_rank": 83.252789, + "structural_overlay_pass": false, + "structural_overlay_score": 79.09015, + "structural_overlay_rr": 2.136505, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.350797, + "primary_prob": 32.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.026196, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 1.035984, + "range_504_ratio": 2.817878, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.298592, + "hold30_r": -1.0 + }, + { + "symbol": "FANG", + "date": "2024-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.421053, + "strategy_rank": 81.289725, + "production_rank": 85.333501, + "structural_overlay_pass": false, + "structural_overlay_score": 81.066826, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.169387, + "primary_prob": 39.72, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.754081, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.714799, + "range_504_ratio": 2.043776, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.10151, + "hold30_r": -1.0 + }, + { + "symbol": "FIS", + "date": "2024-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.61244, + "strategy_rank": 70.342551, + "production_rank": 74.765847, + "structural_overlay_pass": false, + "structural_overlay_score": 71.027555, + "structural_overlay_rr": 1.12307, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.149267, + "primary_prob": 41.23, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 81.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.723901, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 0.807231, + "range_504_ratio": 2.241692, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.069029, + "hold30_r": -1.0 + }, + { + "symbol": "FITB", + "date": "2024-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.014354, + "strategy_rank": 73.074248, + "production_rank": 76.387617, + "structural_overlay_pass": false, + "structural_overlay_score": 72.568236, + "structural_overlay_rr": 1.897983, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.437635, + "primary_prob": 38.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.156452, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.571115, + "range_504_ratio": 1.77024, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.064988, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2024-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.813397, + "strategy_rank": 94.205416, + "production_rank": 94.74141, + "structural_overlay_pass": false, + "structural_overlay_score": 90.004339, + "structural_overlay_rr": 1.533568, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.845096, + "primary_prob": 54.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.267645, + "raw_level_count": 117, + "gate_level_count": 117, + "range_504_log": 1.485009, + "range_504_ratio": 4.415006, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.815724, + "hold30_r": -1.0 + }, + { + "symbol": "FSLR", + "date": "2024-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.535885, + "strategy_rank": 86.450537, + "production_rank": 85.145653, + "structural_overlay_pass": false, + "structural_overlay_score": 80.888371, + "structural_overlay_rr": 1.833534, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.759991, + "primary_prob": 37.85, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.139986, + "raw_level_count": 114, + "gate_level_count": 114, + "range_504_log": 1.61588, + "range_504_ratio": 5.032315, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.738417, + "hold30_r": -1.0 + }, + { + "symbol": "GD", + "date": "2024-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.875598, + "strategy_rank": 63.143706, + "production_rank": 71.721004, + "structural_overlay_pass": false, + "structural_overlay_score": 68.134953, + "structural_overlay_rr": 1.146149, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.246495, + "primary_prob": 42.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.869742, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.402904, + "range_504_ratio": 1.496163, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.096274, + "hold30_r": -1.0 + }, + { + "symbol": "GE", + "date": "2024-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.722488, + "strategy_rank": 88.307174, + "production_rank": 87.778945, + "structural_overlay_pass": true, + "structural_overlay_score": 88.389998, + "structural_overlay_rr": 2.140154, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.176992, + "primary_prob": 30.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.765488, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 1.101778, + "range_504_ratio": 3.009511, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.127635, + "hold30_r": -1.369591 + }, + { + "symbol": "GRMN", + "date": "2024-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.942584, + "strategy_rank": 84.319952, + "production_rank": 87.194162, + "structural_overlay_pass": false, + "structural_overlay_score": 82.834454, + "structural_overlay_rr": 1.871257, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.225549, + "primary_prob": 43.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.838323, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.809809, + "range_504_ratio": 2.247479, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.136011, + "hold30_r": 2.359171 + }, + { + "symbol": "HIG", + "date": "2024-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.626794, + "strategy_rank": 67.360713, + "production_rank": 75.449407, + "structural_overlay_pass": false, + "structural_overlay_score": 71.676936, + "structural_overlay_rr": 1.942769, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.942769, + "primary_prob": 10.41, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.914154, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.558773, + "range_504_ratio": 1.748525, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.867591, + "hold30_r": 3.599947 + }, + { + "symbol": "HWM", + "date": "2024-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.138756, + "strategy_rank": 89.131019, + "production_rank": 90.800265, + "structural_overlay_pass": false, + "structural_overlay_score": 86.260252, + "structural_overlay_rr": 1.149425, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.66106, + "primary_prob": 22.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.49159, + "raw_level_count": 86, + "gate_level_count": 86, + "range_504_log": 1.045888, + "range_504_ratio": 2.845923, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.606343, + "hold30_r": 5.54037 + }, + { + "symbol": "IP", + "date": "2024-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.669856, + "strategy_rank": 87.633577, + "production_rank": 88.64567, + "structural_overlay_pass": false, + "structural_overlay_score": 84.213387, + "structural_overlay_rr": 1.381604, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.35988, + "primary_prob": 25.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 53, + "primary_distance_atr": 3.53982, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.491154, + "range_504_ratio": 1.634201, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.045108, + "hold30_r": 1.358428 + }, + { + "symbol": "IR", + "date": "2024-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.210526, + "strategy_rank": 72.30059, + "production_rank": 76.270569, + "structural_overlay_pass": false, + "structural_overlay_score": 72.457041, + "structural_overlay_rr": 1.376278, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.398419, + "primary_prob": 31.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.097628, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.90046, + "range_504_ratio": 2.460736, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.344532, + "hold30_r": -1.0 + }, + { + "symbol": "KEY", + "date": "2024-07-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.961722, + "strategy_rank": 81.780127, + "production_rank": 83.507325, + "structural_overlay_pass": false, + "structural_overlay_score": 79.331959, + "structural_overlay_rr": 2.259126, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.194943, + "primary_prob": 36.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 71.0, + "primary_rejection_count": 17, + "primary_distance_atr": 3.292414, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 0.866446, + "range_504_ratio": 2.378442, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.174915, + "hold30_r": -1.121839 + }, + { + "symbol": "KKR", + "date": "2024-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.660287, + "strategy_rank": 87.829504, + "production_rank": 89.773098, + "structural_overlay_pass": false, + "structural_overlay_score": 85.284443, + "structural_overlay_rr": 0.825743, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.338681, + "primary_prob": 21.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.008021, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 1.00323, + "range_504_ratio": 2.727077, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.29128, + "hold30_r": -1.0 + }, + { + "symbol": "L", + "date": "2024-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.688995, + "strategy_rank": 59.676091, + "production_rank": 68.013726, + "structural_overlay_pass": false, + "structural_overlay_score": 64.61304, + "structural_overlay_rr": 1.933376, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.95918, + "primary_prob": 25.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 78.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.93877, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.464595, + "range_504_ratio": 1.59137, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.091864, + "hold30_r": -1.0 + }, + { + "symbol": "LDOS", + "date": "2024-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.856459, + "strategy_rank": 69.51408, + "production_rank": 77.96154, + "structural_overlay_pass": false, + "structural_overlay_score": 74.063463, + "structural_overlay_rr": 0.715446, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.618065, + "primary_prob": 15.72, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.427098, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.681061, + "range_504_ratio": 1.975973, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.531615, + "hold30_r": -1.0 + }, + { + "symbol": "MCK", + "date": "2024-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.909091, + "strategy_rank": 65.605337, + "production_rank": 74.039922, + "structural_overlay_pass": false, + "structural_overlay_score": 70.337926, + "structural_overlay_rr": 1.889107, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.889107, + "primary_prob": 11.14, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.83366, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 0.661964, + "range_504_ratio": 1.938596, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.808287, + "hold30_r": -1.0 + }, + { + "symbol": "META", + "date": "2024-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.483254, + "strategy_rank": 87.924912, + "production_rank": 87.444359, + "structural_overlay_pass": false, + "structural_overlay_score": 83.072141, + "structural_overlay_rr": 0.824339, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.748077, + "primary_prob": 57.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.122116, + "raw_level_count": 103, + "gate_level_count": 103, + "range_504_log": 1.797325, + "range_504_ratio": 6.033487, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.689915, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2024-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.062201, + "strategy_rank": 85.012276, + "production_rank": 87.695584, + "structural_overlay_pass": false, + "structural_overlay_score": 83.310805, + "structural_overlay_rr": 1.486591, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.395528, + "primary_prob": 22.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.093292, + "raw_level_count": 117, + "gate_level_count": 117, + "range_504_log": 1.046835, + "range_504_ratio": 2.848621, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.057093, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2024-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.880383, + "strategy_rank": 99.880468, + "production_rank": 99.88044, + "structural_overlay_pass": false, + "structural_overlay_score": 94.886418, + "structural_overlay_rr": 2.106823, + "structural_overlay_sources": [ + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.598653, + "primary_prob": 21.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.397979, + "raw_level_count": 144, + "gate_level_count": 144, + "range_504_log": 2.713565, + "range_504_ratio": 15.082956, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.58235, + "hold30_r": -1.657822 + }, + { + "symbol": "MU", + "date": "2024-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.095694, + "strategy_rank": 94.633811, + "production_rank": 94.787772, + "structural_overlay_pass": false, + "structural_overlay_score": 90.048384, + "structural_overlay_rr": 1.351678, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.688979, + "primary_prob": 40.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.033468, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 1.179528, + "range_504_ratio": 3.252839, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.20982, + "hold30_r": -1.178597 + }, + { + "symbol": "NRG", + "date": "2024-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.488038, + "strategy_rank": 91.761913, + "production_rank": 93.670622, + "structural_overlay_pass": false, + "structural_overlay_score": 88.98709, + "structural_overlay_rr": 1.702504, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.171007, + "primary_prob": 38.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.756511, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 1.063056, + "range_504_ratio": 2.895207, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.039315, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2024-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.248804, + "strategy_rank": 96.892778, + "production_rank": 97.011454, + "structural_overlay_pass": false, + "structural_overlay_score": 92.160881, + "structural_overlay_rr": 1.683166, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.232136, + "primary_prob": 23.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.848205, + "raw_level_count": 151, + "gate_level_count": 151, + "range_504_log": 2.897388, + "range_504_ratio": 18.126735, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.209077, + "hold30_r": -1.0 + }, + { + "symbol": "PHM", + "date": "2024-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.100478, + "strategy_rank": 77.462459, + "production_rank": 78.675132, + "structural_overlay_pass": false, + "structural_overlay_score": 74.741376, + "structural_overlay_rr": 1.685602, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.70478, + "primary_prob": 33.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.55717, + "raw_level_count": 97, + "gate_level_count": 97, + "range_504_log": 1.226664, + "range_504_ratio": 3.409836, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.65854, + "hold30_r": 3.837901 + }, + { + "symbol": "PKG", + "date": "2024-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.440191, + "strategy_rank": 67.150855, + "production_rank": 73.913967, + "structural_overlay_pass": false, + "structural_overlay_score": 70.218269, + "structural_overlay_rr": 1.34785, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.960696, + "primary_prob": 50.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.441044, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.5488, + "range_504_ratio": 1.731175, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.890769, + "hold30_r": 3.314917 + }, + { + "symbol": "PRU", + "date": "2024-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.449761, + "strategy_rank": 64.806957, + "production_rank": 71.354558, + "structural_overlay_pass": false, + "structural_overlay_score": 67.78683, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.487849, + "primary_prob": 19.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.231773, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.47664, + "range_504_ratio": 1.610654, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.402985, + "hold30_r": -1.0 + }, + { + "symbol": "PSX", + "date": "2024-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.464115, + "strategy_rank": 77.863305, + "production_rank": 82.730242, + "structural_overlay_pass": false, + "structural_overlay_score": 78.59373, + "structural_overlay_rr": 1.30416, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.30416, + "primary_prob": 39.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 90.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.95624, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 0.85518, + "range_504_ratio": 2.351797, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.063831, + "hold30_r": -1.0 + }, + { + "symbol": "QCOM", + "date": "2024-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.866029, + "strategy_rank": 88.3277, + "production_rank": 89.507143, + "structural_overlay_pass": false, + "structural_overlay_score": 85.031786, + "structural_overlay_rr": 1.788673, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.278068, + "primary_prob": 24.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.917102, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.821052, + "range_504_ratio": 2.272889, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.041462, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2024-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.382775, + "strategy_rank": 78.463647, + "production_rank": 79.103356, + "structural_overlay_pass": false, + "structural_overlay_score": 75.148188, + "structural_overlay_rr": 0.980515, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.980515, + "primary_prob": 30.0, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.470772, + "raw_level_count": 119, + "gate_level_count": 119, + "range_504_log": 1.653792, + "range_504_ratio": 5.226761, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.928372, + "hold30_r": -1.0 + }, + { + "symbol": "REGN", + "date": "2024-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.004785, + "strategy_rank": 61.599531, + "production_rank": 69.734615, + "structural_overlay_pass": false, + "structural_overlay_score": 66.247885, + "structural_overlay_rr": 1.145736, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.771401, + "primary_prob": 37.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.157101, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.651064, + "range_504_ratio": 1.91758, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.070801, + "hold30_r": -1.0 + }, + { + "symbol": "RL", + "date": "2024-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.114833, + "strategy_rank": 86.759858, + "production_rank": 87.544849, + "structural_overlay_pass": false, + "structural_overlay_score": 83.167607, + "structural_overlay_rr": 1.897002, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.433277, + "primary_prob": 38.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.149916, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.848118, + "range_504_ratio": 2.335247, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.382747, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2024-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.444976, + "strategy_rank": 98.804085, + "production_rank": 98.684382, + "structural_overlay_pass": false, + "structural_overlay_score": 93.750163, + "structural_overlay_rr": 1.97075, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.790945, + "primary_prob": 35.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.686418, + "raw_level_count": 149, + "gate_level_count": 149, + "range_504_log": 3.502768, + "range_504_ratio": 33.207241, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.018032, + "hold30_r": -1.0 + }, + { + "symbol": "STX", + "date": "2024-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.157895, + "strategy_rank": 83.261839, + "production_rank": 84.893858, + "structural_overlay_pass": false, + "structural_overlay_score": 80.649165, + "structural_overlay_rr": 1.234568, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.933209, + "primary_prob": 38.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 65.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.899814, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.8212, + "range_504_ratio": 2.273225, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.879937, + "hold30_r": -1.0 + }, + { + "symbol": "SW", + "date": "2024-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.052632, + "strategy_rank": 84.420613, + "production_rank": 88.297953, + "structural_overlay_pass": false, + "structural_overlay_score": 83.883055, + "structural_overlay_rr": 1.949204, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.866023, + "primary_prob": 31.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.799035, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.714344, + "range_504_ratio": 2.042846, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.811911, + "hold30_r": -1.0 + }, + { + "symbol": "TDG", + "date": "2024-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.397129, + "strategy_rank": 68.930496, + "production_rank": 75.419374, + "structural_overlay_pass": false, + "structural_overlay_score": 71.648405, + "structural_overlay_rr": 1.210682, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.148378, + "primary_prob": 34.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.722567, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 1.008388, + "range_504_ratio": 2.741178, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.054568, + "hold30_r": -1.0 + }, + { + "symbol": "TPL", + "date": "2024-07-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.430622, + "strategy_rank": 91.583058, + "production_rank": 91.198913, + "structural_overlay_pass": false, + "structural_overlay_score": 86.638967, + "structural_overlay_rr": 2.208092, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.197984, + "primary_prob": 31.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 15, + "primary_distance_atr": 3.296975, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.771554, + "range_504_ratio": 2.163125, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.155173, + "hold30_r": 2.455028 + }, + { + "symbol": "TRV", + "date": "2024-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.45933, + "strategy_rank": 65.291221, + "production_rank": 70.680591, + "structural_overlay_pass": false, + "structural_overlay_score": 67.146561, + "structural_overlay_rr": 1.405997, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.682336, + "primary_prob": 34.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.523504, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.441688, + "range_504_ratio": 1.55533, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.612084, + "hold30_r": 1.798912 + }, + { + "symbol": "TT", + "date": "2024-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.37799, + "strategy_rank": 78.701825, + "production_rank": 83.927213, + "structural_overlay_pass": false, + "structural_overlay_score": 79.730853, + "structural_overlay_rr": 1.051877, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.808777, + "primary_prob": 44.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.213165, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 1.014485, + "range_504_ratio": 2.757943, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.755647, + "hold30_r": -1.294586 + }, + { + "symbol": "VLO", + "date": "2024-07-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.373206, + "strategy_rank": 77.478189, + "production_rank": 79.443195, + "structural_overlay_pass": false, + "structural_overlay_score": 75.471035, + "structural_overlay_rr": 2.313153, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.313153, + "primary_prob": 22.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 6, + "primary_distance_atr": 3.46973, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 0.645231, + "range_504_ratio": 1.906427, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.050398, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2024-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.401914, + "strategy_rank": 98.543154, + "production_rank": 98.829407, + "structural_overlay_pass": false, + "structural_overlay_score": 93.887937, + "structural_overlay_rr": 1.617302, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.936436, + "primary_prob": 42.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.404654, + "raw_level_count": 133, + "gate_level_count": 133, + "range_504_log": 2.644847, + "range_504_ratio": 14.081289, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.913059, + "hold30_r": -1.0 + }, + { + "symbol": "VST", + "date": "2024-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.641148, + "strategy_rank": 98.137825, + "production_rank": 98.638933, + "structural_overlay_pass": false, + "structural_overlay_score": 93.706986, + "structural_overlay_rr": 1.028053, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.837889, + "primary_prob": 40.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.256834, + "raw_level_count": 103, + "gate_level_count": 103, + "range_504_log": 1.64195, + "range_504_ratio": 5.165231, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.814107, + "hold30_r": -1.0 + }, + { + "symbol": "WAB", + "date": "2024-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.105263, + "strategy_rank": 72.421178, + "production_rank": 78.98254, + "structural_overlay_pass": false, + "structural_overlay_score": 75.033413, + "structural_overlay_rr": 1.801195, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.829274, + "primary_prob": 31.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.743911, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.780632, + "range_504_ratio": 2.182852, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.761954, + "hold30_r": -1.177719 + }, + { + "symbol": "WM", + "date": "2024-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.057416, + "strategy_rank": 58.621576, + "production_rank": 66.433523, + "structural_overlay_pass": false, + "structural_overlay_score": 63.111846, + "structural_overlay_rr": 0.72549, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.735386, + "primary_prob": 58.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.103079, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.369192, + "range_504_ratio": 1.446565, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.642427, + "hold30_r": -1.462251 + }, + { + "symbol": "WRB", + "date": "2024-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.636364, + "strategy_rank": 71.38913, + "production_rank": 77.138208, + "structural_overlay_pass": false, + "structural_overlay_score": 73.281297, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.243512, + "primary_prob": 42.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.865268, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.474386, + "range_504_ratio": 1.607027, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.16452, + "hold30_r": -1.0 + }, + { + "symbol": "WSM", + "date": "2024-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.727273, + "strategy_rank": 96.619115, + "production_rank": 96.988501, + "structural_overlay_pass": false, + "structural_overlay_score": 92.139076, + "structural_overlay_rr": 1.71029, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.928552, + "primary_prob": 46.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 75.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.392828, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 1.184049, + "range_504_ratio": 3.267579, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.899191, + "hold30_r": -1.194303 + }, + { + "symbol": "CEG", + "date": "2024-07-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.622028, + "strategy_rank": 96.387854, + "production_rank": 96.799245, + "structural_overlay_pass": false, + "structural_overlay_score": 91.959283, + "structural_overlay_rr": 1.531978, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.531978, + "primary_prob": 31.85, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.297968, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 1.501626, + "range_504_ratio": 4.488982, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.074186, + "hold30_r": -1.041655 + }, + { + "symbol": "HOOD", + "date": "2024-07-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.619524, + "strategy_rank": 96.034791, + "production_rank": 95.896369, + "structural_overlay_pass": false, + "structural_overlay_score": 91.10155, + "structural_overlay_rr": 1.082753, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.718613, + "primary_prob": 40.71, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 8.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.07792, + "raw_level_count": 116, + "gate_level_count": 116, + "range_504_log": 1.166121, + "range_504_ratio": 3.209518, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.689482, + "hold30_r": -1.0 + }, + { + "symbol": "ABBV", + "date": "2024-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.352941, + "strategy_rank": 64.650804, + "production_rank": 70.551516, + "structural_overlay_pass": false, + "structural_overlay_score": 67.023941, + "structural_overlay_rr": 1.128551, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.134376, + "primary_prob": 45.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.701564, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.333992, + "range_504_ratio": 1.396532, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.064668, + "hold30_r": 5.884975 + }, + { + "symbol": "AIG", + "date": "2024-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.728411, + "strategy_rank": 61.805018, + "production_rank": 68.779482, + "structural_overlay_pass": false, + "structural_overlay_score": 65.340508, + "structural_overlay_rr": 0.839304, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.131601, + "primary_prob": 39.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 71.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.697401, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.571126, + "range_504_ratio": 1.770258, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.05617, + "hold30_r": -1.0 + }, + { + "symbol": "ALL", + "date": "2024-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.992491, + "strategy_rank": 69.614968, + "production_rank": 77.740809, + "structural_overlay_pass": false, + "structural_overlay_score": 73.853769, + "structural_overlay_rr": 1.945646, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.221975, + "primary_prob": 43.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.832962, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.567354, + "range_504_ratio": 1.763595, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.144168, + "hold30_r": 4.589064 + }, + { + "symbol": "APP", + "date": "2024-07-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.873592, + "strategy_rank": 98.612263, + "production_rank": 98.699373, + "structural_overlay_pass": false, + "structural_overlay_score": 93.764404, + "structural_overlay_rr": 1.388028, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.366003, + "primary_prob": 33.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 19, + "primary_distance_atr": 3.549004, + "raw_level_count": 138, + "gate_level_count": 138, + "range_504_log": 2.308148, + "range_504_ratio": 10.055788, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.031019, + "hold30_r": -1.0 + }, + { + "symbol": "ARES", + "date": "2024-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.35169, + "strategy_rank": 73.125958, + "production_rank": 75.867869, + "structural_overlay_pass": false, + "structural_overlay_score": 72.074475, + "structural_overlay_rr": 1.318709, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.828477, + "primary_prob": 37.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.242716, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.965754, + "range_504_ratio": 2.626767, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.772507, + "hold30_r": -1.561224 + }, + { + "symbol": "AXON", + "date": "2024-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.730914, + "strategy_rank": 79.573812, + "production_rank": 81.292846, + "structural_overlay_pass": false, + "structural_overlay_score": 77.228203, + "structural_overlay_rr": 1.686273, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.121727, + "primary_prob": 45.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.68259, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 1.314437, + "range_504_ratio": 3.722655, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.063963, + "hold30_r": -1.344205 + }, + { + "symbol": "BAC", + "date": "2024-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.475594, + "strategy_rank": 64.759882, + "production_rank": 69.998453, + "structural_overlay_pass": false, + "structural_overlay_score": 66.49853, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.0564, + "primary_prob": 62.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.584599, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.516339, + "range_504_ratio": 1.675881, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.983517, + "hold30_r": -1.0 + }, + { + "symbol": "BK", + "date": "2024-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.604506, + "strategy_rank": 60.171094, + "production_rank": 67.982231, + "structural_overlay_pass": false, + "structural_overlay_score": 64.58312, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.351969, + "primary_prob": 24.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.027953, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.519717, + "range_504_ratio": 1.681552, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.260745, + "hold30_r": 3.411482 + }, + { + "symbol": "CASY", + "date": "2024-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.858573, + "strategy_rank": 83.947069, + "production_rank": 84.91757, + "structural_overlay_pass": false, + "structural_overlay_score": 80.671692, + "structural_overlay_rr": 1.482848, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.822061, + "primary_prob": 51.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.233092, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.707097, + "range_504_ratio": 2.028096, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.759001, + "hold30_r": 1.283536 + }, + { + "symbol": "CB", + "date": "2024-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.866083, + "strategy_rank": 68.152325, + "production_rank": 76.390244, + "structural_overlay_pass": false, + "structural_overlay_score": 72.570732, + "structural_overlay_rr": 0.702909, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.681884, + "primary_prob": 20.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.522826, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.460471, + "range_504_ratio": 1.58482, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.597549, + "hold30_r": 2.591057 + }, + { + "symbol": "CBOE", + "date": "2024-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.737171, + "strategy_rank": 70.081938, + "production_rank": 76.633682, + "structural_overlay_pass": false, + "structural_overlay_score": 72.801998, + "structural_overlay_rr": 0.914825, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.833892, + "primary_prob": 54.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 54, + "primary_distance_atr": 1.250838, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.555616, + "range_504_ratio": 1.743015, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.760391, + "hold30_r": 8.160519 + }, + { + "symbol": "CI", + "date": "2024-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.354193, + "strategy_rank": 60.969658, + "production_rank": 68.431169, + "structural_overlay_pass": false, + "structural_overlay_score": 65.009611, + "structural_overlay_rr": 2.057091, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.186075, + "primary_prob": 23.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 79.0, + "primary_rejection_count": 24, + "primary_distance_atr": 3.279113, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.419121, + "range_504_ratio": 1.520624, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.121771, + "hold30_r": 1.217242 + }, + { + "symbol": "CMG", + "date": "2024-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.48811, + "strategy_rank": 81.244299, + "production_rank": 84.325569, + "structural_overlay_pass": false, + "structural_overlay_score": 80.109291, + "structural_overlay_rr": 1.555768, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.65388, + "primary_prob": 22.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.480821, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 1.03228, + "range_504_ratio": 2.807458, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.037179, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2024-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.623279, + "strategy_rank": 98.699217, + "production_rank": 98.673904, + "structural_overlay_pass": false, + "structural_overlay_score": 93.740209, + "structural_overlay_rr": 1.650521, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.598112, + "primary_prob": 35.47, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 61, + "primary_distance_atr": 2.397168, + "raw_level_count": 139, + "gate_level_count": 139, + "range_504_log": 2.195568, + "range_504_ratio": 8.985103, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.573841, + "hold30_r": -1.0 + }, + { + "symbol": "CRH", + "date": "2024-07-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.851064, + "strategy_rank": 74.760539, + "production_rank": 76.790714, + "structural_overlay_pass": false, + "structural_overlay_score": 72.951178, + "structural_overlay_rr": 1.844604, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.366265, + "primary_prob": 32.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 62.0, + "primary_rejection_count": 22, + "primary_distance_atr": 3.549398, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 1.036278, + "range_504_ratio": 2.818706, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.311975, + "hold30_r": -1.0 + }, + { + "symbol": "CRWD", + "date": "2024-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.12015, + "strategy_rank": 95.561259, + "production_rank": 95.747556, + "structural_overlay_pass": false, + "structural_overlay_score": 90.960178, + "structural_overlay_rr": 0.898761, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.827244, + "primary_prob": 40.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.240866, + "raw_level_count": 109, + "gate_level_count": 109, + "range_504_log": 1.462771, + "range_504_ratio": 4.317909, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.038147, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2024-07-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.123905, + "strategy_rank": 99.199467, + "production_rank": 99.17428, + "structural_overlay_pass": false, + "structural_overlay_score": 94.215566, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 2.586053, + "primary_prob": 22.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 10, + "primary_distance_atr": 3.87908, + "raw_level_count": 165, + "gate_level_count": 165, + "range_504_log": 3.652303, + "range_504_ratio": 38.56338, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.066693, + "hold30_r": -1.043339 + }, + { + "symbol": "DECK", + "date": "2024-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.118899, + "strategy_rank": 93.549521, + "production_rank": 94.072647, + "structural_overlay_pass": false, + "structural_overlay_score": 89.369015, + "structural_overlay_rr": 0.979032, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.982532, + "primary_prob": 39.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.473798, + "raw_level_count": 113, + "gate_level_count": 113, + "range_504_log": 1.461704, + "range_504_ratio": 4.313304, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.039039, + "hold30_r": -1.0 + }, + { + "symbol": "DELL", + "date": "2024-07-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.372966, + "strategy_rank": 98.374185, + "production_rank": 98.373779, + "structural_overlay_pass": true, + "structural_overlay_score": 98.45509, + "structural_overlay_rr": 3.064999, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.070397, + "primary_prob": 23.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 3.105595, + "raw_level_count": 104, + "gate_level_count": 104, + "range_504_log": 1.697968, + "range_504_ratio": 5.462836, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.026336, + "hold30_r": -1.0 + }, + { + "symbol": "DPZ", + "date": "2024-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.111389, + "strategy_rank": 78.145763, + "production_rank": 81.800972, + "structural_overlay_pass": false, + "structural_overlay_score": 77.710923, + "structural_overlay_rr": 2.02486, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.979569, + "primary_prob": 29.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 67, + "primary_distance_atr": 2.969353, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.641216, + "range_504_ratio": 1.898789, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -3.890792, + "hold30_r": -3.836999 + }, + { + "symbol": "DVA", + "date": "2024-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.486859, + "strategy_rank": 83.165146, + "production_rank": 85.272383, + "structural_overlay_pass": false, + "structural_overlay_score": 81.008764, + "structural_overlay_rr": 0.956359, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.334605, + "primary_prob": 26.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.001907, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.818037, + "range_504_ratio": 2.266046, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.059066, + "hold30_r": -1.0 + }, + { + "symbol": "ELV", + "date": "2024-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.978723, + "strategy_rank": 62.354769, + "production_rank": 69.229421, + "structural_overlay_pass": false, + "structural_overlay_score": 65.76795, + "structural_overlay_rr": 0.995852, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 9, + "rr": 1.028292, + "primary_prob": 48.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.542437, + "raw_level_count": 25, + "gate_level_count": 25, + "range_504_log": 0.289513, + "range_504_ratio": 1.335777, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.955639, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2024-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.871089, + "strategy_rank": 87.43523, + "production_rank": 90.580517, + "structural_overlay_pass": false, + "structural_overlay_score": 86.051491, + "structural_overlay_rr": 1.811405, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.675755, + "primary_prob": 50.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.013633, + "raw_level_count": 93, + "gate_level_count": 93, + "range_504_log": 1.406549, + "range_504_ratio": 4.081844, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.628406, + "hold30_r": -1.0 + }, + { + "symbol": "ERIE", + "date": "2024-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.620776, + "strategy_rank": 83.140161, + "production_rank": 87.633699, + "structural_overlay_pass": false, + "structural_overlay_score": 83.252014, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.044681, + "primary_prob": 33.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.567022, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 0.800905, + "range_504_ratio": 2.227557, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.977638, + "hold30_r": 11.004973 + }, + { + "symbol": "ETN", + "date": "2024-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.359199, + "strategy_rank": 76.020353, + "production_rank": 79.799968, + "structural_overlay_pass": false, + "structural_overlay_score": 75.80997, + "structural_overlay_rr": 1.076728, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.078616, + "primary_prob": 45.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.617924, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 1.035984, + "range_504_ratio": 2.817878, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.059359, + "hold30_r": -1.0 + }, + { + "symbol": "FANG", + "date": "2024-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.113892, + "strategy_rank": 78.873358, + "production_rank": 82.953536, + "structural_overlay_pass": false, + "structural_overlay_score": 78.805859, + "structural_overlay_rr": 1.135978, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.074296, + "primary_prob": 33.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.611445, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.714799, + "range_504_ratio": 2.043776, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.005666, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2024-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.242804, + "strategy_rank": 93.273333, + "production_rank": 93.59649, + "structural_overlay_pass": false, + "structural_overlay_score": 88.916665, + "structural_overlay_rr": 1.868281, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.835323, + "primary_prob": 30.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.752984, + "raw_level_count": 118, + "gate_level_count": 118, + "range_504_log": 1.454902, + "range_504_ratio": 4.284063, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.834325, + "hold30_r": -1.801759 + }, + { + "symbol": "GDDY", + "date": "2024-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.493116, + "strategy_rank": 72.811848, + "production_rank": 80.038938, + "structural_overlay_pass": false, + "structural_overlay_score": 76.036991, + "structural_overlay_rr": 0.754148, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.754148, + "primary_prob": 38.28, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.131222, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.810225, + "range_504_ratio": 2.248415, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.680054, + "hold30_r": 5.843345 + }, + { + "symbol": "GE", + "date": "2024-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.982478, + "strategy_rank": 87.828184, + "production_rank": 87.212949, + "structural_overlay_pass": false, + "structural_overlay_score": 82.852301, + "structural_overlay_rr": 1.627614, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.687595, + "primary_prob": 31.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.531392, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 1.10061, + "range_504_ratio": 3.006, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.055308, + "hold30_r": -1.0 + }, + { + "symbol": "GEN", + "date": "2024-07-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.225282, + "strategy_rank": 81.476049, + "production_rank": 81.059127, + "structural_overlay_pass": false, + "structural_overlay_score": 77.00617, + "structural_overlay_rr": 0.729466, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.391085, + "primary_prob": 25.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 56, + "primary_distance_atr": 3.586627, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.551912, + "range_504_ratio": 1.73657, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.064503, + "hold30_r": 1.507702 + }, + { + "symbol": "GRMN", + "date": "2024-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.739675, + "strategy_rank": 82.794551, + "production_rank": 85.776259, + "structural_overlay_pass": false, + "structural_overlay_score": 81.487446, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.703548, + "primary_prob": 59.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.055322, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.809809, + "range_504_ratio": 2.247479, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.610087, + "hold30_r": 4.291391 + }, + { + "symbol": "HWM", + "date": "2024-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.366708, + "strategy_rank": 88.427857, + "production_rank": 90.074141, + "structural_overlay_pass": false, + "structural_overlay_score": 85.570434, + "structural_overlay_rr": 1.967759, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.008242, + "primary_prob": 36.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.512363, + "raw_level_count": 86, + "gate_level_count": 86, + "range_504_log": 1.027914, + "range_504_ratio": 2.795228, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.061476, + "hold30_r": -1.0 + }, + { + "symbol": "IP", + "date": "2024-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.61577, + "strategy_rank": 89.100702, + "production_rank": 90.272391, + "structural_overlay_pass": false, + "structural_overlay_score": 85.758771, + "structural_overlay_rr": 2.043603, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.43939, + "primary_prob": 24.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 67, + "primary_distance_atr": 3.659085, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.491154, + "range_504_ratio": 1.634201, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.389002, + "hold30_r": 3.245125 + }, + { + "symbol": "KEY", + "date": "2024-07-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.727159, + "strategy_rank": 77.995528, + "production_rank": 79.239405, + "structural_overlay_pass": false, + "structural_overlay_score": 75.277435, + "structural_overlay_rr": 1.814133, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 7.212904, + "primary_prob": 25.59, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 10.819357, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 0.866446, + "range_504_ratio": 2.378442, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.520191, + "hold30_r": -1.46641 + }, + { + "symbol": "L", + "date": "2024-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.478098, + "strategy_rank": 58.034294, + "production_rank": 66.182228, + "structural_overlay_pass": false, + "structural_overlay_score": 62.873117, + "structural_overlay_rr": 1.447478, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.474399, + "primary_prob": 33.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 77.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.211598, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.464595, + "range_504_ratio": 1.59137, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.384684, + "hold30_r": 2.033858 + }, + { + "symbol": "LDOS", + "date": "2024-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.743429, + "strategy_rank": 69.653734, + "production_rank": 78.016966, + "structural_overlay_pass": false, + "structural_overlay_score": 74.116117, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.740708, + "primary_prob": 53.81, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.111061, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.681061, + "range_504_ratio": 1.975973, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.651799, + "hold30_r": -1.0 + }, + { + "symbol": "MCK", + "date": "2024-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.742178, + "strategy_rank": 67.155105, + "production_rank": 76.017463, + "structural_overlay_pass": false, + "structural_overlay_score": 72.216589, + "structural_overlay_rr": 1.998557, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.998557, + "primary_prob": 9.68, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.997836, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 0.661964, + "range_504_ratio": 1.938596, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.092528, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2024-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.115144, + "strategy_rank": 83.619178, + "production_rank": 86.451166, + "structural_overlay_pass": false, + "structural_overlay_score": 82.128608, + "structural_overlay_rr": 1.801085, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.541969, + "primary_prob": 36.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.312954, + "raw_level_count": 116, + "gate_level_count": 116, + "range_504_log": 1.042978, + "range_504_ratio": 2.837654, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.489067, + "hold30_r": 1.596738 + }, + { + "symbol": "MSTR", + "date": "2024-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.874844, + "strategy_rank": 99.800031, + "production_rank": 99.824968, + "structural_overlay_pass": false, + "structural_overlay_score": 94.83372, + "structural_overlay_rr": 1.634737, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.585061, + "primary_prob": 21.29, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 28.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.377591, + "raw_level_count": 144, + "gate_level_count": 144, + "range_504_log": 2.713565, + "range_504_ratio": 15.082956, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.566441, + "hold30_r": -1.81109 + }, + { + "symbol": "MU", + "date": "2024-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.369212, + "strategy_rank": 94.960695, + "production_rank": 95.096867, + "structural_overlay_pass": true, + "structural_overlay_score": 95.342024, + "structural_overlay_rr": 2.622002, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.607314, + "primary_prob": 30.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.41097, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 1.179528, + "range_504_ratio": 3.252839, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.033825, + "hold30_r": -1.0 + }, + { + "symbol": "NRG", + "date": "2024-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.121402, + "strategy_rank": 91.318315, + "production_rank": 93.252677, + "structural_overlay_pass": false, + "structural_overlay_score": 88.590043, + "structural_overlay_rr": 0.932419, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.880528, + "primary_prob": 46.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.320792, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 1.063056, + "range_504_ratio": 2.895207, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.041367, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2024-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.122653, + "strategy_rank": 97.337543, + "production_rank": 97.599246, + "structural_overlay_pass": false, + "structural_overlay_score": 92.719284, + "structural_overlay_rr": 6.369978, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.056776, + "primary_prob": 42.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.585164, + "raw_level_count": 152, + "gate_level_count": 152, + "range_504_log": 2.897388, + "range_504_ratio": 18.126735, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.028158, + "hold30_r": -1.0 + }, + { + "symbol": "PKG", + "date": "2024-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.485607, + "strategy_rank": 67.969887, + "production_rank": 74.808461, + "structural_overlay_pass": false, + "structural_overlay_score": 71.068038, + "structural_overlay_rr": 1.757, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.843314, + "primary_prob": 20.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.764971, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.5488, + "range_504_ratio": 1.731175, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.771799, + "hold30_r": 4.262941 + }, + { + "symbol": "PSX", + "date": "2024-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.235294, + "strategy_rank": 75.322758, + "production_rank": 79.626937, + "structural_overlay_pass": false, + "structural_overlay_score": 75.64559, + "structural_overlay_rr": 2.726395, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.991542, + "primary_prob": 49.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.487313, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 0.85518, + "range_504_ratio": 2.351797, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.930785, + "hold30_r": -1.0 + }, + { + "symbol": "QCOM", + "date": "2024-07-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.365457, + "strategy_rank": 88.251325, + "production_rank": 89.622703, + "structural_overlay_pass": false, + "structural_overlay_score": 85.141567, + "structural_overlay_rr": 2.565745, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 2.214523, + "primary_prob": 22.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 3.321785, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.821052, + "range_504_ratio": 2.272889, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.049717, + "hold30_r": -1.0 + }, + { + "symbol": "RL", + "date": "2024-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.981227, + "strategy_rank": 84.355772, + "production_rank": 84.564257, + "structural_overlay_pass": false, + "structural_overlay_score": 80.336044, + "structural_overlay_rr": 1.339144, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.026953, + "primary_prob": 44.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 78.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.54043, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.848118, + "range_504_ratio": 2.335247, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.053335, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2024-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.87234, + "strategy_rank": 98.473185, + "production_rank": 98.272904, + "structural_overlay_pass": false, + "structural_overlay_score": 93.359258, + "structural_overlay_rr": 1.958227, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.803073, + "primary_prob": 31.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.704609, + "raw_level_count": 150, + "gate_level_count": 150, + "range_504_log": 3.43437, + "range_504_ratio": 31.01186, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.020646, + "hold30_r": -1.0 + }, + { + "symbol": "STX", + "date": "2024-07-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.364205, + "strategy_rank": 85.115992, + "production_rank": 87.19873, + "structural_overlay_pass": false, + "structural_overlay_score": 82.838793, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 2.259748, + "primary_prob": 26.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 11, + "primary_distance_atr": 3.389622, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.8212, + "range_504_ratio": 2.273225, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.058327, + "hold30_r": -1.0 + }, + { + "symbol": "SW", + "date": "2024-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.869837, + "strategy_rank": 88.831733, + "production_rank": 91.177767, + "structural_overlay_pass": false, + "structural_overlay_score": 86.618879, + "structural_overlay_rr": 2.163449, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.604111, + "primary_prob": 35.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 82, + "primary_distance_atr": 2.406166, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.714344, + "range_504_ratio": 2.042846, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.035747, + "hold30_r": -1.0 + }, + { + "symbol": "T", + "date": "2024-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.101377, + "strategy_rank": 63.287818, + "production_rank": 69.225671, + "structural_overlay_pass": false, + "structural_overlay_score": 65.764387, + "structural_overlay_rr": 1.875864, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.869294, + "primary_prob": 46.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.803942, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.531022, + "range_504_ratio": 1.70067, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.084902, + "hold30_r": -1.0 + }, + { + "symbol": "TDG", + "date": "2024-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.859825, + "strategy_rank": 67.344574, + "production_rank": 74.182991, + "structural_overlay_pass": false, + "structural_overlay_score": 70.473841, + "structural_overlay_rr": 0.750619, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.781876, + "primary_prob": 45.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.172813, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 1.008388, + "range_504_ratio": 2.741178, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.062852, + "hold30_r": -1.0 + }, + { + "symbol": "TPL", + "date": "2024-07-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.108886, + "strategy_rank": 89.103561, + "production_rank": 88.438669, + "structural_overlay_pass": false, + "structural_overlay_score": 84.016736, + "structural_overlay_rr": 1.57756, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.4469, + "primary_prob": 29.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 20, + "primary_distance_atr": 3.67035, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 0.771554, + "range_504_ratio": 2.163125, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.047047, + "hold30_r": -1.0 + }, + { + "symbol": "TRV", + "date": "2024-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.480601, + "strategy_rank": 67.413574, + "production_rank": 73.102583, + "structural_overlay_pass": false, + "structural_overlay_score": 69.447454, + "structural_overlay_rr": 0.806329, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.085236, + "primary_prob": 46.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 1.627854, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.441688, + "range_504_ratio": 1.55533, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.012985, + "hold30_r": 1.696526 + }, + { + "symbol": "UBER", + "date": "2024-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.231539, + "strategy_rank": 85.280055, + "production_rank": 85.263883, + "structural_overlay_pass": false, + "structural_overlay_score": 81.000689, + "structural_overlay_rr": 2.45604, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.238168, + "primary_prob": 22.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 78.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.357253, + "raw_level_count": 106, + "gate_level_count": 106, + "range_504_log": 1.383595, + "range_504_ratio": 3.989218, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.04734, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2024-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.357947, + "strategy_rank": 79.926219, + "production_rank": 82.070128, + "structural_overlay_pass": false, + "structural_overlay_score": 77.966622, + "structural_overlay_rr": 2.426466, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.208128, + "primary_prob": 22.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 78.0, + "primary_rejection_count": 20, + "primary_distance_atr": 3.312192, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 0.645231, + "range_504_ratio": 1.906427, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.162744, + "hold30_r": -0.161303 + }, + { + "symbol": "VRT", + "date": "2024-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.374218, + "strategy_rank": 98.58817, + "production_rank": 98.850186, + "structural_overlay_pass": false, + "structural_overlay_score": 93.907676, + "structural_overlay_rr": 1.566299, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.551166, + "primary_prob": 32.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.326749, + "raw_level_count": 134, + "gate_level_count": 134, + "range_504_log": 2.599499, + "range_504_ratio": 13.456995, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.120186, + "hold30_r": -1.092801 + }, + { + "symbol": "VST", + "date": "2024-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.624531, + "strategy_rank": 98.089231, + "production_rank": 98.600998, + "structural_overlay_pass": true, + "structural_overlay_score": 98.670948, + "structural_overlay_rr": 2.017704, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.711156, + "primary_prob": 29.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.566734, + "raw_level_count": 103, + "gate_level_count": 103, + "range_504_log": 1.64195, + "range_504_ratio": 5.165231, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.02495, + "hold30_r": -1.0 + }, + { + "symbol": "WAB", + "date": "2024-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.861076, + "strategy_rank": 69.880656, + "production_rank": 76.207463, + "structural_overlay_pass": false, + "structural_overlay_score": 72.39709, + "structural_overlay_rr": 1.769835, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.743307, + "primary_prob": 58.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.114961, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.780632, + "range_504_ratio": 2.182852, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.672255, + "hold30_r": -1.22793 + }, + { + "symbol": "WFC", + "date": "2024-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.732165, + "strategy_rank": 70.312141, + "production_rank": 75.452149, + "structural_overlay_pass": false, + "structural_overlay_score": 71.679542, + "structural_overlay_rr": 0.841631, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.53725, + "primary_prob": 16.75, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.305875, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.573501, + "range_504_ratio": 1.774468, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.976936, + "hold30_r": -1.912056 + }, + { + "symbol": "WSM", + "date": "2024-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.371715, + "strategy_rank": 96.137728, + "production_rank": 96.549057, + "structural_overlay_pass": false, + "structural_overlay_score": 91.721604, + "structural_overlay_rr": 1.761237, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.896051, + "primary_prob": 41.32, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 44.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.344077, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 1.160331, + "range_504_ratio": 3.190991, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.861635, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2024-07-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.944377, + "strategy_rank": 96.604542, + "production_rank": 97.051154, + "structural_overlay_pass": false, + "structural_overlay_score": 92.198596, + "structural_overlay_rr": 1.829564, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.322455, + "primary_prob": 39.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 93.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.983683, + "raw_level_count": 101, + "gate_level_count": 101, + "range_504_log": 1.501626, + "range_504_ratio": 4.488982, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.031747, + "hold30_r": -1.0 + }, + { + "symbol": "HOOD", + "date": "2024-07-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.712213, + "strategy_rank": 94.584056, + "production_rank": 94.293442, + "structural_overlay_pass": false, + "structural_overlay_score": 89.57877, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.202989, + "primary_prob": 39.07, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.804483, + "raw_level_count": 116, + "gate_level_count": 116, + "range_504_log": 1.187714, + "range_504_ratio": 3.279577, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.030546, + "hold30_r": -1.0 + }, + { + "symbol": "ABBV", + "date": "2024-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.950423, + "strategy_rank": 64.913122, + "production_rank": 70.925556, + "structural_overlay_pass": false, + "structural_overlay_score": 67.379278, + "structural_overlay_rr": 0.962781, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.933758, + "primary_prob": 54.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.400637, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.333992, + "range_504_ratio": 1.396532, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.862909, + "hold30_r": 4.068516 + }, + { + "symbol": "AIZ", + "date": "2024-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.754534, + "strategy_rank": 64.15716, + "production_rank": 72.356285, + "structural_overlay_pass": false, + "structural_overlay_score": 68.73847, + "structural_overlay_rr": 1.265715, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.457128, + "primary_prob": 53.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 57, + "primary_distance_atr": 2.185692, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.595192, + "range_504_ratio": 1.813379, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.075947, + "hold30_r": -1.0 + }, + { + "symbol": "ALL", + "date": "2024-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.954051, + "strategy_rank": 69.608415, + "production_rank": 77.723627, + "structural_overlay_pass": false, + "structural_overlay_score": 73.837446, + "structural_overlay_rr": 0.842662, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.50613, + "primary_prob": 32.73, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.259194, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.567354, + "range_504_ratio": 1.763595, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.42641, + "hold30_r": -1.0 + }, + { + "symbol": "AMAT", + "date": "2024-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.247884, + "strategy_rank": 85.579316, + "production_rank": 85.468839, + "structural_overlay_pass": false, + "structural_overlay_score": 81.195397, + "structural_overlay_rr": 1.711012, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.53035, + "primary_prob": 21.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.295525, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 1.280379, + "range_504_ratio": 3.598003, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.036747, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2024-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.195889, + "strategy_rank": 92.640021, + "production_rank": 93.158643, + "structural_overlay_pass": false, + "structural_overlay_score": 88.500711, + "structural_overlay_rr": 1.200807, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.178643, + "primary_prob": 26.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.767964, + "raw_level_count": 118, + "gate_level_count": 118, + "range_504_log": 1.343965, + "range_504_ratio": 3.834216, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.043286, + "hold30_r": -1.0 + }, + { + "symbol": "APH", + "date": "2024-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.051995, + "strategy_rank": 73.736397, + "production_rank": 79.508263, + "structural_overlay_pass": false, + "structural_overlay_score": 75.53285, + "structural_overlay_rr": 2.024114, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.48458, + "primary_prob": 24.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.22687, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.779799, + "range_504_ratio": 2.181034, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.052674, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2024-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.669891, + "strategy_rank": 98.561677, + "production_rank": 98.597749, + "structural_overlay_pass": false, + "structural_overlay_score": 93.667861, + "structural_overlay_rr": 0.878807, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.85209, + "primary_prob": 20.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.778135, + "raw_level_count": 137, + "gate_level_count": 137, + "range_504_log": 2.308148, + "range_504_ratio": 10.055788, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.027529, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2024-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.744861, + "strategy_rank": 92.675026, + "production_rank": 92.698304, + "structural_overlay_pass": false, + "structural_overlay_score": 88.063389, + "structural_overlay_rr": 1.589204, + "structural_overlay_sources": [ + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.157483, + "primary_prob": 26.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.736224, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 1.495286, + "range_504_ratio": 4.460612, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.032687, + "hold30_r": -1.0 + }, + { + "symbol": "AXON", + "date": "2024-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.14994, + "strategy_rank": 82.502059, + "production_rank": 84.384686, + "structural_overlay_pass": false, + "structural_overlay_score": 80.165452, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.996402, + "primary_prob": 44.72, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.494603, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 1.278542, + "range_504_ratio": 3.591399, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.05393, + "hold30_r": -1.0 + }, + { + "symbol": "CB", + "date": "2024-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.721886, + "strategy_rank": 65.812567, + "production_rank": 73.78234, + "structural_overlay_pass": false, + "structural_overlay_score": 70.093223, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.346322, + "primary_prob": 35.56, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.019483, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.460471, + "range_504_ratio": 1.58482, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.090705, + "hold30_r": -1.0 + }, + { + "symbol": "CBOE", + "date": "2024-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.610641, + "strategy_rank": 67.318753, + "production_rank": 73.416049, + "structural_overlay_pass": false, + "structural_overlay_score": 69.745246, + "structural_overlay_rr": 1.236899, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.132852, + "primary_prob": 60.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.699278, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.555616, + "range_504_ratio": 1.743015, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.062307, + "hold30_r": 5.629917 + }, + { + "symbol": "CI", + "date": "2024-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.532044, + "strategy_rank": 59.126054, + "production_rank": 66.261384, + "structural_overlay_pass": false, + "structural_overlay_score": 62.948314, + "structural_overlay_rr": 1.981116, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.981116, + "primary_prob": 25.71, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.971673, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.419121, + "range_504_ratio": 1.520624, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.065204, + "hold30_r": -1.0 + }, + { + "symbol": "CMG", + "date": "2024-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.689238, + "strategy_rank": 81.960728, + "production_rank": 84.870231, + "structural_overlay_pass": false, + "structural_overlay_score": 80.62672, + "structural_overlay_rr": 1.743291, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.057353, + "primary_prob": 22.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 28, + "primary_distance_atr": 3.08603, + "raw_level_count": 86, + "gate_level_count": 86, + "range_504_log": 0.997622, + "range_504_ratio": 2.711825, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.037683, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2024-07-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 96.735187, + "strategy_rank": 97.388544, + "production_rank": 97.170759, + "structural_overlay_pass": false, + "structural_overlay_score": 92.312221, + "structural_overlay_rr": 1.694301, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.024981, + "primary_prob": 27.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 6, + "primary_distance_atr": 3.037471, + "raw_level_count": 139, + "gate_level_count": 139, + "range_504_log": 2.195568, + "range_504_ratio": 8.985103, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.024552, + "hold30_r": -1.0 + }, + { + "symbol": "COR", + "date": "2024-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.973398, + "strategy_rank": 62.71761, + "production_rank": 70.46954, + "structural_overlay_pass": false, + "structural_overlay_score": 66.946063, + "structural_overlay_rr": 1.744578, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.744282, + "primary_prob": 33.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.616424, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.602064, + "range_504_ratio": 1.825884, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.661024, + "hold30_r": 2.087378 + }, + { + "symbol": "COST", + "date": "2024-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.414752, + "strategy_rank": 69.606269, + "production_rank": 76.875763, + "structural_overlay_pass": false, + "structural_overlay_score": 73.031975, + "structural_overlay_rr": 1.318506, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.763174, + "primary_prob": 13.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.644762, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.694118, + "range_504_ratio": 2.001942, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.079044, + "hold30_r": -1.0 + }, + { + "symbol": "CRWD", + "date": "2024-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.218863, + "strategy_rank": 96.024219, + "production_rank": 96.422434, + "structural_overlay_pass": false, + "structural_overlay_score": 91.601312, + "structural_overlay_rr": 1.915103, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.790402, + "primary_prob": 41.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.185603, + "raw_level_count": 111, + "gate_level_count": 111, + "range_504_log": 1.462771, + "range_504_ratio": 4.317909, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -3.066293, + "hold30_r": -3.030691 + }, + { + "symbol": "CVNA", + "date": "2024-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.911729, + "strategy_rank": 99.057051, + "production_rank": 99.00861, + "structural_overlay_pass": false, + "structural_overlay_score": 94.05818, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.892159, + "primary_prob": 27.9, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 10.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.838239, + "raw_level_count": 165, + "gate_level_count": 165, + "range_504_log": 3.725184, + "range_504_ratio": 41.478873, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.217536, + "hold30_r": -1.195482 + }, + { + "symbol": "DECK", + "date": "2024-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.163241, + "strategy_rank": 93.425863, + "production_rank": 94.004989, + "structural_overlay_pass": false, + "structural_overlay_score": 89.304739, + "structural_overlay_rr": 1.608924, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.130781, + "primary_prob": 36.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.696171, + "raw_level_count": 113, + "gate_level_count": 113, + "range_504_log": 1.419359, + "range_504_ratio": 4.134469, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.04127, + "hold30_r": -1.0 + }, + { + "symbol": "DELL", + "date": "2024-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.153567, + "strategy_rank": 99.008946, + "production_rank": 99.057153, + "structural_overlay_pass": false, + "structural_overlay_score": 94.104296, + "structural_overlay_rr": 1.788224, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.94207, + "primary_prob": 39.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.413105, + "raw_level_count": 105, + "gate_level_count": 105, + "range_504_log": 1.697968, + "range_504_ratio": 5.462836, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.023774, + "hold30_r": -1.0 + }, + { + "symbol": "DPZ", + "date": "2024-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.675937, + "strategy_rank": 74.442721, + "production_rank": 77.52046, + "structural_overlay_pass": false, + "structural_overlay_score": 73.644437, + "structural_overlay_rr": 2.14712, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.566824, + "primary_prob": 36.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.350236, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.641216, + "range_504_ratio": 1.898789, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -3.387768, + "hold30_r": -3.337988 + }, + { + "symbol": "DVA", + "date": "2024-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.391778, + "strategy_rank": 81.584389, + "production_rank": 83.853519, + "structural_overlay_pass": false, + "structural_overlay_score": 79.660843, + "structural_overlay_rr": 1.104235, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.62957, + "primary_prob": 15.52, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.444356, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.818037, + "range_504_ratio": 2.266046, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.055197, + "hold30_r": -1.0 + }, + { + "symbol": "ELV", + "date": "2024-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.015719, + "strategy_rank": 64.319699, + "production_rank": 69.885039, + "structural_overlay_pass": false, + "structural_overlay_score": 66.390787, + "structural_overlay_rr": 1.449325, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 4, + "rr": 1.323197, + "primary_prob": 40.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 58, + "primary_distance_atr": 1.984796, + "raw_level_count": 26, + "gate_level_count": 26, + "range_504_log": 0.298584, + "range_504_ratio": 1.347949, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.053335, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2024-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.493349, + "strategy_rank": 88.849692, + "production_rank": 91.397578, + "structural_overlay_pass": false, + "structural_overlay_score": 86.827699, + "structural_overlay_rr": 0.715808, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.270988, + "primary_prob": 33.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.906483, + "raw_level_count": 93, + "gate_level_count": 93, + "range_504_log": 1.387639, + "range_504_ratio": 4.005381, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.22955, + "hold30_r": -1.0 + }, + { + "symbol": "ERIE", + "date": "2024-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.130593, + "strategy_rank": 81.711705, + "production_rank": 86.518001, + "structural_overlay_pass": false, + "structural_overlay_score": 82.192101, + "structural_overlay_rr": 1.549191, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.703309, + "primary_prob": 35.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.554964, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 0.800905, + "range_504_ratio": 2.227557, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.633045, + "hold30_r": 10.416437 + }, + { + "symbol": "ETN", + "date": "2024-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.545345, + "strategy_rank": 78.020872, + "production_rank": 81.195696, + "structural_overlay_pass": false, + "structural_overlay_score": 77.135911, + "structural_overlay_rr": 2.229502, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.468837, + "primary_prob": 32.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 75.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.203255, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 1.01171, + "range_504_ratio": 2.750299, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.093382, + "hold30_r": -1.042521 + }, + { + "symbol": "FIX", + "date": "2024-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.679565, + "strategy_rank": 93.884391, + "production_rank": 94.149449, + "structural_overlay_pass": false, + "structural_overlay_score": 89.441976, + "structural_overlay_rr": 1.615322, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.072798, + "primary_prob": 46.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 98.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.609198, + "raw_level_count": 118, + "gate_level_count": 118, + "range_504_log": 1.434211, + "range_504_ratio": 4.196332, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.04282, + "hold30_r": -1.361938 + }, + { + "symbol": "GE", + "date": "2024-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.31318, + "strategy_rank": 85.782994, + "production_rank": 84.959723, + "structural_overlay_pass": false, + "structural_overlay_score": 80.711737, + "structural_overlay_rr": 2.26672, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.363787, + "primary_prob": 39.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.045681, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 1.084245, + "range_504_ratio": 2.957206, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.312042, + "hold30_r": -1.0 + }, + { + "symbol": "GRMN", + "date": "2024-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.963724, + "strategy_rank": 80.945622, + "production_rank": 83.951656, + "structural_overlay_pass": false, + "structural_overlay_score": 79.754073, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.921491, + "primary_prob": 48.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.382237, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.826392, + "range_504_ratio": 2.28506, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.832106, + "hold30_r": -1.0 + }, + { + "symbol": "HLT", + "date": "2024-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.52237, + "strategy_rank": 63.730876, + "production_rank": 70.661374, + "structural_overlay_pass": false, + "structural_overlay_score": 67.128306, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.950494, + "primary_prob": 30.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.425741, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.696953, + "range_504_ratio": 2.007626, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.067125, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2024-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.205562, + "strategy_rank": 85.788821, + "production_rank": 87.261068, + "structural_overlay_pass": false, + "structural_overlay_score": 82.898015, + "structural_overlay_rr": 1.686047, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.793088, + "primary_prob": 20.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.689633, + "raw_level_count": 86, + "gate_level_count": 86, + "range_504_log": 1.027914, + "range_504_ratio": 2.795228, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.73668, + "hold30_r": 6.7594 + }, + { + "symbol": "IBKR", + "date": "2024-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.65659, + "strategy_rank": 75.319033, + "production_rank": 80.764886, + "structural_overlay_pass": false, + "structural_overlay_score": 76.726641, + "structural_overlay_rr": 1.245822, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.245822, + "primary_prob": 23.84, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.868733, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.882802, + "range_504_ratio": 2.417665, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.053549, + "hold30_r": -1.0 + }, + { + "symbol": "IP", + "date": "2024-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.261185, + "strategy_rank": 88.459641, + "production_rank": 89.726822, + "structural_overlay_pass": false, + "structural_overlay_score": 85.240481, + "structural_overlay_rr": 0.997642, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.713223, + "primary_prob": 48.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.569835, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.491154, + "range_504_ratio": 1.634201, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.113429, + "hold30_r": -1.058105 + }, + { + "symbol": "KLAC", + "date": "2024-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.182588, + "strategy_rank": 86.607522, + "production_rank": 86.79921, + "structural_overlay_pass": false, + "structural_overlay_score": 82.45925, + "structural_overlay_rr": 1.505116, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.785527, + "primary_prob": 38.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.178291, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 1.276015, + "range_504_ratio": 3.582334, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.749122, + "hold30_r": -1.641463 + }, + { + "symbol": "LII", + "date": "2024-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.117291, + "strategy_rank": 80.642974, + "production_rank": 83.467746, + "structural_overlay_pass": false, + "structural_overlay_score": 79.294359, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.913377, + "primary_prob": 32.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.370065, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 1.055849, + "range_504_ratio": 2.874415, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.86743, + "hold30_r": -1.519677 + }, + { + "symbol": "LLY", + "date": "2024-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.977025, + "strategy_rank": 83.572324, + "production_rank": 88.040558, + "structural_overlay_pass": false, + "structural_overlay_score": 83.63853, + "structural_overlay_rr": 2.021508, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.398535, + "primary_prob": 20.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.097803, + "raw_level_count": 103, + "gate_level_count": 103, + "range_504_log": 1.181827, + "range_504_ratio": 3.260327, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.060508, + "hold30_r": -1.0 + }, + { + "symbol": "LRCX", + "date": "2024-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.378476, + "strategy_rank": 82.327252, + "production_rank": 82.010994, + "structural_overlay_pass": false, + "structural_overlay_score": 77.910444, + "structural_overlay_rr": 0.696631, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.078719, + "primary_prob": 30.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.618078, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 1.327525, + "range_504_ratio": 3.771696, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.035688, + "hold30_r": -1.0 + }, + { + "symbol": "MCK", + "date": "2024-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.591294, + "strategy_rank": 66.854485, + "production_rank": 75.766755, + "structural_overlay_pass": false, + "structural_overlay_score": 71.978417, + "structural_overlay_rr": 0.755981, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.79488, + "primary_prob": 40.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.19232, + "raw_level_count": 93, + "gate_level_count": 93, + "range_504_log": 0.639915, + "range_504_ratio": 1.89632, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.705862, + "hold30_r": -1.0 + }, + { + "symbol": "META", + "date": "2024-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.215236, + "strategy_rank": 87.886897, + "production_rank": 87.329677, + "structural_overlay_pass": false, + "structural_overlay_score": 82.963193, + "structural_overlay_rr": 2.219398, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.858923, + "primary_prob": 31.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.788384, + "raw_level_count": 100, + "gate_level_count": 100, + "range_504_log": 1.8184, + "range_504_ratio": 6.161993, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.818717, + "hold30_r": 2.384138 + }, + { + "symbol": "MPC", + "date": "2024-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.4474, + "strategy_rank": 81.501586, + "production_rank": 84.483524, + "structural_overlay_pass": false, + "structural_overlay_score": 80.259348, + "structural_overlay_rr": 1.860464, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.881946, + "primary_prob": 31.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.822918, + "raw_level_count": 117, + "gate_level_count": 117, + "range_504_log": 0.995851, + "range_504_ratio": 2.707027, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.831212, + "hold30_r": -1.0 + }, + { + "symbol": "MRK", + "date": "2024-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.620314, + "strategy_rank": 61.482046, + "production_rank": 68.194802, + "structural_overlay_pass": false, + "structural_overlay_score": 64.785062, + "structural_overlay_rr": 1.292929, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.067613, + "primary_prob": 47.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.601419, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.465542, + "range_504_ratio": 1.592877, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.064386, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2024-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.879081, + "strategy_rank": 99.806661, + "production_rank": 99.830801, + "structural_overlay_pass": true, + "structural_overlay_score": 99.839261, + "structural_overlay_rr": 2.498088, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.644747, + "primary_prob": 30.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.467121, + "raw_level_count": 144, + "gate_level_count": 144, + "range_504_log": 2.713565, + "range_504_ratio": 15.082956, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.019375, + "hold30_r": -1.0 + }, + { + "symbol": "MU", + "date": "2024-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.888755, + "strategy_rank": 95.23807, + "production_rank": 95.454965, + "structural_overlay_pass": false, + "structural_overlay_score": 90.682217, + "structural_overlay_rr": 2.089991, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.975324, + "primary_prob": 37.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.462985, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 1.179528, + "range_504_ratio": 3.252839, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.029211, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2024-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.698912, + "strategy_rank": 82.428369, + "production_rank": 83.851883, + "structural_overlay_pass": false, + "structural_overlay_score": 79.659289, + "structural_overlay_rr": 1.845467, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.87831, + "primary_prob": 20.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.817465, + "raw_level_count": 98, + "gate_level_count": 98, + "range_504_log": 1.385005, + "range_504_ratio": 3.994845, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.057243, + "hold30_r": -1.0 + }, + { + "symbol": "NRG", + "date": "2024-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.460701, + "strategy_rank": 92.461621, + "production_rank": 94.127981, + "structural_overlay_pass": false, + "structural_overlay_score": 89.421582, + "structural_overlay_rr": 2.115693, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.716738, + "primary_prob": 27.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 71.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.575107, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 1.063056, + "range_504_ratio": 2.895207, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.553792, + "hold30_r": -1.517696 + }, + { + "symbol": "NTAP", + "date": "2024-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.503023, + "strategy_rank": 87.541971, + "production_rank": 89.195655, + "structural_overlay_pass": false, + "structural_overlay_score": 84.735872, + "structural_overlay_rr": 1.952688, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.457878, + "primary_prob": 18.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.186817, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.843527, + "range_504_ratio": 2.324552, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.065563, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2024-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.428053, + "strategy_rank": 97.740217, + "production_rank": 97.969496, + "structural_overlay_pass": false, + "structural_overlay_score": 93.071021, + "structural_overlay_rr": 0.994474, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.915413, + "primary_prob": 37.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.373119, + "raw_level_count": 152, + "gate_level_count": 152, + "range_504_log": 2.897388, + "range_504_ratio": 18.126735, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.024558, + "hold30_r": -1.0 + }, + { + "symbol": "PSX", + "date": "2024-07-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.875453, + "strategy_rank": 73.879484, + "production_rank": 78.878141, + "structural_overlay_pass": false, + "structural_overlay_score": 74.934234, + "structural_overlay_rr": 3.297106, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.638302, + "primary_prob": 24.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 17, + "primary_distance_atr": 3.957452, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 0.85518, + "range_504_ratio": 2.351797, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.061989, + "hold30_r": -1.0 + }, + { + "symbol": "QCOM", + "date": "2024-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.019347, + "strategy_rank": 89.630934, + "production_rank": 90.427072, + "structural_overlay_pass": false, + "structural_overlay_score": 85.905718, + "structural_overlay_rr": 1.88824, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.69187, + "primary_prob": 45.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.037805, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.821052, + "range_504_ratio": 2.272889, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.037289, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2024-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.73156, + "strategy_rank": 80.157019, + "production_rank": 82.0152, + "structural_overlay_pass": false, + "structural_overlay_score": 77.91444, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.718814, + "primary_prob": 54.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.07822, + "raw_level_count": 118, + "gate_level_count": 118, + "range_504_log": 1.714, + "range_504_ratio": 5.551122, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.667872, + "hold30_r": -1.0 + }, + { + "symbol": "RL", + "date": "2024-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.457074, + "strategy_rank": 85.48372, + "production_rank": 85.808171, + "structural_overlay_pass": false, + "structural_overlay_score": 81.517763, + "structural_overlay_rr": 1.66346, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.167916, + "primary_prob": 26.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 97.0, + "primary_rejection_count": 28, + "primary_distance_atr": 3.251874, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.848118, + "range_504_ratio": 2.335247, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.045348, + "hold30_r": -1.0 + }, + { + "symbol": "ROST", + "date": "2024-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.169287, + "strategy_rank": 62.314153, + "production_rank": 68.265864, + "structural_overlay_pass": false, + "structural_overlay_score": 64.852571, + "structural_overlay_rr": 0.922576, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.762252, + "primary_prob": 43.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.143377, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.681327, + "range_504_ratio": 1.976498, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.087385, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2024-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.186215, + "strategy_rank": 98.694119, + "production_rank": 98.524818, + "structural_overlay_pass": false, + "structural_overlay_score": 93.598577, + "structural_overlay_rr": 1.82213, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.681989, + "primary_prob": 23.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.522983, + "raw_level_count": 152, + "gate_level_count": 152, + "range_504_log": 3.392367, + "range_504_ratio": 29.736269, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.018901, + "hold30_r": -1.0 + }, + { + "symbol": "STX", + "date": "2024-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.349456, + "strategy_rank": 85.670706, + "production_rank": 88.230289, + "structural_overlay_pass": false, + "structural_overlay_score": 83.818775, + "structural_overlay_rr": 0.788053, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.498614, + "primary_prob": 30.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 64.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.247922, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.837013, + "range_504_ratio": 2.309459, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.443498, + "hold30_r": -1.0 + }, + { + "symbol": "SW", + "date": "2024-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.921403, + "strategy_rank": 88.763822, + "production_rank": 90.816349, + "structural_overlay_pass": false, + "structural_overlay_score": 86.275532, + "structural_overlay_rr": 1.910115, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.931621, + "primary_prob": 30.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.897431, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.714344, + "range_504_ratio": 2.042846, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.854122, + "hold30_r": -1.81601 + }, + { + "symbol": "T", + "date": "2024-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.633615, + "strategy_rank": 66.210198, + "production_rank": 73.68467, + "structural_overlay_pass": false, + "structural_overlay_score": 70.000437, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.90954, + "primary_prob": 67.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 1.36431, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.531022, + "range_504_ratio": 1.70067, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.118563, + "hold30_r": -1.032548 + }, + { + "symbol": "TDG", + "date": "2024-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.94075, + "strategy_rank": 67.597655, + "production_rank": 74.045353, + "structural_overlay_pass": false, + "structural_overlay_score": 70.343086, + "structural_overlay_rr": 2.194335, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.478002, + "primary_prob": 26.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.217003, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 1.008388, + "range_504_ratio": 2.741178, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.120897, + "hold30_r": -1.062529 + }, + { + "symbol": "TPL", + "date": "2024-07-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 95.405079, + "strategy_rank": 94.609642, + "production_rank": 94.874788, + "structural_overlay_pass": false, + "structural_overlay_score": 90.131048, + "structural_overlay_rr": 2.191527, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.191527, + "primary_prob": 28.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 15, + "primary_distance_atr": 3.28729, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 0.771554, + "range_504_ratio": 2.163125, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.051591, + "hold30_r": -1.0 + }, + { + "symbol": "TRV", + "date": "2024-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.587666, + "strategy_rank": 65.891077, + "production_rank": 71.456606, + "structural_overlay_pass": false, + "structural_overlay_score": 67.883776, + "structural_overlay_rr": 1.679203, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.075971, + "primary_prob": 48.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.613957, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.441688, + "range_504_ratio": 1.55533, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.197592, + "hold30_r": -1.121074 + }, + { + "symbol": "TSCO", + "date": "2024-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.862152, + "strategy_rank": 71.107854, + "production_rank": 74.69262, + "structural_overlay_pass": false, + "structural_overlay_score": 70.957989, + "structural_overlay_rr": 0.752512, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.153884, + "primary_prob": 25.31, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.730827, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.470555, + "range_504_ratio": 1.600882, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.055466, + "hold30_r": -1.0 + }, + { + "symbol": "UBER", + "date": "2024-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.224909, + "strategy_rank": 83.680625, + "production_rank": 83.195386, + "structural_overlay_pass": false, + "structural_overlay_score": 79.035617, + "structural_overlay_rr": 1.835292, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.944737, + "primary_prob": 25.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 78.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.917106, + "raw_level_count": 106, + "gate_level_count": 106, + "range_504_log": 1.375156, + "range_504_ratio": 3.955695, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.037069, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2024-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.159613, + "strategy_rank": 76.81028, + "production_rank": 79.260058, + "structural_overlay_pass": false, + "structural_overlay_score": 75.297055, + "structural_overlay_rr": 1.682384, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.451673, + "primary_prob": 33.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 78.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.17751, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 0.637011, + "range_504_ratio": 1.890822, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.402997, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2024-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.395405, + "strategy_rank": 98.634755, + "production_rank": 98.888305, + "structural_overlay_pass": false, + "structural_overlay_score": 93.94389, + "structural_overlay_rr": 2.024852, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.975858, + "primary_prob": 24.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 75.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.963787, + "raw_level_count": 133, + "gate_level_count": 133, + "range_504_log": 2.566789, + "range_504_ratio": 13.023933, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.023214, + "hold30_r": -1.0 + }, + { + "symbol": "VST", + "date": "2024-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.637243, + "strategy_rank": 98.296795, + "production_rank": 98.743611, + "structural_overlay_pass": false, + "structural_overlay_score": 93.80643, + "structural_overlay_rr": 1.760022, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.826975, + "primary_prob": 23.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.740463, + "raw_level_count": 103, + "gate_level_count": 103, + "range_504_log": 1.64195, + "range_504_ratio": 5.165231, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.266579, + "hold30_r": -1.246329 + }, + { + "symbol": "VZ", + "date": "2024-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.764208, + "strategy_rank": 66.001612, + "production_rank": 72.255811, + "structural_overlay_pass": false, + "structural_overlay_score": 68.64302, + "structural_overlay_rr": 0.725153, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.864459, + "primary_prob": 33.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.796689, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.529466, + "range_504_ratio": 1.698026, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -2.232255, + "hold30_r": -2.145546 + }, + { + "symbol": "WAB", + "date": "2024-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.787183, + "strategy_rank": 68.98726, + "production_rank": 75.253901, + "structural_overlay_pass": false, + "structural_overlay_score": 71.491206, + "structural_overlay_rr": 0.809827, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.798442, + "primary_prob": 53.98, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 15.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.197663, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.767053, + "range_504_ratio": 2.15341, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.071847, + "hold30_r": -1.0 + }, + { + "symbol": "WDC", + "date": "2024-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.646917, + "strategy_rank": 92.061537, + "production_rank": 93.256664, + "structural_overlay_pass": false, + "structural_overlay_score": 88.593831, + "structural_overlay_rr": 1.564726, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.881042, + "primary_prob": 39.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.321564, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 1.00906, + "range_504_ratio": 2.743021, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.038538, + "hold30_r": -1.0 + }, + { + "symbol": "WRB", + "date": "2024-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.029021, + "strategy_rank": 70.098575, + "production_rank": 76.07539, + "structural_overlay_pass": false, + "structural_overlay_score": 72.271621, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.266853, + "primary_prob": 44.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.900279, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.474386, + "range_504_ratio": 1.607027, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.079934, + "hold30_r": -1.0 + }, + { + "symbol": "WSM", + "date": "2024-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.702539, + "strategy_rank": 96.652647, + "production_rank": 97.002611, + "structural_overlay_pass": false, + "structural_overlay_score": 92.152481, + "structural_overlay_rr": 1.107416, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.877055, + "primary_prob": 43.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.315583, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 1.160331, + "range_504_ratio": 3.190991, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.191746, + "hold30_r": -1.161636 + }, + { + "symbol": "CEG", + "date": "2024-07-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.065984, + "strategy_rank": 96.803185, + "production_rank": 97.224118, + "structural_overlay_pass": false, + "structural_overlay_score": 92.362912, + "structural_overlay_rr": 1.536346, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.419708, + "primary_prob": 23.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 93.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.629563, + "raw_level_count": 101, + "gate_level_count": 101, + "range_504_log": 1.488978, + "range_504_ratio": 4.432564, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.028644, + "hold30_r": -1.0 + }, + { + "symbol": "HOOD", + "date": "2024-07-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.036405, + "strategy_rank": 93.538111, + "production_rank": 93.037543, + "structural_overlay_pass": false, + "structural_overlay_score": 88.385666, + "structural_overlay_rr": 0.866999, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.866999, + "primary_prob": 34.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.300498, + "raw_level_count": 118, + "gate_level_count": 118, + "range_504_log": 1.190532, + "range_504_ratio": 3.28883, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.079592, + "hold30_r": -1.051467 + }, + { + "symbol": "ACGL", + "date": "2024-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.07281, + "strategy_rank": 64.243458, + "production_rank": 70.853242, + "structural_overlay_pass": false, + "structural_overlay_score": 67.31058, + "structural_overlay_rr": 1.952614, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.055113, + "primary_prob": 47.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.58267, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 0.927579, + "range_504_ratio": 2.52838, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.979296, + "hold30_r": 6.209324 + }, + { + "symbol": "AIZ", + "date": "2024-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.779295, + "strategy_rank": 62.298066, + "production_rank": 70.125142, + "structural_overlay_pass": false, + "structural_overlay_score": 66.618885, + "structural_overlay_rr": 1.591625, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.772231, + "primary_prob": 32.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 57, + "primary_distance_atr": 2.658347, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.595192, + "range_504_ratio": 1.813379, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.069881, + "hold30_r": -1.0 + }, + { + "symbol": "ALL", + "date": "2024-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.060296, + "strategy_rank": 69.442548, + "production_rank": 77.315131, + "structural_overlay_pass": false, + "structural_overlay_score": 73.449374, + "structural_overlay_rr": 1.572052, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.565739, + "primary_prob": 31.24, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.348609, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.581684, + "range_504_ratio": 1.789049, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.071104, + "hold30_r": -1.0 + }, + { + "symbol": "AMAT", + "date": "2024-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.006826, + "strategy_rank": 86.928328, + "production_rank": 86.62116, + "structural_overlay_pass": false, + "structural_overlay_score": 82.290102, + "structural_overlay_rr": 1.738334, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.170481, + "primary_prob": 30.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.755722, + "raw_level_count": 86, + "gate_level_count": 86, + "range_504_log": 1.280379, + "range_504_ratio": 3.598003, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.031766, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2024-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.76678, + "strategy_rank": 93.469852, + "production_rank": 93.902162, + "structural_overlay_pass": false, + "structural_overlay_score": 89.207053, + "structural_overlay_rr": 1.754135, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.846412, + "primary_prob": 36.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.269618, + "raw_level_count": 118, + "gate_level_count": 118, + "range_504_log": 1.343965, + "range_504_ratio": 3.834216, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.038781, + "hold30_r": -1.0 + }, + { + "symbol": "APH", + "date": "2024-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.012514, + "strategy_rank": 78.17975, + "production_rank": 82.457338, + "structural_overlay_pass": false, + "structural_overlay_score": 78.334471, + "structural_overlay_rr": 1.618278, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.669277, + "primary_prob": 45.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.003915, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.776112, + "range_504_ratio": 2.173006, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.627788, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2024-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.976109, + "strategy_rank": 98.771331, + "production_rank": 98.83959, + "structural_overlay_pass": false, + "structural_overlay_score": 93.897611, + "structural_overlay_rr": 1.523377, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.797243, + "primary_prob": 24.06, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 59.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.695865, + "raw_level_count": 138, + "gate_level_count": 138, + "range_504_log": 2.308148, + "range_504_ratio": 10.055788, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.028538, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2024-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.623436, + "strategy_rank": 89.852105, + "production_rank": 89.442548, + "structural_overlay_pass": false, + "structural_overlay_score": 84.970421, + "structural_overlay_rr": 1.520633, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.851133, + "primary_prob": 35.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.276699, + "raw_level_count": 91, + "gate_level_count": 91, + "range_504_log": 1.495286, + "range_504_ratio": 4.460612, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.821457, + "hold30_r": -1.0 + }, + { + "symbol": "AXON", + "date": "2024-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.605233, + "strategy_rank": 86.29124, + "production_rank": 88.395904, + "structural_overlay_pass": false, + "structural_overlay_score": 83.976109, + "structural_overlay_rr": 0.993108, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.286922, + "primary_prob": 37.08, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.930383, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 1.215161, + "range_504_ratio": 3.370836, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.049103, + "hold30_r": -1.0 + }, + { + "symbol": "AXP", + "date": "2024-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.432309, + "strategy_rank": 66.439135, + "production_rank": 71.103527, + "structural_overlay_pass": false, + "structural_overlay_score": 67.54835, + "structural_overlay_rr": 1.742794, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.32187, + "primary_prob": 21.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.982805, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.663749, + "range_504_ratio": 1.942059, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.255936, + "hold30_r": -1.0 + }, + { + "symbol": "CB", + "date": "2024-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.940842, + "strategy_rank": 64.493743, + "production_rank": 72.309443, + "structural_overlay_pass": false, + "structural_overlay_score": 68.69397, + "structural_overlay_rr": 1.164925, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.414813, + "primary_prob": 22.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.122219, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.460471, + "range_504_ratio": 1.58482, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.339033, + "hold30_r": 3.976337 + }, + { + "symbol": "CL", + "date": "2024-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.755404, + "strategy_rank": 59.533561, + "production_rank": 67.940842, + "structural_overlay_pass": false, + "structural_overlay_score": 64.5438, + "structural_overlay_rr": 1.193815, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.227563, + "primary_prob": 26.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.841345, + "raw_level_count": 24, + "gate_level_count": 24, + "range_504_log": 0.38756, + "range_504_ratio": 1.473381, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.124721, + "hold30_r": 6.350474 + }, + { + "symbol": "CMG", + "date": "2024-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.671217, + "strategy_rank": 83.230944, + "production_rank": 85.711035, + "structural_overlay_pass": false, + "structural_overlay_score": 81.425484, + "structural_overlay_rr": 1.036117, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.013839, + "primary_prob": 32.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.520758, + "raw_level_count": 86, + "gate_level_count": 86, + "range_504_log": 0.986331, + "range_504_ratio": 2.681378, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.976566, + "hold30_r": -1.270493 + }, + { + "symbol": "COHR", + "date": "2024-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.048919, + "strategy_rank": 87.315131, + "production_rank": 85.89306, + "structural_overlay_pass": false, + "structural_overlay_score": 81.598407, + "structural_overlay_rr": 0.821141, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.870886, + "primary_prob": 53.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.306329, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 1.124392, + "range_504_ratio": 3.078345, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.031834, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2024-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.245734, + "strategy_rank": 97.064846, + "production_rank": 96.791809, + "structural_overlay_pass": false, + "structural_overlay_score": 91.952218, + "structural_overlay_rr": 1.659357, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.949161, + "primary_prob": 28.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.923742, + "raw_level_count": 139, + "gate_level_count": 139, + "range_504_log": 2.195568, + "range_504_ratio": 8.985103, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.021168, + "hold30_r": -1.0 + }, + { + "symbol": "COR", + "date": "2024-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.575654, + "strategy_rank": 62.992036, + "production_rank": 70.853242, + "structural_overlay_pass": false, + "structural_overlay_score": 67.31058, + "structural_overlay_rr": 1.686356, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.686004, + "primary_prob": 33.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.529006, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.602064, + "range_504_ratio": 1.825884, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.597546, + "hold30_r": 2.008103 + }, + { + "symbol": "COST", + "date": "2024-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.533561, + "strategy_rank": 68.680319, + "production_rank": 75.631399, + "structural_overlay_pass": false, + "structural_overlay_score": 71.849829, + "structural_overlay_rr": 0.974552, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.21399, + "primary_prob": 30.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.820986, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.694118, + "range_504_ratio": 2.001942, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.073178, + "hold30_r": -1.0 + }, + { + "symbol": "CRWD", + "date": "2024-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.38339, + "strategy_rank": 96.734926, + "production_rank": 96.951081, + "structural_overlay_pass": false, + "structural_overlay_score": 92.103527, + "structural_overlay_rr": 1.621531, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.625099, + "primary_prob": 35.0, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.437649, + "raw_level_count": 111, + "gate_level_count": 111, + "range_504_log": 1.462771, + "range_504_ratio": 4.317909, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.018742, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2024-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.293515, + "strategy_rank": 98.634812, + "production_rank": 98.521047, + "structural_overlay_pass": false, + "structural_overlay_score": 93.594994, + "structural_overlay_rr": 1.144383, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.631805, + "primary_prob": 24.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.447708, + "raw_level_count": 165, + "gate_level_count": 165, + "range_504_log": 3.725184, + "range_504_ratio": 41.478873, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.610884, + "hold30_r": 1.504652 + }, + { + "symbol": "DECK", + "date": "2024-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.539249, + "strategy_rank": 93.242321, + "production_rank": 93.67463, + "structural_overlay_pass": false, + "structural_overlay_score": 88.990899, + "structural_overlay_rr": 1.684788, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.083948, + "primary_prob": 21.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 63.0, + "primary_rejection_count": 19, + "primary_distance_atr": 3.125922, + "raw_level_count": 114, + "gate_level_count": 114, + "range_504_log": 1.401589, + "range_504_ratio": 4.061647, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.044331, + "hold30_r": 0.779637 + }, + { + "symbol": "DELL", + "date": "2024-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.203641, + "strategy_rank": 99.067122, + "production_rank": 99.112628, + "structural_overlay_pass": false, + "structural_overlay_score": 94.156997, + "structural_overlay_rr": 0.860634, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.627253, + "primary_prob": 23.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.440879, + "raw_level_count": 106, + "gate_level_count": 106, + "range_504_log": 1.697968, + "range_504_ratio": 5.462836, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.023815, + "hold30_r": -1.0 + }, + { + "symbol": "DPZ", + "date": "2024-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.845279, + "strategy_rank": 81.831627, + "production_rank": 82.502844, + "structural_overlay_pass": false, + "structural_overlay_score": 78.377702, + "structural_overlay_rr": 0.715811, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.598355, + "primary_prob": 35.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.397532, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.641216, + "range_504_ratio": 1.898789, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.035675, + "hold30_r": -1.0 + }, + { + "symbol": "DVA", + "date": "2024-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.216155, + "strategy_rank": 83.458476, + "production_rank": 85.711035, + "structural_overlay_pass": false, + "structural_overlay_score": 81.425484, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.800035, + "primary_prob": 36.52, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.200052, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.818037, + "range_504_ratio": 2.266046, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.055885, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2024-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.928328, + "strategy_rank": 90.0, + "production_rank": 92.309443, + "structural_overlay_pass": false, + "structural_overlay_score": 87.69397, + "structural_overlay_rr": 1.508976, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.678547, + "primary_prob": 54.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 71.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.01782, + "raw_level_count": 93, + "gate_level_count": 93, + "range_504_log": 1.339874, + "range_504_ratio": 3.818562, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.640725, + "hold30_r": -1.462586 + }, + { + "symbol": "ERIE", + "date": "2024-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.700796, + "strategy_rank": 82.844141, + "production_rank": 87.463026, + "structural_overlay_pass": false, + "structural_overlay_score": 83.089875, + "structural_overlay_rr": 1.51945, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.684782, + "primary_prob": 35.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.527173, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 0.799687, + "range_504_ratio": 2.224845, + "range_factor_pass": false, + "outcome": "ambiguous", + "net_r": -1.075273, + "hold30_r": -1.0 + }, + { + "symbol": "ETN", + "date": "2024-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.803185, + "strategy_rank": 80.045506, + "production_rank": 82.298066, + "structural_overlay_pass": false, + "structural_overlay_score": 78.183163, + "structural_overlay_rr": 2.238795, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.130129, + "primary_prob": 24.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 84.0, + "primary_rejection_count": 28, + "primary_distance_atr": 3.195194, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.977715, + "range_504_ratio": 2.658375, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.0427, + "hold30_r": -1.0 + }, + { + "symbol": "FANG", + "date": "2024-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.850967, + "strategy_rank": 78.577929, + "production_rank": 82.002275, + "structural_overlay_pass": false, + "structural_overlay_score": 77.902162, + "structural_overlay_rr": 1.518011, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.683637, + "primary_prob": 56.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 82.0, + "primary_rejection_count": 37, + "primary_distance_atr": 1.025456, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.65905, + "range_504_ratio": 1.932955, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.625158, + "hold30_r": -1.0 + }, + { + "symbol": "FICO", + "date": "2024-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.287827, + "strategy_rank": 89.397042, + "production_rank": 90.69397, + "structural_overlay_pass": false, + "structural_overlay_score": 86.159272, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.064683, + "primary_prob": 43.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.597024, + "raw_level_count": 107, + "gate_level_count": 107, + "range_504_log": 1.447662, + "range_504_ratio": 4.253158, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.014263, + "hold30_r": 3.199648 + }, + { + "symbol": "FIX", + "date": "2024-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.335609, + "strategy_rank": 94.618885, + "production_rank": 94.857793, + "structural_overlay_pass": false, + "structural_overlay_score": 90.114903, + "structural_overlay_rr": 1.659716, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.660491, + "primary_prob": 20.41, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 30.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.490736, + "raw_level_count": 118, + "gate_level_count": 118, + "range_504_log": 1.373467, + "range_504_ratio": 3.949018, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.633003, + "hold30_r": -1.123799 + }, + { + "symbol": "GD", + "date": "2024-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.395904, + "strategy_rank": 62.901024, + "production_rank": 71.399317, + "structural_overlay_pass": false, + "structural_overlay_score": 67.829352, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.137231, + "primary_prob": 45.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 1.705846, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.402904, + "range_504_ratio": 1.496163, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.061423, + "hold30_r": 1.680348 + }, + { + "symbol": "GDDY", + "date": "2024-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.790671, + "strategy_rank": 73.845279, + "production_rank": 81.16041, + "structural_overlay_pass": false, + "structural_overlay_score": 77.102389, + "structural_overlay_rr": 1.391049, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.391049, + "primary_prob": 19.61, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.086574, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.83301, + "range_504_ratio": 2.300232, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.318608, + "hold30_r": 2.476068 + }, + { + "symbol": "GE", + "date": "2024-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.503982, + "strategy_rank": 86.200228, + "production_rank": 85.301479, + "structural_overlay_pass": false, + "structural_overlay_score": 81.036405, + "structural_overlay_rr": 1.711483, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.756994, + "primary_prob": 30.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.635491, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 1.069758, + "range_504_ratio": 2.914674, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.317833, + "hold30_r": -1.275625 + }, + { + "symbol": "GOOG", + "date": "2024-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.25256, + "strategy_rank": 77.679181, + "production_rank": 79.203641, + "structural_overlay_pass": false, + "structural_overlay_score": 75.243458, + "structural_overlay_rr": 2.175119, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.91297, + "primary_prob": 42.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.369456, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.840047, + "range_504_ratio": 2.316477, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.057772, + "hold30_r": -1.0 + }, + { + "symbol": "GOOGL", + "date": "2024-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.683732, + "strategy_rank": 77.554039, + "production_rank": 78.930603, + "structural_overlay_pass": false, + "structural_overlay_score": 74.984073, + "structural_overlay_rr": 2.188626, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.34139, + "primary_prob": 24.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.012085, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.833264, + "range_504_ratio": 2.300816, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.056307, + "hold30_r": -1.0 + }, + { + "symbol": "GRMN", + "date": "2024-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.581342, + "strategy_rank": 82.468714, + "production_rank": 85.506257, + "structural_overlay_pass": false, + "structural_overlay_score": 81.230944, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.507912, + "primary_prob": 32.3, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.261869, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.829253, + "range_504_ratio": 2.291607, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.420527, + "hold30_r": -1.0 + }, + { + "symbol": "HIG", + "date": "2024-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.761092, + "strategy_rank": 66.245734, + "production_rank": 74.084187, + "structural_overlay_pass": false, + "structural_overlay_score": 70.379977, + "structural_overlay_rr": 1.213475, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.213475, + "primary_prob": 24.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.820212, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.575084, + "range_504_ratio": 1.777279, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.137584, + "hold30_r": 4.891122 + }, + { + "symbol": "HLT", + "date": "2024-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.300341, + "strategy_rank": 64.027304, + "production_rank": 70.784983, + "structural_overlay_pass": false, + "structural_overlay_score": 67.245734, + "structural_overlay_rr": 0.794959, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.712346, + "primary_prob": 13.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.568519, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.676949, + "range_504_ratio": 1.967865, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.064386, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2024-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.988623, + "strategy_rank": 86.336746, + "production_rank": 87.554039, + "structural_overlay_pass": false, + "structural_overlay_score": 83.176337, + "structural_overlay_rr": 1.923347, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.081608, + "primary_prob": 34.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.622411, + "raw_level_count": 86, + "gate_level_count": 86, + "range_504_log": 1.027914, + "range_504_ratio": 2.795228, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.028139, + "hold30_r": 4.910902 + }, + { + "symbol": "IBKR", + "date": "2024-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.808874, + "strategy_rank": 76.62116, + "production_rank": 81.683732, + "structural_overlay_pass": false, + "structural_overlay_score": 77.599545, + "structural_overlay_rr": 1.765773, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.543492, + "primary_prob": 24.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.315239, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.84606, + "range_504_ratio": 2.330447, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.051502, + "hold30_r": -1.0 + }, + { + "symbol": "IP", + "date": "2024-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.832765, + "strategy_rank": 89.419795, + "production_rank": 90.557452, + "structural_overlay_pass": false, + "structural_overlay_score": 86.029579, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.369175, + "primary_prob": 39.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.053762, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.491154, + "range_504_ratio": 1.634201, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.055017, + "hold30_r": -1.0 + }, + { + "symbol": "IR", + "date": "2024-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.911263, + "strategy_rank": 72.696246, + "production_rank": 75.767918, + "structural_overlay_pass": false, + "structural_overlay_score": 71.979522, + "structural_overlay_rr": 1.254006, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.125491, + "primary_prob": 41.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.688236, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.875666, + "range_504_ratio": 2.400474, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.071602, + "hold30_r": -1.055253 + }, + { + "symbol": "IRM", + "date": "2024-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.114903, + "strategy_rank": 70.978385, + "production_rank": 74.357224, + "structural_overlay_pass": false, + "structural_overlay_score": 70.639363, + "structural_overlay_rr": 1.264317, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.973394, + "primary_prob": 46.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.460091, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.850031, + "range_504_ratio": 2.339718, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.910243, + "hold30_r": 3.968913 + }, + { + "symbol": "KLAC", + "date": "2024-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.713311, + "strategy_rank": 87.713311, + "production_rank": 87.713311, + "structural_overlay_pass": false, + "structural_overlay_score": 83.327645, + "structural_overlay_rr": 1.916083, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.262733, + "primary_prob": 24.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.894099, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 1.276015, + "range_504_ratio": 3.582334, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.230781, + "hold30_r": -1.0 + }, + { + "symbol": "L", + "date": "2024-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.318544, + "strategy_rank": 56.598407, + "production_rank": 64.505119, + "structural_overlay_pass": false, + "structural_overlay_score": 61.279863, + "structural_overlay_rr": 1.800734, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.352639, + "primary_prob": 20.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.028959, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.496666, + "range_504_ratio": 1.643233, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.264668, + "hold30_r": -1.0 + }, + { + "symbol": "LII", + "date": "2024-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.240046, + "strategy_rank": 83.219568, + "production_rank": 85.89306, + "structural_overlay_pass": false, + "structural_overlay_score": 81.598407, + "structural_overlay_rr": 1.638163, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.250061, + "primary_prob": 23.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.875092, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 1.055849, + "range_504_ratio": 2.874415, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.208117, + "hold30_r": -1.013436 + }, + { + "symbol": "LLY", + "date": "2024-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.155859, + "strategy_rank": 86.029579, + "production_rank": 89.738339, + "structural_overlay_pass": false, + "structural_overlay_score": 85.251422, + "structural_overlay_rr": 1.719038, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.275078, + "primary_prob": 25.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.912616, + "raw_level_count": 103, + "gate_level_count": 103, + "range_504_log": 1.181827, + "range_504_ratio": 3.260327, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.04812, + "hold30_r": -1.0 + }, + { + "symbol": "LRCX", + "date": "2024-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.4562, + "strategy_rank": 82.992036, + "production_rank": 82.480091, + "structural_overlay_pass": false, + "structural_overlay_score": 78.356086, + "structural_overlay_rr": 1.618708, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.266754, + "primary_prob": 35.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.900132, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 1.327525, + "range_504_ratio": 3.771696, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.03072, + "hold30_r": -1.0 + }, + { + "symbol": "MCK", + "date": "2024-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.311718, + "strategy_rank": 67.144482, + "production_rank": 76.200228, + "structural_overlay_pass": false, + "structural_overlay_score": 72.390216, + "structural_overlay_rr": 1.74139, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.74139, + "primary_prob": 13.31, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.612085, + "raw_level_count": 93, + "gate_level_count": 93, + "range_504_log": 0.62953, + "range_504_ratio": 1.876728, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.648748, + "hold30_r": -1.288378 + }, + { + "symbol": "META", + "date": "2024-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.078498, + "strategy_rank": 89.96587, + "production_rank": 89.67008, + "structural_overlay_pass": false, + "structural_overlay_score": 85.186576, + "structural_overlay_rr": 2.282139, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.85772, + "primary_prob": 31.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.78658, + "raw_level_count": 100, + "gate_level_count": 100, + "range_504_log": 1.8184, + "range_504_ratio": 6.161993, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.818268, + "hold30_r": 2.377317 + }, + { + "symbol": "MPC", + "date": "2024-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.348123, + "strategy_rank": 79.010239, + "production_rank": 81.4562, + "structural_overlay_pass": false, + "structural_overlay_score": 77.38339, + "structural_overlay_rr": 1.733023, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.681212, + "primary_prob": 34.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.521818, + "raw_level_count": 116, + "gate_level_count": 116, + "range_504_log": 0.954363, + "range_504_ratio": 2.597017, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.626477, + "hold30_r": -1.372045 + }, + { + "symbol": "MSTR", + "date": "2024-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.886234, + "strategy_rank": 99.886234, + "production_rank": 99.886234, + "structural_overlay_pass": false, + "structural_overlay_score": 94.891923, + "structural_overlay_rr": 1.93699, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.660704, + "primary_prob": 29.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.491056, + "raw_level_count": 145, + "gate_level_count": 145, + "range_504_log": 2.713565, + "range_504_ratio": 15.082956, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.019798, + "hold30_r": -1.0 + }, + { + "symbol": "MU", + "date": "2024-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.018203, + "strategy_rank": 95.437998, + "production_rank": 95.631399, + "structural_overlay_pass": false, + "structural_overlay_score": 90.849829, + "structural_overlay_rr": 1.611961, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.829057, + "primary_prob": 38.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.243586, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 1.179528, + "range_504_ratio": 3.252839, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.029635, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2024-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.30603, + "strategy_rank": 84.459613, + "production_rank": 86.075085, + "structural_overlay_pass": false, + "structural_overlay_score": 81.771331, + "structural_overlay_rr": 1.622519, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.573466, + "primary_prob": 33.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 89.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.360199, + "raw_level_count": 98, + "gate_level_count": 98, + "range_504_log": 1.192805, + "range_504_ratio": 3.296314, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.047996, + "hold30_r": -1.0 + }, + { + "symbol": "NRG", + "date": "2024-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.610922, + "strategy_rank": 93.31058, + "production_rank": 94.744027, + "structural_overlay_pass": false, + "structural_overlay_score": 90.006826, + "structural_overlay_rr": 1.823547, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.214963, + "primary_prob": 20.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 67.0, + "primary_rejection_count": 21, + "primary_distance_atr": 3.322444, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 1.063056, + "range_504_ratio": 2.895207, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.039407, + "hold30_r": -1.0 + }, + { + "symbol": "NTAP", + "date": "2024-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.377702, + "strategy_rank": 87.940842, + "production_rank": 89.419795, + "structural_overlay_pass": false, + "structural_overlay_score": 84.948805, + "structural_overlay_rr": 1.302129, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.914422, + "primary_prob": 11.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.871632, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.843527, + "range_504_ratio": 2.324552, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.065156, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2024-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.838453, + "strategy_rank": 97.531286, + "production_rank": 97.633675, + "structural_overlay_pass": false, + "structural_overlay_score": 92.751991, + "structural_overlay_rr": 1.434607, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.352779, + "primary_prob": 25.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.029168, + "raw_level_count": 152, + "gate_level_count": 152, + "range_504_log": 2.897388, + "range_504_ratio": 18.126735, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.024657, + "hold30_r": -1.0 + }, + { + "symbol": "NWS", + "date": "2024-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.096701, + "strategy_rank": 68.646189, + "production_rank": 74.129693, + "structural_overlay_pass": false, + "structural_overlay_score": 70.423208, + "structural_overlay_rr": 0.814561, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.395909, + "primary_prob": 19.51, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.093863, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.661973, + "range_504_ratio": 1.938614, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.067894, + "hold30_r": -1.0 + }, + { + "symbol": "NWSA", + "date": "2024-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.707622, + "strategy_rank": 65.676906, + "production_rank": 71.353811, + "structural_overlay_pass": false, + "structural_overlay_score": 67.786121, + "structural_overlay_rr": 1.634843, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.833021, + "primary_prob": 42.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.249532, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.65476, + "range_504_ratio": 1.924681, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.068164, + "hold30_r": -1.0 + }, + { + "symbol": "PGR", + "date": "2024-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.473265, + "strategy_rank": 75.551763, + "production_rank": 82.525597, + "structural_overlay_pass": false, + "structural_overlay_score": 78.399317, + "structural_overlay_rr": 1.882575, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.374154, + "primary_prob": 20.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.061231, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.732878, + "range_504_ratio": 2.081061, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.315348, + "hold30_r": 4.653892 + }, + { + "symbol": "PSX", + "date": "2024-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.480091, + "strategy_rank": 70.193402, + "production_rank": 74.288965, + "structural_overlay_pass": false, + "structural_overlay_score": 70.574516, + "structural_overlay_rr": 1.475709, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.747636, + "primary_prob": 30.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 87.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.621454, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 0.85518, + "range_504_ratio": 2.351797, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.687569, + "hold30_r": -1.0 + }, + { + "symbol": "QCOM", + "date": "2024-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.258248, + "strategy_rank": 86.678043, + "production_rank": 86.871445, + "structural_overlay_pass": false, + "structural_overlay_score": 82.527873, + "structural_overlay_rr": 1.807155, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.618586, + "primary_prob": 20.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.427879, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.821052, + "range_504_ratio": 2.272889, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.033229, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2024-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.527873, + "strategy_rank": 79.817975, + "production_rank": 81.387941, + "structural_overlay_pass": false, + "structural_overlay_score": 77.318544, + "structural_overlay_rr": 1.190566, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.776587, + "primary_prob": 37.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.16488, + "raw_level_count": 120, + "gate_level_count": 120, + "range_504_log": 1.65892, + "range_504_ratio": 5.253636, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.048183, + "hold30_r": -1.0 + }, + { + "symbol": "REGN", + "date": "2024-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.443686, + "strategy_rank": 64.846416, + "production_rank": 73.37884, + "structural_overlay_pass": false, + "structural_overlay_score": 69.709898, + "structural_overlay_rr": 1.351371, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.459632, + "primary_prob": 18.23, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.189448, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.673915, + "range_504_ratio": 1.961903, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.391267, + "hold30_r": 2.890271 + }, + { + "symbol": "RL", + "date": "2024-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.551763, + "strategy_rank": 85.108077, + "production_rank": 85.255973, + "structural_overlay_pass": false, + "structural_overlay_score": 80.993174, + "structural_overlay_rr": 1.60881, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.973418, + "primary_prob": 29.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.960127, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.848118, + "range_504_ratio": 2.335247, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.044918, + "hold30_r": -1.0 + }, + { + "symbol": "RSG", + "date": "2024-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.887372, + "strategy_rank": 56.68942, + "production_rank": 64.755404, + "structural_overlay_pass": false, + "structural_overlay_score": 61.517634, + "structural_overlay_rr": 1.762487, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.128608, + "primary_prob": 26.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.692912, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.649475, + "range_504_ratio": 1.914535, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.10245, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2024-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.521047, + "strategy_rank": 98.862344, + "production_rank": 98.748578, + "structural_overlay_pass": false, + "structural_overlay_score": 93.811149, + "structural_overlay_rr": 1.818371, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.816287, + "primary_prob": 24.38, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 62.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.72443, + "raw_level_count": 152, + "gate_level_count": 152, + "range_504_log": 3.196747, + "range_504_ratio": 24.452845, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.016764, + "hold30_r": -1.0 + }, + { + "symbol": "STX", + "date": "2024-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.970421, + "strategy_rank": 86.564278, + "production_rank": 89.032992, + "structural_overlay_pass": false, + "structural_overlay_score": 84.581342, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.223016, + "primary_prob": 42.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.834524, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.872321, + "range_504_ratio": 2.392458, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.048979, + "hold30_r": -1.0 + }, + { + "symbol": "SW", + "date": "2024-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.994312, + "strategy_rank": 88.919226, + "production_rank": 90.944255, + "structural_overlay_pass": false, + "structural_overlay_score": 86.397042, + "structural_overlay_rr": 1.615996, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.631116, + "primary_prob": 34.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.446674, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.714344, + "range_504_ratio": 2.042846, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.041505, + "hold30_r": -1.0 + }, + { + "symbol": "T", + "date": "2024-07-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.276451, + "strategy_rank": 64.914676, + "production_rank": 71.035267, + "structural_overlay_pass": false, + "structural_overlay_score": 67.483504, + "structural_overlay_rr": 1.346602, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.024326, + "primary_prob": 26.56, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 87.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.036489, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.531022, + "range_504_ratio": 1.70067, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.959139, + "hold30_r": 2.53466 + }, + { + "symbol": "TDG", + "date": "2024-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.168373, + "strategy_rank": 69.67008, + "production_rank": 75.836177, + "structural_overlay_pass": false, + "structural_overlay_score": 72.044369, + "structural_overlay_rr": 2.011485, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.325085, + "primary_prob": 29.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.987628, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 1.008388, + "range_504_ratio": 2.741178, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.163834, + "hold30_r": -1.107761 + }, + { + "symbol": "TPL", + "date": "2024-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.74289, + "strategy_rank": 93.299204, + "production_rank": 93.447099, + "structural_overlay_pass": false, + "structural_overlay_score": 88.774744, + "structural_overlay_rr": 1.095293, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.197926, + "primary_prob": 17.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 20, + "primary_distance_atr": 3.296889, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 0.771554, + "range_504_ratio": 2.163125, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.054228, + "hold30_r": -1.0 + }, + { + "symbol": "TRGP", + "date": "2024-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.515358, + "strategy_rank": 71.740614, + "production_rank": 78.998862, + "structural_overlay_pass": false, + "structural_overlay_score": 75.048919, + "structural_overlay_rr": 1.83889, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.152316, + "primary_prob": 26.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.728474, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 0.882202, + "range_504_ratio": 2.416215, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.079633, + "hold30_r": -1.499275 + }, + { + "symbol": "VRT", + "date": "2024-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.658703, + "strategy_rank": 99.078498, + "production_rank": 99.2719, + "structural_overlay_pass": false, + "structural_overlay_score": 94.308305, + "structural_overlay_rr": 2.184817, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.635774, + "primary_prob": 27.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.453661, + "raw_level_count": 133, + "gate_level_count": 133, + "range_504_log": 2.444645, + "range_504_ratio": 11.526456, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.327723, + "hold30_r": -1.308049 + }, + { + "symbol": "VST", + "date": "2024-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.431172, + "strategy_rank": 98.373151, + "production_rank": 98.725825, + "structural_overlay_pass": false, + "structural_overlay_score": 93.789534, + "structural_overlay_rr": 2.068845, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.723222, + "primary_prob": 40.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.084833, + "raw_level_count": 104, + "gate_level_count": 104, + "range_504_log": 1.64195, + "range_504_ratio": 5.165231, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.702926, + "hold30_r": 0.454399 + }, + { + "symbol": "WAB", + "date": "2024-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.030717, + "strategy_rank": 71.979522, + "production_rank": 76.996587, + "structural_overlay_pass": false, + "structural_overlay_score": 73.146758, + "structural_overlay_rr": 2.339463, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.102685, + "primary_prob": 22.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 69.0, + "primary_rejection_count": 22, + "primary_distance_atr": 3.154027, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.767053, + "range_504_ratio": 2.15341, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.056136, + "hold30_r": -1.0 + }, + { + "symbol": "WDC", + "date": "2024-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.56314, + "strategy_rank": 92.25256, + "production_rank": 93.356086, + "structural_overlay_pass": false, + "structural_overlay_score": 88.688282, + "structural_overlay_rr": 2.206366, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.812022, + "primary_prob": 41.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.218033, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 1.00906, + "range_504_ratio": 2.743021, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.038187, + "hold30_r": -1.0 + }, + { + "symbol": "WRB", + "date": "2024-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.485779, + "strategy_rank": 74.175199, + "production_rank": 78.612059, + "structural_overlay_pass": false, + "structural_overlay_score": 74.681456, + "structural_overlay_rr": 1.984489, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.002855, + "primary_prob": 23.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 21, + "primary_distance_atr": 3.004282, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.474386, + "range_504_ratio": 1.607027, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.946529, + "hold30_r": 3.624711 + }, + { + "symbol": "WSM", + "date": "2024-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.748578, + "strategy_rank": 97.41752, + "production_rank": 97.861206, + "structural_overlay_pass": false, + "structural_overlay_score": 92.968146, + "structural_overlay_rr": 1.025127, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.803184, + "primary_prob": 46.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.204776, + "raw_level_count": 91, + "gate_level_count": 91, + "range_504_log": 1.160331, + "range_504_ratio": 3.190991, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.031643, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2024-07-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.377423, + "strategy_rank": 96.182419, + "production_rank": 96.580754, + "structural_overlay_pass": false, + "structural_overlay_score": 91.751716, + "structural_overlay_rr": 1.585041, + "structural_overlay_sources": [ + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.771693, + "primary_prob": 24.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.657539, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 1.334908, + "range_504_ratio": 3.799646, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.746717, + "hold30_r": 1.373945 + }, + { + "symbol": "HOOD", + "date": "2024-07-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.868871, + "strategy_rank": 95.417321, + "production_rank": 95.234505, + "structural_overlay_pass": false, + "structural_overlay_score": 90.472779, + "structural_overlay_rr": 1.763863, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.678347, + "primary_prob": 21.91, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 39.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.517521, + "raw_level_count": 118, + "gate_level_count": 118, + "range_504_log": 1.190532, + "range_504_ratio": 3.28883, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.025083, + "hold30_r": -1.0 + }, + { + "symbol": "ACGL", + "date": "2024-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.281642, + "strategy_rank": 69.467537, + "production_rank": 76.072238, + "structural_overlay_pass": false, + "structural_overlay_score": 72.268626, + "structural_overlay_rr": 1.744317, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.033591, + "primary_prob": 48.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.550387, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 0.927579, + "range_504_ratio": 2.52838, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.973649, + "hold30_r": 4.531018 + }, + { + "symbol": "AIZ", + "date": "2024-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.062714, + "strategy_rank": 62.140711, + "production_rank": 69.781378, + "structural_overlay_pass": false, + "structural_overlay_score": 66.292309, + "structural_overlay_rr": 1.750759, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.74101, + "primary_prob": 48.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 61, + "primary_distance_atr": 2.611515, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.595192, + "range_504_ratio": 1.813379, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.071786, + "hold30_r": -1.0 + }, + { + "symbol": "ALL", + "date": "2024-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.04447, + "strategy_rank": 71.452313, + "production_rank": 78.649699, + "structural_overlay_pass": false, + "structural_overlay_score": 74.717214, + "structural_overlay_rr": 1.479557, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.474452, + "primary_prob": 32.94, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.211678, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.581684, + "range_504_ratio": 1.789049, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.417175, + "hold30_r": 2.507071 + }, + { + "symbol": "AMAT", + "date": "2024-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.606613, + "strategy_rank": 86.046953, + "production_rank": 85.56684, + "structural_overlay_pass": false, + "structural_overlay_score": 81.288498, + "structural_overlay_rr": 2.023594, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.681568, + "primary_prob": 46.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.022353, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 1.280379, + "range_504_ratio": 3.598003, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.030289, + "hold30_r": -1.0 + }, + { + "symbol": "AMGN", + "date": "2024-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.202965, + "strategy_rank": 77.938886, + "production_rank": 80.693579, + "structural_overlay_pass": false, + "structural_overlay_score": 76.6589, + "structural_overlay_rr": 0.688975, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.418188, + "primary_prob": 34.05, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.127282, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.493675, + "range_504_ratio": 1.638326, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.065578, + "hold30_r": -1.0 + }, + { + "symbol": "AMZN", + "date": "2024-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.212087, + "strategy_rank": 73.846866, + "production_rank": 76.635273, + "structural_overlay_pass": false, + "structural_overlay_score": 72.803509, + "structural_overlay_rr": 1.322632, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.322632, + "primary_prob": 25.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.983947, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.904556, + "range_504_ratio": 2.470834, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -2.826914, + "hold30_r": -2.775605 + }, + { + "symbol": "ANET", + "date": "2024-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.921323, + "strategy_rank": 95.077272, + "production_rank": 95.691956, + "structural_overlay_pass": false, + "structural_overlay_score": 90.907358, + "structural_overlay_rr": 1.506258, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.005123, + "primary_prob": 30.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.507685, + "raw_level_count": 119, + "gate_level_count": 119, + "range_504_log": 1.343965, + "range_504_ratio": 3.834216, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.332332, + "hold30_r": -1.298447 + }, + { + "symbol": "APH", + "date": "2024-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.737742, + "strategy_rank": 78.431454, + "production_rank": 82.200217, + "structural_overlay_pass": false, + "structural_overlay_score": 78.090206, + "structural_overlay_rr": 1.852955, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.288272, + "primary_prob": 26.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.932408, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.776112, + "range_504_ratio": 2.173006, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.16016, + "hold30_r": -1.123691 + }, + { + "symbol": "APP", + "date": "2024-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.973774, + "strategy_rank": 98.734945, + "production_rank": 98.814555, + "structural_overlay_pass": false, + "structural_overlay_score": 93.873827, + "structural_overlay_rr": 1.009413, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.086, + "primary_prob": 20.2, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 59.0, + "primary_rejection_count": 24, + "primary_distance_atr": 3.129, + "raw_level_count": 139, + "gate_level_count": 139, + "range_504_log": 2.308148, + "range_504_ratio": 10.055788, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.221681, + "hold30_r": -1.193686 + }, + { + "symbol": "AVGO", + "date": "2024-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.562144, + "strategy_rank": 91.97505, + "production_rank": 91.837414, + "structural_overlay_pass": false, + "structural_overlay_score": 87.245544, + "structural_overlay_rr": 0.91049, + "structural_overlay_sources": [ + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.191108, + "primary_prob": 25.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.786662, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 1.495286, + "range_504_ratio": 4.460612, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.027927, + "hold30_r": -1.0 + }, + { + "symbol": "AXON", + "date": "2024-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.106043, + "strategy_rank": 85.061246, + "production_rank": 87.076179, + "structural_overlay_pass": false, + "structural_overlay_score": 82.72237, + "structural_overlay_rr": 2.060765, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.250398, + "primary_prob": 35.53, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 65.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.875597, + "raw_level_count": 95, + "gate_level_count": 95, + "range_504_log": 1.13422, + "range_504_ratio": 3.108749, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.048094, + "hold30_r": -1.0 + }, + { + "symbol": "BSX", + "date": "2024-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.790194, + "strategy_rank": 67.909172, + "production_rank": 75.869513, + "structural_overlay_pass": false, + "structural_overlay_score": 72.076037, + "structural_overlay_rr": 1.680394, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.690277, + "primary_prob": 25.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.535416, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.744023, + "range_504_ratio": 2.104385, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.627868, + "hold30_r": 4.202568 + }, + { + "symbol": "C", + "date": "2024-07-31", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.299886, + "strategy_rank": 67.502175, + "production_rank": 72.101412, + "structural_overlay_pass": false, + "structural_overlay_score": 68.496342, + "structural_overlay_rr": 0.922223, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.04091, + "primary_prob": 28.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 3.061365, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.57466, + "range_504_ratio": 1.776526, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.056715, + "hold30_r": -1.0 + }, + { + "symbol": "CMG", + "date": "2024-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.614595, + "strategy_rank": 85.621333, + "production_rank": 88.285754, + "structural_overlay_pass": false, + "structural_overlay_score": 83.871466, + "structural_overlay_rr": 2.151626, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.538508, + "primary_prob": 26.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.307762, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 0.946485, + "range_504_ratio": 2.576637, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.038425, + "hold30_r": -1.0 + }, + { + "symbol": "COHR", + "date": "2024-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.431015, + "strategy_rank": 89.647496, + "production_rank": 88.575336, + "structural_overlay_pass": false, + "structural_overlay_score": 84.146569, + "structural_overlay_rr": 0.746367, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.837284, + "primary_prob": 54.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.255925, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 1.124392, + "range_504_ratio": 3.078345, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.587684, + "hold30_r": -1.560732 + }, + { + "symbol": "COIN", + "date": "2024-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.289624, + "strategy_rank": 98.49522, + "production_rank": 98.426688, + "structural_overlay_pass": false, + "structural_overlay_score": 93.505353, + "structural_overlay_rr": 1.661666, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.672957, + "primary_prob": 34.2, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.509436, + "raw_level_count": 140, + "gate_level_count": 140, + "range_504_log": 2.195568, + "range_504_ratio": 8.985103, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.018983, + "hold30_r": -1.0 + }, + { + "symbol": "COST", + "date": "2024-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.334094, + "strategy_rank": 70.118376, + "production_rank": 77.190282, + "structural_overlay_pass": false, + "structural_overlay_score": 73.330768, + "structural_overlay_rr": 0.799305, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.577701, + "primary_prob": 25.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.366551, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.694118, + "range_504_ratio": 2.001942, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.11469, + "hold30_r": -1.043229 + }, + { + "symbol": "CRWD", + "date": "2024-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.605473, + "strategy_rank": 96.92292, + "production_rank": 97.150438, + "structural_overlay_pass": false, + "structural_overlay_score": 92.292916, + "structural_overlay_rr": 1.226518, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.257701, + "primary_prob": 26.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 3.386552, + "raw_level_count": 111, + "gate_level_count": 111, + "range_504_log": 1.462771, + "range_504_ratio": 4.317909, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.194834, + "hold30_r": -1.176889 + }, + { + "symbol": "CVNA", + "date": "2024-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.745724, + "strategy_rank": 98.951164, + "production_rank": 98.882684, + "structural_overlay_pass": false, + "structural_overlay_score": 93.93855, + "structural_overlay_rr": 1.053721, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.764983, + "primary_prob": 29.74, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 10.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.647474, + "raw_level_count": 166, + "gate_level_count": 166, + "range_504_log": 3.725184, + "range_504_ratio": 41.478873, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.073779, + "hold30_r": -1.053721 + }, + { + "symbol": "DECK", + "date": "2024-07-31", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 95.324971, + "strategy_rank": 93.686478, + "production_rank": 94.232642, + "structural_overlay_pass": true, + "structural_overlay_score": 94.52101, + "structural_overlay_rr": 2.258621, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.204131, + "primary_prob": 24.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 9, + "primary_distance_atr": 3.306197, + "raw_level_count": 115, + "gate_level_count": 115, + "range_504_log": 1.310129, + "range_504_ratio": 3.706651, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.035117, + "hold30_r": -1.0 + }, + { + "symbol": "DELL", + "date": "2024-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.201824, + "strategy_rank": 99.065423, + "production_rank": 99.11089, + "structural_overlay_pass": false, + "structural_overlay_score": 94.155346, + "structural_overlay_rr": 1.738906, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.712917, + "primary_prob": 46.14, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 34.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.069375, + "raw_level_count": 106, + "gate_level_count": 106, + "range_504_log": 1.697968, + "range_504_ratio": 5.462836, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.285499, + "hold30_r": -1.261557 + }, + { + "symbol": "DVA", + "date": "2024-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.193843, + "strategy_rank": 83.773503, + "production_rank": 85.913616, + "structural_overlay_pass": false, + "structural_overlay_score": 81.617935, + "structural_overlay_rr": 1.554469, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.974153, + "primary_prob": 50.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.46123, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.818037, + "range_504_ratio": 2.266046, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.925764, + "hold30_r": 3.722495 + }, + { + "symbol": "ECL", + "date": "2024-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.124287, + "strategy_rank": 67.788368, + "production_rank": 72.900341, + "structural_overlay_pass": false, + "structural_overlay_score": 69.255324, + "structural_overlay_rr": 1.439446, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.754141, + "primary_prob": 24.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.631211, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.64195, + "range_504_ratio": 1.900183, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.692782, + "hold30_r": 2.659804 + }, + { + "symbol": "EME", + "date": "2024-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.667047, + "strategy_rank": 90.030714, + "production_rank": 91.909492, + "structural_overlay_pass": false, + "structural_overlay_score": 87.314017, + "structural_overlay_rr": 1.043453, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.893532, + "primary_prob": 49.4, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 9.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.340298, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 1.270343, + "range_504_ratio": 3.562074, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.031352, + "hold30_r": -1.0 + }, + { + "symbol": "ETN", + "date": "2024-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.825542, + "strategy_rank": 82.952367, + "production_rank": 84.910092, + "structural_overlay_pass": false, + "structural_overlay_score": 80.664587, + "structural_overlay_rr": 1.714564, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.756012, + "primary_prob": 57.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 1.134018, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.977715, + "range_504_ratio": 2.658375, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.037401, + "hold30_r": -1.0 + }, + { + "symbol": "FANG", + "date": "2024-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.877993, + "strategy_rank": 79.366304, + "production_rank": 83.203533, + "structural_overlay_pass": false, + "structural_overlay_score": 79.043357, + "structural_overlay_rr": 0.998008, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.937821, + "primary_prob": 41.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.406732, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.65905, + "range_504_ratio": 1.932955, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.125622, + "hold30_r": -1.066585 + }, + { + "symbol": "FICO", + "date": "2024-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.096921, + "strategy_rank": 88.743244, + "production_rank": 90.861136, + "structural_overlay_pass": false, + "structural_overlay_score": 86.318079, + "structural_overlay_rr": 0.936375, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.967716, + "primary_prob": 45.4, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.451574, + "raw_level_count": 108, + "gate_level_count": 108, + "range_504_log": 1.447662, + "range_504_ratio": 4.253158, + "range_factor_pass": true, + "outcome": "ambiguous", + "net_r": -1.053364, + "hold30_r": -1.0 + }, + { + "symbol": "GDDY", + "date": "2024-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.123147, + "strategy_rank": 74.154085, + "production_rank": 81.477105, + "structural_overlay_pass": false, + "structural_overlay_score": 77.40325, + "structural_overlay_rr": 0.825409, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.825409, + "primary_prob": 35.39, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.238113, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.83301, + "range_504_ratio": 2.300232, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.073767, + "hold30_r": -1.0 + }, + { + "symbol": "GE", + "date": "2024-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.440137, + "strategy_rank": 85.213791, + "production_rank": 84.289239, + "structural_overlay_pass": false, + "structural_overlay_score": 80.074777, + "structural_overlay_rr": 0.819651, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.693598, + "primary_prob": 58.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.040397, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 1.069758, + "range_504_ratio": 2.914674, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.042071, + "hold30_r": -1.0 + }, + { + "symbol": "GRMN", + "date": "2024-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.018244, + "strategy_rank": 83.47883, + "production_rank": 86.325301, + "structural_overlay_pass": false, + "structural_overlay_score": 82.009036, + "structural_overlay_rr": 0.754736, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.518395, + "primary_prob": 32.5, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 3.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.277592, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.856032, + "range_504_ratio": 2.353803, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.068835, + "hold30_r": -1.0 + }, + { + "symbol": "HLT", + "date": "2024-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.580388, + "strategy_rank": 63.665725, + "production_rank": 70.303946, + "structural_overlay_pass": false, + "structural_overlay_score": 66.788748, + "structural_overlay_rr": 0.781427, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.675974, + "primary_prob": 14.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.513961, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.676949, + "range_504_ratio": 1.967865, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.063428, + "hold30_r": -1.0 + }, + { + "symbol": "IBKR", + "date": "2024-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.474344, + "strategy_rank": 76.89605, + "production_rank": 82.088815, + "structural_overlay_pass": false, + "structural_overlay_score": 77.984374, + "structural_overlay_rr": 1.623111, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.384795, + "primary_prob": 27.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.077193, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.84606, + "range_504_ratio": 2.330447, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.055804, + "hold30_r": -1.0 + }, + { + "symbol": "IP", + "date": "2024-07-31", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.957811, + "strategy_rank": 80.485957, + "production_rank": 80.643242, + "structural_overlay_pass": false, + "structural_overlay_score": 76.61108, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 2.061675, + "primary_prob": 28.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 11, + "primary_distance_atr": 3.092513, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.491154, + "range_504_ratio": 1.634201, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.414336, + "hold30_r": -1.363237 + }, + { + "symbol": "KLAC", + "date": "2024-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.659065, + "strategy_rank": 86.766129, + "production_rank": 86.730441, + "structural_overlay_pass": false, + "structural_overlay_score": 82.393919, + "structural_overlay_rr": 0.991622, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.024503, + "primary_prob": 45.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.536755, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 1.276015, + "range_504_ratio": 3.582334, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.030512, + "hold30_r": -1.0 + }, + { + "symbol": "LDOS", + "date": "2024-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.895097, + "strategy_rank": 73.584427, + "production_rank": 81.021317, + "structural_overlay_pass": false, + "structural_overlay_score": 76.970251, + "structural_overlay_rr": 0.715952, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.355547, + "primary_prob": 23.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.033321, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.707988, + "range_504_ratio": 2.029903, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.298975, + "hold30_r": 1.898158 + }, + { + "symbol": "LLY", + "date": "2024-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.061574, + "strategy_rank": 87.880004, + "production_rank": 91.27386, + "structural_overlay_pass": false, + "structural_overlay_score": 86.710167, + "structural_overlay_rr": 1.814965, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.807029, + "primary_prob": 37.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.210543, + "raw_level_count": 104, + "gate_level_count": 104, + "range_504_log": 1.181827, + "range_504_ratio": 3.260327, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.766263, + "hold30_r": -1.172641 + }, + { + "symbol": "META", + "date": "2024-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.457241, + "strategy_rank": 88.589089, + "production_rank": 88.211806, + "structural_overlay_pass": false, + "structural_overlay_score": 83.801216, + "structural_overlay_rr": 1.713462, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.295863, + "primary_prob": 41.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.943794, + "raw_level_count": 100, + "gate_level_count": 100, + "range_504_log": 1.8184, + "range_504_ratio": 6.161993, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.254677, + "hold30_r": -1.018519 + }, + { + "symbol": "MPC", + "date": "2024-07-31", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.255416, + "strategy_rank": 79.170591, + "production_rank": 82.198866, + "structural_overlay_pass": false, + "structural_overlay_score": 78.088923, + "structural_overlay_rr": 2.57553, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.070547, + "primary_prob": 26.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 13, + "primary_distance_atr": 3.10582, + "raw_level_count": 116, + "gate_level_count": 116, + "range_504_log": 0.917581, + "range_504_ratio": 2.503227, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.0517, + "hold30_r": -1.0 + }, + { + "symbol": "MRK", + "date": "2024-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.159635, + "strategy_rank": 69.471653, + "production_rank": 73.034314, + "structural_overlay_pass": false, + "structural_overlay_score": 69.382598, + "structural_overlay_rr": 2.261003, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.250439, + "primary_prob": 26.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 59, + "primary_distance_atr": 3.375658, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.465542, + "range_504_ratio": 1.592877, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.042685, + "hold30_r": 0.399947 + }, + { + "symbol": "MSTR", + "date": "2024-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.885975, + "strategy_rank": 99.886014, + "production_rank": 99.886001, + "structural_overlay_pass": true, + "structural_overlay_score": 99.891701, + "structural_overlay_rr": 2.15407, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.893274, + "primary_prob": 26.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.839911, + "raw_level_count": 147, + "gate_level_count": 147, + "range_504_log": 2.713565, + "range_504_ratio": 15.082956, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.018037, + "hold30_r": -1.0 + }, + { + "symbol": "MU", + "date": "2024-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.184721, + "strategy_rank": 94.015865, + "production_rank": 94.07215, + "structural_overlay_pass": false, + "structural_overlay_score": 89.368543, + "structural_overlay_rr": 1.584129, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.285254, + "primary_prob": 38.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 82.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.927881, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 1.179528, + "range_504_ratio": 3.252839, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.027922, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2024-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.535918, + "strategy_rank": 81.245302, + "production_rank": 84.342174, + "structural_overlay_pass": false, + "structural_overlay_score": 80.125065, + "structural_overlay_rr": 1.949566, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.899478, + "primary_prob": 28.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 89.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.849217, + "raw_level_count": 98, + "gate_level_count": 98, + "range_504_log": 1.192332, + "range_504_ratio": 3.294757, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.643522, + "hold30_r": -1.595099 + }, + { + "symbol": "NRG", + "date": "2024-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.833523, + "strategy_rank": 92.948159, + "production_rank": 94.576614, + "structural_overlay_pass": false, + "structural_overlay_score": 89.847783, + "structural_overlay_rr": 1.522586, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.903653, + "primary_prob": 23.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 66.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.85548, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 1.063056, + "range_504_ratio": 2.895207, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.038885, + "hold30_r": -1.0 + }, + { + "symbol": "NTAP", + "date": "2024-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.412771, + "strategy_rank": 89.221058, + "production_rank": 90.951629, + "structural_overlay_pass": false, + "structural_overlay_score": 86.404048, + "structural_overlay_rr": 1.864428, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.417871, + "primary_prob": 19.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.126807, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.843527, + "range_504_ratio": 2.324552, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.058965, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2024-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.517674, + "strategy_rank": 98.176495, + "production_rank": 98.290221, + "structural_overlay_pass": false, + "structural_overlay_score": 93.37571, + "structural_overlay_rr": 0.76071, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.724792, + "primary_prob": 45.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.087188, + "raw_level_count": 154, + "gate_level_count": 154, + "range_504_log": 2.897388, + "range_504_ratio": 18.126735, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.275146, + "hold30_r": -1.25303 + }, + { + "symbol": "NWS", + "date": "2024-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.632839, + "strategy_rank": 68.485129, + "production_rank": 74.201032, + "structural_overlay_pass": false, + "structural_overlay_score": 70.490981, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.130815, + "primary_prob": 25.72, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.696222, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.661973, + "range_504_ratio": 1.938614, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.229735, + "hold30_r": -1.156515 + }, + { + "symbol": "PANW", + "date": "2024-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.922463, + "strategy_rank": 87.208139, + "production_rank": 86.112913, + "structural_overlay_pass": false, + "structural_overlay_score": 81.807268, + "structural_overlay_rr": 0.72463, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.08589, + "primary_prob": 37.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.628835, + "raw_level_count": 93, + "gate_level_count": 93, + "range_504_log": 1.057912, + "range_504_ratio": 2.880351, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.308275, + "hold30_r": -1.264632 + }, + { + "symbol": "PGR", + "date": "2024-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.693273, + "strategy_rank": 74.074812, + "production_rank": 81.614299, + "structural_overlay_pass": false, + "structural_overlay_score": 77.533584, + "structural_overlay_rr": 2.214085, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.667794, + "primary_prob": 14.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.501691, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.732878, + "range_504_ratio": 2.081061, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.605082, + "hold30_r": 5.178221 + }, + { + "symbol": "PSX", + "date": "2024-07-31", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.150513, + "strategy_rank": 72.743628, + "production_rank": 76.545923, + "structural_overlay_pass": false, + "structural_overlay_score": 72.718627, + "structural_overlay_rr": 2.648999, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.68204, + "primary_prob": 22.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 12, + "primary_distance_atr": 4.02306, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 0.85518, + "range_504_ratio": 2.351797, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.054284, + "hold30_r": -1.0 + }, + { + "symbol": "QCOM", + "date": "2024-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.974914, + "strategy_rank": 86.594741, + "production_rank": 86.388132, + "structural_overlay_pass": false, + "structural_overlay_score": 82.068725, + "structural_overlay_rr": 1.670463, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.95019, + "primary_prob": 44.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 71.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.425285, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.821052, + "range_504_ratio": 2.272889, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.030499, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2024-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.870011, + "strategy_rank": 78.869372, + "production_rank": 79.869585, + "structural_overlay_pass": false, + "structural_overlay_score": 75.876106, + "structural_overlay_rr": 0.805109, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.814562, + "primary_prob": 38.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.221842, + "raw_level_count": 120, + "gate_level_count": 120, + "range_504_log": 1.614179, + "range_504_ratio": 5.023761, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.041789, + "hold30_r": -1.0 + }, + { + "symbol": "RL", + "date": "2024-07-31", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.729761, + "strategy_rank": 81.488053, + "production_rank": 81.235289, + "structural_overlay_pass": false, + "structural_overlay_score": 77.173525, + "structural_overlay_rr": 1.605692, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.162234, + "primary_prob": 22.71, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 3.243351, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.848118, + "range_504_ratio": 2.335247, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.203596, + "hold30_r": -1.157407 + }, + { + "symbol": "SMCI", + "date": "2024-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.149373, + "strategy_rank": 97.902055, + "production_rank": 97.651161, + "structural_overlay_pass": false, + "structural_overlay_score": 92.768603, + "structural_overlay_rr": 2.055062, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.676606, + "primary_prob": 29.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 77.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.514909, + "raw_level_count": 153, + "gate_level_count": 153, + "range_504_log": 3.196349, + "range_504_ratio": 24.443119, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.017544, + "hold30_r": -1.0 + }, + { + "symbol": "STX", + "date": "2024-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.246294, + "strategy_rank": 86.406119, + "production_rank": 88.352844, + "structural_overlay_pass": false, + "structural_overlay_score": 83.935202, + "structural_overlay_rr": 1.154384, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.698392, + "primary_prob": 29.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 79.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.547588, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.872321, + "range_504_ratio": 2.392458, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.382513, + "hold30_r": -1.341418 + }, + { + "symbol": "SW", + "date": "2024-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.27252, + "strategy_rank": 87.944523, + "production_rank": 89.720522, + "structural_overlay_pass": false, + "structural_overlay_score": 85.234496, + "structural_overlay_rr": 1.536004, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.575507, + "primary_prob": 35.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 93, + "primary_distance_atr": 2.36326, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.714344, + "range_504_ratio": 2.042846, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.035856, + "hold30_r": -1.0 + }, + { + "symbol": "T", + "date": "2024-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.965792, + "strategy_rank": 68.203845, + "production_rank": 75.457828, + "structural_overlay_pass": false, + "structural_overlay_score": 71.684936, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.908231, + "primary_prob": 27.67, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 85.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.862347, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.531022, + "range_504_ratio": 1.70067, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.066788, + "hold30_r": -1.0 + }, + { + "symbol": "TDG", + "date": "2024-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.290764, + "strategy_rank": 68.484856, + "production_rank": 74.086825, + "structural_overlay_pass": false, + "structural_overlay_score": 70.382484, + "structural_overlay_rr": 1.679827, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.833085, + "primary_prob": 58.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.249628, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 1.008388, + "range_504_ratio": 2.741178, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.057237, + "hold30_r": -1.0 + }, + { + "symbol": "TPL", + "date": "2024-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.95667, + "strategy_rank": 93.207027, + "production_rank": 93.456908, + "structural_overlay_pass": false, + "structural_overlay_score": 88.784063, + "structural_overlay_rr": 1.456868, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.456868, + "primary_prob": 39.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.185303, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 0.771554, + "range_504_ratio": 2.163125, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.057025, + "hold30_r": -1.0 + }, + { + "symbol": "TT", + "date": "2024-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.702395, + "strategy_rank": 80.301699, + "production_rank": 84.435264, + "structural_overlay_pass": false, + "structural_overlay_score": 80.213501, + "structural_overlay_rr": 0.849211, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.799952, + "primary_prob": 40.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.199928, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.926976, + "range_504_ratio": 2.526857, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.047474, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2024-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.429875, + "strategy_rank": 98.985878, + "production_rank": 99.133877, + "structural_overlay_pass": false, + "structural_overlay_score": 94.177183, + "structural_overlay_rr": 1.644787, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.531295, + "primary_prob": 32.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 78.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.296942, + "raw_level_count": 135, + "gate_level_count": 135, + "range_504_log": 2.444645, + "range_504_ratio": 11.526456, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.266495, + "hold30_r": -1.247895 + }, + { + "symbol": "VST", + "date": "2024-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.657925, + "strategy_rank": 98.701322, + "production_rank": 99.020189, + "structural_overlay_pass": false, + "structural_overlay_score": 94.06918, + "structural_overlay_rr": 1.510269, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.994551, + "primary_prob": 37.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.491826, + "raw_level_count": 105, + "gate_level_count": 105, + "range_504_log": 1.64195, + "range_504_ratio": 5.165231, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.020753, + "hold30_r": -1.0 + }, + { + "symbol": "VZ", + "date": "2024-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.378563, + "strategy_rank": 64.429459, + "production_rank": 71.07916, + "structural_overlay_pass": false, + "structural_overlay_score": 67.525202, + "structural_overlay_rr": 1.171924, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.734633, + "primary_prob": 24.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.601949, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.433765, + "range_504_ratio": 1.543056, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.66535, + "hold30_r": 2.855433 + }, + { + "symbol": "WAB", + "date": "2024-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.641961, + "strategy_rank": 68.459168, + "production_rank": 72.853432, + "structural_overlay_pass": false, + "structural_overlay_score": 69.210761, + "structural_overlay_rr": 1.702986, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.162044, + "primary_prob": 58.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 92.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.743066, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.767053, + "range_504_ratio": 2.15341, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.183561, + "hold30_r": -1.124441 + }, + { + "symbol": "WDC", + "date": "2024-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.640821, + "strategy_rank": 92.216684, + "production_rank": 93.02473, + "structural_overlay_pass": false, + "structural_overlay_score": 88.373493, + "structural_overlay_rr": 1.763121, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.308561, + "primary_prob": 25.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.462841, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 1.00906, + "range_504_ratio": 2.743021, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.583073, + "hold30_r": -1.552055 + }, + { + "symbol": "WFC", + "date": "2024-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.352338, + "strategy_rank": 71.330691, + "production_rank": 75.337906, + "structural_overlay_pass": false, + "structural_overlay_score": 71.571011, + "structural_overlay_rr": 0.911566, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.627253, + "primary_prob": 15.16, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.440879, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.573501, + "range_504_ratio": 1.774468, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.060163, + "hold30_r": -1.0 + }, + { + "symbol": "WM", + "date": "2024-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.053592, + "strategy_rank": 68.86371, + "production_rank": 75.593671, + "structural_overlay_pass": false, + "structural_overlay_score": 71.813987, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.75487, + "primary_prob": 32.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.632305, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.416796, + "range_504_ratio": 1.517093, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.070555, + "hold30_r": 0.905182 + }, + { + "symbol": "WMB", + "date": "2024-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.387685, + "strategy_rank": 59.380719, + "production_rank": 66.383041, + "structural_overlay_pass": false, + "structural_overlay_score": 63.063889, + "structural_overlay_rr": 1.766454, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.352782, + "primary_prob": 20.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.029172, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.51527, + "range_504_ratio": 1.674091, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.071683, + "hold30_r": -1.0 + }, + { + "symbol": "WMT", + "date": "2024-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.22919, + "strategy_rank": 62.632187, + "production_rank": 70.831188, + "structural_overlay_pass": false, + "structural_overlay_score": 67.289629, + "structural_overlay_rr": 1.326299, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.353411, + "primary_prob": 24.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.030117, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.536576, + "range_504_ratio": 1.710141, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.100594, + "hold30_r": -1.0 + }, + { + "symbol": "WRB", + "date": "2024-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.483466, + "strategy_rank": 72.359839, + "production_rank": 77.734381, + "structural_overlay_pass": false, + "structural_overlay_score": 73.847662, + "structural_overlay_rr": 2.0, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.975538, + "primary_prob": 26.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.963306, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.474386, + "range_504_ratio": 1.607027, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.916258, + "hold30_r": 1.424731 + }, + { + "symbol": "WSM", + "date": "2024-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.465222, + "strategy_rank": 95.475542, + "production_rank": 95.805435, + "structural_overlay_pass": false, + "structural_overlay_score": 91.015164, + "structural_overlay_rr": 1.974021, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.636644, + "primary_prob": 30.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.454966, + "raw_level_count": 93, + "gate_level_count": 93, + "range_504_log": 1.160331, + "range_504_ratio": 3.190991, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.030698, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2024-08-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.465681, + "strategy_rank": 96.896863, + "production_rank": 97.086469, + "structural_overlay_pass": false, + "structural_overlay_score": 92.232145, + "structural_overlay_rr": 1.623198, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.545206, + "primary_prob": 32.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 82.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.317809, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 1.282899, + "range_504_ratio": 3.607083, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.02022, + "hold30_r": 1.077232 + }, + { + "symbol": "HOOD", + "date": "2024-08-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.620908, + "strategy_rank": 96.970079, + "production_rank": 96.853689, + "structural_overlay_pass": false, + "structural_overlay_score": 92.011004, + "structural_overlay_rr": 1.770381, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.63068, + "primary_prob": 26.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.44602, + "raw_level_count": 118, + "gate_level_count": 118, + "range_504_log": 1.190532, + "range_504_ratio": 3.28883, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.614076, + "hold30_r": 2.768934 + }, + { + "symbol": "ACGL", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.961985, + "strategy_rank": 69.263263, + "production_rank": 75.49617, + "structural_overlay_pass": false, + "structural_overlay_score": 71.721362, + "structural_overlay_rr": 1.232766, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.892915, + "primary_prob": 13.48, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 13.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.839373, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 0.927579, + "range_504_ratio": 2.52838, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.83922, + "hold30_r": 4.05486 + }, + { + "symbol": "ALL", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.931362, + "strategy_rank": 75.217776, + "production_rank": 81.788972, + "structural_overlay_pass": false, + "structural_overlay_score": 77.699523, + "structural_overlay_rr": 1.369869, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.444839, + "primary_prob": 33.52, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.167258, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.586867, + "range_504_ratio": 1.798345, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.396464, + "hold30_r": 2.835824 + }, + { + "symbol": "AMAT", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.906019, + "strategy_rank": 88.081049, + "production_rank": 87.689372, + "structural_overlay_pass": false, + "structural_overlay_score": 83.304904, + "structural_overlay_rr": 2.168061, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.636953, + "primary_prob": 34.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.45543, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 1.280379, + "range_504_ratio": 3.598003, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.615162, + "hold30_r": 1.110887 + }, + { + "symbol": "ANET", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.409715, + "strategy_rank": 94.923509, + "production_rank": 95.418911, + "structural_overlay_pass": false, + "structural_overlay_score": 90.647966, + "structural_overlay_rr": 1.55564, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.899874, + "primary_prob": 35.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.34981, + "raw_level_count": 120, + "gate_level_count": 120, + "range_504_log": 1.343965, + "range_504_ratio": 3.834216, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.874809, + "hold30_r": 2.448657 + }, + { + "symbol": "APH", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.179514, + "strategy_rank": 80.688951, + "production_rank": 83.852472, + "structural_overlay_pass": false, + "structural_overlay_score": 79.659849, + "structural_overlay_rr": 1.826007, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.018934, + "primary_prob": 36.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.528401, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.776112, + "range_504_ratio": 2.173006, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.987959, + "hold30_r": 1.35428 + }, + { + "symbol": "APP", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.260824, + "strategy_rank": 98.944602, + "production_rank": 99.050009, + "structural_overlay_pass": false, + "structural_overlay_score": 94.097509, + "structural_overlay_rr": 1.836163, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.133973, + "primary_prob": 27.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 3.20096, + "raw_level_count": 139, + "gate_level_count": 139, + "range_504_log": 2.308148, + "range_504_ratio": 10.055788, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.113878, + "hold30_r": 8.495398 + }, + { + "symbol": "AVGO", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.769799, + "strategy_rank": 93.866708, + "production_rank": 93.834405, + "structural_overlay_pass": false, + "structural_overlay_score": 89.142685, + "structural_overlay_rr": 1.830527, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.680648, + "primary_prob": 42.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.020971, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 1.495286, + "range_504_ratio": 4.460612, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.66074, + "hold30_r": 2.275375 + }, + { + "symbol": "AXP", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.694826, + "strategy_rank": 71.414226, + "production_rank": 76.507759, + "structural_overlay_pass": false, + "structural_overlay_score": 72.682371, + "structural_overlay_rr": 1.203725, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.922003, + "primary_prob": 51.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.383005, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.673593, + "range_504_ratio": 1.961271, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.875512, + "hold30_r": 4.058846 + }, + { + "symbol": "BK", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.203801, + "strategy_rank": 60.545193, + "production_rank": 67.431396, + "structural_overlay_pass": false, + "structural_overlay_score": 64.059826, + "structural_overlay_rr": 2.02108, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.392414, + "primary_prob": 26.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.088621, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.598603, + "range_504_ratio": 1.819575, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.332753, + "hold30_r": 4.844441 + }, + { + "symbol": "BSX", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.508976, + "strategy_rank": 69.067675, + "production_rank": 77.548109, + "structural_overlay_pass": false, + "structural_overlay_score": 73.670703, + "structural_overlay_rr": 1.660193, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.670087, + "primary_prob": 25.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.50513, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.744023, + "range_504_ratio": 2.104385, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.610008, + "hold30_r": 4.042995 + }, + { + "symbol": "C", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.017951, + "strategy_rank": 77.597376, + "production_rank": 81.404235, + "structural_overlay_pass": false, + "structural_overlay_score": 77.334023, + "structural_overlay_rr": 1.667958, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.146105, + "primary_prob": 27.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 3.219157, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.57466, + "range_504_ratio": 1.776526, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.110769, + "hold30_r": 2.17583 + }, + { + "symbol": "CASY", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.558606, + "strategy_rank": 88.560645, + "production_rank": 90.226632, + "structural_overlay_pass": false, + "structural_overlay_score": 85.7153, + "structural_overlay_rr": 0.896839, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.901506, + "primary_prob": 44.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 59.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.352259, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.709816, + "range_504_ratio": 2.033617, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.851643, + "hold30_r": -1.0 + }, + { + "symbol": "CB", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.272439, + "strategy_rank": 64.472986, + "production_rank": 71.73947, + "structural_overlay_pass": false, + "structural_overlay_score": 68.152497, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.474392, + "primary_prob": 18.54, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.211587, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.469507, + "range_504_ratio": 1.599206, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.410168, + "hold30_r": 3.005583 + }, + { + "symbol": "CMG", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.347413, + "strategy_rank": 86.165974, + "production_rank": 88.559787, + "structural_overlay_pass": false, + "structural_overlay_score": 84.131798, + "structural_overlay_rr": 2.0759, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.544939, + "primary_prob": 26.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.317408, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 0.946485, + "range_504_ratio": 2.576637, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.03288, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.627244, + "strategy_rank": 98.754261, + "production_rank": 98.711922, + "structural_overlay_pass": false, + "structural_overlay_score": 93.776326, + "structural_overlay_rr": 1.727354, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.934315, + "primary_prob": 30.32, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 65, + "primary_distance_atr": 2.901473, + "raw_level_count": 140, + "gate_level_count": 140, + "range_504_log": 2.195568, + "range_504_ratio": 8.985103, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.013038, + "hold30_r": -1.0 + }, + { + "symbol": "COST", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.297782, + "strategy_rank": 73.381865, + "production_rank": 80.353838, + "structural_overlay_pass": false, + "structural_overlay_score": 76.336146, + "structural_overlay_rr": 1.717275, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.736864, + "primary_prob": 22.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.605296, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.694118, + "range_504_ratio": 2.001942, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.678218, + "hold30_r": 3.272827 + }, + { + "symbol": "CRWD", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.993664, + "strategy_rank": 97.329742, + "production_rank": 97.55105, + "structural_overlay_pass": false, + "structural_overlay_score": 92.673497, + "structural_overlay_rr": 1.333366, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.570798, + "primary_prob": 35.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.356198, + "raw_level_count": 111, + "gate_level_count": 111, + "range_504_log": 1.462771, + "range_504_ratio": 4.317909, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.552165, + "hold30_r": 1.886587 + }, + { + "symbol": "CTAS", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.117212, + "strategy_rank": 66.203568, + "production_rank": 73.174782, + "structural_overlay_pass": false, + "structural_overlay_score": 69.516043, + "structural_overlay_rr": 1.52476, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.048153, + "primary_prob": 31.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.572229, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.735534, + "range_504_ratio": 2.086595, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.980712, + "hold30_r": 3.405767 + }, + { + "symbol": "CVNA", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.416051, + "strategy_rank": 98.733008, + "production_rank": 98.627355, + "structural_overlay_pass": false, + "structural_overlay_score": 93.695988, + "structural_overlay_rr": 1.585812, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.585812, + "primary_prob": 20.28, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 23.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.378718, + "raw_level_count": 168, + "gate_level_count": 168, + "range_504_log": 3.770005, + "range_504_ratio": 43.380282, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.569716, + "hold30_r": 2.633637 + }, + { + "symbol": "DECK", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.980993, + "strategy_rank": 91.134796, + "production_rank": 92.083528, + "structural_overlay_pass": false, + "structural_overlay_score": 87.479352, + "structural_overlay_rr": 1.647482, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.612954, + "primary_prob": 32.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 88.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.419431, + "raw_level_count": 115, + "gate_level_count": 115, + "range_504_log": 1.310129, + "range_504_ratio": 3.706651, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.583291, + "hold30_r": 1.219873 + }, + { + "symbol": "DELL", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.472017, + "strategy_rank": 99.282311, + "production_rank": 99.345546, + "structural_overlay_pass": false, + "structural_overlay_score": 94.378269, + "structural_overlay_rr": 2.497165, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.694341, + "primary_prob": 41.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.041511, + "raw_level_count": 107, + "gate_level_count": 107, + "range_504_log": 1.697968, + "range_504_ratio": 5.462836, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.677503, + "hold30_r": 2.862233 + }, + { + "symbol": "DVA", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.942978, + "strategy_rank": 78.309452, + "production_rank": 79.520627, + "structural_overlay_pass": false, + "structural_overlay_score": 75.544596, + "structural_overlay_rr": 1.66512, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.188143, + "primary_prob": 44.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.782215, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.818037, + "range_504_ratio": 2.266046, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.149035, + "hold30_r": 4.255878 + }, + { + "symbol": "ECL", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.427666, + "strategy_rank": 70.27405, + "production_rank": 75.325255, + "structural_overlay_pass": false, + "structural_overlay_score": 71.558993, + "structural_overlay_rr": 1.447295, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.457163, + "primary_prob": 29.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.185744, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.64195, + "range_504_ratio": 1.900183, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.402433, + "hold30_r": 2.323424 + }, + { + "symbol": "EME", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.881732, + "strategy_rank": 91.072908, + "production_rank": 92.67585, + "structural_overlay_pass": false, + "structural_overlay_score": 88.042057, + "structural_overlay_rr": 1.600053, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.807925, + "primary_prob": 52.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 82.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.211887, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 1.270343, + "range_504_ratio": 3.562074, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.781961, + "hold30_r": 3.066382 + }, + { + "symbol": "FANG", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.446674, + "strategy_rank": 81.322798, + "production_rank": 84.697423, + "structural_overlay_pass": false, + "structural_overlay_score": 80.462552, + "structural_overlay_rr": 1.519427, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.373667, + "primary_prob": 39.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.0605, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.65905, + "range_504_ratio": 1.932955, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.042576, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.713833, + "strategy_rank": 92.811076, + "production_rank": 92.778661, + "structural_overlay_pass": false, + "structural_overlay_score": 88.139728, + "structural_overlay_rr": 1.51376, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.830199, + "primary_prob": 54.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 1.245298, + "raw_level_count": 118, + "gate_level_count": 118, + "range_504_log": 1.308089, + "range_504_ratio": 3.699096, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.809252, + "hold30_r": 2.770522 + }, + { + "symbol": "GD", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.73812, + "strategy_rank": 59.028077, + "production_rank": 67.264758, + "structural_overlay_pass": false, + "structural_overlay_score": 63.90152, + "structural_overlay_rr": 1.154751, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.693748, + "primary_prob": 25.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 59.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.540622, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.402904, + "range_504_ratio": 1.496163, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.629155, + "hold30_r": 1.974875 + }, + { + "symbol": "GE", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.787751, + "strategy_rank": 85.514717, + "production_rank": 84.605728, + "structural_overlay_pass": false, + "structural_overlay_score": 80.375442, + "structural_overlay_rr": 1.579819, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.366643, + "primary_prob": 24.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.049964, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 1.069758, + "range_504_ratio": 2.914674, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.331472, + "hold30_r": 2.606404 + }, + { + "symbol": "GLW", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.744456, + "strategy_rank": 80.654031, + "production_rank": 82.350839, + "structural_overlay_pass": false, + "structural_overlay_score": 78.233297, + "structural_overlay_rr": 1.293534, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.531845, + "primary_prob": 36.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.297767, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.607862, + "range_504_ratio": 1.8365, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.491021, + "hold30_r": 3.548509 + }, + { + "symbol": "GOOG", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.992608, + "strategy_rank": 75.745459, + "production_rank": 77.494509, + "structural_overlay_pass": false, + "structural_overlay_score": 73.619783, + "structural_overlay_rr": 2.136548, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.908161, + "primary_prob": 29.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 96.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.862242, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.840047, + "range_504_ratio": 2.316477, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.045244, + "hold30_r": -1.0 + }, + { + "symbol": "GOOGL", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.147835, + "strategy_rank": 75.628801, + "production_rank": 77.135146, + "structural_overlay_pass": false, + "structural_overlay_score": 73.278389, + "structural_overlay_rr": 1.50525, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.164642, + "primary_prob": 26.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 96.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.246963, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.833264, + "range_504_ratio": 2.300816, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.044387, + "hold30_r": -1.0 + }, + { + "symbol": "GRMN", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.925026, + "strategy_rank": 84.952582, + "production_rank": 87.610063, + "structural_overlay_pass": false, + "structural_overlay_score": 83.22956, + "structural_overlay_rr": 1.506536, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.674751, + "primary_prob": 34.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.512126, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.856032, + "range_504_ratio": 2.353803, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.619663, + "hold30_r": 1.596471 + }, + { + "symbol": "HIG", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.601901, + "strategy_rank": 71.301077, + "production_rank": 77.734685, + "structural_overlay_pass": false, + "structural_overlay_score": 73.847951, + "structural_overlay_rr": 2.074857, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.967745, + "primary_prob": 30.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.451617, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.627195, + "range_504_ratio": 1.872351, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.908894, + "hold30_r": 2.994841 + }, + { + "symbol": "HLT", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.160507, + "strategy_rank": 65.621216, + "production_rank": 71.800979, + "structural_overlay_pass": false, + "structural_overlay_score": 68.21093, + "structural_overlay_rr": 2.048134, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.81584, + "primary_prob": 21.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.723761, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.676949, + "range_504_ratio": 1.967865, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.76692, + "hold30_r": 2.646476 + }, + { + "symbol": "HWM", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.50264, + "strategy_rank": 90.859443, + "production_rank": 91.407175, + "structural_overlay_pass": false, + "structural_overlay_score": 86.836816, + "structural_overlay_rr": 1.912167, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.842619, + "primary_prob": 34.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.263928, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 1.15686, + "range_504_ratio": 3.179931, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.806734, + "hold30_r": 1.940737 + }, + { + "symbol": "IBKR", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.657867, + "strategy_rank": 76.882026, + "production_rank": 81.807306, + "structural_overlay_pass": false, + "structural_overlay_score": 77.716941, + "structural_overlay_rr": 1.851293, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.641523, + "primary_prob": 34.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.462284, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.774377, + "range_504_ratio": 2.169241, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.60102, + "hold30_r": 3.534483 + }, + { + "symbol": "IRM", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.384372, + "strategy_rank": 78.989313, + "production_rank": 82.120999, + "structural_overlay_pass": false, + "structural_overlay_score": 78.014949, + "structural_overlay_rr": 1.500576, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.131555, + "primary_prob": 40.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.697332, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.956682, + "range_504_ratio": 2.603046, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.087737, + "hold30_r": 1.778691 + }, + { + "symbol": "JPM", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.582893, + "strategy_rank": 68.670051, + "production_rank": 73.974332, + "structural_overlay_pass": false, + "structural_overlay_score": 70.275615, + "structural_overlay_rr": 1.235224, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.07129, + "primary_prob": 36.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.606934, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.764586, + "range_504_ratio": 2.148104, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.019447, + "hold30_r": 1.303816 + }, + { + "symbol": "KKR", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.23548, + "strategy_rank": 87.630659, + "production_rank": 88.832266, + "structural_overlay_pass": false, + "structural_overlay_score": 84.390653, + "structural_overlay_rr": 1.569842, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.167315, + "primary_prob": 26.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.750973, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 1.126005, + "range_504_ratio": 3.083313, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.136641, + "hold30_r": 3.384932 + }, + { + "symbol": "KLAC", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.173178, + "strategy_rank": 88.714896, + "production_rank": 88.534323, + "structural_overlay_pass": false, + "structural_overlay_score": 84.107607, + "structural_overlay_rr": 1.780073, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.806459, + "primary_prob": 43.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.209689, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 1.276015, + "range_504_ratio": 3.582334, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.785009, + "hold30_r": 1.148286 + }, + { + "symbol": "LDOS", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.459345, + "strategy_rank": 73.467111, + "production_rank": 80.797856, + "structural_overlay_pass": false, + "structural_overlay_score": 76.757963, + "structural_overlay_rr": 2.087445, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.858305, + "primary_prob": 52.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 94.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.287457, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.707988, + "range_504_ratio": 2.029903, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.801212, + "hold30_r": 2.573918 + }, + { + "symbol": "LHX", + "date": "2024-08-07", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.570222, + "strategy_rank": 60.228269, + "production_rank": 67.00892, + "structural_overlay_pass": false, + "structural_overlay_score": 63.658474, + "structural_overlay_rr": 2.124291, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.486849, + "primary_prob": 24.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 3.730273, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.464901, + "range_504_ratio": 1.591856, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.060235, + "hold30_r": 0.481976 + }, + { + "symbol": "LLY", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.838437, + "strategy_rank": 88.965387, + "production_rank": 92.256404, + "structural_overlay_pass": false, + "structural_overlay_score": 87.643584, + "structural_overlay_rr": 1.582424, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.029465, + "primary_prob": 31.54, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 16.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.544198, + "raw_level_count": 106, + "gate_level_count": 106, + "range_504_log": 1.181827, + "range_504_ratio": 3.260327, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.99562, + "hold30_r": 3.131845 + }, + { + "symbol": "META", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.750792, + "strategy_rank": 85.760997, + "production_rank": 86.424262, + "structural_overlay_pass": false, + "structural_overlay_score": 82.103049, + "structural_overlay_rr": 1.093504, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.112132, + "primary_prob": 32.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.668198, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 1.8184, + "range_504_ratio": 6.161993, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.080432, + "hold30_r": 2.275162 + }, + { + "symbol": "MRK", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.359029, + "strategy_rank": 68.403219, + "production_rank": 72.388489, + "structural_overlay_pass": false, + "structural_overlay_score": 68.769064, + "structural_overlay_rr": 1.604391, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.549572, + "primary_prob": 36.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.324358, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.465542, + "range_504_ratio": 1.592877, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.504296, + "hold30_r": 0.953905 + }, + { + "symbol": "MSTR", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.894403, + "strategy_rank": 99.894437, + "production_rank": 99.894426, + "structural_overlay_pass": false, + "structural_overlay_score": 94.899704, + "structural_overlay_rr": 1.673298, + "structural_overlay_sources": [ + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.922317, + "primary_prob": 24.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 69.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.883475, + "raw_level_count": 147, + "gate_level_count": 147, + "range_504_log": 2.713565, + "range_504_ratio": 15.082956, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.011208, + "hold30_r": 0.898004 + }, + { + "symbol": "MU", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.142555, + "strategy_rank": 94.985865, + "production_rank": 95.038095, + "structural_overlay_pass": false, + "structural_overlay_score": 90.28619, + "structural_overlay_rr": 2.409916, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.680084, + "primary_prob": 60.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.020126, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 1.179528, + "range_504_ratio": 3.252839, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.66069, + "hold30_r": 0.273709 + }, + { + "symbol": "NFLX", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.024287, + "strategy_rank": 82.166368, + "production_rank": 85.119008, + "structural_overlay_pass": false, + "structural_overlay_score": 80.863057, + "structural_overlay_rr": 2.333904, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.791124, + "primary_prob": 28.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 80.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.686686, + "raw_level_count": 99, + "gate_level_count": 99, + "range_504_log": 1.192332, + "range_504_ratio": 3.294757, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.748837, + "hold30_r": 3.208686 + }, + { + "symbol": "NRG", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.204857, + "strategy_rank": 93.648464, + "production_rank": 95.167261, + "structural_overlay_pass": false, + "structural_overlay_score": 90.408898, + "structural_overlay_rr": 2.043546, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.919727, + "primary_prob": 25.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 77.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.879591, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 1.063056, + "range_504_ratio": 2.895207, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.886744, + "hold30_r": 2.233359 + }, + { + "symbol": "NTAP", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.670539, + "strategy_rank": 90.671909, + "production_rank": 92.338119, + "structural_overlay_pass": false, + "structural_overlay_score": 87.721213, + "structural_overlay_rr": 1.749998, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.270268, + "primary_prob": 20.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 70.0, + "primary_rejection_count": 20, + "primary_distance_atr": 3.405402, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.843527, + "range_504_ratio": 2.324552, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.225742, + "hold30_r": 0.737442 + }, + { + "symbol": "NVDA", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.04963, + "strategy_rank": 98.543602, + "production_rank": 98.712278, + "structural_overlay_pass": false, + "structural_overlay_score": 93.776664, + "structural_overlay_rr": 1.545544, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.366051, + "primary_prob": 27.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.049076, + "raw_level_count": 156, + "gate_level_count": 156, + "range_504_log": 2.897388, + "range_504_ratio": 18.126735, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.35007, + "hold30_r": 1.531657 + }, + { + "symbol": "NWS", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.576558, + "strategy_rank": 67.328907, + "production_rank": 72.411457, + "structural_overlay_pass": false, + "structural_overlay_score": 68.790884, + "structural_overlay_rr": 2.105063, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.457595, + "primary_prob": 36.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 90.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.186392, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.661973, + "range_504_ratio": 1.938614, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.400675, + "hold30_r": 0.949367 + }, + { + "symbol": "NWSA", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.731785, + "strategy_rank": 66.231237, + "production_rank": 71.398086, + "structural_overlay_pass": false, + "structural_overlay_score": 67.828182, + "structural_overlay_rr": 2.027135, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.043841, + "primary_prob": 25.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 82.0, + "primary_rejection_count": 32, + "primary_distance_atr": 3.065762, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.65476, + "range_504_ratio": 1.924681, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.988422, + "hold30_r": 0.532056 + }, + { + "symbol": "OKE", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.781415, + "strategy_rank": 59.331801, + "production_rank": 66.481672, + "structural_overlay_pass": false, + "structural_overlay_score": 63.157588, + "structural_overlay_rr": 1.149236, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.149236, + "primary_prob": 25.23, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.723854, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.534697, + "range_504_ratio": 1.706931, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.088436, + "hold30_r": 3.919846 + }, + { + "symbol": "PANW", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.080253, + "strategy_rank": 93.032127, + "production_rank": 92.714836, + "structural_overlay_pass": false, + "structural_overlay_score": 88.079094, + "structural_overlay_rr": 1.821147, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.824446, + "primary_prob": 55.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.236669, + "raw_level_count": 93, + "gate_level_count": 93, + "range_504_log": 1.057912, + "range_504_ratio": 2.880351, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.789048, + "hold30_r": 1.710565 + }, + { + "symbol": "PGR", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.254488, + "strategy_rank": 75.388268, + "production_rank": 82.677008, + "structural_overlay_pass": false, + "structural_overlay_score": 78.543158, + "structural_overlay_rr": 1.755102, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.264505, + "primary_prob": 22.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.896758, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.732878, + "range_504_ratio": 2.081061, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.207803, + "hold30_r": 5.176897 + }, + { + "symbol": "QCOM", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.86906, + "strategy_rank": 91.11214, + "production_rank": 91.364446, + "structural_overlay_pass": false, + "structural_overlay_score": 86.796224, + "structural_overlay_rr": 1.558438, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.908398, + "primary_prob": 30.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.862598, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.821052, + "range_504_ratio": 2.272889, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.02394, + "hold30_r": 1.364785 + }, + { + "symbol": "RCL", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.00528, + "strategy_rank": 83.712557, + "production_rank": 84.143464, + "structural_overlay_pass": false, + "structural_overlay_score": 79.936291, + "structural_overlay_rr": 0.669725, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.669802, + "primary_prob": 54.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.004703, + "raw_level_count": 120, + "gate_level_count": 120, + "range_504_log": 1.546675, + "range_504_ratio": 4.695829, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.641427, + "hold30_r": 2.310888 + }, + { + "symbol": "REGN", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.595565, + "strategy_rank": 62.649807, + "production_rank": 71.298393, + "structural_overlay_pass": false, + "structural_overlay_score": 67.733473, + "structural_overlay_rr": 0.917392, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.926736, + "primary_prob": 34.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.390104, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.667086, + "range_504_ratio": 1.948551, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.871942, + "hold30_r": 2.113922 + }, + { + "symbol": "RL", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.315734, + "strategy_rank": 84.017216, + "production_rank": 83.783389, + "structural_overlay_pass": false, + "structural_overlay_score": 79.594219, + "structural_overlay_rr": 1.175416, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.941011, + "primary_prob": 30.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.911516, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.848118, + "range_504_ratio": 2.335247, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.907933, + "hold30_r": 2.632466 + }, + { + "symbol": "RTX", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.154171, + "strategy_rank": 60.102856, + "production_rank": 67.453295, + "structural_overlay_pass": false, + "structural_overlay_score": 64.08063, + "structural_overlay_rr": 1.203265, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.203265, + "primary_prob": 39.07, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.804897, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.545587, + "range_504_ratio": 1.725622, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.137071, + "hold30_r": 1.354035 + }, + { + "symbol": "SMCI", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.832101, + "strategy_rank": 97.687534, + "production_rank": 97.40239, + "structural_overlay_pass": false, + "structural_overlay_score": 92.53227, + "structural_overlay_rr": 3.331425, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.14238, + "primary_prob": 25.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.713569, + "raw_level_count": 155, + "gate_level_count": 155, + "range_504_log": 3.196349, + "range_504_ratio": 24.443119, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.131989, + "hold30_r": -1.0 + }, + { + "symbol": "STX", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.440338, + "strategy_rank": 85.139882, + "production_rank": 86.573367, + "structural_overlay_pass": false, + "structural_overlay_score": 82.244699, + "structural_overlay_rr": 1.784166, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.152411, + "primary_prob": 27.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 56, + "primary_distance_atr": 3.228617, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.872321, + "range_504_ratio": 2.392458, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.118918, + "hold30_r": 2.185613 + }, + { + "symbol": "SW", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.483633, + "strategy_rank": 83.98791, + "production_rank": 84.819817, + "structural_overlay_pass": false, + "structural_overlay_score": 80.578827, + "structural_overlay_rr": 1.057626, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.725727, + "primary_prob": 33.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.588591, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.714344, + "range_504_ratio": 2.042846, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.695443, + "hold30_r": 3.861139 + }, + { + "symbol": "SYF", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.061246, + "strategy_rank": 81.825151, + "production_rank": 83.237182, + "structural_overlay_pass": false, + "structural_overlay_score": 79.075323, + "structural_overlay_rr": 1.022664, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.227665, + "primary_prob": 26.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 56, + "primary_distance_atr": 3.341498, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.683511, + "range_504_ratio": 1.98082, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.18999, + "hold30_r": 2.86176 + }, + { + "symbol": "T", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.13622, + "strategy_rank": 70.859911, + "production_rank": 78.285347, + "structural_overlay_pass": false, + "structural_overlay_score": 74.37108, + "structural_overlay_rr": 1.884943, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.65875, + "primary_prob": 31.43, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 85.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.488125, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.531022, + "range_504_ratio": 1.70067, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.600694, + "hold30_r": 3.181784 + }, + { + "symbol": "TDG", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.526927, + "strategy_rank": 69.576444, + "production_rank": 74.226605, + "structural_overlay_pass": false, + "structural_overlay_score": 70.515275, + "structural_overlay_rr": 2.494366, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.840632, + "primary_prob": 26.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 74.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.760948, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 1.008388, + "range_504_ratio": 2.741178, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.797241, + "hold30_r": 3.389944 + }, + { + "symbol": "TJX", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.104541, + "strategy_rank": 59.439001, + "production_rank": 67.327514, + "structural_overlay_pass": false, + "structural_overlay_score": 63.961139, + "structural_overlay_rr": 1.296722, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.293709, + "primary_prob": 37.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 80.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.940564, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.657256, + "range_504_ratio": 1.929491, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.217204, + "hold30_r": 3.671806 + }, + { + "symbol": "TPL", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.229145, + "strategy_rank": 89.960401, + "production_rank": 89.716649, + "structural_overlay_pass": false, + "structural_overlay_score": 85.230817, + "structural_overlay_rr": 1.521249, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.080452, + "primary_prob": 21.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 63.0, + "primary_rejection_count": 21, + "primary_distance_atr": 3.120677, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 0.771554, + "range_504_ratio": 2.163125, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.041817, + "hold30_r": 3.565632 + }, + { + "symbol": "TRGP", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.198522, + "strategy_rank": 75.408585, + "production_rank": 82.338564, + "structural_overlay_pass": false, + "structural_overlay_score": 78.221636, + "structural_overlay_rr": 1.092145, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.670526, + "primary_prob": 42.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.005789, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 0.889911, + "range_504_ratio": 2.434912, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.620845, + "hold30_r": 3.536639 + }, + { + "symbol": "TRV", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.365364, + "strategy_rank": 68.889932, + "production_rank": 73.381743, + "structural_overlay_pass": false, + "structural_overlay_score": 69.712656, + "structural_overlay_rr": 2.090361, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.478952, + "primary_prob": 37.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.218428, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.441688, + "range_504_ratio": 1.55533, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.421933, + "hold30_r": 3.841309 + }, + { + "symbol": "TT", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.291447, + "strategy_rank": 78.243253, + "production_rank": 82.925984, + "structural_overlay_pass": false, + "structural_overlay_score": 78.779685, + "structural_overlay_rr": 1.620412, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.703162, + "primary_prob": 58.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 95.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.054742, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.926976, + "range_504_ratio": 2.526857, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.662635, + "hold30_r": 3.62756 + }, + { + "symbol": "UBER", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.3717, + "strategy_rank": 85.800696, + "production_rank": 85.324364, + "structural_overlay_pass": false, + "structural_overlay_score": 81.058146, + "structural_overlay_rr": 0.987732, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.651885, + "primary_prob": 29.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 75.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.477828, + "raw_level_count": 108, + "gate_level_count": 108, + "range_504_log": 1.275543, + "range_504_ratio": 3.580645, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.623723, + "hold30_r": 2.092599 + }, + { + "symbol": "VRT", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.782471, + "strategy_rank": 97.846464, + "production_rank": 97.825133, + "structural_overlay_pass": false, + "structural_overlay_score": 92.933876, + "structural_overlay_rr": 2.188103, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.198904, + "primary_prob": 27.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 3.298356, + "raw_level_count": 135, + "gate_level_count": 135, + "range_504_log": 2.444645, + "range_504_ratio": 11.526456, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.183762, + "hold30_r": 2.797723 + }, + { + "symbol": "VRTX", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.390707, + "strategy_rank": 66.532989, + "production_rank": 74.485562, + "structural_overlay_pass": false, + "structural_overlay_score": 70.761284, + "structural_overlay_rr": 1.907572, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.165825, + "primary_prob": 34.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.748737, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 0.629485, + "range_504_ratio": 1.876645, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.111636, + "hold30_r": 0.698461 + }, + { + "symbol": "VST", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.68321, + "strategy_rank": 98.892171, + "production_rank": 99.155851, + "structural_overlay_pass": false, + "structural_overlay_score": 94.198058, + "structural_overlay_rr": 1.694755, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.623445, + "primary_prob": 23.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.435168, + "raw_level_count": 106, + "gate_level_count": 106, + "range_504_log": 1.64195, + "range_504_ratio": 5.165231, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.604778, + "hold30_r": 2.371532 + }, + { + "symbol": "VZ", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.806758, + "strategy_rank": 68.145743, + "production_rank": 75.032748, + "structural_overlay_pass": false, + "structural_overlay_score": 71.281111, + "structural_overlay_rr": 1.394718, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.32802, + "primary_prob": 40.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 1.99203, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.42404, + "range_504_ratio": 1.528123, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.264129, + "hold30_r": 2.902689 + }, + { + "symbol": "WAB", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.216473, + "strategy_rank": 72.309759, + "production_rank": 76.611997, + "structural_overlay_pass": false, + "structural_overlay_score": 72.781397, + "structural_overlay_rr": 1.826439, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.370352, + "primary_prob": 23.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 92.0, + "primary_rejection_count": 22, + "primary_distance_atr": 3.555528, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.767053, + "range_504_ratio": 2.15341, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.319549, + "hold30_r": 4.153712 + }, + { + "symbol": "WDC", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.720169, + "strategy_rank": 92.981333, + "production_rank": 93.560945, + "structural_overlay_pass": false, + "structural_overlay_score": 88.882898, + "structural_overlay_rr": 1.818098, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.627135, + "primary_prob": 34.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.440703, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 1.00906, + "range_504_ratio": 2.743021, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.605494, + "hold30_r": 1.869806 + }, + { + "symbol": "WFC", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.794087, + "strategy_rank": 75.210291, + "production_rank": 78.40489, + "structural_overlay_pass": false, + "structural_overlay_score": 74.484645, + "structural_overlay_rr": 1.922102, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.739053, + "primary_prob": 33.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.608579, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.573501, + "range_504_ratio": 1.774468, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.696512, + "hold30_r": 1.427787 + }, + { + "symbol": "WM", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.813094, + "strategy_rank": 71.132457, + "production_rank": 77.692669, + "structural_overlay_pass": false, + "structural_overlay_score": 73.808036, + "structural_overlay_rr": 1.441178, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.953713, + "primary_prob": 50.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 59, + "primary_distance_atr": 1.43057, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.416796, + "range_504_ratio": 1.517093, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.889937, + "hold30_r": -0.03269 + }, + { + "symbol": "WMB", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.414995, + "strategy_rank": 61.89556, + "production_rank": 68.402038, + "structural_overlay_pass": false, + "structural_overlay_score": 64.981936, + "structural_overlay_rr": 1.353272, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.027013, + "primary_prob": 28.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.540519, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.51527, + "range_504_ratio": 1.674091, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.970421, + "hold30_r": 1.243707 + }, + { + "symbol": "WMT", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.968321, + "strategy_rank": 64.749977, + "production_rank": 73.156091, + "structural_overlay_pass": false, + "structural_overlay_score": 69.498287, + "structural_overlay_rr": 1.302259, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.30907, + "primary_prob": 33.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 62.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.963605, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.536576, + "range_504_ratio": 1.710141, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.227693, + "hold30_r": 6.76822 + }, + { + "symbol": "WRB", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.328405, + "strategy_rank": 71.003302, + "production_rank": 76.445003, + "structural_overlay_pass": false, + "structural_overlay_score": 72.622753, + "structural_overlay_rr": 0.798149, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.793924, + "primary_prob": 58.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.190886, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.474386, + "range_504_ratio": 1.607027, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.737609, + "hold30_r": 0.774609 + }, + { + "symbol": "WSM", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.043295, + "strategy_rank": 95.968281, + "production_rank": 96.326619, + "structural_overlay_pass": false, + "structural_overlay_score": 91.510288, + "structural_overlay_rr": 1.813635, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.943479, + "primary_prob": 50.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.415218, + "raw_level_count": 93, + "gate_level_count": 93, + "range_504_log": 1.160331, + "range_504_ratio": 3.190991, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.919426, + "hold30_r": 1.07265 + }, + { + "symbol": "WTW", + "date": "2024-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.949314, + "strategy_rank": 59.33414, + "production_rank": 67.539198, + "structural_overlay_pass": false, + "structural_overlay_score": 64.162238, + "structural_overlay_rr": 1.272901, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.986917, + "primary_prob": 46.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.480376, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.381961, + "range_504_ratio": 1.465154, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.92089, + "hold30_r": 1.602512 + }, + { + "symbol": "CEG", + "date": "2024-08-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.976484, + "strategy_rank": 96.474143, + "production_rank": 96.64159, + "structural_overlay_pass": false, + "structural_overlay_score": 91.80951, + "structural_overlay_rr": 2.092952, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.016222, + "primary_prob": 27.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 91.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.024333, + "raw_level_count": 103, + "gate_level_count": 103, + "range_504_log": 1.200171, + "range_504_ratio": 3.320686, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.023473, + "hold30_r": -1.0 + }, + { + "symbol": "HOOD", + "date": "2024-08-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.200448, + "strategy_rank": 97.134273, + "production_rank": 97.156331, + "structural_overlay_pass": false, + "structural_overlay_score": 92.298515, + "structural_overlay_rr": 1.86526, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.812941, + "primary_prob": 40.44, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 25.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.219412, + "raw_level_count": 118, + "gate_level_count": 118, + "range_504_log": 1.190532, + "range_504_ratio": 3.28883, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.792716, + "hold30_r": 2.186153 + }, + { + "symbol": "ACGL", + "date": "2024-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.778275, + "strategy_rank": 67.226001, + "production_rank": 73.410092, + "structural_overlay_pass": false, + "structural_overlay_score": 69.739588, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.7891, + "primary_prob": 53.93, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 13.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.18365, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 0.927579, + "range_504_ratio": 2.52838, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.730663, + "hold30_r": 3.379376 + }, + { + "symbol": "AIG", + "date": "2024-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.18701, + "strategy_rank": 66.193323, + "production_rank": 71.191219, + "structural_overlay_pass": false, + "structural_overlay_score": 67.631658, + "structural_overlay_rr": 1.757077, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.977036, + "primary_prob": 29.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.965554, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.571126, + "range_504_ratio": 1.770258, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.054098, + "hold30_r": 0.077908 + }, + { + "symbol": "AMAT", + "date": "2024-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.978723, + "strategy_rank": 85.031415, + "production_rank": 84.347185, + "structural_overlay_pass": false, + "structural_overlay_score": 80.129825, + "structural_overlay_rr": 1.532048, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.746746, + "primary_prob": 57.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.120119, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 1.280379, + "range_504_ratio": 3.598003, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.719739, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2024-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.960806, + "strategy_rank": 93.620215, + "production_rank": 94.067079, + "structural_overlay_pass": false, + "structural_overlay_score": 89.363725, + "structural_overlay_rr": 0.759613, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.703396, + "primary_prob": 57.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.055093, + "raw_level_count": 120, + "gate_level_count": 120, + "range_504_log": 1.343965, + "range_504_ratio": 3.834216, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.031602, + "hold30_r": -1.0 + }, + { + "symbol": "APH", + "date": "2024-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.817469, + "strategy_rank": 81.089007, + "production_rank": 84.331828, + "structural_overlay_pass": false, + "structural_overlay_score": 80.115236, + "structural_overlay_rr": 1.782044, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.805229, + "primary_prob": 28.34, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.707843, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.776112, + "range_504_ratio": 2.173006, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -2.094916, + "hold30_r": -2.055787 + }, + { + "symbol": "APO", + "date": "2024-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.114222, + "strategy_rank": 82.528277, + "production_rank": 83.723592, + "structural_overlay_pass": false, + "structural_overlay_score": 79.537413, + "structural_overlay_rr": 1.911237, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.602309, + "primary_prob": 35.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.403463, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 1.019501, + "range_504_ratio": 2.771811, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.566058, + "hold30_r": 3.338464 + }, + { + "symbol": "APP", + "date": "2024-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.528555, + "strategy_rank": 97.066633, + "production_rank": 96.887274, + "structural_overlay_pass": false, + "structural_overlay_score": 92.04291, + "structural_overlay_rr": 0.974034, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.686751, + "primary_prob": 41.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 65.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.530126, + "raw_level_count": 139, + "gate_level_count": 139, + "range_504_log": 2.308148, + "range_504_ratio": 10.055788, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.66407, + "hold30_r": 5.826869 + }, + { + "symbol": "ARES", + "date": "2024-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.739082, + "strategy_rank": 74.43682, + "production_rank": 76.537574, + "structural_overlay_pass": false, + "structural_overlay_score": 72.710695, + "structural_overlay_rr": 1.333212, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.359013, + "primary_prob": 36.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.038519, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.976104, + "range_504_ratio": 2.654096, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.043581, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2024-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.385218, + "strategy_rank": 93.058915, + "production_rank": 92.834349, + "structural_overlay_pass": true, + "structural_overlay_score": 93.192632, + "structural_overlay_rr": 2.194317, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.907442, + "primary_prob": 26.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.861164, + "raw_level_count": 93, + "gate_level_count": 93, + "range_504_log": 1.495286, + "range_504_ratio": 4.460612, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.178667, + "hold30_r": -1.153474 + }, + { + "symbol": "AXP", + "date": "2024-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.913774, + "strategy_rank": 73.045011, + "production_rank": 78.334598, + "structural_overlay_pass": false, + "structural_overlay_score": 74.417869, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.090177, + "primary_prob": 43.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.635266, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.673593, + "range_504_ratio": 1.961271, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.03513, + "hold30_r": 2.753925 + }, + { + "symbol": "BAC", + "date": "2024-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.963046, + "strategy_rank": 67.009703, + "production_rank": 71.660817, + "structural_overlay_pass": false, + "structural_overlay_score": 68.077776, + "structural_overlay_rr": 1.633853, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.910719, + "primary_prob": 30.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.866079, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.576865, + "range_504_ratio": 1.780449, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.053063, + "hold30_r": 0.485371 + }, + { + "symbol": "C", + "date": "2024-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.921613, + "strategy_rank": 78.649827, + "production_rank": 82.407089, + "structural_overlay_pass": false, + "structural_overlay_score": 78.286734, + "structural_overlay_rr": 1.562975, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.137406, + "primary_prob": 27.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 3.206109, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.57466, + "range_504_ratio": 1.776526, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.043189, + "hold30_r": -1.0 + }, + { + "symbol": "CASY", + "date": "2024-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.736842, + "strategy_rank": 88.866125, + "production_rank": 90.823031, + "structural_overlay_pass": false, + "structural_overlay_score": 86.281879, + "structural_overlay_rr": 1.091241, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.096337, + "primary_prob": 38.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 59.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.644506, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.709816, + "range_504_ratio": 2.033617, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.041021, + "hold30_r": -1.010261 + }, + { + "symbol": "CB", + "date": "2024-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.793953, + "strategy_rank": 65.51617, + "production_rank": 72.942097, + "structural_overlay_pass": false, + "structural_overlay_score": 69.294993, + "structural_overlay_rr": 0.733401, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.733401, + "primary_prob": 54.31, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.100101, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.469507, + "range_504_ratio": 1.599206, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.661287, + "hold30_r": 2.312728 + }, + { + "symbol": "CMG", + "date": "2024-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.505039, + "strategy_rank": 85.688427, + "production_rank": 88.293964, + "structural_overlay_pass": false, + "structural_overlay_score": 83.879266, + "structural_overlay_rr": 1.90857, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.844278, + "primary_prob": 43.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.266417, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 0.946485, + "range_504_ratio": 2.576637, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.815289, + "hold30_r": 1.796037 + }, + { + "symbol": "COF", + "date": "2024-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.515118, + "strategy_rank": 71.595482, + "production_rank": 74.568694, + "structural_overlay_pass": false, + "structural_overlay_score": 70.840259, + "structural_overlay_rr": 1.894049, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.600535, + "primary_prob": 23.23, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 3.900803, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.60274, + "range_504_ratio": 1.827118, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.554048, + "hold30_r": 2.022585 + }, + { + "symbol": "COHR", + "date": "2024-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.522956, + "strategy_rank": 85.992244, + "production_rank": 84.502481, + "structural_overlay_pass": false, + "structural_overlay_score": 80.277357, + "structural_overlay_rr": 0.836526, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.203243, + "primary_prob": 43.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.804865, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 1.124392, + "range_504_ratio": 3.078345, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.180276, + "hold30_r": 4.359192 + }, + { + "symbol": "COIN", + "date": "2024-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.44009, + "strategy_rank": 99.306049, + "production_rank": 99.350729, + "structural_overlay_pass": false, + "structural_overlay_score": 94.383193, + "structural_overlay_rr": 1.811019, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.51091, + "primary_prob": 37.04, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 65, + "primary_distance_atr": 2.266366, + "raw_level_count": 141, + "gate_level_count": 141, + "range_504_log": 2.195568, + "range_504_ratio": 8.985103, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.016432, + "hold30_r": -1.0 + }, + { + "symbol": "COST", + "date": "2024-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.369541, + "strategy_rank": 70.876128, + "production_rank": 77.373932, + "structural_overlay_pass": false, + "structural_overlay_score": 73.505236, + "structural_overlay_rr": 1.305873, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.786745, + "primary_prob": 52.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.180118, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.694118, + "range_504_ratio": 2.001942, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.723088, + "hold30_r": 1.428903 + }, + { + "symbol": "CRWD", + "date": "2024-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.424412, + "strategy_rank": 96.888364, + "production_rank": 97.067046, + "structural_overlay_pass": false, + "structural_overlay_score": 92.213694, + "structural_overlay_rr": 1.585535, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.587457, + "primary_prob": 35.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.381186, + "raw_level_count": 111, + "gate_level_count": 111, + "range_504_log": 1.462771, + "range_504_ratio": 4.317909, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.563606, + "hold30_r": 1.175715 + }, + { + "symbol": "CVNA", + "date": "2024-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.216125, + "strategy_rank": 99.283503, + "production_rank": 99.261044, + "structural_overlay_pass": false, + "structural_overlay_score": 94.297991, + "structural_overlay_rr": 0.830134, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.830134, + "primary_prob": 54.21, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 22.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.245201, + "raw_level_count": 168, + "gate_level_count": 168, + "range_504_log": 3.770005, + "range_504_ratio": 43.380282, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.810487, + "hold30_r": -1.0 + }, + { + "symbol": "DECK", + "date": "2024-08-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.93729, + "strategy_rank": 89.859459, + "production_rank": 90.552069, + "structural_overlay_pass": true, + "structural_overlay_score": 91.024466, + "structural_overlay_rr": 2.302027, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.250336, + "primary_prob": 23.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 9, + "primary_distance_atr": 3.375504, + "raw_level_count": 115, + "gate_level_count": 115, + "range_504_log": 1.310129, + "range_504_ratio": 3.706651, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.034755, + "hold30_r": -1.0 + }, + { + "symbol": "DELL", + "date": "2024-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.992161, + "strategy_rank": 98.925385, + "production_rank": 98.947644, + "structural_overlay_pass": false, + "structural_overlay_score": 94.000262, + "structural_overlay_rr": 2.162591, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.760341, + "primary_prob": 39.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.140511, + "raw_level_count": 107, + "gate_level_count": 107, + "range_504_log": 1.697968, + "range_504_ratio": 5.462836, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.73885, + "hold30_r": 2.45692 + }, + { + "symbol": "EME", + "date": "2024-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.304591, + "strategy_rank": 91.037375, + "production_rank": 92.793114, + "structural_overlay_pass": false, + "structural_overlay_score": 88.153458, + "structural_overlay_rr": 1.572816, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.620976, + "primary_prob": 31.07, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.431465, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 1.270343, + "range_504_ratio": 3.562074, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.588189, + "hold30_r": 2.869521 + }, + { + "symbol": "FANG", + "date": "2024-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.161254, + "strategy_rank": 77.600126, + "production_rank": 82.453836, + "structural_overlay_pass": false, + "structural_overlay_score": 78.331144, + "structural_overlay_rr": 1.501228, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.854508, + "primary_prob": 53.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.281762, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.65905, + "range_504_ratio": 1.932955, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.046511, + "hold30_r": -1.0 + }, + { + "symbol": "FITB", + "date": "2024-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.650616, + "strategy_rank": 72.54872, + "production_rank": 76.249352, + "structural_overlay_pass": false, + "structural_overlay_score": 72.436884, + "structural_overlay_rr": 1.065063, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.958525, + "primary_prob": 30.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 58, + "primary_distance_atr": 2.937788, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.663075, + "range_504_ratio": 1.940751, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.908768, + "hold30_r": 2.004824 + }, + { + "symbol": "FIX", + "date": "2024-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.632699, + "strategy_rank": 94.761681, + "production_rank": 95.05202, + "structural_overlay_pass": false, + "structural_overlay_score": 90.299419, + "structural_overlay_rr": 0.871309, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.91211, + "primary_prob": 47.18, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.368165, + "raw_level_count": 118, + "gate_level_count": 118, + "range_504_log": 1.308089, + "range_504_ratio": 3.699096, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.88576, + "hold30_r": -1.0 + }, + { + "symbol": "GD", + "date": "2024-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.322508, + "strategy_rank": 59.596226, + "production_rank": 67.83832, + "structural_overlay_pass": false, + "structural_overlay_score": 64.446404, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.04067, + "primary_prob": 39.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 59.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.561006, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.402904, + "range_504_ratio": 1.496163, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.968749, + "hold30_r": 0.82761 + }, + { + "symbol": "GLW", + "date": "2024-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.017917, + "strategy_rank": 81.511871, + "production_rank": 83.680553, + "structural_overlay_pass": false, + "structural_overlay_score": 79.496525, + "structural_overlay_rr": 4.252259, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.688178, + "primary_prob": 60.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 1.032267, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.607862, + "range_504_ratio": 1.8365, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.638664, + "hold30_r": 3.55814 + }, + { + "symbol": "GM", + "date": "2024-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.346025, + "strategy_rank": 78.793224, + "production_rank": 81.644158, + "structural_overlay_pass": false, + "structural_overlay_score": 77.56195, + "structural_overlay_rr": 1.777152, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.82511, + "primary_prob": 21.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 4.237665, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.652404, + "range_504_ratio": 1.920152, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.782032, + "hold30_r": 1.086581 + }, + { + "symbol": "GRMN", + "date": "2024-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.856663, + "strategy_rank": 86.260738, + "production_rank": 89.45938, + "structural_overlay_pass": false, + "structural_overlay_score": 84.986411, + "structural_overlay_rr": 0.91431, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.608395, + "primary_prob": 16.09, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.412593, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.856032, + "range_504_ratio": 2.353803, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.546288, + "hold30_r": 0.882288 + }, + { + "symbol": "GWW", + "date": "2024-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.291153, + "strategy_rank": 62.680317, + "production_rank": 68.550596, + "structural_overlay_pass": false, + "structural_overlay_score": 65.123066, + "structural_overlay_rr": 2.012584, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.083799, + "primary_prob": 41.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 72.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.625698, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.760954, + "range_504_ratio": 2.140317, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.029389, + "hold30_r": 2.605113 + }, + { + "symbol": "HLT", + "date": "2024-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.642777, + "strategy_rank": 64.225783, + "production_rank": 70.364781, + "structural_overlay_pass": false, + "structural_overlay_score": 66.846542, + "structural_overlay_rr": 1.785185, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.514843, + "primary_prob": 26.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.272264, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.676949, + "range_504_ratio": 1.967865, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.45676, + "hold30_r": 3.510832 + }, + { + "symbol": "IBKR", + "date": "2024-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.786114, + "strategy_rank": 72.394575, + "production_rank": 77.191755, + "structural_overlay_pass": false, + "structural_overlay_score": 73.332167, + "structural_overlay_rr": 1.666298, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.78205, + "primary_prob": 56.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.173075, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.774377, + "range_504_ratio": 2.169241, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.733702, + "hold30_r": 3.816075 + }, + { + "symbol": "IFF", + "date": "2024-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.153415, + "strategy_rank": 80.988599, + "production_rank": 84.376871, + "structural_overlay_pass": false, + "structural_overlay_score": 80.158028, + "structural_overlay_rr": 0.842818, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.872796, + "primary_prob": 53.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 85, + "primary_distance_atr": 1.309194, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.700566, + "range_504_ratio": 2.014893, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.821118, + "hold30_r": 2.140109 + }, + { + "symbol": "IP", + "date": "2024-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.338186, + "strategy_rank": 83.322636, + "production_rank": 84.327819, + "structural_overlay_pass": false, + "structural_overlay_score": 80.111428, + "structural_overlay_rr": 0.691283, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.832687, + "primary_prob": 46.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.749031, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.491154, + "range_504_ratio": 1.634201, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.780846, + "hold30_r": 1.646715 + }, + { + "symbol": "IR", + "date": "2024-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.970885, + "strategy_rank": 76.809149, + "production_rank": 78.529728, + "structural_overlay_pass": false, + "structural_overlay_score": 74.603241, + "structural_overlay_rr": 1.08384, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.023113, + "primary_prob": 46.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 89.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.53467, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 0.875666, + "range_504_ratio": 2.400474, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.043137, + "hold30_r": -1.0 + }, + { + "symbol": "IRM", + "date": "2024-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.601344, + "strategy_rank": 80.228323, + "production_rank": 84.01933, + "structural_overlay_pass": false, + "structural_overlay_score": 79.818364, + "structural_overlay_rr": 0.957251, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.957251, + "primary_prob": 45.73, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.435876, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.956682, + "range_504_ratio": 2.603046, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.906498, + "hold30_r": 2.012561 + }, + { + "symbol": "KKR", + "date": "2024-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.400896, + "strategy_rank": 89.771902, + "production_rank": 91.3149, + "structural_overlay_pass": false, + "structural_overlay_score": 86.749155, + "structural_overlay_rr": 1.707122, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.313852, + "primary_prob": 36.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.970778, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 1.126005, + "range_504_ratio": 3.083313, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.276076, + "hold30_r": 2.074209 + }, + { + "symbol": "KLAC", + "date": "2024-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.426652, + "strategy_rank": 85.479193, + "production_rank": 84.795013, + "structural_overlay_pass": false, + "structural_overlay_score": 80.555262, + "structural_overlay_rr": 1.705787, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.679625, + "primary_prob": 29.29, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.519437, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 1.276015, + "range_504_ratio": 3.582334, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.026044, + "hold30_r": -1.0 + }, + { + "symbol": "LDOS", + "date": "2024-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.080627, + "strategy_rank": 70.779929, + "production_rank": 79.213495, + "structural_overlay_pass": false, + "structural_overlay_score": 75.25282, + "structural_overlay_rr": 1.758666, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.863069, + "primary_prob": 37.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.294604, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.707988, + "range_504_ratio": 2.029903, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.799167, + "hold30_r": 2.404883 + }, + { + "symbol": "LHX", + "date": "2024-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.202688, + "strategy_rank": 61.832485, + "production_rank": 68.955886, + "structural_overlay_pass": false, + "structural_overlay_score": 65.508092, + "structural_overlay_rr": 1.225549, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.87244, + "primary_prob": 21.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 4.308659, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.464901, + "range_504_ratio": 1.591856, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.0666, + "hold30_r": 0.810188 + }, + { + "symbol": "MCK", + "date": "2024-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.06495, + "strategy_rank": 75.476337, + "production_rank": 81.672541, + "structural_overlay_pass": false, + "structural_overlay_score": 77.588914, + "structural_overlay_rr": 1.410075, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.02911, + "primary_prob": 35.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.543665, + "raw_level_count": 97, + "gate_level_count": 97, + "range_504_log": 0.653188, + "range_504_ratio": 1.921658, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.980845, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2024-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.888018, + "strategy_rank": 99.888055, + "production_rank": 99.888043, + "structural_overlay_pass": false, + "structural_overlay_score": 94.893641, + "structural_overlay_rr": 1.601716, + "structural_overlay_sources": [ + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.883085, + "primary_prob": 24.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 69.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.824628, + "raw_level_count": 147, + "gate_level_count": 147, + "range_504_log": 2.713565, + "range_504_ratio": 15.082956, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.869844, + "hold30_r": 1.808417 + }, + { + "symbol": "MU", + "date": "2024-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.057111, + "strategy_rank": 93.596353, + "production_rank": 93.416606, + "structural_overlay_pass": false, + "structural_overlay_score": 88.745776, + "structural_overlay_rr": 0.985034, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.415378, + "primary_prob": 20.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 79.0, + "primary_rejection_count": 20, + "primary_distance_atr": 3.623067, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 1.179528, + "range_504_ratio": 3.252839, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.024849, + "hold30_r": -1.0 + }, + { + "symbol": "NRG", + "date": "2024-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.096305, + "strategy_rank": 93.835198, + "production_rank": 95.255567, + "structural_overlay_pass": false, + "structural_overlay_score": 90.492789, + "structural_overlay_rr": 1.118027, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.7941, + "primary_prob": 52.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.19115, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 1.063056, + "range_504_ratio": 2.895207, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.035424, + "hold30_r": -1.0 + }, + { + "symbol": "NTAP", + "date": "2024-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.18477, + "strategy_rank": 89.850816, + "production_rank": 91.628801, + "structural_overlay_pass": false, + "structural_overlay_score": 87.047361, + "structural_overlay_rr": 1.586776, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.200466, + "primary_prob": 39.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.800699, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.843527, + "range_504_ratio": 2.324552, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.149404, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2024-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.320269, + "strategy_rank": 98.052376, + "production_rank": 98.141674, + "structural_overlay_pass": false, + "structural_overlay_score": 93.23459, + "structural_overlay_rr": 1.607658, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.591181, + "primary_prob": 31.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.386772, + "raw_level_count": 157, + "gate_level_count": 157, + "range_504_log": 2.897388, + "range_504_ratio": 18.126735, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.14824, + "hold30_r": -1.127229 + }, + { + "symbol": "PANW", + "date": "2024-08-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.24972, + "strategy_rank": 90.998294, + "production_rank": 90.415436, + "structural_overlay_pass": true, + "structural_overlay_score": 90.894664, + "structural_overlay_rr": 2.428413, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.056851, + "primary_prob": 24.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 3.085276, + "raw_level_count": 93, + "gate_level_count": 93, + "range_504_log": 1.057912, + "range_504_ratio": 2.880351, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.016184, + "hold30_r": -0.070585 + }, + { + "symbol": "PRU", + "date": "2024-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.067189, + "strategy_rank": 67.758442, + "production_rank": 71.861358, + "structural_overlay_pass": false, + "structural_overlay_score": 68.26829, + "structural_overlay_rr": 2.069241, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.844817, + "primary_prob": 31.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.767226, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.533714, + "range_504_ratio": 1.705254, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.792997, + "hold30_r": 2.125853 + }, + { + "symbol": "QCOM", + "date": "2024-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.833147, + "strategy_rank": 91.728169, + "production_rank": 92.096495, + "structural_overlay_pass": false, + "structural_overlay_score": 87.49167, + "structural_overlay_rr": 0.779783, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.647446, + "primary_prob": 26.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.47117, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.821052, + "range_504_ratio": 2.272889, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.027606, + "hold30_r": 0.455009 + }, + { + "symbol": "RCL", + "date": "2024-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.145577, + "strategy_rank": 87.296535, + "production_rank": 88.246215, + "structural_overlay_pass": false, + "structural_overlay_score": 83.833905, + "structural_overlay_rr": 1.03617, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.045911, + "primary_prob": 32.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.568866, + "raw_level_count": 121, + "gate_level_count": 121, + "range_504_log": 1.546675, + "range_504_ratio": 4.695829, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.014093, + "hold30_r": 3.135711 + }, + { + "symbol": "RL", + "date": "2024-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.546473, + "strategy_rank": 79.216088, + "production_rank": 80.992883, + "structural_overlay_pass": false, + "structural_overlay_score": 76.943239, + "structural_overlay_rr": 1.391372, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.231025, + "primary_prob": 26.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 3.346537, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.848118, + "range_504_ratio": 2.335247, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.194872, + "hold30_r": 4.456075 + }, + { + "symbol": "SMCI", + "date": "2024-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.768197, + "strategy_rank": 99.037067, + "production_rank": 98.947444, + "structural_overlay_pass": false, + "structural_overlay_score": 94.000071, + "structural_overlay_rr": 2.725258, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.932187, + "primary_prob": 34.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.39828, + "raw_level_count": 156, + "gate_level_count": 156, + "range_504_log": 3.196349, + "range_504_ratio": 24.443119, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.087012, + "hold30_r": -1.073427 + }, + { + "symbol": "STX", + "date": "2024-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.697648, + "strategy_rank": 85.439361, + "production_rank": 86.85879, + "structural_overlay_pass": false, + "structural_overlay_score": 82.51585, + "structural_overlay_rr": 1.598816, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.148175, + "primary_prob": 27.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 3.222262, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.872321, + "range_504_ratio": 2.392458, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.109741, + "hold30_r": 2.712442 + }, + { + "symbol": "SW", + "date": "2024-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.281075, + "strategy_rank": 87.209504, + "production_rank": 89.233361, + "structural_overlay_pass": false, + "structural_overlay_score": 84.771693, + "structural_overlay_rr": 2.293908, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.589162, + "primary_prob": 35.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 57, + "primary_distance_atr": 2.383744, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.714344, + "range_504_ratio": 2.042846, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.553376, + "hold30_r": 3.603838 + }, + { + "symbol": "SYF", + "date": "2024-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.593505, + "strategy_rank": 84.556393, + "production_rank": 86.568764, + "structural_overlay_pass": false, + "structural_overlay_score": 82.240326, + "structural_overlay_rr": 1.062286, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.88357, + "primary_prob": 31.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.825354, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.683511, + "range_504_ratio": 1.98082, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.840217, + "hold30_r": -1.0 + }, + { + "symbol": "T", + "date": "2024-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.37738, + "strategy_rank": 67.823226, + "production_rank": 75.674611, + "structural_overlay_pass": false, + "structural_overlay_score": 71.89088, + "structural_overlay_rr": 1.508453, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.248375, + "primary_prob": 54.58, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 85.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.872562, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.531022, + "range_504_ratio": 1.70067, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.068071, + "hold30_r": -1.0 + }, + { + "symbol": "TDG", + "date": "2024-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.330347, + "strategy_rank": 70.805069, + "production_rank": 75.646828, + "structural_overlay_pass": false, + "structural_overlay_score": 71.864487, + "structural_overlay_rr": 1.726794, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.667563, + "primary_prob": 38.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.501344, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 1.008388, + "range_504_ratio": 2.741178, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.617722, + "hold30_r": 3.051663 + }, + { + "symbol": "TJX", + "date": "2024-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.74692, + "strategy_rank": 58.833583, + "production_rank": 66.471362, + "structural_overlay_pass": false, + "structural_overlay_score": 63.147794, + "structural_overlay_rr": 1.752361, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.874502, + "primary_prob": 51.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 90.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.311752, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.657256, + "range_504_ratio": 1.929491, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.798195, + "hold30_r": 3.147954 + }, + { + "symbol": "TPL", + "date": "2024-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.010078, + "strategy_rank": 88.390276, + "production_rank": 87.93021, + "structural_overlay_pass": false, + "structural_overlay_score": 83.5337, + "structural_overlay_rr": 1.673897, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.673897, + "primary_prob": 35.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.510845, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 0.771554, + "range_504_ratio": 2.163125, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.03989, + "hold30_r": -1.0 + }, + { + "symbol": "TRV", + "date": "2024-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.68981, + "strategy_rank": 73.492263, + "production_rank": 78.558112, + "structural_overlay_pass": false, + "structural_overlay_score": 74.630206, + "structural_overlay_rr": 1.090555, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.926862, + "primary_prob": 51.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 1.390292, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.441688, + "range_504_ratio": 1.55533, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.862239, + "hold30_r": 3.314317 + }, + { + "symbol": "UBER", + "date": "2024-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.882419, + "strategy_rank": 86.095546, + "production_rank": 85.69117, + "structural_overlay_pass": false, + "structural_overlay_score": 81.406611, + "structural_overlay_rr": 1.93201, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.686961, + "primary_prob": 39.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.530442, + "raw_level_count": 108, + "gate_level_count": 108, + "range_504_log": 1.275543, + "range_504_ratio": 3.580645, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.03507, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2024-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.648376, + "strategy_rank": 97.649165, + "production_rank": 97.648902, + "structural_overlay_pass": false, + "structural_overlay_score": 92.766457, + "structural_overlay_rr": 1.584222, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.982701, + "primary_prob": 38.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 70.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.974051, + "raw_level_count": 135, + "gate_level_count": 135, + "range_504_log": 2.444645, + "range_504_ratio": 11.526456, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.020453, + "hold30_r": -1.0 + }, + { + "symbol": "VRTX", + "date": "2024-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.241881, + "strategy_rank": 64.453881, + "production_rank": 72.383214, + "structural_overlay_pass": false, + "structural_overlay_score": 68.764054, + "structural_overlay_rr": 1.725899, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.917848, + "primary_prob": 41.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.376771, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 0.613191, + "range_504_ratio": 1.846314, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.858148, + "hold30_r": -0.52489 + }, + { + "symbol": "VST", + "date": "2024-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.664054, + "strategy_rank": 98.758126, + "production_rank": 99.060102, + "structural_overlay_pass": false, + "structural_overlay_score": 94.107097, + "structural_overlay_rr": 1.61061, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.972787, + "primary_prob": 32.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.959181, + "raw_level_count": 107, + "gate_level_count": 107, + "range_504_log": 1.64195, + "range_504_ratio": 5.165231, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.951414, + "hold30_r": 4.70758 + }, + { + "symbol": "VZ", + "date": "2024-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.418813, + "strategy_rank": 62.827397, + "production_rank": 69.357869, + "structural_overlay_pass": false, + "structural_overlay_score": 65.889976, + "structural_overlay_rr": 0.98777, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.91465, + "primary_prob": 51.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 1.371975, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.42404, + "range_504_ratio": 1.528123, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.843698, + "hold30_r": 3.226646 + }, + { + "symbol": "WAB", + "date": "2024-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.473684, + "strategy_rank": 75.047686, + "production_rank": 79.856352, + "structural_overlay_pass": false, + "structural_overlay_score": 75.863535, + "structural_overlay_rr": 1.032481, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.455897, + "primary_prob": 38.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.183846, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.767053, + "range_504_ratio": 2.15341, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.397875, + "hold30_r": 4.867984 + }, + { + "symbol": "WDC", + "date": "2024-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.840985, + "strategy_rank": 92.1652, + "production_rank": 92.723795, + "structural_overlay_pass": false, + "structural_overlay_score": 88.087605, + "structural_overlay_rr": 2.050043, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.678191, + "primary_prob": 34.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.517286, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 1.00906, + "range_504_ratio": 2.743021, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.651517, + "hold30_r": 1.940569 + }, + { + "symbol": "WFC", + "date": "2024-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.554311, + "strategy_rank": 75.525602, + "production_rank": 78.868505, + "structural_overlay_pass": false, + "structural_overlay_score": 74.92508, + "structural_overlay_rr": 2.564725, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.969341, + "primary_prob": 29.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.954012, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.573501, + "range_504_ratio": 1.774468, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.921378, + "hold30_r": -1.0 + }, + { + "symbol": "WM", + "date": "2024-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.609183, + "strategy_rank": 69.188844, + "production_rank": 76.995623, + "structural_overlay_pass": false, + "structural_overlay_score": 73.145842, + "structural_overlay_rr": 0.764073, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.792596, + "primary_prob": 56.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 60, + "primary_distance_atr": 1.188894, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.416796, + "range_504_ratio": 1.517093, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.721897, + "hold30_r": -1.0 + }, + { + "symbol": "WMT", + "date": "2024-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.465845, + "strategy_rank": 63.771729, + "production_rank": 72.003101, + "structural_overlay_pass": false, + "structural_overlay_score": 68.402946, + "structural_overlay_rr": 0.953466, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.584758, + "primary_prob": 16.3, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.377137, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.513352, + "range_504_ratio": 1.670883, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.503253, + "hold30_r": 6.683286 + }, + { + "symbol": "WRB", + "date": "2024-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.106383, + "strategy_rank": 69.406683, + "production_rank": 74.639916, + "structural_overlay_pass": false, + "structural_overlay_score": 70.90792, + "structural_overlay_rr": 0.86289, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.837396, + "primary_prob": 51.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.256093, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.474386, + "range_504_ratio": 1.607027, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.773172, + "hold30_r": -0.336191 + }, + { + "symbol": "WSM", + "date": "2024-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.544233, + "strategy_rank": 96.866869, + "production_rank": 97.42599, + "structural_overlay_pass": false, + "structural_overlay_score": 92.554691, + "structural_overlay_rr": 1.919658, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.960368, + "primary_prob": 50.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.440552, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 1.160331, + "range_504_ratio": 3.190991, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.933689, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2024-08-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.957194, + "strategy_rank": 95.744858, + "production_rank": 95.815636, + "structural_overlay_pass": false, + "structural_overlay_score": 91.024854, + "structural_overlay_rr": 2.316222, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.228368, + "primary_prob": 24.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 90.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.342553, + "raw_level_count": 103, + "gate_level_count": 103, + "range_504_log": 1.200171, + "range_504_ratio": 3.320686, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.027218, + "hold30_r": -1.0 + }, + { + "symbol": "HOOD", + "date": "2024-08-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.502973, + "strategy_rank": 97.183197, + "production_rank": 97.289789, + "structural_overlay_pass": false, + "structural_overlay_score": 92.4253, + "structural_overlay_rr": 1.633364, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.566265, + "primary_prob": 26.63, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 53.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.349398, + "raw_level_count": 118, + "gate_level_count": 118, + "range_504_log": 1.190532, + "range_504_ratio": 3.28883, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.541761, + "hold30_r": 1.729997 + }, + { + "symbol": "ANET", + "date": "2024-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.725327, + "strategy_rank": 90.479225, + "production_rank": 90.561259, + "structural_overlay_pass": false, + "structural_overlay_score": 86.033196, + "structural_overlay_rr": 1.15142, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.103802, + "primary_prob": 41.44, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.655704, + "raw_level_count": 122, + "gate_level_count": 122, + "range_504_log": 1.343965, + "range_504_ratio": 3.834216, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.038064, + "hold30_r": -1.0 + }, + { + "symbol": "APH", + "date": "2024-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.828775, + "strategy_rank": 75.924798, + "production_rank": 78.559457, + "structural_overlay_pass": false, + "structural_overlay_score": 74.631484, + "structural_overlay_rr": 0.698367, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.283013, + "primary_prob": 37.97, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.92452, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.776112, + "range_504_ratio": 2.173006, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.048033, + "hold30_r": -1.0 + }, + { + "symbol": "APO", + "date": "2024-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.850178, + "strategy_rank": 82.078498, + "production_rank": 83.335725, + "structural_overlay_pass": false, + "structural_overlay_score": 79.168938, + "structural_overlay_rr": 2.079291, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.988338, + "primary_prob": 25.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 77.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.982507, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 1.019501, + "range_504_ratio": 2.771811, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.041648, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2024-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.313912, + "strategy_rank": 96.065819, + "production_rank": 96.148517, + "structural_overlay_pass": false, + "structural_overlay_score": 91.341091, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.597144, + "primary_prob": 31.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.395715, + "raw_level_count": 139, + "gate_level_count": 139, + "range_504_log": 2.308148, + "range_504_ratio": 10.055788, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.026932, + "hold30_r": -1.0 + }, + { + "symbol": "ARES", + "date": "2024-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.255648, + "strategy_rank": 77.208645, + "production_rank": 79.890979, + "structural_overlay_pass": false, + "structural_overlay_score": 75.89643, + "structural_overlay_rr": 1.014875, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.515829, + "primary_prob": 17.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.273743, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 0.976104, + "range_504_ratio": 2.654096, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.052778, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2024-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.298454, + "strategy_rank": 90.905593, + "production_rank": 90.36988, + "structural_overlay_pass": false, + "structural_overlay_score": 85.851386, + "structural_overlay_rr": 1.739247, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.772359, + "primary_prob": 53.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.158538, + "raw_level_count": 93, + "gate_level_count": 93, + "range_504_log": 1.495286, + "range_504_ratio": 4.460612, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.029756, + "hold30_r": -1.0 + }, + { + "symbol": "AXP", + "date": "2024-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.487515, + "strategy_rank": 75.063351, + "production_rank": 80.204739, + "structural_overlay_pass": false, + "structural_overlay_score": 76.194502, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.850712, + "primary_prob": 35.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.276068, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.673593, + "range_504_ratio": 1.961271, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.791815, + "hold30_r": 2.665088 + }, + { + "symbol": "BAC", + "date": "2024-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.401902, + "strategy_rank": 67.301284, + "production_rank": 72.334824, + "structural_overlay_pass": false, + "structural_overlay_score": 68.718082, + "structural_overlay_rr": 1.813203, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.112937, + "primary_prob": 28.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 3.169405, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.576865, + "range_504_ratio": 1.780449, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.057356, + "hold30_r": 0.370041 + }, + { + "symbol": "C", + "date": "2024-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.082045, + "strategy_rank": 78.86432, + "production_rank": 82.936895, + "structural_overlay_pass": false, + "structural_overlay_score": 78.79005, + "structural_overlay_rr": 1.935397, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.876117, + "primary_prob": 31.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.814176, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.57466, + "range_504_ratio": 1.776526, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.049187, + "hold30_r": -1.0 + }, + { + "symbol": "CASY", + "date": "2024-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.173603, + "strategy_rank": 88.403707, + "production_rank": 90.327006, + "structural_overlay_pass": false, + "structural_overlay_score": 85.810656, + "structural_overlay_rr": 1.635138, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.246124, + "primary_prob": 38.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.869186, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.709816, + "range_504_ratio": 2.033617, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.05562, + "hold30_r": -1.0 + }, + { + "symbol": "CFG", + "date": "2024-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.115339, + "strategy_rank": 75.069098, + "production_rank": 77.751178, + "structural_overlay_pass": false, + "structural_overlay_score": 73.86362, + "structural_overlay_rr": 0.937064, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.513133, + "primary_prob": 37.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 54, + "primary_distance_atr": 2.269699, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.677211, + "range_504_ratio": 1.968379, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.092666, + "hold30_r": -1.040477 + }, + { + "symbol": "CMG", + "date": "2024-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.023781, + "strategy_rank": 76.895507, + "production_rank": 77.938265, + "structural_overlay_pass": false, + "structural_overlay_score": 74.041352, + "structural_overlay_rr": 2.036815, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.507975, + "primary_prob": 41.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.261963, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 0.946485, + "range_504_ratio": 2.576637, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.475171, + "hold30_r": 0.906635 + }, + { + "symbol": "COF", + "date": "2024-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.499405, + "strategy_rank": 71.634619, + "production_rank": 74.589548, + "structural_overlay_pass": false, + "structural_overlay_score": 70.860071, + "structural_overlay_rr": 1.331112, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.038841, + "primary_prob": 28.97, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 3.058261, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.60274, + "range_504_ratio": 1.827118, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.050084, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2024-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.643282, + "strategy_rank": 99.429632, + "production_rank": 99.500849, + "structural_overlay_pass": false, + "structural_overlay_score": 94.525806, + "structural_overlay_rr": 1.514679, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.542863, + "primary_prob": 36.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 70, + "primary_distance_atr": 2.314295, + "raw_level_count": 141, + "gate_level_count": 141, + "range_504_log": 2.195568, + "range_504_ratio": 8.985103, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.018979, + "hold30_r": -1.0 + }, + { + "symbol": "CRWD", + "date": "2024-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.514863, + "strategy_rank": 89.58582, + "production_rank": 88.895501, + "structural_overlay_pass": false, + "structural_overlay_score": 84.450726, + "structural_overlay_rr": 1.940357, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.638443, + "primary_prob": 49.77, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.457664, + "raw_level_count": 111, + "gate_level_count": 111, + "range_504_log": 1.462771, + "range_504_ratio": 4.317909, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.030148, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2024-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.167658, + "strategy_rank": 99.239213, + "production_rank": 99.215361, + "structural_overlay_pass": false, + "structural_overlay_score": 94.254593, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.881497, + "primary_prob": 26.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.822246, + "raw_level_count": 168, + "gate_level_count": 168, + "range_504_log": 3.793113, + "range_504_ratio": 44.394366, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.024457, + "hold30_r": -1.0 + }, + { + "symbol": "DECK", + "date": "2024-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.109394, + "strategy_rank": 87.187264, + "production_rank": 87.494641, + "structural_overlay_pass": false, + "structural_overlay_score": 83.119909, + "structural_overlay_rr": 1.665849, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.695131, + "primary_prob": 31.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.542696, + "raw_level_count": 115, + "gate_level_count": 115, + "range_504_log": 1.310129, + "range_504_ratio": 3.706651, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.040129, + "hold30_r": -1.0 + }, + { + "symbol": "DELL", + "date": "2024-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.454221, + "strategy_rank": 98.526031, + "production_rank": 98.502094, + "structural_overlay_pass": true, + "structural_overlay_score": 98.57699, + "structural_overlay_rr": 2.012931, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.864344, + "primary_prob": 38.68, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 62.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.796517, + "raw_level_count": 107, + "gate_level_count": 107, + "range_504_log": 1.697968, + "range_504_ratio": 5.462836, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.026096, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2024-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.551724, + "strategy_rank": 90.816611, + "production_rank": 92.728315, + "structural_overlay_pass": false, + "structural_overlay_score": 88.091899, + "structural_overlay_rr": 1.359635, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.415184, + "primary_prob": 34.91, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.122776, + "raw_level_count": 93, + "gate_level_count": 93, + "range_504_log": 1.270343, + "range_504_ratio": 3.562074, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.037259, + "hold30_r": -1.0 + }, + { + "symbol": "FANG", + "date": "2024-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.655172, + "strategy_rank": 73.447457, + "production_rank": 78.850029, + "structural_overlay_pass": false, + "structural_overlay_score": 74.907527, + "structural_overlay_rr": 2.008, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.635037, + "primary_prob": 34.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.452555, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.65905, + "range_504_ratio": 1.932955, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.049805, + "hold30_r": -1.0 + }, + { + "symbol": "FICO", + "date": "2024-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.789536, + "strategy_rank": 89.949825, + "production_rank": 92.229729, + "structural_overlay_pass": false, + "structural_overlay_score": 87.618242, + "structural_overlay_rr": 0.971543, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.928837, + "primary_prob": 46.63, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.393256, + "raw_level_count": 114, + "gate_level_count": 114, + "range_504_log": 1.53978, + "range_504_ratio": 4.663563, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.04899, + "hold30_r": -1.0 + }, + { + "symbol": "FITB", + "date": "2024-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.508918, + "strategy_rank": 78.366694, + "production_rank": 83.080769, + "structural_overlay_pass": false, + "structural_overlay_score": 78.92673, + "structural_overlay_rr": 1.588149, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.53552, + "primary_prob": 36.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 58, + "primary_distance_atr": 2.30328, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.663075, + "range_504_ratio": 1.940751, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.477577, + "hold30_r": 0.754905 + }, + { + "symbol": "GD", + "date": "2024-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.08799, + "strategy_rank": 60.689147, + "production_rank": 69.155428, + "structural_overlay_pass": false, + "structural_overlay_score": 65.697657, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.189271, + "primary_prob": 35.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 59.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.783906, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.402904, + "range_504_ratio": 1.496163, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.103556, + "hold30_r": 0.807392 + }, + { + "symbol": "GE", + "date": "2024-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.353151, + "strategy_rank": 85.674997, + "production_rank": 84.901048, + "structural_overlay_pass": false, + "structural_overlay_score": 80.655996, + "structural_overlay_rr": 1.374157, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.395841, + "primary_prob": 34.51, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.093762, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 1.069758, + "range_504_ratio": 2.914674, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.052176, + "hold30_r": -1.0 + }, + { + "symbol": "GLW", + "date": "2024-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.737218, + "strategy_rank": 76.21914, + "production_rank": 77.725166, + "structural_overlay_pass": false, + "structural_overlay_score": 73.838908, + "structural_overlay_rr": 0.77199, + "structural_overlay_sources": [ + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.844722, + "primary_prob": 12.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.767083, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.607862, + "range_504_ratio": 1.8365, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.056967, + "hold30_r": -1.0 + }, + { + "symbol": "GS", + "date": "2024-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.325803, + "strategy_rank": 70.475568, + "production_rank": 75.758979, + "structural_overlay_pass": false, + "structural_overlay_score": 71.97103, + "structural_overlay_rr": 0.693568, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.185976, + "primary_prob": 24.3, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.778964, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.586454, + "range_504_ratio": 1.797602, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.056614, + "hold30_r": -1.0 + }, + { + "symbol": "HLT", + "date": "2024-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.807372, + "strategy_rank": 63.464685, + "production_rank": 69.578914, + "structural_overlay_pass": false, + "structural_overlay_score": 66.099969, + "structural_overlay_rr": 1.999181, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.480289, + "primary_prob": 33.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.220433, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.676949, + "range_504_ratio": 1.967865, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.066854, + "hold30_r": -1.0 + }, + { + "symbol": "IBKR", + "date": "2024-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.066587, + "strategy_rank": 69.179153, + "production_rank": 74.141631, + "structural_overlay_pass": false, + "structural_overlay_score": 70.434549, + "structural_overlay_rr": 0.669853, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.344955, + "primary_prob": 36.59, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.017433, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.774377, + "range_504_ratio": 2.169241, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.287146, + "hold30_r": 5.023666 + }, + { + "symbol": "IFF", + "date": "2024-08-21", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.74673, + "strategy_rank": 80.279006, + "production_rank": 84.434914, + "structural_overlay_pass": false, + "structural_overlay_score": 80.213168, + "structural_overlay_rr": 2.226255, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.083267, + "primary_prob": 34.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 20, + "primary_distance_atr": 3.1249, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.672652, + "range_504_ratio": 1.959427, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.05916, + "hold30_r": 0.112124 + }, + { + "symbol": "IP", + "date": "2024-08-21", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.585018, + "strategy_rank": 83.779109, + "production_rank": 85.381078, + "structural_overlay_pass": false, + "structural_overlay_score": 81.112024, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 5.241123, + "primary_prob": 27.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 7.861684, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.508306, + "range_504_ratio": 1.662472, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.059221, + "hold30_r": -1.0 + }, + { + "symbol": "IR", + "date": "2024-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.331748, + "strategy_rank": 75.566428, + "production_rank": 77.488201, + "structural_overlay_pass": false, + "structural_overlay_score": 73.613791, + "structural_overlay_rr": 1.268078, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.191358, + "primary_prob": 41.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 89.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.787037, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 0.875666, + "range_504_ratio": 2.400474, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.051863, + "hold30_r": -1.0 + }, + { + "symbol": "KKR", + "date": "2024-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.600476, + "strategy_rank": 90.221996, + "production_rank": 92.014822, + "structural_overlay_pass": false, + "structural_overlay_score": 87.414081, + "structural_overlay_rr": 1.979545, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.505775, + "primary_prob": 17.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.258663, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 1.126005, + "range_504_ratio": 3.083313, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.460241, + "hold30_r": 2.327342 + }, + { + "symbol": "LHX", + "date": "2024-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.612366, + "strategy_rank": 63.064048, + "production_rank": 70.580154, + "structural_overlay_pass": false, + "structural_overlay_score": 67.051147, + "structural_overlay_rr": 1.789155, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.995992, + "primary_prob": 49.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 126, + "primary_distance_atr": 1.493988, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.464901, + "range_504_ratio": 1.591856, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.915991, + "hold30_r": -1.0 + }, + { + "symbol": "MCK", + "date": "2024-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.887039, + "strategy_rank": 75.898362, + "production_rank": 82.227921, + "structural_overlay_pass": false, + "structural_overlay_score": 78.116525, + "structural_overlay_rr": 2.434705, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.917751, + "primary_prob": 39.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.376627, + "raw_level_count": 97, + "gate_level_count": 97, + "range_504_log": 0.653188, + "range_504_ratio": 1.921658, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.861343, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2024-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.881094, + "strategy_rank": 99.881136, + "production_rank": 99.881122, + "structural_overlay_pass": false, + "structural_overlay_score": 94.887066, + "structural_overlay_rr": 1.809405, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.700956, + "primary_prob": 43.24, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 17.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.051434, + "raw_level_count": 148, + "gate_level_count": 148, + "range_504_log": 2.713565, + "range_504_ratio": 15.082956, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.015886, + "hold30_r": -1.0 + }, + { + "symbol": "MU", + "date": "2024-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.892985, + "strategy_rank": 91.428652, + "production_rank": 90.916763, + "structural_overlay_pass": false, + "structural_overlay_score": 86.370925, + "structural_overlay_rr": 1.873277, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.558511, + "primary_prob": 46.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 79.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.337767, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 1.179528, + "range_504_ratio": 3.252839, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.029109, + "hold30_r": -1.0 + }, + { + "symbol": "NRG", + "date": "2024-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.216409, + "strategy_rank": 93.97714, + "production_rank": 95.390229, + "structural_overlay_pass": false, + "structural_overlay_score": 90.620718, + "structural_overlay_rr": 1.185654, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.815819, + "primary_prob": 51.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.223728, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 1.063056, + "range_504_ratio": 2.895207, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.040626, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2024-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.265161, + "strategy_rank": 97.337394, + "production_rank": 97.313316, + "structural_overlay_pass": false, + "structural_overlay_score": 92.44765, + "structural_overlay_rr": 0.776492, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.757694, + "primary_prob": 53.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.136541, + "raw_level_count": 158, + "gate_level_count": 158, + "range_504_log": 2.897388, + "range_504_ratio": 18.126735, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.026086, + "hold30_r": -1.0 + }, + { + "symbol": "PHM", + "date": "2024-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.045184, + "strategy_rank": 78.773672, + "production_rank": 79.864176, + "structural_overlay_pass": false, + "structural_overlay_score": 75.870967, + "structural_overlay_rr": 1.18713, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.765505, + "primary_prob": 53.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.148257, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 1.326619, + "range_504_ratio": 3.76828, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.722402, + "hold30_r": 2.419395 + }, + { + "symbol": "PNC", + "date": "2024-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.590963, + "strategy_rank": 70.663318, + "production_rank": 74.972533, + "structural_overlay_pass": false, + "structural_overlay_score": 71.223906, + "structural_overlay_rr": 1.215433, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.934043, + "primary_prob": 30.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.901064, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.513601, + "range_504_ratio": 1.671298, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.86646, + "hold30_r": 0.978443 + }, + { + "symbol": "PRU", + "date": "2024-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.261593, + "strategy_rank": 67.228246, + "production_rank": 71.572695, + "structural_overlay_pass": false, + "structural_overlay_score": 67.99406, + "structural_overlay_rr": 2.25241, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.292722, + "primary_prob": 41.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 1.939084, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.533714, + "range_504_ratio": 1.705254, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.233376, + "hold30_r": 1.180699 + }, + { + "symbol": "QCOM", + "date": "2024-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.801427, + "strategy_rank": 87.518719, + "production_rank": 87.279621, + "structural_overlay_pass": false, + "structural_overlay_score": 82.91564, + "structural_overlay_rr": 2.055994, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.725733, + "primary_prob": 27.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 71.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.588599, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.821052, + "range_504_ratio": 2.272889, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.033397, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2024-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.984542, + "strategy_rank": 89.459726, + "production_rank": 90.634665, + "structural_overlay_pass": false, + "structural_overlay_score": 86.102931, + "structural_overlay_rr": 1.783804, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.355852, + "primary_prob": 21.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.033777, + "raw_level_count": 121, + "gate_level_count": 121, + "range_504_log": 1.546675, + "range_504_ratio": 4.695829, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.319182, + "hold30_r": 1.74395 + }, + { + "symbol": "RL", + "date": "2024-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.89893, + "strategy_rank": 79.559892, + "production_rank": 81.339571, + "structural_overlay_pass": false, + "structural_overlay_score": 77.272593, + "structural_overlay_rr": 2.157838, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.744381, + "primary_prob": 47.86, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 99.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.616572, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.848118, + "range_504_ratio": 2.335247, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.702785, + "hold30_r": 2.722311 + }, + { + "symbol": "SMCI", + "date": "2024-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.929845, + "strategy_rank": 99.144003, + "production_rank": 99.072617, + "structural_overlay_pass": false, + "structural_overlay_score": 94.118987, + "structural_overlay_rr": 2.452685, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.841789, + "primary_prob": 20.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.762684, + "raw_level_count": 157, + "gate_level_count": 157, + "range_504_log": 3.196349, + "range_504_ratio": 24.443119, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.408512, + "hold30_r": -1.391957 + }, + { + "symbol": "STX", + "date": "2024-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.060642, + "strategy_rank": 84.753376, + "production_rank": 86.189131, + "structural_overlay_pass": false, + "structural_overlay_score": 81.879675, + "structural_overlay_rr": 0.740764, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.524224, + "primary_prob": 29.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 63.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.286336, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.872321, + "range_504_ratio": 2.392458, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.044591, + "hold30_r": -1.0 + }, + { + "symbol": "SW", + "date": "2024-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.124851, + "strategy_rank": 88.49951, + "production_rank": 90.707957, + "structural_overlay_pass": false, + "structural_overlay_score": 86.172559, + "structural_overlay_rr": 2.161774, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.197221, + "primary_prob": 27.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 93, + "primary_distance_atr": 3.295832, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.714344, + "range_504_ratio": 2.042846, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.156586, + "hold30_r": 1.204652 + }, + { + "symbol": "SYF", + "date": "2024-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.271106, + "strategy_rank": 85.326116, + "production_rank": 87.641113, + "structural_overlay_pass": false, + "structural_overlay_score": 83.259057, + "structural_overlay_rr": 1.138437, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.595868, + "primary_prob": 35.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.393802, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.683511, + "range_504_ratio": 1.98082, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.547308, + "hold30_r": -1.0 + }, + { + "symbol": "T", + "date": "2024-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.557669, + "strategy_rank": 68.57968, + "production_rank": 76.23901, + "structural_overlay_pass": false, + "structural_overlay_score": 72.427059, + "structural_overlay_rr": 1.818182, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.534091, + "primary_prob": 33.01, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 82.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.301136, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.531022, + "range_504_ratio": 1.70067, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.460076, + "hold30_r": 4.753788 + }, + { + "symbol": "TFC", + "date": "2024-08-21", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.877527, + "strategy_rank": 72.657974, + "production_rank": 76.064492, + "structural_overlay_pass": false, + "structural_overlay_score": 72.261267, + "structural_overlay_rr": 2.271335, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.364212, + "primary_prob": 25.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 59, + "primary_distance_atr": 3.546318, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 0.735658, + "range_504_ratio": 2.086854, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.057957, + "hold30_r": -0.413095 + }, + { + "symbol": "TPL", + "date": "2024-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.97503, + "strategy_rank": 84.081571, + "production_rank": 83.046057, + "structural_overlay_pass": false, + "structural_overlay_score": 78.893754, + "structural_overlay_rr": 1.641862, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.96043, + "primary_prob": 27.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.940646, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 0.771554, + "range_504_ratio": 2.163125, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.043226, + "hold30_r": -1.0 + }, + { + "symbol": "TRV", + "date": "2024-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.661118, + "strategy_rank": 70.094136, + "production_rank": 74.949797, + "structural_overlay_pass": false, + "structural_overlay_score": 71.202307, + "structural_overlay_rr": 0.745883, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.718478, + "primary_prob": 34.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.577717, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.441688, + "range_504_ratio": 1.55533, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.644586, + "hold30_r": 2.789842 + }, + { + "symbol": "VRT", + "date": "2024-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.859691, + "strategy_rank": 97.824824, + "production_rank": 97.836446, + "structural_overlay_pass": false, + "structural_overlay_score": 92.944624, + "structural_overlay_rr": 1.518493, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.955645, + "primary_prob": 25.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 77.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.933468, + "raw_level_count": 135, + "gate_level_count": 135, + "range_504_log": 2.444645, + "range_504_ratio": 11.526456, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.933328, + "hold30_r": 3.534074 + }, + { + "symbol": "VRTX", + "date": "2024-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.039239, + "strategy_rank": 63.564047, + "production_rank": 71.389111, + "structural_overlay_pass": false, + "structural_overlay_score": 67.819655, + "structural_overlay_rr": 1.657074, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.802431, + "primary_prob": 40.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.203646, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 0.613191, + "range_504_ratio": 1.846314, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.735979, + "hold30_r": -1.0 + }, + { + "symbol": "VST", + "date": "2024-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.40547, + "strategy_rank": 98.621834, + "production_rank": 98.883046, + "structural_overlay_pass": false, + "structural_overlay_score": 93.938893, + "structural_overlay_rr": 1.846144, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.802328, + "primary_prob": 35.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.703491, + "raw_level_count": 107, + "gate_level_count": 107, + "range_504_log": 1.64195, + "range_504_ratio": 5.165231, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.025569, + "hold30_r": -1.0 + }, + { + "symbol": "WAB", + "date": "2024-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.319857, + "strategy_rank": 75.931026, + "production_rank": 81.060636, + "structural_overlay_pass": false, + "structural_overlay_score": 77.007605, + "structural_overlay_rr": 1.870825, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.708287, + "primary_prob": 44.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 78.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.562431, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.767053, + "range_504_ratio": 2.15341, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.641949, + "hold30_r": 3.880603 + }, + { + "symbol": "WDC", + "date": "2024-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.222354, + "strategy_rank": 91.657073, + "production_rank": 92.178834, + "structural_overlay_pass": false, + "structural_overlay_score": 87.569892, + "structural_overlay_rr": 1.52264, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.937248, + "primary_prob": 30.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.905872, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 1.00906, + "range_504_ratio": 2.743021, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.033367, + "hold30_r": -1.0 + }, + { + "symbol": "WFC", + "date": "2024-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.752675, + "strategy_rank": 73.897182, + "production_rank": 78.51568, + "structural_overlay_pass": false, + "structural_overlay_score": 74.589896, + "structural_overlay_rr": 2.751006, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.382919, + "primary_prob": 25.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 3.574378, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.573501, + "range_504_ratio": 1.774468, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.053764, + "hold30_r": -1.0 + }, + { + "symbol": "WM", + "date": "2024-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.697979, + "strategy_rank": 69.436566, + "production_rank": 77.523704, + "structural_overlay_pass": false, + "structural_overlay_score": 73.647518, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.890724, + "primary_prob": 12.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.836086, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.416796, + "range_504_ratio": 1.517093, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.086997, + "hold30_r": -1.0 + }, + { + "symbol": "WRB", + "date": "2024-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.423306, + "strategy_rank": 68.217454, + "production_rank": 73.619405, + "structural_overlay_pass": false, + "structural_overlay_score": 69.938434, + "structural_overlay_rr": 1.178015, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.178015, + "primary_prob": 39.5, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.767022, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.474386, + "range_504_ratio": 1.607027, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.104235, + "hold30_r": -1.0 + }, + { + "symbol": "WSM", + "date": "2024-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.692033, + "strategy_rank": 97.089174, + "production_rank": 97.62346, + "structural_overlay_pass": false, + "structural_overlay_score": 92.742287, + "structural_overlay_rr": 1.695941, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.610563, + "primary_prob": 20.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.415845, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 1.160331, + "range_504_ratio": 3.190991, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.169536, + "hold30_r": -1.140648 + }, + { + "symbol": "CEG", + "date": "2024-08-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.655172, + "strategy_rank": 90.323196, + "production_rank": 90.100522, + "structural_overlay_pass": true, + "structural_overlay_score": 90.595496, + "structural_overlay_rr": 2.307309, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.152078, + "primary_prob": 40.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 90.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.228118, + "raw_level_count": 103, + "gate_level_count": 103, + "range_504_log": 1.200171, + "range_504_ratio": 3.320686, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.03271, + "hold30_r": -1.0 + }, + { + "symbol": "HOOD", + "date": "2024-08-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.413793, + "strategy_rank": 97.082644, + "production_rank": 97.193027, + "structural_overlay_pass": false, + "structural_overlay_score": 92.333376, + "structural_overlay_rr": 1.976913, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.976913, + "primary_prob": 26.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.96537, + "raw_level_count": 117, + "gate_level_count": 117, + "range_504_log": 1.190532, + "range_504_ratio": 3.28883, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.028923, + "hold30_r": -1.0 + }, + { + "symbol": "AIG", + "date": "2024-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.605911, + "strategy_rank": 66.751813, + "production_rank": 72.703179, + "structural_overlay_pass": false, + "structural_overlay_score": 69.06802, + "structural_overlay_rr": 1.022993, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.287727, + "primary_prob": 41.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.931591, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.571126, + "range_504_ratio": 1.770258, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.07153, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2024-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.221675, + "strategy_rank": 86.44484, + "production_rank": 86.037118, + "structural_overlay_pass": false, + "structural_overlay_score": 81.735263, + "structural_overlay_rr": 0.978059, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.776698, + "primary_prob": 44.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.165047, + "raw_level_count": 122, + "gate_level_count": 122, + "range_504_log": 1.343965, + "range_504_ratio": 3.834216, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.03825, + "hold30_r": -1.0 + }, + { + "symbol": "APO", + "date": "2024-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.374384, + "strategy_rank": 80.50229, + "production_rank": 81.459655, + "structural_overlay_pass": false, + "structural_overlay_score": 77.386672, + "structural_overlay_rr": 2.476324, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.376539, + "primary_prob": 35.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 77.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.064808, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 1.019501, + "range_504_ratio": 2.771811, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.049361, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2024-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.349754, + "strategy_rank": 94.053315, + "production_rank": 93.818794, + "structural_overlay_pass": false, + "structural_overlay_score": 89.127855, + "structural_overlay_rr": 0.679617, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.503392, + "primary_prob": 45.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 65.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.255088, + "raw_level_count": 140, + "gate_level_count": 140, + "range_504_log": 2.314548, + "range_504_ratio": 10.12035, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.474723, + "hold30_r": 9.258762 + }, + { + "symbol": "ARES", + "date": "2024-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.389163, + "strategy_rank": 75.052488, + "production_rank": 77.498046, + "structural_overlay_pass": false, + "structural_overlay_score": 73.623144, + "structural_overlay_rr": 1.481393, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.515302, + "primary_prob": 17.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.272953, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 0.976104, + "range_504_ratio": 2.654096, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.057818, + "hold30_r": -1.0 + }, + { + "symbol": "BAC", + "date": "2024-08-28", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.359606, + "strategy_rank": 68.313717, + "production_rank": 73.662346, + "structural_overlay_pass": false, + "structural_overlay_score": 69.979229, + "structural_overlay_rr": 0.982589, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.358212, + "primary_prob": 25.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 3.537319, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.576865, + "range_504_ratio": 1.780449, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.062807, + "hold30_r": -1.0 + }, + { + "symbol": "C", + "date": "2024-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.581281, + "strategy_rank": 81.151546, + "production_rank": 85.628124, + "structural_overlay_pass": false, + "structural_overlay_score": 81.346718, + "structural_overlay_rr": 1.6034, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.63493, + "primary_prob": 34.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.452396, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.57466, + "range_504_ratio": 1.776526, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.056442, + "hold30_r": -1.0 + }, + { + "symbol": "CASY", + "date": "2024-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.935961, + "strategy_rank": 89.590597, + "production_rank": 91.705718, + "structural_overlay_pass": false, + "structural_overlay_score": 87.120432, + "structural_overlay_rr": 1.028932, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.034743, + "primary_prob": 43.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 77.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.552115, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.709816, + "range_504_ratio": 2.033617, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.059744, + "hold30_r": -1.0 + }, + { + "symbol": "CFG", + "date": "2024-08-28", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.793103, + "strategy_rank": 79.129342, + "production_rank": 82.350596, + "structural_overlay_pass": false, + "structural_overlay_score": 78.233066, + "structural_overlay_rr": 1.455087, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.897858, + "primary_prob": 20.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 4.346787, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.677211, + "range_504_ratio": 1.968379, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.057175, + "hold30_r": -1.0 + }, + { + "symbol": "CI", + "date": "2024-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.945813, + "strategy_rank": 64.552106, + "production_rank": 72.016675, + "structural_overlay_pass": false, + "structural_overlay_score": 68.415841, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.757775, + "primary_prob": 53.34, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 4.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.136662, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.419121, + "range_504_ratio": 1.520624, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.68805, + "hold30_r": -1.276919 + }, + { + "symbol": "CMG", + "date": "2024-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.773399, + "strategy_rank": 78.053187, + "production_rank": 79.293258, + "structural_overlay_pass": false, + "structural_overlay_score": 75.328595, + "structural_overlay_rr": 1.57598, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.890686, + "primary_prob": 39.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 66.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.83603, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 0.946485, + "range_504_ratio": 2.576637, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.099444, + "hold30_r": -1.061495 + }, + { + "symbol": "COF", + "date": "2024-08-28", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.73399, + "strategy_rank": 79.932243, + "production_rank": 84.199492, + "structural_overlay_pass": false, + "structural_overlay_score": 79.989518, + "structural_overlay_rr": 1.799902, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.031659, + "primary_prob": 29.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 3.047488, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.60274, + "range_504_ratio": 1.827118, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.057914, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2024-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.630542, + "strategy_rank": 99.409276, + "production_rank": 99.483031, + "structural_overlay_pass": false, + "structural_overlay_score": 94.50888, + "structural_overlay_rr": 1.818169, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.571507, + "primary_prob": 35.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 62, + "primary_distance_atr": 2.357261, + "raw_level_count": 142, + "gate_level_count": 142, + "range_504_log": 2.195568, + "range_504_ratio": 8.985103, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.01916, + "hold30_r": -1.0 + }, + { + "symbol": "COR", + "date": "2024-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.37931, + "strategy_rank": 65.773635, + "production_rank": 74.30886, + "structural_overlay_pass": false, + "structural_overlay_score": 70.593417, + "structural_overlay_rr": 0.786877, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.802633, + "primary_prob": 55.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 63, + "primary_distance_atr": 1.203949, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.605746, + "range_504_ratio": 1.832618, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.721998, + "hold30_r": -1.01625 + }, + { + "symbol": "COST", + "date": "2024-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.285714, + "strategy_rank": 70.433579, + "production_rank": 76.717624, + "structural_overlay_pass": false, + "structural_overlay_score": 72.881743, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.68248, + "primary_prob": 55.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.02372, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.718638, + "range_504_ratio": 2.051637, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.613943, + "hold30_r": 0.215325 + }, + { + "symbol": "CRWD", + "date": "2024-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.1133, + "strategy_rank": 87.034292, + "production_rank": 86.060628, + "structural_overlay_pass": false, + "structural_overlay_score": 81.757597, + "structural_overlay_rr": 1.580969, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.579228, + "primary_prob": 50.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.368842, + "raw_level_count": 111, + "gate_level_count": 111, + "range_504_log": 1.462771, + "range_504_ratio": 4.317909, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.03194, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2024-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.384236, + "strategy_rank": 99.310663, + "production_rank": 99.335187, + "structural_overlay_pass": false, + "structural_overlay_score": 94.368428, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.787492, + "primary_prob": 27.8, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.681238, + "raw_level_count": 168, + "gate_level_count": 168, + "range_504_log": 3.807288, + "range_504_ratio": 45.028169, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.026143, + "hold30_r": -1.0 + }, + { + "symbol": "DECK", + "date": "2024-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.689655, + "strategy_rank": 92.370212, + "production_rank": 93.476693, + "structural_overlay_pass": false, + "structural_overlay_score": 88.802859, + "structural_overlay_rr": 1.257082, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.045898, + "primary_prob": 29.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.568847, + "raw_level_count": 115, + "gate_level_count": 115, + "range_504_log": 1.310129, + "range_504_ratio": 3.706651, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.043581, + "hold30_r": -1.0 + }, + { + "symbol": "DELL", + "date": "2024-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.660099, + "strategy_rank": 97.956165, + "production_rank": 97.857476, + "structural_overlay_pass": false, + "structural_overlay_score": 92.964602, + "structural_overlay_rr": 2.262386, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.096068, + "primary_prob": 20.68, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 62.0, + "primary_rejection_count": 17, + "primary_distance_atr": 3.144101, + "raw_level_count": 108, + "gate_level_count": 108, + "range_504_log": 1.697968, + "range_504_ratio": 5.462836, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.029048, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2024-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.08867, + "strategy_rank": 86.452475, + "production_rank": 88.997873, + "structural_overlay_pass": false, + "structural_overlay_score": 84.54798, + "structural_overlay_rr": 1.157688, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.221006, + "primary_prob": 24.03, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.83151, + "raw_level_count": 93, + "gate_level_count": 93, + "range_504_log": 1.270343, + "range_504_ratio": 3.562074, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.042686, + "hold30_r": -1.0 + }, + { + "symbol": "FANG", + "date": "2024-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.807882, + "strategy_rank": 71.945222, + "production_rank": 77.232775, + "structural_overlay_pass": false, + "structural_overlay_score": 73.371137, + "structural_overlay_rr": 2.106531, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.305596, + "primary_prob": 41.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.958393, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.65905, + "range_504_ratio": 1.932955, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.05584, + "hold30_r": -1.0 + }, + { + "symbol": "FICO", + "date": "2024-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.428571, + "strategy_rank": 89.418819, + "production_rank": 91.755403, + "structural_overlay_pass": false, + "structural_overlay_score": 87.167633, + "structural_overlay_rr": 1.518535, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.518535, + "primary_prob": 32.1, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.277803, + "raw_level_count": 115, + "gate_level_count": 115, + "range_504_log": 1.53978, + "range_504_ratio": 4.663563, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.463859, + "hold30_r": 4.161329 + }, + { + "symbol": "FITB", + "date": "2024-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.827586, + "strategy_rank": 79.626543, + "production_rank": 84.693557, + "structural_overlay_pass": false, + "structural_overlay_score": 80.458879, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.613534, + "primary_prob": 35.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 58, + "primary_distance_atr": 2.420301, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.663075, + "range_504_ratio": 1.940751, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.060888, + "hold30_r": -1.0 + }, + { + "symbol": "GD", + "date": "2024-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.46798, + "strategy_rank": 60.528693, + "production_rank": 68.841789, + "structural_overlay_pass": false, + "structural_overlay_score": 65.399699, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.881056, + "primary_prob": 44.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.321584, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.402904, + "range_504_ratio": 1.496163, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.787552, + "hold30_r": -0.092987 + }, + { + "symbol": "GE", + "date": "2024-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.418719, + "strategy_rank": 83.636277, + "production_rank": 82.563758, + "structural_overlay_pass": false, + "structural_overlay_score": 78.43557, + "structural_overlay_rr": 1.460128, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.485019, + "primary_prob": 17.73, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.227528, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 1.069758, + "range_504_ratio": 2.914674, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.060125, + "hold30_r": -1.0 + }, + { + "symbol": "HLT", + "date": "2024-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.62069, + "strategy_rank": 64.475442, + "production_rank": 70.857191, + "structural_overlay_pass": false, + "structural_overlay_score": 67.314332, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.465597, + "primary_prob": 18.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.198396, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.676949, + "range_504_ratio": 1.967865, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.071219, + "hold30_r": -1.0 + }, + { + "symbol": "IFF", + "date": "2024-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.748768, + "strategy_rank": 76.733363, + "production_rank": 81.738498, + "structural_overlay_pass": false, + "structural_overlay_score": 77.651573, + "structural_overlay_rr": 1.620437, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.591572, + "primary_prob": 41.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.387359, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.653656, + "range_504_ratio": 1.922557, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.065958, + "hold30_r": 0.08376 + }, + { + "symbol": "IP", + "date": "2024-08-28", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.17734, + "strategy_rank": 83.200153, + "production_rank": 84.859215, + "structural_overlay_pass": false, + "structural_overlay_score": 80.616254, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 5.632903, + "primary_prob": 26.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 8.449354, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.529238, + "range_504_ratio": 1.697638, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.066284, + "hold30_r": -1.0 + }, + { + "symbol": "KEY", + "date": "2024-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.881773, + "strategy_rank": 79.345655, + "production_rank": 80.524361, + "structural_overlay_pass": false, + "structural_overlay_score": 76.498143, + "structural_overlay_rr": 1.690009, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.718821, + "primary_prob": 48.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 67, + "primary_distance_atr": 2.578231, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 0.866446, + "range_504_ratio": 2.378442, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.044658, + "hold30_r": -1.0 + }, + { + "symbol": "KKR", + "date": "2024-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.044335, + "strategy_rank": 91.067566, + "production_rank": 93.059822, + "structural_overlay_pass": false, + "structural_overlay_score": 88.406831, + "structural_overlay_rr": 1.543419, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.074466, + "primary_prob": 27.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.611699, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 1.126005, + "range_504_ratio": 3.083313, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.052437, + "hold30_r": -1.0 + }, + { + "symbol": "L", + "date": "2024-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.128079, + "strategy_rank": 59.185965, + "production_rank": 67.16667, + "structural_overlay_pass": false, + "structural_overlay_score": 63.808336, + "structural_overlay_rr": 1.27421, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.790293, + "primary_prob": 51.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.18544, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.526185, + "range_504_ratio": 1.692464, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.092072, + "hold30_r": -1.0 + }, + { + "symbol": "LHX", + "date": "2024-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.635468, + "strategy_rank": 61.387263, + "production_rank": 68.469998, + "structural_overlay_pass": false, + "structural_overlay_score": 65.046498, + "structural_overlay_rr": 1.915678, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.680439, + "primary_prob": 60.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 126, + "primary_distance_atr": 1.020658, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.464901, + "range_504_ratio": 1.591856, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.598001, + "hold30_r": -1.0 + }, + { + "symbol": "MCK", + "date": "2024-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.182266, + "strategy_rank": 76.66338, + "production_rank": 83.169675, + "structural_overlay_pass": false, + "structural_overlay_score": 79.011191, + "structural_overlay_rr": 2.795626, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.107738, + "primary_prob": 33.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.661607, + "raw_level_count": 97, + "gate_level_count": 97, + "range_504_log": 0.653188, + "range_504_ratio": 1.921658, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.045147, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2024-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.876847, + "strategy_rank": 99.876893, + "production_rank": 99.876878, + "structural_overlay_pass": false, + "structural_overlay_score": 94.883034, + "structural_overlay_rr": 1.767413, + "structural_overlay_sources": [ + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.530447, + "primary_prob": 24.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.29567, + "raw_level_count": 148, + "gate_level_count": 148, + "range_504_log": 2.713565, + "range_504_ratio": 15.082956, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.015658, + "hold30_r": -1.0 + }, + { + "symbol": "NRG", + "date": "2024-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.64532, + "strategy_rank": 94.365377, + "production_rank": 95.792025, + "structural_overlay_pass": false, + "structural_overlay_score": 91.002424, + "structural_overlay_rr": 1.198354, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.915336, + "primary_prob": 40.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.373004, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 1.063056, + "range_504_ratio": 2.895207, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.873656, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2024-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.79803, + "strategy_rank": 96.762311, + "production_rank": 96.774217, + "structural_overlay_pass": false, + "structural_overlay_score": 91.935506, + "structural_overlay_rr": 1.542592, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.068723, + "primary_prob": 43.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.603084, + "raw_level_count": 160, + "gate_level_count": 160, + "range_504_log": 2.897388, + "range_504_ratio": 18.126735, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.025929, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2024-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.403941, + "strategy_rank": 85.469843, + "production_rank": 84.114543, + "structural_overlay_pass": false, + "structural_overlay_score": 79.908815, + "structural_overlay_rr": 1.306942, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.055087, + "primary_prob": 29.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.58263, + "raw_level_count": 127, + "gate_level_count": 127, + "range_504_log": 1.735557, + "range_504_ratio": 5.672089, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.024329, + "hold30_r": 6.66616 + }, + { + "symbol": "PNC", + "date": "2024-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.103448, + "strategy_rank": 77.091233, + "production_rank": 82.428638, + "structural_overlay_pass": false, + "structural_overlay_score": 78.307206, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.63297, + "primary_prob": 49.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.449455, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.515895, + "range_504_ratio": 1.675137, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.071349, + "hold30_r": -1.0 + }, + { + "symbol": "PRU", + "date": "2024-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.172414, + "strategy_rank": 67.117, + "production_rank": 71.468804, + "structural_overlay_pass": false, + "structural_overlay_score": 67.895364, + "structural_overlay_rr": 1.888361, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.657181, + "primary_prob": 20.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.485771, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.533714, + "range_504_ratio": 1.705254, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.07031, + "hold30_r": -1.0 + }, + { + "symbol": "PSX", + "date": "2024-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.837438, + "strategy_rank": 75.473661, + "production_rank": 78.928253, + "structural_overlay_pass": false, + "structural_overlay_score": 74.981841, + "structural_overlay_rr": 2.340667, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.372134, + "primary_prob": 25.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 99.0, + "primary_rejection_count": 33, + "primary_distance_atr": 3.558201, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 0.85518, + "range_504_ratio": 2.351797, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.056969, + "hold30_r": -1.0 + }, + { + "symbol": "RL", + "date": "2024-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.8867, + "strategy_rank": 83.915893, + "production_rank": 86.239495, + "structural_overlay_pass": false, + "structural_overlay_score": 81.92752, + "structural_overlay_rr": 1.641434, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.93323, + "primary_prob": 30.14, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 99.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.899845, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.848118, + "range_504_ratio": 2.335247, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.889371, + "hold30_r": 3.836698 + }, + { + "symbol": "SMCI", + "date": "2024-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.891626, + "strategy_rank": 99.113437, + "production_rank": 99.0395, + "structural_overlay_pass": false, + "structural_overlay_score": 94.087525, + "structural_overlay_rr": 4.382547, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.1731, + "primary_prob": 25.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.759651, + "raw_level_count": 158, + "gate_level_count": 158, + "range_504_log": 3.196349, + "range_504_ratio": 24.443119, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.010647, + "hold30_r": 0.254471 + }, + { + "symbol": "STX", + "date": "2024-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.699507, + "strategy_rank": 82.977478, + "production_rank": 84.218154, + "structural_overlay_pass": false, + "structural_overlay_score": 80.007247, + "structural_overlay_rr": 1.914426, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.914426, + "primary_prob": 30.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.871638, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.872321, + "range_504_ratio": 2.392458, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.043881, + "hold30_r": -1.0 + }, + { + "symbol": "SW", + "date": "2024-08-28", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.241379, + "strategy_rank": 86.930589, + "production_rank": 88.700853, + "structural_overlay_pass": false, + "structural_overlay_score": 84.26581, + "structural_overlay_rr": 2.558622, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.747627, + "primary_prob": 37.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 4.121441, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.714344, + "range_504_ratio": 2.042846, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.045941, + "hold30_r": -1.0 + }, + { + "symbol": "SYF", + "date": "2024-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.073892, + "strategy_rank": 86.994529, + "production_rank": 89.68765, + "structural_overlay_pass": false, + "structural_overlay_score": 85.203267, + "structural_overlay_rr": 1.04657, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.499599, + "primary_prob": 23.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.249398, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.683511, + "range_504_ratio": 1.98082, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.056802, + "hold30_r": -1.0 + }, + { + "symbol": "T", + "date": "2024-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.334975, + "strategy_rank": 69.982822, + "production_rank": 78.100207, + "structural_overlay_pass": false, + "structural_overlay_score": 74.195196, + "structural_overlay_rr": 1.447424, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.12814, + "primary_prob": 56.99, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 82.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.692209, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.531022, + "range_504_ratio": 1.70067, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.043763, + "hold30_r": 2.979991 + }, + { + "symbol": "TFC", + "date": "2024-08-28", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.330049, + "strategy_rank": 75.670887, + "production_rank": 79.223941, + "structural_overlay_pass": false, + "structural_overlay_score": 75.262744, + "structural_overlay_rr": 1.025903, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.90902, + "primary_prob": 20.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 56, + "primary_distance_atr": 4.36353, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 0.735658, + "range_504_ratio": 2.086854, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.062366, + "hold30_r": -1.0 + }, + { + "symbol": "TPL", + "date": "2024-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.852217, + "strategy_rank": 86.887327, + "production_rank": 86.208957, + "structural_overlay_pass": false, + "structural_overlay_score": 81.898509, + "structural_overlay_rr": 0.989622, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.767248, + "primary_prob": 54.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.150872, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 0.771554, + "range_504_ratio": 2.163125, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.049204, + "hold30_r": -1.0 + }, + { + "symbol": "URI", + "date": "2024-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.91133, + "strategy_rank": 80.918374, + "production_rank": 80.916026, + "structural_overlay_pass": false, + "structural_overlay_score": 76.870225, + "structural_overlay_rr": 0.891981, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.401995, + "primary_prob": 19.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.102992, + "raw_level_count": 99, + "gate_level_count": 99, + "range_504_log": 1.125704, + "range_504_ratio": 3.082385, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.043431, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2024-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.517241, + "strategy_rank": 92.587161, + "production_rank": 91.897188, + "structural_overlay_pass": true, + "structural_overlay_score": 92.302329, + "structural_overlay_rr": 2.383808, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.759881, + "primary_prob": 43.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 77.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.639822, + "raw_level_count": 136, + "gate_level_count": 136, + "range_504_log": 2.444645, + "range_504_ratio": 11.526456, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.042991, + "hold30_r": -1.017546 + }, + { + "symbol": "VRTX", + "date": "2024-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.901478, + "strategy_rank": 65.883064, + "production_rank": 73.889202, + "structural_overlay_pass": false, + "structural_overlay_score": 70.194742, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.962554, + "primary_prob": 32.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.443832, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 0.613191, + "range_504_ratio": 1.846314, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.070335, + "hold30_r": -1.0 + }, + { + "symbol": "VST", + "date": "2024-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.137931, + "strategy_rank": 98.474042, + "production_rank": 98.695339, + "structural_overlay_pass": false, + "structural_overlay_score": 93.760572, + "structural_overlay_rr": 1.504979, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.96544, + "primary_prob": 32.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.948159, + "raw_level_count": 107, + "gate_level_count": 107, + "range_504_log": 1.64195, + "range_504_ratio": 5.165231, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.028498, + "hold30_r": -1.0 + }, + { + "symbol": "WAB", + "date": "2024-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.866995, + "strategy_rank": 70.256712, + "production_rank": 74.793473, + "structural_overlay_pass": false, + "structural_overlay_score": 71.053799, + "structural_overlay_rr": 1.10526, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.930349, + "primary_prob": 61.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 77.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.395523, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.767053, + "range_504_ratio": 2.15341, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.857803, + "hold30_r": -1.0 + }, + { + "symbol": "WFC", + "date": "2024-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.147783, + "strategy_rank": 75.354371, + "production_rank": 80.285508, + "structural_overlay_pass": false, + "structural_overlay_score": 76.271233, + "structural_overlay_rr": 2.144889, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.744466, + "primary_prob": 33.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.6167, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.573501, + "range_504_ratio": 1.774468, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.060224, + "hold30_r": -1.0 + }, + { + "symbol": "WSM", + "date": "2024-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.152709, + "strategy_rank": 97.341583, + "production_rank": 97.611958, + "structural_overlay_pass": false, + "structural_overlay_score": 92.73136, + "structural_overlay_rr": 1.559127, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.833067, + "primary_prob": 31.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.749601, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 1.160331, + "range_504_ratio": 3.190991, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.806707, + "hold30_r": 0.650868 + }, + { + "symbol": "CEG", + "date": "2024-09-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.411415, + "strategy_rank": 93.629558, + "production_rank": 93.890177, + "structural_overlay_pass": false, + "structural_overlay_score": 89.195668, + "structural_overlay_rr": 1.875684, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.771335, + "primary_prob": 24.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 59.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.657002, + "raw_level_count": 103, + "gate_level_count": 103, + "range_504_log": 1.200171, + "range_504_ratio": 3.320686, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.74233, + "hold30_r": 8.3558 + }, + { + "symbol": "HOOD", + "date": "2024-09-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.82283, + "strategy_rank": 91.107097, + "production_rank": 90.345675, + "structural_overlay_pass": false, + "structural_overlay_score": 85.828391, + "structural_overlay_rr": 2.960211, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.050039, + "primary_prob": 46.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 93.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.575059, + "raw_level_count": 118, + "gate_level_count": 118, + "range_504_log": 1.190532, + "range_504_ratio": 3.28883, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.022834, + "hold30_r": 5.566232 + }, + { + "symbol": "ABBV", + "date": "2024-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.115339, + "strategy_rank": 66.44677, + "production_rank": 72.00296, + "structural_overlay_pass": false, + "structural_overlay_score": 68.402812, + "structural_overlay_rr": 1.078306, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.007958, + "primary_prob": 31.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.511938, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.423175, + "range_504_ratio": 1.526801, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.931502, + "hold30_r": -0.850355 + }, + { + "symbol": "AMT", + "date": "2024-09-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.261593, + "strategy_rank": 69.829196, + "production_rank": 73.306662, + "structural_overlay_pass": false, + "structural_overlay_score": 69.641329, + "structural_overlay_rr": 4.518526, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 2.079796, + "primary_prob": 43.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 3.119694, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.541129, + "range_504_ratio": 1.717945, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.166052, + "hold30_r": -1.099904 + }, + { + "symbol": "ANET", + "date": "2024-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.536266, + "strategy_rank": 89.504365, + "production_rank": 89.514999, + "structural_overlay_pass": false, + "structural_overlay_score": 85.039249, + "structural_overlay_rr": 1.604948, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.089785, + "primary_prob": 39.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 64.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.634677, + "raw_level_count": 123, + "gate_level_count": 123, + "range_504_log": 1.343965, + "range_504_ratio": 3.834216, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.054762, + "hold30_r": 4.209853 + }, + { + "symbol": "APP", + "date": "2024-09-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.676576, + "strategy_rank": 92.926572, + "production_rank": 92.509906, + "structural_overlay_pass": false, + "structural_overlay_score": 87.884411, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 2.185527, + "primary_prob": 23.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 5, + "primary_distance_atr": 3.27829, + "raw_level_count": 141, + "gate_level_count": 141, + "range_504_log": 2.327438, + "range_504_ratio": 10.251641, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.15693, + "hold30_r": 8.886403 + }, + { + "symbol": "AVGO", + "date": "2024-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.109394, + "strategy_rank": 89.859473, + "production_rank": 89.276113, + "structural_overlay_pass": false, + "structural_overlay_score": 84.812308, + "structural_overlay_rr": 1.667199, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.723175, + "primary_prob": 30.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.584763, + "raw_level_count": 95, + "gate_level_count": 95, + "range_504_log": 1.495286, + "range_504_ratio": 4.460612, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.026871, + "hold30_r": -1.0 + }, + { + "symbol": "AXON", + "date": "2024-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.856124, + "strategy_rank": 80.684797, + "production_rank": 80.741906, + "structural_overlay_pass": false, + "structural_overlay_score": 76.704811, + "structural_overlay_rr": 1.731344, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.076602, + "primary_prob": 33.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.614903, + "raw_level_count": 104, + "gate_level_count": 104, + "range_504_log": 1.243058, + "range_504_ratio": 3.466197, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.024231, + "hold30_r": 5.875191 + }, + { + "symbol": "AXP", + "date": "2024-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.277051, + "strategy_rank": 72.673508, + "production_rank": 77.541356, + "structural_overlay_pass": false, + "structural_overlay_score": 73.664288, + "structural_overlay_rr": 1.217391, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.849896, + "primary_prob": 49.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.274843, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.694868, + "range_504_ratio": 2.003444, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.064542, + "hold30_r": -1.0 + }, + { + "symbol": "C", + "date": "2024-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.618312, + "strategy_rank": 71.539706, + "production_rank": 74.565908, + "structural_overlay_pass": false, + "structural_overlay_score": 70.837613, + "structural_overlay_rr": 2.063823, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.516733, + "primary_prob": 51.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.275099, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.57466, + "range_504_ratio": 1.776526, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.056244, + "hold30_r": -1.0 + }, + { + "symbol": "CASY", + "date": "2024-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.551724, + "strategy_rank": 89.747727, + "production_rank": 92.015726, + "structural_overlay_pass": false, + "structural_overlay_score": 87.41494, + "structural_overlay_rr": 1.342416, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.984128, + "primary_prob": 45.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.476191, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.709816, + "range_504_ratio": 2.033617, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.051421, + "hold30_r": -1.0 + }, + { + "symbol": "CMG", + "date": "2024-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.017836, + "strategy_rank": 80.961416, + "production_rank": 82.313556, + "structural_overlay_pass": false, + "structural_overlay_score": 78.197878, + "structural_overlay_rr": 2.017783, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.276042, + "primary_prob": 32.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.914062, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 0.946485, + "range_504_ratio": 2.576637, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.236585, + "hold30_r": 2.168899 + }, + { + "symbol": "COHR", + "date": "2024-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.585018, + "strategy_rank": 91.011888, + "production_rank": 90.202931, + "structural_overlay_pass": false, + "structural_overlay_score": 85.692785, + "structural_overlay_rr": 1.198165, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.00735, + "primary_prob": 45.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.511025, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 1.124392, + "range_504_ratio": 3.078345, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.028207, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2024-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.40547, + "strategy_rank": 99.263164, + "production_rank": 99.310599, + "structural_overlay_pass": false, + "structural_overlay_score": 94.345069, + "structural_overlay_rr": 2.145622, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.725482, + "primary_prob": 33.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.588223, + "raw_level_count": 142, + "gate_level_count": 142, + "range_504_log": 2.195568, + "range_504_ratio": 8.985103, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.708126, + "hold30_r": 2.418156 + }, + { + "symbol": "COR", + "date": "2024-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.362663, + "strategy_rank": 68.570967, + "production_rank": 77.501532, + "structural_overlay_pass": false, + "structural_overlay_score": 73.626456, + "structural_overlay_rr": 0.697321, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.712343, + "primary_prob": 59.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 67, + "primary_distance_atr": 1.068515, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.605746, + "range_504_ratio": 1.832618, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.643896, + "hold30_r": -1.0 + }, + { + "symbol": "COST", + "date": "2024-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.74673, + "strategy_rank": 72.654303, + "production_rank": 79.351778, + "structural_overlay_pass": false, + "structural_overlay_score": 75.384189, + "structural_overlay_rr": 1.316294, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.75663, + "primary_prob": 52.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.134946, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.718638, + "range_504_ratio": 2.051637, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.688767, + "hold30_r": -0.026426 + }, + { + "symbol": "CPB", + "date": "2024-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.947681, + "strategy_rank": 65.889268, + "production_rank": 71.908739, + "structural_overlay_pass": false, + "structural_overlay_score": 68.313302, + "structural_overlay_rr": 1.799704, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.853704, + "primary_prob": 46.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.780556, + "raw_level_count": 22, + "gate_level_count": 22, + "range_504_log": 0.42055, + "range_504_ratio": 1.522799, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.066087, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2024-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.643282, + "strategy_rank": 99.500891, + "production_rank": 99.548355, + "structural_overlay_pass": false, + "structural_overlay_score": 94.570937, + "structural_overlay_rr": 1.68071, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.901022, + "primary_prob": 42.15, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 49.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.351534, + "raw_level_count": 168, + "gate_level_count": 168, + "range_504_log": 3.807288, + "range_504_ratio": 45.028169, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.025372, + "hold30_r": -1.0 + }, + { + "symbol": "DASH", + "date": "2024-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.374554, + "strategy_rank": 83.633922, + "production_rank": 84.214133, + "structural_overlay_pass": false, + "structural_overlay_score": 80.003426, + "structural_overlay_rr": 0.77198, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.481777, + "primary_prob": 31.0, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 67.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.222666, + "raw_level_count": 134, + "gate_level_count": 134, + "range_504_log": 1.242784, + "range_504_ratio": 3.465248, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.436907, + "hold30_r": 4.447996 + }, + { + "symbol": "DECK", + "date": "2024-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.0761, + "strategy_rank": 92.835218, + "production_rank": 93.915512, + "structural_overlay_pass": false, + "structural_overlay_score": 89.219736, + "structural_overlay_rr": 1.975028, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.3291, + "primary_prob": 40.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.993651, + "raw_level_count": 114, + "gate_level_count": 114, + "range_504_log": 1.310129, + "range_504_ratio": 3.706651, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.288947, + "hold30_r": 1.883549 + }, + { + "symbol": "DELL", + "date": "2024-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.56956, + "strategy_rank": 86.207956, + "production_rank": 84.661824, + "structural_overlay_pass": true, + "structural_overlay_score": 85.428733, + "structural_overlay_rr": 2.151887, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.686784, + "primary_prob": 20.57, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 33.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.530176, + "raw_level_count": 109, + "gate_level_count": 109, + "range_504_log": 1.697968, + "range_504_ratio": 5.462836, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.659582, + "hold30_r": 2.794806 + }, + { + "symbol": "DHI", + "date": "2024-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.319857, + "strategy_rank": 87.581857, + "production_rank": 88.827857, + "structural_overlay_pass": false, + "structural_overlay_score": 84.386464, + "structural_overlay_rr": 0.895669, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.916286, + "primary_prob": 47.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.37443, + "raw_level_count": 98, + "gate_level_count": 98, + "range_504_log": 1.076143, + "range_504_ratio": 2.933343, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.865237, + "hold30_r": 1.004481 + }, + { + "symbol": "DVA", + "date": "2024-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.124851, + "strategy_rank": 81.052954, + "production_rank": 85.743587, + "structural_overlay_pass": false, + "structural_overlay_score": 81.456407, + "structural_overlay_rr": 1.393867, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.393867, + "primary_prob": 34.55, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.0908, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.873987, + "range_504_ratio": 2.396446, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.340017, + "hold30_r": 2.056406 + }, + { + "symbol": "EME", + "date": "2024-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.173603, + "strategy_rank": 88.154301, + "production_rank": 90.160735, + "structural_overlay_pass": false, + "structural_overlay_score": 85.652698, + "structural_overlay_rr": 1.683446, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.693435, + "primary_prob": 33.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.540152, + "raw_level_count": 93, + "gate_level_count": 93, + "range_504_log": 1.270343, + "range_504_ratio": 3.562074, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.656014, + "hold30_r": 5.308095 + }, + { + "symbol": "ERIE", + "date": "2024-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.146254, + "strategy_rank": 80.686464, + "production_rank": 86.173061, + "structural_overlay_pass": false, + "structural_overlay_score": 81.864408, + "structural_overlay_rr": 0.861294, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.880694, + "primary_prob": 48.24, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.321041, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 0.940106, + "range_504_ratio": 2.560254, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.82165, + "hold30_r": -0.767891 + }, + { + "symbol": "FICO", + "date": "2024-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.502973, + "strategy_rank": 90.128565, + "production_rank": 92.586701, + "structural_overlay_pass": false, + "structural_overlay_score": 87.957366, + "structural_overlay_rr": 0.921563, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.877055, + "primary_prob": 48.36, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.315582, + "raw_level_count": 116, + "gate_level_count": 116, + "range_504_log": 1.53978, + "range_504_ratio": 4.663563, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.826427, + "hold30_r": 4.059835 + }, + { + "symbol": "FIS", + "date": "2024-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.639715, + "strategy_rank": 65.793168, + "production_rank": 71.408684, + "structural_overlay_pass": false, + "structural_overlay_score": 67.83825, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.791351, + "primary_prob": 28.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.687026, + "raw_level_count": 97, + "gate_level_count": 97, + "range_504_log": 0.693978, + "range_504_ratio": 2.001663, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.713437, + "hold30_r": 3.519214 + }, + { + "symbol": "FITB", + "date": "2024-09-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.606421, + "strategy_rank": 76.037321, + "production_rank": 80.893688, + "structural_overlay_pass": false, + "structural_overlay_score": 76.849003, + "structural_overlay_rr": 0.782147, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.073653, + "primary_prob": 43.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 58, + "primary_distance_atr": 3.11048, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.663075, + "range_504_ratio": 1.940751, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.063196, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2024-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.816885, + "strategy_rank": 93.070869, + "production_rank": 93.319541, + "structural_overlay_pass": false, + "structural_overlay_score": 88.653564, + "structural_overlay_rr": 1.545086, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.508914, + "primary_prob": 26.88, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 49.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.263371, + "raw_level_count": 121, + "gate_level_count": 121, + "range_504_log": 1.327435, + "range_504_ratio": 3.771358, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.48109, + "hold30_r": 5.06426 + }, + { + "symbol": "GDDY", + "date": "2024-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.929845, + "strategy_rank": 81.578683, + "production_rank": 87.362404, + "structural_overlay_pass": false, + "structural_overlay_score": 82.994283, + "structural_overlay_rr": 2.415131, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.306838, + "primary_prob": 22.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.960257, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.95289, + "range_504_ratio": 2.593194, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.249092, + "hold30_r": 2.155103 + }, + { + "symbol": "GE", + "date": "2024-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.542212, + "strategy_rank": 86.43608, + "production_rank": 85.804791, + "structural_overlay_pass": false, + "structural_overlay_score": 81.514551, + "structural_overlay_rr": 1.859433, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.727503, + "primary_prob": 19.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.591254, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 1.069758, + "range_504_ratio": 2.914674, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.675471, + "hold30_r": 4.568081 + }, + { + "symbol": "GS", + "date": "2024-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.563615, + "strategy_rank": 72.851062, + "production_rank": 77.421913, + "structural_overlay_pass": false, + "structural_overlay_score": 73.550818, + "structural_overlay_rr": 1.568637, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.208407, + "primary_prob": 29.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.81261, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.586454, + "range_504_ratio": 1.797602, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.056832, + "hold30_r": -1.0 + }, + { + "symbol": "GWW", + "date": "2024-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.353151, + "strategy_rank": 64.938655, + "production_rank": 71.07682, + "structural_overlay_pass": false, + "structural_overlay_score": 67.522979, + "structural_overlay_rr": 1.914268, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.757685, + "primary_prob": 32.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.636527, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.760954, + "range_504_ratio": 2.140317, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.694509, + "hold30_r": 6.091878 + }, + { + "symbol": "HLT", + "date": "2024-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.807372, + "strategy_rank": 63.108391, + "production_rank": 69.341385, + "structural_overlay_pass": false, + "structural_overlay_score": 65.874315, + "structural_overlay_rr": 0.794149, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.706324, + "primary_prob": 29.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.559486, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.676949, + "range_504_ratio": 1.967865, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.073606, + "hold30_r": -1.0 + }, + { + "symbol": "IFF", + "date": "2024-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.185493, + "strategy_rank": 70.651936, + "production_rank": 75.163122, + "structural_overlay_pass": false, + "structural_overlay_score": 71.404966, + "structural_overlay_rr": 1.823497, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.532927, + "primary_prob": 42.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.299391, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.649964, + "range_504_ratio": 1.915473, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.067833, + "hold30_r": -1.0 + }, + { + "symbol": "IP", + "date": "2024-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.325803, + "strategy_rank": 81.948252, + "production_rank": 83.407435, + "structural_overlay_pass": false, + "structural_overlay_score": 79.237064, + "structural_overlay_rr": 1.241116, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.344013, + "primary_prob": 55.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.016019, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.529238, + "range_504_ratio": 1.697638, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.275434, + "hold30_r": -0.642205 + }, + { + "symbol": "IRM", + "date": "2024-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.313912, + "strategy_rank": 78.749905, + "production_rank": 84.604574, + "structural_overlay_pass": false, + "structural_overlay_score": 80.374345, + "structural_overlay_rr": 0.97429, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.014811, + "primary_prob": 32.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.522217, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.975478, + "range_504_ratio": 2.652435, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.95752, + "hold30_r": 4.038972 + }, + { + "symbol": "JPM", + "date": "2024-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.039239, + "strategy_rank": 69.90609, + "production_rank": 75.617139, + "structural_overlay_pass": false, + "structural_overlay_score": 71.836282, + "structural_overlay_rr": 1.352619, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.835733, + "primary_prob": 50.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.2536, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.800343, + "range_504_ratio": 2.226303, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.076662, + "hold30_r": -1.0 + }, + { + "symbol": "KKR", + "date": "2024-09-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 95.838288, + "strategy_rank": 90.388464, + "production_rank": 92.205072, + "structural_overlay_pass": true, + "structural_overlay_score": 92.594818, + "structural_overlay_rr": 2.181887, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.181887, + "primary_prob": 22.49, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 3.272831, + "raw_level_count": 86, + "gate_level_count": 86, + "range_504_log": 1.126005, + "range_504_ratio": 3.083313, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.13195, + "hold30_r": 4.089721 + }, + { + "symbol": "LEN", + "date": "2024-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.060642, + "strategy_rank": 83.933898, + "production_rank": 85.642813, + "structural_overlay_pass": false, + "structural_overlay_score": 81.360672, + "structural_overlay_rr": 0.799546, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.692465, + "primary_prob": 58.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.038697, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 0.981902, + "range_504_ratio": 2.669528, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.640064, + "hold30_r": 1.130043 + }, + { + "symbol": "LII", + "date": "2024-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.590963, + "strategy_rank": 77.646691, + "production_rank": 79.628115, + "structural_overlay_pass": false, + "structural_overlay_score": 75.646709, + "structural_overlay_rr": 1.09787, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.116733, + "primary_prob": 31.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.675099, + "raw_level_count": 97, + "gate_level_count": 97, + "range_504_log": 1.074915, + "range_504_ratio": 2.929743, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.071849, + "hold30_r": 1.910076 + }, + { + "symbol": "LLY", + "date": "2024-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.011891, + "strategy_rank": 84.385996, + "production_rank": 86.261294, + "structural_overlay_pass": false, + "structural_overlay_score": 81.948229, + "structural_overlay_rr": 1.516438, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.480205, + "primary_prob": 34.63, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 10.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.220308, + "raw_level_count": 108, + "gate_level_count": 108, + "range_504_log": 1.188461, + "range_504_ratio": 3.282026, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.264296, + "hold30_r": -1.218188 + }, + { + "symbol": "MCK", + "date": "2024-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.789536, + "strategy_rank": 83.643412, + "production_rank": 88.025453, + "structural_overlay_pass": false, + "structural_overlay_score": 83.624181, + "structural_overlay_rr": 1.520113, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.893275, + "primary_prob": 26.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 79.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.839913, + "raw_level_count": 97, + "gate_level_count": 97, + "range_504_log": 0.653188, + "range_504_ratio": 1.921658, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.23003, + "hold30_r": -1.185275 + }, + { + "symbol": "META", + "date": "2024-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.103448, + "strategy_rank": 88.2603, + "production_rank": 89.874683, + "structural_overlay_pass": false, + "structural_overlay_score": 85.380948, + "structural_overlay_rr": 1.248539, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.104402, + "primary_prob": 42.82, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 8.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.656604, + "raw_level_count": 104, + "gate_level_count": 104, + "range_504_log": 1.821013, + "range_504_ratio": 6.178113, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.049832, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2024-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.881094, + "strategy_rank": 99.881136, + "production_rank": 99.881122, + "structural_overlay_pass": false, + "structural_overlay_score": 94.887066, + "structural_overlay_rr": 0.701068, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.87809, + "primary_prob": 29.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 93.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.817135, + "raw_level_count": 148, + "gate_level_count": 148, + "range_504_log": 2.713565, + "range_504_ratio": 15.082956, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.862644, + "hold30_r": 4.770071 + }, + { + "symbol": "NRG", + "date": "2024-09-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.454221, + "strategy_rank": 94.179237, + "production_rank": 95.604232, + "structural_overlay_pass": false, + "structural_overlay_score": 90.82402, + "structural_overlay_rr": 1.693146, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.25116, + "primary_prob": 21.73, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 3.37674, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 1.063056, + "range_504_ratio": 2.895207, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.212092, + "hold30_r": 1.85814 + }, + { + "symbol": "NTAP", + "date": "2024-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.347206, + "strategy_rank": 77.983187, + "production_rank": 81.43786, + "structural_overlay_pass": false, + "structural_overlay_score": 77.365967, + "structural_overlay_rr": 2.129061, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.152125, + "primary_prob": 24.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 84.0, + "primary_rejection_count": 21, + "primary_distance_atr": 3.228187, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.843527, + "range_504_ratio": 2.324552, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.107479, + "hold30_r": 1.886035 + }, + { + "symbol": "NVDA", + "date": "2024-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.859691, + "strategy_rank": 97.682306, + "production_rank": 97.741434, + "structural_overlay_pass": false, + "structural_overlay_score": 92.854363, + "structural_overlay_rr": 1.61532, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.537249, + "primary_prob": 21.75, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 26.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.305873, + "raw_level_count": 160, + "gate_level_count": 160, + "range_504_log": 2.897388, + "range_504_ratio": 18.126735, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.516505, + "hold30_r": 2.875206 + }, + { + "symbol": "PHM", + "date": "2024-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.1522, + "strategy_rank": 86.240507, + "production_rank": 88.211071, + "structural_overlay_pass": false, + "structural_overlay_score": 83.800517, + "structural_overlay_rr": 1.063526, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.038835, + "primary_prob": 45.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.558253, + "raw_level_count": 104, + "gate_level_count": 104, + "range_504_log": 1.332864, + "range_504_ratio": 3.791887, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.992903, + "hold30_r": 3.167356 + }, + { + "symbol": "PKG", + "date": "2024-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.08799, + "strategy_rank": 64.287722, + "production_rank": 71.554478, + "structural_overlay_pass": false, + "structural_overlay_score": 67.976754, + "structural_overlay_rr": 1.187931, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.711305, + "primary_prob": 55.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.066958, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.642118, + "range_504_ratio": 1.900502, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.631608, + "hold30_r": 3.20772 + }, + { + "symbol": "PLTR", + "date": "2024-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.579073, + "strategy_rank": 93.474472, + "production_rank": 93.509339, + "structural_overlay_pass": false, + "structural_overlay_score": 88.833872, + "structural_overlay_rr": 0.868723, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.551665, + "primary_prob": 31.49, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.327498, + "raw_level_count": 128, + "gate_level_count": 128, + "range_504_log": 1.735557, + "range_504_ratio": 5.672089, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.520098, + "hold30_r": 6.196195 + }, + { + "symbol": "PNC", + "date": "2024-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.969084, + "strategy_rank": 70.118977, + "production_rank": 75.402346, + "structural_overlay_pass": false, + "structural_overlay_score": 71.632229, + "structural_overlay_rr": 0.938643, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.75651, + "primary_prob": 47.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.634764, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.529875, + "range_504_ratio": 1.69872, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.069467, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2024-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.774078, + "strategy_rank": 86.784848, + "production_rank": 87.781258, + "structural_overlay_pass": false, + "structural_overlay_score": 83.392195, + "structural_overlay_rr": 1.501771, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.497249, + "primary_prob": 19.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.245874, + "raw_level_count": 121, + "gate_level_count": 121, + "range_504_log": 1.546675, + "range_504_ratio": 4.695829, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.456533, + "hold30_r": 5.564359 + }, + { + "symbol": "REGN", + "date": "2024-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.093936, + "strategy_rank": 58.796634, + "production_rank": 66.229068, + "structural_overlay_pass": false, + "structural_overlay_score": 62.917614, + "structural_overlay_rr": 0.763205, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.242, + "primary_prob": 25.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.863, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.749843, + "range_504_ratio": 2.116668, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.065485, + "hold30_r": -1.0 + }, + { + "symbol": "RL", + "date": "2024-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.612366, + "strategy_rank": 79.703003, + "production_rank": 81.672791, + "structural_overlay_pass": false, + "structural_overlay_score": 77.589151, + "structural_overlay_rr": 2.035508, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.555085, + "primary_prob": 50.83, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 98.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.332627, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.848118, + "range_504_ratio": 2.335247, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.506102, + "hold30_r": 4.172316 + }, + { + "symbol": "RMD", + "date": "2024-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.844233, + "strategy_rank": 90.206165, + "production_rank": 90.418854, + "structural_overlay_pass": false, + "structural_overlay_score": 85.897912, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.99921, + "primary_prob": 44.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.998815, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.627721, + "range_504_ratio": 1.873336, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.226172, + "hold30_r": -1.174599 + }, + { + "symbol": "RTX", + "date": "2024-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.914388, + "strategy_rank": 66.798504, + "production_rank": 75.170465, + "structural_overlay_pass": false, + "structural_overlay_score": 71.411942, + "structural_overlay_rr": 1.464013, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.966897, + "primary_prob": 30.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.450346, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.590223, + "range_504_ratio": 1.804391, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.880614, + "hold30_r": 2.203231 + }, + { + "symbol": "SMCI", + "date": "2024-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.692033, + "strategy_rank": 98.906276, + "production_rank": 98.834862, + "structural_overlay_pass": false, + "structural_overlay_score": 93.893119, + "structural_overlay_rr": 5.434246, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.882655, + "primary_prob": 34.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.323983, + "raw_level_count": 159, + "gate_level_count": 159, + "range_504_log": 3.196349, + "range_504_ratio": 24.443119, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.871219, + "hold30_r": 0.844729 + }, + { + "symbol": "SYF", + "date": "2024-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.3044, + "strategy_rank": 79.678163, + "production_rank": 81.220242, + "structural_overlay_pass": false, + "structural_overlay_score": 77.15923, + "structural_overlay_rr": 2.300834, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.992925, + "primary_prob": 30.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.989387, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.683511, + "range_504_ratio": 1.98082, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.055991, + "hold30_r": -1.0 + }, + { + "symbol": "T", + "date": "2024-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.508918, + "strategy_rank": 68.283558, + "production_rank": 76.358678, + "structural_overlay_pass": false, + "structural_overlay_score": 72.540744, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.742496, + "primary_prob": 64.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.113744, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.531022, + "range_504_ratio": 1.70067, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.66094, + "hold30_r": 2.132701 + }, + { + "symbol": "TDG", + "date": "2024-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.045184, + "strategy_rank": 69.189349, + "production_rank": 73.474627, + "structural_overlay_pass": false, + "structural_overlay_score": 69.800896, + "structural_overlay_rr": 1.01466, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.126591, + "primary_prob": 41.03, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.689887, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 1.016572, + "range_504_ratio": 2.763705, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.06849, + "hold30_r": 1.588373 + }, + { + "symbol": "TMUS", + "date": "2024-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.390012, + "strategy_rank": 64.993673, + "production_rank": 74.125786, + "structural_overlay_pass": false, + "structural_overlay_score": 70.419497, + "structural_overlay_rr": 1.653652, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.124014, + "primary_prob": 26.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.686021, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.496702, + "range_504_ratio": 1.643293, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.043503, + "hold30_r": 5.056908 + }, + { + "symbol": "TPL", + "date": "2024-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.282996, + "strategy_rank": 84.925888, + "production_rank": 84.044924, + "structural_overlay_pass": false, + "structural_overlay_score": 79.842678, + "structural_overlay_rr": 1.703571, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.010616, + "primary_prob": 23.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 71.0, + "primary_rejection_count": 24, + "primary_distance_atr": 3.015923, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 0.771554, + "range_504_ratio": 2.163125, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.967986, + "hold30_r": 7.348611 + }, + { + "symbol": "TT", + "date": "2024-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.768133, + "strategy_rank": 79.556221, + "production_rank": 84.626858, + "structural_overlay_pass": false, + "structural_overlay_score": 80.395515, + "structural_overlay_rr": 1.660883, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.660883, + "primary_prob": 14.6, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.491324, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 0.959852, + "range_504_ratio": 2.611311, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.604619, + "hold30_r": 4.695101 + }, + { + "symbol": "VRT", + "date": "2024-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.34126, + "strategy_rank": 94.733182, + "production_rank": 94.269208, + "structural_overlay_pass": false, + "structural_overlay_score": 89.555747, + "structural_overlay_rr": 1.780249, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.801979, + "primary_prob": 32.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.702968, + "raw_level_count": 137, + "gate_level_count": 137, + "range_504_log": 2.444645, + "range_504_ratio": 11.526456, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.778617, + "hold30_r": 6.082084 + }, + { + "symbol": "VRTX", + "date": "2024-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.871581, + "strategy_rank": 64.609869, + "production_rank": 72.363773, + "structural_overlay_pass": false, + "structural_overlay_score": 68.745585, + "structural_overlay_rr": 1.510926, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.129218, + "primary_prob": 43.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 89.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.693827, + "raw_level_count": 86, + "gate_level_count": 86, + "range_504_log": 0.613191, + "range_504_ratio": 1.846314, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.068282, + "hold30_r": -1.0 + }, + { + "symbol": "VST", + "date": "2024-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.167658, + "strategy_rank": 98.669142, + "production_rank": 98.835314, + "structural_overlay_pass": false, + "structural_overlay_score": 93.893548, + "structural_overlay_rr": 1.778293, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.767265, + "primary_prob": 27.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 72.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.650897, + "raw_level_count": 108, + "gate_level_count": 108, + "range_504_log": 1.64195, + "range_504_ratio": 5.165231, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.741493, + "hold30_r": 8.741164 + }, + { + "symbol": "WAB", + "date": "2024-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.877527, + "strategy_rank": 70.876502, + "production_rank": 74.876843, + "structural_overlay_pass": false, + "structural_overlay_score": 71.133001, + "structural_overlay_rr": 1.46627, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.466437, + "primary_prob": 52.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 99.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.199655, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.767053, + "range_504_ratio": 2.15341, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.39812, + "hold30_r": 5.522139 + }, + { + "symbol": "WSM", + "date": "2024-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.216409, + "strategy_rank": 97.290679, + "production_rank": 97.599255, + "structural_overlay_pass": false, + "structural_overlay_score": 92.719293, + "structural_overlay_rr": 1.885017, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.671809, + "primary_prob": 34.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.507714, + "raw_level_count": 97, + "gate_level_count": 97, + "range_504_log": 1.160331, + "range_504_ratio": 3.190991, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.643993, + "hold30_r": 1.506983 + }, + { + "symbol": "CEG", + "date": "2024-09-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.130641, + "strategy_rank": 94.061758, + "production_rank": 94.418052, + "structural_overlay_pass": true, + "structural_overlay_score": 94.69715, + "structural_overlay_rr": 2.014707, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.880922, + "primary_prob": 41.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 79.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.821383, + "raw_level_count": 103, + "gate_level_count": 103, + "range_504_log": 1.200171, + "range_504_ratio": 3.320686, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.848098, + "hold30_r": 6.906646 + }, + { + "symbol": "HOOD", + "date": "2024-09-11", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.655582, + "strategy_rank": 95.047506, + "production_rank": 94.916865, + "structural_overlay_pass": false, + "structural_overlay_score": 90.171021, + "structural_overlay_rr": 1.78146, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.083757, + "primary_prob": 26.63, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 16.0, + "primary_rejection_count": 12, + "primary_distance_atr": 3.125635, + "raw_level_count": 119, + "gate_level_count": 119, + "range_504_log": 1.190532, + "range_504_ratio": 3.28883, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.055784, + "hold30_r": 4.106526 + }, + { + "symbol": "ABBV", + "date": "2024-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.916865, + "strategy_rank": 68.776722, + "production_rank": 74.15677, + "structural_overlay_pass": false, + "structural_overlay_score": 70.448931, + "structural_overlay_rr": 0.994613, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.711881, + "primary_prob": 42.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.067822, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.423175, + "range_504_ratio": 1.526801, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.641504, + "hold30_r": -1.0 + }, + { + "symbol": "ACGL", + "date": "2024-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.966746, + "strategy_rank": 65.047506, + "production_rank": 71.353919, + "structural_overlay_pass": false, + "structural_overlay_score": 67.786223, + "structural_overlay_rr": 0.913425, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.864944, + "primary_prob": 50.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.297415, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 1.027123, + "range_504_ratio": 2.793018, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.79116, + "hold30_r": -1.0 + }, + { + "symbol": "AEP", + "date": "2024-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.11639, + "strategy_rank": 58.562945, + "production_rank": 66.08076, + "structural_overlay_pass": false, + "structural_overlay_score": 62.776722, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.715443, + "primary_prob": 64.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.073165, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.42006, + "range_504_ratio": 1.522052, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.628306, + "hold30_r": -1.0 + }, + { + "symbol": "AIZ", + "date": "2024-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.56057, + "strategy_rank": 62.719715, + "production_rank": 70.0, + "structural_overlay_pass": false, + "structural_overlay_score": 66.5, + "structural_overlay_rr": 1.584742, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.095871, + "primary_prob": 27.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.643806, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.646723, + "range_504_ratio": 1.909274, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.023761, + "hold30_r": 0.644541 + }, + { + "symbol": "ANET", + "date": "2024-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.042755, + "strategy_rank": 91.401425, + "production_rank": 91.615202, + "structural_overlay_pass": false, + "structural_overlay_score": 87.034442, + "structural_overlay_rr": 1.121787, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.074384, + "primary_prob": 42.25, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.611577, + "raw_level_count": 123, + "gate_level_count": 123, + "range_504_log": 1.343965, + "range_504_ratio": 3.834216, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.038298, + "hold30_r": 2.049251 + }, + { + "symbol": "APP", + "date": "2024-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.180523, + "strategy_rank": 94.821853, + "production_rank": 94.608076, + "structural_overlay_pass": false, + "structural_overlay_score": 89.877672, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.042299, + "primary_prob": 43.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.563449, + "raw_level_count": 141, + "gate_level_count": 141, + "range_504_log": 2.455015, + "range_504_ratio": 11.646608, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.014097, + "hold30_r": 7.128647 + }, + { + "symbol": "AVGO", + "date": "2024-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.380048, + "strategy_rank": 91.840855, + "production_rank": 91.353919, + "structural_overlay_pass": false, + "structural_overlay_score": 86.786223, + "structural_overlay_rr": 1.591256, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.968658, + "primary_prob": 45.97, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.452987, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 1.495286, + "range_504_ratio": 4.460612, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.943235, + "hold30_r": 0.524496 + }, + { + "symbol": "BRO", + "date": "2024-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.154394, + "strategy_rank": 61.104513, + "production_rank": 69.12114, + "structural_overlay_pass": false, + "structural_overlay_score": 65.665083, + "structural_overlay_rr": 1.486286, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.486286, + "primary_prob": 17.91, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.229428, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.696726, + "range_504_ratio": 2.007171, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.407401, + "hold30_r": 1.20061 + }, + { + "symbol": "CASY", + "date": "2024-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.123515, + "strategy_rank": 83.91924, + "production_rank": 85.320665, + "structural_overlay_pass": false, + "structural_overlay_score": 81.054632, + "structural_overlay_rr": 1.253682, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.895477, + "primary_prob": 48.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.343215, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.709816, + "range_504_ratio": 2.033617, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.051668, + "hold30_r": -1.0 + }, + { + "symbol": "CMG", + "date": "2024-09-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.760095, + "strategy_rank": 78.266033, + "production_rank": 79.097387, + "structural_overlay_pass": false, + "structural_overlay_score": 75.142518, + "structural_overlay_rr": 1.636915, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.010624, + "primary_prob": 37.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 64.0, + "primary_rejection_count": 28, + "primary_distance_atr": 3.015936, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 0.946485, + "range_504_ratio": 2.576637, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.045527, + "hold30_r": 1.248258 + }, + { + "symbol": "COHR", + "date": "2024-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.437055, + "strategy_rank": 96.543943, + "production_rank": 96.508314, + "structural_overlay_pass": false, + "structural_overlay_score": 91.682898, + "structural_overlay_rr": 0.8555, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.6689, + "primary_prob": 58.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.00335, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 1.124392, + "range_504_ratio": 3.078345, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.640622, + "hold30_r": 3.860041 + }, + { + "symbol": "COIN", + "date": "2024-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.168646, + "strategy_rank": 99.097387, + "production_rank": 99.12114, + "structural_overlay_pass": false, + "structural_overlay_score": 94.165083, + "structural_overlay_rr": 2.041459, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.60679, + "primary_prob": 35.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.410185, + "raw_level_count": 142, + "gate_level_count": 142, + "range_504_log": 2.195568, + "range_504_ratio": 8.985103, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.588463, + "hold30_r": 2.602875 + }, + { + "symbol": "CPB", + "date": "2024-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.541568, + "strategy_rank": 66.152019, + "production_rank": 71.615202, + "structural_overlay_pass": false, + "structural_overlay_score": 68.034442, + "structural_overlay_rr": 1.610221, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.520167, + "primary_prob": 36.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 54, + "primary_distance_atr": 2.280251, + "raw_level_count": 23, + "gate_level_count": 23, + "range_504_log": 0.42055, + "range_504_ratio": 1.522799, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.056282, + "hold30_r": -1.0 + }, + { + "symbol": "CRH", + "date": "2024-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.054632, + "strategy_rank": 81.888361, + "production_rank": 83.610451, + "structural_overlay_pass": false, + "structural_overlay_score": 79.429929, + "structural_overlay_rr": 1.247317, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.247317, + "primary_prob": 38.4, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.870976, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 1.07002, + "range_504_ratio": 2.915439, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.19739, + "hold30_r": 1.423036 + }, + { + "symbol": "CVNA", + "date": "2024-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.643705, + "strategy_rank": 99.501188, + "production_rank": 99.548694, + "structural_overlay_pass": false, + "structural_overlay_score": 94.571259, + "structural_overlay_rr": 1.671093, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.921908, + "primary_prob": 41.46, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 49.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.382862, + "raw_level_count": 168, + "gate_level_count": 168, + "range_504_log": 3.807288, + "range_504_ratio": 45.028169, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.89764, + "hold30_r": 5.155774 + }, + { + "symbol": "DASH", + "date": "2024-09-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.292162, + "strategy_rank": 85.225653, + "production_rank": 85.914489, + "structural_overlay_pass": false, + "structural_overlay_score": 81.618765, + "structural_overlay_rr": 1.807866, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.285917, + "primary_prob": 25.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 8, + "primary_distance_atr": 3.428876, + "raw_level_count": 134, + "gate_level_count": 134, + "range_504_log": 1.242784, + "range_504_ratio": 3.465248, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.239634, + "hold30_r": 4.088344 + }, + { + "symbol": "DECK", + "date": "2024-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.724466, + "strategy_rank": 92.909739, + "production_rank": 93.847981, + "structural_overlay_pass": false, + "structural_overlay_score": 89.155582, + "structural_overlay_rr": 1.971237, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.758315, + "primary_prob": 29.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.637473, + "raw_level_count": 114, + "gate_level_count": 114, + "range_504_log": 1.310129, + "range_504_ratio": 3.706651, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.715784, + "hold30_r": -0.159642 + }, + { + "symbol": "EFX", + "date": "2024-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.353919, + "strategy_rank": 76.472684, + "production_rank": 78.099762, + "structural_overlay_pass": false, + "structural_overlay_score": 74.194774, + "structural_overlay_rr": 1.091092, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.683287, + "primary_prob": 42.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.024931, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.748366, + "range_504_ratio": 2.113543, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.622562, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2024-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.705463, + "strategy_rank": 88.218527, + "production_rank": 90.047506, + "structural_overlay_pass": false, + "structural_overlay_score": 85.545131, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.683036, + "primary_prob": 56.4, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.024555, + "raw_level_count": 93, + "gate_level_count": 93, + "range_504_log": 1.270343, + "range_504_ratio": 3.562074, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.642166, + "hold30_r": 3.030925 + }, + { + "symbol": "ERIE", + "date": "2024-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.793349, + "strategy_rank": 79.940618, + "production_rank": 85.558195, + "structural_overlay_pass": false, + "structural_overlay_score": 81.280285, + "structural_overlay_rr": 1.423108, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.905372, + "primary_prob": 47.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.358059, + "raw_level_count": 97, + "gate_level_count": 97, + "range_504_log": 0.990159, + "range_504_ratio": 2.691664, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.84946, + "hold30_r": -1.0 + }, + { + "symbol": "FIS", + "date": "2024-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.016627, + "strategy_rank": 66.876485, + "production_rank": 72.256532, + "structural_overlay_pass": false, + "structural_overlay_score": 68.643705, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.846459, + "primary_prob": 27.54, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 5.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.769689, + "raw_level_count": 98, + "gate_level_count": 98, + "range_504_log": 0.693978, + "range_504_ratio": 2.001663, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.072694, + "hold30_r": -1.0 + }, + { + "symbol": "FITB", + "date": "2024-09-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.679335, + "strategy_rank": 72.458432, + "production_rank": 76.532067, + "structural_overlay_pass": false, + "structural_overlay_score": 72.705463, + "structural_overlay_rr": 1.020876, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.134405, + "primary_prob": 27.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 58, + "primary_distance_atr": 3.201607, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.663075, + "range_504_ratio": 1.940751, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.080604, + "hold30_r": 1.888333 + }, + { + "symbol": "FIX", + "date": "2024-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.686461, + "strategy_rank": 91.72209, + "production_rank": 91.710214, + "structural_overlay_pass": false, + "structural_overlay_score": 87.124703, + "structural_overlay_rr": 0.944108, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.930839, + "primary_prob": 46.57, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.396258, + "raw_level_count": 121, + "gate_level_count": 121, + "range_504_log": 1.327435, + "range_504_ratio": 3.771358, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.899771, + "hold30_r": 3.411319 + }, + { + "symbol": "GDDY", + "date": "2024-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.931116, + "strategy_rank": 81.045131, + "production_rank": 87.007126, + "structural_overlay_pass": false, + "structural_overlay_score": 82.65677, + "structural_overlay_rr": 1.430668, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.345176, + "primary_prob": 21.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.017764, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.95289, + "range_504_ratio": 2.593194, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.289048, + "hold30_r": 1.625613 + }, + { + "symbol": "GE", + "date": "2024-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.066508, + "strategy_rank": 84.703088, + "production_rank": 83.824228, + "structural_overlay_pass": false, + "structural_overlay_score": 79.633017, + "structural_overlay_rr": 1.611962, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.633491, + "primary_prob": 30.06, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.450237, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 1.069758, + "range_504_ratio": 2.914674, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.581483, + "hold30_r": 1.538485 + }, + { + "symbol": "GS", + "date": "2024-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.460808, + "strategy_rank": 74.489311, + "production_rank": 78.47981, + "structural_overlay_pass": false, + "structural_overlay_score": 74.555819, + "structural_overlay_rr": 1.288716, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.680039, + "primary_prob": 50.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.020059, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.586454, + "range_504_ratio": 1.797602, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.631461, + "hold30_r": 2.58438 + }, + { + "symbol": "GWW", + "date": "2024-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.729216, + "strategy_rank": 65.629454, + "production_rank": 71.662708, + "structural_overlay_pass": false, + "structural_overlay_score": 68.079572, + "structural_overlay_rr": 0.855358, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.733759, + "primary_prob": 59.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.100638, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.760954, + "range_504_ratio": 2.140317, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.669085, + "hold30_r": 2.766209 + }, + { + "symbol": "ICE", + "date": "2024-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.4038, + "strategy_rank": 56.532067, + "production_rank": 64.489311, + "structural_overlay_pass": false, + "structural_overlay_score": 61.264846, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.783883, + "primary_prob": 36.73, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.175825, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.613965, + "range_504_ratio": 1.847743, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.0983, + "hold30_r": -1.0 + }, + { + "symbol": "IFF", + "date": "2024-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.004751, + "strategy_rank": 72.149644, + "production_rank": 77.434679, + "structural_overlay_pass": false, + "structural_overlay_score": 73.562945, + "structural_overlay_rr": 1.573499, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.28212, + "primary_prob": 47.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.92318, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.649964, + "range_504_ratio": 1.915473, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.068532, + "hold30_r": -1.0 + }, + { + "symbol": "IP", + "date": "2024-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.629454, + "strategy_rank": 81.745843, + "production_rank": 83.04038, + "structural_overlay_pass": false, + "structural_overlay_score": 78.888361, + "structural_overlay_rr": 0.940598, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.043774, + "primary_prob": 62.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.565661, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.529238, + "range_504_ratio": 1.697638, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.974401, + "hold30_r": -1.0 + }, + { + "symbol": "JPM", + "date": "2024-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.954869, + "strategy_rank": 74.311164, + "production_rank": 79.192399, + "structural_overlay_pass": false, + "structural_overlay_score": 75.232779, + "structural_overlay_rr": 1.34368, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.812119, + "primary_prob": 43.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.218179, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.800343, + "range_504_ratio": 2.226303, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.758342, + "hold30_r": 2.392108 + }, + { + "symbol": "KKR", + "date": "2024-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.418052, + "strategy_rank": 89.608076, + "production_rank": 91.211401, + "structural_overlay_pass": false, + "structural_overlay_score": 86.650831, + "structural_overlay_rr": 1.675775, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.736309, + "primary_prob": 38.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.104464, + "raw_level_count": 86, + "gate_level_count": 86, + "range_504_log": 1.126005, + "range_504_ratio": 3.083313, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.690152, + "hold30_r": 4.394846 + }, + { + "symbol": "LDOS", + "date": "2024-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.961995, + "strategy_rank": 70.950119, + "production_rank": 79.287411, + "structural_overlay_pass": false, + "structural_overlay_score": 75.32304, + "structural_overlay_rr": 1.335378, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.75315, + "primary_prob": 38.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.129725, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.731197, + "range_504_ratio": 2.077566, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.67439, + "hold30_r": 3.756804 + }, + { + "symbol": "LHX", + "date": "2024-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.855107, + "strategy_rank": 66.733967, + "production_rank": 74.774347, + "structural_overlay_pass": false, + "structural_overlay_score": 71.035629, + "structural_overlay_rr": 0.981985, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.227179, + "primary_prob": 43.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 128, + "primary_distance_atr": 1.840768, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.464901, + "range_504_ratio": 1.591856, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.15358, + "hold30_r": 2.580479 + }, + { + "symbol": "LLY", + "date": "2024-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.617577, + "strategy_rank": 84.56057, + "production_rank": 86.579572, + "structural_overlay_pass": false, + "structural_overlay_score": 82.250594, + "structural_overlay_rr": 0.991312, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.953625, + "primary_prob": 32.64, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 10.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.430438, + "raw_level_count": 109, + "gate_level_count": 109, + "range_504_log": 1.188461, + "range_504_ratio": 3.282026, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.135679, + "hold30_r": -1.086597 + }, + { + "symbol": "MCK", + "date": "2024-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.942993, + "strategy_rank": 82.220903, + "production_rank": 86.128266, + "structural_overlay_pass": false, + "structural_overlay_score": 81.821853, + "structural_overlay_rr": 2.290956, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.305691, + "primary_prob": 21.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 79.0, + "primary_rejection_count": 27, + "primary_distance_atr": 3.458536, + "raw_level_count": 97, + "gate_level_count": 97, + "range_504_log": 0.653188, + "range_504_ratio": 1.921658, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.2087, + "hold30_r": -1.158686 + }, + { + "symbol": "MPWR", + "date": "2024-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.204276, + "strategy_rank": 87.339667, + "production_rank": 86.294537, + "structural_overlay_pass": false, + "structural_overlay_score": 81.97981, + "structural_overlay_rr": 0.913286, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.932694, + "primary_prob": 47.31, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.399041, + "raw_level_count": 99, + "gate_level_count": 99, + "range_504_log": 1.157158, + "range_504_ratio": 3.180881, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.026858, + "hold30_r": 0.061755 + }, + { + "symbol": "MSTR", + "date": "2024-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.881235, + "strategy_rank": 99.881235, + "production_rank": 99.881235, + "structural_overlay_pass": true, + "structural_overlay_score": 99.887173, + "structural_overlay_rr": 2.08119, + "structural_overlay_sources": [ + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.813982, + "primary_prob": 34.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.720972, + "raw_level_count": 148, + "gate_level_count": 148, + "range_504_log": 2.713565, + "range_504_ratio": 15.082956, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.796502, + "hold30_r": 7.025564 + }, + { + "symbol": "NOC", + "date": "2024-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.779097, + "strategy_rank": 60.047506, + "production_rank": 67.624703, + "structural_overlay_pass": false, + "structural_overlay_score": 64.243468, + "structural_overlay_rr": 0.732448, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.841359, + "primary_prob": 54.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 1.262038, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.294036, + "range_504_ratio": 1.341832, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.756211, + "hold30_r": 0.422014 + }, + { + "symbol": "NRG", + "date": "2024-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.693587, + "strategy_rank": 94.631829, + "production_rank": 95.985748, + "structural_overlay_pass": false, + "structural_overlay_score": 91.186461, + "structural_overlay_rr": 1.487467, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.067714, + "primary_prob": 38.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.601571, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 1.063056, + "range_504_ratio": 2.895207, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.025065, + "hold30_r": 2.533269 + }, + { + "symbol": "NTAP", + "date": "2024-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.39905, + "strategy_rank": 81.496437, + "production_rank": 85.130641, + "structural_overlay_pass": false, + "structural_overlay_score": 80.874109, + "structural_overlay_rr": 1.854858, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.415391, + "primary_prob": 21.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 83.0, + "primary_rejection_count": 21, + "primary_distance_atr": 3.623087, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.843527, + "range_504_ratio": 2.324552, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.366986, + "hold30_r": 0.702433 + }, + { + "symbol": "NVDA", + "date": "2024-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.456057, + "strategy_rank": 98.028504, + "production_rank": 98.171021, + "structural_overlay_pass": false, + "structural_overlay_score": 93.26247, + "structural_overlay_rr": 1.702447, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.76527, + "primary_prob": 62.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.147906, + "raw_level_count": 161, + "gate_level_count": 161, + "range_504_log": 2.897388, + "range_504_ratio": 18.126735, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.741422, + "hold30_r": 2.128809 + }, + { + "symbol": "PGR", + "date": "2024-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.743468, + "strategy_rank": 75.617577, + "production_rank": 82.992874, + "structural_overlay_pass": false, + "structural_overlay_score": 78.84323, + "structural_overlay_rr": 0.790649, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.790649, + "primary_prob": 52.47, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 6.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.185974, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.839753, + "range_504_ratio": 2.315794, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.716215, + "hold30_r": -0.389358 + }, + { + "symbol": "REGN", + "date": "2024-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.361045, + "strategy_rank": 64.382423, + "production_rank": 72.375297, + "structural_overlay_pass": false, + "structural_overlay_score": 68.756532, + "structural_overlay_rr": 1.010354, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.799291, + "primary_prob": 38.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.198936, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.595079, + "range_504_ratio": 1.813174, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.062585, + "hold30_r": -1.0 + }, + { + "symbol": "RMD", + "date": "2024-09-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.092637, + "strategy_rank": 90.308789, + "production_rank": 90.570071, + "structural_overlay_pass": false, + "structural_overlay_score": 86.041568, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 2.562837, + "primary_prob": 29.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 12, + "primary_distance_atr": 3.844255, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.657348, + "range_504_ratio": 1.929669, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.808118, + "hold30_r": -1.756551 + }, + { + "symbol": "SMCI", + "date": "2024-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.268409, + "strategy_rank": 97.909739, + "production_rank": 97.695962, + "structural_overlay_pass": false, + "structural_overlay_score": 92.811164, + "structural_overlay_rr": 5.880532, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.877636, + "primary_prob": 33.74, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 3.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.316454, + "raw_level_count": 160, + "gate_level_count": 160, + "range_504_log": 3.196349, + "range_504_ratio": 24.443119, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.014187, + "hold30_r": -1.0 + }, + { + "symbol": "STX", + "date": "2024-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.142518, + "strategy_rank": 85.190024, + "production_rank": 86.840855, + "structural_overlay_pass": false, + "structural_overlay_score": 82.498812, + "structural_overlay_rr": 1.576847, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.576847, + "primary_prob": 35.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.36527, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.872321, + "range_504_ratio": 2.392458, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.533318, + "hold30_r": 0.726777 + }, + { + "symbol": "SYF", + "date": "2024-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.491686, + "strategy_rank": 79.964371, + "production_rank": 81.140143, + "structural_overlay_pass": false, + "structural_overlay_score": 77.083135, + "structural_overlay_rr": 1.946301, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.895885, + "primary_prob": 30.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.843827, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.683511, + "range_504_ratio": 1.98082, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.852353, + "hold30_r": 4.150545 + }, + { + "symbol": "T", + "date": "2024-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.467933, + "strategy_rank": 69.952494, + "production_rank": 77.790974, + "structural_overlay_pass": false, + "structural_overlay_score": 73.901425, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.766426, + "primary_prob": 39.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 59.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.649639, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.531022, + "range_504_ratio": 1.70067, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.074269, + "hold30_r": 1.049192 + }, + { + "symbol": "TDG", + "date": "2024-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.710214, + "strategy_rank": 69.311164, + "production_rank": 73.444181, + "structural_overlay_pass": false, + "structural_overlay_score": 69.771971, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.725766, + "primary_prob": 54.22, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.088649, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 1.016572, + "range_504_ratio": 2.763705, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.66611, + "hold30_r": -0.054654 + }, + { + "symbol": "TPL", + "date": "2024-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.985748, + "strategy_rank": 87.589074, + "production_rank": 87.054632, + "structural_overlay_pass": false, + "structural_overlay_score": 82.7019, + "structural_overlay_rr": 1.826208, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.16608, + "primary_prob": 21.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 70.0, + "primary_rejection_count": 24, + "primary_distance_atr": 3.24912, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 0.771554, + "range_504_ratio": 2.163125, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.118787, + "hold30_r": 8.785578 + }, + { + "symbol": "TRV", + "date": "2024-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.223278, + "strategy_rank": 72.862233, + "production_rank": 77.315914, + "structural_overlay_pass": false, + "structural_overlay_score": 73.450119, + "structural_overlay_rr": 1.291157, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.932736, + "primary_prob": 46.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.399104, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.484331, + "range_504_ratio": 1.62309, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.863881, + "hold30_r": -1.0 + }, + { + "symbol": "UHS", + "date": "2024-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.505938, + "strategy_rank": 86.104513, + "production_rank": 89.904988, + "structural_overlay_pass": false, + "structural_overlay_score": 85.409739, + "structural_overlay_rr": 1.320021, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.823137, + "primary_prob": 36.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.234706, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 1.075933, + "range_504_ratio": 2.932727, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.76546, + "hold30_r": -1.0 + }, + { + "symbol": "UNH", + "date": "2024-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.254157, + "strategy_rank": 72.992874, + "production_rank": 76.413302, + "structural_overlay_pass": false, + "structural_overlay_score": 72.592637, + "structural_overlay_rr": 1.002451, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 11, + "rr": 0.856969, + "primary_prob": 35.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.285453, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.331563, + "range_504_ratio": 1.393144, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.066616, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2024-09-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.893112, + "strategy_rank": 95.819477, + "production_rank": 95.510689, + "structural_overlay_pass": false, + "structural_overlay_score": 90.735154, + "structural_overlay_rr": 1.631332, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.005719, + "primary_prob": 25.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 7, + "primary_distance_atr": 3.008578, + "raw_level_count": 137, + "gate_level_count": 137, + "range_504_log": 2.444645, + "range_504_ratio": 11.526456, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.980011, + "hold30_r": 3.447561 + }, + { + "symbol": "VRTX", + "date": "2024-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.698337, + "strategy_rank": 63.966746, + "production_rank": 71.543943, + "structural_overlay_pass": false, + "structural_overlay_score": 67.966746, + "structural_overlay_rr": 0.902322, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.343781, + "primary_prob": 26.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.015671, + "raw_level_count": 86, + "gate_level_count": 86, + "range_504_log": 0.613191, + "range_504_ratio": 1.846314, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.063059, + "hold30_r": -1.0 + }, + { + "symbol": "VST", + "date": "2024-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.406176, + "strategy_rank": 98.836105, + "production_rank": 99.026128, + "structural_overlay_pass": false, + "structural_overlay_score": 94.074822, + "structural_overlay_rr": 1.956857, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.702036, + "primary_prob": 39.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.553054, + "raw_level_count": 108, + "gate_level_count": 108, + "range_504_log": 1.64195, + "range_504_ratio": 5.165231, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.673141, + "hold30_r": 8.099034 + }, + { + "symbol": "VZ", + "date": "2024-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.047506, + "strategy_rank": 63.301663, + "production_rank": 68.88361, + "structural_overlay_pass": false, + "structural_overlay_score": 65.43943, + "structural_overlay_rr": 0.784534, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.778969, + "primary_prob": 29.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.668454, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.394957, + "range_504_ratio": 1.484321, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.663393, + "hold30_r": -1.592137 + }, + { + "symbol": "WRB", + "date": "2024-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.448931, + "strategy_rank": 73.741093, + "production_rank": 79.643705, + "structural_overlay_pass": false, + "structural_overlay_score": 75.66152, + "structural_overlay_rr": 1.019108, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.019108, + "primary_prob": 30.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.528662, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.504536, + "range_504_ratio": 1.656216, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.0701, + "hold30_r": -1.0 + }, + { + "symbol": "WSM", + "date": "2024-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.980998, + "strategy_rank": 95.771971, + "production_rank": 96.508314, + "structural_overlay_pass": true, + "structural_overlay_score": 96.682898, + "structural_overlay_rr": 2.091942, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.543428, + "primary_prob": 36.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.315142, + "raw_level_count": 97, + "gate_level_count": 97, + "range_504_log": 1.160331, + "range_504_ratio": 3.190991, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.510638, + "hold30_r": 0.20032 + }, + { + "symbol": "CEG", + "date": "2024-09-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.679901, + "strategy_rank": 92.310875, + "production_rank": 92.433883, + "structural_overlay_pass": true, + "structural_overlay_score": 92.812189, + "structural_overlay_rr": 2.095878, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.932467, + "primary_prob": 42.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 86.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.898701, + "raw_level_count": 103, + "gate_level_count": 103, + "range_504_log": 1.200171, + "range_504_ratio": 3.320686, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.896653, + "hold30_r": 5.492909 + }, + { + "symbol": "HOOD", + "date": "2024-09-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.037221, + "strategy_rank": 95.299289, + "production_rank": 95.211933, + "structural_overlay_pass": false, + "structural_overlay_score": 90.451336, + "structural_overlay_rr": 0.906427, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.906427, + "primary_prob": 48.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.35964, + "raw_level_count": 119, + "gate_level_count": 119, + "range_504_log": 1.190532, + "range_504_ratio": 3.28883, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.875145, + "hold30_r": 3.584816 + }, + { + "symbol": "AVGO", + "date": "2024-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.468983, + "strategy_rank": 89.778474, + "production_rank": 89.008643, + "structural_overlay_pass": false, + "structural_overlay_score": 84.558211, + "structural_overlay_rr": 0.733156, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.815124, + "primary_prob": 36.16, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.222685, + "raw_level_count": 97, + "gate_level_count": 97, + "range_504_log": 1.495286, + "range_504_ratio": 4.460612, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.786928, + "hold30_r": 0.197886 + }, + { + "symbol": "AZO", + "date": "2024-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.506203, + "strategy_rank": 61.471815, + "production_rank": 68.483278, + "structural_overlay_pass": false, + "structural_overlay_score": 65.059114, + "structural_overlay_rr": 0.696852, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.260616, + "primary_prob": 42.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.890923, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.462671, + "range_504_ratio": 1.58831, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.425659, + "hold30_r": -1.357022 + }, + { + "symbol": "BRO", + "date": "2024-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.476427, + "strategy_rank": 62.392235, + "production_rank": 70.420299, + "structural_overlay_pass": false, + "structural_overlay_score": 66.899284, + "structural_overlay_rr": 1.817929, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.817929, + "primary_prob": 12.35, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.726893, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.696726, + "range_504_ratio": 2.007171, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.737216, + "hold30_r": 1.26897 + }, + { + "symbol": "CAH", + "date": "2024-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.483871, + "strategy_rank": 66.121238, + "production_rank": 72.575449, + "structural_overlay_pass": false, + "structural_overlay_score": 68.946676, + "structural_overlay_rr": 1.445355, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.235211, + "primary_prob": 29.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.852817, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 0.579788, + "range_504_ratio": 1.785659, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.073309, + "hold30_r": -1.0 + }, + { + "symbol": "CASY", + "date": "2024-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.265509, + "strategy_rank": 78.96764, + "production_rank": 79.733597, + "structural_overlay_pass": false, + "structural_overlay_score": 75.746917, + "structural_overlay_rr": 1.608143, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.121028, + "primary_prob": 45.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.681542, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.709816, + "range_504_ratio": 2.033617, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.068536, + "hold30_r": 2.068871 + }, + { + "symbol": "CBOE", + "date": "2024-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.153846, + "strategy_rank": 75.895053, + "production_rank": 82.647984, + "structural_overlay_pass": false, + "structural_overlay_score": 78.515585, + "structural_overlay_rr": 1.328794, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.02725, + "primary_prob": 31.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.540875, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.638238, + "range_504_ratio": 1.893142, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.963133, + "hold30_r": 1.027095 + }, + { + "symbol": "CFG", + "date": "2024-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.258065, + "strategy_rank": 74.272095, + "production_rank": 76.934085, + "structural_overlay_pass": false, + "structural_overlay_score": 73.087381, + "structural_overlay_rr": 1.624385, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.562785, + "primary_prob": 51.09, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.344177, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.677211, + "range_504_ratio": 1.968379, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.051285, + "hold30_r": -1.0 + }, + { + "symbol": "CL", + "date": "2024-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.789082, + "strategy_rank": 66.463881, + "production_rank": 75.905615, + "structural_overlay_pass": false, + "structural_overlay_score": 72.110334, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.321803, + "primary_prob": 24.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.982704, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.480193, + "range_504_ratio": 1.616386, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.095629, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2024-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.379653, + "strategy_rank": 99.231184, + "production_rank": 99.280674, + "structural_overlay_pass": false, + "structural_overlay_score": 94.31664, + "structural_overlay_rr": 1.894573, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.813627, + "primary_prob": 21.56, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 4.220441, + "raw_level_count": 143, + "gate_level_count": 143, + "range_504_log": 2.195568, + "range_504_ratio": 8.985103, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.79303, + "hold30_r": 0.673957 + }, + { + "symbol": "COR", + "date": "2024-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.796526, + "strategy_rank": 68.296973, + "production_rank": 76.796824, + "structural_overlay_pass": false, + "structural_overlay_score": 72.956983, + "structural_overlay_rr": 2.04829, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.060542, + "primary_prob": 28.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 74, + "primary_distance_atr": 3.090813, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.605746, + "range_504_ratio": 1.832618, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.063961, + "hold30_r": -1.0 + }, + { + "symbol": "COST", + "date": "2024-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.059553, + "strategy_rank": 67.192617, + "production_rank": 75.481596, + "structural_overlay_pass": false, + "structural_overlay_score": 71.707516, + "structural_overlay_rr": 0.873372, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.713524, + "primary_prob": 39.92, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.070285, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.723958, + "range_504_ratio": 2.062581, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.642851, + "hold30_r": -1.0 + }, + { + "symbol": "CPB", + "date": "2024-09-19", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.578164, + "strategy_rank": 70.734454, + "production_rank": 77.015691, + "structural_overlay_pass": false, + "structural_overlay_score": 73.164906, + "structural_overlay_rr": 1.063499, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.043159, + "primary_prob": 28.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 3.064738, + "raw_level_count": 23, + "gate_level_count": 23, + "range_504_log": 0.42055, + "range_504_ratio": 1.522799, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.131369, + "hold30_r": -1.069907 + }, + { + "symbol": "CRWD", + "date": "2024-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.01737, + "strategy_rank": 84.295802, + "production_rank": 83.202991, + "structural_overlay_pass": true, + "structural_overlay_score": 84.042842, + "structural_overlay_rr": 2.065772, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.654913, + "primary_prob": 49.5, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.482369, + "raw_level_count": 112, + "gate_level_count": 112, + "range_504_log": 1.462771, + "range_504_ratio": 4.317909, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.618946, + "hold30_r": 1.263574 + }, + { + "symbol": "CVNA", + "date": "2024-09-19", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.627792, + "strategy_rank": 99.479231, + "production_rank": 99.528751, + "structural_overlay_pass": false, + "structural_overlay_score": 94.552314, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 2.373325, + "primary_prob": 20.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 4, + "primary_distance_atr": 3.559988, + "raw_level_count": 168, + "gate_level_count": 168, + "range_504_log": 3.87851, + "range_504_ratio": 48.352113, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.345166, + "hold30_r": 6.312101 + }, + { + "symbol": "DASH", + "date": "2024-09-19", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 85.73201, + "strategy_rank": 83.952927, + "production_rank": 84.545955, + "structural_overlay_pass": false, + "structural_overlay_score": 80.318657, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 2.097487, + "primary_prob": 26.66, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 17.0, + "primary_rejection_count": 15, + "primary_distance_atr": 3.146231, + "raw_level_count": 134, + "gate_level_count": 134, + "range_504_log": 1.242784, + "range_504_ratio": 3.465248, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.0506, + "hold30_r": 3.314464 + }, + { + "symbol": "DECK", + "date": "2024-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.28536, + "strategy_rank": 92.833581, + "production_rank": 93.650841, + "structural_overlay_pass": false, + "structural_overlay_score": 88.968298, + "structural_overlay_rr": 1.123164, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.165501, + "primary_prob": 32.61, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 40.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.748252, + "raw_level_count": 114, + "gate_level_count": 114, + "range_504_log": 1.310129, + "range_504_ratio": 3.706651, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.127066, + "hold30_r": 1.109279 + }, + { + "symbol": "DELL", + "date": "2024-09-19", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.645161, + "strategy_rank": 85.336371, + "production_rank": 83.772635, + "structural_overlay_pass": false, + "structural_overlay_score": 79.584003, + "structural_overlay_rr": 1.819734, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.078075, + "primary_prob": 31.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 19, + "primary_distance_atr": 3.117113, + "raw_level_count": 110, + "gate_level_count": 110, + "range_504_log": 1.697968, + "range_504_ratio": 5.462836, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.04365, + "hold30_r": 0.856462 + }, + { + "symbol": "FITB", + "date": "2024-09-19", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.972705, + "strategy_rank": 73.260075, + "production_rank": 77.830952, + "structural_overlay_pass": false, + "structural_overlay_score": 73.939404, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 2.259068, + "primary_prob": 31.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 3.388602, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.684631, + "range_504_ratio": 1.983039, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.057874, + "hold30_r": -1.0 + }, + { + "symbol": "GDDY", + "date": "2024-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.883375, + "strategy_rank": 82.080816, + "production_rank": 87.681669, + "structural_overlay_pass": false, + "structural_overlay_score": 83.297585, + "structural_overlay_rr": 1.066086, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.037142, + "primary_prob": 31.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.555713, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.95289, + "range_504_ratio": 2.593194, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.060354, + "hold30_r": -1.0 + }, + { + "symbol": "GRMN", + "date": "2024-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.781638, + "strategy_rank": 84.519265, + "production_rank": 88.273389, + "structural_overlay_pass": false, + "structural_overlay_score": 83.85972, + "structural_overlay_rr": 1.379487, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.331668, + "primary_prob": 30.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.997502, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.881621, + "range_504_ratio": 2.414812, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.420474, + "hold30_r": -1.360258 + }, + { + "symbol": "HII", + "date": "2024-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.009926, + "strategy_rank": 71.607691, + "production_rank": 75.075103, + "structural_overlay_pass": false, + "structural_overlay_score": 71.321348, + "structural_overlay_rr": 2.176054, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.490295, + "primary_prob": 37.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.235442, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.462963, + "range_504_ratio": 1.588775, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.063178, + "hold30_r": -1.0 + }, + { + "symbol": "ICE", + "date": "2024-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.637717, + "strategy_rank": 57.332276, + "production_rank": 65.434089, + "structural_overlay_pass": false, + "structural_overlay_score": 62.162385, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.398538, + "primary_prob": 20.66, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 7.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.097807, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.613965, + "range_504_ratio": 1.847743, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.302354, + "hold30_r": -1.0 + }, + { + "symbol": "IFF", + "date": "2024-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.980149, + "strategy_rank": 70.557851, + "production_rank": 75.698617, + "structural_overlay_pass": false, + "structural_overlay_score": 71.913686, + "structural_overlay_rr": 1.791142, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.472861, + "primary_prob": 28.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.209292, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.644655, + "range_504_ratio": 1.905329, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.074714, + "hold30_r": -1.0 + }, + { + "symbol": "IP", + "date": "2024-09-19", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.942928, + "strategy_rank": 81.801314, + "production_rank": 84.848518, + "structural_overlay_pass": false, + "structural_overlay_score": 80.606092, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 4.401095, + "primary_prob": 29.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 6.601643, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.558063, + "range_504_ratio": 1.747285, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.065161, + "hold30_r": -1.0 + }, + { + "symbol": "IRM", + "date": "2024-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.533499, + "strategy_rank": 79.029583, + "production_rank": 84.530888, + "structural_overlay_pass": false, + "structural_overlay_score": 80.304344, + "structural_overlay_rr": 1.037777, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.037777, + "primary_prob": 28.49, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.556665, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 1.005772, + "range_504_ratio": 2.734018, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.983132, + "hold30_r": 2.29819 + }, + { + "symbol": "JPM", + "date": "2024-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.2134, + "strategy_rank": 73.273543, + "production_rank": 78.253495, + "structural_overlay_pass": false, + "structural_overlay_score": 74.340821, + "structural_overlay_rr": 0.896295, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.655913, + "primary_prob": 15.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.483869, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.800343, + "range_504_ratio": 2.226303, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.59731, + "hold30_r": 1.592572 + }, + { + "symbol": "LHX", + "date": "2024-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.228288, + "strategy_rank": 63.370954, + "production_rank": 70.990065, + "structural_overlay_pass": false, + "structural_overlay_score": 67.440562, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.887621, + "primary_prob": 52.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 128, + "primary_distance_atr": 1.331432, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.464901, + "range_504_ratio": 1.591856, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.810753, + "hold30_r": 2.836773 + }, + { + "symbol": "LLY", + "date": "2024-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.416873, + "strategy_rank": 87.132704, + "production_rank": 89.56076, + "structural_overlay_pass": false, + "structural_overlay_score": 85.082722, + "structural_overlay_rr": 1.723366, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.680595, + "primary_prob": 16.07, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 10.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.520892, + "raw_level_count": 109, + "gate_level_count": 109, + "range_504_log": 1.188461, + "range_504_ratio": 3.282026, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.054616, + "hold30_r": -1.0 + }, + { + "symbol": "MCK", + "date": "2024-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.176179, + "strategy_rank": 81.282805, + "production_rank": 85.247263, + "structural_overlay_pass": false, + "structural_overlay_score": 80.984899, + "structural_overlay_rr": 2.19, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.263387, + "primary_prob": 42.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.89508, + "raw_level_count": 97, + "gate_level_count": 97, + "range_504_log": 0.653188, + "range_504_ratio": 1.921658, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.150639, + "hold30_r": -1.096727 + }, + { + "symbol": "MPWR", + "date": "2024-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.126551, + "strategy_rank": 86.590073, + "production_rank": 85.435565, + "structural_overlay_pass": false, + "structural_overlay_score": 81.163787, + "structural_overlay_rr": 0.706068, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.726192, + "primary_prob": 39.8, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.089289, + "raw_level_count": 100, + "gate_level_count": 100, + "range_504_log": 1.157158, + "range_504_ratio": 3.180881, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.337965, + "hold30_r": -1.309818 + }, + { + "symbol": "MSTR", + "date": "2024-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.875931, + "strategy_rank": 99.875977, + "production_rank": 99.875961, + "structural_overlay_pass": false, + "structural_overlay_score": 94.882163, + "structural_overlay_rr": 1.837365, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.822943, + "primary_prob": 33.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.734415, + "raw_level_count": 149, + "gate_level_count": 149, + "range_504_log": 2.713565, + "range_504_ratio": 15.082956, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.804881, + "hold30_r": 6.232968 + }, + { + "symbol": "NRG", + "date": "2024-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.387097, + "strategy_rank": 94.298477, + "production_rank": 95.66135, + "structural_overlay_pass": false, + "structural_overlay_score": 90.878283, + "structural_overlay_rr": 1.531924, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.531924, + "primary_prob": 16.85, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.297886, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 1.063056, + "range_504_ratio": 2.895207, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.488321, + "hold30_r": 2.283233 + }, + { + "symbol": "NTAP", + "date": "2024-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.168734, + "strategy_rank": 82.274991, + "production_rank": 86.239572, + "structural_overlay_pass": false, + "structural_overlay_score": 81.927594, + "structural_overlay_rr": 1.792144, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.819081, + "primary_prob": 28.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 83.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.728621, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.843527, + "range_504_ratio": 2.324552, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.764489, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2024-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.635236, + "strategy_rank": 98.152472, + "production_rank": 98.313393, + "structural_overlay_pass": false, + "structural_overlay_score": 93.397723, + "structural_overlay_rr": 0.733293, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.993072, + "primary_prob": 39.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.489608, + "raw_level_count": 162, + "gate_level_count": 162, + "range_504_log": 2.897388, + "range_504_ratio": 18.126735, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.966816, + "hold30_r": 1.658425 + }, + { + "symbol": "PANW", + "date": "2024-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.074442, + "strategy_rank": 84.687797, + "production_rank": 86.483345, + "structural_overlay_pass": false, + "structural_overlay_score": 82.159178, + "structural_overlay_rr": 1.196124, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.268467, + "primary_prob": 24.91, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 14.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.902701, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 1.057912, + "range_504_ratio": 2.880351, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.22531, + "hold30_r": 1.72967 + }, + { + "symbol": "REGN", + "date": "2024-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.461538, + "strategy_rank": 64.711181, + "production_rank": 72.627967, + "structural_overlay_pass": false, + "structural_overlay_score": 68.996568, + "structural_overlay_rr": 0.735423, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.269854, + "primary_prob": 24.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.904781, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.595079, + "range_504_ratio": 1.813174, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.06637, + "hold30_r": -1.0 + }, + { + "symbol": "RMD", + "date": "2024-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.307692, + "strategy_rank": 91.19531, + "production_rank": 91.566104, + "structural_overlay_pass": false, + "structural_overlay_score": 86.987799, + "structural_overlay_rr": 1.125608, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.992176, + "primary_prob": 44.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.988264, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.657348, + "range_504_ratio": 1.929669, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.046594, + "hold30_r": -1.0 + }, + { + "symbol": "RSG", + "date": "2024-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.563275, + "strategy_rank": 64.651914, + "production_rank": 73.622368, + "structural_overlay_pass": false, + "structural_overlay_score": 69.941249, + "structural_overlay_rr": 1.186037, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.146601, + "primary_prob": 35.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.719901, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.65983, + "range_504_ratio": 1.934464, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.061952, + "hold30_r": -0.613032 + }, + { + "symbol": "RTX", + "date": "2024-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.270471, + "strategy_rank": 70.951784, + "production_rank": 79.72468, + "structural_overlay_pass": false, + "structural_overlay_score": 75.738446, + "structural_overlay_rr": 1.68157, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.68157, + "primary_prob": 14.26, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.522355, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.590223, + "range_504_ratio": 1.804391, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.599683, + "hold30_r": 0.747747 + }, + { + "symbol": "SMCI", + "date": "2024-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.64268, + "strategy_rank": 98.164002, + "production_rank": 97.990228, + "structural_overlay_pass": false, + "structural_overlay_score": 93.090717, + "structural_overlay_rr": 6.187102, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.095518, + "primary_prob": 27.07, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 3.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.643277, + "raw_level_count": 161, + "gate_level_count": 161, + "range_504_log": 3.196349, + "range_504_ratio": 24.443119, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.016072, + "hold30_r": -1.0 + }, + { + "symbol": "STX", + "date": "2024-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.717122, + "strategy_rank": 83.40942, + "production_rank": 84.845321, + "structural_overlay_pass": false, + "structural_overlay_score": 80.603055, + "structural_overlay_rr": 0.882062, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.736196, + "primary_prob": 25.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 62.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.604294, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.872321, + "range_504_ratio": 2.392458, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.687731, + "hold30_r": -1.0 + }, + { + "symbol": "T", + "date": "2024-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.811414, + "strategy_rank": 69.881373, + "production_rank": 77.191387, + "structural_overlay_pass": false, + "structural_overlay_score": 73.331817, + "structural_overlay_rr": 1.565245, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.741096, + "primary_prob": 56.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.111644, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.531022, + "range_504_ratio": 1.70067, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.672864, + "hold30_r": 1.884683 + }, + { + "symbol": "TFC", + "date": "2024-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.397022, + "strategy_rank": 69.958213, + "production_rank": 73.437816, + "structural_overlay_pass": false, + "structural_overlay_score": 69.765925, + "structural_overlay_rr": 1.575834, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.809614, + "primary_prob": 47.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 59, + "primary_distance_atr": 2.71442, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 0.735658, + "range_504_ratio": 2.086854, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.0599, + "hold30_r": -1.0 + }, + { + "symbol": "TYL", + "date": "2024-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.220844, + "strategy_rank": 75.552732, + "production_rank": 79.442102, + "structural_overlay_pass": false, + "structural_overlay_score": 75.469997, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.755835, + "primary_prob": 42.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.133753, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.756402, + "range_504_ratio": 2.130597, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.685002, + "hold30_r": 1.546669 + }, + { + "symbol": "UNH", + "date": "2024-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.235732, + "strategy_rank": 74.60925, + "production_rank": 78.151411, + "structural_overlay_pass": false, + "structural_overlay_score": 74.24384, + "structural_overlay_rr": 0.828488, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.815279, + "primary_prob": 41.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.222919, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.331563, + "range_504_ratio": 1.393144, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.749198, + "hold30_r": -1.434252 + }, + { + "symbol": "VRT", + "date": "2024-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.081886, + "strategy_rank": 91.72535, + "production_rank": 90.844195, + "structural_overlay_pass": false, + "structural_overlay_score": 86.301985, + "structural_overlay_rr": 1.962715, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.947838, + "primary_prob": 26.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.921757, + "raw_level_count": 138, + "gate_level_count": 138, + "range_504_log": 2.444645, + "range_504_ratio": 11.526456, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.919599, + "hold30_r": 2.642618 + }, + { + "symbol": "VRTX", + "date": "2024-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.491315, + "strategy_rank": 62.675519, + "production_rank": 69.947451, + "structural_overlay_pass": false, + "structural_overlay_score": 66.450079, + "structural_overlay_rr": 0.977314, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.430543, + "primary_prob": 25.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.145814, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 0.613191, + "range_504_ratio": 1.846314, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.064648, + "hold30_r": -1.0 + }, + { + "symbol": "VST", + "date": "2024-09-19", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.131514, + "strategy_rank": 98.61139, + "production_rank": 98.784765, + "structural_overlay_pass": true, + "structural_overlay_score": 98.845527, + "structural_overlay_rr": 2.456586, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.072291, + "primary_prob": 23.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 4, + "primary_distance_atr": 3.108437, + "raw_level_count": 108, + "gate_level_count": 108, + "range_504_log": 1.64195, + "range_504_ratio": 5.165231, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.040867, + "hold30_r": 5.458704 + }, + { + "symbol": "VZ", + "date": "2024-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.119107, + "strategy_rank": 66.615717, + "production_rank": 72.45018, + "structural_overlay_pass": false, + "structural_overlay_score": 68.827671, + "structural_overlay_rr": 0.778686, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.741786, + "primary_prob": 30.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.61268, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.402086, + "range_504_ratio": 1.494939, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.756546, + "hold30_r": -1.684002 + }, + { + "symbol": "WELL", + "date": "2024-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.870968, + "strategy_rank": 59.378822, + "production_rank": 67.542871, + "structural_overlay_pass": false, + "structural_overlay_score": 64.165727, + "structural_overlay_rr": 1.11878, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.168373, + "primary_prob": 41.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.75256, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.84332, + "range_504_ratio": 2.324071, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.092952, + "hold30_r": 2.854092 + }, + { + "symbol": "WM", + "date": "2024-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.709677, + "strategy_rank": 67.33841, + "production_rank": 74.462166, + "structural_overlay_pass": false, + "structural_overlay_score": 70.739057, + "structural_overlay_rr": 1.862402, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.294978, + "primary_prob": 41.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 82, + "primary_distance_atr": 1.942466, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.416796, + "range_504_ratio": 1.517093, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.214017, + "hold30_r": 2.217475 + }, + { + "symbol": "WMT", + "date": "2024-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.315136, + "strategy_rank": 68.493086, + "production_rank": 76.100436, + "structural_overlay_pass": false, + "structural_overlay_score": 72.295415, + "structural_overlay_rr": 1.618466, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.049179, + "primary_prob": 28.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.573768, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.640731, + "range_504_ratio": 1.897868, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.96441, + "hold30_r": 2.123557 + }, + { + "symbol": "WRB", + "date": "2024-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.322581, + "strategy_rank": 73.114282, + "production_rank": 78.850382, + "structural_overlay_pass": false, + "structural_overlay_score": 74.907863, + "structural_overlay_rr": 1.228657, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.230729, + "primary_prob": 26.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.846094, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.504536, + "range_504_ratio": 1.656216, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.074517, + "hold30_r": -1.0 + }, + { + "symbol": "WSM", + "date": "2024-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.650124, + "strategy_rank": 94.904157, + "production_rank": 95.486146, + "structural_overlay_pass": false, + "structural_overlay_score": 90.711839, + "structural_overlay_rr": 1.672316, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.166815, + "primary_prob": 44.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.750223, + "raw_level_count": 97, + "gate_level_count": 97, + "range_504_log": 1.160331, + "range_504_ratio": 3.190991, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.035701, + "hold30_r": -1.0 + }, + { + "symbol": "WTW", + "date": "2024-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.826303, + "strategy_rank": 63.73343, + "production_rank": 72.431055, + "structural_overlay_pass": false, + "structural_overlay_score": 68.809502, + "structural_overlay_rr": 1.045036, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.802852, + "primary_prob": 40.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.204278, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.417393, + "range_504_ratio": 1.517999, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.714655, + "hold30_r": 2.043013 + }, + { + "symbol": "HOOD", + "date": "2024-09-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.129838, + "strategy_rank": 95.980025, + "production_rank": 96.029963, + "structural_overlay_pass": false, + "structural_overlay_score": 91.228464, + "structural_overlay_rr": 1.301623, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.9817, + "primary_prob": 35.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.472549, + "raw_level_count": 120, + "gate_level_count": 120, + "range_504_log": 1.190532, + "range_504_ratio": 3.28883, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.948522, + "hold30_r": 5.534563 + }, + { + "symbol": "AEP", + "date": "2024-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.772784, + "strategy_rank": 59.113608, + "production_rank": 66.666667, + "structural_overlay_pass": false, + "structural_overlay_score": 63.333333, + "structural_overlay_rr": 1.136576, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.935523, + "primary_prob": 23.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.903284, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.416075, + "range_504_ratio": 1.515999, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.093058, + "hold30_r": -1.0 + }, + { + "symbol": "BRO", + "date": "2024-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.890137, + "strategy_rank": 63.433208, + "production_rank": 71.585518, + "structural_overlay_pass": false, + "structural_overlay_score": 68.006242, + "structural_overlay_rr": 1.197295, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.197295, + "primary_prob": 24.21, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.795943, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.696726, + "range_504_ratio": 2.007171, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.115346, + "hold30_r": 2.91965 + }, + { + "symbol": "CAH", + "date": "2024-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.144819, + "strategy_rank": 65.493134, + "production_rank": 71.710362, + "structural_overlay_pass": false, + "structural_overlay_score": 68.124844, + "structural_overlay_rr": 1.860524, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.659493, + "primary_prob": 20.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.489239, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.57304, + "range_504_ratio": 1.773651, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.590603, + "hold30_r": 2.834934 + }, + { + "symbol": "CBOE", + "date": "2024-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.128589, + "strategy_rank": 76.604245, + "production_rank": 83.445693, + "structural_overlay_pass": false, + "structural_overlay_score": 79.273408, + "structural_overlay_rr": 1.530979, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.810021, + "primary_prob": 41.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.215032, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.638238, + "range_504_ratio": 1.893142, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.747517, + "hold30_r": -1.0 + }, + { + "symbol": "CFG", + "date": "2024-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.520599, + "strategy_rank": 74.419476, + "production_rank": 77.453184, + "structural_overlay_pass": false, + "structural_overlay_score": 73.580524, + "structural_overlay_rr": 1.349236, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.801051, + "primary_prob": 21.66, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 4.201577, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.677211, + "range_504_ratio": 1.968379, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.747797, + "hold30_r": 3.620831 + }, + { + "symbol": "CL", + "date": "2024-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.630462, + "strategy_rank": 67.091136, + "production_rank": 76.604245, + "structural_overlay_pass": false, + "structural_overlay_score": 72.774032, + "structural_overlay_rr": 1.712641, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.457149, + "primary_prob": 21.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.185723, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.480193, + "range_504_ratio": 1.616386, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.096451, + "hold30_r": -1.0 + }, + { + "symbol": "CMG", + "date": "2024-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.389513, + "strategy_rank": 83.782772, + "production_rank": 85.318352, + "structural_overlay_pass": false, + "structural_overlay_score": 81.052434, + "structural_overlay_rr": 1.685327, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.538483, + "primary_prob": 43.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 62.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.307725, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 0.946485, + "range_504_ratio": 2.576637, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.054503, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2024-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.126092, + "strategy_rank": 99.088639, + "production_rank": 99.101124, + "structural_overlay_pass": false, + "structural_overlay_score": 94.146067, + "structural_overlay_rr": 1.279647, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.715909, + "primary_prob": 33.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.573863, + "raw_level_count": 144, + "gate_level_count": 144, + "range_504_log": 2.195568, + "range_504_ratio": 8.985103, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.023432, + "hold30_r": -1.0 + }, + { + "symbol": "COR", + "date": "2024-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.138577, + "strategy_rank": 65.355805, + "production_rank": 73.283396, + "structural_overlay_pass": false, + "structural_overlay_score": 69.619226, + "structural_overlay_rr": 1.588036, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.552762, + "primary_prob": 36.27, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 63, + "primary_distance_atr": 2.329142, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.605746, + "range_504_ratio": 1.832618, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.491637, + "hold30_r": 3.25989 + }, + { + "symbol": "COST", + "date": "2024-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.632959, + "strategy_rank": 68.726592, + "production_rank": 77.028714, + "structural_overlay_pass": false, + "structural_overlay_score": 73.177278, + "structural_overlay_rr": 0.883528, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.738028, + "primary_prob": 39.92, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 8.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.107042, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.723958, + "range_504_ratio": 2.062581, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.074861, + "hold30_r": -1.0 + }, + { + "symbol": "CPB", + "date": "2024-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.513109, + "strategy_rank": 70.82397, + "production_rank": 77.053683, + "structural_overlay_pass": false, + "structural_overlay_score": 73.200999, + "structural_overlay_rr": 1.995085, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.025439, + "primary_prob": 29.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 58, + "primary_distance_atr": 3.038159, + "raw_level_count": 23, + "gate_level_count": 23, + "range_504_log": 0.42055, + "range_504_ratio": 1.522799, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.06565, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2024-09-26", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.625468, + "strategy_rank": 99.513109, + "production_rank": 99.550562, + "structural_overlay_pass": false, + "structural_overlay_score": 94.573034, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 10.231888, + "primary_prob": 20.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 76.0, + "primary_rejection_count": 26, + "primary_distance_atr": 15.347832, + "raw_level_count": 169, + "gate_level_count": 169, + "range_504_log": 3.905523, + "range_504_ratio": 49.676056, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.029905, + "hold30_r": 6.135639 + }, + { + "symbol": "DASH", + "date": "2024-09-26", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.644195, + "strategy_rank": 83.183521, + "production_rank": 83.670412, + "structural_overlay_pass": false, + "structural_overlay_score": 79.486891, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 7.365516, + "primary_prob": 25.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 11.048274, + "raw_level_count": 134, + "gate_level_count": 134, + "range_504_log": 1.263634, + "range_504_ratio": 3.538257, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.0516, + "hold30_r": 4.973482 + }, + { + "symbol": "DECK", + "date": "2024-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.131086, + "strategy_rank": 92.546816, + "production_rank": 93.40824, + "structural_overlay_pass": true, + "structural_overlay_score": 93.737828, + "structural_overlay_rr": 2.025995, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.117834, + "primary_prob": 27.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.676751, + "raw_level_count": 114, + "gate_level_count": 114, + "range_504_log": 1.310129, + "range_504_ratio": 3.706651, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.076934, + "hold30_r": 1.830937 + }, + { + "symbol": "DHI", + "date": "2024-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.012484, + "strategy_rank": 86.866417, + "production_rank": 87.915106, + "structural_overlay_pass": false, + "structural_overlay_score": 83.519351, + "structural_overlay_rr": 1.733665, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.212267, + "primary_prob": 24.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.8184, + "raw_level_count": 101, + "gate_level_count": 101, + "range_504_log": 1.107761, + "range_504_ratio": 3.027572, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.054755, + "hold30_r": -1.0 + }, + { + "symbol": "EFX", + "date": "2024-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.766542, + "strategy_rank": 80.362047, + "production_rank": 82.496879, + "structural_overlay_pass": false, + "structural_overlay_score": 78.372035, + "structural_overlay_rr": 1.906415, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.052577, + "primary_prob": 37.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.578866, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.751908, + "range_504_ratio": 2.121044, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.059775, + "hold30_r": -1.0 + }, + { + "symbol": "FITB", + "date": "2024-09-26", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.886392, + "strategy_rank": 76.167291, + "production_rank": 81.073658, + "structural_overlay_pass": false, + "structural_overlay_score": 77.019975, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 2.083968, + "primary_prob": 21.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 64.0, + "primary_rejection_count": 28, + "primary_distance_atr": 3.125953, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.684631, + "range_504_ratio": 1.983039, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.060556, + "hold30_r": -1.0 + }, + { + "symbol": "GD", + "date": "2024-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.523096, + "strategy_rank": 58.639201, + "production_rank": 66.267166, + "structural_overlay_pass": false, + "structural_overlay_score": 62.953808, + "structural_overlay_rr": 0.819784, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.838467, + "primary_prob": 37.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.257701, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.426467, + "range_504_ratio": 1.531836, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.756628, + "hold30_r": -1.0 + }, + { + "symbol": "GDDY", + "date": "2024-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.37578, + "strategy_rank": 83.083645, + "production_rank": 88.514357, + "structural_overlay_pass": false, + "structural_overlay_score": 84.088639, + "structural_overlay_rr": 1.992514, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.841637, + "primary_prob": 37.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.262456, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.95289, + "range_504_ratio": 2.593194, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.780643, + "hold30_r": 4.248356 + }, + { + "symbol": "GEN", + "date": "2024-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.148564, + "strategy_rank": 77.702871, + "production_rank": 78.851436, + "structural_overlay_pass": false, + "structural_overlay_score": 74.908864, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.313984, + "primary_prob": 46.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.970976, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.567077, + "range_504_ratio": 1.763107, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.244809, + "hold30_r": 3.029724 + }, + { + "symbol": "GM", + "date": "2024-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.524345, + "strategy_rank": 76.217228, + "production_rank": 77.652934, + "structural_overlay_pass": false, + "structural_overlay_score": 73.770287, + "structural_overlay_rr": 1.878251, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.623317, + "primary_prob": 35.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.434975, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.652404, + "range_504_ratio": 1.920152, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.581064, + "hold30_r": 4.418004 + }, + { + "symbol": "GRMN", + "date": "2024-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.629213, + "strategy_rank": 85.468165, + "production_rank": 89.188514, + "structural_overlay_pass": false, + "structural_overlay_score": 84.729089, + "structural_overlay_rr": 1.754806, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.852379, + "primary_prob": 43.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.278569, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.881621, + "range_504_ratio": 2.414812, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.065838, + "hold30_r": -1.0 + }, + { + "symbol": "GS", + "date": "2024-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.897628, + "strategy_rank": 70.774032, + "production_rank": 74.481898, + "structural_overlay_pass": false, + "structural_overlay_score": 70.757803, + "structural_overlay_rr": 0.708243, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.677929, + "primary_prob": 49.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.016893, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.586454, + "range_504_ratio": 1.797602, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.618646, + "hold30_r": 5.085211 + }, + { + "symbol": "HII", + "date": "2024-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.895131, + "strategy_rank": 73.595506, + "production_rank": 77.028714, + "structural_overlay_pass": false, + "structural_overlay_score": 73.177278, + "structural_overlay_rr": 1.973724, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.404455, + "primary_prob": 24.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 3.606683, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.462963, + "range_504_ratio": 1.588775, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.390799, + "hold30_r": -1.329167 + }, + { + "symbol": "ICE", + "date": "2024-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.888889, + "strategy_rank": 62.297129, + "production_rank": 71.161049, + "structural_overlay_pass": false, + "structural_overlay_score": 67.602996, + "structural_overlay_rr": 1.695959, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.695959, + "primary_prob": 16.23, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 12.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.543939, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.613965, + "range_504_ratio": 1.847743, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.596084, + "hold30_r": -1.0 + }, + { + "symbol": "IFF", + "date": "2024-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.142322, + "strategy_rank": 69.06367, + "production_rank": 74.756554, + "structural_overlay_pass": false, + "structural_overlay_score": 71.018727, + "structural_overlay_rr": 1.336955, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.998054, + "primary_prob": 40.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.497081, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.644655, + "range_504_ratio": 1.905329, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.080695, + "hold30_r": -1.0 + }, + { + "symbol": "IP", + "date": "2024-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.639201, + "strategy_rank": 77.702871, + "production_rank": 81.348315, + "structural_overlay_pass": false, + "structural_overlay_score": 77.280899, + "structural_overlay_rr": 1.112932, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.836338, + "primary_prob": 12.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.754506, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.558063, + "range_504_ratio": 1.747285, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.066981, + "hold30_r": -1.0 + }, + { + "symbol": "LEN", + "date": "2024-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.024969, + "strategy_rank": 77.10362, + "production_rank": 78.077403, + "structural_overlay_pass": false, + "structural_overlay_score": 74.173533, + "structural_overlay_rr": 1.566176, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.088092, + "primary_prob": 27.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.632138, + "raw_level_count": 93, + "gate_level_count": 93, + "range_504_log": 1.019761, + "range_504_ratio": 2.772532, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.053337, + "hold30_r": -1.0 + }, + { + "symbol": "LHX", + "date": "2024-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.39201, + "strategy_rank": 63.957553, + "production_rank": 71.435705, + "structural_overlay_pass": false, + "structural_overlay_score": 67.86392, + "structural_overlay_rr": 1.872292, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.70775, + "primary_prob": 59.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 128, + "primary_distance_atr": 1.061625, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.464901, + "range_504_ratio": 1.591856, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.630123, + "hold30_r": 3.897116 + }, + { + "symbol": "LLY", + "date": "2024-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.756554, + "strategy_rank": 87.565543, + "production_rank": 89.962547, + "structural_overlay_pass": false, + "structural_overlay_score": 85.464419, + "structural_overlay_rr": 2.000104, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.01691, + "primary_prob": 41.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 64.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.525365, + "raw_level_count": 108, + "gate_level_count": 108, + "range_504_log": 1.16901, + "range_504_ratio": 3.218806, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.057333, + "hold30_r": -1.0 + }, + { + "symbol": "MCK", + "date": "2024-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.383271, + "strategy_rank": 82.072409, + "production_rank": 85.842697, + "structural_overlay_pass": false, + "structural_overlay_score": 81.550562, + "structural_overlay_rr": 1.177359, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.749009, + "primary_prob": 32.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.623514, + "raw_level_count": 97, + "gate_level_count": 97, + "range_504_log": 0.653188, + "range_504_ratio": 1.921658, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.701316, + "hold30_r": 6.393983 + }, + { + "symbol": "MMM", + "date": "2024-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.274657, + "strategy_rank": 82.596754, + "production_rank": 81.822722, + "structural_overlay_pass": false, + "structural_overlay_score": 77.731586, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.302591, + "primary_prob": 56.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 54, + "primary_distance_atr": 1.953887, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.50007, + "range_504_ratio": 1.648837, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.075007, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2024-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.875156, + "strategy_rank": 99.875156, + "production_rank": 99.875156, + "structural_overlay_pass": true, + "structural_overlay_score": 99.881398, + "structural_overlay_rr": 2.244278, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.9363, + "primary_prob": 25.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.90445, + "raw_level_count": 150, + "gate_level_count": 150, + "range_504_log": 2.713565, + "range_504_ratio": 15.082956, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.914401, + "hold30_r": 6.915569 + }, + { + "symbol": "NTAP", + "date": "2024-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.385768, + "strategy_rank": 80.374532, + "production_rank": 84.044944, + "structural_overlay_pass": false, + "structural_overlay_score": 79.842697, + "structural_overlay_rr": 0.848261, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.877066, + "primary_prob": 49.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 83.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.315599, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.843527, + "range_504_ratio": 2.324552, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.816969, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2024-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.377029, + "strategy_rank": 98.114856, + "production_rank": 98.202247, + "structural_overlay_pass": false, + "structural_overlay_score": 93.292135, + "structural_overlay_rr": 0.80031, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.873611, + "primary_prob": 34.88, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 8.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.310416, + "raw_level_count": 164, + "gate_level_count": 164, + "range_504_log": 2.897388, + "range_504_ratio": 18.126735, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.030017, + "hold30_r": -1.0 + }, + { + "symbol": "PGR", + "date": "2024-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.876404, + "strategy_rank": 77.116105, + "production_rank": 84.369538, + "structural_overlay_pass": false, + "structural_overlay_score": 80.151061, + "structural_overlay_rr": 1.206677, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.221086, + "primary_prob": 24.03, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.831629, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 0.861605, + "range_504_ratio": 2.366957, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.076637, + "hold30_r": -1.0 + }, + { + "symbol": "PM", + "date": "2024-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.770287, + "strategy_rank": 60.287141, + "production_rank": 68.114856, + "structural_overlay_pass": false, + "structural_overlay_score": 64.709114, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.448465, + "primary_prob": 22.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.172698, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.436716, + "range_504_ratio": 1.547616, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.08626, + "hold30_r": -1.0 + }, + { + "symbol": "REGN", + "date": "2024-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.892634, + "strategy_rank": 66.641698, + "production_rank": 73.058677, + "structural_overlay_pass": false, + "structural_overlay_score": 69.405743, + "structural_overlay_rr": 1.577385, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.909397, + "primary_prob": 40.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.364095, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.595079, + "range_504_ratio": 1.813174, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.045898, + "hold30_r": -1.0 + }, + { + "symbol": "RMD", + "date": "2024-09-26", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.132335, + "strategy_rank": 92.67166, + "production_rank": 93.158552, + "structural_overlay_pass": false, + "structural_overlay_score": 88.500624, + "structural_overlay_rr": 1.254483, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 2.186908, + "primary_prob": 27.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 3.280362, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.657348, + "range_504_ratio": 1.929669, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.050048, + "hold30_r": -1.0 + }, + { + "symbol": "RSG", + "date": "2024-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.008739, + "strategy_rank": 65.555556, + "production_rank": 74.706617, + "structural_overlay_pass": false, + "structural_overlay_score": 70.971286, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.231591, + "primary_prob": 32.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.847386, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.65983, + "range_504_ratio": 1.934464, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.143009, + "hold30_r": 1.612619 + }, + { + "symbol": "SO", + "date": "2024-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.269663, + "strategy_rank": 60.337079, + "production_rank": 68.314607, + "structural_overlay_pass": false, + "structural_overlay_score": 64.898876, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.672176, + "primary_prob": 49.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.008264, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.434218, + "range_504_ratio": 1.543755, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.57793, + "hold30_r": -1.0 + }, + { + "symbol": "SYF", + "date": "2024-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.143571, + "strategy_rank": 81.435705, + "production_rank": 82.67166, + "structural_overlay_pass": false, + "structural_overlay_score": 78.538077, + "structural_overlay_rr": 0.710612, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.446798, + "primary_prob": 24.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.170196, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.683511, + "range_504_ratio": 1.98082, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.400944, + "hold30_r": 7.293128 + }, + { + "symbol": "T", + "date": "2024-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.759051, + "strategy_rank": 70.174782, + "production_rank": 77.702871, + "structural_overlay_pass": false, + "structural_overlay_score": 73.817728, + "structural_overlay_rr": 1.204188, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.687609, + "primary_prob": 40.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.531414, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.531022, + "range_504_ratio": 1.70067, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.075567, + "hold30_r": -1.0 + }, + { + "symbol": "TGT", + "date": "2024-09-26", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 85.642946, + "strategy_rank": 80.399501, + "production_rank": 82.147316, + "structural_overlay_pass": false, + "structural_overlay_score": 78.03995, + "structural_overlay_rr": 2.787616, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.292853, + "primary_prob": 26.1, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 68, + "primary_distance_atr": 3.43928, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.569188, + "range_504_ratio": 1.766832, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.06012, + "hold30_r": -1.0 + }, + { + "symbol": "TRGP", + "date": "2024-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.379526, + "strategy_rank": 77.01623, + "production_rank": 83.470662, + "structural_overlay_pass": false, + "structural_overlay_score": 79.297129, + "structural_overlay_rr": 1.125199, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.125199, + "primary_prob": 27.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.687799, + "raw_level_count": 100, + "gate_level_count": 100, + "range_504_log": 1.013489, + "range_504_ratio": 2.755198, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.071311, + "hold30_r": 7.638831 + }, + { + "symbol": "TRV", + "date": "2024-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.270911, + "strategy_rank": 70.911361, + "production_rank": 75.031211, + "structural_overlay_pass": false, + "structural_overlay_score": 71.27965, + "structural_overlay_rr": 1.122305, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.783018, + "primary_prob": 53.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.174528, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.486758, + "range_504_ratio": 1.627032, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.074259, + "hold30_r": -1.0 + }, + { + "symbol": "TSN", + "date": "2024-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.771536, + "strategy_rank": 67.153558, + "production_rank": 72.359551, + "structural_overlay_pass": false, + "structural_overlay_score": 68.741573, + "structural_overlay_rr": 2.334154, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.341215, + "primary_prob": 25.61, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 3.511822, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.499682, + "range_504_ratio": 1.648198, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.058994, + "hold30_r": -0.303324 + }, + { + "symbol": "TYL", + "date": "2024-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.01623, + "strategy_rank": 75.443196, + "production_rank": 79.300874, + "structural_overlay_pass": false, + "structural_overlay_score": 75.33583, + "structural_overlay_rr": 0.864521, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.866501, + "primary_prob": 38.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.299752, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.756402, + "range_504_ratio": 2.130597, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.792513, + "hold30_r": 2.317774 + }, + { + "symbol": "VRT", + "date": "2024-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.139825, + "strategy_rank": 91.02372, + "production_rank": 90.062422, + "structural_overlay_pass": false, + "structural_overlay_score": 85.559301, + "structural_overlay_rr": 1.423804, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.389888, + "primary_prob": 34.64, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.084832, + "raw_level_count": 138, + "gate_level_count": 138, + "range_504_log": 2.444645, + "range_504_ratio": 11.526456, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.357555, + "hold30_r": 3.462348 + }, + { + "symbol": "VTR", + "date": "2024-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.147316, + "strategy_rank": 62.222222, + "production_rank": 68.86392, + "structural_overlay_pass": false, + "structural_overlay_score": 65.420724, + "structural_overlay_rr": 1.000496, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.000496, + "primary_prob": 44.59, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.500744, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.619529, + "range_504_ratio": 1.858053, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.070371, + "hold30_r": -1.0 + }, + { + "symbol": "VZ", + "date": "2024-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.893883, + "strategy_rank": 66.916355, + "production_rank": 72.908864, + "structural_overlay_pass": false, + "structural_overlay_score": 69.263421, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.283951, + "primary_prob": 39.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.925926, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.402086, + "range_504_ratio": 1.494939, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.139609, + "hold30_r": -1.059484 + }, + { + "symbol": "WELL", + "date": "2024-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.390762, + "strategy_rank": 61.885144, + "production_rank": 70.387016, + "structural_overlay_pass": false, + "structural_overlay_score": 66.867665, + "structural_overlay_rr": 0.727015, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.773845, + "primary_prob": 54.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.160767, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.84332, + "range_504_ratio": 2.324071, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.071878, + "hold30_r": -1.0 + }, + { + "symbol": "WM", + "date": "2024-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.387016, + "strategy_rank": 68.66417, + "production_rank": 75.905119, + "structural_overlay_pass": false, + "structural_overlay_score": 72.109863, + "structural_overlay_rr": 1.221183, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.231101, + "primary_prob": 42.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 86, + "primary_distance_atr": 1.846652, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.416796, + "range_504_ratio": 1.517093, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.144624, + "hold30_r": 3.179617 + }, + { + "symbol": "WRB", + "date": "2024-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.635456, + "strategy_rank": 74.481898, + "production_rank": 80.19975, + "structural_overlay_pass": false, + "structural_overlay_score": 76.189763, + "structural_overlay_rr": 1.856913, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.858902, + "primary_prob": 14.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.788353, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.504536, + "range_504_ratio": 1.656216, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.781102, + "hold30_r": 1.99609 + }, + { + "symbol": "WSM", + "date": "2024-09-26", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.898876, + "strategy_rank": 83.895131, + "production_rank": 82.89638, + "structural_overlay_pass": false, + "structural_overlay_score": 78.751561, + "structural_overlay_rr": 1.554567, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.402788, + "primary_prob": 20.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 3.604182, + "raw_level_count": 97, + "gate_level_count": 97, + "range_504_log": 1.160331, + "range_504_ratio": 3.190991, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.137583, + "hold30_r": -1.101101 + }, + { + "symbol": "HOOD", + "date": "2024-10-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.909091, + "strategy_rank": 92.370855, + "production_rank": 91.8836, + "structural_overlay_pass": false, + "structural_overlay_score": 87.28942, + "structural_overlay_rr": 1.611578, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.760443, + "primary_prob": 60.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.140664, + "raw_level_count": 121, + "gate_level_count": 121, + "range_504_log": 1.190532, + "range_504_ratio": 3.28883, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.728722, + "hold30_r": 6.504065 + }, + { + "symbol": "AEP", + "date": "2024-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.542964, + "strategy_rank": 63.729454, + "production_rank": 72.000624, + "structural_overlay_pass": false, + "structural_overlay_score": 68.400593, + "structural_overlay_rr": 0.715315, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.716738, + "primary_prob": 27.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.575107, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.416075, + "range_504_ratio": 1.515999, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.097751, + "hold30_r": -1.0 + }, + { + "symbol": "ALL", + "date": "2024-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.252802, + "strategy_rank": 78.335522, + "production_rank": 85.307949, + "structural_overlay_pass": false, + "structural_overlay_score": 81.042551, + "structural_overlay_rr": 0.745543, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.765211, + "primary_prob": 42.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.147816, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.65682, + "range_504_ratio": 1.928649, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.077694, + "hold30_r": -1.0 + }, + { + "symbol": "AMT", + "date": "2024-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.271482, + "strategy_rank": 79.203437, + "production_rank": 84.226119, + "structural_overlay_pass": false, + "structural_overlay_score": 80.014813, + "structural_overlay_rr": 1.971339, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.999495, + "primary_prob": 49.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 53, + "primary_distance_atr": 1.499243, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.454652, + "range_504_ratio": 1.575624, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.071235, + "hold30_r": -1.0 + }, + { + "symbol": "BAC", + "date": "2024-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.059776, + "strategy_rank": 69.189238, + "production_rank": 74.146084, + "structural_overlay_pass": false, + "structural_overlay_score": 70.43878, + "structural_overlay_rr": 1.610158, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.97597, + "primary_prob": 49.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 59, + "primary_distance_atr": 1.463956, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.576865, + "range_504_ratio": 1.780449, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.906874, + "hold30_r": 5.853358 + }, + { + "symbol": "BK", + "date": "2024-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.026152, + "strategy_rank": 68.430961, + "production_rank": 76.629358, + "structural_overlay_pass": false, + "structural_overlay_score": 72.79789, + "structural_overlay_rr": 1.45891, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.889935, + "primary_prob": 33.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.334903, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.703447, + "range_504_ratio": 2.020707, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.802745, + "hold30_r": 4.155125 + }, + { + "symbol": "CAH", + "date": "2024-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.795766, + "strategy_rank": 67.226267, + "production_rank": 74.082767, + "structural_overlay_pass": false, + "structural_overlay_score": 70.378628, + "structural_overlay_rr": 1.806924, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.567348, + "primary_prob": 22.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.351022, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.563609, + "range_504_ratio": 1.757002, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.483844, + "hold30_r": -1.0 + }, + { + "symbol": "CFG", + "date": "2024-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.188045, + "strategy_rank": 73.231631, + "production_rank": 76.550436, + "structural_overlay_pass": false, + "structural_overlay_score": 72.722914, + "structural_overlay_rr": 1.936363, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.328058, + "primary_prob": 25.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 3.492088, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.677211, + "range_504_ratio": 1.968379, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.273916, + "hold30_r": 4.429567 + }, + { + "symbol": "CINF", + "date": "2024-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.81071, + "strategy_rank": 65.032261, + "production_rank": 71.291744, + "structural_overlay_pass": false, + "structural_overlay_score": 67.727157, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.065833, + "primary_prob": 47.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.598749, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.441338, + "range_504_ratio": 1.554786, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.085759, + "hold30_r": -1.0 + }, + { + "symbol": "CL", + "date": "2024-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.384807, + "strategy_rank": 68.355469, + "production_rank": 78.031915, + "structural_overlay_pass": false, + "structural_overlay_score": 74.130319, + "structural_overlay_rr": 0.979462, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.978659, + "primary_prob": 42.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 63.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.467989, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.480193, + "range_504_ratio": 1.616386, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.0944, + "hold30_r": -1.0 + }, + { + "symbol": "CMS", + "date": "2024-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.554172, + "strategy_rank": 60.409012, + "production_rank": 68.790732, + "structural_overlay_pass": false, + "structural_overlay_score": 65.351195, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.456155, + "primary_prob": 35.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.184233, + "raw_level_count": 25, + "gate_level_count": 25, + "range_504_log": 0.361256, + "range_504_ratio": 1.435131, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.102015, + "hold30_r": -1.0 + }, + { + "symbol": "COF", + "date": "2024-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.316314, + "strategy_rank": 73.365837, + "production_rank": 76.349329, + "structural_overlay_pass": false, + "structural_overlay_score": 72.531863, + "structural_overlay_rr": 1.439746, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.573366, + "primary_prob": 35.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.360049, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.608138, + "range_504_ratio": 1.837007, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.523297, + "hold30_r": 6.517185 + }, + { + "symbol": "COIN", + "date": "2024-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.014944, + "strategy_rank": 96.875473, + "production_rank": 96.58863, + "structural_overlay_pass": false, + "structural_overlay_score": 91.759199, + "structural_overlay_rr": 2.266014, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.780694, + "primary_prob": 32.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.671041, + "raw_level_count": 145, + "gate_level_count": 145, + "range_504_log": 2.195568, + "range_504_ratio": 8.985103, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.760207, + "hold30_r": 7.268959 + }, + { + "symbol": "COR", + "date": "2024-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.652553, + "strategy_rank": 67.499467, + "production_rank": 75.883829, + "structural_overlay_pass": false, + "structural_overlay_score": 72.089637, + "structural_overlay_rr": 1.109983, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.97148, + "primary_prob": 50.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 1.457221, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.600835, + "range_504_ratio": 1.82364, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.899234, + "hold30_r": 3.67019 + }, + { + "symbol": "COST", + "date": "2024-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.180573, + "strategy_rank": 62.67851, + "production_rank": 70.179198, + "structural_overlay_pass": false, + "structural_overlay_score": 66.670238, + "structural_overlay_rr": 0.859125, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.749303, + "primary_prob": 14.58, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 8.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.623954, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.723958, + "range_504_ratio": 2.062581, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.678946, + "hold30_r": 1.937153 + }, + { + "symbol": "CPB", + "date": "2024-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.77335, + "strategy_rank": 72.48998, + "production_rank": 79.584437, + "structural_overlay_pass": false, + "structural_overlay_score": 75.605215, + "structural_overlay_rr": 2.154023, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.718256, + "primary_prob": 22.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 73, + "primary_distance_atr": 4.077385, + "raw_level_count": 23, + "gate_level_count": 23, + "range_504_log": 0.42055, + "range_504_ratio": 1.522799, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.064118, + "hold30_r": -1.0 + }, + { + "symbol": "CTAS", + "date": "2024-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.524284, + "strategy_rank": 66.732507, + "production_rank": 75.6631, + "structural_overlay_pass": false, + "structural_overlay_score": 71.879945, + "structural_overlay_rr": 0.885813, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.764053, + "primary_prob": 38.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.146079, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.824864, + "range_504_ratio": 2.28157, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.690027, + "hold30_r": 2.26185 + }, + { + "symbol": "CVNA", + "date": "2024-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.626401, + "strategy_rank": 99.477935, + "production_rank": 99.527424, + "structural_overlay_pass": false, + "structural_overlay_score": 94.551052, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.664246, + "primary_prob": 29.74, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.49637, + "raw_level_count": 170, + "gate_level_count": 170, + "range_504_log": 3.925731, + "range_504_ratio": 50.690141, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.631671, + "hold30_r": 5.882489 + }, + { + "symbol": "D", + "date": "2024-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.297634, + "strategy_rank": 64.383778, + "production_rank": 72.02173, + "structural_overlay_pass": false, + "structural_overlay_score": 68.420643, + "structural_overlay_rr": 1.856795, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.771692, + "primary_prob": 32.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.657537, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.608639, + "range_504_ratio": 1.837928, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.095633, + "hold30_r": -1.005764 + }, + { + "symbol": "DECK", + "date": "2024-10-03", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.052304, + "strategy_rank": 86.253982, + "production_rank": 86.186756, + "structural_overlay_pass": true, + "structural_overlay_score": 86.877418, + "structural_overlay_rr": 2.13735, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 2.168365, + "primary_prob": 24.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 9, + "primary_distance_atr": 3.252547, + "raw_level_count": 114, + "gate_level_count": 114, + "range_504_log": 1.263992, + "range_504_ratio": 3.539524, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.126606, + "hold30_r": 2.672686 + }, + { + "symbol": "DHI", + "date": "2024-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.535492, + "strategy_rank": 86.56343, + "production_rank": 87.887451, + "structural_overlay_pass": false, + "structural_overlay_score": 83.493078, + "structural_overlay_rr": 1.483242, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.936072, + "primary_prob": 46.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.404108, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 1.107761, + "range_504_ratio": 3.027572, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.058139, + "hold30_r": -1.0 + }, + { + "symbol": "DVA", + "date": "2024-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.135741, + "strategy_rank": 82.511148, + "production_rank": 87.386012, + "structural_overlay_pass": false, + "structural_overlay_score": 83.016712, + "structural_overlay_rr": 1.262553, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.814061, + "primary_prob": 53.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.221091, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 0.933543, + "range_504_ratio": 2.543505, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.058186, + "hold30_r": -1.0 + }, + { + "symbol": "EFX", + "date": "2024-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.437111, + "strategy_rank": 77.239724, + "production_rank": 79.30552, + "structural_overlay_pass": false, + "structural_overlay_score": 75.340244, + "structural_overlay_rr": 1.73439, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.815035, + "primary_prob": 44.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.222553, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.751908, + "range_504_ratio": 2.121044, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.065048, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2024-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.422167, + "strategy_rank": 84.011894, + "production_rank": 85.148652, + "structural_overlay_pass": false, + "structural_overlay_score": 80.891219, + "structural_overlay_rr": 0.79384, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.79384, + "primary_prob": 51.55, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.190759, + "raw_level_count": 91, + "gate_level_count": 91, + "range_504_log": 1.343525, + "range_504_ratio": 3.832528, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.741249, + "hold30_r": 4.097946 + }, + { + "symbol": "FIS", + "date": "2024-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.070984, + "strategy_rank": 62.928349, + "production_rank": 68.975894, + "structural_overlay_pass": false, + "structural_overlay_score": 65.527099, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.295467, + "primary_prob": 22.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.943201, + "raw_level_count": 99, + "gate_level_count": 99, + "range_504_log": 0.601783, + "range_504_ratio": 1.825371, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.210487, + "hold30_r": 2.411045 + }, + { + "symbol": "FITB", + "date": "2024-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.894147, + "strategy_rank": 78.187689, + "production_rank": 83.756509, + "structural_overlay_pass": false, + "structural_overlay_score": 79.568683, + "structural_overlay_rr": 0.773609, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.977922, + "primary_prob": 29.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 58, + "primary_distance_atr": 2.966883, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.684631, + "range_504_ratio": 1.983039, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.916691, + "hold30_r": 4.04885 + }, + { + "symbol": "GDDY", + "date": "2024-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.003736, + "strategy_rank": 81.697156, + "production_rank": 87.466016, + "structural_overlay_pass": false, + "structural_overlay_score": 83.092715, + "structural_overlay_rr": 1.345825, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.2534, + "primary_prob": 27.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.8801, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.95289, + "range_504_ratio": 2.593194, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.18878, + "hold30_r": 6.461603 + }, + { + "symbol": "GEN", + "date": "2024-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.444583, + "strategy_rank": 77.668776, + "production_rank": 78.927378, + "structural_overlay_pass": false, + "structural_overlay_score": 74.981009, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.766975, + "primary_prob": 23.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.650462, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.577667, + "range_504_ratio": 1.781877, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.689625, + "hold30_r": 4.40238 + }, + { + "symbol": "GIS", + "date": "2024-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.818182, + "strategy_rank": 61.218137, + "production_rank": 68.084818, + "structural_overlay_pass": false, + "structural_overlay_score": 64.680577, + "structural_overlay_rr": 0.987389, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.929895, + "primary_prob": 30.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 66, + "primary_distance_atr": 2.894842, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.40982, + "range_504_ratio": 1.506547, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.07519, + "hold30_r": -1.0 + }, + { + "symbol": "GL", + "date": "2024-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.448319, + "strategy_rank": 86.202161, + "production_rank": 84.284213, + "structural_overlay_pass": false, + "structural_overlay_score": 80.070003, + "structural_overlay_rr": 1.740826, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.780898, + "primary_prob": 32.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 83, + "primary_distance_atr": 2.671346, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 1.220523, + "range_504_ratio": 3.38896, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.722136, + "hold30_r": 1.165707 + }, + { + "symbol": "GRMN", + "date": "2024-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.637609, + "strategy_rank": 85.102902, + "production_rank": 88.947804, + "structural_overlay_pass": false, + "structural_overlay_score": 84.500414, + "structural_overlay_rr": 2.06107, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.142857, + "primary_prob": 42.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 84.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.714286, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.881621, + "range_504_ratio": 2.414812, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.073787, + "hold30_r": -1.007364 + }, + { + "symbol": "GS", + "date": "2024-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.199253, + "strategy_rank": 68.869005, + "production_rank": 72.645755, + "structural_overlay_pass": false, + "structural_overlay_score": 69.013467, + "structural_overlay_rr": 0.837889, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.325416, + "primary_prob": 32.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.988124, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.586454, + "range_504_ratio": 1.797602, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.263294, + "hold30_r": 6.550243 + }, + { + "symbol": "HCA", + "date": "2024-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.143213, + "strategy_rank": 78.883127, + "production_rank": 84.303156, + "structural_overlay_pass": false, + "structural_overlay_score": 80.087998, + "structural_overlay_rr": 1.5123, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.020896, + "primary_prob": 34.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.531344, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.831162, + "range_504_ratio": 2.295985, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.06922, + "hold30_r": -1.0 + }, + { + "symbol": "IFF", + "date": "2024-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.539228, + "strategy_rank": 70.456616, + "production_rank": 76.817487, + "structural_overlay_pass": false, + "structural_overlay_score": 72.976612, + "structural_overlay_rr": 1.223854, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.223854, + "primary_prob": 43.16, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.835781, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.644655, + "range_504_ratio": 1.905329, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.149214, + "hold30_r": -1.0 + }, + { + "symbol": "JPM", + "date": "2024-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.671233, + "strategy_rank": 72.424454, + "production_rank": 77.506713, + "structural_overlay_pass": false, + "structural_overlay_score": 73.631378, + "structural_overlay_rr": 1.929112, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.23793, + "primary_prob": 40.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 87.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.856895, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.800343, + "range_504_ratio": 2.226303, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.170169, + "hold30_r": 6.04875 + }, + { + "symbol": "KO", + "date": "2024-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.931507, + "strategy_rank": 59.452055, + "production_rank": 67.945205, + "structural_overlay_pass": false, + "structural_overlay_score": 64.547945, + "structural_overlay_rr": 1.274011, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.242654, + "primary_prob": 31.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.863981, + "raw_level_count": 23, + "gate_level_count": 23, + "range_504_log": 0.355141, + "range_504_ratio": 1.426382, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.097629, + "hold30_r": -1.0 + }, + { + "symbol": "LHX", + "date": "2024-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.044832, + "strategy_rank": 65.0557, + "production_rank": 72.718744, + "structural_overlay_pass": false, + "structural_overlay_score": 69.082807, + "structural_overlay_rr": 1.846161, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.639394, + "primary_prob": 49.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.459091, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.464901, + "range_504_ratio": 1.591856, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.564497, + "hold30_r": 0.777898 + }, + { + "symbol": "LLY", + "date": "2024-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.26401, + "strategy_rank": 88.563467, + "production_rank": 91.130315, + "structural_overlay_pass": false, + "structural_overlay_score": 86.573799, + "structural_overlay_rr": 1.821134, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.821786, + "primary_prob": 26.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 75.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.732679, + "raw_level_count": 109, + "gate_level_count": 109, + "range_504_log": 1.16901, + "range_504_ratio": 3.218806, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -2.88065, + "hold30_r": -2.82321 + }, + { + "symbol": "MCK", + "date": "2024-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.022416, + "strategy_rank": 82.639512, + "production_rank": 86.433814, + "structural_overlay_pass": false, + "structural_overlay_score": 82.112123, + "structural_overlay_rr": 1.464292, + "structural_overlay_sources": [ + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.733857, + "primary_prob": 33.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.600785, + "raw_level_count": 98, + "gate_level_count": 98, + "range_504_log": 0.653188, + "range_504_ratio": 1.921658, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.681474, + "hold30_r": 6.945485 + }, + { + "symbol": "MMM", + "date": "2024-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.308842, + "strategy_rank": 83.805271, + "production_rank": 83.973128, + "structural_overlay_pass": false, + "structural_overlay_score": 79.774472, + "structural_overlay_rr": 1.608287, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.382155, + "primary_prob": 36.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 84.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.073232, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.50007, + "range_504_ratio": 1.648837, + "range_factor_pass": false, + "outcome": "ambiguous", + "net_r": -1.075116, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2024-10-03", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.875467, + "strategy_rank": 99.875606, + "production_rank": 99.87556, + "structural_overlay_pass": true, + "structural_overlay_score": 99.881782, + "structural_overlay_rr": 2.317855, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.022121, + "primary_prob": 24.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 3.033181, + "raw_level_count": 152, + "gate_level_count": 152, + "range_504_log": 2.713565, + "range_504_ratio": 15.082956, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.001418, + "hold30_r": 10.405324 + }, + { + "symbol": "NEE", + "date": "2024-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.901619, + "strategy_rank": 79.323937, + "production_rank": 83.849831, + "structural_overlay_pass": false, + "structural_overlay_score": 79.65734, + "structural_overlay_rr": 1.601764, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.801062, + "primary_prob": 70.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 94, + "primary_distance_atr": 1.201593, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.676248, + "range_504_ratio": 1.966486, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.076534, + "hold30_r": -1.0 + }, + { + "symbol": "NEM", + "date": "2024-10-03", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.942715, + "strategy_rank": 79.878511, + "production_rank": 80.566579, + "structural_overlay_pass": false, + "structural_overlay_score": 76.53825, + "structural_overlay_rr": 1.558102, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.437475, + "primary_prob": 24.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 3.656212, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.714002, + "range_504_ratio": 2.042148, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.383997, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2024-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.392279, + "strategy_rank": 82.928441, + "production_rank": 87.083054, + "structural_overlay_pass": false, + "structural_overlay_score": 82.728901, + "structural_overlay_rr": 0.799102, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.799102, + "primary_prob": 36.35, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.198652, + "raw_level_count": 103, + "gate_level_count": 103, + "range_504_log": 1.231415, + "range_504_ratio": 3.426075, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.738042, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2024-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.916563, + "strategy_rank": 91.459956, + "production_rank": 90.612158, + "structural_overlay_pass": false, + "structural_overlay_score": 86.081551, + "structural_overlay_rr": 1.662542, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.893772, + "primary_prob": 51.19, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 18.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.340659, + "raw_level_count": 164, + "gate_level_count": 164, + "range_504_log": 2.897388, + "range_504_ratio": 18.126735, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.863059, + "hold30_r": 2.988825 + }, + { + "symbol": "PGR", + "date": "2024-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.501868, + "strategy_rank": 77.132697, + "production_rank": 84.589087, + "structural_overlay_pass": false, + "structural_overlay_score": 80.359633, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.288586, + "primary_prob": 22.44, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.93288, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 0.861605, + "range_504_ratio": 2.366957, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.079748, + "hold30_r": -1.0 + }, + { + "symbol": "PM", + "date": "2024-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.924035, + "strategy_rank": 62.484542, + "production_rank": 70.631039, + "structural_overlay_pass": false, + "structural_overlay_score": 67.099487, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.59483, + "primary_prob": 22.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.392244, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.426031, + "range_504_ratio": 1.531168, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.503339, + "hold30_r": 3.794729 + }, + { + "symbol": "RCL", + "date": "2024-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.293898, + "strategy_rank": 85.664289, + "production_rank": 86.540826, + "structural_overlay_pass": false, + "structural_overlay_score": 82.213784, + "structural_overlay_rr": 1.460508, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.962897, + "primary_prob": 45.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.444345, + "raw_level_count": 126, + "gate_level_count": 126, + "range_504_log": 1.608408, + "range_504_ratio": 4.994854, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.917936, + "hold30_r": 7.769902 + }, + { + "symbol": "REGN", + "date": "2024-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.56538, + "strategy_rank": 63.862763, + "production_rank": 70.096969, + "structural_overlay_pass": false, + "structural_overlay_score": 66.59212, + "structural_overlay_rr": 0.813954, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.298889, + "primary_prob": 29.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.948333, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.595079, + "range_504_ratio": 1.813174, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.047567, + "hold30_r": -1.0 + }, + { + "symbol": "RMD", + "date": "2024-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.403487, + "strategy_rank": 91.444227, + "production_rank": 91.763981, + "structural_overlay_pass": false, + "structural_overlay_score": 87.175782, + "structural_overlay_rr": 1.679108, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.74949, + "primary_prob": 32.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.624235, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.657348, + "range_504_ratio": 1.929669, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.700336, + "hold30_r": -0.721545 + }, + { + "symbol": "ROL", + "date": "2024-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.697385, + "strategy_rank": 63.895117, + "production_rank": 69.495873, + "structural_overlay_pass": false, + "structural_overlay_score": 66.021079, + "structural_overlay_rr": 1.064107, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.153105, + "primary_prob": 35.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.729657, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.478818, + "range_504_ratio": 1.614166, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.655289, + "hold30_r": -1.581278 + }, + { + "symbol": "RSG", + "date": "2024-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.158157, + "strategy_rank": 64.406243, + "production_rank": 73.323548, + "structural_overlay_pass": false, + "structural_overlay_score": 69.65737, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.758734, + "primary_prob": 50.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 66.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.138102, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.65983, + "range_504_ratio": 1.934464, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.662992, + "hold30_r": -1.0 + }, + { + "symbol": "SYF", + "date": "2024-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.407223, + "strategy_rank": 85.498704, + "production_rank": 87.46821, + "structural_overlay_pass": false, + "structural_overlay_score": 83.0948, + "structural_overlay_rr": 1.512058, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.251799, + "primary_prob": 28.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.877698, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.683511, + "range_504_ratio": 1.98082, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.203608, + "hold30_r": 7.453326 + }, + { + "symbol": "T", + "date": "2024-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.765878, + "strategy_rank": 71.949266, + "production_rank": 79.888137, + "structural_overlay_pass": false, + "structural_overlay_score": 75.89373, + "structural_overlay_rr": 1.482315, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.06389, + "primary_prob": 53.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.595835, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.531022, + "range_504_ratio": 1.70067, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.082747, + "hold30_r": -1.0 + }, + { + "symbol": "TRV", + "date": "2024-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.912827, + "strategy_rank": 75.072974, + "production_rank": 80.019592, + "structural_overlay_pass": false, + "structural_overlay_score": 76.018612, + "structural_overlay_rr": 1.101917, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.183447, + "primary_prob": 27.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.775171, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.471088, + "range_504_ratio": 1.601737, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.074783, + "hold30_r": -1.0 + }, + { + "symbol": "TSN", + "date": "2024-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.667497, + "strategy_rank": 70.218613, + "production_rank": 76.368241, + "structural_overlay_pass": false, + "structural_overlay_score": 72.549829, + "structural_overlay_rr": 1.956904, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.023083, + "primary_prob": 29.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 3.034625, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.499682, + "range_504_ratio": 1.648198, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.961595, + "hold30_r": 3.144854 + }, + { + "symbol": "TYL", + "date": "2024-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.557908, + "strategy_rank": 72.999468, + "production_rank": 76.852282, + "structural_overlay_pass": false, + "structural_overlay_score": 73.009668, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.754547, + "primary_prob": 44.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.131821, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.756402, + "range_504_ratio": 2.130597, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.674379, + "hold30_r": 2.25595 + }, + { + "symbol": "UHS", + "date": "2024-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.75467, + "strategy_rank": 86.994274, + "production_rank": 90.914406, + "structural_overlay_pass": false, + "structural_overlay_score": 86.368686, + "structural_overlay_rr": 1.520985, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.499381, + "primary_prob": 20.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.249071, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 1.081291, + "range_504_ratio": 2.948485, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.455876, + "hold30_r": -1.0 + }, + { + "symbol": "VTR", + "date": "2024-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.788294, + "strategy_rank": 67.094982, + "production_rank": 74.659419, + "structural_overlay_pass": false, + "structural_overlay_score": 70.926448, + "structural_overlay_rr": 1.421992, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.827257, + "primary_prob": 12.22, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.740886, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.619529, + "range_504_ratio": 1.858053, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.752895, + "hold30_r": 0.552634 + }, + { + "symbol": "VZ", + "date": "2024-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.803238, + "strategy_rank": 67.059785, + "production_rank": 73.307603, + "structural_overlay_pass": false, + "structural_overlay_score": 69.642223, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.488616, + "primary_prob": 34.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.232925, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.408943, + "range_504_ratio": 1.505226, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.13742, + "hold30_r": -1.050788 + }, + { + "symbol": "WELL", + "date": "2024-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.656289, + "strategy_rank": 64.978261, + "production_rank": 73.870937, + "structural_overlay_pass": false, + "structural_overlay_score": 70.17739, + "structural_overlay_rr": 0.824413, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.90026, + "primary_prob": 37.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.35039, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.84332, + "range_504_ratio": 2.324071, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.079303, + "hold30_r": -1.0 + }, + { + "symbol": "WFC", + "date": "2024-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.30137, + "strategy_rank": 77.160339, + "production_rank": 80.207349, + "structural_overlay_pass": false, + "structural_overlay_score": 76.196982, + "structural_overlay_rr": 2.00976, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.63194, + "primary_prob": 34.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.44791, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.573501, + "range_504_ratio": 1.774468, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.582024, + "hold30_r": 8.089337 + }, + { + "symbol": "WRB", + "date": "2024-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.645081, + "strategy_rank": 75.928976, + "production_rank": 82.167678, + "structural_overlay_pass": false, + "structural_overlay_score": 78.059294, + "structural_overlay_rr": 1.56394, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.566019, + "primary_prob": 18.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.349028, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.504536, + "range_504_ratio": 1.656216, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.486803, + "hold30_r": 1.725392 + }, + { + "symbol": "WTW", + "date": "2024-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.029888, + "strategy_rank": 65.760872, + "production_rank": 74.517211, + "structural_overlay_pass": false, + "structural_overlay_score": 70.79135, + "structural_overlay_rr": 0.750954, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.722831, + "primary_prob": 45.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.084246, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.440632, + "range_504_ratio": 1.553689, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.641995, + "hold30_r": 3.367341 + }, + { + "symbol": "HOOD", + "date": "2024-10-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.935644, + "strategy_rank": 94.608218, + "production_rank": 94.384027, + "structural_overlay_pass": false, + "structural_overlay_score": 89.664825, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.669457, + "primary_prob": 29.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.504186, + "raw_level_count": 122, + "gate_level_count": 122, + "range_504_log": 1.226842, + "range_504_ratio": 3.410443, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.637287, + "hold30_r": -1.0 + }, + { + "symbol": "AFL", + "date": "2024-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.00495, + "strategy_rank": 63.45587, + "production_rank": 71.305563, + "structural_overlay_pass": false, + "structural_overlay_score": 67.740285, + "structural_overlay_rr": 1.431832, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.840879, + "primary_prob": 35.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.261318, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.719287, + "range_504_ratio": 2.052968, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.758716, + "hold30_r": -1.626914 + }, + { + "symbol": "ALL", + "date": "2024-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.638614, + "strategy_rank": 79.848509, + "production_rank": 86.111878, + "structural_overlay_pass": false, + "structural_overlay_score": 81.806284, + "structural_overlay_rr": 0.869255, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.949237, + "primary_prob": 36.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.423856, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.65682, + "range_504_ratio": 1.928649, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.887896, + "hold30_r": 2.920298 + }, + { + "symbol": "AMT", + "date": "2024-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.173267, + "strategy_rank": 78.347551, + "production_rank": 83.956123, + "structural_overlay_pass": false, + "structural_overlay_score": 79.758317, + "structural_overlay_rr": 0.666913, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.224021, + "primary_prob": 43.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 1.836032, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.454652, + "range_504_ratio": 1.575624, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.157019, + "hold30_r": -1.017788 + }, + { + "symbol": "CB", + "date": "2024-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.252475, + "strategy_rank": 67.143317, + "production_rank": 73.84637, + "structural_overlay_pass": false, + "structural_overlay_score": 70.154051, + "structural_overlay_rr": 1.15285, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.754008, + "primary_prob": 44.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.131011, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.483931, + "range_504_ratio": 1.62244, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.683114, + "hold30_r": -1.0 + }, + { + "symbol": "CBRE", + "date": "2024-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.891089, + "strategy_rank": 74.1065, + "production_rank": 78.034696, + "structural_overlay_pass": false, + "structural_overlay_score": 74.132961, + "structural_overlay_rr": 1.634137, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.254419, + "primary_prob": 23.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.881628, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.663069, + "range_504_ratio": 1.94074, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.186276, + "hold30_r": 3.461056 + }, + { + "symbol": "CINF", + "date": "2024-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.074257, + "strategy_rank": 64.559995, + "production_rank": 69.731416, + "structural_overlay_pass": false, + "structural_overlay_score": 66.244845, + "structural_overlay_rr": 0.911452, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.193418, + "primary_prob": 43.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.790126, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.388422, + "range_504_ratio": 1.474652, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.121401, + "hold30_r": 5.291513 + }, + { + "symbol": "CL", + "date": "2024-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.658416, + "strategy_rank": 67.993813, + "production_rank": 77.548681, + "structural_overlay_pass": false, + "structural_overlay_score": 73.671247, + "structural_overlay_rr": 1.219088, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.203332, + "primary_prob": 36.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 64.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.804997, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.480193, + "range_504_ratio": 1.616386, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.118118, + "hold30_r": -1.159196 + }, + { + "symbol": "CLX", + "date": "2024-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.168317, + "strategy_rank": 66.466897, + "production_rank": 72.034037, + "structural_overlay_pass": false, + "structural_overlay_score": 68.432335, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.518352, + "primary_prob": 36.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 85, + "primary_distance_atr": 2.277527, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.440745, + "range_504_ratio": 1.553865, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.443525, + "hold30_r": 2.627561 + }, + { + "symbol": "CMG", + "date": "2024-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.633663, + "strategy_rank": 82.616437, + "production_rank": 83.955513, + "structural_overlay_pass": false, + "structural_overlay_score": 79.757737, + "structural_overlay_rr": 1.668431, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.510762, + "primary_prob": 44.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 62.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.266142, + "raw_level_count": 91, + "gate_level_count": 91, + "range_504_log": 0.946485, + "range_504_ratio": 2.576637, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.058803, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2024-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.460396, + "strategy_rank": 93.763338, + "production_rank": 92.99569, + "structural_overlay_pass": false, + "structural_overlay_score": 88.345906, + "structural_overlay_rr": 0.806574, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.921054, + "primary_prob": 30.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.88158, + "raw_level_count": 146, + "gate_level_count": 146, + "range_504_log": 2.195568, + "range_504_ratio": 8.985103, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.897835, + "hold30_r": 9.255058 + }, + { + "symbol": "COR", + "date": "2024-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.138614, + "strategy_rank": 63.293331, + "production_rank": 70.908425, + "structural_overlay_pass": false, + "structural_overlay_score": 67.363004, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.916486, + "primary_prob": 51.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 1.37473, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.598887, + "range_504_ratio": 1.820093, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.829874, + "hold30_r": 4.578144 + }, + { + "symbol": "COST", + "date": "2024-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.985149, + "strategy_rank": 66.432637, + "production_rank": 73.950141, + "structural_overlay_pass": false, + "structural_overlay_score": 70.252634, + "structural_overlay_rr": 1.165504, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.024391, + "primary_prob": 30.08, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 8.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.536586, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.723958, + "range_504_ratio": 2.062581, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.071562, + "hold30_r": -1.0 + }, + { + "symbol": "CPB", + "date": "2024-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.955446, + "strategy_rank": 71.286198, + "production_rank": 78.175947, + "structural_overlay_pass": false, + "structural_overlay_score": 74.26715, + "structural_overlay_rr": 1.978616, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.731873, + "primary_prob": 58.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 70, + "primary_distance_atr": 1.097809, + "raw_level_count": 23, + "gate_level_count": 23, + "range_504_log": 0.42055, + "range_504_ratio": 1.522799, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.65983, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2024-10-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.628713, + "strategy_rank": 99.555142, + "production_rank": 99.579666, + "structural_overlay_pass": false, + "structural_overlay_score": 94.600682, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 9.123898, + "primary_prob": 20.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 75.0, + "primary_rejection_count": 26, + "primary_distance_atr": 13.685848, + "raw_level_count": 170, + "gate_level_count": 170, + "range_504_log": 3.99833, + "range_504_ratio": 54.507042, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.036109, + "hold30_r": 5.358405 + }, + { + "symbol": "D", + "date": "2024-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.490099, + "strategy_rank": 65.901146, + "production_rank": 73.430797, + "structural_overlay_pass": false, + "structural_overlay_score": 69.759257, + "structural_overlay_rr": 1.860079, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.870003, + "primary_prob": 31.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 56, + "primary_distance_atr": 2.805004, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.591693, + "range_504_ratio": 1.807044, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.791892, + "hold30_r": 2.027027 + }, + { + "symbol": "DECK", + "date": "2024-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.470297, + "strategy_rank": 89.741045, + "production_rank": 89.984129, + "structural_overlay_pass": false, + "structural_overlay_score": 85.484923, + "structural_overlay_rr": 1.796905, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.825609, + "primary_prob": 28.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.738413, + "raw_level_count": 115, + "gate_level_count": 115, + "range_504_log": 1.24048, + "range_504_ratio": 3.457271, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.7866, + "hold30_r": 2.914733 + }, + { + "symbol": "DHI", + "date": "2024-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.69802, + "strategy_rank": 87.305383, + "production_rank": 89.102929, + "structural_overlay_pass": false, + "structural_overlay_score": 84.647782, + "structural_overlay_rr": 1.57868, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.025423, + "primary_prob": 37.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.538134, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 1.107761, + "range_504_ratio": 3.027572, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.967882, + "hold30_r": -4.737812 + }, + { + "symbol": "DUK", + "date": "2024-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.148515, + "strategy_rank": 60.528745, + "production_rank": 68.735335, + "structural_overlay_pass": false, + "structural_overlay_score": 65.298568, + "structural_overlay_rr": 1.919748, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.121442, + "primary_prob": 45.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.682163, + "raw_level_count": 19, + "gate_level_count": 19, + "range_504_log": 0.353745, + "range_504_ratio": 1.424392, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.035515, + "hold30_r": -1.0 + }, + { + "symbol": "DVA", + "date": "2024-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.391089, + "strategy_rank": 84.336154, + "production_rank": 89.021133, + "structural_overlay_pass": false, + "structural_overlay_score": 84.570076, + "structural_overlay_rr": 1.10808, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.692814, + "primary_prob": 43.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.039222, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 0.933543, + "range_504_ratio": 2.543505, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.638815, + "hold30_r": -1.932294 + }, + { + "symbol": "EFX", + "date": "2024-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.940594, + "strategy_rank": 75.006135, + "production_rank": 76.984288, + "structural_overlay_pass": false, + "structural_overlay_score": 73.135073, + "structural_overlay_rr": 1.694047, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.879287, + "primary_prob": 20.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.81893, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.751908, + "range_504_ratio": 2.121044, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.062273, + "hold30_r": -1.0 + }, + { + "symbol": "EIX", + "date": "2024-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.435644, + "strategy_rank": 58.595579, + "production_rank": 66.208934, + "structural_overlay_pass": false, + "structural_overlay_score": 62.898487, + "structural_overlay_rr": 1.462532, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.135321, + "primary_prob": 36.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.702982, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.488766, + "range_504_ratio": 1.630303, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.053013, + "hold30_r": -1.031209 + }, + { + "symbol": "FIS", + "date": "2024-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.623762, + "strategy_rank": 68.438976, + "production_rank": 74.833905, + "structural_overlay_pass": false, + "structural_overlay_score": 71.09221, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.10175, + "primary_prob": 42.3, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 5.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.652625, + "raw_level_count": 100, + "gate_level_count": 100, + "range_504_log": 0.613856, + "range_504_ratio": 1.847541, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.008328, + "hold30_r": -1.0 + }, + { + "symbol": "FITB", + "date": "2024-10-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.965347, + "strategy_rank": 74.625188, + "production_rank": 80.071907, + "structural_overlay_pass": false, + "structural_overlay_score": 76.068312, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 2.456651, + "primary_prob": 32.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 64.0, + "primary_rejection_count": 28, + "primary_distance_atr": 3.684976, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.684631, + "range_504_ratio": 1.983039, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.390999, + "hold30_r": 3.42334 + }, + { + "symbol": "FSLR", + "date": "2024-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.321782, + "strategy_rank": 85.522412, + "production_rank": 83.788868, + "structural_overlay_pass": false, + "structural_overlay_score": 79.599425, + "structural_overlay_rr": 1.706036, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.676887, + "primary_prob": 28.93, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 74.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.51533, + "raw_level_count": 119, + "gate_level_count": 119, + "range_504_log": 0.975443, + "range_504_ratio": 2.652342, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.062246, + "hold30_r": -1.037801 + }, + { + "symbol": "GDDY", + "date": "2024-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.886139, + "strategy_rank": 82.574181, + "production_rank": 88.0115, + "structural_overlay_pass": false, + "structural_overlay_score": 83.610925, + "structural_overlay_rr": 0.799794, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.76631, + "primary_prob": 55.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.149465, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.95289, + "range_504_ratio": 2.593194, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.695387, + "hold30_r": 6.751525 + }, + { + "symbol": "GEN", + "date": "2024-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.549505, + "strategy_rank": 77.501053, + "production_rank": 79.18387, + "structural_overlay_pass": false, + "structural_overlay_score": 75.224677, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.761775, + "primary_prob": 62.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.142662, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.587067, + "range_504_ratio": 1.798706, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.67774, + "hold30_r": -1.0 + }, + { + "symbol": "GIS", + "date": "2024-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.425743, + "strategy_rank": 61.434148, + "production_rank": 68.431346, + "structural_overlay_pass": false, + "structural_overlay_score": 65.009779, + "structural_overlay_rr": 1.994105, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.864434, + "primary_prob": 47.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 69.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.296651, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.40982, + "range_504_ratio": 1.506547, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.077841, + "hold30_r": -1.0 + }, + { + "symbol": "GRMN", + "date": "2024-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.420792, + "strategy_rank": 84.809351, + "production_rank": 88.346498, + "structural_overlay_pass": false, + "structural_overlay_score": 83.929173, + "structural_overlay_rr": 1.970298, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.779445, + "primary_prob": 29.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 83.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.669168, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.881621, + "range_504_ratio": 2.414812, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.715693, + "hold30_r": 8.350887 + }, + { + "symbol": "HCA", + "date": "2024-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.945545, + "strategy_rank": 78.82267, + "production_rank": 83.530295, + "structural_overlay_pass": false, + "structural_overlay_score": 79.35378, + "structural_overlay_rr": 1.788029, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 11, + "rr": 1.36326, + "primary_prob": 26.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.04489, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.831162, + "range_504_ratio": 2.295985, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.300361, + "hold30_r": -1.400901 + }, + { + "symbol": "HWM", + "date": "2024-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.143564, + "strategy_rank": 94.187548, + "production_rank": 95.50622, + "structural_overlay_pass": false, + "structural_overlay_score": 90.730909, + "structural_overlay_rr": 0.69614, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.69614, + "primary_prob": 55.24, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.04421, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 1.203032, + "range_504_ratio": 3.330198, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.629564, + "hold30_r": -1.0 + }, + { + "symbol": "IFF", + "date": "2024-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.09901, + "strategy_rank": 71.392365, + "production_rank": 77.627913, + "structural_overlay_pass": false, + "structural_overlay_score": 73.746518, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.869655, + "primary_prob": 22.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.804482, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.644655, + "range_504_ratio": 1.905329, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.081994, + "hold30_r": -1.0 + }, + { + "symbol": "JPM", + "date": "2024-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.683168, + "strategy_rank": 69.422361, + "production_rank": 73.509297, + "structural_overlay_pass": false, + "structural_overlay_score": 69.833832, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.557739, + "primary_prob": 31.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.336609, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.800343, + "range_504_ratio": 2.226303, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.488196, + "hold30_r": 5.214792 + }, + { + "symbol": "LEN", + "date": "2024-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.188119, + "strategy_rank": 76.326134, + "production_rank": 77.946796, + "structural_overlay_pass": false, + "structural_overlay_score": 74.049456, + "structural_overlay_rr": 0.907552, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.343763, + "primary_prob": 23.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.015645, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 1.019761, + "range_504_ratio": 2.772532, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.28675, + "hold30_r": -1.0 + }, + { + "symbol": "LLY", + "date": "2024-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.356436, + "strategy_rank": 83.893525, + "production_rank": 85.714495, + "structural_overlay_pass": false, + "structural_overlay_score": 81.42877, + "structural_overlay_rr": 1.079955, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.080683, + "primary_prob": 41.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 73.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.621024, + "raw_level_count": 109, + "gate_level_count": 109, + "range_504_log": 1.16901, + "range_504_ratio": 3.218806, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -3.970371, + "hold30_r": -3.906942 + }, + { + "symbol": "LMT", + "date": "2024-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.222772, + "strategy_rank": 63.67382, + "production_rank": 72.523471, + "structural_overlay_pass": false, + "structural_overlay_score": 68.897297, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.060766, + "primary_prob": 28.63, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 6.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.591148, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.454799, + "range_504_ratio": 1.575857, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.970545, + "hold30_r": -1.0 + }, + { + "symbol": "MKC", + "date": "2024-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.39604, + "strategy_rank": 63.698313, + "production_rank": 70.930888, + "structural_overlay_pass": false, + "structural_overlay_score": 67.384344, + "structural_overlay_rr": 1.132877, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.59919, + "primary_prob": 35.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 87, + "primary_distance_atr": 2.398785, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.467697, + "range_504_ratio": 1.596313, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.081782, + "hold30_r": -1.0 + }, + { + "symbol": "MMM", + "date": "2024-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.79703, + "strategy_rank": 82.816121, + "production_rank": 82.809757, + "structural_overlay_pass": false, + "structural_overlay_score": 78.669269, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.923224, + "primary_prob": 27.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 84.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.884836, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.50007, + "range_504_ratio": 1.648837, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.841481, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2024-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.876238, + "strategy_rank": 99.876375, + "production_rank": 99.876329, + "structural_overlay_pass": false, + "structural_overlay_score": 94.882513, + "structural_overlay_rr": 0.919318, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.68922, + "primary_prob": 56.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.03383, + "raw_level_count": 153, + "gate_level_count": 153, + "range_504_log": 2.713565, + "range_504_ratio": 15.082956, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.668145, + "hold30_r": 12.296356 + }, + { + "symbol": "NEE", + "date": "2024-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.915842, + "strategy_rank": 82.381533, + "production_rank": 86.892969, + "structural_overlay_pass": false, + "structural_overlay_score": 82.548321, + "structural_overlay_rr": 1.910045, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.349848, + "primary_prob": 25.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 94, + "primary_distance_atr": 3.524773, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.676248, + "range_504_ratio": 1.966486, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.081809, + "hold30_r": -1.017233 + }, + { + "symbol": "NRG", + "date": "2024-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.772277, + "strategy_rank": 94.371544, + "production_rank": 95.505121, + "structural_overlay_pass": false, + "structural_overlay_score": 90.729865, + "structural_overlay_rr": 1.362691, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.362691, + "primary_prob": 21.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.044037, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 1.15901, + "range_504_ratio": 3.186777, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.319829, + "hold30_r": 2.272783 + }, + { + "symbol": "NVDA", + "date": "2024-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.668317, + "strategy_rank": 96.191003, + "production_rank": 96.016774, + "structural_overlay_pass": false, + "structural_overlay_score": 91.215936, + "structural_overlay_rr": 0.75973, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.7889, + "primary_prob": 51.54, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.18335, + "raw_level_count": 164, + "gate_level_count": 164, + "range_504_log": 2.897388, + "range_504_ratio": 18.126735, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.753151, + "hold30_r": 1.572496 + }, + { + "symbol": "PEG", + "date": "2024-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.663366, + "strategy_rank": 60.931804, + "production_rank": 68.508991, + "structural_overlay_pass": false, + "structural_overlay_score": 65.083542, + "structural_overlay_rr": 1.456695, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.043742, + "primary_prob": 29.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.565614, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.562957, + "range_504_ratio": 1.755856, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.073834, + "hold30_r": -1.0 + }, + { + "symbol": "PHM", + "date": "2024-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.193069, + "strategy_rank": 86.061289, + "production_rank": 88.438549, + "structural_overlay_pass": false, + "structural_overlay_score": 84.016622, + "structural_overlay_rr": 1.083187, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.859108, + "primary_prob": 36.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.288662, + "raw_level_count": 108, + "gate_level_count": 108, + "range_504_log": 1.399269, + "range_504_ratio": 4.052237, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.805081, + "hold30_r": -1.165011 + }, + { + "symbol": "PM", + "date": "2024-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.292079, + "strategy_rank": 60.006058, + "production_rank": 67.768065, + "structural_overlay_pass": false, + "structural_overlay_score": 64.379662, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.2343, + "primary_prob": 29.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.851449, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.422931, + "range_504_ratio": 1.526429, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.139748, + "hold30_r": 4.680447 + }, + { + "symbol": "PODD", + "date": "2024-10-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 85.519802, + "strategy_rank": 85.572863, + "production_rank": 85.555176, + "structural_overlay_pass": false, + "structural_overlay_score": 81.277417, + "structural_overlay_rr": 0.858351, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.231607, + "primary_prob": 26.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 60, + "primary_distance_atr": 3.347411, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.981991, + "range_504_ratio": 2.669766, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.180027, + "hold30_r": 3.435679 + }, + { + "symbol": "PPL", + "date": "2024-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.386139, + "strategy_rank": 60.914193, + "production_rank": 69.404842, + "structural_overlay_pass": false, + "structural_overlay_score": 65.9346, + "structural_overlay_rr": 0.904474, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.472344, + "primary_prob": 27.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.208516, + "raw_level_count": 20, + "gate_level_count": 20, + "range_504_log": 0.408014, + "range_504_ratio": 1.503829, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.384763, + "hold30_r": 4.703263 + }, + { + "symbol": "RMD", + "date": "2024-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.678218, + "strategy_rank": 93.130486, + "production_rank": 93.646397, + "structural_overlay_pass": false, + "structural_overlay_score": 88.964077, + "structural_overlay_rr": 1.841491, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.91638, + "primary_prob": 30.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.87457, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.657348, + "range_504_ratio": 1.929669, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.864188, + "hold30_r": 0.621884 + }, + { + "symbol": "ROL", + "date": "2024-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.693069, + "strategy_rank": 65.326086, + "production_rank": 70.448414, + "structural_overlay_pass": false, + "structural_overlay_score": 66.925993, + "structural_overlay_rr": 1.453659, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.545655, + "primary_prob": 27.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.318483, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.478818, + "range_504_ratio": 1.614166, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.327774, + "hold30_r": -1.252761 + }, + { + "symbol": "SATS", + "date": "2024-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.183168, + "strategy_rank": 95.521313, + "production_rank": 95.075265, + "structural_overlay_pass": false, + "structural_overlay_score": 90.321501, + "structural_overlay_rr": 1.958421, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.626174, + "primary_prob": 30.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.439261, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 1.149319, + "range_504_ratio": 3.156044, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.02171, + "hold30_r": -1.0 + }, + { + "symbol": "SO", + "date": "2024-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.871287, + "strategy_rank": 63.470444, + "production_rank": 71.604058, + "structural_overlay_pass": false, + "structural_overlay_score": 68.023855, + "structural_overlay_rr": 0.966231, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.796885, + "primary_prob": 12.66, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.695327, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.445328, + "range_504_ratio": 1.561003, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.7089, + "hold30_r": -0.059813 + }, + { + "symbol": "T", + "date": "2024-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.163366, + "strategy_rank": 72.82607, + "production_rank": 80.605169, + "structural_overlay_pass": false, + "structural_overlay_score": 76.574911, + "structural_overlay_rr": 1.897035, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.085355, + "primary_prob": 35.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.628032, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.531022, + "range_504_ratio": 1.70067, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.009093, + "hold30_r": 3.162624 + }, + { + "symbol": "TRV", + "date": "2024-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.717822, + "strategy_rank": 76.930342, + "production_rank": 81.526169, + "structural_overlay_pass": false, + "structural_overlay_score": 77.44986, + "structural_overlay_rr": 0.964993, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.035131, + "primary_prob": 31.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.552697, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.446975, + "range_504_ratio": 1.563576, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.970622, + "hold30_r": 3.818811 + }, + { + "symbol": "TSN", + "date": "2024-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.90099, + "strategy_rank": 67.605786, + "production_rank": 73.370854, + "structural_overlay_pass": false, + "structural_overlay_score": 69.702311, + "structural_overlay_rr": 1.903249, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.940571, + "primary_prob": 51.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 78, + "primary_distance_atr": 1.410857, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.499682, + "range_504_ratio": 1.648198, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.869306, + "hold30_r": 3.416919 + }, + { + "symbol": "UHS", + "date": "2024-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.153465, + "strategy_rank": 86.096205, + "production_rank": 89.781958, + "structural_overlay_pass": false, + "structural_overlay_score": 85.292861, + "structural_overlay_rr": 1.895408, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.700418, + "primary_prob": 44.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.050627, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 1.081291, + "range_504_ratio": 2.948485, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.653818, + "hold30_r": -1.0 + }, + { + "symbol": "VST", + "date": "2024-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.257426, + "strategy_rank": 98.99931, + "production_rank": 99.085349, + "structural_overlay_pass": false, + "structural_overlay_score": 94.131081, + "structural_overlay_rr": 2.058198, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.063053, + "primary_prob": 27.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.59458, + "raw_level_count": 110, + "gate_level_count": 110, + "range_504_log": 1.935756, + "range_504_ratio": 6.929279, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.025861, + "hold30_r": -1.0 + }, + { + "symbol": "VTR", + "date": "2024-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.707921, + "strategy_rank": 67.709725, + "production_rank": 75.709123, + "structural_overlay_pass": false, + "structural_overlay_score": 71.923667, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.096155, + "primary_prob": 37.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.644233, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.619529, + "range_504_ratio": 1.858053, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.021592, + "hold30_r": 1.653043 + }, + { + "symbol": "WELL", + "date": "2024-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.326733, + "strategy_rank": 65.442523, + "production_rank": 74.403926, + "structural_overlay_pass": false, + "structural_overlay_score": 70.68373, + "structural_overlay_rr": 1.891848, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.936026, + "primary_prob": 34.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.404039, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.84332, + "range_504_ratio": 2.324071, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.853557, + "hold30_r": 4.947079 + }, + { + "symbol": "WM", + "date": "2024-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.034653, + "strategy_rank": 64.816859, + "production_rank": 71.222791, + "structural_overlay_pass": false, + "structural_overlay_score": 67.661651, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.576375, + "primary_prob": 17.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.364563, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.416796, + "range_504_ratio": 1.517093, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.091974, + "hold30_r": -1.0 + }, + { + "symbol": "WRB", + "date": "2024-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.108911, + "strategy_rank": 72.733821, + "production_rank": 78.192184, + "structural_overlay_pass": false, + "structural_overlay_score": 74.282575, + "structural_overlay_rr": 1.850882, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.768291, + "primary_prob": 39.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.152436, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.504536, + "range_504_ratio": 1.656216, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.700658, + "hold30_r": 2.351435 + }, + { + "symbol": "WSM", + "date": "2024-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.054455, + "strategy_rank": 84.700758, + "production_rank": 83.818657, + "structural_overlay_pass": false, + "structural_overlay_score": 79.627724, + "structural_overlay_rr": 1.129789, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.619025, + "primary_prob": 35.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.428537, + "raw_level_count": 98, + "gate_level_count": 98, + "range_504_log": 1.160331, + "range_504_ratio": 3.190991, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.037884, + "hold30_r": -1.0 + }, + { + "symbol": "WTW", + "date": "2024-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.851485, + "strategy_rank": 65.004548, + "production_rank": 73.28686, + "structural_overlay_pass": false, + "structural_overlay_score": 69.622517, + "structural_overlay_rr": 1.688672, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.71069, + "primary_prob": 47.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.066035, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.440632, + "range_504_ratio": 1.553689, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.636317, + "hold30_r": 3.064722 + }, + { + "symbol": "HOOD", + "date": "2024-10-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.318241, + "strategy_rank": 97.545349, + "production_rank": 97.80298, + "structural_overlay_pass": false, + "structural_overlay_score": 92.912831, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.869472, + "primary_prob": 49.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.304208, + "raw_level_count": 122, + "gate_level_count": 122, + "range_504_log": 1.284453, + "range_504_ratio": 3.61269, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.835592, + "hold30_r": -1.0 + }, + { + "symbol": "ACGL", + "date": "2024-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.346701, + "strategy_rank": 69.029788, + "production_rank": 74.135425, + "structural_overlay_pass": false, + "structural_overlay_score": 70.428654, + "structural_overlay_rr": 1.194763, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.168725, + "primary_prob": 34.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.753088, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 0.905785, + "range_504_ratio": 2.473874, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.053382, + "hold30_r": -1.0 + }, + { + "symbol": "AEP", + "date": "2024-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.640362, + "strategy_rank": 61.61277, + "production_rank": 69.621967, + "structural_overlay_pass": false, + "structural_overlay_score": 66.140869, + "structural_overlay_rr": 1.648416, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.893606, + "primary_prob": 24.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 67.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.84041, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.416075, + "range_504_ratio": 1.515999, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.095052, + "hold30_r": -1.0 + }, + { + "symbol": "AMT", + "date": "2024-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.332471, + "strategy_rank": 75.545633, + "production_rank": 80.807912, + "structural_overlay_pass": false, + "structural_overlay_score": 76.767517, + "structural_overlay_rr": 1.702611, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.72431, + "primary_prob": 33.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 53, + "primary_distance_atr": 2.586465, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.454652, + "range_504_ratio": 1.575624, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.41006, + "hold30_r": -1.343153 + }, + { + "symbol": "APP", + "date": "2024-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.835705, + "strategy_rank": 97.984994, + "production_rank": 98.268564, + "structural_overlay_pass": false, + "structural_overlay_score": 93.355136, + "structural_overlay_rr": 0.830019, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.779428, + "primary_prob": 51.9, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.169141, + "raw_level_count": 147, + "gate_level_count": 147, + "range_504_log": 2.78779, + "range_504_ratio": 16.245077, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.73875, + "hold30_r": 27.557319 + }, + { + "symbol": "CL", + "date": "2024-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.531695, + "strategy_rank": 65.936702, + "production_rank": 75.135033, + "structural_overlay_pass": false, + "structural_overlay_score": 71.378282, + "structural_overlay_rr": 1.658164, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.804244, + "primary_prob": 23.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.706367, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.480193, + "range_504_ratio": 1.616386, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.87055, + "hold30_r": -1.780813 + }, + { + "symbol": "CLX", + "date": "2024-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.07762, + "strategy_rank": 63.873689, + "production_rank": 69.274999, + "structural_overlay_pass": false, + "structural_overlay_score": 65.811249, + "structural_overlay_rr": 0.731198, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.984602, + "primary_prob": 29.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 59, + "primary_distance_atr": 2.976903, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.440745, + "range_504_ratio": 1.553865, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.08388, + "hold30_r": -1.0 + }, + { + "symbol": "CMG", + "date": "2024-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.839586, + "strategy_rank": 83.049001, + "production_rank": 84.645862, + "structural_overlay_pass": false, + "structural_overlay_score": 80.413569, + "structural_overlay_rr": 2.89621, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.880273, + "primary_prob": 27.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 81.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.82041, + "raw_level_count": 91, + "gate_level_count": 91, + "range_504_log": 0.946485, + "range_504_ratio": 2.576637, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.063061, + "hold30_r": -1.0 + }, + { + "symbol": "CMS", + "date": "2024-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.465718, + "strategy_rank": 56.945357, + "production_rank": 64.785478, + "structural_overlay_pass": false, + "structural_overlay_score": 61.546204, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.536148, + "primary_prob": 33.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.304223, + "raw_level_count": 25, + "gate_level_count": 25, + "range_504_log": 0.361256, + "range_504_ratio": 1.435131, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.10096, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2024-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.272962, + "strategy_rank": 95.020106, + "production_rank": 94.437725, + "structural_overlay_pass": true, + "structural_overlay_score": 94.715839, + "structural_overlay_rr": 2.06439, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.642968, + "primary_prob": 49.7, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 65, + "primary_distance_atr": 2.464452, + "raw_level_count": 145, + "gate_level_count": 145, + "range_504_log": 2.195568, + "range_504_ratio": 8.985103, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.024139, + "hold30_r": -1.0 + }, + { + "symbol": "COST", + "date": "2024-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.05304, + "strategy_rank": 62.395193, + "production_rank": 69.281142, + "structural_overlay_pass": false, + "structural_overlay_score": 65.817085, + "structural_overlay_rr": 1.065895, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.501437, + "primary_prob": 18.82, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 8.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.252156, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.723958, + "range_504_ratio": 2.062581, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.423073, + "hold30_r": 3.832374 + }, + { + "symbol": "CVNA", + "date": "2024-10-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.611902, + "strategy_rank": 99.534783, + "production_rank": 99.560489, + "structural_overlay_pass": false, + "structural_overlay_score": 94.582465, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 9.492877, + "primary_prob": 20.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 75.0, + "primary_rejection_count": 26, + "primary_distance_atr": 14.239315, + "raw_level_count": 171, + "gate_level_count": 171, + "range_504_log": 4.012951, + "range_504_ratio": 55.309859, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.037775, + "hold30_r": 6.74196 + }, + { + "symbol": "D", + "date": "2024-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.909444, + "strategy_rank": 67.736611, + "production_rank": 75.127555, + "structural_overlay_pass": false, + "structural_overlay_score": 71.371177, + "structural_overlay_rr": 1.382413, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.7934, + "primary_prob": 39.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 63.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.6901, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.591693, + "range_504_ratio": 1.807044, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.071425, + "hold30_r": -1.0 + }, + { + "symbol": "DASH", + "date": "2024-10-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.675291, + "strategy_rank": 83.550123, + "production_rank": 84.591846, + "structural_overlay_pass": false, + "structural_overlay_score": 80.362253, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 4.392565, + "primary_prob": 26.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 86.0, + "primary_rejection_count": 30, + "primary_distance_atr": 6.588847, + "raw_level_count": 136, + "gate_level_count": 136, + "range_504_log": 1.302169, + "range_504_ratio": 3.677263, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 4.334569, + "hold30_r": 5.569761 + }, + { + "symbol": "DECK", + "date": "2024-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.68564, + "strategy_rank": 89.841239, + "production_rank": 90.122706, + "structural_overlay_pass": false, + "structural_overlay_score": 85.616571, + "structural_overlay_rr": 1.670333, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.70138, + "primary_prob": 30.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.55207, + "raw_level_count": 116, + "gate_level_count": 116, + "range_504_log": 1.222096, + "range_504_ratio": 3.394296, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.042741, + "hold30_r": -1.0 + }, + { + "symbol": "DHI", + "date": "2024-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.307891, + "strategy_rank": 88.11875, + "production_rank": 90.181797, + "structural_overlay_pass": false, + "structural_overlay_score": 85.672707, + "structural_overlay_rr": 1.466559, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.880917, + "primary_prob": 33.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.321375, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 1.102925, + "range_504_ratio": 3.012965, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.395709, + "hold30_r": -1.333235 + }, + { + "symbol": "DVA", + "date": "2024-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.353169, + "strategy_rank": 85.379477, + "production_rank": 90.037374, + "structural_overlay_pass": false, + "structural_overlay_score": 85.535506, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.964123, + "primary_prob": 33.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.446185, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 0.94825, + "range_504_ratio": 2.581189, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -2.045428, + "hold30_r": -1.99261 + }, + { + "symbol": "ECL", + "date": "2024-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.133247, + "strategy_rank": 66.883596, + "production_rank": 74.300146, + "structural_overlay_pass": false, + "structural_overlay_score": 70.585139, + "structural_overlay_rr": 0.81768, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.81768, + "primary_prob": 35.47, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.226519, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.691085, + "range_504_ratio": 1.995879, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.722983, + "hold30_r": -2.119705 + }, + { + "symbol": "EFX", + "date": "2024-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.147477, + "strategy_rank": 72.638718, + "production_rank": 75.808304, + "structural_overlay_pass": false, + "structural_overlay_score": 72.017889, + "structural_overlay_rr": 2.047246, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.844785, + "primary_prob": 54.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.267177, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.751908, + "range_504_ratio": 2.121044, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.055329, + "hold30_r": -1.0 + }, + { + "symbol": "ERIE", + "date": "2024-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.412678, + "strategy_rank": 83.479197, + "production_rank": 88.123691, + "structural_overlay_pass": false, + "structural_overlay_score": 83.717506, + "structural_overlay_rr": 2.143754, + "structural_overlay_sources": [ + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.374271, + "primary_prob": 23.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.061407, + "raw_level_count": 95, + "gate_level_count": 95, + "range_504_log": 1.008685, + "range_504_ratio": 2.741992, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.047939, + "hold30_r": -1.0 + }, + { + "symbol": "EXR", + "date": "2024-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.112549, + "strategy_rank": 67.849752, + "production_rank": 72.270684, + "structural_overlay_pass": false, + "structural_overlay_score": 68.65715, + "structural_overlay_rr": 1.772305, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.152559, + "primary_prob": 44.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 81, + "primary_distance_atr": 1.728838, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.602653, + "range_504_ratio": 1.826959, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.069103, + "hold30_r": -1.0 + }, + { + "symbol": "FICO", + "date": "2024-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.059508, + "strategy_rank": 88.461011, + "production_rank": 91.66051, + "structural_overlay_pass": false, + "structural_overlay_score": 87.077484, + "structural_overlay_rr": 0.981668, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.00735, + "primary_prob": 44.19, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.511025, + "raw_level_count": 118, + "gate_level_count": 118, + "range_504_log": 1.659426, + "range_504_ratio": 5.256293, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.063442, + "hold30_r": -1.0 + }, + { + "symbol": "FITB", + "date": "2024-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.849935, + "strategy_rank": 75.133664, + "production_rank": 80.705755, + "structural_overlay_pass": false, + "structural_overlay_score": 76.670467, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.239257, + "primary_prob": 47.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.858885, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.72322, + "range_504_ratio": 2.061058, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.067058, + "hold30_r": -1.0 + }, + { + "symbol": "GIS", + "date": "2024-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.510996, + "strategy_rank": 63.341568, + "production_rank": 70.731378, + "structural_overlay_pass": false, + "structural_overlay_score": 67.194809, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.129723, + "primary_prob": 45.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 1.694584, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.40982, + "range_504_ratio": 1.506547, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.086072, + "hold30_r": -1.0 + }, + { + "symbol": "GM", + "date": "2024-10-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.451488, + "strategy_rank": 81.499912, + "production_rank": 83.483771, + "structural_overlay_pass": false, + "structural_overlay_score": 79.309582, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 2.503676, + "primary_prob": 39.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 3.755514, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.652404, + "range_504_ratio": 1.920152, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.451817, + "hold30_r": 3.26087 + }, + { + "symbol": "GRMN", + "date": "2024-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.591203, + "strategy_rank": 81.726745, + "production_rank": 85.014898, + "structural_overlay_pass": false, + "structural_overlay_score": 80.764153, + "structural_overlay_rr": 0.68105, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.874083, + "primary_prob": 27.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 83.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.811124, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.834685, + "range_504_ratio": 2.304088, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.074039, + "hold30_r": -1.0 + }, + { + "symbol": "IFF", + "date": "2024-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.934023, + "strategy_rank": 68.363494, + "production_rank": 74.55367, + "structural_overlay_pass": false, + "structural_overlay_score": 70.825987, + "structural_overlay_rr": 1.476301, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.090793, + "primary_prob": 39.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 66.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.636189, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.644655, + "range_504_ratio": 1.905329, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.081111, + "hold30_r": -1.0 + }, + { + "symbol": "IP", + "date": "2024-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.888745, + "strategy_rank": 72.535025, + "production_rank": 75.652932, + "structural_overlay_pass": false, + "structural_overlay_score": 71.870285, + "structural_overlay_rr": 1.282462, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.392113, + "primary_prob": 39.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 71, + "primary_distance_atr": 2.088169, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.558063, + "range_504_ratio": 1.747285, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.325667, + "hold30_r": 8.692245 + }, + { + "symbol": "ISRG", + "date": "2024-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.073739, + "strategy_rank": 77.377424, + "production_rank": 81.942862, + "structural_overlay_pass": false, + "structural_overlay_score": 77.845719, + "structural_overlay_rr": 1.403957, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.183336, + "primary_prob": 39.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 79.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.775005, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 0.982765, + "range_504_ratio": 2.671833, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.113737, + "hold30_r": 5.015078 + }, + { + "symbol": "KDP", + "date": "2024-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.605433, + "strategy_rank": 59.57219, + "production_rank": 67.916605, + "structural_overlay_pass": false, + "structural_overlay_score": 64.520775, + "structural_overlay_rr": 1.140764, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.166031, + "primary_prob": 44.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 145, + "primary_distance_atr": 1.749047, + "raw_level_count": 20, + "gate_level_count": 20, + "range_504_log": 0.3623, + "range_504_ratio": 1.43663, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.858414, + "hold30_r": -1.749271 + }, + { + "symbol": "KO", + "date": "2024-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.899094, + "strategy_rank": 60.129366, + "production_rank": 68.719276, + "structural_overlay_pass": false, + "structural_overlay_score": 65.283312, + "structural_overlay_rr": 1.906053, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.746727, + "primary_prob": 22.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.620091, + "raw_level_count": 24, + "gate_level_count": 24, + "range_504_log": 0.355141, + "range_504_ratio": 1.426382, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -2.205685, + "hold30_r": -2.104578 + }, + { + "symbol": "LEN", + "date": "2024-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.391979, + "strategy_rank": 82.200192, + "production_rank": 84.597454, + "structural_overlay_pass": false, + "structural_overlay_score": 80.367582, + "structural_overlay_rr": 1.302114, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.302114, + "primary_prob": 21.54, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.953171, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 1.019761, + "range_504_ratio": 2.772532, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.374436, + "hold30_r": -1.316233 + }, + { + "symbol": "MKC", + "date": "2024-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.874515, + "strategy_rank": 65.966999, + "production_rank": 73.602838, + "structural_overlay_pass": false, + "structural_overlay_score": 69.922696, + "structural_overlay_rr": 1.064266, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.560765, + "primary_prob": 36.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 87, + "primary_distance_atr": 2.341147, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.467697, + "range_504_ratio": 1.596313, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.086539, + "hold30_r": -1.0 + }, + { + "symbol": "MMM", + "date": "2024-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.087969, + "strategy_rank": 83.519643, + "production_rank": 83.709085, + "structural_overlay_pass": false, + "structural_overlay_score": 79.523631, + "structural_overlay_rr": 1.583333, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.321615, + "primary_prob": 37.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 84.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.982422, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.50007, + "range_504_ratio": 1.648837, + "range_factor_pass": false, + "outcome": "ambiguous", + "net_r": -1.088333, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2024-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.870634, + "strategy_rank": 99.870734, + "production_rank": 99.870701, + "structural_overlay_pass": false, + "structural_overlay_score": 94.877166, + "structural_overlay_rr": 1.620918, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.620918, + "primary_prob": 30.27, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.431377, + "raw_level_count": 154, + "gate_level_count": 154, + "range_504_log": 2.840859, + "range_504_ratio": 17.130468, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.602328, + "hold30_r": 9.325202 + }, + { + "symbol": "NEE", + "date": "2024-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.01423, + "strategy_rank": 79.935768, + "production_rank": 84.295255, + "structural_overlay_pass": false, + "structural_overlay_score": 80.080492, + "structural_overlay_rr": 0.722638, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.269496, + "primary_prob": 57.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 94, + "primary_distance_atr": 1.904245, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.676248, + "range_504_ratio": 1.966486, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.06973, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2024-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.02458, + "strategy_rank": 84.446238, + "production_rank": 88.639018, + "structural_overlay_pass": false, + "structural_overlay_score": 84.207068, + "structural_overlay_rr": 0.928008, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.231663, + "primary_prob": 27.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.847494, + "raw_level_count": 103, + "gate_level_count": 103, + "range_504_log": 1.144201, + "range_504_ratio": 3.139932, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.173349, + "hold30_r": 8.441448 + }, + { + "symbol": "NRG", + "date": "2024-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.989651, + "strategy_rank": 93.283078, + "production_rank": 94.185269, + "structural_overlay_pass": false, + "structural_overlay_score": 89.476006, + "structural_overlay_rr": 1.623917, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.035049, + "primary_prob": 30.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.552573, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 1.15901, + "range_504_ratio": 3.186777, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.996093, + "hold30_r": 3.535474 + }, + { + "symbol": "NVDA", + "date": "2024-10-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.566624, + "strategy_rank": 95.383733, + "production_rank": 95.111363, + "structural_overlay_pass": false, + "structural_overlay_score": 90.355795, + "structural_overlay_rr": 7.61455, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.240177, + "primary_prob": 21.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 3.360266, + "raw_level_count": 166, + "gate_level_count": 166, + "range_504_log": 2.833775, + "range_504_ratio": 17.009549, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.035332, + "hold30_r": 0.170302 + }, + { + "symbol": "PLTR", + "date": "2024-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.853816, + "strategy_rank": 85.126704, + "production_rank": 83.702408, + "structural_overlay_pass": false, + "structural_overlay_score": 79.517287, + "structural_overlay_rr": 1.038814, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.038814, + "primary_prob": 43.26, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.558221, + "raw_level_count": 135, + "gate_level_count": 135, + "range_504_log": 2.028283, + "range_504_ratio": 7.601027, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.002304, + "hold30_r": 10.90103 + }, + { + "symbol": "PNC", + "date": "2024-10-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.630013, + "strategy_rank": 66.857138, + "production_rank": 71.78143, + "structural_overlay_pass": false, + "structural_overlay_score": 68.192358, + "structural_overlay_rr": 1.298389, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 2.403014, + "primary_prob": 25.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 3.604521, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.586364, + "range_504_ratio": 1.797441, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.340479, + "hold30_r": 4.292634 + }, + { + "symbol": "PODD", + "date": "2024-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.297542, + "strategy_rank": 88.446989, + "production_rank": 89.06384, + "structural_overlay_pass": false, + "structural_overlay_score": 84.610648, + "structural_overlay_rr": 0.902471, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.610849, + "primary_prob": 35.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.416274, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.981991, + "range_504_ratio": 2.669766, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.554196, + "hold30_r": 4.654527 + }, + { + "symbol": "RMD", + "date": "2024-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.755498, + "strategy_rank": 91.677236, + "production_rank": 92.036657, + "structural_overlay_pass": false, + "structural_overlay_score": 87.434824, + "structural_overlay_rr": 1.795799, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.876843, + "primary_prob": 31.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.815265, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.657348, + "range_504_ratio": 1.929669, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.819968, + "hold30_r": 1.119281 + }, + { + "symbol": "SATS", + "date": "2024-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.576973, + "strategy_rank": 98.578075, + "production_rank": 98.577707, + "structural_overlay_pass": false, + "structural_overlay_score": 93.648822, + "structural_overlay_rr": 0.755078, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.896631, + "primary_prob": 38.9, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 32.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.344946, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 1.149319, + "range_504_ratio": 3.156044, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.024411, + "hold30_r": -1.0 + }, + { + "symbol": "T", + "date": "2024-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.636481, + "strategy_rank": 72.716505, + "production_rank": 80.68983, + "structural_overlay_pass": false, + "structural_overlay_score": 76.655339, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.759921, + "primary_prob": 39.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.639881, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.531022, + "range_504_ratio": 1.70067, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.08623, + "hold30_r": -1.0 + }, + { + "symbol": "TSN", + "date": "2024-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.35705, + "strategy_rank": 69.74671, + "production_rank": 75.950156, + "structural_overlay_pass": false, + "structural_overlay_score": 72.152649, + "structural_overlay_rr": 0.927459, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.291179, + "primary_prob": 41.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 1.936768, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.499682, + "range_504_ratio": 1.648198, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.073481, + "hold30_r": -1.0 + }, + { + "symbol": "TYL", + "date": "2024-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.699871, + "strategy_rank": 72.099587, + "production_rank": 75.966348, + "structural_overlay_pass": false, + "structural_overlay_score": 72.168031, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.322532, + "primary_prob": 21.08, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.983799, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.769663, + "range_504_ratio": 2.159039, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.239318, + "hold30_r": 2.895814 + }, + { + "symbol": "VST", + "date": "2024-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.094437, + "strategy_rank": 98.86288, + "production_rank": 98.940066, + "structural_overlay_pass": false, + "structural_overlay_score": 93.993063, + "structural_overlay_rr": 1.521946, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.521946, + "primary_prob": 32.04, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.28292, + "raw_level_count": 111, + "gate_level_count": 111, + "range_504_log": 1.918655, + "range_504_ratio": 6.81179, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.023344, + "hold30_r": -1.0 + }, + { + "symbol": "VZ", + "date": "2024-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.238034, + "strategy_rank": 71.960172, + "production_rank": 78.719459, + "structural_overlay_pass": false, + "structural_overlay_score": 74.783486, + "structural_overlay_rr": 0.914808, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.247466, + "primary_prob": 30.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.871199, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.408943, + "range_504_ratio": 1.505226, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -2.118301, + "hold30_r": -2.027132 + }, + { + "symbol": "WSM", + "date": "2024-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.192755, + "strategy_rank": 88.209122, + "production_rank": 87.870333, + "structural_overlay_pass": false, + "structural_overlay_score": 83.476817, + "structural_overlay_rr": 1.010417, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.790833, + "primary_prob": 56.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 1.18625, + "raw_level_count": 98, + "gate_level_count": 98, + "range_504_log": 1.160331, + "range_504_ratio": 3.190991, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.03683, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2024-10-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.858709, + "strategy_rank": 96.263718, + "production_rank": 96.128715, + "structural_overlay_pass": false, + "structural_overlay_score": 91.322279, + "structural_overlay_rr": 1.380572, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.030843, + "primary_prob": 29.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.546265, + "raw_level_count": 105, + "gate_level_count": 105, + "range_504_log": 1.400642, + "range_504_ratio": 4.057804, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -2.12427, + "hold30_r": -2.091105 + }, + { + "symbol": "HOOD", + "date": "2024-10-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.249695, + "strategy_rank": 95.436923, + "production_rank": 95.374514, + "structural_overlay_pass": false, + "structural_overlay_score": 90.605788, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.655172, + "primary_prob": 29.89, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.482759, + "raw_level_count": 123, + "gate_level_count": 123, + "range_504_log": 1.294283, + "range_504_ratio": 3.648381, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.035074, + "hold30_r": -1.0 + }, + { + "symbol": "ACGL", + "date": "2024-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.576127, + "strategy_rank": 71.461056, + "production_rank": 76.832746, + "structural_overlay_pass": false, + "structural_overlay_score": 72.991109, + "structural_overlay_rr": 1.73027, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.700097, + "primary_prob": 23.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.550146, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 0.888518, + "range_504_ratio": 2.431524, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.466964, + "hold30_r": -1.405795 + }, + { + "symbol": "AEP", + "date": "2024-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.216809, + "strategy_rank": 58.971669, + "production_rank": 66.720049, + "structural_overlay_pass": false, + "structural_overlay_score": 63.384047, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.078462, + "primary_prob": 46.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 73, + "primary_distance_atr": 1.617693, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.416075, + "range_504_ratio": 1.515999, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.093114, + "hold30_r": -1.0 + }, + { + "symbol": "AFL", + "date": "2024-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.332521, + "strategy_rank": 63.535678, + "production_rank": 71.467959, + "structural_overlay_pass": false, + "structural_overlay_score": 67.894561, + "structural_overlay_rr": 1.466506, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.798737, + "primary_prob": 38.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.198105, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.651598, + "range_504_ratio": 1.918605, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.09495, + "hold30_r": -1.0 + }, + { + "symbol": "ALL", + "date": "2024-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.493301, + "strategy_rank": 75.98366, + "production_rank": 82.486874, + "structural_overlay_pass": false, + "structural_overlay_score": 78.36253, + "structural_overlay_rr": 1.28627, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.788252, + "primary_prob": 36.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.182379, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.681365, + "range_504_ratio": 1.976574, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.069831, + "hold30_r": -1.0 + }, + { + "symbol": "AMT", + "date": "2024-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.204629, + "strategy_rank": 77.140327, + "production_rank": 82.161761, + "structural_overlay_pass": false, + "structural_overlay_score": 78.053673, + "structural_overlay_rr": 1.446572, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.467648, + "primary_prob": 37.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 53, + "primary_distance_atr": 2.201472, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.454652, + "range_504_ratio": 1.575624, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.683334, + "hold30_r": -1.615553 + }, + { + "symbol": "AXON", + "date": "2024-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.275274, + "strategy_rank": 90.31308, + "production_rank": 91.633811, + "structural_overlay_pass": false, + "structural_overlay_score": 87.052121, + "structural_overlay_rr": 0.935022, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.935022, + "primary_prob": 46.43, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.402533, + "raw_level_count": 112, + "gate_level_count": 112, + "range_504_log": 1.25699, + "range_504_ratio": 3.514826, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.068768, + "hold30_r": -1.0 + }, + { + "symbol": "AXP", + "date": "2024-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.448234, + "strategy_rank": 76.983181, + "production_rank": 82.138199, + "structural_overlay_pass": false, + "structural_overlay_score": 78.031289, + "structural_overlay_rr": 0.747061, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.819717, + "primary_prob": 36.19, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 5.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.229575, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.724432, + "range_504_ratio": 2.063558, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.754722, + "hold30_r": 4.093768 + }, + { + "symbol": "BSX", + "date": "2024-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.17905, + "strategy_rank": 66.171937, + "production_rank": 75.174308, + "structural_overlay_pass": false, + "structural_overlay_score": 71.415593, + "structural_overlay_rr": 1.131033, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.886934, + "primary_prob": 35.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.330402, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.783122, + "range_504_ratio": 2.188293, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.064382, + "hold30_r": -1.0 + }, + { + "symbol": "CFG", + "date": "2024-10-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.556638, + "strategy_rank": 73.780909, + "production_rank": 77.039485, + "structural_overlay_pass": false, + "structural_overlay_score": 73.187511, + "structural_overlay_rr": 1.406176, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.405384, + "primary_prob": 23.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 91.0, + "primary_rejection_count": 22, + "primary_distance_atr": 3.608076, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.677211, + "range_504_ratio": 1.968379, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.352507, + "hold30_r": 3.350752 + }, + { + "symbol": "CL", + "date": "2024-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.986602, + "strategy_rank": 63.909068, + "production_rank": 72.934912, + "structural_overlay_pass": false, + "structural_overlay_score": 69.288167, + "structural_overlay_rr": 1.426782, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.75731, + "primary_prob": 56.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 95.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.135965, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.480193, + "range_504_ratio": 1.616386, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.589173, + "hold30_r": -1.495921 + }, + { + "symbol": "CMG", + "date": "2024-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.389769, + "strategy_rank": 77.207304, + "production_rank": 78.268126, + "structural_overlay_pass": false, + "structural_overlay_score": 74.354719, + "structural_overlay_rr": 1.296329, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.726475, + "primary_prob": 29.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 81.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.589712, + "raw_level_count": 91, + "gate_level_count": 91, + "range_504_log": 0.946485, + "range_504_ratio": 2.576637, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.295669, + "hold30_r": -1.22562 + }, + { + "symbol": "COF", + "date": "2024-10-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.652862, + "strategy_rank": 76.1138, + "production_rank": 78.960154, + "structural_overlay_pass": false, + "structural_overlay_score": 75.012146, + "structural_overlay_rr": 1.289872, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.345874, + "primary_prob": 25.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 3.518811, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.647999, + "range_504_ratio": 1.911712, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.288967, + "hold30_r": 6.44221 + }, + { + "symbol": "COHR", + "date": "2024-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.954933, + "strategy_rank": 97.10389, + "production_rank": 97.054238, + "structural_overlay_pass": false, + "structural_overlay_score": 92.201526, + "structural_overlay_rr": 1.626276, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.672008, + "primary_prob": 41.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.008012, + "raw_level_count": 100, + "gate_level_count": 100, + "range_504_log": 1.398953, + "range_504_ratio": 4.050955, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.034438, + "hold30_r": -1.0 + }, + { + "symbol": "COST", + "date": "2024-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.313033, + "strategy_rank": 62.360385, + "production_rank": 69.344601, + "structural_overlay_pass": false, + "structural_overlay_score": 65.877371, + "structural_overlay_rr": 0.80375, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.816243, + "primary_prob": 43.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.224364, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.723958, + "range_504_ratio": 2.062581, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.086621, + "hold30_r": -1.0 + }, + { + "symbol": "CPB", + "date": "2024-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.01218, + "strategy_rank": 69.816779, + "production_rank": 76.548579, + "structural_overlay_pass": false, + "structural_overlay_score": 72.72115, + "structural_overlay_rr": 1.050939, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.517764, + "primary_prob": 36.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 77, + "primary_distance_atr": 2.276646, + "raw_level_count": 23, + "gate_level_count": 23, + "range_504_log": 0.42055, + "range_504_ratio": 1.522799, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.078287, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2024-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.878197, + "strategy_rank": 99.769107, + "production_rank": 99.80547, + "structural_overlay_pass": false, + "structural_overlay_score": 94.815197, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.79683, + "primary_prob": 28.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.695245, + "raw_level_count": 172, + "gate_level_count": 172, + "range_504_log": 4.047489, + "range_504_ratio": 57.253521, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.756855, + "hold30_r": 5.091726 + }, + { + "symbol": "D", + "date": "2024-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.230207, + "strategy_rank": 68.484931, + "production_rank": 76.06669, + "structural_overlay_pass": false, + "structural_overlay_score": 72.263355, + "structural_overlay_rr": 1.416729, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.218758, + "primary_prob": 50.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 63.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.828137, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.591693, + "range_504_ratio": 1.807044, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.075192, + "hold30_r": -1.0 + }, + { + "symbol": "DASH", + "date": "2024-10-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 85.505481, + "strategy_rank": 82.863546, + "production_rank": 83.744191, + "structural_overlay_pass": false, + "structural_overlay_score": 79.556981, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 4.421262, + "primary_prob": 26.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 86.0, + "primary_rejection_count": 30, + "primary_distance_atr": 6.631893, + "raw_level_count": 136, + "gate_level_count": 136, + "range_504_log": 1.315556, + "range_504_ratio": 3.726822, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 4.357196, + "hold30_r": 5.28825 + }, + { + "symbol": "DECK", + "date": "2024-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.479903, + "strategy_rank": 86.82234, + "production_rank": 86.708194, + "structural_overlay_pass": false, + "structural_overlay_score": 82.372784, + "structural_overlay_rr": 1.634864, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.363758, + "primary_prob": 39.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.045637, + "raw_level_count": 117, + "gate_level_count": 117, + "range_504_log": 1.222096, + "range_504_ratio": 3.394296, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.321006, + "hold30_r": 6.679601 + }, + { + "symbol": "DHI", + "date": "2024-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.063337, + "strategy_rank": 84.435598, + "production_rank": 85.644845, + "structural_overlay_pass": false, + "structural_overlay_score": 81.362602, + "structural_overlay_rr": 1.755081, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.090285, + "primary_prob": 37.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.635428, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 1.05887, + "range_504_ratio": 2.88311, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -4.507521, + "hold30_r": -4.452391 + }, + { + "symbol": "DVA", + "date": "2024-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.147381, + "strategy_rank": 84.876468, + "production_rank": 89.633439, + "structural_overlay_pass": false, + "structural_overlay_score": 85.151767, + "structural_overlay_rr": 1.254438, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.804267, + "primary_prob": 38.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.206401, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 0.94825, + "range_504_ratio": 2.581189, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -2.410698, + "hold30_r": -2.353832 + }, + { + "symbol": "EBAY", + "date": "2024-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.922046, + "strategy_rank": 68.830384, + "production_rank": 73.860938, + "structural_overlay_pass": false, + "structural_overlay_score": 70.167891, + "structural_overlay_rr": 0.793896, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.653182, + "primary_prob": 34.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.479773, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.60106, + "range_504_ratio": 1.824052, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -2.766858, + "hold30_r": -2.694036 + }, + { + "symbol": "ECL", + "date": "2024-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.499391, + "strategy_rank": 68.118991, + "production_rank": 75.579124, + "structural_overlay_pass": false, + "structural_overlay_score": 71.800168, + "structural_overlay_rr": 1.045478, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 11, + "rr": 1.059594, + "primary_prob": 28.27, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.589391, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.695167, + "range_504_ratio": 2.004045, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -2.080884, + "hold30_r": -1.986162 + }, + { + "symbol": "EME", + "date": "2024-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.807552, + "strategy_rank": 90.928878, + "production_rank": 93.22177, + "structural_overlay_pass": false, + "structural_overlay_score": 88.560681, + "structural_overlay_rr": 0.668006, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.672468, + "primary_prob": 42.46, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 7.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.008701, + "raw_level_count": 98, + "gate_level_count": 98, + "range_504_log": 1.282285, + "range_504_ratio": 3.604868, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.063897, + "hold30_r": -1.0 + }, + { + "symbol": "ERIE", + "date": "2024-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.903776, + "strategy_rank": 85.324876, + "production_rank": 89.851176, + "structural_overlay_pass": false, + "structural_overlay_score": 85.358617, + "structural_overlay_rr": 2.762699, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.198088, + "primary_prob": 26.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.797132, + "raw_level_count": 95, + "gate_level_count": 95, + "range_504_log": 1.008685, + "range_504_ratio": 2.741992, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.048285, + "hold30_r": -1.0 + }, + { + "symbol": "EXR", + "date": "2024-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.794153, + "strategy_rank": 75.044257, + "production_rank": 79.627556, + "structural_overlay_pass": false, + "structural_overlay_score": 75.646178, + "structural_overlay_rr": 2.141116, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.532322, + "primary_prob": 23.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 72, + "primary_distance_atr": 3.798482, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.602653, + "range_504_ratio": 1.826959, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.066249, + "hold30_r": -1.0 + }, + { + "symbol": "FICO", + "date": "2024-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.051157, + "strategy_rank": 88.769305, + "production_rank": 91.863256, + "structural_overlay_pass": false, + "structural_overlay_score": 87.270093, + "structural_overlay_rr": 1.650687, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.76317, + "primary_prob": 39.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.144755, + "raw_level_count": 118, + "gate_level_count": 118, + "range_504_log": 1.638031, + "range_504_ratio": 5.14503, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.703132, + "hold30_r": 5.687154 + }, + { + "symbol": "FITB", + "date": "2024-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.666261, + "strategy_rank": 74.959586, + "production_rank": 81.195144, + "structural_overlay_pass": false, + "structural_overlay_score": 77.135387, + "structural_overlay_rr": 1.102505, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.259438, + "primary_prob": 42.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.889156, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.726287, + "range_504_ratio": 2.06739, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.061489, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2024-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.34592, + "strategy_rank": 94.966416, + "production_rank": 95.42625, + "structural_overlay_pass": false, + "structural_overlay_score": 90.654938, + "structural_overlay_rr": 0.70518, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.69154, + "primary_prob": 41.44, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 6.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.03731, + "raw_level_count": 129, + "gate_level_count": 129, + "range_504_log": 1.382698, + "range_504_ratio": 3.985639, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.521979, + "hold30_r": -1.470285 + }, + { + "symbol": "GDDY", + "date": "2024-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.563946, + "strategy_rank": 81.255928, + "production_rank": 86.691934, + "structural_overlay_pass": false, + "structural_overlay_score": 82.357337, + "structural_overlay_rr": 1.077482, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.061242, + "primary_prob": 34.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.591864, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.95289, + "range_504_ratio": 2.593194, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.984356, + "hold30_r": 10.741243 + }, + { + "symbol": "GEN", + "date": "2024-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.633374, + "strategy_rank": 76.649672, + "production_rank": 77.977573, + "structural_overlay_pass": false, + "structural_overlay_score": 74.078694, + "structural_overlay_rr": 0.711893, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.650195, + "primary_prob": 27.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 67.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.475293, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.610539, + "range_504_ratio": 1.841424, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.574763, + "hold30_r": 5.764936 + }, + { + "symbol": "GRMN", + "date": "2024-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.691839, + "strategy_rank": 83.27021, + "production_rank": 86.410753, + "structural_overlay_pass": false, + "structural_overlay_score": 82.090215, + "structural_overlay_rr": 1.799906, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.6984, + "primary_prob": 33.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.547601, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.813546, + "range_504_ratio": 2.255892, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.622216, + "hold30_r": 13.326276 + }, + { + "symbol": "HCA", + "date": "2024-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.762485, + "strategy_rank": 78.421118, + "production_rank": 83.86824, + "structural_overlay_pass": false, + "structural_overlay_score": 79.674828, + "structural_overlay_rr": 0.764998, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.728683, + "primary_prob": 42.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.093025, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.745054, + "range_504_ratio": 2.106555, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -2.22408, + "hold30_r": -2.164332 + }, + { + "symbol": "HWM", + "date": "2024-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.660171, + "strategy_rank": 94.766003, + "production_rank": 96.064059, + "structural_overlay_pass": false, + "structural_overlay_score": 91.260856, + "structural_overlay_rr": 1.13737, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.13737, + "primary_prob": 27.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.706056, + "raw_level_count": 93, + "gate_level_count": 93, + "range_504_log": 1.140533, + "range_504_ratio": 3.128435, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.075637, + "hold30_r": 5.426713 + }, + { + "symbol": "IBKR", + "date": "2024-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.909866, + "strategy_rank": 78.55244, + "production_rank": 83.671582, + "structural_overlay_pass": false, + "structural_overlay_score": 79.488003, + "structural_overlay_rr": 1.440302, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.877355, + "primary_prob": 48.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.316032, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 0.818845, + "range_504_ratio": 2.267878, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.812278, + "hold30_r": 8.510078 + }, + { + "symbol": "IBM", + "date": "2024-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.845311, + "strategy_rank": 65.998028, + "production_rank": 72.947122, + "structural_overlay_pass": false, + "structural_overlay_score": 69.299766, + "structural_overlay_rr": 1.807334, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.50939, + "primary_prob": 18.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.264085, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.677556, + "range_504_ratio": 1.969058, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.067484, + "hold30_r": -1.0 + }, + { + "symbol": "IFF", + "date": "2024-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.165652, + "strategy_rank": 66.525179, + "production_rank": 72.405337, + "structural_overlay_pass": false, + "structural_overlay_score": 68.78507, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.898586, + "primary_prob": 24.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 66.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.84788, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.644655, + "range_504_ratio": 1.905329, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.081939, + "hold30_r": -1.0 + }, + { + "symbol": "IP", + "date": "2024-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.607795, + "strategy_rank": 72.489534, + "production_rank": 75.528955, + "structural_overlay_pass": false, + "structural_overlay_score": 71.752507, + "structural_overlay_rr": 1.428121, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.113515, + "primary_prob": 33.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.670272, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.558063, + "range_504_ratio": 1.747285, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.045413, + "hold30_r": 5.698484 + }, + { + "symbol": "LMT", + "date": "2024-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.819732, + "strategy_rank": 64.386434, + "production_rank": 72.197533, + "structural_overlay_pass": false, + "structural_overlay_score": 68.587657, + "structural_overlay_rr": 0.823295, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.84483, + "primary_prob": 42.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.267246, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.452258, + "range_504_ratio": 1.571857, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.070175, + "hold30_r": -1.0 + }, + { + "symbol": "MAS", + "date": "2024-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.992692, + "strategy_rank": 74.648768, + "production_rank": 78.430076, + "structural_overlay_pass": false, + "structural_overlay_score": 74.508572, + "structural_overlay_rr": 1.575632, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.703, + "primary_prob": 13.91, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.5545, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.716958, + "range_504_ratio": 2.048193, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.073898, + "hold30_r": -1.0 + }, + { + "symbol": "MKC", + "date": "2024-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.800244, + "strategy_rank": 63.06551, + "production_rank": 69.977088, + "structural_overlay_pass": false, + "structural_overlay_score": 66.478234, + "structural_overlay_rr": 1.595854, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.847367, + "primary_prob": 54.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 66, + "primary_distance_atr": 1.27105, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.467697, + "range_504_ratio": 1.596313, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.078122, + "hold30_r": -1.0 + }, + { + "symbol": "MMM", + "date": "2024-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.729598, + "strategy_rank": 82.259262, + "production_rank": 82.082708, + "structural_overlay_pass": false, + "structural_overlay_score": 77.978572, + "structural_overlay_rr": 2.013166, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.820837, + "primary_prob": 55.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 1.231255, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.504466, + "range_504_ratio": 1.656102, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.762919, + "hold30_r": 1.520408 + }, + { + "symbol": "MSI", + "date": "2024-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.236297, + "strategy_rank": 61.530457, + "production_rank": 69.765737, + "structural_overlay_pass": false, + "structural_overlay_score": 66.27745, + "structural_overlay_rr": 1.715201, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 11, + "rr": 0.902125, + "primary_prob": 33.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.353187, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.742089, + "range_504_ratio": 2.100319, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.108033, + "hold30_r": -1.0 + }, + { + "symbol": "NEE", + "date": "2024-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.255786, + "strategy_rank": 78.579535, + "production_rank": 82.471619, + "structural_overlay_pass": false, + "structural_overlay_score": 78.348038, + "structural_overlay_rr": 1.168115, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.606858, + "primary_prob": 35.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 96, + "primary_distance_atr": 2.410287, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.676248, + "range_504_ratio": 1.966486, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.209208, + "hold30_r": -1.143017 + }, + { + "symbol": "NRG", + "date": "2024-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.711328, + "strategy_rank": 94.202784, + "production_rank": 95.038965, + "structural_overlay_pass": false, + "structural_overlay_score": 90.287017, + "structural_overlay_rr": 0.910595, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.907736, + "primary_prob": 34.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.361604, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 1.15901, + "range_504_ratio": 3.186777, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.864106, + "hold30_r": 2.438548 + }, + { + "symbol": "NVDA", + "date": "2024-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.742996, + "strategy_rank": 92.537088, + "production_rank": 91.939057, + "structural_overlay_pass": false, + "structural_overlay_score": 87.342104, + "structural_overlay_rr": 7.755738, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.938725, + "primary_prob": 25.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.908087, + "raw_level_count": 166, + "gate_level_count": 166, + "range_504_log": 2.787965, + "range_504_ratio": 16.247927, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.039214, + "hold30_r": -1.0 + }, + { + "symbol": "NVR", + "date": "2024-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.550548, + "strategy_rank": 74.655287, + "production_rank": 79.28704, + "structural_overlay_pass": false, + "structural_overlay_score": 75.322688, + "structural_overlay_rr": 1.588589, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.501454, + "primary_prob": 18.22, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.252182, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 0.910379, + "range_504_ratio": 2.485265, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.732363, + "hold30_r": -1.670111 + }, + { + "symbol": "PGR", + "date": "2024-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.538368, + "strategy_rank": 77.751129, + "production_rank": 84.680209, + "structural_overlay_pass": false, + "structural_overlay_score": 80.446198, + "structural_overlay_rr": 1.314453, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.337359, + "primary_prob": 37.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 84.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.006039, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 0.849232, + "range_504_ratio": 2.337851, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.071764, + "hold30_r": -1.0 + }, + { + "symbol": "PHM", + "date": "2024-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.717418, + "strategy_rank": 86.119668, + "production_rank": 87.985585, + "structural_overlay_pass": false, + "structural_overlay_score": 83.586305, + "structural_overlay_rr": 0.695055, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.667852, + "primary_prob": 45.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.001779, + "raw_level_count": 113, + "gate_level_count": 113, + "range_504_log": 1.394557, + "range_504_ratio": 4.033189, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -2.009081, + "hold30_r": -1.961707 + }, + { + "symbol": "PNC", + "date": "2024-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.704019, + "strategy_rank": 66.703493, + "production_rank": 72.037002, + "structural_overlay_pass": false, + "structural_overlay_score": 68.435152, + "structural_overlay_rr": 1.359139, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.294942, + "primary_prob": 41.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 1.942413, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.586364, + "range_504_ratio": 1.797441, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.228242, + "hold30_r": 3.475513 + }, + { + "symbol": "RMD", + "date": "2024-10-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 85.749086, + "strategy_rank": 86.9297, + "production_rank": 86.536162, + "structural_overlay_pass": false, + "structural_overlay_score": 82.209354, + "structural_overlay_rr": 1.284463, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.039677, + "primary_prob": 28.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 3.059516, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.657348, + "range_504_ratio": 1.929669, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.980043, + "hold30_r": 0.294367 + }, + { + "symbol": "ROL", + "date": "2024-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.306943, + "strategy_rank": 73.465345, + "production_rank": 78.412544, + "structural_overlay_pass": false, + "structural_overlay_score": 74.491917, + "structural_overlay_rr": 1.691738, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.575406, + "primary_prob": 35.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.363109, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.478818, + "range_504_ratio": 1.614166, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.515494, + "hold30_r": 1.894818 + }, + { + "symbol": "RSG", + "date": "2024-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.01827, + "strategy_rank": 60.386576, + "production_rank": 68.597141, + "structural_overlay_pass": false, + "structural_overlay_score": 65.167284, + "structural_overlay_rr": 0.962931, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.920269, + "primary_prob": 49.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 87.0, + "primary_rejection_count": 37, + "primary_distance_atr": 1.380404, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.65983, + "range_504_ratio": 1.934464, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.816369, + "hold30_r": -1.0 + }, + { + "symbol": "RTX", + "date": "2024-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.518879, + "strategy_rank": 69.694769, + "production_rank": 77.969472, + "structural_overlay_pass": false, + "structural_overlay_score": 74.070999, + "structural_overlay_rr": 1.137371, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.137371, + "primary_prob": 25.54, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.706056, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.629848, + "range_504_ratio": 1.877325, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.08066, + "hold30_r": -1.0 + }, + { + "symbol": "SATS", + "date": "2024-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.198538, + "strategy_rank": 97.602084, + "production_rank": 97.467569, + "structural_overlay_pass": false, + "structural_overlay_score": 92.59419, + "structural_overlay_rr": 0.810549, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.86214, + "primary_prob": 53.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 1.29321, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 1.149319, + "range_504_ratio": 3.156044, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.834695, + "hold30_r": -1.0 + }, + { + "symbol": "SHW", + "date": "2024-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.095006, + "strategy_rank": 67.442232, + "production_rank": 72.32649, + "structural_overlay_pass": false, + "structural_overlay_score": 68.710166, + "structural_overlay_rr": 1.246612, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.60266, + "primary_prob": 23.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.40399, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.64761, + "range_504_ratio": 1.910967, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.533999, + "hold30_r": 2.218836 + }, + { + "symbol": "T", + "date": "2024-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.935445, + "strategy_rank": 71.790248, + "production_rank": 78.838647, + "structural_overlay_pass": false, + "structural_overlay_score": 74.896715, + "structural_overlay_rr": 0.963348, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.783698, + "primary_prob": 47.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.675548, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.531022, + "range_504_ratio": 1.70067, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.716866, + "hold30_r": 2.528788 + }, + { + "symbol": "TDG", + "date": "2024-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.069428, + "strategy_rank": 71.255395, + "production_rank": 75.193406, + "structural_overlay_pass": false, + "structural_overlay_score": 71.433736, + "structural_overlay_rr": 1.9051, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.145642, + "primary_prob": 27.13, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 10.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.718463, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 0.99546, + "range_504_ratio": 2.70597, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.06236, + "hold30_r": -1.0 + }, + { + "symbol": "TKO", + "date": "2024-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.52497, + "strategy_rank": 76.50243, + "production_rank": 80.843277, + "structural_overlay_pass": false, + "structural_overlay_score": 76.801113, + "structural_overlay_rr": 1.351927, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.292714, + "primary_prob": 31.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.93907, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 0.665507, + "range_504_ratio": 1.945476, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.239721, + "hold30_r": 6.702379 + }, + { + "symbol": "TRV", + "date": "2024-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.961023, + "strategy_rank": 79.045046, + "production_rank": 83.350372, + "structural_overlay_pass": false, + "structural_overlay_score": 79.182853, + "structural_overlay_rr": 1.491443, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.122367, + "primary_prob": 41.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.683551, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.538426, + "range_504_ratio": 1.713309, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.057381, + "hold30_r": -1.0 + }, + { + "symbol": "TSN", + "date": "2024-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.120585, + "strategy_rank": 64.502856, + "production_rank": 70.042099, + "structural_overlay_pass": false, + "structural_overlay_score": 66.539994, + "structural_overlay_rr": 1.019418, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.775048, + "primary_prob": 32.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.662572, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.499682, + "range_504_ratio": 1.648198, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.701805, + "hold30_r": 2.239593 + }, + { + "symbol": "TT", + "date": "2024-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.102314, + "strategy_rank": 81.252202, + "production_rank": 86.20224, + "structural_overlay_pass": false, + "structural_overlay_score": 81.892128, + "structural_overlay_rr": 1.350546, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.350546, + "primary_prob": 20.47, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.025819, + "raw_level_count": 95, + "gate_level_count": 95, + "range_504_log": 1.027302, + "range_504_ratio": 2.79352, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.488054, + "hold30_r": -1.414366 + }, + { + "symbol": "UHS", + "date": "2024-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.294762, + "strategy_rank": 87.884004, + "production_rank": 91.354257, + "structural_overlay_pass": false, + "structural_overlay_score": 86.786544, + "structural_overlay_rr": 1.245259, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.505299, + "primary_prob": 20.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.257949, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.986477, + "range_504_ratio": 2.681771, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.707517, + "hold30_r": -1.662675 + }, + { + "symbol": "VRT", + "date": "2024-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.281364, + "strategy_rank": 91.805207, + "production_rank": 90.963926, + "structural_overlay_pass": false, + "structural_overlay_score": 86.41573, + "structural_overlay_rr": 0.930964, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.930964, + "primary_prob": 46.57, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.396445, + "raw_level_count": 144, + "gate_level_count": 144, + "range_504_log": 2.276387, + "range_504_ratio": 9.741423, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.897706, + "hold30_r": 3.599927 + }, + { + "symbol": "VST", + "date": "2024-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.512789, + "strategy_rank": 99.149244, + "production_rank": 99.270426, + "structural_overlay_pass": false, + "structural_overlay_score": 94.306904, + "structural_overlay_rr": 1.819783, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.819783, + "primary_prob": 27.12, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.729675, + "raw_level_count": 112, + "gate_level_count": 112, + "range_504_log": 1.915818, + "range_504_ratio": 6.792493, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.024996, + "hold30_r": -1.0 + }, + { + "symbol": "VZ", + "date": "2024-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.36419, + "strategy_rank": 65.401535, + "production_rank": 70.72242, + "structural_overlay_pass": false, + "structural_overlay_score": 67.186299, + "structural_overlay_rr": 2.370019, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.226127, + "primary_prob": 43.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.839191, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.408943, + "range_504_ratio": 1.505226, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.064524, + "hold30_r": -1.0 + }, + { + "symbol": "WSM", + "date": "2024-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.876979, + "strategy_rank": 83.992526, + "production_rank": 82.954011, + "structural_overlay_pass": false, + "structural_overlay_score": 78.80631, + "structural_overlay_rr": 1.760524, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.525186, + "primary_prob": 36.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.287779, + "raw_level_count": 99, + "gate_level_count": 99, + "range_504_log": 1.160331, + "range_504_ratio": 3.190991, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.122548, + "hold30_r": -1.084361 + }, + { + "symbol": "WTW", + "date": "2024-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.037759, + "strategy_rank": 63.418664, + "production_rank": 71.958362, + "structural_overlay_pass": false, + "structural_overlay_score": 68.360444, + "structural_overlay_rr": 0.74816, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.79376, + "primary_prob": 47.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.19064, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.440632, + "range_504_ratio": 1.553689, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.712607, + "hold30_r": 4.474798 + }, + { + "symbol": "CEG", + "date": "2024-10-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.334878, + "strategy_rank": 97.37229, + "production_rank": 97.35982, + "structural_overlay_pass": false, + "structural_overlay_score": 92.491829, + "structural_overlay_rr": 1.66525, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.680587, + "primary_prob": 47.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.02088, + "raw_level_count": 105, + "gate_level_count": 105, + "range_504_log": 1.400642, + "range_504_ratio": 4.057804, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -2.137398, + "hold30_r": -2.09985 + }, + { + "symbol": "HOOD", + "date": "2024-10-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.553882, + "strategy_rank": 94.940604, + "production_rank": 94.811697, + "structural_overlay_pass": false, + "structural_overlay_score": 90.071112, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.688621, + "primary_prob": 55.76, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.032931, + "raw_level_count": 124, + "gate_level_count": 124, + "range_504_log": 1.329, + "range_504_ratio": 3.777264, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.531615, + "hold30_r": -1.493148 + }, + { + "symbol": "ACGL", + "date": "2024-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.137891, + "strategy_rank": 73.017309, + "production_rank": 77.72417, + "structural_overlay_pass": false, + "structural_overlay_score": 73.837961, + "structural_overlay_rr": 1.339102, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.340266, + "primary_prob": 24.29, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 19.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.010399, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 0.753579, + "range_504_ratio": 2.12459, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.052161, + "hold30_r": -1.0 + }, + { + "symbol": "AEP", + "date": "2024-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.648899, + "strategy_rank": 57.458848, + "production_rank": 65.188865, + "structural_overlay_pass": false, + "structural_overlay_score": 61.929422, + "structural_overlay_rr": 0.702736, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.315165, + "primary_prob": 41.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 73, + "primary_distance_atr": 1.972747, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.416075, + "range_504_ratio": 1.515999, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.087948, + "hold30_r": -1.0 + }, + { + "symbol": "AFL", + "date": "2024-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.584009, + "strategy_rank": 69.312271, + "production_rank": 77.069517, + "structural_overlay_pass": false, + "structural_overlay_score": 73.216041, + "structural_overlay_rr": 1.222502, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.869133, + "primary_prob": 39.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.303699, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.651598, + "range_504_ratio": 1.918605, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.795719, + "hold30_r": -0.094578 + }, + { + "symbol": "ALL", + "date": "2024-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.785632, + "strategy_rank": 76.5347, + "production_rank": 82.618344, + "structural_overlay_pass": false, + "structural_overlay_score": 78.487426, + "structural_overlay_rr": 0.836555, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.638224, + "primary_prob": 15.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.457336, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.681365, + "range_504_ratio": 1.976574, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.575957, + "hold30_r": 1.625772 + }, + { + "symbol": "AXON", + "date": "2024-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.871379, + "strategy_rank": 92.648302, + "production_rank": 94.055995, + "structural_overlay_pass": false, + "structural_overlay_score": 89.353195, + "structural_overlay_rr": 2.066795, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.148076, + "primary_prob": 28.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.722114, + "raw_level_count": 114, + "gate_level_count": 114, + "range_504_log": 1.174468, + "range_504_ratio": 3.236419, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.08179, + "hold30_r": 17.327573 + }, + { + "symbol": "AXP", + "date": "2024-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.815759, + "strategy_rank": 77.199669, + "production_rank": 82.405032, + "structural_overlay_pass": false, + "structural_overlay_score": 78.284781, + "structural_overlay_rr": 0.747086, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.844998, + "primary_prob": 35.28, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 5.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.267497, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.724432, + "range_504_ratio": 2.063558, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.776975, + "hold30_r": 4.037351 + }, + { + "symbol": "BK", + "date": "2024-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.845886, + "strategy_rank": 67.437386, + "production_rank": 75.24022, + "structural_overlay_pass": false, + "structural_overlay_score": 71.478209, + "structural_overlay_rr": 0.98131, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.951473, + "primary_prob": 48.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.42721, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.677002, + "range_504_ratio": 1.96797, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.86598, + "hold30_r": 1.968292 + }, + { + "symbol": "BSX", + "date": "2024-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.858633, + "strategy_rank": 66.84423, + "production_rank": 75.849031, + "structural_overlay_pass": false, + "structural_overlay_score": 72.056579, + "structural_overlay_rr": 1.674299, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.253573, + "primary_prob": 25.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.88036, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.77435, + "range_504_ratio": 2.169181, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.192064, + "hold30_r": 2.229177 + }, + { + "symbol": "CB", + "date": "2024-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.850521, + "strategy_rank": 64.854487, + "production_rank": 70.853165, + "structural_overlay_pass": false, + "structural_overlay_score": 67.310507, + "structural_overlay_rr": 1.107526, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.188964, + "primary_prob": 34.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.783446, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.498944, + "range_504_ratio": 1.646981, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.112152, + "hold30_r": -1.0 + }, + { + "symbol": "CBRE", + "date": "2024-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.455388, + "strategy_rank": 79.662652, + "production_rank": 82.926897, + "structural_overlay_pass": false, + "structural_overlay_score": 78.780552, + "structural_overlay_rr": 1.20996, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.785452, + "primary_prob": 52.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.178178, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.744417, + "range_504_ratio": 2.105214, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.723185, + "hold30_r": 1.504725 + }, + { + "symbol": "CFG", + "date": "2024-10-31", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.344148, + "strategy_rank": 72.910881, + "production_rank": 75.72197, + "structural_overlay_pass": false, + "structural_overlay_score": 71.935871, + "structural_overlay_rr": 1.169479, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.172117, + "primary_prob": 40.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 91.0, + "primary_rejection_count": 22, + "primary_distance_atr": 3.258175, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.677211, + "range_504_ratio": 1.968379, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.118575, + "hold30_r": 2.2754 + }, + { + "symbol": "CHRW", + "date": "2024-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.082271, + "strategy_rank": 78.423179, + "production_rank": 79.97621, + "structural_overlay_pass": false, + "structural_overlay_score": 75.977399, + "structural_overlay_rr": 1.897165, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.993503, + "primary_prob": 29.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.990254, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.553885, + "range_504_ratio": 1.74, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.939729, + "hold30_r": 2.17621 + }, + { + "symbol": "CL", + "date": "2024-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.485516, + "strategy_rank": 62.001986, + "production_rank": 70.496496, + "structural_overlay_pass": false, + "structural_overlay_score": 66.971671, + "structural_overlay_rr": 1.763509, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.398808, + "primary_prob": 39.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.098211, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.480193, + "range_504_ratio": 1.616386, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.078965, + "hold30_r": -1.0 + }, + { + "symbol": "CLX", + "date": "2024-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.052144, + "strategy_rank": 65.32172, + "production_rank": 71.898528, + "structural_overlay_pass": false, + "structural_overlay_score": 68.303601, + "structural_overlay_rr": 1.71198, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.472924, + "primary_prob": 37.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 88, + "primary_distance_atr": 2.209385, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.440745, + "range_504_ratio": 1.553865, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.39419, + "hold30_r": 1.57666 + }, + { + "symbol": "COHR", + "date": "2024-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.914253, + "strategy_rank": 97.847136, + "production_rank": 97.869508, + "structural_overlay_pass": false, + "structural_overlay_score": 92.976033, + "structural_overlay_rr": 1.248689, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.019567, + "primary_prob": 33.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.529351, + "raw_level_count": 100, + "gate_level_count": 100, + "range_504_log": 1.398953, + "range_504_ratio": 4.050955, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.986086, + "hold30_r": 2.571555 + }, + { + "symbol": "CPB", + "date": "2024-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.618772, + "strategy_rank": 64.900115, + "production_rank": 70.806334, + "structural_overlay_pass": false, + "structural_overlay_score": 67.266017, + "structural_overlay_rr": 1.428408, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.899741, + "primary_prob": 30.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 78, + "primary_distance_atr": 2.849611, + "raw_level_count": 23, + "gate_level_count": 23, + "range_504_log": 0.42055, + "range_504_ratio": 1.522799, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.081982, + "hold30_r": -1.0 + }, + { + "symbol": "CTAS", + "date": "2024-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.631518, + "strategy_rank": 62.020585, + "production_rank": 69.890896, + "structural_overlay_pass": false, + "structural_overlay_score": 66.396351, + "structural_overlay_rr": 0.8683, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.384355, + "primary_prob": 21.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.076532, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.753186, + "range_504_ratio": 2.123755, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.290051, + "hold30_r": 1.239447 + }, + { + "symbol": "CVNA", + "date": "2024-10-31", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.884125, + "strategy_rank": 99.329973, + "production_rank": 99.51469, + "structural_overlay_pass": false, + "structural_overlay_score": 94.538956, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 2.780741, + "primary_prob": 31.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 73.0, + "primary_rejection_count": 26, + "primary_distance_atr": 4.171112, + "raw_level_count": 172, + "gate_level_count": 172, + "range_504_log": 4.291424, + "range_504_ratio": 73.070423, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.033504, + "hold30_r": -1.0 + }, + { + "symbol": "D", + "date": "2024-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.511008, + "strategy_rank": 71.069715, + "production_rank": 78.550146, + "structural_overlay_pass": false, + "structural_overlay_score": 74.622639, + "structural_overlay_rr": 1.469988, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.870629, + "primary_prob": 23.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 63.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.805944, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.591693, + "range_504_ratio": 1.807044, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.069382, + "hold30_r": -1.0 + }, + { + "symbol": "DASH", + "date": "2024-10-31", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.412514, + "strategy_rank": 82.292917, + "production_rank": 84.332783, + "structural_overlay_pass": false, + "structural_overlay_score": 80.116144, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 5.013156, + "primary_prob": 27.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 98.0, + "primary_rejection_count": 29, + "primary_distance_atr": 7.519734, + "raw_level_count": 136, + "gate_level_count": 136, + "range_504_log": 1.364421, + "range_504_ratio": 3.913457, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.057868, + "hold30_r": 3.395652 + }, + { + "symbol": "DHI", + "date": "2024-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.558517, + "strategy_rank": 84.459322, + "production_rank": 85.159054, + "structural_overlay_pass": false, + "structural_overlay_score": 80.901101, + "structural_overlay_rr": 2.05386, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.519007, + "primary_prob": 34.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 86.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.27851, + "raw_level_count": 103, + "gate_level_count": 103, + "range_504_log": 1.020346, + "range_504_ratio": 2.774153, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.038982, + "hold30_r": -1.0 + }, + { + "symbol": "DUK", + "date": "2024-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.039397, + "strategy_rank": 58.328271, + "production_rank": 66.23198, + "structural_overlay_pass": false, + "structural_overlay_score": 62.920381, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.878125, + "primary_prob": 12.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.817188, + "raw_level_count": 22, + "gate_level_count": 22, + "range_504_log": 0.378291, + "range_504_ratio": 1.459788, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.086161, + "hold30_r": -1.0 + }, + { + "symbol": "DVA", + "date": "2024-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.073001, + "strategy_rank": 89.824542, + "production_rank": 92.907362, + "structural_overlay_pass": false, + "structural_overlay_score": 88.261994, + "structural_overlay_rr": 1.725818, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.110038, + "primary_prob": 33.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.665058, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 0.94825, + "range_504_ratio": 2.581189, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.071747, + "hold30_r": 1.769269 + }, + { + "symbol": "EBAY", + "date": "2024-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.279258, + "strategy_rank": 79.25622, + "production_rank": 83.930566, + "structural_overlay_pass": false, + "structural_overlay_score": 79.734038, + "structural_overlay_rr": 2.163643, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.087345, + "primary_prob": 40.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 71.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.631017, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.60106, + "range_504_ratio": 1.824052, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.034842, + "hold30_r": 2.889421 + }, + { + "symbol": "ECL", + "date": "2024-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.863268, + "strategy_rank": 65.369876, + "production_rank": 72.201007, + "structural_overlay_pass": false, + "structural_overlay_score": 68.590956, + "structural_overlay_rr": 1.593225, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.078475, + "primary_prob": 40.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 69.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.617713, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.695167, + "range_504_ratio": 2.004045, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.069484, + "hold30_r": 0.631985 + }, + { + "symbol": "EIX", + "date": "2024-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.923523, + "strategy_rank": 58.939999, + "production_rank": 66.601174, + "structural_overlay_pass": false, + "structural_overlay_score": 63.271115, + "structural_overlay_rr": 1.171904, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.284351, + "primary_prob": 41.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 98.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.926526, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.448804, + "range_504_ratio": 1.566437, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.211364, + "hold30_r": -0.225869 + }, + { + "symbol": "ERIE", + "date": "2024-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.841251, + "strategy_rank": 86.12883, + "production_rank": 90.366304, + "structural_overlay_pass": false, + "structural_overlay_score": 85.847989, + "structural_overlay_rr": 1.857267, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.829755, + "primary_prob": 14.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.744633, + "raw_level_count": 95, + "gate_level_count": 95, + "range_504_log": 1.008685, + "range_504_ratio": 2.741992, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.051005, + "hold30_r": -1.0 + }, + { + "symbol": "EXR", + "date": "2024-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.876014, + "strategy_rank": 73.610438, + "production_rank": 78.698964, + "structural_overlay_pass": false, + "structural_overlay_score": 74.764015, + "structural_overlay_rr": 1.635677, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.505841, + "primary_prob": 37.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 79, + "primary_distance_atr": 2.258762, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.602653, + "range_504_ratio": 1.826959, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.06134, + "hold30_r": -1.0 + }, + { + "symbol": "FICO", + "date": "2024-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.609502, + "strategy_rank": 86.798014, + "production_rank": 90.735176, + "structural_overlay_pass": false, + "structural_overlay_score": 86.198418, + "structural_overlay_rr": 1.838841, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.838841, + "primary_prob": 11.85, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.758261, + "raw_level_count": 120, + "gate_level_count": 120, + "range_504_log": 1.594458, + "range_504_ratio": 4.92566, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.77256, + "hold30_r": 2.922791 + }, + { + "symbol": "FIS", + "date": "2024-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.772885, + "strategy_rank": 70.130165, + "production_rank": 77.344405, + "structural_overlay_pass": false, + "structural_overlay_score": 73.477185, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.94658, + "primary_prob": 56.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.41987, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 0.668524, + "range_504_ratio": 1.951355, + "range_factor_pass": false, + "outcome": "ambiguous", + "net_r": -1.087591, + "hold30_r": -1.0 + }, + { + "symbol": "FISV", + "date": "2024-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.399768, + "strategy_rank": 61.234803, + "production_rank": 69.289792, + "structural_overlay_pass": false, + "structural_overlay_score": 65.825302, + "structural_overlay_rr": 1.36965, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.760197, + "primary_prob": 53.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.140296, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.78969, + "range_504_ratio": 2.202714, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.67806, + "hold30_r": 1.402853 + }, + { + "symbol": "FITB", + "date": "2024-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.382387, + "strategy_rank": 73.244576, + "production_rank": 78.95718, + "structural_overlay_pass": false, + "structural_overlay_score": 75.009321, + "structural_overlay_rr": 1.376163, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.534071, + "primary_prob": 36.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.301106, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.726287, + "range_504_ratio": 2.06739, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.472733, + "hold30_r": 1.312972 + }, + { + "symbol": "GEN", + "date": "2024-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.820394, + "strategy_rank": 80.886978, + "production_rank": 82.198117, + "structural_overlay_pass": false, + "structural_overlay_score": 78.088211, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.85442, + "primary_prob": 26.62, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.78163, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.664588, + "range_504_ratio": 1.943689, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.059814, + "hold30_r": -1.0 + }, + { + "symbol": "GLW", + "date": "2024-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.326767, + "strategy_rank": 81.387167, + "production_rank": 83.0337, + "structural_overlay_pass": false, + "structural_overlay_score": 78.882015, + "structural_overlay_rr": 1.949782, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.584651, + "primary_prob": 31.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.376977, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.703192, + "range_504_ratio": 2.02019, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.053948, + "hold30_r": 0.317406 + }, + { + "symbol": "HAS", + "date": "2024-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.314021, + "strategy_rank": 73.527667, + "production_rank": 76.789785, + "structural_overlay_pass": false, + "structural_overlay_score": 72.950296, + "structural_overlay_rr": 2.21858, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.575878, + "primary_prob": 35.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.363817, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.545044, + "range_504_ratio": 1.724684, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.054328, + "hold30_r": -1.0 + }, + { + "symbol": "HCA", + "date": "2024-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.94438, + "strategy_rank": 83.546747, + "production_rank": 87.679292, + "structural_overlay_pass": false, + "structural_overlay_score": 83.295327, + "structural_overlay_rr": 0.752113, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.741646, + "primary_prob": 40.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.112469, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.699544, + "range_504_ratio": 2.012835, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.047532, + "hold30_r": -1.0 + }, + { + "symbol": "HIG", + "date": "2024-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.090382, + "strategy_rank": 76.186593, + "production_rank": 82.154523, + "structural_overlay_pass": false, + "structural_overlay_score": 78.046797, + "structural_overlay_rr": 2.341487, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.104242, + "primary_prob": 20.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 63.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.156363, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.651271, + "range_504_ratio": 1.917977, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.040266, + "hold30_r": 0.475011 + }, + { + "symbol": "HWM", + "date": "2024-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.146002, + "strategy_rank": 90.699892, + "production_rank": 93.181929, + "structural_overlay_pass": false, + "structural_overlay_score": 88.522832, + "structural_overlay_rr": 1.513296, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.901535, + "primary_prob": 36.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.352303, + "raw_level_count": 95, + "gate_level_count": 95, + "range_504_log": 1.140533, + "range_504_ratio": 3.128435, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.839104, + "hold30_r": 4.291684 + }, + { + "symbol": "ICE", + "date": "2024-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.387022, + "strategy_rank": 59.645511, + "production_rank": 67.226015, + "structural_overlay_pass": false, + "structural_overlay_score": 63.864714, + "structural_overlay_rr": 1.90543, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.916064, + "primary_prob": 24.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 69.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.874096, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.599294, + "range_504_ratio": 1.820832, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.073999, + "hold30_r": -0.068839 + }, + { + "symbol": "IRM", + "date": "2024-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.103129, + "strategy_rank": 79.785123, + "production_rank": 85.557792, + "structural_overlay_pass": false, + "structural_overlay_score": 81.279902, + "structural_overlay_rr": 1.713071, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.741154, + "primary_prob": 13.31, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.611731, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 1.027564, + "range_504_ratio": 2.79425, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.066185, + "hold30_r": -1.0 + }, + { + "symbol": "ISRG", + "date": "2024-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.918888, + "strategy_rank": 81.33814, + "production_rank": 84.19839, + "structural_overlay_pass": false, + "structural_overlay_score": 79.98847, + "structural_overlay_rr": 0.863437, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.232578, + "primary_prob": 23.15, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.848867, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 0.85463, + "range_504_ratio": 2.350505, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.168883, + "hold30_r": 2.259094 + }, + { + "symbol": "KKR", + "date": "2024-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.523754, + "strategy_rank": 90.60358, + "production_rank": 92.576971, + "structural_overlay_pass": false, + "structural_overlay_score": 87.948123, + "structural_overlay_rr": 0.715437, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.715437, + "primary_prob": 40.04, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 4.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.073156, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 1.184123, + "range_504_ratio": 3.267819, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.657936, + "hold30_r": 3.348412 + }, + { + "symbol": "LHX", + "date": "2024-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.1854, + "strategy_rank": 60.21754, + "production_rank": 66.873493, + "structural_overlay_pass": false, + "structural_overlay_score": 63.529818, + "structural_overlay_rr": 1.750436, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.941588, + "primary_prob": 51.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.412382, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.479668, + "range_504_ratio": 1.615538, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.867412, + "hold30_r": -1.0 + }, + { + "symbol": "LLY", + "date": "2024-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.880649, + "strategy_rank": 78.059872, + "production_rank": 79.000131, + "structural_overlay_pass": false, + "structural_overlay_score": 75.050125, + "structural_overlay_rr": 2.03154, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.567722, + "primary_prob": 36.0, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.351583, + "raw_level_count": 111, + "gate_level_count": 111, + "range_504_log": 1.16901, + "range_504_ratio": 3.218806, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.044655, + "hold30_r": -1.0 + }, + { + "symbol": "LMT", + "date": "2024-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.236385, + "strategy_rank": 67.787178, + "production_rank": 75.936914, + "structural_overlay_pass": false, + "structural_overlay_score": 72.140068, + "structural_overlay_rr": 1.171666, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.172512, + "primary_prob": 40.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 80.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.758768, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.452258, + "range_504_ratio": 1.571857, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.100318, + "hold30_r": -1.0 + }, + { + "symbol": "MSI", + "date": "2024-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.717265, + "strategy_rank": 62.337421, + "production_rank": 70.797369, + "structural_overlay_pass": false, + "structural_overlay_score": 67.2575, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.081617, + "primary_prob": 27.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.622425, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.712658, + "range_504_ratio": 2.039405, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.9798, + "hold30_r": 2.315727 + }, + { + "symbol": "MSTR", + "date": "2024-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.652375, + "strategy_rank": 99.652737, + "production_rank": 99.652616, + "structural_overlay_pass": false, + "structural_overlay_score": 94.669985, + "structural_overlay_rr": 0.97942, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.698124, + "primary_prob": 55.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.047186, + "raw_level_count": 158, + "gate_level_count": 158, + "range_504_log": 3.005824, + "range_504_ratio": 20.202866, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.678071, + "hold30_r": 6.732238 + }, + { + "symbol": "NEE", + "date": "2024-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.545771, + "strategy_rank": 74.798437, + "production_rank": 77.714215, + "structural_overlay_pass": false, + "structural_overlay_score": 73.828504, + "structural_overlay_rr": 1.111186, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.744383, + "primary_prob": 33.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 121, + "primary_distance_atr": 2.616574, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.676248, + "range_504_ratio": 1.966486, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.908257, + "hold30_r": -1.84905 + }, + { + "symbol": "NRG", + "date": "2024-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.566628, + "strategy_rank": 94.832436, + "production_rank": 95.743834, + "structural_overlay_pass": false, + "structural_overlay_score": 90.956642, + "structural_overlay_rr": 1.505061, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.505061, + "primary_prob": 17.35, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.257591, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 1.15901, + "range_504_ratio": 3.186777, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.045352, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2024-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.309386, + "strategy_rank": 92.808025, + "production_rank": 92.308479, + "structural_overlay_pass": false, + "structural_overlay_score": 87.693055, + "structural_overlay_rr": 1.637654, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.972779, + "primary_prob": 32.44, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 12.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.459169, + "raw_level_count": 168, + "gate_level_count": 168, + "range_504_log": 2.715992, + "range_504_ratio": 15.119599, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.935017, + "hold30_r": 0.211907 + }, + { + "symbol": "NVR", + "date": "2024-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.687138, + "strategy_rank": 75.529264, + "production_rank": 80.248556, + "structural_overlay_pass": false, + "structural_overlay_score": 76.236128, + "structural_overlay_rr": 0.690776, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.492165, + "primary_prob": 22.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.238248, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 0.906024, + "range_504_ratio": 2.474465, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.055578, + "hold30_r": -1.0 + }, + { + "symbol": "PEG", + "date": "2024-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.790267, + "strategy_rank": 63.870969, + "production_rank": 71.510735, + "structural_overlay_pass": false, + "structural_overlay_score": 67.935198, + "structural_overlay_rr": 0.818536, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.80485, + "primary_prob": 38.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.207274, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.540361, + "range_504_ratio": 1.716626, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -2.371474, + "hold30_r": -2.292781 + }, + { + "symbol": "PGR", + "date": "2024-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.377752, + "strategy_rank": 77.524935, + "production_rank": 84.475874, + "structural_overlay_pass": false, + "structural_overlay_score": 80.25208, + "structural_overlay_rr": 0.694509, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.720717, + "primary_prob": 53.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 74.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.081075, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 0.849232, + "range_504_ratio": 2.337851, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.64509, + "hold30_r": 1.396805 + }, + { + "symbol": "PHM", + "date": "2024-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.150637, + "strategy_rank": 85.449557, + "production_rank": 87.016584, + "structural_overlay_pass": false, + "structural_overlay_score": 82.665755, + "structural_overlay_rr": 1.669456, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.133434, + "primary_prob": 29.65, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 21.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.700151, + "raw_level_count": 115, + "gate_level_count": 115, + "range_504_log": 1.394557, + "range_504_ratio": 4.033189, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.091427, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2024-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.077636, + "strategy_rank": 92.368664, + "production_rank": 91.938321, + "structural_overlay_pass": false, + "structural_overlay_score": 87.341405, + "structural_overlay_rr": 1.29472, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.188352, + "primary_prob": 25.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.782528, + "raw_level_count": 136, + "gate_level_count": 136, + "range_504_log": 2.045038, + "range_504_ratio": 7.729452, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.150325, + "hold30_r": 15.78827 + }, + { + "symbol": "PODD", + "date": "2024-10-31", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.155272, + "strategy_rank": 83.07451, + "production_rank": 82.768098, + "structural_overlay_pass": false, + "structural_overlay_score": 78.629693, + "structural_overlay_rr": 1.503748, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.039063, + "primary_prob": 28.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 3.058594, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 0.981991, + "range_504_ratio": 2.669766, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.980028, + "hold30_r": 4.820368 + }, + { + "symbol": "RCL", + "date": "2024-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.047509, + "strategy_rank": 88.932332, + "production_rank": 90.304058, + "structural_overlay_pass": false, + "structural_overlay_score": 85.788855, + "structural_overlay_rr": 0.925149, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.925149, + "primary_prob": 46.75, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.387723, + "raw_level_count": 132, + "gate_level_count": 132, + "range_504_log": 1.542253, + "range_504_ratio": 4.675109, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.87601, + "hold30_r": 4.622171 + }, + { + "symbol": "RL", + "date": "2024-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.168019, + "strategy_rank": 79.536782, + "production_rank": 81.413861, + "structural_overlay_pass": false, + "structural_overlay_score": 77.343168, + "structural_overlay_rr": 1.044021, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.984009, + "primary_prob": 32.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.476014, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.848031, + "range_504_ratio": 2.335044, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.923142, + "hold30_r": 4.538955 + }, + { + "symbol": "RMD", + "date": "2024-10-31", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.24102, + "strategy_rank": 82.490654, + "production_rank": 83.074109, + "structural_overlay_pass": false, + "structural_overlay_score": 78.920404, + "structural_overlay_rr": 0.705259, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.182318, + "primary_prob": 27.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 3.273477, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.677946, + "range_504_ratio": 1.969828, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.049721, + "hold30_r": -1.0 + }, + { + "symbol": "RTX", + "date": "2024-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.322132, + "strategy_rank": 70.355747, + "production_rank": 78.344542, + "structural_overlay_pass": false, + "structural_overlay_score": 74.427315, + "structural_overlay_rr": 0.86784, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.873468, + "primary_prob": 45.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.310202, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.629848, + "range_504_ratio": 1.877325, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.083542, + "hold30_r": -1.0 + }, + { + "symbol": "SATS", + "date": "2024-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.17613, + "strategy_rank": 97.011513, + "production_rank": 96.733052, + "structural_overlay_pass": true, + "structural_overlay_score": 96.896399, + "structural_overlay_rr": 3.160179, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.96479, + "primary_prob": 26.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.947184, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 1.149319, + "range_504_ratio": 3.156044, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.03157, + "hold30_r": -1.0 + }, + { + "symbol": "SO", + "date": "2024-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.949015, + "strategy_rank": 62.949992, + "production_rank": 71.283, + "structural_overlay_pass": false, + "structural_overlay_score": 67.71885, + "structural_overlay_rr": 1.52437, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.127677, + "primary_prob": 26.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.691516, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.473079, + "range_504_ratio": 1.604928, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.081148, + "hold30_r": -1.0 + }, + { + "symbol": "SYF", + "date": "2024-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.180765, + "strategy_rank": 84.001362, + "production_rank": 85.394496, + "structural_overlay_pass": false, + "structural_overlay_score": 81.124772, + "structural_overlay_rr": 0.980256, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.673725, + "primary_prob": 57.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.010587, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.768986, + "range_504_ratio": 2.157578, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.622853, + "hold30_r": 5.959959 + }, + { + "symbol": "T", + "date": "2024-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.596756, + "strategy_rank": 74.331124, + "production_rank": 81.419668, + "structural_overlay_pass": false, + "structural_overlay_score": 77.348684, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.256879, + "primary_prob": 42.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.885319, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.531022, + "range_504_ratio": 1.70067, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.067053, + "hold30_r": -1.0 + }, + { + "symbol": "TDG", + "date": "2024-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.472769, + "strategy_rank": 72.745257, + "production_rank": 76.654428, + "structural_overlay_pass": false, + "structural_overlay_score": 72.821707, + "structural_overlay_rr": 1.853971, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.884115, + "primary_prob": 52.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.326173, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 0.978911, + "range_504_ratio": 2.661556, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.818712, + "hold30_r": -1.0 + }, + { + "symbol": "TKO", + "date": "2024-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.614137, + "strategy_rank": 77.529203, + "production_rank": 81.890847, + "structural_overlay_pass": false, + "structural_overlay_score": 77.796305, + "structural_overlay_rr": 2.919886, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.972637, + "primary_prob": 40.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.458955, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 0.665507, + "range_504_ratio": 1.945476, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.913494, + "hold30_r": 6.369104 + }, + { + "symbol": "TMUS", + "date": "2024-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.541136, + "strategy_rank": 68.824753, + "production_rank": 76.396881, + "structural_overlay_pass": false, + "structural_overlay_score": 72.577037, + "structural_overlay_rr": 1.828286, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.294843, + "primary_prob": 21.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.942265, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.630039, + "range_504_ratio": 1.877683, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.223264, + "hold30_r": 1.408101 + }, + { + "symbol": "TRV", + "date": "2024-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.00927, + "strategy_rank": 74.637898, + "production_rank": 77.761689, + "structural_overlay_pass": false, + "structural_overlay_score": 73.873604, + "structural_overlay_rr": 2.883451, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.980447, + "primary_prob": 30.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.470671, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.538426, + "range_504_ratio": 1.713309, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.920876, + "hold30_r": 0.043599 + }, + { + "symbol": "TSN", + "date": "2024-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.575898, + "strategy_rank": 65.417216, + "production_rank": 70.803444, + "structural_overlay_pass": false, + "structural_overlay_score": 67.263271, + "structural_overlay_rr": 1.375939, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.410671, + "primary_prob": 39.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 80, + "primary_distance_atr": 2.116007, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.499682, + "range_504_ratio": 1.648198, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.333148, + "hold30_r": 1.250372 + }, + { + "symbol": "TT", + "date": "2024-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.249131, + "strategy_rank": 80.704415, + "production_rank": 85.552653, + "structural_overlay_pass": false, + "structural_overlay_score": 81.275021, + "structural_overlay_rr": 1.872687, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.029766, + "primary_prob": 38.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.544649, + "raw_level_count": 97, + "gate_level_count": 97, + "range_504_log": 0.94555, + "range_504_ratio": 2.57423, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.967252, + "hold30_r": 2.465696 + }, + { + "symbol": "TYL", + "date": "2024-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.77752, + "strategy_rank": 68.898306, + "production_rank": 73.858044, + "structural_overlay_pass": false, + "structural_overlay_score": 70.165142, + "structural_overlay_rr": 1.56673, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.035715, + "primary_prob": 28.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.553573, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.809241, + "range_504_ratio": 2.246203, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.962279, + "hold30_r": 0.36743 + }, + { + "symbol": "UHS", + "date": "2024-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.017381, + "strategy_rank": 88.579141, + "production_rank": 90.725221, + "structural_overlay_pass": false, + "structural_overlay_score": 86.18896, + "structural_overlay_rr": 2.383536, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.720422, + "primary_prob": 43.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.080633, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.799582, + "range_504_ratio": 2.22461, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.682511, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2024-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.223638, + "strategy_rank": 91.625138, + "production_rank": 90.824638, + "structural_overlay_pass": false, + "structural_overlay_score": 86.283406, + "structural_overlay_rr": 1.081658, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.67926, + "primary_prob": 58.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.01889, + "raw_level_count": 145, + "gate_level_count": 145, + "range_504_log": 2.276387, + "range_504_ratio": 9.741423, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.644504, + "hold30_r": 2.622018 + }, + { + "symbol": "VST", + "date": "2024-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.420626, + "strategy_rank": 99.213376, + "production_rank": 99.282459, + "structural_overlay_pass": false, + "structural_overlay_score": 94.318336, + "structural_overlay_rr": 1.615904, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.024935, + "primary_prob": 29.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.537402, + "raw_level_count": 114, + "gate_level_count": 114, + "range_504_log": 1.915818, + "range_504_ratio": 6.792493, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.027386, + "hold30_r": -1.0 + }, + { + "symbol": "VZ", + "date": "2024-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.112399, + "strategy_rank": 65.647039, + "production_rank": 70.802159, + "structural_overlay_pass": false, + "structural_overlay_score": 67.262051, + "structural_overlay_rr": 1.083159, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.082749, + "primary_prob": 46.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.624124, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.408943, + "range_504_ratio": 1.505226, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.069068, + "hold30_r": -1.0 + }, + { + "symbol": "WELL", + "date": "2024-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.022016, + "strategy_rank": 63.998552, + "production_rank": 71.67304, + "structural_overlay_pass": false, + "structural_overlay_score": 68.089388, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.754765, + "primary_prob": 53.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.132147, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.895409, + "range_504_ratio": 2.448336, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.683009, + "hold30_r": -1.0 + }, + { + "symbol": "WMT", + "date": "2024-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.004635, + "strategy_rank": 70.569526, + "production_rank": 77.714562, + "structural_overlay_pass": false, + "structural_overlay_score": 73.828834, + "structural_overlay_rr": 0.890683, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.890683, + "primary_prob": 33.1, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.336025, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.608298, + "range_504_ratio": 1.837302, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.785659, + "hold30_r": 7.881584 + }, + { + "symbol": "WRB", + "date": "2024-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.417149, + "strategy_rank": 66.684614, + "production_rank": 71.262126, + "structural_overlay_pass": false, + "structural_overlay_score": 67.69902, + "structural_overlay_rr": 2.34168, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.353047, + "primary_prob": 25.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.02957, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.515571, + "range_504_ratio": 1.674595, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.287901, + "hold30_r": 2.045409 + }, + { + "symbol": "WSM", + "date": "2024-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.644264, + "strategy_rank": 89.522117, + "production_rank": 89.229499, + "structural_overlay_pass": false, + "structural_overlay_score": 84.768024, + "structural_overlay_rr": 1.592285, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.939475, + "primary_prob": 30.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.909212, + "raw_level_count": 99, + "gate_level_count": 99, + "range_504_log": 1.158319, + "range_504_ratio": 3.184576, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.036194, + "hold30_r": -1.0 + }, + { + "symbol": "VLTO", + "date": "2024-11-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.095017, + "strategy_rank": 64.284988, + "production_rank": 71.554998, + "structural_overlay_pass": false, + "structural_overlay_score": 67.977248, + "structural_overlay_rr": 1.994913, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.500498, + "primary_prob": 37.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.250746, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.562729, + "range_504_ratio": 1.755457, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.436305, + "hold30_r": 0.834084 + }, + { + "symbol": "CEG", + "date": "2024-11-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.317073, + "strategy_rank": 97.428521, + "production_rank": 97.391371, + "structural_overlay_pass": false, + "structural_overlay_score": 92.521803, + "structural_overlay_rr": 1.646947, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.673816, + "primary_prob": 42.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.010723, + "raw_level_count": 105, + "gate_level_count": 105, + "range_504_log": 1.400642, + "range_504_ratio": 4.057804, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.643977, + "hold30_r": -0.623468 + }, + { + "symbol": "HOOD", + "date": "2024-11-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.292683, + "strategy_rank": 98.403418, + "production_rank": 98.366506, + "structural_overlay_pass": false, + "structural_overlay_score": 93.448181, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.731126, + "primary_prob": 30.87, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 13.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.596689, + "raw_level_count": 126, + "gate_level_count": 126, + "range_504_log": 1.379663, + "range_504_ratio": 3.973562, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.70455, + "hold30_r": 3.150657 + }, + { + "symbol": "ABBV", + "date": "2024-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.292683, + "strategy_rank": 68.812177, + "production_rank": 75.305679, + "structural_overlay_pass": false, + "structural_overlay_score": 71.540395, + "structural_overlay_rr": 1.198996, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.751089, + "primary_prob": 38.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.126634, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.459371, + "range_504_ratio": 1.583078, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -3.933451, + "hold30_r": -3.862846 + }, + { + "symbol": "ACGL", + "date": "2024-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.195122, + "strategy_rank": 74.211768, + "production_rank": 78.539553, + "structural_overlay_pass": false, + "structural_overlay_score": 74.612575, + "structural_overlay_rr": 1.823848, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.969471, + "primary_prob": 33.94, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 19.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.454207, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 0.739091, + "range_504_ratio": 2.094031, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.05059, + "hold30_r": -1.0 + }, + { + "symbol": "AFL", + "date": "2024-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.243902, + "strategy_rank": 67.404308, + "production_rank": 75.017506, + "structural_overlay_pass": false, + "structural_overlay_score": 71.266631, + "structural_overlay_rr": 1.255559, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.213005, + "primary_prob": 37.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.819508, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.651598, + "range_504_ratio": 1.918605, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.140721, + "hold30_r": -1.032731 + }, + { + "symbol": "ALL", + "date": "2024-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.390244, + "strategy_rank": 75.197258, + "production_rank": 81.59492, + "structural_overlay_pass": false, + "structural_overlay_score": 77.515174, + "structural_overlay_rr": 1.29826, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.25327, + "primary_prob": 37.66, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.879905, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.681365, + "range_504_ratio": 1.976574, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.195306, + "hold30_r": 0.457809 + }, + { + "symbol": "BBY", + "date": "2024-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.609756, + "strategy_rank": 81.207851, + "production_rank": 81.008486, + "structural_overlay_pass": false, + "structural_overlay_score": 76.958062, + "structural_overlay_rr": 2.327338, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.820693, + "primary_prob": 31.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 68, + "primary_distance_atr": 2.73104, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.509636, + "range_504_ratio": 1.664684, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.049791, + "hold30_r": -1.0 + }, + { + "symbol": "BK", + "date": "2024-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.414634, + "strategy_rank": 69.295353, + "production_rank": 77.335114, + "structural_overlay_pass": false, + "structural_overlay_score": 73.468358, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.729792, + "primary_prob": 53.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.094688, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.705554, + "range_504_ratio": 2.024968, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.65411, + "hold30_r": -0.034096 + }, + { + "symbol": "BRO", + "date": "2024-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.487805, + "strategy_rank": 66.881609, + "production_rank": 74.750341, + "structural_overlay_pass": false, + "structural_overlay_score": 71.012824, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.698679, + "primary_prob": 55.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.048019, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.769999, + "range_504_ratio": 2.159763, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.628027, + "hold30_r": -1.0 + }, + { + "symbol": "CBOE", + "date": "2024-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.195122, + "strategy_rank": 73.003739, + "production_rank": 79.400866, + "structural_overlay_pass": false, + "structural_overlay_score": 75.430823, + "structural_overlay_rr": 2.100774, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.402256, + "primary_prob": 39.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.103384, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.641978, + "range_504_ratio": 1.900236, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.351395, + "hold30_r": -1.0 + }, + { + "symbol": "CBRE", + "date": "2024-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.097561, + "strategy_rank": 77.421577, + "production_rank": 80.313572, + "structural_overlay_pass": false, + "structural_overlay_score": 76.297893, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.80719, + "primary_prob": 50.85, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.210785, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.750718, + "range_504_ratio": 2.118521, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.754028, + "hold30_r": -1.0 + }, + { + "symbol": "CFG", + "date": "2024-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.243902, + "strategy_rank": 82.042994, + "production_rank": 83.109964, + "structural_overlay_pass": false, + "structural_overlay_score": 78.954466, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.952332, + "primary_prob": 41.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 82.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.928498, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.753022, + "range_504_ratio": 2.123408, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.041993, + "hold30_r": -1.0 + }, + { + "symbol": "CHRW", + "date": "2024-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.463415, + "strategy_rank": 79.393003, + "production_rank": 81.749807, + "structural_overlay_pass": false, + "structural_overlay_score": 77.662317, + "structural_overlay_rr": 1.319905, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.599985, + "primary_prob": 41.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.399977, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.553885, + "range_504_ratio": 1.74, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.545098, + "hold30_r": -1.0 + }, + { + "symbol": "CL", + "date": "2024-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.02439, + "strategy_rank": 63.776927, + "production_rank": 72.192748, + "structural_overlay_pass": false, + "structural_overlay_score": 68.583111, + "structural_overlay_rr": 1.156114, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.148355, + "primary_prob": 45.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.722533, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.480193, + "range_504_ratio": 1.616386, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.077925, + "hold30_r": 0.488827 + }, + { + "symbol": "CMI", + "date": "2024-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.756098, + "strategy_rank": 75.241677, + "production_rank": 78.413151, + "structural_overlay_pass": false, + "structural_overlay_score": 74.492493, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.913908, + "primary_prob": 47.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.370862, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.599978, + "range_504_ratio": 1.822079, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.854105, + "hold30_r": -0.28155 + }, + { + "symbol": "CPB", + "date": "2024-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.341463, + "strategy_rank": 67.008367, + "production_rank": 73.452733, + "structural_overlay_pass": false, + "structural_overlay_score": 69.780096, + "structural_overlay_rr": 1.478933, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.468011, + "primary_prob": 37.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 111, + "primary_distance_atr": 2.202016, + "raw_level_count": 23, + "gate_level_count": 23, + "range_504_log": 0.42055, + "range_504_ratio": 1.522799, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.075816, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2024-11-07", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.878049, + "strategy_rank": 99.111714, + "production_rank": 99.367159, + "structural_overlay_pass": false, + "structural_overlay_score": 94.398801, + "structural_overlay_rr": 1.16583, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 3.046097, + "primary_prob": 29.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 73.0, + "primary_rejection_count": 26, + "primary_distance_atr": 4.569146, + "raw_level_count": 174, + "gate_level_count": 174, + "range_504_log": 4.291424, + "range_504_ratio": 73.070423, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.031364, + "hold30_r": -1.0 + }, + { + "symbol": "DVA", + "date": "2024-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.902439, + "strategy_rank": 87.589372, + "production_rank": 91.360394, + "structural_overlay_pass": false, + "structural_overlay_score": 86.792374, + "structural_overlay_rr": 2.129942, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.739225, + "primary_prob": 49.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.108837, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 0.94825, + "range_504_ratio": 2.581189, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.696697, + "hold30_r": 0.209288 + }, + { + "symbol": "EBAY", + "date": "2024-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.634146, + "strategy_rank": 79.747552, + "production_rank": 84.70975, + "structural_overlay_pass": false, + "structural_overlay_score": 80.474263, + "structural_overlay_rr": 1.512983, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.961623, + "primary_prob": 29.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.942435, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.60106, + "range_504_ratio": 1.824052, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.907033, + "hold30_r": 1.315905 + }, + { + "symbol": "ECL", + "date": "2024-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.04878, + "strategy_rank": 65.977212, + "production_rank": 73.334402, + "structural_overlay_pass": false, + "structural_overlay_score": 69.667681, + "structural_overlay_rr": 1.074579, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.03105, + "primary_prob": 42.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 69.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.546574, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.663249, + "range_504_ratio": 1.94109, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.959194, + "hold30_r": -1.0 + }, + { + "symbol": "ERIE", + "date": "2024-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.658537, + "strategy_rank": 88.185063, + "production_rank": 91.676221, + "structural_overlay_pass": false, + "structural_overlay_score": 87.09241, + "structural_overlay_rr": 0.906231, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.764084, + "primary_prob": 40.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.146127, + "raw_level_count": 95, + "gate_level_count": 95, + "range_504_log": 1.008685, + "range_504_ratio": 2.741992, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.040651, + "hold30_r": -1.0 + }, + { + "symbol": "ETR", + "date": "2024-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.731707, + "strategy_rank": 78.223874, + "production_rank": 80.726485, + "structural_overlay_pass": false, + "structural_overlay_score": 76.690161, + "structural_overlay_rr": 1.927191, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.618841, + "primary_prob": 30.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.428261, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.588297, + "range_504_ratio": 1.800918, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.567227, + "hold30_r": 0.760268 + }, + { + "symbol": "EXR", + "date": "2024-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.536585, + "strategy_rank": 73.800427, + "production_rank": 78.71248, + "structural_overlay_pass": false, + "structural_overlay_score": 74.776856, + "structural_overlay_rr": 2.31212, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.787, + "primary_prob": 32.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 84, + "primary_distance_atr": 2.6805, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.602653, + "range_504_ratio": 1.826959, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.050739, + "hold30_r": -1.0 + }, + { + "symbol": "FIS", + "date": "2024-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.02439, + "strategy_rank": 69.612694, + "production_rank": 77.749926, + "structural_overlay_pass": false, + "structural_overlay_score": 73.86243, + "structural_overlay_rr": 1.078599, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.901751, + "primary_prob": 24.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 69.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.852627, + "raw_level_count": 101, + "gate_level_count": 101, + "range_504_log": 0.673319, + "range_504_ratio": 1.960734, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.061712, + "hold30_r": -1.0 + }, + { + "symbol": "FITB", + "date": "2024-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.634146, + "strategy_rank": 76.612516, + "production_rank": 80.953059, + "structural_overlay_pass": false, + "structural_overlay_score": 76.905406, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.538181, + "primary_prob": 35.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.307271, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.751988, + "range_504_ratio": 2.121212, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.483208, + "hold30_r": -1.0 + }, + { + "symbol": "GE", + "date": "2024-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.365854, + "strategy_rank": 77.022521, + "production_rank": 78.136965, + "structural_overlay_pass": false, + "structural_overlay_score": 74.230117, + "structural_overlay_rr": 1.744952, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.677809, + "primary_prob": 17.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.516713, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 1.071019, + "range_504_ratio": 2.918352, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.054411, + "hold30_r": -1.0 + }, + { + "symbol": "GLW", + "date": "2024-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.95122, + "strategy_rank": 84.657824, + "production_rank": 87.088956, + "structural_overlay_pass": false, + "structural_overlay_score": 82.734508, + "structural_overlay_rr": 1.655181, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.275726, + "primary_prob": 37.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.913589, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.703192, + "range_504_ratio": 2.02019, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.056806, + "hold30_r": -1.0 + }, + { + "symbol": "GM", + "date": "2024-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.219512, + "strategy_rank": 86.079936, + "production_rank": 87.793128, + "structural_overlay_pass": false, + "structural_overlay_score": 83.403472, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.778087, + "primary_prob": 46.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 95.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.66713, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.754532, + "range_504_ratio": 2.126616, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.73143, + "hold30_r": -1.0 + }, + { + "symbol": "HAS", + "date": "2024-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.0, + "strategy_rank": 78.766423, + "production_rank": 82.510949, + "structural_overlay_pass": false, + "structural_overlay_score": 78.385401, + "structural_overlay_rr": 2.628385, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.027907, + "primary_prob": 29.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 3.04186, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.545044, + "range_504_ratio": 1.724684, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.174574, + "hold30_r": -1.125467 + }, + { + "symbol": "HCA", + "date": "2024-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.878049, + "strategy_rank": 82.509525, + "production_rank": 86.632366, + "structural_overlay_pass": false, + "structural_overlay_score": 82.300748, + "structural_overlay_rr": 1.523747, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.882687, + "primary_prob": 36.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.324031, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.698098, + "range_504_ratio": 2.009926, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.046033, + "hold30_r": -1.0 + }, + { + "symbol": "HIG", + "date": "2024-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.121951, + "strategy_rank": 77.315293, + "production_rank": 83.250846, + "structural_overlay_pass": false, + "structural_overlay_score": 79.088303, + "structural_overlay_rr": 0.945949, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.716218, + "primary_prob": 51.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 63.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.074327, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.651271, + "range_504_ratio": 1.917977, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.650611, + "hold30_r": -1.0 + }, + { + "symbol": "IBM", + "date": "2024-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.804878, + "strategy_rank": 66.317429, + "production_rank": 73.479912, + "structural_overlay_pass": false, + "structural_overlay_score": 69.805917, + "structural_overlay_rr": 1.747085, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.341451, + "primary_prob": 21.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.012176, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.677556, + "range_504_ratio": 1.969058, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.068835, + "hold30_r": -1.0 + }, + { + "symbol": "ICE", + "date": "2024-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.560976, + "strategy_rank": 61.949617, + "production_rank": 70.486737, + "structural_overlay_pass": false, + "structural_overlay_score": 66.9624, + "structural_overlay_rr": 1.693093, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.697145, + "primary_prob": 28.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 72.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.545718, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.578909, + "range_504_ratio": 1.784091, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.067657, + "hold30_r": -1.0 + }, + { + "symbol": "IP", + "date": "2024-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.853659, + "strategy_rank": 76.816539, + "production_rank": 78.162246, + "structural_overlay_pass": false, + "structural_overlay_score": 74.254133, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.649347, + "primary_prob": 31.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.474021, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.718844, + "range_504_ratio": 2.05206, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.067201, + "hold30_r": -1.012445 + }, + { + "symbol": "IRM", + "date": "2024-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.560976, + "strategy_rank": 84.132099, + "production_rank": 88.608391, + "structural_overlay_pass": false, + "structural_overlay_score": 84.177972, + "structural_overlay_rr": 1.661901, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.070165, + "primary_prob": 29.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.605247, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 0.979193, + "range_504_ratio": 2.662306, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.025318, + "hold30_r": -1.0 + }, + { + "symbol": "JPM", + "date": "2024-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.073171, + "strategy_rank": 74.823482, + "production_rank": 77.240045, + "structural_overlay_pass": false, + "structural_overlay_score": 73.378043, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.885755, + "primary_prob": 48.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.328633, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.70035, + "range_504_ratio": 2.014459, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.833096, + "hold30_r": 0.135893 + }, + { + "symbol": "LHX", + "date": "2024-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.829268, + "strategy_rank": 61.003116, + "production_rank": 67.945166, + "structural_overlay_pass": false, + "structural_overlay_score": 64.547908, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.037732, + "primary_prob": 45.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.556598, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.483947, + "range_504_ratio": 1.622465, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.963973, + "hold30_r": -1.0 + }, + { + "symbol": "LLY", + "date": "2024-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.780488, + "strategy_rank": 79.011305, + "production_rank": 80.601033, + "structural_overlay_pass": false, + "structural_overlay_score": 76.570981, + "structural_overlay_rr": 2.11431, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.634554, + "primary_prob": 25.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.45183, + "raw_level_count": 111, + "gate_level_count": 111, + "range_504_log": 1.16901, + "range_504_ratio": 3.218806, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.042486, + "hold30_r": -1.0 + }, + { + "symbol": "LMT", + "date": "2024-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.780488, + "strategy_rank": 68.018604, + "production_rank": 76.605899, + "structural_overlay_pass": false, + "structural_overlay_score": 72.775604, + "structural_overlay_rr": 1.738527, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.738312, + "primary_prob": 21.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.607468, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.452258, + "range_504_ratio": 1.571857, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.073918, + "hold30_r": -1.0 + }, + { + "symbol": "MMM", + "date": "2024-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.536585, + "strategy_rank": 83.694588, + "production_rank": 83.64192, + "structural_overlay_pass": false, + "structural_overlay_score": 79.459824, + "structural_overlay_rr": 1.648701, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.741588, + "primary_prob": 33.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.612381, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.504466, + "range_504_ratio": 1.656102, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.055728, + "hold30_r": -1.0 + }, + { + "symbol": "NTAP", + "date": "2024-11-07", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.121951, + "strategy_rank": 72.983176, + "production_rank": 75.362768, + "structural_overlay_pass": false, + "structural_overlay_score": 71.594629, + "structural_overlay_rr": 3.012962, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.609349, + "primary_prob": 20.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 9, + "primary_distance_atr": 3.914024, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.843527, + "range_504_ratio": 2.324552, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.548219, + "hold30_r": -1.485722 + }, + { + "symbol": "NVDA", + "date": "2024-11-07", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 96.341463, + "strategy_rank": 96.307638, + "production_rank": 96.318913, + "structural_overlay_pass": false, + "structural_overlay_score": 91.502967, + "structural_overlay_rr": 6.790738, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 2.116497, + "primary_prob": 23.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 3.174746, + "raw_level_count": 169, + "gate_level_count": 169, + "range_504_log": 2.656094, + "range_504_ratio": 14.240552, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.042958, + "hold30_r": -1.0 + }, + { + "symbol": "NVR", + "date": "2024-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.512195, + "strategy_rank": 71.12934, + "production_rank": 75.590291, + "structural_overlay_pass": false, + "structural_overlay_score": 71.810777, + "structural_overlay_rr": 1.124475, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.815002, + "primary_prob": 39.77, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 22.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.222502, + "raw_level_count": 86, + "gate_level_count": 86, + "range_504_log": 0.900164, + "range_504_ratio": 2.460006, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.04902, + "hold30_r": -1.0 + }, + { + "symbol": "PEG", + "date": "2024-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.780488, + "strategy_rank": 68.350721, + "production_rank": 75.160643, + "structural_overlay_pass": false, + "structural_overlay_score": 71.402611, + "structural_overlay_rr": 1.666438, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.058002, + "primary_prob": 28.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.587004, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.540361, + "range_504_ratio": 1.716626, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.998766, + "hold30_r": 0.291858 + }, + { + "symbol": "PHM", + "date": "2024-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.0, + "strategy_rank": 81.470803, + "production_rank": 82.647202, + "structural_overlay_pass": false, + "structural_overlay_score": 78.514842, + "structural_overlay_rr": 1.836408, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.800119, + "primary_prob": 40.12, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 21.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.200179, + "raw_level_count": 115, + "gate_level_count": 115, + "range_504_log": 1.379294, + "range_504_ratio": 3.972097, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.760961, + "hold30_r": -1.0 + }, + { + "symbol": "PM", + "date": "2024-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.097561, + "strategy_rank": 65.965373, + "production_rank": 71.009436, + "structural_overlay_pass": false, + "structural_overlay_score": 67.458964, + "structural_overlay_rr": 0.790251, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.605736, + "primary_prob": 16.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.408604, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.43041, + "range_504_ratio": 1.537888, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.544791, + "hold30_r": 0.108321 + }, + { + "symbol": "RL", + "date": "2024-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.463415, + "strategy_rank": 83.914901, + "production_rank": 86.431072, + "structural_overlay_pass": false, + "structural_overlay_score": 82.109519, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.237034, + "primary_prob": 38.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.855551, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 0.967926, + "range_504_ratio": 2.632479, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.100015, + "hold30_r": -1.052677 + }, + { + "symbol": "RMD", + "date": "2024-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.487805, + "strategy_rank": 82.542193, + "production_rank": 83.524064, + "structural_overlay_pass": false, + "structural_overlay_score": 79.347861, + "structural_overlay_rr": 1.246559, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.615983, + "primary_prob": 50.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.423974, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.677946, + "range_504_ratio": 1.969828, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.052795, + "hold30_r": -1.0 + }, + { + "symbol": "RTX", + "date": "2024-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.609756, + "strategy_rank": 70.977924, + "production_rank": 79.188535, + "structural_overlay_pass": false, + "structural_overlay_score": 75.229108, + "structural_overlay_rr": 1.085039, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.0942, + "primary_prob": 38.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.6413, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.629848, + "range_504_ratio": 1.877325, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.017809, + "hold30_r": -1.0 + }, + { + "symbol": "SATS", + "date": "2024-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.268293, + "strategy_rank": 99.013352, + "production_rank": 99.098332, + "structural_overlay_pass": true, + "structural_overlay_score": 99.143416, + "structural_overlay_rr": 2.230069, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.796032, + "primary_prob": 28.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.694048, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 1.149319, + "range_504_ratio": 3.156044, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.029017, + "hold30_r": -1.0 + }, + { + "symbol": "SO", + "date": "2024-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.707317, + "strategy_rank": 61.680523, + "production_rank": 70.022788, + "structural_overlay_pass": false, + "structural_overlay_score": 66.521649, + "structural_overlay_rr": 0.696365, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.420309, + "primary_prob": 38.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.130463, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.473079, + "range_504_ratio": 1.604928, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.345152, + "hold30_r": -1.0 + }, + { + "symbol": "T", + "date": "2024-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.365854, + "strategy_rank": 74.091864, + "production_rank": 81.183194, + "structural_overlay_pass": false, + "structural_overlay_score": 77.124034, + "structural_overlay_rr": 0.942396, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.665926, + "primary_prob": 34.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.498889, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.531022, + "range_504_ratio": 1.70067, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.600652, + "hold30_r": 1.051385 + }, + { + "symbol": "TKO", + "date": "2024-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.707317, + "strategy_rank": 77.11483, + "production_rank": 81.978992, + "structural_overlay_pass": false, + "structural_overlay_score": 77.880043, + "structural_overlay_rr": 1.801181, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.790649, + "primary_prob": 16.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.685974, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 0.665507, + "range_504_ratio": 1.945476, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.733963, + "hold30_r": 6.169678 + }, + { + "symbol": "TRV", + "date": "2024-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.04878, + "strategy_rank": 73.49911, + "production_rank": 76.682333, + "structural_overlay_pass": false, + "structural_overlay_score": 72.848217, + "structural_overlay_rr": 2.110298, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.71161, + "primary_prob": 29.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.567414, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.538426, + "range_504_ratio": 1.713309, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.650668, + "hold30_r": -1.0 + }, + { + "symbol": "TSCO", + "date": "2024-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.682927, + "strategy_rank": 73.534983, + "production_rank": 76.584298, + "structural_overlay_pass": false, + "structural_overlay_score": 72.755083, + "structural_overlay_rr": 1.71544, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.828357, + "primary_prob": 52.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.242536, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.508607, + "range_504_ratio": 1.662973, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.057011, + "hold30_r": -1.0 + }, + { + "symbol": "TSN", + "date": "2024-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.02439, + "strategy_rank": 63.379117, + "production_rank": 70.260875, + "structural_overlay_pass": false, + "structural_overlay_score": 66.747831, + "structural_overlay_rr": 1.272338, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.307155, + "primary_prob": 41.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 80, + "primary_distance_atr": 1.960733, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.499682, + "range_504_ratio": 1.648198, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.230881, + "hold30_r": -0.448212 + }, + { + "symbol": "TT", + "date": "2024-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.170732, + "strategy_rank": 78.467687, + "production_rank": 83.368702, + "structural_overlay_pass": false, + "structural_overlay_score": 79.200267, + "structural_overlay_rr": 0.904656, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.847604, + "primary_prob": 49.39, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.271406, + "raw_level_count": 98, + "gate_level_count": 98, + "range_504_log": 0.920872, + "range_504_ratio": 2.511479, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.78681, + "hold30_r": -1.0 + }, + { + "symbol": "UHS", + "date": "2024-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.804878, + "strategy_rank": 86.277283, + "production_rank": 88.453148, + "structural_overlay_pass": false, + "structural_overlay_score": 84.030491, + "structural_overlay_rr": 1.929059, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.972982, + "primary_prob": 35.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.459472, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.793155, + "range_504_ratio": 2.210359, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.037241, + "hold30_r": -1.0 + }, + { + "symbol": "VST", + "date": "2024-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.512195, + "strategy_rank": 99.111091, + "production_rank": 99.244793, + "structural_overlay_pass": false, + "structural_overlay_score": 94.282553, + "structural_overlay_rr": 0.763527, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.763527, + "primary_prob": 52.51, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.145291, + "raw_level_count": 115, + "gate_level_count": 115, + "range_504_log": 1.915818, + "range_504_ratio": 6.792493, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.738049, + "hold30_r": 0.396077 + }, + { + "symbol": "VTR", + "date": "2024-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.341463, + "strategy_rank": 59.201798, + "production_rank": 66.581687, + "structural_overlay_pass": false, + "structural_overlay_score": 63.252602, + "structural_overlay_rr": 1.537488, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.537488, + "primary_prob": 16.75, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.306233, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.541768, + "range_504_ratio": 1.719044, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.062716, + "hold30_r": -1.0 + }, + { + "symbol": "WRB", + "date": "2024-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.585366, + "strategy_rank": 68.058661, + "production_rank": 72.567563, + "structural_overlay_pass": false, + "structural_overlay_score": 68.939185, + "structural_overlay_rr": 0.91695, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.893916, + "primary_prob": 48.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.340873, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.515571, + "range_504_ratio": 1.674595, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.82805, + "hold30_r": -1.0 + }, + { + "symbol": "WSM", + "date": "2024-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.97561, + "strategy_rank": 91.237671, + "production_rank": 91.150317, + "structural_overlay_pass": false, + "structural_overlay_score": 86.592802, + "structural_overlay_rr": 1.503041, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.824865, + "primary_prob": 31.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.737298, + "raw_level_count": 99, + "gate_level_count": 99, + "range_504_log": 1.158319, + "range_504_ratio": 3.184576, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.791379, + "hold30_r": 6.222922 + }, + { + "symbol": "ZBRA", + "date": "2024-11-07", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.292683, + "strategy_rank": 73.523856, + "production_rank": 76.780132, + "structural_overlay_pass": false, + "structural_overlay_score": 72.941125, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 12.224687, + "primary_prob": 25.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 18.337031, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 0.729956, + "range_504_ratio": 2.07499, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.058806, + "hold30_r": -1.0 + }, + { + "symbol": "VLTO", + "date": "2024-11-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.268293, + "strategy_rank": 66.100944, + "production_rank": 73.823393, + "structural_overlay_pass": false, + "structural_overlay_score": 70.132224, + "structural_overlay_rr": 2.139481, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.480809, + "primary_prob": 37.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.221213, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.562729, + "range_504_ratio": 1.755457, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.063926, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2024-11-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.778043, + "strategy_rank": 96.889523, + "production_rank": 96.852363, + "structural_overlay_pass": false, + "structural_overlay_score": 92.009745, + "structural_overlay_rr": 2.000357, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.250832, + "primary_prob": 24.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.876248, + "raw_level_count": 105, + "gate_level_count": 105, + "range_504_log": 1.400642, + "range_504_ratio": 4.057804, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.222054, + "hold30_r": 0.036933 + }, + { + "symbol": "HOOD", + "date": "2024-11-13", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.926014, + "strategy_rank": 98.749398, + "production_rank": 98.80827, + "structural_overlay_pass": false, + "structural_overlay_score": 93.867856, + "structural_overlay_rr": 0.925393, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.810736, + "primary_prob": 25.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 14, + "primary_distance_atr": 4.216104, + "raw_level_count": 126, + "gate_level_count": 126, + "range_504_log": 1.512196, + "range_504_ratio": 4.536682, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.78623, + "hold30_r": 2.7301 + }, + { + "symbol": "ABBV", + "date": "2024-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.754177, + "strategy_rank": 76.974955, + "production_rank": 80.234695, + "structural_overlay_pass": false, + "structural_overlay_score": 76.22296, + "structural_overlay_rr": 1.098704, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.955336, + "primary_prob": 20.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 4.433004, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.459371, + "range_504_ratio": 1.583078, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.044924, + "hold30_r": 0.86998 + }, + { + "symbol": "AEP", + "date": "2024-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.458234, + "strategy_rank": 59.359719, + "production_rank": 67.059224, + "structural_overlay_pass": false, + "structural_overlay_score": 63.706263, + "structural_overlay_rr": 1.802583, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.796068, + "primary_prob": 32.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 79, + "primary_distance_atr": 2.694102, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.416075, + "range_504_ratio": 1.515999, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.724615, + "hold30_r": -1.0 + }, + { + "symbol": "AFL", + "date": "2024-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.260143, + "strategy_rank": 66.543858, + "production_rank": 74.115953, + "structural_overlay_pass": false, + "structural_overlay_score": 70.410155, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.550845, + "primary_prob": 18.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.326268, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.651598, + "range_504_ratio": 1.918605, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.470126, + "hold30_r": -1.0 + }, + { + "symbol": "BBY", + "date": "2024-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.071599, + "strategy_rank": 80.278148, + "production_rank": 80.209298, + "structural_overlay_pass": false, + "structural_overlay_score": 76.198833, + "structural_overlay_rr": 2.041224, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.067003, + "primary_prob": 28.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 68, + "primary_distance_atr": 3.100505, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.509636, + "range_504_ratio": 1.664684, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.167961, + "hold30_r": -1.114788 + }, + { + "symbol": "BK", + "date": "2024-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.527446, + "strategy_rank": 67.952823, + "production_rank": 75.811031, + "structural_overlay_pass": false, + "structural_overlay_score": 72.020479, + "structural_overlay_rr": 1.303819, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.799004, + "primary_prob": 36.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.198507, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.705554, + "range_504_ratio": 2.024968, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.721, + "hold30_r": -0.231289 + }, + { + "symbol": "BRO", + "date": "2024-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.038186, + "strategy_rank": 63.647158, + "production_rank": 71.110834, + "structural_overlay_pass": false, + "structural_overlay_score": 67.555292, + "structural_overlay_rr": 1.399466, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.989846, + "primary_prob": 30.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.484769, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.769999, + "range_504_ratio": 2.159763, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.917628, + "hold30_r": -1.0 + }, + { + "symbol": "CB", + "date": "2024-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.145585, + "strategy_rank": 60.970555, + "production_rank": 67.695565, + "structural_overlay_pass": false, + "structural_overlay_score": 64.310787, + "structural_overlay_rr": 0.93903, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.936721, + "primary_prob": 38.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.405082, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.498944, + "range_504_ratio": 1.646981, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.078396, + "hold30_r": -1.0 + }, + { + "symbol": "CBOE", + "date": "2024-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.498807, + "strategy_rank": 70.523274, + "production_rank": 76.848452, + "structural_overlay_pass": false, + "structural_overlay_score": 73.006029, + "structural_overlay_rr": 1.591724, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.624812, + "primary_prob": 35.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.437219, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.634648, + "range_504_ratio": 1.886358, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.572579, + "hold30_r": -0.329043 + }, + { + "symbol": "CBRE", + "date": "2024-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.651551, + "strategy_rank": 75.052523, + "production_rank": 77.918866, + "structural_overlay_pass": false, + "structural_overlay_score": 74.022922, + "structural_overlay_rr": 1.160288, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.798075, + "primary_prob": 52.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.197112, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.758068, + "range_504_ratio": 2.134148, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.746419, + "hold30_r": -1.0 + }, + { + "symbol": "CFG", + "date": "2024-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.322196, + "strategy_rank": 81.459504, + "production_rank": 82.747068, + "structural_overlay_pass": false, + "structural_overlay_score": 78.609714, + "structural_overlay_rr": 0.902417, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.901703, + "primary_prob": 41.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 81.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.852554, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.753022, + "range_504_ratio": 2.123408, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.047497, + "hold30_r": -1.0 + }, + { + "symbol": "CHRW", + "date": "2024-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.305489, + "strategy_rank": 79.913605, + "production_rank": 82.7109, + "structural_overlay_pass": false, + "structural_overlay_score": 78.575355, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.751502, + "primary_prob": 48.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.127252, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.553885, + "range_504_ratio": 1.74, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.061572, + "hold30_r": -1.0 + }, + { + "symbol": "CL", + "date": "2024-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.174224, + "strategy_rank": 59.575876, + "production_rank": 67.441992, + "structural_overlay_pass": false, + "structural_overlay_score": 64.069893, + "structural_overlay_rr": 1.618251, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.707768, + "primary_prob": 33.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.561651, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.480193, + "range_504_ratio": 1.616386, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.632178, + "hold30_r": -0.272767 + }, + { + "symbol": "COHR", + "date": "2024-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.568019, + "strategy_rank": 98.213765, + "production_rank": 98.33185, + "structural_overlay_pass": false, + "structural_overlay_score": 93.415257, + "structural_overlay_rr": 1.639091, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.753925, + "primary_prob": 39.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.130888, + "raw_level_count": 98, + "gate_level_count": 98, + "range_504_log": 1.446266, + "range_504_ratio": 4.247226, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.028142, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2024-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.198091, + "strategy_rank": 95.060516, + "production_rank": 94.439708, + "structural_overlay_pass": false, + "structural_overlay_score": 89.717722, + "structural_overlay_rr": 1.712765, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.979943, + "primary_prob": 26.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.969915, + "raw_level_count": 145, + "gate_level_count": 145, + "range_504_log": 2.362139, + "range_504_ratio": 10.613629, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.962893, + "hold30_r": -0.711767 + }, + { + "symbol": "CPB", + "date": "2024-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.412888, + "strategy_rank": 64.446029, + "production_rank": 70.768315, + "structural_overlay_pass": false, + "structural_overlay_score": 67.229899, + "structural_overlay_rr": 1.835071, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.826307, + "primary_prob": 31.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 113, + "primary_distance_atr": 2.739461, + "raw_level_count": 23, + "gate_level_count": 23, + "range_504_log": 0.42055, + "range_504_ratio": 1.522799, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.067165, + "hold30_r": -1.0 + }, + { + "symbol": "CTAS", + "date": "2024-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.560859, + "strategy_rank": 62.101628, + "production_rank": 69.921371, + "structural_overlay_pass": false, + "structural_overlay_score": 66.425303, + "structural_overlay_rr": 1.892406, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.243313, + "primary_prob": 23.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.86497, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.765246, + "range_504_ratio": 2.149523, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.163595, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2024-11-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.880668, + "strategy_rank": 98.883214, + "production_rank": 99.215699, + "structural_overlay_pass": false, + "structural_overlay_score": 94.254914, + "structural_overlay_rr": 0.990405, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 3.294474, + "primary_prob": 27.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 72.0, + "primary_rejection_count": 26, + "primary_distance_atr": 4.941711, + "raw_level_count": 174, + "gate_level_count": 174, + "range_504_log": 4.291424, + "range_504_ratio": 73.070423, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.033075, + "hold30_r": -1.0 + }, + { + "symbol": "D", + "date": "2024-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.231504, + "strategy_rank": 67.617872, + "production_rank": 74.155749, + "structural_overlay_pass": false, + "structural_overlay_score": 70.447962, + "structural_overlay_rr": 1.414899, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.095553, + "primary_prob": 28.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 3.14333, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.489779, + "range_504_ratio": 1.631955, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.056339, + "hold30_r": -1.0 + }, + { + "symbol": "DVA", + "date": "2024-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.852029, + "strategy_rank": 87.130624, + "production_rank": 90.704426, + "structural_overlay_pass": false, + "structural_overlay_score": 86.169204, + "structural_overlay_rr": 0.792331, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.455289, + "primary_prob": 23.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.182934, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 0.909194, + "range_504_ratio": 2.482322, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.409862, + "hold30_r": -1.0 + }, + { + "symbol": "EBAY", + "date": "2024-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.391408, + "strategy_rank": 79.078736, + "production_rank": 84.18296, + "structural_overlay_pass": false, + "structural_overlay_score": 79.973812, + "structural_overlay_rr": 1.347428, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.917774, + "primary_prob": 30.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.876661, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.60106, + "range_504_ratio": 1.824052, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.057205, + "hold30_r": -1.0 + }, + { + "symbol": "ECL", + "date": "2024-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.50358, + "strategy_rank": 61.399299, + "production_rank": 68.100726, + "structural_overlay_pass": false, + "structural_overlay_score": 64.69569, + "structural_overlay_rr": 0.964767, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.743524, + "primary_prob": 58.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.115285, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.628099, + "range_504_ratio": 1.874046, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.080332, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2024-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.868735, + "strategy_rank": 88.85467, + "production_rank": 90.859359, + "structural_overlay_pass": false, + "structural_overlay_score": 86.316391, + "structural_overlay_rr": 1.390736, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.845612, + "primary_prob": 49.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.268418, + "raw_level_count": 104, + "gate_level_count": 104, + "range_504_log": 1.30893, + "range_504_ratio": 3.702209, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.794416, + "hold30_r": -1.0 + }, + { + "symbol": "ERIE", + "date": "2024-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.329356, + "strategy_rank": 87.250976, + "production_rank": 90.94377, + "structural_overlay_pass": false, + "structural_overlay_score": 86.396581, + "structural_overlay_rr": 0.812228, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.372718, + "primary_prob": 21.8, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 10.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.059077, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 1.008685, + "range_504_ratio": 2.741992, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.32715, + "hold30_r": -1.0 + }, + { + "symbol": "ETR", + "date": "2024-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.99284, + "strategy_rank": 78.780974, + "production_rank": 81.518263, + "structural_overlay_pass": false, + "structural_overlay_score": 77.442349, + "structural_overlay_rr": 1.882416, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.882416, + "primary_prob": 26.23, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.823624, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.588297, + "range_504_ratio": 1.800918, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.826043, + "hold30_r": 0.854947 + }, + { + "symbol": "FIS", + "date": "2024-11-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.004773, + "strategy_rank": 67.645622, + "production_rank": 75.765339, + "structural_overlay_pass": false, + "structural_overlay_score": 71.977072, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 2.102161, + "primary_prob": 28.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 3.153242, + "raw_level_count": 101, + "gate_level_count": 101, + "range_504_log": 0.673319, + "range_504_ratio": 1.960734, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.066206, + "hold30_r": -1.0 + }, + { + "symbol": "FITB", + "date": "2024-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.169451, + "strategy_rank": 77.179661, + "production_rank": 81.842924, + "structural_overlay_pass": false, + "structural_overlay_score": 77.750778, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.788244, + "primary_prob": 30.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.682367, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.777252, + "range_504_ratio": 2.175486, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.060818, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2024-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.486874, + "strategy_rank": 87.003044, + "production_rank": 86.164321, + "structural_overlay_pass": false, + "structural_overlay_score": 81.856105, + "structural_overlay_rr": 1.507724, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.106309, + "primary_prob": 26.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.659464, + "raw_level_count": 130, + "gate_level_count": 130, + "range_504_log": 1.450465, + "range_504_ratio": 4.265097, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.067485, + "hold30_r": -0.447077 + }, + { + "symbol": "FTNT", + "date": "2024-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.4821, + "strategy_rank": 91.815855, + "production_rank": 92.037937, + "structural_overlay_pass": false, + "structural_overlay_score": 87.43604, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.170637, + "primary_prob": 39.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.755956, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.82414, + "range_504_ratio": 2.279918, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.047251, + "hold30_r": -1.0 + }, + { + "symbol": "GLW", + "date": "2024-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.708831, + "strategy_rank": 81.455564, + "production_rank": 83.539986, + "structural_overlay_pass": false, + "structural_overlay_score": 79.362987, + "structural_overlay_rr": 1.462807, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.274385, + "primary_prob": 23.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.911578, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.703192, + "range_504_ratio": 2.02019, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.215811, + "hold30_r": 0.180517 + }, + { + "symbol": "GM", + "date": "2024-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.76611, + "strategy_rank": 86.18402, + "production_rank": 88.044717, + "structural_overlay_pass": false, + "structural_overlay_score": 83.642481, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.628234, + "primary_prob": 36.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.442351, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.814557, + "range_504_ratio": 2.258175, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.122093, + "hold30_r": -1.074469 + }, + { + "symbol": "HAS", + "date": "2024-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.095465, + "strategy_rank": 77.710531, + "production_rank": 81.838843, + "structural_overlay_pass": false, + "structural_overlay_score": 77.7469, + "structural_overlay_rr": 1.957569, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.528851, + "primary_prob": 36.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 73, + "primary_distance_atr": 2.293276, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.545044, + "range_504_ratio": 1.724684, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.09334, + "hold30_r": -1.039394 + }, + { + "symbol": "HCA", + "date": "2024-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.181384, + "strategy_rank": 82.612005, + "production_rank": 87.135131, + "structural_overlay_pass": false, + "structural_overlay_score": 82.778375, + "structural_overlay_rr": 0.956954, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.680784, + "primary_prob": 49.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.021176, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.658329, + "range_504_ratio": 1.931561, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.047495, + "hold30_r": -1.0 + }, + { + "symbol": "HIG", + "date": "2024-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.914081, + "strategy_rank": 75.466698, + "production_rank": 81.615825, + "structural_overlay_pass": false, + "structural_overlay_score": 77.535034, + "structural_overlay_rr": 0.731364, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.667242, + "primary_prob": 14.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.500863, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.651271, + "range_504_ratio": 1.917977, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.592808, + "hold30_r": -1.0 + }, + { + "symbol": "IBM", + "date": "2024-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.24821, + "strategy_rank": 63.961871, + "production_rank": 70.723984, + "structural_overlay_pass": false, + "structural_overlay_score": 67.187785, + "structural_overlay_rr": 1.223394, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.23305, + "primary_prob": 29.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.849574, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.677556, + "range_504_ratio": 1.969058, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.162245, + "hold30_r": 1.907424 + }, + { + "symbol": "ICE", + "date": "2024-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.634845, + "strategy_rank": 61.107574, + "production_rank": 69.616664, + "structural_overlay_pass": false, + "structural_overlay_score": 66.135831, + "structural_overlay_rr": 1.721266, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.753535, + "primary_prob": 27.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 72.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.630302, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.578909, + "range_504_ratio": 1.784091, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.073442, + "hold30_r": -1.0 + }, + { + "symbol": "IP", + "date": "2024-11-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.725537, + "strategy_rank": 78.868446, + "production_rank": 80.82081, + "structural_overlay_pass": false, + "structural_overlay_score": 76.779769, + "structural_overlay_rr": 1.355046, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.506606, + "primary_prob": 21.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 8, + "primary_distance_atr": 3.75991, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.718844, + "range_504_ratio": 2.05206, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.057094, + "hold30_r": -1.0 + }, + { + "symbol": "IRM", + "date": "2024-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.613365, + "strategy_rank": 84.184462, + "production_rank": 88.660763, + "structural_overlay_pass": false, + "structural_overlay_score": 84.227725, + "structural_overlay_rr": 1.490329, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.05872, + "primary_prob": 36.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.58808, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 0.979193, + "range_504_ratio": 2.662306, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.013907, + "hold30_r": -1.0 + }, + { + "symbol": "LDOS", + "date": "2024-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.465394, + "strategy_rank": 85.317462, + "production_rank": 88.700106, + "structural_overlay_pass": false, + "structural_overlay_score": 84.265101, + "structural_overlay_rr": 2.315474, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.724356, + "primary_prob": 39.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.086534, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.974377, + "range_504_ratio": 2.649516, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.037332, + "hold30_r": -1.0 + }, + { + "symbol": "LMT", + "date": "2024-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.720764, + "strategy_rank": 68.46748, + "production_rank": 76.551908, + "structural_overlay_pass": false, + "structural_overlay_score": 72.724312, + "structural_overlay_rr": 1.504491, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.760818, + "primary_prob": 44.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.141227, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.452258, + "range_504_ratio": 1.571857, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.061668, + "hold30_r": -1.0 + }, + { + "symbol": "MMM", + "date": "2024-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.548926, + "strategy_rank": 81.111089, + "production_rank": 80.923701, + "structural_overlay_pass": false, + "structural_overlay_score": 76.877516, + "structural_overlay_rr": 1.882151, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.033033, + "primary_prob": 31.43, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 16.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.54955, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.504466, + "range_504_ratio": 1.656102, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.057797, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2024-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.642005, + "strategy_rank": 99.642515, + "production_rank": 99.642345, + "structural_overlay_pass": false, + "structural_overlay_score": 94.660228, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.691447, + "primary_prob": 55.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.037171, + "raw_level_count": 161, + "gate_level_count": 161, + "range_504_log": 3.364327, + "range_504_ratio": 28.914027, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.675247, + "hold30_r": -0.610868 + }, + { + "symbol": "NEE", + "date": "2024-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.856802, + "strategy_rank": 79.467457, + "production_rank": 82.930572, + "structural_overlay_pass": false, + "structural_overlay_score": 78.784044, + "structural_overlay_rr": 1.632694, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.812847, + "primary_prob": 21.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 121, + "primary_distance_atr": 4.21927, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.676248, + "range_504_ratio": 1.966486, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.049018, + "hold30_r": -1.0 + }, + { + "symbol": "NEM", + "date": "2024-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.334129, + "strategy_rank": 86.535553, + "production_rank": 87.801745, + "structural_overlay_pass": false, + "structural_overlay_score": 83.411658, + "structural_overlay_rr": 2.375823, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.655729, + "primary_prob": 34.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 59, + "primary_distance_atr": 2.483594, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.714002, + "range_504_ratio": 2.042148, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.037312, + "hold30_r": -1.0 + }, + { + "symbol": "NRG", + "date": "2024-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.942721, + "strategy_rank": 91.815486, + "production_rank": 93.191231, + "structural_overlay_pass": false, + "structural_overlay_score": 88.53167, + "structural_overlay_rr": 0.898401, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.898401, + "primary_prob": 33.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.347602, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 1.223678, + "range_504_ratio": 3.399669, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.863809, + "hold30_r": 0.096257 + }, + { + "symbol": "NVDA", + "date": "2024-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.436754, + "strategy_rank": 94.016179, + "production_rank": 93.823038, + "structural_overlay_pass": false, + "structural_overlay_score": 89.131886, + "structural_overlay_rr": 7.414609, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.135555, + "primary_prob": 40.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.703333, + "raw_level_count": 170, + "gate_level_count": 170, + "range_504_log": 2.647411, + "range_504_ratio": 14.117435, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.044243, + "hold30_r": -1.0 + }, + { + "symbol": "NVR", + "date": "2024-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.742243, + "strategy_rank": 67.659, + "production_rank": 72.353415, + "structural_overlay_pass": false, + "structural_overlay_score": 68.735744, + "structural_overlay_rr": 1.37574, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.031028, + "primary_prob": 32.69, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 22.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.546542, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 0.841486, + "range_504_ratio": 2.319811, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.054356, + "hold30_r": -1.0 + }, + { + "symbol": "PEG", + "date": "2024-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.396181, + "strategy_rank": 67.246923, + "production_rank": 73.630009, + "structural_overlay_pass": false, + "structural_overlay_score": 69.948509, + "structural_overlay_rr": 1.532113, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.520954, + "primary_prob": 19.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.281432, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.540361, + "range_504_ratio": 1.716626, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.458522, + "hold30_r": -1.0 + }, + { + "symbol": "PGR", + "date": "2024-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.25537, + "strategy_rank": 76.48731, + "production_rank": 83.409997, + "structural_overlay_pass": false, + "structural_overlay_score": 79.239497, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.816033, + "primary_prob": 35.73, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.224049, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 0.862164, + "range_504_ratio": 2.368279, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.749851, + "hold30_r": -1.0 + }, + { + "symbol": "PHM", + "date": "2024-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.935561, + "strategy_rank": 79.1119, + "production_rank": 80.386453, + "structural_overlay_pass": false, + "structural_overlay_score": 76.367131, + "structural_overlay_rr": 1.637434, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.116314, + "primary_prob": 30.1, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 21.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.674471, + "raw_level_count": 115, + "gate_level_count": 115, + "range_504_log": 1.276115, + "range_504_ratio": 3.582694, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.075496, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2024-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.470167, + "strategy_rank": 90.124604, + "production_rank": 89.239792, + "structural_overlay_pass": false, + "structural_overlay_score": 84.777802, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.750267, + "primary_prob": 53.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.125401, + "raw_level_count": 142, + "gate_level_count": 142, + "range_504_log": 2.384575, + "range_504_ratio": 10.854452, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.718224, + "hold30_r": 4.873096 + }, + { + "symbol": "PM", + "date": "2024-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.980907, + "strategy_rank": 66.792811, + "production_rank": 71.855509, + "structural_overlay_pass": false, + "structural_overlay_score": 68.262734, + "structural_overlay_rr": 1.187461, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.180972, + "primary_prob": 41.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.771458, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.43041, + "range_504_ratio": 1.537888, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.11912, + "hold30_r": -1.0 + }, + { + "symbol": "RL", + "date": "2024-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.782816, + "strategy_rank": 82.278613, + "production_rank": 84.446681, + "structural_overlay_pass": false, + "structural_overlay_score": 80.224347, + "structural_overlay_rr": 2.830199, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.696687, + "primary_prob": 40.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.045031, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.889703, + "range_504_ratio": 2.434408, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.046594, + "hold30_r": -1.0 + }, + { + "symbol": "RMD", + "date": "2024-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.544153, + "strategy_rank": 84.748128, + "production_rank": 86.013469, + "structural_overlay_pass": false, + "structural_overlay_score": 81.712796, + "structural_overlay_rr": 1.887644, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.687767, + "primary_prob": 33.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 74, + "primary_distance_atr": 2.53165, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.677946, + "range_504_ratio": 1.969828, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.639286, + "hold30_r": -0.20215 + }, + { + "symbol": "RTX", + "date": "2024-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.704057, + "strategy_rank": 72.693553, + "production_rank": 80.363721, + "structural_overlay_pass": false, + "structural_overlay_score": 76.345535, + "structural_overlay_rr": 1.238577, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.24041, + "primary_prob": 39.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 84.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.860616, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.629848, + "range_504_ratio": 1.877325, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.064135, + "hold30_r": -1.0 + }, + { + "symbol": "SATS", + "date": "2024-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.164678, + "strategy_rank": 98.987721, + "production_rank": 99.046707, + "structural_overlay_pass": false, + "structural_overlay_score": 94.094371, + "structural_overlay_rr": 1.660674, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.763939, + "primary_prob": 32.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 84, + "primary_distance_atr": 2.645908, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 1.149319, + "range_504_ratio": 3.156044, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.742854, + "hold30_r": 0.488998 + }, + { + "symbol": "T", + "date": "2024-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.152745, + "strategy_rank": 73.068441, + "production_rank": 80.096542, + "structural_overlay_pass": false, + "structural_overlay_score": 76.091715, + "structural_overlay_rr": 0.833333, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.466346, + "primary_prob": 37.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.199519, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.531022, + "range_504_ratio": 1.70067, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.395032, + "hold30_r": 0.576923 + }, + { + "symbol": "TKO", + "date": "2024-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.959427, + "strategy_rank": 77.078725, + "production_rank": 82.372292, + "structural_overlay_pass": false, + "structural_overlay_score": 78.253678, + "structural_overlay_rr": 1.764206, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.76084, + "primary_prob": 55.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 89.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.14126, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 0.665507, + "range_504_ratio": 1.945476, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.706165, + "hold30_r": 5.942433 + }, + { + "symbol": "TRGP", + "date": "2024-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.090692, + "strategy_rank": 81.205052, + "production_rank": 86.833599, + "structural_overlay_pass": false, + "structural_overlay_score": 82.491919, + "structural_overlay_rr": 0.812247, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.812247, + "primary_prob": 50.67, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.21837, + "raw_level_count": 109, + "gate_level_count": 109, + "range_504_log": 1.111837, + "range_504_ratio": 3.039937, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.756374, + "hold30_r": -1.0 + }, + { + "symbol": "TRV", + "date": "2024-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.066826, + "strategy_rank": 76.575519, + "production_rank": 80.405955, + "structural_overlay_pass": false, + "structural_overlay_score": 76.385657, + "structural_overlay_rr": 1.83842, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.38024, + "primary_prob": 20.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.070359, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.538426, + "range_504_ratio": 1.713309, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.308937, + "hold30_r": -1.0 + }, + { + "symbol": "TSN", + "date": "2024-11-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.9642, + "strategy_rank": 67.491567, + "production_rank": 73.315778, + "structural_overlay_pass": false, + "structural_overlay_score": 69.64999, + "structural_overlay_rr": 1.666343, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.596128, + "primary_prob": 25.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 24, + "primary_distance_atr": 3.894192, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.499682, + "range_504_ratio": 1.648198, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.055266, + "hold30_r": -1.0 + }, + { + "symbol": "UHS", + "date": "2024-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.539379, + "strategy_rank": 88.563314, + "production_rank": 91.222002, + "structural_overlay_pass": false, + "structural_overlay_score": 86.660902, + "structural_overlay_rr": 1.866326, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.094767, + "primary_prob": 35.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.64215, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.760614, + "range_504_ratio": 2.13959, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.040485, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2024-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.630072, + "strategy_rank": 94.994019, + "production_rank": 94.872703, + "structural_overlay_pass": false, + "structural_overlay_score": 90.129068, + "structural_overlay_rr": 1.275722, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.8664, + "primary_prob": 48.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.2996, + "raw_level_count": 150, + "gate_level_count": 150, + "range_504_log": 2.389108, + "range_504_ratio": 10.903766, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.83261, + "hold30_r": -1.0 + }, + { + "symbol": "VST", + "date": "2024-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.403341, + "strategy_rank": 99.012268, + "production_rank": 99.142626, + "structural_overlay_pass": false, + "structural_overlay_score": 94.185494, + "structural_overlay_rr": 1.059411, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.0513, + "primary_prob": 42.9, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.576949, + "raw_level_count": 117, + "gate_level_count": 117, + "range_504_log": 1.956244, + "range_504_ratio": 7.07271, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.025627, + "hold30_r": 0.151113 + }, + { + "symbol": "VTR", + "date": "2024-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.009547, + "strategy_rank": 60.730673, + "production_rank": 68.490298, + "structural_overlay_pass": false, + "structural_overlay_score": 65.065783, + "structural_overlay_rr": 0.774901, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.668459, + "primary_prob": 59.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 92.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.002689, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.541768, + "range_504_ratio": 1.719044, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.603406, + "hold30_r": -1.0 + }, + { + "symbol": "WELL", + "date": "2024-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.73747, + "strategy_rank": 64.811479, + "production_rank": 73.120142, + "structural_overlay_pass": false, + "structural_overlay_score": 69.464135, + "structural_overlay_rr": 1.42904, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.936691, + "primary_prob": 32.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.405037, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.805945, + "range_504_ratio": 2.23881, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.868297, + "hold30_r": -1.0 + }, + { + "symbol": "WRB", + "date": "2024-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.21957, + "strategy_rank": 67.636835, + "production_rank": 72.497747, + "structural_overlay_pass": false, + "structural_overlay_score": 68.872859, + "structural_overlay_rr": 0.982256, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.985757, + "primary_prob": 33.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.478635, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.515571, + "range_504_ratio": 1.674595, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.913755, + "hold30_r": -1.0 + }, + { + "symbol": "WSM", + "date": "2024-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.811456, + "strategy_rank": 90.824551, + "production_rank": 90.820186, + "structural_overlay_pass": false, + "structural_overlay_score": 86.279177, + "structural_overlay_rr": 2.067743, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.809694, + "primary_prob": 32.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.71454, + "raw_level_count": 99, + "gate_level_count": 99, + "range_504_log": 1.158319, + "range_504_ratio": 3.184576, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.773529, + "hold30_r": 7.697677 + }, + { + "symbol": "ZBRA", + "date": "2024-11-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.906921, + "strategy_rank": 71.349809, + "production_rank": 74.535513, + "structural_overlay_pass": false, + "structural_overlay_score": 70.808738, + "structural_overlay_rr": 0.786614, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 15.069871, + "primary_prob": 25.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 22.604806, + "raw_level_count": 86, + "gate_level_count": 86, + "range_504_log": 0.734503, + "range_504_ratio": 2.084446, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.227627, + "hold30_r": -1.164907 + }, + { + "symbol": "VLTO", + "date": "2024-11-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.310263, + "strategy_rank": 59.316946, + "production_rank": 66.314718, + "structural_overlay_pass": false, + "structural_overlay_score": 62.998982, + "structural_overlay_rr": 1.607992, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.388868, + "primary_prob": 25.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 3.583303, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.562729, + "range_504_ratio": 1.755457, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.063219, + "hold30_r": -0.25551 + }, + { + "symbol": "CEG", + "date": "2024-11-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.901235, + "strategy_rank": 97.682156, + "production_rank": 97.755182, + "structural_overlay_pass": false, + "structural_overlay_score": 92.867423, + "structural_overlay_rr": 1.770227, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.525827, + "primary_prob": 20.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.288741, + "raw_level_count": 105, + "gate_level_count": 105, + "range_504_log": 1.400642, + "range_504_ratio": 4.057804, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.493914, + "hold30_r": -1.0 + }, + { + "symbol": "HOOD", + "date": "2024-11-20", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.135802, + "strategy_rank": 98.841556, + "production_rank": 98.939638, + "structural_overlay_pass": false, + "structural_overlay_score": 93.992656, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 2.234166, + "primary_prob": 28.52, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 34.0, + "primary_rejection_count": 19, + "primary_distance_atr": 3.351249, + "raw_level_count": 127, + "gate_level_count": 127, + "range_504_log": 1.616944, + "range_504_ratio": 5.037673, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.208817, + "hold30_r": 2.329013 + }, + { + "symbol": "ABBV", + "date": "2024-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.555556, + "strategy_rank": 75.97745, + "production_rank": 79.170152, + "structural_overlay_pass": false, + "structural_overlay_score": 75.211644, + "structural_overlay_rr": 1.610274, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.610739, + "primary_prob": 26.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.416108, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.459371, + "range_504_ratio": 1.583078, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.56091, + "hold30_r": 1.131616 + }, + { + "symbol": "AEP", + "date": "2024-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.962963, + "strategy_rank": 60.103594, + "production_rank": 67.723384, + "structural_overlay_pass": false, + "structural_overlay_score": 64.337215, + "structural_overlay_rr": 0.912055, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.423537, + "primary_prob": 38.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 73, + "primary_distance_atr": 2.135306, + "raw_level_count": 26, + "gate_level_count": 26, + "range_504_log": 0.416075, + "range_504_ratio": 1.515999, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.077066, + "hold30_r": -1.0 + }, + { + "symbol": "AFL", + "date": "2024-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.271605, + "strategy_rank": 65.738463, + "production_rank": 73.24951, + "structural_overlay_pass": false, + "structural_overlay_score": 69.587035, + "structural_overlay_rr": 1.353748, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.353748, + "primary_prob": 21.4, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 6.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.030622, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.651598, + "range_504_ratio": 1.918605, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.080885, + "hold30_r": -1.0 + }, + { + "symbol": "BK", + "date": "2024-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.716049, + "strategy_rank": 68.554371, + "production_rank": 76.608264, + "structural_overlay_pass": false, + "structural_overlay_score": 72.777851, + "structural_overlay_rr": 0.697189, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.765784, + "primary_prob": 52.42, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.148676, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.705554, + "range_504_ratio": 2.024968, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.680103, + "hold30_r": -1.0 + }, + { + "symbol": "BXP", + "date": "2024-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.481481, + "strategy_rank": 72.682793, + "production_rank": 75.615689, + "structural_overlay_pass": false, + "structural_overlay_score": 71.834905, + "structural_overlay_rr": 2.518413, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.758137, + "primary_prob": 32.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.637206, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 0.668477, + "range_504_ratio": 1.951263, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.051173, + "hold30_r": -1.0 + }, + { + "symbol": "CB", + "date": "2024-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.37037, + "strategy_rank": 58.694684, + "production_rank": 65.919913, + "structural_overlay_pass": false, + "structural_overlay_score": 62.623917, + "structural_overlay_rr": 0.788444, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.196239, + "primary_prob": 31.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.794359, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.498944, + "range_504_ratio": 1.646981, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.078614, + "hold30_r": -1.0 + }, + { + "symbol": "CBRE", + "date": "2024-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.666667, + "strategy_rank": 76.570726, + "production_rank": 79.936039, + "structural_overlay_pass": false, + "structural_overlay_score": 75.939237, + "structural_overlay_rr": 1.364713, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.962427, + "primary_prob": 31.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.44364, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.758068, + "range_504_ratio": 2.134148, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.905209, + "hold30_r": -1.0 + }, + { + "symbol": "CFG", + "date": "2024-11-21", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.703704, + "strategy_rank": 80.031707, + "production_rank": 81.255706, + "structural_overlay_pass": false, + "structural_overlay_score": 77.192921, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 2.044706, + "primary_prob": 40.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 81.0, + "primary_rejection_count": 24, + "primary_distance_atr": 3.067059, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.753022, + "range_504_ratio": 2.123408, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.054029, + "hold30_r": -1.0 + }, + { + "symbol": "CHRW", + "date": "2024-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.91358, + "strategy_rank": 78.440982, + "production_rank": 81.265182, + "structural_overlay_pass": false, + "structural_overlay_score": 77.201922, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.792714, + "primary_prob": 23.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.68907, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.553885, + "range_504_ratio": 1.74, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.068741, + "hold30_r": -1.0 + }, + { + "symbol": "CL", + "date": "2024-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.716049, + "strategy_rank": 59.672452, + "production_rank": 67.353651, + "structural_overlay_pass": false, + "structural_overlay_score": 63.985969, + "structural_overlay_rr": 1.081039, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.819645, + "primary_prob": 31.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.729468, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.480193, + "range_504_ratio": 1.616386, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.073301, + "hold30_r": -1.0 + }, + { + "symbol": "CMS", + "date": "2024-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.975309, + "strategy_rank": 57.899321, + "production_rank": 65.92465, + "structural_overlay_pass": false, + "structural_overlay_score": 62.628418, + "structural_overlay_rr": 0.937774, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.619324, + "primary_prob": 35.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.428986, + "raw_level_count": 24, + "gate_level_count": 24, + "range_504_log": 0.372787, + "range_504_ratio": 1.451775, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.083746, + "hold30_r": -1.0 + }, + { + "symbol": "CPB", + "date": "2024-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.123457, + "strategy_rank": 62.617785, + "production_rank": 68.453009, + "structural_overlay_pass": false, + "structural_overlay_score": 65.030359, + "structural_overlay_rr": 2.812889, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.775099, + "primary_prob": 32.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 113, + "primary_distance_atr": 2.662648, + "raw_level_count": 23, + "gate_level_count": 23, + "range_504_log": 0.42055, + "range_504_ratio": 1.522799, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.709531, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2024-11-21", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.876543, + "strategy_rank": 98.91727, + "production_rank": 99.237028, + "structural_overlay_pass": false, + "structural_overlay_score": 94.275177, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 2.887708, + "primary_prob": 30.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 72.0, + "primary_rejection_count": 26, + "primary_distance_atr": 4.331562, + "raw_level_count": 175, + "gate_level_count": 175, + "range_504_log": 4.291424, + "range_504_ratio": 73.070423, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.03591, + "hold30_r": -1.0 + }, + { + "symbol": "D", + "date": "2024-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.518519, + "strategy_rank": 68.420528, + "production_rank": 75.119858, + "structural_overlay_pass": false, + "structural_overlay_score": 71.363865, + "structural_overlay_rr": 1.216889, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.590482, + "primary_prob": 35.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.385722, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.489779, + "range_504_ratio": 1.631955, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.09943, + "hold30_r": -1.035789 + }, + { + "symbol": "DASH", + "date": "2024-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.197531, + "strategy_rank": 77.905061, + "production_rank": 80.002551, + "structural_overlay_pass": false, + "structural_overlay_score": 76.002424, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.571744, + "primary_prob": 50.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 96.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.357616, + "raw_level_count": 136, + "gate_level_count": 136, + "range_504_log": 1.35552, + "range_504_ratio": 3.878777, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.05097, + "hold30_r": -1.0 + }, + { + "symbol": "DUK", + "date": "2024-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.012346, + "strategy_rank": 63.268052, + "production_rank": 71.849483, + "structural_overlay_pass": false, + "structural_overlay_score": 68.257009, + "structural_overlay_rr": 1.224574, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.946462, + "primary_prob": 11.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.919693, + "raw_level_count": 21, + "gate_level_count": 21, + "range_504_log": 0.378291, + "range_504_ratio": 1.459788, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.082266, + "hold30_r": -1.0 + }, + { + "symbol": "EBAY", + "date": "2024-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.345679, + "strategy_rank": 76.966699, + "production_rank": 82.093025, + "structural_overlay_pass": false, + "structural_overlay_score": 77.988374, + "structural_overlay_rr": 1.867966, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.474279, + "primary_prob": 24.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 3.711419, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.60106, + "range_504_ratio": 1.824052, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.414307, + "hold30_r": 0.859396 + }, + { + "symbol": "ECL", + "date": "2024-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.234568, + "strategy_rank": 61.366043, + "production_rank": 67.988884, + "structural_overlay_pass": false, + "structural_overlay_score": 64.58944, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.520067, + "primary_prob": 36.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.280101, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.628099, + "range_504_ratio": 1.874046, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.43572, + "hold30_r": -1.0 + }, + { + "symbol": "ERIE", + "date": "2024-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.049383, + "strategy_rank": 85.46335, + "production_rank": 88.992028, + "structural_overlay_pass": false, + "structural_overlay_score": 84.542426, + "structural_overlay_rr": 1.163618, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.880894, + "primary_prob": 36.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.321341, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 1.008685, + "range_504_ratio": 2.741992, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.832096, + "hold30_r": -1.130323 + }, + { + "symbol": "ETR", + "date": "2024-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.024691, + "strategy_rank": 78.886657, + "production_rank": 81.932668, + "structural_overlay_pass": false, + "structural_overlay_score": 77.836035, + "structural_overlay_rr": 1.098947, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.098947, + "primary_prob": 41.57, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.64842, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.588297, + "range_504_ratio": 1.800918, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.036095, + "hold30_r": -1.0 + }, + { + "symbol": "FICO", + "date": "2024-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.938272, + "strategy_rank": 83.025056, + "production_rank": 86.996128, + "structural_overlay_pass": false, + "structural_overlay_score": 82.646321, + "structural_overlay_rr": 0.722037, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.734532, + "primary_prob": 53.66, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.101798, + "raw_level_count": 127, + "gate_level_count": 127, + "range_504_log": 1.440567, + "range_504_ratio": 4.223088, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.053095, + "hold30_r": -1.0 + }, + { + "symbol": "FIS", + "date": "2024-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.703704, + "strategy_rank": 69.098128, + "production_rank": 77.299986, + "structural_overlay_pass": false, + "structural_overlay_score": 73.434987, + "structural_overlay_rr": 1.591021, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.146034, + "primary_prob": 45.12, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.719051, + "raw_level_count": 101, + "gate_level_count": 101, + "range_504_log": 0.673319, + "range_504_ratio": 1.960734, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.116154, + "hold30_r": -1.051477 + }, + { + "symbol": "FITB", + "date": "2024-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.246914, + "strategy_rank": 75.718965, + "production_rank": 80.561615, + "structural_overlay_pass": false, + "structural_overlay_score": 76.533534, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.982815, + "primary_prob": 27.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.974223, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.777252, + "range_504_ratio": 2.175486, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.064011, + "hold30_r": -1.0 + }, + { + "symbol": "FTNT", + "date": "2024-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.358025, + "strategy_rank": 91.293791, + "production_rank": 91.315202, + "structural_overlay_pass": false, + "structural_overlay_score": 86.749442, + "structural_overlay_rr": 1.55298, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.236343, + "primary_prob": 38.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.854515, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.82414, + "range_504_ratio": 2.279918, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.190941, + "hold30_r": 0.461169 + }, + { + "symbol": "GLW", + "date": "2024-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.604938, + "strategy_rank": 84.123457, + "production_rank": 86.617284, + "structural_overlay_pass": false, + "structural_overlay_score": 82.28642, + "structural_overlay_rr": 1.024328, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.825569, + "primary_prob": 35.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.238353, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.703192, + "range_504_ratio": 2.02019, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.762743, + "hold30_r": 0.006566 + }, + { + "symbol": "GM", + "date": "2024-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.530864, + "strategy_rank": 90.301125, + "production_rank": 92.711038, + "structural_overlay_pass": false, + "structural_overlay_score": 88.075486, + "structural_overlay_rr": 1.628908, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.728398, + "primary_prob": 33.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.592597, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.814557, + "range_504_ratio": 2.258175, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.679505, + "hold30_r": -1.0 + }, + { + "symbol": "HAS", + "date": "2024-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.506173, + "strategy_rank": 76.012255, + "production_rank": 80.510227, + "structural_overlay_pass": false, + "structural_overlay_score": 76.484716, + "structural_overlay_rr": 2.199549, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.267809, + "primary_prob": 26.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 73, + "primary_distance_atr": 3.401714, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.545044, + "range_504_ratio": 1.724684, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.208372, + "hold30_r": -1.0 + }, + { + "symbol": "HCA", + "date": "2024-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.444444, + "strategy_rank": 81.166462, + "production_rank": 85.592456, + "structural_overlay_pass": false, + "structural_overlay_score": 81.312833, + "structural_overlay_rr": 1.537704, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.59918, + "primary_prob": 26.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.39877, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.658329, + "range_504_ratio": 1.931561, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.045852, + "hold30_r": -1.0 + }, + { + "symbol": "IBM", + "date": "2024-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.938272, + "strategy_rank": 65.840554, + "production_rank": 72.20646, + "structural_overlay_pass": false, + "structural_overlay_score": 68.596137, + "structural_overlay_rr": 1.179362, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.751505, + "primary_prob": 30.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.627257, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.677556, + "range_504_ratio": 1.969058, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.683285, + "hold30_r": 0.239262 + }, + { + "symbol": "ICE", + "date": "2024-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.185185, + "strategy_rank": 60.072434, + "production_rank": 68.443351, + "structural_overlay_pass": false, + "structural_overlay_score": 65.021184, + "structural_overlay_rr": 1.302392, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.334025, + "primary_prob": 35.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 72.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.001038, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.578909, + "range_504_ratio": 1.784091, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.087064, + "hold30_r": -1.011511 + }, + { + "symbol": "IP", + "date": "2024-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.975309, + "strategy_rank": 83.165004, + "production_rank": 86.101772, + "structural_overlay_pass": false, + "structural_overlay_score": 81.796684, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.24781, + "primary_prob": 39.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.871715, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.730536, + "range_504_ratio": 2.076194, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.053729, + "hold30_r": -1.0 + }, + { + "symbol": "IRM", + "date": "2024-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.395062, + "strategy_rank": 84.116396, + "production_rank": 88.875951, + "structural_overlay_pass": false, + "structural_overlay_score": 84.432153, + "structural_overlay_rr": 0.810256, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.810256, + "primary_prob": 37.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.215384, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 0.979193, + "range_504_ratio": 2.662306, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.759221, + "hold30_r": -1.0 + }, + { + "symbol": "LDOS", + "date": "2024-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.185185, + "strategy_rank": 85.928523, + "production_rank": 89.014077, + "structural_overlay_pass": false, + "structural_overlay_score": 84.563373, + "structural_overlay_rr": 2.583159, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.068175, + "primary_prob": 27.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.602262, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.974377, + "range_504_ratio": 2.649516, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.035946, + "hold30_r": -1.0 + }, + { + "symbol": "LLY", + "date": "2024-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.950617, + "strategy_rank": 79.835543, + "production_rank": 81.207234, + "structural_overlay_pass": false, + "structural_overlay_score": 77.146873, + "structural_overlay_rr": 2.452716, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.140598, + "primary_prob": 38.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.710897, + "raw_level_count": 113, + "gate_level_count": 113, + "range_504_log": 1.16901, + "range_504_ratio": 3.218806, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.102394, + "hold30_r": 0.595277 + }, + { + "symbol": "LMT", + "date": "2024-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.530864, + "strategy_rank": 65.035443, + "production_rank": 72.533916, + "structural_overlay_pass": false, + "structural_overlay_score": 68.907221, + "structural_overlay_rr": 2.20821, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.336574, + "primary_prob": 38.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 92.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.004861, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.452258, + "range_504_ratio": 1.571857, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.066532, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2024-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.62963, + "strategy_rank": 99.63004, + "production_rank": 99.629903, + "structural_overlay_pass": false, + "structural_overlay_score": 94.648408, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.600833, + "primary_prob": 30.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.40125, + "raw_level_count": 164, + "gate_level_count": 164, + "range_504_log": 3.712357, + "range_504_ratio": 40.950226, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.012001, + "hold30_r": -1.0 + }, + { + "symbol": "NEE", + "date": "2024-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.111111, + "strategy_rank": 79.792538, + "production_rank": 83.565396, + "structural_overlay_pass": false, + "structural_overlay_score": 79.387126, + "structural_overlay_rr": 1.792275, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.399429, + "primary_prob": 25.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 121, + "primary_distance_atr": 3.599144, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.676248, + "range_504_ratio": 1.966486, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.056593, + "hold30_r": -1.0 + }, + { + "symbol": "NEM", + "date": "2024-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.493827, + "strategy_rank": 86.40841, + "production_rank": 87.770215, + "structural_overlay_pass": false, + "structural_overlay_score": 83.381705, + "structural_overlay_rr": 1.960933, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.915661, + "primary_prob": 30.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 64, + "primary_distance_atr": 2.873492, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.714002, + "range_504_ratio": 2.042148, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.045556, + "hold30_r": -1.0 + }, + { + "symbol": "NRG", + "date": "2024-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.91358, + "strategy_rank": 92.341351, + "production_rank": 93.865428, + "structural_overlay_pass": false, + "structural_overlay_score": 89.172156, + "structural_overlay_rr": 1.197267, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.832091, + "primary_prob": 50.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.248136, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 1.223678, + "range_504_ratio": 3.399669, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.038993, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2024-11-21", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 96.666667, + "strategy_rank": 96.301353, + "production_rank": 96.423124, + "structural_overlay_pass": false, + "structural_overlay_score": 91.601968, + "structural_overlay_rr": 6.19255, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.121212, + "primary_prob": 23.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 3.181818, + "raw_level_count": 170, + "gate_level_count": 170, + "range_504_log": 2.647411, + "range_504_ratio": 14.117435, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.036861, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2024-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.08642, + "strategy_rank": 94.385586, + "production_rank": 93.952531, + "structural_overlay_pass": false, + "structural_overlay_score": 89.254904, + "structural_overlay_rr": 1.006158, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.680024, + "primary_prob": 55.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.020036, + "raw_level_count": 142, + "gate_level_count": 142, + "range_504_log": 2.424924, + "range_504_ratio": 11.30137, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.653413, + "hold30_r": 1.871368 + }, + { + "symbol": "RL", + "date": "2024-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.419753, + "strategy_rank": 80.420026, + "production_rank": 82.419935, + "structural_overlay_pass": false, + "structural_overlay_score": 78.298939, + "structural_overlay_rr": 0.740099, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.257921, + "primary_prob": 22.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.886882, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.860071, + "range_504_ratio": 2.363328, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.209103, + "hold30_r": 4.171896 + }, + { + "symbol": "RMD", + "date": "2024-11-21", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.17284, + "strategy_rank": 82.608811, + "production_rank": 83.79682, + "structural_overlay_pass": false, + "structural_overlay_score": 79.606979, + "structural_overlay_rr": 1.92905, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.331234, + "primary_prob": 40.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 3.496851, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.677946, + "range_504_ratio": 1.969828, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.056353, + "hold30_r": -1.0 + }, + { + "symbol": "RTX", + "date": "2024-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.283951, + "strategy_rank": 73.486219, + "production_rank": 81.418796, + "structural_overlay_pass": false, + "structural_overlay_score": 77.347857, + "structural_overlay_rr": 1.48213, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.864562, + "primary_prob": 49.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 82.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.296842, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.629848, + "range_504_ratio": 1.877325, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.069703, + "hold30_r": -1.0 + }, + { + "symbol": "SATS", + "date": "2024-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.888889, + "strategy_rank": 98.779418, + "production_rank": 98.815908, + "structural_overlay_pass": false, + "structural_overlay_score": 93.875113, + "structural_overlay_rr": 1.72576, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.819335, + "primary_prob": 21.13, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 46.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.729002, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 1.149319, + "range_504_ratio": 3.156044, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.022312, + "hold30_r": -1.0 + }, + { + "symbol": "SO", + "date": "2024-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.876543, + "strategy_rank": 63.90989, + "production_rank": 72.565441, + "structural_overlay_pass": false, + "structural_overlay_score": 68.937169, + "structural_overlay_rr": 0.666966, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.838263, + "primary_prob": 16.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.757394, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.473079, + "range_504_ratio": 1.604928, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.087997, + "hold30_r": -1.0 + }, + { + "symbol": "T", + "date": "2024-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.691358, + "strategy_rank": 73.25812, + "production_rank": 80.402533, + "structural_overlay_pass": false, + "structural_overlay_score": 76.382406, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.589643, + "primary_prob": 50.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.384464, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.546661, + "range_504_ratio": 1.727476, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.514323, + "hold30_r": -1.0 + }, + { + "symbol": "TSCO", + "date": "2024-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.444444, + "strategy_rank": 74.092661, + "production_rank": 77.543255, + "structural_overlay_pass": false, + "structural_overlay_score": 73.666093, + "structural_overlay_rr": 1.525196, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.34491, + "primary_prob": 29.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.017365, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.508607, + "range_504_ratio": 1.662973, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.282794, + "hold30_r": -1.0 + }, + { + "symbol": "TSN", + "date": "2024-11-21", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.728395, + "strategy_rank": 65.180356, + "production_rank": 70.696369, + "structural_overlay_pass": false, + "structural_overlay_score": 67.161551, + "structural_overlay_rr": 1.914099, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 9.528478, + "primary_prob": 25.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 14.292717, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.499682, + "range_504_ratio": 1.648198, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.059542, + "hold30_r": -1.0 + }, + { + "symbol": "TYL", + "date": "2024-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.222222, + "strategy_rank": 66.300943, + "production_rank": 71.608036, + "structural_overlay_pass": false, + "structural_overlay_score": 68.027634, + "structural_overlay_rr": 1.913791, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.458505, + "primary_prob": 19.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.187758, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.738587, + "range_504_ratio": 2.092976, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.390087, + "hold30_r": -1.0 + }, + { + "symbol": "UHS", + "date": "2024-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.432099, + "strategy_rank": 87.503576, + "production_rank": 90.146417, + "structural_overlay_pass": false, + "structural_overlay_score": 85.639096, + "structural_overlay_rr": 1.546649, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.50781, + "primary_prob": 25.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.261716, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.760614, + "range_504_ratio": 2.13959, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.041757, + "hold30_r": -1.0 + }, + { + "symbol": "URI", + "date": "2024-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.617284, + "strategy_rank": 79.56863, + "production_rank": 79.918181, + "structural_overlay_pass": false, + "structural_overlay_score": 75.922272, + "structural_overlay_rr": 1.508507, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.246975, + "primary_prob": 23.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.870463, + "raw_level_count": 107, + "gate_level_count": 107, + "range_504_log": 1.014747, + "range_504_ratio": 2.758665, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.193999, + "hold30_r": -1.365469 + }, + { + "symbol": "VTR", + "date": "2024-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.135802, + "strategy_rank": 64.24008, + "production_rank": 72.538654, + "structural_overlay_pass": false, + "structural_overlay_score": 68.911722, + "structural_overlay_rr": 1.946257, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.471747, + "primary_prob": 18.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.20762, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.541768, + "range_504_ratio": 1.719044, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.075616, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2024-11-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.465969, + "strategy_rank": 96.664559, + "production_rank": 96.598362, + "structural_overlay_pass": false, + "structural_overlay_score": 91.768444, + "structural_overlay_rr": 1.967347, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.716972, + "primary_prob": 29.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.575458, + "raw_level_count": 105, + "gate_level_count": 105, + "range_504_log": 1.400642, + "range_504_ratio": 4.057804, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.0298, + "hold30_r": -1.0 + }, + { + "symbol": "HOOD", + "date": "2024-11-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.95288, + "strategy_rank": 98.640384, + "production_rank": 98.744549, + "structural_overlay_pass": false, + "structural_overlay_score": 93.807322, + "structural_overlay_rr": 0.704393, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.568666, + "primary_prob": 37.79, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 34.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.352999, + "raw_level_count": 128, + "gate_level_count": 128, + "range_504_log": 1.658826, + "range_504_ratio": 5.253139, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.544006, + "hold30_r": -1.0 + }, + { + "symbol": "ABBV", + "date": "2024-11-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.455497, + "strategy_rank": 81.202138, + "production_rank": 85.286591, + "structural_overlay_pass": false, + "structural_overlay_score": 81.022262, + "structural_overlay_rr": 2.050271, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.040863, + "primary_prob": 23.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 72.0, + "primary_rejection_count": 30, + "primary_distance_atr": 3.061295, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.459371, + "range_504_ratio": 1.583078, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.056056, + "hold30_r": -1.0 + }, + { + "symbol": "ACGL", + "date": "2024-11-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.198953, + "strategy_rank": 70.698536, + "production_rank": 74.532008, + "structural_overlay_pass": false, + "structural_overlay_score": 70.805408, + "structural_overlay_rr": 1.852298, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.732212, + "primary_prob": 32.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.598318, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 0.70203, + "range_504_ratio": 2.017845, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.059435, + "hold30_r": -1.0 + }, + { + "symbol": "CFG", + "date": "2024-11-29", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.780105, + "strategy_rank": 81.542418, + "production_rank": 83.288314, + "structural_overlay_pass": false, + "structural_overlay_score": 79.123898, + "structural_overlay_rr": 0.673156, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.778313, + "primary_prob": 22.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 16, + "primary_distance_atr": 4.16747, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.771465, + "range_504_ratio": 2.162934, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.058389, + "hold30_r": -1.0 + }, + { + "symbol": "CHRW", + "date": "2024-11-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.015707, + "strategy_rank": 81.212561, + "production_rank": 84.81361, + "structural_overlay_pass": false, + "structural_overlay_score": 80.572929, + "structural_overlay_rr": 1.501187, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.57212, + "primary_prob": 35.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 59, + "primary_distance_atr": 2.35818, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.553885, + "range_504_ratio": 1.74, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.507025, + "hold30_r": -1.0 + }, + { + "symbol": "CMS", + "date": "2024-11-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.628272, + "strategy_rank": 56.909764, + "production_rank": 64.815934, + "structural_overlay_pass": false, + "structural_overlay_score": 61.575137, + "structural_overlay_rr": 1.165036, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.378099, + "primary_prob": 39.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.067148, + "raw_level_count": 24, + "gate_level_count": 24, + "range_504_log": 0.372787, + "range_504_ratio": 1.451775, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.088277, + "hold30_r": -1.0 + }, + { + "symbol": "COF", + "date": "2024-11-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.675393, + "strategy_rank": 80.828127, + "production_rank": 81.110549, + "structural_overlay_pass": false, + "structural_overlay_score": 77.055022, + "structural_overlay_rr": 0.947942, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.88919, + "primary_prob": 47.95, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.333786, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.859798, + "range_504_ratio": 2.362683, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.054287, + "hold30_r": -1.0 + }, + { + "symbol": "COHR", + "date": "2024-11-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.251309, + "strategy_rank": 97.370955, + "production_rank": 97.331073, + "structural_overlay_pass": false, + "structural_overlay_score": 92.46452, + "structural_overlay_rr": 0.780579, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.70141, + "primary_prob": 43.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.052115, + "raw_level_count": 99, + "gate_level_count": 99, + "range_504_log": 1.446266, + "range_504_ratio": 4.247226, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.674434, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2024-11-29", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.86911, + "strategy_rank": 98.655113, + "production_rank": 99.059779, + "structural_overlay_pass": false, + "structural_overlay_score": 94.10679, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 2.009852, + "primary_prob": 38.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 71.0, + "primary_rejection_count": 26, + "primary_distance_atr": 3.014777, + "raw_level_count": 176, + "gate_level_count": 176, + "range_504_log": 4.325344, + "range_504_ratio": 75.591549, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.03745, + "hold30_r": -1.0 + }, + { + "symbol": "D", + "date": "2024-11-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.685864, + "strategy_rank": 65.389765, + "production_rank": 71.821798, + "structural_overlay_pass": false, + "structural_overlay_score": 68.230708, + "structural_overlay_rr": 1.046823, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.443648, + "primary_prob": 38.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.165472, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.489779, + "range_504_ratio": 1.631955, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.066849, + "hold30_r": -1.0 + }, + { + "symbol": "DASH", + "date": "2024-11-29", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.350785, + "strategy_rank": 80.213696, + "production_rank": 82.926059, + "structural_overlay_pass": false, + "structural_overlay_score": 78.779756, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 2.259005, + "primary_prob": 37.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 81.0, + "primary_rejection_count": 20, + "primary_distance_atr": 3.388507, + "raw_level_count": 138, + "gate_level_count": 138, + "range_504_log": 1.372991, + "range_504_ratio": 3.947139, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.056211, + "hold30_r": -1.0 + }, + { + "symbol": "DUK", + "date": "2024-11-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.722513, + "strategy_rank": 58.806542, + "production_rank": 66.778533, + "structural_overlay_pass": false, + "structural_overlay_score": 63.439606, + "structural_overlay_rr": 1.543386, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.236729, + "primary_prob": 24.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.855093, + "raw_level_count": 21, + "gate_level_count": 21, + "range_504_log": 0.378291, + "range_504_ratio": 1.459788, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.089212, + "hold30_r": -1.0 + }, + { + "symbol": "EBAY", + "date": "2024-11-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.931937, + "strategy_rank": 76.175071, + "production_rank": 81.760693, + "structural_overlay_pass": false, + "structural_overlay_score": 77.672659, + "structural_overlay_rr": 2.122054, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.513067, + "primary_prob": 52.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.269601, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.60106, + "range_504_ratio": 1.824052, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.060092, + "hold30_r": -1.0 + }, + { + "symbol": "ERIE", + "date": "2024-11-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.026178, + "strategy_rank": 83.241562, + "production_rank": 87.169767, + "structural_overlay_pass": false, + "structural_overlay_score": 82.811279, + "structural_overlay_rr": 1.539769, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.178836, + "primary_prob": 25.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.768254, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 1.008685, + "range_504_ratio": 2.741992, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.054618, + "hold30_r": -1.0 + }, + { + "symbol": "FIS", + "date": "2024-11-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.753927, + "strategy_rank": 66.890934, + "production_rank": 75.178598, + "structural_overlay_pass": false, + "structural_overlay_score": 71.419668, + "structural_overlay_rr": 1.841722, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.349629, + "primary_prob": 40.29, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.024444, + "raw_level_count": 101, + "gate_level_count": 101, + "range_504_log": 0.673319, + "range_504_ratio": 1.960734, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.149316, + "hold30_r": -1.078032 + }, + { + "symbol": "FITB", + "date": "2024-11-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.089005, + "strategy_rank": 73.059171, + "production_rank": 78.069115, + "structural_overlay_pass": false, + "structural_overlay_score": 74.16566, + "structural_overlay_rr": 0.70758, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.386577, + "primary_prob": 37.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.079865, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.797218, + "range_504_ratio": 2.219358, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.067339, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2024-11-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.445026, + "strategy_rank": 91.157471, + "production_rank": 90.91999, + "structural_overlay_pass": false, + "structural_overlay_score": 86.37399, + "structural_overlay_rr": 0.713831, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.728488, + "primary_prob": 53.91, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.092733, + "raw_level_count": 131, + "gate_level_count": 131, + "range_504_log": 1.523909, + "range_504_ratio": 4.590133, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.041021, + "hold30_r": -1.0 + }, + { + "symbol": "FTNT", + "date": "2024-11-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.743455, + "strategy_rank": 89.104753, + "production_rank": 88.984321, + "structural_overlay_pass": false, + "structural_overlay_score": 84.535105, + "structural_overlay_rr": 1.351127, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.023687, + "primary_prob": 43.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.535531, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.82414, + "range_504_ratio": 2.279918, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.976113, + "hold30_r": -1.0 + }, + { + "symbol": "GLW", + "date": "2024-11-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.848168, + "strategy_rank": 84.72766, + "production_rank": 87.767829, + "structural_overlay_pass": false, + "structural_overlay_score": 83.379438, + "structural_overlay_rr": 1.673937, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.217009, + "primary_prob": 38.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.825513, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.703192, + "range_504_ratio": 2.02019, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.069043, + "hold30_r": -1.0 + }, + { + "symbol": "GM", + "date": "2024-11-29", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.670157, + "strategy_rank": 88.641956, + "production_rank": 89.98469, + "structural_overlay_pass": false, + "structural_overlay_score": 85.485455, + "structural_overlay_rr": 1.978499, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.328011, + "primary_prob": 28.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 19, + "primary_distance_atr": 3.492016, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.845232, + "range_504_ratio": 2.328517, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.038933, + "hold30_r": -1.0 + }, + { + "symbol": "HAS", + "date": "2024-11-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.937173, + "strategy_rank": 70.123645, + "production_rank": 74.061488, + "structural_overlay_pass": false, + "structural_overlay_score": 70.358413, + "structural_overlay_rr": 2.626988, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.928785, + "primary_prob": 45.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.893178, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.545044, + "range_504_ratio": 1.724684, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.058618, + "hold30_r": -1.0 + }, + { + "symbol": "HCA", + "date": "2024-11-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.125654, + "strategy_rank": 74.543833, + "production_rank": 78.40444, + "structural_overlay_pass": false, + "structural_overlay_score": 74.484218, + "structural_overlay_rr": 2.108365, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.217716, + "primary_prob": 36.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 67.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.826575, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.658329, + "range_504_ratio": 1.931561, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.048929, + "hold30_r": -1.0 + }, + { + "symbol": "ICE", + "date": "2024-11-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.565445, + "strategy_rank": 61.687456, + "production_rank": 70.313453, + "structural_overlay_pass": false, + "structural_overlay_score": 66.79778, + "structural_overlay_rr": 1.800183, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.800424, + "primary_prob": 65.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 72.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.200636, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.578909, + "range_504_ratio": 1.784091, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.086412, + "hold30_r": -1.0 + }, + { + "symbol": "INCY", + "date": "2024-11-29", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.183246, + "strategy_rank": 84.355426, + "production_rank": 86.298033, + "structural_overlay_pass": false, + "structural_overlay_score": 81.983131, + "structural_overlay_rr": 1.846282, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.225995, + "primary_prob": 41.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 3.338993, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.540305, + "range_504_ratio": 1.716531, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.142421, + "hold30_r": -1.102218 + }, + { + "symbol": "IP", + "date": "2024-11-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.769634, + "strategy_rank": 76.771903, + "production_rank": 79.10448, + "structural_overlay_pass": false, + "structural_overlay_score": 75.149256, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.495379, + "primary_prob": 34.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.243069, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.732858, + "range_504_ratio": 2.081021, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.056779, + "hold30_r": -1.0 + }, + { + "symbol": "IRM", + "date": "2024-11-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.774869, + "strategy_rank": 83.050763, + "production_rank": 87.958799, + "structural_overlay_pass": false, + "structural_overlay_score": 83.560859, + "structural_overlay_rr": 1.563907, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.588914, + "primary_prob": 30.83, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.383371, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 0.979193, + "range_504_ratio": 2.662306, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.059818, + "hold30_r": -1.0 + }, + { + "symbol": "KR", + "date": "2024-11-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.984293, + "strategy_rank": 64.511982, + "production_rank": 70.669419, + "structural_overlay_pass": false, + "structural_overlay_score": 67.135948, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.700851, + "primary_prob": 55.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.051277, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.373891, + "range_504_ratio": 1.453379, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.080618, + "hold30_r": -1.0 + }, + { + "symbol": "LDOS", + "date": "2024-11-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.513089, + "strategy_rank": 86.744802, + "production_rank": 90.334231, + "structural_overlay_pass": false, + "structural_overlay_score": 85.817519, + "structural_overlay_rr": 2.864949, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.111242, + "primary_prob": 26.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.666863, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.974377, + "range_504_ratio": 2.649516, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.040494, + "hold30_r": -1.0 + }, + { + "symbol": "LHX", + "date": "2024-11-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.460733, + "strategy_rank": 63.205542, + "production_rank": 69.623939, + "structural_overlay_pass": false, + "structural_overlay_score": 66.142742, + "structural_overlay_rr": 1.807729, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.034905, + "primary_prob": 48.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.552358, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.505783, + "range_504_ratio": 1.658284, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.067934, + "hold30_r": -1.0 + }, + { + "symbol": "META", + "date": "2024-11-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.947644, + "strategy_rank": 77.283194, + "production_rank": 79.838011, + "structural_overlay_pass": false, + "structural_overlay_score": 75.84611, + "structural_overlay_rr": 1.334944, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.355385, + "primary_prob": 21.96, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 9.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.033078, + "raw_level_count": 120, + "gate_level_count": 120, + "range_504_log": 1.714681, + "range_504_ratio": 5.554906, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.298618, + "hold30_r": 2.115241 + }, + { + "symbol": "MS", + "date": "2024-11-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.235602, + "strategy_rank": 73.201475, + "production_rank": 75.546184, + "structural_overlay_pass": false, + "structural_overlay_score": 71.768875, + "structural_overlay_rr": 0.995095, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.094369, + "primary_prob": 41.9, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.641553, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.674243, + "range_504_ratio": 1.962547, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.062216, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2024-11-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.60733, + "strategy_rank": 99.607637, + "production_rank": 99.607535, + "structural_overlay_pass": true, + "structural_overlay_score": 99.627158, + "structural_overlay_rr": 2.233096, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.662646, + "primary_prob": 29.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.49397, + "raw_level_count": 166, + "gate_level_count": 166, + "range_504_log": 3.712357, + "range_504_ratio": 40.950226, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.011127, + "hold30_r": -1.0 + }, + { + "symbol": "NEE", + "date": "2024-11-29", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.162304, + "strategy_rank": 74.031106, + "production_rank": 77.408172, + "structural_overlay_pass": false, + "structural_overlay_score": 73.537763, + "structural_overlay_rr": 2.641339, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.084122, + "primary_prob": 28.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 121, + "primary_distance_atr": 3.126184, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.676248, + "range_504_ratio": 1.966486, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.122428, + "hold30_r": -1.059965 + }, + { + "symbol": "NVDA", + "date": "2024-11-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.727749, + "strategy_rank": 96.142844, + "production_rank": 96.337813, + "structural_overlay_pass": false, + "structural_overlay_score": 91.520922, + "structural_overlay_rr": 0.75186, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.753025, + "primary_prob": 42.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.129537, + "raw_level_count": 171, + "gate_level_count": 171, + "range_504_log": 2.647411, + "range_504_ratio": 14.117435, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.717645, + "hold30_r": -1.0 + }, + { + "symbol": "OKE", + "date": "2024-11-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.246073, + "strategy_rank": 67.945881, + "production_rank": 73.045945, + "structural_overlay_pass": false, + "structural_overlay_score": 69.393648, + "structural_overlay_rr": 1.135887, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.693984, + "primary_prob": 55.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.040976, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.747534, + "range_504_ratio": 2.111787, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.057735, + "hold30_r": -1.0 + }, + { + "symbol": "RMD", + "date": "2024-11-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.863874, + "strategy_rank": 82.115156, + "production_rank": 83.364729, + "structural_overlay_pass": false, + "structural_overlay_score": 79.196492, + "structural_overlay_rr": 0.750877, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.866748, + "primary_prob": 46.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.800122, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.677946, + "range_504_ratio": 1.969828, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.063097, + "hold30_r": -1.0 + }, + { + "symbol": "SATS", + "date": "2024-11-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.691099, + "strategy_rank": 98.613796, + "production_rank": 98.639564, + "structural_overlay_pass": true, + "structural_overlay_score": 98.707585, + "structural_overlay_rr": 2.273887, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.903432, + "primary_prob": 26.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.855148, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 1.149319, + "range_504_ratio": 3.156044, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.024026, + "hold30_r": -1.0 + }, + { + "symbol": "SO", + "date": "2024-11-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.209424, + "strategy_rank": 60.390722, + "production_rank": 68.663623, + "structural_overlay_pass": false, + "structural_overlay_score": 65.230442, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.429482, + "primary_prob": 23.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.144222, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.473079, + "range_504_ratio": 1.604928, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.09464, + "hold30_r": -1.0 + }, + { + "symbol": "T", + "date": "2024-11-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.979058, + "strategy_rank": 70.759231, + "production_rank": 78.499173, + "structural_overlay_pass": false, + "structural_overlay_score": 74.574214, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.381602, + "primary_prob": 39.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.072403, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.55439, + "range_504_ratio": 1.740879, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.300595, + "hold30_r": -1.0 + }, + { + "symbol": "TPL", + "date": "2024-11-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.298429, + "strategy_rank": 97.046498, + "production_rank": 97.463809, + "structural_overlay_pass": false, + "structural_overlay_score": 92.590618, + "structural_overlay_rr": 1.469635, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.153691, + "primary_prob": 40.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.730536, + "raw_level_count": 107, + "gate_level_count": 107, + "range_504_log": 1.433072, + "range_504_ratio": 4.191556, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.027821, + "hold30_r": -1.0 + }, + { + "symbol": "TRGP", + "date": "2024-11-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.036649, + "strategy_rank": 80.844976, + "production_rank": 86.575533, + "structural_overlay_pass": false, + "structural_overlay_score": 82.246757, + "structural_overlay_rr": 0.804509, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.796374, + "primary_prob": 51.26, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.194561, + "raw_level_count": 111, + "gate_level_count": 111, + "range_504_log": 1.174411, + "range_504_ratio": 3.236237, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.05842, + "hold30_r": -1.0 + }, + { + "symbol": "TSN", + "date": "2024-11-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.602094, + "strategy_rank": 66.461936, + "production_rank": 72.841989, + "structural_overlay_pass": false, + "structural_overlay_score": 69.199889, + "structural_overlay_rr": 0.836882, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.811828, + "primary_prob": 38.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.717742, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.499682, + "range_504_ratio": 1.648198, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.069355, + "hold30_r": -1.0 + }, + { + "symbol": "UHS", + "date": "2024-11-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.361257, + "strategy_rank": 83.965934, + "production_rank": 86.431042, + "structural_overlay_pass": false, + "structural_overlay_score": 82.10949, + "structural_overlay_rr": 2.128346, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.577296, + "primary_prob": 36.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.365944, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.760614, + "range_504_ratio": 2.13959, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.045223, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2024-11-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.204188, + "strategy_rank": 96.402984, + "production_rank": 96.336719, + "structural_overlay_pass": false, + "structural_overlay_score": 91.519883, + "structural_overlay_rr": 1.947282, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.832665, + "primary_prob": 35.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.248998, + "raw_level_count": 152, + "gate_level_count": 152, + "range_504_log": 2.500613, + "range_504_ratio": 12.189958, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.805164, + "hold30_r": -1.0 + }, + { + "symbol": "VST", + "date": "2024-11-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.21466, + "strategy_rank": 98.901959, + "production_rank": 99.006193, + "structural_overlay_pass": false, + "structural_overlay_score": 94.055883, + "structural_overlay_rr": 0.710603, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.686404, + "primary_prob": 55.66, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.029606, + "raw_level_count": 122, + "gate_level_count": 122, + "range_504_log": 2.074887, + "range_504_ratio": 7.963645, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.02485, + "hold30_r": -1.0 + }, + { + "symbol": "VTR", + "date": "2024-11-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.397906, + "strategy_rank": 63.831798, + "production_rank": 72.353834, + "structural_overlay_pass": false, + "structural_overlay_score": 68.736142, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.645295, + "primary_prob": 15.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.467943, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.541768, + "range_504_ratio": 1.719044, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.077142, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2024-12-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.923261, + "strategy_rank": 96.393595, + "production_rank": 96.236817, + "structural_overlay_pass": false, + "structural_overlay_score": 91.424976, + "structural_overlay_rr": 1.98158, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.707256, + "primary_prob": 29.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.560884, + "raw_level_count": 106, + "gate_level_count": 106, + "range_504_log": 1.400642, + "range_504_ratio": 4.057804, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.032998, + "hold30_r": -1.0 + }, + { + "symbol": "HOOD", + "date": "2024-12-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 97.122302, + "strategy_rank": 97.412135, + "production_rank": 97.315524, + "structural_overlay_pass": false, + "structural_overlay_score": 92.449748, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 2.527938, + "primary_prob": 22.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 10, + "primary_distance_atr": 3.791908, + "raw_level_count": 129, + "gate_level_count": 129, + "range_504_log": 1.732071, + "range_504_ratio": 5.652346, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.023997, + "hold30_r": -1.0 + }, + { + "symbol": "ABBV", + "date": "2024-12-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.369305, + "strategy_rank": 78.561022, + "production_rank": 81.83045, + "structural_overlay_pass": false, + "structural_overlay_score": 77.738927, + "structural_overlay_rr": 2.822302, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.261387, + "primary_prob": 26.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 3.392081, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.459371, + "range_504_ratio": 1.583078, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.057632, + "hold30_r": -1.0 + }, + { + "symbol": "AFL", + "date": "2024-12-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.613909, + "strategy_rank": 63.815399, + "production_rank": 70.081569, + "structural_overlay_pass": false, + "structural_overlay_score": 66.577491, + "structural_overlay_rr": 1.228379, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.242408, + "primary_prob": 42.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.863612, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.651598, + "range_504_ratio": 1.918605, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.070348, + "hold30_r": -1.0 + }, + { + "symbol": "BK", + "date": "2024-12-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.52518, + "strategy_rank": 69.410278, + "production_rank": 77.448579, + "structural_overlay_pass": false, + "structural_overlay_score": 73.57615, + "structural_overlay_rr": 1.146117, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.146117, + "primary_prob": 25.32, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.719175, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.73537, + "range_504_ratio": 2.086255, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.083506, + "hold30_r": -1.0 + }, + { + "symbol": "BRO", + "date": "2024-12-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.448441, + "strategy_rank": 65.696346, + "production_rank": 73.613711, + "structural_overlay_pass": false, + "structural_overlay_score": 69.933026, + "structural_overlay_rr": 1.808302, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.294434, + "primary_prob": 24.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.941651, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.770612, + "range_504_ratio": 2.161089, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.082628, + "hold30_r": -1.0 + }, + { + "symbol": "CBOE", + "date": "2024-12-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.129496, + "strategy_rank": 69.898533, + "production_rank": 75.975521, + "structural_overlay_pass": false, + "structural_overlay_score": 72.176745, + "structural_overlay_rr": 1.566485, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.205993, + "primary_prob": 43.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.808989, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.646607, + "range_504_ratio": 1.909052, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.05213, + "hold30_r": -1.0 + }, + { + "symbol": "CFG", + "date": "2024-12-06", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.529976, + "strategy_rank": 82.77636, + "production_rank": 84.360898, + "structural_overlay_pass": false, + "structural_overlay_score": 80.142853, + "structural_overlay_rr": 1.41776, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.094709, + "primary_prob": 24.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 80.0, + "primary_rejection_count": 24, + "primary_distance_atr": 3.142063, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.771465, + "range_504_ratio": 2.162934, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.06007, + "hold30_r": -1.0 + }, + { + "symbol": "CINF", + "date": "2024-12-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.808153, + "strategy_rank": 70.464274, + "production_rank": 76.912234, + "structural_overlay_pass": false, + "structural_overlay_score": 73.066622, + "structural_overlay_rr": 1.488339, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.012514, + "primary_prob": 29.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.51877, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.532039, + "range_504_ratio": 1.7024, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.081269, + "hold30_r": -1.0 + }, + { + "symbol": "COF", + "date": "2024-12-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.371703, + "strategy_rank": 83.667002, + "production_rank": 84.235235, + "structural_overlay_pass": false, + "structural_overlay_score": 80.023474, + "structural_overlay_rr": 1.640176, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.640176, + "primary_prob": 14.94, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.460265, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.859798, + "range_504_ratio": 2.362683, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.05963, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2024-12-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.880096, + "strategy_rank": 99.02001, + "production_rank": 99.306705, + "structural_overlay_pass": false, + "structural_overlay_score": 94.34137, + "structural_overlay_rr": 0.697336, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.255307, + "primary_prob": 23.61, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 6.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.88296, + "raw_level_count": 179, + "gate_level_count": 179, + "range_504_log": 4.325344, + "range_504_ratio": 75.591549, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.036774, + "hold30_r": -1.0 + }, + { + "symbol": "D", + "date": "2024-12-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.374101, + "strategy_rank": 64.758645, + "production_rank": 70.630463, + "structural_overlay_pass": false, + "structural_overlay_score": 67.09894, + "structural_overlay_rr": 1.625586, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.695673, + "primary_prob": 33.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.543509, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.489779, + "range_504_ratio": 1.631955, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.062955, + "hold30_r": -1.0 + }, + { + "symbol": "DASH", + "date": "2024-12-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.326139, + "strategy_rank": 83.803925, + "production_rank": 86.644663, + "structural_overlay_pass": false, + "structural_overlay_score": 82.31243, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.753019, + "primary_prob": 19.93, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 35.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.629528, + "raw_level_count": 138, + "gate_level_count": 138, + "range_504_log": 1.372991, + "range_504_ratio": 3.947139, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.059824, + "hold30_r": -1.0 + }, + { + "symbol": "DELL", + "date": "2024-12-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.088729, + "strategy_rank": 90.139888, + "production_rank": 89.789502, + "structural_overlay_pass": false, + "structural_overlay_score": 85.300027, + "structural_overlay_rr": 1.513915, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.629692, + "primary_prob": 26.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.444538, + "raw_level_count": 115, + "gate_level_count": 115, + "range_504_log": 1.608882, + "range_504_ratio": 4.997219, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.031521, + "hold30_r": -1.0 + }, + { + "symbol": "DVA", + "date": "2024-12-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.330935, + "strategy_rank": 78.316959, + "production_rank": 80.988285, + "structural_overlay_pass": false, + "structural_overlay_score": 76.93887, + "structural_overlay_rr": 1.598669, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.460319, + "primary_prob": 19.01, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.190479, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 0.873082, + "range_504_ratio": 2.39428, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.056731, + "hold30_r": -1.0 + }, + { + "symbol": "EBAY", + "date": "2024-12-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.532374, + "strategy_rank": 71.000619, + "production_rank": 75.511204, + "structural_overlay_pass": false, + "structural_overlay_score": 71.735644, + "structural_overlay_rr": 0.771295, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.378891, + "primary_prob": 39.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.068336, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.60106, + "range_504_ratio": 1.824052, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.317485, + "hold30_r": -1.0 + }, + { + "symbol": "ERIE", + "date": "2024-12-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.889688, + "strategy_rank": 80.017405, + "production_rank": 82.6415, + "structural_overlay_pass": false, + "structural_overlay_score": 78.509425, + "structural_overlay_rr": 1.774646, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.168486, + "primary_prob": 28.14, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 18.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.752729, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 1.008685, + "range_504_ratio": 2.741992, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.051452, + "hold30_r": -1.0 + }, + { + "symbol": "ETR", + "date": "2024-12-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.563549, + "strategy_rank": 84.134628, + "production_rank": 87.944268, + "structural_overlay_pass": false, + "structural_overlay_score": 83.547055, + "structural_overlay_rr": 1.120981, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.06231, + "primary_prob": 28.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.593464, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.596044, + "range_504_ratio": 1.814925, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.064112, + "hold30_r": -1.0 + }, + { + "symbol": "FIS", + "date": "2024-12-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.772182, + "strategy_rank": 62.064542, + "production_rank": 69.633755, + "structural_overlay_pass": false, + "structural_overlay_score": 66.152068, + "structural_overlay_rr": 1.879159, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.371335, + "primary_prob": 39.82, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.057003, + "raw_level_count": 100, + "gate_level_count": 100, + "range_504_log": 0.673319, + "range_504_ratio": 1.960734, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.199673, + "hold30_r": -1.1263 + }, + { + "symbol": "FISV", + "date": "2024-12-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.88729, + "strategy_rank": 68.208917, + "production_rank": 75.768375, + "structural_overlay_pass": false, + "structural_overlay_score": 71.979956, + "structural_overlay_rr": 1.279686, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.892822, + "primary_prob": 34.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.339234, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.830918, + "range_504_ratio": 2.295424, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.064539, + "hold30_r": -1.0 + }, + { + "symbol": "GLW", + "date": "2024-12-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.846523, + "strategy_rank": 83.898301, + "production_rank": 86.547708, + "structural_overlay_pass": false, + "structural_overlay_score": 82.220323, + "structural_overlay_rr": 1.159626, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.159626, + "primary_prob": 39.97, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.739439, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.703192, + "range_504_ratio": 2.02019, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.078192, + "hold30_r": -1.0 + }, + { + "symbol": "GM", + "date": "2024-12-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.127098, + "strategy_rank": 87.910833, + "production_rank": 88.982921, + "structural_overlay_pass": false, + "structural_overlay_score": 84.533775, + "structural_overlay_rr": 2.480565, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.853838, + "primary_prob": 31.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.780756, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.845232, + "range_504_ratio": 2.328517, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.043094, + "hold30_r": -1.0 + }, + { + "symbol": "HCA", + "date": "2024-12-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.333333, + "strategy_rank": 73.064516, + "production_rank": 76.487455, + "structural_overlay_pass": false, + "structural_overlay_score": 72.663082, + "structural_overlay_rr": 2.900443, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.928563, + "primary_prob": 23.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 65.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.892845, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.658329, + "range_504_ratio": 1.931561, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.060145, + "hold30_r": -1.008231 + }, + { + "symbol": "HIG", + "date": "2024-12-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.848921, + "strategy_rank": 71.33403, + "production_rank": 77.172327, + "structural_overlay_pass": false, + "structural_overlay_score": 73.31371, + "structural_overlay_rr": 1.258634, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.266138, + "primary_prob": 23.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.899207, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.664732, + "range_504_ratio": 1.943969, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.081549, + "hold30_r": -1.0 + }, + { + "symbol": "INCY", + "date": "2024-12-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.086331, + "strategy_rank": 86.754338, + "production_rank": 88.531669, + "structural_overlay_pass": false, + "structural_overlay_score": 84.105086, + "structural_overlay_rr": 1.577559, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.93914, + "primary_prob": 30.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.908709, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.540305, + "range_504_ratio": 1.716531, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.042488, + "hold30_r": -1.0 + }, + { + "symbol": "IP", + "date": "2024-12-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.282974, + "strategy_rank": 86.036074, + "production_rank": 89.451707, + "structural_overlay_pass": false, + "structural_overlay_score": 84.979122, + "structural_overlay_rr": 1.422748, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.496326, + "primary_prob": 37.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.244489, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.732858, + "range_504_ratio": 2.081021, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.058966, + "hold30_r": -1.0 + }, + { + "symbol": "IRM", + "date": "2024-12-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.203837, + "strategy_rank": 81.983188, + "production_rank": 86.390071, + "structural_overlay_pass": false, + "structural_overlay_score": 82.070567, + "structural_overlay_rr": 1.380552, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.407607, + "primary_prob": 22.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.11141, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 0.979193, + "range_504_ratio": 2.662306, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.06065, + "hold30_r": -1.0 + }, + { + "symbol": "KMI", + "date": "2024-12-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.647482, + "strategy_rank": 70.478327, + "production_rank": 77.201379, + "structural_overlay_pass": false, + "structural_overlay_score": 73.34131, + "structural_overlay_rr": 0.718525, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.793502, + "primary_prob": 37.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.190253, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.595033, + "range_504_ratio": 1.81309, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.069403, + "hold30_r": -1.0 + }, + { + "symbol": "KR", + "date": "2024-12-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.091127, + "strategy_rank": 68.005724, + "production_rank": 74.034192, + "structural_overlay_pass": false, + "structural_overlay_score": 70.332482, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.62346, + "primary_prob": 16.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.43519, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.376992, + "range_504_ratio": 1.457893, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.557418, + "hold30_r": -0.367955 + }, + { + "symbol": "LDOS", + "date": "2024-12-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.601918, + "strategy_rank": 87.568655, + "production_rank": 90.913076, + "structural_overlay_pass": false, + "structural_overlay_score": 86.367422, + "structural_overlay_rr": 0.705366, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.640049, + "primary_prob": 14.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.460073, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.974377, + "range_504_ratio": 2.649516, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.047242, + "hold30_r": -1.0 + }, + { + "symbol": "LMT", + "date": "2024-12-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.573141, + "strategy_rank": 63.483278, + "production_rank": 70.179899, + "structural_overlay_pass": false, + "structural_overlay_score": 66.670904, + "structural_overlay_rr": 1.91595, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.788155, + "primary_prob": 25.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 67.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.682232, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.452258, + "range_504_ratio": 1.571857, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.071587, + "hold30_r": -1.0 + }, + { + "symbol": "MCK", + "date": "2024-12-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.414868, + "strategy_rank": 78.065676, + "production_rank": 79.182074, + "structural_overlay_pass": false, + "structural_overlay_score": 75.22297, + "structural_overlay_rr": 1.333431, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.365026, + "primary_prob": 25.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.04754, + "raw_level_count": 99, + "gate_level_count": 99, + "range_504_log": 0.653188, + "range_504_ratio": 1.921658, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.069467, + "hold30_r": -1.0 + }, + { + "symbol": "MS", + "date": "2024-12-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.131894, + "strategy_rank": 77.728527, + "production_rank": 80.196316, + "structural_overlay_pass": false, + "structural_overlay_score": 76.1865, + "structural_overlay_rr": 1.501538, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.609514, + "primary_prob": 15.67, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.41427, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.674243, + "range_504_ratio": 1.962547, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.066615, + "hold30_r": -1.0 + }, + { + "symbol": "MSI", + "date": "2024-12-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.654676, + "strategy_rank": 59.416338, + "production_rank": 66.829117, + "structural_overlay_pass": false, + "structural_overlay_score": 63.487661, + "structural_overlay_rr": 0.783243, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.104789, + "primary_prob": 29.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.657184, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.704674, + "range_504_ratio": 2.023187, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.086845, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2024-12-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.640288, + "strategy_rank": 99.640675, + "production_rank": 99.640546, + "structural_overlay_pass": true, + "structural_overlay_score": 99.658518, + "structural_overlay_rr": 2.258927, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.652479, + "primary_prob": 29.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.478718, + "raw_level_count": 168, + "gate_level_count": 168, + "range_504_log": 3.712357, + "range_504_ratio": 40.950226, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.012059, + "hold30_r": -1.0 + }, + { + "symbol": "MTB", + "date": "2024-12-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.486811, + "strategy_rank": 82.033599, + "production_rank": 85.184669, + "structural_overlay_pass": false, + "structural_overlay_score": 80.925436, + "structural_overlay_rr": 0.840482, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.846684, + "primary_prob": 37.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.270026, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.73218, + "range_504_ratio": 2.079609, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.063756, + "hold30_r": -1.0 + }, + { + "symbol": "NI", + "date": "2024-12-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.172662, + "strategy_rank": 59.207602, + "production_rank": 67.529288, + "structural_overlay_pass": false, + "structural_overlay_score": 64.152824, + "structural_overlay_rr": 1.902036, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.402799, + "primary_prob": 19.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.104198, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.522697, + "range_504_ratio": 1.68657, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.0943, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2024-12-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.961631, + "strategy_rank": 97.103607, + "production_rank": 97.389615, + "structural_overlay_pass": false, + "structural_overlay_score": 92.520134, + "structural_overlay_rr": 1.04936, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.037443, + "primary_prob": 28.7, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 3.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.556164, + "raw_level_count": 170, + "gate_level_count": 170, + "range_504_log": 2.647411, + "range_504_ratio": 14.117435, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.04032, + "hold30_r": -1.0 + }, + { + "symbol": "OKE", + "date": "2024-12-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.690647, + "strategy_rank": 72.296356, + "production_rank": 77.094453, + "structural_overlay_pass": false, + "structural_overlay_score": 73.239731, + "structural_overlay_rr": 1.36924, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.001078, + "primary_prob": 30.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.501617, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.747534, + "range_504_ratio": 2.111787, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.05664, + "hold30_r": -1.0 + }, + { + "symbol": "PEG", + "date": "2024-12-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.17506, + "strategy_rank": 63.094943, + "production_rank": 69.121649, + "structural_overlay_pass": false, + "structural_overlay_score": 65.665566, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.628889, + "primary_prob": 15.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.443333, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.572591, + "range_504_ratio": 1.772854, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.200424, + "hold30_r": -1.129811 + }, + { + "symbol": "PGR", + "date": "2024-12-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.522782, + "strategy_rank": 75.988886, + "production_rank": 82.833518, + "structural_overlay_pass": false, + "structural_overlay_score": 78.691842, + "structural_overlay_rr": 0.747235, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.219616, + "primary_prob": 25.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.829424, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.887499, + "range_504_ratio": 2.429046, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.066839, + "hold30_r": -1.0 + }, + { + "symbol": "PKG", + "date": "2024-12-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.170264, + "strategy_rank": 65.105206, + "production_rank": 72.460225, + "structural_overlay_pass": false, + "structural_overlay_score": 68.837214, + "structural_overlay_rr": 1.218503, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.270989, + "primary_prob": 22.85, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.906483, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.719077, + "range_504_ratio": 2.052537, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.082423, + "hold30_r": -1.0 + }, + { + "symbol": "PPL", + "date": "2024-12-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.215827, + "strategy_rank": 56.545344, + "production_rank": 64.435505, + "structural_overlay_pass": false, + "structural_overlay_score": 61.21373, + "structural_overlay_rr": 1.83629, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.536932, + "primary_prob": 18.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.305398, + "raw_level_count": 25, + "gate_level_count": 25, + "range_504_log": 0.45939, + "range_504_ratio": 1.583108, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.08456, + "hold30_r": -1.0 + }, + { + "symbol": "RF", + "date": "2024-12-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.695444, + "strategy_rank": 73.261004, + "production_rank": 75.739151, + "structural_overlay_pass": false, + "structural_overlay_score": 71.952193, + "structural_overlay_rr": 2.142002, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.693316, + "primary_prob": 14.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.539974, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.712285, + "range_504_ratio": 2.038644, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.066175, + "hold30_r": -1.0 + }, + { + "symbol": "RJF", + "date": "2024-12-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.731415, + "strategy_rank": 77.323818, + "production_rank": 80.126351, + "structural_overlay_pass": false, + "structural_overlay_score": 76.120033, + "structural_overlay_rr": 1.724641, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.241504, + "primary_prob": 23.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.862256, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.737164, + "range_504_ratio": 2.09, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.070628, + "hold30_r": -1.0 + }, + { + "symbol": "RMD", + "date": "2024-12-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.973621, + "strategy_rank": 81.12813, + "production_rank": 81.743294, + "structural_overlay_pass": false, + "structural_overlay_score": 77.656129, + "structural_overlay_rr": 1.475588, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.758494, + "primary_prob": 32.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.637741, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.677946, + "range_504_ratio": 1.969828, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.060445, + "hold30_r": -1.0 + }, + { + "symbol": "RTX", + "date": "2024-12-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.1247, + "strategy_rank": 72.267218, + "production_rank": 79.553046, + "structural_overlay_pass": false, + "structural_overlay_score": 75.575393, + "structural_overlay_rr": 1.317355, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.331412, + "primary_prob": 40.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.997118, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.629848, + "range_504_ratio": 1.877325, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.075562, + "hold30_r": -1.0 + }, + { + "symbol": "SATS", + "date": "2024-12-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.800959, + "strategy_rank": 98.730564, + "production_rank": 98.754029, + "structural_overlay_pass": false, + "structural_overlay_score": 93.816328, + "structural_overlay_rr": 1.052391, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.929458, + "primary_prob": 51.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 85, + "primary_distance_atr": 1.394187, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 1.149319, + "range_504_ratio": 3.156044, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.026725, + "hold30_r": -1.0 + }, + { + "symbol": "SO", + "date": "2024-12-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.455635, + "strategy_rank": 57.430056, + "production_rank": 65.105249, + "structural_overlay_pass": false, + "structural_overlay_score": 61.849987, + "structural_overlay_rr": 1.854582, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.682457, + "primary_prob": 34.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.523685, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.473079, + "range_504_ratio": 1.604928, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.084357, + "hold30_r": -1.0 + }, + { + "symbol": "T", + "date": "2024-12-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.764988, + "strategy_rank": 72.875635, + "production_rank": 79.838753, + "structural_overlay_pass": false, + "structural_overlay_score": 75.846815, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.833559, + "primary_prob": 46.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.750339, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.581812, + "range_504_ratio": 1.789278, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.071874, + "hold30_r": -1.0 + }, + { + "symbol": "TPL", + "date": "2024-12-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.040767, + "strategy_rank": 98.038215, + "production_rank": 98.372399, + "structural_overlay_pass": false, + "structural_overlay_score": 93.453779, + "structural_overlay_rr": 1.452989, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.313913, + "primary_prob": 22.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.97087, + "raw_level_count": 108, + "gate_level_count": 108, + "range_504_log": 1.433072, + "range_504_ratio": 4.191556, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.019952, + "hold30_r": -1.0 + }, + { + "symbol": "TRGP", + "date": "2024-12-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.441247, + "strategy_rank": 83.71174, + "production_rank": 88.621576, + "structural_overlay_pass": false, + "structural_overlay_score": 84.190497, + "structural_overlay_rr": 1.479738, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.487955, + "primary_prob": 18.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.231932, + "raw_level_count": 112, + "gate_level_count": 112, + "range_504_log": 1.174411, + "range_504_ratio": 3.236237, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.051675, + "hold30_r": -1.0 + }, + { + "symbol": "TT", + "date": "2024-12-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.609113, + "strategy_rank": 73.92602, + "production_rank": 78.820385, + "structural_overlay_pass": false, + "structural_overlay_score": 74.879365, + "structural_overlay_rr": 0.836163, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.852001, + "primary_prob": 34.63, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.278002, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 0.957162, + "range_504_ratio": 2.604295, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.072333, + "hold30_r": -1.0 + }, + { + "symbol": "UHS", + "date": "2024-12-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.047962, + "strategy_rank": 83.678734, + "production_rank": 85.80181, + "structural_overlay_pass": false, + "structural_overlay_score": 81.51172, + "structural_overlay_rr": 2.18474, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.325547, + "primary_prob": 29.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.988321, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.760614, + "range_504_ratio": 2.13959, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.047108, + "hold30_r": -1.0 + }, + { + "symbol": "URI", + "date": "2024-12-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.894484, + "strategy_rank": 79.942627, + "production_rank": 80.593246, + "structural_overlay_pass": false, + "structural_overlay_score": 76.563584, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.756743, + "primary_prob": 39.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.135114, + "raw_level_count": 109, + "gate_level_count": 109, + "range_504_log": 1.014747, + "range_504_ratio": 2.758665, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.059564, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2024-12-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.76259, + "strategy_rank": 96.766071, + "production_rank": 96.764911, + "structural_overlay_pass": false, + "structural_overlay_score": 91.926665, + "structural_overlay_rr": 1.298915, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.920043, + "primary_prob": 47.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.380065, + "raw_level_count": 153, + "gate_level_count": 153, + "range_504_log": 2.500613, + "range_504_ratio": 12.189958, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.029418, + "hold30_r": -1.0 + }, + { + "symbol": "VST", + "date": "2024-12-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.280576, + "strategy_rank": 98.994611, + "production_rank": 99.089932, + "structural_overlay_pass": false, + "structural_overlay_score": 94.135436, + "structural_overlay_rr": 0.737747, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.711703, + "primary_prob": 54.59, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.067554, + "raw_level_count": 122, + "gate_level_count": 122, + "range_504_log": 2.074887, + "range_504_ratio": 7.963645, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.026204, + "hold30_r": -1.0 + }, + { + "symbol": "VTR", + "date": "2024-12-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.733813, + "strategy_rank": 59.920838, + "production_rank": 67.525163, + "structural_overlay_pass": false, + "structural_overlay_score": 64.148905, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.877057, + "primary_prob": 31.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.815586, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.541768, + "range_504_ratio": 1.719044, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.073125, + "hold30_r": -1.0 + }, + { + "symbol": "WELL", + "date": "2024-12-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.285372, + "strategy_rank": 69.099043, + "production_rank": 77.161153, + "structural_overlay_pass": false, + "structural_overlay_score": 73.303095, + "structural_overlay_rr": 1.185961, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.841386, + "primary_prob": 37.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.262079, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.809901, + "range_504_ratio": 2.247684, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.072213, + "hold30_r": -1.0 + }, + { + "symbol": "WFC", + "date": "2024-12-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.28777, + "strategy_rank": 86.03298, + "production_rank": 87.451243, + "structural_overlay_pass": false, + "structural_overlay_score": 83.078681, + "structural_overlay_rr": 1.524085, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.094132, + "primary_prob": 42.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.641198, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.795909, + "range_504_ratio": 2.216454, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.059624, + "hold30_r": -1.0 + }, + { + "symbol": "WMB", + "date": "2024-12-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.565947, + "strategy_rank": 71.749568, + "production_rank": 78.688361, + "structural_overlay_pass": false, + "structural_overlay_score": 74.753943, + "structural_overlay_rr": 1.145833, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.145833, + "primary_prob": 26.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.71875, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.806714, + "range_504_ratio": 2.240535, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.06402, + "hold30_r": -1.0 + }, + { + "symbol": "WTW", + "date": "2024-12-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.134293, + "strategy_rank": 59.321962, + "production_rank": 66.926072, + "structural_overlay_pass": false, + "structural_overlay_score": 63.579768, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.977974, + "primary_prob": 30.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.466961, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.539615, + "range_504_ratio": 1.715346, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.072168, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2024-12-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.919169, + "strategy_rank": 95.580357, + "production_rank": 95.359961, + "structural_overlay_pass": false, + "structural_overlay_score": 90.591963, + "structural_overlay_rr": 2.039556, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.791673, + "primary_prob": 22.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.687509, + "raw_level_count": 108, + "gate_level_count": 108, + "range_504_log": 1.400642, + "range_504_ratio": 4.057804, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.126761, + "hold30_r": -1.096292 + }, + { + "symbol": "HOOD", + "date": "2024-12-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 97.575058, + "strategy_rank": 97.750181, + "production_rank": 97.691807, + "structural_overlay_pass": false, + "structural_overlay_score": 92.807216, + "structural_overlay_rr": 0.947527, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.151963, + "primary_prob": 26.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 10, + "primary_distance_atr": 3.227945, + "raw_level_count": 129, + "gate_level_count": 129, + "range_504_log": 1.732071, + "range_504_ratio": 5.652346, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.187492, + "hold30_r": -1.165762 + }, + { + "symbol": "AFL", + "date": "2024-12-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.986143, + "strategy_rank": 62.810323, + "production_rank": 69.202263, + "structural_overlay_pass": false, + "structural_overlay_score": 65.74215, + "structural_overlay_rr": 0.893984, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.964521, + "primary_prob": 50.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.446782, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.651598, + "range_504_ratio": 1.918605, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.073286, + "hold30_r": -1.0 + }, + { + "symbol": "ALL", + "date": "2024-12-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.60739, + "strategy_rank": 72.322411, + "production_rank": 78.084071, + "structural_overlay_pass": false, + "structural_overlay_score": 74.179867, + "structural_overlay_rr": 1.746086, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.76721, + "primary_prob": 14.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.650816, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.735652, + "range_504_ratio": 2.086842, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.064475, + "hold30_r": -1.0 + }, + { + "symbol": "AMP", + "date": "2024-12-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.755196, + "strategy_rank": 70.174552, + "production_rank": 74.034767, + "structural_overlay_pass": false, + "structural_overlay_score": 70.333029, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.449045, + "primary_prob": 30.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 59.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.173567, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.740744, + "range_504_ratio": 2.097495, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.082626, + "hold30_r": -1.0 + }, + { + "symbol": "APO", + "date": "2024-12-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.489607, + "strategy_rank": 84.397731, + "production_rank": 85.095023, + "structural_overlay_pass": false, + "structural_overlay_score": 80.840272, + "structural_overlay_rr": 1.757094, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.251809, + "primary_prob": 37.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.877713, + "raw_level_count": 98, + "gate_level_count": 98, + "range_504_log": 1.234098, + "range_504_ratio": 3.435279, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.046676, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2024-12-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.884527, + "strategy_rank": 99.677512, + "production_rank": 99.746517, + "structural_overlay_pass": false, + "structural_overlay_score": 94.759191, + "structural_overlay_rr": 2.534461, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.145373, + "primary_prob": 25.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.718059, + "raw_level_count": 164, + "gate_level_count": 164, + "range_504_log": 3.821947, + "range_504_ratio": 45.693107, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.127719, + "hold30_r": 1.116452 + }, + { + "symbol": "AXON", + "date": "2024-12-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.498845, + "strategy_rank": 97.637339, + "production_rank": 97.924508, + "structural_overlay_pass": false, + "structural_overlay_score": 93.028282, + "structural_overlay_rr": 1.635757, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.15455, + "primary_prob": 25.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.731825, + "raw_level_count": 124, + "gate_level_count": 124, + "range_504_log": 1.459178, + "range_504_ratio": 4.30242, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.038825, + "hold30_r": -1.0 + }, + { + "symbol": "BRO", + "date": "2024-12-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.452656, + "strategy_rank": 65.921462, + "production_rank": 73.43186, + "structural_overlay_pass": false, + "structural_overlay_score": 69.760267, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.89969, + "primary_prob": 41.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.349535, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.770612, + "range_504_ratio": 2.161089, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.073472, + "hold30_r": -1.0 + }, + { + "symbol": "CBOE", + "date": "2024-12-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.064665, + "strategy_rank": 66.40568, + "production_rank": 72.292008, + "structural_overlay_pass": false, + "structural_overlay_score": 68.677408, + "structural_overlay_rr": 2.126493, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.363485, + "primary_prob": 39.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.045227, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.646607, + "range_504_ratio": 1.909052, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.304596, + "hold30_r": -1.248643 + }, + { + "symbol": "CHRW", + "date": "2024-12-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.526559, + "strategy_rank": 77.672619, + "production_rank": 79.957266, + "structural_overlay_pass": false, + "structural_overlay_score": 75.959402, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.744306, + "primary_prob": 30.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.616459, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.568978, + "range_504_ratio": 1.766462, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.051093, + "hold30_r": -1.0 + }, + { + "symbol": "CINF", + "date": "2024-12-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.91224, + "strategy_rank": 67.837072, + "production_rank": 73.862128, + "structural_overlay_pass": false, + "structural_overlay_score": 70.169022, + "structural_overlay_rr": 0.692395, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.692395, + "primary_prob": 41.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.038592, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.532039, + "range_504_ratio": 1.7024, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.075825, + "hold30_r": -1.0 + }, + { + "symbol": "CMI", + "date": "2024-12-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.681293, + "strategy_rank": 74.269195, + "production_rank": 78.073228, + "structural_overlay_pass": false, + "structural_overlay_score": 74.169567, + "structural_overlay_rr": 1.20198, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.186135, + "primary_prob": 25.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.779203, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.646655, + "range_504_ratio": 1.909145, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.071756, + "hold30_r": -1.0 + }, + { + "symbol": "COHR", + "date": "2024-12-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.150115, + "strategy_rank": 95.224183, + "production_rank": 95.199494, + "structural_overlay_pass": false, + "structural_overlay_score": 90.439519, + "structural_overlay_rr": 0.833356, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.833778, + "primary_prob": 35.28, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.250667, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 1.463491, + "range_504_ratio": 4.321018, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.028093, + "hold30_r": -1.0 + }, + { + "symbol": "CTAS", + "date": "2024-12-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.182448, + "strategy_rank": 66.585826, + "production_rank": 73.451367, + "structural_overlay_pass": false, + "structural_overlay_score": 69.778799, + "structural_overlay_rr": 1.491394, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.040971, + "primary_prob": 29.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.561457, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.768605, + "range_504_ratio": 2.156755, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.070486, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2024-12-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.422633, + "strategy_rank": 98.456602, + "production_rank": 98.778613, + "structural_overlay_pass": false, + "structural_overlay_score": 93.839682, + "structural_overlay_rr": 0.960866, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.431471, + "primary_prob": 19.79, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 6.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.147206, + "raw_level_count": 179, + "gate_level_count": 179, + "range_504_log": 4.305818, + "range_504_ratio": 74.129834, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.035359, + "hold30_r": -1.0 + }, + { + "symbol": "DASH", + "date": "2024-12-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.454965, + "strategy_rank": 83.17843, + "production_rank": 85.937275, + "structural_overlay_pass": false, + "structural_overlay_score": 81.640411, + "structural_overlay_rr": 1.017599, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.017599, + "primary_prob": 46.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 90.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.526399, + "raw_level_count": 139, + "gate_level_count": 139, + "range_504_log": 1.372991, + "range_504_ratio": 3.947139, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.960217, + "hold30_r": -1.0 + }, + { + "symbol": "DELL", + "date": "2024-12-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.951501, + "strategy_rank": 88.72566, + "production_rank": 88.134273, + "structural_overlay_pass": false, + "structural_overlay_score": 83.72756, + "structural_overlay_rr": 1.685704, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.798543, + "primary_prob": 30.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 93.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.697815, + "raw_level_count": 114, + "gate_level_count": 114, + "range_504_log": 1.608882, + "range_504_ratio": 4.997219, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.147915, + "hold30_r": -1.115986 + }, + { + "symbol": "DVA", + "date": "2024-12-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.26097, + "strategy_rank": 80.261735, + "production_rank": 83.26148, + "structural_overlay_pass": false, + "structural_overlay_score": 79.098406, + "structural_overlay_rr": 2.257449, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.549015, + "primary_prob": 27.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.323522, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 0.873082, + "range_504_ratio": 2.39428, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.052765, + "hold30_r": -1.0 + }, + { + "symbol": "EBAY", + "date": "2024-12-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.2194, + "strategy_rank": 71.391209, + "production_rank": 76.000606, + "structural_overlay_pass": false, + "structural_overlay_score": 72.200576, + "structural_overlay_rr": 1.716588, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.909748, + "primary_prob": 52.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.364622, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.60106, + "range_504_ratio": 1.824052, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.853836, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2024-12-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.344111, + "strategy_rank": 91.270912, + "production_rank": 93.295312, + "structural_overlay_pass": false, + "structural_overlay_score": 88.630546, + "structural_overlay_rr": 1.9132, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.681404, + "primary_prob": 45.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.022106, + "raw_level_count": 108, + "gate_level_count": 108, + "range_504_log": 1.322305, + "range_504_ratio": 3.752061, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.090476, + "hold30_r": -1.042147 + }, + { + "symbol": "ETR", + "date": "2024-12-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.418014, + "strategy_rank": 82.964531, + "production_rank": 86.449026, + "structural_overlay_pass": false, + "structural_overlay_score": 82.126574, + "structural_overlay_rr": 1.996522, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.997832, + "primary_prob": 32.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.496748, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.596044, + "range_504_ratio": 1.814925, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.927082, + "hold30_r": 3.306888 + }, + { + "symbol": "FICO", + "date": "2024-12-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.420323, + "strategy_rank": 84.168565, + "production_rank": 88.252484, + "structural_overlay_pass": false, + "structural_overlay_score": 83.83986, + "structural_overlay_rr": 1.510524, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.717408, + "primary_prob": 41.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.076113, + "raw_level_count": 130, + "gate_level_count": 130, + "range_504_log": 1.429223, + "range_504_ratio": 4.175455, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.049015, + "hold30_r": -1.0 + }, + { + "symbol": "FIS", + "date": "2024-12-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.720554, + "strategy_rank": 63.120959, + "production_rank": 70.987491, + "structural_overlay_pass": false, + "structural_overlay_score": 67.438116, + "structural_overlay_rr": 0.815163, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.930283, + "primary_prob": 30.38, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.895425, + "raw_level_count": 100, + "gate_level_count": 100, + "range_504_log": 0.673319, + "range_504_ratio": 1.960734, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.07329, + "hold30_r": -1.0 + }, + { + "symbol": "FISV", + "date": "2024-12-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.030023, + "strategy_rank": 66.601799, + "production_rank": 74.077873, + "structural_overlay_pass": false, + "structural_overlay_score": 70.37398, + "structural_overlay_rr": 1.836137, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.415214, + "primary_prob": 20.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.122821, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.830918, + "range_504_ratio": 2.295424, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.345881, + "hold30_r": 1.905585 + }, + { + "symbol": "FITB", + "date": "2024-12-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.254042, + "strategy_rank": 67.501189, + "production_rank": 71.75214, + "structural_overlay_pass": false, + "structural_overlay_score": 68.164533, + "structural_overlay_rr": 1.814582, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.671522, + "primary_prob": 34.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.507284, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.797218, + "range_504_ratio": 2.219358, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.068056, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2024-12-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.879908, + "strategy_rank": 93.437454, + "production_rank": 93.584939, + "structural_overlay_pass": false, + "structural_overlay_score": 88.905692, + "structural_overlay_rr": 1.091074, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.024944, + "primary_prob": 29.67, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 6.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.537416, + "raw_level_count": 134, + "gate_level_count": 134, + "range_504_log": 1.523909, + "range_504_ratio": 4.590133, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.040692, + "hold30_r": -1.0 + }, + { + "symbol": "GLW", + "date": "2024-12-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.221709, + "strategy_rank": 81.778211, + "production_rank": 83.926044, + "structural_overlay_pass": false, + "structural_overlay_score": 79.729742, + "structural_overlay_rr": 1.995427, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.789372, + "primary_prob": 42.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.184057, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.703192, + "range_504_ratio": 2.02019, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.066722, + "hold30_r": -1.0 + }, + { + "symbol": "GM", + "date": "2024-12-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.685912, + "strategy_rank": 88.104189, + "production_rank": 89.298097, + "structural_overlay_pass": false, + "structural_overlay_score": 84.833192, + "structural_overlay_rr": 0.959581, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.936871, + "primary_prob": 30.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.905306, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.845232, + "range_504_ratio": 2.328517, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.044723, + "hold30_r": -1.0 + }, + { + "symbol": "GRMN", + "date": "2024-12-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.688222, + "strategy_rank": 91.483136, + "production_rank": 92.551498, + "structural_overlay_pass": false, + "structural_overlay_score": 87.923923, + "structural_overlay_rr": 1.341093, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.691806, + "primary_prob": 41.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.037708, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 0.915596, + "range_504_ratio": 2.498263, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.615485, + "hold30_r": -1.0 + }, + { + "symbol": "GS", + "date": "2024-12-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.833718, + "strategy_rank": 77.912602, + "production_rank": 79.886307, + "structural_overlay_pass": false, + "structural_overlay_score": 75.891992, + "structural_overlay_rr": 1.66376, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.66376, + "primary_prob": 14.95, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 3.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.495641, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.750264, + "range_504_ratio": 2.117558, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.071494, + "hold30_r": -1.0 + }, + { + "symbol": "HIG", + "date": "2024-12-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.644342, + "strategy_rank": 71.811338, + "production_rank": 77.089006, + "structural_overlay_pass": false, + "structural_overlay_score": 73.234556, + "structural_overlay_rr": 1.889304, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.841599, + "primary_prob": 54.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.262399, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.664732, + "range_504_ratio": 1.943969, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.064168, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2024-12-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.882217, + "strategy_rank": 91.914215, + "production_rank": 93.570216, + "structural_overlay_pass": false, + "structural_overlay_score": 88.891705, + "structural_overlay_rr": 1.591505, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.320073, + "primary_prob": 23.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.980109, + "raw_level_count": 103, + "gate_level_count": 103, + "range_504_log": 1.175739, + "range_504_ratio": 3.240537, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.06053, + "hold30_r": -1.0 + }, + { + "symbol": "IBKR", + "date": "2024-12-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.036952, + "strategy_rank": 87.406073, + "production_rank": 90.949699, + "structural_overlay_pass": false, + "structural_overlay_score": 86.402214, + "structural_overlay_rr": 1.31496, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.31496, + "primary_prob": 23.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.97244, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 1.041936, + "range_504_ratio": 2.834701, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.053883, + "hold30_r": -1.0 + }, + { + "symbol": "IP", + "date": "2024-12-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.457275, + "strategy_rank": 84.969344, + "production_rank": 88.131988, + "structural_overlay_pass": false, + "structural_overlay_score": 83.725388, + "structural_overlay_rr": 2.134277, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.210264, + "primary_prob": 26.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 3.315396, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.732858, + "range_504_ratio": 2.081021, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.059567, + "hold30_r": -1.0 + }, + { + "symbol": "IRM", + "date": "2024-12-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.226328, + "strategy_rank": 82.874425, + "production_rank": 86.658393, + "structural_overlay_pass": false, + "structural_overlay_score": 82.325473, + "structural_overlay_rr": 1.55554, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.55554, + "primary_prob": 31.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 77.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.33331, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 0.979193, + "range_504_ratio": 2.662306, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.053028, + "hold30_r": -1.0 + }, + { + "symbol": "JPM", + "date": "2024-12-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.794457, + "strategy_rank": 73.387651, + "production_rank": 76.523253, + "structural_overlay_pass": false, + "structural_overlay_score": 72.69709, + "structural_overlay_rr": 1.275364, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.275364, + "primary_prob": 27.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.913047, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.725476, + "range_504_ratio": 2.065714, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.076193, + "hold30_r": -1.0 + }, + { + "symbol": "KKR", + "date": "2024-12-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.838337, + "strategy_rank": 83.358643, + "production_rank": 85.518541, + "structural_overlay_pass": false, + "structural_overlay_score": 81.242614, + "structural_overlay_rr": 1.689733, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.138345, + "primary_prob": 26.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.707517, + "raw_level_count": 95, + "gate_level_count": 95, + "range_504_log": 1.290584, + "range_504_ratio": 3.63491, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.055844, + "hold30_r": -1.0 + }, + { + "symbol": "KMI", + "date": "2024-12-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.224018, + "strategy_rank": 70.588689, + "production_rank": 77.467132, + "structural_overlay_pass": false, + "structural_overlay_score": 73.593775, + "structural_overlay_rr": 1.792259, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.945149, + "primary_prob": 34.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.417724, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.595033, + "range_504_ratio": 1.81309, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.068897, + "hold30_r": -1.0 + }, + { + "symbol": "LDOS", + "date": "2024-12-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.65127, + "strategy_rank": 88.024129, + "production_rank": 90.899842, + "structural_overlay_pass": false, + "structural_overlay_score": 86.35485, + "structural_overlay_rr": 1.501436, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.961439, + "primary_prob": 28.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 95.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.942159, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.974377, + "range_504_ratio": 2.649516, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.044223, + "hold30_r": -1.0 + }, + { + "symbol": "LMT", + "date": "2024-12-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.256351, + "strategy_rank": 62.87093, + "production_rank": 69.66607, + "structural_overlay_pass": false, + "structural_overlay_score": 66.182767, + "structural_overlay_rr": 1.409848, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.409848, + "primary_prob": 22.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.114772, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.452258, + "range_504_ratio": 1.571857, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.088841, + "hold30_r": -1.019964 + }, + { + "symbol": "MCK", + "date": "2024-12-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.762125, + "strategy_rank": 84.833833, + "production_rank": 86.80993, + "structural_overlay_pass": false, + "structural_overlay_score": 82.469433, + "structural_overlay_rr": 1.699495, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.689726, + "primary_prob": 24.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.534588, + "raw_level_count": 99, + "gate_level_count": 99, + "range_504_log": 0.653188, + "range_504_ratio": 1.921658, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.067219, + "hold30_r": -1.0 + }, + { + "symbol": "MO", + "date": "2024-12-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.413395, + "strategy_rank": 65.332069, + "production_rank": 72.692511, + "structural_overlay_pass": false, + "structural_overlay_score": 69.057886, + "structural_overlay_rr": 1.147191, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.218538, + "primary_prob": 36.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 64.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.827807, + "raw_level_count": 25, + "gate_level_count": 25, + "range_504_log": 0.395819, + "range_504_ratio": 1.485601, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.083726, + "hold30_r": -1.0 + }, + { + "symbol": "MS", + "date": "2024-12-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.524249, + "strategy_rank": 74.984121, + "production_rank": 77.164164, + "structural_overlay_pass": false, + "structural_overlay_score": 73.305955, + "structural_overlay_rr": 1.660528, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.040993, + "primary_prob": 36.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.56149, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.674243, + "range_504_ratio": 1.962547, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.070934, + "hold30_r": -1.0 + }, + { + "symbol": "MSI", + "date": "2024-12-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.258661, + "strategy_rank": 62.9012, + "production_rank": 70.68702, + "structural_overlay_pass": false, + "structural_overlay_score": 67.152669, + "structural_overlay_rr": 1.862256, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.86735, + "primary_prob": 39.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.301024, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.704674, + "range_504_ratio": 2.023187, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.077688, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2024-12-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.65358, + "strategy_rank": 99.653938, + "production_rank": 99.653819, + "structural_overlay_pass": true, + "structural_overlay_score": 99.671128, + "structural_overlay_rr": 2.291762, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.613932, + "primary_prob": 30.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.420898, + "raw_level_count": 170, + "gate_level_count": 170, + "range_504_log": 3.712357, + "range_504_ratio": 40.950226, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.013944, + "hold30_r": -1.0 + }, + { + "symbol": "MTB", + "date": "2024-12-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.450346, + "strategy_rank": 77.525254, + "production_rank": 80.166951, + "structural_overlay_pass": false, + "structural_overlay_score": 76.158604, + "structural_overlay_rr": 1.750035, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.874825, + "primary_prob": 33.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.312238, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.73218, + "range_504_ratio": 2.079609, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.059048, + "hold30_r": -1.0 + }, + { + "symbol": "NDAQ", + "date": "2024-12-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.831409, + "strategy_rank": 60.103275, + "production_rank": 67.012653, + "structural_overlay_pass": false, + "structural_overlay_score": 63.66202, + "structural_overlay_rr": 1.897632, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.416725, + "primary_prob": 19.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.125088, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.580484, + "range_504_ratio": 1.786903, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.083309, + "hold30_r": -1.0 + }, + { + "symbol": "NRG", + "date": "2024-12-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.612009, + "strategy_rank": 91.922653, + "production_rank": 93.152438, + "structural_overlay_pass": false, + "structural_overlay_score": 88.494816, + "structural_overlay_rr": 1.548446, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.786528, + "primary_prob": 37.43, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 5.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.179792, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 1.226591, + "range_504_ratio": 3.409587, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.036665, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2024-12-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.806005, + "strategy_rank": 96.945216, + "production_rank": 97.232145, + "structural_overlay_pass": false, + "structural_overlay_score": 92.370538, + "structural_overlay_rr": 0.794283, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.707069, + "primary_prob": 44.99, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 27.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.060603, + "raw_level_count": 172, + "gate_level_count": 172, + "range_504_log": 2.647411, + "range_504_ratio": 14.117435, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.671583, + "hold30_r": -1.248934 + }, + { + "symbol": "OKE", + "date": "2024-12-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.916859, + "strategy_rank": 76.148476, + "production_rank": 81.404604, + "structural_overlay_pass": false, + "structural_overlay_score": 77.334373, + "structural_overlay_rr": 1.006042, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.41543, + "primary_prob": 22.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.123144, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.747534, + "range_504_ratio": 2.111787, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.05688, + "hold30_r": -1.0 + }, + { + "symbol": "ORCL", + "date": "2024-12-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.184758, + "strategy_rank": 83.808272, + "production_rank": 85.933767, + "structural_overlay_pass": false, + "structural_overlay_score": 81.637079, + "structural_overlay_rr": 1.045853, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.904148, + "primary_prob": 33.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.356222, + "raw_level_count": 95, + "gate_level_count": 95, + "range_504_log": 0.914955, + "range_504_ratio": 2.496662, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.040568, + "hold30_r": -1.0 + }, + { + "symbol": "PEG", + "date": "2024-12-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.025404, + "strategy_rank": 64.262777, + "production_rank": 70.516986, + "structural_overlay_pass": false, + "structural_overlay_score": 66.991137, + "structural_overlay_rr": 1.782433, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.759473, + "primary_prob": 17.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.639209, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.572591, + "range_504_ratio": 1.772854, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.068493, + "hold30_r": -1.0 + }, + { + "symbol": "PGR", + "date": "2024-12-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.073903, + "strategy_rank": 76.365656, + "production_rank": 82.935072, + "structural_overlay_pass": false, + "structural_overlay_score": 78.788318, + "structural_overlay_rr": 1.428107, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.388649, + "primary_prob": 21.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.082973, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.887499, + "range_504_ratio": 2.429046, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.058035, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2024-12-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.960739, + "strategy_rank": 98.582069, + "production_rank": 98.708292, + "structural_overlay_pass": false, + "structural_overlay_score": 93.772877, + "structural_overlay_rr": 0.803759, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.840759, + "primary_prob": 49.63, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.261139, + "raw_level_count": 147, + "gate_level_count": 147, + "range_504_log": 2.628607, + "range_504_ratio": 13.854452, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.026428, + "hold30_r": -1.0 + }, + { + "symbol": "PM", + "date": "2024-12-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.990762, + "strategy_rank": 71.605041, + "production_rank": 77.066948, + "structural_overlay_pass": false, + "structural_overlay_score": 73.213601, + "structural_overlay_rr": 1.945384, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.520379, + "primary_prob": 28.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.280569, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.43041, + "range_504_ratio": 1.537888, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.071037, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2024-12-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.071594, + "strategy_rank": 89.143211, + "production_rank": 90.452672, + "structural_overlay_pass": false, + "structural_overlay_score": 85.930038, + "structural_overlay_rr": 1.472854, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.834646, + "primary_prob": 35.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.251968, + "raw_level_count": 134, + "gate_level_count": 134, + "range_504_log": 1.686345, + "range_504_ratio": 5.399708, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.052204, + "hold30_r": -1.0 + }, + { + "symbol": "RJF", + "date": "2024-12-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.295612, + "strategy_rank": 76.026491, + "production_rank": 78.782865, + "structural_overlay_pass": false, + "structural_overlay_score": 74.843722, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.968028, + "primary_prob": 10.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.952041, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.737164, + "range_504_ratio": 2.09, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.072991, + "hold30_r": -1.0 + }, + { + "symbol": "RL", + "date": "2024-12-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.062356, + "strategy_rank": 76.248827, + "production_rank": 77.853337, + "structural_overlay_pass": false, + "structural_overlay_score": 73.96067, + "structural_overlay_rr": 1.190808, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.72213, + "primary_prob": 55.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.083196, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.855398, + "range_504_ratio": 2.352311, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.66585, + "hold30_r": 3.841514 + }, + { + "symbol": "RTX", + "date": "2024-12-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.494226, + "strategy_rank": 70.545728, + "production_rank": 77.861894, + "structural_overlay_pass": false, + "structural_overlay_score": 73.9688, + "structural_overlay_rr": 1.370855, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.385568, + "primary_prob": 39.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.078352, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.629848, + "range_504_ratio": 1.877325, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.074193, + "hold30_r": -1.0 + }, + { + "symbol": "SATS", + "date": "2024-12-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.381062, + "strategy_rank": 96.352474, + "production_rank": 96.02867, + "structural_overlay_pass": false, + "structural_overlay_score": 91.227237, + "structural_overlay_rr": 1.522328, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.938446, + "primary_prob": 30.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 53, + "primary_distance_atr": 2.907668, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 1.149319, + "range_504_ratio": 3.156044, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.909968, + "hold30_r": 2.519522 + }, + { + "symbol": "T", + "date": "2024-12-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.6097, + "strategy_rank": 71.62771, + "production_rank": 78.621707, + "structural_overlay_pass": false, + "structural_overlay_score": 74.690622, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.852919, + "primary_prob": 69.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.279379, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.581812, + "range_504_ratio": 1.789278, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.06986, + "hold30_r": -1.0 + }, + { + "symbol": "TMUS", + "date": "2024-12-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.840647, + "strategy_rank": 70.995357, + "production_rank": 78.27712, + "structural_overlay_pass": false, + "structural_overlay_score": 74.363264, + "structural_overlay_rr": 1.610984, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.800043, + "primary_prob": 37.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.200064, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.686361, + "range_504_ratio": 1.986473, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.071206, + "hold30_r": -1.0 + }, + { + "symbol": "TPL", + "date": "2024-12-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.729792, + "strategy_rank": 96.625239, + "production_rank": 97.326757, + "structural_overlay_pass": false, + "structural_overlay_score": 92.460419, + "structural_overlay_rr": 1.785052, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.78469, + "primary_prob": 37.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.177035, + "raw_level_count": 109, + "gate_level_count": 109, + "range_504_log": 1.433072, + "range_504_ratio": 4.191556, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.76543, + "hold30_r": 0.766261 + }, + { + "symbol": "TRGP", + "date": "2024-12-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.267898, + "strategy_rank": 83.839313, + "production_rank": 88.648841, + "structural_overlay_pass": false, + "structural_overlay_score": 84.216399, + "structural_overlay_rr": 1.729399, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.174122, + "primary_prob": 25.6, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 6.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.761184, + "raw_level_count": 113, + "gate_level_count": 113, + "range_504_log": 1.174411, + "range_504_ratio": 3.236237, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.051004, + "hold30_r": -1.0 + }, + { + "symbol": "TRV", + "date": "2024-12-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.487298, + "strategy_rank": 73.078623, + "production_rank": 76.548181, + "structural_overlay_pass": false, + "structural_overlay_score": 72.720772, + "structural_overlay_rr": 2.245419, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.129742, + "primary_prob": 36.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.694613, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.538426, + "range_504_ratio": 1.713309, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.066487, + "hold30_r": -1.0 + }, + { + "symbol": "TSN", + "date": "2024-12-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.21709, + "strategy_rank": 64.594541, + "production_rank": 70.468724, + "structural_overlay_pass": false, + "structural_overlay_score": 66.945288, + "structural_overlay_rr": 1.683841, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.602226, + "primary_prob": 35.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 63, + "primary_distance_atr": 2.40334, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.499682, + "range_504_ratio": 1.648198, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.072006, + "hold30_r": -1.0 + }, + { + "symbol": "TT", + "date": "2024-12-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.993072, + "strategy_rank": 75.29469, + "production_rank": 80.527484, + "structural_overlay_pass": false, + "structural_overlay_score": 76.50111, + "structural_overlay_rr": 1.954486, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.717291, + "primary_prob": 45.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.075937, + "raw_level_count": 97, + "gate_level_count": 97, + "range_504_log": 0.957162, + "range_504_ratio": 2.604295, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.070383, + "hold30_r": -1.0 + }, + { + "symbol": "TTD", + "date": "2024-12-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.56351, + "strategy_rank": 83.30654, + "production_rank": 83.058864, + "structural_overlay_pass": false, + "structural_overlay_score": 78.90592, + "structural_overlay_rr": 1.475435, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.060289, + "primary_prob": 28.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.590433, + "raw_level_count": 105, + "gate_level_count": 105, + "range_504_log": 1.234073, + "range_504_ratio": 3.435194, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.042893, + "hold30_r": -1.0 + }, + { + "symbol": "TYL", + "date": "2024-12-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.799076, + "strategy_rank": 71.687547, + "production_rank": 77.39139, + "structural_overlay_pass": false, + "structural_overlay_score": 73.52182, + "structural_overlay_rr": 0.674258, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.98716, + "primary_prob": 36.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.480741, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.749816, + "range_504_ratio": 2.11661, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.063693, + "hold30_r": -1.0 + }, + { + "symbol": "UAL", + "date": "2024-12-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.113164, + "strategy_rank": 95.148375, + "production_rank": 95.803304, + "structural_overlay_pass": false, + "structural_overlay_score": 91.013139, + "structural_overlay_rr": 1.284716, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.868777, + "primary_prob": 34.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.303165, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 1.137913, + "range_504_ratio": 3.120249, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.831122, + "hold30_r": 2.828751 + }, + { + "symbol": "UHS", + "date": "2024-12-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.023095, + "strategy_rank": 76.833197, + "production_rank": 77.896496, + "structural_overlay_pass": false, + "structural_overlay_score": 74.001672, + "structural_overlay_rr": 1.810977, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.838125, + "primary_prob": 38.73, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 21.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.257188, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.760614, + "range_504_ratio": 2.13959, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.048873, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2024-12-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.842956, + "strategy_rank": 96.019874, + "production_rank": 95.960901, + "structural_overlay_pass": false, + "structural_overlay_score": 91.162856, + "structural_overlay_rr": 1.199592, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.015271, + "primary_prob": 29.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.522907, + "raw_level_count": 155, + "gate_level_count": 155, + "range_504_log": 2.500613, + "range_504_ratio": 12.189958, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.026753, + "hold30_r": -1.0 + }, + { + "symbol": "VST", + "date": "2024-12-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.191686, + "strategy_rank": 98.950866, + "production_rank": 99.031139, + "structural_overlay_pass": false, + "structural_overlay_score": 94.079582, + "structural_overlay_rr": 1.657041, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.026254, + "primary_prob": 29.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.539381, + "raw_level_count": 122, + "gate_level_count": 122, + "range_504_log": 2.074887, + "range_504_ratio": 7.963645, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.024045, + "hold30_r": -1.0 + }, + { + "symbol": "VTR", + "date": "2024-12-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.600462, + "strategy_rank": 58.49167, + "production_rank": 65.861267, + "structural_overlay_pass": false, + "structural_overlay_score": 62.568204, + "structural_overlay_rr": 1.135928, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.50964, + "primary_prob": 37.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.26446, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.541768, + "range_504_ratio": 1.719044, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.072645, + "hold30_r": -1.0 + }, + { + "symbol": "WELL", + "date": "2024-12-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.415704, + "strategy_rank": 66.950372, + "production_rank": 74.772149, + "structural_overlay_pass": false, + "structural_overlay_score": 71.033542, + "structural_overlay_rr": 1.916732, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.550699, + "primary_prob": 19.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.326049, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.809901, + "range_504_ratio": 2.247684, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.075396, + "hold30_r": -1.0 + }, + { + "symbol": "WFC", + "date": "2024-12-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.988453, + "strategy_rank": 82.207682, + "production_rank": 83.134606, + "structural_overlay_pass": false, + "structural_overlay_score": 78.977875, + "structural_overlay_rr": 1.793065, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.928335, + "primary_prob": 35.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.392502, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.795909, + "range_504_ratio": 2.216454, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.869653, + "hold30_r": 3.490576 + }, + { + "symbol": "WMB", + "date": "2024-12-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.263279, + "strategy_rank": 72.00662, + "production_rank": 78.75884, + "structural_overlay_pass": false, + "structural_overlay_score": 74.820898, + "structural_overlay_rr": 1.443242, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.351642, + "primary_prob": 24.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.027464, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.806714, + "range_504_ratio": 2.240535, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.058621, + "hold30_r": -1.0 + }, + { + "symbol": "ZBRA", + "date": "2024-12-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.293303, + "strategy_rank": 70.438108, + "production_rank": 74.056506, + "structural_overlay_pass": false, + "structural_overlay_score": 70.353681, + "structural_overlay_rr": 0.884988, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.342215, + "primary_prob": 26.45, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 30.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.013322, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 0.753587, + "range_504_ratio": 2.124606, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.072559, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2024-12-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.816415, + "strategy_rank": 95.499585, + "production_rank": 95.271862, + "structural_overlay_pass": false, + "structural_overlay_score": 90.508268, + "structural_overlay_rr": 1.65598, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.389196, + "primary_prob": 28.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.083794, + "raw_level_count": 108, + "gate_level_count": 108, + "range_504_log": 1.400642, + "range_504_ratio": 4.057804, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.359293, + "hold30_r": 5.88706 + }, + { + "symbol": "HOOD", + "date": "2024-12-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.62419, + "strategy_rank": 97.787956, + "production_rank": 97.733367, + "structural_overlay_pass": false, + "structural_overlay_score": 92.846699, + "structural_overlay_rr": 1.474837, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.393746, + "primary_prob": 28.76, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 47.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.090619, + "raw_level_count": 130, + "gate_level_count": 130, + "range_504_log": 1.756786, + "range_504_ratio": 5.793787, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.375024, + "hold30_r": 4.373828 + }, + { + "symbol": "AEE", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.557235, + "strategy_rank": 60.966168, + "production_rank": 68.829857, + "structural_overlay_pass": false, + "structural_overlay_score": 65.388364, + "structural_overlay_rr": 0.813452, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.493261, + "primary_prob": 37.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 62, + "primary_distance_atr": 2.239892, + "raw_level_count": 25, + "gate_level_count": 25, + "range_504_log": 0.355974, + "range_504_ratio": 1.42757, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.074745, + "hold30_r": -1.0 + }, + { + "symbol": "AFL", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.421166, + "strategy_rank": 65.768982, + "production_rank": 72.31971, + "structural_overlay_pass": false, + "structural_overlay_score": 68.703725, + "structural_overlay_rr": 1.517514, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.587222, + "primary_prob": 35.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.380834, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.651598, + "range_504_ratio": 1.918605, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.516066, + "hold30_r": 0.135121 + }, + { + "symbol": "AJG", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.965443, + "strategy_rank": 61.380116, + "production_rank": 68.241891, + "structural_overlay_pass": false, + "structural_overlay_score": 64.829797, + "structural_overlay_rr": 1.809435, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.125376, + "primary_prob": 45.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.688064, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.596409, + "range_504_ratio": 1.815587, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.065549, + "hold30_r": 3.89795 + }, + { + "symbol": "ALL", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.684665, + "strategy_rank": 74.157737, + "production_rank": 80.000046, + "structural_overlay_pass": false, + "structural_overlay_score": 76.000044, + "structural_overlay_rr": 2.084946, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.803166, + "primary_prob": 41.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.204749, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.735652, + "range_504_ratio": 2.086842, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.060549, + "hold30_r": -1.0 + }, + { + "symbol": "AMP", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.885529, + "strategy_rank": 70.376598, + "production_rank": 73.879575, + "structural_overlay_pass": false, + "structural_overlay_score": 70.185596, + "structural_overlay_rr": 1.767152, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.844372, + "primary_prob": 40.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.266558, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.740744, + "range_504_ratio": 2.097495, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.068701, + "hold30_r": -1.0 + }, + { + "symbol": "APO", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.853132, + "strategy_rank": 84.639711, + "production_rank": 85.044185, + "structural_overlay_pass": false, + "structural_overlay_score": 80.791975, + "structural_overlay_rr": 1.022445, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.678034, + "primary_prob": 44.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.017052, + "raw_level_count": 98, + "gate_level_count": 98, + "range_504_log": 1.234098, + "range_504_ratio": 3.435279, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.040547, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.676026, + "strategy_rank": 99.547169, + "production_rank": 99.590121, + "structural_overlay_pass": true, + "structural_overlay_score": 99.610615, + "structural_overlay_rr": 2.016714, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.748001, + "primary_prob": 28.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.622001, + "raw_level_count": 165, + "gate_level_count": 165, + "range_504_log": 3.821947, + "range_504_ratio": 45.693107, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.017945, + "hold30_r": 1.043023 + }, + { + "symbol": "ATO", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.12959, + "strategy_rank": 56.316762, + "production_rank": 64.254371, + "structural_overlay_pass": false, + "structural_overlay_score": 61.041653, + "structural_overlay_rr": 1.11471, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.152075, + "primary_prob": 33.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.728113, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.412994, + "range_504_ratio": 1.511337, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.079733, + "hold30_r": 0.888164 + }, + { + "symbol": "AXON", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.488121, + "strategy_rank": 97.61768, + "production_rank": 97.907827, + "structural_overlay_pass": false, + "structural_overlay_score": 93.012436, + "structural_overlay_rr": 1.849693, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.41208, + "primary_prob": 19.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.118121, + "raw_level_count": 125, + "gate_level_count": 125, + "range_504_log": 1.459178, + "range_504_ratio": 4.30242, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.03459, + "hold30_r": -1.0 + }, + { + "symbol": "BK", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.933045, + "strategy_rank": 64.792852, + "production_rank": 72.172916, + "structural_overlay_pass": false, + "structural_overlay_score": 68.564271, + "structural_overlay_rr": 1.151373, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.138981, + "primary_prob": 29.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.708472, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.73537, + "range_504_ratio": 2.086255, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.071513, + "hold30_r": -1.0 + }, + { + "symbol": "BRO", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.928726, + "strategy_rank": 67.977342, + "production_rank": 75.627803, + "structural_overlay_pass": false, + "structural_overlay_score": 71.846413, + "structural_overlay_rr": 1.005064, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.32213, + "primary_prob": 29.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.983195, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.770612, + "range_504_ratio": 2.161089, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.250725, + "hold30_r": 1.678807 + }, + { + "symbol": "CASY", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.285097, + "strategy_rank": 73.833368, + "production_rank": 77.983944, + "structural_overlay_pass": false, + "structural_overlay_score": 74.084747, + "structural_overlay_rr": 2.206015, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.767073, + "primary_prob": 44.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.150609, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.777128, + "range_504_ratio": 2.175216, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.054832, + "hold30_r": -1.0 + }, + { + "symbol": "CBOE", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.87689, + "strategy_rank": 70.609948, + "production_rank": 76.698928, + "structural_overlay_pass": false, + "structural_overlay_score": 72.863982, + "structural_overlay_rr": 2.201165, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.676378, + "primary_prob": 34.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.514567, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.646607, + "range_504_ratio": 1.909052, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.623591, + "hold30_r": 2.119922 + }, + { + "symbol": "CBRE", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.101512, + "strategy_rank": 74.370628, + "production_rank": 76.614256, + "structural_overlay_pass": false, + "structural_overlay_score": 72.783543, + "structural_overlay_rr": 1.966708, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.247521, + "primary_prob": 29.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.871282, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.787148, + "range_504_ratio": 2.197122, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.047124, + "hold30_r": -1.0 + }, + { + "symbol": "CINF", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.200864, + "strategy_rank": 71.77322, + "production_rank": 77.582435, + "structural_overlay_pass": false, + "structural_overlay_score": 73.703313, + "structural_overlay_rr": 0.936712, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.949325, + "primary_prob": 41.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.423988, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.532039, + "range_504_ratio": 1.7024, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.063429, + "hold30_r": -1.0 + }, + { + "symbol": "CMI", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.12527, + "strategy_rank": 73.387151, + "production_rank": 76.966524, + "structural_overlay_pass": false, + "structural_overlay_score": 73.118198, + "structural_overlay_rr": 0.671024, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.992138, + "primary_prob": 36.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.488207, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.646655, + "range_504_ratio": 1.909145, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.929136, + "hold30_r": 1.593065 + }, + { + "symbol": "COHR", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.600432, + "strategy_rank": 94.831712, + "production_rank": 94.754619, + "structural_overlay_pass": false, + "structural_overlay_score": 90.016888, + "structural_overlay_rr": 1.015712, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.952717, + "primary_prob": 35.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.429076, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 1.463491, + "range_504_ratio": 4.321018, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.928888, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.693305, + "strategy_rank": 88.423849, + "production_rank": 86.847001, + "structural_overlay_pass": false, + "structural_overlay_score": 82.504651, + "structural_overlay_rr": 1.618501, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.098938, + "primary_prob": 36.57, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 51.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.648406, + "raw_level_count": 148, + "gate_level_count": 148, + "range_504_log": 2.405645, + "range_504_ratio": 11.085578, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.016067, + "hold30_r": -1.0 + }, + { + "symbol": "CTAS", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.717063, + "strategy_rank": 74.523257, + "production_rank": 78.587859, + "structural_overlay_pass": false, + "structural_overlay_score": 74.658466, + "structural_overlay_rr": 2.090599, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.719313, + "primary_prob": 31.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 89.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.57897, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.768605, + "range_504_ratio": 2.156755, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.673723, + "hold30_r": 2.115609 + }, + { + "symbol": "CVNA", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.460043, + "strategy_rank": 98.685539, + "production_rank": 98.943707, + "structural_overlay_pass": false, + "structural_overlay_score": 93.996522, + "structural_overlay_rr": 1.546354, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.987451, + "primary_prob": 31.79, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 11.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.481176, + "raw_level_count": 179, + "gate_level_count": 179, + "range_504_log": 4.305818, + "range_504_ratio": 74.129834, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.027447, + "hold30_r": -1.0 + }, + { + "symbol": "D", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.045356, + "strategy_rank": 64.751771, + "production_rank": 70.849633, + "structural_overlay_pass": false, + "structural_overlay_score": 67.307151, + "structural_overlay_rr": 2.130848, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.544154, + "primary_prob": 36.43, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 53, + "primary_distance_atr": 2.316231, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.489779, + "range_504_ratio": 1.631955, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.478134, + "hold30_r": 0.442927 + }, + { + "symbol": "DASH", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.416847, + "strategy_rank": 83.226884, + "production_rank": 85.290205, + "structural_overlay_pass": false, + "structural_overlay_score": 81.025695, + "structural_overlay_rr": 0.859938, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.431035, + "primary_prob": 38.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.146552, + "raw_level_count": 140, + "gate_level_count": 140, + "range_504_log": 1.375635, + "range_504_ratio": 3.957587, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.384601, + "hold30_r": 3.455392 + }, + { + "symbol": "DELL", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.397408, + "strategy_rank": 85.514569, + "production_rank": 84.475515, + "structural_overlay_pass": false, + "structural_overlay_score": 80.25174, + "structural_overlay_rr": 2.038552, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.576259, + "primary_prob": 35.85, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.364389, + "raw_level_count": 114, + "gate_level_count": 114, + "range_504_log": 1.608882, + "range_504_ratio": 4.997219, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.031081, + "hold30_r": -1.0 + }, + { + "symbol": "DVA", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.196544, + "strategy_rank": 83.450713, + "production_rank": 86.699324, + "structural_overlay_pass": false, + "structural_overlay_score": 82.364358, + "structural_overlay_rr": 2.250694, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.588803, + "primary_prob": 26.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.383204, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 0.873082, + "range_504_ratio": 2.39428, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.539803, + "hold30_r": 3.262343 + }, + { + "symbol": "EBAY", + "date": "2024-12-20", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.317495, + "strategy_rank": 68.063258, + "production_rank": 72.481337, + "structural_overlay_pass": false, + "structural_overlay_score": 68.85727, + "structural_overlay_rr": 1.10829, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.41583, + "primary_prob": 39.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 3.623746, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.60106, + "range_504_ratio": 1.824052, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.0524, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.056156, + "strategy_rank": 92.180751, + "production_rank": 94.139219, + "structural_overlay_pass": false, + "structural_overlay_score": 89.432258, + "structural_overlay_rr": 1.632967, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.025821, + "primary_prob": 33.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.538732, + "raw_level_count": 109, + "gate_level_count": 109, + "range_504_log": 1.322305, + "range_504_ratio": 3.752061, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.981256, + "hold30_r": -1.0 + }, + { + "symbol": "ETR", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.112311, + "strategy_rank": 84.490674, + "production_rank": 88.364553, + "structural_overlay_pass": false, + "structural_overlay_score": 83.946325, + "structural_overlay_rr": 1.42358, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.363746, + "primary_prob": 21.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.045619, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.596044, + "range_504_ratio": 1.814925, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.298926, + "hold30_r": 3.30443 + }, + { + "symbol": "EVRG", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.345572, + "strategy_rank": 56.274193, + "production_rank": 64.297986, + "structural_overlay_pass": false, + "structural_overlay_score": 61.083087, + "structural_overlay_rr": 1.40712, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.439207, + "primary_prob": 38.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 128, + "primary_distance_atr": 2.158811, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.333201, + "range_504_ratio": 1.395428, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.090836, + "hold30_r": -1.0 + }, + { + "symbol": "FICO", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.464363, + "strategy_rank": 83.843353, + "production_rank": 87.717023, + "structural_overlay_pass": false, + "structural_overlay_score": 83.331172, + "structural_overlay_rr": 1.714429, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.622998, + "primary_prob": 17.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.434498, + "raw_level_count": 130, + "gate_level_count": 130, + "range_504_log": 1.429223, + "range_504_ratio": 4.175455, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.048001, + "hold30_r": -1.0 + }, + { + "symbol": "FIS", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.205184, + "strategy_rank": 62.808322, + "production_rank": 70.273942, + "structural_overlay_pass": false, + "structural_overlay_score": 66.760245, + "structural_overlay_rr": 1.834144, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.864204, + "primary_prob": 21.2, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 4.296305, + "raw_level_count": 100, + "gate_level_count": 100, + "range_504_log": 0.673319, + "range_504_ratio": 1.960734, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.066002, + "hold30_r": -1.0 + }, + { + "symbol": "FISV", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.632829, + "strategy_rank": 67.554606, + "production_rank": 74.914014, + "structural_overlay_pass": false, + "structural_overlay_score": 71.168313, + "structural_overlay_rr": 1.539213, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.134457, + "primary_prob": 27.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.701686, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.825278, + "range_504_ratio": 2.282515, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.067123, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.032397, + "strategy_rank": 94.488233, + "production_rank": 94.669621, + "structural_overlay_pass": false, + "structural_overlay_score": 89.93614, + "structural_overlay_rr": 0.856021, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.703031, + "primary_prob": 41.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.054546, + "raw_level_count": 133, + "gate_level_count": 133, + "range_504_log": 1.523909, + "range_504_ratio": 4.590133, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.666746, + "hold30_r": -1.0 + }, + { + "symbol": "GLW", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.50108, + "strategy_rank": 79.861843, + "production_rank": 82.074922, + "structural_overlay_pass": false, + "structural_overlay_score": 77.971176, + "structural_overlay_rr": 1.305378, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.336989, + "primary_prob": 28.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.005483, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.703192, + "range_504_ratio": 2.02019, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.272941, + "hold30_r": 4.291468 + }, + { + "symbol": "GM", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.909287, + "strategy_rank": 83.020678, + "production_rank": 83.316881, + "structural_overlay_pass": false, + "structural_overlay_score": 79.151037, + "structural_overlay_rr": 1.263719, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.238362, + "primary_prob": 26.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 3.357543, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.845232, + "range_504_ratio": 2.328517, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.222655, + "hold30_r": -1.178644 + }, + { + "symbol": "GRMN", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.548596, + "strategy_rank": 90.29532, + "production_rank": 91.046412, + "structural_overlay_pass": false, + "structural_overlay_score": 86.494091, + "structural_overlay_rr": 1.774596, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.630237, + "primary_prob": 16.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.445356, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 0.915596, + "range_504_ratio": 2.498263, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.564177, + "hold30_r": 1.705309 + }, + { + "symbol": "HIG", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.580994, + "strategy_rank": 71.995608, + "production_rank": 77.190737, + "structural_overlay_pass": false, + "structural_overlay_score": 73.3312, + "structural_overlay_rr": 2.556986, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.541474, + "primary_prob": 36.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.312211, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.664732, + "range_504_ratio": 1.943969, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.060809, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.976242, + "strategy_rank": 92.361303, + "production_rank": 93.899616, + "structural_overlay_pass": false, + "structural_overlay_score": 89.204635, + "structural_overlay_rr": 2.119766, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.086083, + "primary_prob": 32.93, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 31.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.629124, + "raw_level_count": 104, + "gate_level_count": 104, + "range_504_log": 1.166121, + "range_504_ratio": 3.209519, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.031244, + "hold30_r": 4.495244 + }, + { + "symbol": "IBKR", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.272138, + "strategy_rank": 87.907827, + "production_rank": 91.362598, + "structural_overlay_pass": false, + "structural_overlay_score": 86.794468, + "structural_overlay_rr": 1.708264, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.732113, + "primary_prob": 40.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.09817, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 1.023928, + "range_504_ratio": 2.784111, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.683328, + "hold30_r": 7.254576 + }, + { + "symbol": "IP", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.680346, + "strategy_rank": 85.641473, + "production_rank": 88.987764, + "structural_overlay_pass": false, + "structural_overlay_score": 84.538376, + "structural_overlay_rr": 1.688399, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.904101, + "primary_prob": 20.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 4.356152, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.732858, + "range_504_ratio": 2.081021, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.843419, + "hold30_r": -1.0 + }, + { + "symbol": "IRM", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.168467, + "strategy_rank": 84.776915, + "production_rank": 87.907432, + "structural_overlay_pass": false, + "structural_overlay_score": 83.51206, + "structural_overlay_rr": 2.174462, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.953861, + "primary_prob": 22.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.930791, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 0.979193, + "range_504_ratio": 2.662306, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.042781, + "hold30_r": -1.0 + }, + { + "symbol": "ISRG", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.149028, + "strategy_rank": 77.699691, + "production_rank": 80.84947, + "structural_overlay_pass": false, + "structural_overlay_score": 76.806997, + "structural_overlay_rr": 1.54988, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.109248, + "primary_prob": 35.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.663872, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 0.915581, + "range_504_ratio": 2.498226, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.048191, + "hold30_r": 3.729706 + }, + { + "symbol": "KKR", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.069114, + "strategy_rank": 82.078305, + "production_rank": 83.408575, + "structural_overlay_pass": false, + "structural_overlay_score": 79.238146, + "structural_overlay_rr": 1.237739, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.270558, + "primary_prob": 24.46, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 12.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.905837, + "raw_level_count": 95, + "gate_level_count": 95, + "range_504_log": 1.290584, + "range_504_ratio": 3.63491, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.043556, + "hold30_r": -1.0 + }, + { + "symbol": "KMI", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.764579, + "strategy_rank": 72.685474, + "production_rank": 79.378509, + "structural_overlay_pass": false, + "structural_overlay_score": 75.409584, + "structural_overlay_rr": 1.636926, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.879606, + "primary_prob": 36.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.319409, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.595033, + "range_504_ratio": 1.81309, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.818062, + "hold30_r": -0.080225 + }, + { + "symbol": "LDOS", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.712743, + "strategy_rank": 84.295476, + "production_rank": 86.434565, + "structural_overlay_pass": false, + "structural_overlay_score": 82.112836, + "structural_overlay_rr": 1.780124, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.575695, + "primary_prob": 31.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 77.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.363542, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.974377, + "range_504_ratio": 2.649516, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.532964, + "hold30_r": -1.0 + }, + { + "symbol": "MCK", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.280778, + "strategy_rank": 84.897298, + "production_rank": 86.691791, + "structural_overlay_pass": false, + "structural_overlay_score": 82.357201, + "structural_overlay_rr": 2.687762, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.353743, + "primary_prob": 30.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.030614, + "raw_level_count": 100, + "gate_level_count": 100, + "range_504_log": 0.653188, + "range_504_ratio": 1.921658, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.292117, + "hold30_r": 1.063516 + }, + { + "symbol": "MO", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.064795, + "strategy_rank": 67.534054, + "production_rank": 75.044301, + "structural_overlay_pass": false, + "structural_overlay_score": 71.292086, + "structural_overlay_rr": 0.965803, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.133806, + "primary_prob": 45.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.700709, + "raw_level_count": 24, + "gate_level_count": 24, + "range_504_log": 0.395819, + "range_504_ratio": 1.485601, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.291724, + "hold30_r": -1.208319 + }, + { + "symbol": "MSI", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.444924, + "strategy_rank": 64.171942, + "production_rank": 72.262936, + "structural_overlay_pass": false, + "structural_overlay_score": 68.649789, + "structural_overlay_rr": 1.811192, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.836978, + "primary_prob": 40.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.255467, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.704674, + "range_504_ratio": 2.023187, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.07608, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.892009, + "strategy_rank": 99.827528, + "production_rank": 99.849021, + "structural_overlay_pass": false, + "structural_overlay_score": 94.85657, + "structural_overlay_rr": 0.694227, + "structural_overlay_sources": [ + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.892775, + "primary_prob": 34.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.339162, + "raw_level_count": 171, + "gate_level_count": 171, + "range_504_log": 3.712357, + "range_504_ratio": 40.950226, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.012173, + "hold30_r": -1.0 + }, + { + "symbol": "MTB", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.228942, + "strategy_rank": 80.813004, + "production_rank": 83.284983, + "structural_overlay_pass": false, + "structural_overlay_score": 79.120734, + "structural_overlay_rr": 1.46759, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.288175, + "primary_prob": 24.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.932263, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.73218, + "range_504_ratio": 2.079609, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.239056, + "hold30_r": 1.616311 + }, + { + "symbol": "NDAQ", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.181425, + "strategy_rank": 61.72506, + "production_rank": 68.543849, + "structural_overlay_pass": false, + "structural_overlay_score": 65.116656, + "structural_overlay_rr": 1.400307, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.51812, + "primary_prob": 26.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.277181, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.580484, + "range_504_ratio": 1.786903, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.075748, + "hold30_r": -1.0 + }, + { + "symbol": "NEE", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.74946, + "strategy_rank": 71.175106, + "production_rank": 74.699891, + "structural_overlay_pass": false, + "structural_overlay_score": 70.964896, + "structural_overlay_rr": 1.765546, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.530699, + "primary_prob": 36.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 139, + "primary_distance_atr": 2.296049, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.676248, + "range_504_ratio": 1.966486, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.062617, + "hold30_r": -1.0 + }, + { + "symbol": "NRG", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.896328, + "strategy_rank": 92.412683, + "production_rank": 93.573898, + "structural_overlay_pass": false, + "structural_overlay_score": 88.895203, + "structural_overlay_rr": 1.556475, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.164543, + "primary_prob": 28.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.746815, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 1.226591, + "range_504_ratio": 3.409587, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.129137, + "hold30_r": 2.516979 + }, + { + "symbol": "NVDA", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.192225, + "strategy_rank": 96.452211, + "production_rank": 96.698882, + "structural_overlay_pass": false, + "structural_overlay_score": 91.863938, + "structural_overlay_rr": 1.890905, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.175679, + "primary_prob": 32.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.763518, + "raw_level_count": 172, + "gate_level_count": 172, + "range_504_log": 2.647411, + "range_504_ratio": 14.117435, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.142109, + "hold30_r": -1.233622 + }, + { + "symbol": "OKE", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.980562, + "strategy_rank": 78.068094, + "production_rank": 83.038916, + "structural_overlay_pass": false, + "structural_overlay_score": 78.886971, + "structural_overlay_rr": 1.998533, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.523652, + "primary_prob": 18.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.285479, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.747534, + "range_504_ratio": 2.111787, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.471224, + "hold30_r": -1.275604 + }, + { + "symbol": "ORCL", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.796976, + "strategy_rank": 82.319024, + "production_rank": 84.145008, + "structural_overlay_pass": false, + "structural_overlay_score": 79.937758, + "structural_overlay_rr": 1.547377, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.801778, + "primary_prob": 42.05, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 31.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.202667, + "raw_level_count": 95, + "gate_level_count": 95, + "range_504_log": 0.914955, + "range_504_ratio": 2.496662, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.041441, + "hold30_r": -1.0 + }, + { + "symbol": "PEG", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.49676, + "strategy_rank": 70.484438, + "production_rank": 77.155212, + "structural_overlay_pass": false, + "structural_overlay_score": 73.297452, + "structural_overlay_rr": 2.379998, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.483654, + "primary_prob": 24.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.225481, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.572591, + "range_504_ratio": 1.772854, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.419061, + "hold30_r": -1.0 + }, + { + "symbol": "PGR", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.544276, + "strategy_rank": 77.236537, + "production_rank": 83.67245, + "structural_overlay_pass": false, + "structural_overlay_score": 79.488828, + "structural_overlay_rr": 1.853326, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.921261, + "primary_prob": 30.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.881892, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.887499, + "range_504_ratio": 2.429046, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.173338, + "hold30_r": -1.117526 + }, + { + "symbol": "PKG", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.365011, + "strategy_rank": 64.255615, + "production_rank": 71.958747, + "structural_overlay_pass": false, + "structural_overlay_score": 68.36081, + "structural_overlay_rr": 1.987752, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.928699, + "primary_prob": 19.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.893048, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.719077, + "range_504_ratio": 2.052537, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.858543, + "hold30_r": -1.212457 + }, + { + "symbol": "PM", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.360691, + "strategy_rank": 74.318469, + "production_rank": 79.99921, + "structural_overlay_pass": false, + "structural_overlay_score": 75.999249, + "structural_overlay_rr": 1.394755, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.814821, + "primary_prob": 51.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 79.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.222232, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.43041, + "range_504_ratio": 1.537888, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.073293, + "hold30_r": -1.0 + }, + { + "symbol": "PNW", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.533477, + "strategy_rank": 58.365146, + "production_rank": 66.087923, + "structural_overlay_pass": false, + "structural_overlay_score": 62.783527, + "structural_overlay_rr": 1.405885, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.953163, + "primary_prob": 30.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.929745, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.380829, + "range_504_ratio": 1.463497, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.06671, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.412527, + "strategy_rank": 89.995873, + "production_rank": 91.134758, + "structural_overlay_pass": false, + "structural_overlay_score": 86.57802, + "structural_overlay_rr": 0.693093, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.693093, + "primary_prob": 42.57, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 12.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.03964, + "raw_level_count": 135, + "gate_level_count": 135, + "range_504_log": 1.686345, + "range_504_ratio": 5.399708, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.044186, + "hold30_r": -1.0 + }, + { + "symbol": "RJF", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.669546, + "strategy_rank": 74.003666, + "production_rank": 76.225626, + "structural_overlay_pass": false, + "structural_overlay_score": 72.414345, + "structural_overlay_rr": 0.937146, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.956149, + "primary_prob": 40.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.434224, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.737164, + "range_504_ratio": 2.09, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.894184, + "hold30_r": 2.677617 + }, + { + "symbol": "RTX", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.848812, + "strategy_rank": 68.577699, + "production_rank": 75.66807, + "structural_overlay_pass": false, + "structural_overlay_score": 71.884667, + "structural_overlay_rr": 1.752774, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.766392, + "primary_prob": 32.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.649589, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.629848, + "range_504_ratio": 1.877325, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.693792, + "hold30_r": 3.833209 + }, + { + "symbol": "SATS", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.328294, + "strategy_rank": 97.009999, + "production_rank": 96.782764, + "structural_overlay_pass": false, + "structural_overlay_score": 91.943626, + "structural_overlay_rr": 1.904638, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.8031, + "primary_prob": 32.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 85, + "primary_distance_atr": 2.704651, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 1.149319, + "range_504_ratio": 3.156044, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.774998, + "hold30_r": 4.088691 + }, + { + "symbol": "SO", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.773218, + "strategy_rank": 60.503793, + "production_rank": 68.593601, + "structural_overlay_pass": false, + "structural_overlay_score": 65.163921, + "structural_overlay_rr": 0.984294, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.405694, + "primary_prob": 36.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 86.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.108541, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.473079, + "range_504_ratio": 1.604928, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.078633, + "hold30_r": -1.0 + }, + { + "symbol": "SYF", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.012959, + "strategy_rank": 87.733937, + "production_rank": 87.826944, + "structural_overlay_pass": false, + "structural_overlay_score": 83.435597, + "structural_overlay_rr": 1.251316, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.966835, + "primary_prob": 33.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.450253, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.959144, + "range_504_ratio": 2.609462, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.922672, + "hold30_r": 0.931174 + }, + { + "symbol": "T", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.844492, + "strategy_rank": 73.312243, + "production_rank": 80.156326, + "structural_overlay_pass": false, + "structural_overlay_score": 76.14851, + "structural_overlay_rr": 1.538238, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.114352, + "primary_prob": 28.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 3.171528, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.581812, + "range_504_ratio": 1.789278, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.066028, + "hold30_r": -1.0 + }, + { + "symbol": "TKO", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.24838, + "strategy_rank": 82.981724, + "production_rank": 87.070609, + "structural_overlay_pass": false, + "structural_overlay_score": 82.717079, + "structural_overlay_rr": 0.98868, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.946291, + "primary_prob": 46.07, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.419436, + "raw_level_count": 93, + "gate_level_count": 93, + "range_504_log": 0.797318, + "range_504_ratio": 2.219581, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.899932, + "hold30_r": 2.853406 + }, + { + "symbol": "TMUS", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.332613, + "strategy_rank": 72.318513, + "production_rank": 78.98988, + "structural_overlay_pass": false, + "structural_overlay_score": 75.040386, + "structural_overlay_rr": 1.803398, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.120656, + "primary_prob": 30.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.680984, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.686361, + "range_504_ratio": 1.986473, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.063468, + "hold30_r": -1.0 + }, + { + "symbol": "TPL", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.920086, + "strategy_rank": 96.886687, + "production_rank": 97.564487, + "structural_overlay_pass": false, + "structural_overlay_score": 92.686262, + "structural_overlay_rr": 0.901775, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.7877, + "primary_prob": 37.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.181549, + "raw_level_count": 111, + "gate_level_count": 111, + "range_504_log": 1.433072, + "range_504_ratio": 4.191556, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.768052, + "hold30_r": 1.781058 + }, + { + "symbol": "TRGP", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.704104, + "strategy_rank": 85.077803, + "production_rank": 89.619903, + "structural_overlay_pass": false, + "structural_overlay_score": 85.138908, + "structural_overlay_rr": 1.590255, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.898427, + "primary_prob": 33.04, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 3.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.347641, + "raw_level_count": 113, + "gate_level_count": 113, + "range_504_log": 1.174411, + "range_504_ratio": 3.236237, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.852851, + "hold30_r": 2.860273 + }, + { + "symbol": "TRV", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.341253, + "strategy_rank": 74.119609, + "production_rank": 77.526823, + "structural_overlay_pass": false, + "structural_overlay_score": 73.650482, + "structural_overlay_rr": 1.782546, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.768598, + "primary_prob": 23.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.652897, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.538426, + "range_504_ratio": 1.713309, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.061222, + "hold30_r": -1.0 + }, + { + "symbol": "TSN", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.477322, + "strategy_rank": 64.537462, + "production_rank": 70.850749, + "structural_overlay_pass": false, + "structural_overlay_score": 67.308211, + "structural_overlay_rr": 1.648656, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.690171, + "primary_prob": 33.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 84, + "primary_distance_atr": 2.535256, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.499682, + "range_504_ratio": 1.648198, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.072441, + "hold30_r": -1.0 + }, + { + "symbol": "TT", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.660907, + "strategy_rank": 73.268232, + "production_rank": 78.399124, + "structural_overlay_pass": false, + "structural_overlay_score": 74.479168, + "structural_overlay_rr": 1.366392, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.304646, + "primary_prob": 38.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 86.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.956968, + "raw_level_count": 98, + "gate_level_count": 98, + "range_504_log": 0.957162, + "range_504_ratio": 2.604295, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.245138, + "hold30_r": -1.0 + }, + { + "symbol": "TYL", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.637149, + "strategy_rank": 70.247404, + "production_rank": 75.377319, + "structural_overlay_pass": false, + "structural_overlay_score": 71.608453, + "structural_overlay_rr": 1.232015, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.306462, + "primary_prob": 27.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.959693, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.749816, + "range_504_ratio": 2.11661, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.0628, + "hold30_r": -1.0 + }, + { + "symbol": "UAL", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.408207, + "strategy_rank": 95.473151, + "production_rank": 96.11817, + "structural_overlay_pass": false, + "structural_overlay_score": 91.312261, + "structural_overlay_rr": 0.771839, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.771839, + "primary_prob": 52.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.157758, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 1.137913, + "range_504_ratio": 3.120249, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.035799, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.840173, + "strategy_rank": 97.422459, + "production_rank": 97.561697, + "structural_overlay_pass": false, + "structural_overlay_score": 92.683612, + "structural_overlay_rr": 1.766541, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.900458, + "primary_prob": 36.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.350687, + "raw_level_count": 155, + "gate_level_count": 155, + "range_504_log": 2.500613, + "range_504_ratio": 12.189958, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.87554, + "hold30_r": -1.0 + }, + { + "symbol": "VST", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.24406, + "strategy_rank": 98.986451, + "production_rank": 99.072321, + "structural_overlay_pass": false, + "structural_overlay_score": 94.118704, + "structural_overlay_rr": 0.816654, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.806609, + "primary_prob": 37.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.209914, + "raw_level_count": 123, + "gate_level_count": 123, + "range_504_log": 2.074887, + "range_504_ratio": 7.963645, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.783334, + "hold30_r": 2.488847 + }, + { + "symbol": "WAB", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.721382, + "strategy_rank": 64.65416, + "production_rank": 70.676568, + "structural_overlay_pass": false, + "structural_overlay_score": 67.142739, + "structural_overlay_rr": 0.771146, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.588752, + "primary_prob": 20.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.383128, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.814587, + "range_504_ratio": 2.258244, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.52686, + "hold30_r": 2.318199 + }, + { + "symbol": "WELL", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.900648, + "strategy_rank": 68.722273, + "production_rank": 76.448398, + "structural_overlay_pass": false, + "structural_overlay_score": 72.625978, + "structural_overlay_rr": 2.733031, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.304729, + "primary_prob": 41.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.957093, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.809901, + "range_504_ratio": 2.247684, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.243046, + "hold30_r": 4.392151 + }, + { + "symbol": "WFC", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.261339, + "strategy_rank": 81.630623, + "production_rank": 82.174195, + "structural_overlay_pass": false, + "structural_overlay_score": 78.065485, + "structural_overlay_rr": 1.629379, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.855604, + "primary_prob": 38.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.283406, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.795909, + "range_504_ratio": 2.216454, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.803538, + "hold30_r": 4.100742 + }, + { + "symbol": "WMB", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.384449, + "strategy_rank": 74.271483, + "production_rank": 80.975805, + "structural_overlay_pass": false, + "structural_overlay_score": 76.927015, + "structural_overlay_rr": 1.941973, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.850213, + "primary_prob": 15.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.77532, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.806714, + "range_504_ratio": 2.240535, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.79284, + "hold30_r": 1.35146 + }, + { + "symbol": "WMT", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.760259, + "strategy_rank": 70.315604, + "production_rank": 79.130489, + "structural_overlay_pass": false, + "structural_overlay_score": 75.173965, + "structural_overlay_rr": 1.583985, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.065717, + "primary_prob": 31.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.598575, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.751591, + "range_504_ratio": 2.12037, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.078241, + "hold30_r": -1.0 + }, + { + "symbol": "WRB", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.937365, + "strategy_rank": 68.260676, + "production_rank": 73.152906, + "structural_overlay_pass": false, + "structural_overlay_score": 69.495261, + "structural_overlay_rr": 1.54339, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.041937, + "primary_prob": 36.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.562905, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.57098, + "range_504_ratio": 1.77, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.067432, + "hold30_r": -1.0 + }, + { + "symbol": "WSM", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.144708, + "strategy_rank": 92.541877, + "production_rank": 92.076154, + "structural_overlay_pass": false, + "structural_overlay_score": 87.472347, + "structural_overlay_rr": 1.5247, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.878591, + "primary_prob": 34.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.317886, + "raw_level_count": 101, + "gate_level_count": 101, + "range_504_log": 1.293159, + "range_504_ratio": 3.64428, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.843301, + "hold30_r": 2.624437 + }, + { + "symbol": "WTW", + "date": "2024-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.453564, + "strategy_rank": 58.771746, + "production_rank": 65.999019, + "structural_overlay_pass": false, + "structural_overlay_score": 62.699068, + "structural_overlay_rr": 1.968729, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.553114, + "primary_prob": 16.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.329672, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.539615, + "range_504_ratio": 1.715346, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.210976, + "hold30_r": -1.139195 + }, + { + "symbol": "HOOD", + "date": "2024-12-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.909091, + "strategy_rank": 91.136364, + "production_rank": 91.060606, + "structural_overlay_pass": false, + "structural_overlay_score": 86.507576, + "structural_overlay_rr": 0.984845, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.132954, + "primary_prob": 26.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 10, + "primary_distance_atr": 3.199431, + "raw_level_count": 130, + "gate_level_count": 130, + "range_504_log": 1.756786, + "range_504_ratio": 5.793787, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.112404, + "hold30_r": 4.447604 + }, + { + "symbol": "ACGL", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.293987, + "strategy_rank": 71.608008, + "production_rank": 75.170001, + "structural_overlay_pass": false, + "structural_overlay_score": 71.411501, + "structural_overlay_rr": 1.922384, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.487868, + "primary_prob": 37.48, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.231802, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 0.651674, + "range_504_ratio": 1.918749, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.420457, + "hold30_r": -1.0 + }, + { + "symbol": "AEE", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.412027, + "strategy_rank": 61.783984, + "production_rank": 69.659998, + "structural_overlay_pass": false, + "structural_overlay_score": 66.176998, + "structural_overlay_rr": 1.418631, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.458128, + "primary_prob": 38.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 62, + "primary_distance_atr": 2.187192, + "raw_level_count": 25, + "gate_level_count": 25, + "range_504_log": 0.355974, + "range_504_ratio": 1.42757, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.080722, + "hold30_r": -1.0 + }, + { + "symbol": "AEP", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.512249, + "strategy_rank": 58.520437, + "production_rank": 65.851041, + "structural_overlay_pass": false, + "structural_overlay_score": 62.558489, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.882948, + "primary_prob": 52.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 129, + "primary_distance_atr": 1.324422, + "raw_level_count": 25, + "gate_level_count": 25, + "range_504_log": 0.416075, + "range_504_ratio": 1.515999, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.799447, + "hold30_r": 4.049887 + }, + { + "symbol": "AFL", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.18931, + "strategy_rank": 65.78551, + "production_rank": 72.253443, + "structural_overlay_pass": false, + "structural_overlay_score": 68.640771, + "structural_overlay_rr": 1.518772, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.593303, + "primary_prob": 35.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.389954, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.651598, + "range_504_ratio": 1.918605, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.076287, + "hold30_r": -1.0 + }, + { + "symbol": "AJG", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.077951, + "strategy_rank": 62.647692, + "production_rank": 70.124445, + "structural_overlay_pass": false, + "structural_overlay_score": 66.618223, + "structural_overlay_rr": 1.869858, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.10047, + "primary_prob": 46.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.650705, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.596409, + "range_504_ratio": 1.815587, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.067389, + "hold30_r": -1.0 + }, + { + "symbol": "ALL", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.095768, + "strategy_rank": 74.945308, + "production_rank": 80.995462, + "structural_overlay_pass": false, + "structural_overlay_score": 76.945689, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.075495, + "primary_prob": 32.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.613242, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.735652, + "range_504_ratio": 2.086842, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.0674, + "hold30_r": -1.0 + }, + { + "symbol": "APO", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.52784, + "strategy_rank": 85.814942, + "production_rank": 86.385908, + "structural_overlay_pass": false, + "structural_overlay_score": 82.066613, + "structural_overlay_rr": 1.705352, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.111954, + "primary_prob": 31.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.667932, + "raw_level_count": 99, + "gate_level_count": 99, + "range_504_log": 1.234098, + "range_504_ratio": 3.435279, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.043209, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.888641, + "strategy_rank": 99.755752, + "production_rank": 99.800048, + "structural_overlay_pass": false, + "structural_overlay_score": 94.810046, + "structural_overlay_rr": 2.467675, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.935802, + "primary_prob": 31.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.403704, + "raw_level_count": 165, + "gate_level_count": 165, + "range_504_log": 3.821947, + "range_504_ratio": 45.693107, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.915679, + "hold30_r": 4.088741 + }, + { + "symbol": "AXON", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.552339, + "strategy_rank": 97.689519, + "production_rank": 97.977126, + "structural_overlay_pass": false, + "structural_overlay_score": 93.07827, + "structural_overlay_rr": 0.688146, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.133128, + "primary_prob": 29.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.699692, + "raw_level_count": 125, + "gate_level_count": 125, + "range_504_log": 1.459178, + "range_504_ratio": 4.30242, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.036477, + "hold30_r": -1.0 + }, + { + "symbol": "BK", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.305122, + "strategy_rank": 64.971679, + "production_rank": 72.41616, + "structural_overlay_pass": false, + "structural_overlay_score": 68.795352, + "structural_overlay_rr": 1.494638, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.480737, + "primary_prob": 22.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.221105, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.73537, + "range_504_ratio": 2.086255, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.076566, + "hold30_r": -1.0 + }, + { + "symbol": "BRO", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.982183, + "strategy_rank": 68.31214, + "production_rank": 76.202154, + "structural_overlay_pass": false, + "structural_overlay_score": 72.392046, + "structural_overlay_rr": 1.433249, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.774181, + "primary_prob": 21.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.661271, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.770612, + "range_504_ratio": 2.161089, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.698019, + "hold30_r": 3.338001 + }, + { + "symbol": "CASY", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.857461, + "strategy_rank": 73.603549, + "production_rank": 77.688186, + "structural_overlay_pass": false, + "structural_overlay_score": 73.803777, + "structural_overlay_rr": 1.206421, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.58797, + "primary_prob": 21.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.381954, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.777128, + "range_504_ratio": 2.175216, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.061118, + "hold30_r": -1.0 + }, + { + "symbol": "CBOE", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.86637, + "strategy_rank": 71.387612, + "production_rank": 77.547198, + "structural_overlay_pass": false, + "structural_overlay_score": 73.669838, + "structural_overlay_rr": 1.820395, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.30364, + "primary_prob": 25.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 99.0, + "primary_rejection_count": 48, + "primary_distance_atr": 3.45546, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.646607, + "range_504_ratio": 1.909052, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.060809, + "hold30_r": -1.0 + }, + { + "symbol": "CBRE", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.848552, + "strategy_rank": 74.223033, + "production_rank": 76.764873, + "structural_overlay_pass": false, + "structural_overlay_score": 72.926629, + "structural_overlay_rr": 1.53496, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.177888, + "primary_prob": 31.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.766832, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.787148, + "range_504_ratio": 2.197122, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.053571, + "hold30_r": -1.0 + }, + { + "symbol": "CINF", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.536748, + "strategy_rank": 73.421622, + "production_rank": 79.459997, + "structural_overlay_pass": false, + "structural_overlay_score": 75.486997, + "structural_overlay_rr": 1.348044, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.361642, + "primary_prob": 30.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.042463, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.532039, + "range_504_ratio": 1.7024, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.067705, + "hold30_r": -1.0 + }, + { + "symbol": "CMI", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.634744, + "strategy_rank": 74.279132, + "production_rank": 78.064336, + "structural_overlay_pass": false, + "structural_overlay_score": 74.161119, + "structural_overlay_rr": 1.909027, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.95298, + "primary_prob": 34.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.42947, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.646655, + "range_504_ratio": 1.909145, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.881729, + "hold30_r": 2.13807 + }, + { + "symbol": "COHR", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.643653, + "strategy_rank": 91.38692, + "production_rank": 90.805831, + "structural_overlay_pass": false, + "structural_overlay_score": 86.26554, + "structural_overlay_rr": 1.554915, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.845751, + "primary_prob": 38.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.268627, + "raw_level_count": 103, + "gate_level_count": 103, + "range_504_log": 1.463491, + "range_504_ratio": 4.321018, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.819323, + "hold30_r": -1.022704 + }, + { + "symbol": "CTAS", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.069042, + "strategy_rank": 70.351434, + "production_rank": 73.92397, + "structural_overlay_pass": false, + "structural_overlay_score": 70.227771, + "structural_overlay_rr": 2.685367, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.457549, + "primary_prob": 22.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 89.0, + "primary_rejection_count": 27, + "primary_distance_atr": 3.686323, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.768605, + "range_504_ratio": 2.156755, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.405544, + "hold30_r": 3.15829 + }, + { + "symbol": "CVNA", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.443207, + "strategy_rank": 98.579203, + "production_rank": 98.867204, + "structural_overlay_pass": false, + "structural_overlay_score": 93.923844, + "structural_overlay_rr": 1.590523, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.59592, + "primary_prob": 21.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.39388, + "raw_level_count": 180, + "gate_level_count": 180, + "range_504_log": 4.305818, + "range_504_ratio": 74.129834, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.027713, + "hold30_r": -1.0 + }, + { + "symbol": "D", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.521158, + "strategy_rank": 65.251285, + "production_rank": 71.674576, + "structural_overlay_pass": false, + "structural_overlay_score": 68.090847, + "structural_overlay_rr": 1.041067, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.635627, + "primary_prob": 34.82, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 53, + "primary_distance_atr": 2.45344, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.489779, + "range_504_ratio": 1.631955, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.559012, + "hold30_r": 2.019556 + }, + { + "symbol": "DASH", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.759465, + "strategy_rank": 84.852468, + "production_rank": 87.154801, + "structural_overlay_pass": false, + "structural_overlay_score": 82.797061, + "structural_overlay_rr": 1.709581, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.788804, + "primary_prob": 32.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.683206, + "raw_level_count": 141, + "gate_level_count": 141, + "range_504_log": 1.375635, + "range_504_ratio": 3.957587, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.737987, + "hold30_r": 5.399372 + }, + { + "symbol": "DVA", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.209354, + "strategy_rank": 84.172712, + "production_rank": 87.518259, + "structural_overlay_pass": false, + "structural_overlay_score": 83.142346, + "structural_overlay_rr": 1.698325, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.147476, + "primary_prob": 38.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 66.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.721213, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 0.863104, + "range_504_ratio": 2.370508, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.095959, + "hold30_r": 4.689435 + }, + { + "symbol": "EBAY", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.298441, + "strategy_rank": 70.48341, + "production_rank": 75.08842, + "structural_overlay_pass": false, + "structural_overlay_score": 71.333999, + "structural_overlay_rr": 1.31053, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.634984, + "primary_prob": 34.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.452476, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.60106, + "range_504_ratio": 1.824052, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.582377, + "hold30_r": 3.051688 + }, + { + "symbol": "EME", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.66147, + "strategy_rank": 91.744404, + "production_rank": 93.716759, + "structural_overlay_pass": false, + "structural_overlay_score": 89.030921, + "structural_overlay_rr": 1.631113, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.116069, + "primary_prob": 27.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.674104, + "raw_level_count": 109, + "gate_level_count": 109, + "range_504_log": 1.322305, + "range_504_ratio": 3.752061, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.066372, + "hold30_r": -1.0 + }, + { + "symbol": "ETR", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.88196, + "strategy_rank": 85.079013, + "production_rank": 89.013328, + "structural_overlay_pass": false, + "structural_overlay_score": 84.562662, + "structural_overlay_rr": 1.275917, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.209884, + "primary_prob": 24.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.814825, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.596044, + "range_504_ratio": 1.814925, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.137756, + "hold30_r": 3.570663 + }, + { + "symbol": "FICO", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.991091, + "strategy_rank": 84.688221, + "production_rank": 88.455844, + "structural_overlay_pass": false, + "structural_overlay_score": 84.033052, + "structural_overlay_rr": 1.86414, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.139211, + "primary_prob": 27.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.708816, + "raw_level_count": 130, + "gate_level_count": 130, + "range_504_log": 1.429223, + "range_504_ratio": 4.175455, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.050528, + "hold30_r": -1.0 + }, + { + "symbol": "FIS", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.623608, + "strategy_rank": 59.795727, + "production_rank": 66.738354, + "structural_overlay_pass": false, + "structural_overlay_score": 63.401437, + "structural_overlay_rr": 1.229522, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.622441, + "primary_prob": 35.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.433662, + "raw_level_count": 100, + "gate_level_count": 100, + "range_504_log": 0.673319, + "range_504_ratio": 1.960734, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.071967, + "hold30_r": -1.0 + }, + { + "symbol": "FISV", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.423163, + "strategy_rank": 68.085571, + "production_rank": 75.531435, + "structural_overlay_pass": false, + "structural_overlay_score": 71.754863, + "structural_overlay_rr": 1.598434, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.168087, + "primary_prob": 26.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.75213, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.815004, + "range_504_ratio": 2.259184, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.071443, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.213808, + "strategy_rank": 95.088025, + "production_rank": 95.463286, + "structural_overlay_pass": false, + "structural_overlay_score": 90.690122, + "structural_overlay_rr": 1.391478, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.224453, + "primary_prob": 24.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.83668, + "raw_level_count": 135, + "gate_level_count": 135, + "range_504_log": 1.523909, + "range_504_ratio": 4.590133, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.184236, + "hold30_r": -1.0 + }, + { + "symbol": "FOX", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.654788, + "strategy_rank": 72.211789, + "production_rank": 79.692789, + "structural_overlay_pass": false, + "structural_overlay_score": 75.708149, + "structural_overlay_rr": 0.90999, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.918061, + "primary_prob": 32.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.377092, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.61607, + "range_504_ratio": 1.851637, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.845136, + "hold30_r": 4.818991 + }, + { + "symbol": "FOXA", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.318486, + "strategy_rank": 72.274159, + "production_rank": 79.288935, + "structural_overlay_pass": false, + "structural_overlay_score": 75.324488, + "structural_overlay_rr": 0.836802, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.862615, + "primary_prob": 34.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.293923, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.582213, + "range_504_ratio": 1.789995, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.795196, + "hold30_r": -1.0 + }, + { + "symbol": "FTNT", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.314031, + "strategy_rank": 91.059511, + "production_rank": 91.144351, + "structural_overlay_pass": false, + "structural_overlay_score": 86.587134, + "structural_overlay_rr": 1.355608, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.090052, + "primary_prob": 29.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.635077, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.82414, + "range_504_ratio": 2.279918, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.039778, + "hold30_r": -1.0 + }, + { + "symbol": "GDDY", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.877506, + "strategy_rank": 80.915363, + "production_rank": 85.56941, + "structural_overlay_pass": false, + "structural_overlay_score": 81.29094, + "structural_overlay_rr": 1.209473, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.184356, + "primary_prob": 27.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.776534, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 1.141215, + "range_504_ratio": 3.13057, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.057814, + "hold30_r": -1.0 + }, + { + "symbol": "GLW", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.855234, + "strategy_rank": 78.290016, + "production_rank": 80.478422, + "structural_overlay_pass": false, + "structural_overlay_score": 76.454501, + "structural_overlay_rr": 1.372838, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.407423, + "primary_prob": 27.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.111135, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.703192, + "range_504_ratio": 2.02019, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.338919, + "hold30_r": 3.45127 + }, + { + "symbol": "GM", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.407572, + "strategy_rank": 82.465123, + "production_rank": 82.779273, + "structural_overlay_pass": false, + "structural_overlay_score": 78.640309, + "structural_overlay_rr": 2.619668, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.563572, + "primary_prob": 36.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.345357, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.845232, + "range_504_ratio": 2.328517, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.049065, + "hold30_r": -1.0 + }, + { + "symbol": "GRMN", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.541203, + "strategy_rank": 90.922301, + "production_rank": 91.795268, + "structural_overlay_pass": false, + "structural_overlay_score": 87.205505, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.73096, + "primary_prob": 50.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.096441, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 0.905895, + "range_504_ratio": 2.474146, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.659974, + "hold30_r": 0.473905 + }, + { + "symbol": "HIG", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.198218, + "strategy_rank": 72.516358, + "production_rank": 78.076978, + "structural_overlay_pass": false, + "structural_overlay_score": 74.173129, + "structural_overlay_rr": 1.353186, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.817693, + "primary_prob": 31.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.72654, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.664732, + "range_504_ratio": 1.943969, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.069085, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.438753, + "strategy_rank": 92.486506, + "production_rank": 94.137255, + "structural_overlay_pass": false, + "structural_overlay_score": 89.430392, + "structural_overlay_rr": 2.37565, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.28681, + "primary_prob": 27.68, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 30.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.930215, + "raw_level_count": 104, + "gate_level_count": 104, + "range_504_log": 1.151341, + "range_504_ratio": 3.162431, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.229357, + "hold30_r": 4.636685 + }, + { + "symbol": "IBKR", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.106904, + "strategy_rank": 87.632704, + "production_rank": 91.124104, + "structural_overlay_pass": false, + "structural_overlay_score": 86.567899, + "structural_overlay_rr": 1.444808, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.444808, + "primary_prob": 20.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.167212, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 1.004544, + "range_504_ratio": 2.730661, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.389083, + "hold30_r": 8.699984 + }, + { + "symbol": "IP", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.768374, + "strategy_rank": 83.567795, + "production_rank": 87.634655, + "structural_overlay_pass": false, + "structural_overlay_score": 83.252922, + "structural_overlay_rr": 0.938662, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.578472, + "primary_prob": 22.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 94.0, + "primary_rejection_count": 45, + "primary_distance_atr": 3.867708, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.732858, + "range_504_ratio": 2.081021, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.512755, + "hold30_r": 1.09631 + }, + { + "symbol": "IRM", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.100223, + "strategy_rank": 85.661065, + "production_rank": 88.807451, + "structural_overlay_pass": false, + "structural_overlay_score": 84.367078, + "structural_overlay_rr": 0.847584, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.369521, + "primary_prob": 37.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 88.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.054282, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 0.979193, + "range_504_ratio": 2.662306, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.3225, + "hold30_r": -1.0 + }, + { + "symbol": "ISRG", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.962138, + "strategy_rank": 74.237576, + "production_rank": 77.145764, + "structural_overlay_pass": false, + "structural_overlay_score": 73.288475, + "structural_overlay_rr": 0.99634, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.877618, + "primary_prob": 45.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 62.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.316427, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 0.915581, + "range_504_ratio": 2.498226, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.813386, + "hold30_r": 3.926731 + }, + { + "symbol": "JPM", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.066815, + "strategy_rank": 71.745218, + "production_rank": 74.519084, + "structural_overlay_pass": false, + "structural_overlay_score": 70.79313, + "structural_overlay_rr": 1.31505, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.31505, + "primary_prob": 26.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.972574, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.725476, + "range_504_ratio": 2.065714, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.242303, + "hold30_r": 5.623442 + }, + { + "symbol": "KKR", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.082405, + "strategy_rank": 82.842384, + "production_rank": 84.255725, + "structural_overlay_pass": false, + "structural_overlay_score": 80.042938, + "structural_overlay_rr": 0.757799, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.230245, + "primary_prob": 25.41, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 12.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.845368, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 1.290584, + "range_504_ratio": 3.63491, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.046809, + "hold30_r": -1.0 + }, + { + "symbol": "KMI", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.2049, + "strategy_rank": 72.259616, + "production_rank": 78.908044, + "structural_overlay_pass": false, + "structural_overlay_score": 74.962642, + "structural_overlay_rr": 1.147947, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.153197, + "primary_prob": 27.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.729796, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.595033, + "range_504_ratio": 1.81309, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.084793, + "hold30_r": -1.0 + }, + { + "symbol": "KR", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.625835, + "strategy_rank": 66.849836, + "production_rank": 71.775169, + "structural_overlay_pass": false, + "structural_overlay_score": 68.186411, + "structural_overlay_rr": 0.855836, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.815503, + "primary_prob": 39.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.223255, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.412527, + "range_504_ratio": 1.510631, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.060233, + "hold30_r": -1.0 + }, + { + "symbol": "LDOS", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.420935, + "strategy_rank": 83.282016, + "production_rank": 85.328323, + "structural_overlay_pass": false, + "structural_overlay_score": 81.061906, + "structural_overlay_rr": 1.737855, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.145913, + "primary_prob": 23.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 77.0, + "primary_rejection_count": 21, + "primary_distance_atr": 3.218869, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.974377, + "range_504_ratio": 2.649516, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.096037, + "hold30_r": -1.0 + }, + { + "symbol": "MO", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.316258, + "strategy_rank": 69.211181, + "production_rank": 76.912874, + "structural_overlay_pass": false, + "structural_overlay_score": 73.06723, + "structural_overlay_rr": 1.816078, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.385547, + "primary_prob": 39.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.078321, + "raw_level_count": 24, + "gate_level_count": 24, + "range_504_log": 0.395819, + "range_504_ratio": 1.485601, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.081416, + "hold30_r": -1.0 + }, + { + "symbol": "MSI", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.30735, + "strategy_rank": 64.309602, + "production_rank": 72.308851, + "structural_overlay_pass": false, + "structural_overlay_score": 68.693408, + "structural_overlay_rr": 1.603331, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.491042, + "primary_prob": 23.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.236562, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.704674, + "range_504_ratio": 2.023187, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.082832, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.665924, + "strategy_rank": 99.666369, + "production_rank": 99.666221, + "structural_overlay_pass": false, + "structural_overlay_score": 94.68291, + "structural_overlay_rr": 1.511449, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.670985, + "primary_prob": 44.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.006477, + "raw_level_count": 171, + "gate_level_count": 171, + "range_504_log": 3.712357, + "range_504_ratio": 40.950226, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.659599, + "hold30_r": 0.412623 + }, + { + "symbol": "MTB", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.750557, + "strategy_rank": 80.183705, + "production_rank": 82.705989, + "structural_overlay_pass": false, + "structural_overlay_score": 78.570689, + "structural_overlay_rr": 1.825788, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.618326, + "primary_prob": 17.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.427489, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.73218, + "range_504_ratio": 2.079609, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.56212, + "hold30_r": 1.278755 + }, + { + "symbol": "NDAQ", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.289532, + "strategy_rank": 60.659435, + "production_rank": 67.202801, + "structural_overlay_pass": false, + "structural_overlay_score": 63.842661, + "structural_overlay_rr": 0.947118, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.727898, + "primary_prob": 22.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.591848, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.580484, + "range_504_ratio": 1.786903, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.078336, + "hold30_r": -1.0 + }, + { + "symbol": "NEE", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.846325, + "strategy_rank": 69.630122, + "production_rank": 73.368856, + "structural_overlay_pass": false, + "structural_overlay_score": 69.700413, + "structural_overlay_rr": 1.612312, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.696229, + "primary_prob": 33.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 139, + "primary_distance_atr": 2.544343, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.676248, + "range_504_ratio": 1.966486, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.071307, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.091314, + "strategy_rank": 79.861481, + "production_rank": 83.604759, + "structural_overlay_pass": false, + "structural_overlay_score": 79.424521, + "structural_overlay_rr": 1.220523, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.69863, + "primary_prob": 42.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.047945, + "raw_level_count": 117, + "gate_level_count": 117, + "range_504_log": 1.236857, + "range_504_ratio": 3.44477, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.14088, + "hold30_r": -1.083493 + }, + { + "symbol": "NI", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.530067, + "strategy_rank": 62.237122, + "production_rank": 71.001437, + "structural_overlay_pass": false, + "structural_overlay_score": 67.451365, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.761638, + "primary_prob": 13.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.642457, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.522697, + "range_504_ratio": 1.68657, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.088407, + "hold30_r": -1.0 + }, + { + "symbol": "NRG", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.545657, + "strategy_rank": 92.159122, + "production_rank": 93.287967, + "structural_overlay_pass": false, + "structural_overlay_score": 88.623569, + "structural_overlay_rr": 1.607407, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.938003, + "primary_prob": 35.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.407005, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 1.226591, + "range_504_ratio": 3.409587, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.897327, + "hold30_r": 3.111965 + }, + { + "symbol": "NVDA", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.436526, + "strategy_rank": 95.909116, + "production_rank": 96.084919, + "structural_overlay_pass": false, + "structural_overlay_score": 91.280673, + "structural_overlay_rr": 1.608011, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.862791, + "primary_prob": 41.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.294186, + "raw_level_count": 173, + "gate_level_count": 173, + "range_504_log": 2.647411, + "range_504_ratio": 14.117435, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.827087, + "hold30_r": -1.0 + }, + { + "symbol": "OKE", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.64588, + "strategy_rank": 76.556329, + "production_rank": 81.252846, + "structural_overlay_pass": false, + "structural_overlay_score": 77.190203, + "structural_overlay_rr": 2.022059, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.493056, + "primary_prob": 18.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.239583, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.747534, + "range_504_ratio": 2.111787, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.434244, + "hold30_r": -1.0 + }, + { + "symbol": "ORCL", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.071269, + "strategy_rank": 78.336807, + "production_rank": 79.581628, + "structural_overlay_pass": false, + "structural_overlay_score": 75.602546, + "structural_overlay_rr": 0.704935, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.294856, + "primary_prob": 27.3, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 29.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.942284, + "raw_level_count": 95, + "gate_level_count": 95, + "range_504_log": 0.90537, + "range_504_ratio": 2.472846, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.118152, + "hold30_r": -1.071749 + }, + { + "symbol": "PEG", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.873051, + "strategy_rank": 71.895837, + "production_rank": 78.888241, + "structural_overlay_pass": false, + "structural_overlay_score": 74.943829, + "structural_overlay_rr": 1.823998, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.901892, + "primary_prob": 18.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.852839, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.572591, + "range_504_ratio": 1.772854, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.830451, + "hold30_r": -1.0 + }, + { + "symbol": "PGR", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.993318, + "strategy_rank": 77.074924, + "production_rank": 83.714389, + "structural_overlay_pass": false, + "structural_overlay_score": 79.528669, + "structural_overlay_rr": 2.771332, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.766714, + "primary_prob": 32.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.650072, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 0.887499, + "range_504_ratio": 2.429046, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.306528, + "hold30_r": -1.242111 + }, + { + "symbol": "PKG", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.859688, + "strategy_rank": 63.79513, + "production_rank": 71.483316, + "structural_overlay_pass": false, + "structural_overlay_score": 67.90915, + "structural_overlay_rr": 1.904957, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.834699, + "primary_prob": 40.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.252048, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.719077, + "range_504_ratio": 2.052537, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.7579, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.775056, + "strategy_rank": 98.51061, + "production_rank": 98.598759, + "structural_overlay_pass": false, + "structural_overlay_score": 93.668821, + "structural_overlay_rr": 1.181901, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.865509, + "primary_prob": 48.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.298263, + "raw_level_count": 152, + "gate_level_count": 152, + "range_504_log": 2.675527, + "range_504_ratio": 14.52, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.023676, + "hold30_r": -1.0 + }, + { + "symbol": "PNW", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.291759, + "strategy_rank": 58.301127, + "production_rank": 65.964671, + "structural_overlay_pass": false, + "structural_overlay_score": 62.666438, + "structural_overlay_rr": 1.666667, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.875479, + "primary_prob": 53.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 1.313218, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.380829, + "range_504_ratio": 1.463497, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.075559, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.200445, + "strategy_rank": 87.48621, + "production_rank": 88.390955, + "structural_overlay_pass": false, + "structural_overlay_score": 83.971407, + "structural_overlay_rr": 1.293182, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.293182, + "primary_prob": 23.94, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 12.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.939773, + "raw_level_count": 136, + "gate_level_count": 136, + "range_504_log": 1.686345, + "range_504_ratio": 5.399708, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.045743, + "hold30_r": -1.0 + }, + { + "symbol": "RJF", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.63029, + "strategy_rank": 76.102178, + "production_rank": 78.611549, + "structural_overlay_pass": false, + "structural_overlay_score": 74.680971, + "structural_overlay_rr": 0.940137, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.964524, + "primary_prob": 40.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.446785, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.737164, + "range_504_ratio": 2.09, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.898011, + "hold30_r": 1.083349 + }, + { + "symbol": "RTX", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.973274, + "strategy_rank": 67.501469, + "production_rank": 74.325404, + "structural_overlay_pass": false, + "structural_overlay_score": 70.609134, + "structural_overlay_rr": 1.207631, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.206738, + "primary_prob": 43.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 1.810108, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.629848, + "range_504_ratio": 1.877325, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.127594, + "hold30_r": 3.647416 + }, + { + "symbol": "SATS", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.650334, + "strategy_rank": 94.422861, + "production_rank": 93.832019, + "structural_overlay_pass": false, + "structural_overlay_score": 89.140418, + "structural_overlay_rr": 1.90324, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.793196, + "primary_prob": 32.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 85, + "primary_distance_atr": 2.689795, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 1.149319, + "range_504_ratio": 3.156044, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.762166, + "hold30_r": 4.012002 + }, + { + "symbol": "SO", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.075724, + "strategy_rank": 59.751011, + "production_rank": 67.859249, + "structural_overlay_pass": false, + "structural_overlay_score": 64.466286, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.8385, + "primary_prob": 28.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 86.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.757751, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.473079, + "range_504_ratio": 1.604928, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.087992, + "hold30_r": -1.0 + }, + { + "symbol": "SYF", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.752784, + "strategy_rank": 87.869743, + "production_rank": 88.16409, + "structural_overlay_pass": false, + "structural_overlay_score": 83.755885, + "structural_overlay_rr": 1.533188, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.218795, + "primary_prob": 26.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.828192, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.959144, + "range_504_ratio": 2.609462, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.17024, + "hold30_r": -0.362015 + }, + { + "symbol": "T", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.986637, + "strategy_rank": 73.207497, + "production_rank": 80.133877, + "structural_overlay_pass": false, + "structural_overlay_score": 76.127183, + "structural_overlay_rr": 1.95599, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.682967, + "primary_prob": 34.04, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.52445, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.581812, + "range_504_ratio": 1.789278, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.073708, + "hold30_r": -1.0 + }, + { + "symbol": "TKO", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.32294, + "strategy_rank": 83.156213, + "production_rank": 87.211789, + "structural_overlay_pass": false, + "structural_overlay_score": 82.851199, + "structural_overlay_rr": 1.146834, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.099202, + "primary_prob": 26.57, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.648802, + "raw_level_count": 93, + "gate_level_count": 93, + "range_504_log": 0.797318, + "range_504_ratio": 2.219581, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.052269, + "hold30_r": -1.0 + }, + { + "symbol": "TMUS", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.76392, + "strategy_rank": 73.118114, + "production_rank": 80.000049, + "structural_overlay_pass": false, + "structural_overlay_score": 76.000047, + "structural_overlay_rr": 1.890823, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.154397, + "primary_prob": 30.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.731595, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.686361, + "range_504_ratio": 1.986473, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.188767, + "hold30_r": -1.1202 + }, + { + "symbol": "TPL", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.997773, + "strategy_rank": 96.970281, + "production_rank": 97.646112, + "structural_overlay_pass": false, + "structural_overlay_score": 92.763806, + "structural_overlay_rr": 1.347136, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.19345, + "primary_prob": 25.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.790176, + "raw_level_count": 113, + "gate_level_count": 113, + "range_504_log": 1.433072, + "range_504_ratio": 4.191556, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.170775, + "hold30_r": 2.516129 + }, + { + "symbol": "TRGP", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.329621, + "strategy_rank": 84.595702, + "production_rank": 89.173675, + "structural_overlay_pass": false, + "structural_overlay_score": 84.714991, + "structural_overlay_rr": 1.636776, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.548017, + "primary_prob": 17.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.322026, + "raw_level_count": 114, + "gate_level_count": 114, + "range_504_log": 1.174411, + "range_504_ratio": 3.236237, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.496841, + "hold30_r": 3.837655 + }, + { + "symbol": "TRV", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.853007, + "strategy_rank": 73.497548, + "production_rank": 76.949368, + "structural_overlay_pass": false, + "structural_overlay_score": 73.101899, + "structural_overlay_rr": 1.349835, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.205474, + "primary_prob": 25.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.808211, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.538426, + "range_504_ratio": 1.713309, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.068246, + "hold30_r": -1.0 + }, + { + "symbol": "TT", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.636971, + "strategy_rank": 70.98956, + "production_rank": 76.205364, + "structural_overlay_pass": false, + "structural_overlay_score": 72.395096, + "structural_overlay_rr": 2.066836, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.998553, + "primary_prob": 26.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 86.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.997829, + "raw_level_count": 99, + "gate_level_count": 99, + "range_504_log": 0.957162, + "range_504_ratio": 2.604295, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.933496, + "hold30_r": -1.0 + }, + { + "symbol": "TTD", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.516704, + "strategy_rank": 83.770562, + "production_rank": 83.352609, + "structural_overlay_pass": false, + "structural_overlay_score": 79.184979, + "structural_overlay_rr": 1.997472, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.421054, + "primary_prob": 25.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.13158, + "raw_level_count": 106, + "gate_level_count": 106, + "range_504_log": 1.234073, + "range_504_ratio": 3.435194, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.106122, + "hold30_r": -1.066148 + }, + { + "symbol": "TYL", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.414254, + "strategy_rank": 71.099734, + "production_rank": 76.204574, + "structural_overlay_pass": false, + "structural_overlay_score": 72.394345, + "structural_overlay_rr": 1.733803, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.607942, + "primary_prob": 27.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.411913, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.749816, + "range_504_ratio": 2.11661, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.064004, + "hold30_r": -1.0 + }, + { + "symbol": "UAL", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.884187, + "strategy_rank": 95.791658, + "production_rank": 96.489168, + "structural_overlay_pass": false, + "structural_overlay_score": 91.664709, + "structural_overlay_rr": 1.350109, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.989994, + "primary_prob": 29.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.484991, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 1.137913, + "range_504_ratio": 3.120249, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.038765, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.659243, + "strategy_rank": 96.696947, + "production_rank": 96.684379, + "structural_overlay_pass": false, + "structural_overlay_score": 91.85016, + "structural_overlay_rr": 1.589949, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.915324, + "primary_prob": 33.88, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 10.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.372986, + "raw_level_count": 156, + "gate_level_count": 156, + "range_504_log": 2.500613, + "range_504_ratio": 12.189958, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.888372, + "hold30_r": -1.0 + }, + { + "symbol": "VST", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.22049, + "strategy_rank": 98.955452, + "production_rank": 99.043798, + "structural_overlay_pass": false, + "structural_overlay_score": 94.091608, + "structural_overlay_rr": 0.898543, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.887157, + "primary_prob": 34.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.330735, + "raw_level_count": 124, + "gate_level_count": 124, + "range_504_log": 2.074887, + "range_504_ratio": 7.963645, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.861156, + "hold30_r": 2.371938 + }, + { + "symbol": "WAB", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.184855, + "strategy_rank": 64.881283, + "production_rank": 70.982474, + "structural_overlay_pass": false, + "structural_overlay_score": 67.43335, + "structural_overlay_rr": 1.190092, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.183823, + "primary_prob": 29.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.775734, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.814587, + "range_504_ratio": 2.258244, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.117859, + "hold30_r": -1.0 + }, + { + "symbol": "WELL", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.868597, + "strategy_rank": 67.599149, + "production_rank": 75.355631, + "structural_overlay_pass": false, + "structural_overlay_score": 71.58785, + "structural_overlay_rr": 1.349737, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.392867, + "primary_prob": 39.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.0893, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.778384, + "range_504_ratio": 2.17795, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.323167, + "hold30_r": 7.398418 + }, + { + "symbol": "WFC", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.191537, + "strategy_rank": 83.382856, + "production_rank": 84.319083, + "structural_overlay_pass": false, + "structural_overlay_score": 80.103129, + "structural_overlay_rr": 1.831324, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.632619, + "primary_prob": 19.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.448928, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.795909, + "range_504_ratio": 2.216454, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.573058, + "hold30_r": 3.569767 + }, + { + "symbol": "WMB", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.432071, + "strategy_rank": 74.517084, + "production_rank": 81.155413, + "structural_overlay_pass": false, + "structural_overlay_score": 77.097642, + "structural_overlay_rr": 1.688935, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.59139, + "primary_prob": 19.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.387086, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.806714, + "range_504_ratio": 2.240535, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.529383, + "hold30_r": 1.889061 + }, + { + "symbol": "WMT", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.216036, + "strategy_rank": 71.510205, + "production_rank": 80.078815, + "structural_overlay_pass": false, + "structural_overlay_score": 76.074874, + "structural_overlay_rr": 0.955768, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.675097, + "primary_prob": 17.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.512645, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.751591, + "range_504_ratio": 2.12037, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.602555, + "hold30_r": 5.798843 + }, + { + "symbol": "WRB", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.080178, + "strategy_rank": 70.100914, + "production_rank": 75.427335, + "structural_overlay_pass": false, + "structural_overlay_score": 71.655969, + "structural_overlay_rr": 1.198183, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.198183, + "primary_prob": 32.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.797275, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.57098, + "range_504_ratio": 1.77, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.075395, + "hold30_r": -1.0 + }, + { + "symbol": "WSM", + "date": "2024-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.975501, + "strategy_rank": 91.052252, + "production_rank": 90.360002, + "structural_overlay_pass": false, + "structural_overlay_score": 85.842002, + "structural_overlay_rr": 0.696969, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.696969, + "primary_prob": 56.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.045453, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 1.293159, + "range_504_ratio": 3.64428, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.655806, + "hold30_r": 2.267686 + }, + { + "symbol": "CEG", + "date": "2025-01-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.127563, + "strategy_rank": 96.267727, + "production_rank": 96.221006, + "structural_overlay_pass": false, + "structural_overlay_score": 91.409956, + "structural_overlay_rr": 1.403694, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.240359, + "primary_prob": 38.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.860538, + "raw_level_count": 108, + "gate_level_count": 108, + "range_504_log": 1.400642, + "range_504_ratio": 4.057804, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.035808, + "hold30_r": -1.0 + }, + { + "symbol": "HOOD", + "date": "2025-01-06", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.405467, + "strategy_rank": 98.407096, + "production_rank": 98.406553, + "structural_overlay_pass": false, + "structural_overlay_score": 93.486225, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 2.316894, + "primary_prob": 22.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 5, + "primary_distance_atr": 3.475341, + "raw_level_count": 131, + "gate_level_count": 131, + "range_504_log": 1.712191, + "range_504_ratio": 5.541087, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.023902, + "hold30_r": -1.0 + }, + { + "symbol": "AEE", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.143508, + "strategy_rank": 59.903066, + "production_rank": 67.64988, + "structural_overlay_pass": false, + "structural_overlay_score": 64.267386, + "structural_overlay_rr": 0.868223, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.844695, + "primary_prob": 54.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 155, + "primary_distance_atr": 1.267042, + "raw_level_count": 25, + "gate_level_count": 25, + "range_504_log": 0.355974, + "range_504_ratio": 1.42757, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.766005, + "hold30_r": 4.73251 + }, + { + "symbol": "AFL", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.865604, + "strategy_rank": 62.837478, + "production_rank": 68.846853, + "structural_overlay_pass": false, + "structural_overlay_score": 65.40451, + "structural_overlay_rr": 0.721724, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.667589, + "primary_prob": 34.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.501383, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.651598, + "range_504_ratio": 1.918605, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.077403, + "hold30_r": -1.0 + }, + { + "symbol": "AJG", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.915718, + "strategy_rank": 61.650537, + "production_rank": 68.73893, + "structural_overlay_pass": false, + "structural_overlay_score": 65.301984, + "structural_overlay_rr": 2.350478, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.597918, + "primary_prob": 35.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.396876, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.596409, + "range_504_ratio": 1.815587, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.533964, + "hold30_r": 5.233621 + }, + { + "symbol": "ALL", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.357631, + "strategy_rank": 71.12764, + "production_rank": 76.537637, + "structural_overlay_pass": false, + "structural_overlay_score": 72.710755, + "structural_overlay_rr": 1.694122, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.965984, + "primary_prob": 50.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.448976, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.735652, + "range_504_ratio": 2.086842, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.900542, + "hold30_r": -1.0 + }, + { + "symbol": "AON", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.321185, + "strategy_rank": 61.283512, + "production_rank": 67.962736, + "structural_overlay_pass": false, + "structural_overlay_score": 64.5646, + "structural_overlay_rr": 1.834449, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.819441, + "primary_prob": 25.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.729162, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.38851, + "range_504_ratio": 1.474782, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.732067, + "hold30_r": 5.155596 + }, + { + "symbol": "APO", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.218679, + "strategy_rank": 84.938773, + "production_rank": 85.365408, + "structural_overlay_pass": false, + "structural_overlay_score": 81.097138, + "structural_overlay_rr": 1.775533, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.234411, + "primary_prob": 31.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.851617, + "raw_level_count": 100, + "gate_level_count": 100, + "range_504_log": 1.234098, + "range_504_ratio": 3.435279, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.043164, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.886105, + "strategy_rank": 99.681908, + "production_rank": 99.749973, + "structural_overlay_pass": false, + "structural_overlay_score": 94.762475, + "structural_overlay_rr": 2.572061, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.073324, + "primary_prob": 27.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.609986, + "raw_level_count": 166, + "gate_level_count": 166, + "range_504_log": 3.813775, + "range_504_ratio": 45.321215, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.053952, + "hold30_r": 2.503819 + }, + { + "symbol": "AXON", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.861048, + "strategy_rank": 97.806593, + "production_rank": 98.158078, + "structural_overlay_pass": false, + "structural_overlay_score": 93.250174, + "structural_overlay_rr": 2.234777, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.822118, + "primary_prob": 37.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.233177, + "raw_level_count": 126, + "gate_level_count": 126, + "range_504_log": 1.438879, + "range_504_ratio": 4.215967, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.790675, + "hold30_r": -1.0 + }, + { + "symbol": "BK", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.724374, + "strategy_rank": 65.444178, + "production_rank": 73.204243, + "structural_overlay_pass": false, + "structural_overlay_score": 69.544031, + "structural_overlay_rr": 1.080844, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.066837, + "primary_prob": 31.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.600255, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.73537, + "range_504_ratio": 2.086255, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.078003, + "hold30_r": -1.0 + }, + { + "symbol": "BRO", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.571754, + "strategy_rank": 68.050285, + "production_rank": 75.890774, + "structural_overlay_pass": false, + "structural_overlay_score": 72.096236, + "structural_overlay_rr": 1.32756, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.8052, + "primary_prob": 55.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 1.2078, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.770612, + "range_504_ratio": 2.161089, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.727907, + "hold30_r": 4.068445 + }, + { + "symbol": "CASY", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.687927, + "strategy_rank": 71.161912, + "production_rank": 75.003917, + "structural_overlay_pass": false, + "structural_overlay_score": 71.253721, + "structural_overlay_rr": 2.001282, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.398707, + "primary_prob": 25.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.098061, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.777128, + "range_504_ratio": 2.175216, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.3367, + "hold30_r": 1.296493 + }, + { + "symbol": "CBOE", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.799544, + "strategy_rank": 72.568421, + "production_rank": 78.978796, + "structural_overlay_pass": false, + "structural_overlay_score": 75.029856, + "structural_overlay_rr": 1.618625, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.078064, + "primary_prob": 28.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 3.117096, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.646607, + "range_504_ratio": 1.909052, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.016769, + "hold30_r": 3.226299 + }, + { + "symbol": "CBRE", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.90205, + "strategy_rank": 78.368325, + "production_rank": 81.2129, + "structural_overlay_pass": false, + "structural_overlay_score": 77.152255, + "structural_overlay_rr": 1.886694, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.526221, + "primary_prob": 23.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.289332, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.787148, + "range_504_ratio": 2.197122, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.053362, + "hold30_r": -1.0 + }, + { + "symbol": "CINF", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.041002, + "strategy_rank": 70.482277, + "production_rank": 76.335185, + "structural_overlay_pass": false, + "structural_overlay_score": 72.518426, + "structural_overlay_rr": 1.599731, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.613693, + "primary_prob": 26.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.42054, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.532039, + "range_504_ratio": 1.7024, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.069721, + "hold30_r": -1.0 + }, + { + "symbol": "CME", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.371298, + "strategy_rank": 59.177162, + "production_rank": 67.241874, + "structural_overlay_pass": false, + "structural_overlay_score": 63.87978, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.016347, + "primary_prob": 48.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 72, + "primary_distance_atr": 1.52452, + "raw_level_count": 25, + "gate_level_count": 25, + "range_504_log": 0.386274, + "range_504_ratio": 1.471489, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.935937, + "hold30_r": 3.871562 + }, + { + "symbol": "CMI", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.268793, + "strategy_rank": 75.40904, + "production_rank": 79.695624, + "structural_overlay_pass": false, + "structural_overlay_score": 75.710843, + "structural_overlay_rr": 0.751848, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.24919, + "primary_prob": 26.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.873785, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.646655, + "range_504_ratio": 1.909145, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.17295, + "hold30_r": -1.0 + }, + { + "symbol": "COHR", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.216401, + "strategy_rank": 95.323444, + "production_rank": 95.287763, + "structural_overlay_pass": false, + "structural_overlay_score": 90.523375, + "structural_overlay_rr": 1.59325, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.037024, + "primary_prob": 33.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.555536, + "raw_level_count": 104, + "gate_level_count": 104, + "range_504_log": 1.463491, + "range_504_ratio": 4.321018, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.025103, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.940774, + "strategy_rank": 88.588281, + "production_rank": 87.039112, + "structural_overlay_pass": false, + "structural_overlay_score": 82.687157, + "structural_overlay_rr": 1.786932, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.743984, + "primary_prob": 22.87, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 49.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.615976, + "raw_level_count": 148, + "gate_level_count": 148, + "range_504_log": 2.405645, + "range_504_ratio": 11.085578, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.01756, + "hold30_r": -0.961591 + }, + { + "symbol": "CTAS", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.510251, + "strategy_rank": 73.118583, + "production_rank": 76.915805, + "structural_overlay_pass": false, + "structural_overlay_score": 73.070015, + "structural_overlay_rr": 2.032944, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.798291, + "primary_prob": 30.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 89.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.697436, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.768605, + "range_504_ratio": 2.156755, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.743198, + "hold30_r": 2.293113 + }, + { + "symbol": "CVNA", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.430524, + "strategy_rank": 98.647905, + "production_rank": 98.908778, + "structural_overlay_pass": false, + "structural_overlay_score": 93.963339, + "structural_overlay_rr": 1.868537, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.747476, + "primary_prob": 39.14, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 6.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.121214, + "raw_level_count": 181, + "gate_level_count": 181, + "range_504_log": 4.15009, + "range_504_ratio": 63.439716, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.727097, + "hold30_r": 1.281755 + }, + { + "symbol": "DASH", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.596811, + "strategy_rank": 85.112887, + "production_rank": 87.607528, + "structural_overlay_pass": false, + "structural_overlay_score": 83.227152, + "structural_overlay_rr": 1.652894, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.731329, + "primary_prob": 33.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.596993, + "raw_level_count": 141, + "gate_level_count": 141, + "range_504_log": 1.375635, + "range_504_ratio": 3.957587, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.680319, + "hold30_r": 4.491853 + }, + { + "symbol": "DECK", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.712984, + "strategy_rank": 83.423152, + "production_rank": 83.519763, + "structural_overlay_pass": false, + "structural_overlay_score": 79.343775, + "structural_overlay_rr": 1.051536, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 11, + "rr": 0.965584, + "primary_prob": 30.87, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.448375, + "raw_level_count": 130, + "gate_level_count": 130, + "range_504_log": 1.214134, + "range_504_ratio": 3.367376, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.049947, + "hold30_r": -1.0 + }, + { + "symbol": "DVA", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.116173, + "strategy_rank": 82.033308, + "production_rank": 85.060929, + "structural_overlay_pass": false, + "structural_overlay_score": 80.807883, + "structural_overlay_rr": 2.400088, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.64871, + "primary_prob": 25.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.473066, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 0.863104, + "range_504_ratio": 2.370508, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.592814, + "hold30_r": -1.0 + }, + { + "symbol": "EBAY", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.535308, + "strategy_rank": 71.18005, + "production_rank": 75.965136, + "structural_overlay_pass": false, + "structural_overlay_score": 72.166879, + "structural_overlay_rr": 0.855858, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.193579, + "primary_prob": 43.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 1.790369, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.60106, + "range_504_ratio": 1.824052, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.138694, + "hold30_r": 2.702116 + }, + { + "symbol": "EME", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.835991, + "strategy_rank": 91.640699, + "production_rank": 93.705796, + "structural_overlay_pass": false, + "structural_overlay_score": 89.020506, + "structural_overlay_rr": 1.514632, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.155699, + "primary_prob": 29.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.733548, + "raw_level_count": 110, + "gate_level_count": 110, + "range_504_log": 1.322305, + "range_504_ratio": 3.752061, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.107643, + "hold30_r": -1.0 + }, + { + "symbol": "ETR", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.874715, + "strategy_rank": 84.017295, + "production_rank": 87.636435, + "structural_overlay_pass": false, + "structural_overlay_score": 83.254613, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.050916, + "primary_prob": 28.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.576374, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.596044, + "range_504_ratio": 1.814925, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.982433, + "hold30_r": 4.115672 + }, + { + "symbol": "FICO", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.899772, + "strategy_rank": 84.462417, + "production_rank": 88.274869, + "structural_overlay_pass": false, + "structural_overlay_score": 83.861125, + "structural_overlay_rr": 1.355009, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.262172, + "primary_prob": 33.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.893258, + "raw_level_count": 130, + "gate_level_count": 130, + "range_504_log": 1.429223, + "range_504_ratio": 4.175455, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.211313, + "hold30_r": -1.0 + }, + { + "symbol": "FISV", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.738041, + "strategy_rank": 64.015834, + "production_rank": 70.923236, + "structural_overlay_pass": false, + "structural_overlay_score": 67.377075, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.661742, + "primary_prob": 16.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.492613, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.815004, + "range_504_ratio": 2.259184, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.588072, + "hold30_r": 5.154201 + }, + { + "symbol": "FIX", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.671982, + "strategy_rank": 94.518628, + "production_rank": 94.903079, + "structural_overlay_pass": false, + "structural_overlay_score": 90.157925, + "structural_overlay_rr": 1.028123, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.030449, + "primary_prob": 31.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.545673, + "raw_level_count": 136, + "gate_level_count": 136, + "range_504_log": 1.523909, + "range_504_ratio": 4.590133, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.03929, + "hold30_r": -1.0 + }, + { + "symbol": "FTNT", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.166287, + "strategy_rank": 92.287911, + "production_rank": 92.580703, + "structural_overlay_pass": false, + "structural_overlay_score": 87.951668, + "structural_overlay_rr": 1.083098, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.850819, + "primary_prob": 36.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.276229, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.828207, + "range_504_ratio": 2.289211, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.046306, + "hold30_r": -1.0 + }, + { + "symbol": "GDDY", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.038724, + "strategy_rank": 82.569559, + "production_rank": 87.392614, + "structural_overlay_pass": false, + "structural_overlay_score": 83.022983, + "structural_overlay_rr": 1.818993, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.795581, + "primary_prob": 43.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.193371, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 1.141215, + "range_504_ratio": 3.13057, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.737382, + "hold30_r": -1.0 + }, + { + "symbol": "GEN", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.093394, + "strategy_rank": 66.98104, + "production_rank": 71.685158, + "structural_overlay_pass": false, + "structural_overlay_score": 68.1009, + "structural_overlay_rr": 0.692815, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.249613, + "primary_prob": 42.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.874419, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.719338, + "range_504_ratio": 2.053074, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.187729, + "hold30_r": -1.0 + }, + { + "symbol": "GLW", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.813212, + "strategy_rank": 73.217262, + "production_rank": 78.082579, + "structural_overlay_pass": false, + "structural_overlay_score": 74.17845, + "structural_overlay_rr": 0.992321, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.029925, + "primary_prob": 36.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.544887, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.703192, + "range_504_ratio": 2.02019, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.094869, + "hold30_r": -1.026193 + }, + { + "symbol": "GRMN", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.646925, + "strategy_rank": 91.587694, + "production_rank": 92.607438, + "structural_overlay_pass": false, + "structural_overlay_score": 87.977066, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.896876, + "primary_prob": 12.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.845313, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 0.872075, + "range_504_ratio": 2.391869, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.823311, + "hold30_r": -1.0 + }, + { + "symbol": "HAS", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.776765, + "strategy_rank": 69.332272, + "production_rank": 73.480436, + "structural_overlay_pass": false, + "structural_overlay_score": 69.806414, + "structural_overlay_rr": 1.959471, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.895676, + "primary_prob": 20.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 77, + "primary_distance_atr": 4.343514, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.545044, + "range_504_ratio": 1.724684, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.840827, + "hold30_r": 5.018128 + }, + { + "symbol": "HIG", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.446469, + "strategy_rank": 70.285514, + "production_rank": 75.672499, + "structural_overlay_pass": false, + "structural_overlay_score": 71.888874, + "structural_overlay_rr": 1.508646, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.997104, + "primary_prob": 29.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.995656, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.664732, + "range_504_ratio": 1.943969, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.072575, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.810934, + "strategy_rank": 91.808516, + "production_rank": 93.475989, + "structural_overlay_pass": false, + "structural_overlay_score": 88.802189, + "structural_overlay_rr": 1.975787, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.908314, + "primary_prob": 38.11, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 30.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.362471, + "raw_level_count": 105, + "gate_level_count": 105, + "range_504_log": 1.151341, + "range_504_ratio": 3.162431, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.851335, + "hold30_r": 4.635973 + }, + { + "symbol": "IBM", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.296128, + "strategy_rank": 63.732828, + "production_rank": 69.253928, + "structural_overlay_pass": false, + "structural_overlay_score": 65.791232, + "structural_overlay_rr": 1.46978, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.47791, + "primary_prob": 21.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.216865, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.685862, + "range_504_ratio": 1.985483, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.070574, + "hold30_r": -1.0 + }, + { + "symbol": "IP", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.394077, + "strategy_rank": 81.857125, + "production_rank": 85.702776, + "structural_overlay_pass": false, + "structural_overlay_score": 81.417637, + "structural_overlay_rr": 1.02526, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.440631, + "primary_prob": 38.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.160947, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.732858, + "range_504_ratio": 2.081021, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.370738, + "hold30_r": 1.271145 + }, + { + "symbol": "IRM", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.191344, + "strategy_rank": 85.377755, + "production_rank": 88.315618, + "structural_overlay_pass": false, + "structural_overlay_score": 83.899837, + "structural_overlay_rr": 1.223529, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.109291, + "primary_prob": 25.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 88.0, + "primary_rejection_count": 25, + "primary_distance_atr": 3.163937, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 0.979193, + "range_504_ratio": 2.662306, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.062303, + "hold30_r": -1.0 + }, + { + "symbol": "KKR", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.67426, + "strategy_rank": 82.601607, + "production_rank": 83.959158, + "structural_overlay_pass": false, + "structural_overlay_score": 79.7612, + "structural_overlay_rr": 1.503334, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.697472, + "primary_prob": 47.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.046207, + "raw_level_count": 97, + "gate_level_count": 97, + "range_504_log": 1.247659, + "range_504_ratio": 3.482183, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.046065, + "hold30_r": -1.0 + }, + { + "symbol": "KR", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.232346, + "strategy_rank": 67.403732, + "production_rank": 72.346603, + "structural_overlay_pass": false, + "structural_overlay_score": 68.729273, + "structural_overlay_rr": 1.518669, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.591217, + "primary_prob": 21.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.386825, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.412527, + "range_504_ratio": 1.510631, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.53401, + "hold30_r": 2.863223 + }, + { + "symbol": "LDOS", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.52164, + "strategy_rank": 83.436998, + "production_rank": 85.465212, + "structural_overlay_pass": false, + "structural_overlay_score": 81.191952, + "structural_overlay_rr": 2.273552, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.445115, + "primary_prob": 33.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 77.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.167672, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.974377, + "range_504_ratio": 2.649516, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.393133, + "hold30_r": -1.0 + }, + { + "symbol": "MCK", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.168565, + "strategy_rank": 80.507099, + "production_rank": 81.727587, + "structural_overlay_pass": false, + "structural_overlay_score": 77.641208, + "structural_overlay_rr": 1.222962, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.212688, + "primary_prob": 33.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.819031, + "raw_level_count": 99, + "gate_level_count": 99, + "range_504_log": 0.653188, + "range_504_ratio": 1.921658, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.141612, + "hold30_r": 0.757224 + }, + { + "symbol": "MO", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.091116, + "strategy_rank": 67.626778, + "production_rank": 75.114891, + "structural_overlay_pass": false, + "structural_overlay_score": 71.359146, + "structural_overlay_rr": 1.092896, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.880804, + "primary_prob": 31.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.821205, + "raw_level_count": 24, + "gate_level_count": 24, + "range_504_log": 0.395819, + "range_504_ratio": 1.485601, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.080921, + "hold30_r": -1.0 + }, + { + "symbol": "MSI", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.29385, + "strategy_rank": 64.650984, + "production_rank": 72.865273, + "structural_overlay_pass": false, + "structural_overlay_score": 69.222009, + "structural_overlay_rr": 1.435144, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.211193, + "primary_prob": 27.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.816789, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.704674, + "range_504_ratio": 2.023187, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.13006, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.658314, + "strategy_rank": 99.658663, + "production_rank": 99.658547, + "structural_overlay_pass": false, + "structural_overlay_score": 94.67562, + "structural_overlay_rr": 1.761401, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.768674, + "primary_prob": 38.91, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 9.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.15301, + "raw_level_count": 172, + "gate_level_count": 172, + "range_504_log": 3.608582, + "range_504_ratio": 36.913664, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.756169, + "hold30_r": -0.764279 + }, + { + "symbol": "MTB", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.763098, + "strategy_rank": 78.218051, + "production_rank": 80.733066, + "structural_overlay_pass": false, + "structural_overlay_score": 76.696413, + "structural_overlay_rr": 0.672555, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.116899, + "primary_prob": 28.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.675348, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.73218, + "range_504_ratio": 2.079609, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.058759, + "hold30_r": 0.225547 + }, + { + "symbol": "NDAQ", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.485194, + "strategy_rank": 62.866423, + "production_rank": 69.739347, + "structural_overlay_pass": false, + "structural_overlay_score": 66.252379, + "structural_overlay_rr": 1.496069, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.497251, + "primary_prob": 32.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 74.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.245876, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.580484, + "range_504_ratio": 1.786903, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.418776, + "hold30_r": 2.420225 + }, + { + "symbol": "NFLX", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.735763, + "strategy_rank": 81.823888, + "production_rank": 85.794513, + "structural_overlay_pass": false, + "structural_overlay_score": 81.504787, + "structural_overlay_rr": 0.917143, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.416749, + "primary_prob": 21.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.125123, + "raw_level_count": 117, + "gate_level_count": 117, + "range_504_log": 1.194252, + "range_504_ratio": 3.301087, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.05777, + "hold30_r": -1.0 + }, + { + "symbol": "NI", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.585421, + "strategy_rank": 61.582213, + "production_rank": 70.249949, + "structural_overlay_pass": false, + "structural_overlay_score": 66.737451, + "structural_overlay_rr": 1.547719, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.957984, + "primary_prob": 38.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.436976, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.522697, + "range_504_ratio": 1.68657, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.874721, + "hold30_r": 5.004655 + }, + { + "symbol": "NRG", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.98861, + "strategy_rank": 91.894979, + "production_rank": 92.926189, + "structural_overlay_pass": false, + "structural_overlay_score": 88.27988, + "structural_overlay_rr": 1.243655, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.243655, + "primary_prob": 23.89, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.865483, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 1.226591, + "range_504_ratio": 3.409587, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.205298, + "hold30_r": 1.830042 + }, + { + "symbol": "NVDA", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.444191, + "strategy_rank": 95.21048, + "production_rank": 95.288384, + "structural_overlay_pass": false, + "structural_overlay_score": 90.523965, + "structural_overlay_rr": 1.102706, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.090891, + "primary_prob": 27.39, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 4.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.636336, + "raw_level_count": 173, + "gate_level_count": 173, + "range_504_log": 2.636662, + "range_504_ratio": 13.9665, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.181547, + "hold30_r": -1.149796 + }, + { + "symbol": "OKE", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.066059, + "strategy_rank": 75.490396, + "production_rank": 80.015617, + "structural_overlay_pass": false, + "structural_overlay_score": 76.014836, + "structural_overlay_rr": 1.86288, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.309208, + "primary_prob": 22.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.963811, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.747534, + "range_504_ratio": 2.111787, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.247146, + "hold30_r": -1.0 + }, + { + "symbol": "ORCL", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.307517, + "strategy_rank": 80.14659, + "production_rank": 81.866899, + "structural_overlay_pass": false, + "structural_overlay_score": 77.773554, + "structural_overlay_rr": 1.561326, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.43754, + "primary_prob": 34.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 82.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.156309, + "raw_level_count": 95, + "gate_level_count": 95, + "range_504_log": 0.882624, + "range_504_ratio": 2.417234, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.05072, + "hold30_r": -1.0 + }, + { + "symbol": "PEG", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.318907, + "strategy_rank": 69.931521, + "production_rank": 76.727316, + "structural_overlay_pass": false, + "structural_overlay_score": 72.89095, + "structural_overlay_rr": 1.459177, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.540043, + "primary_prob": 23.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.310065, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.572591, + "range_504_ratio": 1.772854, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.466095, + "hold30_r": -1.0 + }, + { + "symbol": "PGR", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.419134, + "strategy_rank": 75.185335, + "production_rank": 81.596602, + "structural_overlay_pass": false, + "structural_overlay_score": 77.516771, + "structural_overlay_rr": 1.498277, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.537122, + "primary_prob": 36.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.305683, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 0.887499, + "range_504_ratio": 2.429046, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.07119, + "hold30_r": -1.0 + }, + { + "symbol": "PKG", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.851936, + "strategy_rank": 61.269227, + "production_rank": 69.13013, + "structural_overlay_pass": false, + "structural_overlay_score": 65.673624, + "structural_overlay_rr": 1.884426, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.719204, + "primary_prob": 44.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.078806, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.719077, + "range_504_ratio": 2.052537, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.635211, + "hold30_r": -1.092744 + }, + { + "symbol": "PLTR", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.202733, + "strategy_rank": 98.828974, + "production_rank": 98.95356, + "structural_overlay_pass": false, + "structural_overlay_score": 94.005882, + "structural_overlay_rr": 1.543029, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.72137, + "primary_prob": 40.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.082055, + "raw_level_count": 153, + "gate_level_count": 153, + "range_504_log": 2.675527, + "range_504_ratio": 14.52, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.700918, + "hold30_r": 4.581982 + }, + { + "symbol": "PM", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.888383, + "strategy_rank": 73.667271, + "production_rank": 79.407641, + "structural_overlay_pass": false, + "structural_overlay_score": 75.437259, + "structural_overlay_rr": 1.617435, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.94488, + "primary_prob": 25.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 77.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.91732, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.43041, + "range_504_ratio": 1.537888, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.084596, + "hold30_r": -1.0 + }, + { + "symbol": "PNR", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.004556, + "strategy_rank": 70.819761, + "production_rank": 74.548026, + "structural_overlay_pass": false, + "structural_overlay_score": 70.820625, + "structural_overlay_rr": 1.283024, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.08786, + "primary_prob": 31.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.63179, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 0.878273, + "range_504_ratio": 2.406739, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.016531, + "hold30_r": -1.0 + }, + { + "symbol": "PPL", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.068337, + "strategy_rank": 56.558619, + "production_rank": 64.395192, + "structural_overlay_pass": false, + "structural_overlay_score": 61.175432, + "structural_overlay_rr": 1.051566, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.128163, + "primary_prob": 45.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.692245, + "raw_level_count": 25, + "gate_level_count": 25, + "range_504_log": 0.45939, + "range_504_ratio": 1.583108, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.087539, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.963554, + "strategy_rank": 89.883455, + "production_rank": 91.243488, + "structural_overlay_pass": false, + "structural_overlay_score": 86.681313, + "structural_overlay_rr": 2.070068, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.284489, + "primary_prob": 24.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.926733, + "raw_level_count": 136, + "gate_level_count": 136, + "range_504_log": 1.62856, + "range_504_ratio": 5.096533, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.239158, + "hold30_r": 0.898237 + }, + { + "symbol": "RJF", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.460137, + "strategy_rank": 75.122777, + "production_rank": 77.568563, + "structural_overlay_pass": false, + "structural_overlay_score": 73.690135, + "structural_overlay_rr": 2.540775, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 2.082719, + "primary_prob": 9.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 3.124078, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.737164, + "range_504_ratio": 2.09, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.06515, + "hold30_r": -1.0 + }, + { + "symbol": "RTX", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.243736, + "strategy_rank": 66.553021, + "production_rank": 73.449926, + "structural_overlay_pass": false, + "structural_overlay_score": 69.77743, + "structural_overlay_rr": 1.445215, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.43265, + "primary_prob": 38.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.148976, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.629848, + "range_504_ratio": 1.877325, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.34903, + "hold30_r": 3.092051 + }, + { + "symbol": "SATS", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.494305, + "strategy_rank": 97.701178, + "production_rank": 97.632221, + "structural_overlay_pass": false, + "structural_overlay_score": 92.75061, + "structural_overlay_rr": 1.592115, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.122387, + "primary_prob": 27.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 85, + "primary_distance_atr": 3.183581, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 1.149319, + "range_504_ratio": 3.156044, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.089563, + "hold30_r": 4.938806 + }, + { + "symbol": "SO", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.637813, + "strategy_rank": 57.433983, + "production_rank": 65.168593, + "structural_overlay_pass": false, + "structural_overlay_score": 61.910164, + "structural_overlay_rr": 1.16084, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.169335, + "primary_prob": 37.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 66.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.754002, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.473079, + "range_504_ratio": 1.604928, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.083231, + "hold30_r": 3.880969 + }, + { + "symbol": "T", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.824601, + "strategy_rank": 72.298447, + "production_rank": 79.140498, + "structural_overlay_pass": false, + "structural_overlay_score": 75.183473, + "structural_overlay_rr": 1.675513, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.825045, + "primary_prob": 55.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.237568, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.581812, + "range_504_ratio": 1.789278, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.076269, + "hold30_r": -1.0 + }, + { + "symbol": "TKO", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.583144, + "strategy_rank": 83.544636, + "production_rank": 87.890805, + "structural_overlay_pass": false, + "structural_overlay_score": 83.496265, + "structural_overlay_rr": 0.696659, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.674193, + "primary_prob": 43.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.011289, + "raw_level_count": 93, + "gate_level_count": 93, + "range_504_log": 0.759562, + "range_504_ratio": 2.137339, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.621877, + "hold30_r": 3.137624 + }, + { + "symbol": "TMUS", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.343964, + "strategy_rank": 72.113306, + "production_rank": 78.523525, + "structural_overlay_pass": false, + "structural_overlay_score": 74.597349, + "structural_overlay_rr": 1.793352, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.52748, + "primary_prob": 24.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.29122, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.686361, + "range_504_ratio": 1.986473, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.463596, + "hold30_r": 7.948041 + }, + { + "symbol": "TPL", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.633257, + "strategy_rank": 96.863939, + "production_rank": 97.453711, + "structural_overlay_pass": false, + "structural_overlay_score": 92.581026, + "structural_overlay_rr": 1.779801, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.779801, + "primary_prob": 28.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.669701, + "raw_level_count": 114, + "gate_level_count": 114, + "range_504_log": 1.433072, + "range_504_ratio": 4.191556, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.75231, + "hold30_r": 0.953313 + }, + { + "symbol": "TRGP", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.177677, + "strategy_rank": 84.524601, + "production_rank": 89.075626, + "structural_overlay_pass": false, + "structural_overlay_score": 84.621845, + "structural_overlay_rr": 1.39602, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.793883, + "primary_prob": 37.35, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 6.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.190824, + "raw_level_count": 115, + "gate_level_count": 115, + "range_504_log": 1.174411, + "range_504_ratio": 3.236237, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.737616, + "hold30_r": 1.878356 + }, + { + "symbol": "TT", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.496583, + "strategy_rank": 72.095168, + "production_rank": 77.562306, + "structural_overlay_pass": false, + "structural_overlay_score": 73.684191, + "structural_overlay_rr": 1.192334, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.227133, + "primary_prob": 40.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 86.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.840699, + "raw_level_count": 99, + "gate_level_count": 99, + "range_504_log": 0.957162, + "range_504_ratio": 2.604295, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.068139, + "hold30_r": -1.0 + }, + { + "symbol": "TTD", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.255125, + "strategy_rank": 90.662583, + "production_rank": 91.193431, + "structural_overlay_pass": false, + "structural_overlay_score": 86.633759, + "structural_overlay_rr": 1.715857, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.169722, + "primary_prob": 31.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.754582, + "raw_level_count": 107, + "gate_level_count": 107, + "range_504_log": 1.234073, + "range_504_ratio": 3.435194, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.038888, + "hold30_r": -1.0 + }, + { + "symbol": "TYL", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.546697, + "strategy_rank": 73.938874, + "production_rank": 79.474815, + "structural_overlay_pass": false, + "structural_overlay_score": 75.501074, + "structural_overlay_rr": 1.909222, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.314429, + "primary_prob": 41.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 1.971643, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.749816, + "range_504_ratio": 2.11661, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.252634, + "hold30_r": 2.832948 + }, + { + "symbol": "VRT", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.355353, + "strategy_rank": 96.290972, + "production_rank": 96.312432, + "structural_overlay_pass": false, + "structural_overlay_score": 91.496811, + "structural_overlay_rr": 1.595237, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.595237, + "primary_prob": 30.72, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.392855, + "raw_level_count": 156, + "gate_level_count": 156, + "range_504_log": 2.500613, + "range_504_ratio": 12.189958, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.027731, + "hold30_r": -1.0 + }, + { + "symbol": "WAB", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.079727, + "strategy_rank": 66.093834, + "production_rank": 72.422465, + "structural_overlay_pass": false, + "structural_overlay_score": 68.801341, + "structural_overlay_rr": 1.559409, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.552903, + "primary_prob": 22.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.329354, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.814587, + "range_504_ratio": 2.258244, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.4851, + "hold30_r": -1.0 + }, + { + "symbol": "WELL", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.863326, + "strategy_rank": 66.445758, + "production_rank": 74.251614, + "structural_overlay_pass": false, + "structural_overlay_score": 70.539033, + "structural_overlay_rr": 1.623552, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.653131, + "primary_prob": 34.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.479696, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.769833, + "range_504_ratio": 2.159405, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.58072, + "hold30_r": 7.093005 + }, + { + "symbol": "WFC", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.43508, + "strategy_rank": 79.853591, + "production_rank": 80.380754, + "structural_overlay_pass": false, + "structural_overlay_score": 76.361716, + "structural_overlay_rr": 1.341046, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.141932, + "primary_prob": 29.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.712898, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.795909, + "range_504_ratio": 2.216454, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.080924, + "hold30_r": 2.518216 + }, + { + "symbol": "WMB", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.027335, + "strategy_rank": 73.068397, + "production_rank": 79.388043, + "structural_overlay_pass": false, + "structural_overlay_score": 75.418641, + "structural_overlay_rr": 0.894599, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.793651, + "primary_prob": 40.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.190476, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.806714, + "range_504_ratio": 2.240535, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.730216, + "hold30_r": -1.0 + }, + { + "symbol": "WMT", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.266515, + "strategy_rank": 70.776685, + "production_rank": 79.606628, + "structural_overlay_pass": false, + "structural_overlay_score": 75.626297, + "structural_overlay_rr": 0.915063, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.680755, + "primary_prob": 17.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.521133, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.751591, + "range_504_ratio": 2.12037, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.603334, + "hold30_r": 1.69235 + }, + { + "symbol": "WRB", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.410023, + "strategy_rank": 65.821636, + "production_rank": 70.684431, + "structural_overlay_pass": false, + "structural_overlay_score": 67.15021, + "structural_overlay_rr": 1.927517, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.913161, + "primary_prob": 51.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 1.369742, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.57098, + "range_504_ratio": 1.77, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.076967, + "hold30_r": -1.0 + }, + { + "symbol": "WTW", + "date": "2025-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.990888, + "strategy_rank": 62.47512, + "production_rank": 70.31371, + "structural_overlay_pass": false, + "structural_overlay_score": 66.798024, + "structural_overlay_rr": 1.492255, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.917922, + "primary_prob": 41.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.376884, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.539615, + "range_504_ratio": 1.715346, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.836868, + "hold30_r": 2.223097 + }, + { + "symbol": "CEG", + "date": "2025-01-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.88196, + "strategy_rank": 97.517705, + "production_rank": 97.30579, + "structural_overlay_pass": false, + "structural_overlay_score": 92.4405, + "structural_overlay_rr": 0.872731, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.872731, + "primary_prob": 48.51, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.309097, + "raw_level_count": 109, + "gate_level_count": 109, + "range_504_log": 1.471641, + "range_504_ratio": 4.35638, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.848869, + "hold30_r": -1.0 + }, + { + "symbol": "HOOD", + "date": "2025-01-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.663697, + "strategy_rank": 98.565143, + "production_rank": 98.597994, + "structural_overlay_pass": false, + "structural_overlay_score": 93.668095, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.459934, + "primary_prob": 21.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.1899, + "raw_level_count": 131, + "gate_level_count": 131, + "range_504_log": 1.712191, + "range_504_ratio": 5.541087, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.437185, + "hold30_r": 1.912077 + }, + { + "symbol": "AEE", + "date": "2025-01-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.743875, + "strategy_rank": 60.98553, + "production_rank": 68.904978, + "structural_overlay_pass": false, + "structural_overlay_score": 65.459729, + "structural_overlay_rr": 1.997421, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.759501, + "primary_prob": 72.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 62, + "primary_distance_atr": 1.139251, + "raw_level_count": 25, + "gate_level_count": 25, + "range_504_log": 0.355974, + "range_504_ratio": 1.42757, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.679849, + "hold30_r": 4.563037 + }, + { + "symbol": "ALL", + "date": "2025-01-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.85078, + "strategy_rank": 71.547155, + "production_rank": 75.31503, + "structural_overlay_pass": false, + "structural_overlay_score": 71.549278, + "structural_overlay_rr": 1.665684, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.475532, + "primary_prob": 23.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.213298, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.735652, + "range_504_ratio": 2.086842, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.423503, + "hold30_r": 1.538483 + }, + { + "symbol": "APO", + "date": "2025-01-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.979955, + "strategy_rank": 88.991185, + "production_rank": 89.654109, + "structural_overlay_pass": false, + "structural_overlay_score": 85.171403, + "structural_overlay_rr": 1.895869, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.907625, + "primary_prob": 42.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.361438, + "raw_level_count": 101, + "gate_level_count": 101, + "range_504_log": 1.234098, + "range_504_ratio": 3.435279, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.865334, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2025-01-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.665924, + "strategy_rank": 99.599665, + "production_rank": 99.621752, + "structural_overlay_pass": true, + "structural_overlay_score": 99.640664, + "structural_overlay_rr": 2.599248, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.635221, + "primary_prob": 30.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.452832, + "raw_level_count": 168, + "gate_level_count": 168, + "range_504_log": 3.723559, + "range_504_ratio": 41.411502, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.614137, + "hold30_r": -1.0 + }, + { + "symbol": "AXON", + "date": "2025-01-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.886414, + "strategy_rank": 97.888636, + "production_rank": 98.221229, + "structural_overlay_pass": false, + "structural_overlay_score": 93.310168, + "structural_overlay_rr": 2.149878, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.72819, + "primary_prob": 44.52, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 29.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.092285, + "raw_level_count": 128, + "gate_level_count": 128, + "range_504_log": 1.423458, + "range_504_ratio": 4.15145, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.691987, + "hold30_r": -1.0 + }, + { + "symbol": "AZO", + "date": "2025-01-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.734967, + "strategy_rank": 61.342446, + "production_rank": 67.806619, + "structural_overlay_pass": false, + "structural_overlay_score": 64.416288, + "structural_overlay_rr": 1.483009, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.93318, + "primary_prob": 34.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.399771, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.405433, + "range_504_ratio": 1.499952, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.859231, + "hold30_r": 3.309466 + }, + { + "symbol": "BRO", + "date": "2025-01-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.632517, + "strategy_rank": 63.07184, + "production_rank": 70.258733, + "structural_overlay_pass": false, + "structural_overlay_score": 66.745796, + "structural_overlay_rr": 0.841085, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.159142, + "primary_prob": 33.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.738713, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.770612, + "range_504_ratio": 2.161089, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.080637, + "hold30_r": 5.625911 + }, + { + "symbol": "CASY", + "date": "2025-01-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.300668, + "strategy_rank": 73.128892, + "production_rank": 77.186151, + "structural_overlay_pass": false, + "structural_overlay_score": 73.326843, + "structural_overlay_rr": 1.883746, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.179007, + "primary_prob": 30.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.76851, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.777128, + "range_504_ratio": 2.175216, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.119759, + "hold30_r": 1.734423 + }, + { + "symbol": "CBOE", + "date": "2025-01-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.193764, + "strategy_rank": 69.825868, + "production_rank": 75.615167, + "structural_overlay_pass": false, + "structural_overlay_score": 71.834408, + "structural_overlay_rr": 2.385678, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.778967, + "primary_prob": 32.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.66845, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.646607, + "range_504_ratio": 1.909052, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.718757, + "hold30_r": 2.877326 + }, + { + "symbol": "CBRE", + "date": "2025-01-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.538976, + "strategy_rank": 84.022566, + "production_rank": 86.861369, + "structural_overlay_pass": false, + "structural_overlay_score": 82.518301, + "structural_overlay_rr": 1.493416, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.813589, + "primary_prob": 42.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.220384, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.787148, + "range_504_ratio": 2.197122, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.768119, + "hold30_r": 1.842376 + }, + { + "symbol": "CHRW", + "date": "2025-01-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.96882, + "strategy_rank": 78.75753, + "production_rank": 81.161293, + "structural_overlay_pass": false, + "structural_overlay_score": 77.103229, + "structural_overlay_rr": 0.874853, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.12344, + "primary_prob": 27.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 66, + "primary_distance_atr": 3.185161, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.568978, + "range_504_ratio": 1.766462, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.057198, + "hold30_r": -1.0 + }, + { + "symbol": "CIEN", + "date": "2025-01-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.187082, + "strategy_rank": 86.00088, + "production_rank": 85.396281, + "structural_overlay_pass": false, + "structural_overlay_score": 81.126467, + "structural_overlay_rr": 0.735775, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.131545, + "primary_prob": 26.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.697317, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.832452, + "range_504_ratio": 2.298948, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.090993, + "hold30_r": -1.0 + }, + { + "symbol": "CINF", + "date": "2025-01-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.861915, + "strategy_rank": 72.191465, + "production_rank": 77.414948, + "structural_overlay_pass": false, + "structural_overlay_score": 73.544201, + "structural_overlay_rr": 1.649679, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.568212, + "primary_prob": 26.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.352318, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.532039, + "range_504_ratio": 1.7024, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.05785, + "hold30_r": -1.0 + }, + { + "symbol": "CME", + "date": "2025-01-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.293987, + "strategy_rank": 58.33831, + "production_rank": 66.323536, + "structural_overlay_pass": false, + "structural_overlay_score": 63.007359, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.841867, + "primary_prob": 54.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 77, + "primary_distance_atr": 1.2628, + "raw_level_count": 25, + "gate_level_count": 25, + "range_504_log": 0.370446, + "range_504_ratio": 1.44838, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.763058, + "hold30_r": 4.476838 + }, + { + "symbol": "CMG", + "date": "2025-01-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.405345, + "strategy_rank": 79.392954, + "production_rank": 80.397084, + "structural_overlay_pass": false, + "structural_overlay_score": 76.37723, + "structural_overlay_rr": 1.688673, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.709801, + "primary_prob": 33.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.564702, + "raw_level_count": 91, + "gate_level_count": 91, + "range_504_log": 0.856873, + "range_504_ratio": 2.355782, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.062968, + "hold30_r": -1.0 + }, + { + "symbol": "CMI", + "date": "2025-01-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.977728, + "strategy_rank": 76.602612, + "production_rank": 81.060984, + "structural_overlay_pass": false, + "structural_overlay_score": 77.007935, + "structural_overlay_rr": 1.932709, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.115406, + "primary_prob": 30.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.673109, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.646655, + "range_504_ratio": 1.909145, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.042079, + "hold30_r": -1.0 + }, + { + "symbol": "COHR", + "date": "2025-01-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.10245, + "strategy_rank": 96.03975, + "production_rank": 96.06065, + "structural_overlay_pass": false, + "structural_overlay_score": 91.257618, + "structural_overlay_rr": 1.753056, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.190793, + "primary_prob": 29.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.786189, + "raw_level_count": 106, + "gate_level_count": 106, + "range_504_log": 1.463491, + "range_504_ratio": 4.321018, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.165355, + "hold30_r": -1.11432 + }, + { + "symbol": "COIN", + "date": "2025-01-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.547884, + "strategy_rank": 97.350445, + "production_rank": 97.082924, + "structural_overlay_pass": false, + "structural_overlay_score": 92.228778, + "structural_overlay_rr": 1.520789, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.815002, + "primary_prob": 23.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.722503, + "raw_level_count": 148, + "gate_level_count": 148, + "range_504_log": 2.127437, + "range_504_ratio": 8.393329, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.01936, + "hold30_r": -1.0 + }, + { + "symbol": "CTAS", + "date": "2025-01-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.178174, + "strategy_rank": 70.77511, + "production_rank": 73.909465, + "structural_overlay_pass": false, + "structural_overlay_score": 70.213991, + "structural_overlay_rr": 2.119747, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.056639, + "primary_prob": 21.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 64.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.084958, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.768605, + "range_504_ratio": 2.156755, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.059577, + "hold30_r": 1.796125 + }, + { + "symbol": "CVNA", + "date": "2025-01-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.443207, + "strategy_rank": 98.711244, + "production_rank": 98.955232, + "structural_overlay_pass": false, + "structural_overlay_score": 94.00747, + "structural_overlay_rr": 1.891437, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.702455, + "primary_prob": 22.92, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 46.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.553682, + "raw_level_count": 183, + "gate_level_count": 183, + "range_504_log": 3.951356, + "range_504_ratio": 52.005814, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.679372, + "hold30_r": 1.027134 + }, + { + "symbol": "DASH", + "date": "2025-01-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.42539, + "strategy_rank": 84.974465, + "production_rank": 87.124774, + "structural_overlay_pass": false, + "structural_overlay_score": 82.768535, + "structural_overlay_rr": 0.918834, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.533538, + "primary_prob": 36.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.300307, + "raw_level_count": 142, + "gate_level_count": 142, + "range_504_log": 1.301835, + "range_504_ratio": 3.676034, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.482808, + "hold30_r": 4.037575 + }, + { + "symbol": "DECK", + "date": "2025-01-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.296214, + "strategy_rank": 83.013232, + "production_rank": 83.107559, + "structural_overlay_pass": false, + "structural_overlay_score": 78.952181, + "structural_overlay_rr": 1.113167, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 11, + "rr": 1.239401, + "primary_prob": 22.99, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.859101, + "raw_level_count": 131, + "gate_level_count": 131, + "range_504_log": 1.179908, + "range_504_ratio": 3.254075, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.193382, + "hold30_r": -1.0 + }, + { + "symbol": "DVA", + "date": "2025-01-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.198218, + "strategy_rank": 81.151294, + "production_rank": 83.833602, + "structural_overlay_pass": false, + "structural_overlay_score": 79.641922, + "structural_overlay_rr": 1.229565, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.090799, + "primary_prob": 42.6, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.636199, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 0.863104, + "range_504_ratio": 2.370508, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.033111, + "hold30_r": -1.485192 + }, + { + "symbol": "EBAY", + "date": "2025-01-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.870824, + "strategy_rank": 81.923339, + "production_rank": 85.239168, + "structural_overlay_pass": false, + "structural_overlay_score": 80.977209, + "structural_overlay_rr": 2.067276, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.901021, + "primary_prob": 45.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.851531, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.654474, + "range_504_ratio": 1.92413, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.859023, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2025-01-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.104677, + "strategy_rank": 91.979933, + "production_rank": 93.688181, + "structural_overlay_pass": false, + "structural_overlay_score": 89.003772, + "structural_overlay_rr": 0.720373, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.754961, + "primary_prob": 55.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.132442, + "raw_level_count": 110, + "gate_level_count": 110, + "range_504_log": 1.317103, + "range_504_ratio": 3.732594, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.707821, + "hold30_r": -1.0 + }, + { + "symbol": "FICO", + "date": "2025-01-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.093541, + "strategy_rank": 82.811761, + "production_rank": 85.905688, + "structural_overlay_pass": false, + "structural_overlay_score": 81.610403, + "structural_overlay_rr": 1.691351, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.949652, + "primary_prob": 32.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.424478, + "raw_level_count": 130, + "gate_level_count": 130, + "range_504_log": 1.409928, + "range_504_ratio": 4.095661, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.052129, + "hold30_r": -1.0 + }, + { + "symbol": "FIS", + "date": "2025-01-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.628062, + "strategy_rank": 60.969499, + "production_rank": 68.18902, + "structural_overlay_pass": false, + "structural_overlay_score": 64.779569, + "structural_overlay_rr": 0.858474, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.352674, + "primary_prob": 40.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.029011, + "raw_level_count": 100, + "gate_level_count": 100, + "range_504_log": 0.673319, + "range_504_ratio": 1.960734, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.283439, + "hold30_r": -2.679265 + }, + { + "symbol": "FISV", + "date": "2025-01-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.523385, + "strategy_rank": 64.461264, + "production_rank": 71.481971, + "structural_overlay_pass": false, + "structural_overlay_score": 67.907873, + "structural_overlay_rr": 0.997512, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.609157, + "primary_prob": 17.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.413736, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.792142, + "range_504_ratio": 2.208121, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.534161, + "hold30_r": 5.772038 + }, + { + "symbol": "FOX", + "date": "2025-01-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.54343, + "strategy_rank": 72.107149, + "production_rank": 79.585909, + "structural_overlay_pass": false, + "structural_overlay_score": 75.606614, + "structural_overlay_rr": 1.164241, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.816355, + "primary_prob": 37.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.224532, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.61607, + "range_504_ratio": 1.851637, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.745238, + "hold30_r": 6.075306 + }, + { + "symbol": "FOXA", + "date": "2025-01-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.541203, + "strategy_rank": 72.604258, + "production_rank": 79.58324, + "structural_overlay_pass": false, + "structural_overlay_score": 75.604078, + "structural_overlay_rr": 1.491153, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.175371, + "primary_prob": 26.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.763057, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.582213, + "range_504_ratio": 1.789995, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.106107, + "hold30_r": 6.464041 + }, + { + "symbol": "FTNT", + "date": "2025-01-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.095768, + "strategy_rank": 92.503331, + "production_rank": 92.70081, + "structural_overlay_pass": false, + "structural_overlay_score": 88.06577, + "structural_overlay_rr": 1.942171, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.766284, + "primary_prob": 48.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.149425, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.828207, + "range_504_ratio": 2.289211, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.718743, + "hold30_r": 3.818646 + }, + { + "symbol": "GDDY", + "date": "2025-01-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.327394, + "strategy_rank": 83.112528, + "production_rank": 87.850817, + "structural_overlay_pass": false, + "structural_overlay_score": 83.458276, + "structural_overlay_rr": 1.222988, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.198415, + "primary_prob": 27.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.797622, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 1.141215, + "range_504_ratio": 3.13057, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.141932, + "hold30_r": -1.0 + }, + { + "symbol": "GLW", + "date": "2025-01-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.643653, + "strategy_rank": 75.469758, + "production_rank": 80.194389, + "structural_overlay_pass": false, + "structural_overlay_score": 76.18467, + "structural_overlay_rr": 1.545369, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.096934, + "primary_prob": 26.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.6454, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.703192, + "range_504_ratio": 2.02019, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.028979, + "hold30_r": 0.93279 + }, + { + "symbol": "GM", + "date": "2025-01-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.4098, + "strategy_rank": 83.726149, + "production_rank": 83.954033, + "structural_overlay_pass": false, + "structural_overlay_score": 79.756331, + "structural_overlay_rr": 1.329277, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.273063, + "primary_prob": 26.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 3.409595, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.845232, + "range_504_ratio": 2.328517, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.043687, + "hold30_r": -1.0 + }, + { + "symbol": "GRMN", + "date": "2025-01-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.325167, + "strategy_rank": 92.999204, + "production_rank": 94.107858, + "structural_overlay_pass": false, + "structural_overlay_score": 89.402465, + "structural_overlay_rr": 1.608787, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.989438, + "primary_prob": 30.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.484157, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 0.872075, + "range_504_ratio": 2.391869, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.917296, + "hold30_r": -1.0 + }, + { + "symbol": "HAS", + "date": "2025-01-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.512249, + "strategy_rank": 67.279773, + "production_rank": 71.690599, + "structural_overlay_pass": false, + "structural_overlay_score": 68.106069, + "structural_overlay_rr": 2.48563, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.905306, + "primary_prob": 30.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 85, + "primary_distance_atr": 2.857958, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.545044, + "range_504_ratio": 1.724684, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.849794, + "hold30_r": 4.423357 + }, + { + "symbol": "HIG", + "date": "2025-01-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.848552, + "strategy_rank": 68.781223, + "production_rank": 73.136999, + "structural_overlay_pass": false, + "structural_overlay_score": 69.480149, + "structural_overlay_rr": 1.37648, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.159766, + "primary_prob": 44.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.739649, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.664732, + "range_504_ratio": 1.943969, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.674611, + "hold30_r": -1.606536 + }, + { + "symbol": "IBKR", + "date": "2025-01-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.772829, + "strategy_rank": 87.952634, + "production_rank": 91.226032, + "structural_overlay_pass": false, + "structural_overlay_score": 86.66473, + "structural_overlay_rr": 0.996163, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.996163, + "primary_prob": 31.73, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 12.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.494244, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 1.004544, + "range_504_ratio": 2.730661, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.947316, + "hold30_r": 2.439153 + }, + { + "symbol": "IP", + "date": "2025-01-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.318486, + "strategy_rank": 82.204183, + "production_rank": 85.90895, + "structural_overlay_pass": false, + "structural_overlay_score": 81.613503, + "structural_overlay_rr": 1.098636, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.881323, + "primary_prob": 68.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 1.321985, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.732858, + "range_504_ratio": 2.081021, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.814125, + "hold30_r": -1.0 + }, + { + "symbol": "IRM", + "date": "2025-01-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.320713, + "strategy_rank": 85.735931, + "production_rank": 88.597525, + "structural_overlay_pass": false, + "structural_overlay_score": 84.167648, + "structural_overlay_rr": 2.197659, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.949836, + "primary_prob": 22.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.924754, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 0.978784, + "range_504_ratio": 2.661218, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.048599, + "hold30_r": -1.0 + }, + { + "symbol": "KKR", + "date": "2025-01-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.755011, + "strategy_rank": 85.669795, + "production_rank": 87.031534, + "structural_overlay_pass": false, + "structural_overlay_score": 82.679957, + "structural_overlay_rr": 0.765617, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.839586, + "primary_prob": 36.87, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 12.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.259379, + "raw_level_count": 98, + "gate_level_count": 98, + "range_504_log": 1.238026, + "range_504_ratio": 3.448799, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.795172, + "hold30_r": -1.0 + }, + { + "symbol": "KR", + "date": "2025-01-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.752784, + "strategy_rank": 71.949368, + "production_rank": 77.550507, + "structural_overlay_pass": false, + "structural_overlay_score": 73.672982, + "structural_overlay_rr": 1.821965, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.830897, + "primary_prob": 51.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 83.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.246346, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.412527, + "range_504_ratio": 1.510631, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.771326, + "hold30_r": 3.111043 + }, + { + "symbol": "LDOS", + "date": "2025-01-15", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.191537, + "strategy_rank": 81.776917, + "production_rank": 83.248457, + "structural_overlay_pass": false, + "structural_overlay_score": 79.086034, + "structural_overlay_rr": 2.167124, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.022643, + "primary_prob": 42.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 93.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.033965, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.974377, + "range_504_ratio": 2.649516, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.054629, + "hold30_r": -1.0 + }, + { + "symbol": "MKC", + "date": "2025-01-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.518931, + "strategy_rank": 60.494328, + "production_rank": 68.169196, + "structural_overlay_pass": false, + "structural_overlay_score": 64.760736, + "structural_overlay_rr": 2.500877, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.521982, + "primary_prob": 23.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 79, + "primary_distance_atr": 3.782973, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.467697, + "range_504_ratio": 1.596313, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.455685, + "hold30_r": 5.001385 + }, + { + "symbol": "MSI", + "date": "2025-01-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.634744, + "strategy_rank": 62.641324, + "production_rank": 70.305797, + "structural_overlay_pass": false, + "structural_overlay_score": 66.790507, + "structural_overlay_rr": 1.192054, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.766729, + "primary_prob": 41.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.150094, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.704674, + "range_504_ratio": 2.023187, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.685255, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2025-01-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.888641, + "strategy_rank": 99.82216, + "production_rank": 99.84432, + "structural_overlay_pass": false, + "structural_overlay_score": 94.852104, + "structural_overlay_rr": 1.56062, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.743956, + "primary_prob": 39.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.115934, + "raw_level_count": 173, + "gate_level_count": 173, + "range_504_log": 3.361658, + "range_504_ratio": 28.836962, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.729336, + "hold30_r": -1.02609 + }, + { + "symbol": "MTB", + "date": "2025-01-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.639198, + "strategy_rank": 80.193166, + "production_rank": 82.675177, + "structural_overlay_pass": false, + "structural_overlay_score": 78.541418, + "structural_overlay_rr": 2.32284, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.506775, + "primary_prob": 37.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.260162, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.73218, + "range_504_ratio": 2.079609, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.05847, + "hold30_r": -1.0 + }, + { + "symbol": "NCLH", + "date": "2025-01-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.180401, + "strategy_rank": 84.095981, + "production_rank": 83.124121, + "structural_overlay_pass": false, + "structural_overlay_score": 78.967915, + "structural_overlay_rr": 1.184959, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.309294, + "primary_prob": 28.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.96394, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 0.857475, + "range_504_ratio": 2.357202, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.27282, + "hold30_r": -1.0 + }, + { + "symbol": "NDAQ", + "date": "2025-01-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.964365, + "strategy_rank": 64.302248, + "production_rank": 70.856287, + "structural_overlay_pass": false, + "structural_overlay_score": 67.313473, + "structural_overlay_rr": 1.126299, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.884785, + "primary_prob": 20.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.827177, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.580484, + "range_504_ratio": 1.786903, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.809108, + "hold30_r": 2.850893 + }, + { + "symbol": "NFLX", + "date": "2025-01-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.766147, + "strategy_rank": 83.350731, + "production_rank": 87.15587, + "structural_overlay_pass": false, + "structural_overlay_score": 82.798076, + "structural_overlay_rr": 1.852773, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.155766, + "primary_prob": 33.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.733648, + "raw_level_count": 117, + "gate_level_count": 117, + "range_504_log": 1.194252, + "range_504_ratio": 3.301087, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.102313, + "hold30_r": 4.168242 + }, + { + "symbol": "NI", + "date": "2025-01-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.975501, + "strategy_rank": 62.615814, + "production_rank": 71.402376, + "structural_overlay_pass": false, + "structural_overlay_score": 67.832258, + "structural_overlay_rr": 1.832971, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.395732, + "primary_prob": 35.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.093599, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.522697, + "range_504_ratio": 1.68657, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.313477, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2025-01-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.76392, + "strategy_rank": 94.103112, + "production_rank": 93.990048, + "structural_overlay_pass": false, + "structural_overlay_score": 89.290546, + "structural_overlay_rr": 1.534946, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.888836, + "primary_prob": 41.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.333255, + "raw_level_count": 173, + "gate_level_count": 173, + "range_504_log": 2.537665, + "range_504_ratio": 12.650097, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.85816, + "hold30_r": -1.28794 + }, + { + "symbol": "OKE", + "date": "2025-01-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.084633, + "strategy_rank": 75.610408, + "production_rank": 79.768483, + "structural_overlay_pass": false, + "structural_overlay_score": 75.780059, + "structural_overlay_rr": 2.158263, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.744425, + "primary_prob": 29.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.616638, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.747534, + "range_504_ratio": 2.111787, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.210193, + "hold30_r": -1.147764 + }, + { + "symbol": "ORCL", + "date": "2025-01-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.957684, + "strategy_rank": 78.612665, + "production_rank": 79.394338, + "structural_overlay_pass": false, + "structural_overlay_score": 75.424621, + "structural_overlay_rr": 2.183036, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.070516, + "primary_prob": 24.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 81.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.105774, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 0.882624, + "range_504_ratio": 2.417234, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.019716, + "hold30_r": 1.243452 + }, + { + "symbol": "ORLY", + "date": "2025-01-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.625835, + "strategy_rank": 59.235754, + "production_rank": 66.699114, + "structural_overlay_pass": false, + "structural_overlay_score": 63.364159, + "structural_overlay_rr": 0.669954, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.846963, + "primary_prob": 54.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.270445, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.514923, + "range_504_ratio": 1.673509, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.765772, + "hold30_r": 5.719921 + }, + { + "symbol": "PEG", + "date": "2025-01-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.200445, + "strategy_rank": 70.199135, + "production_rank": 76.866239, + "structural_overlay_pass": false, + "structural_overlay_score": 73.022927, + "structural_overlay_rr": 1.068335, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.147775, + "primary_prob": 32.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.721662, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.572591, + "range_504_ratio": 1.772854, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.07436, + "hold30_r": -1.0 + }, + { + "symbol": "PGR", + "date": "2025-01-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.316258, + "strategy_rank": 73.944355, + "production_rank": 80.068323, + "structural_overlay_pass": false, + "structural_overlay_score": 76.064907, + "structural_overlay_rr": 2.278709, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.312419, + "primary_prob": 41.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.968628, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 0.887499, + "range_504_ratio": 2.429046, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.250463, + "hold30_r": 5.05037 + }, + { + "symbol": "PKG", + "date": "2025-01-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.971047, + "strategy_rank": 62.278179, + "production_rank": 70.509135, + "structural_overlay_pass": false, + "structural_overlay_score": 66.983678, + "structural_overlay_rr": 0.867775, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.927696, + "primary_prob": 40.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.391543, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.719077, + "range_504_ratio": 2.052537, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.845591, + "hold30_r": -2.635598 + }, + { + "symbol": "PLTR", + "date": "2025-01-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.22049, + "strategy_rank": 98.75512, + "production_rank": 98.910243, + "structural_overlay_pass": false, + "structural_overlay_score": 93.964731, + "structural_overlay_rr": 1.543675, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.682534, + "primary_prob": 42.02, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 7.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.023801, + "raw_level_count": 155, + "gate_level_count": 155, + "range_504_log": 2.675527, + "range_504_ratio": 14.52, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.660801, + "hold30_r": 2.675916 + }, + { + "symbol": "PM", + "date": "2025-01-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.534521, + "strategy_rank": 75.127772, + "production_rank": 80.263355, + "structural_overlay_pass": false, + "structural_overlay_score": 76.250187, + "structural_overlay_rr": 1.650694, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.657877, + "primary_prob": 30.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 78.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.486815, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.43041, + "range_504_ratio": 1.537888, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.580137, + "hold30_r": 12.060087 + }, + { + "symbol": "PNR", + "date": "2025-01-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.073497, + "strategy_rank": 71.236908, + "production_rank": 75.182438, + "structural_overlay_pass": false, + "structural_overlay_score": 71.423316, + "structural_overlay_rr": 1.97316, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.205536, + "primary_prob": 31.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.808304, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 0.837799, + "range_504_ratio": 2.311273, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.139846, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2025-01-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.32294, + "strategy_rank": 91.032384, + "production_rank": 92.462569, + "structural_overlay_pass": false, + "structural_overlay_score": 87.839441, + "structural_overlay_rr": 0.669169, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.412086, + "primary_prob": 21.18, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 11.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.118129, + "raw_level_count": 137, + "gate_level_count": 137, + "range_504_log": 1.47188, + "range_504_ratio": 4.35742, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.363198, + "hold30_r": 1.432064 + }, + { + "symbol": "RJF", + "date": "2025-01-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.966592, + "strategy_rank": 76.42445, + "production_rank": 79.271831, + "structural_overlay_pass": false, + "structural_overlay_score": 75.30824, + "structural_overlay_rr": 1.937149, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.503232, + "primary_prob": 17.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.254848, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.737164, + "range_504_ratio": 2.09, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.440575, + "hold30_r": -1.0 + }, + { + "symbol": "RTX", + "date": "2025-01-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.416481, + "strategy_rank": 67.318063, + "production_rank": 74.017536, + "structural_overlay_pass": false, + "structural_overlay_score": 70.316659, + "structural_overlay_rr": 1.05741, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.051564, + "primary_prob": 62.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.577346, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.629848, + "range_504_ratio": 1.877325, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.96966, + "hold30_r": 4.779835 + }, + { + "symbol": "SATS", + "date": "2025-01-15", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.757238, + "strategy_rank": 92.930733, + "production_rank": 92.206235, + "structural_overlay_pass": false, + "structural_overlay_score": 87.595923, + "structural_overlay_rr": 1.944142, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.084923, + "primary_prob": 32.21, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 44.0, + "primary_rejection_count": 18, + "primary_distance_atr": 3.127385, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 1.149319, + "range_504_ratio": 3.156044, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.05013, + "hold30_r": 4.79693 + }, + { + "symbol": "T", + "date": "2025-01-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.988864, + "strategy_rank": 74.549919, + "production_rank": 81.3629, + "structural_overlay_pass": false, + "structural_overlay_score": 77.294755, + "structural_overlay_rr": 0.855408, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.264238, + "primary_prob": 42.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.896356, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.581812, + "range_504_ratio": 1.789278, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.192319, + "hold30_r": 9.026752 + }, + { + "symbol": "TKO", + "date": "2025-01-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.995546, + "strategy_rank": 84.379346, + "production_rank": 88.918079, + "structural_overlay_pass": false, + "structural_overlay_score": 84.472175, + "structural_overlay_rr": 0.955443, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.91224, + "primary_prob": 32.18, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.368361, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 0.725319, + "range_504_ratio": 2.06539, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.864415, + "hold30_r": 1.118284 + }, + { + "symbol": "TMUS", + "date": "2025-01-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.648107, + "strategy_rank": 72.877315, + "production_rank": 79.134246, + "structural_overlay_pass": false, + "structural_overlay_score": 75.177534, + "structural_overlay_rr": 1.542152, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.27169, + "primary_prob": 29.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.907534, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.686361, + "range_504_ratio": 1.986473, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.205965, + "hold30_r": 8.513217 + }, + { + "symbol": "TPL", + "date": "2025-01-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.44098, + "strategy_rank": 96.811017, + "production_rank": 97.354338, + "structural_overlay_pass": false, + "structural_overlay_score": 92.486621, + "structural_overlay_rr": 1.736891, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.53229, + "primary_prob": 32.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.298434, + "raw_level_count": 114, + "gate_level_count": 114, + "range_504_log": 1.433072, + "range_504_ratio": 4.191556, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.030154, + "hold30_r": -1.0 + }, + { + "symbol": "TSLA", + "date": "2025-01-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.74833, + "strategy_rank": 90.357571, + "production_rank": 89.154491, + "structural_overlay_pass": false, + "structural_overlay_score": 84.696766, + "structural_overlay_rr": 1.638616, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.638616, + "primary_prob": 29.97, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.457923, + "raw_level_count": 101, + "gate_level_count": 101, + "range_504_log": 1.441285, + "range_504_ratio": 4.226124, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.023266, + "hold30_r": -1.0 + }, + { + "symbol": "TT", + "date": "2025-01-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.525612, + "strategy_rank": 71.822091, + "production_rank": 76.723265, + "structural_overlay_pass": false, + "structural_overlay_score": 72.887101, + "structural_overlay_rr": 0.717729, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.797928, + "primary_prob": 18.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.696892, + "raw_level_count": 99, + "gate_level_count": 99, + "range_504_log": 0.957162, + "range_504_ratio": 2.604295, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.063161, + "hold30_r": -1.0 + }, + { + "symbol": "TTD", + "date": "2025-01-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.986637, + "strategy_rank": 92.02816, + "production_rank": 92.680985, + "structural_overlay_pass": false, + "structural_overlay_score": 88.046936, + "structural_overlay_rr": 1.782633, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.672327, + "primary_prob": 45.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.00849, + "raw_level_count": 108, + "gate_level_count": 108, + "range_504_log": 1.166506, + "range_504_ratio": 3.210753, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.632479, + "hold30_r": -1.0 + }, + { + "symbol": "TYL", + "date": "2025-01-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.530067, + "strategy_rank": 73.857839, + "production_rank": 78.748582, + "structural_overlay_pass": false, + "structural_overlay_score": 74.811153, + "structural_overlay_rr": 2.168325, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.041829, + "primary_prob": 20.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.062744, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.749816, + "range_504_ratio": 2.11661, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.977412, + "hold30_r": 2.058517 + }, + { + "symbol": "VRT", + "date": "2025-01-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.768374, + "strategy_rank": 95.939083, + "production_rank": 95.88218, + "structural_overlay_pass": false, + "structural_overlay_score": 91.088071, + "structural_overlay_rr": 1.413205, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.056781, + "primary_prob": 42.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.585172, + "raw_level_count": 156, + "gate_level_count": 156, + "range_504_log": 2.500613, + "range_504_ratio": 12.189958, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.029489, + "hold30_r": -1.545531 + }, + { + "symbol": "WELL", + "date": "2025-01-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.30735, + "strategy_rank": 65.67752, + "production_rank": 73.220796, + "structural_overlay_pass": false, + "structural_overlay_score": 69.559757, + "structural_overlay_rr": 0.896306, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.926474, + "primary_prob": 51.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.389711, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.769833, + "range_504_ratio": 2.159405, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.855882, + "hold30_r": 7.505925 + }, + { + "symbol": "WMB", + "date": "2025-01-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.761693, + "strategy_rank": 74.88879, + "production_rank": 80.846424, + "structural_overlay_pass": false, + "structural_overlay_score": 76.804103, + "structural_overlay_rr": 1.148799, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.22953, + "primary_prob": 38.23, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.844294, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.806714, + "range_504_ratio": 2.240535, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.168827, + "hold30_r": -1.0 + }, + { + "symbol": "WMT", + "date": "2025-01-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.550111, + "strategy_rank": 71.281748, + "production_rank": 80.037869, + "structural_overlay_pass": false, + "structural_overlay_score": 76.035976, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.502973, + "primary_prob": 20.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.254459, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.751591, + "range_504_ratio": 2.12037, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.422522, + "hold30_r": 3.201656 + }, + { + "symbol": "ZBRA", + "date": "2025-01-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.741648, + "strategy_rank": 74.168543, + "production_rank": 77.359578, + "structural_overlay_pass": false, + "structural_overlay_score": 73.491599, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.256855, + "primary_prob": 28.18, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 29.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.885282, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 0.753587, + "range_504_ratio": 2.124606, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.20179, + "hold30_r": -1.110928 + }, + { + "symbol": "HOOD", + "date": "2025-01-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.79952, + "strategy_rank": 98.586187, + "production_rank": 98.657298, + "structural_overlay_pass": false, + "structural_overlay_score": 93.724433, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.485045, + "primary_prob": 32.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.227568, + "raw_level_count": 132, + "gate_level_count": 132, + "range_504_log": 1.865461, + "range_504_ratio": 6.458913, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.45805, + "hold30_r": -1.0 + }, + { + "symbol": "AEE", + "date": "2025-01-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.07563, + "strategy_rank": 65.041113, + "production_rank": 73.052619, + "structural_overlay_pass": false, + "structural_overlay_score": 69.399988, + "structural_overlay_rr": 0.907912, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.302701, + "primary_prob": 52.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 83.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.954051, + "raw_level_count": 25, + "gate_level_count": 25, + "range_504_log": 0.366887, + "range_504_ratio": 1.443234, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.23151, + "hold30_r": 2.014191 + }, + { + "symbol": "AEP", + "date": "2025-01-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.713085, + "strategy_rank": 59.476221, + "production_rank": 67.221842, + "structural_overlay_pass": false, + "structural_overlay_score": 63.86075, + "structural_overlay_rr": 0.757622, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.71494, + "primary_prob": 48.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 73, + "primary_distance_atr": 2.57241, + "raw_level_count": 25, + "gate_level_count": 25, + "range_504_log": 0.416075, + "range_504_ratio": 1.515999, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.635961, + "hold30_r": 2.896789 + }, + { + "symbol": "ALL", + "date": "2025-01-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.992797, + "strategy_rank": 70.441553, + "production_rank": 74.291968, + "structural_overlay_pass": false, + "structural_overlay_score": 70.577369, + "structural_overlay_rr": 1.517365, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.954492, + "primary_prob": 50.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 1.431738, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.735652, + "range_504_ratio": 2.086842, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.903197, + "hold30_r": 2.231991 + }, + { + "symbol": "APO", + "date": "2025-01-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.596639, + "strategy_rank": 89.135568, + "production_rank": 89.955925, + "structural_overlay_pass": false, + "structural_overlay_score": 85.458129, + "structural_overlay_rr": 1.373239, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.293567, + "primary_prob": 22.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.94035, + "raw_level_count": 101, + "gate_level_count": 101, + "range_504_log": 1.234098, + "range_504_ratio": 3.435279, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.047172, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2025-01-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.639856, + "strategy_rank": 99.568688, + "production_rank": 99.59241, + "structural_overlay_pass": false, + "structural_overlay_score": 94.61279, + "structural_overlay_rr": 1.790462, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.790462, + "primary_prob": 27.56, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.685694, + "raw_level_count": 168, + "gate_level_count": 168, + "range_504_log": 3.719107, + "range_504_ratio": 41.227542, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.023554, + "hold30_r": -1.0 + }, + { + "symbol": "AXON", + "date": "2025-01-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.559424, + "strategy_rank": 97.593747, + "production_rank": 97.915639, + "structural_overlay_pass": false, + "structural_overlay_score": 93.019857, + "structural_overlay_rr": 1.010708, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.005491, + "primary_prob": 33.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.508236, + "raw_level_count": 128, + "gate_level_count": 128, + "range_504_log": 1.423458, + "range_504_ratio": 4.15145, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.962187, + "hold30_r": -1.14298 + }, + { + "symbol": "BKNG", + "date": "2025-01-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.272509, + "strategy_rank": 73.808319, + "production_rank": 76.296382, + "structural_overlay_pass": false, + "structural_overlay_score": 72.481563, + "structural_overlay_rr": 2.301842, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.317571, + "primary_prob": 31.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.976356, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 0.846268, + "range_504_ratio": 2.330931, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.052197, + "hold30_r": -1.0 + }, + { + "symbol": "BRO", + "date": "2025-01-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.794718, + "strategy_rank": 62.691786, + "production_rank": 70.726097, + "structural_overlay_pass": false, + "structural_overlay_score": 67.189792, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.681842, + "primary_prob": 15.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.522764, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.770612, + "range_504_ratio": 2.161089, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.598992, + "hold30_r": 5.282945 + }, + { + "symbol": "CASY", + "date": "2025-01-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.394958, + "strategy_rank": 74.939911, + "production_rank": 79.091594, + "structural_overlay_pass": false, + "structural_overlay_score": 75.137014, + "structural_overlay_rr": 2.101779, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.901887, + "primary_prob": 26.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.85283, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.777128, + "range_504_ratio": 2.175216, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.840248, + "hold30_r": -1.0 + }, + { + "symbol": "CBOE", + "date": "2025-01-23", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.792317, + "strategy_rank": 63.508027, + "production_rank": 69.269457, + "structural_overlay_pass": false, + "structural_overlay_score": 65.805984, + "structural_overlay_rr": 1.902508, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.406105, + "primary_prob": 29.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 18, + "primary_distance_atr": 3.609157, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.646607, + "range_504_ratio": 1.909052, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.340848, + "hold30_r": 1.843355 + }, + { + "symbol": "CCL", + "date": "2025-01-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.87395, + "strategy_rank": 85.43327, + "production_rank": 85.24683, + "structural_overlay_pass": false, + "structural_overlay_score": 80.984488, + "structural_overlay_rr": 0.90418, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.741258, + "primary_prob": 45.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.111887, + "raw_level_count": 100, + "gate_level_count": 100, + "range_504_log": 1.177275, + "range_504_ratio": 3.24552, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.701502, + "hold30_r": -1.0 + }, + { + "symbol": "CHRW", + "date": "2025-01-23", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.512605, + "strategy_rank": 75.087497, + "production_rank": 77.2292, + "structural_overlay_pass": false, + "structural_overlay_score": 73.36774, + "structural_overlay_rr": 1.502576, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.066756, + "primary_prob": 36.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 62.0, + "primary_rejection_count": 17, + "primary_distance_atr": 3.100133, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.568978, + "range_504_ratio": 1.766462, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -2.1852, + "hold30_r": -2.123782 + }, + { + "symbol": "CINF", + "date": "2025-01-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.312125, + "strategy_rank": 66.003434, + "production_rank": 70.772997, + "structural_overlay_pass": false, + "structural_overlay_score": 67.234348, + "structural_overlay_rr": 1.832815, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.705065, + "primary_prob": 19.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.557597, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.532039, + "range_504_ratio": 1.7024, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.649776, + "hold30_r": 0.790313 + }, + { + "symbol": "CME", + "date": "2025-01-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.752701, + "strategy_rank": 57.907894, + "production_rank": 65.856163, + "structural_overlay_pass": false, + "structural_overlay_score": 62.563355, + "structural_overlay_rr": 1.183097, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.322635, + "primary_prob": 40.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 1.983953, + "raw_level_count": 25, + "gate_level_count": 25, + "range_504_log": 0.370446, + "range_504_ratio": 1.44838, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.239412, + "hold30_r": 3.778194 + }, + { + "symbol": "CMI", + "date": "2025-01-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.156062, + "strategy_rank": 75.654047, + "production_rank": 80.488052, + "structural_overlay_pass": false, + "structural_overlay_score": 76.463649, + "structural_overlay_rr": 1.174954, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.157819, + "primary_prob": 41.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.736728, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.646655, + "range_504_ratio": 1.909145, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.079466, + "hold30_r": -1.0 + }, + { + "symbol": "COHR", + "date": "2025-01-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.397359, + "strategy_rank": 94.123671, + "production_rank": 93.881567, + "structural_overlay_pass": false, + "structural_overlay_score": 89.187489, + "structural_overlay_rr": 0.679678, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.680632, + "primary_prob": 56.3, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.020948, + "raw_level_count": 106, + "gate_level_count": 106, + "range_504_log": 1.463491, + "range_504_ratio": 4.321018, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.028155, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2025-01-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.638655, + "strategy_rank": 97.396163, + "production_rank": 97.14366, + "structural_overlay_pass": false, + "structural_overlay_score": 92.286477, + "structural_overlay_rr": 1.621675, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.621675, + "primary_prob": 33.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.432513, + "raw_level_count": 148, + "gate_level_count": 148, + "range_504_log": 2.019273, + "range_504_ratio": 7.532845, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.02099, + "hold30_r": -1.0 + }, + { + "symbol": "COST", + "date": "2025-01-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.032413, + "strategy_rank": 59.267492, + "production_rank": 66.522466, + "structural_overlay_pass": false, + "structural_overlay_score": 63.196342, + "structural_overlay_rr": 0.848743, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.885845, + "primary_prob": 41.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.328768, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.773225, + "range_504_ratio": 2.166742, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.807106, + "hold30_r": 0.925572 + }, + { + "symbol": "CVNA", + "date": "2025-01-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.39976, + "strategy_rank": 98.576248, + "production_rank": 98.850752, + "structural_overlay_pass": false, + "structural_overlay_score": 93.908214, + "structural_overlay_rr": 0.975848, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.754803, + "primary_prob": 33.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.632204, + "raw_level_count": 183, + "gate_level_count": 183, + "range_504_log": 3.790582, + "range_504_ratio": 44.282178, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.728694, + "hold30_r": -1.0 + }, + { + "symbol": "D", + "date": "2025-01-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.633854, + "strategy_rank": 66.62721, + "production_rank": 72.629425, + "structural_overlay_pass": false, + "structural_overlay_score": 68.997953, + "structural_overlay_rr": 2.216405, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.321915, + "primary_prob": 25.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 74, + "primary_distance_atr": 3.482873, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.485704, + "range_504_ratio": 1.625319, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.261612, + "hold30_r": 1.138972 + }, + { + "symbol": "DASH", + "date": "2025-01-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.876351, + "strategy_rank": 81.857173, + "production_rank": 84.863565, + "structural_overlay_pass": false, + "structural_overlay_score": 80.620387, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.755187, + "primary_prob": 43.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 79.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.63278, + "raw_level_count": 142, + "gate_level_count": 142, + "range_504_log": 1.270524, + "range_504_ratio": 3.562718, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.054221, + "hold30_r": -1.0 + }, + { + "symbol": "EBAY", + "date": "2025-01-23", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.877551, + "strategy_rank": 83.205325, + "production_rank": 86.762734, + "structural_overlay_pass": false, + "structural_overlay_score": 82.424597, + "structural_overlay_rr": 1.033938, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.148392, + "primary_prob": 27.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 3.222589, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.654474, + "range_504_ratio": 1.92413, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.103909, + "hold30_r": -1.0 + }, + { + "symbol": "EVRG", + "date": "2025-01-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.593037, + "strategy_rank": 57.922653, + "production_rank": 66.146114, + "structural_overlay_pass": false, + "structural_overlay_score": 62.838809, + "structural_overlay_rr": 1.38964, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.42197, + "primary_prob": 53.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 115, + "primary_distance_atr": 2.132956, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.333201, + "range_504_ratio": 1.395428, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.33034, + "hold30_r": 1.9907 + }, + { + "symbol": "FICO", + "date": "2025-01-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.435774, + "strategy_rank": 81.6373, + "production_rank": 84.236791, + "structural_overlay_pass": false, + "structural_overlay_score": 80.024952, + "structural_overlay_rr": 2.040573, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.967165, + "primary_prob": 22.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 65.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.950747, + "raw_level_count": 131, + "gate_level_count": 131, + "range_504_log": 1.369723, + "range_504_ratio": 3.93426, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -2.327598, + "hold30_r": -2.286283 + }, + { + "symbol": "FIS", + "date": "2025-01-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.552221, + "strategy_rank": 59.397307, + "production_rank": 66.448945, + "structural_overlay_pass": false, + "structural_overlay_score": 63.126498, + "structural_overlay_rr": 1.692142, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.902362, + "primary_prob": 52.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.353543, + "raw_level_count": 100, + "gate_level_count": 100, + "range_504_log": 0.673319, + "range_504_ratio": 1.960734, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.822837, + "hold30_r": -3.655785 + }, + { + "symbol": "FISV", + "date": "2025-01-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.115246, + "strategy_rank": 65.874221, + "production_rank": 73.287896, + "structural_overlay_pass": false, + "structural_overlay_score": 69.623501, + "structural_overlay_rr": 1.726947, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.250647, + "primary_prob": 24.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.87597, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.787356, + "range_504_ratio": 2.197578, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.171491, + "hold30_r": 2.213789 + }, + { + "symbol": "FOX", + "date": "2025-01-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.158463, + "strategy_rank": 72.651426, + "production_rank": 80.487105, + "structural_overlay_pass": false, + "structural_overlay_score": 76.46275, + "structural_overlay_rr": 1.403691, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.755944, + "primary_prob": 40.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.133916, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.61607, + "range_504_ratio": 1.851637, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.678187, + "hold30_r": 4.704591 + }, + { + "symbol": "GM", + "date": "2025-01-23", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.154862, + "strategy_rank": 85.48869, + "production_rank": 86.044081, + "structural_overlay_pass": false, + "structural_overlay_score": 81.741877, + "structural_overlay_rr": 2.196528, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.219727, + "primary_prob": 41.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 3.32959, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.845232, + "range_504_ratio": 2.328517, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.377279, + "hold30_r": -1.332675 + }, + { + "symbol": "GRMN", + "date": "2025-01-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.438175, + "strategy_rank": 92.218909, + "production_rank": 93.291998, + "structural_overlay_pass": false, + "structural_overlay_score": 88.627398, + "structural_overlay_rr": 1.335973, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.67341, + "primary_prob": 57.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.010115, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 0.872075, + "range_504_ratio": 2.391869, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.595464, + "hold30_r": -1.0 + }, + { + "symbol": "IP", + "date": "2025-01-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.717887, + "strategy_rank": 82.933345, + "production_rank": 86.861526, + "structural_overlay_pass": false, + "structural_overlay_score": 82.51845, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.668998, + "primary_prob": 76.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.003497, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.732858, + "range_504_ratio": 2.081021, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.595148, + "hold30_r": -2.136106 + }, + { + "symbol": "IRM", + "date": "2025-01-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.356543, + "strategy_rank": 83.94958, + "production_rank": 86.418567, + "structural_overlay_pass": false, + "structural_overlay_score": 82.097639, + "structural_overlay_rr": 2.334934, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.748213, + "primary_prob": 42.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 73.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.62232, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 0.978784, + "range_504_ratio": 2.661218, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.054394, + "hold30_r": -1.0 + }, + { + "symbol": "KR", + "date": "2025-01-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.835534, + "strategy_rank": 71.754766, + "production_rank": 77.448356, + "structural_overlay_pass": false, + "structural_overlay_score": 73.575938, + "structural_overlay_rr": 1.028015, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.0483, + "primary_prob": 46.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 96.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.57245, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.412527, + "range_504_ratio": 1.510631, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.980215, + "hold30_r": 4.725371 + }, + { + "symbol": "LDOS", + "date": "2025-01-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.673469, + "strategy_rank": 81.080389, + "production_rank": 81.944749, + "structural_overlay_pass": false, + "structural_overlay_score": 77.847512, + "structural_overlay_rr": 1.697847, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.675652, + "primary_prob": 21.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 93.0, + "primary_rejection_count": 23, + "primary_distance_atr": 4.013479, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.974377, + "range_504_ratio": 2.649516, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.044676, + "hold30_r": -1.0 + }, + { + "symbol": "LNT", + "date": "2025-01-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.232893, + "strategy_rank": 60.036143, + "production_rank": 67.43506, + "structural_overlay_pass": false, + "structural_overlay_score": 64.063307, + "structural_overlay_rr": 0.870098, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.659817, + "primary_prob": 34.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 116, + "primary_distance_atr": 2.489725, + "raw_level_count": 20, + "gate_level_count": 20, + "range_504_log": 0.351777, + "range_504_ratio": 1.421592, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.588665, + "hold30_r": 2.303449 + }, + { + "symbol": "MCK", + "date": "2025-01-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.393758, + "strategy_rank": 80.93943, + "production_rank": 82.090872, + "structural_overlay_pass": false, + "structural_overlay_score": 77.986329, + "structural_overlay_rr": 1.617183, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.646452, + "primary_prob": 34.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.469678, + "raw_level_count": 100, + "gate_level_count": 100, + "range_504_log": 0.653188, + "range_504_ratio": 1.921658, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.065376, + "hold30_r": -1.0 + }, + { + "symbol": "MKC", + "date": "2025-01-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.234094, + "strategy_rank": 62.495407, + "production_rank": 70.074969, + "structural_overlay_pass": false, + "structural_overlay_score": 66.571221, + "structural_overlay_rr": 2.241499, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.317649, + "primary_prob": 25.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 73, + "primary_distance_atr": 3.476474, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.467697, + "range_504_ratio": 1.596313, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.257054, + "hold30_r": 3.18541 + }, + { + "symbol": "MSTR", + "date": "2025-01-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.879952, + "strategy_rank": 99.80844, + "production_rank": 99.832277, + "structural_overlay_pass": false, + "structural_overlay_score": 94.840663, + "structural_overlay_rr": 0.970542, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.673377, + "primary_prob": 29.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.510066, + "raw_level_count": 174, + "gate_level_count": 174, + "range_504_log": 3.361658, + "range_504_ratio": 28.836962, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.016181, + "hold30_r": -1.0 + }, + { + "symbol": "NDAQ", + "date": "2025-01-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.833133, + "strategy_rank": 63.25201, + "production_rank": 69.779051, + "structural_overlay_pass": false, + "structural_overlay_score": 66.290099, + "structural_overlay_rr": 1.407076, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.93206, + "primary_prob": 47.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.39809, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.580484, + "range_504_ratio": 1.786903, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.083223, + "hold30_r": -1.0 + }, + { + "symbol": "NEE", + "date": "2025-01-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.433373, + "strategy_rank": 71.019849, + "production_rank": 75.15769, + "structural_overlay_pass": false, + "structural_overlay_score": 71.399806, + "structural_overlay_rr": 2.484563, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.559531, + "primary_prob": 23.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 139, + "primary_distance_atr": 3.839297, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.676248, + "range_504_ratio": 1.966486, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.059622, + "hold30_r": 1.550187 + }, + { + "symbol": "NI", + "date": "2025-01-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.956783, + "strategy_rank": 64.87154, + "production_rank": 73.899954, + "structural_overlay_pass": false, + "structural_overlay_score": 70.204957, + "structural_overlay_rr": 0.994792, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.9275, + "primary_prob": 47.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.39125, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.529676, + "range_504_ratio": 1.698381, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.078333, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2025-01-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.957983, + "strategy_rank": 94.821843, + "production_rank": 94.867223, + "structural_overlay_pass": false, + "structural_overlay_score": 90.123862, + "structural_overlay_rr": 0.682751, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.925676, + "primary_prob": 25.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.888514, + "raw_level_count": 173, + "gate_level_count": 173, + "range_504_log": 2.454697, + "range_504_ratio": 11.6429, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -2.678463, + "hold30_r": -2.643743 + }, + { + "symbol": "OKE", + "date": "2025-01-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.755102, + "strategy_rank": 75.657962, + "production_rank": 79.690342, + "structural_overlay_pass": false, + "structural_overlay_score": 75.705825, + "structural_overlay_rr": 1.619508, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.140657, + "primary_prob": 30.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.710985, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.747534, + "range_504_ratio": 2.111787, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.055423, + "hold30_r": -1.0 + }, + { + "symbol": "ORCL", + "date": "2025-01-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.153661, + "strategy_rank": 82.527635, + "production_rank": 83.069644, + "structural_overlay_pass": false, + "structural_overlay_score": 78.916161, + "structural_overlay_rr": 1.128185, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.395778, + "primary_prob": 34.51, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.093668, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 0.882624, + "range_504_ratio": 2.417234, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -2.115252, + "hold30_r": -2.071287 + }, + { + "symbol": "PEG", + "date": "2025-01-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.196879, + "strategy_rank": 72.530647, + "production_rank": 79.086057, + "structural_overlay_pass": false, + "structural_overlay_score": 75.131754, + "structural_overlay_rr": 1.219986, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.198832, + "primary_prob": 43.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.798248, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.572591, + "range_504_ratio": 1.772854, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.197417, + "hold30_r": -1.129222 + }, + { + "symbol": "PGR", + "date": "2025-01-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.436975, + "strategy_rank": 71.515918, + "production_rank": 78.489604, + "structural_overlay_pass": false, + "structural_overlay_score": 74.565124, + "structural_overlay_rr": 2.125625, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.717815, + "primary_prob": 33.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.576722, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 0.887499, + "range_504_ratio": 2.429046, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.65563, + "hold30_r": 5.232958 + }, + { + "symbol": "PKG", + "date": "2025-01-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.635054, + "strategy_rank": 62.63486, + "production_rank": 70.968258, + "structural_overlay_pass": false, + "structural_overlay_score": 67.419845, + "structural_overlay_rr": 1.842389, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.454234, + "primary_prob": 35.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.181351, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.719077, + "range_504_ratio": 2.052537, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -3.533811, + "hold30_r": -3.447624 + }, + { + "symbol": "PLTR", + "date": "2025-01-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.159664, + "strategy_rank": 98.659077, + "production_rank": 98.825939, + "structural_overlay_pass": false, + "structural_overlay_score": 93.884642, + "structural_overlay_rr": 1.003723, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.988747, + "primary_prob": 44.75, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.483121, + "raw_level_count": 155, + "gate_level_count": 155, + "range_504_log": 2.675527, + "range_504_ratio": 14.52, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.02685, + "hold30_r": -1.0 + }, + { + "symbol": "PPL", + "date": "2025-01-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.714286, + "strategy_rank": 60.752688, + "production_rank": 69.073221, + "structural_overlay_pass": false, + "structural_overlay_score": 65.61956, + "structural_overlay_rr": 1.265136, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.671185, + "primary_prob": 16.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.506778, + "raw_level_count": 26, + "gate_level_count": 26, + "range_504_log": 0.45939, + "range_504_ratio": 1.583108, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.592289, + "hold30_r": 1.602506 + }, + { + "symbol": "RCL", + "date": "2025-01-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.477791, + "strategy_rank": 90.256318, + "production_rank": 91.663475, + "structural_overlay_pass": false, + "structural_overlay_score": 87.080302, + "structural_overlay_rr": 0.67801, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.781718, + "primary_prob": 40.01, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 17.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.172577, + "raw_level_count": 137, + "gate_level_count": 137, + "range_504_log": 1.47188, + "range_504_ratio": 4.35742, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.215522, + "hold30_r": -1.167541 + }, + { + "symbol": "SATS", + "date": "2025-01-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.117647, + "strategy_rank": 95.237192, + "production_rank": 94.86401, + "structural_overlay_pass": false, + "structural_overlay_score": 90.12081, + "structural_overlay_rr": 1.266811, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.829188, + "primary_prob": 26.99, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.743782, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 1.149319, + "range_504_ratio": 3.156044, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.037005, + "hold30_r": -1.0 + }, + { + "symbol": "T", + "date": "2025-01-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.157263, + "strategy_rank": 71.876751, + "production_rank": 78.970255, + "structural_overlay_pass": false, + "structural_overlay_score": 75.021742, + "structural_overlay_rr": 1.072717, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.849082, + "primary_prob": 31.5, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.773623, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.581812, + "range_504_ratio": 1.789278, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.774188, + "hold30_r": 7.62902 + }, + { + "symbol": "TMUS", + "date": "2025-01-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.355342, + "strategy_rank": 70.128309, + "production_rank": 76.203987, + "structural_overlay_pass": false, + "structural_overlay_score": 72.393788, + "structural_overlay_rr": 1.368769, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.075398, + "primary_prob": 34.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.613097, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.686361, + "range_504_ratio": 1.986473, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.003347, + "hold30_r": 8.204307 + }, + { + "symbol": "TPL", + "date": "2025-01-23", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.079232, + "strategy_rank": 96.576609, + "production_rank": 97.077483, + "structural_overlay_pass": false, + "structural_overlay_score": 92.223609, + "structural_overlay_rr": 1.558152, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 2.215306, + "primary_prob": 22.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 6, + "primary_distance_atr": 3.322959, + "raw_level_count": 115, + "gate_level_count": 115, + "range_504_log": 1.433072, + "range_504_ratio": 4.191556, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.034187, + "hold30_r": -1.0 + }, + { + "symbol": "TSLA", + "date": "2025-01-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.398559, + "strategy_rank": 97.120569, + "production_rank": 96.879899, + "structural_overlay_pass": false, + "structural_overlay_score": 92.035904, + "structural_overlay_rr": 1.546527, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.805811, + "primary_prob": 37.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.208716, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 1.344509, + "range_504_ratio": 3.836301, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.024089, + "hold30_r": -1.0 + }, + { + "symbol": "TT", + "date": "2025-01-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.834334, + "strategy_rank": 69.797295, + "production_rank": 75.142975, + "structural_overlay_pass": false, + "structural_overlay_score": 71.385826, + "structural_overlay_rr": 1.776823, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.634458, + "primary_prob": 31.44, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 8.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.451687, + "raw_level_count": 99, + "gate_level_count": 99, + "range_504_log": 0.957162, + "range_504_ratio": 2.604295, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -2.230634, + "hold30_r": -2.162553 + }, + { + "symbol": "TTD", + "date": "2025-01-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.637455, + "strategy_rank": 91.639408, + "production_rank": 92.305424, + "structural_overlay_pass": false, + "structural_overlay_score": 87.690153, + "structural_overlay_rr": 2.180779, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.766472, + "primary_prob": 42.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.149709, + "raw_level_count": 108, + "gate_level_count": 108, + "range_504_log": 1.166506, + "range_504_ratio": 3.210753, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.726584, + "hold30_r": -1.0 + }, + { + "symbol": "TYL", + "date": "2025-01-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.194478, + "strategy_rank": 72.809253, + "production_rank": 77.270994, + "structural_overlay_pass": false, + "structural_overlay_score": 73.407445, + "structural_overlay_rr": 1.990916, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.818696, + "primary_prob": 47.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.228044, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.739986, + "range_504_ratio": 2.095907, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.752427, + "hold30_r": -1.0 + }, + { + "symbol": "UAL", + "date": "2025-01-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.319328, + "strategy_rank": 96.135357, + "production_rank": 96.863347, + "structural_overlay_pass": false, + "structural_overlay_score": 92.02018, + "structural_overlay_rr": 1.162569, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.02591, + "primary_prob": 29.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.538866, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 1.236686, + "range_504_ratio": 3.444181, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.993843, + "hold30_r": -1.0 + }, + { + "symbol": "WEC", + "date": "2025-01-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.072029, + "strategy_rank": 56.659739, + "production_rank": 64.463836, + "structural_overlay_pass": false, + "structural_overlay_score": 61.240644, + "structural_overlay_rr": 0.780956, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.123783, + "primary_prob": 60.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 182, + "primary_distance_atr": 1.685674, + "raw_level_count": 21, + "gate_level_count": 21, + "range_504_log": 0.313521, + "range_504_ratio": 1.368235, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.045158, + "hold30_r": 3.850038 + }, + { + "symbol": "WELL", + "date": "2025-01-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.795918, + "strategy_rank": 67.373272, + "production_rank": 74.847487, + "structural_overlay_pass": false, + "structural_overlay_score": 71.105113, + "structural_overlay_rr": 1.644514, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.739756, + "primary_prob": 33.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.609633, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.769833, + "range_504_ratio": 2.159405, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.6676, + "hold30_r": 4.149615 + }, + { + "symbol": "WMT", + "date": "2025-01-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.59904, + "strategy_rank": 71.222554, + "production_rank": 80.014716, + "structural_overlay_pass": false, + "structural_overlay_score": 76.01398, + "structural_overlay_rr": 0.933765, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.941443, + "primary_prob": 48.43, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 12.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.412164, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.751591, + "range_504_ratio": 2.12037, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.860511, + "hold30_r": -1.0 + }, + { + "symbol": "WTW", + "date": "2025-01-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.193277, + "strategy_rank": 60.851782, + "production_rank": 68.298947, + "structural_overlay_pass": false, + "structural_overlay_score": 64.883999, + "structural_overlay_rr": 0.743057, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.66853, + "primary_prob": 14.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.502795, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.539615, + "range_504_ratio": 1.715346, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.582071, + "hold30_r": -1.0 + }, + { + "symbol": "ZBRA", + "date": "2025-01-23", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 85.47419, + "strategy_rank": 74.849854, + "production_rank": 78.391299, + "structural_overlay_pass": false, + "structural_overlay_score": 74.471734, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 10.101825, + "primary_prob": 25.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 15.152738, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 0.787637, + "range_504_ratio": 2.198196, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.239258, + "hold30_r": -1.179004 + }, + { + "symbol": "CEG", + "date": "2025-01-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.171694, + "strategy_rank": 96.938683, + "production_rank": 96.68302, + "structural_overlay_pass": false, + "structural_overlay_score": 91.848869, + "structural_overlay_rr": 1.987045, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.21892, + "primary_prob": 23.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.828381, + "raw_level_count": 117, + "gate_level_count": 117, + "range_504_log": 1.5987, + "range_504_ratio": 4.946599, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.199622, + "hold30_r": -1.0 + }, + { + "symbol": "HOOD", + "date": "2025-01-29", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.839907, + "strategy_rank": 98.528975, + "production_rank": 98.632619, + "structural_overlay_pass": false, + "structural_overlay_score": 93.700988, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 2.182893, + "primary_prob": 22.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 4, + "primary_distance_atr": 3.274339, + "raw_level_count": 133, + "gate_level_count": 133, + "range_504_log": 1.884269, + "range_504_ratio": 6.581542, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.156429, + "hold30_r": -1.0 + }, + { + "symbol": "AEE", + "date": "2025-01-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.051044, + "strategy_rank": 63.78602, + "production_rank": 71.874361, + "structural_overlay_pass": false, + "structural_overlay_score": 68.280643, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.990605, + "primary_prob": 61.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 83.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.485907, + "raw_level_count": 26, + "gate_level_count": 26, + "range_504_log": 0.366887, + "range_504_ratio": 1.443234, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.919301, + "hold30_r": 1.897943 + }, + { + "symbol": "AEP", + "date": "2025-01-30", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.554524, + "strategy_rank": 60.521693, + "production_rank": 67.532637, + "structural_overlay_pass": false, + "structural_overlay_score": 64.156005, + "structural_overlay_rr": 2.263346, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.291606, + "primary_prob": 33.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 22, + "primary_distance_atr": 3.43741, + "raw_level_count": 24, + "gate_level_count": 24, + "range_504_log": 0.416075, + "range_504_ratio": 1.515999, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.226497, + "hold30_r": 2.500623 + }, + { + "symbol": "ALL", + "date": "2025-01-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.25058, + "strategy_rank": 69.575406, + "production_rank": 73.800464, + "structural_overlay_pass": false, + "structural_overlay_score": 70.110441, + "structural_overlay_rr": 1.930011, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.949016, + "primary_prob": 26.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.923524, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.735652, + "range_504_ratio": 2.086842, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.057289, + "hold30_r": -1.0 + }, + { + "symbol": "APO", + "date": "2025-01-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.443155, + "strategy_rank": 87.96281, + "production_rank": 88.456258, + "structural_overlay_pass": true, + "structural_overlay_score": 89.033446, + "structural_overlay_rr": 2.481076, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.953678, + "primary_prob": 25.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.930518, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 1.234098, + "range_504_ratio": 3.435279, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.117403, + "hold30_r": -1.069918 + }, + { + "symbol": "APP", + "date": "2025-01-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.651972, + "strategy_rank": 99.58297, + "production_rank": 99.605971, + "structural_overlay_pass": false, + "structural_overlay_score": 94.625672, + "structural_overlay_rr": 1.627215, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.627215, + "primary_prob": 30.16, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.440823, + "raw_level_count": 170, + "gate_level_count": 170, + "range_504_log": 3.575874, + "range_504_ratio": 35.725834, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.604395, + "hold30_r": -1.156299 + }, + { + "symbol": "AVGO", + "date": "2025-01-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.647332, + "strategy_rank": 93.28608, + "production_rank": 92.739831, + "structural_overlay_pass": false, + "structural_overlay_score": 88.102839, + "structural_overlay_rr": 1.448826, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.168894, + "primary_prob": 26.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.753341, + "raw_level_count": 104, + "gate_level_count": 104, + "range_504_log": 1.482224, + "range_504_ratio": 4.402727, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.144231, + "hold30_r": -1.0 + }, + { + "symbol": "AXON", + "date": "2025-01-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.607889, + "strategy_rank": 97.49951, + "production_rank": 97.86897, + "structural_overlay_pass": false, + "structural_overlay_score": 92.975521, + "structural_overlay_rr": 1.59639, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.577002, + "primary_prob": 31.04, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.365503, + "raw_level_count": 129, + "gate_level_count": 129, + "range_504_log": 1.423458, + "range_504_ratio": 4.15145, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.531446, + "hold30_r": -1.0 + }, + { + "symbol": "BKR", + "date": "2025-01-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.394432, + "strategy_rank": 75.871478, + "production_rank": 77.379129, + "structural_overlay_pass": false, + "structural_overlay_score": 73.510173, + "structural_overlay_rr": 1.679099, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.266052, + "primary_prob": 37.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.899079, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.597397, + "range_504_ratio": 1.817381, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.213866, + "hold30_r": -1.0 + }, + { + "symbol": "BRO", + "date": "2025-01-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.454756, + "strategy_rank": 61.892896, + "production_rank": 69.413516, + "structural_overlay_pass": false, + "structural_overlay_score": 65.94284, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.818923, + "primary_prob": 40.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.228385, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.770612, + "range_504_ratio": 2.161089, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.748851, + "hold30_r": 4.232488 + }, + { + "symbol": "CASY", + "date": "2025-01-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.675174, + "strategy_rank": 74.980714, + "production_rank": 79.878868, + "structural_overlay_pass": false, + "structural_overlay_score": 75.884924, + "structural_overlay_rr": 0.937651, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.739884, + "primary_prob": 53.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.109826, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.777128, + "range_504_ratio": 2.175216, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.676617, + "hold30_r": -1.0 + }, + { + "symbol": "CBOE", + "date": "2025-01-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.178654, + "strategy_rank": 65.716387, + "production_rank": 71.537143, + "structural_overlay_pass": false, + "structural_overlay_score": 67.960286, + "structural_overlay_rr": 1.246871, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.767918, + "primary_prob": 37.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.651877, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.646607, + "range_504_ratio": 1.909052, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.69902, + "hold30_r": 1.345111 + }, + { + "symbol": "CHRW", + "date": "2025-01-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.090487, + "strategy_rank": 77.329815, + "production_rank": 78.583372, + "structural_overlay_pass": false, + "structural_overlay_score": 74.654204, + "structural_overlay_rr": 1.862707, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.39662, + "primary_prob": 25.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 69, + "primary_distance_atr": 3.59493, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.568978, + "range_504_ratio": 1.766462, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.047016, + "hold30_r": -1.0 + }, + { + "symbol": "CIEN", + "date": "2025-01-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.095128, + "strategy_rank": 90.736532, + "production_rank": 90.189397, + "structural_overlay_pass": false, + "structural_overlay_score": 85.679927, + "structural_overlay_rr": 1.019886, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.019886, + "primary_prob": 29.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.529828, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.932089, + "range_504_ratio": 2.53981, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.995804, + "hold30_r": -1.0 + }, + { + "symbol": "CINF", + "date": "2025-01-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.858469, + "strategy_rank": 65.548905, + "production_rank": 70.652093, + "structural_overlay_pass": false, + "structural_overlay_score": 67.119488, + "structural_overlay_rr": 2.137311, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.182609, + "primary_prob": 29.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.773914, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.532039, + "range_504_ratio": 1.7024, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.060647, + "hold30_r": -1.0 + }, + { + "symbol": "CMI", + "date": "2025-01-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.703016, + "strategy_rank": 74.640666, + "production_rank": 78.994783, + "structural_overlay_pass": false, + "structural_overlay_score": 75.045044, + "structural_overlay_rr": 0.983734, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.067743, + "primary_prob": 37.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.601615, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.646655, + "range_504_ratio": 1.909145, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.063473, + "hold30_r": -1.0 + }, + { + "symbol": "COHR", + "date": "2025-01-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.271462, + "strategy_rank": 94.318925, + "production_rank": 93.969771, + "structural_overlay_pass": false, + "structural_overlay_score": 89.271282, + "structural_overlay_rr": 1.714171, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.622499, + "primary_prob": 21.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.433749, + "raw_level_count": 107, + "gate_level_count": 107, + "range_504_log": 1.463491, + "range_504_ratio": 4.321018, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.604081, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2025-01-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.475638, + "strategy_rank": 96.590172, + "production_rank": 96.218661, + "structural_overlay_pass": false, + "structural_overlay_score": 91.407728, + "structural_overlay_rr": 1.755387, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.755387, + "primary_prob": 29.09, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.633081, + "raw_level_count": 148, + "gate_level_count": 148, + "range_504_log": 2.019273, + "range_504_ratio": 7.532845, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.047892, + "hold30_r": -1.026059 + }, + { + "symbol": "CVNA", + "date": "2025-01-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.419954, + "strategy_rank": 98.345413, + "production_rank": 98.703593, + "structural_overlay_pass": false, + "structural_overlay_score": 93.768413, + "structural_overlay_rr": 0.995484, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.830903, + "primary_prob": 32.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.746354, + "raw_level_count": 184, + "gate_level_count": 184, + "range_504_log": 3.746992, + "range_504_ratio": 42.393365, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.802836, + "hold30_r": -1.0 + }, + { + "symbol": "D", + "date": "2025-01-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.222738, + "strategy_rank": 67.140888, + "production_rank": 72.834838, + "structural_overlay_pass": false, + "structural_overlay_score": 69.193096, + "structural_overlay_rr": 1.744788, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.81942, + "primary_prob": 46.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.72913, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.485704, + "range_504_ratio": 1.625319, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.062307, + "hold30_r": -1.0 + }, + { + "symbol": "DASH", + "date": "2025-01-30", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.354988, + "strategy_rank": 78.177394, + "production_rank": 81.236592, + "structural_overlay_pass": false, + "structural_overlay_score": 77.174762, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 3.032273, + "primary_prob": 24.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 16, + "primary_distance_atr": 4.548409, + "raw_level_count": 142, + "gate_level_count": 142, + "range_504_log": 1.301385, + "range_504_ratio": 3.674383, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.976645, + "hold30_r": -1.0 + }, + { + "symbol": "EBAY", + "date": "2025-01-30", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.87935, + "strategy_rank": 82.315545, + "production_rank": 85.50348, + "structural_overlay_pass": false, + "structural_overlay_score": 81.228306, + "structural_overlay_rr": 1.426752, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.31507, + "primary_prob": 40.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 3.472606, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.654474, + "range_504_ratio": 1.92413, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.2003, + "hold30_r": -1.152131 + }, + { + "symbol": "EME", + "date": "2025-01-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.215777, + "strategy_rank": 94.6522, + "production_rank": 95.506726, + "structural_overlay_pass": false, + "structural_overlay_score": 90.73139, + "structural_overlay_rr": 1.663211, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.336214, + "primary_prob": 26.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.004321, + "raw_level_count": 108, + "gate_level_count": 108, + "range_504_log": 1.332556, + "range_504_ratio": 3.790719, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.030519, + "hold30_r": -1.0 + }, + { + "symbol": "ETR", + "date": "2025-01-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.519722, + "strategy_rank": 86.881724, + "production_rank": 90.09439, + "structural_overlay_pass": false, + "structural_overlay_score": 85.58967, + "structural_overlay_rr": 1.014844, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.679517, + "primary_prob": 56.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.019275, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.659998, + "range_504_ratio": 1.934788, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.62602, + "hold30_r": 1.255375 + }, + { + "symbol": "EVRG", + "date": "2025-01-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.018561, + "strategy_rank": 57.551721, + "production_rank": 65.707335, + "structural_overlay_pass": false, + "structural_overlay_score": 62.421968, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.710438, + "primary_prob": 48.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 70, + "primary_distance_atr": 2.565658, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.333201, + "range_504_ratio": 1.395428, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.623705, + "hold30_r": 2.1599 + }, + { + "symbol": "FICO", + "date": "2025-01-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.459397, + "strategy_rank": 83.207127, + "production_rank": 86.291217, + "structural_overlay_pass": false, + "structural_overlay_score": 81.976656, + "structural_overlay_rr": 2.091791, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.975525, + "primary_prob": 22.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 65.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.963288, + "raw_level_count": 132, + "gate_level_count": 132, + "range_504_log": 1.358835, + "range_504_ratio": 3.891658, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -2.647136, + "hold30_r": -2.602386 + }, + { + "symbol": "FIX", + "date": "2025-01-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.707657, + "strategy_rank": 95.677441, + "production_rank": 95.687513, + "structural_overlay_pass": false, + "structural_overlay_score": 90.903137, + "structural_overlay_rr": 0.734043, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.133076, + "primary_prob": 27.86, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 12.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.699614, + "raw_level_count": 140, + "gate_level_count": 140, + "range_504_log": 1.547245, + "range_504_ratio": 4.698509, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.109432, + "hold30_r": -1.0 + }, + { + "symbol": "GLW", + "date": "2025-01-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.835267, + "strategy_rank": 79.399716, + "production_rank": 83.211566, + "structural_overlay_pass": false, + "structural_overlay_score": 79.050988, + "structural_overlay_rr": 1.715836, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.138245, + "primary_prob": 25.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.707367, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.784093, + "range_504_ratio": 2.19042, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.101352, + "hold30_r": -1.011051 + }, + { + "symbol": "GM", + "date": "2025-01-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.415313, + "strategy_rank": 89.516731, + "production_rank": 90.149592, + "structural_overlay_pass": false, + "structural_overlay_score": 85.642112, + "structural_overlay_rr": 1.863764, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.883182, + "primary_prob": 31.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.824774, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.845232, + "range_504_ratio": 2.328517, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.063195, + "hold30_r": -1.02923 + }, + { + "symbol": "IP", + "date": "2025-01-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.431555, + "strategy_rank": 83.443129, + "production_rank": 87.105937, + "structural_overlay_pass": false, + "structural_overlay_score": 82.75064, + "structural_overlay_rr": 1.604906, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.323754, + "primary_prob": 40.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 1.985631, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.732858, + "range_504_ratio": 2.081021, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.314833, + "hold30_r": -1.257001 + }, + { + "symbol": "IRM", + "date": "2025-01-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.691415, + "strategy_rank": 86.560291, + "production_rank": 88.603999, + "structural_overlay_pass": false, + "structural_overlay_score": 84.173799, + "structural_overlay_rr": 2.073441, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.544764, + "primary_prob": 36.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.317146, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 0.978784, + "range_504_ratio": 2.661218, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.040767, + "hold30_r": -1.0 + }, + { + "symbol": "ISRG", + "date": "2025-01-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.322506, + "strategy_rank": 71.839049, + "production_rank": 75.000201, + "structural_overlay_pass": false, + "structural_overlay_score": 71.250191, + "structural_overlay_rr": 1.541849, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.072743, + "primary_prob": 42.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.609114, + "raw_level_count": 91, + "gate_level_count": 91, + "range_504_log": 1.017646, + "range_504_ratio": 2.766674, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.022796, + "hold30_r": -1.0 + }, + { + "symbol": "KMI", + "date": "2025-01-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.967517, + "strategy_rank": 79.754141, + "production_rank": 84.491933, + "structural_overlay_pass": false, + "structural_overlay_score": 80.267336, + "structural_overlay_rr": 2.749309, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.074915, + "primary_prob": 27.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.612372, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.683662, + "range_504_ratio": 1.98112, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.070604, + "hold30_r": -1.02489 + }, + { + "symbol": "KR", + "date": "2025-01-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.63109, + "strategy_rank": 71.82211, + "production_rank": 77.425104, + "structural_overlay_pass": false, + "structural_overlay_score": 73.553848, + "structural_overlay_rr": 0.711785, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.797888, + "primary_prob": 42.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.196831, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.412527, + "range_504_ratio": 1.510631, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.727811, + "hold30_r": 2.330521 + }, + { + "symbol": "LDOS", + "date": "2025-01-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.830626, + "strategy_rank": 80.594155, + "production_rank": 81.339646, + "structural_overlay_pass": false, + "structural_overlay_score": 77.272663, + "structural_overlay_rr": 2.472572, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.823053, + "primary_prob": 29.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 88.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.734579, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.974377, + "range_504_ratio": 2.649516, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.038981, + "hold30_r": -1.0 + }, + { + "symbol": "LNT", + "date": "2025-01-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.786543, + "strategy_rank": 60.129193, + "production_rank": 67.348309, + "structural_overlay_pass": false, + "structural_overlay_score": 63.980894, + "structural_overlay_rr": 1.754169, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.264082, + "primary_prob": 42.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 118, + "primary_distance_atr": 1.896123, + "raw_level_count": 20, + "gate_level_count": 20, + "range_504_log": 0.351777, + "range_504_ratio": 1.421592, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.192239, + "hold30_r": 2.185296 + }, + { + "symbol": "MCK", + "date": "2025-01-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.482599, + "strategy_rank": 79.726258, + "production_rank": 80.645038, + "structural_overlay_pass": false, + "structural_overlay_score": 76.612787, + "structural_overlay_rr": 1.269547, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.298124, + "primary_prob": 41.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.947187, + "raw_level_count": 100, + "gate_level_count": 100, + "range_504_log": 0.653188, + "range_504_ratio": 1.921658, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.069306, + "hold30_r": -1.0 + }, + { + "symbol": "MMM", + "date": "2025-01-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.642691, + "strategy_rank": 65.347572, + "production_rank": 71.445945, + "structural_overlay_pass": false, + "structural_overlay_score": 67.873648, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.018534, + "primary_prob": 45.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.527802, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.594463, + "range_504_ratio": 1.812057, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.221375, + "hold30_r": -1.153158 + }, + { + "symbol": "MO", + "date": "2025-01-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.863109, + "strategy_rank": 67.545217, + "production_rank": 74.651181, + "structural_overlay_pass": false, + "structural_overlay_score": 70.918622, + "structural_overlay_rr": 1.207144, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.503434, + "primary_prob": 37.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.25515, + "raw_level_count": 24, + "gate_level_count": 24, + "range_504_log": 0.395819, + "range_504_ratio": 1.485601, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.436967, + "hold30_r": 4.752233 + }, + { + "symbol": "MSI", + "date": "2025-01-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.12297, + "strategy_rank": 63.309778, + "production_rank": 71.247509, + "structural_overlay_pass": false, + "structural_overlay_score": 67.685133, + "structural_overlay_rr": 0.883432, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.784772, + "primary_prob": 44.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.177158, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.703679, + "range_504_ratio": 2.021174, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.705373, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2025-01-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.883991, + "strategy_rank": 99.814747, + "production_rank": 99.837828, + "structural_overlay_pass": false, + "structural_overlay_score": 94.845937, + "structural_overlay_rr": 1.541313, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.7487, + "primary_prob": 41.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.12305, + "raw_level_count": 175, + "gate_level_count": 175, + "range_504_log": 3.361658, + "range_504_ratio": 28.836962, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.016297, + "hold30_r": -1.0 + }, + { + "symbol": "NEE", + "date": "2025-01-30", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.162413, + "strategy_rank": 69.154152, + "production_rank": 72.823572, + "structural_overlay_pass": false, + "structural_overlay_score": 69.182393, + "structural_overlay_rr": 2.059419, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.856326, + "primary_prob": 21.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 99, + "primary_distance_atr": 4.284489, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.602281, + "range_504_ratio": 1.826281, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.048252, + "hold30_r": -1.0 + }, + { + "symbol": "NI", + "date": "2025-01-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.111369, + "strategy_rank": 65.414374, + "production_rank": 74.313373, + "structural_overlay_pass": false, + "structural_overlay_score": 70.597704, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.674104, + "primary_prob": 42.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.011156, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.529676, + "range_504_ratio": 1.698381, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.06601, + "hold30_r": -1.0 + }, + { + "symbol": "NRG", + "date": "2025-01-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.199536, + "strategy_rank": 92.887652, + "production_rank": 93.324947, + "structural_overlay_pass": false, + "structural_overlay_score": 88.658699, + "structural_overlay_rr": 1.40719, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.118676, + "primary_prob": 41.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.678014, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 1.338735, + "range_504_ratio": 3.814215, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.090207, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2025-01-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.12761, + "strategy_rank": 95.202044, + "production_rank": 95.177233, + "structural_overlay_pass": false, + "structural_overlay_score": 90.418371, + "structural_overlay_rr": 1.911874, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.701821, + "primary_prob": 24.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.552732, + "raw_level_count": 174, + "gate_level_count": 174, + "range_504_log": 2.336056, + "range_504_ratio": 10.340369, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.021774, + "hold30_r": -1.0 + }, + { + "symbol": "OKE", + "date": "2025-01-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.283063, + "strategy_rank": 76.260572, + "production_rank": 80.268069, + "structural_overlay_pass": false, + "structural_overlay_score": 76.254665, + "structural_overlay_rr": 2.631167, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.018011, + "primary_prob": 30.07, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 7.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.527016, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.747534, + "range_504_ratio": 2.111787, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.26853, + "hold30_r": -1.216393 + }, + { + "symbol": "PEG", + "date": "2025-01-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.039443, + "strategy_rank": 75.497552, + "production_rank": 81.344849, + "structural_overlay_pass": false, + "structural_overlay_score": 77.277607, + "structural_overlay_rr": 1.545138, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.588074, + "primary_prob": 28.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 63.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.382112, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.572591, + "range_504_ratio": 1.772854, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.051826, + "hold30_r": -1.0 + }, + { + "symbol": "PGR", + "date": "2025-01-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.907193, + "strategy_rank": 70.495728, + "production_rank": 76.966216, + "structural_overlay_pass": false, + "structural_overlay_score": 73.117906, + "structural_overlay_rr": 1.681203, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.264488, + "primary_prob": 45.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.896732, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 0.887499, + "range_504_ratio": 2.429046, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.20721, + "hold30_r": 3.961113 + }, + { + "symbol": "PKG", + "date": "2025-01-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.686775, + "strategy_rank": 67.708488, + "production_rank": 73.367917, + "structural_overlay_pass": false, + "structural_overlay_score": 69.699521, + "structural_overlay_rr": 2.113676, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.991274, + "primary_prob": 20.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.986911, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.719077, + "range_504_ratio": 2.052537, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.256895, + "hold30_r": -1.200669 + }, + { + "symbol": "PODD", + "date": "2025-01-30", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.62645, + "strategy_rank": 79.224642, + "production_rank": 79.691912, + "structural_overlay_pass": false, + "structural_overlay_score": 75.707316, + "structural_overlay_rr": 2.152276, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 3.011956, + "primary_prob": 35.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 53, + "primary_distance_atr": 4.517934, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.981991, + "range_504_ratio": 2.669766, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.050309, + "hold30_r": -1.0 + }, + { + "symbol": "PPL", + "date": "2025-01-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.194896, + "strategy_rank": 61.203479, + "production_rank": 69.533951, + "structural_overlay_pass": false, + "structural_overlay_score": 66.057254, + "structural_overlay_rr": 1.730221, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.714985, + "primary_prob": 56.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.072478, + "raw_level_count": 26, + "gate_level_count": 26, + "range_504_log": 0.45939, + "range_504_ratio": 1.583108, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.642137, + "hold30_r": 1.545326 + }, + { + "symbol": "PWR", + "date": "2025-01-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.426914, + "strategy_rank": 86.857221, + "production_rank": 86.713786, + "structural_overlay_pass": false, + "structural_overlay_score": 82.378096, + "structural_overlay_rr": 1.553934, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.027983, + "primary_prob": 39.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.541975, + "raw_level_count": 120, + "gate_level_count": 120, + "range_504_log": 0.90963, + "range_504_ratio": 2.483405, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.029479, + "hold30_r": -1.0 + }, + { + "symbol": "SATS", + "date": "2025-01-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.939675, + "strategy_rank": 96.360085, + "production_rank": 96.219948, + "structural_overlay_pass": false, + "structural_overlay_score": 91.408951, + "structural_overlay_rr": 1.683196, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.703319, + "primary_prob": 30.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.554978, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 1.149319, + "range_504_ratio": 3.156044, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.667425, + "hold30_r": -1.0 + }, + { + "symbol": "SO", + "date": "2025-01-30", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.990719, + "strategy_rank": 62.504486, + "production_rank": 69.666564, + "structural_overlay_pass": false, + "structural_overlay_score": 66.183236, + "structural_overlay_rr": 2.133279, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.663459, + "primary_prob": 22.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 11, + "primary_distance_atr": 3.995189, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.428057, + "range_504_ratio": 1.534273, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.597821, + "hold30_r": 2.106036 + }, + { + "symbol": "T", + "date": "2025-01-30", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.50348, + "strategy_rank": 73.359951, + "production_rank": 80.074461, + "structural_overlay_pass": false, + "structural_overlay_score": 76.070737, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 3.890785, + "primary_prob": 30.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 5.836178, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.620584, + "range_504_ratio": 1.860015, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 3.827951, + "hold30_r": 3.348375 + }, + { + "symbol": "TMUS", + "date": "2025-01-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.139211, + "strategy_rank": 73.710165, + "production_rank": 79.186513, + "structural_overlay_pass": false, + "structural_overlay_score": 75.227188, + "structural_overlay_rr": 1.744701, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.986436, + "primary_prob": 47.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.479654, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.686361, + "range_504_ratio": 1.986473, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.929104, + "hold30_r": 2.643134 + }, + { + "symbol": "TPL", + "date": "2025-01-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.37587, + "strategy_rank": 96.816866, + "production_rank": 97.336534, + "structural_overlay_pass": false, + "structural_overlay_score": 92.469707, + "structural_overlay_rr": 1.595259, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.845578, + "primary_prob": 35.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.268367, + "raw_level_count": 116, + "gate_level_count": 116, + "range_504_log": 1.433072, + "range_504_ratio": 4.191556, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.816384, + "hold30_r": 0.301106 + }, + { + "symbol": "TRGP", + "date": "2025-01-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.911833, + "strategy_rank": 86.677011, + "production_rank": 90.421952, + "structural_overlay_pass": false, + "structural_overlay_score": 85.900854, + "structural_overlay_rr": 1.670731, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.628046, + "primary_prob": 30.15, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.44207, + "raw_level_count": 122, + "gate_level_count": 122, + "range_504_log": 1.214755, + "range_504_ratio": 3.369468, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.050239, + "hold30_r": -1.0 + }, + { + "symbol": "TSLA", + "date": "2025-01-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.563805, + "strategy_rank": 97.705068, + "production_rank": 97.65798, + "structural_overlay_pass": false, + "structural_overlay_score": 92.775081, + "structural_overlay_rr": 0.856692, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.819424, + "primary_prob": 36.8, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 8.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.229136, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 1.258369, + "range_504_ratio": 3.519677, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.025086, + "hold30_r": -1.0 + }, + { + "symbol": "TT", + "date": "2025-01-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.410673, + "strategy_rank": 70.526199, + "production_rank": 74.821024, + "structural_overlay_pass": false, + "structural_overlay_score": 71.079973, + "structural_overlay_rr": 1.888851, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.837954, + "primary_prob": 31.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 99.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.756931, + "raw_level_count": 99, + "gate_level_count": 99, + "range_504_log": 0.957162, + "range_504_ratio": 2.604295, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.049278, + "hold30_r": -1.0 + }, + { + "symbol": "TTD", + "date": "2025-01-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.067285, + "strategy_rank": 88.718198, + "production_rank": 89.501227, + "structural_overlay_pass": false, + "structural_overlay_score": 85.026166, + "structural_overlay_rr": 2.159763, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.780377, + "primary_prob": 43.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.170566, + "raw_level_count": 107, + "gate_level_count": 107, + "range_504_log": 1.088, + "range_504_ratio": 2.968331, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.038847, + "hold30_r": -1.0 + }, + { + "symbol": "TYL", + "date": "2025-01-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.034803, + "strategy_rank": 64.102397, + "production_rank": 71.079865, + "structural_overlay_pass": false, + "structural_overlay_score": 67.525872, + "structural_overlay_rr": 1.464475, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.31359, + "primary_prob": 44.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.970384, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.738707, + "range_504_ratio": 2.093228, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.255712, + "hold30_r": -1.0 + }, + { + "symbol": "UAL", + "date": "2025-01-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.143852, + "strategy_rank": 95.718037, + "production_rank": 96.526642, + "structural_overlay_pass": false, + "structural_overlay_score": 91.70031, + "structural_overlay_rr": 1.061546, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.71791, + "primary_prob": 54.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.076866, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 1.236686, + "range_504_ratio": 3.444181, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.231843, + "hold30_r": -1.196651 + }, + { + "symbol": "VRT", + "date": "2025-01-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.663573, + "strategy_rank": 95.74427, + "production_rank": 95.384038, + "structural_overlay_pass": false, + "structural_overlay_score": 90.614836, + "structural_overlay_rr": 0.684819, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.992771, + "primary_prob": 34.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.489157, + "raw_level_count": 157, + "gate_level_count": 157, + "range_504_log": 2.568099, + "range_504_ratio": 13.041004, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.015802, + "hold30_r": -1.0 + }, + { + "symbol": "VST", + "date": "2025-01-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.071926, + "strategy_rank": 99.038209, + "production_rank": 99.049448, + "structural_overlay_pass": false, + "structural_overlay_score": 94.096976, + "structural_overlay_rr": 1.138723, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.914297, + "primary_prob": 32.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.371445, + "raw_level_count": 128, + "gate_level_count": 128, + "range_504_log": 2.24446, + "range_504_ratio": 9.435316, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.017006, + "hold30_r": -1.0 + }, + { + "symbol": "WMB", + "date": "2025-01-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.735499, + "strategy_rank": 79.279589, + "production_rank": 84.098226, + "structural_overlay_pass": false, + "structural_overlay_score": 79.893314, + "structural_overlay_rr": 0.9118, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.858204, + "primary_prob": 36.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.287306, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 0.793351, + "range_504_ratio": 2.210791, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.097807, + "hold30_r": -1.052841 + }, + { + "symbol": "ZBRA", + "date": "2025-01-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.49884, + "strategy_rank": 74.242252, + "production_rank": 77.994448, + "structural_overlay_pass": false, + "structural_overlay_score": 74.094725, + "structural_overlay_rr": 0.666906, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.68714, + "primary_prob": 60.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 1.03071, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 0.787637, + "range_504_ratio": 2.198196, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.054052, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2025-02-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.759259, + "strategy_rank": 97.350859, + "production_rank": 97.153659, + "structural_overlay_pass": false, + "structural_overlay_score": 92.295976, + "structural_overlay_rr": 1.321781, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 11, + "rr": 1.053564, + "primary_prob": 42.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.580346, + "raw_level_count": 117, + "gate_level_count": 117, + "range_504_log": 1.5987, + "range_504_ratio": 4.946599, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.021735, + "hold30_r": -1.0 + }, + { + "symbol": "HOOD", + "date": "2025-02-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.842593, + "strategy_rank": 98.393967, + "production_rank": 98.543509, + "structural_overlay_pass": false, + "structural_overlay_score": 93.616333, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.411529, + "primary_prob": 34.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.117293, + "raw_level_count": 134, + "gate_level_count": 134, + "range_504_log": 1.926949, + "range_504_ratio": 6.868521, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.383132, + "hold30_r": -1.0 + }, + { + "symbol": "AFL", + "date": "2025-02-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.185185, + "strategy_rank": 64.577727, + "production_rank": 71.446879, + "structural_overlay_pass": false, + "structural_overlay_score": 67.874535, + "structural_overlay_rr": 1.846164, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.558219, + "primary_prob": 23.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 3.837328, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.651598, + "range_504_ratio": 1.918605, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.065758, + "hold30_r": 1.645854 + }, + { + "symbol": "ANET", + "date": "2025-02-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.134259, + "strategy_rank": 84.717857, + "production_rank": 83.523324, + "structural_overlay_pass": false, + "structural_overlay_score": 79.347158, + "structural_overlay_rr": 2.187409, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.181165, + "primary_prob": 24.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.771747, + "raw_level_count": 137, + "gate_level_count": 137, + "range_504_log": 1.421145, + "range_504_ratio": 4.14186, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.027549, + "hold30_r": -1.0 + }, + { + "symbol": "APD", + "date": "2025-02-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.259259, + "strategy_rank": 68.081828, + "production_rank": 73.474305, + "structural_overlay_pass": false, + "structural_overlay_score": 69.80059, + "structural_overlay_rr": 1.144298, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.84069, + "primary_prob": 52.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.261036, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.474575, + "range_504_ratio": 1.607331, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.06007, + "hold30_r": -1.0 + }, + { + "symbol": "APO", + "date": "2025-02-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.458333, + "strategy_rank": 82.735366, + "production_rank": 83.976355, + "structural_overlay_pass": false, + "structural_overlay_score": 79.777537, + "structural_overlay_rr": 1.044108, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.913905, + "primary_prob": 50.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 94.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.370858, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 1.234098, + "range_504_ratio": 3.435279, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.042773, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2025-02-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.652778, + "strategy_rank": 99.583934, + "production_rank": 99.606882, + "structural_overlay_pass": false, + "structural_overlay_score": 94.626538, + "structural_overlay_rr": 1.201481, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.869904, + "primary_prob": 48.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.304856, + "raw_level_count": 171, + "gate_level_count": 171, + "range_504_log": 3.575874, + "range_504_ratio": 35.725834, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.845187, + "hold30_r": -1.693534 + }, + { + "symbol": "AVGO", + "date": "2025-02-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.657407, + "strategy_rank": 91.195133, + "production_rank": 90.349225, + "structural_overlay_pass": false, + "structural_overlay_score": 85.831763, + "structural_overlay_rr": 1.127664, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.941944, + "primary_prob": 47.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.412916, + "raw_level_count": 106, + "gate_level_count": 106, + "range_504_log": 1.482224, + "range_504_ratio": 4.402727, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.027957, + "hold30_r": -1.0 + }, + { + "symbol": "AXON", + "date": "2025-02-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.148148, + "strategy_rank": 97.354223, + "production_rank": 97.618865, + "structural_overlay_pass": false, + "structural_overlay_score": 92.737921, + "structural_overlay_rr": 0.708068, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.689699, + "primary_prob": 55.52, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.034548, + "raw_level_count": 130, + "gate_level_count": 130, + "range_504_log": 1.423458, + "range_504_ratio": 4.15145, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.645768, + "hold30_r": -1.0 + }, + { + "symbol": "BKR", + "date": "2025-02-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.467593, + "strategy_rank": 81.969875, + "production_rank": 84.469114, + "structural_overlay_pass": false, + "structural_overlay_score": 80.245659, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.764521, + "primary_prob": 52.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.146781, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.637249, + "range_504_ratio": 1.891271, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.043126, + "hold30_r": -1.0 + }, + { + "symbol": "CCL", + "date": "2025-02-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.638889, + "strategy_rank": 83.591167, + "production_rank": 83.273741, + "structural_overlay_pass": false, + "structural_overlay_score": 79.110054, + "structural_overlay_rr": 0.944789, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.944789, + "primary_prob": 46.12, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.417183, + "raw_level_count": 105, + "gate_level_count": 105, + "range_504_log": 1.23294, + "range_504_ratio": 3.431302, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.040508, + "hold30_r": -1.0 + }, + { + "symbol": "CFG", + "date": "2025-02-06", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.671296, + "strategy_rank": 78.476828, + "production_rank": 79.208317, + "structural_overlay_pass": false, + "structural_overlay_score": 75.247901, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 2.426162, + "primary_prob": 24.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 16, + "primary_distance_atr": 3.639243, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.771465, + "range_504_ratio": 2.162934, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.053272, + "hold30_r": -1.0 + }, + { + "symbol": "CHRW", + "date": "2025-02-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.856481, + "strategy_rank": 73.945558, + "production_rank": 79.582532, + "structural_overlay_pass": false, + "structural_overlay_score": 75.603406, + "structural_overlay_rr": 1.560711, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.516456, + "primary_prob": 36.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 128, + "primary_distance_atr": 2.274684, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.568978, + "range_504_ratio": 1.766462, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.469458, + "hold30_r": 0.804853 + }, + { + "symbol": "CIEN", + "date": "2025-02-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.902778, + "strategy_rank": 85.144055, + "production_rank": 83.730296, + "structural_overlay_pass": false, + "structural_overlay_score": 79.543781, + "structural_overlay_rr": 1.200581, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.014902, + "primary_prob": 44.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.522354, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.932089, + "range_504_ratio": 2.53981, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.400867, + "hold30_r": -1.372832 + }, + { + "symbol": "CMI", + "date": "2025-02-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.699074, + "strategy_rank": 74.657864, + "production_rank": 79.671601, + "structural_overlay_pass": false, + "structural_overlay_score": 75.688021, + "structural_overlay_rr": 1.491649, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.449141, + "primary_prob": 33.43, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.173711, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.646655, + "range_504_ratio": 1.909145, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.057061, + "hold30_r": -1.0 + }, + { + "symbol": "COHR", + "date": "2025-02-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.824074, + "strategy_rank": 94.042596, + "production_rank": 93.636422, + "structural_overlay_pass": false, + "structural_overlay_score": 88.954601, + "structural_overlay_rr": 0.990406, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.854713, + "primary_prob": 54.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.28207, + "raw_level_count": 108, + "gate_level_count": 108, + "range_504_log": 1.463491, + "range_504_ratio": 4.321018, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.019559, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2025-02-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.685185, + "strategy_rank": 98.137415, + "production_rank": 97.986672, + "structural_overlay_pass": false, + "structural_overlay_score": 93.087338, + "structural_overlay_rr": 1.829342, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.77898, + "primary_prob": 22.13, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 48.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.66847, + "raw_level_count": 149, + "gate_level_count": 149, + "range_504_log": 2.019273, + "range_504_ratio": 7.532845, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.020703, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2025-02-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.421296, + "strategy_rank": 98.453039, + "production_rank": 98.775791, + "structural_overlay_pass": false, + "structural_overlay_score": 93.837002, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.553614, + "primary_prob": 44.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.33042, + "raw_level_count": 184, + "gate_level_count": 184, + "range_504_log": 3.728212, + "range_504_ratio": 41.604651, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.521166, + "hold30_r": -1.0 + }, + { + "symbol": "D", + "date": "2025-02-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.449074, + "strategy_rank": 66.926463, + "production_rank": 72.434, + "structural_overlay_pass": false, + "structural_overlay_score": 68.8123, + "structural_overlay_rr": 2.346641, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.536919, + "primary_prob": 36.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 74, + "primary_distance_atr": 2.305378, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.458484, + "range_504_ratio": 1.581674, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.479823, + "hold30_r": 0.089246 + }, + { + "symbol": "DASH", + "date": "2025-02-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.435185, + "strategy_rank": 77.914664, + "production_rank": 82.421505, + "structural_overlay_pass": false, + "structural_overlay_score": 78.300429, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.882223, + "primary_prob": 35.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.823334, + "raw_level_count": 142, + "gate_level_count": 142, + "range_504_log": 1.34152, + "range_504_ratio": 3.824854, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.058332, + "hold30_r": -1.0 + }, + { + "symbol": "DVA", + "date": "2025-02-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.236111, + "strategy_rank": 80.83898, + "production_rank": 83.638024, + "structural_overlay_pass": false, + "structural_overlay_score": 79.456123, + "structural_overlay_rr": 1.219111, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.173779, + "primary_prob": 40.2, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.760668, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 0.920895, + "range_504_ratio": 2.511537, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -3.042101, + "hold30_r": -2.985247 + }, + { + "symbol": "EBAY", + "date": "2025-02-06", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.476852, + "strategy_rank": 82.79608, + "production_rank": 86.023004, + "structural_overlay_pass": false, + "structural_overlay_score": 81.721854, + "structural_overlay_rr": 1.583417, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.564372, + "primary_prob": 38.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 3.846558, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.654474, + "range_504_ratio": 1.92413, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.317578, + "hold30_r": -1.264402 + }, + { + "symbol": "EME", + "date": "2025-02-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.527778, + "strategy_rank": 94.143839, + "production_rank": 94.938485, + "structural_overlay_pass": false, + "structural_overlay_score": 90.191561, + "structural_overlay_rr": 1.793853, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.76046, + "primary_prob": 43.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.14069, + "raw_level_count": 109, + "gate_level_count": 109, + "range_504_log": 1.332556, + "range_504_ratio": 3.790719, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.255759, + "hold30_r": -1.221616 + }, + { + "symbol": "EQT", + "date": "2025-02-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.722222, + "strategy_rank": 83.561611, + "production_rank": 83.948481, + "structural_overlay_pass": false, + "structural_overlay_score": 79.751057, + "structural_overlay_rr": 1.050031, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.027671, + "primary_prob": 44.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.541507, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 0.668655, + "range_504_ratio": 1.95161, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.985316, + "hold30_r": -1.0 + }, + { + "symbol": "EXE", + "date": "2025-02-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.092593, + "strategy_rank": 70.563085, + "production_rank": 73.739587, + "structural_overlay_pass": false, + "structural_overlay_score": 70.052608, + "structural_overlay_rr": 1.636013, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.599817, + "primary_prob": 15.64, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.399726, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.459806, + "range_504_ratio": 1.583767, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.059348, + "hold30_r": -1.0 + }, + { + "symbol": "FICO", + "date": "2025-02-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.425926, + "strategy_rank": 80.617871, + "production_rank": 83.220556, + "structural_overlay_pass": false, + "structural_overlay_score": 79.059528, + "structural_overlay_rr": 0.818901, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.381122, + "primary_prob": 32.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 65.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.071683, + "raw_level_count": 132, + "gate_level_count": 132, + "range_504_log": 1.307299, + "range_504_ratio": 3.696177, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.139799, + "hold30_r": -1.103574 + }, + { + "symbol": "FIX", + "date": "2025-02-06", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.981481, + "strategy_rank": 94.575964, + "production_rank": 94.377803, + "structural_overlay_pass": true, + "structural_overlay_score": 94.658913, + "structural_overlay_rr": 2.342463, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.001518, + "primary_prob": 24.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 3.002277, + "raw_level_count": 142, + "gate_level_count": 142, + "range_504_log": 1.547245, + "range_504_ratio": 4.698509, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.026408, + "hold30_r": -1.0 + }, + { + "symbol": "FOX", + "date": "2025-02-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.138889, + "strategy_rank": 71.2339, + "production_rank": 79.20223, + "structural_overlay_pass": false, + "structural_overlay_score": 75.242118, + "structural_overlay_rr": 1.29317, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.877802, + "primary_prob": 48.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.316702, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.710619, + "range_504_ratio": 2.035251, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.815058, + "hold30_r": -1.0 + }, + { + "symbol": "FOXA", + "date": "2025-02-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.560185, + "strategy_rank": 72.109085, + "production_rank": 79.592785, + "structural_overlay_pass": false, + "structural_overlay_score": 75.613146, + "structural_overlay_rr": 1.284185, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.902258, + "primary_prob": 47.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.353387, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.675042, + "range_504_ratio": 1.964115, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.843191, + "hold30_r": -1.0 + }, + { + "symbol": "FSLR", + "date": "2025-02-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.111111, + "strategy_rank": 88.443868, + "production_rank": 87.666282, + "structural_overlay_pass": false, + "structural_overlay_score": 83.282968, + "structural_overlay_rr": 1.378698, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.874629, + "primary_prob": 31.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 68, + "primary_distance_atr": 2.811943, + "raw_level_count": 120, + "gate_level_count": 120, + "range_504_log": 0.86462, + "range_504_ratio": 2.374104, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.029328, + "hold30_r": -1.0 + }, + { + "symbol": "GDDY", + "date": "2025-02-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.37037, + "strategy_rank": 78.904588, + "production_rank": 84.393182, + "structural_overlay_pass": false, + "structural_overlay_score": 80.173523, + "structural_overlay_rr": 0.698131, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.698131, + "primary_prob": 55.36, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.047197, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 1.164114, + "range_504_ratio": 3.203084, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.058563, + "hold30_r": -1.0 + }, + { + "symbol": "GM", + "date": "2025-02-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.175926, + "strategy_rank": 83.094082, + "production_rank": 82.78803, + "structural_overlay_pass": false, + "structural_overlay_score": 78.648629, + "structural_overlay_rr": 1.659627, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.712124, + "primary_prob": 33.57, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.568187, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.845232, + "range_504_ratio": 2.328517, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.033571, + "hold30_r": -1.0 + }, + { + "symbol": "IP", + "date": "2025-02-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.833333, + "strategy_rank": 85.872261, + "production_rank": 89.192618, + "structural_overlay_pass": false, + "structural_overlay_score": 84.732987, + "structural_overlay_rr": 1.926155, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.687624, + "primary_prob": 33.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.531436, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.732858, + "range_504_ratio": 2.081021, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.047973, + "hold30_r": -1.0 + }, + { + "symbol": "IRM", + "date": "2025-02-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.087963, + "strategy_rank": 84.384411, + "production_rank": 86.618929, + "structural_overlay_pass": false, + "structural_overlay_score": 82.287982, + "structural_overlay_rr": 1.703582, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.729772, + "primary_prob": 40.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.594658, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 0.978784, + "range_504_ratio": 2.661218, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.043223, + "hold30_r": -1.0 + }, + { + "symbol": "KKR", + "date": "2025-02-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.078704, + "strategy_rank": 84.873086, + "production_rank": 85.941625, + "structural_overlay_pass": false, + "structural_overlay_score": 81.644544, + "structural_overlay_rr": 1.445896, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.095807, + "primary_prob": 28.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.643711, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 1.278261, + "range_504_ratio": 3.590392, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.036259, + "hold30_r": -1.0 + }, + { + "symbol": "KMI", + "date": "2025-02-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.907407, + "strategy_rank": 80.795047, + "production_rank": 85.499167, + "structural_overlay_pass": false, + "structural_overlay_score": 81.224209, + "structural_overlay_rr": 0.688031, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.768622, + "primary_prob": 47.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.152932, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.683662, + "range_504_ratio": 1.98112, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.04418, + "hold30_r": -1.0 + }, + { + "symbol": "LDOS", + "date": "2025-02-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.490741, + "strategy_rank": 82.292307, + "production_rank": 83.025119, + "structural_overlay_pass": false, + "structural_overlay_score": 78.873863, + "structural_overlay_rr": 3.006097, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.129498, + "primary_prob": 25.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 88.0, + "primary_rejection_count": 25, + "primary_distance_atr": 3.194247, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.974377, + "range_504_ratio": 2.649516, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.040883, + "hold30_r": -1.0 + }, + { + "symbol": "MMM", + "date": "2025-02-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.921296, + "strategy_rank": 68.734181, + "production_rank": 74.796553, + "structural_overlay_pass": false, + "structural_overlay_score": 71.056725, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.483832, + "primary_prob": 34.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.225749, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.596723, + "range_504_ratio": 1.816158, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.067563, + "hold30_r": -1.0 + }, + { + "symbol": "MO", + "date": "2025-02-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.888889, + "strategy_rank": 66.374471, + "production_rank": 73.879277, + "structural_overlay_pass": false, + "structural_overlay_score": 70.185313, + "structural_overlay_rr": 1.707922, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.752731, + "primary_prob": 47.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.629096, + "raw_level_count": 24, + "gate_level_count": 24, + "range_504_log": 0.395819, + "range_504_ratio": 1.485601, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.683458, + "hold30_r": 3.263587 + }, + { + "symbol": "MSI", + "date": "2025-02-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.87963, + "strategy_rank": 62.157263, + "production_rank": 70.064719, + "structural_overlay_pass": false, + "structural_overlay_score": 66.561483, + "structural_overlay_rr": 0.956503, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.758018, + "primary_prob": 32.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.637027, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.703679, + "range_504_ratio": 2.021174, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.296526, + "hold30_r": -1.213568 + }, + { + "symbol": "MSTR", + "date": "2025-02-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.884259, + "strategy_rank": 99.815175, + "production_rank": 99.838203, + "structural_overlay_pass": false, + "structural_overlay_score": 94.846293, + "structural_overlay_rr": 1.996798, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.716454, + "primary_prob": 45.4, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 31.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.074681, + "raw_level_count": 177, + "gate_level_count": 177, + "range_504_log": 3.361658, + "range_504_ratio": 28.836962, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.016462, + "hold30_r": -1.0 + }, + { + "symbol": "MTB", + "date": "2025-02-06", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.615741, + "strategy_rank": 79.912333, + "production_rank": 82.480136, + "structural_overlay_pass": false, + "structural_overlay_score": 78.356129, + "structural_overlay_rr": 2.392379, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.398987, + "primary_prob": 22.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 9, + "primary_distance_atr": 3.598481, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.73218, + "range_504_ratio": 2.079609, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.064938, + "hold30_r": -1.0 + }, + { + "symbol": "NCLH", + "date": "2025-02-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.365741, + "strategy_rank": 84.014842, + "production_rank": 83.131808, + "structural_overlay_pass": false, + "structural_overlay_score": 78.975218, + "structural_overlay_rr": 0.703, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.913273, + "primary_prob": 25.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.86991, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 0.879917, + "range_504_ratio": 2.4107, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.039368, + "hold30_r": -1.0 + }, + { + "symbol": "NEE", + "date": "2025-02-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.953704, + "strategy_rank": 72.339565, + "production_rank": 76.544278, + "structural_overlay_pass": false, + "structural_overlay_score": 72.717064, + "structural_overlay_rr": 3.023999, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.200112, + "primary_prob": 27.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 139, + "primary_distance_atr": 3.300168, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.602281, + "range_504_ratio": 1.826281, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.148485, + "hold30_r": 0.599963 + }, + { + "symbol": "NRG", + "date": "2025-02-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.064815, + "strategy_rank": 94.442602, + "production_rank": 94.98334, + "structural_overlay_pass": false, + "structural_overlay_score": 90.234173, + "structural_overlay_rr": 1.85758, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.530049, + "primary_prob": 32.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.295074, + "raw_level_count": 97, + "gate_level_count": 97, + "range_504_log": 1.338735, + "range_504_ratio": 3.814215, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.49825, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2025-02-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.055556, + "strategy_rank": 93.720204, + "production_rank": 93.498654, + "structural_overlay_pass": false, + "structural_overlay_score": 88.823722, + "structural_overlay_rr": 0.792122, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.682538, + "primary_prob": 59.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 94.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.023808, + "raw_level_count": 174, + "gate_level_count": 174, + "range_504_log": 2.261345, + "range_504_ratio": 9.595984, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.658425, + "hold30_r": -1.0 + }, + { + "symbol": "OKE", + "date": "2025-02-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.625, + "strategy_rank": 77.866566, + "production_rank": 82.119377, + "structural_overlay_pass": false, + "structural_overlay_score": 78.013408, + "structural_overlay_rr": 2.937761, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.257629, + "primary_prob": 27.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.886443, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.747534, + "range_504_ratio": 2.111787, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.210278, + "hold30_r": -1.0 + }, + { + "symbol": "PEG", + "date": "2025-02-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.013889, + "strategy_rank": 74.894151, + "production_rank": 80.60073, + "structural_overlay_pass": false, + "structural_overlay_score": 76.570694, + "structural_overlay_rr": 1.656652, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.008256, + "primary_prob": 44.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 78.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.512383, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.572591, + "range_504_ratio": 1.772854, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.056794, + "hold30_r": -1.0 + }, + { + "symbol": "PGR", + "date": "2025-02-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.689815, + "strategy_rank": 68.433735, + "production_rank": 74.519095, + "structural_overlay_pass": false, + "structural_overlay_score": 70.79314, + "structural_overlay_rr": 1.573099, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.573099, + "primary_prob": 33.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.359648, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.887499, + "range_504_ratio": 2.429046, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.509835, + "hold30_r": 2.706988 + }, + { + "symbol": "PKG", + "date": "2025-02-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.268519, + "strategy_rank": 69.115645, + "production_rank": 75.166603, + "structural_overlay_pass": false, + "structural_overlay_score": 71.408272, + "structural_overlay_rr": 1.884702, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.67882, + "primary_prob": 46.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.01823, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.719077, + "range_504_ratio": 2.052537, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.073025, + "hold30_r": -1.013499 + }, + { + "symbol": "PODD", + "date": "2025-02-06", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.680556, + "strategy_rank": 81.517565, + "production_rank": 82.238562, + "structural_overlay_pass": false, + "structural_overlay_score": 78.126634, + "structural_overlay_rr": 1.538222, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.44026, + "primary_prob": 39.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 53, + "primary_distance_atr": 3.660389, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.981991, + "range_504_ratio": 2.669766, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.054228, + "hold30_r": -1.0 + }, + { + "symbol": "PPL", + "date": "2025-02-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.944444, + "strategy_rank": 58.606786, + "production_rank": 66.386005, + "structural_overlay_pass": false, + "structural_overlay_score": 63.066705, + "structural_overlay_rr": 1.115733, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.835859, + "primary_prob": 51.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.253789, + "raw_level_count": 26, + "gate_level_count": 26, + "range_504_log": 0.45939, + "range_504_ratio": 1.583108, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.755704, + "hold30_r": 0.763718 + }, + { + "symbol": "PWR", + "date": "2025-02-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.87037, + "strategy_rank": 84.306837, + "production_rank": 83.828015, + "structural_overlay_pass": false, + "structural_overlay_score": 79.636614, + "structural_overlay_rr": 1.562643, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.002374, + "primary_prob": 40.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.503561, + "raw_level_count": 120, + "gate_level_count": 120, + "range_504_log": 0.90963, + "range_504_ratio": 2.483405, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.031527, + "hold30_r": -1.0 + }, + { + "symbol": "PYPL", + "date": "2025-02-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.217593, + "strategy_rank": 82.300758, + "production_rank": 82.606369, + "structural_overlay_pass": false, + "structural_overlay_score": 78.476051, + "structural_overlay_rr": 2.260947, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.902669, + "primary_prob": 30.75, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 67, + "primary_distance_atr": 2.854003, + "raw_level_count": 110, + "gate_level_count": 110, + "range_504_log": 0.622661, + "range_504_ratio": 1.863881, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.035979, + "hold30_r": -1.0 + }, + { + "symbol": "RL", + "date": "2025-02-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.24537, + "strategy_rank": 84.952382, + "production_rank": 87.383378, + "structural_overlay_pass": false, + "structural_overlay_score": 83.014209, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.783947, + "primary_prob": 51.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.175921, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 1.03119, + "range_504_ratio": 2.804401, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.745059, + "hold30_r": -1.0 + }, + { + "symbol": "SATS", + "date": "2025-02-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.222222, + "strategy_rank": 97.398116, + "production_rank": 97.339485, + "structural_overlay_pass": false, + "structural_overlay_score": 92.472511, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.016746, + "primary_prob": 43.91, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.52512, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 1.149319, + "range_504_ratio": 3.156044, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.977711, + "hold30_r": -1.0 + }, + { + "symbol": "SO", + "date": "2025-02-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.597222, + "strategy_rank": 59.332588, + "production_rank": 66.754133, + "structural_overlay_pass": false, + "structural_overlay_score": 63.416426, + "structural_overlay_rr": 1.999453, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.8537, + "primary_prob": 31.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.780549, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.428057, + "range_504_ratio": 1.534273, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.783147, + "hold30_r": 2.345016 + }, + { + "symbol": "T", + "date": "2025-02-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.393519, + "strategy_rank": 71.71837, + "production_rank": 77.943419, + "structural_overlay_pass": false, + "structural_overlay_score": 74.046248, + "structural_overlay_rr": 0.743701, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.504797, + "primary_prob": 38.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.257196, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.620584, + "range_504_ratio": 1.860015, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.437289, + "hold30_r": 3.548009 + }, + { + "symbol": "TPL", + "date": "2025-02-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.611111, + "strategy_rank": 97.090062, + "production_rank": 97.597078, + "structural_overlay_pass": true, + "structural_overlay_score": 97.717224, + "structural_overlay_rr": 2.162299, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.917329, + "primary_prob": 49.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.375993, + "raw_level_count": 116, + "gate_level_count": 116, + "range_504_log": 1.433072, + "range_504_ratio": 4.191556, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.887615, + "hold30_r": -1.0 + }, + { + "symbol": "TPR", + "date": "2025-02-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.518519, + "strategy_rank": 91.968153, + "production_rank": 92.484942, + "structural_overlay_pass": false, + "structural_overlay_score": 87.860695, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.939909, + "primary_prob": 46.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.409864, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 1.218202, + "range_504_ratio": 3.381104, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.902475, + "hold30_r": -1.0 + }, + { + "symbol": "TRGP", + "date": "2025-02-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.916667, + "strategy_rank": 87.642013, + "production_rank": 91.066897, + "structural_overlay_pass": false, + "structural_overlay_score": 86.513552, + "structural_overlay_rr": 0.776699, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.695281, + "primary_prob": 44.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.042921, + "raw_level_count": 124, + "gate_level_count": 124, + "range_504_log": 1.214755, + "range_504_ratio": 3.369468, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.651161, + "hold30_r": -1.0 + }, + { + "symbol": "TSLA", + "date": "2025-02-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.990741, + "strategy_rank": 97.339885, + "production_rank": 97.223504, + "structural_overlay_pass": false, + "structural_overlay_score": 92.362329, + "structural_overlay_rr": 1.701548, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.899884, + "primary_prob": 40.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.349826, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 1.258369, + "range_504_ratio": 3.519677, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.024445, + "hold30_r": -1.0 + }, + { + "symbol": "TTD", + "date": "2025-02-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.75, + "strategy_rank": 90.780709, + "production_rank": 91.770473, + "structural_overlay_pass": false, + "structural_overlay_score": 87.181949, + "structural_overlay_rr": 1.932411, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.54004, + "primary_prob": 25.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.310059, + "raw_level_count": 108, + "gate_level_count": 108, + "range_504_log": 1.088, + "range_504_ratio": 2.968331, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.5011, + "hold30_r": -5.019062 + }, + { + "symbol": "UAL", + "date": "2025-02-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.37963, + "strategy_rank": 95.716952, + "production_rank": 96.604511, + "structural_overlay_pass": false, + "structural_overlay_score": 91.774286, + "structural_overlay_rr": 1.126237, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.774966, + "primary_prob": 52.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.162449, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 1.236686, + "range_504_ratio": 3.444181, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.035892, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2025-02-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.328704, + "strategy_rank": 95.545664, + "production_rank": 95.14001, + "structural_overlay_pass": false, + "structural_overlay_score": 90.38301, + "structural_overlay_rr": 0.776572, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.712722, + "primary_prob": 44.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.069083, + "raw_level_count": 157, + "gate_level_count": 157, + "range_504_log": 2.568099, + "range_504_ratio": 13.041004, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.018054, + "hold30_r": -1.0 + }, + { + "symbol": "VST", + "date": "2025-02-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.074074, + "strategy_rank": 99.040433, + "production_rank": 99.051647, + "structural_overlay_pass": false, + "structural_overlay_score": 94.099064, + "structural_overlay_rr": 1.602083, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.866825, + "primary_prob": 33.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.300238, + "raw_level_count": 129, + "gate_level_count": 129, + "range_504_log": 2.24446, + "range_504_ratio": 9.435316, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.018168, + "hold30_r": -1.0 + }, + { + "symbol": "VTR", + "date": "2025-02-06", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.324074, + "strategy_rank": 61.417163, + "production_rank": 67.719467, + "structural_overlay_pass": false, + "structural_overlay_score": 64.333494, + "structural_overlay_rr": 2.702604, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.336742, + "primary_prob": 40.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 3.505112, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.541768, + "range_504_ratio": 1.719044, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.270724, + "hold30_r": 3.446489 + }, + { + "symbol": "WMB", + "date": "2025-02-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.287037, + "strategy_rank": 79.522379, + "production_rank": 84.110598, + "structural_overlay_pass": false, + "structural_overlay_score": 79.905069, + "structural_overlay_rr": 1.690607, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.11563, + "primary_prob": 28.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.673446, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.793351, + "range_504_ratio": 2.210791, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.201914, + "hold30_r": -1.156305 + }, + { + "symbol": "ZBRA", + "date": "2025-02-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.162037, + "strategy_rank": 76.815848, + "production_rank": 81.264578, + "structural_overlay_pass": false, + "structural_overlay_score": 77.201349, + "structural_overlay_rr": 1.861415, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.894407, + "primary_prob": 30.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.84161, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 0.787637, + "range_504_ratio": 2.198196, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.051105, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2025-02-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.902098, + "strategy_rank": 98.148638, + "production_rank": 98.066458, + "structural_overlay_pass": false, + "structural_overlay_score": 93.163135, + "structural_overlay_rr": 1.498321, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.194519, + "primary_prob": 39.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.791778, + "raw_level_count": 118, + "gate_level_count": 118, + "range_504_log": 1.5987, + "range_504_ratio": 4.946599, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.024616, + "hold30_r": -1.0 + }, + { + "symbol": "HOOD", + "date": "2025-02-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.951049, + "strategy_rank": 98.500073, + "production_rank": 98.650398, + "structural_overlay_pass": false, + "structural_overlay_score": 93.717878, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.902777, + "primary_prob": 25.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.854166, + "raw_level_count": 135, + "gate_level_count": 135, + "range_504_log": 1.979649, + "range_504_ratio": 7.240202, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.874736, + "hold30_r": -1.0 + }, + { + "symbol": "AEP", + "date": "2025-02-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.566434, + "strategy_rank": 60.480262, + "production_rank": 68.175653, + "structural_overlay_pass": false, + "structural_overlay_score": 64.76687, + "structural_overlay_rr": 1.160837, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.337542, + "primary_prob": 47.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.006313, + "raw_level_count": 24, + "gate_level_count": 24, + "range_504_log": 0.416075, + "range_504_ratio": 1.515999, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.268985, + "hold30_r": 2.026373 + }, + { + "symbol": "AFL", + "date": "2025-02-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.731935, + "strategy_rank": 63.732308, + "production_rank": 70.732184, + "structural_overlay_pass": false, + "structural_overlay_score": 67.195574, + "structural_overlay_rr": 1.068252, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.126639, + "primary_prob": 45.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.689959, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.651598, + "range_504_ratio": 1.918605, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.053949, + "hold30_r": 1.997451 + }, + { + "symbol": "ANET", + "date": "2025-02-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.916084, + "strategy_rank": 86.687894, + "production_rank": 85.763958, + "structural_overlay_pass": false, + "structural_overlay_score": 81.47576, + "structural_overlay_rr": 0.672507, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.908896, + "primary_prob": 35.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.363343, + "raw_level_count": 138, + "gate_level_count": 138, + "range_504_log": 1.412808, + "range_504_ratio": 4.107472, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.027747, + "hold30_r": -1.0 + }, + { + "symbol": "APD", + "date": "2025-02-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.375291, + "strategy_rank": 75.134398, + "production_rank": 80.548029, + "structural_overlay_pass": false, + "structural_overlay_score": 76.520627, + "structural_overlay_rr": 1.401027, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.244529, + "primary_prob": 30.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.866794, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.474575, + "range_504_ratio": 1.607331, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.055674, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2025-02-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.88345, + "strategy_rank": 99.744401, + "production_rank": 99.790751, + "structural_overlay_pass": false, + "structural_overlay_score": 94.801213, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.92798, + "primary_prob": 46.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.391971, + "raw_level_count": 173, + "gate_level_count": 173, + "range_504_log": 3.80495, + "range_504_ratio": 44.923011, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.906408, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2025-02-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.09324, + "strategy_rank": 92.160396, + "production_rank": 91.471344, + "structural_overlay_pass": false, + "structural_overlay_score": 86.897777, + "structural_overlay_rr": 0.929506, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.727472, + "primary_prob": 55.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.091208, + "raw_level_count": 108, + "gate_level_count": 108, + "range_504_log": 1.482224, + "range_504_ratio": 4.402727, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.030768, + "hold30_r": -1.0 + }, + { + "symbol": "AXP", + "date": "2025-02-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.701632, + "strategy_rank": 70.276989, + "production_rank": 74.085203, + "structural_overlay_pass": false, + "structural_overlay_score": 70.380943, + "structural_overlay_rr": 1.526997, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.483263, + "primary_prob": 19.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.224894, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.839619, + "range_504_ratio": 2.315485, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.064516, + "hold30_r": -1.0 + }, + { + "symbol": "BKR", + "date": "2025-02-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.657343, + "strategy_rank": 84.593319, + "production_rank": 87.281327, + "structural_overlay_pass": false, + "structural_overlay_score": 82.91726, + "structural_overlay_rr": 1.626505, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.249005, + "primary_prob": 22.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.873508, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.637249, + "range_504_ratio": 1.891271, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.046193, + "hold30_r": -1.0 + }, + { + "symbol": "CCL", + "date": "2025-02-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.142191, + "strategy_rank": 89.37958, + "production_rank": 89.967117, + "structural_overlay_pass": false, + "structural_overlay_score": 85.468761, + "structural_overlay_rr": 0.670847, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.926733, + "primary_prob": 36.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.390099, + "raw_level_count": 106, + "gate_level_count": 106, + "range_504_log": 1.23294, + "range_504_ratio": 3.431302, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.037932, + "hold30_r": -1.0 + }, + { + "symbol": "CFG", + "date": "2025-02-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.498834, + "strategy_rank": 81.040135, + "production_rank": 82.193035, + "structural_overlay_pass": false, + "structural_overlay_score": 78.083383, + "structural_overlay_rr": 0.793068, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.915273, + "primary_prob": 29.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 93.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.872909, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.771465, + "range_504_ratio": 2.162934, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.05294, + "hold30_r": -1.0 + }, + { + "symbol": "CHRW", + "date": "2025-02-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.811189, + "strategy_rank": 72.991498, + "production_rank": 78.264728, + "structural_overlay_pass": false, + "structural_overlay_score": 74.351492, + "structural_overlay_rr": 1.992814, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.053442, + "primary_prob": 28.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 109, + "primary_distance_atr": 3.080163, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.568978, + "range_504_ratio": 1.766462, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.052494, + "hold30_r": 0.668024 + }, + { + "symbol": "CIEN", + "date": "2025-02-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.750583, + "strategy_rank": 86.463691, + "production_rank": 85.225988, + "structural_overlay_pass": false, + "structural_overlay_score": 80.964689, + "structural_overlay_rr": 0.974293, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.959163, + "primary_prob": 30.87, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.438744, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.932089, + "range_504_ratio": 2.53981, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.028694, + "hold30_r": -1.0 + }, + { + "symbol": "CMI", + "date": "2025-02-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.529138, + "strategy_rank": 73.172948, + "production_rank": 77.958345, + "structural_overlay_pass": false, + "structural_overlay_score": 74.060428, + "structural_overlay_rr": 1.581632, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.536159, + "primary_prob": 16.77, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.304239, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.646655, + "range_504_ratio": 1.909145, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.061069, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2025-02-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.822844, + "strategy_rank": 95.432371, + "production_rank": 94.895862, + "structural_overlay_pass": false, + "structural_overlay_score": 90.151069, + "structural_overlay_rr": 1.701146, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.701146, + "primary_prob": 31.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.551718, + "raw_level_count": 150, + "gate_level_count": 150, + "range_504_log": 2.019273, + "range_504_ratio": 7.532845, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.023241, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2025-02-13", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.184149, + "strategy_rank": 98.036793, + "production_rank": 98.419245, + "structural_overlay_pass": false, + "structural_overlay_score": 93.498283, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 2.034467, + "primary_prob": 36.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 21, + "primary_distance_atr": 3.051701, + "raw_level_count": 184, + "gate_level_count": 184, + "range_504_log": 3.746673, + "range_504_ratio": 42.379845, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.035496, + "hold30_r": -1.0 + }, + { + "symbol": "D", + "date": "2025-02-13", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.536131, + "strategy_rank": 63.718679, + "production_rank": 69.324496, + "structural_overlay_pass": false, + "structural_overlay_score": 65.858271, + "structural_overlay_rr": 1.802558, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.394779, + "primary_prob": 40.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 3.592168, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.458484, + "range_504_ratio": 1.581674, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.059337, + "hold30_r": -1.0 + }, + { + "symbol": "DAL", + "date": "2025-02-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.356643, + "strategy_rank": 89.085149, + "production_rank": 90.508981, + "structural_overlay_pass": false, + "structural_overlay_score": 85.983532, + "structural_overlay_rr": 1.684629, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.503148, + "primary_prob": 20.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.254722, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.827209, + "range_504_ratio": 2.286928, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.038324, + "hold30_r": -1.0 + }, + { + "symbol": "DASH", + "date": "2025-02-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.265734, + "strategy_rank": 72.94193, + "production_rank": 76.716532, + "structural_overlay_pass": false, + "structural_overlay_score": 72.880705, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.803017, + "primary_prob": 31.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.704526, + "raw_level_count": 143, + "gate_level_count": 143, + "range_504_log": 1.38629, + "range_504_ratio": 3.999981, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.052471, + "hold30_r": -1.0 + }, + { + "symbol": "DECK", + "date": "2025-02-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.468531, + "strategy_rank": 84.661383, + "production_rank": 83.597099, + "structural_overlay_pass": false, + "structural_overlay_score": 79.417244, + "structural_overlay_rr": 1.7318, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.833934, + "primary_prob": 39.68, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 25.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.250901, + "raw_level_count": 130, + "gate_level_count": 130, + "range_504_log": 1.222205, + "range_504_ratio": 3.394665, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.028664, + "hold30_r": -1.0 + }, + { + "symbol": "EBAY", + "date": "2025-02-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.890443, + "strategy_rank": 82.911941, + "production_rank": 86.238108, + "structural_overlay_pass": false, + "structural_overlay_score": 81.926203, + "structural_overlay_rr": 0.927024, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.948601, + "primary_prob": 45.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.922902, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.654474, + "range_504_ratio": 1.92413, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -2.095545, + "hold30_r": -2.038723 + }, + { + "symbol": "EME", + "date": "2025-02-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.736597, + "strategy_rank": 94.304945, + "production_rank": 95.115495, + "structural_overlay_pass": false, + "structural_overlay_score": 90.359721, + "structural_overlay_rr": 1.623713, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.533224, + "primary_prob": 24.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.299836, + "raw_level_count": 110, + "gate_level_count": 110, + "range_504_log": 1.332556, + "range_504_ratio": 3.790719, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.03272, + "hold30_r": -1.0 + }, + { + "symbol": "EXE", + "date": "2025-02-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.517483, + "strategy_rank": 72.17059, + "production_rank": 75.619554, + "structural_overlay_pass": false, + "structural_overlay_score": 71.838577, + "structural_overlay_rr": 1.313556, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.276302, + "primary_prob": 22.12, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.914453, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.459806, + "range_504_ratio": 1.583767, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.060383, + "hold30_r": -1.0 + }, + { + "symbol": "EXPE", + "date": "2025-02-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.30303, + "strategy_rank": 80.504465, + "production_rank": 80.43732, + "structural_overlay_pass": false, + "structural_overlay_score": 76.415454, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.06502, + "primary_prob": 42.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.59753, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.859584, + "range_504_ratio": 2.362179, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.038865, + "hold30_r": -1.0 + }, + { + "symbol": "FICO", + "date": "2025-02-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.111888, + "strategy_rank": 80.054192, + "production_rank": 82.740091, + "structural_overlay_pass": false, + "structural_overlay_score": 78.603086, + "structural_overlay_rr": 1.746196, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.885894, + "primary_prob": 41.46, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 43.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.32884, + "raw_level_count": 133, + "gate_level_count": 133, + "range_504_log": 1.307299, + "range_504_ratio": 3.696177, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.037499, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2025-02-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.055944, + "strategy_rank": 94.864683, + "production_rank": 94.595103, + "structural_overlay_pass": false, + "structural_overlay_score": 89.865348, + "structural_overlay_rr": 1.507076, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.906227, + "primary_prob": 40.58, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 42.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.359341, + "raw_level_count": 142, + "gate_level_count": 142, + "range_504_log": 1.547245, + "range_504_ratio": 4.698509, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.021747, + "hold30_r": -1.0 + }, + { + "symbol": "GLW", + "date": "2025-02-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.86014, + "strategy_rank": 79.120195, + "production_rank": 82.700177, + "structural_overlay_pass": false, + "structural_overlay_score": 78.565168, + "structural_overlay_rr": 1.027962, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.06459, + "primary_prob": 29.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.596885, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.784093, + "range_504_ratio": 2.19042, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.046441, + "hold30_r": -1.0 + }, + { + "symbol": "GRMN", + "date": "2025-02-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.687646, + "strategy_rank": 92.631004, + "production_rank": 93.649885, + "structural_overlay_pass": false, + "structural_overlay_score": 88.96739, + "structural_overlay_rr": 1.389742, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.396938, + "primary_prob": 27.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.095406, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 0.873688, + "range_504_ratio": 2.395731, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.338303, + "hold30_r": 0.478322 + }, + { + "symbol": "GS", + "date": "2025-02-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.100233, + "strategy_rank": 77.694525, + "production_rank": 79.496428, + "structural_overlay_pass": false, + "structural_overlay_score": 75.521606, + "structural_overlay_rr": 0.781356, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.781356, + "primary_prob": 51.83, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.172035, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.830426, + "range_504_ratio": 2.294295, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.713386, + "hold30_r": -1.0 + }, + { + "symbol": "HPE", + "date": "2025-02-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.885781, + "strategy_rank": 82.965754, + "production_rank": 82.27243, + "structural_overlay_pass": false, + "structural_overlay_score": 78.158808, + "structural_overlay_rr": 1.590824, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.735962, + "primary_prob": 45.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.103943, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.591077, + "range_504_ratio": 1.805932, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.040679, + "hold30_r": -1.0 + }, + { + "symbol": "IP", + "date": "2025-02-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.289044, + "strategy_rank": 85.039454, + "production_rank": 88.122651, + "structural_overlay_pass": false, + "structural_overlay_score": 83.716518, + "structural_overlay_rr": 2.070447, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.83019, + "primary_prob": 31.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.745285, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.732858, + "range_504_ratio": 2.081021, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.048069, + "hold30_r": -1.0 + }, + { + "symbol": "IRM", + "date": "2025-02-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.074592, + "strategy_rank": 86.934813, + "production_rank": 88.648073, + "structural_overlay_pass": false, + "structural_overlay_score": 84.215669, + "structural_overlay_rr": 2.05464, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.568811, + "primary_prob": 23.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 3.853216, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 0.978784, + "range_504_ratio": 2.661218, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.033795, + "hold30_r": -1.0 + }, + { + "symbol": "ISRG", + "date": "2025-02-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.333333, + "strategy_rank": 73.089714, + "production_rank": 76.504254, + "structural_overlay_pass": false, + "structural_overlay_score": 72.679041, + "structural_overlay_rr": 1.216724, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.677914, + "primary_prob": 41.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.016871, + "raw_level_count": 93, + "gate_level_count": 93, + "range_504_log": 1.017646, + "range_504_ratio": 2.766674, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.619437, + "hold30_r": -1.0 + }, + { + "symbol": "KMI", + "date": "2025-02-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.153846, + "strategy_rank": 81.368017, + "production_rank": 86.296627, + "structural_overlay_pass": false, + "structural_overlay_score": 81.981795, + "structural_overlay_rr": 1.654544, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.019202, + "primary_prob": 47.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 96.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.528803, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.683662, + "range_504_ratio": 1.98112, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.972197, + "hold30_r": 1.601628 + }, + { + "symbol": "LDOS", + "date": "2025-02-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.363636, + "strategy_rank": 84.085636, + "production_rank": 84.844969, + "structural_overlay_pass": false, + "structural_overlay_score": 80.602721, + "structural_overlay_rr": 2.545442, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.907954, + "primary_prob": 30.68, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.861931, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.974377, + "range_504_ratio": 2.649516, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.033573, + "hold30_r": 0.438132 + }, + { + "symbol": "LITE", + "date": "2025-02-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.596737, + "strategy_rank": 89.92166, + "production_rank": 88.813352, + "structural_overlay_pass": false, + "structural_overlay_score": 84.372685, + "structural_overlay_rr": 1.644786, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.001534, + "primary_prob": 29.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 3.002301, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 1.079093, + "range_504_ratio": 2.942008, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.019649, + "hold30_r": -1.0 + }, + { + "symbol": "MCK", + "date": "2025-02-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.06993, + "strategy_rank": 74.668441, + "production_rank": 76.468937, + "structural_overlay_pass": false, + "structural_overlay_score": 72.64549, + "structural_overlay_rr": 0.974236, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.202704, + "primary_prob": 28.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.804055, + "raw_level_count": 100, + "gate_level_count": 100, + "range_504_log": 0.653188, + "range_504_ratio": 1.921658, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.144218, + "hold30_r": 3.183594 + }, + { + "symbol": "MMM", + "date": "2025-02-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.675991, + "strategy_rank": 70.085722, + "production_rank": 76.949145, + "structural_overlay_pass": false, + "structural_overlay_score": 73.101688, + "structural_overlay_rr": 0.802954, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.189471, + "primary_prob": 59.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.784206, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.596723, + "range_504_ratio": 1.816158, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.071081, + "hold30_r": -1.0 + }, + { + "symbol": "MO", + "date": "2025-02-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.130536, + "strategy_rank": 64.293695, + "production_rank": 71.572642, + "structural_overlay_pass": false, + "structural_overlay_score": 67.99401, + "structural_overlay_rr": 1.902687, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.142644, + "primary_prob": 60.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.713966, + "raw_level_count": 24, + "gate_level_count": 24, + "range_504_log": 0.395819, + "range_504_ratio": 1.485601, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.06987, + "hold30_r": 3.074104 + }, + { + "symbol": "MSI", + "date": "2025-02-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.62704, + "strategy_rank": 64.409461, + "production_rank": 72.815321, + "structural_overlay_pass": false, + "structural_overlay_score": 69.174555, + "structural_overlay_rr": 1.607359, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.317869, + "primary_prob": 32.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.976804, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.685536, + "range_504_ratio": 1.984835, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.077245, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2025-02-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.65035, + "strategy_rank": 99.650836, + "production_rank": 99.650674, + "structural_overlay_pass": false, + "structural_overlay_score": 94.66814, + "structural_overlay_rr": 1.735686, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.828555, + "primary_prob": 41.07, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 31.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.242832, + "raw_level_count": 177, + "gate_level_count": 177, + "range_504_log": 3.361658, + "range_504_ratio": 28.836962, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.01865, + "hold30_r": -1.0 + }, + { + "symbol": "NCLH", + "date": "2025-02-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.44289, + "strategy_rank": 90.108167, + "production_rank": 90.219742, + "structural_overlay_pass": false, + "structural_overlay_score": 85.708755, + "structural_overlay_rr": 1.678535, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.227962, + "primary_prob": 36.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 66.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.841943, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 0.879917, + "range_504_ratio": 2.4107, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.036125, + "hold30_r": -1.0 + }, + { + "symbol": "NRG", + "date": "2025-02-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.202797, + "strategy_rank": 94.979313, + "production_rank": 95.720474, + "structural_overlay_pass": false, + "structural_overlay_score": 90.934451, + "structural_overlay_rr": 1.545467, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.185219, + "primary_prob": 39.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.777829, + "raw_level_count": 97, + "gate_level_count": 97, + "range_504_log": 1.338735, + "range_504_ratio": 3.814215, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.035971, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2025-02-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.909091, + "strategy_rank": 91.896224, + "production_rank": 91.56718, + "structural_overlay_pass": false, + "structural_overlay_score": 86.988821, + "structural_overlay_rr": 1.503002, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.695595, + "primary_prob": 66.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.043393, + "raw_level_count": 175, + "gate_level_count": 175, + "range_504_log": 2.261345, + "range_504_ratio": 9.595984, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.667121, + "hold30_r": -1.0 + }, + { + "symbol": "OKE", + "date": "2025-02-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.424242, + "strategy_rank": 78.896506, + "production_rank": 83.405751, + "structural_overlay_pass": false, + "structural_overlay_score": 79.235464, + "structural_overlay_rr": 2.182763, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.847756, + "primary_prob": 38.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.271634, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.747534, + "range_504_ratio": 2.111787, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.049434, + "hold30_r": -1.0 + }, + { + "symbol": "PEG", + "date": "2025-02-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.724942, + "strategy_rank": 74.195858, + "production_rank": 80.038886, + "structural_overlay_pass": false, + "structural_overlay_score": 76.036942, + "structural_overlay_rr": 1.841917, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.128366, + "primary_prob": 41.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 78.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.692548, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.572591, + "range_504_ratio": 1.772854, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.062473, + "hold30_r": -1.0 + }, + { + "symbol": "PGR", + "date": "2025-02-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.829837, + "strategy_rank": 68.576709, + "production_rank": 74.661085, + "structural_overlay_pass": false, + "structural_overlay_score": 70.928031, + "structural_overlay_rr": 1.03826, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.070449, + "primary_prob": 42.56, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.605674, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.887499, + "range_504_ratio": 2.429046, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.004349, + "hold30_r": 2.109377 + }, + { + "symbol": "PKG", + "date": "2025-02-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.762238, + "strategy_rank": 69.507812, + "production_rank": 75.592621, + "structural_overlay_pass": false, + "structural_overlay_score": 71.81299, + "structural_overlay_rr": 1.915692, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.692774, + "primary_prob": 46.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.039162, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.719077, + "range_504_ratio": 2.052537, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.058642, + "hold30_r": -1.0 + }, + { + "symbol": "PODD", + "date": "2025-02-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.296037, + "strategy_rank": 80.561982, + "production_rank": 82.806667, + "structural_overlay_pass": false, + "structural_overlay_score": 78.666334, + "structural_overlay_rr": 2.241215, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.926605, + "primary_prob": 45.43, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 76, + "primary_distance_atr": 2.889907, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.981991, + "range_504_ratio": 2.669766, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.057823, + "hold30_r": -1.0 + }, + { + "symbol": "PWR", + "date": "2025-02-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.934732, + "strategy_rank": 83.456401, + "production_rank": 82.949178, + "structural_overlay_pass": false, + "structural_overlay_score": 78.801719, + "structural_overlay_rr": 1.574441, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.167493, + "primary_prob": 44.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.75124, + "raw_level_count": 120, + "gate_level_count": 120, + "range_504_log": 0.90963, + "range_504_ratio": 2.483405, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.031684, + "hold30_r": -1.0 + }, + { + "symbol": "PYPL", + "date": "2025-02-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.547786, + "strategy_rank": 84.071385, + "production_rank": 84.563518, + "structural_overlay_pass": false, + "structural_overlay_score": 80.335343, + "structural_overlay_rr": 2.137528, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.922699, + "primary_prob": 30.48, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 57, + "primary_distance_atr": 2.884049, + "raw_level_count": 110, + "gate_level_count": 110, + "range_504_log": 0.622661, + "range_504_ratio": 1.863881, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.040112, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2025-02-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.386946, + "strategy_rank": 91.415178, + "production_rank": 93.072434, + "structural_overlay_pass": false, + "structural_overlay_score": 88.418812, + "structural_overlay_rr": 0.990424, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.91584, + "primary_prob": 48.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.37376, + "raw_level_count": 142, + "gate_level_count": 142, + "range_504_log": 1.540517, + "range_504_ratio": 4.667004, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.043948, + "hold30_r": -1.0 + }, + { + "symbol": "RTX", + "date": "2025-02-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.897436, + "strategy_rank": 63.782497, + "production_rank": 71.154144, + "structural_overlay_pass": false, + "structural_overlay_score": 67.596436, + "structural_overlay_rr": 0.871945, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.790347, + "primary_prob": 12.56, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.685521, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.658418, + "range_504_ratio": 1.931734, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.068376, + "hold30_r": -1.0 + }, + { + "symbol": "SATS", + "date": "2025-02-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.552448, + "strategy_rank": 97.103419, + "production_rank": 97.253095, + "structural_overlay_pass": false, + "structural_overlay_score": 92.39044, + "structural_overlay_rr": 0.695277, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.000928, + "primary_prob": 45.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.501391, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 1.149319, + "range_504_ratio": 3.156044, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.959603, + "hold30_r": -1.0 + }, + { + "symbol": "SYF", + "date": "2025-02-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.589744, + "strategy_rank": 91.406092, + "production_rank": 92.133976, + "structural_overlay_pass": false, + "structural_overlay_score": 87.527277, + "structural_overlay_rr": 1.729815, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.560614, + "primary_prob": 25.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.340921, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.981158, + "range_504_ratio": 2.667544, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.044201, + "hold30_r": -1.0 + }, + { + "symbol": "T", + "date": "2025-02-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.393939, + "strategy_rank": 70.441187, + "production_rank": 76.758771, + "structural_overlay_pass": false, + "structural_overlay_score": 72.920832, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.969804, + "primary_prob": 47.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.454706, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.650361, + "range_504_ratio": 1.916232, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.894482, + "hold30_r": -1.0 + }, + { + "symbol": "TPL", + "date": "2025-02-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.717949, + "strategy_rank": 96.909989, + "production_rank": 97.512642, + "structural_overlay_pass": false, + "structural_overlay_score": 92.63701, + "structural_overlay_rr": 1.02857, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.696237, + "primary_prob": 44.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.044355, + "raw_level_count": 117, + "gate_level_count": 117, + "range_504_log": 1.433072, + "range_504_ratio": 4.191556, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.66212, + "hold30_r": -1.0 + }, + { + "symbol": "TRGP", + "date": "2025-02-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.135198, + "strategy_rank": 88.07979, + "production_rank": 91.431592, + "structural_overlay_pass": false, + "structural_overlay_score": 86.860013, + "structural_overlay_rr": 1.61196, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.070342, + "primary_prob": 27.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.605514, + "raw_level_count": 125, + "gate_level_count": 125, + "range_504_log": 1.214755, + "range_504_ratio": 3.369468, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.045595, + "hold30_r": -1.0 + }, + { + "symbol": "TSLA", + "date": "2025-02-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.969697, + "strategy_rank": 97.321943, + "production_rank": 97.204528, + "structural_overlay_pass": false, + "structural_overlay_score": 92.344301, + "structural_overlay_rr": 1.582978, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.515006, + "primary_prob": 25.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.272509, + "raw_level_count": 101, + "gate_level_count": 101, + "range_504_log": 1.258369, + "range_504_ratio": 3.519677, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.023477, + "hold30_r": -1.0 + }, + { + "symbol": "TT", + "date": "2025-02-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.235431, + "strategy_rank": 68.175707, + "production_rank": 72.528948, + "structural_overlay_pass": false, + "structural_overlay_score": 68.902501, + "structural_overlay_rr": 2.454707, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.546012, + "primary_prob": 28.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 63.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.319018, + "raw_level_count": 97, + "gate_level_count": 97, + "range_504_log": 0.957162, + "range_504_ratio": 2.604295, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.053005, + "hold30_r": -1.0 + }, + { + "symbol": "TTD", + "date": "2025-02-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.044289, + "strategy_rank": 91.078102, + "production_rank": 90.400164, + "structural_overlay_pass": false, + "structural_overlay_score": 85.880156, + "structural_overlay_rr": 1.989218, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.626025, + "primary_prob": 34.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.439037, + "raw_level_count": 108, + "gate_level_count": 108, + "range_504_log": 1.088, + "range_504_ratio": 2.968331, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.01603, + "hold30_r": -1.0 + }, + { + "symbol": "UAL", + "date": "2025-02-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.484848, + "strategy_rank": 95.598327, + "production_rank": 96.560501, + "structural_overlay_pass": false, + "structural_overlay_score": 91.732476, + "structural_overlay_rr": 0.719264, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.36075, + "primary_prob": 24.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.041125, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 1.236686, + "range_504_ratio": 3.444181, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.031558, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2025-02-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.920746, + "strategy_rank": 96.657283, + "production_rank": 96.411771, + "structural_overlay_pass": false, + "structural_overlay_score": 91.591182, + "structural_overlay_rr": 1.605134, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.740136, + "primary_prob": 46.04, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 39.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.110205, + "raw_level_count": 158, + "gate_level_count": 158, + "range_504_log": 2.568099, + "range_504_ratio": 13.041004, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.017227, + "hold30_r": -1.0 + }, + { + "symbol": "VST", + "date": "2025-02-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.417249, + "strategy_rank": 99.27885, + "production_rank": 99.324983, + "structural_overlay_pass": false, + "structural_overlay_score": 94.358734, + "structural_overlay_rr": 2.044539, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.22231, + "primary_prob": 23.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.833465, + "raw_level_count": 129, + "gate_level_count": 129, + "range_504_log": 2.24446, + "range_504_ratio": 9.435316, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.019812, + "hold30_r": -1.0 + }, + { + "symbol": "VTR", + "date": "2025-02-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.284382, + "strategy_rank": 67.065425, + "production_rank": 72.138411, + "structural_overlay_pass": false, + "structural_overlay_score": 68.53149, + "structural_overlay_rr": 1.209157, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.843693, + "primary_prob": 49.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.265539, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.541768, + "range_504_ratio": 1.719044, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.784874, + "hold30_r": 1.729955 + }, + { + "symbol": "WAB", + "date": "2025-02-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.965035, + "strategy_rank": 69.846754, + "production_rank": 74.886181, + "structural_overlay_pass": false, + "structural_overlay_score": 71.141872, + "structural_overlay_rr": 1.668759, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.364061, + "primary_prob": 25.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.046092, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 0.830697, + "range_504_ratio": 2.294918, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.048513, + "hold30_r": -1.0 + }, + { + "symbol": "WMB", + "date": "2025-02-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.221445, + "strategy_rank": 81.480998, + "production_rank": 86.061147, + "structural_overlay_pass": false, + "structural_overlay_score": 81.75809, + "structural_overlay_rr": 1.005265, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.107291, + "primary_prob": 27.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.660937, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.793351, + "range_504_ratio": 2.210791, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.04276, + "hold30_r": -1.0 + }, + { + "symbol": "WSM", + "date": "2025-02-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.871795, + "strategy_rank": 94.878934, + "production_rank": 94.876554, + "structural_overlay_pass": false, + "structural_overlay_score": 90.132727, + "structural_overlay_rr": 1.635354, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.737438, + "primary_prob": 39.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.106157, + "raw_level_count": 112, + "gate_level_count": 112, + "range_504_log": 1.391307, + "range_504_ratio": 4.020102, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.685056, + "hold30_r": -1.0 + }, + { + "symbol": "ZBRA", + "date": "2025-02-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.461538, + "strategy_rank": 78.593611, + "production_rank": 81.88292, + "structural_overlay_pass": false, + "structural_overlay_score": 77.788774, + "structural_overlay_rr": 1.563078, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.831877, + "primary_prob": 21.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 4.247815, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 0.787637, + "range_504_ratio": 2.198196, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.036873, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2025-02-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.340708, + "strategy_rank": 98.474257, + "production_rank": 98.429741, + "structural_overlay_pass": false, + "structural_overlay_score": 93.508254, + "structural_overlay_rr": 1.775276, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.806483, + "primary_prob": 36.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.209725, + "raw_level_count": 119, + "gate_level_count": 119, + "range_504_log": 1.5987, + "range_504_ratio": 4.946599, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.025801, + "hold30_r": -1.0 + }, + { + "symbol": "HOOD", + "date": "2025-02-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.783186, + "strategy_rank": 98.585316, + "production_rank": 98.651273, + "structural_overlay_pass": true, + "structural_overlay_score": 98.718709, + "structural_overlay_rr": 2.013846, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.380515, + "primary_prob": 35.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.070772, + "raw_level_count": 137, + "gate_level_count": 137, + "range_504_log": 2.135221, + "range_504_ratio": 8.458913, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.02081, + "hold30_r": -1.0 + }, + { + "symbol": "AEE", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.716814, + "strategy_rank": 63.757399, + "production_rank": 72.077204, + "structural_overlay_pass": false, + "structural_overlay_score": 68.473344, + "structural_overlay_rr": 0.743002, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.798369, + "primary_prob": 51.18, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.197553, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.406161, + "range_504_ratio": 1.501044, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.722541, + "hold30_r": -1.0 + }, + { + "symbol": "AFL", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.747788, + "strategy_rank": 60.998286, + "production_rank": 67.914786, + "structural_overlay_pass": false, + "structural_overlay_score": 64.519047, + "structural_overlay_rr": 1.838259, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.888308, + "primary_prob": 30.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.832462, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.651598, + "range_504_ratio": 1.918605, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.813338, + "hold30_r": -0.066047 + }, + { + "symbol": "ANET", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.261062, + "strategy_rank": 91.995326, + "production_rank": 91.750571, + "structural_overlay_pass": false, + "structural_overlay_score": 87.163043, + "structural_overlay_rr": 0.807198, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.894302, + "primary_prob": 42.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.341452, + "raw_level_count": 139, + "gate_level_count": 139, + "range_504_log": 1.400583, + "range_504_ratio": 4.057564, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.023824, + "hold30_r": -1.0 + }, + { + "symbol": "APD", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.159292, + "strategy_rank": 73.040643, + "production_rank": 78.413526, + "structural_overlay_pass": false, + "structural_overlay_score": 74.49285, + "structural_overlay_rr": 1.536795, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.072202, + "primary_prob": 39.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 64.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.608303, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.474575, + "range_504_ratio": 1.607331, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.011611, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.889381, + "strategy_rank": 99.757003, + "production_rank": 99.801129, + "structural_overlay_pass": false, + "structural_overlay_score": 94.811073, + "structural_overlay_rr": 2.149225, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.887136, + "primary_prob": 33.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.330705, + "raw_level_count": 174, + "gate_level_count": 174, + "range_504_log": 3.80495, + "range_504_ratio": 44.923011, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.715439, + "hold30_r": -1.699187 + }, + { + "symbol": "AVGO", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.615044, + "strategy_rank": 89.769604, + "production_rank": 88.718084, + "structural_overlay_pass": false, + "structural_overlay_score": 84.28218, + "structural_overlay_rr": 1.509113, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.225704, + "primary_prob": 29.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.838556, + "raw_level_count": 108, + "gate_level_count": 108, + "range_504_log": 1.482224, + "range_504_ratio": 4.402727, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.030731, + "hold30_r": -1.0 + }, + { + "symbol": "AXON", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.89823, + "strategy_rank": 97.171145, + "production_rank": 97.413507, + "structural_overlay_pass": false, + "structural_overlay_score": 92.542831, + "structural_overlay_rr": 1.589429, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.922523, + "primary_prob": 21.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.883785, + "raw_level_count": 128, + "gate_level_count": 128, + "range_504_log": 1.406797, + "range_504_ratio": 4.082856, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.021335, + "hold30_r": -0.334433 + }, + { + "symbol": "AXP", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.084071, + "strategy_rank": 69.275406, + "production_rank": 73.211627, + "structural_overlay_pass": false, + "structural_overlay_score": 69.551046, + "structural_overlay_rr": 2.61618, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.79357, + "primary_prob": 13.71, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 7.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.690355, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.839619, + "range_504_ratio": 2.315485, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.057951, + "hold30_r": -1.0 + }, + { + "symbol": "BK", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.938053, + "strategy_rank": 67.389087, + "production_rank": 74.572076, + "structural_overlay_pass": false, + "structural_overlay_score": 70.843472, + "structural_overlay_rr": 0.957817, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.957817, + "primary_prob": 30.71, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.436725, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.813477, + "range_504_ratio": 2.255738, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.881498, + "hold30_r": -1.0 + }, + { + "symbol": "BKR", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.70354, + "strategy_rank": 83.530226, + "production_rank": 86.254664, + "structural_overlay_pass": false, + "structural_overlay_score": 81.941931, + "structural_overlay_rr": 0.92596, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.847807, + "primary_prob": 38.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.271711, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.637249, + "range_504_ratio": 1.891271, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.050357, + "hold30_r": -1.0 + }, + { + "symbol": "BSX", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.380531, + "strategy_rank": 62.897498, + "production_rank": 71.725175, + "structural_overlay_pass": false, + "structural_overlay_score": 68.138917, + "structural_overlay_rr": 0.804288, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.815633, + "primary_prob": 36.94, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 8.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.223449, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 0.847407, + "range_504_ratio": 2.333587, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.08407, + "hold30_r": -1.0 + }, + { + "symbol": "CBRE", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.5, + "strategy_rank": 77.839404, + "production_rank": 81.059603, + "structural_overlay_pass": false, + "structural_overlay_score": 77.006623, + "structural_overlay_rr": 1.113251, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.642696, + "primary_prob": 17.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.464044, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.826843, + "range_504_ratio": 2.28609, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.045284, + "hold30_r": -1.0 + }, + { + "symbol": "CCL", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.818584, + "strategy_rank": 88.97036, + "production_rank": 89.586435, + "structural_overlay_pass": false, + "structural_overlay_score": 85.107113, + "structural_overlay_rr": 1.897441, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.897441, + "primary_prob": 25.62, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 74.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.846161, + "raw_level_count": 106, + "gate_level_count": 106, + "range_504_log": 1.23294, + "range_504_ratio": 3.431302, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.028333, + "hold30_r": -1.0 + }, + { + "symbol": "CFG", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.075221, + "strategy_rank": 80.106297, + "production_rank": 81.095939, + "structural_overlay_pass": false, + "structural_overlay_score": 77.041142, + "structural_overlay_rr": 1.996119, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.393217, + "primary_prob": 23.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 92.0, + "primary_rejection_count": 31, + "primary_distance_atr": 3.589825, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.771465, + "range_504_ratio": 2.162934, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.047715, + "hold30_r": -1.0 + }, + { + "symbol": "CHRW", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.367257, + "strategy_rank": 74.292841, + "production_rank": 80.317646, + "structural_overlay_pass": false, + "structural_overlay_score": 76.301764, + "structural_overlay_rr": 2.181323, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.554872, + "primary_prob": 36.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 109, + "primary_distance_atr": 2.332307, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.568978, + "range_504_ratio": 1.766462, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.057504, + "hold30_r": -1.0 + }, + { + "symbol": "CIEN", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.265487, + "strategy_rank": 91.629549, + "production_rank": 91.174862, + "structural_overlay_pass": false, + "structural_overlay_score": 86.616119, + "structural_overlay_rr": 0.915665, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.816739, + "primary_prob": 38.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.225109, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.932089, + "range_504_ratio": 2.53981, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.029037, + "hold30_r": -1.0 + }, + { + "symbol": "CMI", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.530973, + "strategy_rank": 68.590224, + "production_rank": 72.570474, + "structural_overlay_pass": false, + "structural_overlay_score": 68.94195, + "structural_overlay_rr": 1.661576, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.62508, + "primary_prob": 15.8, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.43762, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.646655, + "range_504_ratio": 1.909145, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.375549, + "hold30_r": -1.318077 + }, + { + "symbol": "COHR", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.287611, + "strategy_rank": 88.774175, + "production_rank": 87.611987, + "structural_overlay_pass": false, + "structural_overlay_score": 83.231388, + "structural_overlay_rr": 1.908612, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.793109, + "primary_prob": 32.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.689664, + "raw_level_count": 110, + "gate_level_count": 110, + "range_504_log": 1.463491, + "range_504_ratio": 4.321018, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.019052, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.446903, + "strategy_rank": 98.487004, + "production_rank": 98.80697, + "structural_overlay_pass": false, + "structural_overlay_score": 93.866622, + "structural_overlay_rr": 1.650859, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.062943, + "primary_prob": 42.17, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 74.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.594415, + "raw_level_count": 184, + "gate_level_count": 184, + "range_504_log": 3.81558, + "range_504_ratio": 45.403101, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.021264, + "hold30_r": -1.0 + }, + { + "symbol": "DAL", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.146018, + "strategy_rank": 88.70751, + "production_rank": 89.85368, + "structural_overlay_pass": false, + "structural_overlay_score": 85.360996, + "structural_overlay_rr": 1.981825, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.344859, + "primary_prob": 37.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 84.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.017288, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.827209, + "range_504_ratio": 2.286928, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.033246, + "hold30_r": -1.0 + }, + { + "symbol": "DASH", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.734513, + "strategy_rank": 74.347272, + "production_rank": 77.809686, + "structural_overlay_pass": false, + "structural_overlay_score": 73.919201, + "structural_overlay_rr": 1.616908, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.564233, + "primary_prob": 35.07, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 20.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.346349, + "raw_level_count": 143, + "gate_level_count": 143, + "range_504_log": 1.430195, + "range_504_ratio": 4.179515, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.042246, + "hold30_r": -1.0 + }, + { + "symbol": "DVA", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.951327, + "strategy_rank": 82.881161, + "production_rank": 83.90455, + "structural_overlay_pass": false, + "structural_overlay_score": 79.709322, + "structural_overlay_rr": 1.981752, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.339658, + "primary_prob": 40.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 98.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.009487, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 0.920895, + "range_504_ratio": 2.511537, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.306787, + "hold30_r": 0.818315 + }, + { + "symbol": "EBAY", + "date": "2025-02-21", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.60177, + "strategy_rank": 79.972895, + "production_rank": 83.18252, + "structural_overlay_pass": false, + "structural_overlay_score": 79.023394, + "structural_overlay_rr": 0.931531, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.020731, + "primary_prob": 44.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 3.031096, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.654474, + "range_504_ratio": 1.92413, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -2.291229, + "hold30_r": -2.230532 + }, + { + "symbol": "EME", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.681416, + "strategy_rank": 94.531296, + "production_rank": 95.248003, + "structural_overlay_pass": false, + "structural_overlay_score": 90.485602, + "structural_overlay_rr": 1.548082, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.835512, + "primary_prob": 27.9, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 81.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.753267, + "raw_level_count": 110, + "gate_level_count": 110, + "range_504_log": 1.319297, + "range_504_ratio": 3.74079, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.032517, + "hold30_r": -1.0 + }, + { + "symbol": "EQT", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.699115, + "strategy_rank": 89.227129, + "production_rank": 90.384458, + "structural_overlay_pass": false, + "structural_overlay_score": 85.865235, + "structural_overlay_rr": 1.549659, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.201543, + "primary_prob": 26.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.802314, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 0.701121, + "range_504_ratio": 2.016011, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.036053, + "hold30_r": -1.0 + }, + { + "symbol": "ETR", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.902655, + "strategy_rank": 87.401395, + "production_rank": 90.568482, + "structural_overlay_pass": false, + "structural_overlay_score": 86.040057, + "structural_overlay_rr": 1.046553, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.690491, + "primary_prob": 55.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.035736, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.707788, + "range_504_ratio": 2.029497, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.636432, + "hold30_r": -1.0 + }, + { + "symbol": "EVRG", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.420354, + "strategy_rank": 56.294248, + "production_rank": 64.336283, + "structural_overlay_pass": false, + "structural_overlay_score": 61.119469, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.929131, + "primary_prob": 66.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 66, + "primary_distance_atr": 1.393697, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.37669, + "range_504_ratio": 1.457452, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.838339, + "hold30_r": -1.0 + }, + { + "symbol": "EXE", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.199115, + "strategy_rank": 70.278453, + "production_rank": 73.585341, + "structural_overlay_pass": false, + "structural_overlay_score": 69.906074, + "structural_overlay_rr": 1.433389, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.394956, + "primary_prob": 19.93, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.092435, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.459806, + "range_504_ratio": 1.583767, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.056691, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.575221, + "strategy_rank": 95.843052, + "production_rank": 95.753775, + "structural_overlay_pass": false, + "structural_overlay_score": 90.966086, + "structural_overlay_rr": 1.728885, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.764957, + "primary_prob": 21.14, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 42.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.647435, + "raw_level_count": 142, + "gate_level_count": 142, + "range_504_log": 1.504873, + "range_504_ratio": 4.503583, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.020084, + "hold30_r": -1.0 + }, + { + "symbol": "GDDY", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.358407, + "strategy_rank": 87.540951, + "production_rank": 89.813436, + "structural_overlay_pass": false, + "structural_overlay_score": 85.322765, + "structural_overlay_rr": 1.741919, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.870599, + "primary_prob": 34.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.305898, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 1.164114, + "range_504_ratio": 3.203084, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.833178, + "hold30_r": -1.0 + }, + { + "symbol": "GLW", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.141593, + "strategy_rank": 81.15938, + "production_rank": 85.153451, + "structural_overlay_pass": false, + "structural_overlay_score": 80.895778, + "structural_overlay_rr": 0.82837, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.802539, + "primary_prob": 37.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.203809, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.784093, + "range_504_ratio": 2.19042, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.050477, + "hold30_r": -1.0 + }, + { + "symbol": "GRMN", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.017699, + "strategy_rank": 94.199144, + "production_rank": 94.805329, + "structural_overlay_pass": false, + "structural_overlay_score": 90.065063, + "structural_overlay_rr": 1.96785, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.583735, + "primary_prob": 31.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.375603, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 0.9724, + "range_504_ratio": 2.644282, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.040587, + "hold30_r": -1.0 + }, + { + "symbol": "GS", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.836283, + "strategy_rank": 81.215862, + "production_rank": 83.089336, + "structural_overlay_pass": false, + "structural_overlay_score": 78.934869, + "structural_overlay_rr": 1.695982, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.661889, + "primary_prob": 15.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.492834, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.842881, + "range_504_ratio": 2.323049, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.055448, + "hold30_r": -1.0 + }, + { + "symbol": "HPE", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.070796, + "strategy_rank": 84.975385, + "production_rank": 84.673856, + "structural_overlay_pass": false, + "structural_overlay_score": 80.440163, + "structural_overlay_rr": 1.828091, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.921846, + "primary_prob": 39.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.382769, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.591077, + "range_504_ratio": 1.805932, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.04283, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.132743, + "strategy_rank": 87.61941, + "production_rank": 90.123855, + "structural_overlay_pass": false, + "structural_overlay_score": 85.617662, + "structural_overlay_rr": 1.785951, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.345524, + "primary_prob": 20.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.018286, + "raw_level_count": 112, + "gate_level_count": 112, + "range_504_log": 1.303513, + "range_504_ratio": 3.682211, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.301251, + "hold30_r": -1.0 + }, + { + "symbol": "IBKR", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.123894, + "strategy_rank": 91.860898, + "production_rank": 93.61523, + "structural_overlay_pass": false, + "structural_overlay_score": 88.934468, + "structural_overlay_rr": 1.443006, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.107473, + "primary_prob": 28.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.66121, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 1.205609, + "range_504_ratio": 3.338792, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.036723, + "hold30_r": -1.0 + }, + { + "symbol": "IP", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.800885, + "strategy_rank": 85.102341, + "production_rank": 88.335189, + "structural_overlay_pass": false, + "structural_overlay_score": 83.91843, + "structural_overlay_rr": 2.070974, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.825168, + "primary_prob": 31.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.737752, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.732858, + "range_504_ratio": 2.081021, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.049446, + "hold30_r": -1.0 + }, + { + "symbol": "IRM", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.920354, + "strategy_rank": 87.461466, + "production_rank": 89.281096, + "structural_overlay_pass": false, + "structural_overlay_score": 84.817041, + "structural_overlay_rr": 1.831723, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.855074, + "primary_prob": 24.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 63.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.782611, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 0.978784, + "range_504_ratio": 2.661218, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.034679, + "hold30_r": -1.0 + }, + { + "symbol": "JPM", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.079646, + "strategy_rank": 71.959063, + "production_rank": 75.332591, + "structural_overlay_pass": false, + "structural_overlay_score": 71.565961, + "structural_overlay_rr": 0.784773, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.785049, + "primary_prob": 38.48, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 10.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.177574, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 0.822604, + "range_504_ratio": 2.276419, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.069553, + "hold30_r": -1.0 + }, + { + "symbol": "KKR", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.632743, + "strategy_rank": 80.78994, + "production_rank": 81.404208, + "structural_overlay_pass": false, + "structural_overlay_score": 77.333998, + "structural_overlay_rr": 2.047096, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.765353, + "primary_prob": 42.04, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 24.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.148029, + "raw_level_count": 103, + "gate_level_count": 103, + "range_504_log": 1.278261, + "range_504_ratio": 3.590392, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.729658, + "hold30_r": -1.0 + }, + { + "symbol": "KMI", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.460177, + "strategy_rank": 81.197621, + "production_rank": 86.285139, + "structural_overlay_pass": false, + "structural_overlay_score": 81.970882, + "structural_overlay_rr": 1.910937, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.261617, + "primary_prob": 41.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 95.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.892426, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.683662, + "range_504_ratio": 1.98112, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.210428, + "hold30_r": -1.0 + }, + { + "symbol": "LITE", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.823009, + "strategy_rank": 92.081404, + "production_rank": 91.328606, + "structural_overlay_pass": false, + "structural_overlay_score": 86.762175, + "structural_overlay_rr": 1.688632, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.576501, + "primary_prob": 35.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 109, + "primary_distance_atr": 2.364752, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 1.079093, + "range_504_ratio": 2.942008, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.019476, + "hold30_r": -1.0 + }, + { + "symbol": "LYV", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.862832, + "strategy_rank": 63.723188, + "production_rank": 69.436402, + "structural_overlay_pass": false, + "structural_overlay_score": 65.964582, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.144519, + "primary_prob": 40.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.716778, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.89823, + "range_504_ratio": 2.455253, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.08764, + "hold30_r": -1.0 + }, + { + "symbol": "MMM", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.362832, + "strategy_rank": 72.638751, + "production_rank": 79.546778, + "structural_overlay_pass": false, + "structural_overlay_score": 75.569439, + "structural_overlay_rr": 1.723155, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.362457, + "primary_prob": 40.01, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 69, + "primary_distance_atr": 2.043686, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.596723, + "range_504_ratio": 1.816158, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.292084, + "hold30_r": -1.0 + }, + { + "symbol": "MO", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.853982, + "strategy_rank": 61.706397, + "production_rank": 68.755592, + "structural_overlay_pass": false, + "structural_overlay_score": 65.317812, + "structural_overlay_rr": 1.991225, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.326367, + "primary_prob": 42.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.98955, + "raw_level_count": 24, + "gate_level_count": 24, + "range_504_log": 0.395819, + "range_504_ratio": 1.485601, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.252613, + "hold30_r": 0.68328 + }, + { + "symbol": "MS", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.172566, + "strategy_rank": 80.089008, + "production_rank": 82.116861, + "structural_overlay_pass": false, + "structural_overlay_score": 78.011018, + "structural_overlay_rr": 1.235533, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.507548, + "primary_prob": 20.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.261322, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.715863, + "range_504_ratio": 2.045952, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.054058, + "hold30_r": -1.0 + }, + { + "symbol": "MSI", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.393805, + "strategy_rank": 66.998843, + "production_rank": 73.46383, + "structural_overlay_pass": false, + "structural_overlay_score": 69.790639, + "structural_overlay_rr": 2.663865, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.891017, + "primary_prob": 29.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 93.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.836526, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.685536, + "range_504_ratio": 1.984835, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.051957, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.668142, + "strategy_rank": 99.668361, + "production_rank": 99.668288, + "structural_overlay_pass": false, + "structural_overlay_score": 94.684874, + "structural_overlay_rr": 1.665368, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.61344, + "primary_prob": 21.4, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 31.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.420159, + "raw_level_count": 178, + "gate_level_count": 178, + "range_504_log": 3.361658, + "range_504_ratio": 28.836962, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.017875, + "hold30_r": -1.0 + }, + { + "symbol": "MTB", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.30531, + "strategy_rank": 75.258088, + "production_rank": 77.273828, + "structural_overlay_pass": false, + "structural_overlay_score": 73.410137, + "structural_overlay_rr": 1.47142, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.0596, + "primary_prob": 43.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 79.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.5894, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.73218, + "range_504_ratio": 2.079609, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.067939, + "hold30_r": -1.0 + }, + { + "symbol": "NCLH", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.057522, + "strategy_rank": 88.258146, + "production_rank": 87.857938, + "structural_overlay_pass": false, + "structural_overlay_score": 83.465041, + "structural_overlay_rr": 1.999824, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.742651, + "primary_prob": 33.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.613976, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 0.879917, + "range_504_ratio": 2.4107, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.028293, + "hold30_r": -1.0 + }, + { + "symbol": "NDAQ", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.730088, + "strategy_rank": 61.004439, + "production_rank": 69.246322, + "structural_overlay_pass": false, + "structural_overlay_score": 65.784006, + "structural_overlay_rr": 0.748484, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.862576, + "primary_prob": 37.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.293864, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.58501, + "range_504_ratio": 1.795009, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.070714, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.495575, + "strategy_rank": 82.642267, + "production_rank": 84.59337, + "structural_overlay_pass": false, + "structural_overlay_score": 80.363701, + "structural_overlay_rr": 1.538539, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.745426, + "primary_prob": 39.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.118139, + "raw_level_count": 116, + "gate_level_count": 116, + "range_504_log": 1.316719, + "range_504_ratio": 3.73116, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.050358, + "hold30_r": -1.0 + }, + { + "symbol": "NRG", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.345133, + "strategy_rank": 95.393249, + "production_rank": 96.043877, + "structural_overlay_pass": false, + "structural_overlay_score": 91.241683, + "structural_overlay_rr": 1.504949, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.121666, + "primary_prob": 26.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.682499, + "raw_level_count": 98, + "gate_level_count": 98, + "range_504_log": 1.338735, + "range_504_ratio": 3.814215, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.033857, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.486726, + "strategy_rank": 91.387066, + "production_rank": 91.086952, + "structural_overlay_pass": false, + "structural_overlay_score": 86.532605, + "structural_overlay_rr": 1.699385, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.838158, + "primary_prob": 48.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 71.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.257237, + "raw_level_count": 175, + "gate_level_count": 175, + "range_504_log": 2.261345, + "range_504_ratio": 9.595984, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.030167, + "hold30_r": -1.0 + }, + { + "symbol": "OKE", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.942478, + "strategy_rank": 75.169006, + "production_rank": 79.42683, + "structural_overlay_pass": false, + "structural_overlay_score": 75.455488, + "structural_overlay_rr": 1.511093, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.136518, + "primary_prob": 29.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.704777, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.747534, + "range_504_ratio": 2.111787, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.052289, + "hold30_r": -1.0 + }, + { + "symbol": "ORCL", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.721239, + "strategy_rank": 87.729371, + "production_rank": 87.72666, + "structural_overlay_pass": false, + "structural_overlay_score": 83.340327, + "structural_overlay_rr": 1.666142, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.681781, + "primary_prob": 51.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.022672, + "raw_level_count": 98, + "gate_level_count": 98, + "range_504_log": 0.882624, + "range_504_ratio": 2.417234, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.645496, + "hold30_r": -1.0 + }, + { + "symbol": "PEG", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.482301, + "strategy_rank": 73.938273, + "production_rank": 79.786282, + "structural_overlay_pass": false, + "structural_overlay_score": 75.796968, + "structural_overlay_rr": 1.657611, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.5741, + "primary_prob": 29.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 67.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.36115, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.572591, + "range_504_ratio": 1.772854, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.066115, + "hold30_r": -1.0 + }, + { + "symbol": "PKG", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.292035, + "strategy_rank": 67.083895, + "production_rank": 72.819942, + "structural_overlay_pass": false, + "structural_overlay_score": 69.178945, + "structural_overlay_rr": 2.602917, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.384084, + "primary_prob": 25.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.076127, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.719077, + "range_504_ratio": 2.052537, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.062273, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.561947, + "strategy_rank": 98.562899, + "production_rank": 98.562582, + "structural_overlay_pass": false, + "structural_overlay_score": 93.634453, + "structural_overlay_rr": 1.544226, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.813034, + "primary_prob": 36.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.21955, + "raw_level_count": 158, + "gate_level_count": 158, + "range_504_log": 2.858897, + "range_504_ratio": 17.442281, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.018083, + "hold30_r": -1.0 + }, + { + "symbol": "PODD", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.50885, + "strategy_rank": 76.147585, + "production_rank": 79.268007, + "structural_overlay_pass": false, + "structural_overlay_score": 75.304606, + "structural_overlay_rr": 1.456499, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.597313, + "primary_prob": 35.48, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 76, + "primary_distance_atr": 2.39597, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.981991, + "range_504_ratio": 2.669766, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.049859, + "hold30_r": -1.0 + }, + { + "symbol": "PWR", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.513274, + "strategy_rank": 85.218895, + "production_rank": 84.983688, + "structural_overlay_pass": false, + "structural_overlay_score": 80.734504, + "structural_overlay_rr": 1.792979, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.581092, + "primary_prob": 29.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 70.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.371638, + "raw_level_count": 120, + "gate_level_count": 120, + "range_504_log": 0.90963, + "range_504_ratio": 2.483405, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.214423, + "hold30_r": -1.188491 + }, + { + "symbol": "PYPL", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.517699, + "strategy_rank": 82.204111, + "production_rank": 82.641974, + "structural_overlay_pass": false, + "structural_overlay_score": 78.509875, + "structural_overlay_rr": 1.641459, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.716204, + "primary_prob": 33.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 61, + "primary_distance_atr": 2.574307, + "raw_level_count": 109, + "gate_level_count": 109, + "range_504_log": 0.622661, + "range_504_ratio": 1.863881, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.04311, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.353982, + "strategy_rank": 91.350437, + "production_rank": 92.684952, + "structural_overlay_pass": false, + "structural_overlay_score": 88.050704, + "structural_overlay_rr": 1.668817, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.805635, + "primary_prob": 41.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.208453, + "raw_level_count": 144, + "gate_level_count": 144, + "range_504_log": 1.540517, + "range_504_ratio": 4.667004, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.773811, + "hold30_r": -1.0 + }, + { + "symbol": "RJF", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.29646, + "strategy_rank": 73.53931, + "production_rank": 76.791694, + "structural_overlay_pass": false, + "structural_overlay_score": 72.952109, + "structural_overlay_rr": 1.682571, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.293707, + "primary_prob": 41.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.94056, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.754173, + "range_504_ratio": 2.125854, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.050315, + "hold30_r": -1.0 + }, + { + "symbol": "RTX", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.278761, + "strategy_rank": 65.234206, + "production_rank": 72.582391, + "structural_overlay_pass": false, + "structural_overlay_score": 68.953271, + "structural_overlay_rr": 1.571092, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.8943, + "primary_prob": 40.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.341449, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.658418, + "range_504_ratio": 1.931734, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.831564, + "hold30_r": -1.0 + }, + { + "symbol": "SO", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.526549, + "strategy_rank": 59.32024, + "production_rank": 66.722343, + "structural_overlay_pass": false, + "structural_overlay_score": 63.386226, + "structural_overlay_rr": 2.327504, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.282916, + "primary_prob": 40.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.924374, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.428057, + "range_504_ratio": 1.534273, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.216643, + "hold30_r": 0.202418 + }, + { + "symbol": "SYF", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.924779, + "strategy_rank": 90.142047, + "production_rank": 90.736291, + "structural_overlay_pass": false, + "structural_overlay_score": 86.199476, + "structural_overlay_rr": 1.715329, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.662662, + "primary_prob": 30.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 81.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.493993, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.981158, + "range_504_ratio": 2.667544, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.039346, + "hold30_r": -1.0 + }, + { + "symbol": "T", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.039823, + "strategy_rank": 70.714631, + "production_rank": 77.489695, + "structural_overlay_pass": false, + "structural_overlay_score": 73.61521, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.881596, + "primary_prob": 46.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.822395, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.687921, + "range_504_ratio": 1.989576, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.802897, + "hold30_r": -1.0 + }, + { + "symbol": "TKO", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.137168, + "strategy_rank": 84.041713, + "production_rank": 87.406865, + "structural_overlay_pass": false, + "structural_overlay_score": 83.036522, + "structural_overlay_rr": 2.48559, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.25584, + "primary_prob": 22.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.88376, + "raw_level_count": 105, + "gate_level_count": 105, + "range_504_log": 0.90658, + "range_504_ratio": 2.475842, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.038545, + "hold30_r": -1.0 + }, + { + "symbol": "TPL", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.004425, + "strategy_rank": 97.150779, + "production_rank": 97.768661, + "structural_overlay_pass": false, + "structural_overlay_score": 92.880228, + "structural_overlay_rr": 0.913766, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.758296, + "primary_prob": 43.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.137443, + "raw_level_count": 117, + "gate_level_count": 117, + "range_504_log": 1.433072, + "range_504_ratio": 4.191556, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.032469, + "hold30_r": -1.0 + }, + { + "symbol": "TPR", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.044248, + "strategy_rank": 89.487927, + "production_rank": 89.673367, + "structural_overlay_pass": false, + "structural_overlay_score": 85.189699, + "structural_overlay_rr": 0.728206, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.728206, + "primary_prob": 54.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.092309, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 1.251498, + "range_504_ratio": 3.495575, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.037504, + "hold30_r": -1.0 + }, + { + "symbol": "TRGP", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.676991, + "strategy_rank": 87.579192, + "production_rank": 90.945125, + "structural_overlay_pass": false, + "structural_overlay_score": 86.397869, + "structural_overlay_rr": 0.740022, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.224716, + "primary_prob": 24.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.837073, + "raw_level_count": 126, + "gate_level_count": 126, + "range_504_log": 1.214755, + "range_504_ratio": 3.369468, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.042638, + "hold30_r": -1.0 + }, + { + "symbol": "TSLA", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.80531, + "strategy_rank": 94.968353, + "production_rank": 94.580672, + "structural_overlay_pass": false, + "structural_overlay_score": 89.851638, + "structural_overlay_rr": 0.828264, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.599265, + "primary_prob": 20.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.398898, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 1.258369, + "range_504_ratio": 3.519677, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.024341, + "hold30_r": -1.0 + }, + { + "symbol": "UAL", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.119469, + "strategy_rank": 95.869059, + "production_rank": 96.619196, + "structural_overlay_pass": false, + "structural_overlay_score": 91.788236, + "structural_overlay_rr": 1.995575, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.767283, + "primary_prob": 45.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.150924, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 1.236686, + "range_504_ratio": 3.444181, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.053703, + "hold30_r": -1.027103 + }, + { + "symbol": "VRT", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.238938, + "strategy_rank": 96.870568, + "production_rank": 96.660025, + "structural_overlay_pass": false, + "structural_overlay_score": 91.827023, + "structural_overlay_rr": 1.932096, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.99876, + "primary_prob": 33.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.498141, + "raw_level_count": 158, + "gate_level_count": 158, + "range_504_log": 2.568099, + "range_504_ratio": 13.041004, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.016355, + "hold30_r": -1.0 + }, + { + "symbol": "VST", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.225664, + "strategy_rank": 99.159951, + "production_rank": 99.181855, + "structural_overlay_pass": false, + "structural_overlay_score": 94.222763, + "structural_overlay_rr": 0.962443, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.891552, + "primary_prob": 43.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.337327, + "raw_level_count": 131, + "gate_level_count": 131, + "range_504_log": 2.24446, + "range_504_ratio": 9.435316, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.018603, + "hold30_r": -1.0 + }, + { + "symbol": "WAB", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.738938, + "strategy_rank": 70.935137, + "production_rank": 75.203071, + "structural_overlay_pass": false, + "structural_overlay_score": 71.442917, + "structural_overlay_rr": 2.149853, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.778301, + "primary_prob": 26.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 71.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.667451, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 0.830697, + "range_504_ratio": 2.294918, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.043244, + "hold30_r": -1.0 + }, + { + "symbol": "WEC", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.300885, + "strategy_rank": 58.140421, + "production_rank": 66.193909, + "structural_overlay_pass": false, + "structural_overlay_score": 62.884213, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.728503, + "primary_prob": 73.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.092754, + "raw_level_count": 20, + "gate_level_count": 20, + "range_504_log": 0.334603, + "range_504_ratio": 1.397386, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.648278, + "hold30_r": 0.119509 + }, + { + "symbol": "WFC", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.066372, + "strategy_rank": 81.102752, + "production_rank": 82.423958, + "structural_overlay_pass": false, + "structural_overlay_score": 78.30276, + "structural_overlay_rr": 1.562371, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.194021, + "primary_prob": 25.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.791032, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.838137, + "range_504_ratio": 2.312057, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.06508, + "hold30_r": -1.0 + }, + { + "symbol": "WMB", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.579646, + "strategy_rank": 80.477275, + "production_rank": 85.178066, + "structural_overlay_pass": false, + "structural_overlay_score": 80.919162, + "structural_overlay_rr": 1.563047, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.164859, + "primary_prob": 25.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.747288, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.793351, + "range_504_ratio": 2.210791, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.044667, + "hold30_r": -1.0 + }, + { + "symbol": "WMT", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.584071, + "strategy_rank": 69.449247, + "production_rank": 77.494188, + "structural_overlay_pass": false, + "structural_overlay_score": 73.619479, + "structural_overlay_rr": 2.621475, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.747923, + "primary_prob": 13.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.621884, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.842183, + "range_504_ratio": 2.321429, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.059655, + "hold30_r": -1.0 + }, + { + "symbol": "WSM", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.79646, + "strategy_rank": 95.567456, + "production_rank": 95.643791, + "structural_overlay_pass": false, + "structural_overlay_score": 90.861601, + "structural_overlay_rr": 1.350874, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.893176, + "primary_prob": 35.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.339763, + "raw_level_count": 113, + "gate_level_count": 113, + "range_504_log": 1.391307, + "range_504_ratio": 4.020102, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.209829, + "hold30_r": -1.171682 + }, + { + "symbol": "ZBRA", + "date": "2025-02-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.411504, + "strategy_rank": 75.270835, + "production_rank": 77.651058, + "structural_overlay_pass": false, + "structural_overlay_score": 73.768505, + "structural_overlay_rr": 2.828311, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.085159, + "primary_prob": 24.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 79.0, + "primary_rejection_count": 29, + "primary_distance_atr": 3.127739, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 0.787637, + "range_504_ratio": 2.198196, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.077447, + "hold30_r": -1.042154 + }, + { + "symbol": "CEG", + "date": "2025-02-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.775306, + "strategy_rank": 98.077266, + "production_rank": 97.976612, + "structural_overlay_pass": false, + "structural_overlay_score": 93.077782, + "structural_overlay_rr": 1.911633, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.151242, + "primary_prob": 30.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.726863, + "raw_level_count": 119, + "gate_level_count": 119, + "range_504_log": 1.5987, + "range_504_ratio": 4.946599, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.017666, + "hold30_r": -1.0 + }, + { + "symbol": "HOOD", + "date": "2025-02-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.776418, + "strategy_rank": 98.578709, + "production_rank": 98.644612, + "structural_overlay_pass": false, + "structural_overlay_score": 93.712381, + "structural_overlay_rr": 0.773829, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.128693, + "primary_prob": 26.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.69304, + "raw_level_count": 137, + "gate_level_count": 137, + "range_504_log": 2.135221, + "range_504_ratio": 8.458913, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.015962, + "hold30_r": -1.0 + }, + { + "symbol": "AMP", + "date": "2025-02-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.423804, + "strategy_rank": 68.724238, + "production_rank": 72.957427, + "structural_overlay_pass": false, + "structural_overlay_score": 69.309555, + "structural_overlay_rr": 1.799983, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.748385, + "primary_prob": 27.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 72.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.622577, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.749458, + "range_504_ratio": 2.115853, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.059416, + "hold30_r": -1.0 + }, + { + "symbol": "APD", + "date": "2025-02-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.657397, + "strategy_rank": 74.558849, + "production_rank": 80.258365, + "structural_overlay_pass": false, + "structural_overlay_score": 76.245447, + "structural_overlay_rr": 2.093263, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.348652, + "primary_prob": 28.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.022979, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.474575, + "range_504_ratio": 1.607331, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.065096, + "hold30_r": -1.0 + }, + { + "symbol": "APO", + "date": "2025-02-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.200222, + "strategy_rank": 78.432515, + "production_rank": 79.021751, + "structural_overlay_pass": false, + "structural_overlay_score": 75.070663, + "structural_overlay_rr": 1.453265, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.212561, + "primary_prob": 20.55, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 68.0, + "primary_rejection_count": 26, + "primary_distance_atr": 3.318842, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 1.234098, + "range_504_ratio": 3.435279, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.101795, + "hold30_r": -1.063762 + }, + { + "symbol": "APP", + "date": "2025-02-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.888765, + "strategy_rank": 99.756023, + "production_rank": 99.80027, + "structural_overlay_pass": false, + "structural_overlay_score": 94.810257, + "structural_overlay_rr": 0.80025, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.816935, + "primary_prob": 36.89, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 8.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.225402, + "raw_level_count": 175, + "gate_level_count": 175, + "range_504_log": 3.80495, + "range_504_ratio": 44.923011, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.011561, + "hold30_r": -1.0 + }, + { + "symbol": "AXON", + "date": "2025-02-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.331479, + "strategy_rank": 97.901803, + "production_rank": 98.045028, + "structural_overlay_pass": false, + "structural_overlay_score": 93.142777, + "structural_overlay_rr": 2.045154, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.767539, + "primary_prob": 25.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 62.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.651308, + "raw_level_count": 129, + "gate_level_count": 129, + "range_504_log": 1.406797, + "range_504_ratio": 4.082856, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.059661, + "hold30_r": -1.04028 + }, + { + "symbol": "BKR", + "date": "2025-02-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.208009, + "strategy_rank": 80.048928, + "production_rank": 82.435289, + "structural_overlay_pass": false, + "structural_overlay_score": 78.313524, + "structural_overlay_rr": 1.556337, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.366728, + "primary_prob": 24.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.050092, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.637249, + "range_504_ratio": 1.891271, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.047498, + "hold30_r": -1.0 + }, + { + "symbol": "BSX", + "date": "2025-02-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.103448, + "strategy_rank": 65.903311, + "production_rank": 74.970023, + "structural_overlay_pass": false, + "structural_overlay_score": 71.221522, + "structural_overlay_rr": 0.879227, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.800217, + "primary_prob": 37.51, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 8.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.200326, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 0.841437, + "range_504_ratio": 2.319697, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.060902, + "hold30_r": -1.0 + }, + { + "symbol": "CASY", + "date": "2025-02-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.427141, + "strategy_rank": 71.723584, + "production_rank": 75.958103, + "structural_overlay_pass": false, + "structural_overlay_score": 72.160198, + "structural_overlay_rr": 1.684793, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.458137, + "primary_prob": 20.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.187206, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 0.789534, + "range_504_ratio": 2.20237, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.056473, + "hold30_r": -1.0 + }, + { + "symbol": "CBRE", + "date": "2025-02-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.212458, + "strategy_rank": 79.430116, + "production_rank": 83.357564, + "structural_overlay_pass": false, + "structural_overlay_score": 79.189685, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.67224, + "primary_prob": 43.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.00836, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.826843, + "range_504_ratio": 2.28609, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.051703, + "hold30_r": -1.0 + }, + { + "symbol": "CCL", + "date": "2025-02-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.104561, + "strategy_rank": 90.790136, + "production_rank": 91.894944, + "structural_overlay_pass": false, + "structural_overlay_score": 87.300197, + "structural_overlay_rr": 1.547538, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.547538, + "primary_prob": 31.17, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 74.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.321308, + "raw_level_count": 106, + "gate_level_count": 106, + "range_504_log": 1.23294, + "range_504_ratio": 3.431302, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.03086, + "hold30_r": -1.0 + }, + { + "symbol": "CFG", + "date": "2025-02-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.322581, + "strategy_rank": 84.488265, + "production_rank": 86.433037, + "structural_overlay_pass": false, + "structural_overlay_score": 82.111385, + "structural_overlay_rr": 1.554941, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.959476, + "primary_prob": 28.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 92.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.939214, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.771465, + "range_504_ratio": 2.162934, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.04966, + "hold30_r": -1.0 + }, + { + "symbol": "CHRW", + "date": "2025-02-28", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.880979, + "strategy_rank": 74.618014, + "production_rank": 80.705669, + "structural_overlay_pass": false, + "structural_overlay_score": 76.670386, + "structural_overlay_rr": 1.925041, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.524211, + "primary_prob": 23.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 69, + "primary_distance_atr": 3.786317, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.568978, + "range_504_ratio": 1.766462, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.056592, + "hold30_r": -1.0 + }, + { + "symbol": "COF", + "date": "2025-02-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.982202, + "strategy_rank": 82.143023, + "production_rank": 82.756083, + "structural_overlay_pass": false, + "structural_overlay_score": 78.618279, + "structural_overlay_rr": 1.165996, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.814497, + "primary_prob": 38.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.221746, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.92031, + "range_504_ratio": 2.510068, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.05496, + "hold30_r": -1.007368 + }, + { + "symbol": "CPAY", + "date": "2025-02-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.533927, + "strategy_rank": 66.90531, + "production_rank": 71.448182, + "structural_overlay_pass": false, + "structural_overlay_score": 67.875773, + "structural_overlay_rr": 0.774872, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.245393, + "primary_prob": 29.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.86809, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.772943, + "range_504_ratio": 2.166131, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.051621, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2025-02-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.443826, + "strategy_rank": 98.48111, + "production_rank": 98.802016, + "structural_overlay_pass": false, + "structural_overlay_score": 93.861915, + "structural_overlay_rr": 1.660367, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.602419, + "primary_prob": 20.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 85.0, + "primary_rejection_count": 27, + "primary_distance_atr": 3.903628, + "raw_level_count": 184, + "gate_level_count": 184, + "range_504_log": 3.81558, + "range_504_ratio": 45.403101, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.048796, + "hold30_r": -1.026837 + }, + { + "symbol": "DAL", + "date": "2025-02-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.325918, + "strategy_rank": 89.348076, + "production_rank": 90.674023, + "structural_overlay_pass": false, + "structural_overlay_score": 86.140322, + "structural_overlay_rr": 2.021096, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.360637, + "primary_prob": 36.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 84.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.040955, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.827209, + "range_504_ratio": 2.286928, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.034558, + "hold30_r": -1.0 + }, + { + "symbol": "DASH", + "date": "2025-02-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.431591, + "strategy_rank": 78.01507, + "production_rank": 81.487244, + "structural_overlay_pass": false, + "structural_overlay_score": 77.412882, + "structural_overlay_rr": 1.600568, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.553079, + "primary_prob": 35.27, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 20.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.329619, + "raw_level_count": 143, + "gate_level_count": 143, + "range_504_log": 1.430195, + "range_504_ratio": 4.179515, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.0378, + "hold30_r": -1.0 + }, + { + "symbol": "DECK", + "date": "2025-02-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.202447, + "strategy_rank": 84.850683, + "production_rank": 83.967938, + "structural_overlay_pass": false, + "structural_overlay_score": 79.769541, + "structural_overlay_rr": 2.450476, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.732977, + "primary_prob": 33.24, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.599465, + "raw_level_count": 130, + "gate_level_count": 130, + "range_504_log": 1.222205, + "range_504_ratio": 3.394665, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.028577, + "hold30_r": -1.0 + }, + { + "symbol": "DUK", + "date": "2025-02-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.979978, + "strategy_rank": 58.61522, + "production_rank": 66.403473, + "structural_overlay_pass": false, + "structural_overlay_score": 63.083299, + "structural_overlay_rr": 1.19136, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.925796, + "primary_prob": 48.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.388694, + "raw_level_count": 20, + "gate_level_count": 20, + "range_504_log": 0.378291, + "range_504_ratio": 1.459788, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.077547, + "hold30_r": -1.0 + }, + { + "symbol": "DVA", + "date": "2025-02-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.098999, + "strategy_rank": 84.993884, + "production_rank": 86.362256, + "structural_overlay_pass": false, + "structural_overlay_score": 82.044143, + "structural_overlay_rr": 2.349496, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.568382, + "primary_prob": 25.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.352573, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 0.920895, + "range_504_ratio": 2.511537, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.03915, + "hold30_r": -1.0 + }, + { + "symbol": "EBAY", + "date": "2025-02-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.658509, + "strategy_rank": 84.960624, + "production_rank": 87.526586, + "structural_overlay_pass": false, + "structural_overlay_score": 83.150257, + "structural_overlay_rr": 1.771981, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.086823, + "primary_prob": 28.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 3.130235, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.655733, + "range_504_ratio": 1.926554, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.043685, + "hold30_r": -1.17941 + }, + { + "symbol": "EME", + "date": "2025-02-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.317019, + "strategy_rank": 86.698657, + "production_rank": 86.238111, + "structural_overlay_pass": false, + "structural_overlay_score": 81.926206, + "structural_overlay_rr": 1.80567, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.533343, + "primary_prob": 32.83, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 81.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.300015, + "raw_level_count": 110, + "gate_level_count": 110, + "range_504_log": 1.280609, + "range_504_ratio": 3.598832, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.030518, + "hold30_r": -1.0 + }, + { + "symbol": "EQT", + "date": "2025-02-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.092325, + "strategy_rank": 82.583232, + "production_rank": 82.75293, + "structural_overlay_pass": false, + "structural_overlay_score": 78.615283, + "structural_overlay_rr": 2.232024, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.763052, + "primary_prob": 48.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.144578, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 0.701121, + "range_504_ratio": 2.016011, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.729408, + "hold30_r": -1.0 + }, + { + "symbol": "EVRG", + "date": "2025-02-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.314794, + "strategy_rank": 58.320356, + "production_rank": 66.651835, + "structural_overlay_pass": false, + "structural_overlay_score": 63.319244, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.591272, + "primary_prob": 39.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.386909, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.398675, + "range_504_ratio": 1.489849, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.177558, + "hold30_r": -1.092491 + }, + { + "symbol": "FFIV", + "date": "2025-02-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.102336, + "strategy_rank": 80.385256, + "production_rank": 84.29095, + "structural_overlay_pass": false, + "structural_overlay_score": 80.076402, + "structural_overlay_rr": 1.658538, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.532866, + "primary_prob": 20.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.299299, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.901622, + "range_504_ratio": 2.463596, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.179406, + "hold30_r": -1.122469 + }, + { + "symbol": "FICO", + "date": "2025-02-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.648498, + "strategy_rank": 77.02571, + "production_rank": 79.233306, + "structural_overlay_pass": false, + "structural_overlay_score": 75.271641, + "structural_overlay_rr": 1.600283, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.528261, + "primary_prob": 44.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 63.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.292392, + "raw_level_count": 135, + "gate_level_count": 135, + "range_504_log": 1.307299, + "range_504_ratio": 3.696177, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.039802, + "hold30_r": -1.0 + }, + { + "symbol": "FTNT", + "date": "2025-02-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.877642, + "strategy_rank": 80.35621, + "production_rank": 83.53002, + "structural_overlay_pass": false, + "structural_overlay_score": 79.353519, + "structural_overlay_rr": 1.441911, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.059688, + "primary_prob": 43.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.589532, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.956452, + "range_504_ratio": 2.602448, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.045739, + "hold30_r": -1.0 + }, + { + "symbol": "GDDY", + "date": "2025-02-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.995551, + "strategy_rank": 88.79157, + "production_rank": 91.192897, + "structural_overlay_pass": false, + "structural_overlay_score": 86.633252, + "structural_overlay_rr": 2.551734, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.176738, + "primary_prob": 26.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.765107, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 1.164114, + "range_504_ratio": 3.203084, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.040832, + "hold30_r": -1.0 + }, + { + "symbol": "GLW", + "date": "2025-02-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.655172, + "strategy_rank": 78.074235, + "production_rank": 81.934548, + "structural_overlay_pass": false, + "structural_overlay_score": 77.83782, + "structural_overlay_rr": 1.984795, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.384437, + "primary_prob": 21.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.076655, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.784093, + "range_504_ratio": 2.19042, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.046639, + "hold30_r": -1.0 + }, + { + "symbol": "GRMN", + "date": "2025-02-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.549499, + "strategy_rank": 92.829168, + "production_rank": 93.402612, + "structural_overlay_pass": false, + "structural_overlay_score": 88.732481, + "structural_overlay_rr": 1.731461, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.312313, + "primary_prob": 36.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.96847, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 0.969187, + "range_504_ratio": 2.6358, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.04512, + "hold30_r": -1.0 + }, + { + "symbol": "GS", + "date": "2025-02-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.100111, + "strategy_rank": 83.1033, + "production_rank": 85.435571, + "structural_overlay_pass": false, + "structural_overlay_score": 81.163792, + "structural_overlay_rr": 1.718942, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.695142, + "primary_prob": 45.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.042713, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.842881, + "range_504_ratio": 2.323049, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.139123, + "hold30_r": -1.087671 + }, + { + "symbol": "IBKR", + "date": "2025-02-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.996663, + "strategy_rank": 92.449159, + "production_rank": 93.964994, + "structural_overlay_pass": false, + "structural_overlay_score": 89.266744, + "structural_overlay_rr": 1.236982, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.146663, + "primary_prob": 27.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.719994, + "raw_level_count": 103, + "gate_level_count": 103, + "range_504_log": 1.205609, + "range_504_ratio": 3.338792, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.032107, + "hold30_r": -1.0 + }, + { + "symbol": "IP", + "date": "2025-02-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.440489, + "strategy_rank": 85.149539, + "production_rank": 88.913189, + "structural_overlay_pass": false, + "structural_overlay_score": 84.467529, + "structural_overlay_rr": 1.839712, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.57655, + "primary_prob": 35.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.364824, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.732858, + "range_504_ratio": 2.081021, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.053651, + "hold30_r": -1.0 + }, + { + "symbol": "IRM", + "date": "2025-02-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.424917, + "strategy_rank": 79.757242, + "production_rank": 80.646467, + "structural_overlay_pass": false, + "structural_overlay_score": 76.614144, + "structural_overlay_rr": 1.732309, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.762099, + "primary_prob": 25.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 63.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.643148, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 0.978784, + "range_504_ratio": 2.661218, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.038955, + "hold30_r": -1.0 + }, + { + "symbol": "ISRG", + "date": "2025-02-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.204672, + "strategy_rank": 73.926659, + "production_rank": 77.352663, + "structural_overlay_pass": false, + "structural_overlay_score": 73.48503, + "structural_overlay_rr": 1.549224, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.377693, + "primary_prob": 21.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.066539, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 1.017646, + "range_504_ratio": 2.766674, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.049426, + "hold30_r": -1.0 + }, + { + "symbol": "JPM", + "date": "2025-02-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.874305, + "strategy_rank": 75.197395, + "production_rank": 79.089699, + "structural_overlay_pass": false, + "structural_overlay_score": 75.135214, + "structural_overlay_rr": 1.760692, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.320421, + "primary_prob": 22.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.980631, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 0.822604, + "range_504_ratio": 2.276419, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.174859, + "hold30_r": -1.112041 + }, + { + "symbol": "KKR", + "date": "2025-02-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.321468, + "strategy_rank": 85.282503, + "production_rank": 86.628825, + "structural_overlay_pass": false, + "structural_overlay_score": 82.297383, + "structural_overlay_rr": 1.602162, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.805318, + "primary_prob": 42.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.207978, + "raw_level_count": 104, + "gate_level_count": 104, + "range_504_log": 1.278261, + "range_504_ratio": 3.590392, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.128769, + "hold30_r": -1.091939 + }, + { + "symbol": "KMI", + "date": "2025-02-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.882091, + "strategy_rank": 79.371949, + "production_rank": 84.208663, + "structural_overlay_pass": false, + "structural_overlay_score": 79.99823, + "structural_overlay_rr": 1.211717, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.383511, + "primary_prob": 21.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.075266, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.683662, + "range_504_ratio": 1.98112, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.051217, + "hold30_r": -1.0 + }, + { + "symbol": "LYV", + "date": "2025-02-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.209121, + "strategy_rank": 72.942398, + "production_rank": 78.031306, + "structural_overlay_pass": false, + "structural_overlay_score": 74.129741, + "structural_overlay_rr": 1.31955, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.112569, + "primary_prob": 27.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.668853, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.89823, + "range_504_ratio": 2.455253, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.043239, + "hold30_r": -1.0 + }, + { + "symbol": "MMM", + "date": "2025-02-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.883204, + "strategy_rank": 73.727213, + "production_rank": 80.77921, + "structural_overlay_pass": false, + "structural_overlay_score": 76.740249, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.902579, + "primary_prob": 26.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.853868, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.599944, + "range_504_ratio": 1.822017, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.062382, + "hold30_r": -1.0 + }, + { + "symbol": "MO", + "date": "2025-02-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.765295, + "strategy_rank": 65.756969, + "production_rank": 73.426411, + "structural_overlay_pass": false, + "structural_overlay_score": 69.75509, + "structural_overlay_rr": 1.42091, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.118872, + "primary_prob": 42.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.678309, + "raw_level_count": 24, + "gate_level_count": 24, + "range_504_log": 0.395819, + "range_504_ratio": 1.485601, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.045816, + "hold30_r": -1.864024 + }, + { + "symbol": "MS", + "date": "2025-02-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.878754, + "strategy_rank": 83.216457, + "production_rank": 85.770556, + "structural_overlay_pass": false, + "structural_overlay_score": 81.482028, + "structural_overlay_rr": 1.628829, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.132844, + "primary_prob": 29.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.699266, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.715863, + "range_504_ratio": 2.045952, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.050901, + "hold30_r": -1.0 + }, + { + "symbol": "MSI", + "date": "2025-02-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.540601, + "strategy_rank": 66.7246, + "production_rank": 73.329933, + "structural_overlay_pass": false, + "structural_overlay_score": 69.663437, + "structural_overlay_rr": 1.531307, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.345674, + "primary_prob": 40.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.018512, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.685536, + "range_504_ratio": 1.984835, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.059898, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2025-02-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.666296, + "strategy_rank": 99.666739, + "production_rank": 99.666592, + "structural_overlay_pass": false, + "structural_overlay_score": 94.683262, + "structural_overlay_rr": 2.279776, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.609316, + "primary_prob": 25.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.413974, + "raw_level_count": 178, + "gate_level_count": 178, + "range_504_log": 3.361658, + "range_504_ratio": 28.836962, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.595325, + "hold30_r": 1.220133 + }, + { + "symbol": "MTB", + "date": "2025-02-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.764182, + "strategy_rank": 78.943233, + "production_rank": 81.88355, + "structural_overlay_pass": false, + "structural_overlay_score": 77.789372, + "structural_overlay_rr": 1.823049, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.347258, + "primary_prob": 36.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 79.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.020887, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.73218, + "range_504_ratio": 2.079609, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.065836, + "hold30_r": -1.0 + }, + { + "symbol": "NCLH", + "date": "2025-02-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.869855, + "strategy_rank": 84.719862, + "production_rank": 84.103193, + "structural_overlay_pass": false, + "structural_overlay_score": 79.898034, + "structural_overlay_rr": 1.814865, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.886919, + "primary_prob": 30.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 62, + "primary_distance_atr": 2.830378, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 0.879917, + "range_504_ratio": 2.4107, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.024307, + "hold30_r": -1.0 + }, + { + "symbol": "NEE", + "date": "2025-02-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.650723, + "strategy_rank": 72.4472, + "production_rank": 76.848375, + "structural_overlay_pass": false, + "structural_overlay_score": 73.005956, + "structural_overlay_rr": 0.745074, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.240731, + "primary_prob": 26.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 139, + "primary_distance_atr": 3.361096, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.602281, + "range_504_ratio": 1.826281, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.177888, + "hold30_r": -1.0 + }, + { + "symbol": "NEM", + "date": "2025-02-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.986652, + "strategy_rank": 85.942816, + "production_rank": 86.624094, + "structural_overlay_pass": false, + "structural_overlay_score": 82.29289, + "structural_overlay_rr": 1.046119, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.96697, + "primary_prob": 20.5, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 4.450456, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 0.691106, + "range_504_ratio": 1.995921, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.926629, + "hold30_r": 5.711326 + }, + { + "symbol": "NFLX", + "date": "2025-02-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.656285, + "strategy_rank": 84.024183, + "production_rank": 86.234884, + "structural_overlay_pass": false, + "structural_overlay_score": 81.92314, + "structural_overlay_rr": 1.245194, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.245194, + "primary_prob": 24.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.86779, + "raw_level_count": 115, + "gate_level_count": 115, + "range_504_log": 1.316719, + "range_504_ratio": 3.73116, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.046694, + "hold30_r": -1.0 + }, + { + "symbol": "NRG", + "date": "2025-02-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.661846, + "strategy_rank": 94.471598, + "production_rank": 94.868348, + "structural_overlay_pass": false, + "structural_overlay_score": 90.12493, + "structural_overlay_rr": 0.867797, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.180489, + "primary_prob": 25.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.770734, + "raw_level_count": 97, + "gate_level_count": 97, + "range_504_log": 1.354898, + "range_504_ratio": 3.876364, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.02621, + "hold30_r": -1.0 + }, + { + "symbol": "NTRS", + "date": "2025-02-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.756396, + "strategy_rank": 65.66569, + "production_rank": 70.695925, + "structural_overlay_pass": false, + "structural_overlay_score": 67.161129, + "structural_overlay_rr": 1.238816, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.931641, + "primary_prob": 30.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 68, + "primary_distance_atr": 2.897461, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.607932, + "range_504_ratio": 1.83663, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.065009, + "hold30_r": -1.0 + }, + { + "symbol": "OKE", + "date": "2025-02-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.201335, + "strategy_rank": 70.7612, + "production_rank": 74.241245, + "structural_overlay_pass": false, + "structural_overlay_score": 70.529183, + "structural_overlay_rr": 1.74429, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.312268, + "primary_prob": 23.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.968403, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.747534, + "range_504_ratio": 2.111787, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.047844, + "hold30_r": -1.0 + }, + { + "symbol": "PEG", + "date": "2025-02-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.426029, + "strategy_rank": 68.364998, + "production_rank": 73.385341, + "structural_overlay_pass": false, + "structural_overlay_score": 69.716074, + "structural_overlay_rr": 1.546409, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.202883, + "primary_prob": 20.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 67.0, + "primary_rejection_count": 28, + "primary_distance_atr": 3.304325, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.572591, + "range_504_ratio": 1.772854, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.052517, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2025-02-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.221357, + "strategy_rank": 99.023056, + "production_rank": 99.089157, + "structural_overlay_pass": false, + "structural_overlay_score": 94.134699, + "structural_overlay_rr": 2.991692, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.674611, + "primary_prob": 41.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.011917, + "raw_level_count": 158, + "gate_level_count": 158, + "range_504_log": 2.858897, + "range_504_ratio": 17.442281, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.659552, + "hold30_r": -1.0 + }, + { + "symbol": "PNC", + "date": "2025-02-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.978865, + "strategy_rank": 66.419425, + "production_rank": 71.272572, + "structural_overlay_pass": false, + "structural_overlay_score": 67.708943, + "structural_overlay_rr": 1.904839, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.887692, + "primary_prob": 30.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 65, + "primary_distance_atr": 2.831538, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.68147, + "range_504_ratio": 1.976782, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.064398, + "hold30_r": -1.0 + }, + { + "symbol": "PODD", + "date": "2025-02-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.105673, + "strategy_rank": 82.288257, + "production_rank": 86.560729, + "structural_overlay_pass": false, + "structural_overlay_score": 82.232692, + "structural_overlay_rr": 0.775397, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.253262, + "primary_prob": 26.51, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 76, + "primary_distance_atr": 3.379893, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.981991, + "range_504_ratio": 2.669766, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.042827, + "hold30_r": -1.0 + }, + { + "symbol": "PYPL", + "date": "2025-02-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.873192, + "strategy_rank": 83.732497, + "production_rank": 84.446062, + "structural_overlay_pass": false, + "structural_overlay_score": 80.223759, + "structural_overlay_rr": 2.214073, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.763425, + "primary_prob": 21.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 61, + "primary_distance_atr": 4.145138, + "raw_level_count": 108, + "gate_level_count": 108, + "range_504_log": 0.622661, + "range_504_ratio": 1.863881, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.039796, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2025-02-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.330367, + "strategy_rank": 92.350526, + "production_rank": 94.010473, + "structural_overlay_pass": false, + "structural_overlay_score": 89.309949, + "structural_overlay_rr": 1.778355, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.331302, + "primary_prob": 22.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.996953, + "raw_level_count": 144, + "gate_level_count": 144, + "range_504_log": 1.540517, + "range_504_ratio": 4.667004, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.033552, + "hold30_r": -1.0 + }, + { + "symbol": "RJF", + "date": "2025-02-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.095662, + "strategy_rank": 75.183907, + "production_rank": 78.821158, + "structural_overlay_pass": false, + "structural_overlay_score": 74.880101, + "structural_overlay_rr": 1.006049, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.828408, + "primary_prob": 54.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.242612, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.754173, + "range_504_ratio": 2.125854, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.188424, + "hold30_r": -1.133467 + }, + { + "symbol": "RMD", + "date": "2025-02-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.87208, + "strategy_rank": 75.722748, + "production_rank": 78.772526, + "structural_overlay_pass": false, + "structural_overlay_score": 74.833899, + "structural_overlay_rr": 1.844727, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.644583, + "primary_prob": 34.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 97, + "primary_distance_atr": 2.466874, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.687726, + "range_504_ratio": 1.989186, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.053817, + "hold30_r": -1.0 + }, + { + "symbol": "SO", + "date": "2025-02-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.094549, + "strategy_rank": 61.326982, + "production_rank": 69.249504, + "structural_overlay_pass": false, + "structural_overlay_score": 65.787029, + "structural_overlay_rr": 1.937873, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.817299, + "primary_prob": 54.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.225948, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.428057, + "range_504_ratio": 1.534273, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.745087, + "hold30_r": -1.0 + }, + { + "symbol": "STT", + "date": "2025-02-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.757508, + "strategy_rank": 62.944542, + "production_rank": 69.21553, + "structural_overlay_pass": false, + "structural_overlay_score": 65.754754, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.804223, + "primary_prob": 12.35, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.706334, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.495092, + "range_504_ratio": 1.64065, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.288695, + "hold30_r": -1.225208 + }, + { + "symbol": "SYF", + "date": "2025-02-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.324805, + "strategy_rank": 90.275204, + "production_rank": 90.958405, + "structural_overlay_pass": false, + "structural_overlay_score": 86.410484, + "structural_overlay_rr": 2.022154, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.966255, + "primary_prob": 26.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 81.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.949382, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.981158, + "range_504_ratio": 2.667544, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.040308, + "hold30_r": -1.0 + }, + { + "symbol": "TKO", + "date": "2025-02-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.774194, + "strategy_rank": 87.40971, + "production_rank": 90.531204, + "structural_overlay_pass": false, + "structural_overlay_score": 86.004644, + "structural_overlay_rr": 1.015423, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.000286, + "primary_prob": 31.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.50043, + "raw_level_count": 105, + "gate_level_count": 105, + "range_504_log": 0.90658, + "range_504_ratio": 2.475842, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.03319, + "hold30_r": -1.0 + }, + { + "symbol": "TPL", + "date": "2025-02-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.553949, + "strategy_rank": 96.761851, + "production_rank": 97.359217, + "structural_overlay_pass": true, + "structural_overlay_score": 97.491256, + "structural_overlay_rr": 2.038008, + "structural_overlay_sources": [ + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.788495, + "primary_prob": 27.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.682742, + "raw_level_count": 118, + "gate_level_count": 118, + "range_504_log": 1.433072, + "range_504_ratio": 4.191556, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.032028, + "hold30_r": -1.0 + }, + { + "symbol": "TPR", + "date": "2025-02-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.879867, + "strategy_rank": 90.295973, + "production_rank": 90.823938, + "structural_overlay_pass": false, + "structural_overlay_score": 86.282741, + "structural_overlay_rr": 1.178618, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.858815, + "primary_prob": 49.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.288222, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 1.251498, + "range_504_ratio": 3.495575, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.038524, + "hold30_r": -1.0 + }, + { + "symbol": "TRGP", + "date": "2025-02-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.552836, + "strategy_rank": 87.356753, + "production_rank": 90.755447, + "structural_overlay_pass": false, + "structural_overlay_score": 86.217675, + "structural_overlay_rr": 1.692504, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.000957, + "primary_prob": 30.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.501435, + "raw_level_count": 126, + "gate_level_count": 126, + "range_504_log": 1.214755, + "range_504_ratio": 3.369468, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.039786, + "hold30_r": -1.0 + }, + { + "symbol": "TSLA", + "date": "2025-02-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.32703, + "strategy_rank": 95.397692, + "production_rank": 95.040805, + "structural_overlay_pass": false, + "structural_overlay_score": 90.288764, + "structural_overlay_rr": 1.905552, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.708317, + "primary_prob": 33.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.562475, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 1.258369, + "range_504_ratio": 3.519677, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.020093, + "hold30_r": -1.0 + }, + { + "symbol": "TYL", + "date": "2025-02-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.541713, + "strategy_rank": 68.98684, + "production_rank": 75.171798, + "structural_overlay_pass": false, + "structural_overlay_score": 71.413208, + "structural_overlay_rr": 1.355078, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.094941, + "primary_prob": 35.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.642411, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.773714, + "range_504_ratio": 2.167803, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.057151, + "hold30_r": -1.0 + }, + { + "symbol": "UAL", + "date": "2025-02-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.10901, + "strategy_rank": 95.520161, + "production_rank": 96.383111, + "structural_overlay_pass": false, + "structural_overlay_score": 91.563955, + "structural_overlay_rr": 1.689687, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.527004, + "primary_prob": 23.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.290506, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 1.236686, + "range_504_ratio": 3.444181, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.027105, + "hold30_r": -1.0 + }, + { + "symbol": "VST", + "date": "2025-02-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.998888, + "strategy_rank": 99.000218, + "production_rank": 98.999775, + "structural_overlay_pass": false, + "structural_overlay_score": 94.049786, + "structural_overlay_rr": 1.799741, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.729097, + "primary_prob": 24.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.593646, + "raw_level_count": 132, + "gate_level_count": 132, + "range_504_log": 2.24446, + "range_504_ratio": 9.435316, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.014815, + "hold30_r": -1.0 + }, + { + "symbol": "WAB", + "date": "2025-02-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.318131, + "strategy_rank": 72.482493, + "production_rank": 77.094372, + "structural_overlay_pass": false, + "structural_overlay_score": 73.239654, + "structural_overlay_rr": 1.542624, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.866775, + "primary_prob": 25.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 71.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.800163, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 0.830697, + "range_504_ratio": 2.294918, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.047876, + "hold30_r": -1.0 + }, + { + "symbol": "WFC", + "date": "2025-02-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.649611, + "strategy_rank": 80.716521, + "production_rank": 82.027551, + "structural_overlay_pass": false, + "structural_overlay_score": 77.926174, + "structural_overlay_rr": 1.117579, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.780697, + "primary_prob": 38.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.171045, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.838137, + "range_504_ratio": 2.312057, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.159835, + "hold30_r": -1.09941 + }, + { + "symbol": "WMB", + "date": "2025-02-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.548387, + "strategy_rank": 80.002143, + "production_rank": 84.517558, + "structural_overlay_pass": false, + "structural_overlay_score": 80.29168, + "structural_overlay_rr": 1.209239, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.831684, + "primary_prob": 50.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.247525, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.793351, + "range_504_ratio": 2.210791, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.042898, + "hold30_r": -1.0 + }, + { + "symbol": "WMT", + "date": "2025-02-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.439377, + "strategy_rank": 72.289292, + "production_rank": 80.005987, + "structural_overlay_pass": false, + "structural_overlay_score": 76.005687, + "structural_overlay_rr": 1.301236, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.301236, + "primary_prob": 38.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.951854, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.842183, + "range_504_ratio": 2.321429, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.057029, + "hold30_r": -1.0 + }, + { + "symbol": "WSM", + "date": "2025-02-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.21802, + "strategy_rank": 95.193146, + "production_rank": 95.53477, + "structural_overlay_pass": false, + "structural_overlay_score": 90.758032, + "structural_overlay_rr": 1.412112, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.925382, + "primary_prob": 35.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.388073, + "raw_level_count": 112, + "gate_level_count": 112, + "range_504_log": 1.391307, + "range_504_ratio": 4.020102, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.153158, + "hold30_r": -1.11506 + }, + { + "symbol": "CEG", + "date": "2025-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.868644, + "strategy_rank": 96.696658, + "production_rank": 96.420654, + "structural_overlay_pass": false, + "structural_overlay_score": 91.599621, + "structural_overlay_rr": 1.52917, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.172608, + "primary_prob": 24.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 87.0, + "primary_rejection_count": 30, + "primary_distance_atr": 3.258913, + "raw_level_count": 120, + "gate_level_count": 120, + "range_504_log": 1.5987, + "range_504_ratio": 4.946599, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.020227, + "hold30_r": -1.005111 + }, + { + "symbol": "HOOD", + "date": "2025-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.834746, + "strategy_rank": 98.646347, + "production_rank": 98.709147, + "structural_overlay_pass": false, + "structural_overlay_score": 93.773689, + "structural_overlay_rr": 1.52362, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.937036, + "primary_prob": 37.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.405554, + "raw_level_count": 139, + "gate_level_count": 139, + "range_504_log": 2.135221, + "range_504_ratio": 8.458913, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.013664, + "hold30_r": -1.0 + }, + { + "symbol": "AEE", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.45339, + "strategy_rank": 64.892056, + "production_rank": 72.745834, + "structural_overlay_pass": false, + "structural_overlay_score": 69.108543, + "structural_overlay_rr": 1.838689, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.529416, + "primary_prob": 17.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.294124, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.440212, + "range_504_ratio": 1.553036, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.065799, + "hold30_r": -1.0 + }, + { + "symbol": "AFL", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.59322, + "strategy_rank": 64.155761, + "production_rank": 71.30158, + "structural_overlay_pass": false, + "structural_overlay_score": 67.736501, + "structural_overlay_rr": 0.906657, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.92153, + "primary_prob": 66.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.382296, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.651598, + "range_504_ratio": 1.918605, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.074134, + "hold30_r": -1.0 + }, + { + "symbol": "AJG", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.627119, + "strategy_rank": 62.807337, + "production_rank": 69.413931, + "structural_overlay_pass": false, + "structural_overlay_score": 65.943235, + "structural_overlay_rr": 2.072003, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.56457, + "primary_prob": 16.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.346855, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.683181, + "range_504_ratio": 1.980166, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.501917, + "hold30_r": -1.275302 + }, + { + "symbol": "APD", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.300847, + "strategy_rank": 73.080213, + "production_rank": 78.487091, + "structural_overlay_pass": false, + "structural_overlay_score": 74.562737, + "structural_overlay_rr": 1.375592, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.209279, + "primary_prob": 31.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.813918, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.474575, + "range_504_ratio": 1.607331, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.059599, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.894068, + "strategy_rank": 99.76762, + "production_rank": 99.809769, + "structural_overlay_pass": false, + "structural_overlay_score": 94.819281, + "structural_overlay_rr": 1.816877, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.78614, + "primary_prob": 40.24, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 19.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.17921, + "raw_level_count": 176, + "gate_level_count": 176, + "range_504_log": 3.80495, + "range_504_ratio": 44.923011, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.776352, + "hold30_r": -1.0 + }, + { + "symbol": "ATO", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.779661, + "strategy_rank": 57.847029, + "production_rank": 65.824573, + "structural_overlay_pass": false, + "structural_overlay_score": 62.533344, + "structural_overlay_rr": 1.477388, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.671958, + "primary_prob": 44.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.007937, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.42538, + "range_504_ratio": 1.530171, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.598129, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.614407, + "strategy_rank": 85.638946, + "production_rank": 83.964099, + "structural_overlay_pass": false, + "structural_overlay_score": 79.765894, + "structural_overlay_rr": 1.504253, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.08122, + "primary_prob": 32.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.62183, + "raw_level_count": 108, + "gate_level_count": 108, + "range_504_log": 1.432444, + "range_504_ratio": 4.188924, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.022727, + "hold30_r": -1.0 + }, + { + "symbol": "AXON", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.987288, + "strategy_rank": 97.67338, + "production_rank": 97.778016, + "structural_overlay_pass": false, + "structural_overlay_score": 92.889115, + "structural_overlay_rr": 1.569044, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.500231, + "primary_prob": 30.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 67.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.250346, + "raw_level_count": 129, + "gate_level_count": 129, + "range_504_log": 1.406797, + "range_504_ratio": 4.082856, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.082431, + "hold30_r": -1.061984 + }, + { + "symbol": "AXP", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.838983, + "strategy_rank": 71.215136, + "production_rank": 75.089752, + "structural_overlay_pass": false, + "structural_overlay_score": 71.335264, + "structural_overlay_rr": 1.871094, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.509388, + "primary_prob": 33.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 84.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.264083, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 0.839619, + "range_504_ratio": 2.315485, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.044853, + "hold30_r": -1.0 + }, + { + "symbol": "BK", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.088983, + "strategy_rank": 68.406592, + "production_rank": 75.300722, + "structural_overlay_pass": false, + "structural_overlay_score": 71.535686, + "structural_overlay_rr": 1.398884, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.210165, + "primary_prob": 23.9, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.815248, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.823489, + "range_504_ratio": 2.278436, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.057711, + "hold30_r": -1.0 + }, + { + "symbol": "BKR", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.326271, + "strategy_rank": 84.062567, + "production_rank": 87.150468, + "structural_overlay_pass": false, + "structural_overlay_score": 82.792945, + "structural_overlay_rr": 1.542716, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.15503, + "primary_prob": 31.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.732545, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.637249, + "range_504_ratio": 1.891271, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.042251, + "hold30_r": -1.0 + }, + { + "symbol": "BSX", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.902542, + "strategy_rank": 66.265957, + "production_rank": 75.144819, + "structural_overlay_pass": false, + "structural_overlay_score": 71.387578, + "structural_overlay_rr": 1.621048, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.014662, + "primary_prob": 37.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.521992, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 0.841437, + "range_504_ratio": 2.319697, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.053092, + "hold30_r": -1.0 + }, + { + "symbol": "CASY", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.817797, + "strategy_rank": 73.592711, + "production_rank": 78.334406, + "structural_overlay_pass": false, + "structural_overlay_score": 74.417686, + "structural_overlay_rr": 2.501354, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.198288, + "primary_prob": 42.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 94.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.797432, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 0.789534, + "range_504_ratio": 2.20237, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.05056, + "hold30_r": -1.0 + }, + { + "symbol": "CBRE", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.207627, + "strategy_rank": 81.535212, + "production_rank": 84.759351, + "structural_overlay_pass": false, + "structural_overlay_score": 80.521383, + "structural_overlay_rr": 2.21702, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.820485, + "primary_prob": 53.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 90.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.230727, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.826843, + "range_504_ratio": 2.28609, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.039498, + "hold30_r": -1.0 + }, + { + "symbol": "CCL", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.84322, + "strategy_rank": 90.271267, + "production_rank": 90.795251, + "structural_overlay_pass": false, + "structural_overlay_score": 86.255489, + "structural_overlay_rr": 1.517672, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.928653, + "primary_prob": 30.4, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.892979, + "raw_level_count": 106, + "gate_level_count": 106, + "range_504_log": 1.23294, + "range_504_ratio": 3.431302, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.02477, + "hold30_r": -1.0 + }, + { + "symbol": "CHRW", + "date": "2025-03-07", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.877119, + "strategy_rank": 73.16335, + "production_rank": 78.401273, + "structural_overlay_pass": false, + "structural_overlay_score": 74.481209, + "structural_overlay_rr": 1.595991, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.160874, + "primary_prob": 42.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 69, + "primary_distance_atr": 3.241311, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.568978, + "range_504_ratio": 1.766462, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.053765, + "hold30_r": -1.0 + }, + { + "symbol": "COF", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.050847, + "strategy_rank": 82.787492, + "production_rank": 82.875277, + "structural_overlay_pass": false, + "structural_overlay_score": 78.731513, + "structural_overlay_rr": 1.987064, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.741074, + "primary_prob": 20.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.61161, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.92031, + "range_504_ratio": 2.510068, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.03402, + "hold30_r": -1.0 + }, + { + "symbol": "CPAY", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.826271, + "strategy_rank": 69.110035, + "production_rank": 73.015447, + "structural_overlay_pass": false, + "structural_overlay_score": 69.364675, + "structural_overlay_rr": 2.483444, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.957318, + "primary_prob": 30.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.935978, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.772943, + "range_504_ratio": 2.166131, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.040574, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.470339, + "strategy_rank": 98.648225, + "production_rank": 98.922263, + "structural_overlay_pass": false, + "structural_overlay_score": 93.97615, + "structural_overlay_rr": 1.970621, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.80575, + "primary_prob": 30.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 92.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.708625, + "raw_level_count": 184, + "gate_level_count": 184, + "range_504_log": 3.81558, + "range_504_ratio": 45.403101, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.015294, + "hold30_r": -1.0 + }, + { + "symbol": "DAL", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.266949, + "strategy_rank": 89.491928, + "production_rank": 90.416935, + "structural_overlay_pass": false, + "structural_overlay_score": 85.896088, + "structural_overlay_rr": 1.637415, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.254512, + "primary_prob": 22.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 82.0, + "primary_rejection_count": 24, + "primary_distance_atr": 3.381767, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.827209, + "range_504_ratio": 2.286928, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.0272, + "hold30_r": -1.0 + }, + { + "symbol": "DASH", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.652542, + "strategy_rank": 78.947919, + "production_rank": 81.516127, + "structural_overlay_pass": false, + "structural_overlay_score": 77.44032, + "structural_overlay_rr": 1.724967, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.730962, + "primary_prob": 57.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 94.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.096443, + "raw_level_count": 144, + "gate_level_count": 144, + "range_504_log": 1.430195, + "range_504_ratio": 4.179515, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.70232, + "hold30_r": -1.0 + }, + { + "symbol": "DUK", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.474576, + "strategy_rank": 59.444862, + "production_rank": 67.454767, + "structural_overlay_pass": false, + "structural_overlay_score": 64.082028, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.371263, + "primary_prob": 20.83, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.056895, + "raw_level_count": 21, + "gate_level_count": 21, + "range_504_log": 0.378291, + "range_504_ratio": 1.459788, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.297831, + "hold30_r": -1.0 + }, + { + "symbol": "DVA", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.063559, + "strategy_rank": 82.645757, + "production_rank": 83.451691, + "structural_overlay_pass": false, + "structural_overlay_score": 79.279107, + "structural_overlay_rr": 1.611548, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.635301, + "primary_prob": 24.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.452952, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 0.920895, + "range_504_ratio": 2.511537, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.037836, + "hold30_r": -1.0 + }, + { + "symbol": "EBAY", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.851695, + "strategy_rank": 79.649351, + "production_rank": 81.383466, + "structural_overlay_pass": false, + "structural_overlay_score": 77.314292, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.88384, + "primary_prob": 35.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.82576, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.655733, + "range_504_ratio": 1.926554, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.044129, + "hold30_r": -1.0 + }, + { + "symbol": "EQT", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.792373, + "strategy_rank": 83.749598, + "production_rank": 83.763856, + "structural_overlay_pass": false, + "structural_overlay_score": 79.575663, + "structural_overlay_rr": 1.063697, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.050917, + "primary_prob": 41.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 69.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.576376, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 0.701121, + "range_504_ratio": 2.016011, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.021473, + "hold30_r": -1.0 + }, + { + "symbol": "ETR", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.504237, + "strategy_rank": 87.869422, + "production_rank": 90.747694, + "structural_overlay_pass": false, + "structural_overlay_score": 86.210309, + "structural_overlay_rr": 0.983411, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.812758, + "primary_prob": 13.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.719137, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.707788, + "range_504_ratio": 2.029497, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.479443, + "hold30_r": -1.42975 + }, + { + "symbol": "FFIV", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.783898, + "strategy_rank": 79.656324, + "production_rank": 83.365515, + "structural_overlay_pass": false, + "structural_overlay_score": 79.19724, + "structural_overlay_rr": 2.828117, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.000811, + "primary_prob": 31.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.501216, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.901622, + "range_504_ratio": 2.463596, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.046081, + "hold30_r": -1.0 + }, + { + "symbol": "FICO", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.216102, + "strategy_rank": 76.767727, + "production_rank": 79.250518, + "structural_overlay_pass": false, + "structural_overlay_score": 75.287993, + "structural_overlay_rr": 2.124463, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.05392, + "primary_prob": 21.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 63.0, + "primary_rejection_count": 22, + "primary_distance_atr": 3.08088, + "raw_level_count": 135, + "gate_level_count": 135, + "range_504_log": 1.307299, + "range_504_ratio": 3.696177, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.03823, + "hold30_r": -1.0 + }, + { + "symbol": "FISV", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.360169, + "strategy_rank": 72.271106, + "production_rank": 78.300794, + "structural_overlay_pass": false, + "structural_overlay_score": 74.385754, + "structural_overlay_rr": 1.557055, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.035262, + "primary_prob": 30.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.552893, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.830452, + "range_504_ratio": 2.294355, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.052303, + "hold30_r": -1.0 + }, + { + "symbol": "FOX", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.775424, + "strategy_rank": 73.221278, + "production_rank": 81.405993, + "structural_overlay_pass": false, + "structural_overlay_score": 77.335693, + "structural_overlay_rr": 1.778139, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.446078, + "primary_prob": 19.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.169117, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.756377, + "range_504_ratio": 2.130544, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.055885, + "hold30_r": -1.0 + }, + { + "symbol": "FOXA", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.139831, + "strategy_rank": 74.105476, + "production_rank": 81.783594, + "structural_overlay_pass": false, + "structural_overlay_score": 77.694415, + "structural_overlay_rr": 1.454577, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.157577, + "primary_prob": 26.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.736366, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.730789, + "range_504_ratio": 2.076719, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.055991, + "hold30_r": -1.0 + }, + { + "symbol": "FTNT", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.114407, + "strategy_rank": 83.597806, + "production_rank": 86.770006, + "structural_overlay_pass": false, + "structural_overlay_score": 82.431506, + "structural_overlay_rr": 1.819857, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.851837, + "primary_prob": 36.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.277756, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.956452, + "range_504_ratio": 2.602448, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.038285, + "hold30_r": -1.0 + }, + { + "symbol": "GDDY", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.292373, + "strategy_rank": 88.227446, + "production_rank": 90.915755, + "structural_overlay_pass": false, + "structural_overlay_score": 86.369967, + "structural_overlay_rr": 1.698411, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.686934, + "primary_prob": 15.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.530401, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 1.164114, + "range_504_ratio": 3.203084, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.040599, + "hold30_r": -1.0 + }, + { + "symbol": "GL", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.461864, + "strategy_rank": 66.675204, + "production_rank": 71.604091, + "structural_overlay_pass": false, + "structural_overlay_score": 68.023886, + "structural_overlay_rr": 1.379863, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.399508, + "primary_prob": 19.64, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.099262, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 1.220523, + "range_504_ratio": 3.38896, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.342901, + "hold30_r": -1.0 + }, + { + "symbol": "GLW", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.478814, + "strategy_rank": 81.317448, + "production_rank": 85.037903, + "structural_overlay_pass": false, + "structural_overlay_score": 80.786008, + "structural_overlay_rr": 1.881881, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.176672, + "primary_prob": 44.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.765008, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.784093, + "range_504_ratio": 2.19042, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.137851, + "hold30_r": -1.0 + }, + { + "symbol": "GRMN", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.75, + "strategy_rank": 92.428797, + "production_rank": 92.869198, + "structural_overlay_pass": false, + "structural_overlay_score": 88.225738, + "structural_overlay_rr": 1.065584, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.13756, + "primary_prob": 25.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.70634, + "raw_level_count": 86, + "gate_level_count": 86, + "range_504_log": 0.969187, + "range_504_ratio": 2.6358, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.041242, + "hold30_r": -1.0 + }, + { + "symbol": "GS", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.135593, + "strategy_rank": 82.264536, + "production_rank": 84.221555, + "structural_overlay_pass": false, + "structural_overlay_score": 80.010477, + "structural_overlay_rr": 0.798524, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.138501, + "primary_prob": 40.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 77.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.707751, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.842881, + "range_504_ratio": 2.323049, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.037866, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.233051, + "strategy_rank": 88.815034, + "production_rank": 90.954373, + "structural_overlay_pass": false, + "structural_overlay_score": 86.406655, + "structural_overlay_rr": 0.701142, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.038677, + "primary_prob": 29.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.558015, + "raw_level_count": 113, + "gate_level_count": 113, + "range_504_log": 1.303513, + "range_504_ratio": 3.682211, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.00496, + "hold30_r": -1.145126 + }, + { + "symbol": "IBKR", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.351695, + "strategy_rank": 92.924667, + "production_rank": 94.400343, + "structural_overlay_pass": false, + "structural_overlay_score": 89.680326, + "structural_overlay_rr": 2.053379, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.887989, + "primary_prob": 33.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.331983, + "raw_level_count": 104, + "gate_level_count": 104, + "range_504_log": 1.205609, + "range_504_ratio": 3.338792, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.028195, + "hold30_r": -1.0 + }, + { + "symbol": "IP", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.173729, + "strategy_rank": 85.984901, + "production_rank": 88.71451, + "structural_overlay_pass": false, + "structural_overlay_score": 84.278785, + "structural_overlay_rr": 2.107351, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.191978, + "primary_prob": 27.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 3.287967, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.732858, + "range_504_ratio": 2.081021, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.042293, + "hold30_r": -1.0 + }, + { + "symbol": "ISRG", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.864407, + "strategy_rank": 77.513946, + "production_rank": 80.630766, + "structural_overlay_pass": false, + "structural_overlay_score": 76.599228, + "structural_overlay_rr": 2.48421, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.828595, + "primary_prob": 54.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.242893, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 1.017646, + "range_504_ratio": 2.766674, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.037349, + "hold30_r": -1.0 + }, + { + "symbol": "JPM", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.381356, + "strategy_rank": 75.241633, + "production_rank": 78.62154, + "structural_overlay_pass": false, + "structural_overlay_score": 74.690463, + "structural_overlay_rr": 1.97718, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.180855, + "primary_prob": 26.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.771282, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 0.822604, + "range_504_ratio": 2.276419, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.049541, + "hold30_r": -1.0 + }, + { + "symbol": "KKR", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.190678, + "strategy_rank": 80.722082, + "production_rank": 80.544947, + "structural_overlay_pass": false, + "structural_overlay_score": 76.5177, + "structural_overlay_rr": 1.536928, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.000274, + "primary_prob": 29.8, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 3.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.500412, + "raw_level_count": 104, + "gate_level_count": 104, + "range_504_log": 1.278261, + "range_504_ratio": 3.590392, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.025823, + "hold30_r": -1.0 + }, + { + "symbol": "KMI", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.690678, + "strategy_rank": 78.680943, + "production_rank": 83.350855, + "structural_overlay_pass": false, + "structural_overlay_score": 79.183312, + "structural_overlay_rr": 1.528228, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.369402, + "primary_prob": 39.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.054104, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.683662, + "range_504_ratio": 1.98112, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.323854, + "hold30_r": -1.533368 + }, + { + "symbol": "LITE", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.20339, + "strategy_rank": 86.498069, + "production_rank": 85.066509, + "structural_overlay_pass": false, + "structural_overlay_score": 80.813184, + "structural_overlay_rr": 1.715733, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.517023, + "primary_prob": 32.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 77.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.275534, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 1.079093, + "range_504_ratio": 2.942008, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.015893, + "hold30_r": -1.0 + }, + { + "symbol": "LNT", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.25, + "strategy_rank": 59.976266, + "production_rank": 67.067511, + "structural_overlay_pass": false, + "structural_overlay_score": 63.714135, + "structural_overlay_rr": 0.969573, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.304931, + "primary_prob": 26.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.957396, + "raw_level_count": 19, + "gate_level_count": 19, + "range_504_log": 0.387733, + "range_504_ratio": 1.473637, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.23365, + "hold30_r": -1.0 + }, + { + "symbol": "LYV", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.440678, + "strategy_rank": 73.419867, + "production_rank": 77.760137, + "structural_overlay_pass": false, + "structural_overlay_score": 73.87213, + "structural_overlay_rr": 1.780638, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.272296, + "primary_prob": 33.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.908444, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.89823, + "range_504_ratio": 2.455253, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.034846, + "hold30_r": -1.0 + }, + { + "symbol": "MMM", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.809322, + "strategy_rank": 74.68931, + "production_rank": 81.395981, + "structural_overlay_pass": false, + "structural_overlay_score": 77.326182, + "structural_overlay_rr": 0.685267, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.756324, + "primary_prob": 57.59, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 73, + "primary_distance_atr": 1.134485, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.605395, + "range_504_ratio": 1.831976, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.704784, + "hold30_r": -1.0 + }, + { + "symbol": "MS", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.076271, + "strategy_rank": 81.966048, + "production_rank": 83.669456, + "structural_overlay_pass": false, + "structural_overlay_score": 79.485983, + "structural_overlay_rr": 1.783102, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.376049, + "primary_prob": 25.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.564073, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.715863, + "range_504_ratio": 2.045952, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.038646, + "hold30_r": -1.0 + }, + { + "symbol": "MSI", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.605932, + "strategy_rank": 68.001368, + "production_rank": 74.536223, + "structural_overlay_pass": false, + "structural_overlay_score": 70.809411, + "structural_overlay_rr": 2.648565, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.46189, + "primary_prob": 24.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 3.692835, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.685536, + "range_504_ratio": 1.984835, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.056507, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.258475, + "strategy_rank": 99.385995, + "production_rank": 99.343489, + "structural_overlay_pass": false, + "structural_overlay_score": 94.376314, + "structural_overlay_rr": 1.570009, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.529998, + "primary_prob": 22.89, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 31.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.294997, + "raw_level_count": 179, + "gate_level_count": 179, + "range_504_log": 3.361658, + "range_504_ratio": 28.836962, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.013193, + "hold30_r": -1.0 + }, + { + "symbol": "MTB", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.402542, + "strategy_rank": 74.256463, + "production_rank": 76.305156, + "structural_overlay_pass": false, + "structural_overlay_score": 72.489898, + "structural_overlay_rr": 1.837046, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.87394, + "primary_prob": 31.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.81091, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.73218, + "range_504_ratio": 2.079609, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.052254, + "hold30_r": -1.0 + }, + { + "symbol": "NDAQ", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.394068, + "strategy_rank": 63.137873, + "production_rank": 71.223271, + "structural_overlay_pass": false, + "structural_overlay_score": 67.662108, + "structural_overlay_rr": 1.518307, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.016703, + "primary_prob": 29.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 3.025055, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.58501, + "range_504_ratio": 1.795009, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.049883, + "hold30_r": -1.0 + }, + { + "symbol": "NEE", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.004237, + "strategy_rank": 72.283979, + "production_rank": 76.190732, + "structural_overlay_pass": false, + "structural_overlay_score": 72.381195, + "structural_overlay_rr": 1.878226, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.87582, + "primary_prob": 46.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 135, + "primary_distance_atr": 2.81373, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.602281, + "range_504_ratio": 1.826281, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.058424, + "hold30_r": -1.0 + }, + { + "symbol": "NEM", + "date": "2025-03-07", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.427966, + "strategy_rank": 83.308437, + "production_rank": 83.681613, + "structural_overlay_pass": false, + "structural_overlay_score": 79.497533, + "structural_overlay_rr": 1.410558, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.53317, + "primary_prob": 23.81, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 3.799755, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 0.691106, + "range_504_ratio": 1.995921, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.491007, + "hold30_r": 5.449434 + }, + { + "symbol": "NFLX", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.419492, + "strategy_rank": 86.461998, + "production_rank": 88.114496, + "structural_overlay_pass": false, + "structural_overlay_score": 83.708771, + "structural_overlay_rr": 1.733516, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.865902, + "primary_prob": 37.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.298853, + "raw_level_count": 115, + "gate_level_count": 115, + "range_504_log": 1.316719, + "range_504_ratio": 3.73116, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.831223, + "hold30_r": -1.231721 + }, + { + "symbol": "NI", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.572034, + "strategy_rank": 64.444728, + "production_rank": 73.15383, + "structural_overlay_pass": false, + "structural_overlay_score": 69.496138, + "structural_overlay_rr": 0.9423, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.334796, + "primary_prob": 23.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.002194, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.594979, + "range_504_ratio": 1.812992, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.268534, + "hold30_r": -1.0 + }, + { + "symbol": "NRG", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.538136, + "strategy_rank": 93.166568, + "production_rank": 93.290424, + "structural_overlay_pass": false, + "structural_overlay_score": 88.625903, + "structural_overlay_rr": 1.681411, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.938554, + "primary_prob": 45.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 72.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.40783, + "raw_level_count": 98, + "gate_level_count": 98, + "range_504_log": 1.354898, + "range_504_ratio": 3.876364, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.918655, + "hold30_r": 0.564713 + }, + { + "symbol": "ORCL", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.038136, + "strategy_rank": 83.593784, + "production_rank": 82.741901, + "structural_overlay_pass": false, + "structural_overlay_score": 78.604806, + "structural_overlay_rr": 1.907373, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.534574, + "primary_prob": 36.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.301861, + "raw_level_count": 97, + "gate_level_count": 97, + "range_504_log": 0.882624, + "range_504_ratio": 2.417234, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.150114, + "hold30_r": -1.120496 + }, + { + "symbol": "PLTR", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.682203, + "strategy_rank": 99.429441, + "production_rank": 99.513695, + "structural_overlay_pass": false, + "structural_overlay_score": 94.53801, + "structural_overlay_rr": 0.783164, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.174184, + "primary_prob": 24.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.761276, + "raw_level_count": 159, + "gate_level_count": 159, + "range_504_log": 2.858897, + "range_504_ratio": 17.442281, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.014665, + "hold30_r": -1.0 + }, + { + "symbol": "PM", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.961864, + "strategy_rank": 82.830267, + "production_rank": 86.5408, + "structural_overlay_pass": false, + "structural_overlay_score": 82.21376, + "structural_overlay_rr": 1.77656, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.394478, + "primary_prob": 20.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.091716, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.603558, + "range_504_ratio": 1.828614, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.331108, + "hold30_r": -1.0 + }, + { + "symbol": "PNW", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.639831, + "strategy_rank": 60.418767, + "production_rank": 68.492455, + "structural_overlay_pass": false, + "structural_overlay_score": 65.067832, + "structural_overlay_rr": 1.065858, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.017789, + "primary_prob": 46.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.526683, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.380829, + "range_504_ratio": 1.463497, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.943408, + "hold30_r": -1.0 + }, + { + "symbol": "PODD", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.65678, + "strategy_rank": 81.769872, + "production_rank": 86.398841, + "structural_overlay_pass": false, + "structural_overlay_score": 82.078899, + "structural_overlay_rr": 2.634333, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.815146, + "primary_prob": 31.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 106, + "primary_distance_atr": 2.72272, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.981991, + "range_504_ratio": 2.669766, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.036925, + "hold30_r": -1.0 + }, + { + "symbol": "PPL", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.805085, + "strategy_rank": 61.361028, + "production_rank": 69.509047, + "structural_overlay_pass": false, + "structural_overlay_score": 66.033594, + "structural_overlay_rr": 1.017274, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.503766, + "primary_prob": 17.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.255649, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.480924, + "range_504_ratio": 1.617568, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.435332, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.716102, + "strategy_rank": 92.92279, + "production_rank": 94.187227, + "structural_overlay_pass": false, + "structural_overlay_score": 89.477866, + "structural_overlay_rr": 2.229205, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.998914, + "primary_prob": 37.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.498371, + "raw_level_count": 145, + "gate_level_count": 145, + "range_504_log": 1.540517, + "range_504_ratio": 4.667004, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.0259, + "hold30_r": -1.0 + }, + { + "symbol": "RMD", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.415254, + "strategy_rank": 74.589412, + "production_rank": 77.198026, + "structural_overlay_pass": false, + "structural_overlay_score": 73.338125, + "structural_overlay_rr": 1.749884, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.576466, + "primary_prob": 35.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 97, + "primary_distance_atr": 2.364699, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.687726, + "range_504_ratio": 1.989186, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.047737, + "hold30_r": -1.0 + }, + { + "symbol": "RTX", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.936441, + "strategy_rank": 68.145382, + "production_rank": 75.409068, + "structural_overlay_pass": false, + "structural_overlay_score": 71.638615, + "structural_overlay_rr": 1.613098, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.934558, + "primary_prob": 32.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.401837, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.680272, + "range_504_ratio": 1.974415, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.875006, + "hold30_r": -1.0 + }, + { + "symbol": "SATS", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.199153, + "strategy_rank": 97.50523, + "production_rank": 97.736537, + "structural_overlay_pass": false, + "structural_overlay_score": 92.84971, + "structural_overlay_rr": 0.867427, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.712739, + "primary_prob": 47.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.069108, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 1.22618, + "range_504_ratio": 3.408185, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.027265, + "hold30_r": -1.0 + }, + { + "symbol": "SYF", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.724576, + "strategy_rank": 88.914798, + "production_rank": 89.184724, + "structural_overlay_pass": false, + "structural_overlay_score": 84.725488, + "structural_overlay_rr": 0.743674, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.813122, + "primary_prob": 21.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 98.0, + "primary_rejection_count": 33, + "primary_distance_atr": 4.219683, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.981158, + "range_504_ratio": 2.667544, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.031588, + "hold30_r": -1.0 + }, + { + "symbol": "T", + "date": "2025-03-07", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.385593, + "strategy_rank": 75.025611, + "production_rank": 81.478939, + "structural_overlay_pass": false, + "structural_overlay_score": 77.404992, + "structural_overlay_rr": 0.94115, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.028456, + "primary_prob": 25.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 8, + "primary_distance_atr": 3.042684, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.733641, + "range_504_ratio": 2.082651, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.060056, + "hold30_r": -1.0 + }, + { + "symbol": "TKO", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.563559, + "strategy_rank": 89.180567, + "production_rank": 91.974898, + "structural_overlay_pass": false, + "structural_overlay_score": 87.376153, + "structural_overlay_rr": 1.69974, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.93291, + "primary_prob": 34.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.399364, + "raw_level_count": 106, + "gate_level_count": 106, + "range_504_log": 0.90658, + "range_504_ratio": 2.475842, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.902607, + "hold30_r": -1.0 + }, + { + "symbol": "TMUS", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.631356, + "strategy_rank": 76.736886, + "production_rank": 81.701709, + "structural_overlay_pass": false, + "structural_overlay_score": 77.616624, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.700439, + "primary_prob": 56.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.050659, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.794502, + "range_504_ratio": 2.213338, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.056966, + "hold30_r": -1.0 + }, + { + "symbol": "TPL", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.04661, + "strategy_rank": 97.212374, + "production_rank": 97.823786, + "structural_overlay_pass": false, + "structural_overlay_score": 92.932597, + "structural_overlay_rr": 1.529867, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.848833, + "primary_prob": 34.55, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.27325, + "raw_level_count": 120, + "gate_level_count": 120, + "range_504_log": 1.433072, + "range_504_ratio": 4.191556, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.026515, + "hold30_r": -1.0 + }, + { + "symbol": "TPR", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.665254, + "strategy_rank": 88.616311, + "production_rank": 88.632625, + "structural_overlay_pass": false, + "structural_overlay_score": 84.200994, + "structural_overlay_rr": 0.679319, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.679319, + "primary_prob": 41.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.018979, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 1.251498, + "range_504_ratio": 3.495575, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.029763, + "hold30_r": -1.0 + }, + { + "symbol": "TRGP", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.927966, + "strategy_rank": 87.596412, + "production_rank": 90.70693, + "structural_overlay_pass": false, + "structural_overlay_score": 86.171583, + "structural_overlay_rr": 1.612397, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.607415, + "primary_prob": 23.1, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 39.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.411123, + "raw_level_count": 126, + "gate_level_count": 126, + "range_504_log": 1.214755, + "range_504_ratio": 3.369468, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.574159, + "hold30_r": -1.0 + }, + { + "symbol": "TSLA", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.444915, + "strategy_rank": 96.146884, + "production_rank": 95.912894, + "structural_overlay_pass": false, + "structural_overlay_score": 91.11725, + "structural_overlay_rr": 2.975108, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.205819, + "primary_prob": 27.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 3.308728, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 1.258369, + "range_504_ratio": 3.519677, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.018199, + "hold30_r": -1.0 + }, + { + "symbol": "TYL", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.148305, + "strategy_rank": 71.869636, + "production_rank": 77.962526, + "structural_overlay_pass": false, + "structural_overlay_score": 74.0644, + "structural_overlay_rr": 1.829147, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.766446, + "primary_prob": 57.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 1.14967, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.773714, + "range_504_ratio": 2.167803, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.044791, + "hold30_r": -1.0 + }, + { + "symbol": "UAL", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.411017, + "strategy_rank": 96.26113, + "production_rank": 96.977759, + "structural_overlay_pass": false, + "structural_overlay_score": 92.128871, + "structural_overlay_rr": 1.615961, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.582746, + "primary_prob": 28.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 66.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.374119, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 1.236686, + "range_504_ratio": 3.444181, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.020934, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.991525, + "strategy_rank": 86.919384, + "production_rank": 85.276765, + "structural_overlay_pass": false, + "structural_overlay_score": 81.012926, + "structural_overlay_rr": 1.717305, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.570053, + "primary_prob": 33.16, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 86.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.35508, + "raw_level_count": 158, + "gate_level_count": 158, + "range_504_log": 2.568099, + "range_504_ratio": 13.041004, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.014122, + "hold30_r": -1.0 + }, + { + "symbol": "VST", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.622881, + "strategy_rank": 98.751207, + "production_rank": 98.708432, + "structural_overlay_pass": false, + "structural_overlay_score": 93.77301, + "structural_overlay_rr": 0.746964, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.746964, + "primary_prob": 42.16, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 21.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.120446, + "raw_level_count": 132, + "gate_level_count": 132, + "range_504_log": 2.204204, + "range_504_ratio": 9.063039, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.734171, + "hold30_r": -1.0 + }, + { + "symbol": "VTR", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.512712, + "strategy_rank": 72.722189, + "production_rank": 78.31903, + "structural_overlay_pass": false, + "structural_overlay_score": 74.403079, + "structural_overlay_rr": 1.428507, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.026227, + "primary_prob": 44.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.53934, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.591256, + "range_504_ratio": 1.806255, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.965058, + "hold30_r": -1.0 + }, + { + "symbol": "WAB", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.580508, + "strategy_rank": 70.436736, + "production_rank": 74.817993, + "structural_overlay_pass": false, + "structural_overlay_score": 71.077094, + "structural_overlay_rr": 1.730562, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.676069, + "primary_prob": 32.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 93.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.514103, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 0.830697, + "range_504_ratio": 2.294918, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.617528, + "hold30_r": -1.573716 + }, + { + "symbol": "WELL", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.597458, + "strategy_rank": 73.686575, + "production_rank": 80.656869, + "structural_overlay_pass": false, + "structural_overlay_score": 76.624026, + "structural_overlay_rr": 1.012775, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.649742, + "primary_prob": 15.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.474614, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.888917, + "range_504_ratio": 2.432495, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.592833, + "hold30_r": -1.418399 + }, + { + "symbol": "WFC", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.262712, + "strategy_rank": 80.62567, + "production_rank": 81.504684, + "structural_overlay_pass": false, + "structural_overlay_score": 77.42945, + "structural_overlay_rr": 2.045494, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.36067, + "primary_prob": 25.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.041005, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.838137, + "range_504_ratio": 2.312057, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.041413, + "hold30_r": -1.0 + }, + { + "symbol": "WMB", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.995763, + "strategy_rank": 78.570452, + "production_rank": 82.712222, + "structural_overlay_pass": false, + "structural_overlay_score": 78.576611, + "structural_overlay_rr": 1.670959, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.660408, + "primary_prob": 21.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.490612, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.793351, + "range_504_ratio": 2.210791, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.621509, + "hold30_r": -1.0 + }, + { + "symbol": "WMT", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.080508, + "strategy_rank": 74.186736, + "production_rank": 81.48466, + "structural_overlay_pass": false, + "structural_overlay_score": 77.410427, + "structural_overlay_rr": 1.80691, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.241039, + "primary_prob": 30.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.861558, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.842183, + "range_504_ratio": 2.321429, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.050464, + "hold30_r": -1.0 + }, + { + "symbol": "WSM", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.021186, + "strategy_rank": 94.457868, + "production_rank": 94.645641, + "structural_overlay_pass": false, + "structural_overlay_score": 89.913359, + "structural_overlay_rr": 1.835011, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.970865, + "primary_prob": 36.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.456297, + "raw_level_count": 112, + "gate_level_count": 112, + "range_504_log": 1.391307, + "range_504_ratio": 4.020102, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.03359, + "hold30_r": -1.0 + }, + { + "symbol": "XEL", + "date": "2025-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.055085, + "strategy_rank": 66.875268, + "production_rank": 75.26854, + "structural_overlay_pass": false, + "structural_overlay_score": 71.505113, + "structural_overlay_rr": 0.879219, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.439364, + "primary_prob": 38.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 162, + "primary_distance_atr": 2.159046, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.449914, + "range_504_ratio": 1.568177, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.372604, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2025-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.753927, + "strategy_rank": 97.25851, + "production_rank": 97.090316, + "structural_overlay_pass": false, + "structural_overlay_score": 92.2358, + "structural_overlay_rr": 1.56165, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.25457, + "primary_prob": 23.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 87.0, + "primary_rejection_count": 30, + "primary_distance_atr": 3.381854, + "raw_level_count": 120, + "gate_level_count": 120, + "range_504_log": 1.5987, + "range_504_ratio": 4.946599, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.184454, + "hold30_r": -1.168002 + }, + { + "symbol": "HOOD", + "date": "2025-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.848168, + "strategy_rank": 98.849609, + "production_rank": 98.849128, + "structural_overlay_pass": false, + "structural_overlay_score": 93.906672, + "structural_overlay_rr": 1.646044, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.815294, + "primary_prob": 21.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.722942, + "raw_level_count": 141, + "gate_level_count": 141, + "range_504_log": 2.135221, + "range_504_ratio": 8.458913, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.804346, + "hold30_r": 2.040971 + }, + { + "symbol": "AEE", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.21466, + "strategy_rank": 64.921586, + "production_rank": 73.019277, + "structural_overlay_pass": false, + "structural_overlay_score": 69.368313, + "structural_overlay_rr": 1.731331, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.409123, + "primary_prob": 19.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.113684, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.440212, + "range_504_ratio": 1.553036, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.068919, + "hold30_r": -1.0 + }, + { + "symbol": "AJG", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.884817, + "strategy_rank": 61.698934, + "production_rank": 68.427561, + "structural_overlay_pass": false, + "structural_overlay_score": 65.006183, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.542244, + "primary_prob": 17.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.313366, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.683181, + "range_504_ratio": 1.980166, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.475104, + "hold30_r": -1.489418 + }, + { + "symbol": "APD", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.350785, + "strategy_rank": 69.669846, + "production_rank": 74.230159, + "structural_overlay_pass": false, + "structural_overlay_score": 70.518651, + "structural_overlay_rr": 1.556211, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.620233, + "primary_prob": 35.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 79, + "primary_distance_atr": 2.430349, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.474575, + "range_504_ratio": 1.607331, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.289742, + "hold30_r": -1.23531 + }, + { + "symbol": "APP", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.895288, + "strategy_rank": 99.770289, + "production_rank": 99.811955, + "structural_overlay_pass": false, + "structural_overlay_score": 94.821357, + "structural_overlay_rr": 1.545366, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.755148, + "primary_prob": 44.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.132722, + "raw_level_count": 177, + "gate_level_count": 177, + "range_504_log": 3.80495, + "range_504_ratio": 44.923011, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.743569, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.994764, + "strategy_rank": 92.66401, + "production_rank": 92.107595, + "structural_overlay_pass": false, + "structural_overlay_score": 87.502215, + "structural_overlay_rr": 1.555697, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.108366, + "primary_prob": 31.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.66255, + "raw_level_count": 109, + "gate_level_count": 109, + "range_504_log": 1.432444, + "range_504_ratio": 4.188924, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.024121, + "hold30_r": -1.0 + }, + { + "symbol": "AXON", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.010471, + "strategy_rank": 97.63757, + "production_rank": 97.76187, + "structural_overlay_pass": false, + "structural_overlay_score": 92.873777, + "structural_overlay_rr": 1.679335, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.95449, + "primary_prob": 43.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 66.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.431735, + "raw_level_count": 130, + "gate_level_count": 130, + "range_504_log": 1.406797, + "range_504_ratio": 4.082856, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.02241, + "hold30_r": -1.0 + }, + { + "symbol": "BK", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.832461, + "strategy_rank": 71.602848, + "production_rank": 78.346052, + "structural_overlay_pass": false, + "structural_overlay_score": 74.428749, + "structural_overlay_rr": 0.714503, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.323529, + "primary_prob": 34.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 69.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.985294, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.823489, + "range_504_ratio": 2.278436, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.479239, + "hold30_r": -1.429612 + }, + { + "symbol": "BKNG", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.769634, + "strategy_rank": 71.652299, + "production_rank": 75.691411, + "structural_overlay_pass": false, + "structural_overlay_score": 71.90684, + "structural_overlay_rr": 1.883955, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.663349, + "primary_prob": 32.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 92.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.495024, + "raw_level_count": 97, + "gate_level_count": 97, + "range_504_log": 0.806245, + "range_504_ratio": 2.239484, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.393054, + "hold30_r": -1.352186 + }, + { + "symbol": "BKR", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.748691, + "strategy_rank": 80.725439, + "production_rank": 83.066523, + "structural_overlay_pass": false, + "structural_overlay_score": 78.913197, + "structural_overlay_rr": 1.128824, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.147608, + "primary_prob": 31.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.721412, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.637249, + "range_504_ratio": 1.891271, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.106553, + "hold30_r": -1.0 + }, + { + "symbol": "BSX", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.926702, + "strategy_rank": 69.189776, + "production_rank": 77.435418, + "structural_overlay_pass": false, + "structural_overlay_score": 73.563647, + "structural_overlay_rr": 2.046439, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.468646, + "primary_prob": 26.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.202968, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 0.84122, + "range_504_ratio": 2.319195, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.419091, + "hold30_r": -1.0 + }, + { + "symbol": "CASY", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.947644, + "strategy_rank": 75.789211, + "production_rank": 80.508689, + "structural_overlay_pass": false, + "structural_overlay_score": 76.483254, + "structural_overlay_rr": 1.518045, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.076097, + "primary_prob": 45.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 94.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.614146, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 0.789534, + "range_504_ratio": 2.20237, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.037394, + "hold30_r": 2.866332 + }, + { + "symbol": "CBRE", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.586387, + "strategy_rank": 80.529762, + "production_rank": 83.215304, + "structural_overlay_pass": false, + "structural_overlay_score": 79.054539, + "structural_overlay_rr": 1.511856, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.524571, + "primary_prob": 34.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 90.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.286856, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.826843, + "range_504_ratio": 2.28609, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.114737, + "hold30_r": -1.077561 + }, + { + "symbol": "CCL", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.005236, + "strategy_rank": 88.706168, + "production_rank": 88.805857, + "structural_overlay_pass": false, + "structural_overlay_score": 84.365564, + "structural_overlay_rr": 1.114976, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.859194, + "primary_prob": 31.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.788791, + "raw_level_count": 106, + "gate_level_count": 106, + "range_504_log": 1.23294, + "range_504_ratio": 3.431302, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.023932, + "hold30_r": -1.0 + }, + { + "symbol": "CHRW", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.60733, + "strategy_rank": 70.862253, + "production_rank": 75.443945, + "structural_overlay_pass": false, + "structural_overlay_score": 71.671748, + "structural_overlay_rr": 1.839241, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.942166, + "primary_prob": 30.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 110, + "primary_distance_atr": 2.913249, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.568978, + "range_504_ratio": 1.766462, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.048035, + "hold30_r": -1.0 + }, + { + "symbol": "CIEN", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.623037, + "strategy_rank": 92.665844, + "production_rank": 92.318242, + "structural_overlay_pass": false, + "structural_overlay_score": 87.70233, + "structural_overlay_rr": 0.97405, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.671843, + "primary_prob": 54.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 65.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.007765, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.932089, + "range_504_ratio": 2.53981, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.652796, + "hold30_r": -1.0 + }, + { + "symbol": "CMI", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.209424, + "strategy_rank": 70.442739, + "production_rank": 73.6983, + "structural_overlay_pass": false, + "structural_overlay_score": 70.013385, + "structural_overlay_rr": 1.545617, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.56133, + "primary_prob": 33.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 89.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.341995, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.646655, + "range_504_ratio": 1.909145, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.041467, + "hold30_r": -1.0 + }, + { + "symbol": "COST", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.701571, + "strategy_rank": 66.447095, + "production_rank": 73.198587, + "structural_overlay_pass": false, + "structural_overlay_score": 69.538658, + "structural_overlay_rr": 1.858793, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.42108, + "primary_prob": 32.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.13162, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.83718, + "range_504_ratio": 2.309844, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.375409, + "hold30_r": 1.885079 + }, + { + "symbol": "CVNA", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.47644, + "strategy_rank": 98.851443, + "production_rank": 99.059775, + "structural_overlay_pass": false, + "structural_overlay_score": 94.106787, + "structural_overlay_rr": 2.276333, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.110737, + "primary_prob": 25.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 89.0, + "primary_rejection_count": 30, + "primary_distance_atr": 3.166106, + "raw_level_count": 185, + "gate_level_count": 185, + "range_504_log": 3.81558, + "range_504_ratio": 45.403101, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.014781, + "hold30_r": -1.0 + }, + { + "symbol": "D", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.675393, + "strategy_rank": 67.183202, + "production_rank": 72.013932, + "structural_overlay_pass": false, + "structural_overlay_score": 68.413236, + "structural_overlay_rr": 2.003385, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.725023, + "primary_prob": 33.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 83, + "primary_distance_atr": 2.587534, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.458484, + "range_504_ratio": 1.581674, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.608831, + "hold30_r": -1.555179 + }, + { + "symbol": "DAL", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.204188, + "strategy_rank": 89.870044, + "production_rank": 90.314759, + "structural_overlay_pass": false, + "structural_overlay_score": 85.799021, + "structural_overlay_rr": 0.803948, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.006324, + "primary_prob": 39.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.509485, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.827209, + "range_504_ratio": 2.286928, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.097777, + "hold30_r": -1.076585 + }, + { + "symbol": "DASH", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.78534, + "strategy_rank": 82.44442, + "production_rank": 85.224727, + "structural_overlay_pass": false, + "structural_overlay_score": 80.963491, + "structural_overlay_rr": 1.613333, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.923085, + "primary_prob": 20.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.884628, + "raw_level_count": 144, + "gate_level_count": 144, + "range_504_log": 1.430195, + "range_504_ratio": 4.179515, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.366981, + "hold30_r": -1.339441 + }, + { + "symbol": "DGX", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.513089, + "strategy_rank": 64.172092, + "production_rank": 70.285758, + "structural_overlay_pass": false, + "structural_overlay_score": 66.77147, + "structural_overlay_rr": 1.067591, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.690959, + "primary_prob": 46.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.036439, + "raw_level_count": 25, + "gate_level_count": 25, + "range_504_log": 0.40259, + "range_504_ratio": 1.495694, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.633106, + "hold30_r": -1.0 + }, + { + "symbol": "EBAY", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.188482, + "strategy_rank": 79.922552, + "production_rank": 81.344529, + "structural_overlay_pass": false, + "structural_overlay_score": 77.277302, + "structural_overlay_rr": 1.883536, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.718025, + "primary_prob": 33.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.577037, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.655733, + "range_504_ratio": 1.926554, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.263863, + "hold30_r": -1.224674 + }, + { + "symbol": "EQT", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.366492, + "strategy_rank": 88.188766, + "production_rank": 88.914674, + "structural_overlay_pass": false, + "structural_overlay_score": 84.468941, + "structural_overlay_rr": 1.249898, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.934963, + "primary_prob": 34.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.402444, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 0.701121, + "range_504_ratio": 2.016011, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.901902, + "hold30_r": -1.0 + }, + { + "symbol": "ETR", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.544503, + "strategy_rank": 87.695855, + "production_rank": 90.645404, + "structural_overlay_pass": false, + "structural_overlay_score": 86.113134, + "structural_overlay_rr": 0.967262, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.690507, + "primary_prob": 56.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.03576, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.707788, + "range_504_ratio": 2.029497, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.051622, + "hold30_r": -1.0 + }, + { + "symbol": "EVRG", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.863874, + "strategy_rank": 60.104712, + "production_rank": 68.691099, + "structural_overlay_pass": false, + "structural_overlay_score": 65.256545, + "structural_overlay_rr": 1.349607, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.079373, + "primary_prob": 46.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 71, + "primary_distance_atr": 1.619059, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.399104, + "range_504_ratio": 1.490489, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.006682, + "hold30_r": -1.034594 + }, + { + "symbol": "EXPE", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.73822, + "strategy_rank": 87.68641, + "production_rank": 88.370347, + "structural_overlay_pass": false, + "structural_overlay_score": 83.951829, + "structural_overlay_rr": 1.753152, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.828208, + "primary_prob": 31.8, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 74, + "primary_distance_atr": 2.742312, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.859584, + "range_504_ratio": 2.362179, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.537228, + "hold30_r": -1.50869 + }, + { + "symbol": "FFIV", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.879581, + "strategy_rank": 81.908303, + "production_rank": 85.565396, + "structural_overlay_pass": false, + "structural_overlay_score": 81.287126, + "structural_overlay_rr": 2.132104, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.709927, + "primary_prob": 41.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.06489, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.901622, + "range_504_ratio": 2.463596, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.666976, + "hold30_r": -1.0 + }, + { + "symbol": "FISV", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.413613, + "strategy_rank": 72.873783, + "production_rank": 79.053726, + "structural_overlay_pass": false, + "structural_overlay_score": 75.10104, + "structural_overlay_rr": 1.92584, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.414212, + "primary_prob": 20.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.121318, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.830452, + "range_504_ratio": 2.294355, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.363886, + "hold30_r": -1.0 + }, + { + "symbol": "FOX", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.591623, + "strategy_rank": 74.852197, + "production_rank": 82.432005, + "structural_overlay_pass": false, + "structural_overlay_score": 78.310405, + "structural_overlay_rr": 2.112215, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.719411, + "primary_prob": 39.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.079117, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.756377, + "range_504_ratio": 2.130544, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.670389, + "hold30_r": -1.0 + }, + { + "symbol": "FOXA", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.382199, + "strategy_rank": 75.80049, + "production_rank": 82.994393, + "structural_overlay_pass": false, + "structural_overlay_score": 78.844673, + "structural_overlay_rr": 1.549782, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.239542, + "primary_prob": 24.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.859313, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.730789, + "range_504_ratio": 2.076719, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.190062, + "hold30_r": -1.0 + }, + { + "symbol": "FTNT", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.507853, + "strategy_rank": 85.883026, + "production_rank": 88.424635, + "structural_overlay_pass": false, + "structural_overlay_score": 84.003403, + "structural_overlay_rr": 1.585592, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.06166, + "primary_prob": 29.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.59249, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.956452, + "range_504_ratio": 2.602448, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.027216, + "hold30_r": -1.0 + }, + { + "symbol": "GDDY", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.39267, + "strategy_rank": 86.639311, + "production_rank": 89.557098, + "structural_overlay_pass": false, + "structural_overlay_score": 85.079243, + "structural_overlay_rr": 1.69649, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.684376, + "primary_prob": 15.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.526564, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 1.164114, + "range_504_ratio": 3.203084, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.043327, + "hold30_r": -1.0 + }, + { + "symbol": "GILD", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.575916, + "strategy_rank": 73.225873, + "production_rank": 79.009221, + "structural_overlay_pass": false, + "structural_overlay_score": 75.05876, + "structural_overlay_rr": 1.498835, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.959859, + "primary_prob": 32.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.439788, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.658896, + "range_504_ratio": 1.932657, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.056145, + "hold30_r": -1.0 + }, + { + "symbol": "GL", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.979058, + "strategy_rank": 68.858333, + "production_rank": 73.898575, + "structural_overlay_pass": false, + "structural_overlay_score": 70.203646, + "structural_overlay_rr": 0.82055, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.330159, + "primary_prob": 21.11, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.995238, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 1.220523, + "range_504_ratio": 3.38896, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.277075, + "hold30_r": -1.0 + }, + { + "symbol": "GLW", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.041885, + "strategy_rank": 80.977807, + "production_rank": 84.665833, + "structural_overlay_pass": false, + "structural_overlay_score": 80.432542, + "structural_overlay_rr": 1.602746, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.867126, + "primary_prob": 53.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.300689, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.784093, + "range_504_ratio": 2.19042, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.825851, + "hold30_r": -1.0 + }, + { + "symbol": "GRMN", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.539267, + "strategy_rank": 88.211793, + "production_rank": 87.987618, + "structural_overlay_pass": false, + "structural_overlay_score": 83.588237, + "structural_overlay_rr": 1.633191, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.883138, + "primary_prob": 38.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.324706, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 0.969187, + "range_504_ratio": 2.6358, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -2.442776, + "hold30_r": -2.401122 + }, + { + "symbol": "GS", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.251309, + "strategy_rank": 85.316271, + "production_rank": 87.62795, + "structural_overlay_pass": false, + "structural_overlay_score": 83.246553, + "structural_overlay_rr": 1.870439, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.730647, + "primary_prob": 28.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 77.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.595971, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.842881, + "range_504_ratio": 2.323049, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.036097, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.706806, + "strategy_rank": 89.236683, + "production_rank": 91.393391, + "structural_overlay_pass": false, + "structural_overlay_score": 86.823721, + "structural_overlay_rr": 1.84718, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.763962, + "primary_prob": 38.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.145943, + "raw_level_count": 113, + "gate_level_count": 113, + "range_504_log": 1.303513, + "range_504_ratio": 3.682211, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.729162, + "hold30_r": -1.452415 + }, + { + "symbol": "IBKR", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.801047, + "strategy_rank": 95.082214, + "production_rank": 95.988492, + "structural_overlay_pass": false, + "structural_overlay_score": 91.189067, + "structural_overlay_rr": 1.691247, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.880928, + "primary_prob": 40.83, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 39.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.321391, + "raw_level_count": 105, + "gate_level_count": 105, + "range_504_log": 1.205609, + "range_504_ratio": 3.338792, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.85842, + "hold30_r": -1.113878 + }, + { + "symbol": "IP", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.136126, + "strategy_rank": 86.760773, + "production_rank": 89.219224, + "structural_overlay_pass": false, + "structural_overlay_score": 84.758263, + "structural_overlay_rr": 1.681841, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.38532, + "primary_prob": 25.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 3.577981, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.732858, + "range_504_ratio": 2.081021, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.038861, + "hold30_r": -1.0 + }, + { + "symbol": "ISRG", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.329843, + "strategy_rank": 80.150702, + "production_rank": 82.543749, + "structural_overlay_pass": false, + "structural_overlay_score": 78.416562, + "structural_overlay_rr": 1.858795, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.850149, + "primary_prob": 31.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.775224, + "raw_level_count": 93, + "gate_level_count": 93, + "range_504_log": 1.017646, + "range_504_ratio": 2.766674, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.031551, + "hold30_r": -1.0 + }, + { + "symbol": "JCI", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.0, + "strategy_rank": 74.112617, + "production_rank": 76.075078, + "structural_overlay_pass": false, + "structural_overlay_score": 72.271324, + "structural_overlay_rr": 1.567163, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.859804, + "primary_prob": 53.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.289705, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.643237, + "range_504_ratio": 1.90263, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.814849, + "hold30_r": -1.306581 + }, + { + "symbol": "JPM", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.387435, + "strategy_rank": 75.142737, + "production_rank": 78.89097, + "structural_overlay_pass": false, + "structural_overlay_score": 74.946421, + "structural_overlay_rr": 1.702307, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.270143, + "primary_prob": 33.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.905214, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 0.822604, + "range_504_ratio": 2.276419, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.225579, + "hold30_r": -1.642558 + }, + { + "symbol": "KMI", + "date": "2025-03-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.424084, + "strategy_rank": 76.142218, + "production_rank": 80.569507, + "structural_overlay_pass": false, + "structural_overlay_score": 76.541032, + "structural_overlay_rr": 1.198859, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.170945, + "primary_prob": 22.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 3.256417, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.683662, + "range_504_ratio": 1.98112, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.050685, + "hold30_r": -1.0 + }, + { + "symbol": "LITE", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.560209, + "strategy_rank": 87.584952, + "production_rank": 86.243371, + "structural_overlay_pass": false, + "structural_overlay_score": 81.931202, + "structural_overlay_rr": 1.531134, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.821046, + "primary_prob": 31.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.73157, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 1.079093, + "range_504_ratio": 2.942008, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.016355, + "hold30_r": -1.0 + }, + { + "symbol": "LNT", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.246073, + "strategy_rank": 61.431792, + "production_rank": 68.703219, + "structural_overlay_pass": false, + "structural_overlay_score": 65.268058, + "structural_overlay_rr": 0.72881, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.033644, + "primary_prob": 33.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.550466, + "raw_level_count": 19, + "gate_level_count": 19, + "range_504_log": 0.387733, + "range_504_ratio": 1.473637, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.962454, + "hold30_r": -1.0 + }, + { + "symbol": "LYV", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.445026, + "strategy_rank": 74.670747, + "production_rank": 78.262173, + "structural_overlay_pass": false, + "structural_overlay_score": 74.349065, + "structural_overlay_rr": 1.796615, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.818444, + "primary_prob": 46.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.227666, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.89823, + "range_504_ratio": 2.455253, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.788911, + "hold30_r": 1.734705 + }, + { + "symbol": "META", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.303665, + "strategy_rank": 73.597967, + "production_rank": 76.499866, + "structural_overlay_pass": false, + "structural_overlay_score": 72.674873, + "structural_overlay_rr": 0.773683, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.377434, + "primary_prob": 20.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.066151, + "raw_level_count": 126, + "gate_level_count": 126, + "range_504_log": 1.444122, + "range_504_ratio": 4.238131, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.20715, + "hold30_r": -1.174778 + }, + { + "symbol": "MMM", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.460733, + "strategy_rank": 73.669333, + "production_rank": 79.933133, + "structural_overlay_pass": false, + "structural_overlay_score": 75.936476, + "structural_overlay_rr": 0.967553, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.967553, + "primary_prob": 32.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.451329, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.605395, + "range_504_ratio": 1.831976, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.094739, + "hold30_r": -1.045739 + }, + { + "symbol": "MS", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.376963, + "strategy_rank": 83.730402, + "production_rank": 85.279256, + "structural_overlay_pass": false, + "structural_overlay_score": 81.015293, + "structural_overlay_rr": 2.31026, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.012608, + "primary_prob": 22.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.018912, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.715863, + "range_504_ratio": 2.045952, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.035686, + "hold30_r": -1.0 + }, + { + "symbol": "MSI", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.397906, + "strategy_rank": 65.241203, + "production_rank": 71.626771, + "structural_overlay_pass": false, + "structural_overlay_score": 68.045432, + "structural_overlay_rr": 1.824378, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.855441, + "primary_prob": 30.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 95.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.783161, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.685536, + "range_504_ratio": 1.984835, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.058746, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.219895, + "strategy_rank": 98.660079, + "production_rank": 98.513351, + "structural_overlay_pass": false, + "structural_overlay_score": 93.587684, + "structural_overlay_rr": 1.665717, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.922586, + "primary_prob": 41.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.383879, + "raw_level_count": 179, + "gate_level_count": 179, + "range_504_log": 3.32005, + "range_504_ratio": 27.661742, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.909257, + "hold30_r": -1.0 + }, + { + "symbol": "MTB", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.827225, + "strategy_rank": 75.966545, + "production_rank": 78.253438, + "structural_overlay_pass": false, + "structural_overlay_score": 74.340766, + "structural_overlay_rr": 1.506169, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.226498, + "primary_prob": 26.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 3.339747, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.73218, + "range_504_ratio": 2.079609, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.048961, + "hold30_r": -1.0 + }, + { + "symbol": "NDAQ", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.04712, + "strategy_rank": 58.766352, + "production_rank": 66.193275, + "structural_overlay_pass": false, + "structural_overlay_score": 62.883611, + "structural_overlay_rr": 2.074989, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.524506, + "primary_prob": 36.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.286759, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.58501, + "range_504_ratio": 1.795009, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.473138, + "hold30_r": -1.0 + }, + { + "symbol": "NEM", + "date": "2025-03-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.17801, + "strategy_rank": 84.662459, + "production_rank": 85.167643, + "structural_overlay_pass": false, + "structural_overlay_score": 80.909261, + "structural_overlay_rr": 1.774945, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.932488, + "primary_prob": 20.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 4.398732, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 0.691106, + "range_504_ratio": 1.995921, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.04203, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.717277, + "strategy_rank": 88.344534, + "production_rank": 90.135449, + "structural_overlay_pass": false, + "structural_overlay_score": 85.628676, + "structural_overlay_rr": 1.551177, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.546773, + "primary_prob": 22.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.320159, + "raw_level_count": 117, + "gate_level_count": 117, + "range_504_log": 1.316719, + "range_504_ratio": 3.73116, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.511306, + "hold30_r": -1.0 + }, + { + "symbol": "NI", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.670157, + "strategy_rank": 66.026566, + "production_rank": 74.907763, + "structural_overlay_pass": false, + "structural_overlay_score": 71.162375, + "structural_overlay_rr": 1.72846, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.319787, + "primary_prob": 21.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.979681, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.594979, + "range_504_ratio": 1.812992, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.069455, + "hold30_r": -1.0 + }, + { + "symbol": "NRG", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.089005, + "strategy_rank": 92.909957, + "production_rank": 92.96964, + "structural_overlay_pass": false, + "structural_overlay_score": 88.321158, + "structural_overlay_rr": 0.919234, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.261559, + "primary_prob": 26.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.892338, + "raw_level_count": 98, + "gate_level_count": 98, + "range_504_log": 1.354898, + "range_504_ratio": 3.876364, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.022393, + "hold30_r": -1.0 + }, + { + "symbol": "NTRS", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.418848, + "strategy_rank": 67.148251, + "production_rank": 71.571783, + "structural_overlay_pass": false, + "structural_overlay_score": 67.993194, + "structural_overlay_rr": 1.824999, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.604522, + "primary_prob": 35.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.406783, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.607932, + "range_504_ratio": 1.83663, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.050784, + "hold30_r": -1.005433 + }, + { + "symbol": "PEG", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.094241, + "strategy_rank": 68.258461, + "production_rank": 72.870387, + "structural_overlay_pass": false, + "structural_overlay_score": 69.226868, + "structural_overlay_rr": 2.999823, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.063101, + "primary_prob": 22.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 67.0, + "primary_rejection_count": 28, + "primary_distance_atr": 3.094651, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.572591, + "range_504_ratio": 1.772854, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.052336, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.685864, + "strategy_rank": 99.373431, + "production_rank": 99.477575, + "structural_overlay_pass": false, + "structural_overlay_score": 94.503697, + "structural_overlay_rr": 0.690106, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.09285, + "primary_prob": 26.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.639276, + "raw_level_count": 159, + "gate_level_count": 159, + "range_504_log": 2.858897, + "range_504_ratio": 17.442281, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.015366, + "hold30_r": -1.0 + }, + { + "symbol": "PM", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.602094, + "strategy_rank": 83.595084, + "production_rank": 87.597421, + "structural_overlay_pass": false, + "structural_overlay_score": 83.21755, + "structural_overlay_rr": 1.462067, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.283183, + "primary_prob": 22.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.924774, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.603558, + "range_504_ratio": 1.828614, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.214962, + "hold30_r": -1.057809 + }, + { + "symbol": "PODD", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.298429, + "strategy_rank": 82.013801, + "production_rank": 85.775344, + "structural_overlay_pass": false, + "structural_overlay_score": 81.486577, + "structural_overlay_rr": 2.113103, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.309178, + "primary_prob": 25.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 101, + "primary_distance_atr": 3.463766, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.981991, + "range_504_ratio": 2.669766, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.033448, + "hold30_r": -1.0 + }, + { + "symbol": "PPL", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.65445, + "strategy_rank": 61.334549, + "production_rank": 69.441183, + "structural_overlay_pass": false, + "structural_overlay_score": 65.969124, + "structural_overlay_rr": 1.037218, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.688733, + "primary_prob": 40.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.033099, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.480924, + "range_504_ratio": 1.617568, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.617775, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.335079, + "strategy_rank": 92.241646, + "production_rank": 93.606123, + "structural_overlay_pass": false, + "structural_overlay_score": 88.925817, + "structural_overlay_rr": 1.563029, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.123287, + "primary_prob": 33.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.684931, + "raw_level_count": 145, + "gate_level_count": 145, + "range_504_log": 1.540517, + "range_504_ratio": 4.667004, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.025765, + "hold30_r": -1.0 + }, + { + "symbol": "RJF", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.628272, + "strategy_rank": 72.675453, + "production_rank": 75.326393, + "structural_overlay_pass": false, + "structural_overlay_score": 71.560073, + "structural_overlay_rr": 1.532048, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.674829, + "primary_prob": 22.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 4.012243, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.754173, + "range_504_ratio": 2.125854, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.044959, + "hold30_r": -1.0 + }, + { + "symbol": "RL", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.910995, + "strategy_rank": 83.204745, + "production_rank": 84.440162, + "structural_overlay_pass": false, + "structural_overlay_score": 80.218154, + "structural_overlay_rr": 1.610055, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.868092, + "primary_prob": 48.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 73.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.302138, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 1.03119, + "range_504_ratio": 2.804401, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.839139, + "hold30_r": -1.0 + }, + { + "symbol": "SATS", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.172775, + "strategy_rank": 96.143987, + "production_rank": 96.486916, + "structural_overlay_pass": false, + "structural_overlay_score": 91.662571, + "structural_overlay_rr": 1.721757, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.577137, + "primary_prob": 23.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.365706, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 1.22618, + "range_504_ratio": 3.408185, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.023753, + "hold30_r": -1.0 + }, + { + "symbol": "STT", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.837696, + "strategy_rank": 65.720903, + "production_rank": 70.759834, + "structural_overlay_pass": false, + "structural_overlay_score": 67.221842, + "structural_overlay_rr": 2.001108, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.803815, + "primary_prob": 32.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 71, + "primary_distance_atr": 2.705722, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.495092, + "range_504_ratio": 1.64065, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.043719, + "hold30_r": -1.0 + }, + { + "symbol": "SYF", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.816754, + "strategy_rank": 85.461404, + "production_rank": 85.246521, + "structural_overlay_pass": false, + "structural_overlay_score": 80.984195, + "structural_overlay_rr": 1.130437, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.903639, + "primary_prob": 34.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.355459, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.981158, + "range_504_ratio": 2.667544, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.87332, + "hold30_r": -1.0 + }, + { + "symbol": "T", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.183246, + "strategy_rank": 76.576135, + "production_rank": 82.778505, + "structural_overlay_pass": false, + "structural_overlay_score": 78.63958, + "structural_overlay_rr": 1.2594, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.224427, + "primary_prob": 43.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.83664, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.733641, + "range_504_ratio": 2.082651, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.176262, + "hold30_r": -1.268461 + }, + { + "symbol": "TKO", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.429319, + "strategy_rank": 90.078834, + "production_rank": 92.862329, + "structural_overlay_pass": false, + "structural_overlay_score": 88.219213, + "structural_overlay_rr": 0.705073, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.811591, + "primary_prob": 40.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.217387, + "raw_level_count": 106, + "gate_level_count": 106, + "range_504_log": 0.90658, + "range_504_ratio": 2.475842, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.782629, + "hold30_r": 2.158367 + }, + { + "symbol": "TMUS", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.554974, + "strategy_rank": 79.076907, + "production_rank": 84.236263, + "structural_overlay_pass": false, + "structural_overlay_score": 80.02445, + "structural_overlay_rr": 1.515899, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.497198, + "primary_prob": 20.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.245797, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.794502, + "range_504_ratio": 2.213338, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.44877, + "hold30_r": -1.212689 + }, + { + "symbol": "TPL", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.267016, + "strategy_rank": 97.735086, + "production_rank": 98.245729, + "structural_overlay_pass": false, + "structural_overlay_score": 93.333443, + "structural_overlay_rr": 0.925111, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.806028, + "primary_prob": 43.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.209043, + "raw_level_count": 121, + "gate_level_count": 121, + "range_504_log": 1.433072, + "range_504_ratio": 4.191556, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.024386, + "hold30_r": -1.0 + }, + { + "symbol": "TPR", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.125654, + "strategy_rank": 94.034569, + "production_rank": 94.731598, + "structural_overlay_pass": false, + "structural_overlay_score": 89.995018, + "structural_overlay_rr": 0.798684, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.067052, + "primary_prob": 28.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.600578, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 1.251498, + "range_504_ratio": 3.495575, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.038787, + "hold30_r": -1.0 + }, + { + "symbol": "TRGP", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.963351, + "strategy_rank": 88.176744, + "production_rank": 91.105613, + "structural_overlay_pass": false, + "structural_overlay_score": 86.550332, + "structural_overlay_rr": 1.705722, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.84565, + "primary_prob": 42.06, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 39.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.268476, + "raw_level_count": 126, + "gate_level_count": 126, + "range_504_log": 1.214755, + "range_504_ratio": 3.369468, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.810647, + "hold30_r": -1.482565 + }, + { + "symbol": "TSLA", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.34555, + "strategy_rank": 95.447516, + "production_rank": 95.080194, + "structural_overlay_pass": false, + "structural_overlay_score": 90.326184, + "structural_overlay_rr": 0.923114, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.567751, + "primary_prob": 23.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 3.851626, + "raw_level_count": 101, + "gate_level_count": 101, + "range_504_log": 1.258369, + "range_504_ratio": 3.519677, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.016811, + "hold30_r": -1.0 + }, + { + "symbol": "TTD", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.036649, + "strategy_rank": 86.968199, + "production_rank": 85.657682, + "structural_overlay_pass": false, + "structural_overlay_score": 81.374798, + "structural_overlay_rr": 1.689868, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.64772, + "primary_prob": 34.62, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 61, + "primary_distance_atr": 2.471579, + "raw_level_count": 108, + "gate_level_count": 108, + "range_504_log": 1.03401, + "range_504_ratio": 2.81232, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.081708, + "hold30_r": -1.065197 + }, + { + "symbol": "TTWO", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.167539, + "strategy_rank": 80.486829, + "production_rank": 83.047066, + "structural_overlay_pass": false, + "structural_overlay_score": 78.894713, + "structural_overlay_rr": 1.333944, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.325259, + "primary_prob": 23.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.987889, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.702193, + "range_504_ratio": 2.018174, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.278134, + "hold30_r": -1.0 + }, + { + "symbol": "TYL", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.795812, + "strategy_rank": 71.229018, + "production_rank": 77.084616, + "structural_overlay_pass": false, + "structural_overlay_score": 73.230385, + "structural_overlay_rr": 2.093366, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.777697, + "primary_prob": 32.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.666546, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.773714, + "range_504_ratio": 2.167803, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.044757, + "hold30_r": -1.0 + }, + { + "symbol": "UAL", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.638743, + "strategy_rank": 96.732209, + "production_rank": 97.367721, + "structural_overlay_pass": false, + "structural_overlay_score": 92.499334, + "structural_overlay_rr": 2.143208, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.711188, + "primary_prob": 40.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.066781, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 1.236686, + "range_504_ratio": 3.444181, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.693751, + "hold30_r": -1.0 + }, + { + "symbol": "VST", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.057592, + "strategy_rank": 99.058771, + "production_rank": 99.058378, + "structural_overlay_pass": false, + "structural_overlay_score": 94.105459, + "structural_overlay_rr": 1.937574, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.909113, + "primary_prob": 39.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.36367, + "raw_level_count": 133, + "gate_level_count": 133, + "range_504_log": 2.176475, + "range_504_ratio": 8.815174, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.015157, + "hold30_r": -1.0 + }, + { + "symbol": "VTR", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.958115, + "strategy_rank": 71.268282, + "production_rank": 76.83156, + "structural_overlay_pass": false, + "structural_overlay_score": 72.989982, + "structural_overlay_rr": 1.820894, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.429205, + "primary_prob": 19.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.143807, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.591256, + "range_504_ratio": 1.806255, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.370506, + "hold30_r": -1.667325 + }, + { + "symbol": "WEC", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.073298, + "strategy_rank": 61.252352, + "production_rank": 69.526001, + "structural_overlay_pass": false, + "structural_overlay_score": 66.049701, + "structural_overlay_rr": 1.060431, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.086682, + "primary_prob": 26.91, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.630023, + "raw_level_count": 23, + "gate_level_count": 23, + "range_504_log": 0.383039, + "range_504_ratio": 1.466736, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.019238, + "hold30_r": -1.0 + }, + { + "symbol": "WELL", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.973822, + "strategy_rank": 73.332562, + "production_rank": 80.546315, + "structural_overlay_pass": false, + "structural_overlay_score": 76.518999, + "structural_overlay_rr": 0.957837, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.608612, + "primary_prob": 15.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.412918, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.888917, + "range_504_ratio": 2.432495, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.550315, + "hold30_r": -1.52604 + }, + { + "symbol": "WFC", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.465969, + "strategy_rank": 79.518357, + "production_rank": 80.167561, + "structural_overlay_pass": false, + "structural_overlay_score": 76.159183, + "structural_overlay_rr": 2.095845, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.683689, + "primary_prob": 50.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.025534, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.838137, + "range_504_ratio": 2.312057, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.644595, + "hold30_r": -1.0 + }, + { + "symbol": "WMB", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.157068, + "strategy_rank": 77.844046, + "production_rank": 81.948386, + "structural_overlay_pass": false, + "structural_overlay_score": 77.850967, + "structural_overlay_rr": 1.556088, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.175756, + "primary_prob": 40.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.763634, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.793351, + "range_504_ratio": 2.210791, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.133218, + "hold30_r": -1.0 + }, + { + "symbol": "WMT", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.91623, + "strategy_rank": 75.337399, + "production_rank": 82.197009, + "structural_overlay_pass": false, + "structural_overlay_score": 78.087159, + "structural_overlay_rr": 2.206501, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.830908, + "primary_prob": 26.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 76.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.746362, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.838442, + "range_504_ratio": 2.312761, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.392149, + "hold30_r": -1.347148 + }, + { + "symbol": "WSM", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.764398, + "strategy_rank": 94.395558, + "production_rank": 94.518505, + "structural_overlay_pass": false, + "structural_overlay_score": 89.79258, + "structural_overlay_rr": 1.952185, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.703603, + "primary_prob": 26.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 65.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.555405, + "raw_level_count": 112, + "gate_level_count": 112, + "range_504_log": 1.391307, + "range_504_ratio": 4.020102, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.026582, + "hold30_r": -1.0 + }, + { + "symbol": "XEL", + "date": "2025-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.120419, + "strategy_rank": 63.737161, + "production_rank": 71.53158, + "structural_overlay_pass": false, + "structural_overlay_score": 67.955001, + "structural_overlay_rr": 0.871129, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.987994, + "primary_prob": 44.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 59, + "primary_distance_atr": 2.981991, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.449914, + "range_504_ratio": 1.568177, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.063201, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2025-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.927966, + "strategy_rank": 97.374893, + "production_rank": 97.225917, + "structural_overlay_pass": false, + "structural_overlay_score": 92.364621, + "structural_overlay_rr": 1.840169, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.214079, + "primary_prob": 24.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 86.0, + "primary_rejection_count": 30, + "primary_distance_atr": 3.321118, + "raw_level_count": 120, + "gate_level_count": 120, + "range_504_log": 1.5987, + "range_504_ratio": 4.946599, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.020264, + "hold30_r": -1.0 + }, + { + "symbol": "HOOD", + "date": "2025-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.04661, + "strategy_rank": 99.047817, + "production_rank": 99.047415, + "structural_overlay_pass": false, + "structural_overlay_score": 94.095044, + "structural_overlay_rr": 1.842132, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.709343, + "primary_prob": 49.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.064014, + "raw_level_count": 141, + "gate_level_count": 141, + "range_504_log": 2.135221, + "range_504_ratio": 8.458913, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.694955, + "hold30_r": -1.0 + }, + { + "symbol": "AAPL", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.402542, + "strategy_rank": 66.091906, + "production_rank": 70.862118, + "structural_overlay_pass": false, + "structural_overlay_score": 67.319012, + "structural_overlay_rr": 2.384425, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.952638, + "primary_prob": 30.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.928957, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.52314, + "range_504_ratio": 1.687318, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.358292, + "hold30_r": -1.313258 + }, + { + "symbol": "AEE", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.830508, + "strategy_rank": 65.286419, + "production_rank": 73.467782, + "structural_overlay_pass": false, + "structural_overlay_score": 69.794393, + "structural_overlay_rr": 1.922756, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.579402, + "primary_prob": 16.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.369103, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.440212, + "range_504_ratio": 1.553036, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.073287, + "hold30_r": -1.0 + }, + { + "symbol": "AEP", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.711864, + "strategy_rank": 64.657799, + "production_rank": 72.342487, + "structural_overlay_pass": false, + "structural_overlay_score": 68.725363, + "structural_overlay_rr": 1.15699, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.13203, + "primary_prob": 26.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.698045, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.456509, + "range_504_ratio": 1.578553, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.068321, + "hold30_r": -1.0 + }, + { + "symbol": "AJG", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.779661, + "strategy_rank": 61.644497, + "production_rank": 68.356218, + "structural_overlay_pass": false, + "structural_overlay_score": 64.938407, + "structural_overlay_rr": 1.397835, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.859996, + "primary_prob": 34.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.289994, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.653418, + "range_504_ratio": 1.922099, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.791992, + "hold30_r": -1.0 + }, + { + "symbol": "APD", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.381356, + "strategy_rank": 70.653025, + "production_rank": 75.562469, + "structural_overlay_pass": false, + "structural_overlay_score": 71.784345, + "structural_overlay_rr": 1.722825, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.766239, + "primary_prob": 32.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 79, + "primary_distance_atr": 2.649358, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.474575, + "range_504_ratio": 1.607331, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.357382, + "hold30_r": -1.299007 + }, + { + "symbol": "APP", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.894068, + "strategy_rank": 99.76762, + "production_rank": 99.809769, + "structural_overlay_pass": false, + "structural_overlay_score": 94.819281, + "structural_overlay_rr": 1.616971, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.512029, + "primary_prob": 20.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.268044, + "raw_level_count": 178, + "gate_level_count": 178, + "range_504_log": 3.681197, + "range_504_ratio": 39.693878, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.01372, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.983051, + "strategy_rank": 91.243832, + "production_rank": 90.490238, + "structural_overlay_pass": false, + "structural_overlay_score": 85.965726, + "structural_overlay_rr": 1.967917, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.871144, + "primary_prob": 33.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.306716, + "raw_level_count": 110, + "gate_level_count": 110, + "range_504_log": 1.432444, + "range_504_ratio": 4.188924, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.025913, + "hold30_r": -1.0 + }, + { + "symbol": "AXON", + "date": "2025-03-21", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 95.762712, + "strategy_rank": 96.052886, + "production_rank": 95.956161, + "structural_overlay_pass": false, + "structural_overlay_score": 91.158353, + "structural_overlay_rr": 1.815942, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.475348, + "primary_prob": 20.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 13, + "primary_distance_atr": 3.713022, + "raw_level_count": 132, + "gate_level_count": 132, + "range_504_log": 1.406797, + "range_504_ratio": 4.082856, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.025557, + "hold30_r": -1.0 + }, + { + "symbol": "BK", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.79661, + "strategy_rank": 71.350032, + "production_rank": 78.498892, + "structural_overlay_pass": false, + "structural_overlay_score": 74.573947, + "structural_overlay_rr": 1.08027, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.854953, + "primary_prob": 47.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 69.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.28243, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.823489, + "range_504_ratio": 2.278436, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.055795, + "hold30_r": -1.0 + }, + { + "symbol": "BKNG", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.20339, + "strategy_rank": 70.833512, + "production_rank": 74.623471, + "structural_overlay_pass": false, + "structural_overlay_score": 70.892298, + "structural_overlay_rr": 2.30511, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.016969, + "primary_prob": 29.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 3.025453, + "raw_level_count": 97, + "gate_level_count": 97, + "range_504_log": 0.78343, + "range_504_ratio": 2.188967, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.041345, + "hold30_r": -1.0 + }, + { + "symbol": "BKR", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.533898, + "strategy_rank": 78.699045, + "production_rank": 80.643996, + "structural_overlay_pass": false, + "structural_overlay_score": 76.611796, + "structural_overlay_rr": 1.749255, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.565474, + "primary_prob": 20.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.348212, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.637249, + "range_504_ratio": 1.891271, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.045339, + "hold30_r": -1.0 + }, + { + "symbol": "BSX", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.220339, + "strategy_rank": 68.798541, + "production_rank": 76.93914, + "structural_overlay_pass": false, + "structural_overlay_score": 73.092183, + "structural_overlay_rr": 1.205088, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.563821, + "primary_prob": 17.67, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 8.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.345731, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 0.813371, + "range_504_ratio": 2.255498, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.06036, + "hold30_r": -1.00632 + }, + { + "symbol": "CASY", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.415254, + "strategy_rank": 71.67802, + "production_rank": 75.257098, + "structural_overlay_pass": false, + "structural_overlay_score": 71.494243, + "structural_overlay_rr": 1.711483, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.141616, + "primary_prob": 27.43, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 11.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.712424, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 0.773388, + "range_504_ratio": 2.167097, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.101176, + "hold30_r": 3.122052 + }, + { + "symbol": "CBOE", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.440678, + "strategy_rank": 67.913538, + "production_rank": 74.089251, + "structural_overlay_pass": false, + "structural_overlay_score": 70.384789, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.781354, + "primary_prob": 38.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.172031, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.584347, + "range_504_ratio": 1.793819, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.728474, + "hold30_r": -1.0 + }, + { + "symbol": "CBRE", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.194915, + "strategy_rank": 81.044036, + "production_rank": 83.760995, + "structural_overlay_pass": false, + "structural_overlay_score": 79.572946, + "structural_overlay_rr": 1.655549, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.572342, + "primary_prob": 32.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 82.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.358513, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.826843, + "range_504_ratio": 2.28609, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.848633, + "hold30_r": -1.80776 + }, + { + "symbol": "CCL", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.957627, + "strategy_rank": 85.926035, + "production_rank": 85.603232, + "structural_overlay_pass": false, + "structural_overlay_score": 81.323071, + "structural_overlay_rr": 1.711656, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.708198, + "primary_prob": 33.63, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.562297, + "raw_level_count": 106, + "gate_level_count": 106, + "range_504_log": 1.215189, + "range_504_ratio": 3.370932, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.067956, + "hold30_r": -1.043407 + }, + { + "symbol": "CHRW", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.771186, + "strategy_rank": 73.7854, + "production_rank": 78.780662, + "structural_overlay_pass": false, + "structural_overlay_score": 74.841629, + "structural_overlay_rr": 1.57101, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.679224, + "primary_prob": 34.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 110, + "primary_distance_atr": 2.518836, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.568978, + "range_504_ratio": 1.766462, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.052569, + "hold30_r": -1.0 + }, + { + "symbol": "CIEN", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.783898, + "strategy_rank": 92.061387, + "production_rank": 91.635557, + "structural_overlay_pass": false, + "structural_overlay_score": 87.05378, + "structural_overlay_rr": 0.8662, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.893593, + "primary_prob": 46.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 70.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.34039, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.932089, + "range_504_ratio": 2.53981, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.065773, + "hold30_r": -1.042525 + }, + { + "symbol": "COF", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.169492, + "strategy_rank": 84.36548, + "production_rank": 84.633484, + "structural_overlay_pass": false, + "structural_overlay_score": 80.401809, + "structural_overlay_rr": 1.787229, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.546662, + "primary_prob": 23.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.319993, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.92031, + "range_504_ratio": 2.510068, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.033641, + "hold30_r": -1.0 + }, + { + "symbol": "COST", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.322034, + "strategy_rank": 64.943145, + "production_rank": 71.402775, + "structural_overlay_pass": false, + "structural_overlay_score": 67.832636, + "structural_overlay_rr": 1.745411, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.393625, + "primary_prob": 32.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.090437, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.816088, + "range_504_ratio": 2.261636, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.343847, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.470339, + "strategy_rank": 98.901389, + "production_rank": 99.091039, + "structural_overlay_pass": false, + "structural_overlay_score": 94.136487, + "structural_overlay_rr": 1.834194, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.671991, + "primary_prob": 31.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 88.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.507987, + "raw_level_count": 186, + "gate_level_count": 186, + "range_504_log": 3.777553, + "range_504_ratio": 43.708955, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.015203, + "hold30_r": -1.0 + }, + { + "symbol": "DAL", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.652542, + "strategy_rank": 86.79602, + "production_rank": 86.748194, + "structural_overlay_pass": false, + "structural_overlay_score": 82.410785, + "structural_overlay_rr": 0.926671, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.164, + "primary_prob": 34.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.746, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.827209, + "range_504_ratio": 2.286928, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.280806, + "hold30_r": -1.256172 + }, + { + "symbol": "DASH", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.042373, + "strategy_rank": 82.998015, + "production_rank": 85.346135, + "structural_overlay_pass": false, + "structural_overlay_score": 81.078828, + "structural_overlay_rr": 0.691096, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.968467, + "primary_prob": 35.38, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 26.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.4527, + "raw_level_count": 144, + "gate_level_count": 144, + "range_504_log": 1.335945, + "range_504_ratio": 3.803587, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.029585, + "hold30_r": -1.0 + }, + { + "symbol": "DGX", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.288136, + "strategy_rank": 67.905492, + "production_rank": 74.366373, + "structural_overlay_pass": false, + "structural_overlay_score": 70.648055, + "structural_overlay_rr": 1.566987, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.249526, + "primary_prob": 30.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.874288, + "raw_level_count": 26, + "gate_level_count": 26, + "range_504_log": 0.40259, + "range_504_ratio": 1.495694, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.056133, + "hold30_r": -1.0 + }, + { + "symbol": "EBAY", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.580508, + "strategy_rank": 79.424077, + "production_rank": 80.809554, + "structural_overlay_pass": false, + "structural_overlay_score": 76.769077, + "structural_overlay_rr": 1.780347, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.610358, + "primary_prob": 35.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.415538, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.655733, + "range_504_ratio": 1.926554, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.040558, + "hold30_r": -1.0 + }, + { + "symbol": "EQT", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.84322, + "strategy_rank": 89.290254, + "production_rank": 90.141243, + "structural_overlay_pass": false, + "structural_overlay_score": 85.634181, + "structural_overlay_rr": 1.364375, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.994838, + "primary_prob": 44.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.492258, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 0.66805, + "range_504_ratio": 1.95043, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.373673, + "hold30_r": -1.335499 + }, + { + "symbol": "ETR", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.139831, + "strategy_rank": 88.092818, + "production_rank": 91.108489, + "structural_overlay_pass": false, + "structural_overlay_score": 86.553064, + "structural_overlay_rr": 1.402404, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.411548, + "primary_prob": 19.79, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.117321, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.707788, + "range_504_ratio": 2.029497, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.054786, + "hold30_r": -1.0 + }, + { + "symbol": "EVRG", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.228814, + "strategy_rank": 60.360169, + "production_rank": 68.983051, + "structural_overlay_pass": false, + "structural_overlay_score": 65.533898, + "structural_overlay_rr": 1.413491, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.130737, + "primary_prob": 45.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 72, + "primary_distance_atr": 1.696105, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.399104, + "range_504_ratio": 1.490489, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.054587, + "hold30_r": -1.083827 + }, + { + "symbol": "EXPE", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.207627, + "strategy_rank": 88.718757, + "production_rank": 89.54838, + "structural_overlay_pass": false, + "structural_overlay_score": 85.070961, + "structural_overlay_rr": 1.647691, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.851595, + "primary_prob": 54.05, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 74, + "primary_distance_atr": 1.277393, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.859584, + "range_504_ratio": 2.362179, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.032639, + "hold30_r": -1.0 + }, + { + "symbol": "FFIV", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.055085, + "strategy_rank": 81.14742, + "production_rank": 84.783308, + "structural_overlay_pass": false, + "structural_overlay_score": 80.544143, + "structural_overlay_rr": 1.735389, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.039978, + "primary_prob": 28.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.559967, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.901622, + "range_504_ratio": 2.463596, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.046295, + "hold30_r": -1.0 + }, + { + "symbol": "FICO", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.190678, + "strategy_rank": 76.861323, + "production_rank": 77.971108, + "structural_overlay_pass": false, + "structural_overlay_score": 74.072552, + "structural_overlay_rr": 1.939859, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.837379, + "primary_prob": 39.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 62.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.756068, + "raw_level_count": 134, + "gate_level_count": 134, + "range_504_log": 1.307299, + "range_504_ratio": 3.696177, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.038278, + "hold30_r": -1.0 + }, + { + "symbol": "FISV", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.995763, + "strategy_rank": 72.747667, + "production_rank": 78.830365, + "structural_overlay_pass": false, + "structural_overlay_score": 74.888847, + "structural_overlay_rr": 1.633538, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.083043, + "primary_prob": 28.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.624565, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.789795, + "range_504_ratio": 2.202945, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.027995, + "hold30_r": -1.097355 + }, + { + "symbol": "FOX", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.775424, + "strategy_rank": 73.885835, + "production_rank": 81.849031, + "structural_overlay_pass": false, + "structural_overlay_score": 77.756579, + "structural_overlay_rr": 1.689103, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.946675, + "primary_prob": 31.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.420012, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.756377, + "range_504_ratio": 2.130544, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.88971, + "hold30_r": -1.0 + }, + { + "symbol": "FOXA", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.563559, + "strategy_rank": 74.845124, + "production_rank": 82.417936, + "structural_overlay_pass": false, + "structural_overlay_score": 78.297039, + "structural_overlay_rr": 1.160568, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.807497, + "primary_prob": 37.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.211245, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.730789, + "range_504_ratio": 2.076719, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.74998, + "hold30_r": -1.537012 + }, + { + "symbol": "FTNT", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.974576, + "strategy_rank": 86.960684, + "production_rank": 89.965315, + "structural_overlay_pass": false, + "structural_overlay_score": 85.467049, + "structural_overlay_rr": 0.84767, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.709733, + "primary_prob": 41.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.0646, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.956452, + "range_504_ratio": 2.602448, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.670102, + "hold30_r": -1.0 + }, + { + "symbol": "GDDY", + "date": "2025-03-21", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.923729, + "strategy_rank": 81.2618, + "production_rank": 83.482443, + "structural_overlay_pass": true, + "structural_overlay_score": 84.308321, + "structural_overlay_rr": 2.840718, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.701088, + "primary_prob": 32.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 73.0, + "primary_rejection_count": 26, + "primary_distance_atr": 4.051632, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 1.164114, + "range_504_ratio": 3.203084, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.047347, + "hold30_r": -1.0 + }, + { + "symbol": "GILD", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.855932, + "strategy_rank": 75.699153, + "production_rank": 81.751412, + "structural_overlay_pass": false, + "structural_overlay_score": 77.663842, + "structural_overlay_rr": 2.482961, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.211521, + "primary_prob": 24.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.817282, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.658896, + "range_504_ratio": 1.932657, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.159945, + "hold30_r": -1.0 + }, + { + "symbol": "GL", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.618644, + "strategy_rank": 72.606469, + "production_rank": 78.277194, + "structural_overlay_pass": false, + "structural_overlay_score": 74.363334, + "structural_overlay_rr": 1.047472, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.064784, + "primary_prob": 42.72, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.597177, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 1.220523, + "range_504_ratio": 3.38896, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.009267, + "hold30_r": -1.0 + }, + { + "symbol": "GLW", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.631356, + "strategy_rank": 80.597645, + "production_rank": 84.275549, + "structural_overlay_pass": false, + "structural_overlay_score": 80.061771, + "structural_overlay_rr": 1.104192, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.914271, + "primary_prob": 36.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.371406, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.784093, + "range_504_ratio": 2.19042, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.042869, + "hold30_r": -1.0 + }, + { + "symbol": "GRMN", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.644068, + "strategy_rank": 92.133126, + "production_rank": 92.636773, + "structural_overlay_pass": false, + "structural_overlay_score": 88.004935, + "structural_overlay_rr": 1.224504, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.018942, + "primary_prob": 40.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.528413, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 0.960563, + "range_504_ratio": 2.613167, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -2.173974, + "hold30_r": -2.131209 + }, + { + "symbol": "GS", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.254237, + "strategy_rank": 83.65265, + "production_rank": 85.853179, + "structural_overlay_pass": false, + "structural_overlay_score": 81.56052, + "structural_overlay_rr": 1.692554, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.017061, + "primary_prob": 44.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 77.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.525592, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.842881, + "range_504_ratio": 2.323049, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.170975, + "hold30_r": -1.130188 + }, + { + "symbol": "HAS", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.991525, + "strategy_rank": 75.59027, + "production_rank": 77.724022, + "structural_overlay_pass": false, + "structural_overlay_score": 73.837821, + "structural_overlay_rr": 2.8674, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.291879, + "primary_prob": 26.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 87, + "primary_distance_atr": 3.437819, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.545044, + "range_504_ratio": 1.724684, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.045777, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.716102, + "strategy_rank": 90.011398, + "production_rank": 92.246299, + "structural_overlay_pass": false, + "structural_overlay_score": 87.633984, + "structural_overlay_rr": 1.314598, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.993365, + "primary_prob": 45.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.490047, + "raw_level_count": 114, + "gate_level_count": 114, + "range_504_log": 1.275867, + "range_504_ratio": 3.581804, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.955532, + "hold30_r": -2.153988 + }, + { + "symbol": "IBKR", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.351695, + "strategy_rank": 94.791756, + "production_rank": 95.645069, + "structural_overlay_pass": false, + "structural_overlay_score": 90.862816, + "structural_overlay_rr": 1.512356, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.515014, + "primary_prob": 20.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.272521, + "raw_level_count": 106, + "gate_level_count": 106, + "range_504_log": 1.205609, + "range_504_ratio": 3.338792, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.089566, + "hold30_r": -1.06338 + }, + { + "symbol": "IBM", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.368644, + "strategy_rank": 76.07957, + "production_rank": 78.509261, + "structural_overlay_pass": false, + "structural_overlay_score": 74.583798, + "structural_overlay_rr": 1.94609, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.954826, + "primary_prob": 34.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.432239, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.793122, + "range_504_ratio": 2.210286, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.042437, + "hold30_r": -1.0 + }, + { + "symbol": "IP", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.584746, + "strategy_rank": 85.030841, + "production_rank": 87.548809, + "structural_overlay_pass": false, + "structural_overlay_score": 83.171369, + "structural_overlay_rr": 1.898445, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.017499, + "primary_prob": 29.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 3.026249, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.732858, + "range_504_ratio": 2.081021, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.973845, + "hold30_r": -1.0 + }, + { + "symbol": "ISRG", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.347458, + "strategy_rank": 80.798917, + "production_rank": 83.315097, + "structural_overlay_pass": false, + "structural_overlay_score": 79.149342, + "structural_overlay_rr": 1.767905, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.763291, + "primary_prob": 32.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.644937, + "raw_level_count": 93, + "gate_level_count": 93, + "range_504_log": 0.952743, + "range_504_ratio": 2.592811, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.035615, + "hold30_r": -1.0 + }, + { + "symbol": "JPM", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.614407, + "strategy_rank": 70.670591, + "production_rank": 73.985196, + "structural_overlay_pass": false, + "structural_overlay_score": 70.285936, + "structural_overlay_rr": 2.059785, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.25689, + "primary_prob": 24.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.885335, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 0.822604, + "range_504_ratio": 2.276419, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.207102, + "hold30_r": -1.0 + }, + { + "symbol": "KMI", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.572034, + "strategy_rank": 77.07131, + "production_rank": 81.571551, + "structural_overlay_pass": false, + "structural_overlay_score": 77.492974, + "structural_overlay_rr": 0.904791, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.533518, + "primary_prob": 32.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.300278, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.683662, + "range_504_ratio": 1.98112, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.301522, + "hold30_r": -1.244088 + }, + { + "symbol": "LNT", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.004237, + "strategy_rank": 61.524485, + "production_rank": 69.017736, + "structural_overlay_pass": false, + "structural_overlay_score": 65.566849, + "structural_overlay_rr": 0.722865, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.04985, + "primary_prob": 32.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.574774, + "raw_level_count": 19, + "gate_level_count": 19, + "range_504_log": 0.387733, + "range_504_ratio": 1.473637, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.973237, + "hold30_r": -1.0 + }, + { + "symbol": "LYV", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.792373, + "strategy_rank": 73.717952, + "production_rank": 77.076092, + "structural_overlay_pass": false, + "structural_overlay_score": 73.222288, + "structural_overlay_rr": 2.395304, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.887346, + "primary_prob": 22.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.831019, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.89823, + "range_504_ratio": 2.455253, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.033755, + "hold30_r": -1.0 + }, + { + "symbol": "MMM", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.076271, + "strategy_rank": 70.130605, + "production_rank": 75.77916, + "structural_overlay_pass": false, + "structural_overlay_score": 71.990202, + "structural_overlay_rr": 0.941503, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.056997, + "primary_prob": 29.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.585495, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.605395, + "range_504_ratio": 1.831976, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.053065, + "hold30_r": -1.0 + }, + { + "symbol": "MO", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.15678, + "strategy_rank": 61.975569, + "production_rank": 69.035972, + "structural_overlay_pass": false, + "structural_overlay_score": 65.584174, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.023151, + "primary_prob": 29.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.534727, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.423602, + "range_504_ratio": 1.527454, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.951167, + "hold30_r": -1.0 + }, + { + "symbol": "MS", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.59322, + "strategy_rank": 81.845634, + "production_rank": 83.094829, + "structural_overlay_pass": false, + "structural_overlay_score": 78.940088, + "structural_overlay_rr": 1.678766, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.295075, + "primary_prob": 26.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.442612, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.715863, + "range_504_ratio": 2.045952, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.107864, + "hold30_r": -1.067956 + }, + { + "symbol": "MSTR", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.199153, + "strategy_rank": 98.64447, + "production_rank": 98.496031, + "structural_overlay_pass": false, + "structural_overlay_score": 93.571229, + "structural_overlay_rr": 1.723527, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.880819, + "primary_prob": 43.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.321229, + "raw_level_count": 181, + "gate_level_count": 181, + "range_504_log": 3.158576, + "range_504_ratio": 23.537061, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.865372, + "hold30_r": -1.114295 + }, + { + "symbol": "MTB", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.110169, + "strategy_rank": 76.472055, + "production_rank": 79.018093, + "structural_overlay_pass": false, + "structural_overlay_score": 75.067189, + "structural_overlay_rr": 1.944261, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.982071, + "primary_prob": 29.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.973106, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.73218, + "range_504_ratio": 2.079609, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.149109, + "hold30_r": -1.096021 + }, + { + "symbol": "NEM", + "date": "2025-03-21", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.559322, + "strategy_rank": 86.042158, + "production_rank": 86.881213, + "structural_overlay_pass": false, + "structural_overlay_score": 82.537152, + "structural_overlay_rr": 2.264262, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.205772, + "primary_prob": 42.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 3.308658, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 0.691106, + "range_504_ratio": 1.995921, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.04556, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.266949, + "strategy_rank": 87.340029, + "production_rank": 88.982336, + "structural_overlay_pass": false, + "structural_overlay_score": 84.533219, + "structural_overlay_rr": 0.741507, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.737484, + "primary_prob": 44.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.106227, + "raw_level_count": 117, + "gate_level_count": 117, + "range_504_log": 1.288383, + "range_504_ratio": 3.626917, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.699984, + "hold30_r": -1.0 + }, + { + "symbol": "NI", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.432203, + "strategy_rank": 66.541783, + "production_rank": 75.505256, + "structural_overlay_pass": false, + "structural_overlay_score": 71.729994, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.588745, + "primary_prob": 16.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.383118, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.594979, + "range_504_ratio": 1.812992, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.071214, + "hold30_r": -1.0 + }, + { + "symbol": "NRG", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.008475, + "strategy_rank": 92.795806, + "production_rank": 92.866695, + "structural_overlay_pass": false, + "structural_overlay_score": 88.223361, + "structural_overlay_rr": 1.925769, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.716682, + "primary_prob": 43.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.075023, + "raw_level_count": 98, + "gate_level_count": 98, + "range_504_log": 1.346667, + "range_504_ratio": 3.84459, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.026338, + "hold30_r": -1.0 + }, + { + "symbol": "NTRS", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.826271, + "strategy_rank": 67.211301, + "production_rank": 71.749625, + "structural_overlay_pass": false, + "structural_overlay_score": 68.162143, + "structural_overlay_rr": 1.814154, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.567589, + "primary_prob": 36.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.351383, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.607932, + "range_504_ratio": 1.83663, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.409568, + "hold30_r": -1.358265 + }, + { + "symbol": "PEG", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.627119, + "strategy_rank": 68.535186, + "production_rank": 73.232497, + "structural_overlay_pass": false, + "structural_overlay_score": 69.570872, + "structural_overlay_rr": 1.883753, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.819707, + "primary_prob": 25.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 67.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.729561, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.572591, + "range_504_ratio": 1.772854, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.060668, + "hold30_r": -1.0 + }, + { + "symbol": "PGR", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.016949, + "strategy_rank": 67.142244, + "production_rank": 73.433812, + "structural_overlay_pass": false, + "structural_overlay_score": 69.762122, + "structural_overlay_rr": 1.378314, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.413422, + "primary_prob": 20.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.120133, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 0.966921, + "range_504_ratio": 2.629836, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.360859, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.682203, + "strategy_rank": 99.36615, + "production_rank": 99.471501, + "structural_overlay_pass": false, + "structural_overlay_score": 94.497926, + "structural_overlay_rr": 2.711181, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.738645, + "primary_prob": 38.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.107968, + "raw_level_count": 161, + "gate_level_count": 161, + "range_504_log": 2.846458, + "range_504_ratio": 17.226648, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.090533, + "hold30_r": -1.072727 + }, + { + "symbol": "PM", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.186441, + "strategy_rank": 83.627977, + "production_rank": 87.814131, + "structural_overlay_pass": false, + "structural_overlay_score": 83.423425, + "structural_overlay_rr": 1.250042, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.317255, + "primary_prob": 22.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.975882, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.603558, + "range_504_ratio": 1.828614, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.248647, + "hold30_r": -1.0 + }, + { + "symbol": "PODD", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.915254, + "strategy_rank": 83.086248, + "production_rank": 87.02925, + "structural_overlay_pass": false, + "structural_overlay_score": 82.677787, + "structural_overlay_rr": 1.380004, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.544183, + "primary_prob": 36.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 101, + "primary_distance_atr": 2.316274, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.981991, + "range_504_ratio": 2.669766, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.037011, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.491525, + "strategy_rank": 91.745334, + "production_rank": 92.660731, + "structural_overlay_pass": false, + "structural_overlay_score": 88.027694, + "structural_overlay_rr": 2.136227, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.906774, + "primary_prob": 39.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.360161, + "raw_level_count": 146, + "gate_level_count": 146, + "range_504_log": 1.540517, + "range_504_ratio": 4.667004, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.026023, + "hold30_r": -1.0 + }, + { + "symbol": "RL", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.135593, + "strategy_rank": 83.751877, + "production_rank": 85.213116, + "structural_overlay_pass": false, + "structural_overlay_score": 80.95246, + "structural_overlay_rr": 0.891559, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.676431, + "primary_prob": 55.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 73.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.014646, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 1.03119, + "range_504_ratio": 2.804401, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.644497, + "hold30_r": -1.0 + }, + { + "symbol": "SATS", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.834746, + "strategy_rank": 97.064069, + "production_rank": 97.654295, + "structural_overlay_pass": false, + "structural_overlay_score": 92.77158, + "structural_overlay_rr": 1.713355, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.556033, + "primary_prob": 23.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.334049, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 1.22618, + "range_504_ratio": 3.408185, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.026131, + "hold30_r": -1.0 + }, + { + "symbol": "SO", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.864407, + "strategy_rank": 63.400021, + "production_rank": 71.221483, + "structural_overlay_pass": false, + "structural_overlay_score": 67.660409, + "structural_overlay_rr": 0.868483, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.921767, + "primary_prob": 41.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.38265, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.428057, + "range_504_ratio": 1.534273, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.852257, + "hold30_r": -1.0 + }, + { + "symbol": "STT", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.355932, + "strategy_rank": 65.778266, + "production_rank": 70.970822, + "structural_overlay_pass": false, + "structural_overlay_score": 67.422281, + "structural_overlay_rr": 1.907448, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.848467, + "primary_prob": 31.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 81, + "primary_distance_atr": 2.772701, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.495092, + "range_504_ratio": 1.64065, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.427607, + "hold30_r": -1.377319 + }, + { + "symbol": "SYF", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.805085, + "strategy_rank": 85.823053, + "production_rank": 85.817064, + "structural_overlay_pass": false, + "structural_overlay_score": 81.52621, + "structural_overlay_rr": 1.029134, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.780082, + "primary_prob": 38.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.170123, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.981158, + "range_504_ratio": 2.667544, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.746363, + "hold30_r": -1.011189 + }, + { + "symbol": "T", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.338983, + "strategy_rank": 75.629693, + "production_rank": 82.199456, + "structural_overlay_pass": false, + "structural_overlay_score": 78.089484, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.927209, + "primary_prob": 51.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.390813, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.733641, + "range_504_ratio": 2.082651, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.872232, + "hold30_r": -1.871916 + }, + { + "symbol": "TKO", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.987288, + "strategy_rank": 89.951861, + "production_rank": 92.630337, + "structural_overlay_pass": false, + "structural_overlay_score": 87.99882, + "structural_overlay_rr": 1.131417, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.116026, + "primary_prob": 27.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.674039, + "raw_level_count": 106, + "gate_level_count": 106, + "range_504_log": 0.90658, + "range_504_ratio": 2.475842, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.033998, + "hold30_r": -1.0 + }, + { + "symbol": "TMUS", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.550847, + "strategy_rank": 78.721036, + "production_rank": 84.330973, + "structural_overlay_pass": false, + "structural_overlay_score": 80.114425, + "structural_overlay_rr": 1.715954, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.765889, + "primary_prob": 43.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.148834, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.794502, + "range_504_ratio": 2.213338, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.711607, + "hold30_r": -1.345173 + }, + { + "symbol": "TPL", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.258475, + "strategy_rank": 97.803717, + "production_rank": 98.288636, + "structural_overlay_pass": false, + "structural_overlay_score": 93.374204, + "structural_overlay_rr": 1.746435, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.921988, + "primary_prob": 41.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.382982, + "raw_level_count": 122, + "gate_level_count": 122, + "range_504_log": 1.433072, + "range_504_ratio": 4.191556, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.89759, + "hold30_r": -1.0 + }, + { + "symbol": "TPR", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.292373, + "strategy_rank": 94.335041, + "production_rank": 94.987485, + "structural_overlay_pass": false, + "structural_overlay_score": 90.238111, + "structural_overlay_rr": 1.13811, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.13811, + "primary_prob": 26.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.707166, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 1.251498, + "range_504_ratio": 3.495575, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.031885, + "hold30_r": -1.0 + }, + { + "symbol": "TRGP", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.504237, + "strategy_rank": 87.964359, + "production_rank": 90.810985, + "structural_overlay_pass": false, + "structural_overlay_score": 86.270436, + "structural_overlay_rr": 1.033542, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.824245, + "primary_prob": 45.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.236367, + "raw_level_count": 126, + "gate_level_count": 126, + "range_504_log": 1.214755, + "range_504_ratio": 3.369468, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.783724, + "hold30_r": -1.0 + }, + { + "symbol": "TSLA", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.127119, + "strategy_rank": 96.051008, + "production_rank": 95.743045, + "structural_overlay_pass": false, + "structural_overlay_score": 90.955893, + "structural_overlay_rr": 1.039313, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.651242, + "primary_prob": 34.56, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.476862, + "raw_level_count": 101, + "gate_level_count": 101, + "range_504_log": 1.258369, + "range_504_ratio": 3.519677, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.018334, + "hold30_r": -1.0 + }, + { + "symbol": "TYL", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.419492, + "strategy_rank": 73.487315, + "production_rank": 79.464707, + "structural_overlay_pass": false, + "structural_overlay_score": 75.491472, + "structural_overlay_rr": 2.153426, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.807568, + "primary_prob": 32.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.711352, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.728468, + "range_504_ratio": 2.071903, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.049051, + "hold30_r": -1.0 + }, + { + "symbol": "UAL", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.411017, + "strategy_rank": 96.514294, + "production_rank": 97.146535, + "structural_overlay_pass": false, + "structural_overlay_score": 92.289208, + "structural_overlay_rr": 2.311673, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.885845, + "primary_prob": 33.26, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.328767, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 1.236686, + "range_504_ratio": 3.444181, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.865375, + "hold30_r": -1.079282 + }, + { + "symbol": "VST", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.622881, + "strategy_rank": 98.687916, + "production_rank": 98.666238, + "structural_overlay_pass": false, + "structural_overlay_score": 93.732926, + "structural_overlay_rr": 1.792133, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.9264, + "primary_prob": 35.91, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 22.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.389601, + "raw_level_count": 133, + "gate_level_count": 133, + "range_504_log": 2.176475, + "range_504_ratio": 8.815174, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.181355, + "hold30_r": -1.163143 + }, + { + "symbol": "VTR", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.067797, + "strategy_rank": 75.97404, + "production_rank": 82.005292, + "structural_overlay_pass": false, + "structural_overlay_score": 77.905028, + "structural_overlay_rr": 1.931365, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.519878, + "primary_prob": 17.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.279817, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.591256, + "range_504_ratio": 1.806255, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.45825, + "hold30_r": -1.733158 + }, + { + "symbol": "WEC", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.5, + "strategy_rank": 62.199367, + "production_rank": 70.632911, + "structural_overlay_pass": false, + "structural_overlay_score": 67.101266, + "structural_overlay_rr": 1.12555, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.153781, + "primary_prob": 25.12, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.730671, + "raw_level_count": 23, + "gate_level_count": 23, + "range_504_log": 0.383039, + "range_504_ratio": 1.466736, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.07292, + "hold30_r": -1.0 + }, + { + "symbol": "WELL", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.70339, + "strategy_rank": 73.412626, + "production_rank": 80.509547, + "structural_overlay_pass": false, + "structural_overlay_score": 76.48407, + "structural_overlay_rr": 1.261695, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.913757, + "primary_prob": 36.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.370635, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.888917, + "range_504_ratio": 2.432495, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.852571, + "hold30_r": -1.340474 + }, + { + "symbol": "WFC", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.038136, + "strategy_rank": 78.593784, + "production_rank": 79.408568, + "structural_overlay_pass": false, + "structural_overlay_score": 75.438139, + "structural_overlay_rr": 1.669932, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.698376, + "primary_prob": 24.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.547564, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.838137, + "range_504_ratio": 2.312057, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.470357, + "hold30_r": -1.426701 + }, + { + "symbol": "WMT", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.279661, + "strategy_rank": 74.540067, + "production_rank": 81.119931, + "structural_overlay_pass": false, + "structural_overlay_score": 77.063935, + "structural_overlay_rr": 1.937941, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.821959, + "primary_prob": 27.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 76.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.732938, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.817576, + "range_504_ratio": 2.265003, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.705676, + "hold30_r": -1.656064 + }, + { + "symbol": "WSM", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.838983, + "strategy_rank": 86.056908, + "production_rank": 84.984267, + "structural_overlay_pass": false, + "structural_overlay_score": 80.735053, + "structural_overlay_rr": 1.614919, + "structural_overlay_sources": [ + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.846989, + "primary_prob": 24.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 65.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.770483, + "raw_level_count": 112, + "gate_level_count": 112, + "range_504_log": 1.391307, + "range_504_ratio": 4.020102, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.577622, + "hold30_r": -1.553746 + }, + { + "symbol": "XEL", + "date": "2025-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.40678, + "strategy_rank": 65.242974, + "production_rank": 73.297576, + "structural_overlay_pass": false, + "structural_overlay_score": 69.632697, + "structural_overlay_rr": 1.796123, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.917824, + "primary_prob": 51.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 168, + "primary_distance_atr": 1.376735, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.449914, + "range_504_ratio": 1.568177, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.84867, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2025-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.580504, + "strategy_rank": 92.784761, + "production_rank": 92.050008, + "structural_overlay_pass": false, + "structural_overlay_score": 87.447508, + "structural_overlay_rr": 0.771668, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.89858, + "primary_prob": 27.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 83.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.84787, + "raw_level_count": 120, + "gate_level_count": 120, + "range_504_log": 1.5987, + "range_504_ratio": 4.946599, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.500803, + "hold30_r": -1.479551 + }, + { + "symbol": "HOOD", + "date": "2025-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.795181, + "strategy_rank": 98.862188, + "production_rank": 98.839852, + "structural_overlay_pass": false, + "structural_overlay_score": 93.89786, + "structural_overlay_rr": 1.878331, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.688151, + "primary_prob": 51.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.032226, + "raw_level_count": 142, + "gate_level_count": 142, + "range_504_log": 2.135221, + "range_504_ratio": 8.458913, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.056546, + "hold30_r": -1.041315 + }, + { + "symbol": "AAPL", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.104053, + "strategy_rank": 68.53685, + "production_rank": 74.059251, + "structural_overlay_pass": false, + "structural_overlay_score": 70.356288, + "structural_overlay_rr": 2.389393, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.189262, + "primary_prob": 27.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 3.283893, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.511338, + "range_504_ratio": 1.667521, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.451635, + "hold30_r": -1.402195 + }, + { + "symbol": "ABT", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.832421, + "strategy_rank": 60.57397, + "production_rank": 67.326787, + "structural_overlay_pass": false, + "structural_overlay_score": 63.960448, + "structural_overlay_rr": 1.981872, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.753804, + "primary_prob": 57.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.130706, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.454209, + "range_504_ratio": 1.574927, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.060731, + "hold30_r": -1.0 + }, + { + "symbol": "AEE", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.880613, + "strategy_rank": 67.077498, + "production_rank": 75.678536, + "structural_overlay_pass": false, + "structural_overlay_score": 71.89461, + "structural_overlay_rr": 1.674946, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.322142, + "primary_prob": 21.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.983212, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.440212, + "range_504_ratio": 1.553036, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.075906, + "hold30_r": -1.0 + }, + { + "symbol": "AFL", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.146769, + "strategy_rank": 61.232291, + "production_rank": 68.203784, + "structural_overlay_pass": false, + "structural_overlay_score": 64.793595, + "structural_overlay_rr": 1.898157, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.89866, + "primary_prob": 13.21, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 12.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.84799, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.607248, + "range_504_ratio": 1.835373, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.073568, + "hold30_r": -1.0 + }, + { + "symbol": "APD", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.418401, + "strategy_rank": 70.700078, + "production_rank": 75.939519, + "structural_overlay_pass": false, + "structural_overlay_score": 72.142543, + "structural_overlay_rr": 1.757562, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.926008, + "primary_prob": 30.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 79, + "primary_distance_atr": 2.889011, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.474575, + "range_504_ratio": 1.607331, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.066114, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.890471, + "strategy_rank": 99.825184, + "production_rank": 99.846946, + "structural_overlay_pass": false, + "structural_overlay_score": 94.854599, + "structural_overlay_rr": 2.016375, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.87501, + "primary_prob": 40.03, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 34.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.312515, + "raw_level_count": 179, + "gate_level_count": 179, + "range_504_log": 3.647384, + "range_504_ratio": 38.374132, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.011353, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.051479, + "strategy_rank": 85.689143, + "production_rank": 84.143255, + "structural_overlay_pass": false, + "structural_overlay_score": 79.936092, + "structural_overlay_rr": 0.870381, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.05628, + "primary_prob": 38.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.58442, + "raw_level_count": 110, + "gate_level_count": 110, + "range_504_log": 1.432444, + "range_504_ratio": 4.188924, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.024829, + "hold30_r": -1.0 + }, + { + "symbol": "AXON", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.50931, + "strategy_rank": 95.875056, + "production_rank": 95.75314, + "structural_overlay_pass": false, + "structural_overlay_score": 90.965483, + "structural_overlay_rr": 1.852896, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.76305, + "primary_prob": 25.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 66.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.644576, + "raw_level_count": 133, + "gate_level_count": 133, + "range_504_log": 1.406797, + "range_504_ratio": 4.082856, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.027459, + "hold30_r": -1.0 + }, + { + "symbol": "BK", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.318729, + "strategy_rank": 71.898901, + "production_rank": 79.038844, + "structural_overlay_pass": false, + "structural_overlay_score": 75.086902, + "structural_overlay_rr": 1.227325, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.202662, + "primary_prob": 40.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 85.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.803994, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.823489, + "range_504_ratio": 2.278436, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.057951, + "hold30_r": -1.0 + }, + { + "symbol": "BKR", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.818182, + "strategy_rank": 75.953207, + "production_rank": 77.908199, + "structural_overlay_pass": false, + "structural_overlay_score": 74.012789, + "structural_overlay_rr": 1.568395, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.209877, + "primary_prob": 32.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.814815, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.611175, + "range_504_ratio": 1.842596, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.047276, + "hold30_r": -1.0 + }, + { + "symbol": "BSX", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.442497, + "strategy_rank": 68.177578, + "production_rank": 76.265884, + "structural_overlay_pass": false, + "structural_overlay_score": 72.45259, + "structural_overlay_rr": 1.583994, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.979793, + "primary_prob": 41.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.469689, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 0.801134, + "range_504_ratio": 2.228067, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.329347, + "hold30_r": -1.274639 + }, + { + "symbol": "CBRE", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.375685, + "strategy_rank": 81.636044, + "production_rank": 84.215924, + "structural_overlay_pass": false, + "structural_overlay_score": 80.005128, + "structural_overlay_rr": 2.135755, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.697763, + "primary_prob": 30.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 82.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.546645, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.826843, + "range_504_ratio": 2.28609, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.881283, + "hold30_r": -1.838626 + }, + { + "symbol": "CCL", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.270537, + "strategy_rank": 83.257969, + "production_rank": 82.595492, + "structural_overlay_pass": false, + "structural_overlay_score": 78.465717, + "structural_overlay_rr": 1.248481, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.547758, + "primary_prob": 36.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.321636, + "raw_level_count": 105, + "gate_level_count": 105, + "range_504_log": 1.196572, + "range_504_ratio": 3.308756, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.025682, + "hold30_r": -1.0 + }, + { + "symbol": "CHRW", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.92333, + "strategy_rank": 73.513397, + "production_rank": 78.983375, + "structural_overlay_pass": false, + "structural_overlay_score": 75.034206, + "structural_overlay_rr": 2.140789, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.516091, + "primary_prob": 36.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 110, + "primary_distance_atr": 2.274137, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.568978, + "range_504_ratio": 1.766462, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.058908, + "hold30_r": -1.0 + }, + { + "symbol": "CIEN", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.142388, + "strategy_rank": 91.660195, + "production_rank": 91.154259, + "structural_overlay_pass": false, + "structural_overlay_score": 86.596546, + "structural_overlay_rr": 1.680475, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.695719, + "primary_prob": 30.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 82.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.543578, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.932089, + "range_504_ratio": 2.53981, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.023114, + "hold30_r": -1.0 + }, + { + "symbol": "COF", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.789704, + "strategy_rank": 83.222041, + "production_rank": 83.411262, + "structural_overlay_pass": false, + "structural_overlay_score": 79.240699, + "structural_overlay_rr": 2.016608, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.762801, + "primary_prob": 20.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.644201, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.92031, + "range_504_ratio": 2.510068, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.035232, + "hold30_r": -1.0 + }, + { + "symbol": "COST", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.199343, + "strategy_rank": 65.279562, + "production_rank": 72.252822, + "structural_overlay_pass": false, + "structural_overlay_score": 68.640181, + "structural_overlay_rr": 2.170315, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.955623, + "primary_prob": 43.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 67.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.433434, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.816088, + "range_504_ratio": 2.261636, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.897391, + "hold30_r": -1.312569 + }, + { + "symbol": "CPT", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.365827, + "strategy_rank": 61.058478, + "production_rank": 68.160928, + "structural_overlay_pass": false, + "structural_overlay_score": 64.752881, + "structural_overlay_rr": 0.734787, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.760937, + "primary_prob": 57.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 1.141406, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.433057, + "range_504_ratio": 1.541964, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.315453, + "hold30_r": -1.249983 + }, + { + "symbol": "CVNA", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.452355, + "strategy_rank": 98.89691, + "production_rank": 99.082058, + "structural_overlay_pass": false, + "structural_overlay_score": 94.127955, + "structural_overlay_rr": 1.752794, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.655872, + "primary_prob": 28.88, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 72.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.483808, + "raw_level_count": 186, + "gate_level_count": 186, + "range_504_log": 3.777553, + "range_504_ratio": 43.708955, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.01642, + "hold30_r": -1.0 + }, + { + "symbol": "D", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.023001, + "strategy_rank": 67.767137, + "production_rank": 72.852425, + "structural_overlay_pass": false, + "structural_overlay_score": 69.209804, + "structural_overlay_rr": 2.159136, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.808653, + "primary_prob": 32.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 83, + "primary_distance_atr": 2.71298, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.458484, + "range_504_ratio": 1.581674, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.062041, + "hold30_r": -1.0 + }, + { + "symbol": "DASH", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.980285, + "strategy_rank": 81.712917, + "production_rank": 83.135373, + "structural_overlay_pass": false, + "structural_overlay_score": 78.978604, + "structural_overlay_rr": 1.706404, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.788072, + "primary_prob": 56.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.182108, + "raw_level_count": 145, + "gate_level_count": 145, + "range_504_log": 1.335945, + "range_504_ratio": 3.803587, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.759405, + "hold30_r": -1.331245 + }, + { + "symbol": "DGX", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.294633, + "strategy_rank": 67.224019, + "production_rank": 73.914223, + "structural_overlay_pass": false, + "structural_overlay_score": 70.218512, + "structural_overlay_rr": 1.149553, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.339717, + "primary_prob": 28.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.009575, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.40259, + "range_504_ratio": 1.495694, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.065988, + "hold30_r": -1.003888 + }, + { + "symbol": "EQT", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.599124, + "strategy_rank": 81.819496, + "production_rank": 81.746038, + "structural_overlay_pass": false, + "structural_overlay_score": 77.658736, + "structural_overlay_rr": 1.390317, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.886337, + "primary_prob": 48.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.329505, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 0.648956, + "range_504_ratio": 1.913543, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.499265, + "hold30_r": -1.458881 + }, + { + "symbol": "ETR", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.152245, + "strategy_rank": 87.799374, + "production_rank": 90.916998, + "structural_overlay_pass": false, + "structural_overlay_score": 86.371148, + "structural_overlay_rr": 0.723909, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.34665, + "primary_prob": 21.15, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.019974, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.707788, + "range_504_ratio": 2.029497, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.059948, + "hold30_r": -1.0 + }, + { + "symbol": "EVRG", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.608981, + "strategy_rank": 62.026287, + "production_rank": 70.887185, + "structural_overlay_pass": false, + "structural_overlay_score": 67.342826, + "structural_overlay_rr": 1.215563, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.923382, + "primary_prob": 51.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 85, + "primary_distance_atr": 1.385073, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.399104, + "range_504_ratio": 1.490489, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.844203, + "hold30_r": -1.0 + }, + { + "symbol": "EXC", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.613363, + "strategy_rank": 58.359561, + "production_rank": 65.777495, + "structural_overlay_pass": false, + "structural_overlay_score": 62.48862, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.33002, + "primary_prob": 40.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 1.99503, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.304079, + "range_504_ratio": 1.355376, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.259471, + "hold30_r": -1.0 + }, + { + "symbol": "EXPE", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.156627, + "strategy_rank": 87.240609, + "production_rank": 87.879282, + "structural_overlay_pass": false, + "structural_overlay_score": 83.485317, + "structural_overlay_rr": 1.568655, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.981267, + "primary_prob": 29.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 62, + "primary_distance_atr": 2.9719, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.859584, + "range_504_ratio": 2.362179, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.033271, + "hold30_r": -1.0 + }, + { + "symbol": "FFIV", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.099671, + "strategy_rank": 81.72375, + "production_rank": 85.515724, + "structural_overlay_pass": false, + "structural_overlay_score": 81.239938, + "structural_overlay_rr": 0.675637, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.303322, + "primary_prob": 22.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.954982, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.901622, + "range_504_ratio": 2.463596, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.045963, + "hold30_r": -1.0 + }, + { + "symbol": "FICO", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.513691, + "strategy_rank": 81.870271, + "production_rank": 83.751411, + "structural_overlay_pass": false, + "structural_overlay_score": 79.56384, + "structural_overlay_rr": 1.51349, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.420822, + "primary_prob": 27.4, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 43.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.131233, + "raw_level_count": 134, + "gate_level_count": 134, + "range_504_log": 1.285372, + "range_504_ratio": 3.616013, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.041, + "hold30_r": -1.0 + }, + { + "symbol": "FISV", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.799562, + "strategy_rank": 71.967545, + "production_rank": 78.244884, + "structural_overlay_pass": false, + "structural_overlay_score": 74.33264, + "structural_overlay_rr": 2.033183, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.437723, + "primary_prob": 20.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.156584, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.782344, + "range_504_ratio": 2.186592, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.378769, + "hold30_r": -1.0 + }, + { + "symbol": "FOX", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.357065, + "strategy_rank": 73.560959, + "production_rank": 81.826328, + "structural_overlay_pass": false, + "structural_overlay_score": 77.735011, + "structural_overlay_rr": 0.68021, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.237859, + "primary_prob": 25.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.856788, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.756377, + "range_504_ratio": 2.130544, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.175941, + "hold30_r": -1.0 + }, + { + "symbol": "FOXA", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.138007, + "strategy_rank": 73.996496, + "production_rank": 82.043666, + "structural_overlay_pass": false, + "structural_overlay_score": 77.941483, + "structural_overlay_rr": 2.148796, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.817565, + "primary_prob": 13.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.726348, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.730789, + "range_504_ratio": 2.076719, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.061369, + "hold30_r": -1.0 + }, + { + "symbol": "FTNT", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.852136, + "strategy_rank": 86.38559, + "production_rank": 89.207772, + "structural_overlay_pass": false, + "structural_overlay_score": 84.747383, + "structural_overlay_rr": 1.692248, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.2248, + "primary_prob": 26.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.8372, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.956452, + "range_504_ratio": 2.602448, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.041795, + "hold30_r": -1.0 + }, + { + "symbol": "GDDY", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.828039, + "strategy_rank": 81.383553, + "production_rank": 83.865049, + "structural_overlay_pass": false, + "structural_overlay_score": 79.671796, + "structural_overlay_rr": 1.593472, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.927267, + "primary_prob": 32.49, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 5.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.3909, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 1.164114, + "range_504_ratio": 3.203084, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.051552, + "hold30_r": -1.0 + }, + { + "symbol": "GILD", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.071194, + "strategy_rank": 76.07001, + "production_rank": 82.403738, + "structural_overlay_pass": false, + "structural_overlay_score": 78.283551, + "structural_overlay_rr": 1.438055, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.888615, + "primary_prob": 34.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.332922, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.658896, + "range_504_ratio": 1.932657, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.057414, + "hold30_r": -1.0 + }, + { + "symbol": "GLW", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.894852, + "strategy_rank": 81.534684, + "production_rank": 84.988074, + "structural_overlay_pass": false, + "structural_overlay_score": 80.73867, + "structural_overlay_rr": 2.003419, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.284072, + "primary_prob": 41.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.926108, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.784093, + "range_504_ratio": 2.19042, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.041262, + "hold30_r": -1.0 + }, + { + "symbol": "GRMN", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.194962, + "strategy_rank": 92.501359, + "production_rank": 93.065893, + "structural_overlay_pass": false, + "structural_overlay_score": 88.412598, + "structural_overlay_rr": 1.525829, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.739848, + "primary_prob": 53.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 76.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.109772, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 0.954644, + "range_504_ratio": 2.597745, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -2.779529, + "hold30_r": -2.731727 + }, + { + "symbol": "GS", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.732749, + "strategy_rank": 81.925465, + "production_rank": 83.861227, + "structural_overlay_pass": false, + "structural_overlay_score": 79.668165, + "structural_overlay_rr": 1.96004, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.799914, + "primary_prob": 30.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 90.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.699871, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.842881, + "range_504_ratio": 2.323049, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.039013, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.69989, + "strategy_rank": 90.865387, + "production_rank": 93.143555, + "structural_overlay_pass": false, + "structural_overlay_score": 88.486377, + "structural_overlay_rr": 1.495158, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.217164, + "primary_prob": 25.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.825745, + "raw_level_count": 114, + "gate_level_count": 114, + "range_504_log": 1.245126, + "range_504_ratio": 3.473372, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -2.077815, + "hold30_r": -2.039317 + }, + { + "symbol": "IBKR", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.933187, + "strategy_rank": 94.647124, + "production_rank": 95.409145, + "structural_overlay_pass": false, + "structural_overlay_score": 90.638688, + "structural_overlay_rr": 0.856029, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.9418, + "primary_prob": 37.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.412701, + "raw_level_count": 107, + "gate_level_count": 107, + "range_504_log": 1.205609, + "range_504_ratio": 3.338792, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.915164, + "hold30_r": -1.070522 + }, + { + "symbol": "IBM", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.22782, + "strategy_rank": 76.462201, + "production_rank": 79.05074, + "structural_overlay_pass": false, + "structural_overlay_score": 75.098203, + "structural_overlay_rr": 1.095448, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.071144, + "primary_prob": 32.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.606715, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.793122, + "range_504_ratio": 2.210286, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.04855, + "hold30_r": -1.0 + }, + { + "symbol": "INCY", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.665936, + "strategy_rank": 83.704542, + "production_rank": 84.025007, + "structural_overlay_pass": false, + "structural_overlay_score": 79.823756, + "structural_overlay_rr": 2.214946, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 10, + "rr": 1.747719, + "primary_prob": 33.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 109, + "primary_distance_atr": 2.621579, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.512813, + "range_504_ratio": 1.669982, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.036492, + "hold30_r": -1.0 + }, + { + "symbol": "IP", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.756846, + "strategy_rank": 87.418232, + "production_rank": 89.531103, + "structural_overlay_pass": false, + "structural_overlay_score": 85.054548, + "structural_overlay_rr": 1.653802, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.919034, + "primary_prob": 26.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 80.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.878551, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.732858, + "range_504_ratio": 2.081021, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.04105, + "hold30_r": -1.0 + }, + { + "symbol": "ISRG", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.446878, + "strategy_rank": 78.971048, + "production_rank": 80.796325, + "structural_overlay_pass": false, + "structural_overlay_score": 76.756509, + "structural_overlay_rr": 2.426317, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.899405, + "primary_prob": 30.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 98.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.849108, + "raw_level_count": 93, + "gate_level_count": 93, + "range_504_log": 0.915358, + "range_504_ratio": 2.497669, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.03781, + "hold30_r": -1.0 + }, + { + "symbol": "JPM", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.175246, + "strategy_rank": 70.582869, + "production_rank": 73.780328, + "structural_overlay_pass": false, + "structural_overlay_score": 70.091312, + "structural_overlay_rr": 2.005781, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.218281, + "primary_prob": 26.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.827421, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 0.797656, + "range_504_ratio": 2.22033, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.051905, + "hold30_r": -1.0 + }, + { + "symbol": "KMI", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.11391, + "strategy_rank": 77.991188, + "production_rank": 82.698762, + "structural_overlay_pass": false, + "structural_overlay_score": 78.563824, + "structural_overlay_rr": 3.280072, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.97743, + "primary_prob": 25.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.966145, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.683662, + "range_504_ratio": 1.98112, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.800074, + "hold30_r": -1.740231 + }, + { + "symbol": "LNT", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.047097, + "strategy_rank": 64.65576, + "production_rank": 72.786206, + "structural_overlay_pass": false, + "structural_overlay_score": 69.146896, + "structural_overlay_rr": 1.8717, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.757533, + "primary_prob": 42.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.136299, + "raw_level_count": 19, + "gate_level_count": 19, + "range_504_log": 0.387733, + "range_504_ratio": 1.473637, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.677125, + "hold30_r": -1.0 + }, + { + "symbol": "LYV", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.394304, + "strategy_rank": 71.586809, + "production_rank": 74.522641, + "structural_overlay_pass": false, + "structural_overlay_score": 70.796509, + "structural_overlay_rr": 2.278682, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.724858, + "primary_prob": 24.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.587287, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.88724, + "range_504_ratio": 2.428417, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.036579, + "hold30_r": -1.0 + }, + { + "symbol": "MAA", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.884995, + "strategy_rank": 61.284273, + "production_rank": 69.15118, + "structural_overlay_pass": false, + "structural_overlay_score": 65.693621, + "structural_overlay_rr": 1.208937, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.964394, + "primary_prob": 29.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.946591, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.405673, + "range_504_ratio": 1.500312, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.07087, + "hold30_r": -1.0 + }, + { + "symbol": "MMM", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.661555, + "strategy_rank": 74.644986, + "production_rank": 80.650509, + "structural_overlay_pass": false, + "structural_overlay_score": 76.617984, + "structural_overlay_rr": 1.185095, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.09284, + "primary_prob": 46.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 82, + "primary_distance_atr": 1.63926, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.605395, + "range_504_ratio": 1.831976, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.052095, + "hold30_r": -1.0 + }, + { + "symbol": "MO", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.075575, + "strategy_rank": 64.486163, + "production_rank": 72.015967, + "structural_overlay_pass": false, + "structural_overlay_score": 68.415169, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.706907, + "primary_prob": 55.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.060361, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.423602, + "range_504_ratio": 1.527454, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.631302, + "hold30_r": -1.0 + }, + { + "symbol": "MS", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.008762, + "strategy_rank": 81.019874, + "production_rank": 82.01617, + "structural_overlay_pass": false, + "structural_overlay_score": 77.915362, + "structural_overlay_rr": 2.441672, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.131735, + "primary_prob": 21.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.197603, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.715863, + "range_504_ratio": 2.045952, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.037765, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.651698, + "strategy_rank": 89.792612, + "production_rank": 88.412307, + "structural_overlay_pass": false, + "structural_overlay_score": 83.991692, + "structural_overlay_rr": 1.723622, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.678319, + "primary_prob": 20.31, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 31.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.517479, + "raw_level_count": 181, + "gate_level_count": 181, + "range_504_log": 3.158576, + "range_504_ratio": 23.537061, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.015089, + "hold30_r": -1.0 + }, + { + "symbol": "MTB", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.694414, + "strategy_rank": 75.159808, + "production_rank": 77.671344, + "structural_overlay_pass": false, + "structural_overlay_score": 73.787776, + "structural_overlay_rr": 1.701453, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.587081, + "primary_prob": 35.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.380622, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.73218, + "range_504_ratio": 2.079609, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.05371, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.01862, + "strategy_rank": 86.711943, + "production_rank": 88.147502, + "structural_overlay_pass": false, + "structural_overlay_score": 83.740127, + "structural_overlay_rr": 0.680622, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.294534, + "primary_prob": 30.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.941801, + "raw_level_count": 117, + "gate_level_count": 117, + "range_504_log": 1.215785, + "range_504_ratio": 3.37294, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.037452, + "hold30_r": -1.0 + }, + { + "symbol": "NI", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.975904, + "strategy_rank": 67.091748, + "production_rank": 76.053133, + "structural_overlay_pass": false, + "structural_overlay_score": 72.250476, + "structural_overlay_rr": 1.509527, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.049641, + "primary_prob": 28.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.574462, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.594979, + "range_504_ratio": 1.812992, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.07903, + "hold30_r": -1.0 + }, + { + "symbol": "NRG", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.537788, + "strategy_rank": 93.15366, + "production_rank": 93.281702, + "structural_overlay_pass": false, + "structural_overlay_score": 88.617617, + "structural_overlay_rr": 0.854767, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.793807, + "primary_prob": 51.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 79.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.19071, + "raw_level_count": 99, + "gate_level_count": 99, + "range_504_log": 1.346011, + "range_504_ratio": 3.842071, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.766125, + "hold30_r": -1.0 + }, + { + "symbol": "PGR", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.704272, + "strategy_rank": 69.172489, + "production_rank": 76.016416, + "structural_overlay_pass": false, + "structural_overlay_score": 72.215595, + "structural_overlay_rr": 1.520041, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.933163, + "primary_prob": 32.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.399745, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 0.966921, + "range_504_ratio": 2.629836, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.873166, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.671413, + "strategy_rank": 99.41012, + "production_rank": 99.497218, + "structural_overlay_pass": false, + "structural_overlay_score": 94.522357, + "structural_overlay_rr": 0.879403, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.705411, + "primary_prob": 40.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.058117, + "raw_level_count": 161, + "gate_level_count": 161, + "range_504_log": 2.846458, + "range_504_ratio": 17.226648, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.018136, + "hold30_r": -1.0 + }, + { + "symbol": "PODD", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.633078, + "strategy_rank": 83.320581, + "production_rank": 87.091413, + "structural_overlay_pass": false, + "structural_overlay_score": 82.736842, + "structural_overlay_rr": 2.132734, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.3074, + "primary_prob": 25.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 101, + "primary_distance_atr": 3.4611, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.981991, + "range_504_ratio": 2.669766, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.037362, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.41402, + "strategy_rank": 92.065823, + "production_rank": 92.848555, + "structural_overlay_pass": false, + "structural_overlay_score": 88.206127, + "structural_overlay_rr": 1.892721, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.838095, + "primary_prob": 39.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.257143, + "raw_level_count": 145, + "gate_level_count": 145, + "range_504_log": 1.540517, + "range_504_ratio": 4.667004, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.027035, + "hold30_r": -1.0 + }, + { + "symbol": "REG", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.680175, + "strategy_rank": 59.819307, + "production_rank": 67.77293, + "structural_overlay_pass": false, + "structural_overlay_score": 64.384283, + "structural_overlay_rr": 1.128853, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.208061, + "primary_prob": 43.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 79, + "primary_distance_atr": 1.812092, + "raw_level_count": 22, + "gate_level_count": 22, + "range_504_log": 0.356786, + "range_504_ratio": 1.42873, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.070518, + "hold30_r": -1.0 + }, + { + "symbol": "RL", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.389923, + "strategy_rank": 84.544702, + "production_rank": 85.826442, + "structural_overlay_pass": false, + "structural_overlay_score": 81.53512, + "structural_overlay_rr": 1.579742, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.280088, + "primary_prob": 39.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 90.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.920132, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 1.03119, + "range_504_ratio": 2.804401, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.249138, + "hold30_r": -1.0 + }, + { + "symbol": "RTX", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.061336, + "strategy_rank": 65.732357, + "production_rank": 73.17535, + "structural_overlay_pass": false, + "structural_overlay_score": 69.516583, + "structural_overlay_rr": 1.112697, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.75467, + "primary_prob": 40.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.132004, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.686268, + "range_504_ratio": 1.986288, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.636295, + "hold30_r": -1.564252 + }, + { + "symbol": "SATS", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.233297, + "strategy_rank": 97.336808, + "production_rank": 97.968971, + "structural_overlay_pass": false, + "structural_overlay_score": 93.070523, + "structural_overlay_rr": 1.655416, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.574067, + "primary_prob": 28.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 63.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.3611, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 1.22618, + "range_504_ratio": 3.408185, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.026714, + "hold30_r": -1.0 + }, + { + "symbol": "SBUX", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.461117, + "strategy_rank": 69.97131, + "production_rank": 74.467912, + "structural_overlay_pass": false, + "structural_overlay_score": 70.744517, + "structural_overlay_rr": 1.575498, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.143728, + "primary_prob": 27.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 62, + "primary_distance_atr": 3.215592, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.495701, + "range_504_ratio": 1.641649, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.189621, + "hold30_r": -1.138801 + }, + { + "symbol": "SO", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.856517, + "strategy_rank": 63.318646, + "production_rank": 71.164603, + "structural_overlay_pass": false, + "structural_overlay_score": 67.606373, + "structural_overlay_rr": 1.434868, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.984451, + "primary_prob": 31.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.476676, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.428057, + "range_504_ratio": 1.534273, + "range_factor_pass": false, + "outcome": "ambiguous", + "net_r": -1.075074, + "hold30_r": -1.0 + }, + { + "symbol": "SYF", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.323111, + "strategy_rank": 85.113309, + "production_rank": 85.183243, + "structural_overlay_pass": false, + "structural_overlay_score": 80.924081, + "structural_overlay_rr": 0.75945, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.673479, + "primary_prob": 46.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.010219, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.981158, + "range_504_ratio": 2.667544, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.638632, + "hold30_r": -1.0 + }, + { + "symbol": "T", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.166484, + "strategy_rank": 75.495383, + "production_rank": 82.38575, + "structural_overlay_pass": false, + "structural_overlay_score": 78.266462, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.825448, + "primary_prob": 51.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.238172, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.752764, + "range_504_ratio": 2.122859, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.765186, + "hold30_r": -1.0 + }, + { + "symbol": "TKO", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.714129, + "strategy_rank": 88.899454, + "production_rank": 91.504346, + "structural_overlay_pass": false, + "structural_overlay_score": 86.929129, + "structural_overlay_rr": 1.187694, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.014695, + "primary_prob": 31.17, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 12.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.522042, + "raw_level_count": 107, + "gate_level_count": 107, + "range_504_log": 0.90658, + "range_504_ratio": 2.475842, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.978092, + "hold30_r": -1.0 + }, + { + "symbol": "TMUS", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.947426, + "strategy_rank": 78.777157, + "production_rank": 84.50058, + "structural_overlay_pass": false, + "structural_overlay_score": 80.275551, + "structural_overlay_rr": 0.676263, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.747434, + "primary_prob": 40.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.121151, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.794502, + "range_504_ratio": 2.213338, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.689851, + "hold30_r": -1.0 + }, + { + "symbol": "TPL", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.014239, + "strategy_rank": 97.543337, + "production_rank": 98.033637, + "structural_overlay_pass": false, + "structural_overlay_score": 93.131956, + "structural_overlay_rr": 1.555703, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.08118, + "primary_prob": 36.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.621771, + "raw_level_count": 123, + "gate_level_count": 123, + "range_504_log": 1.433072, + "range_504_ratio": 4.191556, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.338323, + "hold30_r": -1.311192 + }, + { + "symbol": "TPR", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.480832, + "strategy_rank": 94.866899, + "production_rank": 95.73821, + "structural_overlay_pass": false, + "structural_overlay_score": 90.9513, + "structural_overlay_rr": 1.02948, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.318932, + "primary_prob": 22.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.978398, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 1.251498, + "range_504_ratio": 3.495575, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.033389, + "hold30_r": -1.0 + }, + { + "symbol": "TRGP", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.495071, + "strategy_rank": 88.222668, + "production_rank": 90.980135, + "structural_overlay_pass": false, + "structural_overlay_score": 86.431129, + "structural_overlay_rr": 1.222317, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.830137, + "primary_prob": 47.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 65.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.245206, + "raw_level_count": 125, + "gate_level_count": 125, + "range_504_log": 1.176855, + "range_504_ratio": 3.244154, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.786983, + "hold30_r": -1.0 + }, + { + "symbol": "TSLA", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.237678, + "strategy_rank": 93.310213, + "production_rank": 92.619368, + "structural_overlay_pass": false, + "structural_overlay_score": 87.9884, + "structural_overlay_rr": 0.733504, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.225087, + "primary_prob": 26.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 3.33763, + "raw_level_count": 101, + "gate_level_count": 101, + "range_504_log": 1.258369, + "range_504_ratio": 3.519677, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.427927, + "hold30_r": -1.409249 + }, + { + "symbol": "TYL", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.456736, + "strategy_rank": 72.852867, + "production_rank": 79.054157, + "structural_overlay_pass": false, + "structural_overlay_score": 75.101449, + "structural_overlay_rr": 1.8627, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.279457, + "primary_prob": 23.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 86.0, + "primary_rejection_count": 28, + "primary_distance_atr": 3.419185, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.703498, + "range_504_ratio": 2.02081, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.057044, + "hold30_r": -1.0 + }, + { + "symbol": "UAL", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.576123, + "strategy_rank": 96.942217, + "production_rank": 97.486852, + "structural_overlay_pass": false, + "structural_overlay_score": 92.61251, + "structural_overlay_rr": 3.090869, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.679131, + "primary_prob": 43.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.018696, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 1.236686, + "range_504_ratio": 3.444181, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.020146, + "hold30_r": -1.0 + }, + { + "symbol": "VRSK", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.584885, + "strategy_rank": 59.641481, + "production_rank": 67.289282, + "structural_overlay_pass": false, + "structural_overlay_score": 63.924818, + "structural_overlay_rr": 0.685844, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.359226, + "primary_prob": 20.48, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.038838, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.508759, + "range_504_ratio": 1.663225, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.288075, + "hold30_r": -1.0 + }, + { + "symbol": "VST", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.918949, + "strategy_rank": 98.117964, + "production_rank": 98.051626, + "structural_overlay_pass": false, + "structural_overlay_score": 93.149044, + "structural_overlay_rr": 0.75794, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.53234, + "primary_prob": 26.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.298511, + "raw_level_count": 133, + "gate_level_count": 133, + "range_504_log": 2.176475, + "range_504_ratio": 8.815174, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.19235, + "hold30_r": -1.174289 + }, + { + "symbol": "VTR", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.728368, + "strategy_rank": 75.254132, + "production_rank": 82.078878, + "structural_overlay_pass": false, + "structural_overlay_score": 77.974934, + "structural_overlay_rr": 1.126427, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.685391, + "primary_prob": 41.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.028087, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.591256, + "range_504_ratio": 1.806255, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.61745, + "hold30_r": -1.0 + }, + { + "symbol": "WEC", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.361446, + "strategy_rank": 64.299904, + "production_rank": 72.987085, + "structural_overlay_pass": false, + "structural_overlay_score": 69.33773, + "structural_overlay_rr": 0.885344, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.914476, + "primary_prob": 32.1, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.371714, + "raw_level_count": 23, + "gate_level_count": 23, + "range_504_log": 0.383039, + "range_504_ratio": 1.466736, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.839967, + "hold30_r": -1.0 + }, + { + "symbol": "WFC", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.242059, + "strategy_rank": 79.730728, + "production_rank": 80.901172, + "structural_overlay_pass": false, + "structural_overlay_score": 76.856113, + "structural_overlay_rr": 2.345761, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.991354, + "primary_prob": 24.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 74.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.987032, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.809612, + "range_504_ratio": 2.247036, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.044938, + "hold30_r": -1.0 + }, + { + "symbol": "WMT", + "date": "2025-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.290252, + "strategy_rank": 74.81659, + "production_rank": 81.641144, + "structural_overlay_pass": false, + "structural_overlay_score": 77.559087, + "structural_overlay_rr": 2.420985, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.291937, + "primary_prob": 21.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 76.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.437906, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.794191, + "range_504_ratio": 2.21265, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.629633, + "hold30_r": -1.575005 + }, + { + "symbol": "WBD", + "date": "2025-03-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.534884, + "strategy_rank": 90.174419, + "production_rank": 89.96124, + "structural_overlay_pass": false, + "structural_overlay_score": 85.463178, + "structural_overlay_rr": 0.670339, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.635993, + "primary_prob": 34.82, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.453989, + "raw_level_count": 95, + "gate_level_count": 95, + "range_504_log": 0.851592, + "range_504_ratio": 2.343373, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.029191, + "hold30_r": -1.0 + }, + { + "symbol": "HOOD", + "date": "2025-04-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.837209, + "strategy_rank": 98.901236, + "production_rank": 98.879894, + "structural_overlay_pass": false, + "structural_overlay_score": 93.935899, + "structural_overlay_rr": 1.525279, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.718642, + "primary_prob": 24.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.577963, + "raw_level_count": 143, + "gate_level_count": 143, + "range_504_log": 2.135221, + "range_504_ratio": 8.458913, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.013551, + "hold30_r": -1.0 + }, + { + "symbol": "AAPL", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.632135, + "strategy_rank": 75.013381, + "production_rank": 79.219632, + "structural_overlay_pass": false, + "structural_overlay_score": 75.258651, + "structural_overlay_rr": 1.898836, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 10, + "rr": 2.235896, + "primary_prob": 26.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 3.353844, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.487268, + "range_504_ratio": 1.627863, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.032538, + "hold30_r": -1.0 + }, + { + "symbol": "ABT", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.443975, + "strategy_rank": 60.804453, + "production_rank": 67.35096, + "structural_overlay_pass": false, + "structural_overlay_score": 63.983412, + "structural_overlay_rr": 1.980846, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.072591, + "primary_prob": 28.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 3.108887, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.454209, + "range_504_ratio": 1.574927, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.019029, + "hold30_r": 2.391021 + }, + { + "symbol": "AEE", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.38055, + "strategy_rank": 65.766385, + "production_rank": 73.971106, + "structural_overlay_pass": false, + "structural_overlay_score": 70.272551, + "structural_overlay_rr": 1.507744, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.158123, + "primary_prob": 38.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 70.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.737185, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.440212, + "range_504_ratio": 1.553036, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.05893, + "hold30_r": -1.0 + }, + { + "symbol": "AEP", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.249471, + "strategy_rank": 61.854377, + "production_rank": 69.319408, + "structural_overlay_pass": false, + "structural_overlay_score": 65.853438, + "structural_overlay_rr": 1.036851, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.168857, + "primary_prob": 26.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.753285, + "raw_level_count": 26, + "gate_level_count": 26, + "range_504_log": 0.465236, + "range_504_ratio": 1.59239, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.058292, + "hold30_r": -1.0 + }, + { + "symbol": "AFL", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.615222, + "strategy_rank": 65.461035, + "production_rank": 71.512431, + "structural_overlay_pass": false, + "structural_overlay_score": 67.936809, + "structural_overlay_rr": 2.346284, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.23797, + "primary_prob": 26.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 3.356955, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.604867, + "range_504_ratio": 1.831008, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.048962, + "hold30_r": -1.0 + }, + { + "symbol": "AJG", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.437632, + "strategy_rank": 68.753178, + "production_rank": 76.314663, + "structural_overlay_pass": false, + "structural_overlay_score": 72.49893, + "structural_overlay_rr": 1.003767, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.292609, + "primary_prob": 22.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.938914, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.612893, + "range_504_ratio": 1.845763, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.053924, + "hold30_r": -1.0 + }, + { + "symbol": "AON", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.289641, + "strategy_rank": 57.345786, + "production_rank": 65.327071, + "structural_overlay_pass": false, + "structural_overlay_score": 62.060718, + "structural_overlay_rr": 2.193824, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.123619, + "primary_prob": 45.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.685429, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.432164, + "range_504_ratio": 1.540588, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.063758, + "hold30_r": -1.0 + }, + { + "symbol": "APD", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.997886, + "strategy_rank": 72.164343, + "production_rank": 77.108857, + "structural_overlay_pass": false, + "structural_overlay_score": 73.253414, + "structural_overlay_rr": 2.981884, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.24949, + "primary_prob": 42.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 102, + "primary_distance_atr": 1.874235, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.474575, + "range_504_ratio": 1.607331, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.047221, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.894292, + "strategy_rank": 99.831068, + "production_rank": 99.852142, + "structural_overlay_pass": false, + "structural_overlay_score": 94.859535, + "structural_overlay_rr": 2.89996, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.604201, + "primary_prob": 24.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.406301, + "raw_level_count": 181, + "gate_level_count": 181, + "range_504_log": 3.539104, + "range_504_ratio": 34.436066, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.595441, + "hold30_r": 3.01993 + }, + { + "symbol": "ATO", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.192389, + "strategy_rank": 58.614419, + "production_rank": 66.807076, + "structural_overlay_pass": false, + "structural_overlay_score": 63.466722, + "structural_overlay_rr": 1.073823, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.088799, + "primary_prob": 39.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 63.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.633199, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.445067, + "range_504_ratio": 1.560594, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.065783, + "hold30_r": -1.0 + }, + { + "symbol": "AXON", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.723044, + "strategy_rank": 96.78841, + "production_rank": 96.766621, + "structural_overlay_pass": false, + "structural_overlay_score": 91.92829, + "structural_overlay_rr": 1.713148, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.832578, + "primary_prob": 41.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.248866, + "raw_level_count": 135, + "gate_level_count": 135, + "range_504_log": 1.406797, + "range_504_ratio": 4.082856, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.809187, + "hold30_r": 5.768287 + }, + { + "symbol": "BK", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.283298, + "strategy_rank": 75.262866, + "production_rank": 80.936343, + "structural_overlay_pass": false, + "structural_overlay_score": 76.889526, + "structural_overlay_rr": 1.761912, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.825903, + "primary_prob": 22.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.738855, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.823489, + "range_504_ratio": 2.278436, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.786432, + "hold30_r": 4.58192 + }, + { + "symbol": "BRO", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.591966, + "strategy_rank": 66.357414, + "production_rank": 74.435598, + "structural_overlay_pass": false, + "structural_overlay_score": 70.713818, + "structural_overlay_rr": 1.540927, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.383032, + "primary_prob": 22.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.074549, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.789421, + "range_504_ratio": 2.20212, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.059171, + "hold30_r": -1.0 + }, + { + "symbol": "BSX", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.340381, + "strategy_rank": 72.774975, + "production_rank": 79.63011, + "structural_overlay_pass": false, + "structural_overlay_score": 75.648605, + "structural_overlay_rr": 1.856554, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.652704, + "primary_prob": 22.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.479056, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 0.79595, + "range_504_ratio": 2.216546, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.612657, + "hold30_r": 3.785926 + }, + { + "symbol": "CBOE", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.575053, + "strategy_rank": 66.235448, + "production_rank": 73.015317, + "structural_overlay_pass": false, + "structural_overlay_score": 69.364551, + "structural_overlay_rr": 0.983766, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.008776, + "primary_prob": 30.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.513164, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.582353, + "range_504_ratio": 1.790246, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.107451, + "hold30_r": -1.058988 + }, + { + "symbol": "CBRE", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.689218, + "strategy_rank": 81.38625, + "production_rank": 83.820573, + "structural_overlay_pass": false, + "structural_overlay_score": 79.629544, + "structural_overlay_rr": 1.662041, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.547957, + "primary_prob": 34.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 89.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.321936, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.826843, + "range_504_ratio": 2.28609, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.080529, + "hold30_r": -1.047923 + }, + { + "symbol": "CCL", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.038055, + "strategy_rank": 85.851955, + "production_rank": 85.247322, + "structural_overlay_pass": false, + "structural_overlay_score": 80.984956, + "structural_overlay_rr": 1.89561, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.872374, + "primary_prob": 31.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.808561, + "raw_level_count": 105, + "gate_level_count": 105, + "range_504_log": 1.194271, + "range_504_ratio": 3.301149, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.853763, + "hold30_r": 3.88574 + }, + { + "symbol": "CHRW", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.071882, + "strategy_rank": 76.665507, + "production_rank": 81.800965, + "structural_overlay_pass": false, + "structural_overlay_score": 77.710917, + "structural_overlay_rr": 2.852173, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.878985, + "primary_prob": 21.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 152, + "primary_distance_atr": 4.318478, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.568978, + "range_504_ratio": 1.766462, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.04358, + "hold30_r": -1.0 + }, + { + "symbol": "CHTR", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.860465, + "strategy_rank": 87.783338, + "production_rank": 89.142381, + "structural_overlay_pass": false, + "structural_overlay_score": 84.685262, + "structural_overlay_rr": 1.753915, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.773287, + "primary_prob": 21.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 75, + "primary_distance_atr": 4.15993, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 0.663353, + "range_504_ratio": 1.941291, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.119866, + "hold30_r": -1.085073 + }, + { + "symbol": "CIEN", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.883721, + "strategy_rank": 88.089491, + "production_rank": 87.020901, + "structural_overlay_pass": false, + "structural_overlay_score": 82.669856, + "structural_overlay_rr": 1.551373, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.815906, + "primary_prob": 31.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.723859, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.932089, + "range_504_ratio": 2.53981, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.799268, + "hold30_r": 4.274641 + }, + { + "symbol": "CME", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.866808, + "strategy_rank": 57.239677, + "production_rank": 65.115387, + "structural_overlay_pass": false, + "structural_overlay_score": 61.859618, + "structural_overlay_rr": 1.623396, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.10922, + "primary_prob": 30.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.66383, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.44206, + "range_504_ratio": 1.55591, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.047794, + "hold30_r": 2.834003 + }, + { + "symbol": "CMS", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.92389, + "strategy_rank": 57.663179, + "production_rank": 65.750083, + "structural_overlay_pass": false, + "structural_overlay_score": 62.462578, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.76426, + "primary_prob": 42.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.146389, + "raw_level_count": 22, + "gate_level_count": 22, + "range_504_log": 0.427191, + "range_504_ratio": 1.532946, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.065655, + "hold30_r": -1.0 + }, + { + "symbol": "COST", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.649049, + "strategy_rank": 69.723954, + "production_rank": 77.032319, + "structural_overlay_pass": false, + "structural_overlay_score": 73.180703, + "structural_overlay_rr": 2.063483, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.030679, + "primary_prob": 44.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 82.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.546018, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.816088, + "range_504_ratio": 2.261636, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.043238, + "hold30_r": -1.0 + }, + { + "symbol": "CPT", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.980973, + "strategy_rank": 63.403136, + "production_rank": 69.929082, + "structural_overlay_pass": false, + "structural_overlay_score": 66.432628, + "structural_overlay_rr": 1.760222, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.58658, + "primary_prob": 35.67, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 78, + "primary_distance_atr": 2.379869, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.433057, + "range_504_ratio": 1.541964, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.048527, + "hold30_r": -1.0 + }, + { + "symbol": "CSCO", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.135307, + "strategy_rank": 61.133955, + "production_rank": 68.134406, + "structural_overlay_pass": false, + "structural_overlay_score": 64.727685, + "structural_overlay_rr": 2.481425, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.523116, + "primary_prob": 23.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 56, + "primary_distance_atr": 3.784675, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.401713, + "range_504_ratio": 1.494382, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.048329, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.471459, + "strategy_rank": 99.028755, + "production_rank": 99.176323, + "structural_overlay_pass": false, + "structural_overlay_score": 94.217507, + "structural_overlay_rr": 1.511383, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.804267, + "primary_prob": 47.76, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 60.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.2064, + "raw_level_count": 188, + "gate_level_count": 188, + "range_504_log": 3.777553, + "range_504_ratio": 43.708955, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.793327, + "hold30_r": 4.800363 + }, + { + "symbol": "DASH", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.655391, + "strategy_rank": 78.547381, + "production_rank": 79.250051, + "structural_overlay_pass": false, + "structural_overlay_score": 75.287549, + "structural_overlay_rr": 1.637891, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.717779, + "primary_prob": 33.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.576669, + "raw_level_count": 145, + "gate_level_count": 145, + "range_504_log": 1.335945, + "range_504_ratio": 3.803587, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.694432, + "hold30_r": 2.791729 + }, + { + "symbol": "DGX", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.209302, + "strategy_rank": 66.426258, + "production_rank": 73.35394, + "structural_overlay_pass": false, + "structural_overlay_score": 69.686243, + "structural_overlay_rr": 1.83296, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.682208, + "primary_prob": 22.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.523311, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.40259, + "range_504_ratio": 1.495694, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.053267, + "hold30_r": -1.0 + }, + { + "symbol": "DUK", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.232558, + "strategy_rank": 57.998234, + "production_rank": 65.409675, + "structural_overlay_pass": false, + "structural_overlay_score": 62.139191, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.369005, + "primary_prob": 20.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.053507, + "raw_level_count": 20, + "gate_level_count": 20, + "range_504_log": 0.410908, + "range_504_ratio": 1.508187, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.061618, + "hold30_r": -1.0 + }, + { + "symbol": "EBAY", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.15222, + "strategy_rank": 79.54706, + "production_rank": 81.74878, + "structural_overlay_pass": false, + "structural_overlay_score": 77.661341, + "structural_overlay_rr": 1.897231, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.792259, + "primary_prob": 32.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 65, + "primary_distance_atr": 2.688389, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.655733, + "range_504_ratio": 1.926554, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.038183, + "hold30_r": -1.0 + }, + { + "symbol": "ETR", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.300211, + "strategy_rank": 86.840528, + "production_rank": 89.993756, + "structural_overlay_pass": false, + "structural_overlay_score": 85.494068, + "structural_overlay_rr": 1.6617, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.996409, + "primary_prob": 44.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 75.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.494614, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.707788, + "range_504_ratio": 2.029497, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.047295, + "hold30_r": -1.0 + }, + { + "symbol": "EVRG", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.403805, + "strategy_rank": 58.382664, + "production_rank": 66.723044, + "structural_overlay_pass": false, + "structural_overlay_score": 63.386892, + "structural_overlay_rr": 1.058705, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.687679, + "primary_prob": 33.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 87, + "primary_distance_atr": 2.531518, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.404381, + "range_504_ratio": 1.498375, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.06825, + "hold30_r": -1.0 + }, + { + "symbol": "EXPE", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.803383, + "strategy_rank": 88.97376, + "production_rank": 89.583634, + "structural_overlay_pass": false, + "structural_overlay_score": 85.104453, + "structural_overlay_rr": 1.687829, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.798541, + "primary_prob": 32.24, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 60, + "primary_distance_atr": 2.697811, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.859584, + "range_504_ratio": 2.362179, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.024898, + "hold30_r": -1.0 + }, + { + "symbol": "FFIV", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.169133, + "strategy_rank": 81.093077, + "production_rank": 84.118429, + "structural_overlay_pass": false, + "structural_overlay_score": 79.912507, + "structural_overlay_rr": 1.726756, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.79394, + "primary_prob": 53.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 88.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.19091, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.901622, + "range_504_ratio": 2.463596, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.759477, + "hold30_r": 3.345505 + }, + { + "symbol": "FICO", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.014799, + "strategy_rank": 84.56479, + "production_rank": 86.714793, + "structural_overlay_pass": false, + "structural_overlay_score": 82.379053, + "structural_overlay_rr": 1.074066, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.1605, + "primary_prob": 27.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 3.24075, + "raw_level_count": 134, + "gate_level_count": 134, + "range_504_log": 1.285372, + "range_504_ratio": 3.616013, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.127102, + "hold30_r": 5.307234 + }, + { + "symbol": "FISV", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.7463, + "strategy_rank": 74.721144, + "production_rank": 79.72953, + "structural_overlay_pass": false, + "structural_overlay_score": 75.743053, + "structural_overlay_rr": 1.506635, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.422185, + "primary_prob": 28.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.133278, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.782344, + "range_504_ratio": 2.186592, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.041633, + "hold30_r": -1.0 + }, + { + "symbol": "FOX", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.20296, + "strategy_rank": 80.482578, + "production_rank": 86.389372, + "structural_overlay_pass": false, + "structural_overlay_score": 82.069903, + "structural_overlay_rr": 1.543111, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.15879, + "primary_prob": 26.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.738186, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.756377, + "range_504_ratio": 2.130544, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.039204, + "hold30_r": -1.0 + }, + { + "symbol": "FOXA", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.991543, + "strategy_rank": 79.733321, + "production_rank": 85.819395, + "structural_overlay_pass": false, + "structural_overlay_score": 81.528425, + "structural_overlay_rr": 2.305656, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.876866, + "primary_prob": 35.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.315299, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.730789, + "range_504_ratio": 2.076719, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.040127, + "hold30_r": -1.0 + }, + { + "symbol": "FTNT", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.128964, + "strategy_rank": 86.361161, + "production_rank": 88.617095, + "structural_overlay_pass": false, + "structural_overlay_score": 84.186241, + "structural_overlay_rr": 1.778663, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.583393, + "primary_prob": 35.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.37509, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.956452, + "range_504_ratio": 2.602448, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.552139, + "hold30_r": 3.69694 + }, + { + "symbol": "GDDY", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.266385, + "strategy_rank": 80.394064, + "production_rank": 83.018171, + "structural_overlay_pass": false, + "structural_overlay_score": 78.867263, + "structural_overlay_rr": 1.533127, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.601906, + "primary_prob": 28.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 65.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.402859, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 1.164114, + "range_504_ratio": 3.203084, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.040914, + "hold30_r": -1.0 + }, + { + "symbol": "GE", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.346723, + "strategy_rank": 78.623719, + "production_rank": 79.86472, + "structural_overlay_pass": false, + "structural_overlay_score": 75.871484, + "structural_overlay_rr": 1.526503, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.902147, + "primary_prob": 22.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.85322, + "raw_level_count": 100, + "gate_level_count": 100, + "range_504_log": 0.829316, + "range_504_ratio": 2.291751, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.871491, + "hold30_r": 6.292585 + }, + { + "symbol": "GILD", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.357294, + "strategy_rank": 77.074156, + "production_rank": 83.835202, + "structural_overlay_pass": false, + "structural_overlay_score": 79.643442, + "structural_overlay_rr": 1.669743, + "structural_overlay_sources": [ + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.172656, + "primary_prob": 25.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.758984, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.658896, + "range_504_ratio": 1.932657, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.05175, + "hold30_r": -1.0 + }, + { + "symbol": "GL", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.97463, + "strategy_rank": 76.351861, + "production_rank": 82.226118, + "structural_overlay_pass": false, + "structural_overlay_score": 78.114812, + "structural_overlay_rr": 2.041274, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.819111, + "primary_prob": 55.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 102, + "primary_distance_atr": 1.228667, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 1.233768, + "range_504_ratio": 3.434146, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.039657, + "hold30_r": -1.0 + }, + { + "symbol": "GLW", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.054968, + "strategy_rank": 81.76506, + "production_rank": 83.861696, + "structural_overlay_pass": false, + "structural_overlay_score": 79.668611, + "structural_overlay_rr": 1.743248, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.130371, + "primary_prob": 27.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 3.195556, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.784093, + "range_504_ratio": 2.19042, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.103263, + "hold30_r": 3.14305 + }, + { + "symbol": "GRMN", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.397463, + "strategy_rank": 93.451642, + "production_rank": 93.766916, + "structural_overlay_pass": false, + "structural_overlay_score": 89.07857, + "structural_overlay_rr": 3.532719, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.134412, + "primary_prob": 25.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 87.0, + "primary_rejection_count": 32, + "primary_distance_atr": 3.201618, + "raw_level_count": 86, + "gate_level_count": 86, + "range_504_log": 0.954644, + "range_504_ratio": 2.597745, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.105587, + "hold30_r": 2.135349 + }, + { + "symbol": "GS", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.55814, + "strategy_rank": 80.069179, + "production_rank": 80.898832, + "structural_overlay_pass": false, + "structural_overlay_score": 76.853891, + "structural_overlay_rr": 0.691442, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.005084, + "primary_prob": 49.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.507626, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.842881, + "range_504_ratio": 2.323049, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.978745, + "hold30_r": 3.957801 + }, + { + "symbol": "HWM", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.56871, + "strategy_rank": 92.475312, + "production_rank": 94.173112, + "structural_overlay_pass": false, + "structural_overlay_score": 89.464456, + "structural_overlay_rr": 1.944603, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.671405, + "primary_prob": 34.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.507107, + "raw_level_count": 116, + "gate_level_count": 116, + "range_504_log": 1.222282, + "range_504_ratio": 3.394928, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.645154, + "hold30_r": 6.299185 + }, + { + "symbol": "IBKR", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.454545, + "strategy_rank": 93.970081, + "production_rank": 94.464902, + "structural_overlay_pass": false, + "structural_overlay_score": 89.741657, + "structural_overlay_rr": 1.943601, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.70997, + "primary_prob": 20.4, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 34.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.564955, + "raw_level_count": 109, + "gate_level_count": 109, + "range_504_log": 1.205609, + "range_504_ratio": 3.338792, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.020242, + "hold30_r": -1.0 + }, + { + "symbol": "IBM", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.460888, + "strategy_rank": 76.622622, + "production_rank": 79.235377, + "structural_overlay_pass": false, + "structural_overlay_score": 75.273608, + "structural_overlay_rr": 1.857127, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.564215, + "primary_prob": 24.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.346323, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.793122, + "range_504_ratio": 2.210286, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.040201, + "hold30_r": -1.0 + }, + { + "symbol": "INCY", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.672304, + "strategy_rank": 82.118714, + "production_rank": 82.969911, + "structural_overlay_pass": false, + "structural_overlay_score": 78.821416, + "structural_overlay_rr": 2.257131, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 11, + "rr": 1.782562, + "primary_prob": 32.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 109, + "primary_distance_atr": 2.673843, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.512813, + "range_504_ratio": 1.669982, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.037079, + "hold30_r": -1.0 + }, + { + "symbol": "IP", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.477801, + "strategy_rank": 83.611676, + "production_rank": 85.233718, + "structural_overlay_pass": false, + "structural_overlay_score": 80.972032, + "structural_overlay_rr": 1.546969, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.925526, + "primary_prob": 30.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.888289, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.732858, + "range_504_ratio": 2.081021, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.029531, + "hold30_r": -1.0 + }, + { + "symbol": "ISRG", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.786469, + "strategy_rank": 80.750529, + "production_rank": 82.762509, + "structural_overlay_pass": false, + "structural_overlay_score": 78.624383, + "structural_overlay_rr": 1.592212, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.337753, + "primary_prob": 25.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 3.506629, + "raw_level_count": 93, + "gate_level_count": 93, + "range_504_log": 0.901746, + "range_504_ratio": 2.463901, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.30692, + "hold30_r": 3.756941 + }, + { + "symbol": "KMI", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.226216, + "strategy_rank": 78.79506, + "production_rank": 82.938778, + "structural_overlay_pass": false, + "structural_overlay_score": 78.79184, + "structural_overlay_rr": 2.512129, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.998185, + "primary_prob": 29.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.997277, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.683662, + "range_504_ratio": 1.98112, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.041733, + "hold30_r": -1.0 + }, + { + "symbol": "LNT", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.306554, + "strategy_rank": 62.151297, + "production_rank": 69.869716, + "structural_overlay_pass": false, + "structural_overlay_score": 66.37623, + "structural_overlay_rr": 1.466719, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.78719, + "primary_prob": 19.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.680784, + "raw_level_count": 19, + "gate_level_count": 19, + "range_504_log": 0.387733, + "range_504_ratio": 1.473637, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.064167, + "hold30_r": -1.0 + }, + { + "symbol": "MAA", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.363636, + "strategy_rank": 63.460875, + "production_rank": 71.095129, + "structural_overlay_pass": false, + "structural_overlay_score": 67.540372, + "structural_overlay_rr": 2.304484, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.624866, + "primary_prob": 35.0, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 78, + "primary_distance_atr": 2.437299, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.405673, + "range_504_ratio": 1.500312, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.05259, + "hold30_r": -1.0 + }, + { + "symbol": "MCK", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.021142, + "strategy_rank": 66.267964, + "production_rank": 70.852356, + "structural_overlay_pass": false, + "structural_overlay_score": 67.309739, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.24978, + "primary_prob": 37.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.87467, + "raw_level_count": 109, + "gate_level_count": 109, + "range_504_log": 0.726144, + "range_504_ratio": 2.067094, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.053919, + "hold30_r": -1.0 + }, + { + "symbol": "MMM", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.820296, + "strategy_rank": 79.728638, + "production_rank": 84.75919, + "structural_overlay_pass": false, + "structural_overlay_score": 80.521231, + "structural_overlay_rr": 2.591915, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.690189, + "primary_prob": 22.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 91, + "primary_distance_atr": 4.035284, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.605395, + "range_504_ratio": 1.831976, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.655027, + "hold30_r": 3.7722 + }, + { + "symbol": "MO", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.706131, + "strategy_rank": 68.881634, + "production_rank": 76.823133, + "structural_overlay_pass": false, + "structural_overlay_score": 72.981976, + "structural_overlay_rr": 1.737486, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.671047, + "primary_prob": 50.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.006571, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.432113, + "range_504_ratio": 1.540509, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.452037, + "hold30_r": -1.400867 + }, + { + "symbol": "MSTR", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.625793, + "strategy_rank": 98.879827, + "production_rank": 98.795149, + "structural_overlay_pass": false, + "structural_overlay_score": 93.855392, + "structural_overlay_rr": 1.552405, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.508696, + "primary_prob": 22.88, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 29.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.263044, + "raw_level_count": 181, + "gate_level_count": 181, + "range_504_log": 3.016198, + "range_504_ratio": 20.413534, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.014721, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.323467, + "strategy_rank": 84.994781, + "production_rank": 86.437677, + "structural_overlay_pass": false, + "structural_overlay_score": 82.115793, + "structural_overlay_rr": 2.092513, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.857745, + "primary_prob": 21.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.786618, + "raw_level_count": 118, + "gate_level_count": 118, + "range_504_log": 1.215785, + "range_504_ratio": 3.37294, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.825674, + "hold30_r": 6.289344 + }, + { + "symbol": "NI", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.494715, + "strategy_rank": 67.056427, + "production_rank": 75.535856, + "structural_overlay_pass": false, + "structural_overlay_score": 71.759063, + "structural_overlay_rr": 1.818027, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.835962, + "primary_prob": 21.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.753942, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.594979, + "range_504_ratio": 1.812992, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.057545, + "hold30_r": -1.0 + }, + { + "symbol": "PGR", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.957717, + "strategy_rank": 73.919769, + "production_rank": 79.265751, + "structural_overlay_pass": false, + "structural_overlay_score": 75.302464, + "structural_overlay_rr": 2.376646, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.245171, + "primary_prob": 28.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.867757, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 0.966921, + "range_504_ratio": 2.629836, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.204334, + "hold30_r": 2.425165 + }, + { + "symbol": "PLTR", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.682875, + "strategy_rank": 99.429911, + "production_rank": 99.514233, + "structural_overlay_pass": false, + "structural_overlay_score": 94.538521, + "structural_overlay_rr": 1.157347, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.094768, + "primary_prob": 28.69, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 11.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.642151, + "raw_level_count": 161, + "gate_level_count": 161, + "range_504_log": 2.846458, + "range_504_ratio": 17.226648, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.079745, + "hold30_r": 5.310031 + }, + { + "symbol": "PM", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.780127, + "strategy_rank": 84.680266, + "production_rank": 89.046886, + "structural_overlay_pass": false, + "structural_overlay_score": 84.594542, + "structural_overlay_rr": 1.559603, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.131597, + "primary_prob": 29.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.697395, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.625693, + "range_504_ratio": 1.86954, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.078428, + "hold30_r": 3.98002 + }, + { + "symbol": "PNW", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.769556, + "strategy_rank": 58.698183, + "production_rank": 66.721974, + "structural_overlay_pass": false, + "structural_overlay_score": 63.385875, + "structural_overlay_rr": 0.852052, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.339892, + "primary_prob": 28.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.009839, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.392084, + "range_504_ratio": 1.480061, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.067131, + "hold30_r": -1.0 + }, + { + "symbol": "PODD", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.031712, + "strategy_rank": 82.566503, + "production_rank": 86.721573, + "structural_overlay_pass": false, + "structural_overlay_score": 82.385494, + "structural_overlay_rr": 2.630354, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.823635, + "primary_prob": 21.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 101, + "primary_distance_atr": 4.235453, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.981991, + "range_504_ratio": 2.669766, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.793161, + "hold30_r": 5.006151 + }, + { + "symbol": "PPL", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.826638, + "strategy_rank": 60.134343, + "production_rank": 68.031775, + "structural_overlay_pass": false, + "structural_overlay_score": 64.630186, + "structural_overlay_rr": 1.806422, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.74359, + "primary_prob": 13.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.615385, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.501048, + "range_504_ratio": 1.65045, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.063682, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.917548, + "strategy_rank": 91.529625, + "production_rank": 91.992266, + "structural_overlay_pass": false, + "structural_overlay_score": 87.392653, + "structural_overlay_rr": 1.51235, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.936447, + "primary_prob": 34.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.40467, + "raw_level_count": 146, + "gate_level_count": 146, + "range_504_log": 1.540517, + "range_504_ratio": 4.667004, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.916102, + "hold30_r": 4.350647 + }, + { + "symbol": "REG", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.501057, + "strategy_rank": 58.633018, + "production_rank": 66.255698, + "structural_overlay_pass": false, + "structural_overlay_score": 62.942913, + "structural_overlay_rr": 1.847823, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.719504, + "primary_prob": 33.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 104, + "primary_distance_atr": 2.579256, + "raw_level_count": 22, + "gate_level_count": 22, + "range_504_log": 0.356786, + "range_504_ratio": 1.42873, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.05217, + "hold30_r": -1.0 + }, + { + "symbol": "RL", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.51797, + "strategy_rank": 85.337263, + "production_rank": 85.397499, + "structural_overlay_pass": false, + "structural_overlay_score": 81.127624, + "structural_overlay_rr": 2.02187, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.826833, + "primary_prob": 31.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.740249, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 1.03119, + "range_504_ratio": 2.804401, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.020112, + "hold30_r": -1.0 + }, + { + "symbol": "RTX", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.420719, + "strategy_rank": 70.308427, + "production_rank": 76.012524, + "structural_overlay_pass": false, + "structural_overlay_score": 72.211898, + "structural_overlay_rr": 1.869068, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.9268, + "primary_prob": 25.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 76.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.8902, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.686268, + "range_504_ratio": 1.986288, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.048381, + "hold30_r": -1.0 + }, + { + "symbol": "SATS", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.048626, + "strategy_rank": 96.992266, + "production_rank": 97.677719, + "structural_overlay_pass": false, + "structural_overlay_score": 92.793833, + "structural_overlay_rr": 2.264778, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.897545, + "primary_prob": 30.82, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 99, + "primary_distance_atr": 2.846318, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 1.22618, + "range_504_ratio": 3.408185, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.019739, + "hold30_r": -1.0 + }, + { + "symbol": "SO", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.940803, + "strategy_rank": 62.120588, + "production_rank": 70.06066, + "structural_overlay_pass": false, + "structural_overlay_score": 66.557627, + "structural_overlay_rr": 1.250913, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.655641, + "primary_prob": 16.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.483462, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.428057, + "range_504_ratio": 1.534273, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.064302, + "hold30_r": -1.0 + }, + { + "symbol": "T", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.088795, + "strategy_rank": 76.819118, + "production_rank": 83.242344, + "structural_overlay_pass": false, + "structural_overlay_score": 79.080227, + "structural_overlay_rr": 1.239227, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.203261, + "primary_prob": 43.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.804892, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.770839, + "range_504_ratio": 2.161579, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.409998, + "hold30_r": -1.360354 + }, + { + "symbol": "TKO", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.243129, + "strategy_rank": 88.03095, + "production_rank": 90.43501, + "structural_overlay_pass": false, + "structural_overlay_score": 85.913259, + "structural_overlay_rr": 2.139145, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.814365, + "primary_prob": 48.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 65.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.221547, + "raw_level_count": 107, + "gate_level_count": 107, + "range_504_log": 0.90658, + "range_504_ratio": 2.475842, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.784063, + "hold30_r": 2.649603 + }, + { + "symbol": "TMUS", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.511628, + "strategy_rank": 80.311304, + "production_rank": 85.711412, + "structural_overlay_pass": false, + "structural_overlay_score": 81.425841, + "structural_overlay_rr": 2.193166, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.370998, + "primary_prob": 29.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.056497, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.794502, + "range_504_ratio": 2.213338, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.32549, + "hold30_r": -1.0 + }, + { + "symbol": "TPL", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.260042, + "strategy_rank": 97.994688, + "production_rank": 98.416473, + "structural_overlay_pass": false, + "structural_overlay_score": 93.495649, + "structural_overlay_rr": 1.668574, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.884968, + "primary_prob": 34.09, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 6.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.327452, + "raw_level_count": 123, + "gate_level_count": 123, + "range_504_log": 1.433072, + "range_504_ratio": 4.191556, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.866949, + "hold30_r": 2.84853 + }, + { + "symbol": "TPR", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.145877, + "strategy_rank": 95.24895, + "production_rank": 95.881259, + "structural_overlay_pass": false, + "structural_overlay_score": 91.087196, + "structural_overlay_rr": 1.503692, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.071167, + "primary_prob": 31.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.606751, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 1.251498, + "range_504_ratio": 3.495575, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.049242, + "hold30_r": 3.384192 + }, + { + "symbol": "TRGP", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.186047, + "strategy_rank": 90.297321, + "production_rank": 91.593563, + "structural_overlay_pass": false, + "structural_overlay_score": 87.013885, + "structural_overlay_rr": 1.663035, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.43115, + "primary_prob": 24.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 3.646726, + "raw_level_count": 125, + "gate_level_count": 125, + "range_504_log": 1.176855, + "range_504_ratio": 3.244154, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.024546, + "hold30_r": 0.261922 + }, + { + "symbol": "TSLA", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.763214, + "strategy_rank": 95.096275, + "production_rank": 94.651921, + "structural_overlay_pass": false, + "structural_overlay_score": 89.919325, + "structural_overlay_rr": 0.804321, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.077083, + "primary_prob": 28.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 3.115624, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 1.258369, + "range_504_ratio": 3.519677, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.061754, + "hold30_r": 3.286119 + }, + { + "symbol": "TTWO", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.900634, + "strategy_rank": 80.489938, + "production_rank": 83.293503, + "structural_overlay_pass": false, + "structural_overlay_score": 79.128828, + "structural_overlay_rr": 1.695773, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.616458, + "primary_prob": 20.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.424686, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.632685, + "range_504_ratio": 1.882659, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.578403, + "hold30_r": 3.919325 + }, + { + "symbol": "TYL", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.551797, + "strategy_rank": 74.4736, + "production_rank": 80.832999, + "structural_overlay_pass": false, + "structural_overlay_score": 76.791349, + "structural_overlay_rr": 2.72192, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.223284, + "primary_prob": 26.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 73, + "primary_distance_atr": 3.334926, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.657688, + "range_504_ratio": 1.930325, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.048099, + "hold30_r": -1.0 + }, + { + "symbol": "UAL", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.414376, + "strategy_rank": 96.928038, + "production_rank": 97.423484, + "structural_overlay_pass": false, + "structural_overlay_score": 92.55231, + "structural_overlay_rr": 2.063778, + "structural_overlay_sources": [ + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.788042, + "primary_prob": 36.77, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.182063, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 1.236686, + "range_504_ratio": 3.444181, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.773929, + "hold30_r": 2.563585 + }, + { + "symbol": "VRSK", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.729387, + "strategy_rank": 63.143482, + "production_rank": 70.672117, + "structural_overlay_pass": false, + "structural_overlay_score": 67.138511, + "structural_overlay_rr": 1.203558, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.969126, + "primary_prob": 47.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 85.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.453689, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.494894, + "range_504_ratio": 1.640324, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.056996, + "hold30_r": -1.0 + }, + { + "symbol": "VRSN", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.712474, + "strategy_rank": 60.774681, + "production_rank": 67.753945, + "structural_overlay_pass": false, + "structural_overlay_score": 64.366248, + "structural_overlay_rr": 2.012311, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.334916, + "primary_prob": 21.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.002374, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.43729, + "range_504_ratio": 1.548505, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.059858, + "hold30_r": -1.0 + }, + { + "symbol": "VST", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.608879, + "strategy_rank": 95.814823, + "production_rank": 95.412842, + "structural_overlay_pass": false, + "structural_overlay_score": 90.6422, + "structural_overlay_rr": 1.618546, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.615666, + "primary_prob": 22.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.423499, + "raw_level_count": 133, + "gate_level_count": 133, + "range_504_log": 2.176475, + "range_504_ratio": 8.815174, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.602406, + "hold30_r": 4.005801 + }, + { + "symbol": "VTR", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.665962, + "strategy_rank": 75.383895, + "production_rank": 82.144584, + "structural_overlay_pass": false, + "structural_overlay_score": 78.037355, + "structural_overlay_rr": 1.837278, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.855448, + "primary_prob": 44.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.283172, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.59575, + "range_504_ratio": 1.814391, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.061929, + "hold30_r": -1.007389 + }, + { + "symbol": "WEC", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.843552, + "strategy_rank": 62.060107, + "production_rank": 70.654588, + "structural_overlay_pass": false, + "structural_overlay_score": 67.121859, + "structural_overlay_rr": 1.269592, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.741453, + "primary_prob": 13.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.612179, + "raw_level_count": 22, + "gate_level_count": 22, + "range_504_log": 0.390363, + "range_504_ratio": 1.477518, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.062814, + "hold30_r": -1.0 + }, + { + "symbol": "WELL", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.934461, + "strategy_rank": 74.594629, + "production_rank": 82.04124, + "structural_overlay_pass": false, + "structural_overlay_score": 77.939178, + "structural_overlay_rr": 1.359407, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.357079, + "primary_prob": 29.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.035618, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.816361, + "range_504_ratio": 2.262253, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.05132, + "hold30_r": -1.0 + }, + { + "symbol": "WMB", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.112051, + "strategy_rank": 77.758182, + "production_rank": 81.542805, + "structural_overlay_pass": false, + "structural_overlay_score": 77.465665, + "structural_overlay_rr": 1.604421, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.578568, + "primary_prob": 29.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 66.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.367851, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.779915, + "range_504_ratio": 2.181288, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.038599, + "hold30_r": -1.0 + }, + { + "symbol": "WMT", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.877378, + "strategy_rank": 75.72176, + "production_rank": 82.440299, + "structural_overlay_pass": false, + "structural_overlay_score": 78.318284, + "structural_overlay_rr": 1.865404, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.066246, + "primary_prob": 33.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.599369, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.778554, + "range_504_ratio": 2.17832, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.020785, + "hold30_r": 4.079402 + }, + { + "symbol": "WTW", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.078224, + "strategy_rank": 59.44463, + "production_rank": 66.655828, + "structural_overlay_pass": false, + "structural_overlay_score": 63.323037, + "structural_overlay_rr": 1.831788, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.667004, + "primary_prob": 33.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 94.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.500506, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.566563, + "range_504_ratio": 1.7622, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.055561, + "hold30_r": -1.0 + }, + { + "symbol": "XEL", + "date": "2025-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.095137, + "strategy_rank": 62.952672, + "production_rank": 70.333494, + "structural_overlay_pass": false, + "structural_overlay_score": 66.816819, + "structural_overlay_rr": 2.02173, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.626148, + "primary_prob": 23.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 59, + "primary_distance_atr": 3.939222, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.449914, + "range_504_ratio": 1.568177, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.057071, + "hold30_r": -1.0 + }, + { + "symbol": "GEV", + "date": "2025-04-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.467824, + "strategy_rank": 97.303371, + "production_rank": 97.691522, + "structural_overlay_pass": false, + "structural_overlay_score": 92.806946, + "structural_overlay_rr": 1.831288, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.786908, + "primary_prob": 56.41, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.180362, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 1.324553, + "range_504_ratio": 3.760504, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.770897, + "hold30_r": 4.588524 + }, + { + "symbol": "WBD", + "date": "2025-04-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.559755, + "strategy_rank": 89.111338, + "production_rank": 88.927477, + "structural_overlay_pass": false, + "structural_overlay_score": 84.481103, + "structural_overlay_rr": 2.382727, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.610018, + "primary_prob": 35.26, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.415027, + "raw_level_count": 95, + "gate_level_count": 95, + "range_504_log": 0.851592, + "range_504_ratio": 2.343373, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.593938, + "hold30_r": 1.132976 + }, + { + "symbol": "HOOD", + "date": "2025-04-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.876404, + "strategy_rank": 98.937692, + "production_rank": 98.917263, + "structural_overlay_pass": false, + "structural_overlay_score": 93.971399, + "structural_overlay_rr": 1.720811, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.520659, + "primary_prob": 38.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.280988, + "raw_level_count": 145, + "gate_level_count": 145, + "range_504_log": 2.135221, + "range_504_ratio": 8.458913, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.508903, + "hold30_r": 3.287989 + }, + { + "symbol": "ABBV", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.721144, + "strategy_rank": 74.6476, + "production_rank": 78.672114, + "structural_overlay_pass": false, + "structural_overlay_score": 74.738509, + "structural_overlay_rr": 2.000628, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.970659, + "primary_prob": 20.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.955989, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.512625, + "range_504_ratio": 1.669669, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.028174, + "hold30_r": 0.858652 + }, + { + "symbol": "AEE", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.930541, + "strategy_rank": 65.699694, + "production_rank": 74.443309, + "structural_overlay_pass": false, + "structural_overlay_score": 70.721144, + "structural_overlay_rr": 1.642673, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.336041, + "primary_prob": 21.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.004061, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.440212, + "range_504_ratio": 1.553036, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.047155, + "hold30_r": -1.0 + }, + { + "symbol": "AEP", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.334014, + "strategy_rank": 62.819203, + "production_rank": 70.990807, + "structural_overlay_pass": false, + "structural_overlay_score": 67.441267, + "structural_overlay_rr": 0.841829, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.954102, + "primary_prob": 32.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.431152, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.465236, + "range_504_ratio": 1.59239, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.904682, + "hold30_r": -1.0 + }, + { + "symbol": "AFL", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.167518, + "strategy_rank": 64.402451, + "production_rank": 70.990807, + "structural_overlay_pass": false, + "structural_overlay_score": 67.441267, + "structural_overlay_rr": 1.589446, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.589778, + "primary_prob": 33.01, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 12.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.384666, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.588904, + "range_504_ratio": 1.802013, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.039325, + "hold30_r": -0.629469 + }, + { + "symbol": "AJG", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.500511, + "strategy_rank": 67.027579, + "production_rank": 74.85189, + "structural_overlay_pass": false, + "structural_overlay_score": 71.109295, + "structural_overlay_rr": 0.763161, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.772488, + "primary_prob": 53.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.158733, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.58702, + "range_504_ratio": 1.79862, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.042504, + "hold30_r": -1.0 + }, + { + "symbol": "AON", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.737487, + "strategy_rank": 58.590398, + "production_rank": 66.639428, + "structural_overlay_pass": false, + "structural_overlay_score": 63.307457, + "structural_overlay_rr": 1.994625, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.799573, + "primary_prob": 55.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.19936, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.432164, + "range_504_ratio": 1.540588, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.047367, + "hold30_r": -1.0 + }, + { + "symbol": "APD", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.124617, + "strategy_rank": 66.098059, + "production_rank": 71.440245, + "structural_overlay_pass": false, + "structural_overlay_score": 67.868233, + "structural_overlay_rr": 2.390571, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 12, + "rr": 2.062657, + "primary_prob": 28.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 151, + "primary_distance_atr": 3.093986, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.474575, + "range_504_ratio": 1.607331, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.033573, + "hold30_r": 0.346328 + }, + { + "symbol": "APP", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.897855, + "strategy_rank": 99.775281, + "production_rank": 99.816139, + "structural_overlay_pass": false, + "structural_overlay_score": 94.825332, + "structural_overlay_rr": 1.767093, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.746479, + "primary_prob": 25.83, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 64.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.619718, + "raw_level_count": 182, + "gate_level_count": 182, + "range_504_log": 3.528667, + "range_504_ratio": 34.07852, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.737046, + "hold30_r": 2.471114 + }, + { + "symbol": "ATO", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.108274, + "strategy_rank": 60.490296, + "production_rank": 69.029622, + "structural_overlay_pass": false, + "structural_overlay_score": 65.578141, + "structural_overlay_rr": 1.017989, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.017989, + "primary_prob": 28.87, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.526983, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.445067, + "range_504_ratio": 1.560594, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.967759, + "hold30_r": 0.830639 + }, + { + "symbol": "AVGO", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.747702, + "strategy_rank": 93.850868, + "production_rank": 93.483146, + "structural_overlay_pass": true, + "structural_overlay_score": 93.808989, + "structural_overlay_rr": 2.012483, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.642782, + "primary_prob": 20.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.464173, + "raw_level_count": 110, + "gate_level_count": 110, + "range_504_log": 1.432444, + "range_504_ratio": 4.188924, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.018935, + "hold30_r": -1.0 + }, + { + "symbol": "AWK", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.511747, + "strategy_rank": 64.044944, + "production_rank": 69.867211, + "structural_overlay_pass": false, + "structural_overlay_score": 66.373851, + "structural_overlay_rr": 0.707411, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 6, + "rr": 1.864165, + "primary_prob": 31.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.796248, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.316254, + "range_504_ratio": 1.371978, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.042051, + "hold30_r": -1.0 + }, + { + "symbol": "AXON", + "date": "2025-04-11", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 97.854954, + "strategy_rank": 97.242084, + "production_rank": 97.446374, + "structural_overlay_pass": true, + "structural_overlay_score": 97.574055, + "structural_overlay_rr": 2.524741, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.030874, + "primary_prob": 25.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 13, + "primary_distance_atr": 3.046311, + "raw_level_count": 136, + "gate_level_count": 136, + "range_504_log": 1.406797, + "range_504_ratio": 4.082856, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.007918, + "hold30_r": 3.59907 + }, + { + "symbol": "BK", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.134831, + "strategy_rank": 75.066394, + "production_rank": 80.755873, + "structural_overlay_pass": false, + "structural_overlay_score": 76.71808, + "structural_overlay_rr": 1.606842, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.57542, + "primary_prob": 32.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 84.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.363129, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.823489, + "range_504_ratio": 2.278436, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.546537, + "hold30_r": 2.335332 + }, + { + "symbol": "BMY", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.554648, + "strategy_rank": 71.726251, + "production_rank": 75.66905, + "structural_overlay_pass": false, + "structural_overlay_score": 71.885598, + "structural_overlay_rr": 3.190586, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.602479, + "primary_prob": 35.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 68, + "primary_distance_atr": 2.403718, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.589268, + "range_504_ratio": 1.802668, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.029931, + "hold30_r": -1.0 + }, + { + "symbol": "BRO", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.156282, + "strategy_rank": 66.496425, + "production_rank": 75.383044, + "structural_overlay_pass": false, + "structural_overlay_score": 71.613892, + "structural_overlay_rr": 1.309947, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.979023, + "primary_prob": 30.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.468535, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.772395, + "range_504_ratio": 2.164944, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.046756, + "hold30_r": -1.0 + }, + { + "symbol": "BSX", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.296221, + "strategy_rank": 70.990807, + "production_rank": 77.425945, + "structural_overlay_pass": false, + "structural_overlay_score": 73.554648, + "structural_overlay_rr": 1.839951, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.781509, + "primary_prob": 23.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.672263, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 0.79595, + "range_504_ratio": 2.216546, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.750763, + "hold30_r": 2.051484 + }, + { + "symbol": "CBOE", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.903984, + "strategy_rank": 64.239019, + "production_rank": 71.460674, + "structural_overlay_pass": false, + "structural_overlay_score": 67.88764, + "structural_overlay_rr": 0.851061, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.872178, + "primary_prob": 34.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.308267, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.582353, + "range_504_ratio": 1.790246, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.830277, + "hold30_r": 1.57501 + }, + { + "symbol": "CBRE", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.516854, + "strategy_rank": 77.660878, + "production_rank": 80.61287, + "structural_overlay_pass": false, + "structural_overlay_score": 76.582227, + "structural_overlay_rr": 1.525443, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.760251, + "primary_prob": 32.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.640376, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.826843, + "range_504_ratio": 2.28609, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.735284, + "hold30_r": 0.856978 + }, + { + "symbol": "CCL", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.307457, + "strategy_rank": 83.789581, + "production_rank": 82.962206, + "structural_overlay_pass": false, + "structural_overlay_score": 78.814096, + "structural_overlay_rr": 1.055066, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.105671, + "primary_prob": 28.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 3.158506, + "raw_level_count": 106, + "gate_level_count": 106, + "range_504_log": 1.194271, + "range_504_ratio": 3.301149, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.089608, + "hold30_r": 2.713469 + }, + { + "symbol": "CHRW", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.704801, + "strategy_rank": 74.004086, + "production_rank": 79.570991, + "structural_overlay_pass": false, + "structural_overlay_score": 75.592441, + "structural_overlay_rr": 2.137731, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 2.168266, + "primary_prob": 27.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 152, + "primary_distance_atr": 3.252399, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.568978, + "range_504_ratio": 1.766462, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.033839, + "hold30_r": 1.119794 + }, + { + "symbol": "CHTR", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.68335, + "strategy_rank": 84.290092, + "production_rank": 86.087845, + "structural_overlay_pass": false, + "structural_overlay_score": 81.783453, + "structural_overlay_rr": 1.522729, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.851284, + "primary_prob": 31.47, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 83, + "primary_distance_atr": 2.776926, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 0.663353, + "range_504_ratio": 1.941291, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.824431, + "hold30_r": 3.081772 + }, + { + "symbol": "CIEN", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.188968, + "strategy_rank": 88.069459, + "production_rank": 87.109295, + "structural_overlay_pass": false, + "structural_overlay_score": 82.75383, + "structural_overlay_rr": 1.559292, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.576103, + "primary_prob": 31.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 80.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.364155, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.932089, + "range_504_ratio": 2.53981, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.560418, + "hold30_r": 3.144868 + }, + { + "symbol": "CME", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.146067, + "strategy_rank": 58.539326, + "production_rank": 66.741573, + "structural_overlay_pass": false, + "structural_overlay_score": 63.404494, + "structural_overlay_rr": 0.723453, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.254872, + "primary_prob": 22.62, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.882308, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.44206, + "range_504_ratio": 1.55591, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.055252, + "hold30_r": -1.0 + }, + { + "symbol": "CMS", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.963228, + "strategy_rank": 58.835546, + "production_rank": 67.21144, + "structural_overlay_pass": false, + "structural_overlay_score": 63.850868, + "structural_overlay_rr": 1.1654, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.907796, + "primary_prob": 37.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.361694, + "raw_level_count": 23, + "gate_level_count": 23, + "range_504_log": 0.427191, + "range_504_ratio": 1.532946, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.856906, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2025-04-11", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.489275, + "strategy_rank": 99.244127, + "production_rank": 99.325843, + "structural_overlay_pass": false, + "structural_overlay_score": 94.359551, + "structural_overlay_rr": 1.554099, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.353936, + "primary_prob": 36.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 81.0, + "primary_rejection_count": 27, + "primary_distance_atr": 3.530903, + "raw_level_count": 190, + "gate_level_count": 190, + "range_504_log": 3.777553, + "range_504_ratio": 43.708955, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.342119, + "hold30_r": 3.057394 + }, + { + "symbol": "DASH", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.780388, + "strategy_rank": 82.022472, + "production_rank": 82.941777, + "structural_overlay_pass": true, + "structural_overlay_score": 83.794688, + "structural_overlay_rr": 2.027459, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.670613, + "primary_prob": 38.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.50592, + "raw_level_count": 146, + "gate_level_count": 146, + "range_504_log": 1.335945, + "range_504_ratio": 3.803587, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.649555, + "hold30_r": 1.423392 + }, + { + "symbol": "DGX", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.925434, + "strategy_rank": 64.279877, + "production_rank": 71.828396, + "structural_overlay_pass": false, + "structural_overlay_score": 68.236977, + "structural_overlay_rr": 0.908761, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.370906, + "primary_prob": 29.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.056359, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.40259, + "range_504_ratio": 1.495694, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.328354, + "hold30_r": 1.257176 + }, + { + "symbol": "DTE", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.758938, + "strategy_rank": 59.366701, + "production_rank": 67.497446, + "structural_overlay_pass": false, + "structural_overlay_score": 64.122574, + "structural_overlay_rr": 1.222721, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.606477, + "primary_prob": 23.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.409716, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.44306, + "range_504_ratio": 1.557466, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.557333, + "hold30_r": 1.381712 + }, + { + "symbol": "DUK", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.371808, + "strategy_rank": 59.673136, + "production_rank": 67.906027, + "structural_overlay_pass": false, + "structural_overlay_score": 64.510725, + "structural_overlay_rr": 1.343564, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.140858, + "primary_prob": 25.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.711287, + "raw_level_count": 21, + "gate_level_count": 21, + "range_504_log": 0.410908, + "range_504_ratio": 1.508187, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.051451, + "hold30_r": -1.0 + }, + { + "symbol": "ED", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.694586, + "strategy_rank": 58.937692, + "production_rank": 66.18999, + "structural_overlay_pass": false, + "structural_overlay_score": 62.88049, + "structural_overlay_rr": 1.116289, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 8, + "rr": 0.873835, + "primary_prob": 33.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.310752, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.356041, + "range_504_ratio": 1.427666, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.048753, + "hold30_r": -1.0 + }, + { + "symbol": "EQT", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.495403, + "strategy_rank": 83.503575, + "production_rank": 84.167518, + "structural_overlay_pass": false, + "structural_overlay_score": 79.959142, + "structural_overlay_rr": 1.61205, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.905761, + "primary_prob": 53.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.358641, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 0.635205, + "range_504_ratio": 1.887408, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.882925, + "hold30_r": 1.589054 + }, + { + "symbol": "ETR", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.424923, + "strategy_rank": 82.727273, + "production_rank": 87.293156, + "structural_overlay_pass": false, + "structural_overlay_score": 82.928498, + "structural_overlay_rr": 1.526824, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.781058, + "primary_prob": 42.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.171587, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.707788, + "range_504_ratio": 2.029497, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.742398, + "hold30_r": 0.250733 + }, + { + "symbol": "EVRG", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.538304, + "strategy_rank": 61.276813, + "production_rank": 70.030644, + "structural_overlay_pass": false, + "structural_overlay_score": 66.529111, + "structural_overlay_rr": 0.688125, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.163335, + "primary_prob": 44.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 87, + "primary_distance_atr": 1.745002, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.404381, + "range_504_ratio": 1.498375, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.110566, + "hold30_r": -1.0 + }, + { + "symbol": "FFIV", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.742594, + "strategy_rank": 79.162411, + "production_rank": 82.022472, + "structural_overlay_pass": false, + "structural_overlay_score": 77.921348, + "structural_overlay_rr": 2.025722, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.972833, + "primary_prob": 28.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.959249, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.901622, + "range_504_ratio": 2.463596, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.027917, + "hold30_r": 1.328757 + }, + { + "symbol": "FICO", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.769152, + "strategy_rank": 85.280899, + "production_rank": 88.110317, + "structural_overlay_pass": true, + "structural_overlay_score": 88.704801, + "structural_overlay_rr": 2.066834, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.630638, + "primary_prob": 32.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.445957, + "raw_level_count": 135, + "gate_level_count": 135, + "range_504_log": 1.269011, + "range_504_ratio": 3.557332, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.602125, + "hold30_r": -1.0 + }, + { + "symbol": "FISV", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.47906, + "strategy_rank": 73.881512, + "production_rank": 79.080695, + "structural_overlay_pass": false, + "structural_overlay_score": 75.12666, + "structural_overlay_rr": 1.847251, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.88366, + "primary_prob": 40.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.32549, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.782344, + "range_504_ratio": 2.186592, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.852519, + "hold30_r": -1.129588 + }, + { + "symbol": "FOX", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.037794, + "strategy_rank": 80.183861, + "production_rank": 85.801839, + "structural_overlay_pass": false, + "structural_overlay_score": 81.511747, + "structural_overlay_rr": 1.950138, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.200085, + "primary_prob": 27.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.800127, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.756377, + "range_504_ratio": 2.130544, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.170311, + "hold30_r": 1.793605 + }, + { + "symbol": "FOXA", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.833504, + "strategy_rank": 79.550562, + "production_rank": 85.311542, + "structural_overlay_pass": false, + "structural_overlay_score": 81.045965, + "structural_overlay_rr": 2.011821, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.929042, + "primary_prob": 35.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.393563, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.730789, + "range_504_ratio": 2.076719, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.898941, + "hold30_r": 2.127201 + }, + { + "symbol": "FTNT", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.543412, + "strategy_rank": 86.108274, + "production_rank": 88.25332, + "structural_overlay_pass": false, + "structural_overlay_score": 83.840654, + "structural_overlay_rr": 1.635872, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.644974, + "primary_prob": 32.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.467461, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.956452, + "range_504_ratio": 2.602448, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.027541, + "hold30_r": 0.987748 + }, + { + "symbol": "GDDY", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.88764, + "strategy_rank": 79.039837, + "production_rank": 82.655771, + "structural_overlay_pass": false, + "structural_overlay_score": 78.522983, + "structural_overlay_rr": 0.959341, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.304031, + "primary_prob": 22.29, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 5.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.956046, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 1.164114, + "range_504_ratio": 3.203084, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.27034, + "hold30_r": 0.867721 + }, + { + "symbol": "GILD", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.446374, + "strategy_rank": 75.505618, + "production_rank": 82.819203, + "structural_overlay_pass": false, + "structural_overlay_score": 78.678243, + "structural_overlay_rr": 1.88377, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.827242, + "primary_prob": 37.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.240863, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.658896, + "range_504_ratio": 1.932657, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.035944, + "hold30_r": -1.0 + }, + { + "symbol": "GL", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.994893, + "strategy_rank": 76.700715, + "production_rank": 82.798774, + "structural_overlay_pass": false, + "structural_overlay_score": 78.658836, + "structural_overlay_rr": 0.851869, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.769493, + "primary_prob": 57.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 80, + "primary_distance_atr": 1.154239, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 1.233768, + "range_504_ratio": 3.434146, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.739361, + "hold30_r": -1.055239 + }, + { + "symbol": "GLW", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.726251, + "strategy_rank": 83.360572, + "production_rank": 86.149132, + "structural_overlay_pass": false, + "structural_overlay_score": 81.841675, + "structural_overlay_rr": 1.762428, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.676031, + "primary_prob": 34.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.514046, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.784093, + "range_504_ratio": 2.19042, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.6524, + "hold30_r": 2.479954 + }, + { + "symbol": "GRMN", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.382022, + "strategy_rank": 92.512768, + "production_rank": 93.135853, + "structural_overlay_pass": false, + "structural_overlay_score": 88.47906, + "structural_overlay_rr": 2.058722, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.943138, + "primary_prob": 28.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 93.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.914707, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 0.954644, + "range_504_ratio": 2.597745, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.024174, + "hold30_r": 1.001841 + }, + { + "symbol": "GS", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.898876, + "strategy_rank": 78.508682, + "production_rank": 79.305414, + "structural_overlay_pass": false, + "structural_overlay_score": 75.340143, + "structural_overlay_rr": 1.853415, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.17684, + "primary_prob": 25.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 90.0, + "primary_rejection_count": 26, + "primary_distance_atr": 3.26526, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.842881, + "range_504_ratio": 2.323049, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.155051, + "hold30_r": 2.672492 + }, + { + "symbol": "HWM", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.263534, + "strategy_rank": 92.012257, + "production_rank": 94.096016, + "structural_overlay_pass": false, + "structural_overlay_score": 89.391216, + "structural_overlay_rr": 0.711335, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.134635, + "primary_prob": 42.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.701953, + "raw_level_count": 117, + "gate_level_count": 117, + "range_504_log": 1.205159, + "range_504_ratio": 3.337291, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.111299, + "hold30_r": 4.087052 + }, + { + "symbol": "IBKR", + "date": "2025-04-11", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.909091, + "strategy_rank": 90.388151, + "production_rank": 90.561798, + "structural_overlay_pass": true, + "structural_overlay_score": 91.033708, + "structural_overlay_rr": 2.052991, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.24209, + "primary_prob": 24.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 11, + "primary_distance_atr": 3.363135, + "raw_level_count": 110, + "gate_level_count": 110, + "range_504_log": 1.205609, + "range_504_ratio": 3.338792, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.019948, + "hold30_r": -1.0 + }, + { + "symbol": "IBM", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.946885, + "strategy_rank": 76.608784, + "production_rank": 80.388151, + "structural_overlay_pass": false, + "structural_overlay_score": 76.368744, + "structural_overlay_rr": 0.870308, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.158902, + "primary_prob": 32.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.738353, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.793122, + "range_504_ratio": 2.210286, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.127371, + "hold30_r": 1.857859 + }, + { + "symbol": "ICE", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.533197, + "strategy_rank": 59.581205, + "production_rank": 67.231869, + "structural_overlay_pass": false, + "structural_overlay_score": 63.870276, + "structural_overlay_rr": 1.709318, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.168481, + "primary_prob": 44.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.752721, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.536127, + "range_504_ratio": 1.709373, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.124201, + "hold30_r": 3.213553 + }, + { + "symbol": "INCY", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.920327, + "strategy_rank": 78.396323, + "production_rank": 79.570991, + "structural_overlay_pass": false, + "structural_overlay_score": 75.592441, + "structural_overlay_rr": 2.614891, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 9, + "rr": 1.922915, + "primary_prob": 30.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 112, + "primary_distance_atr": 2.884372, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.512813, + "range_504_ratio": 1.669982, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.896086, + "hold30_r": 2.000259 + }, + { + "symbol": "IP", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.07048, + "strategy_rank": 83.738509, + "production_rank": 85.515832, + "structural_overlay_pass": false, + "structural_overlay_score": 81.240041, + "structural_overlay_rr": 1.858448, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.790128, + "primary_prob": 32.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.685193, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.732858, + "range_504_ratio": 2.081021, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.022672, + "hold30_r": 0.416258 + }, + { + "symbol": "KMI", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.177732, + "strategy_rank": 77.997957, + "production_rank": 83.391216, + "structural_overlay_pass": false, + "structural_overlay_score": 79.221655, + "structural_overlay_rr": 1.365983, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.767894, + "primary_prob": 57.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.151841, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.683662, + "range_504_ratio": 1.98112, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.735158, + "hold30_r": 1.0636 + }, + { + "symbol": "LITE", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.576098, + "strategy_rank": 88.498468, + "production_rank": 87.191011, + "structural_overlay_pass": false, + "structural_overlay_score": 82.831461, + "structural_overlay_rr": 1.529355, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.732217, + "primary_prob": 22.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 4.098325, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 1.079093, + "range_504_ratio": 2.942008, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.721647, + "hold30_r": 2.793541 + }, + { + "symbol": "LNT", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.151175, + "strategy_rank": 63.452503, + "production_rank": 71.685393, + "structural_overlay_pass": false, + "structural_overlay_score": 68.101124, + "structural_overlay_rr": 2.061483, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.682942, + "primary_prob": 21.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.524412, + "raw_level_count": 19, + "gate_level_count": 19, + "range_504_log": 0.387733, + "range_504_ratio": 1.473637, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.048696, + "hold30_r": 0.667069 + }, + { + "symbol": "MAA", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.286006, + "strategy_rank": 59.448417, + "production_rank": 66.39428, + "structural_overlay_pass": false, + "structural_overlay_score": 63.074566, + "structural_overlay_rr": 1.571073, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 10, + "rr": 2.682571, + "primary_prob": 22.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 4.023857, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.405673, + "range_504_ratio": 1.500312, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.039806, + "hold30_r": -0.009029 + }, + { + "symbol": "MCK", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.941777, + "strategy_rank": 65.658836, + "production_rank": 71.419816, + "structural_overlay_pass": false, + "structural_overlay_score": 67.848825, + "structural_overlay_rr": 1.205246, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.816746, + "primary_prob": 50.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.225119, + "raw_level_count": 111, + "gate_level_count": 111, + "range_504_log": 0.726144, + "range_504_ratio": 2.067094, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.772443, + "hold30_r": 0.99678 + }, + { + "symbol": "MMM", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.403473, + "strategy_rank": 80.265577, + "production_rank": 85.311542, + "structural_overlay_pass": false, + "structural_overlay_score": 81.045965, + "structural_overlay_rr": 1.931962, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.54596, + "primary_prob": 36.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 83, + "primary_distance_atr": 2.31894, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.605395, + "range_504_ratio": 1.831976, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.028085, + "hold30_r": -1.0 + }, + { + "symbol": "MO", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.586313, + "strategy_rank": 68.508682, + "production_rank": 77.201226, + "structural_overlay_pass": false, + "structural_overlay_score": 73.341164, + "structural_overlay_rr": 0.676707, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.121613, + "primary_prob": 27.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.68242, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.432113, + "range_504_ratio": 1.540509, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.074018, + "hold30_r": 1.247637 + }, + { + "symbol": "MSTR", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.672114, + "strategy_rank": 98.97855, + "production_rank": 98.876404, + "structural_overlay_pass": false, + "structural_overlay_score": 93.932584, + "structural_overlay_rr": 0.891713, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.805472, + "primary_prob": 49.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 67.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.208209, + "raw_level_count": 182, + "gate_level_count": 182, + "range_504_log": 3.016198, + "range_504_ratio": 20.413534, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.792982, + "hold30_r": 1.503517 + }, + { + "symbol": "MTB", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.103166, + "strategy_rank": 73.993871, + "production_rank": 76.363636, + "structural_overlay_pass": false, + "structural_overlay_score": 72.545455, + "structural_overlay_rr": 1.837448, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.764696, + "primary_prob": 32.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 84, + "primary_distance_atr": 2.647045, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.73218, + "range_504_ratio": 2.079609, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.737926, + "hold30_r": 2.21855 + }, + { + "symbol": "NFLX", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.521961, + "strategy_rank": 84.320735, + "production_rank": 86.721144, + "structural_overlay_pass": false, + "structural_overlay_score": 82.385087, + "structural_overlay_rr": 1.700423, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.189421, + "primary_prob": 33.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.784131, + "raw_level_count": 118, + "gate_level_count": 118, + "range_504_log": 1.215785, + "range_504_ratio": 3.37294, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.162169, + "hold30_r": 4.351955 + }, + { + "symbol": "NI", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.564862, + "strategy_rank": 66.659857, + "production_rank": 75.628192, + "structural_overlay_pass": false, + "structural_overlay_score": 71.846782, + "structural_overlay_rr": 0.82993, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.436714, + "primary_prob": 19.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.155071, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.594979, + "range_504_ratio": 1.812992, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.04441, + "hold30_r": 0.455752 + }, + { + "symbol": "NVDA", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.328907, + "strategy_rank": 85.760981, + "production_rank": 84.616956, + "structural_overlay_pass": false, + "structural_overlay_score": 80.386108, + "structural_overlay_rr": 2.14691, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.504155, + "primary_prob": 37.17, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.256233, + "raw_level_count": 181, + "gate_level_count": 181, + "range_504_log": 2.011337, + "range_504_ratio": 7.473303, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.018832, + "hold30_r": -1.000576 + }, + { + "symbol": "PGR", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.113381, + "strategy_rank": 71.440245, + "production_rank": 77.997957, + "structural_overlay_pass": false, + "structural_overlay_score": 74.098059, + "structural_overlay_rr": 0.871431, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.821412, + "primary_prob": 52.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.232118, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 0.966921, + "range_504_ratio": 2.629836, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.03807, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.693565, + "strategy_rank": 99.448417, + "production_rank": 99.530133, + "structural_overlay_pass": true, + "structural_overlay_score": 99.553626, + "structural_overlay_rr": 2.575816, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.874648, + "primary_prob": 26.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.811972, + "raw_level_count": 161, + "gate_level_count": 161, + "range_504_log": 2.846458, + "range_504_ratio": 17.226648, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.859498, + "hold30_r": 2.980453 + }, + { + "symbol": "PM", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.650664, + "strategy_rank": 81.409602, + "production_rank": 86.823289, + "structural_overlay_pass": false, + "structural_overlay_score": 82.482125, + "structural_overlay_rr": 0.842743, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.389204, + "primary_prob": 19.65, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.083806, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.625693, + "range_504_ratio": 1.86954, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.342678, + "hold30_r": 3.830514 + }, + { + "symbol": "PNW", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.699694, + "strategy_rank": 60.388151, + "production_rank": 68.825332, + "structural_overlay_pass": false, + "structural_overlay_score": 65.384065, + "structural_overlay_rr": 1.256674, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.256674, + "primary_prob": 22.58, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.88501, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.392084, + "range_504_ratio": 1.480061, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.050327, + "hold30_r": -1.0 + }, + { + "symbol": "PODD", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.317671, + "strategy_rank": 79.918284, + "production_rank": 83.71808, + "structural_overlay_pass": false, + "structural_overlay_score": 79.532176, + "structural_overlay_rr": 1.640173, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.838145, + "primary_prob": 31.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 101, + "primary_distance_atr": 2.757218, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.981991, + "range_504_ratio": 2.669766, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.812716, + "hold30_r": 3.636764 + }, + { + "symbol": "PPL", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.312564, + "strategy_rank": 61.215526, + "production_rank": 69.581205, + "structural_overlay_pass": false, + "structural_overlay_score": 66.102145, + "structural_overlay_rr": 0.834939, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.146792, + "primary_prob": 26.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.720188, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.501048, + "range_504_ratio": 1.65045, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.09721, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.790603, + "strategy_rank": 92.6762, + "production_rank": 93.381001, + "structural_overlay_pass": false, + "structural_overlay_score": 88.711951, + "structural_overlay_rr": 1.689462, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.627695, + "primary_prob": 26.56, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 58.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.441543, + "raw_level_count": 148, + "gate_level_count": 148, + "range_504_log": 1.540517, + "range_504_ratio": 4.667004, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.610073, + "hold30_r": 2.91535 + }, + { + "symbol": "RL", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.716037, + "strategy_rank": 82.849847, + "production_rank": 82.47191, + "structural_overlay_pass": false, + "structural_overlay_score": 78.348315, + "structural_overlay_rr": 1.654913, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.994603, + "primary_prob": 39.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.491905, + "raw_level_count": 91, + "gate_level_count": 91, + "range_504_log": 1.03119, + "range_504_ratio": 2.804401, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.977939, + "hold30_r": 3.717175 + }, + { + "symbol": "RTX", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.984678, + "strategy_rank": 67.517875, + "production_rank": 73.340143, + "structural_overlay_pass": false, + "structural_overlay_score": 69.673136, + "structural_overlay_rr": 1.152117, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.162273, + "primary_prob": 41.5, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 9.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.74341, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.686268, + "range_504_ratio": 1.986288, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -2.139249, + "hold30_r": -2.100015 + }, + { + "symbol": "SATS", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.080695, + "strategy_rank": 95.924413, + "production_rank": 96.976507, + "structural_overlay_pass": false, + "structural_overlay_score": 92.127681, + "structural_overlay_rr": 1.528109, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.075605, + "primary_prob": 20.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 21, + "primary_distance_atr": 3.113407, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 1.22618, + "range_504_ratio": 3.408185, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.017107, + "hold30_r": -1.0 + }, + { + "symbol": "SO", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.86619, + "strategy_rank": 63.248212, + "production_rank": 71.787538, + "structural_overlay_pass": false, + "structural_overlay_score": 68.198161, + "structural_overlay_rr": 0.766056, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.123935, + "primary_prob": 29.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.685902, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.428057, + "range_504_ratio": 1.534273, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.054226, + "hold30_r": -1.0 + }, + { + "symbol": "T", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.812053, + "strategy_rank": 73.564862, + "production_rank": 80.980592, + "structural_overlay_pass": false, + "structural_overlay_score": 76.931563, + "structural_overlay_rr": 1.715686, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.874234, + "primary_prob": 53.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.311351, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.770839, + "range_504_ratio": 2.161579, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.833195, + "hold30_r": 0.459559 + }, + { + "symbol": "TKO", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.973442, + "strategy_rank": 84.994893, + "production_rank": 87.987743, + "structural_overlay_pass": false, + "structural_overlay_score": 83.588355, + "structural_overlay_rr": 0.836061, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.766251, + "primary_prob": 41.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.149377, + "raw_level_count": 108, + "gate_level_count": 108, + "range_504_log": 0.90658, + "range_504_ratio": 2.475842, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.739372, + "hold30_r": 1.359328 + }, + { + "symbol": "TMUS", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.220633, + "strategy_rank": 77.068437, + "production_rank": 83.452503, + "structural_overlay_pass": false, + "structural_overlay_score": 79.279877, + "structural_overlay_rr": 1.151964, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.135828, + "primary_prob": 45.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.703742, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.794502, + "range_504_ratio": 2.213338, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.290628, + "hold30_r": -1.248994 + }, + { + "symbol": "TPL", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.284985, + "strategy_rank": 97.814096, + "production_rank": 98.304392, + "structural_overlay_pass": false, + "structural_overlay_score": 93.389173, + "structural_overlay_rr": 1.172861, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.875192, + "primary_prob": 46.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.312788, + "raw_level_count": 124, + "gate_level_count": 124, + "range_504_log": 1.433072, + "range_504_ratio": 4.191556, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.858957, + "hold30_r": 0.048859 + }, + { + "symbol": "TPR", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.242084, + "strategy_rank": 94.453524, + "production_rank": 95.383044, + "structural_overlay_pass": false, + "structural_overlay_score": 90.613892, + "structural_overlay_rr": 1.644523, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.835812, + "primary_prob": 38.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.253718, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 1.251498, + "range_504_ratio": 3.495575, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.817186, + "hold30_r": 2.5706 + }, + { + "symbol": "TRGP", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.199183, + "strategy_rank": 89.131767, + "production_rank": 91.154239, + "structural_overlay_pass": false, + "structural_overlay_score": 86.596527, + "structural_overlay_rr": 2.19062, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.790392, + "primary_prob": 32.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.685588, + "raw_level_count": 126, + "gate_level_count": 126, + "range_504_log": 1.176855, + "range_504_ratio": 3.244154, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.019813, + "hold30_r": -0.127193 + }, + { + "symbol": "TSLA", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.951992, + "strategy_rank": 94.606742, + "production_rank": 94.055158, + "structural_overlay_pass": true, + "structural_overlay_score": 94.3524, + "structural_overlay_rr": 2.581556, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.985888, + "primary_prob": 44.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.978832, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 1.258369, + "range_504_ratio": 3.519677, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.972352, + "hold30_r": 2.966218 + }, + { + "symbol": "TYL", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.27477, + "strategy_rank": 71.961185, + "production_rank": 77.73238, + "structural_overlay_pass": false, + "structural_overlay_score": 73.845761, + "structural_overlay_rr": 2.143668, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.851443, + "primary_prob": 43.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 85.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.777164, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.636604, + "range_504_ratio": 1.890051, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.036647, + "hold30_r": -1.0 + }, + { + "symbol": "UAL", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.629213, + "strategy_rank": 96.322778, + "production_rank": 96.424923, + "structural_overlay_pass": false, + "structural_overlay_score": 91.603677, + "structural_overlay_rr": 0.913334, + "structural_overlay_sources": [ + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.93824, + "primary_prob": 34.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.407361, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 1.236686, + "range_504_ratio": 3.444181, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.925096, + "hold30_r": 1.260338 + }, + { + "symbol": "VRSK", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.129724, + "strategy_rank": 63.564862, + "production_rank": 71.419816, + "structural_overlay_pass": false, + "structural_overlay_score": 67.848825, + "structural_overlay_rr": 1.184166, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.184166, + "primary_prob": 25.34, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.776248, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.490092, + "range_504_ratio": 1.632466, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.136077, + "hold30_r": 2.000107 + }, + { + "symbol": "VRSN", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.490296, + "strategy_rank": 59.223698, + "production_rank": 66.312564, + "structural_overlay_pass": false, + "structural_overlay_score": 62.996936, + "structural_overlay_rr": 1.006678, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.922161, + "primary_prob": 49.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.383241, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.43729, + "range_504_ratio": 1.548505, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.874151, + "hold30_r": 2.178738 + }, + { + "symbol": "VRTX", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.350358, + "strategy_rank": 70.541369, + "production_rank": 74.811032, + "structural_overlay_pass": false, + "structural_overlay_score": 71.07048, + "structural_overlay_rr": 0.699568, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.032261, + "primary_prob": 31.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.548391, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 0.496496, + "range_504_ratio": 1.642954, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.03738, + "hold30_r": -1.0 + }, + { + "symbol": "VST", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.059244, + "strategy_rank": 98.120531, + "production_rank": 98.100102, + "structural_overlay_pass": false, + "structural_overlay_score": 93.195097, + "structural_overlay_rr": 1.649946, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.661463, + "primary_prob": 24.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.492195, + "raw_level_count": 134, + "gate_level_count": 134, + "range_504_log": 2.176475, + "range_504_ratio": 8.815174, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.647985, + "hold30_r": 3.146162 + }, + { + "symbol": "VTR", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.607763, + "strategy_rank": 72.931563, + "production_rank": 80.490296, + "structural_overlay_pass": false, + "structural_overlay_score": 76.465781, + "structural_overlay_rr": 1.561312, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.331619, + "primary_prob": 21.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.997428, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.59575, + "range_504_ratio": 1.814391, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.040483, + "hold30_r": -0.324546 + }, + { + "symbol": "WEC", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.091931, + "strategy_rank": 63.340143, + "production_rank": 72.257406, + "structural_overlay_pass": false, + "structural_overlay_score": 68.644535, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.776608, + "primary_prob": 37.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.164912, + "raw_level_count": 23, + "gate_level_count": 23, + "range_504_log": 0.390363, + "range_504_ratio": 1.477518, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.724472, + "hold30_r": -1.047988 + }, + { + "symbol": "WELL", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.016343, + "strategy_rank": 72.390194, + "production_rank": 80.265577, + "structural_overlay_pass": false, + "structural_overlay_score": 76.252298, + "structural_overlay_rr": 1.331395, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.119055, + "primary_prob": 35.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.678583, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.782897, + "range_504_ratio": 2.187802, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.080106, + "hold30_r": 1.337701 + }, + { + "symbol": "WMB", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.360572, + "strategy_rank": 77.242084, + "production_rank": 82.614913, + "structural_overlay_pass": false, + "structural_overlay_score": 78.484168, + "structural_overlay_rr": 0.727823, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.708107, + "primary_prob": 52.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 66.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.062161, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.779915, + "range_504_ratio": 2.181288, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.677896, + "hold30_r": 0.993825 + }, + { + "symbol": "WMT", + "date": "2025-04-11", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.339122, + "strategy_rank": 74.596527, + "production_rank": 80.510725, + "structural_overlay_pass": false, + "structural_overlay_score": 76.485189, + "structural_overlay_rr": 2.018185, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.018185, + "primary_prob": 26.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 9, + "primary_distance_atr": 3.027278, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.778554, + "range_504_ratio": 2.17832, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.036331, + "hold30_r": 0.935686 + }, + { + "symbol": "WTW", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.081716, + "strategy_rank": 58.232891, + "production_rank": 65.515832, + "structural_overlay_pass": false, + "structural_overlay_score": 62.240041, + "structural_overlay_rr": 1.147645, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.274, + "primary_prob": 24.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.911, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.566563, + "range_504_ratio": 1.7622, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.118297, + "hold30_r": -1.073969 + }, + { + "symbol": "XEL", + "date": "2025-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.355465, + "strategy_rank": 63.840654, + "production_rank": 72.012257, + "structural_overlay_pass": false, + "structural_overlay_score": 68.411645, + "structural_overlay_rr": 1.185489, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 11, + "rr": 1.564831, + "primary_prob": 36.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 59, + "primary_distance_atr": 2.347247, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.449914, + "range_504_ratio": 1.568177, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.047498, + "hold30_r": 0.085361 + }, + { + "symbol": "GEV", + "date": "2025-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.307692, + "strategy_rank": 83.076923, + "production_rank": 86.153846, + "structural_overlay_pass": false, + "structural_overlay_score": 81.846154, + "structural_overlay_rr": 1.769914, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.64859, + "primary_prob": 39.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.472885, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 1.324553, + "range_504_ratio": 3.760504, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.631166, + "hold30_r": 4.398132 + }, + { + "symbol": "ABBV", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.61174, + "strategy_rank": 74.840371, + "production_rank": 78.764161, + "structural_overlay_pass": false, + "structural_overlay_score": 74.825953, + "structural_overlay_rr": 2.694111, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 11, + "rr": 1.611021, + "primary_prob": 35.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.416532, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.512625, + "range_504_ratio": 1.669669, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.579961, + "hold30_r": 1.559748 + }, + { + "symbol": "AEE", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.349125, + "strategy_rank": 65.242019, + "production_rank": 73.944387, + "structural_overlay_pass": false, + "structural_overlay_score": 70.247168, + "structural_overlay_rr": 1.085979, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.794543, + "primary_prob": 53.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 88.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.191814, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.440212, + "range_504_ratio": 1.553036, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.744684, + "hold30_r": 0.217046 + }, + { + "symbol": "AEP", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.877446, + "strategy_rank": 63.820803, + "production_rank": 72.173018, + "structural_overlay_pass": false, + "structural_overlay_score": 68.564367, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.767098, + "primary_prob": 39.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.150647, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.465236, + "range_504_ratio": 1.59239, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.715536, + "hold30_r": -1.0 + }, + { + "symbol": "AFL", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.993821, + "strategy_rank": 65.602472, + "production_rank": 72.399588, + "structural_overlay_pass": false, + "structural_overlay_score": 68.779609, + "structural_overlay_rr": 1.355418, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.266761, + "primary_prob": 42.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.900141, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.588904, + "range_504_ratio": 1.802013, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.041996, + "hold30_r": -0.180034 + }, + { + "symbol": "AJG", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.99691, + "strategy_rank": 69.176107, + "production_rank": 77.116375, + "structural_overlay_pass": false, + "structural_overlay_score": 73.260556, + "structural_overlay_rr": 1.873865, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.974226, + "primary_prob": 31.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.461339, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.569027, + "range_504_ratio": 1.766547, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.933162, + "hold30_r": 1.661701 + }, + { + "symbol": "ALL", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.77137, + "strategy_rank": 67.466529, + "production_rank": 72.234809, + "structural_overlay_pass": false, + "structural_overlay_score": 68.623069, + "structural_overlay_rr": 1.785926, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.690306, + "primary_prob": 25.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.535459, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.749986, + "range_504_ratio": 2.11697, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.651709, + "hold30_r": 2.509471 + }, + { + "symbol": "AMT", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.449022, + "strategy_rank": 70.422245, + "production_rank": 75.097837, + "structural_overlay_pass": false, + "structural_overlay_score": 71.342945, + "structural_overlay_rr": 1.581879, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 11, + "rr": 1.657457, + "primary_prob": 34.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 54, + "primary_distance_atr": 2.486185, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.454652, + "range_504_ratio": 1.575624, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.040765, + "hold30_r": -1.0 + }, + { + "symbol": "AON", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.565396, + "strategy_rank": 58.146241, + "production_rank": 65.952626, + "structural_overlay_pass": false, + "structural_overlay_score": 62.654995, + "structural_overlay_rr": 2.40241, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.007955, + "primary_prob": 29.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 3.011933, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.432164, + "range_504_ratio": 1.540588, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.043231, + "hold30_r": -1.0 + }, + { + "symbol": "APD", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.53553, + "strategy_rank": 65.242019, + "production_rank": 70.339856, + "structural_overlay_pass": false, + "structural_overlay_score": 66.822863, + "structural_overlay_rr": 3.791114, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.790699, + "primary_prob": 56.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 85, + "primary_distance_atr": 1.186049, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.474575, + "range_504_ratio": 1.607331, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.754837, + "hold30_r": 1.789798 + }, + { + "symbol": "APP", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.897013, + "strategy_rank": 99.835221, + "production_rank": 99.855819, + "structural_overlay_pass": false, + "structural_overlay_score": 94.863028, + "structural_overlay_rr": 2.226359, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.57698, + "primary_prob": 24.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.36547, + "raw_level_count": 182, + "gate_level_count": 182, + "range_504_log": 3.528667, + "range_504_ratio": 34.07852, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.566929, + "hold30_r": 3.75312 + }, + { + "symbol": "AWK", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.741504, + "strategy_rank": 63.501545, + "production_rank": 69.248198, + "structural_overlay_pass": false, + "structural_overlay_score": 65.785788, + "structural_overlay_rr": 1.332442, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 9, + "rr": 1.654377, + "primary_prob": 49.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 75, + "primary_distance_atr": 2.481565, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.316254, + "range_504_ratio": 1.371978, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.046844, + "hold30_r": -1.0 + }, + { + "symbol": "AXON", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.837281, + "strategy_rank": 97.312049, + "production_rank": 97.487127, + "structural_overlay_pass": false, + "structural_overlay_score": 92.61277, + "structural_overlay_rr": 2.246978, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.901137, + "primary_prob": 22.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.851705, + "raw_level_count": 136, + "gate_level_count": 136, + "range_504_log": 1.406797, + "range_504_ratio": 4.082856, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.876284, + "hold30_r": 4.979053 + }, + { + "symbol": "BK", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.761071, + "strategy_rank": 74.953656, + "production_rank": 80.556128, + "structural_overlay_pass": false, + "structural_overlay_score": 76.528321, + "structural_overlay_rr": 2.723051, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.010972, + "primary_prob": 21.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 26, + "primary_distance_atr": 3.016458, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.823489, + "range_504_ratio": 2.278436, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.980025, + "hold30_r": 3.193312 + }, + { + "symbol": "BKR", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.831102, + "strategy_rank": 81.112255, + "production_rank": 82.018538, + "structural_overlay_pass": false, + "structural_overlay_score": 77.917611, + "structural_overlay_rr": 1.922631, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.706082, + "primary_prob": 33.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.559123, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.611175, + "range_504_ratio": 1.842596, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.026312, + "hold30_r": -1.0 + }, + { + "symbol": "BMY", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.435633, + "strategy_rank": 74.397528, + "production_rank": 78.743563, + "structural_overlay_pass": false, + "structural_overlay_score": 74.806385, + "structural_overlay_rr": 0.934672, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.92, + "primary_prob": 30.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.88, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.589268, + "range_504_ratio": 1.802668, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.032749, + "hold30_r": -1.0 + }, + { + "symbol": "BRK-B", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.15345, + "strategy_rank": 59.433574, + "production_rank": 66.673532, + "structural_overlay_pass": false, + "structural_overlay_score": 63.339856, + "structural_overlay_rr": 1.277712, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.004736, + "primary_prob": 34.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.507105, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.529521, + "range_504_ratio": 1.698119, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.962981, + "hold30_r": -0.374379 + }, + { + "symbol": "BRO", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.202884, + "strategy_rank": 66.786818, + "production_rank": 75.592173, + "structural_overlay_pass": false, + "structural_overlay_score": 71.812564, + "structural_overlay_rr": 1.612448, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.416496, + "primary_prob": 24.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.124745, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.740856, + "range_504_ratio": 2.09773, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.213253, + "hold30_r": -1.167129 + }, + { + "symbol": "BSX", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.937178, + "strategy_rank": 71.565396, + "production_rank": 78.022657, + "structural_overlay_pass": false, + "structural_overlay_score": 74.121524, + "structural_overlay_rr": 2.199772, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.818394, + "primary_prob": 22.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.727591, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 0.79595, + "range_504_ratio": 2.216546, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.781952, + "hold30_r": 1.853637 + }, + { + "symbol": "CBOE", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.289392, + "strategy_rank": 66.519053, + "production_rank": 74.109166, + "structural_overlay_pass": false, + "structural_overlay_score": 70.403708, + "structural_overlay_rr": 1.077805, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.101316, + "primary_prob": 27.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.651974, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.582353, + "range_504_ratio": 1.790246, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.052403, + "hold30_r": 1.470429 + }, + { + "symbol": "CBRE", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.143151, + "strategy_rank": 80.947477, + "production_rank": 84.346035, + "structural_overlay_pass": false, + "structural_overlay_score": 80.128733, + "structural_overlay_rr": 1.833151, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.723161, + "primary_prob": 31.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 89.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.584742, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.826843, + "range_504_ratio": 2.28609, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.694159, + "hold30_r": 1.177076 + }, + { + "symbol": "CCL", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.199794, + "strategy_rank": 87.219361, + "production_rank": 86.879506, + "structural_overlay_pass": false, + "structural_overlay_score": 82.53553, + "structural_overlay_rr": 1.027951, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.813444, + "primary_prob": 32.02, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.720165, + "raw_level_count": 106, + "gate_level_count": 106, + "range_504_log": 1.194271, + "range_504_ratio": 3.301149, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.79482, + "hold30_r": 3.613384 + }, + { + "symbol": "CHRW", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.584964, + "strategy_rank": 75.283213, + "production_rank": 81.050463, + "structural_overlay_pass": false, + "structural_overlay_score": 76.99794, + "structural_overlay_rr": 2.822876, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.846567, + "primary_prob": 21.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 152, + "primary_distance_atr": 4.269851, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.568978, + "range_504_ratio": 1.766462, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.037137, + "hold30_r": 1.460173 + }, + { + "symbol": "CHTR", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.701339, + "strategy_rank": 84.974253, + "production_rank": 86.549949, + "structural_overlay_pass": false, + "structural_overlay_score": 82.222451, + "structural_overlay_rr": 2.155616, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.91578, + "primary_prob": 30.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 86, + "primary_distance_atr": 2.87367, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 0.663353, + "range_504_ratio": 1.941291, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.887882, + "hold30_r": 2.957877 + }, + { + "symbol": "CME", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.405767, + "strategy_rank": 60.700309, + "production_rank": 69.268795, + "structural_overlay_pass": false, + "structural_overlay_score": 65.805355, + "structural_overlay_rr": 1.513678, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.471216, + "primary_prob": 18.0, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.206824, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.44206, + "range_504_ratio": 1.55591, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.412698, + "hold30_r": 2.470385 + }, + { + "symbol": "CMS", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.419156, + "strategy_rank": 58.455201, + "production_rank": 66.776519, + "structural_overlay_pass": false, + "structural_overlay_score": 63.437693, + "structural_overlay_rr": 1.593812, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.836605, + "primary_prob": 40.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.254907, + "raw_level_count": 23, + "gate_level_count": 23, + "range_504_log": 0.427191, + "range_504_ratio": 1.532946, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.783747, + "hold30_r": -1.0 + }, + { + "symbol": "CNP", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.625129, + "strategy_rank": 59.062822, + "production_rank": 67.250257, + "structural_overlay_pass": false, + "structural_overlay_score": 63.887745, + "structural_overlay_rr": 0.935808, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.675251, + "primary_prob": 42.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.012877, + "raw_level_count": 25, + "gate_level_count": 25, + "range_504_log": 0.394517, + "range_504_ratio": 1.483668, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.618809, + "hold30_r": 0.734725 + }, + { + "symbol": "CVNA", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.279094, + "strategy_rank": 99.093718, + "production_rank": 99.15551, + "structural_overlay_pass": false, + "structural_overlay_score": 94.197734, + "structural_overlay_rr": 1.691134, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.613034, + "primary_prob": 29.61, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 72.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.419551, + "raw_level_count": 190, + "gate_level_count": 190, + "range_504_log": 3.777553, + "range_504_ratio": 43.708955, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.60034, + "hold30_r": 4.674639 + }, + { + "symbol": "DASH", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.495366, + "strategy_rank": 85.633368, + "production_rank": 86.9207, + "structural_overlay_pass": false, + "structural_overlay_score": 82.574665, + "structural_overlay_rr": 1.824676, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.642508, + "primary_prob": 30.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 78.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.463762, + "raw_level_count": 146, + "gate_level_count": 146, + "range_504_log": 1.335945, + "range_504_ratio": 3.803587, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.619872, + "hold30_r": 2.758702 + }, + { + "symbol": "DGX", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.243048, + "strategy_rank": 62.708548, + "production_rank": 69.886715, + "structural_overlay_pass": false, + "structural_overlay_score": 66.392379, + "structural_overlay_rr": 1.867997, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.76998, + "primary_prob": 22.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.654971, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.40259, + "range_504_ratio": 1.495694, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.724852, + "hold30_r": 1.635231 + }, + { + "symbol": "DTE", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.581874, + "strategy_rank": 60.710608, + "production_rank": 69.00103, + "structural_overlay_pass": false, + "structural_overlay_score": 65.550978, + "structural_overlay_rr": 1.666311, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.288695, + "primary_prob": 29.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.933043, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.44306, + "range_504_ratio": 1.557466, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.236662, + "hold30_r": 0.746269 + }, + { + "symbol": "DUK", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.654995, + "strategy_rank": 59.53656, + "production_rank": 67.909372, + "structural_overlay_pass": false, + "structural_overlay_score": 64.513903, + "structural_overlay_rr": 1.139446, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.925, + "primary_prob": 31.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.3875, + "raw_level_count": 21, + "gate_level_count": 21, + "range_504_log": 0.410908, + "range_504_ratio": 1.508187, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.054964, + "hold30_r": -1.0 + }, + { + "symbol": "EBAY", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.389289, + "strategy_rank": 73.831102, + "production_rank": 76.683831, + "structural_overlay_pass": false, + "structural_overlay_score": 72.84964, + "structural_overlay_rr": 1.607913, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.274227, + "primary_prob": 26.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 3.411341, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.655733, + "range_504_ratio": 1.926554, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.238606, + "hold30_r": 2.800619 + }, + { + "symbol": "EQT", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.731205, + "strategy_rank": 87.363543, + "production_rank": 88.486097, + "structural_overlay_pass": false, + "structural_overlay_score": 84.061792, + "structural_overlay_rr": 1.738695, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.539506, + "primary_prob": 23.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.309259, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 0.635205, + "range_504_ratio": 1.887408, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.51466, + "hold30_r": 2.337124 + }, + { + "symbol": "ETR", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.498455, + "strategy_rank": 83.213182, + "production_rank": 87.641607, + "structural_overlay_pass": false, + "structural_overlay_score": 83.259526, + "structural_overlay_rr": 1.580839, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.47798, + "primary_prob": 21.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.216971, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.707788, + "range_504_ratio": 2.029497, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.040268, + "hold30_r": 0.605197 + }, + { + "symbol": "EVRG", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.641607, + "strategy_rank": 61.349125, + "production_rank": 70.113285, + "structural_overlay_pass": false, + "structural_overlay_score": 66.607621, + "structural_overlay_rr": 1.312492, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.041225, + "primary_prob": 47.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 92, + "primary_distance_atr": 1.561837, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.404381, + "range_504_ratio": 1.498375, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.985524, + "hold30_r": -1.0 + }, + { + "symbol": "EXPE", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.123584, + "strategy_rank": 82.471679, + "production_rank": 81.68898, + "structural_overlay_pass": false, + "structural_overlay_score": 77.604531, + "structural_overlay_rr": 1.674304, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.650979, + "primary_prob": 34.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.476469, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.859584, + "range_504_ratio": 2.362179, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.629354, + "hold30_r": 1.618159 + }, + { + "symbol": "FFIV", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.259526, + "strategy_rank": 79.485067, + "production_rank": 82.409887, + "structural_overlay_pass": false, + "structural_overlay_score": 78.289392, + "structural_overlay_rr": 0.833116, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.077084, + "primary_prob": 35.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.615626, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.901622, + "range_504_ratio": 2.463596, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.046405, + "hold30_r": 2.437354 + }, + { + "symbol": "FICO", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.61483, + "strategy_rank": 85.180227, + "production_rank": 87.991761, + "structural_overlay_pass": false, + "structural_overlay_score": 83.592173, + "structural_overlay_rr": 0.847834, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.76912, + "primary_prob": 24.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.653681, + "raw_level_count": 135, + "gate_level_count": 135, + "range_504_log": 1.253277, + "range_504_ratio": 3.5018, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.739251, + "hold30_r": -1.0 + }, + { + "symbol": "FISV", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.555098, + "strategy_rank": 75.242019, + "production_rank": 80.679712, + "structural_overlay_pass": false, + "structural_overlay_score": 76.645726, + "structural_overlay_rr": 1.554134, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.05104, + "primary_prob": 34.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.57656, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.782344, + "range_504_ratio": 2.186592, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.016131, + "hold30_r": -1.213207 + }, + { + "symbol": "FOX", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.116375, + "strategy_rank": 80.61792, + "production_rank": 86.117405, + "structural_overlay_pass": false, + "structural_overlay_score": 81.811535, + "structural_overlay_rr": 2.195778, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.116978, + "primary_prob": 38.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 65.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.675467, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.756377, + "range_504_ratio": 2.130544, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.084679, + "hold30_r": 2.487644 + }, + { + "symbol": "FOXA", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.910402, + "strategy_rank": 79.979403, + "production_rank": 85.623069, + "structural_overlay_pass": false, + "structural_overlay_score": 81.341916, + "structural_overlay_rr": 1.589102, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.68196, + "primary_prob": 43.45, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 14.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.02294, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.730789, + "range_504_ratio": 2.076719, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.650084, + "hold30_r": 2.721088 + }, + { + "symbol": "FTNT", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.23275, + "strategy_rank": 87.590113, + "production_rank": 89.804325, + "structural_overlay_pass": false, + "structural_overlay_score": 85.314109, + "structural_overlay_rr": 1.880405, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.233028, + "primary_prob": 35.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 64.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.849542, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.956452, + "range_504_ratio": 2.602448, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.204884, + "hold30_r": 1.541987 + }, + { + "symbol": "GDDY", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.671473, + "strategy_rank": 78.84655, + "production_rank": 82.121524, + "structural_overlay_pass": false, + "structural_overlay_score": 78.015448, + "structural_overlay_rr": 1.76718, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.715746, + "primary_prob": 52.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 67.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.07362, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 1.164114, + "range_504_ratio": 3.203084, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.680553, + "hold30_r": 1.759543 + }, + { + "symbol": "GEN", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.977343, + "strategy_rank": 69.649846, + "production_rank": 73.759011, + "structural_overlay_pass": false, + "structural_overlay_score": 70.071061, + "structural_overlay_rr": 1.382469, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.034839, + "primary_prob": 29.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 82, + "primary_distance_atr": 3.052259, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.719338, + "range_504_ratio": 2.053074, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.002138, + "hold30_r": 3.664376 + }, + { + "symbol": "GILD", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.880536, + "strategy_rank": 74.346035, + "production_rank": 81.524202, + "structural_overlay_pass": false, + "structural_overlay_score": 77.447992, + "structural_overlay_rr": 2.020879, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.044951, + "primary_prob": 29.29, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 7.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.567426, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.658896, + "range_504_ratio": 1.932657, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.041374, + "hold30_r": -1.0 + }, + { + "symbol": "GL", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.455201, + "strategy_rank": 79.577755, + "production_rank": 85.870237, + "structural_overlay_pass": false, + "structural_overlay_score": 81.576725, + "structural_overlay_rr": 1.701654, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.687841, + "primary_prob": 60.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 109, + "primary_distance_atr": 1.031761, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 1.233768, + "range_504_ratio": 3.434146, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.654893, + "hold30_r": 0.791559 + }, + { + "symbol": "GLW", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.378991, + "strategy_rank": 83.295572, + "production_rank": 86.323378, + "structural_overlay_pass": false, + "structural_overlay_score": 82.007209, + "structural_overlay_rr": 2.415491, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.543217, + "primary_prob": 36.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.314825, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.784093, + "range_504_ratio": 2.19042, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.515369, + "hold30_r": 3.448453 + }, + { + "symbol": "GRMN", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.967044, + "strategy_rank": 90.947477, + "production_rank": 91.287333, + "structural_overlay_pass": false, + "structural_overlay_score": 86.722966, + "structural_overlay_rr": 1.932263, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.942566, + "primary_prob": 30.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.913849, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 0.954644, + "range_504_ratio": 2.597745, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.028286, + "hold30_r": 1.337633 + }, + { + "symbol": "HWM", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.043254, + "strategy_rank": 91.92585, + "production_rank": 93.964985, + "structural_overlay_pass": false, + "structural_overlay_score": 89.266735, + "structural_overlay_rr": 1.501699, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.776403, + "primary_prob": 56.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.164605, + "raw_level_count": 117, + "gate_level_count": 117, + "range_504_log": 1.203736, + "range_504_ratio": 3.332543, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.750509, + "hold30_r": 5.758842 + }, + { + "symbol": "IBKR", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.790937, + "strategy_rank": 92.018538, + "production_rank": 92.276004, + "structural_overlay_pass": false, + "structural_overlay_score": 87.662204, + "structural_overlay_rr": 1.729257, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.751502, + "primary_prob": 27.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 73.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.627253, + "raw_level_count": 110, + "gate_level_count": 110, + "range_504_log": 1.205609, + "range_504_ratio": 3.338792, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.732164, + "hold30_r": 3.426167 + }, + { + "symbol": "ICE", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.595263, + "strategy_rank": 59.948507, + "production_rank": 67.497425, + "structural_overlay_pass": false, + "structural_overlay_score": 64.122554, + "structural_overlay_rr": 1.953877, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.377852, + "primary_prob": 39.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.066779, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.536127, + "range_504_ratio": 1.709373, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.330949, + "hold30_r": 3.677399 + }, + { + "symbol": "IP", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.408857, + "strategy_rank": 86.457261, + "production_rank": 88.774459, + "structural_overlay_pass": false, + "structural_overlay_score": 84.335736, + "structural_overlay_rr": 0.949689, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.909929, + "primary_prob": 30.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.864894, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.732858, + "range_504_ratio": 2.081021, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.025769, + "hold30_r": 0.646222 + }, + { + "symbol": "KMI", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.850669, + "strategy_rank": 78.475798, + "production_rank": 83.934089, + "structural_overlay_pass": false, + "structural_overlay_score": 79.737384, + "structural_overlay_rr": 1.624828, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.226616, + "primary_prob": 43.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.839923, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.683662, + "range_504_ratio": 1.98112, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.193694, + "hold30_r": 1.767991 + }, + { + "symbol": "LITE", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.465499, + "strategy_rank": 91.215242, + "production_rank": 90.298661, + "structural_overlay_pass": false, + "structural_overlay_score": 85.783728, + "structural_overlay_rr": 1.647257, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.908122, + "primary_prob": 30.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.862183, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 1.079093, + "range_504_ratio": 2.942008, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.895459, + "hold30_r": 3.487475 + }, + { + "symbol": "LNT", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.817714, + "strategy_rank": 62.502575, + "production_rank": 70.607621, + "structural_overlay_pass": false, + "structural_overlay_score": 67.07724, + "structural_overlay_rr": 1.975992, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.287507, + "primary_prob": 41.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 133, + "primary_distance_atr": 1.931261, + "raw_level_count": 19, + "gate_level_count": 19, + "range_504_log": 0.387733, + "range_504_ratio": 1.473637, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.239418, + "hold30_r": 1.07468 + }, + { + "symbol": "MAA", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.007209, + "strategy_rank": 61.936148, + "production_rank": 68.959835, + "structural_overlay_pass": false, + "structural_overlay_score": 65.511843, + "structural_overlay_rr": 1.619331, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 10, + "rr": 1.529672, + "primary_prob": 36.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 68, + "primary_distance_atr": 2.294509, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.405673, + "range_504_ratio": 1.500312, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.486784, + "hold30_r": -0.332426 + }, + { + "symbol": "MCK", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.169928, + "strategy_rank": 67.466529, + "production_rank": 73.367662, + "structural_overlay_pass": false, + "structural_overlay_score": 69.699279, + "structural_overlay_rr": 1.469021, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.516874, + "primary_prob": 17.13, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.275311, + "raw_level_count": 112, + "gate_level_count": 112, + "range_504_log": 0.726144, + "range_504_ratio": 2.067094, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.471696, + "hold30_r": 1.072039 + }, + { + "symbol": "MMM", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.262616, + "strategy_rank": 80.587024, + "production_rank": 85.478888, + "structural_overlay_pass": false, + "structural_overlay_score": 81.204943, + "structural_overlay_rr": 1.816006, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.92019, + "primary_prob": 30.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.880286, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.605395, + "range_504_ratio": 1.831976, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.890766, + "hold30_r": 2.571642 + }, + { + "symbol": "MO", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.026777, + "strategy_rank": 68.012358, + "production_rank": 76.683831, + "structural_overlay_pass": false, + "structural_overlay_score": 72.84964, + "structural_overlay_rr": 0.841626, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.776476, + "primary_prob": 38.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.164714, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.432113, + "range_504_ratio": 1.540509, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.723519, + "hold30_r": 1.258902 + }, + { + "symbol": "MSTR", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.485067, + "strategy_rank": 99.485067, + "production_rank": 99.485067, + "structural_overlay_pass": false, + "structural_overlay_score": 94.510814, + "structural_overlay_rr": 1.61471, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.61471, + "primary_prob": 34.18, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 20.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.422065, + "raw_level_count": 182, + "gate_level_count": 182, + "range_504_log": 3.016198, + "range_504_ratio": 20.413534, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.599031, + "hold30_r": 1.718821 + }, + { + "symbol": "NFLX", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.907312, + "strategy_rank": 83.264676, + "production_rank": 85.478888, + "structural_overlay_pass": false, + "structural_overlay_score": 81.204943, + "structural_overlay_rr": 0.691882, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.691882, + "primary_prob": 56.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.037823, + "raw_level_count": 118, + "gate_level_count": 118, + "range_504_log": 1.215785, + "range_504_ratio": 3.37294, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.661504, + "hold30_r": 3.536285 + }, + { + "symbol": "NI", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.173018, + "strategy_rank": 65.880536, + "production_rank": 74.644696, + "structural_overlay_pass": false, + "structural_overlay_score": 70.912461, + "structural_overlay_rr": 1.110187, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.894875, + "primary_prob": 43.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.342312, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.594979, + "range_504_ratio": 1.812992, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.848944, + "hold30_r": 0.795444 + }, + { + "symbol": "PGR", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.375901, + "strategy_rank": 68.290422, + "production_rank": 73.985582, + "structural_overlay_pass": false, + "structural_overlay_score": 70.286303, + "structural_overlay_rr": 1.737839, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.713786, + "primary_prob": 49.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.070679, + "raw_level_count": 93, + "gate_level_count": 93, + "range_504_log": 0.966921, + "range_504_ratio": 2.629836, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.677231, + "hold30_r": 2.118814 + }, + { + "symbol": "PLTR", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.69104, + "strategy_rank": 99.443872, + "production_rank": 99.526262, + "structural_overlay_pass": false, + "structural_overlay_score": 94.549949, + "structural_overlay_rr": 0.742893, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.674432, + "primary_prob": 42.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.011649, + "raw_level_count": 162, + "gate_level_count": 162, + "range_504_log": 2.846458, + "range_504_ratio": 17.226648, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.658185, + "hold30_r": 3.790736 + }, + { + "symbol": "PNW", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.037075, + "strategy_rank": 59.2276, + "production_rank": 67.497425, + "structural_overlay_pass": false, + "structural_overlay_score": 64.122554, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.934566, + "primary_prob": 31.45, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.401849, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.392084, + "range_504_ratio": 1.480061, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.053459, + "hold30_r": -1.0 + }, + { + "symbol": "PODD", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.056643, + "strategy_rank": 83.007209, + "production_rank": 87.023687, + "structural_overlay_pass": false, + "structural_overlay_score": 82.672503, + "structural_overlay_rr": 2.675159, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.849286, + "primary_prob": 21.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 101, + "primary_distance_atr": 4.273929, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.981991, + "range_504_ratio": 2.669766, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.823212, + "hold30_r": 4.626966 + }, + { + "symbol": "PPL", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.22966, + "strategy_rank": 61.802266, + "production_rank": 70.278064, + "structural_overlay_pass": false, + "structural_overlay_score": 66.764161, + "structural_overlay_rr": 0.918617, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.793177, + "primary_prob": 37.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.189766, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.501048, + "range_504_ratio": 1.65045, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.739162, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.820803, + "strategy_rank": 91.99794, + "production_rank": 92.605561, + "structural_overlay_pass": false, + "structural_overlay_score": 87.975283, + "structural_overlay_rr": 0.849949, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.104598, + "primary_prob": 32.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.656897, + "raw_level_count": 148, + "gate_level_count": 148, + "range_504_log": 1.540517, + "range_504_ratio": 4.667004, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.083584, + "hold30_r": 4.283065 + }, + { + "symbol": "RL", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.947477, + "strategy_rank": 82.430484, + "production_rank": 81.936148, + "structural_overlay_pass": false, + "structural_overlay_score": 77.839341, + "structural_overlay_rr": 1.708975, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.512514, + "primary_prob": 37.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.268772, + "raw_level_count": 91, + "gate_level_count": 91, + "range_504_log": 1.03119, + "range_504_ratio": 2.804401, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.491578, + "hold30_r": 3.990468 + }, + { + "symbol": "RTX", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.963955, + "strategy_rank": 67.6931, + "production_rank": 73.450051, + "structural_overlay_pass": false, + "structural_overlay_score": 69.777549, + "structural_overlay_rr": 1.702014, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.82907, + "primary_prob": 45.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.243605, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.686268, + "range_504_ratio": 1.986288, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -2.084113, + "hold30_r": -2.039721 + }, + { + "symbol": "SATS", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.249228, + "strategy_rank": 95.592173, + "production_rank": 96.477858, + "structural_overlay_pass": false, + "structural_overlay_score": 91.653965, + "structural_overlay_rr": 1.661416, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.682642, + "primary_prob": 34.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 101, + "primary_distance_atr": 2.523963, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 1.22618, + "range_504_ratio": 3.408185, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.663874, + "hold30_r": -1.0 + }, + { + "symbol": "SO", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.023687, + "strategy_rank": 61.905252, + "production_rank": 70.278064, + "structural_overlay_pass": false, + "structural_overlay_score": 66.764161, + "structural_overlay_rr": 1.040306, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.047864, + "primary_prob": 31.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.571797, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.428057, + "range_504_ratio": 1.534273, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.056363, + "hold30_r": -1.0 + }, + { + "symbol": "T", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.425335, + "strategy_rank": 74.809475, + "production_rank": 82.348095, + "structural_overlay_pass": false, + "structural_overlay_score": 78.23069, + "structural_overlay_rr": 1.239059, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.286276, + "primary_prob": 41.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.929415, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.770839, + "range_504_ratio": 2.161579, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.243989, + "hold30_r": 1.308922 + }, + { + "symbol": "TKO", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.644696, + "strategy_rank": 85.592173, + "production_rank": 88.609681, + "structural_overlay_pass": false, + "structural_overlay_score": 84.179197, + "structural_overlay_rr": 1.685599, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.539176, + "primary_prob": 20.72, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 21.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.308764, + "raw_level_count": 108, + "gate_level_count": 108, + "range_504_log": 0.90658, + "range_504_ratio": 2.475842, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.509634, + "hold30_r": 2.066687 + }, + { + "symbol": "TMUS", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.674562, + "strategy_rank": 77.322348, + "production_rank": 83.439753, + "structural_overlay_pass": false, + "structural_overlay_score": 79.267765, + "structural_overlay_rr": 1.600874, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.587869, + "primary_prob": 21.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.381803, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.794502, + "range_504_ratio": 2.213338, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.041701, + "hold30_r": -1.0 + }, + { + "symbol": "TPL", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.07312, + "strategy_rank": 97.651905, + "production_rank": 98.125644, + "structural_overlay_pass": false, + "structural_overlay_score": 93.219361, + "structural_overlay_rr": 1.612001, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.939763, + "primary_prob": 44.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.409645, + "raw_level_count": 124, + "gate_level_count": 124, + "range_504_log": 1.433072, + "range_504_ratio": 4.191556, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.920266, + "hold30_r": -1.0 + }, + { + "symbol": "TPR", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.704428, + "strategy_rank": 94.201854, + "production_rank": 95.036045, + "structural_overlay_pass": false, + "structural_overlay_score": 90.284243, + "structural_overlay_rr": 2.005994, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.03892, + "primary_prob": 32.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.55838, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 1.251498, + "range_504_ratio": 3.495575, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.016707, + "hold30_r": 2.728264 + }, + { + "symbol": "TRGP", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.292482, + "strategy_rank": 90.514933, + "production_rank": 92.440783, + "structural_overlay_pass": false, + "structural_overlay_score": 87.818744, + "structural_overlay_rr": 1.599747, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.900677, + "primary_prob": 30.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.851015, + "raw_level_count": 126, + "gate_level_count": 126, + "range_504_log": 1.176855, + "range_504_ratio": 3.244154, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.021885, + "hold30_r": 0.025936 + }, + { + "symbol": "TSLA", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.787848, + "strategy_rank": 89.526262, + "production_rank": 88.280124, + "structural_overlay_pass": false, + "structural_overlay_score": 83.866117, + "structural_overlay_rr": 1.539688, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.364873, + "primary_prob": 25.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 3.547309, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 1.258369, + "range_504_ratio": 3.519677, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.350865, + "hold30_r": 3.594759 + }, + { + "symbol": "TTWO", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.525232, + "strategy_rank": 79.217302, + "production_rank": 82.986612, + "structural_overlay_pass": false, + "structural_overlay_score": 78.837281, + "structural_overlay_rr": 1.020288, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.952492, + "primary_prob": 36.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.428738, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.613986, + "range_504_ratio": 1.847782, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.917069, + "hold30_r": 2.114251 + }, + { + "symbol": "TYL", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.053553, + "strategy_rank": 70.99897, + "production_rank": 76.683831, + "structural_overlay_pass": false, + "structural_overlay_score": 72.84964, + "structural_overlay_rr": 1.573465, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.899006, + "primary_prob": 30.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.848509, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.60491, + "range_504_ratio": 1.831087, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.04011, + "hold30_r": -1.0 + }, + { + "symbol": "UAL", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.083419, + "strategy_rank": 90.84449, + "production_rank": 90.257467, + "structural_overlay_pass": false, + "structural_overlay_score": 85.744593, + "structural_overlay_rr": 0.838258, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.844104, + "primary_prob": 37.51, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 16.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.266156, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 1.236686, + "range_504_ratio": 3.444181, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.828835, + "hold30_r": 1.84487 + }, + { + "symbol": "VRSK", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.213182, + "strategy_rank": 60.751802, + "production_rank": 68.238929, + "structural_overlay_pass": false, + "structural_overlay_score": 64.826982, + "structural_overlay_rr": 1.276497, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.890521, + "primary_prob": 52.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.335781, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.490092, + "range_504_ratio": 1.632466, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.841502, + "hold30_r": 2.858189 + }, + { + "symbol": "VRSN", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.183316, + "strategy_rank": 60.648816, + "production_rank": 67.826982, + "structural_overlay_pass": false, + "structural_overlay_score": 64.435633, + "structural_overlay_rr": 1.671292, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.579676, + "primary_prob": 18.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.369514, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.43729, + "range_504_ratio": 1.548505, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.529787, + "hold30_r": 3.557568 + }, + { + "symbol": "VRTX", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.329557, + "strategy_rank": 69.083419, + "production_rank": 72.832132, + "structural_overlay_pass": false, + "structural_overlay_score": 69.190525, + "structural_overlay_rr": 1.749299, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.759947, + "primary_prob": 57.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 1.139921, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 0.496496, + "range_504_ratio": 1.642954, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.720415, + "hold30_r": -1.0 + }, + { + "symbol": "VST", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.631308, + "strategy_rank": 97.878476, + "production_rank": 97.796087, + "structural_overlay_pass": false, + "structural_overlay_score": 92.906282, + "structural_overlay_rr": 1.910985, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.973692, + "primary_prob": 39.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.460538, + "raw_level_count": 135, + "gate_level_count": 135, + "range_504_log": 2.176475, + "range_504_ratio": 8.815174, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.959327, + "hold30_r": 4.685082 + }, + { + "symbol": "VTR", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.468589, + "strategy_rank": 72.481977, + "production_rank": 80.144181, + "structural_overlay_pass": false, + "structural_overlay_score": 76.136972, + "structural_overlay_rr": 1.480988, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.229059, + "primary_prob": 24.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.843589, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.59575, + "range_504_ratio": 1.814391, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.045004, + "hold30_r": -1.0 + }, + { + "symbol": "WEC", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.113285, + "strategy_rank": 63.202884, + "production_rank": 72.173018, + "structural_overlay_pass": false, + "structural_overlay_score": 68.564367, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.836648, + "primary_prob": 35.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.254972, + "raw_level_count": 23, + "gate_level_count": 23, + "range_504_log": 0.390363, + "range_504_ratio": 1.477518, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.780481, + "hold30_r": -1.129009 + }, + { + "symbol": "WELL", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.086509, + "strategy_rank": 72.203913, + "production_rank": 80.164779, + "structural_overlay_pass": false, + "structural_overlay_score": 76.15654, + "structural_overlay_rr": 1.297221, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.063502, + "primary_prob": 36.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.595253, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.782897, + "range_504_ratio": 2.187802, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.021172, + "hold30_r": 1.259724 + }, + { + "symbol": "WMB", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.438723, + "strategy_rank": 78.31102, + "production_rank": 83.686921, + "structural_overlay_pass": false, + "structural_overlay_score": 79.502575, + "structural_overlay_rr": 1.5047, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.754795, + "primary_prob": 52.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 73.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.132192, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.779915, + "range_504_ratio": 2.181288, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.721942, + "hold30_r": 1.359178 + }, + { + "symbol": "WMT", + "date": "2025-04-21", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.319258, + "strategy_rank": 73.635427, + "production_rank": 79.196704, + "structural_overlay_pass": false, + "structural_overlay_score": 75.236869, + "structural_overlay_rr": 1.514844, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.218352, + "primary_prob": 23.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 9, + "primary_distance_atr": 3.327528, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.778554, + "range_504_ratio": 2.17832, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.038317, + "hold30_r": 1.569432 + }, + { + "symbol": "WTW", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.801236, + "strategy_rank": 59.752832, + "production_rank": 67.435633, + "structural_overlay_pass": false, + "structural_overlay_score": 64.063852, + "structural_overlay_rr": 1.646261, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.844408, + "primary_prob": 54.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.266613, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.566563, + "range_504_ratio": 1.7622, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.798318, + "hold30_r": -1.015188 + }, + { + "symbol": "XEL", + "date": "2025-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.84758, + "strategy_rank": 63.748713, + "production_rank": 71.781668, + "structural_overlay_pass": false, + "structural_overlay_score": 68.192585, + "structural_overlay_rr": 1.382174, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.760158, + "primary_prob": 32.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 59, + "primary_distance_atr": 2.640237, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.449914, + "range_504_ratio": 1.568177, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.046981, + "hold30_r": 0.122612 + }, + { + "symbol": "GEV", + "date": "2025-04-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.661174, + "strategy_rank": 97.641607, + "production_rank": 97.981462, + "structural_overlay_pass": false, + "structural_overlay_score": 93.082389, + "structural_overlay_rr": 1.515954, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.727086, + "primary_prob": 22.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.590629, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 1.324553, + "range_504_ratio": 3.760504, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.707402, + "hold30_r": 4.891499 + }, + { + "symbol": "WBD", + "date": "2025-04-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.359423, + "strategy_rank": 85.375901, + "production_rank": 84.037075, + "structural_overlay_pass": false, + "structural_overlay_score": 79.835221, + "structural_overlay_rr": 2.642191, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.833047, + "primary_prob": 31.73, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.74957, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 0.798809, + "range_504_ratio": 2.222892, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.816487, + "hold30_r": 1.916367 + }, + { + "symbol": "HOOD", + "date": "2025-04-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.867147, + "strategy_rank": 98.928939, + "production_rank": 98.908342, + "structural_overlay_pass": true, + "structural_overlay_score": 98.962925, + "structural_overlay_rr": 3.07546, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.785792, + "primary_prob": 28.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.678688, + "raw_level_count": 146, + "gate_level_count": 146, + "range_504_log": 2.135221, + "range_504_ratio": 8.458913, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.768372, + "hold30_r": 4.218629 + }, + { + "symbol": "ABBV", + "date": "2025-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.487047, + "strategy_rank": 72.072539, + "production_rank": 75.544041, + "structural_overlay_pass": false, + "structural_overlay_score": 71.766839, + "structural_overlay_rr": 1.837154, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.691001, + "primary_prob": 50.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.036502, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.512625, + "range_504_ratio": 1.669669, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.036927, + "hold30_r": -1.0 + }, + { + "symbol": "ABT", + "date": "2025-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.072539, + "strategy_rank": 59.875648, + "production_rank": 67.274611, + "structural_overlay_pass": false, + "structural_overlay_score": 63.910881, + "structural_overlay_rr": 1.866245, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.876798, + "primary_prob": 53.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.315198, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.454209, + "range_504_ratio": 1.574927, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.827628, + "hold30_r": 0.873097 + }, + { + "symbol": "AEE", + "date": "2025-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.948187, + "strategy_rank": 63.989637, + "production_rank": 72.642487, + "structural_overlay_pass": false, + "structural_overlay_score": 69.010363, + "structural_overlay_rr": 1.484711, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.846371, + "primary_prob": 36.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.269556, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.440212, + "range_504_ratio": 1.553036, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.056362, + "hold30_r": -1.0 + }, + { + "symbol": "AFL", + "date": "2025-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.42487, + "strategy_rank": 65.720207, + "production_rank": 72.621762, + "structural_overlay_pass": false, + "structural_overlay_score": 68.990674, + "structural_overlay_rr": 1.532698, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.533028, + "primary_prob": 19.03, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 12.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.299542, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.588904, + "range_504_ratio": 1.802013, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.047673, + "hold30_r": -1.0 + }, + { + "symbol": "AJG", + "date": "2025-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.056995, + "strategy_rank": 69.150259, + "production_rank": 77.119171, + "structural_overlay_pass": false, + "structural_overlay_score": 73.263212, + "structural_overlay_rr": 0.996523, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.710252, + "primary_prob": 43.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.065378, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.569027, + "range_504_ratio": 1.766547, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.667445, + "hold30_r": -0.621984 + }, + { + "symbol": "AMT", + "date": "2025-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.497409, + "strategy_rank": 72.642487, + "production_rank": 77.927461, + "structural_overlay_pass": false, + "structural_overlay_score": 74.031088, + "structural_overlay_rr": 1.866653, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 11, + "rr": 1.773264, + "primary_prob": 32.62, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.659896, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.454652, + "range_504_ratio": 1.575624, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.042546, + "hold30_r": -1.0 + }, + { + "symbol": "AON", + "date": "2025-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.943005, + "strategy_rank": 64.746114, + "production_rank": 72.145078, + "structural_overlay_pass": false, + "structural_overlay_score": 68.537824, + "structural_overlay_rr": 1.741772, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.764252, + "primary_prob": 25.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 65.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.646378, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.432164, + "range_504_ratio": 1.540588, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.727797, + "hold30_r": 0.437287 + }, + { + "symbol": "APD", + "date": "2025-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.865285, + "strategy_rank": 66.010363, + "production_rank": 71.295337, + "structural_overlay_pass": false, + "structural_overlay_score": 67.73057, + "structural_overlay_rr": 2.993247, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.484496, + "primary_prob": 24.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 151, + "primary_distance_atr": 3.726744, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.474575, + "range_504_ratio": 1.607331, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.041052, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2025-04-28", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.689119, + "strategy_rank": 99.689119, + "production_rank": 99.689119, + "structural_overlay_pass": false, + "structural_overlay_score": 94.704663, + "structural_overlay_rr": 1.642336, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.449157, + "primary_prob": 22.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 11, + "primary_distance_atr": 3.673736, + "raw_level_count": 183, + "gate_level_count": 183, + "range_504_log": 3.528667, + "range_504_ratio": 34.07852, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.434952, + "hold30_r": 2.458197 + }, + { + "symbol": "AXON", + "date": "2025-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.341969, + "strategy_rank": 97.564767, + "production_rank": 97.823834, + "structural_overlay_pass": true, + "structural_overlay_score": 97.932642, + "structural_overlay_rr": 2.231078, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.628043, + "primary_prob": 31.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.442065, + "raw_level_count": 136, + "gate_level_count": 136, + "range_504_log": 1.406797, + "range_504_ratio": 4.082856, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.598329, + "hold30_r": 3.950639 + }, + { + "symbol": "AZO", + "date": "2025-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.73057, + "strategy_rank": 60.974093, + "production_rank": 68.559585, + "structural_overlay_pass": false, + "structural_overlay_score": 65.131606, + "structural_overlay_rr": 1.553433, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.595274, + "primary_prob": 16.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.392911, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.542032, + "range_504_ratio": 1.719498, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.545297, + "hold30_r": 0.660715 + }, + { + "symbol": "BK", + "date": "2025-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.362694, + "strategy_rank": 73.481865, + "production_rank": 79.108808, + "structural_overlay_pass": false, + "structural_overlay_score": 75.153368, + "structural_overlay_rr": 1.963908, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.735719, + "primary_prob": 29.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 83.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.603578, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.823489, + "range_504_ratio": 2.278436, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.697846, + "hold30_r": 2.661291 + }, + { + "symbol": "BKNG", + "date": "2025-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.621762, + "strategy_rank": 70.082902, + "production_rank": 73.595855, + "structural_overlay_pass": false, + "structural_overlay_score": 69.916062, + "structural_overlay_rr": 0.955296, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.688934, + "primary_prob": 75.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.033401, + "raw_level_count": 100, + "gate_level_count": 100, + "range_504_log": 0.775769, + "range_504_ratio": 2.172263, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.651027, + "hold30_r": 2.317796 + }, + { + "symbol": "BKR", + "date": "2025-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.658031, + "strategy_rank": 79.419689, + "production_rank": 80.165803, + "structural_overlay_pass": false, + "structural_overlay_score": 76.157513, + "structural_overlay_rr": 1.604663, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.510295, + "primary_prob": 24.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 3.765443, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.611175, + "range_504_ratio": 1.842596, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.028003, + "hold30_r": 1.109758 + }, + { + "symbol": "BMY", + "date": "2025-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.07772, + "strategy_rank": 72.207254, + "production_rank": 76.497409, + "structural_overlay_pass": false, + "structural_overlay_score": 72.672539, + "structural_overlay_rr": 1.159254, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.648131, + "primary_prob": 34.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.472197, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.589268, + "range_504_ratio": 1.802668, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.03425, + "hold30_r": -1.0 + }, + { + "symbol": "BRO", + "date": "2025-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.989637, + "strategy_rank": 67.564767, + "production_rank": 76.373057, + "structural_overlay_pass": false, + "structural_overlay_score": 72.554404, + "structural_overlay_rr": 1.317323, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.117347, + "primary_prob": 31.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.676021, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.739355, + "range_504_ratio": 2.094583, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.507632, + "hold30_r": -1.461009 + }, + { + "symbol": "CB", + "date": "2025-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.829016, + "strategy_rank": 58.165803, + "production_rank": 65.720207, + "structural_overlay_pass": false, + "structural_overlay_score": 62.434197, + "structural_overlay_rr": 1.600529, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.492349, + "primary_prob": 20.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.238523, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.513196, + "range_504_ratio": 1.670622, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.44324, + "hold30_r": 0.354161 + }, + { + "symbol": "CBOE", + "date": "2025-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.15544, + "strategy_rank": 66.373057, + "production_rank": 74.300518, + "structural_overlay_pass": false, + "structural_overlay_score": 70.585492, + "structural_overlay_rr": 1.439392, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.67383, + "primary_prob": 61.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 1.010746, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.582353, + "range_504_ratio": 1.790246, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.621323, + "hold30_r": 1.102409 + }, + { + "symbol": "CBRE", + "date": "2025-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.813472, + "strategy_rank": 81.056995, + "production_rank": 84.642487, + "structural_overlay_pass": false, + "structural_overlay_score": 80.410363, + "structural_overlay_rr": 1.868381, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.875507, + "primary_prob": 30.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 98.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.81326, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.826843, + "range_504_ratio": 2.28609, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.031332, + "hold30_r": 1.483231 + }, + { + "symbol": "CCL", + "date": "2025-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.139896, + "strategy_rank": 83.471503, + "production_rank": 82.694301, + "structural_overlay_pass": false, + "structural_overlay_score": 78.559585, + "structural_overlay_rr": 1.749056, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.50956, + "primary_prob": 52.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.264341, + "raw_level_count": 106, + "gate_level_count": 106, + "range_504_log": 1.194271, + "range_504_ratio": 3.301149, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.486591, + "hold30_r": 3.440507 + }, + { + "symbol": "CHRW", + "date": "2025-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.264249, + "strategy_rank": 75.264249, + "production_rank": 81.264249, + "structural_overlay_pass": false, + "structural_overlay_score": 77.201036, + "structural_overlay_rr": 1.075552, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.755812, + "primary_prob": 57.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 90, + "primary_distance_atr": 1.133718, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.568978, + "range_504_ratio": 1.766462, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.715245, + "hold30_r": 1.614409 + }, + { + "symbol": "CHTR", + "date": "2025-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.435233, + "strategy_rank": 87.709845, + "production_rank": 89.284974, + "structural_overlay_pass": false, + "structural_overlay_score": 84.820725, + "structural_overlay_rr": 2.095063, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.788035, + "primary_prob": 47.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.682052, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 0.663353, + "range_504_ratio": 1.941291, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.757898, + "hold30_r": 1.195488 + }, + { + "symbol": "CMS", + "date": "2025-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.450777, + "strategy_rank": 57.07772, + "production_rank": 65.202073, + "structural_overlay_pass": false, + "structural_overlay_score": 61.941969, + "structural_overlay_rr": 1.474989, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.701275, + "primary_prob": 47.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.051913, + "raw_level_count": 23, + "gate_level_count": 23, + "range_504_log": 0.427191, + "range_504_ratio": 1.532946, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.646958, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2025-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.274611, + "strategy_rank": 99.088083, + "production_rank": 99.150259, + "structural_overlay_pass": false, + "structural_overlay_score": 94.192746, + "structural_overlay_rr": 1.858241, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.695238, + "primary_prob": 44.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 80.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.542856, + "raw_level_count": 189, + "gate_level_count": 189, + "range_504_log": 3.777553, + "range_504_ratio": 43.708955, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.677738, + "hold30_r": 3.511822 + }, + { + "symbol": "DASH", + "date": "2025-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.642487, + "strategy_rank": 87.233161, + "production_rank": 89.036269, + "structural_overlay_pass": false, + "structural_overlay_score": 84.584456, + "structural_overlay_rr": 1.972999, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.53196, + "primary_prob": 40.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.29794, + "raw_level_count": 146, + "gate_level_count": 146, + "range_504_log": 1.335945, + "range_504_ratio": 3.803587, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.504868, + "hold30_r": 1.953171 + }, + { + "symbol": "DRI", + "date": "2025-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.803109, + "strategy_rank": 76.601036, + "production_rank": 79.668394, + "structural_overlay_pass": false, + "structural_overlay_score": 75.684974, + "structural_overlay_rr": 0.715505, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.715505, + "primary_prob": 42.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.073258, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.458806, + "range_504_ratio": 1.582184, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.672061, + "hold30_r": 1.716129 + }, + { + "symbol": "EBAY", + "date": "2025-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.901554, + "strategy_rank": 73.668394, + "production_rank": 76.746114, + "structural_overlay_pass": false, + "structural_overlay_score": 72.908808, + "structural_overlay_rr": 1.054738, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.168725, + "primary_prob": 27.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 3.253088, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.655733, + "range_504_ratio": 1.926554, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.13132, + "hold30_r": 3.510998 + }, + { + "symbol": "EQT", + "date": "2025-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.279793, + "strategy_rank": 80.787565, + "production_rank": 81.284974, + "structural_overlay_pass": false, + "structural_overlay_score": 77.220725, + "structural_overlay_rr": 1.557055, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.693845, + "primary_prob": 46.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.040767, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 0.635205, + "range_504_ratio": 1.887408, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.66511, + "hold30_r": 0.733558 + }, + { + "symbol": "ETR", + "date": "2025-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.683938, + "strategy_rank": 83.005181, + "production_rank": 87.564767, + "structural_overlay_pass": false, + "structural_overlay_score": 83.186528, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.869819, + "primary_prob": 49.21, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.304729, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.707788, + "range_504_ratio": 2.029497, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.047562, + "hold30_r": -1.0 + }, + { + "symbol": "EVRG", + "date": "2025-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.632124, + "strategy_rank": 60.642487, + "production_rank": 69.305699, + "structural_overlay_pass": false, + "structural_overlay_score": 65.840415, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.108163, + "primary_prob": 50.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.662244, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.404381, + "range_504_ratio": 1.498375, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.061979, + "hold30_r": -1.0 + }, + { + "symbol": "FFIV", + "date": "2025-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.984456, + "strategy_rank": 80.849741, + "production_rank": 84.227979, + "structural_overlay_pass": false, + "structural_overlay_score": 80.01658, + "structural_overlay_rr": 1.568144, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.507972, + "primary_prob": 34.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.261959, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.879207, + "range_504_ratio": 2.408989, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.472493, + "hold30_r": 1.913366 + }, + { + "symbol": "FICO", + "date": "2025-04-28", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.57513, + "strategy_rank": 84.528497, + "production_rank": 87.544041, + "structural_overlay_pass": false, + "structural_overlay_score": 83.166839, + "structural_overlay_rr": 1.96124, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.589579, + "primary_prob": 20.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 7, + "primary_distance_atr": 3.884368, + "raw_level_count": 135, + "gate_level_count": 135, + "range_504_log": 1.221827, + "range_504_ratio": 3.393383, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.034812, + "hold30_r": -1.0 + }, + { + "symbol": "FISV", + "date": "2025-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.777202, + "strategy_rank": 83.875648, + "production_rank": 86.176166, + "structural_overlay_pass": false, + "structural_overlay_score": 81.867358, + "structural_overlay_rr": 1.577373, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.838128, + "primary_prob": 31.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.757192, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.782344, + "range_504_ratio": 2.186592, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.024654, + "hold30_r": -1.0 + }, + { + "symbol": "FOX", + "date": "2025-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.305699, + "strategy_rank": 79.989637, + "production_rank": 85.761658, + "structural_overlay_pass": false, + "structural_overlay_score": 81.473575, + "structural_overlay_rr": 0.851698, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.943216, + "primary_prob": 33.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.414824, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.756377, + "range_504_ratio": 2.130544, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.904196, + "hold30_r": 1.865188 + }, + { + "symbol": "FOXA", + "date": "2025-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.512953, + "strategy_rank": 79.761658, + "production_rank": 85.678756, + "structural_overlay_pass": false, + "structural_overlay_score": 81.394819, + "structural_overlay_rr": 2.008691, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.930392, + "primary_prob": 34.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.395588, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.730789, + "range_504_ratio": 2.076719, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.891972, + "hold30_r": 2.025375 + }, + { + "symbol": "FTNT", + "date": "2025-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.611399, + "strategy_rank": 87.305699, + "production_rank": 89.740933, + "structural_overlay_pass": false, + "structural_overlay_score": 85.253886, + "structural_overlay_rr": 1.987663, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.693071, + "primary_prob": 29.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.539606, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.956452, + "range_504_ratio": 2.602448, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.0335, + "hold30_r": -1.0 + }, + { + "symbol": "GDDY", + "date": "2025-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.19171, + "strategy_rank": 80.932642, + "production_rank": 84.352332, + "structural_overlay_pass": false, + "structural_overlay_score": 80.134715, + "structural_overlay_rr": 1.905372, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.783221, + "primary_prob": 41.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.674831, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 1.164114, + "range_504_ratio": 3.203084, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.4347, + "hold30_r": -1.393018 + }, + { + "symbol": "GEN", + "date": "2025-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.694301, + "strategy_rank": 69.57513, + "production_rank": 73.948187, + "structural_overlay_pass": false, + "structural_overlay_score": 70.250777, + "structural_overlay_rr": 2.188557, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.995704, + "primary_prob": 44.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 53, + "primary_distance_atr": 2.993556, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.719338, + "range_504_ratio": 2.053074, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.955837, + "hold30_r": 3.132201 + }, + { + "symbol": "GILD", + "date": "2025-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.720207, + "strategy_rank": 75.305699, + "production_rank": 82.777202, + "structural_overlay_pass": false, + "structural_overlay_score": 78.638342, + "structural_overlay_rr": 1.816911, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.948839, + "primary_prob": 32.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.423258, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.658896, + "range_504_ratio": 1.932657, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.03497, + "hold30_r": -1.0 + }, + { + "symbol": "GL", + "date": "2025-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.373057, + "strategy_rank": 77.751295, + "production_rank": 83.958549, + "structural_overlay_pass": false, + "structural_overlay_score": 79.760622, + "structural_overlay_rr": 1.583739, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.261831, + "primary_prob": 25.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.892747, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 1.233768, + "range_504_ratio": 3.434146, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.982354, + "hold30_r": -1.943821 + }, + { + "symbol": "GLW", + "date": "2025-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.569948, + "strategy_rank": 81.865285, + "production_rank": 84.766839, + "structural_overlay_pass": false, + "structural_overlay_score": 80.528497, + "structural_overlay_rr": 2.173763, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.734732, + "primary_prob": 48.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.602098, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.784093, + "range_504_ratio": 2.19042, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.701573, + "hold30_r": 2.447414 + }, + { + "symbol": "GRMN", + "date": "2025-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.196891, + "strategy_rank": 92.176166, + "production_rank": 92.849741, + "structural_overlay_pass": false, + "structural_overlay_score": 88.207254, + "structural_overlay_rr": 1.948348, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.717008, + "primary_prob": 31.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 92.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.575512, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 0.954644, + "range_504_ratio": 2.597745, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.314543, + "hold30_r": -1.279498 + }, + { + "symbol": "IBKR", + "date": "2025-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.911917, + "strategy_rank": 89.160622, + "production_rank": 89.07772, + "structural_overlay_pass": false, + "structural_overlay_score": 84.623834, + "structural_overlay_rr": 1.70063, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.703122, + "primary_prob": 32.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.554683, + "raw_level_count": 111, + "gate_level_count": 111, + "range_504_log": 1.205609, + "range_504_ratio": 3.338792, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.679145, + "hold30_r": 2.52566 + }, + { + "symbol": "IBM", + "date": "2025-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.663212, + "strategy_rank": 75.367876, + "production_rank": 78.466321, + "structural_overlay_pass": false, + "structural_overlay_score": 74.543005, + "structural_overlay_rr": 0.945918, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.674237, + "primary_prob": 51.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.011355, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.793122, + "range_504_ratio": 2.210286, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.63894, + "hold30_r": 2.99518 + }, + { + "symbol": "ICE", + "date": "2025-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.010363, + "strategy_rank": 62.041451, + "production_rank": 70.031088, + "structural_overlay_pass": false, + "structural_overlay_score": 66.529534, + "structural_overlay_rr": 1.929956, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.033394, + "primary_prob": 36.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.550091, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.536127, + "range_504_ratio": 1.709373, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.979635, + "hold30_r": 1.981289 + }, + { + "symbol": "IP", + "date": "2025-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.233161, + "strategy_rank": 87.243523, + "production_rank": 89.906736, + "structural_overlay_pass": false, + "structural_overlay_score": 85.411399, + "structural_overlay_rr": 1.751517, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.141275, + "primary_prob": 27.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 3.211912, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.732858, + "range_504_ratio": 2.081021, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.113898, + "hold30_r": -1.083805 + }, + { + "symbol": "ISRG", + "date": "2025-04-28", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.207254, + "strategy_rank": 75.854922, + "production_rank": 77.305699, + "structural_overlay_pass": false, + "structural_overlay_score": 73.440415, + "structural_overlay_rr": 2.167163, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.051044, + "primary_prob": 33.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 21, + "primary_distance_atr": 3.076567, + "raw_level_count": 95, + "gate_level_count": 95, + "range_504_log": 0.882572, + "range_504_ratio": 2.417108, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.030325, + "hold30_r": 0.459884 + }, + { + "symbol": "KMI", + "date": "2025-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.849741, + "strategy_rank": 76.746114, + "production_rank": 82.11399, + "structural_overlay_pass": false, + "structural_overlay_score": 78.00829, + "structural_overlay_rr": 0.93005, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.32278, + "primary_prob": 23.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.984171, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.683662, + "range_504_ratio": 1.98112, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.039676, + "hold30_r": 0.227181 + }, + { + "symbol": "LITE", + "date": "2025-04-28", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.870466, + "strategy_rank": 88.694301, + "production_rank": 87.419689, + "structural_overlay_pass": false, + "structural_overlay_score": 83.048705, + "structural_overlay_rr": 1.504718, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.424966, + "primary_prob": 39.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 3.637449, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 1.079093, + "range_504_ratio": 2.942008, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.408499, + "hold30_r": 2.998472 + }, + { + "symbol": "LNT", + "date": "2025-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.455959, + "strategy_rank": 60.518135, + "production_rank": 68.497409, + "structural_overlay_pass": false, + "structural_overlay_score": 65.072539, + "structural_overlay_rr": 2.162259, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.739677, + "primary_prob": 20.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.609515, + "raw_level_count": 19, + "gate_level_count": 19, + "range_504_log": 0.387733, + "range_504_ratio": 1.473637, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.05464, + "hold30_r": -0.017944 + }, + { + "symbol": "LYV", + "date": "2025-04-28", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.290155, + "strategy_rank": 78.217617, + "production_rank": 81.57513, + "structural_overlay_pass": false, + "structural_overlay_score": 77.496373, + "structural_overlay_rr": 1.528798, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.22777, + "primary_prob": 23.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 9, + "primary_distance_atr": 3.341655, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.88724, + "range_504_ratio": 2.428417, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.033994, + "hold30_r": 1.331497 + }, + { + "symbol": "MAA", + "date": "2025-04-28", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 85.492228, + "strategy_rank": 62.673575, + "production_rank": 70.279793, + "structural_overlay_pass": false, + "structural_overlay_score": 66.765803, + "structural_overlay_rr": 1.75136, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.30841, + "primary_prob": 25.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 3.462614, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.405673, + "range_504_ratio": 1.500312, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.050537, + "hold30_r": -1.0 + }, + { + "symbol": "MCK", + "date": "2025-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.150259, + "strategy_rank": 68.031088, + "production_rank": 74.404145, + "structural_overlay_pass": false, + "structural_overlay_score": 70.683938, + "structural_overlay_rr": 0.95859, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.009384, + "primary_prob": 44.13, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.514076, + "raw_level_count": 112, + "gate_level_count": 112, + "range_504_log": 0.726144, + "range_504_ratio": 2.067094, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.959976, + "hold30_r": -1.0 + }, + { + "symbol": "MMM", + "date": "2025-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.025907, + "strategy_rank": 81.409326, + "production_rank": 85.948187, + "structural_overlay_pass": false, + "structural_overlay_score": 81.650777, + "structural_overlay_rr": 1.587539, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.569376, + "primary_prob": 50.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 83, + "primary_distance_atr": 2.354064, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.605395, + "range_504_ratio": 1.831976, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.53604, + "hold30_r": 0.861611 + }, + { + "symbol": "MSTR", + "date": "2025-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.481865, + "strategy_rank": 99.481865, + "production_rank": 99.481865, + "structural_overlay_pass": false, + "structural_overlay_score": 94.507772, + "structural_overlay_rr": 1.849639, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.849639, + "primary_prob": 27.49, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.774459, + "raw_level_count": 182, + "gate_level_count": 182, + "range_504_log": 3.016198, + "range_504_ratio": 20.413534, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.019982, + "hold30_r": 0.593368 + }, + { + "symbol": "NI", + "date": "2025-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.398964, + "strategy_rank": 65.067358, + "production_rank": 73.84456, + "structural_overlay_pass": false, + "structural_overlay_score": 70.152332, + "structural_overlay_rr": 1.149772, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.838294, + "primary_prob": 35.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.257442, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.594979, + "range_504_ratio": 1.812992, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.053272, + "hold30_r": -1.0 + }, + { + "symbol": "ORLY", + "date": "2025-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.284974, + "strategy_rank": 61.595855, + "production_rank": 69.492228, + "structural_overlay_pass": false, + "structural_overlay_score": 66.017617, + "structural_overlay_rr": 0.973128, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.061069, + "primary_prob": 29.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.591603, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 0.527978, + "range_504_ratio": 1.695501, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.014205, + "hold30_r": -1.0 + }, + { + "symbol": "PGR", + "date": "2025-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.564767, + "strategy_rank": 69.626943, + "production_rank": 75.606218, + "structural_overlay_pass": false, + "structural_overlay_score": 71.825907, + "structural_overlay_rr": 1.146457, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.146457, + "primary_prob": 28.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.719686, + "raw_level_count": 93, + "gate_level_count": 93, + "range_504_log": 0.966921, + "range_504_ratio": 2.629836, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.102052, + "hold30_r": -0.336854 + }, + { + "symbol": "PLTR", + "date": "2025-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.896373, + "strategy_rank": 99.585492, + "production_rank": 99.689119, + "structural_overlay_pass": false, + "structural_overlay_score": 94.704663, + "structural_overlay_rr": 0.968515, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.710909, + "primary_prob": 54.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.066364, + "raw_level_count": 163, + "gate_level_count": 163, + "range_504_log": 2.846458, + "range_504_ratio": 17.226648, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.689932, + "hold30_r": 1.661383 + }, + { + "symbol": "PODD", + "date": "2025-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.404145, + "strategy_rank": 82.683938, + "production_rank": 86.590674, + "structural_overlay_pass": false, + "structural_overlay_score": 82.26114, + "structural_overlay_rr": 1.679353, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.827187, + "primary_prob": 46.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 101, + "primary_distance_atr": 2.74078, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.981991, + "range_504_ratio": 2.669766, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.79678, + "hold30_r": 2.297032 + }, + { + "symbol": "RCL", + "date": "2025-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.020725, + "strategy_rank": 90.777202, + "production_rank": 91.19171, + "structural_overlay_pass": true, + "structural_overlay_score": 91.632124, + "structural_overlay_rr": 2.067591, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.787399, + "primary_prob": 35.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.681099, + "raw_level_count": 149, + "gate_level_count": 149, + "range_504_log": 1.540517, + "range_504_ratio": 4.667004, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.76146, + "hold30_r": 3.201185 + }, + { + "symbol": "RTX", + "date": "2025-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.082902, + "strategy_rank": 74.124352, + "production_rank": 78.777202, + "structural_overlay_pass": false, + "structural_overlay_score": 74.838342, + "structural_overlay_rr": 1.607035, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.909164, + "primary_prob": 44.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.363745, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.686268, + "range_504_ratio": 1.986288, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.871501, + "hold30_r": 2.070225 + }, + { + "symbol": "SATS", + "date": "2025-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.098446, + "strategy_rank": 94.518135, + "production_rank": 95.378238, + "structural_overlay_pass": false, + "structural_overlay_score": 90.609326, + "structural_overlay_rr": 1.958886, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.500703, + "primary_prob": 37.24, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 99, + "primary_distance_atr": 2.251054, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 1.22618, + "range_504_ratio": 3.408185, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.022771, + "hold30_r": -1.0 + }, + { + "symbol": "SO", + "date": "2025-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.108808, + "strategy_rank": 58.860104, + "production_rank": 66.943005, + "structural_overlay_pass": false, + "structural_overlay_score": 63.595855, + "structural_overlay_rr": 1.346597, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.967798, + "primary_prob": 35.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.451697, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.428057, + "range_504_ratio": 1.534273, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.063185, + "hold30_r": -1.0 + }, + { + "symbol": "T", + "date": "2025-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.134715, + "strategy_rank": 74.196891, + "production_rank": 82.176166, + "structural_overlay_pass": false, + "structural_overlay_score": 78.067358, + "structural_overlay_rr": 1.386441, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.355892, + "primary_prob": 22.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.033839, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.770839, + "range_504_ratio": 2.161579, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.042706, + "hold30_r": 0.908628 + }, + { + "symbol": "TDY", + "date": "2025-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.430052, + "strategy_rank": 70.373057, + "production_rank": 76.725389, + "structural_overlay_pass": false, + "structural_overlay_score": 72.889119, + "structural_overlay_rr": 1.985967, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 11, + "rr": 1.169166, + "primary_prob": 44.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.753749, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.385353, + "range_504_ratio": 1.470133, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.128324, + "hold30_r": 1.654726 + }, + { + "symbol": "TKO", + "date": "2025-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.818653, + "strategy_rank": 85.274611, + "production_rank": 88.455959, + "structural_overlay_pass": false, + "structural_overlay_score": 84.033161, + "structural_overlay_rr": 2.117003, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.719328, + "primary_prob": 29.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.578992, + "raw_level_count": 109, + "gate_level_count": 109, + "range_504_log": 0.90658, + "range_504_ratio": 2.475842, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.035932, + "hold30_r": 0.466984 + }, + { + "symbol": "TMUS", + "date": "2025-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.891192, + "strategy_rank": 81.533679, + "production_rank": 86.65285, + "structural_overlay_pass": false, + "structural_overlay_score": 82.320207, + "structural_overlay_rr": 1.867144, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.643152, + "primary_prob": 32.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 87.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.464729, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.794502, + "range_504_ratio": 2.213338, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.033742, + "hold30_r": 0.014964 + }, + { + "symbol": "TPL", + "date": "2025-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.860104, + "strategy_rank": 97.430052, + "production_rank": 97.906736, + "structural_overlay_pass": false, + "structural_overlay_score": 93.011399, + "structural_overlay_rr": 1.695716, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.522817, + "primary_prob": 32.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.284226, + "raw_level_count": 124, + "gate_level_count": 124, + "range_504_log": 1.433072, + "range_504_ratio": 4.191556, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.025026, + "hold30_r": -1.0 + }, + { + "symbol": "TPR", + "date": "2025-04-28", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 97.927461, + "strategy_rank": 94.725389, + "production_rank": 95.792746, + "structural_overlay_pass": false, + "structural_overlay_score": 91.003109, + "structural_overlay_rr": 1.751037, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.39514, + "primary_prob": 21.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 7, + "primary_distance_atr": 3.59271, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 1.251498, + "range_504_ratio": 3.495575, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.368427, + "hold30_r": 2.053804 + }, + { + "symbol": "TRGP", + "date": "2025-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.854922, + "strategy_rank": 89.606218, + "production_rank": 91.689119, + "structural_overlay_pass": false, + "structural_overlay_score": 87.104663, + "structural_overlay_rr": 1.582222, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.57408, + "primary_prob": 30.09, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 71.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.36112, + "raw_level_count": 126, + "gate_level_count": 126, + "range_504_log": 1.176855, + "range_504_ratio": 3.244154, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.027537, + "hold30_r": -1.0 + }, + { + "symbol": "TSLA", + "date": "2025-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.782383, + "strategy_rank": 95.119171, + "production_rank": 94.673575, + "structural_overlay_pass": false, + "structural_overlay_score": 89.939896, + "structural_overlay_rr": 1.985399, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.80318, + "primary_prob": 47.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.70477, + "raw_level_count": 101, + "gate_level_count": 101, + "range_504_log": 1.258369, + "range_504_ratio": 3.519677, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.785067, + "hold30_r": 1.273863 + }, + { + "symbol": "TYL", + "date": "2025-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.222798, + "strategy_rank": 72.932642, + "production_rank": 78.362694, + "structural_overlay_pass": false, + "structural_overlay_score": 74.44456, + "structural_overlay_rr": 2.560159, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.617374, + "primary_prob": 35.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 69, + "primary_distance_atr": 2.426061, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.60491, + "range_504_ratio": 1.831087, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.582553, + "hold30_r": 2.162799 + }, + { + "symbol": "UAL", + "date": "2025-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.523316, + "strategy_rank": 86.880829, + "production_rank": 85.761658, + "structural_overlay_pass": false, + "structural_overlay_score": 81.473575, + "structural_overlay_rr": 3.095378, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.826469, + "primary_prob": 37.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.239703, + "raw_level_count": 86, + "gate_level_count": 86, + "range_504_log": 1.236686, + "range_504_ratio": 3.444181, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.807891, + "hold30_r": 1.937647 + }, + { + "symbol": "VRSK", + "date": "2025-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.740933, + "strategy_rank": 64.839378, + "production_rank": 73.139896, + "structural_overlay_pass": false, + "structural_overlay_score": 69.482902, + "structural_overlay_rr": 1.614465, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.614465, + "primary_prob": 16.38, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.421697, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.490092, + "range_504_ratio": 1.632466, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.562279, + "hold30_r": 2.159556 + }, + { + "symbol": "VRTX", + "date": "2025-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.0, + "strategy_rank": 67.440415, + "production_rank": 71.626943, + "structural_overlay_pass": false, + "structural_overlay_score": 68.045596, + "structural_overlay_rr": 1.134932, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.670661, + "primary_prob": 59.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.005991, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 0.496496, + "range_504_ratio": 1.642954, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.479452, + "hold30_r": -1.43344 + }, + { + "symbol": "VST", + "date": "2025-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.165803, + "strategy_rank": 96.725389, + "production_rank": 96.53886, + "structural_overlay_pass": true, + "structural_overlay_score": 96.711917, + "structural_overlay_rr": 2.713535, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.987113, + "primary_prob": 28.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.980669, + "raw_level_count": 136, + "gate_level_count": 136, + "range_504_log": 2.176475, + "range_504_ratio": 8.815174, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.96779, + "hold30_r": 2.610974 + }, + { + "symbol": "VTR", + "date": "2025-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.440415, + "strategy_rank": 71.658031, + "production_rank": 79.585492, + "structural_overlay_pass": false, + "structural_overlay_score": 75.606218, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.761106, + "primary_prob": 38.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.141658, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.59575, + "range_504_ratio": 1.814391, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.053221, + "hold30_r": -1.0 + }, + { + "symbol": "WELL", + "date": "2025-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.647668, + "strategy_rank": 71.430052, + "production_rank": 79.502591, + "structural_overlay_pass": false, + "structural_overlay_score": 75.527461, + "structural_overlay_rr": 1.474201, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.151197, + "primary_prob": 25.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.726796, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.782897, + "range_504_ratio": 2.187802, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.049386, + "hold30_r": -1.0 + }, + { + "symbol": "WMT", + "date": "2025-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.606218, + "strategy_rank": 73.917098, + "production_rank": 79.813472, + "structural_overlay_pass": false, + "structural_overlay_score": 75.822798, + "structural_overlay_rr": 1.796325, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.796325, + "primary_prob": 29.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.694488, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.778554, + "range_504_ratio": 2.17832, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.043358, + "hold30_r": 0.478109 + }, + { + "symbol": "WRB", + "date": "2025-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.041451, + "strategy_rank": 64.611399, + "production_rank": 71.088083, + "structural_overlay_pass": false, + "structural_overlay_score": 67.533679, + "structural_overlay_rr": 1.809796, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.737277, + "primary_prob": 53.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.105916, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.724803, + "range_504_ratio": 2.064324, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.692309, + "hold30_r": 0.353053 + }, + { + "symbol": "WTW", + "date": "2025-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.357513, + "strategy_rank": 64.476684, + "production_rank": 72.103627, + "structural_overlay_pass": false, + "structural_overlay_score": 68.498446, + "structural_overlay_rr": 2.320605, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.740432, + "primary_prob": 33.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.610648, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.566563, + "range_504_ratio": 1.7622, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.041038, + "hold30_r": -0.428439 + }, + { + "symbol": "XEL", + "date": "2025-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.217617, + "strategy_rank": 62.497409, + "production_rank": 70.404145, + "structural_overlay_pass": false, + "structural_overlay_score": 66.883938, + "structural_overlay_rr": 1.168309, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.543254, + "primary_prob": 36.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 69, + "primary_distance_atr": 2.314881, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.449914, + "range_504_ratio": 1.568177, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.047117, + "hold30_r": -0.20992 + }, + { + "symbol": "GEV", + "date": "2025-04-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.65285, + "strategy_rank": 97.533679, + "production_rank": 97.906736, + "structural_overlay_pass": true, + "structural_overlay_score": 98.011399, + "structural_overlay_rr": 2.336705, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.582275, + "primary_prob": 31.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.373412, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 1.324553, + "range_504_ratio": 3.760504, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.559542, + "hold30_r": 3.43815 + }, + { + "symbol": "WBD", + "date": "2025-04-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.316062, + "strategy_rank": 86.611399, + "production_rank": 85.512953, + "structural_overlay_pass": false, + "structural_overlay_score": 81.237306, + "structural_overlay_rr": 1.598956, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.882025, + "primary_prob": 31.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 84, + "primary_distance_atr": 2.823037, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 0.798809, + "range_504_ratio": 2.222892, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.861207, + "hold30_r": 2.065159 + }, + { + "symbol": "KVUE", + "date": "2025-05-01", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.772021, + "strategy_rank": 65.979275, + "production_rank": 73.243523, + "structural_overlay_pass": false, + "structural_overlay_score": 69.581347, + "structural_overlay_rr": 1.741607, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 2.541159, + "primary_prob": 34.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 80.0, + "primary_rejection_count": 19, + "primary_distance_atr": 3.811738, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.452988, + "range_504_ratio": 1.573005, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.044749, + "hold30_r": -1.0 + }, + { + "symbol": "HOOD", + "date": "2025-05-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.067358, + "strategy_rank": 99.067358, + "production_rank": 99.067358, + "structural_overlay_pass": false, + "structural_overlay_score": 94.11399, + "structural_overlay_rr": 1.579848, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.579848, + "primary_prob": 31.59, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 4.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.369772, + "raw_level_count": 147, + "gate_level_count": 147, + "range_504_log": 2.135221, + "range_504_ratio": 8.458913, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.56216, + "hold30_r": 5.125405 + }, + { + "symbol": "ABBV", + "date": "2025-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.18259, + "strategy_rank": 72.239915, + "production_rank": 76.220807, + "structural_overlay_pass": false, + "structural_overlay_score": 72.409766, + "structural_overlay_rr": 2.057171, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.695505, + "primary_prob": 32.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.543258, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.512625, + "range_504_ratio": 1.669669, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.041348, + "hold30_r": -1.0 + }, + { + "symbol": "ABT", + "date": "2025-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.63482, + "strategy_rank": 59.150743, + "production_rank": 66.645435, + "structural_overlay_pass": false, + "structural_overlay_score": 63.313163, + "structural_overlay_rr": 1.313382, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.281884, + "primary_prob": 43.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.922826, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.454209, + "range_504_ratio": 1.574927, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.051469, + "hold30_r": -0.062104 + }, + { + "symbol": "AEE", + "date": "2025-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.082803, + "strategy_rank": 64.77707, + "production_rank": 73.545648, + "structural_overlay_pass": false, + "structural_overlay_score": 69.868365, + "structural_overlay_rr": 1.328254, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.674344, + "primary_prob": 57.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.011516, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.440212, + "range_504_ratio": 1.553036, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.058122, + "hold30_r": -1.0 + }, + { + "symbol": "AFL", + "date": "2025-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.730361, + "strategy_rank": 66.666667, + "production_rank": 73.354565, + "structural_overlay_pass": false, + "structural_overlay_score": 69.686837, + "structural_overlay_rr": 1.341195, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.239914, + "primary_prob": 42.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 1.859871, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.588904, + "range_504_ratio": 1.802013, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.047235, + "hold30_r": -1.0 + }, + { + "symbol": "AJG", + "date": "2025-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.312102, + "strategy_rank": 69.936306, + "production_rank": 77.728238, + "structural_overlay_pass": false, + "structural_overlay_score": 73.841826, + "structural_overlay_rr": 0.738799, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.744532, + "primary_prob": 56.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.116798, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.569027, + "range_504_ratio": 1.766547, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.700651, + "hold30_r": -1.0 + }, + { + "symbol": "AMT", + "date": "2025-05-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.278132, + "strategy_rank": 73.131635, + "production_rank": 78.5138, + "structural_overlay_pass": false, + "structural_overlay_score": 74.58811, + "structural_overlay_rr": 2.009099, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 2.615411, + "primary_prob": 38.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 3.923116, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.454652, + "range_504_ratio": 1.575624, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.047871, + "hold30_r": -1.0 + }, + { + "symbol": "AON", + "date": "2025-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.870488, + "strategy_rank": 66.125265, + "production_rank": 74.373673, + "structural_overlay_pass": false, + "structural_overlay_score": 70.654989, + "structural_overlay_rr": 2.439599, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.037523, + "primary_prob": 28.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 3.056284, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.432164, + "range_504_ratio": 1.540588, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.04321, + "hold30_r": -0.284428 + }, + { + "symbol": "APP", + "date": "2025-05-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.893843, + "strategy_rank": 99.830149, + "production_rank": 99.85138, + "structural_overlay_pass": false, + "structural_overlay_score": 94.858811, + "structural_overlay_rr": 1.761432, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.13066, + "primary_prob": 25.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 11, + "primary_distance_atr": 3.19599, + "raw_level_count": 185, + "gate_level_count": 185, + "range_504_log": 3.510023, + "range_504_ratio": 33.449045, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.11486, + "hold30_r": 1.53399 + }, + { + "symbol": "AWK", + "date": "2025-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.847134, + "strategy_rank": 62.707006, + "production_rank": 69.087049, + "structural_overlay_pass": false, + "structural_overlay_score": 65.632696, + "structural_overlay_rr": 1.37772, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 10, + "rr": 1.75679, + "primary_prob": 32.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 75, + "primary_distance_atr": 2.635185, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.316254, + "range_504_ratio": 1.371978, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.05554, + "hold30_r": -1.0 + }, + { + "symbol": "AXON", + "date": "2025-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.5138, + "strategy_rank": 97.685775, + "production_rank": 97.961783, + "structural_overlay_pass": true, + "structural_overlay_score": 98.063694, + "structural_overlay_rr": 2.062369, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.907457, + "primary_prob": 27.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.861186, + "raw_level_count": 136, + "gate_level_count": 136, + "range_504_log": 1.406797, + "range_504_ratio": 4.082856, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.872667, + "hold30_r": 4.37086 + }, + { + "symbol": "BK", + "date": "2025-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.065817, + "strategy_rank": 72.282378, + "production_rank": 77.876858, + "structural_overlay_pass": false, + "structural_overlay_score": 73.983015, + "structural_overlay_rr": 2.035059, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.890994, + "primary_prob": 26.31, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.836492, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.823489, + "range_504_ratio": 2.278436, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.848184, + "hold30_r": 1.976949 + }, + { + "symbol": "BKR", + "date": "2025-05-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.042463, + "strategy_rank": 78.418259, + "production_rank": 78.95966, + "structural_overlay_pass": false, + "structural_overlay_score": 75.011677, + "structural_overlay_rr": 1.569836, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.586196, + "primary_prob": 38.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 3.879293, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.611175, + "range_504_ratio": 1.842596, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.031936, + "hold30_r": 1.23835 + }, + { + "symbol": "BMY", + "date": "2025-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.596603, + "strategy_rank": 75.424628, + "production_rank": 80.14862, + "structural_overlay_pass": false, + "structural_overlay_score": 76.141189, + "structural_overlay_rr": 1.952373, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.817874, + "primary_prob": 31.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.726811, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.563059, + "range_504_ratio": 1.756036, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.039409, + "hold30_r": -1.0 + }, + { + "symbol": "BRK-B", + "date": "2025-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.987261, + "strategy_rank": 63.025478, + "production_rank": 70.679406, + "structural_overlay_pass": false, + "structural_overlay_score": 67.145435, + "structural_overlay_rr": 1.14519, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.171884, + "primary_prob": 31.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.757826, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.535201, + "range_504_ratio": 1.707791, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.04647, + "hold30_r": -1.0 + }, + { + "symbol": "BRO", + "date": "2025-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.116773, + "strategy_rank": 70.084926, + "production_rank": 78.428875, + "structural_overlay_pass": false, + "structural_overlay_score": 74.507431, + "structural_overlay_rr": 1.596661, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.462605, + "primary_prob": 27.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.193907, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.711253, + "range_504_ratio": 2.036542, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.043117, + "hold30_r": -1.0 + }, + { + "symbol": "CBRE", + "date": "2025-05-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.44586, + "strategy_rank": 77.866242, + "production_rank": 82.059448, + "structural_overlay_pass": false, + "structural_overlay_score": 77.956476, + "structural_overlay_rr": 2.095255, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.028372, + "primary_prob": 39.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 78.0, + "primary_rejection_count": 29, + "primary_distance_atr": 3.042558, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.826843, + "range_504_ratio": 2.28609, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.037015, + "hold30_r": -1.0 + }, + { + "symbol": "CHRW", + "date": "2025-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.473461, + "strategy_rank": 70.912951, + "production_rank": 76.433121, + "structural_overlay_pass": false, + "structural_overlay_score": 72.611465, + "structural_overlay_rr": 0.88885, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 3.016362, + "primary_prob": 20.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 152, + "primary_distance_atr": 4.524543, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.568978, + "range_504_ratio": 1.766462, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.041688, + "hold30_r": 0.845906 + }, + { + "symbol": "CHTR", + "date": "2025-05-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.887473, + "strategy_rank": 88.078556, + "production_rank": 89.681529, + "structural_overlay_pass": false, + "structural_overlay_score": 85.197452, + "structural_overlay_rr": 1.5347, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.244983, + "primary_prob": 41.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 3.367474, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 0.663353, + "range_504_ratio": 1.941291, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.034872, + "hold30_r": -1.0 + }, + { + "symbol": "COST", + "date": "2025-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.350318, + "strategy_rank": 64.044586, + "production_rank": 71.146497, + "structural_overlay_pass": false, + "structural_overlay_score": 67.589172, + "structural_overlay_rr": 1.191761, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.226042, + "primary_prob": 42.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.839063, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.816088, + "range_504_ratio": 2.261636, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.175103, + "hold30_r": -0.932824 + }, + { + "symbol": "CVNA", + "date": "2025-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.150743, + "strategy_rank": 99.023355, + "production_rank": 99.065817, + "structural_overlay_pass": false, + "structural_overlay_score": 94.112527, + "structural_overlay_rr": 1.35917, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.798961, + "primary_prob": 39.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.698442, + "raw_level_count": 191, + "gate_level_count": 191, + "range_504_log": 3.777553, + "range_504_ratio": 43.708955, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.777774, + "hold30_r": 1.406108 + }, + { + "symbol": "CVS", + "date": "2025-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.679406, + "strategy_rank": 80.169851, + "production_rank": 80.339703, + "structural_overlay_pass": false, + "structural_overlay_score": 76.322718, + "structural_overlay_rr": 2.609466, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.677853, + "primary_prob": 49.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 72, + "primary_distance_atr": 2.516779, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.647709, + "range_504_ratio": 1.911157, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.038343, + "hold30_r": -1.0 + }, + { + "symbol": "DASH", + "date": "2025-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.898089, + "strategy_rank": 84.10828, + "production_rank": 85.37155, + "structural_overlay_pass": false, + "structural_overlay_score": 81.102972, + "structural_overlay_rr": 0.759153, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.543753, + "primary_prob": 33.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.315629, + "raw_level_count": 146, + "gate_level_count": 146, + "range_504_log": 1.27145, + "range_504_ratio": 3.566021, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.031677, + "hold30_r": -1.0 + }, + { + "symbol": "DUK", + "date": "2025-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.757962, + "strategy_rank": 58.821656, + "production_rank": 67.133758, + "structural_overlay_pass": false, + "structural_overlay_score": 63.77707, + "structural_overlay_rr": 0.782412, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.782412, + "primary_prob": 37.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.173618, + "raw_level_count": 21, + "gate_level_count": 21, + "range_504_log": 0.410908, + "range_504_ratio": 1.508187, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.714926, + "hold30_r": -1.0 + }, + { + "symbol": "EBAY", + "date": "2025-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.819533, + "strategy_rank": 75.552017, + "production_rank": 78.641189, + "structural_overlay_pass": false, + "structural_overlay_score": 74.70913, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.690447, + "primary_prob": 38.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.535671, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.655733, + "range_504_ratio": 1.926554, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.65223, + "hold30_r": 1.926892 + }, + { + "symbol": "ED", + "date": "2025-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.360934, + "strategy_rank": 57.558386, + "production_rank": 65.159236, + "structural_overlay_pass": false, + "structural_overlay_score": 61.901274, + "structural_overlay_rr": 1.07464, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.111596, + "primary_prob": 28.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.667394, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.356041, + "range_504_ratio": 1.427666, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.107618, + "hold30_r": -1.048574 + }, + { + "symbol": "EVRG", + "date": "2025-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.154989, + "strategy_rank": 61.008493, + "production_rank": 69.723992, + "structural_overlay_pass": false, + "structural_overlay_score": 66.237792, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.005553, + "primary_prob": 53.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.50833, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.404381, + "range_504_ratio": 1.498375, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.068878, + "hold30_r": -1.0 + }, + { + "symbol": "EXC", + "date": "2025-05-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.501062, + "strategy_rank": 59.978769, + "production_rank": 68.152866, + "structural_overlay_pass": false, + "structural_overlay_score": 64.745223, + "structural_overlay_rr": 0.802517, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.478172, + "primary_prob": 20.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 80.0, + "primary_rejection_count": 28, + "primary_distance_atr": 3.717257, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.366582, + "range_504_ratio": 1.442795, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.144068, + "hold30_r": -1.085003 + }, + { + "symbol": "EXE", + "date": "2025-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.89172, + "strategy_rank": 68.821656, + "production_rank": 72.845011, + "structural_overlay_pass": false, + "structural_overlay_score": 69.20276, + "structural_overlay_rr": 1.046536, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.743013, + "primary_prob": 53.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.11452, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.500574, + "range_504_ratio": 1.649667, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.703051, + "hold30_r": 2.072787 + }, + { + "symbol": "FFIV", + "date": "2025-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.099788, + "strategy_rank": 79.118896, + "production_rank": 83.779193, + "structural_overlay_pass": false, + "structural_overlay_score": 79.590234, + "structural_overlay_rr": 1.567912, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.500765, + "primary_prob": 34.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.251147, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.879207, + "range_504_ratio": 2.408989, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.461476, + "hold30_r": 1.573367 + }, + { + "symbol": "FICO", + "date": "2025-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.435244, + "strategy_rank": 85.976645, + "production_rank": 89.129512, + "structural_overlay_pass": false, + "structural_overlay_score": 84.673036, + "structural_overlay_rr": 1.960447, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.960447, + "primary_prob": 25.97, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 5.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.94067, + "raw_level_count": 135, + "gate_level_count": 135, + "range_504_log": 1.1977, + "range_504_ratio": 3.312489, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.036717, + "hold30_r": -1.0 + }, + { + "symbol": "FISV", + "date": "2025-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.250531, + "strategy_rank": 84.861996, + "production_rank": 87.324841, + "structural_overlay_pass": false, + "structural_overlay_score": 82.958599, + "structural_overlay_rr": 2.362585, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.555284, + "primary_prob": 36.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.332926, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.782344, + "range_504_ratio": 2.186592, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.030247, + "hold30_r": -1.0 + }, + { + "symbol": "FOX", + "date": "2025-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.346072, + "strategy_rank": 79.798301, + "production_rank": 85.647558, + "structural_overlay_pass": false, + "structural_overlay_score": 81.36518, + "structural_overlay_rr": 1.56658, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.03546, + "primary_prob": 30.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.55319, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.756377, + "range_504_ratio": 2.130544, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.994559, + "hold30_r": 1.700475 + }, + { + "symbol": "FOXA", + "date": "2025-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.133758, + "strategy_rank": 79.363057, + "production_rank": 85.286624, + "structural_overlay_pass": false, + "structural_overlay_score": 81.022293, + "structural_overlay_rr": 2.236019, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.091625, + "primary_prob": 30.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.637437, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.730789, + "range_504_ratio": 2.076719, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.051009, + "hold30_r": 1.987096 + }, + { + "symbol": "FTNT", + "date": "2025-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.038217, + "strategy_rank": 85.477707, + "production_rank": 87.664544, + "structural_overlay_pass": false, + "structural_overlay_score": 83.281316, + "structural_overlay_rr": 1.061279, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.748747, + "primary_prob": 53.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.12312, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.956452, + "range_504_ratio": 2.602448, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.957632, + "hold30_r": -1.919997 + }, + { + "symbol": "GDDY", + "date": "2025-05-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.462845, + "strategy_rank": 83.704883, + "production_rank": 86.624204, + "structural_overlay_pass": false, + "structural_overlay_score": 82.292994, + "structural_overlay_rr": 1.917265, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.20301, + "primary_prob": 28.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 26, + "primary_distance_atr": 3.304515, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 1.164114, + "range_504_ratio": 3.203084, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.035309, + "hold30_r": -0.402143 + }, + { + "symbol": "GEN", + "date": "2025-05-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.43949, + "strategy_rank": 69.936306, + "production_rank": 74.437367, + "structural_overlay_pass": false, + "structural_overlay_score": 70.715499, + "structural_overlay_rr": 2.271144, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.047797, + "primary_prob": 43.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 53, + "primary_distance_atr": 3.071695, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.719338, + "range_504_ratio": 2.053074, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.002008, + "hold30_r": 3.55366 + }, + { + "symbol": "GILD", + "date": "2025-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.195329, + "strategy_rank": 75.96603, + "production_rank": 83.375796, + "structural_overlay_pass": false, + "structural_overlay_score": 79.207006, + "structural_overlay_rr": 0.884868, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.250495, + "primary_prob": 23.93, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 7.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.875742, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.658896, + "range_504_ratio": 1.932657, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.037868, + "hold30_r": -1.0 + }, + { + "symbol": "GL", + "date": "2025-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.284501, + "strategy_rank": 77.813163, + "production_rank": 83.970276, + "structural_overlay_pass": false, + "structural_overlay_score": 79.771762, + "structural_overlay_rr": 0.69351, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.692725, + "primary_prob": 60.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 92, + "primary_distance_atr": 1.039088, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 1.233768, + "range_504_ratio": 3.434146, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.034656, + "hold30_r": -0.29667 + }, + { + "symbol": "IBKR", + "date": "2025-05-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 85.66879, + "strategy_rank": 86.878981, + "production_rank": 86.475584, + "structural_overlay_pass": true, + "structural_overlay_score": 87.151805, + "structural_overlay_rr": 2.16875, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.42902, + "primary_prob": 22.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 11, + "primary_distance_atr": 3.64353, + "raw_level_count": 111, + "gate_level_count": 111, + "range_504_log": 1.205609, + "range_504_ratio": 3.338792, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.40025, + "hold30_r": 2.291226 + }, + { + "symbol": "IBM", + "date": "2025-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.73673, + "strategy_rank": 80.552017, + "production_rank": 84.946921, + "structural_overlay_pass": false, + "structural_overlay_score": 80.699575, + "structural_overlay_rr": 1.432485, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.131209, + "primary_prob": 43.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.696814, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.793122, + "range_504_ratio": 2.210286, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.089365, + "hold30_r": 2.843829 + }, + { + "symbol": "IP", + "date": "2025-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.658174, + "strategy_rank": 84.766454, + "production_rank": 86.730361, + "structural_overlay_pass": false, + "structural_overlay_score": 82.393843, + "structural_overlay_rr": 1.45474, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.351784, + "primary_prob": 25.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 3.527675, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.732858, + "range_504_ratio": 2.081021, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.027877, + "hold30_r": 0.522654 + }, + { + "symbol": "ISRG", + "date": "2025-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.165605, + "strategy_rank": 77.038217, + "production_rank": 78.747346, + "structural_overlay_pass": false, + "structural_overlay_score": 74.809979, + "structural_overlay_rr": 1.865908, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.733634, + "primary_prob": 37.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.600451, + "raw_level_count": 95, + "gate_level_count": 95, + "range_504_log": 0.882572, + "range_504_ratio": 2.417108, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.035653, + "hold30_r": -1.0 + }, + { + "symbol": "KMI", + "date": "2025-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.47983, + "strategy_rank": 78.142251, + "production_rank": 83.58811, + "structural_overlay_pass": false, + "structural_overlay_score": 79.408705, + "structural_overlay_rr": 1.641893, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.537813, + "primary_prob": 34.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.306719, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.683662, + "range_504_ratio": 1.98112, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.041218, + "hold30_r": 0.460193 + }, + { + "symbol": "LNT", + "date": "2025-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.41189, + "strategy_rank": 61.63482, + "production_rank": 69.893843, + "structural_overlay_pass": false, + "structural_overlay_score": 66.399151, + "structural_overlay_rr": 1.518104, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.700335, + "primary_prob": 59.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 137, + "primary_distance_atr": 1.050502, + "raw_level_count": 19, + "gate_level_count": 19, + "range_504_log": 0.387733, + "range_504_ratio": 1.473637, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.64241, + "hold30_r": -0.427381 + }, + { + "symbol": "LYV", + "date": "2025-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.747346, + "strategy_rank": 78.651805, + "production_rank": 82.016985, + "structural_overlay_pass": false, + "structural_overlay_score": 77.916136, + "structural_overlay_rr": 2.126174, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.943674, + "primary_prob": 27.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.915511, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.865616, + "range_504_ratio": 2.376469, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.036199, + "hold30_r": 1.259216 + }, + { + "symbol": "MAA", + "date": "2025-05-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.104034, + "strategy_rank": 59.861996, + "production_rank": 66.942675, + "structural_overlay_pass": false, + "structural_overlay_score": 63.595541, + "structural_overlay_rr": 0.917364, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 2.985414, + "primary_prob": 35.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 4.47812, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.405673, + "range_504_ratio": 1.500312, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.048771, + "hold30_r": -1.0 + }, + { + "symbol": "MCK", + "date": "2025-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.825902, + "strategy_rank": 70.615711, + "production_rank": 77.685775, + "structural_overlay_pass": false, + "structural_overlay_score": 73.801486, + "structural_overlay_rr": 0.770938, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.825402, + "primary_prob": 50.19, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.238102, + "raw_level_count": 112, + "gate_level_count": 112, + "range_504_log": 0.726144, + "range_504_ratio": 2.067094, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.770659, + "hold30_r": -1.29269 + }, + { + "symbol": "MMM", + "date": "2025-05-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.295117, + "strategy_rank": 78.333333, + "production_rank": 82.653928, + "structural_overlay_pass": false, + "structural_overlay_score": 78.521231, + "structural_overlay_rr": 1.996658, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 5.279289, + "primary_prob": 27.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 7.918934, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.605395, + "range_504_ratio": 1.831976, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.038725, + "hold30_r": 0.193898 + }, + { + "symbol": "MSI", + "date": "2025-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.377919, + "strategy_rank": 65.912951, + "production_rank": 71.401274, + "structural_overlay_pass": false, + "structural_overlay_score": 67.83121, + "structural_overlay_rr": 2.101611, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.143605, + "primary_prob": 27.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 3.215407, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.633021, + "range_504_ratio": 1.883291, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.044348, + "hold30_r": 0.056888 + }, + { + "symbol": "MSTR", + "date": "2025-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.575372, + "strategy_rank": 99.543524, + "production_rank": 99.55414, + "structural_overlay_pass": false, + "structural_overlay_score": 94.576433, + "structural_overlay_rr": 0.903196, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.885905, + "primary_prob": 49.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.328858, + "raw_level_count": 182, + "gate_level_count": 182, + "range_504_log": 3.016198, + "range_504_ratio": 20.413534, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.863877, + "hold30_r": -0.323424 + }, + { + "symbol": "NI", + "date": "2025-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.613588, + "strategy_rank": 65.084926, + "production_rank": 73.927813, + "structural_overlay_pass": false, + "structural_overlay_score": 70.231423, + "structural_overlay_rr": 1.573787, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.231314, + "primary_prob": 38.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.84697, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.594979, + "range_504_ratio": 1.812992, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.057954, + "hold30_r": -1.0 + }, + { + "symbol": "ORLY", + "date": "2025-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.675159, + "strategy_rank": 66.815287, + "production_rank": 75.435244, + "structural_overlay_pass": false, + "structural_overlay_score": 71.663482, + "structural_overlay_rr": 0.725586, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.818774, + "primary_prob": 37.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.228162, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 0.527978, + "range_504_ratio": 1.695501, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.050546, + "hold30_r": -1.0 + }, + { + "symbol": "PAYX", + "date": "2025-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.590234, + "strategy_rank": 63.418259, + "production_rank": 69.808917, + "structural_overlay_pass": false, + "structural_overlay_score": 66.318471, + "structural_overlay_rr": 1.500017, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.500017, + "primary_prob": 32.45, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.250025, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.419678, + "range_504_ratio": 1.521472, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.449753, + "hold30_r": 0.516261 + }, + { + "symbol": "PGR", + "date": "2025-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.808917, + "strategy_rank": 71.242038, + "production_rank": 77.430998, + "structural_overlay_pass": false, + "structural_overlay_score": 73.559448, + "structural_overlay_rr": 0.685621, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.95657, + "primary_prob": 45.75, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.434855, + "raw_level_count": 93, + "gate_level_count": 93, + "range_504_log": 0.966921, + "range_504_ratio": 2.629836, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.049844, + "hold30_r": -1.0 + }, + { + "symbol": "PODD", + "date": "2025-05-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.904459, + "strategy_rank": 83.503185, + "production_rank": 87.303609, + "structural_overlay_pass": false, + "structural_overlay_score": 82.938429, + "structural_overlay_rr": 1.870438, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.035338, + "primary_prob": 44.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 101, + "primary_distance_atr": 3.053007, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.981991, + "range_504_ratio": 2.669766, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.002335, + "hold30_r": 2.907644 + }, + { + "symbol": "RCL", + "date": "2025-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.138004, + "strategy_rank": 85.96603, + "production_rank": 85.690021, + "structural_overlay_pass": false, + "structural_overlay_score": 81.40552, + "structural_overlay_rr": 1.843764, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.719112, + "primary_prob": 32.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.578667, + "raw_level_count": 148, + "gate_level_count": 148, + "range_504_log": 1.4345, + "range_504_ratio": 4.197546, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.691033, + "hold30_r": 2.063425 + }, + { + "symbol": "RTX", + "date": "2025-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.908705, + "strategy_rank": 70.360934, + "production_rank": 74.543524, + "structural_overlay_pass": false, + "structural_overlay_score": 70.816348, + "structural_overlay_rr": 1.248579, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.259617, + "primary_prob": 39.11, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 9.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.889426, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.686268, + "range_504_ratio": 1.986288, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.215052, + "hold30_r": 3.446663 + }, + { + "symbol": "SATS", + "date": "2025-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.647558, + "strategy_rank": 93.5138, + "production_rank": 94.225053, + "structural_overlay_pass": false, + "structural_overlay_score": 89.5138, + "structural_overlay_rr": 1.92703, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.778949, + "primary_prob": 47.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.668424, + "raw_level_count": 86, + "gate_level_count": 86, + "range_504_log": 1.22618, + "range_504_ratio": 3.408185, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.026223, + "hold30_r": -1.0 + }, + { + "symbol": "SBAC", + "date": "2025-05-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.121019, + "strategy_rank": 66.942675, + "production_rank": 72.335456, + "structural_overlay_pass": false, + "structural_overlay_score": 68.718684, + "structural_overlay_rr": 1.579758, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 8, + "rr": 8.952552, + "primary_prob": 25.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 83, + "primary_distance_atr": 13.428827, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.342924, + "range_504_ratio": 1.409061, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.046235, + "hold30_r": -1.0 + }, + { + "symbol": "SO", + "date": "2025-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.970276, + "strategy_rank": 59.384289, + "production_rank": 67.579618, + "structural_overlay_pass": false, + "structural_overlay_score": 64.200637, + "structural_overlay_rr": 0.931657, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.919898, + "primary_prob": 36.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.379848, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.428057, + "range_504_ratio": 1.534273, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.067546, + "hold30_r": -1.0 + }, + { + "symbol": "T", + "date": "2025-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.983015, + "strategy_rank": 73.269639, + "production_rank": 81.507431, + "structural_overlay_pass": false, + "structural_overlay_score": 77.432059, + "structural_overlay_rr": 1.370851, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.335678, + "primary_prob": 37.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.003517, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.770839, + "range_504_ratio": 2.161579, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.049621, + "hold30_r": -1.0 + }, + { + "symbol": "TKO", + "date": "2025-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.072187, + "strategy_rank": 84.511677, + "production_rank": 88.36518, + "structural_overlay_pass": false, + "structural_overlay_score": 83.946921, + "structural_overlay_rr": 1.523655, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.090945, + "primary_prob": 42.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.636417, + "raw_level_count": 109, + "gate_level_count": 109, + "range_504_log": 0.90658, + "range_504_ratio": 2.475842, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.040657, + "hold30_r": -1.0 + }, + { + "symbol": "TMUS", + "date": "2025-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.664544, + "strategy_rank": 80.881104, + "production_rank": 86.475584, + "structural_overlay_pass": false, + "structural_overlay_score": 82.151805, + "structural_overlay_rr": 2.077187, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.275757, + "primary_prob": 38.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 83.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.913635, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.794502, + "range_504_ratio": 2.213338, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.041888, + "hold30_r": -1.0 + }, + { + "symbol": "TPL", + "date": "2025-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.938429, + "strategy_rank": 97.346072, + "production_rank": 97.876858, + "structural_overlay_pass": true, + "structural_overlay_score": 97.983015, + "structural_overlay_rr": 2.975667, + "structural_overlay_sources": [ + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.886011, + "primary_prob": 57.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.329016, + "raw_level_count": 124, + "gate_level_count": 124, + "range_504_log": 1.433072, + "range_504_ratio": 4.191556, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.859449, + "hold30_r": -1.0 + }, + { + "symbol": "TPR", + "date": "2025-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.815287, + "strategy_rank": 92.611465, + "production_rank": 94.012739, + "structural_overlay_pass": false, + "structural_overlay_score": 89.312102, + "structural_overlay_rr": 1.840942, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.840942, + "primary_prob": 28.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.761413, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 1.251498, + "range_504_ratio": 3.495575, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.808779, + "hold30_r": 2.077916 + }, + { + "symbol": "TRGP", + "date": "2025-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.859873, + "strategy_rank": 90.22293, + "production_rank": 92.101911, + "structural_overlay_pass": false, + "structural_overlay_score": 87.496815, + "structural_overlay_rr": 0.935308, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.763611, + "primary_prob": 21.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 4.145417, + "raw_level_count": 127, + "gate_level_count": 127, + "range_504_log": 1.176855, + "range_504_ratio": 3.244154, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.025084, + "hold30_r": 0.903503 + }, + { + "symbol": "TSLA", + "date": "2025-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.267516, + "strategy_rank": 95.286624, + "production_rank": 94.946921, + "structural_overlay_pass": true, + "structural_overlay_score": 95.199575, + "structural_overlay_rr": 2.312895, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.611241, + "primary_prob": 50.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.416861, + "raw_level_count": 101, + "gate_level_count": 101, + "range_504_log": 1.258369, + "range_504_ratio": 3.519677, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.591643, + "hold30_r": 1.261833 + }, + { + "symbol": "TTWO", + "date": "2025-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.524416, + "strategy_rank": 82.855626, + "production_rank": 86.41189, + "structural_overlay_pass": false, + "structural_overlay_score": 82.091295, + "structural_overlay_rr": 1.05131, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.718032, + "primary_prob": 54.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.077049, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.688411, + "range_504_ratio": 1.990549, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.682, + "hold30_r": 0.975501 + }, + { + "symbol": "VRSK", + "date": "2025-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.685775, + "strategy_rank": 62.590234, + "production_rank": 70.955414, + "structural_overlay_pass": false, + "structural_overlay_score": 67.407643, + "structural_overlay_rr": 1.098696, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.098696, + "primary_prob": 42.58, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.648045, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.490092, + "range_504_ratio": 1.632466, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.042401, + "hold30_r": 1.191806 + }, + { + "symbol": "VST", + "date": "2025-05-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.692144, + "strategy_rank": 95.711253, + "production_rank": 95.37155, + "structural_overlay_pass": true, + "structural_overlay_score": 95.602972, + "structural_overlay_rr": 2.131726, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.036511, + "primary_prob": 34.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 3.054767, + "raw_level_count": 136, + "gate_level_count": 136, + "range_504_log": 2.176475, + "range_504_ratio": 8.815174, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.013574, + "hold30_r": 3.09245 + }, + { + "symbol": "VTR", + "date": "2025-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.602972, + "strategy_rank": 74.023355, + "production_rank": 81.549894, + "structural_overlay_pass": false, + "structural_overlay_score": 77.472399, + "structural_overlay_rr": 1.208248, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.289673, + "primary_prob": 23.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.934509, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.59575, + "range_504_ratio": 1.814391, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.046763, + "hold30_r": -1.0 + }, + { + "symbol": "WMT", + "date": "2025-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.949045, + "strategy_rank": 75.254777, + "production_rank": 81.4862, + "structural_overlay_pass": false, + "structural_overlay_score": 77.41189, + "structural_overlay_rr": 1.519499, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.982418, + "primary_prob": 46.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.473627, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.778554, + "range_504_ratio": 2.17832, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.051632, + "hold30_r": -1.0 + }, + { + "symbol": "WRB", + "date": "2025-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.233546, + "strategy_rank": 68.418259, + "production_rank": 75.690021, + "structural_overlay_pass": false, + "structural_overlay_score": 71.90552, + "structural_overlay_rr": 1.34509, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.956432, + "primary_prob": 45.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.434647, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.724803, + "range_504_ratio": 2.064324, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.9063, + "hold30_r": 0.138313 + }, + { + "symbol": "WTW", + "date": "2025-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.199575, + "strategy_rank": 63.556263, + "production_rank": 71.104034, + "structural_overlay_pass": false, + "structural_overlay_score": 67.548832, + "structural_overlay_rr": 2.063898, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.174376, + "primary_prob": 44.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 1.761563, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.566563, + "range_504_ratio": 1.7622, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.048167, + "hold30_r": -1.0 + }, + { + "symbol": "XEL", + "date": "2025-05-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.021231, + "strategy_rank": 64.70276, + "production_rank": 73.142251, + "structural_overlay_pass": false, + "structural_overlay_score": 69.485138, + "structural_overlay_rr": 0.681598, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.229859, + "primary_prob": 25.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 16, + "primary_distance_atr": 3.344788, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.449914, + "range_504_ratio": 1.568177, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.053867, + "hold30_r": -1.0 + }, + { + "symbol": "GEV", + "date": "2025-05-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.726115, + "strategy_rank": 97.707006, + "production_rank": 98.046709, + "structural_overlay_pass": false, + "structural_overlay_score": 93.144374, + "structural_overlay_rr": 1.567739, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.732961, + "primary_prob": 54.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.099441, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 1.324553, + "range_504_ratio": 3.760504, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.705772, + "hold30_r": 3.014178 + }, + { + "symbol": "HOOD", + "date": "2025-05-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.363057, + "strategy_rank": 99.267516, + "production_rank": 99.299363, + "structural_overlay_pass": true, + "structural_overlay_score": 99.334395, + "structural_overlay_rr": 2.332106, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.683035, + "primary_prob": 29.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.524553, + "raw_level_count": 148, + "gate_level_count": 148, + "range_504_log": 2.135221, + "range_504_ratio": 8.458913, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.662244, + "hold30_r": 5.20444 + }, + { + "symbol": "ABT", + "date": "2025-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.793319, + "strategy_rank": 58.371608, + "production_rank": 65.845511, + "structural_overlay_pass": false, + "structural_overlay_score": 62.553236, + "structural_overlay_rr": 1.567487, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.530017, + "primary_prob": 23.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.295025, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.454209, + "range_504_ratio": 1.574927, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.055979, + "hold30_r": 1.147232 + }, + { + "symbol": "ADP", + "date": "2025-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.584551, + "strategy_rank": 57.787056, + "production_rank": 65.386221, + "structural_overlay_pass": false, + "structural_overlay_score": 62.11691, + "structural_overlay_rr": 1.444928, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.049308, + "primary_prob": 43.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.573963, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.451565, + "range_504_ratio": 1.570768, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.985626, + "hold30_r": -1.0 + }, + { + "symbol": "ADSK", + "date": "2025-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.419624, + "strategy_rank": 70.835073, + "production_rank": 74.363257, + "structural_overlay_pass": false, + "structural_overlay_score": 70.645094, + "structural_overlay_rr": 1.679234, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.904489, + "primary_prob": 42.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 84.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.856733, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.536786, + "range_504_ratio": 1.7105, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.050949, + "hold30_r": 0.796723 + }, + { + "symbol": "AEE", + "date": "2025-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.352818, + "strategy_rank": 63.987474, + "production_rank": 72.442589, + "structural_overlay_pass": false, + "structural_overlay_score": 68.820459, + "structural_overlay_rr": 1.70339, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.927008, + "primary_prob": 51.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 1.390512, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.440212, + "range_504_ratio": 1.553036, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.865043, + "hold30_r": -0.103903 + }, + { + "symbol": "AFL", + "date": "2025-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.402923, + "strategy_rank": 63.893528, + "production_rank": 70.39666, + "structural_overlay_pass": false, + "structural_overlay_score": 66.876827, + "structural_overlay_rr": 1.428011, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.451022, + "primary_prob": 38.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.176533, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.588904, + "range_504_ratio": 1.802013, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.05345, + "hold30_r": -1.0 + }, + { + "symbol": "AJG", + "date": "2025-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.814196, + "strategy_rank": 69.14405, + "production_rank": 76.367432, + "structural_overlay_pass": false, + "structural_overlay_score": 72.549061, + "structural_overlay_rr": 1.06414, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.084258, + "primary_prob": 31.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.626387, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.569027, + "range_504_ratio": 1.766547, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.03584, + "hold30_r": -1.0 + }, + { + "symbol": "AON", + "date": "2025-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.622129, + "strategy_rank": 64.853862, + "production_rank": 72.776618, + "structural_overlay_pass": false, + "structural_overlay_score": 69.137787, + "structural_overlay_rr": 1.680016, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.615104, + "primary_prob": 27.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 64.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.422656, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.432164, + "range_504_ratio": 1.540588, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.565757, + "hold30_r": 0.062107 + }, + { + "symbol": "APP", + "date": "2025-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.895616, + "strategy_rank": 99.832985, + "production_rank": 99.853862, + "structural_overlay_pass": false, + "structural_overlay_score": 94.861169, + "structural_overlay_rr": 1.779338, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.901911, + "primary_prob": 50.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.352867, + "raw_level_count": 185, + "gate_level_count": 185, + "range_504_log": 3.415872, + "range_504_ratio": 30.443478, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.884157, + "hold30_r": -0.232193 + }, + { + "symbol": "ATO", + "date": "2025-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.820459, + "strategy_rank": 59.175365, + "production_rank": 67.390397, + "structural_overlay_pass": false, + "structural_overlay_score": 64.020877, + "structural_overlay_rr": 2.289547, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.182058, + "primary_prob": 27.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.773088, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.505564, + "range_504_ratio": 1.657921, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.058168, + "hold30_r": -0.468402 + }, + { + "symbol": "AVGO", + "date": "2025-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.154489, + "strategy_rank": 94.780793, + "production_rank": 94.572025, + "structural_overlay_pass": true, + "structural_overlay_score": 94.843424, + "structural_overlay_rr": 2.170886, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.532646, + "primary_prob": 32.44, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 4.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.298968, + "raw_level_count": 110, + "gate_level_count": 110, + "range_504_log": 1.408453, + "range_504_ratio": 4.089625, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.498972, + "hold30_r": 3.272734 + }, + { + "symbol": "AZO", + "date": "2025-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.881002, + "strategy_rank": 60.020877, + "production_rank": 67.640919, + "structural_overlay_pass": false, + "structural_overlay_score": 64.258873, + "structural_overlay_rr": 0.987689, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.440174, + "primary_prob": 19.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.160261, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.542032, + "range_504_ratio": 1.719498, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.383009, + "hold30_r": -1.0 + }, + { + "symbol": "BRK-B", + "date": "2025-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.59499, + "strategy_rank": 62.609603, + "production_rank": 70.271399, + "structural_overlay_pass": false, + "structural_overlay_score": 66.757829, + "structural_overlay_rr": 1.214836, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.252063, + "primary_prob": 29.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.878095, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.534256, + "range_504_ratio": 1.706179, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.054384, + "hold30_r": -1.0 + }, + { + "symbol": "BRO", + "date": "2025-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.275574, + "strategy_rank": 68.162839, + "production_rank": 76.200418, + "structural_overlay_pass": false, + "structural_overlay_score": 72.390397, + "structural_overlay_rr": 1.782255, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.606833, + "primary_prob": 25.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.410249, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.711253, + "range_504_ratio": 2.036542, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.049922, + "hold30_r": -1.0 + }, + { + "symbol": "CASY", + "date": "2025-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.649269, + "strategy_rank": 74.864301, + "production_rank": 80.45929, + "structural_overlay_pass": false, + "structural_overlay_score": 76.436326, + "structural_overlay_rr": 1.43403, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.710286, + "primary_prob": 45.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.06543, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.80431, + "range_504_ratio": 2.235153, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.669885, + "hold30_r": 3.160025 + }, + { + "symbol": "CBRE", + "date": "2025-05-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.858038, + "strategy_rank": 79.770355, + "production_rank": 83.799582, + "structural_overlay_pass": false, + "structural_overlay_score": 79.609603, + "structural_overlay_rr": 1.984324, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.072185, + "primary_prob": 25.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 7, + "primary_distance_atr": 3.108277, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.826843, + "range_504_ratio": 2.28609, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.042494, + "hold30_r": -1.0 + }, + { + "symbol": "CCL", + "date": "2025-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.935282, + "strategy_rank": 89.060543, + "production_rank": 89.018789, + "structural_overlay_pass": true, + "structural_overlay_score": 89.56785, + "structural_overlay_rr": 2.336171, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.50716, + "primary_prob": 52.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.26074, + "raw_level_count": 107, + "gate_level_count": 107, + "range_504_log": 1.087532, + "range_504_ratio": 2.966942, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.477952, + "hold30_r": 2.210783 + }, + { + "symbol": "CHTR", + "date": "2025-05-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.056367, + "strategy_rank": 81.764092, + "production_rank": 83.528184, + "structural_overlay_pass": false, + "structural_overlay_score": 79.351775, + "structural_overlay_rr": 2.24732, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.190034, + "primary_prob": 42.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 3.285051, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 0.663353, + "range_504_ratio": 1.941291, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.041502, + "hold30_r": -1.0 + }, + { + "symbol": "CIEN", + "date": "2025-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.847599, + "strategy_rank": 89.258873, + "production_rank": 88.455115, + "structural_overlay_pass": false, + "structural_overlay_score": 84.032359, + "structural_overlay_rr": 2.095975, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.937275, + "primary_prob": 27.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.905913, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.932089, + "range_504_ratio": 2.53981, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.031238, + "hold30_r": -1.0 + }, + { + "symbol": "CME", + "date": "2025-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.194154, + "strategy_rank": 59.269311, + "production_rank": 67.244259, + "structural_overlay_pass": false, + "structural_overlay_score": 63.882046, + "structural_overlay_rr": 1.703155, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.384183, + "primary_prob": 20.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.076275, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.48872, + "range_504_ratio": 1.630228, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.326638, + "hold30_r": 0.272335 + }, + { + "symbol": "CNP", + "date": "2025-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.611691, + "strategy_rank": 58.841336, + "production_rank": 67.098121, + "structural_overlay_pass": false, + "structural_overlay_score": 63.743215, + "structural_overlay_rr": 0.720816, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.780405, + "primary_prob": 13.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.670608, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.436209, + "range_504_ratio": 1.546832, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.063145, + "hold30_r": -1.0 + }, + { + "symbol": "COHR", + "date": "2025-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.167015, + "strategy_rank": 85.772443, + "production_rank": 83.903967, + "structural_overlay_pass": true, + "structural_overlay_score": 84.708768, + "structural_overlay_rr": 2.958394, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.614074, + "primary_prob": 40.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.421111, + "raw_level_count": 113, + "gate_level_count": 113, + "range_504_log": 1.463491, + "range_504_ratio": 4.321018, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.02155, + "hold30_r": 1.08899 + }, + { + "symbol": "COR", + "date": "2025-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.386221, + "strategy_rank": 61.837161, + "production_rank": 69.686848, + "structural_overlay_pass": false, + "structural_overlay_score": 66.202505, + "structural_overlay_rr": 1.504354, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.901624, + "primary_prob": 34.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.352436, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 0.638456, + "range_504_ratio": 1.893555, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.85578, + "hold30_r": 1.147821 + }, + { + "symbol": "COST", + "date": "2025-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.177453, + "strategy_rank": 64.979123, + "production_rank": 71.7119, + "structural_overlay_pass": false, + "structural_overlay_score": 68.126305, + "structural_overlay_rr": 1.324017, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.326727, + "primary_prob": 40.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.99009, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.816088, + "range_504_ratio": 2.261636, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.270074, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2025-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.956159, + "strategy_rank": 98.799582, + "production_rank": 98.851775, + "structural_overlay_pass": false, + "structural_overlay_score": 93.909186, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.932575, + "primary_prob": 35.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.898862, + "raw_level_count": 191, + "gate_level_count": 191, + "range_504_log": 3.36376, + "range_504_ratio": 28.897638, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.909703, + "hold30_r": 1.478573 + }, + { + "symbol": "CVS", + "date": "2025-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.561587, + "strategy_rank": 85.114823, + "production_rank": 86.597077, + "structural_overlay_pass": false, + "structural_overlay_score": 82.267223, + "structural_overlay_rr": 1.680811, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.438321, + "primary_prob": 24.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 72, + "primary_distance_atr": 3.657481, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.647709, + "range_504_ratio": 1.911157, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.038721, + "hold30_r": -1.0 + }, + { + "symbol": "DASH", + "date": "2025-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.703549, + "strategy_rank": 92.693111, + "production_rank": 94.363257, + "structural_overlay_pass": false, + "structural_overlay_score": 89.645094, + "structural_overlay_rr": 1.661301, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.789558, + "primary_prob": 47.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.184337, + "raw_level_count": 146, + "gate_level_count": 146, + "range_504_log": 1.231344, + "range_504_ratio": 3.425832, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.761981, + "hold30_r": 2.91275 + }, + { + "symbol": "DRI", + "date": "2025-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.770355, + "strategy_rank": 79.467641, + "production_rank": 82.901879, + "structural_overlay_pass": false, + "structural_overlay_score": 78.756785, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.89241, + "primary_prob": 48.84, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.338615, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.458806, + "range_504_ratio": 1.582184, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.840079, + "hold30_r": 1.746955 + }, + { + "symbol": "EBAY", + "date": "2025-05-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.638831, + "strategy_rank": 74.551148, + "production_rank": 78.580376, + "structural_overlay_pass": false, + "structural_overlay_score": 74.651357, + "structural_overlay_rr": 0.703535, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.158189, + "primary_prob": 31.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 21, + "primary_distance_atr": 3.237284, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.655733, + "range_504_ratio": 1.926554, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.117684, + "hold30_r": 1.569592 + }, + { + "symbol": "ETR", + "date": "2025-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.989562, + "strategy_rank": 71.784969, + "production_rank": 79.519833, + "structural_overlay_pass": false, + "structural_overlay_score": 75.543841, + "structural_overlay_rr": 1.809352, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.684019, + "primary_prob": 60.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.026028, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.707788, + "range_504_ratio": 2.029497, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.631202, + "hold30_r": 0.016247 + }, + { + "symbol": "EVRG", + "date": "2025-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.002088, + "strategy_rank": 56.701461, + "production_rank": 64.80167, + "structural_overlay_pass": false, + "structural_overlay_score": 61.561587, + "structural_overlay_rr": 1.488375, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.951653, + "primary_prob": 30.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 100, + "primary_distance_atr": 2.92748, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.405234, + "range_504_ratio": 1.499654, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.06195, + "hold30_r": 1.346131 + }, + { + "symbol": "EXC", + "date": "2025-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.837161, + "strategy_rank": 58.914405, + "production_rank": 66.555324, + "structural_overlay_pass": false, + "structural_overlay_score": 63.227557, + "structural_overlay_rr": 2.006678, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 2.330957, + "primary_prob": 25.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 3.496436, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.366582, + "range_504_ratio": 1.442795, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.056007, + "hold30_r": -1.0 + }, + { + "symbol": "EXPE", + "date": "2025-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.484342, + "strategy_rank": 91.294363, + "production_rank": 91.691023, + "structural_overlay_pass": false, + "structural_overlay_score": 87.106472, + "structural_overlay_rr": 1.869911, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.62285, + "primary_prob": 50.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 62, + "primary_distance_atr": 2.434275, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.84974, + "range_504_ratio": 2.339038, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.02601, + "hold30_r": -0.116637 + }, + { + "symbol": "FFIV", + "date": "2025-05-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 95.19833, + "strategy_rank": 81.356994, + "production_rank": 85.970772, + "structural_overlay_pass": false, + "structural_overlay_score": 81.672234, + "structural_overlay_rr": 1.522121, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.168648, + "primary_prob": 25.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 12, + "primary_distance_atr": 3.252972, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.849035, + "range_504_ratio": 2.33739, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.043699, + "hold30_r": 1.095796 + }, + { + "symbol": "FICO", + "date": "2025-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.033403, + "strategy_rank": 86.920668, + "production_rank": 89.958246, + "structural_overlay_pass": false, + "structural_overlay_score": 85.460334, + "structural_overlay_rr": 1.700282, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.700282, + "primary_prob": 29.76, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 5.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.550422, + "raw_level_count": 135, + "gate_level_count": 135, + "range_504_log": 1.186103, + "range_504_ratio": 3.274296, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.041973, + "hold30_r": -1.0 + }, + { + "symbol": "FISV", + "date": "2025-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.39666, + "strategy_rank": 84.352818, + "production_rank": 86.367432, + "structural_overlay_pass": false, + "structural_overlay_score": 82.049061, + "structural_overlay_rr": 2.696249, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.733064, + "primary_prob": 33.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.599596, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.782344, + "range_504_ratio": 2.186592, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.036467, + "hold30_r": -1.0 + }, + { + "symbol": "FOX", + "date": "2025-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.242171, + "strategy_rank": 79.832985, + "production_rank": 85.302714, + "structural_overlay_pass": false, + "structural_overlay_score": 81.037578, + "structural_overlay_rr": 1.8955, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.698684, + "primary_prob": 34.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.548026, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.756377, + "range_504_ratio": 2.130544, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.04333, + "hold30_r": 1.182853 + }, + { + "symbol": "FOXA", + "date": "2025-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.407098, + "strategy_rank": 78.778706, + "production_rank": 84.321503, + "structural_overlay_pass": false, + "structural_overlay_score": 80.105428, + "structural_overlay_rr": 1.809981, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.956264, + "primary_prob": 27.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.934397, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.730789, + "range_504_ratio": 2.076719, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.043545, + "hold30_r": 1.482774 + }, + { + "symbol": "FTNT", + "date": "2025-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.121086, + "strategy_rank": 91.764092, + "production_rank": 93.88309, + "structural_overlay_pass": false, + "structural_overlay_score": 89.188935, + "structural_overlay_rr": 0.966276, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.134285, + "primary_prob": 29.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.701428, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.956452, + "range_504_ratio": 2.602448, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.031593, + "hold30_r": 0.255428 + }, + { + "symbol": "GDDY", + "date": "2025-05-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.413361, + "strategy_rank": 80.553236, + "production_rank": 83.173278, + "structural_overlay_pass": false, + "structural_overlay_score": 79.014614, + "structural_overlay_rr": 1.679861, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.020186, + "primary_prob": 30.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 26, + "primary_distance_atr": 3.030278, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 1.141462, + "range_504_ratio": 3.131342, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.042178, + "hold30_r": -1.0 + }, + { + "symbol": "GEN", + "date": "2025-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.463466, + "strategy_rank": 69.780793, + "production_rank": 74.008351, + "structural_overlay_pass": false, + "structural_overlay_score": 70.307933, + "structural_overlay_rr": 1.999248, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.999248, + "primary_prob": 24.67, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.998873, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.719338, + "range_504_ratio": 2.053074, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.043683, + "hold30_r": -1.0 + }, + { + "symbol": "GILD", + "date": "2025-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.286013, + "strategy_rank": 79.217119, + "production_rank": 85.240084, + "structural_overlay_pass": false, + "structural_overlay_score": 80.978079, + "structural_overlay_rr": 1.86098, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.984123, + "primary_prob": 31.09, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 7.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.476184, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.658896, + "range_504_ratio": 1.932657, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.035354, + "hold30_r": -1.0 + }, + { + "symbol": "GL", + "date": "2025-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.605428, + "strategy_rank": 72.912317, + "production_rank": 78.810021, + "structural_overlay_pass": false, + "structural_overlay_score": 74.86952, + "structural_overlay_rr": 0.939333, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.936653, + "primary_prob": 51.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 96, + "primary_distance_atr": 1.404979, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 1.233768, + "range_504_ratio": 3.434146, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.040191, + "hold30_r": 0.116524 + }, + { + "symbol": "GLW", + "date": "2025-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.029228, + "strategy_rank": 76.858038, + "production_rank": 79.248434, + "structural_overlay_pass": false, + "structural_overlay_score": 75.286013, + "structural_overlay_rr": 2.089978, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.836647, + "primary_prob": 30.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.75497, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.784093, + "range_504_ratio": 2.19042, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.794151, + "hold30_r": 1.999502 + }, + { + "symbol": "IBKR", + "date": "2025-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.528184, + "strategy_rank": 92.212944, + "production_rank": 92.651357, + "structural_overlay_pass": false, + "structural_overlay_score": 88.018789, + "structural_overlay_rr": 1.995607, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.896594, + "primary_prob": 28.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.844891, + "raw_level_count": 111, + "gate_level_count": 111, + "range_504_log": 1.181068, + "range_504_ratio": 3.257851, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.034383, + "hold30_r": 1.028484 + }, + { + "symbol": "IBM", + "date": "2025-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.440501, + "strategy_rank": 79.352818, + "production_rank": 83.382046, + "structural_overlay_pass": false, + "structural_overlay_score": 79.212944, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.817683, + "primary_prob": 53.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.226524, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.793122, + "range_504_ratio": 2.210286, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.771393, + "hold30_r": 3.409329 + }, + { + "symbol": "IP", + "date": "2025-05-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.210856, + "strategy_rank": 76.795407, + "production_rank": 78.267223, + "structural_overlay_pass": false, + "structural_overlay_score": 74.353862, + "structural_overlay_rr": 1.647344, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.044365, + "primary_prob": 43.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 3.066547, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.732858, + "range_504_ratio": 2.081021, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.030962, + "hold30_r": -1.0 + }, + { + "symbol": "ISRG", + "date": "2025-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.995825, + "strategy_rank": 82.23382, + "production_rank": 84.154489, + "structural_overlay_pass": false, + "structural_overlay_score": 79.946764, + "structural_overlay_rr": 2.029104, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.62387, + "primary_prob": 31.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.435805, + "raw_level_count": 95, + "gate_level_count": 95, + "range_504_log": 0.882572, + "range_504_ratio": 2.417108, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.041752, + "hold30_r": -1.0 + }, + { + "symbol": "KMI", + "date": "2025-05-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.066806, + "strategy_rank": 75.876827, + "production_rank": 81.273486, + "structural_overlay_pass": false, + "structural_overlay_score": 77.209812, + "structural_overlay_rr": 1.385186, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.392809, + "primary_prob": 20.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 3.589214, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.683662, + "range_504_ratio": 1.98112, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.044531, + "hold30_r": 0.815295 + }, + { + "symbol": "KR", + "date": "2025-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.446764, + "strategy_rank": 65.250522, + "production_rank": 71.649269, + "structural_overlay_pass": false, + "structural_overlay_score": 68.066806, + "structural_overlay_rr": 1.726085, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.712708, + "primary_prob": 43.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.069063, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.559124, + "range_504_ratio": 1.749139, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.052847, + "hold30_r": -1.0 + }, + { + "symbol": "LITE", + "date": "2025-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.572025, + "strategy_rank": 95.636743, + "production_rank": 95.281837, + "structural_overlay_pass": true, + "structural_overlay_score": 95.517745, + "structural_overlay_rr": 2.123434, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.998667, + "primary_prob": 44.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 109, + "primary_distance_atr": 2.998001, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 1.079093, + "range_504_ratio": 2.942008, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.977419, + "hold30_r": 2.968097 + }, + { + "symbol": "LYV", + "date": "2025-05-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.231733, + "strategy_rank": 80.114823, + "production_rank": 83.820459, + "structural_overlay_pass": false, + "structural_overlay_score": 79.629436, + "structural_overlay_rr": 1.648436, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.131057, + "primary_prob": 23.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 3.196585, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.723982, + "range_504_ratio": 2.062631, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.041161, + "hold30_r": 0.783299 + }, + { + "symbol": "MCK", + "date": "2025-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.473904, + "strategy_rank": 67.745303, + "production_rank": 74.321503, + "structural_overlay_pass": false, + "structural_overlay_score": 70.605428, + "structural_overlay_rr": 1.306846, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.333183, + "primary_prob": 21.45, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.999775, + "raw_level_count": 112, + "gate_level_count": 112, + "range_504_log": 0.668631, + "range_504_ratio": 1.951565, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.28834, + "hold30_r": 1.007388 + }, + { + "symbol": "MMM", + "date": "2025-05-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.901879, + "strategy_rank": 80.250522, + "production_rank": 84.467641, + "structural_overlay_pass": false, + "structural_overlay_score": 80.244259, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 3.434618, + "primary_prob": 32.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 99.0, + "primary_rejection_count": 37, + "primary_distance_atr": 5.151927, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.605395, + "range_504_ratio": 1.831976, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.043943, + "hold30_r": -1.0 + }, + { + "symbol": "MO", + "date": "2025-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.682672, + "strategy_rank": 62.160752, + "production_rank": 70.668058, + "structural_overlay_pass": false, + "structural_overlay_score": 67.134656, + "structural_overlay_rr": 0.946242, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.345325, + "primary_prob": 25.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.017988, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.4499, + "range_504_ratio": 1.568156, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.286703, + "hold30_r": 1.024216 + }, + { + "symbol": "MSTR", + "date": "2025-05-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.582463, + "strategy_rank": 99.551148, + "production_rank": 99.561587, + "structural_overlay_pass": false, + "structural_overlay_score": 94.583507, + "structural_overlay_rr": 0.977717, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.148607, + "primary_prob": 22.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 3.22291, + "raw_level_count": 183, + "gate_level_count": 183, + "range_504_log": 3.016198, + "range_504_ratio": 20.413534, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.024205, + "hold30_r": -1.0 + }, + { + "symbol": "NEM", + "date": "2025-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.908142, + "strategy_rank": 80.271399, + "production_rank": 82.150313, + "structural_overlay_pass": false, + "structural_overlay_score": 78.042797, + "structural_overlay_rr": 0.674696, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.966296, + "primary_prob": 20.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 4.449444, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.691106, + "range_504_ratio": 1.995921, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.931598, + "hold30_r": 2.487231 + }, + { + "symbol": "NI", + "date": "2025-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.979123, + "strategy_rank": 65.177453, + "production_rank": 73.444676, + "structural_overlay_pass": false, + "structural_overlay_score": 69.772443, + "structural_overlay_rr": 1.132342, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.860237, + "primary_prob": 53.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.290355, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.594979, + "range_504_ratio": 1.812992, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.808528, + "hold30_r": 0.951321 + }, + { + "symbol": "NVDA", + "date": "2025-05-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.14405, + "strategy_rank": 90.240084, + "production_rank": 89.874739, + "structural_overlay_pass": false, + "structural_overlay_score": 85.381002, + "structural_overlay_rr": 1.744657, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.065139, + "primary_prob": 36.85, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 66.0, + "primary_rejection_count": 39, + "primary_distance_atr": 3.097708, + "raw_level_count": 183, + "gate_level_count": 183, + "range_504_log": 1.943871, + "range_504_ratio": 6.98574, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.034535, + "hold30_r": 3.895151 + }, + { + "symbol": "ORLY", + "date": "2025-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.022965, + "strategy_rank": 64.968685, + "production_rank": 73.653445, + "structural_overlay_pass": false, + "structural_overlay_score": 69.970772, + "structural_overlay_rr": 1.787787, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.960465, + "primary_prob": 38.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.440697, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 0.527978, + "range_504_ratio": 1.695501, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.908843, + "hold30_r": -0.424831 + }, + { + "symbol": "PGR", + "date": "2025-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.265136, + "strategy_rank": 69.415449, + "production_rank": 75.365344, + "structural_overlay_pass": false, + "structural_overlay_score": 71.597077, + "structural_overlay_rr": 1.221166, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.221166, + "primary_prob": 23.43, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.831749, + "raw_level_count": 93, + "gate_level_count": 93, + "range_504_log": 0.966921, + "range_504_ratio": 2.629836, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.053726, + "hold30_r": -1.0 + }, + { + "symbol": "PM", + "date": "2025-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.868476, + "strategy_rank": 76.200418, + "production_rank": 83.08977, + "structural_overlay_pass": false, + "structural_overlay_score": 78.935282, + "structural_overlay_rr": 1.192163, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.589812, + "primary_prob": 16.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.384718, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.704716, + "range_504_ratio": 2.023272, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.533572, + "hold30_r": 2.519747 + }, + { + "symbol": "PODD", + "date": "2025-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.780793, + "strategy_rank": 91.210856, + "production_rank": 92.400835, + "structural_overlay_pass": false, + "structural_overlay_score": 87.780793, + "structural_overlay_rr": 0.737431, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.985666, + "primary_prob": 44.84, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.478499, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.969228, + "range_504_ratio": 2.635908, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.032446, + "hold30_r": -1.0 + }, + { + "symbol": "PPL", + "date": "2025-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.628392, + "strategy_rank": 57.797495, + "production_rank": 65.741127, + "structural_overlay_pass": false, + "structural_overlay_score": 62.454071, + "structural_overlay_rr": 1.940264, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.662479, + "primary_prob": 21.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.493718, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.502684, + "range_504_ratio": 1.653153, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.063638, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2025-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.319415, + "strategy_rank": 91.628392, + "production_rank": 92.192067, + "structural_overlay_pass": false, + "structural_overlay_score": 87.582463, + "structural_overlay_rr": 1.58906, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.58906, + "primary_prob": 32.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.38359, + "raw_level_count": 148, + "gate_level_count": 148, + "range_504_log": 1.321255, + "range_504_ratio": 3.748123, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.556238, + "hold30_r": 2.85692 + }, + { + "symbol": "RL", + "date": "2025-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.150313, + "strategy_rank": 83.434238, + "production_rank": 83.006263, + "structural_overlay_pass": false, + "structural_overlay_score": 78.85595, + "structural_overlay_rr": 1.538771, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.517859, + "primary_prob": 32.31, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.276789, + "raw_level_count": 91, + "gate_level_count": 91, + "range_504_log": 1.03119, + "range_504_ratio": 2.804401, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.032489, + "hold30_r": 0.636254 + }, + { + "symbol": "RSG", + "date": "2025-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.430063, + "strategy_rank": 60.751566, + "production_rank": 69.311065, + "structural_overlay_pass": false, + "structural_overlay_score": 65.845511, + "structural_overlay_rr": 0.763596, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.103396, + "primary_prob": 29.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.655094, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.593379, + "range_504_ratio": 1.810095, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.039597, + "hold30_r": 0.319706 + }, + { + "symbol": "RTX", + "date": "2025-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.672234, + "strategy_rank": 70.584551, + "production_rank": 74.613779, + "structural_overlay_pass": false, + "structural_overlay_score": 70.88309, + "structural_overlay_rr": 1.011695, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.024318, + "primary_prob": 30.29, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 9.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.536476, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.686268, + "range_504_ratio": 1.986288, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.973842, + "hold30_r": 2.091549 + }, + { + "symbol": "SATS", + "date": "2025-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.912317, + "strategy_rank": 95.876827, + "production_rank": 96.555324, + "structural_overlay_pass": false, + "structural_overlay_score": 91.727557, + "structural_overlay_rr": 2.070386, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.663704, + "primary_prob": 34.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 97, + "primary_distance_atr": 2.495555, + "raw_level_count": 86, + "gate_level_count": 86, + "range_504_log": 1.22618, + "range_504_ratio": 3.408185, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.017332, + "hold30_r": -1.0 + }, + { + "symbol": "SBUX", + "date": "2025-05-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.375783, + "strategy_rank": 76.837161, + "production_rank": 78.016701, + "structural_overlay_pass": false, + "structural_overlay_score": 74.115866, + "structural_overlay_rr": 3.329787, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 12, + "rr": 2.738132, + "primary_prob": 37.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 135, + "primary_distance_atr": 4.107199, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.495701, + "range_504_ratio": 1.641649, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.033023, + "hold30_r": 1.046545 + }, + { + "symbol": "T", + "date": "2025-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.077244, + "strategy_rank": 74.34238, + "production_rank": 81.920668, + "structural_overlay_pass": false, + "structural_overlay_score": 77.824635, + "structural_overlay_rr": 0.808511, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.838235, + "primary_prob": 54.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.257352, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.770839, + "range_504_ratio": 2.161579, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.789429, + "hold30_r": 0.822153 + }, + { + "symbol": "TKO", + "date": "2025-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.615866, + "strategy_rank": 85.031315, + "production_rank": 88.559499, + "structural_overlay_pass": false, + "structural_overlay_score": 84.131524, + "structural_overlay_rr": 2.249535, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.822536, + "primary_prob": 27.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.733804, + "raw_level_count": 109, + "gate_level_count": 109, + "range_504_log": 0.90658, + "range_504_ratio": 2.475842, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.78398, + "hold30_r": 1.721344 + }, + { + "symbol": "TMUS", + "date": "2025-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.494781, + "strategy_rank": 81.962422, + "production_rank": 87.139875, + "structural_overlay_pass": false, + "structural_overlay_score": 82.782881, + "structural_overlay_rr": 2.103655, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.138324, + "primary_prob": 24.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 83.0, + "primary_rejection_count": 30, + "primary_distance_atr": 3.207485, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.794502, + "range_504_ratio": 2.213338, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.044483, + "hold30_r": -1.0 + }, + { + "symbol": "TPL", + "date": "2025-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.164927, + "strategy_rank": 97.379958, + "production_rank": 97.974948, + "structural_overlay_pass": true, + "structural_overlay_score": 98.0762, + "structural_overlay_rr": 2.910472, + "structural_overlay_sources": [ + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.715871, + "primary_prob": 63.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.073806, + "raw_level_count": 126, + "gate_level_count": 126, + "range_504_log": 1.433072, + "range_504_ratio": 4.191556, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.687909, + "hold30_r": -1.0 + }, + { + "symbol": "TPR", + "date": "2025-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.538622, + "strategy_rank": 94.029228, + "production_rank": 95.532359, + "structural_overlay_pass": false, + "structural_overlay_score": 90.755741, + "structural_overlay_rr": 1.587066, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.310254, + "primary_prob": 36.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.965381, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 1.251498, + "range_504_ratio": 3.495575, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.130092, + "hold30_r": -1.097115 + }, + { + "symbol": "TRGP", + "date": "2025-05-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.363257, + "strategy_rank": 89.070981, + "production_rank": 90.835073, + "structural_overlay_pass": true, + "structural_overlay_score": 91.293319, + "structural_overlay_rr": 2.013808, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.362374, + "primary_prob": 40.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 3.543561, + "raw_level_count": 128, + "gate_level_count": 128, + "range_504_log": 1.176855, + "range_504_ratio": 3.244154, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.029157, + "hold30_r": 0.377208 + }, + { + "symbol": "TSLA", + "date": "2025-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.329854, + "strategy_rank": 97.954071, + "production_rank": 98.079332, + "structural_overlay_pass": true, + "structural_overlay_score": 98.175365, + "structural_overlay_rr": 2.103988, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.80798, + "primary_prob": 44.9, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 89.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.71197, + "raw_level_count": 101, + "gate_level_count": 101, + "range_504_log": 1.258369, + "range_504_ratio": 3.519677, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.784466, + "hold30_r": -1.0 + }, + { + "symbol": "UAL", + "date": "2025-05-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.221294, + "strategy_rank": 88.569937, + "production_rank": 87.787056, + "structural_overlay_pass": false, + "structural_overlay_score": 83.397704, + "structural_overlay_rr": 1.920986, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.451227, + "primary_prob": 31.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 62.0, + "primary_rejection_count": 27, + "primary_distance_atr": 3.676841, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 1.236686, + "range_504_ratio": 3.444181, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.022953, + "hold30_r": -1.0 + }, + { + "symbol": "UNH", + "date": "2025-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.359081, + "strategy_rank": 82.108559, + "production_rank": 82.192067, + "structural_overlay_pass": false, + "structural_overlay_score": 78.082463, + "structural_overlay_rr": 1.627599, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 10, + "rr": 1.627599, + "primary_prob": 34.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.441399, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.51507, + "range_504_ratio": 1.673756, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.856765, + "hold30_r": -1.824633 + }, + { + "symbol": "VST", + "date": "2025-05-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 95.824635, + "strategy_rank": 96.670146, + "production_rank": 96.388309, + "structural_overlay_pass": false, + "structural_overlay_score": 91.568894, + "structural_overlay_rr": 1.575043, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.151812, + "primary_prob": 25.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 12, + "primary_distance_atr": 3.227718, + "raw_level_count": 137, + "gate_level_count": 137, + "range_504_log": 2.139028, + "range_504_ratio": 8.491183, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.128723, + "hold30_r": 3.179119 + }, + { + "symbol": "VTR", + "date": "2025-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.693111, + "strategy_rank": 71.931106, + "production_rank": 78.851775, + "structural_overlay_pass": false, + "structural_overlay_score": 74.909186, + "structural_overlay_rr": 1.928758, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.967131, + "primary_prob": 50.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.450697, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.59575, + "range_504_ratio": 1.814391, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.050849, + "hold30_r": -1.0 + }, + { + "symbol": "WEC", + "date": "2025-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.237996, + "strategy_rank": 59.154489, + "production_rank": 67.515658, + "structural_overlay_pass": false, + "structural_overlay_score": 64.139875, + "structural_overlay_rr": 1.752736, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.72374, + "primary_prob": 20.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.58561, + "raw_level_count": 22, + "gate_level_count": 22, + "range_504_log": 0.390363, + "range_504_ratio": 1.477518, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.066603, + "hold30_r": -1.0 + }, + { + "symbol": "WELL", + "date": "2025-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.94572, + "strategy_rank": 69.676409, + "production_rank": 77.76618, + "structural_overlay_pass": false, + "structural_overlay_score": 73.877871, + "structural_overlay_rr": 1.332504, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.470946, + "primary_prob": 20.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.206419, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.782897, + "range_504_ratio": 2.187802, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.418443, + "hold30_r": 1.406051 + }, + { + "symbol": "WMB", + "date": "2025-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.110647, + "strategy_rank": 77.578288, + "production_rank": 82.755741, + "structural_overlay_pass": false, + "structural_overlay_score": 78.617954, + "structural_overlay_rr": 1.518618, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.518618, + "primary_prob": 18.7, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 9.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.277927, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.779915, + "range_504_ratio": 2.181288, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.038732, + "hold30_r": 1.206759 + }, + { + "symbol": "WMT", + "date": "2025-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.450939, + "strategy_rank": 77.693111, + "production_rank": 83.94572, + "structural_overlay_pass": false, + "structural_overlay_score": 79.748434, + "structural_overlay_rr": 1.888726, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.850817, + "primary_prob": 36.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.276226, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.778554, + "range_504_ratio": 2.17832, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.057464, + "hold30_r": -1.0 + }, + { + "symbol": "WRB", + "date": "2025-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.204593, + "strategy_rank": 66.91023, + "production_rank": 74.008351, + "structural_overlay_pass": false, + "structural_overlay_score": 70.307933, + "structural_overlay_rr": 1.632781, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.193727, + "primary_prob": 39.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.79059, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.724803, + "range_504_ratio": 2.064324, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.137322, + "hold30_r": -0.156247 + }, + { + "symbol": "WTW", + "date": "2025-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.759916, + "strategy_rank": 62.338205, + "production_rank": 69.812109, + "structural_overlay_pass": false, + "structural_overlay_score": 66.321503, + "structural_overlay_rr": 2.444082, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.458524, + "primary_prob": 38.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.187785, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.566563, + "range_504_ratio": 1.7622, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.053033, + "hold30_r": -1.0 + }, + { + "symbol": "XEL", + "date": "2025-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.968685, + "strategy_rank": 61.169102, + "production_rank": 69.102296, + "structural_overlay_pass": false, + "structural_overlay_score": 65.647182, + "structural_overlay_rr": 1.107865, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.497005, + "primary_prob": 24.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 75, + "primary_distance_atr": 3.745508, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.449914, + "range_504_ratio": 1.568177, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.053239, + "hold30_r": -1.0 + }, + { + "symbol": "HOOD", + "date": "2025-05-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.373695, + "strategy_rank": 99.279749, + "production_rank": 99.311065, + "structural_overlay_pass": false, + "structural_overlay_score": 94.345511, + "structural_overlay_rr": 0.969321, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.798739, + "primary_prob": 27.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.698108, + "raw_level_count": 148, + "gate_level_count": 148, + "range_504_log": 2.135221, + "range_504_ratio": 8.458913, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.77549, + "hold30_r": 5.753811 + }, + { + "symbol": "ABT", + "date": "2025-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.482124, + "strategy_rank": 61.950163, + "production_rank": 69.79415, + "structural_overlay_pass": false, + "structural_overlay_score": 66.304442, + "structural_overlay_rr": 0.853075, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.813736, + "primary_prob": 57.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.220604, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.454209, + "range_504_ratio": 1.574927, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.060355, + "hold30_r": -1.0 + }, + { + "symbol": "ADSK", + "date": "2025-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.823402, + "strategy_rank": 69.317443, + "production_rank": 73.152763, + "structural_overlay_pass": false, + "structural_overlay_score": 69.495125, + "structural_overlay_rr": 2.031568, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.953431, + "primary_prob": 41.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 84.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.930146, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.53125, + "range_504_ratio": 1.701057, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.060148, + "hold30_r": 1.467614 + }, + { + "symbol": "AEE", + "date": "2025-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.840737, + "strategy_rank": 63.098592, + "production_rank": 71.679307, + "structural_overlay_pass": false, + "structural_overlay_score": 68.095341, + "structural_overlay_rr": 1.762523, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.992922, + "primary_prob": 46.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.489384, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.440212, + "range_504_ratio": 1.553036, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.105593, + "hold30_r": -1.037587 + }, + { + "symbol": "AFL", + "date": "2025-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.748646, + "strategy_rank": 63.75948, + "production_rank": 70.422535, + "structural_overlay_pass": false, + "structural_overlay_score": 66.901408, + "structural_overlay_rr": 0.710084, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.408287, + "primary_prob": 39.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.112431, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.588904, + "range_504_ratio": 1.802013, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.06153, + "hold30_r": -1.0 + }, + { + "symbol": "AON", + "date": "2025-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.565547, + "strategy_rank": 63.098592, + "production_rank": 70.92091, + "structural_overlay_pass": false, + "structural_overlay_score": 67.374865, + "structural_overlay_rr": 2.123924, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.887824, + "primary_prob": 45.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.831736, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.432164, + "range_504_ratio": 1.540588, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.057282, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2025-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.674973, + "strategy_rank": 99.609967, + "production_rank": 99.631636, + "structural_overlay_pass": false, + "structural_overlay_score": 94.650054, + "structural_overlay_rr": 0.741143, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.71991, + "primary_prob": 54.66, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 3.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.079865, + "raw_level_count": 186, + "gate_level_count": 186, + "range_504_log": 3.217496, + "range_504_ratio": 24.965534, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.699373, + "hold30_r": -1.0 + }, + { + "symbol": "ATO", + "date": "2025-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.35753, + "strategy_rank": 63.672806, + "production_rank": 72.567714, + "structural_overlay_pass": false, + "structural_overlay_score": 68.939328, + "structural_overlay_rr": 1.457163, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.058969, + "primary_prob": 42.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.588454, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.505564, + "range_504_ratio": 1.657921, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.062414, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2025-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.982665, + "strategy_rank": 93.250271, + "production_rank": 92.827736, + "structural_overlay_pass": false, + "structural_overlay_score": 88.186349, + "structural_overlay_rr": 1.51676, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.864428, + "primary_prob": 49.4, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 4.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.296642, + "raw_level_count": 110, + "gate_level_count": 110, + "range_504_log": 1.372103, + "range_504_ratio": 3.943636, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.828571, + "hold30_r": 3.052705 + }, + { + "symbol": "BKR", + "date": "2025-05-19", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.340195, + "strategy_rank": 78.569881, + "production_rank": 79.826652, + "structural_overlay_pass": false, + "structural_overlay_score": 75.83532, + "structural_overlay_rr": 0.805879, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.61815, + "primary_prob": 23.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 3.927225, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.605596, + "range_504_ratio": 1.832344, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.041425, + "hold30_r": -1.0 + }, + { + "symbol": "BRK-B", + "date": "2025-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.507042, + "strategy_rank": 61.365114, + "production_rank": 69.07909, + "structural_overlay_pass": false, + "structural_overlay_score": 65.625135, + "structural_overlay_rr": 1.564234, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.589028, + "primary_prob": 22.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.383542, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.534256, + "range_504_ratio": 1.706179, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.063632, + "hold30_r": -1.0 + }, + { + "symbol": "BRO", + "date": "2025-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.382449, + "strategy_rank": 65.850488, + "production_rank": 73.694475, + "structural_overlay_pass": false, + "structural_overlay_score": 70.009751, + "structural_overlay_rr": 1.705726, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.492916, + "primary_prob": 27.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.239373, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.711253, + "range_504_ratio": 2.036542, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.056776, + "hold30_r": -1.0 + }, + { + "symbol": "CBOE", + "date": "2025-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.073673, + "strategy_rank": 63.336945, + "production_rank": 70.249187, + "structural_overlay_pass": false, + "structural_overlay_score": 66.736728, + "structural_overlay_rr": 1.163026, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.892536, + "primary_prob": 48.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.338804, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.589368, + "range_504_ratio": 1.802849, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.844301, + "hold30_r": 0.74584 + }, + { + "symbol": "CBRE", + "date": "2025-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.299025, + "strategy_rank": 76.403034, + "production_rank": 80.368364, + "structural_overlay_pass": false, + "structural_overlay_score": 76.349946, + "structural_overlay_rr": 2.183772, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.697692, + "primary_prob": 44.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 78.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.546538, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.826843, + "range_504_ratio": 2.28609, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.04777, + "hold30_r": -1.0 + }, + { + "symbol": "CCL", + "date": "2025-05-19", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.165764, + "strategy_rank": 89.068256, + "production_rank": 89.100758, + "structural_overlay_pass": false, + "structural_overlay_score": 84.64572, + "structural_overlay_rr": 1.712973, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.213689, + "primary_prob": 35.94, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 70.0, + "primary_rejection_count": 31, + "primary_distance_atr": 3.320533, + "raw_level_count": 107, + "gate_level_count": 107, + "range_504_log": 1.048033, + "range_504_ratio": 2.852036, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.035223, + "hold30_r": -1.0 + }, + { + "symbol": "CHTR", + "date": "2025-05-19", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.624052, + "strategy_rank": 82.318527, + "production_rank": 84.420368, + "structural_overlay_pass": false, + "structural_overlay_score": 80.19935, + "structural_overlay_rr": 1.921418, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.534289, + "primary_prob": 38.8, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 3.801433, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 0.663353, + "range_504_ratio": 1.941291, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.041697, + "hold30_r": -1.0 + }, + { + "symbol": "CIEN", + "date": "2025-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.332611, + "strategy_rank": 92.4052, + "production_rank": 92.047671, + "structural_overlay_pass": false, + "structural_overlay_score": 87.445287, + "structural_overlay_rr": 1.711175, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.711175, + "primary_prob": 31.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.566763, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.932089, + "range_504_ratio": 2.53981, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.035445, + "hold30_r": -1.0 + }, + { + "symbol": "CNP", + "date": "2025-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.832069, + "strategy_rank": 59.447454, + "production_rank": 67.908992, + "structural_overlay_pass": false, + "structural_overlay_score": 64.513543, + "structural_overlay_rr": 1.476992, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.138496, + "primary_prob": 41.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.707744, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.436209, + "range_504_ratio": 1.546832, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.067627, + "hold30_r": -1.0 + }, + { + "symbol": "COHR", + "date": "2025-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.606717, + "strategy_rank": 85.937161, + "production_rank": 84.160347, + "structural_overlay_pass": true, + "structural_overlay_score": 84.952329, + "structural_overlay_rr": 2.543334, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.613769, + "primary_prob": 40.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.420653, + "raw_level_count": 113, + "gate_level_count": 113, + "range_504_log": 1.416318, + "range_504_ratio": 4.121916, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.58825, + "hold30_r": 1.443405 + }, + { + "symbol": "COR", + "date": "2025-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.865655, + "strategy_rank": 63.293608, + "production_rank": 71.48429, + "structural_overlay_pass": false, + "structural_overlay_score": 67.910076, + "structural_overlay_rr": 1.587132, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.098262, + "primary_prob": 41.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.647393, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 0.638456, + "range_504_ratio": 1.893555, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.054612, + "hold30_r": -1.0 + }, + { + "symbol": "COST", + "date": "2025-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.023835, + "strategy_rank": 64.929577, + "production_rank": 71.960997, + "structural_overlay_pass": false, + "structural_overlay_score": 68.362947, + "structural_overlay_rr": 0.823734, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.825933, + "primary_prob": 54.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.2389, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.816088, + "range_504_ratio": 2.261636, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.767825, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2025-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.699892, + "strategy_rank": 98.732394, + "production_rank": 98.72156, + "structural_overlay_pass": false, + "structural_overlay_score": 93.785482, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.685761, + "primary_prob": 31.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.528641, + "raw_level_count": 191, + "gate_level_count": 191, + "range_504_log": 3.420295, + "range_504_ratio": 30.578431, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.660004, + "hold30_r": 1.611916 + }, + { + "symbol": "CVS", + "date": "2025-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.265439, + "strategy_rank": 81.625135, + "production_rank": 82.83857, + "structural_overlay_pass": false, + "structural_overlay_score": 78.696641, + "structural_overlay_rr": 2.275571, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.85523, + "primary_prob": 31.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 81, + "primary_distance_atr": 2.782845, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.647709, + "range_504_ratio": 1.911157, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.817913, + "hold30_r": 1.135334 + }, + { + "symbol": "DASH", + "date": "2025-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.508126, + "strategy_rank": 92.340195, + "production_rank": 94.062839, + "structural_overlay_pass": false, + "structural_overlay_score": 89.359697, + "structural_overlay_rr": 1.095294, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.948308, + "primary_prob": 27.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.922462, + "raw_level_count": 146, + "gate_level_count": 146, + "range_504_log": 1.231344, + "range_504_ratio": 3.425832, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.914409, + "hold30_r": 3.07001 + }, + { + "symbol": "EBAY", + "date": "2025-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.215601, + "strategy_rank": 74.60455, + "production_rank": 78.808234, + "structural_overlay_pass": false, + "structural_overlay_score": 74.867822, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.345674, + "primary_prob": 44.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.018511, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.667947, + "range_504_ratio": 1.950229, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.298129, + "hold30_r": 1.099514 + }, + { + "symbol": "ETR", + "date": "2025-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.666306, + "strategy_rank": 71.776815, + "production_rank": 79.739978, + "structural_overlay_pass": false, + "structural_overlay_score": 75.752979, + "structural_overlay_rr": 1.232326, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.204734, + "primary_prob": 42.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.807101, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.707788, + "range_504_ratio": 2.029497, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.058654, + "hold30_r": -0.597068 + }, + { + "symbol": "EVRG", + "date": "2025-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.881907, + "strategy_rank": 58.017335, + "production_rank": 66.305525, + "structural_overlay_pass": false, + "structural_overlay_score": 62.990249, + "structural_overlay_rr": 1.519408, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.149805, + "primary_prob": 45.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 100, + "primary_distance_atr": 1.724708, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.405234, + "range_504_ratio": 1.499654, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.065751, + "hold30_r": -1.0 + }, + { + "symbol": "EXC", + "date": "2025-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.098592, + "strategy_rank": 59.826652, + "production_rank": 67.583965, + "structural_overlay_pass": false, + "structural_overlay_score": 64.204767, + "structural_overlay_rr": 0.831847, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.821843, + "primary_prob": 31.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.732764, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.366582, + "range_504_ratio": 1.442795, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.056752, + "hold30_r": -1.0 + }, + { + "symbol": "EXPE", + "date": "2025-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.607801, + "strategy_rank": 91.982665, + "production_rank": 92.524377, + "structural_overlay_pass": false, + "structural_overlay_score": 87.898158, + "structural_overlay_rr": 1.717325, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.628529, + "primary_prob": 49.94, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 74, + "primary_distance_atr": 2.442793, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.815321, + "range_504_ratio": 2.2599, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.030995, + "hold30_r": 0.516934 + }, + { + "symbol": "FFIV", + "date": "2025-05-19", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 96.099675, + "strategy_rank": 81.798483, + "production_rank": 86.565547, + "structural_overlay_pass": false, + "structural_overlay_score": 82.23727, + "structural_overlay_rr": 2.163094, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.044528, + "primary_prob": 27.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 12, + "primary_distance_atr": 3.066792, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 0.822434, + "range_504_ratio": 2.276032, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.051978, + "hold30_r": 0.947872 + }, + { + "symbol": "FICO", + "date": "2025-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.04117, + "strategy_rank": 83.185265, + "production_rank": 86.8039, + "structural_overlay_pass": true, + "structural_overlay_score": 87.463705, + "structural_overlay_rr": 2.12003, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.58613, + "primary_prob": 32.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.379195, + "raw_level_count": 135, + "gate_level_count": 135, + "range_504_log": 1.170283, + "range_504_ratio": 3.222906, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.048278, + "hold30_r": -1.0 + }, + { + "symbol": "FISV", + "date": "2025-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.549296, + "strategy_rank": 88.656555, + "production_rank": 89.620802, + "structural_overlay_pass": false, + "structural_overlay_score": 85.139762, + "structural_overlay_rr": 1.570568, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.91025, + "primary_prob": 20.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 4.365374, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.782344, + "range_504_ratio": 2.186592, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.027781, + "hold30_r": -1.0 + }, + { + "symbol": "FOX", + "date": "2025-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.449621, + "strategy_rank": 79.295775, + "production_rank": 84.68039, + "structural_overlay_pass": false, + "structural_overlay_score": 80.446371, + "structural_overlay_rr": 1.536355, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.245134, + "primary_prob": 39.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.867701, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.756377, + "range_504_ratio": 2.130544, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.049482, + "hold30_r": -1.0 + }, + { + "symbol": "FTNT", + "date": "2025-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.15818, + "strategy_rank": 89.707476, + "production_rank": 92.524377, + "structural_overlay_pass": false, + "structural_overlay_score": 87.898158, + "structural_overlay_rr": 1.773855, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.813331, + "primary_prob": 54.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.219997, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.956452, + "range_504_ratio": 2.602448, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.036904, + "hold30_r": -1.0 + }, + { + "symbol": "GDDY", + "date": "2025-05-19", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.998917, + "strategy_rank": 78.840737, + "production_rank": 81.56013, + "structural_overlay_pass": false, + "structural_overlay_score": 77.482124, + "structural_overlay_rr": 1.626272, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.043438, + "primary_prob": 30.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 26, + "primary_distance_atr": 3.065156, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 1.138567, + "range_504_ratio": 3.12229, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.051582, + "hold30_r": -1.0 + }, + { + "symbol": "GILD", + "date": "2025-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.074756, + "strategy_rank": 77.80065, + "production_rank": 84.225352, + "structural_overlay_pass": false, + "structural_overlay_score": 80.014085, + "structural_overlay_rr": 1.51859, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.606856, + "primary_prob": 32.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.410284, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.658896, + "range_504_ratio": 1.932657, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.038593, + "hold30_r": 0.972453 + }, + { + "symbol": "GL", + "date": "2025-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.741062, + "strategy_rank": 73.726977, + "production_rank": 80.065005, + "structural_overlay_pass": true, + "structural_overlay_score": 81.061755, + "structural_overlay_rr": 2.275279, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.868467, + "primary_prob": 29.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.802701, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 1.233768, + "range_504_ratio": 3.434146, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.048149, + "hold30_r": -0.378228 + }, + { + "symbol": "GLW", + "date": "2025-05-19", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.12351, + "strategy_rank": 75.200433, + "production_rank": 77.508126, + "structural_overlay_pass": false, + "structural_overlay_score": 73.632719, + "structural_overlay_rr": 2.564103, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.537345, + "primary_prob": 20.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 9, + "primary_distance_atr": 3.806017, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.784093, + "range_504_ratio": 2.19042, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.048875, + "hold30_r": 2.330541 + }, + { + "symbol": "IBKR", + "date": "2025-05-19", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.416035, + "strategy_rank": 91.213434, + "production_rank": 91.614301, + "structural_overlay_pass": true, + "structural_overlay_score": 92.033586, + "structural_overlay_rr": 2.679763, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.295831, + "primary_prob": 23.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 9, + "primary_distance_atr": 3.443747, + "raw_level_count": 111, + "gate_level_count": 111, + "range_504_log": 1.181068, + "range_504_ratio": 3.257851, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.039941, + "hold30_r": -1.0 + }, + { + "symbol": "IP", + "date": "2025-05-19", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.256771, + "strategy_rank": 76.836403, + "production_rank": 78.309859, + "structural_overlay_pass": false, + "structural_overlay_score": 74.394366, + "structural_overlay_rr": 1.926248, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.023784, + "primary_prob": 44.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 3.035676, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.732858, + "range_504_ratio": 2.081021, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.153729, + "hold30_r": -1.117559 + }, + { + "symbol": "ISRG", + "date": "2025-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.290358, + "strategy_rank": 79.349946, + "production_rank": 80.99675, + "structural_overlay_pass": false, + "structural_overlay_score": 76.946912, + "structural_overlay_rr": 1.566574, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.873502, + "primary_prob": 27.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.810253, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 0.882572, + "range_504_ratio": 2.417108, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.174532, + "hold30_r": -1.126123 + }, + { + "symbol": "JBL", + "date": "2025-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.315276, + "strategy_rank": 80.747562, + "production_rank": 81.603467, + "structural_overlay_pass": false, + "structural_overlay_score": 77.523294, + "structural_overlay_rr": 0.96622, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.955497, + "primary_prob": 45.78, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.433245, + "raw_level_count": 98, + "gate_level_count": 98, + "range_504_log": 0.787382, + "range_504_ratio": 2.197636, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.912022, + "hold30_r": 7.068858 + }, + { + "symbol": "KMI", + "date": "2025-05-19", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.066089, + "strategy_rank": 76.197183, + "production_rank": 81.820152, + "structural_overlay_pass": false, + "structural_overlay_score": 77.729144, + "structural_overlay_rr": 0.808138, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.104627, + "primary_prob": 23.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 3.15694, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.683662, + "range_504_ratio": 1.98112, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.052501, + "hold30_r": 0.468757 + }, + { + "symbol": "KR", + "date": "2025-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.815818, + "strategy_rank": 68.916576, + "production_rank": 75.88299, + "structural_overlay_pass": false, + "structural_overlay_score": 72.088841, + "structural_overlay_rr": 1.809259, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.765565, + "primary_prob": 41.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.148347, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.559124, + "range_504_ratio": 1.749139, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.054364, + "hold30_r": -1.0 + }, + { + "symbol": "LITE", + "date": "2025-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.76598, + "strategy_rank": 93.488624, + "production_rank": 92.91441, + "structural_overlay_pass": false, + "structural_overlay_score": 88.268689, + "structural_overlay_rr": 1.824175, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.993883, + "primary_prob": 44.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 78, + "primary_distance_atr": 2.990825, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 1.079093, + "range_504_ratio": 2.942008, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.025539, + "hold30_r": -1.0 + }, + { + "symbol": "LYV", + "date": "2025-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.790899, + "strategy_rank": 78.634886, + "production_rank": 82.686891, + "structural_overlay_pass": false, + "structural_overlay_score": 78.552546, + "structural_overlay_rr": 1.466754, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.103945, + "primary_prob": 41.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.655918, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.723982, + "range_504_ratio": 2.062631, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.046036, + "hold30_r": -1.0 + }, + { + "symbol": "MMM", + "date": "2025-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.599133, + "strategy_rank": 77.930661, + "production_rank": 81.820152, + "structural_overlay_pass": false, + "structural_overlay_score": 77.729144, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.652974, + "primary_prob": 30.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.479461, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.605395, + "range_504_ratio": 1.831976, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.048801, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2025-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.458288, + "strategy_rank": 99.523294, + "production_rank": 99.501625, + "structural_overlay_pass": false, + "structural_overlay_score": 94.526544, + "structural_overlay_rr": 0.876036, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.972748, + "primary_prob": 25.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.959122, + "raw_level_count": 186, + "gate_level_count": 186, + "range_504_log": 3.016198, + "range_504_ratio": 20.413534, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.025743, + "hold30_r": -1.0 + }, + { + "symbol": "NEM", + "date": "2025-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.032503, + "strategy_rank": 82.459372, + "production_rank": 84.983749, + "structural_overlay_pass": false, + "structural_overlay_score": 80.734561, + "structural_overlay_rr": 1.557499, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.572662, + "primary_prob": 35.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 67, + "primary_distance_atr": 2.358993, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.691106, + "range_504_ratio": 1.995921, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.534338, + "hold30_r": 3.435107 + }, + { + "symbol": "NI", + "date": "2025-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.007584, + "strategy_rank": 65.297941, + "production_rank": 73.867822, + "structural_overlay_pass": false, + "structural_overlay_score": 70.174431, + "structural_overlay_rr": 1.051906, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.731436, + "primary_prob": 54.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.097155, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.594979, + "range_504_ratio": 1.812992, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.055072, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2025-05-19", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.55688, + "strategy_rank": 85.807151, + "production_rank": 84.723727, + "structural_overlay_pass": false, + "structural_overlay_score": 80.487541, + "structural_overlay_rr": 1.825331, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.272964, + "primary_prob": 22.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 3.409446, + "raw_level_count": 183, + "gate_level_count": 183, + "range_504_log": 1.916443, + "range_504_ratio": 6.79674, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.237626, + "hold30_r": 2.825566 + }, + { + "symbol": "ORLY", + "date": "2025-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.19935, + "strategy_rank": 65.839653, + "production_rank": 74.626219, + "structural_overlay_pass": false, + "structural_overlay_score": 70.894908, + "structural_overlay_rr": 0.808253, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.86558, + "primary_prob": 51.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.29837, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 0.527978, + "range_504_ratio": 1.695501, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.058543, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2025-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.891658, + "strategy_rank": 99.371614, + "production_rank": 99.544962, + "structural_overlay_pass": false, + "structural_overlay_score": 94.567714, + "structural_overlay_rr": 0.693647, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.693647, + "primary_prob": 55.35, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.040471, + "raw_level_count": 167, + "gate_level_count": 167, + "range_504_log": 2.65865, + "range_504_ratio": 14.277005, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.66917, + "hold30_r": 0.560924 + }, + { + "symbol": "PNW", + "date": "2025-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.906826, + "strategy_rank": 57.464789, + "production_rank": 65.612134, + "structural_overlay_pass": false, + "structural_overlay_score": 62.331528, + "structural_overlay_rr": 1.179688, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.23706, + "primary_prob": 28.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.855591, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.392084, + "range_504_ratio": 1.480061, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.066993, + "hold30_r": -1.0 + }, + { + "symbol": "PPL", + "date": "2025-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.473456, + "strategy_rank": 57.713976, + "production_rank": 65.633803, + "structural_overlay_pass": false, + "structural_overlay_score": 62.352113, + "structural_overlay_rr": 1.548737, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.266825, + "primary_prob": 29.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.900238, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.502684, + "range_504_ratio": 1.653153, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.065424, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2025-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.582882, + "strategy_rank": 92.4052, + "production_rank": 93.131094, + "structural_overlay_pass": false, + "structural_overlay_score": 88.47454, + "structural_overlay_rr": 0.90252, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.79337, + "primary_prob": 27.51, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.690054, + "raw_level_count": 148, + "gate_level_count": 148, + "range_504_log": 1.298585, + "range_504_ratio": 3.66411, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.039529, + "hold30_r": -1.0 + }, + { + "symbol": "RL", + "date": "2025-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.08234, + "strategy_rank": 87.139762, + "production_rank": 87.453954, + "structural_overlay_pass": false, + "structural_overlay_score": 83.081257, + "structural_overlay_rr": 0.828101, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.804492, + "primary_prob": 51.15, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.206738, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 1.03119, + "range_504_ratio": 2.804401, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.038664, + "hold30_r": -1.0 + }, + { + "symbol": "SATS", + "date": "2025-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.824485, + "strategy_rank": 92.946912, + "production_rank": 93.239437, + "structural_overlay_pass": false, + "structural_overlay_score": 88.577465, + "structural_overlay_rr": 1.523358, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.702627, + "primary_prob": 33.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 98, + "primary_distance_atr": 2.553941, + "raw_level_count": 86, + "gate_level_count": 86, + "range_504_log": 1.22618, + "range_504_ratio": 3.408185, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.500109, + "hold30_r": -1.482712 + }, + { + "symbol": "T", + "date": "2025-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.291441, + "strategy_rank": 74.377031, + "production_rank": 82.015168, + "structural_overlay_pass": false, + "structural_overlay_score": 77.91441, + "structural_overlay_rr": 0.968546, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.931147, + "primary_prob": 48.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.39672, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.770839, + "range_504_ratio": 2.161579, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.877407, + "hold30_r": 0.278097 + }, + { + "symbol": "TKO", + "date": "2025-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.366197, + "strategy_rank": 83.640303, + "production_rank": 87.215601, + "structural_overlay_pass": false, + "structural_overlay_score": 82.854821, + "structural_overlay_rr": 2.063365, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.585208, + "primary_prob": 31.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.377813, + "raw_level_count": 110, + "gate_level_count": 110, + "range_504_log": 0.90658, + "range_504_ratio": 2.475842, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.044087, + "hold30_r": -1.0 + }, + { + "symbol": "TMUS", + "date": "2025-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.833153, + "strategy_rank": 81.744312, + "production_rank": 87.107259, + "structural_overlay_pass": false, + "structural_overlay_score": 82.751896, + "structural_overlay_rr": 1.930185, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.969525, + "primary_prob": 26.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 83.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.954287, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.794502, + "range_504_ratio": 2.213338, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.050176, + "hold30_r": -1.0 + }, + { + "symbol": "TPL", + "date": "2025-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.024919, + "strategy_rank": 97.074756, + "production_rank": 97.72481, + "structural_overlay_pass": true, + "structural_overlay_score": 97.83857, + "structural_overlay_rr": 2.228441, + "structural_overlay_sources": [ + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.862213, + "primary_prob": 26.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.79332, + "raw_level_count": 126, + "gate_level_count": 126, + "range_504_log": 1.433072, + "range_504_ratio": 4.191556, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.031626, + "hold30_r": -1.0 + }, + { + "symbol": "TPR", + "date": "2025-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.858072, + "strategy_rank": 92.76273, + "production_rank": 94.127844, + "structural_overlay_pass": false, + "structural_overlay_score": 89.421452, + "structural_overlay_rr": 1.910634, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.964805, + "primary_prob": 25.12, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.947207, + "raw_level_count": 86, + "gate_level_count": 86, + "range_504_log": 1.251498, + "range_504_ratio": 3.495575, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.24532, + "hold30_r": -1.20715 + }, + { + "symbol": "TRGP", + "date": "2025-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.424702, + "strategy_rank": 90.184182, + "production_rank": 92.264355, + "structural_overlay_pass": false, + "structural_overlay_score": 87.651138, + "structural_overlay_rr": 1.577066, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.920075, + "primary_prob": 20.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 4.380112, + "raw_level_count": 129, + "gate_level_count": 129, + "range_504_log": 1.176855, + "range_504_ratio": 3.244154, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.033747, + "hold30_r": 0.937827 + }, + { + "symbol": "TSLA", + "date": "2025-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.374865, + "strategy_rank": 97.919827, + "production_rank": 98.071506, + "structural_overlay_pass": true, + "structural_overlay_score": 98.167931, + "structural_overlay_rr": 2.506723, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.565207, + "primary_prob": 36.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.347811, + "raw_level_count": 101, + "gate_level_count": 101, + "range_504_log": 1.258369, + "range_504_ratio": 3.519677, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.026706, + "hold30_r": -1.0 + }, + { + "symbol": "UAL", + "date": "2025-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.574215, + "strategy_rank": 91.679307, + "production_rank": 91.310943, + "structural_overlay_pass": true, + "structural_overlay_score": 91.745395, + "structural_overlay_rr": 2.032652, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.512611, + "primary_prob": 34.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.268917, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 1.236686, + "range_504_ratio": 3.444181, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.024287, + "hold30_r": -1.0 + }, + { + "symbol": "VST", + "date": "2025-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.88299, + "strategy_rank": 96.695558, + "production_rank": 96.424702, + "structural_overlay_pass": false, + "structural_overlay_score": 91.603467, + "structural_overlay_rr": 1.535755, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.35314, + "primary_prob": 38.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.02971, + "raw_level_count": 138, + "gate_level_count": 138, + "range_504_log": 2.139028, + "range_504_ratio": 8.491183, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.32653, + "hold30_r": 2.511766 + }, + { + "symbol": "VTR", + "date": "2025-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.282774, + "strategy_rank": 72.058505, + "production_rank": 79.133261, + "structural_overlay_pass": false, + "structural_overlay_score": 75.176598, + "structural_overlay_rr": 2.043638, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.944827, + "primary_prob": 50.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.417241, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.59575, + "range_504_ratio": 1.814391, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.058443, + "hold30_r": -1.0 + }, + { + "symbol": "WEC", + "date": "2025-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.348862, + "strategy_rank": 60.704225, + "production_rank": 69.252438, + "structural_overlay_pass": false, + "structural_overlay_score": 65.789816, + "structural_overlay_rr": 1.014084, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.985979, + "primary_prob": 36.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.478969, + "raw_level_count": 22, + "gate_level_count": 22, + "range_504_log": 0.390363, + "range_504_ratio": 1.477518, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.067288, + "hold30_r": -1.0 + }, + { + "symbol": "WMB", + "date": "2025-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.124594, + "strategy_rank": 78.483207, + "production_rank": 84.030336, + "structural_overlay_pass": false, + "structural_overlay_score": 79.828819, + "structural_overlay_rr": 1.231152, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.231152, + "primary_prob": 39.79, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 9.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.846728, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.779915, + "range_504_ratio": 2.181288, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.1842, + "hold30_r": 0.240616 + }, + { + "symbol": "WMT", + "date": "2025-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.641387, + "strategy_rank": 77.562297, + "production_rank": 83.921993, + "structural_overlay_pass": false, + "structural_overlay_score": 79.725894, + "structural_overlay_rr": 1.928543, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.363556, + "primary_prob": 36.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.045333, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.778554, + "range_504_ratio": 2.17832, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.053624, + "hold30_r": -1.0 + }, + { + "symbol": "WTW", + "date": "2025-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.048754, + "strategy_rank": 62.296858, + "production_rank": 69.880823, + "structural_overlay_pass": false, + "structural_overlay_score": 66.386782, + "structural_overlay_rr": 1.595591, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.000019, + "primary_prob": 20.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 22, + "primary_distance_atr": 3.000028, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.566563, + "range_504_ratio": 1.7622, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.059231, + "hold30_r": -1.0 + }, + { + "symbol": "XEL", + "date": "2025-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.698808, + "strategy_rank": 61.516793, + "production_rank": 69.577465, + "structural_overlay_pass": false, + "structural_overlay_score": 66.098592, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.799735, + "primary_prob": 31.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.699602, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.449914, + "range_504_ratio": 1.568177, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.057136, + "hold30_r": -1.0 + }, + { + "symbol": "HOOD", + "date": "2025-05-23", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.241603, + "strategy_rank": 99.176598, + "production_rank": 99.198267, + "structural_overlay_pass": false, + "structural_overlay_score": 94.238353, + "structural_overlay_rr": 0.749515, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.422622, + "primary_prob": 20.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 3.633933, + "raw_level_count": 149, + "gate_level_count": 149, + "range_504_log": 2.135221, + "range_504_ratio": 8.458913, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.397235, + "hold30_r": 6.303564 + }, + { + "symbol": "ABT", + "date": "2025-05-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.442982, + "strategy_rank": 60.482456, + "production_rank": 68.135965, + "structural_overlay_pass": false, + "structural_overlay_score": 64.729167, + "structural_overlay_rr": 1.575273, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.53078, + "primary_prob": 23.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.29617, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.454209, + "range_504_ratio": 1.574927, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.064964, + "hold30_r": 0.161261 + }, + { + "symbol": "ADSK", + "date": "2025-05-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.921053, + "strategy_rank": 69.210526, + "production_rank": 73.114035, + "structural_overlay_pass": false, + "structural_overlay_score": 69.458333, + "structural_overlay_rr": 1.556261, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.568575, + "primary_prob": 25.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.852862, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.53125, + "range_504_ratio": 1.701057, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.060214, + "hold30_r": -1.0 + }, + { + "symbol": "AEE", + "date": "2025-05-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.350877, + "strategy_rank": 64.067982, + "production_rank": 72.828947, + "structural_overlay_pass": false, + "structural_overlay_score": 69.1875, + "structural_overlay_rr": 1.436649, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.871561, + "primary_prob": 12.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.807341, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.440212, + "range_504_ratio": 1.553036, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.070004, + "hold30_r": -1.0 + }, + { + "symbol": "AFL", + "date": "2025-05-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.017544, + "strategy_rank": 62.412281, + "production_rank": 68.947368, + "structural_overlay_pass": false, + "structural_overlay_score": 65.5, + "structural_overlay_rr": 1.765279, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.266302, + "primary_prob": 42.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 63, + "primary_distance_atr": 1.899453, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.588904, + "range_504_ratio": 1.802013, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.066683, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2025-05-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.671053, + "strategy_rank": 99.605263, + "production_rank": 99.627193, + "structural_overlay_pass": false, + "structural_overlay_score": 94.645833, + "structural_overlay_rr": 1.093983, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.606741, + "primary_prob": 30.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.410112, + "raw_level_count": 187, + "gate_level_count": 187, + "range_504_log": 3.217496, + "range_504_ratio": 24.965534, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.022693, + "hold30_r": -1.0 + }, + { + "symbol": "ATO", + "date": "2025-05-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.789474, + "strategy_rank": 63.914474, + "production_rank": 72.872807, + "structural_overlay_pass": false, + "structural_overlay_score": 69.229167, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.833552, + "primary_prob": 39.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.250328, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.505564, + "range_504_ratio": 1.657921, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.068474, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2025-05-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.614035, + "strategy_rank": 95.910088, + "production_rank": 95.811404, + "structural_overlay_pass": false, + "structural_overlay_score": 91.020833, + "structural_overlay_rr": 1.218681, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.948685, + "primary_prob": 47.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.423027, + "raw_level_count": 111, + "gate_level_count": 111, + "range_504_log": 1.315197, + "range_504_ratio": 3.725484, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.909118, + "hold30_r": 3.337069 + }, + { + "symbol": "AZO", + "date": "2025-05-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.157895, + "strategy_rank": 63.453947, + "production_rank": 71.688596, + "structural_overlay_pass": false, + "structural_overlay_score": 68.104167, + "structural_overlay_rr": 1.137742, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.184576, + "primary_prob": 27.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.776865, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.542032, + "range_504_ratio": 1.719498, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.057145, + "hold30_r": -1.0 + }, + { + "symbol": "BRK-B", + "date": "2025-05-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.635965, + "strategy_rank": 62.083333, + "production_rank": 69.934211, + "structural_overlay_pass": false, + "structural_overlay_score": 66.4375, + "structural_overlay_rr": 0.799877, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.838609, + "primary_prob": 46.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 62.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.257914, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.534256, + "range_504_ratio": 1.706179, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.0748, + "hold30_r": -1.0 + }, + { + "symbol": "BRO", + "date": "2025-05-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.649123, + "strategy_rank": 62.346491, + "production_rank": 69.780702, + "structural_overlay_pass": false, + "structural_overlay_score": 66.291667, + "structural_overlay_rr": 1.84731, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.614427, + "primary_prob": 24.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.421641, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.711253, + "range_504_ratio": 2.036542, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.062287, + "hold30_r": -1.0 + }, + { + "symbol": "CASY", + "date": "2025-05-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.254386, + "strategy_rank": 73.10307, + "production_rank": 78.486842, + "structural_overlay_pass": false, + "structural_overlay_score": 74.5625, + "structural_overlay_rr": 1.254781, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.225327, + "primary_prob": 25.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.837991, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 0.80431, + "range_504_ratio": 2.235153, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.171933, + "hold30_r": 4.540017 + }, + { + "symbol": "CBRE", + "date": "2025-05-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.473684, + "strategy_rank": 78.322368, + "production_rank": 82.039474, + "structural_overlay_pass": false, + "structural_overlay_score": 77.9375, + "structural_overlay_rr": 2.127666, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.140352, + "primary_prob": 27.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 98.0, + "primary_rejection_count": 29, + "primary_distance_atr": 3.210528, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.826843, + "range_504_ratio": 2.28609, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.096072, + "hold30_r": 3.091135 + }, + { + "symbol": "CCL", + "date": "2025-05-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.578947, + "strategy_rank": 84.144737, + "production_rank": 83.289474, + "structural_overlay_pass": false, + "structural_overlay_score": 79.125, + "structural_overlay_rr": 1.526242, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.020875, + "primary_prob": 38.2, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 70.0, + "primary_rejection_count": 31, + "primary_distance_atr": 3.031312, + "raw_level_count": 107, + "gate_level_count": 107, + "range_504_log": 1.017713, + "range_504_ratio": 2.766859, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.03494, + "hold30_r": -1.0 + }, + { + "symbol": "CHTR", + "date": "2025-05-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.872807, + "strategy_rank": 85.241228, + "production_rank": 87.785088, + "structural_overlay_pass": false, + "structural_overlay_score": 83.395833, + "structural_overlay_rr": 1.972017, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.369859, + "primary_prob": 40.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 3.554789, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 0.663353, + "range_504_ratio": 1.941291, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.046352, + "hold30_r": -1.0 + }, + { + "symbol": "CIEN", + "date": "2025-05-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.214912, + "strategy_rank": 93.070175, + "production_rank": 92.785088, + "structural_overlay_pass": false, + "structural_overlay_score": 88.145833, + "structural_overlay_rr": 1.50971, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.50971, + "primary_prob": 34.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.264566, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.932089, + "range_504_ratio": 2.53981, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.323868, + "hold30_r": -1.285377 + }, + { + "symbol": "CNP", + "date": "2025-05-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.29386, + "strategy_rank": 60.471491, + "production_rank": 69.078947, + "structural_overlay_pass": false, + "structural_overlay_score": 65.625, + "structural_overlay_rr": 1.549358, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.178496, + "primary_prob": 25.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.767744, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.436209, + "range_504_ratio": 1.546832, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.074231, + "hold30_r": -1.0 + }, + { + "symbol": "COF", + "date": "2025-05-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.938596, + "strategy_rank": 85.175439, + "production_rank": 86.096491, + "structural_overlay_pass": false, + "structural_overlay_score": 81.791667, + "structural_overlay_rr": 1.779809, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.273246, + "primary_prob": 26.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.909869, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 0.870346, + "range_504_ratio": 2.387737, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.233901, + "hold30_r": 2.938811 + }, + { + "symbol": "COHR", + "date": "2025-05-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 85.855263, + "strategy_rank": 89.671053, + "production_rank": 88.399123, + "structural_overlay_pass": false, + "structural_overlay_score": 83.979167, + "structural_overlay_rr": 1.562286, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.170188, + "primary_prob": 38.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 78.0, + "primary_rejection_count": 27, + "primary_distance_atr": 3.255282, + "raw_level_count": 113, + "gate_level_count": 113, + "range_504_log": 1.383833, + "range_504_ratio": 3.990165, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.027459, + "hold30_r": -1.0 + }, + { + "symbol": "COR", + "date": "2025-05-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.692982, + "strategy_rank": 64.298246, + "production_rank": 72.763158, + "structural_overlay_pass": false, + "structural_overlay_score": 69.125, + "structural_overlay_rr": 1.788661, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.212379, + "primary_prob": 23.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.818569, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 0.638456, + "range_504_ratio": 1.893555, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.064615, + "hold30_r": -1.0 + }, + { + "symbol": "COST", + "date": "2025-05-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.701754, + "strategy_rank": 60.66886, + "production_rank": 67.346491, + "structural_overlay_pass": false, + "structural_overlay_score": 63.979167, + "structural_overlay_rr": 1.520998, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.524734, + "primary_prob": 21.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.287101, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.816088, + "range_504_ratio": 2.261636, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.457194, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2025-05-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.903509, + "strategy_rank": 99.002193, + "production_rank": 98.969298, + "structural_overlay_pass": false, + "structural_overlay_score": 94.020833, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 2.294516, + "primary_prob": 22.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 3.441774, + "raw_level_count": 192, + "gate_level_count": 192, + "range_504_log": 3.379416, + "range_504_ratio": 29.35363, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.028604, + "hold30_r": -1.0 + }, + { + "symbol": "DASH", + "date": "2025-05-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.697368, + "strategy_rank": 92.796053, + "production_rank": 94.429825, + "structural_overlay_pass": false, + "structural_overlay_score": 89.708333, + "structural_overlay_rr": 0.884181, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.752993, + "primary_prob": 30.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.629489, + "raw_level_count": 146, + "gate_level_count": 146, + "range_504_log": 1.231344, + "range_504_ratio": 3.425832, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.718003, + "hold30_r": 2.847653 + }, + { + "symbol": "DGX", + "date": "2025-05-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.675439, + "strategy_rank": 61.22807, + "production_rank": 68.377193, + "structural_overlay_pass": false, + "structural_overlay_score": 64.958333, + "structural_overlay_rr": 1.031958, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.038693, + "primary_prob": 36.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.558039, + "raw_level_count": 25, + "gate_level_count": 25, + "range_504_log": 0.408832, + "range_504_ratio": 1.505059, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.977293, + "hold30_r": -0.394174 + }, + { + "symbol": "EBAY", + "date": "2025-05-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.5, + "strategy_rank": 74.703947, + "production_rank": 78.969298, + "structural_overlay_pass": false, + "structural_overlay_score": 75.020833, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.535804, + "primary_prob": 40.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.303706, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.674135, + "range_504_ratio": 1.962335, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.481401, + "hold30_r": 1.794901 + }, + { + "symbol": "ETR", + "date": "2025-05-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.052632, + "strategy_rank": 72.532895, + "production_rank": 80.372807, + "structural_overlay_pass": false, + "structural_overlay_score": 76.354167, + "structural_overlay_rr": 0.773976, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.277327, + "primary_prob": 26.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.915991, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.707788, + "range_504_ratio": 2.029497, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.058097, + "hold30_r": -0.231603 + }, + { + "symbol": "EVRG", + "date": "2025-05-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.223684, + "strategy_rank": 58.256579, + "production_rank": 66.578947, + "structural_overlay_pass": false, + "structural_overlay_score": 63.25, + "structural_overlay_rr": 1.078992, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.724459, + "primary_prob": 33.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 101, + "primary_distance_atr": 2.586689, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.405234, + "range_504_ratio": 1.499654, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.653904, + "hold30_r": 1.696495 + }, + { + "symbol": "EXC", + "date": "2025-05-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.662281, + "strategy_rank": 60.175439, + "production_rank": 68.004386, + "structural_overlay_pass": false, + "structural_overlay_score": 64.604167, + "structural_overlay_rr": 2.014045, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.374078, + "primary_prob": 25.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 3.561116, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.366582, + "range_504_ratio": 1.442795, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.06261, + "hold30_r": -1.0 + }, + { + "symbol": "EXPE", + "date": "2025-05-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.640351, + "strategy_rank": 92.160088, + "production_rank": 92.653509, + "structural_overlay_pass": false, + "structural_overlay_score": 88.020833, + "structural_overlay_rr": 1.92349, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.81317, + "primary_prob": 32.02, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 74, + "primary_distance_atr": 2.719754, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.814451, + "range_504_ratio": 2.257935, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.779726, + "hold30_r": 1.822291 + }, + { + "symbol": "FFIV", + "date": "2025-05-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 96.491228, + "strategy_rank": 81.91886, + "production_rank": 86.776316, + "structural_overlay_pass": false, + "structural_overlay_score": 82.4375, + "structural_overlay_rr": 2.314835, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.182513, + "primary_prob": 25.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 12, + "primary_distance_atr": 3.27377, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 0.792897, + "range_504_ratio": 2.20979, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.057954, + "hold30_r": 1.344759 + }, + { + "symbol": "FICO", + "date": "2025-05-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.653509, + "strategy_rank": 89.791667, + "production_rank": 90.745614, + "structural_overlay_pass": false, + "structural_overlay_score": 86.208333, + "structural_overlay_rr": 1.752949, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.76665, + "primary_prob": 32.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.649974, + "raw_level_count": 136, + "gate_level_count": 136, + "range_504_log": 1.170283, + "range_504_ratio": 3.222906, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.748011, + "hold30_r": 0.500542 + }, + { + "symbol": "FIX", + "date": "2025-05-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.951754, + "strategy_rank": 89.451754, + "production_rank": 88.618421, + "structural_overlay_pass": true, + "structural_overlay_score": 89.1875, + "structural_overlay_rr": 2.626152, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.155536, + "primary_prob": 22.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 3.233304, + "raw_level_count": 147, + "gate_level_count": 147, + "range_504_log": 1.342578, + "range_504_ratio": 3.828903, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.117869, + "hold30_r": 1.876737 + }, + { + "symbol": "FOX", + "date": "2025-05-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.394737, + "strategy_rank": 79.078947, + "production_rank": 84.517544, + "structural_overlay_pass": false, + "structural_overlay_score": 80.291667, + "structural_overlay_rr": 2.002471, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.676012, + "primary_prob": 30.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.514019, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.756377, + "range_504_ratio": 2.130544, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.054947, + "hold30_r": -1.0 + }, + { + "symbol": "FOXA", + "date": "2025-05-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.175439, + "strategy_rank": 78.695175, + "production_rank": 84.188596, + "structural_overlay_pass": false, + "structural_overlay_score": 79.979167, + "structural_overlay_rr": 0.817959, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.085896, + "primary_prob": 43.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.628844, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.730789, + "range_504_ratio": 2.076719, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.055797, + "hold30_r": -1.0 + }, + { + "symbol": "FTNT", + "date": "2025-05-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.916667, + "strategy_rank": 89.364035, + "production_rank": 92.214912, + "structural_overlay_pass": false, + "structural_overlay_score": 87.604167, + "structural_overlay_rr": 1.301745, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.94178, + "primary_prob": 34.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.41267, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.956452, + "range_504_ratio": 2.602448, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.042636, + "hold30_r": -1.0 + }, + { + "symbol": "GDDY", + "date": "2025-05-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.377193, + "strategy_rank": 79.660088, + "production_rank": 82.565789, + "structural_overlay_pass": false, + "structural_overlay_score": 78.4375, + "structural_overlay_rr": 1.383768, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.384794, + "primary_prob": 27.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.077191, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 1.138567, + "range_504_ratio": 3.12229, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.053799, + "hold30_r": -1.0 + }, + { + "symbol": "GILD", + "date": "2025-05-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.710526, + "strategy_rank": 77.039474, + "production_rank": 83.596491, + "structural_overlay_pass": false, + "structural_overlay_score": 79.416667, + "structural_overlay_rr": 1.711146, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.711146, + "primary_prob": 29.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.566719, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.658896, + "range_504_ratio": 1.932657, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.04498, + "hold30_r": 1.123584 + }, + { + "symbol": "GL", + "date": "2025-05-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.092105, + "strategy_rank": 73.980263, + "production_rank": 80.350877, + "structural_overlay_pass": false, + "structural_overlay_score": 76.333333, + "structural_overlay_rr": 2.105702, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.910971, + "primary_prob": 52.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 100, + "primary_distance_atr": 1.366457, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 1.233768, + "range_504_ratio": 3.434146, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.054505, + "hold30_r": -1.0 + }, + { + "symbol": "GRMN", + "date": "2025-05-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.320175, + "strategy_rank": 80.899123, + "production_rank": 82.039474, + "structural_overlay_pass": false, + "structural_overlay_score": 77.9375, + "structural_overlay_rr": 1.880251, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.810003, + "primary_prob": 30.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 92.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.715005, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 0.906099, + "range_504_ratio": 2.474651, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.050337, + "hold30_r": 1.505131 + }, + { + "symbol": "IBKR", + "date": "2025-05-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.22807, + "strategy_rank": 90.537281, + "production_rank": 90.767544, + "structural_overlay_pass": true, + "structural_overlay_score": 91.229167, + "structural_overlay_rr": 2.392648, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.984527, + "primary_prob": 26.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.97679, + "raw_level_count": 111, + "gate_level_count": 111, + "range_504_log": 1.181068, + "range_504_ratio": 3.257851, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.043497, + "hold30_r": -1.0 + }, + { + "symbol": "ISRG", + "date": "2025-05-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.416667, + "strategy_rank": 80.087719, + "production_rank": 81.864035, + "structural_overlay_pass": false, + "structural_overlay_score": 77.770833, + "structural_overlay_rr": 1.626286, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.571143, + "primary_prob": 40.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.356714, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 0.882572, + "range_504_ratio": 2.417108, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.05184, + "hold30_r": -1.0 + }, + { + "symbol": "JBL", + "date": "2025-05-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.100877, + "strategy_rank": 81.337719, + "production_rank": 82.258772, + "structural_overlay_pass": false, + "structural_overlay_score": 78.145833, + "structural_overlay_rr": 0.795542, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.784396, + "primary_prob": 51.71, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.176594, + "raw_level_count": 97, + "gate_level_count": 97, + "range_504_log": 0.737121, + "range_504_ratio": 2.089909, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.737257, + "hold30_r": 7.215604 + }, + { + "symbol": "JPM", + "date": "2025-05-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.359649, + "strategy_rank": 67.445175, + "production_rank": 72.083333, + "structural_overlay_pass": false, + "structural_overlay_score": 68.479167, + "structural_overlay_rr": 1.631166, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.202962, + "primary_prob": 40.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.804443, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.734829, + "range_504_ratio": 2.085125, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.142092, + "hold30_r": 2.627156 + }, + { + "symbol": "KMI", + "date": "2025-05-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.885965, + "strategy_rank": 75.241228, + "production_rank": 80.789474, + "structural_overlay_pass": false, + "structural_overlay_score": 76.75, + "structural_overlay_rr": 0.703019, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.146558, + "primary_prob": 23.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 3.219837, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.683662, + "range_504_ratio": 1.98112, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.058895, + "hold30_r": -1.0 + }, + { + "symbol": "KR", + "date": "2025-05-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.815789, + "strategy_rank": 68.355263, + "production_rank": 75.175439, + "structural_overlay_pass": false, + "structural_overlay_score": 71.416667, + "structural_overlay_rr": 1.612409, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.707266, + "primary_prob": 16.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.560899, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.559124, + "range_504_ratio": 1.749139, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.05649, + "hold30_r": -1.0 + }, + { + "symbol": "LITE", + "date": "2025-05-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.627193, + "strategy_rank": 95.614035, + "production_rank": 95.285088, + "structural_overlay_pass": true, + "structural_overlay_score": 95.520833, + "structural_overlay_rr": 2.024622, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.151883, + "primary_prob": 42.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 78, + "primary_distance_atr": 3.227824, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 1.079093, + "range_504_ratio": 2.942008, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.028929, + "hold30_r": -1.0 + }, + { + "symbol": "LYV", + "date": "2025-05-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.732456, + "strategy_rank": 75.350877, + "production_rank": 79.144737, + "structural_overlay_pass": false, + "structural_overlay_score": 75.1875, + "structural_overlay_rr": 1.505777, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.900319, + "primary_prob": 35.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.350478, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.723982, + "range_504_ratio": 2.062631, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.223513, + "hold30_r": -1.17613 + }, + { + "symbol": "MCD", + "date": "2025-05-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.04386, + "strategy_rank": 57.017544, + "production_rank": 64.692982, + "structural_overlay_pass": false, + "structural_overlay_score": 61.458333, + "structural_overlay_rr": 0.786026, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.110072, + "primary_prob": 26.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.665108, + "raw_level_count": 22, + "gate_level_count": 22, + "range_504_log": 0.292638, + "range_504_ratio": 1.339958, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.081339, + "hold30_r": -1.000539 + }, + { + "symbol": "MMM", + "date": "2025-05-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.008772, + "strategy_rank": 79.100877, + "production_rank": 83.070175, + "structural_overlay_pass": false, + "structural_overlay_score": 78.916667, + "structural_overlay_rr": 0.915023, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 4.201405, + "primary_prob": 29.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 99.0, + "primary_rejection_count": 37, + "primary_distance_atr": 6.302108, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.605395, + "range_504_ratio": 1.831976, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.051608, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2025-05-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.451754, + "strategy_rank": 99.517544, + "production_rank": 99.495614, + "structural_overlay_pass": false, + "structural_overlay_score": 94.520833, + "structural_overlay_rr": 1.685323, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.759869, + "primary_prob": 47.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.139804, + "raw_level_count": 187, + "gate_level_count": 187, + "range_504_log": 3.016198, + "range_504_ratio": 20.413534, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.737353, + "hold30_r": 1.498474 + }, + { + "symbol": "NEM", + "date": "2025-05-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.719298, + "strategy_rank": 80.614035, + "production_rank": 82.982456, + "structural_overlay_pass": false, + "structural_overlay_score": 78.833333, + "structural_overlay_rr": 1.036845, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.877057, + "primary_prob": 31.11, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.815586, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.691106, + "range_504_ratio": 1.995921, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.832565, + "hold30_r": 2.983878 + }, + { + "symbol": "NI", + "date": "2025-05-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.447368, + "strategy_rank": 65.888158, + "production_rank": 74.407895, + "structural_overlay_pass": false, + "structural_overlay_score": 70.6875, + "structural_overlay_rr": 1.663977, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.306894, + "primary_prob": 21.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.960341, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.594979, + "range_504_ratio": 1.812992, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.06038, + "hold30_r": 0.245946 + }, + { + "symbol": "NOW", + "date": "2025-05-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.881579, + "strategy_rank": 84.177632, + "production_rank": 84.078947, + "structural_overlay_pass": false, + "structural_overlay_score": 79.875, + "structural_overlay_rr": 2.025922, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.444695, + "primary_prob": 39.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.167043, + "raw_level_count": 100, + "gate_level_count": 100, + "range_504_log": 0.885653, + "range_504_ratio": 2.424567, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.051537, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2025-05-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.45614, + "strategy_rank": 85.515351, + "production_rank": 84.495614, + "structural_overlay_pass": false, + "structural_overlay_score": 80.270833, + "structural_overlay_rr": 1.533557, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.432299, + "primary_prob": 20.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 3.648449, + "raw_level_count": 183, + "gate_level_count": 183, + "range_504_log": 1.883016, + "range_504_ratio": 6.573298, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.394655, + "hold30_r": 3.972802 + }, + { + "symbol": "ORLY", + "date": "2025-05-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.666667, + "strategy_rank": 65.548246, + "production_rank": 74.254386, + "structural_overlay_pass": false, + "structural_overlay_score": 70.541667, + "structural_overlay_rr": 0.949534, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.664044, + "primary_prob": 17.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.496067, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 0.527978, + "range_504_ratio": 1.695501, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.061419, + "hold30_r": -1.0 + }, + { + "symbol": "PGR", + "date": "2025-05-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.280702, + "strategy_rank": 68.662281, + "production_rank": 74.868421, + "structural_overlay_pass": false, + "structural_overlay_score": 71.125, + "structural_overlay_rr": 1.5798, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.5798, + "primary_prob": 15.99, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.3697, + "raw_level_count": 93, + "gate_level_count": 93, + "range_504_log": 0.966921, + "range_504_ratio": 2.629836, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.06185, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2025-05-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.890351, + "strategy_rank": 99.429825, + "production_rank": 99.583333, + "structural_overlay_pass": false, + "structural_overlay_score": 94.604167, + "structural_overlay_rr": 1.027033, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.702531, + "primary_prob": 55.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.053797, + "raw_level_count": 168, + "gate_level_count": 168, + "range_504_log": 2.424234, + "range_504_ratio": 11.29357, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.677437, + "hold30_r": 1.943228 + }, + { + "symbol": "PNW", + "date": "2025-05-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.140351, + "strategy_rank": 56.929825, + "production_rank": 65.0, + "structural_overlay_pass": false, + "structural_overlay_score": 61.75, + "structural_overlay_rr": 0.803755, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.702962, + "primary_prob": 19.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.554443, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.392084, + "range_504_ratio": 1.480061, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.07193, + "hold30_r": -1.0 + }, + { + "symbol": "PPL", + "date": "2025-05-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.236842, + "strategy_rank": 58.157895, + "production_rank": 66.184211, + "structural_overlay_pass": false, + "structural_overlay_score": 62.875, + "structural_overlay_rr": 1.882401, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.57162, + "primary_prob": 23.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.35743, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.502684, + "range_504_ratio": 1.653153, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.071774, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2025-05-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.407895, + "strategy_rank": 92.5, + "production_rank": 93.135965, + "structural_overlay_pass": false, + "structural_overlay_score": 88.479167, + "structural_overlay_rr": 0.74195, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.583905, + "primary_prob": 30.92, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.375858, + "raw_level_count": 148, + "gate_level_count": 148, + "range_504_log": 1.289502, + "range_504_ratio": 3.630979, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.546324, + "hold30_r": 6.310619 + }, + { + "symbol": "SATS", + "date": "2025-05-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.570175, + "strategy_rank": 90.635965, + "production_rank": 90.614035, + "structural_overlay_pass": false, + "structural_overlay_score": 86.083333, + "structural_overlay_rr": 2.251861, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.752642, + "primary_prob": 32.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 97, + "primary_distance_atr": 2.628963, + "raw_level_count": 86, + "gate_level_count": 86, + "range_504_log": 1.22618, + "range_504_ratio": 3.408185, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.018601, + "hold30_r": -1.0 + }, + { + "symbol": "T", + "date": "2025-05-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.149123, + "strategy_rank": 74.385965, + "production_rank": 81.973684, + "structural_overlay_pass": false, + "structural_overlay_score": 77.875, + "structural_overlay_rr": 1.805969, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.763022, + "primary_prob": 14.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.644533, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.770839, + "range_504_ratio": 2.161579, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.702698, + "hold30_r": 0.253276 + }, + { + "symbol": "TJX", + "date": "2025-05-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.894737, + "strategy_rank": 58.947368, + "production_rank": 66.929825, + "structural_overlay_pass": false, + "structural_overlay_score": 63.583333, + "structural_overlay_rr": 0.826405, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.443983, + "primary_prob": 18.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.165974, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.585434, + "range_504_ratio": 1.79577, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.063321, + "hold30_r": -1.0 + }, + { + "symbol": "TKO", + "date": "2025-05-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.95614, + "strategy_rank": 83.574561, + "production_rank": 87.368421, + "structural_overlay_pass": false, + "structural_overlay_score": 83.0, + "structural_overlay_rr": 0.962002, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.962152, + "primary_prob": 32.97, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 13.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.443228, + "raw_level_count": 110, + "gate_level_count": 110, + "range_504_log": 0.90658, + "range_504_ratio": 2.475842, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.914416, + "hold30_r": 2.093235 + }, + { + "symbol": "TMUS", + "date": "2025-05-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.421053, + "strategy_rank": 78.289474, + "production_rank": 83.333333, + "structural_overlay_pass": false, + "structural_overlay_score": 79.166667, + "structural_overlay_rr": 2.259944, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.30336, + "primary_prob": 22.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 83.0, + "primary_rejection_count": 30, + "primary_distance_atr": 3.45504, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.794502, + "range_504_ratio": 2.213338, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.055874, + "hold30_r": -1.0 + }, + { + "symbol": "TPL", + "date": "2025-05-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.122807, + "strategy_rank": 97.510965, + "production_rank": 98.048246, + "structural_overlay_pass": false, + "structural_overlay_score": 93.145833, + "structural_overlay_rr": 2.005108, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.874837, + "primary_prob": 23.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 64.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.812256, + "raw_level_count": 126, + "gate_level_count": 126, + "range_504_log": 1.433072, + "range_504_ratio": 4.191556, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.028045, + "hold30_r": -1.0 + }, + { + "symbol": "TPR", + "date": "2025-05-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.135965, + "strategy_rank": 92.741228, + "production_rank": 94.539474, + "structural_overlay_pass": false, + "structural_overlay_score": 89.8125, + "structural_overlay_rr": 1.593709, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.53085, + "primary_prob": 34.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.296275, + "raw_level_count": 86, + "gate_level_count": 86, + "range_504_log": 1.251498, + "range_504_ratio": 3.495575, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.492178, + "hold30_r": 4.001004 + }, + { + "symbol": "TRGP", + "date": "2025-05-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.27193, + "strategy_rank": 89.923246, + "production_rank": 92.039474, + "structural_overlay_pass": false, + "structural_overlay_score": 87.4375, + "structural_overlay_rr": 1.734616, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.767377, + "primary_prob": 24.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 59.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.651066, + "raw_level_count": 129, + "gate_level_count": 129, + "range_504_log": 1.176855, + "range_504_ratio": 3.244154, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.728064, + "hold30_r": 1.129758 + }, + { + "symbol": "TSLA", + "date": "2025-05-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.574561, + "strategy_rank": 98.179825, + "production_rank": 98.311404, + "structural_overlay_pass": false, + "structural_overlay_score": 93.395833, + "structural_overlay_rr": 1.727891, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.55156, + "primary_prob": 39.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.32734, + "raw_level_count": 101, + "gate_level_count": 101, + "range_504_log": 1.258369, + "range_504_ratio": 3.519677, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.028882, + "hold30_r": -1.0 + }, + { + "symbol": "TTWO", + "date": "2025-05-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.833333, + "strategy_rank": 84.254386, + "production_rank": 88.114035, + "structural_overlay_pass": false, + "structural_overlay_score": 83.708333, + "structural_overlay_rr": 1.274421, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.057003, + "primary_prob": 28.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.585504, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.613737, + "range_504_ratio": 1.847322, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.014428, + "hold30_r": 0.852361 + }, + { + "symbol": "UAL", + "date": "2025-05-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.02193, + "strategy_rank": 91.699561, + "production_rank": 91.140351, + "structural_overlay_pass": true, + "structural_overlay_score": 91.583333, + "structural_overlay_rr": 2.237854, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.683837, + "primary_prob": 31.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.525756, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 1.236686, + "range_504_ratio": 3.444181, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.025729, + "hold30_r": -1.0 + }, + { + "symbol": "VRSN", + "date": "2025-05-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.929825, + "strategy_rank": 72.916667, + "production_rank": 80.921053, + "structural_overlay_pass": false, + "structural_overlay_score": 76.875, + "structural_overlay_rr": 1.529535, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.59707, + "primary_prob": 17.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.395605, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.54799, + "range_504_ratio": 1.729773, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.537771, + "hold30_r": 1.730159 + }, + { + "symbol": "VST", + "date": "2025-05-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 97.368421, + "strategy_rank": 97.796053, + "production_rank": 97.653509, + "structural_overlay_pass": false, + "structural_overlay_score": 92.770833, + "structural_overlay_rr": 1.095767, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.098277, + "primary_prob": 23.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 3.147416, + "raw_level_count": 138, + "gate_level_count": 138, + "range_504_log": 2.139028, + "range_504_ratio": 8.491183, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.067344, + "hold30_r": 3.012884 + }, + { + "symbol": "VTR", + "date": "2025-05-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.434211, + "strategy_rank": 71.809211, + "production_rank": 78.684211, + "structural_overlay_pass": false, + "structural_overlay_score": 74.75, + "structural_overlay_rr": 1.263904, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.263805, + "primary_prob": 42.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.895708, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.59575, + "range_504_ratio": 1.814391, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.06429, + "hold30_r": -1.0 + }, + { + "symbol": "WMB", + "date": "2025-05-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.859649, + "strategy_rank": 77.708333, + "production_rank": 83.092105, + "structural_overlay_pass": false, + "structural_overlay_score": 78.9375, + "structural_overlay_rr": 0.672546, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.672546, + "primary_prob": 42.85, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 9.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.008819, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.779915, + "range_504_ratio": 2.181288, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.619009, + "hold30_r": -1.0 + }, + { + "symbol": "WMT", + "date": "2025-05-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.188596, + "strategy_rank": 75.60307, + "production_rank": 81.798246, + "structural_overlay_pass": false, + "structural_overlay_score": 77.708333, + "structural_overlay_rr": 1.685487, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.685487, + "primary_prob": 15.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.528231, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.778554, + "range_504_ratio": 2.17832, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.059483, + "hold30_r": -1.0 + }, + { + "symbol": "XEL", + "date": "2025-05-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.197368, + "strategy_rank": 61.644737, + "production_rank": 69.495614, + "structural_overlay_pass": false, + "structural_overlay_score": 66.020833, + "structural_overlay_rr": 1.352945, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.819633, + "primary_prob": 31.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 79, + "primary_distance_atr": 2.729449, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.449914, + "range_504_ratio": 1.568177, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.058629, + "hold30_r": -1.0 + }, + { + "symbol": "KVUE", + "date": "2025-05-30", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.868421, + "strategy_rank": 65.065789, + "production_rank": 71.666667, + "structural_overlay_pass": false, + "structural_overlay_score": 68.083333, + "structural_overlay_rr": 1.599225, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.050369, + "primary_prob": 28.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 22, + "primary_distance_atr": 3.075554, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.414292, + "range_504_ratio": 1.513299, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.057804, + "hold30_r": -1.0 + }, + { + "symbol": "HOOD", + "date": "2025-06-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.109131, + "strategy_rank": 99.142539, + "production_rank": 99.131403, + "structural_overlay_pass": false, + "structural_overlay_score": 94.174833, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 2.309116, + "primary_prob": 21.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 3.463674, + "raw_level_count": 150, + "gate_level_count": 150, + "range_504_log": 2.154317, + "range_504_ratio": 8.621997, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.280974, + "hold30_r": 7.300464 + }, + { + "symbol": "ABBV", + "date": "2025-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.853007, + "strategy_rank": 67.449889, + "production_rank": 72.917595, + "structural_overlay_pass": false, + "structural_overlay_score": 69.271715, + "structural_overlay_rr": 1.718251, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.696237, + "primary_prob": 26.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 65.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.544356, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.512625, + "range_504_ratio": 1.669669, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.051591, + "hold30_r": 0.571708 + }, + { + "symbol": "ABT", + "date": "2025-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.746102, + "strategy_rank": 62.093541, + "production_rank": 69.977728, + "structural_overlay_pass": false, + "structural_overlay_score": 66.478842, + "structural_overlay_rr": 1.505789, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.815171, + "primary_prob": 52.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 85.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.222757, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.454209, + "range_504_ratio": 1.574927, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.744242, + "hold30_r": -1.899078 + }, + { + "symbol": "ADSK", + "date": "2025-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.525612, + "strategy_rank": 69.988864, + "production_rank": 75.501114, + "structural_overlay_pass": false, + "structural_overlay_score": 71.726058, + "structural_overlay_rr": 1.77815, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.692598, + "primary_prob": 45.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 84.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.538897, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.53125, + "range_504_ratio": 1.701057, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.627602, + "hold30_r": -1.0 + }, + { + "symbol": "AEE", + "date": "2025-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.202673, + "strategy_rank": 64.710468, + "production_rank": 73.541203, + "structural_overlay_pass": false, + "structural_overlay_score": 69.864143, + "structural_overlay_rr": 1.27463, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.733983, + "primary_prob": 15.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.600974, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.440212, + "range_504_ratio": 1.553036, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.07434, + "hold30_r": -1.0 + }, + { + "symbol": "AEP", + "date": "2025-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.625835, + "strategy_rank": 58.44098, + "production_rank": 66.169265, + "structural_overlay_pass": false, + "structural_overlay_score": 62.860802, + "structural_overlay_rr": 1.369072, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.944199, + "primary_prob": 50.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 54, + "primary_distance_atr": 1.416298, + "raw_level_count": 26, + "gate_level_count": 26, + "range_504_log": 0.465236, + "range_504_ratio": 1.59239, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.870255, + "hold30_r": 1.114587 + }, + { + "symbol": "AON", + "date": "2025-06-03", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.184855, + "strategy_rank": 60.601336, + "production_rank": 68.129176, + "structural_overlay_pass": false, + "structural_overlay_score": 64.722717, + "structural_overlay_rr": 2.286084, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.431709, + "primary_prob": 22.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 13, + "primary_distance_atr": 3.647563, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.432164, + "range_504_ratio": 1.540588, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.065022, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2025-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.777283, + "strategy_rank": 99.743875, + "production_rank": 99.755011, + "structural_overlay_pass": false, + "structural_overlay_score": 94.767261, + "structural_overlay_rr": 3.911521, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.919274, + "primary_prob": 25.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.878911, + "raw_level_count": 189, + "gate_level_count": 189, + "range_504_log": 3.217496, + "range_504_ratio": 24.965534, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.024618, + "hold30_r": -1.0 + }, + { + "symbol": "ATO", + "date": "2025-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.429844, + "strategy_rank": 65.701559, + "production_rank": 74.944321, + "structural_overlay_pass": false, + "structural_overlay_score": 71.197105, + "structural_overlay_rr": 0.721771, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.36441, + "primary_prob": 24.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.046615, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.505564, + "range_504_ratio": 1.657921, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.074148, + "hold30_r": -1.0 + }, + { + "symbol": "AZO", + "date": "2025-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.530067, + "strategy_rank": 63.641425, + "production_rank": 71.937639, + "structural_overlay_pass": false, + "structural_overlay_score": 68.340757, + "structural_overlay_rr": 1.340387, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.81748, + "primary_prob": 38.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.22622, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.542032, + "range_504_ratio": 1.719498, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.060745, + "hold30_r": -1.0 + }, + { + "symbol": "BMY", + "date": "2025-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.521158, + "strategy_rank": 69.454343, + "production_rank": 74.476615, + "structural_overlay_pass": false, + "structural_overlay_score": 70.752784, + "structural_overlay_rr": 1.915106, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.69583, + "primary_prob": 33.83, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 58, + "primary_distance_atr": 2.543745, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.524104, + "range_504_ratio": 1.688945, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.049426, + "hold30_r": -0.015417 + }, + { + "symbol": "BRK-B", + "date": "2025-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.63029, + "strategy_rank": 60.679287, + "production_rank": 68.329621, + "structural_overlay_pass": false, + "structural_overlay_score": 64.91314, + "structural_overlay_rr": 1.818063, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.840549, + "primary_prob": 24.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 62.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.760823, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.528982, + "range_504_ratio": 1.697204, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.080564, + "hold30_r": -1.0 + }, + { + "symbol": "BRO", + "date": "2025-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.403118, + "strategy_rank": 59.955457, + "production_rank": 67.104677, + "structural_overlay_pass": false, + "structural_overlay_score": 63.749443, + "structural_overlay_rr": 1.525243, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.525243, + "primary_prob": 26.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.287864, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.711253, + "range_504_ratio": 2.036542, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.064931, + "hold30_r": -1.0 + }, + { + "symbol": "BSX", + "date": "2025-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.193764, + "strategy_rank": 67.85078, + "production_rank": 74.298441, + "structural_overlay_pass": false, + "structural_overlay_score": 70.583519, + "structural_overlay_rr": 1.294668, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.293673, + "primary_prob": 26.33, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 24.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.940509, + "raw_level_count": 91, + "gate_level_count": 91, + "range_504_log": 0.79595, + "range_504_ratio": 2.216546, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.068378, + "hold30_r": -1.0 + }, + { + "symbol": "CASY", + "date": "2025-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.089087, + "strategy_rank": 73.285078, + "production_rank": 78.886414, + "structural_overlay_pass": false, + "structural_overlay_score": 74.942094, + "structural_overlay_rr": 1.329574, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.828551, + "primary_prob": 46.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.242826, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 0.80431, + "range_504_ratio": 2.235153, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.773487, + "hold30_r": 4.831927 + }, + { + "symbol": "CBOE", + "date": "2025-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.309577, + "strategy_rank": 66.525612, + "production_rank": 74.120267, + "structural_overlay_pass": false, + "structural_overlay_score": 70.414254, + "structural_overlay_rr": 0.757314, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.676935, + "primary_prob": 43.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.015403, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.589368, + "range_504_ratio": 1.802849, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.057062, + "hold30_r": -1.0 + }, + { + "symbol": "CBRE", + "date": "2025-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.982183, + "strategy_rank": 79.454343, + "production_rank": 83.63029, + "structural_overlay_pass": false, + "structural_overlay_score": 79.448775, + "structural_overlay_rr": 1.793292, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.796428, + "primary_prob": 32.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.694643, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.826843, + "range_504_ratio": 2.28609, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.745863, + "hold30_r": 2.798604 + }, + { + "symbol": "CHTR", + "date": "2025-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.979955, + "strategy_rank": 83.730512, + "production_rank": 86.146993, + "structural_overlay_pass": false, + "structural_overlay_score": 81.839644, + "structural_overlay_rr": 2.228378, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.758293, + "primary_prob": 32.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.63744, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 0.663353, + "range_504_ratio": 1.941291, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.044634, + "hold30_r": -1.0 + }, + { + "symbol": "CIEN", + "date": "2025-06-03", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 95.545657, + "strategy_rank": 95.211581, + "production_rank": 95.32294, + "structural_overlay_pass": false, + "structural_overlay_score": 90.556793, + "structural_overlay_rr": 2.212745, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.142464, + "primary_prob": 24.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 7, + "primary_distance_atr": 3.213696, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.932089, + "range_504_ratio": 2.53981, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.646023, + "hold30_r": -1.604345 + }, + { + "symbol": "CNP", + "date": "2025-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.191537, + "strategy_rank": 60.334076, + "production_rank": 68.953229, + "structural_overlay_pass": false, + "structural_overlay_score": 65.505568, + "structural_overlay_rr": 1.893593, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.510813, + "primary_prob": 18.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.26622, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.436209, + "range_504_ratio": 1.546832, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.076028, + "hold30_r": -1.0 + }, + { + "symbol": "COF", + "date": "2025-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.523385, + "strategy_rank": 83.218263, + "production_rank": 83.986637, + "structural_overlay_pass": false, + "structural_overlay_score": 79.787305, + "structural_overlay_rr": 1.57563, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.010187, + "primary_prob": 48.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.515281, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.870346, + "range_504_ratio": 2.387737, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.965527, + "hold30_r": 2.553434 + }, + { + "symbol": "COR", + "date": "2025-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.861915, + "strategy_rank": 62.939866, + "production_rank": 71.247216, + "structural_overlay_pass": false, + "structural_overlay_score": 67.684855, + "structural_overlay_rr": 2.042126, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.451241, + "primary_prob": 18.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.176862, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 0.638456, + "range_504_ratio": 1.893555, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.065855, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2025-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.331849, + "strategy_rank": 99.231626, + "production_rank": 99.265033, + "structural_overlay_pass": false, + "structural_overlay_score": 94.301782, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.81616, + "primary_prob": 27.18, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.72424, + "raw_level_count": 192, + "gate_level_count": 192, + "range_504_log": 3.341842, + "range_504_ratio": 28.271144, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.033615, + "hold30_r": -1.0 + }, + { + "symbol": "CVS", + "date": "2025-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.180401, + "strategy_rank": 77.973274, + "production_rank": 79.042316, + "structural_overlay_pass": false, + "structural_overlay_score": 75.0902, + "structural_overlay_rr": 1.840135, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.911972, + "primary_prob": 30.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 81, + "primary_distance_atr": 2.867958, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.647709, + "range_504_ratio": 1.911157, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.867209, + "hold30_r": -0.102071 + }, + { + "symbol": "DASH", + "date": "2025-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.218263, + "strategy_rank": 93.040089, + "production_rank": 94.766147, + "structural_overlay_pass": false, + "structural_overlay_score": 90.02784, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.088056, + "primary_prob": 44.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.632085, + "raw_level_count": 144, + "gate_level_count": 144, + "range_504_log": 1.231344, + "range_504_ratio": 3.425832, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.048378, + "hold30_r": 1.979297 + }, + { + "symbol": "DE", + "date": "2025-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.182628, + "strategy_rank": 69.487751, + "production_rank": 73.719376, + "structural_overlay_pass": false, + "structural_overlay_score": 70.033408, + "structural_overlay_rr": 1.203561, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.838975, + "primary_prob": 50.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.258462, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.45045, + "range_504_ratio": 1.569018, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.7791, + "hold30_r": -1.0 + }, + { + "symbol": "DGX", + "date": "2025-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.407572, + "strategy_rank": 61.458797, + "production_rank": 68.775056, + "structural_overlay_pass": false, + "structural_overlay_score": 65.336303, + "structural_overlay_rr": 1.149555, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.15882, + "primary_prob": 33.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.73823, + "raw_level_count": 25, + "gate_level_count": 25, + "range_504_log": 0.408832, + "range_504_ratio": 1.505059, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.091388, + "hold30_r": -1.0 + }, + { + "symbol": "EBAY", + "date": "2025-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.962138, + "strategy_rank": 70.801782, + "production_rank": 74.855234, + "structural_overlay_pass": false, + "structural_overlay_score": 71.112472, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.624726, + "primary_prob": 30.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.437088, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.716021, + "range_504_ratio": 2.046274, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.060074, + "hold30_r": -1.0 + }, + { + "symbol": "ETR", + "date": "2025-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.547884, + "strategy_rank": 72.594655, + "production_rank": 80.579065, + "structural_overlay_pass": false, + "structural_overlay_score": 76.550111, + "structural_overlay_rr": 0.7312, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.242944, + "primary_prob": 26.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.864416, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.707788, + "range_504_ratio": 2.029497, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.05907, + "hold30_r": -1.0 + }, + { + "symbol": "EVRG", + "date": "2025-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.300668, + "strategy_rank": 59.743875, + "production_rank": 68.262806, + "structural_overlay_pass": false, + "structural_overlay_score": 64.849666, + "structural_overlay_rr": 1.279002, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.969076, + "primary_prob": 29.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 101, + "primary_distance_atr": 2.953614, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.405234, + "range_504_ratio": 1.499654, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.893889, + "hold30_r": 1.042201 + }, + { + "symbol": "EXC", + "date": "2025-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.077951, + "strategy_rank": 61.124722, + "production_rank": 69.109131, + "structural_overlay_pass": false, + "structural_overlay_score": 65.653675, + "structural_overlay_rr": 2.498093, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.726621, + "primary_prob": 33.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 59, + "primary_distance_atr": 2.589931, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.366582, + "range_504_ratio": 1.442795, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.066301, + "hold30_r": -1.0 + }, + { + "symbol": "EXPE", + "date": "2025-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.427617, + "strategy_rank": 91.191537, + "production_rank": 91.603563, + "structural_overlay_pass": false, + "structural_overlay_score": 87.023385, + "structural_overlay_rr": 2.540024, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.567645, + "primary_prob": 51.0, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 74, + "primary_distance_atr": 2.351467, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.809247, + "range_504_ratio": 2.246215, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.530571, + "hold30_r": 1.479698 + }, + { + "symbol": "FFIV", + "date": "2025-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.325167, + "strategy_rank": 81.525612, + "production_rank": 86.458797, + "structural_overlay_pass": false, + "structural_overlay_score": 82.135857, + "structural_overlay_rr": 1.935679, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.800739, + "primary_prob": 30.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.701108, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 0.78925, + "range_504_ratio": 2.201744, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.059728, + "hold30_r": 0.995638 + }, + { + "symbol": "FICO", + "date": "2025-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.768374, + "strategy_rank": 92.293987, + "production_rank": 93.452116, + "structural_overlay_pass": false, + "structural_overlay_score": 88.77951, + "structural_overlay_rr": 1.574719, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.542303, + "primary_prob": 33.06, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 83.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.313454, + "raw_level_count": 137, + "gate_level_count": 137, + "range_504_log": 1.170283, + "range_504_ratio": 3.222906, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.023877, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2025-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.075724, + "strategy_rank": 87.249443, + "production_rank": 86.191537, + "structural_overlay_pass": true, + "structural_overlay_score": 86.88196, + "structural_overlay_rr": 2.23143, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.750728, + "primary_prob": 28.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.626092, + "raw_level_count": 147, + "gate_level_count": 147, + "range_504_log": 1.342578, + "range_504_ratio": 3.828903, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.039376, + "hold30_r": -1.0 + }, + { + "symbol": "FOX", + "date": "2025-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.2049, + "strategy_rank": 76.770601, + "production_rank": 81.915367, + "structural_overlay_pass": false, + "structural_overlay_score": 77.819599, + "structural_overlay_rr": 1.691579, + "structural_overlay_sources": [ + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.965565, + "primary_prob": 26.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.948347, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.756377, + "range_504_ratio": 2.130544, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.056159, + "hold30_r": -1.0 + }, + { + "symbol": "FOXA", + "date": "2025-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.42539, + "strategy_rank": 75.723831, + "production_rank": 80.957684, + "structural_overlay_pass": false, + "structural_overlay_score": 76.9098, + "structural_overlay_rr": 1.697176, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.392445, + "primary_prob": 35.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.088667, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.730789, + "range_504_ratio": 2.076719, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.056968, + "hold30_r": -1.0 + }, + { + "symbol": "FTNT", + "date": "2025-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.44098, + "strategy_rank": 89.153675, + "production_rank": 92.249443, + "structural_overlay_pass": false, + "structural_overlay_score": 87.636971, + "structural_overlay_rr": 0.988609, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.454692, + "primary_prob": 21.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.182038, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.956452, + "range_504_ratio": 2.602448, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.04614, + "hold30_r": 0.45745 + }, + { + "symbol": "GDDY", + "date": "2025-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.846325, + "strategy_rank": 74.03118, + "production_rank": 76.302895, + "structural_overlay_pass": false, + "structural_overlay_score": 72.487751, + "structural_overlay_rr": 1.357077, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.35785, + "primary_prob": 28.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.036774, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 1.138567, + "range_504_ratio": 3.12229, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.058469, + "hold30_r": -1.0 + }, + { + "symbol": "GILD", + "date": "2025-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.216036, + "strategy_rank": 77.639198, + "production_rank": 84.164811, + "structural_overlay_pass": false, + "structural_overlay_score": 79.95657, + "structural_overlay_rr": 1.722609, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.722609, + "primary_prob": 29.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.583913, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.658896, + "range_504_ratio": 1.932657, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.046733, + "hold30_r": -1.0 + }, + { + "symbol": "GL", + "date": "2025-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.873051, + "strategy_rank": 73.964365, + "production_rank": 80.267261, + "structural_overlay_pass": true, + "structural_overlay_score": 81.253898, + "structural_overlay_rr": 2.126473, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.847169, + "primary_prob": 54.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 104, + "primary_distance_atr": 1.270753, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 1.233768, + "range_504_ratio": 3.434146, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.058663, + "hold30_r": -1.0 + }, + { + "symbol": "IBKR", + "date": "2025-06-03", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.52784, + "strategy_rank": 87.828508, + "production_rank": 87.728285, + "structural_overlay_pass": true, + "structural_overlay_score": 88.341871, + "structural_overlay_rr": 3.041993, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.607373, + "primary_prob": 20.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 9, + "primary_distance_atr": 3.911059, + "raw_level_count": 111, + "gate_level_count": 111, + "range_504_log": 1.181068, + "range_504_ratio": 3.257851, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.045192, + "hold30_r": -1.0 + }, + { + "symbol": "KMI", + "date": "2025-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.755011, + "strategy_rank": 73.518931, + "production_rank": 78.930958, + "structural_overlay_pass": false, + "structural_overlay_score": 74.98441, + "structural_overlay_rr": 3.303354, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.906103, + "primary_prob": 26.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.859155, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.683662, + "range_504_ratio": 1.98112, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.064619, + "hold30_r": -1.0 + }, + { + "symbol": "KR", + "date": "2025-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.652561, + "strategy_rank": 71.603563, + "production_rank": 78.953229, + "structural_overlay_pass": false, + "structural_overlay_score": 75.005568, + "structural_overlay_rr": 1.959171, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.984058, + "primary_prob": 39.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.476088, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.559124, + "range_504_ratio": 1.749139, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.056881, + "hold30_r": -1.0 + }, + { + "symbol": "LH", + "date": "2025-06-03", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.848552, + "strategy_rank": 61.035635, + "production_rank": 67.973274, + "structural_overlay_pass": false, + "structural_overlay_score": 64.57461, + "structural_overlay_rr": 1.053164, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 2.572651, + "primary_prob": 23.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 63, + "primary_distance_atr": 3.858977, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.297905, + "range_504_ratio": 1.347033, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.062688, + "hold30_r": -0.409144 + }, + { + "symbol": "LITE", + "date": "2025-06-03", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.875278, + "strategy_rank": 95.044543, + "production_rank": 94.654788, + "structural_overlay_pass": true, + "structural_overlay_score": 94.922049, + "structural_overlay_rr": 2.046035, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.233028, + "primary_prob": 41.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 78, + "primary_distance_atr": 3.349541, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 1.079093, + "range_504_ratio": 2.942008, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.205013, + "hold30_r": 4.507942 + }, + { + "symbol": "LYV", + "date": "2025-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.864143, + "strategy_rank": 77.2049, + "production_rank": 81.091314, + "structural_overlay_pass": false, + "structural_overlay_score": 77.036748, + "structural_overlay_rr": 1.241557, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.772281, + "primary_prob": 41.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.158421, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.723982, + "range_504_ratio": 2.062631, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.726388, + "hold30_r": 2.364519 + }, + { + "symbol": "MAA", + "date": "2025-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.739421, + "strategy_rank": 61.258352, + "production_rank": 68.418708, + "structural_overlay_pass": false, + "structural_overlay_score": 64.997773, + "structural_overlay_rr": 2.597728, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.964186, + "primary_prob": 20.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 4.446279, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.405673, + "range_504_ratio": 1.500312, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.059399, + "hold30_r": -1.0 + }, + { + "symbol": "MCD", + "date": "2025-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.623608, + "strategy_rank": 57.238307, + "production_rank": 65.033408, + "structural_overlay_pass": false, + "structural_overlay_score": 61.781737, + "structural_overlay_rr": 1.834804, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.218717, + "primary_prob": 38.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 76.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.828076, + "raw_level_count": 21, + "gate_level_count": 21, + "range_504_log": 0.292638, + "range_504_ratio": 1.339958, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.255676, + "hold30_r": -1.17118 + }, + { + "symbol": "MMM", + "date": "2025-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.648107, + "strategy_rank": 79.287305, + "production_rank": 83.407572, + "structural_overlay_pass": false, + "structural_overlay_score": 79.237194, + "structural_overlay_rr": 1.257088, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.551705, + "primary_prob": 33.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.327557, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.605395, + "range_504_ratio": 1.831976, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.055926, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2025-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.554566, + "strategy_rank": 99.521158, + "production_rank": 99.532294, + "structural_overlay_pass": false, + "structural_overlay_score": 94.555679, + "structural_overlay_rr": 1.709896, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.02871, + "primary_prob": 48.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.543065, + "raw_level_count": 188, + "gate_level_count": 188, + "range_504_log": 3.016198, + "range_504_ratio": 20.413534, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.002307, + "hold30_r": 2.177754 + }, + { + "symbol": "NEM", + "date": "2025-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.289532, + "strategy_rank": 75.77951, + "production_rank": 77.282851, + "structural_overlay_pass": false, + "structural_overlay_score": 73.418708, + "structural_overlay_rr": 0.791218, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.792066, + "primary_prob": 47.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.688099, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.691106, + "range_504_ratio": 1.995921, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.048117, + "hold30_r": -1.0 + }, + { + "symbol": "NI", + "date": "2025-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.311804, + "strategy_rank": 65.022272, + "production_rank": 73.452116, + "structural_overlay_pass": false, + "structural_overlay_score": 69.77951, + "structural_overlay_rr": 1.655371, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.655371, + "primary_prob": 14.69, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.483056, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.594979, + "range_504_ratio": 1.812992, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.064785, + "hold30_r": 0.649004 + }, + { + "symbol": "NOW", + "date": "2025-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.209354, + "strategy_rank": 91.135857, + "production_rank": 92.160356, + "structural_overlay_pass": false, + "structural_overlay_score": 87.552339, + "structural_overlay_rr": 1.003329, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.986727, + "primary_prob": 49.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.48009, + "raw_level_count": 100, + "gate_level_count": 100, + "range_504_log": 0.823001, + "range_504_ratio": 2.277324, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.05728, + "hold30_r": -1.0 + }, + { + "symbol": "ORLY", + "date": "2025-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.432071, + "strategy_rank": 67.33853, + "production_rank": 76.36971, + "structural_overlay_pass": false, + "structural_overlay_score": 72.551225, + "structural_overlay_rr": 1.366721, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.568014, + "primary_prob": 19.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.352021, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 0.527978, + "range_504_ratio": 1.695501, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.068168, + "hold30_r": -1.0 + }, + { + "symbol": "PODD", + "date": "2025-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.095768, + "strategy_rank": 88.25167, + "production_rank": 89.86637, + "structural_overlay_pass": false, + "structural_overlay_score": 85.373051, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.999606, + "primary_prob": 44.42, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.499408, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.962208, + "range_504_ratio": 2.617469, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.064022, + "hold30_r": -1.013018 + }, + { + "symbol": "PPL", + "date": "2025-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.516704, + "strategy_rank": 58.262806, + "production_rank": 66.347439, + "structural_overlay_pass": false, + "structural_overlay_score": 63.030067, + "structural_overlay_rr": 0.669776, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.67771, + "primary_prob": 60.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 1.016565, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.502684, + "range_504_ratio": 1.653153, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.073979, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2025-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.988864, + "strategy_rank": 92.85078, + "production_rank": 93.563474, + "structural_overlay_pass": false, + "structural_overlay_score": 88.885301, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.85059, + "primary_prob": 49.28, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.275886, + "raw_level_count": 149, + "gate_level_count": 149, + "range_504_log": 1.26312, + "range_504_ratio": 3.536439, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.806617, + "hold30_r": 6.737961 + }, + { + "symbol": "SATS", + "date": "2025-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.30735, + "strategy_rank": 89.510022, + "production_rank": 89.109131, + "structural_overlay_pass": false, + "structural_overlay_score": 84.653675, + "structural_overlay_rr": 0.827979, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.59928, + "primary_prob": 23.24, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 54, + "primary_distance_atr": 3.89892, + "raw_level_count": 86, + "gate_level_count": 86, + "range_504_log": 1.22618, + "range_504_ratio": 3.408185, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.585017, + "hold30_r": 5.643505 + }, + { + "symbol": "SBAC", + "date": "2025-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.298441, + "strategy_rank": 67.66147, + "production_rank": 73.207127, + "structural_overlay_pass": false, + "structural_overlay_score": 69.546771, + "structural_overlay_rr": 2.097258, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 2.455729, + "primary_prob": 24.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 3.683593, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.342924, + "range_504_ratio": 1.409061, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.057888, + "hold30_r": 0.426316 + }, + { + "symbol": "T", + "date": "2025-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.770601, + "strategy_rank": 73.853007, + "production_rank": 81.492205, + "structural_overlay_pass": false, + "structural_overlay_score": 77.417595, + "structural_overlay_rr": 1.33558, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.2869, + "primary_prob": 23.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.93035, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.770839, + "range_504_ratio": 2.161579, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.2171, + "hold30_r": -1.0 + }, + { + "symbol": "TKO", + "date": "2025-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.991091, + "strategy_rank": 83.997773, + "production_rank": 87.995546, + "structural_overlay_pass": false, + "structural_overlay_score": 83.595768, + "structural_overlay_rr": 1.521824, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.988289, + "primary_prob": 30.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.482433, + "raw_level_count": 110, + "gate_level_count": 110, + "range_504_log": 0.90658, + "range_504_ratio": 2.475842, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.935079, + "hold30_r": 1.017812 + }, + { + "symbol": "TMUS", + "date": "2025-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.654788, + "strategy_rank": 78.886414, + "production_rank": 84.142539, + "structural_overlay_pass": false, + "structural_overlay_score": 79.935412, + "structural_overlay_rr": 2.464964, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.485809, + "primary_prob": 20.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 83.0, + "primary_rejection_count": 30, + "primary_distance_atr": 3.728714, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.794502, + "range_504_ratio": 2.213338, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.062036, + "hold30_r": -1.0 + }, + { + "symbol": "TPL", + "date": "2025-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.663697, + "strategy_rank": 96.625835, + "production_rank": 97.305122, + "structural_overlay_pass": false, + "structural_overlay_score": 92.439866, + "structural_overlay_rr": 1.776997, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.569021, + "primary_prob": 23.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 3.853531, + "raw_level_count": 126, + "gate_level_count": 126, + "range_504_log": 1.433072, + "range_504_ratio": 4.191556, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.073686, + "hold30_r": -1.04881 + }, + { + "symbol": "TPR", + "date": "2025-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.66147, + "strategy_rank": 91.848552, + "production_rank": 93.786192, + "structural_overlay_pass": true, + "structural_overlay_score": 94.096882, + "structural_overlay_rr": 2.37302, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.653821, + "primary_prob": 31.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.480732, + "raw_level_count": 86, + "gate_level_count": 86, + "range_504_log": 1.251498, + "range_504_ratio": 3.495575, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.6117, + "hold30_r": 6.278099 + }, + { + "symbol": "TRGP", + "date": "2025-06-03", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.74833, + "strategy_rank": 82.906459, + "production_rank": 84.187082, + "structural_overlay_pass": true, + "structural_overlay_score": 84.977728, + "structural_overlay_rr": 2.002198, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 3.733429, + "primary_prob": 31.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 5.600143, + "raw_level_count": 130, + "gate_level_count": 130, + "range_504_log": 1.176855, + "range_504_ratio": 3.244154, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.043686, + "hold30_r": 0.205279 + }, + { + "symbol": "TSLA", + "date": "2025-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.993318, + "strategy_rank": 96.959911, + "production_rank": 96.971047, + "structural_overlay_pass": true, + "structural_overlay_score": 97.122494, + "structural_overlay_rr": 2.628936, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.606821, + "primary_prob": 35.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.410231, + "raw_level_count": 101, + "gate_level_count": 101, + "range_504_log": 1.258369, + "range_504_ratio": 3.519677, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.029177, + "hold30_r": -1.0 + }, + { + "symbol": "TTWO", + "date": "2025-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.084633, + "strategy_rank": 78.596882, + "production_rank": 81.759465, + "structural_overlay_pass": false, + "structural_overlay_score": 77.671492, + "structural_overlay_rr": 1.072939, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.829224, + "primary_prob": 35.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.243836, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.613737, + "range_504_ratio": 1.847322, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.780739, + "hold30_r": 0.450757 + }, + { + "symbol": "UAL", + "date": "2025-06-03", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.534521, + "strategy_rank": 91.904232, + "production_rank": 91.447661, + "structural_overlay_pass": false, + "structural_overlay_score": 86.875278, + "structural_overlay_rr": 1.962133, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.628249, + "primary_prob": 30.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 62.0, + "primary_rejection_count": 27, + "primary_distance_atr": 3.942374, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 1.236686, + "range_504_ratio": 3.444181, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.479331, + "hold30_r": -1.449594 + }, + { + "symbol": "UBER", + "date": "2025-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.855234, + "strategy_rank": 83.752784, + "production_rank": 84.120267, + "structural_overlay_pass": false, + "structural_overlay_score": 79.914254, + "structural_overlay_rr": 1.728255, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.000607, + "primary_prob": 32.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.50091, + "raw_level_count": 116, + "gate_level_count": 116, + "range_504_log": 0.926222, + "range_504_ratio": 2.524953, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.962085, + "hold30_r": 1.86002 + }, + { + "symbol": "VRSN", + "date": "2025-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.438753, + "strategy_rank": 72.048998, + "production_rank": 80.512249, + "structural_overlay_pass": false, + "structural_overlay_score": 76.486637, + "structural_overlay_rr": 1.588715, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.897109, + "primary_prob": 36.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.345663, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.54799, + "range_504_ratio": 1.729773, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.832894, + "hold30_r": 0.593803 + }, + { + "symbol": "VST", + "date": "2025-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.650334, + "strategy_rank": 94.35412, + "production_rank": 93.786192, + "structural_overlay_pass": true, + "structural_overlay_score": 94.096882, + "structural_overlay_rr": 2.247261, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.810369, + "primary_prob": 27.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.715553, + "raw_level_count": 139, + "gate_level_count": 139, + "range_504_log": 2.139028, + "range_504_ratio": 8.491183, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.033092, + "hold30_r": -1.0 + }, + { + "symbol": "VTR", + "date": "2025-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.08686, + "strategy_rank": 69.042316, + "production_rank": 75.723831, + "structural_overlay_pass": false, + "structural_overlay_score": 71.937639, + "structural_overlay_rr": 1.405348, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.025316, + "primary_prob": 48.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 57, + "primary_distance_atr": 1.537974, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.59575, + "range_504_ratio": 1.814391, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.958528, + "hold30_r": 1.119295 + }, + { + "symbol": "WEC", + "date": "2025-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.757238, + "strategy_rank": 63.697105, + "production_rank": 72.717149, + "structural_overlay_pass": false, + "structural_overlay_score": 69.081292, + "structural_overlay_rr": 1.041317, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.081831, + "primary_prob": 33.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.622746, + "raw_level_count": 21, + "gate_level_count": 21, + "range_504_log": 0.390363, + "range_504_ratio": 1.477518, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.089442, + "hold30_r": -1.012857 + }, + { + "symbol": "WMT", + "date": "2025-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.211581, + "strategy_rank": 75.534521, + "production_rank": 82.093541, + "structural_overlay_pass": false, + "structural_overlay_score": 77.988864, + "structural_overlay_rr": 1.684471, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.014176, + "primary_prob": 30.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.521264, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.778554, + "range_504_ratio": 2.17832, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.064791, + "hold30_r": -1.0 + }, + { + "symbol": "XEL", + "date": "2025-06-03", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 85.96882, + "strategy_rank": 62.048998, + "production_rank": 70.022272, + "structural_overlay_pass": false, + "structural_overlay_score": 66.521158, + "structural_overlay_rr": 1.712407, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.225926, + "primary_prob": 26.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 79, + "primary_distance_atr": 3.338889, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.449914, + "range_504_ratio": 1.568177, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.064194, + "hold30_r": -1.0 + }, + { + "symbol": "KVUE", + "date": "2025-06-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.066815, + "strategy_rank": 62.928731, + "production_rank": 68.641425, + "structural_overlay_pass": false, + "structural_overlay_score": 65.209354, + "structural_overlay_rr": 2.071317, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 11, + "rr": 1.96213, + "primary_prob": 29.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 91, + "primary_distance_atr": 2.943195, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.414292, + "range_504_ratio": 1.513299, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.04689, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2025-06-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.419175, + "strategy_rank": 93.823857, + "production_rank": 93.35563, + "structural_overlay_pass": false, + "structural_overlay_score": 88.687848, + "structural_overlay_rr": 1.578197, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.54884, + "primary_prob": 32.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.323259, + "raw_level_count": 128, + "gate_level_count": 128, + "range_504_log": 1.396115, + "range_504_ratio": 4.039477, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.517549, + "hold30_r": 1.255123 + }, + { + "symbol": "HOOD", + "date": "2025-06-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.108138, + "strategy_rank": 99.141583, + "production_rank": 99.130435, + "structural_overlay_pass": false, + "structural_overlay_score": 94.173913, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.725608, + "primary_prob": 28.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.588412, + "raw_level_count": 150, + "gate_level_count": 150, + "range_504_log": 2.286014, + "range_504_ratio": 9.835651, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.699344, + "hold30_r": 5.131095 + }, + { + "symbol": "ABT", + "date": "2025-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.943144, + "strategy_rank": 60.133779, + "production_rank": 67.736901, + "structural_overlay_pass": false, + "structural_overlay_score": 64.350056, + "structural_overlay_rr": 1.4428, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.727417, + "primary_prob": 55.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 85.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.091126, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.454209, + "range_504_ratio": 1.574927, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.653875, + "hold30_r": -1.0 + }, + { + "symbol": "ADSK", + "date": "2025-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.389075, + "strategy_rank": 67.369008, + "production_rank": 72.70903, + "structural_overlay_pass": false, + "structural_overlay_score": 69.073579, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.863047, + "primary_prob": 53.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.294571, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.53125, + "range_504_ratio": 1.701057, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.791088, + "hold30_r": -1.0 + }, + { + "symbol": "AEE", + "date": "2025-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.959866, + "strategy_rank": 62.408027, + "production_rank": 70.925307, + "structural_overlay_pass": false, + "structural_overlay_score": 67.379041, + "structural_overlay_rr": 1.059144, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.130125, + "primary_prob": 45.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 1.695188, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.440212, + "range_504_ratio": 1.553036, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.048087, + "hold30_r": 1.887116 + }, + { + "symbol": "AJG", + "date": "2025-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.956522, + "strategy_rank": 66.521739, + "production_rank": 73.333333, + "structural_overlay_pass": false, + "structural_overlay_score": 69.666667, + "structural_overlay_rr": 2.09707, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.635073, + "primary_prob": 24.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.45261, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 0.549749, + "range_504_ratio": 1.732819, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.051775, + "hold30_r": -0.439691 + }, + { + "symbol": "APP", + "date": "2025-06-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.777035, + "strategy_rank": 99.74359, + "production_rank": 99.754738, + "structural_overlay_pass": false, + "structural_overlay_score": 94.767001, + "structural_overlay_rr": 1.035145, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.343753, + "primary_prob": 20.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 3.51563, + "raw_level_count": 190, + "gate_level_count": 190, + "range_504_log": 3.217496, + "range_504_ratio": 24.965534, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.023341, + "hold30_r": -1.0 + }, + { + "symbol": "ATO", + "date": "2025-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.966555, + "strategy_rank": 63.277592, + "production_rank": 72.173913, + "structural_overlay_pass": false, + "structural_overlay_score": 68.565217, + "structural_overlay_rr": 1.214358, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.915754, + "primary_prob": 14.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.873631, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.505564, + "range_504_ratio": 1.657921, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.83568, + "hold30_r": 1.237912 + }, + { + "symbol": "AVGO", + "date": "2025-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.652174, + "strategy_rank": 95.819398, + "production_rank": 95.763657, + "structural_overlay_pass": false, + "structural_overlay_score": 90.975474, + "structural_overlay_rr": 1.735481, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.735481, + "primary_prob": 28.4, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.603221, + "raw_level_count": 119, + "gate_level_count": 119, + "range_504_log": 1.215073, + "range_504_ratio": 3.37054, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.694659, + "hold30_r": 3.677885 + }, + { + "symbol": "AXON", + "date": "2025-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.885173, + "strategy_rank": 96.343367, + "production_rank": 97.190635, + "structural_overlay_pass": false, + "structural_overlay_score": 92.331104, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.75802, + "primary_prob": 52.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.137029, + "raw_level_count": 140, + "gate_level_count": 140, + "range_504_log": 1.526008, + "range_504_ratio": 4.599778, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.713337, + "hold30_r": -1.0 + }, + { + "symbol": "AZO", + "date": "2025-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.06466, + "strategy_rank": 62.185061, + "production_rank": 70.144928, + "structural_overlay_pass": false, + "structural_overlay_score": 66.637681, + "structural_overlay_rr": 1.173319, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.228311, + "primary_prob": 26.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.842467, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 0.530661, + "range_504_ratio": 1.700056, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.067423, + "hold30_r": -1.0 + }, + { + "symbol": "BKNG", + "date": "2025-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.61204, + "strategy_rank": 70.735786, + "production_rank": 75.027871, + "structural_overlay_pass": false, + "structural_overlay_score": 71.276477, + "structural_overlay_rr": 0.934201, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.975688, + "primary_prob": 45.35, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.463532, + "raw_level_count": 103, + "gate_level_count": 103, + "range_504_log": 0.782341, + "range_504_ratio": 2.186585, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.070571, + "hold30_r": -1.0 + }, + { + "symbol": "BSX", + "date": "2025-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.618729, + "strategy_rank": 66.722408, + "production_rank": 73.021182, + "structural_overlay_pass": false, + "structural_overlay_score": 69.370123, + "structural_overlay_rr": 2.09751, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.30898, + "primary_prob": 41.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.96347, + "raw_level_count": 91, + "gate_level_count": 91, + "range_504_log": 0.79595, + "range_504_ratio": 2.216546, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.245147, + "hold30_r": 2.207229 + }, + { + "symbol": "CBOE", + "date": "2025-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.523969, + "strategy_rank": 67.380156, + "production_rank": 75.09476, + "structural_overlay_pass": false, + "structural_overlay_score": 71.340022, + "structural_overlay_rr": 1.339789, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.573899, + "primary_prob": 20.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.360848, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.589368, + "range_504_ratio": 1.802849, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.512511, + "hold30_r": 3.444183 + }, + { + "symbol": "CBRE", + "date": "2025-06-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.64214, + "strategy_rank": 79.966555, + "production_rank": 84.19175, + "structural_overlay_pass": false, + "structural_overlay_score": 79.982163, + "structural_overlay_rr": 1.568303, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.125347, + "primary_prob": 26.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 18, + "primary_distance_atr": 3.18802, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.826843, + "range_504_ratio": 2.28609, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.069269, + "hold30_r": 2.477813 + }, + { + "symbol": "CHTR", + "date": "2025-06-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.311037, + "strategy_rank": 85.183946, + "production_rank": 87.892977, + "structural_overlay_pass": false, + "structural_overlay_score": 83.498328, + "structural_overlay_rr": 2.524212, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.977021, + "primary_prob": 35.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 4.465532, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 0.663353, + "range_504_ratio": 1.941291, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.052197, + "hold30_r": -1.0 + }, + { + "symbol": "CIEN", + "date": "2025-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.098105, + "strategy_rank": 95.863991, + "production_rank": 95.942029, + "structural_overlay_pass": false, + "structural_overlay_score": 91.144928, + "structural_overlay_rr": 1.575064, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.591674, + "primary_prob": 30.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 76.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.387511, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.932089, + "range_504_ratio": 2.53981, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.56211, + "hold30_r": 3.009897 + }, + { + "symbol": "CINF", + "date": "2025-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.716834, + "strategy_rank": 65.730212, + "production_rank": 71.059086, + "structural_overlay_pass": false, + "structural_overlay_score": 67.506132, + "structural_overlay_rr": 1.151569, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.529022, + "primary_prob": 18.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.293533, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.532039, + "range_504_ratio": 1.7024, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.064796, + "hold30_r": 0.180663 + }, + { + "symbol": "CME", + "date": "2025-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.750279, + "strategy_rank": 65.328874, + "production_rank": 74.136009, + "structural_overlay_pass": false, + "structural_overlay_score": 70.429208, + "structural_overlay_rr": 2.487262, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.893364, + "primary_prob": 34.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.340046, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.496226, + "range_504_ratio": 1.64251, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.828412, + "hold30_r": 1.35225 + }, + { + "symbol": "CNP", + "date": "2025-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.156076, + "strategy_rank": 56.109253, + "production_rank": 64.124861, + "structural_overlay_pass": false, + "structural_overlay_score": 60.918618, + "structural_overlay_rr": 1.744331, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.600801, + "primary_prob": 28.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 66.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.401201, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.436209, + "range_504_ratio": 1.546832, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.522325, + "hold30_r": 1.721059 + }, + { + "symbol": "CVNA", + "date": "2025-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.331104, + "strategy_rank": 99.230769, + "production_rank": 99.264214, + "structural_overlay_pass": false, + "structural_overlay_score": 94.301003, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.931455, + "primary_prob": 25.56, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.897182, + "raw_level_count": 193, + "gate_level_count": 193, + "range_504_log": 3.150689, + "range_504_ratio": 23.352159, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.034096, + "hold30_r": -1.0 + }, + { + "symbol": "DASH", + "date": "2025-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.32107, + "strategy_rank": 91.538462, + "production_rank": 93.132664, + "structural_overlay_pass": false, + "structural_overlay_score": 88.476031, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.013584, + "primary_prob": 46.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.520376, + "raw_level_count": 145, + "gate_level_count": 145, + "range_504_log": 1.167725, + "range_504_ratio": 3.21467, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.971883, + "hold30_r": 2.785659 + }, + { + "symbol": "EQT", + "date": "2025-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.186176, + "strategy_rank": 83.835006, + "production_rank": 85.618729, + "structural_overlay_pass": false, + "structural_overlay_score": 81.337793, + "structural_overlay_rr": 1.471108, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.101223, + "primary_prob": 30.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.651834, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 0.647658, + "range_504_ratio": 1.911059, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.055682, + "hold30_r": -1.0 + }, + { + "symbol": "ETR", + "date": "2025-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.648829, + "strategy_rank": 70.90301, + "production_rank": 78.818283, + "structural_overlay_pass": false, + "structural_overlay_score": 74.877369, + "structural_overlay_rr": 1.05708, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.58515, + "primary_prob": 19.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.377725, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.707788, + "range_504_ratio": 2.029497, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.523243, + "hold30_r": 2.23653 + }, + { + "symbol": "EVRG", + "date": "2025-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.379041, + "strategy_rank": 56.365663, + "production_rank": 64.370123, + "structural_overlay_pass": false, + "structural_overlay_score": 61.151616, + "structural_overlay_rr": 1.276039, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.989567, + "primary_prob": 33.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.984351, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.405234, + "range_504_ratio": 1.499654, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.076648, + "hold30_r": 1.020696 + }, + { + "symbol": "EXC", + "date": "2025-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.493868, + "strategy_rank": 58.651059, + "production_rank": 66.265329, + "structural_overlay_pass": false, + "structural_overlay_score": 62.952062, + "structural_overlay_rr": 1.431883, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.494225, + "primary_prob": 37.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 93, + "primary_distance_atr": 2.241337, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.366582, + "range_504_ratio": 1.442795, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.07032, + "hold30_r": 0.66765 + }, + { + "symbol": "EXE", + "date": "2025-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.824972, + "strategy_rank": 66.71126, + "production_rank": 71.415831, + "structural_overlay_pass": false, + "structural_overlay_score": 67.845039, + "structural_overlay_rr": 1.826996, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.319384, + "primary_prob": 22.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.979076, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.551981, + "range_504_ratio": 1.73669, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.264191, + "hold30_r": -1.0 + }, + { + "symbol": "EXPE", + "date": "2025-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.166109, + "strategy_rank": 84.403567, + "production_rank": 83.991081, + "structural_overlay_pass": false, + "structural_overlay_score": 79.791527, + "structural_overlay_rr": 1.973076, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.723069, + "primary_prob": 48.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 62, + "primary_distance_atr": 2.584603, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.809247, + "range_504_ratio": 2.246215, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.042661, + "hold30_r": -1.0 + }, + { + "symbol": "FFIV", + "date": "2025-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.544036, + "strategy_rank": 81.059086, + "production_rank": 86.220736, + "structural_overlay_pass": false, + "structural_overlay_score": 81.909699, + "structural_overlay_rr": 1.883093, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.728078, + "primary_prob": 31.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.592118, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 0.78925, + "range_504_ratio": 2.201744, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.06992, + "hold30_r": -1.0 + }, + { + "symbol": "FICO", + "date": "2025-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.871795, + "strategy_rank": 91.527313, + "production_rank": 92.64214, + "structural_overlay_pass": false, + "structural_overlay_score": 88.010033, + "structural_overlay_rr": 1.584191, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.025429, + "primary_prob": 24.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 77.0, + "primary_rejection_count": 27, + "primary_distance_atr": 3.038143, + "raw_level_count": 137, + "gate_level_count": 137, + "range_504_log": 1.170283, + "range_504_ratio": 3.222906, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.029368, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2025-06-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.86845, + "strategy_rank": 93.968785, + "production_rank": 93.93534, + "structural_overlay_pass": true, + "structural_overlay_score": 94.238573, + "structural_overlay_rr": 2.589099, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.108728, + "primary_prob": 23.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 3.163092, + "raw_level_count": 147, + "gate_level_count": 147, + "range_504_log": 1.292355, + "range_504_ratio": 3.641352, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.070098, + "hold30_r": 2.975038 + }, + { + "symbol": "FOX", + "date": "2025-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.304348, + "strategy_rank": 75.719064, + "production_rank": 80.914158, + "structural_overlay_pass": false, + "structural_overlay_score": 76.86845, + "structural_overlay_rr": 0.82231, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.207765, + "primary_prob": 8.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 6, + "primary_distance_atr": 3.311648, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.756377, + "range_504_ratio": 2.130544, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.056092, + "hold30_r": 0.769295 + }, + { + "symbol": "FOXA", + "date": "2025-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.19621, + "strategy_rank": 76.042363, + "production_rank": 81.426979, + "structural_overlay_pass": false, + "structural_overlay_score": 77.35563, + "structural_overlay_rr": 1.311522, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.663793, + "primary_prob": 15.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.495689, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.730789, + "range_504_ratio": 2.076719, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.607616, + "hold30_r": 0.790352 + }, + { + "symbol": "FTNT", + "date": "2025-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.989967, + "strategy_rank": 87.826087, + "production_rank": 90.880713, + "structural_overlay_pass": false, + "structural_overlay_score": 86.336678, + "structural_overlay_rr": 1.803522, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.904284, + "primary_prob": 14.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.856426, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.956452, + "range_504_ratio": 2.602448, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.050026, + "hold30_r": 0.772818 + }, + { + "symbol": "GDDY", + "date": "2025-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.061315, + "strategy_rank": 76.332219, + "production_rank": 79.241918, + "structural_overlay_pass": false, + "structural_overlay_score": 75.279822, + "structural_overlay_rr": 2.078013, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.200025, + "primary_prob": 27.75, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 20.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.800037, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 1.138567, + "range_504_ratio": 3.12229, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.063186, + "hold30_r": -1.0 + }, + { + "symbol": "GE", + "date": "2025-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.726867, + "strategy_rank": 76.231884, + "production_rank": 79.063545, + "structural_overlay_pass": false, + "structural_overlay_score": 75.110368, + "structural_overlay_rr": 1.858158, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.264977, + "primary_prob": 37.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.897465, + "raw_level_count": 104, + "gate_level_count": 104, + "range_504_log": 0.91968, + "range_504_ratio": 2.508488, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.058135, + "hold30_r": -1.0 + }, + { + "symbol": "GILD", + "date": "2025-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.317726, + "strategy_rank": 76.020067, + "production_rank": 82.45262, + "structural_overlay_pass": false, + "structural_overlay_score": 78.329989, + "structural_overlay_rr": 1.616081, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.616081, + "primary_prob": 31.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.424122, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.658896, + "range_504_ratio": 1.932657, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.048744, + "hold30_r": -1.0 + }, + { + "symbol": "GL", + "date": "2025-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.645485, + "strategy_rank": 74.013378, + "production_rank": 80.557414, + "structural_overlay_pass": false, + "structural_overlay_score": 76.529543, + "structural_overlay_rr": 1.490062, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.590361, + "primary_prob": 35.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 105, + "primary_distance_atr": 2.385542, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 1.233768, + "range_504_ratio": 3.434146, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.529312, + "hold30_r": 2.905292 + }, + { + "symbol": "HIG", + "date": "2025-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.047938, + "strategy_rank": 60.512821, + "production_rank": 67.35786, + "structural_overlay_pass": false, + "structural_overlay_score": 63.989967, + "structural_overlay_rr": 1.451766, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.421393, + "primary_prob": 24.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.13209, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.651951, + "range_504_ratio": 1.919282, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.070122, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2025-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.216276, + "strategy_rank": 89.286511, + "production_rank": 92.263099, + "structural_overlay_pass": false, + "structural_overlay_score": 87.649944, + "structural_overlay_rr": 1.427732, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.427732, + "primary_prob": 33.86, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.141599, + "raw_level_count": 129, + "gate_level_count": 129, + "range_504_log": 1.417874, + "range_504_ratio": 4.128334, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.37194, + "hold30_r": 3.007668 + }, + { + "symbol": "IBKR", + "date": "2025-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.202899, + "strategy_rank": 92.329989, + "production_rank": 92.954292, + "structural_overlay_pass": false, + "structural_overlay_score": 88.306577, + "structural_overlay_rr": 1.536671, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.420431, + "primary_prob": 21.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.130647, + "raw_level_count": 111, + "gate_level_count": 111, + "range_504_log": 1.181068, + "range_504_ratio": 3.257851, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.378706, + "hold30_r": 5.470085 + }, + { + "symbol": "ICE", + "date": "2025-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.615385, + "strategy_rank": 60.301003, + "production_rank": 68.405797, + "structural_overlay_pass": false, + "structural_overlay_score": 64.985507, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.26284, + "primary_prob": 22.64, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.894261, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.548798, + "range_504_ratio": 1.73117, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.180129, + "hold30_r": 1.896617 + }, + { + "symbol": "JPM", + "date": "2025-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.602007, + "strategy_rank": 66.220736, + "production_rank": 71.014493, + "structural_overlay_pass": false, + "structural_overlay_score": 67.463768, + "structural_overlay_rr": 1.554862, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.022543, + "primary_prob": 45.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.533815, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 0.729001, + "range_504_ratio": 2.073008, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.945993, + "hold30_r": 3.982843 + }, + { + "symbol": "KMI", + "date": "2025-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.182832, + "strategy_rank": 71.928651, + "production_rank": 77.346711, + "structural_overlay_pass": false, + "structural_overlay_score": 73.479376, + "structural_overlay_rr": 1.574605, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.047254, + "primary_prob": 47.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.570881, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.683662, + "range_504_ratio": 1.98112, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.986369, + "hold30_r": -1.0 + }, + { + "symbol": "KR", + "date": "2025-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.081382, + "strategy_rank": 69.542921, + "production_rank": 76.722408, + "structural_overlay_pass": false, + "structural_overlay_score": 72.886288, + "structural_overlay_rr": 1.947449, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.937593, + "primary_prob": 20.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.90639, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.559124, + "range_504_ratio": 1.749139, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.873742, + "hold30_r": 3.391154 + }, + { + "symbol": "LITE", + "date": "2025-06-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.425864, + "strategy_rank": 95.362319, + "production_rank": 95.050167, + "structural_overlay_pass": false, + "structural_overlay_score": 90.297659, + "structural_overlay_rr": 1.638154, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.14058, + "primary_prob": 42.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 3.21087, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 1.079093, + "range_504_ratio": 2.942008, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.11155, + "hold30_r": 3.699571 + }, + { + "symbol": "LYV", + "date": "2025-06-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.973244, + "strategy_rank": 79.197324, + "production_rank": 83.455964, + "structural_overlay_pass": false, + "structural_overlay_score": 79.283166, + "structural_overlay_rr": 2.430727, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.026039, + "primary_prob": 24.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 3.039058, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.723982, + "range_504_ratio": 2.062631, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.049761, + "hold30_r": -1.0 + }, + { + "symbol": "MMM", + "date": "2025-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.527313, + "strategy_rank": 78.416945, + "production_rank": 82.787068, + "structural_overlay_pass": false, + "structural_overlay_score": 78.647715, + "structural_overlay_rr": 1.993038, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.202723, + "primary_prob": 43.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 101, + "primary_distance_atr": 1.804085, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.605395, + "range_504_ratio": 1.831976, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.143321, + "hold30_r": 0.868141 + }, + { + "symbol": "MO", + "date": "2025-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.169454, + "strategy_rank": 59.821628, + "production_rank": 67.93757, + "structural_overlay_pass": false, + "structural_overlay_score": 64.540691, + "structural_overlay_rr": 1.767215, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.70064, + "primary_prob": 15.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.55096, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.4499, + "range_504_ratio": 1.568156, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.089214, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2025-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.554069, + "strategy_rank": 99.520624, + "production_rank": 99.531773, + "structural_overlay_pass": false, + "structural_overlay_score": 94.555184, + "structural_overlay_rr": 1.704944, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.970873, + "primary_prob": 35.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.45631, + "raw_level_count": 189, + "gate_level_count": 189, + "range_504_log": 3.016198, + "range_504_ratio": 20.413534, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.082617, + "hold30_r": -1.053888 + }, + { + "symbol": "NEM", + "date": "2025-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.835006, + "strategy_rank": 78.082497, + "production_rank": 80.0, + "structural_overlay_pass": false, + "structural_overlay_score": 76.0, + "structural_overlay_rr": 1.585436, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.731843, + "primary_prob": 33.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.597764, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.691106, + "range_504_ratio": 1.995921, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.687078, + "hold30_r": 3.811349 + }, + { + "symbol": "NFLX", + "date": "2025-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.324415, + "strategy_rank": 85.719064, + "production_rank": 89.587514, + "structural_overlay_pass": false, + "structural_overlay_score": 85.108138, + "structural_overlay_rr": 1.437713, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.769808, + "primary_prob": 52.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.154712, + "raw_level_count": 134, + "gate_level_count": 134, + "range_504_log": 1.298412, + "range_504_ratio": 3.663475, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.711347, + "hold30_r": -0.553714 + }, + { + "symbol": "NI", + "date": "2025-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.963211, + "strategy_rank": 64.080268, + "production_rank": 72.374582, + "structural_overlay_pass": false, + "structural_overlay_score": 68.755853, + "structural_overlay_rr": 1.733969, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.733969, + "primary_prob": 13.42, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.600953, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.594979, + "range_504_ratio": 1.812992, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.659955, + "hold30_r": 2.159282 + }, + { + "symbol": "NOW", + "date": "2025-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.74359, + "strategy_rank": 87.603122, + "production_rank": 88.316611, + "structural_overlay_pass": false, + "structural_overlay_score": 83.90078, + "structural_overlay_rr": 1.084249, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.074169, + "primary_prob": 47.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.611253, + "raw_level_count": 100, + "gate_level_count": 100, + "range_504_log": 0.823001, + "range_504_ratio": 2.277324, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.060412, + "hold30_r": -1.0 + }, + { + "symbol": "NRG", + "date": "2025-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.09476, + "strategy_rank": 95.027871, + "production_rank": 95.050167, + "structural_overlay_pass": false, + "structural_overlay_score": 90.297659, + "structural_overlay_rr": 1.396546, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.33487, + "primary_prob": 25.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.002305, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 1.596702, + "range_504_ratio": 4.936725, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.295807, + "hold30_r": 1.220385 + }, + { + "symbol": "ORLY", + "date": "2025-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.189521, + "strategy_rank": 64.604236, + "production_rank": 73.132664, + "structural_overlay_pass": false, + "structural_overlay_score": 69.476031, + "structural_overlay_rr": 0.672426, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.393381, + "primary_prob": 22.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.090071, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 0.527978, + "range_504_ratio": 1.695501, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.064409, + "hold30_r": -1.0 + }, + { + "symbol": "PGR", + "date": "2025-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.733556, + "strategy_rank": 68.372352, + "production_rank": 74.492754, + "structural_overlay_pass": false, + "structural_overlay_score": 70.768116, + "structural_overlay_rr": 1.848907, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.832072, + "primary_prob": 23.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 59.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.748108, + "raw_level_count": 93, + "gate_level_count": 93, + "range_504_log": 0.966921, + "range_504_ratio": 2.629836, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.054014, + "hold30_r": -1.0 + }, + { + "symbol": "PM", + "date": "2025-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.212932, + "strategy_rank": 74.671126, + "production_rank": 82.185061, + "structural_overlay_pass": false, + "structural_overlay_score": 78.075808, + "structural_overlay_rr": 1.034131, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.034131, + "primary_prob": 43.4, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.551196, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.746061, + "range_504_ratio": 2.108678, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.958717, + "hold30_r": -1.982961 + }, + { + "symbol": "PODD", + "date": "2025-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.767001, + "strategy_rank": 90.947603, + "production_rank": 92.887402, + "structural_overlay_pass": false, + "structural_overlay_score": 88.243032, + "structural_overlay_rr": 2.06462, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.113787, + "primary_prob": 28.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 3.170681, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.962208, + "range_504_ratio": 2.617469, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.046392, + "hold30_r": -1.0 + }, + { + "symbol": "RL", + "date": "2025-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.179487, + "strategy_rank": 86.276477, + "production_rank": 86.57748, + "structural_overlay_pass": false, + "structural_overlay_score": 82.248606, + "structural_overlay_rr": 1.756424, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.089433, + "primary_prob": 32.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.63415, + "raw_level_count": 93, + "gate_level_count": 93, + "range_504_log": 0.979896, + "range_504_ratio": 2.66418, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.044861, + "hold30_r": 2.276167 + }, + { + "symbol": "RSG", + "date": "2025-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.395764, + "strategy_rank": 60.011148, + "production_rank": 68.472687, + "structural_overlay_pass": false, + "structural_overlay_score": 65.049052, + "structural_overlay_rr": 0.906485, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.186924, + "primary_prob": 26.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.780386, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.612578, + "range_504_ratio": 1.845183, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.081009, + "hold30_r": -1.0 + }, + { + "symbol": "SATS", + "date": "2025-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.402453, + "strategy_rank": 89.910814, + "production_rank": 89.074693, + "structural_overlay_pass": false, + "structural_overlay_score": 84.620959, + "structural_overlay_rr": 2.719677, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.517718, + "primary_prob": 36.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.276577, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 1.22618, + "range_504_ratio": 3.408185, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.503939, + "hold30_r": 5.391612 + }, + { + "symbol": "SBAC", + "date": "2025-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.270903, + "strategy_rank": 65.250836, + "production_rank": 70.590858, + "structural_overlay_pass": false, + "structural_overlay_score": 67.061315, + "structural_overlay_rr": 2.066771, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.072305, + "primary_prob": 28.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 67, + "primary_distance_atr": 3.108458, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.342924, + "range_504_ratio": 1.409061, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.009095, + "hold30_r": 1.25214 + }, + { + "symbol": "SOLV", + "date": "2025-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.939799, + "strategy_rank": 74.58194, + "production_rank": 77.03456, + "structural_overlay_pass": false, + "structural_overlay_score": 73.182832, + "structural_overlay_rr": 1.571058, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.592632, + "primary_prob": 20.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.388948, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.599871, + "range_504_ratio": 1.821883, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.051256, + "hold30_r": -1.0 + }, + { + "symbol": "SYF", + "date": "2025-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.162765, + "strategy_rank": 82.229654, + "production_rank": 82.207358, + "structural_overlay_pass": false, + "structural_overlay_score": 78.09699, + "structural_overlay_rr": 1.955761, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.811014, + "primary_prob": 32.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.716521, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 0.95499, + "range_504_ratio": 2.598644, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.76475, + "hold30_r": 4.206879 + }, + { + "symbol": "T", + "date": "2025-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.875139, + "strategy_rank": 72.396878, + "production_rank": 80.222965, + "structural_overlay_pass": false, + "structural_overlay_score": 76.211817, + "structural_overlay_rr": 0.767296, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.718239, + "primary_prob": 56.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.077358, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.770839, + "range_504_ratio": 2.161579, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.071497, + "hold30_r": -1.0 + }, + { + "symbol": "TKO", + "date": "2025-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.088071, + "strategy_rank": 81.047938, + "production_rank": 85.061315, + "structural_overlay_pass": false, + "structural_overlay_score": 80.80825, + "structural_overlay_rr": 0.877364, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.809856, + "primary_prob": 37.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.214784, + "raw_level_count": 110, + "gate_level_count": 110, + "range_504_log": 0.90658, + "range_504_ratio": 2.475842, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.756369, + "hold30_r": 0.552414 + }, + { + "symbol": "TMUS", + "date": "2025-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.740245, + "strategy_rank": 74.760312, + "production_rank": 79.42029, + "structural_overlay_pass": false, + "structural_overlay_score": 75.449275, + "structural_overlay_rr": 2.756023, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.182566, + "primary_prob": 41.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 86.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.773849, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.785496, + "range_504_ratio": 2.193495, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.06277, + "hold30_r": -1.0 + }, + { + "symbol": "TPL", + "date": "2025-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.439242, + "strategy_rank": 95.763657, + "production_rank": 96.655518, + "structural_overlay_pass": false, + "structural_overlay_score": 91.822742, + "structural_overlay_rr": 2.335348, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.864517, + "primary_prob": 31.28, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.796776, + "raw_level_count": 126, + "gate_level_count": 126, + "range_504_log": 1.433072, + "range_504_ratio": 4.191556, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.027352, + "hold30_r": -1.0 + }, + { + "symbol": "TPR", + "date": "2025-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.770346, + "strategy_rank": 91.516165, + "production_rank": 93.600892, + "structural_overlay_pass": false, + "structural_overlay_score": 88.920847, + "structural_overlay_rr": 1.517727, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.500876, + "primary_prob": 19.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.251314, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 1.251498, + "range_504_ratio": 3.495575, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.452612, + "hold30_r": 8.612671 + }, + { + "symbol": "TRGP", + "date": "2025-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.510591, + "strategy_rank": 82.463768, + "production_rank": 83.812709, + "structural_overlay_pass": false, + "structural_overlay_score": 79.622074, + "structural_overlay_rr": 1.975706, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.793214, + "primary_prob": 39.58, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 17.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.189822, + "raw_level_count": 130, + "gate_level_count": 130, + "range_504_log": 1.146369, + "range_504_ratio": 3.146745, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.749986, + "hold30_r": 0.066756 + }, + { + "symbol": "TRV", + "date": "2025-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.720178, + "strategy_rank": 63.28874, + "production_rank": 69.765886, + "structural_overlay_pass": false, + "structural_overlay_score": 66.277592, + "structural_overlay_rr": 1.272655, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.872368, + "primary_prob": 11.37, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.808553, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.568663, + "range_504_ratio": 1.765905, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.06641, + "hold30_r": -1.0 + }, + { + "symbol": "TSLA", + "date": "2025-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.993311, + "strategy_rank": 97.792642, + "production_rank": 97.859532, + "structural_overlay_pass": false, + "structural_overlay_score": 92.966555, + "structural_overlay_rr": 0.775186, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.978691, + "primary_prob": 49.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 53, + "primary_distance_atr": 1.468036, + "raw_level_count": 101, + "gate_level_count": 101, + "range_504_log": 1.258369, + "range_504_ratio": 3.519677, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.95663, + "hold30_r": -1.0 + }, + { + "symbol": "UAL", + "date": "2025-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.865106, + "strategy_rank": 93.333333, + "production_rank": 93.177258, + "structural_overlay_pass": false, + "structural_overlay_score": 88.518395, + "structural_overlay_rr": 1.708687, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.708687, + "primary_prob": 32.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.56303, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 1.236686, + "range_504_ratio": 3.444181, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.033138, + "hold30_r": -1.0 + }, + { + "symbol": "VST", + "date": "2025-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.54738, + "strategy_rank": 97.814939, + "production_rank": 97.725753, + "structural_overlay_pass": false, + "structural_overlay_score": 92.839465, + "structural_overlay_rr": 0.902927, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.852319, + "primary_prob": 38.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.278478, + "raw_level_count": 140, + "gate_level_count": 140, + "range_504_log": 2.094945, + "range_504_ratio": 8.124997, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.819946, + "hold30_r": 3.105508 + }, + { + "symbol": "VTR", + "date": "2025-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.287625, + "strategy_rank": 66.555184, + "production_rank": 73.132664, + "structural_overlay_pass": false, + "structural_overlay_score": 69.476031, + "structural_overlay_rr": 1.377699, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.975828, + "primary_prob": 49.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 57, + "primary_distance_atr": 1.463743, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.59575, + "range_504_ratio": 1.814391, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.904742, + "hold30_r": 2.050248 + }, + { + "symbol": "WEC", + "date": "2025-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.736901, + "strategy_rank": 61.583055, + "production_rank": 70.301003, + "structural_overlay_pass": false, + "structural_overlay_score": 66.785953, + "structural_overlay_rr": 1.799659, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.735949, + "primary_prob": 58.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 62, + "primary_distance_atr": 1.103924, + "raw_level_count": 21, + "gate_level_count": 21, + "range_504_log": 0.390363, + "range_504_ratio": 1.477518, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.080879, + "hold30_r": -1.0 + }, + { + "symbol": "WMB", + "date": "2025-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.51728, + "strategy_rank": 72.831661, + "production_rank": 78.060201, + "structural_overlay_pass": false, + "structural_overlay_score": 74.157191, + "structural_overlay_rr": 0.814898, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.326024, + "primary_prob": 24.0, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 16.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.989037, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.717191, + "range_504_ratio": 2.048671, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.266992, + "hold30_r": -1.0 + }, + { + "symbol": "WMT", + "date": "2025-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.746934, + "strategy_rank": 72.38573, + "production_rank": 78.506132, + "structural_overlay_pass": false, + "structural_overlay_score": 74.580825, + "structural_overlay_rr": 0.85304, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.795452, + "primary_prob": 42.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.193178, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.751211, + "range_504_ratio": 2.119565, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.069707, + "hold30_r": -1.0 + }, + { + "symbol": "WRB", + "date": "2025-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.520624, + "strategy_rank": 67.179487, + "production_rank": 74.626533, + "structural_overlay_pass": false, + "structural_overlay_score": 70.895206, + "structural_overlay_rr": 1.599239, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.688655, + "primary_prob": 47.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.032983, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.709515, + "range_504_ratio": 2.033005, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.62204, + "hold30_r": -1.0 + }, + { + "symbol": "XEL", + "date": "2025-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.392419, + "strategy_rank": 61.081382, + "production_rank": 68.851728, + "structural_overlay_pass": false, + "structural_overlay_score": 65.409142, + "structural_overlay_rr": 1.280642, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.031926, + "primary_prob": 48.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 198, + "primary_distance_atr": 1.54789, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.449914, + "range_504_ratio": 1.568177, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.071598, + "hold30_r": -1.0 + }, + { + "symbol": "GEV", + "date": "2025-06-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.662207, + "strategy_rank": 97.190635, + "production_rank": 97.681159, + "structural_overlay_pass": false, + "structural_overlay_score": 92.797101, + "structural_overlay_rr": 0.688528, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.701335, + "primary_prob": 55.42, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.052002, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 1.436924, + "range_504_ratio": 4.207731, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.662022, + "hold30_r": 6.550672 + }, + { + "symbol": "KVUE", + "date": "2025-06-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.497213, + "strategy_rank": 65.005574, + "production_rank": 70.83612, + "structural_overlay_pass": false, + "structural_overlay_score": 67.294314, + "structural_overlay_rr": 2.549122, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.576885, + "primary_prob": 35.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 88, + "primary_distance_atr": 2.365328, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.414292, + "range_504_ratio": 1.513299, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.04973, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2025-06-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.282139, + "strategy_rank": 90.841866, + "production_rank": 89.988623, + "structural_overlay_pass": false, + "structural_overlay_score": 85.489192, + "structural_overlay_rr": 1.849738, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.873517, + "primary_prob": 26.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.810275, + "raw_level_count": 129, + "gate_level_count": 129, + "range_504_log": 1.38783, + "range_504_ratio": 4.006146, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.839562, + "hold30_r": 2.053758 + }, + { + "symbol": "HOOD", + "date": "2025-06-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.862344, + "strategy_rank": 98.828214, + "production_rank": 98.83959, + "structural_overlay_pass": false, + "structural_overlay_score": 93.897611, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.522154, + "primary_prob": 32.03, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.283231, + "raw_level_count": 152, + "gate_level_count": 152, + "range_504_log": 2.286014, + "range_504_ratio": 9.835651, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.493833, + "hold30_r": 5.415179 + }, + { + "symbol": "ABT", + "date": "2025-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.07281, + "strategy_rank": 60.898749, + "production_rank": 68.623436, + "structural_overlay_pass": false, + "structural_overlay_score": 65.192264, + "structural_overlay_rr": 1.285895, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.316962, + "primary_prob": 41.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.975444, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.454209, + "range_504_ratio": 1.574927, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.2419, + "hold30_r": -1.625739 + }, + { + "symbol": "AEE", + "date": "2025-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.216155, + "strategy_rank": 64.004551, + "production_rank": 72.741752, + "structural_overlay_pass": false, + "structural_overlay_score": 69.104664, + "structural_overlay_rr": 1.600953, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.406649, + "primary_prob": 39.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 74, + "primary_distance_atr": 2.109973, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.440212, + "range_504_ratio": 1.553036, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.325577, + "hold30_r": 2.899111 + }, + { + "symbol": "AJG", + "date": "2025-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.503982, + "strategy_rank": 64.118316, + "production_rank": 70.580205, + "structural_overlay_pass": false, + "structural_overlay_score": 67.051195, + "structural_overlay_rr": 2.176862, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.232518, + "primary_prob": 35.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.848776, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.527453, + "range_504_ratio": 1.694611, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.057852, + "hold30_r": -1.0 + }, + { + "symbol": "ALL", + "date": "2025-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.887372, + "strategy_rank": 65.904437, + "production_rank": 70.898749, + "structural_overlay_pass": false, + "structural_overlay_score": 67.353811, + "structural_overlay_rr": 1.35634, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.975853, + "primary_prob": 19.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.96378, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.751253, + "range_504_ratio": 2.119654, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.061081, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2025-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.772469, + "strategy_rank": 99.67008, + "production_rank": 99.704209, + "structural_overlay_pass": false, + "structural_overlay_score": 94.718999, + "structural_overlay_rr": 0.774943, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.679916, + "primary_prob": 48.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.019874, + "raw_level_count": 190, + "gate_level_count": 190, + "range_504_log": 3.178568, + "range_504_ratio": 24.012346, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.024205, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2025-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.755404, + "strategy_rank": 88.100114, + "production_rank": 86.98521, + "structural_overlay_pass": false, + "structural_overlay_score": 82.63595, + "structural_overlay_rr": 0.76005, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.717552, + "primary_prob": 54.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.076328, + "raw_level_count": 120, + "gate_level_count": 120, + "range_504_log": 1.205468, + "range_504_ratio": 3.338322, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.675548, + "hold30_r": 3.733461 + }, + { + "symbol": "AXON", + "date": "2025-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.089875, + "strategy_rank": 96.393629, + "production_rank": 97.292378, + "structural_overlay_pass": false, + "structural_overlay_score": 92.427759, + "structural_overlay_rr": 0.795542, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.906979, + "primary_prob": 47.15, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.360468, + "raw_level_count": 141, + "gate_level_count": 141, + "range_504_log": 1.526008, + "range_504_ratio": 4.599778, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.85851, + "hold30_r": -1.0 + }, + { + "symbol": "AZO", + "date": "2025-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.348123, + "strategy_rank": 62.1843, + "production_rank": 70.238908, + "structural_overlay_pass": false, + "structural_overlay_score": 66.726962, + "structural_overlay_rr": 1.748257, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.119125, + "primary_prob": 45.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.678688, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.500133, + "range_504_ratio": 1.64894, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.051444, + "hold30_r": -1.0 + }, + { + "symbol": "BKNG", + "date": "2025-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.821388, + "strategy_rank": 70.534699, + "production_rank": 74.630262, + "structural_overlay_pass": false, + "structural_overlay_score": 70.898749, + "structural_overlay_rr": 1.1449, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.038224, + "primary_prob": 29.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.557336, + "raw_level_count": 103, + "gate_level_count": 103, + "range_504_log": 0.782341, + "range_504_ratio": 2.186585, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.971004, + "hold30_r": 1.287081 + }, + { + "symbol": "BSX", + "date": "2025-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.527873, + "strategy_rank": 66.029579, + "production_rank": 72.195677, + "structural_overlay_pass": false, + "structural_overlay_score": 68.585893, + "structural_overlay_rr": 1.733734, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.732551, + "primary_prob": 17.84, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 23.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.598827, + "raw_level_count": 91, + "gate_level_count": 91, + "range_504_log": 0.79595, + "range_504_ratio": 2.216546, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.665677, + "hold30_r": 1.048497 + }, + { + "symbol": "CBOE", + "date": "2025-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.192264, + "strategy_rank": 66.461889, + "production_rank": 74.03868, + "structural_overlay_pass": false, + "structural_overlay_score": 70.336746, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.087158, + "primary_prob": 30.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.630737, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.573417, + "range_504_ratio": 1.77432, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.017416, + "hold30_r": 2.41797 + }, + { + "symbol": "CBRE", + "date": "2025-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.671217, + "strategy_rank": 78.555176, + "production_rank": 82.593857, + "structural_overlay_pass": false, + "structural_overlay_score": 78.464164, + "structural_overlay_rr": 1.761641, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.641783, + "primary_prob": 30.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 77.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.462674, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.826843, + "range_504_ratio": 2.28609, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.583917, + "hold30_r": 5.136451 + }, + { + "symbol": "CCL", + "date": "2025-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.89306, + "strategy_rank": 87.0876, + "production_rank": 86.68942, + "structural_overlay_pass": false, + "structural_overlay_score": 82.354949, + "structural_overlay_rr": 1.990132, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.73524, + "primary_prob": 33.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.60286, + "raw_level_count": 107, + "gate_level_count": 107, + "range_504_log": 0.974351, + "range_504_ratio": 2.649446, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.696304, + "hold30_r": 5.427329 + }, + { + "symbol": "CHTR", + "date": "2025-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.856655, + "strategy_rank": 83.651877, + "production_rank": 87.05347, + "structural_overlay_pass": false, + "structural_overlay_score": 82.700796, + "structural_overlay_rr": 1.371803, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.369805, + "primary_prob": 25.32, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 3.554707, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 0.663353, + "range_504_ratio": 1.941291, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.32171, + "hold30_r": -2.871882 + }, + { + "symbol": "CIEN", + "date": "2025-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.904437, + "strategy_rank": 95.051195, + "production_rank": 95.335609, + "structural_overlay_pass": false, + "structural_overlay_score": 90.568828, + "structural_overlay_rr": 1.522656, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.53639, + "primary_prob": 31.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 76.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.304585, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.932089, + "range_504_ratio": 2.53981, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.503151, + "hold30_r": 4.387424 + }, + { + "symbol": "CINF", + "date": "2025-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.4562, + "strategy_rank": 65.142207, + "production_rank": 70.580205, + "structural_overlay_pass": false, + "structural_overlay_score": 67.051195, + "structural_overlay_rr": 1.631372, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.855862, + "primary_prob": 53.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 1.283792, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.532039, + "range_504_ratio": 1.7024, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.788174, + "hold30_r": 0.521853 + }, + { + "symbol": "CME", + "date": "2025-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.377702, + "strategy_rank": 65.449374, + "production_rank": 74.425484, + "structural_overlay_pass": false, + "structural_overlay_score": 70.704209, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.505734, + "primary_prob": 19.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.258601, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.494363, + "range_504_ratio": 1.639454, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.436738, + "hold30_r": 1.097488 + }, + { + "symbol": "COF", + "date": "2025-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.030717, + "strategy_rank": 84.334471, + "production_rank": 85.23322, + "structural_overlay_pass": false, + "structural_overlay_score": 80.971559, + "structural_overlay_rr": 1.749807, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.364871, + "primary_prob": 26.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.047306, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.870346, + "range_504_ratio": 2.387737, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.316217, + "hold30_r": 2.644437 + }, + { + "symbol": "COR", + "date": "2025-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.773606, + "strategy_rank": 58.043231, + "production_rank": 65.620023, + "structural_overlay_pass": false, + "structural_overlay_score": 62.339022, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.409764, + "primary_prob": 19.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.114646, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 0.589016, + "range_504_ratio": 1.802214, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.073813, + "hold30_r": -1.0 + }, + { + "symbol": "CPAY", + "date": "2025-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.204778, + "strategy_rank": 77.986348, + "production_rank": 78.725825, + "structural_overlay_pass": false, + "structural_overlay_score": 74.789534, + "structural_overlay_rr": 1.507226, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.914726, + "primary_prob": 30.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.872089, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.598089, + "range_504_ratio": 1.81864, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.044062, + "hold30_r": -0.290057 + }, + { + "symbol": "CVNA", + "date": "2025-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.317406, + "strategy_rank": 99.215017, + "production_rank": 99.249147, + "structural_overlay_pass": false, + "structural_overlay_score": 94.286689, + "structural_overlay_rr": 1.557092, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.537112, + "primary_prob": 30.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 72.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.305668, + "raw_level_count": 193, + "gate_level_count": 193, + "range_504_log": 2.836776, + "range_504_ratio": 17.06068, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.509598, + "hold30_r": 4.499035 + }, + { + "symbol": "DASH", + "date": "2025-06-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 96.587031, + "strategy_rank": 91.569966, + "production_rank": 93.242321, + "structural_overlay_pass": false, + "structural_overlay_score": 88.580205, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 2.272546, + "primary_prob": 21.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 3.408819, + "raw_level_count": 145, + "gate_level_count": 145, + "range_504_log": 1.161406, + "range_504_ratio": 3.194421, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.226528, + "hold30_r": 3.236531 + }, + { + "symbol": "EBAY", + "date": "2025-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.982935, + "strategy_rank": 71.331058, + "production_rank": 75.881684, + "structural_overlay_pass": false, + "structural_overlay_score": 72.0876, + "structural_overlay_rr": 1.11809, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.135507, + "primary_prob": 41.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.703261, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.764523, + "range_504_ratio": 2.147969, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.068956, + "hold30_r": -1.0 + }, + { + "symbol": "ETR", + "date": "2025-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.311718, + "strategy_rank": 70.898749, + "production_rank": 78.703072, + "structural_overlay_pass": false, + "structural_overlay_score": 74.767918, + "structural_overlay_rr": 1.614953, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.06811, + "primary_prob": 47.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 56, + "primary_distance_atr": 1.602165, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.707788, + "range_504_ratio": 2.029497, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.003183, + "hold30_r": 3.788334 + }, + { + "symbol": "FFIV", + "date": "2025-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.221843, + "strategy_rank": 80.375427, + "production_rank": 85.324232, + "structural_overlay_pass": false, + "structural_overlay_score": 81.05802, + "structural_overlay_rr": 1.209213, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.214597, + "primary_prob": 27.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.821896, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 0.78925, + "range_504_ratio": 2.201744, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.144128, + "hold30_r": 3.031579 + }, + { + "symbol": "FICO", + "date": "2025-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.174061, + "strategy_rank": 90.136519, + "production_rank": 91.149033, + "structural_overlay_pass": false, + "structural_overlay_score": 86.591581, + "structural_overlay_rr": 1.817455, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.767253, + "primary_prob": 29.11, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 82.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.65088, + "raw_level_count": 139, + "gate_level_count": 139, + "range_504_log": 1.145062, + "range_504_ratio": 3.142638, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.033126, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2025-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.012514, + "strategy_rank": 91.934016, + "production_rank": 91.626849, + "structural_overlay_pass": true, + "structural_overlay_score": 92.045506, + "structural_overlay_rr": 2.463484, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.945758, + "primary_prob": 25.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.918637, + "raw_level_count": 147, + "gate_level_count": 147, + "range_504_log": 1.292355, + "range_504_ratio": 3.641352, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.903469, + "hold30_r": 8.875202 + }, + { + "symbol": "FOX", + "date": "2025-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.994312, + "strategy_rank": 78.748578, + "production_rank": 84.163823, + "structural_overlay_pass": false, + "structural_overlay_score": 79.955631, + "structural_overlay_rr": 1.919175, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.927181, + "primary_prob": 45.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 72.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.390772, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.756377, + "range_504_ratio": 2.130544, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.872753, + "hold30_r": 0.827987 + }, + { + "symbol": "FOXA", + "date": "2025-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.131968, + "strategy_rank": 78.998862, + "production_rank": 84.709898, + "structural_overlay_pass": false, + "structural_overlay_score": 80.474403, + "structural_overlay_rr": 1.628018, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.196439, + "primary_prob": 33.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.794659, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.730789, + "range_504_ratio": 2.076719, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.14158, + "hold30_r": 0.8521 + }, + { + "symbol": "FTNT", + "date": "2025-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.814562, + "strategy_rank": 87.497156, + "production_rank": 90.602958, + "structural_overlay_pass": false, + "structural_overlay_score": 86.07281, + "structural_overlay_rr": 1.487238, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.586791, + "primary_prob": 19.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.380187, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.956452, + "range_504_ratio": 2.602448, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.05033, + "hold30_r": -1.0 + }, + { + "symbol": "GDDY", + "date": "2025-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.120592, + "strategy_rank": 77.315131, + "production_rank": 80.250284, + "structural_overlay_pass": false, + "structural_overlay_score": 76.23777, + "structural_overlay_rr": 2.235947, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.321624, + "primary_prob": 24.9, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 20.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.982437, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 1.138567, + "range_504_ratio": 3.12229, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.065658, + "hold30_r": -1.0 + }, + { + "symbol": "GE", + "date": "2025-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.647327, + "strategy_rank": 79.852105, + "production_rank": 83.117179, + "structural_overlay_pass": false, + "structural_overlay_score": 78.96132, + "structural_overlay_rr": 2.582072, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.820806, + "primary_prob": 35.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.23121, + "raw_level_count": 104, + "gate_level_count": 104, + "range_504_log": 0.91968, + "range_504_ratio": 2.508488, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.764754, + "hold30_r": 4.200027 + }, + { + "symbol": "GILD", + "date": "2025-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.359499, + "strategy_rank": 77.110353, + "production_rank": 83.526735, + "structural_overlay_pass": false, + "structural_overlay_score": 79.350398, + "structural_overlay_rr": 1.433189, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.88101, + "primary_prob": 38.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.321515, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.658896, + "range_504_ratio": 1.932657, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.831778, + "hold30_r": 0.977811 + }, + { + "symbol": "GL", + "date": "2025-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.605233, + "strategy_rank": 73.219568, + "production_rank": 79.681456, + "structural_overlay_pass": false, + "structural_overlay_score": 75.697383, + "structural_overlay_rr": 1.840251, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.952681, + "primary_prob": 30.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 105, + "primary_distance_atr": 2.929021, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 1.233768, + "range_504_ratio": 3.434146, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.885454, + "hold30_r": 5.928303 + }, + { + "symbol": "HWM", + "date": "2025-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.610922, + "strategy_rank": 88.566553, + "production_rank": 91.581342, + "structural_overlay_pass": false, + "structural_overlay_score": 87.002275, + "structural_overlay_rr": 0.890254, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.890254, + "primary_prob": 47.91, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.335381, + "raw_level_count": 129, + "gate_level_count": 129, + "range_504_log": 1.417874, + "range_504_ratio": 4.128334, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.830515, + "hold30_r": 1.327572 + }, + { + "symbol": "IBKR", + "date": "2025-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.676906, + "strategy_rank": 93.424346, + "production_rank": 94.175199, + "structural_overlay_pass": false, + "structural_overlay_score": 89.466439, + "structural_overlay_rr": 1.2906, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.167399, + "primary_prob": 27.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.751098, + "raw_level_count": 112, + "gate_level_count": 112, + "range_504_log": 1.181068, + "range_504_ratio": 3.257851, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.044835, + "hold30_r": -1.0 + }, + { + "symbol": "JPM", + "date": "2025-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.276451, + "strategy_rank": 68.225256, + "production_rank": 73.242321, + "structural_overlay_pass": false, + "structural_overlay_score": 69.580205, + "structural_overlay_rr": 1.445562, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.906027, + "primary_prob": 33.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.359041, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 0.729001, + "range_504_ratio": 2.073008, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.827958, + "hold30_r": 3.869856 + }, + { + "symbol": "KMI", + "date": "2025-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.054608, + "strategy_rank": 71.706485, + "production_rank": 77.155859, + "structural_overlay_pass": false, + "structural_overlay_score": 73.298066, + "structural_overlay_rr": 1.173663, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.018897, + "primary_prob": 48.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.528346, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.683662, + "range_504_ratio": 1.98112, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.953187, + "hold30_r": -1.0 + }, + { + "symbol": "KR", + "date": "2025-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.240046, + "strategy_rank": 67.827076, + "production_rank": 75.631399, + "structural_overlay_pass": false, + "structural_overlay_score": 71.849829, + "structural_overlay_rr": 1.323286, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.864247, + "primary_prob": 20.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.79637, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.559124, + "range_504_ratio": 1.749139, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.792994, + "hold30_r": 2.24185 + }, + { + "symbol": "LITE", + "date": "2025-06-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.76678, + "strategy_rank": 95.517634, + "production_rank": 95.267349, + "structural_overlay_pass": false, + "structural_overlay_score": 90.503982, + "structural_overlay_rr": 1.610262, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.35311, + "primary_prob": 36.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 80.0, + "primary_rejection_count": 26, + "primary_distance_atr": 3.529665, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 1.079093, + "range_504_ratio": 2.942008, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.323386, + "hold30_r": 4.085339 + }, + { + "symbol": "LYV", + "date": "2025-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.084187, + "strategy_rank": 81.149033, + "production_rank": 85.460751, + "structural_overlay_pass": false, + "structural_overlay_score": 81.187713, + "structural_overlay_rr": 1.153941, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.91103, + "primary_prob": 33.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.366545, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.723982, + "range_504_ratio": 2.062631, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.859495, + "hold30_r": 0.373438 + }, + { + "symbol": "MMM", + "date": "2025-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.036405, + "strategy_rank": 79.23777, + "production_rank": 83.503982, + "structural_overlay_pass": false, + "structural_overlay_score": 79.328783, + "structural_overlay_rr": 1.367934, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.416783, + "primary_prob": 24.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 3.625175, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.605395, + "range_504_ratio": 1.831976, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.357749, + "hold30_r": 1.455006 + }, + { + "symbol": "MNST", + "date": "2025-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.25256, + "strategy_rank": 60.238908, + "production_rank": 67.576792, + "structural_overlay_pass": false, + "structural_overlay_score": 64.197952, + "structural_overlay_rr": 1.087771, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.087771, + "primary_prob": 27.08, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.631656, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.397275, + "range_504_ratio": 1.487765, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.081785, + "hold30_r": -1.0 + }, + { + "symbol": "MO", + "date": "2025-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.437998, + "strategy_rank": 60.523322, + "production_rank": 68.828214, + "structural_overlay_pass": false, + "structural_overlay_score": 65.386803, + "structural_overlay_rr": 1.561586, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.20476, + "primary_prob": 26.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.807141, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.4499, + "range_504_ratio": 1.568156, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.081161, + "hold30_r": -1.0 + }, + { + "symbol": "MS", + "date": "2025-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.432309, + "strategy_rank": 75.824801, + "production_rank": 77.360637, + "structural_overlay_pass": false, + "structural_overlay_score": 73.492605, + "structural_overlay_rr": 2.300701, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.970159, + "primary_prob": 50.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.455239, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.715863, + "range_504_ratio": 2.045952, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.905298, + "hold30_r": 3.083788 + }, + { + "symbol": "MSTR", + "date": "2025-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.544937, + "strategy_rank": 99.442548, + "production_rank": 99.476678, + "structural_overlay_pass": false, + "structural_overlay_score": 94.502844, + "structural_overlay_rr": 1.687092, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.880192, + "primary_prob": 42.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.320288, + "raw_level_count": 190, + "gate_level_count": 190, + "range_504_log": 3.016198, + "range_504_ratio": 20.413534, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.850363, + "hold30_r": 1.060611 + }, + { + "symbol": "NFLX", + "date": "2025-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.155859, + "strategy_rank": 85.381115, + "production_rank": 89.30603, + "structural_overlay_pass": false, + "structural_overlay_score": 84.840728, + "structural_overlay_rr": 1.125052, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.125052, + "primary_prob": 25.87, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.687578, + "raw_level_count": 134, + "gate_level_count": 134, + "range_504_log": 1.298412, + "range_504_ratio": 3.663475, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.059809, + "hold30_r": -1.0 + }, + { + "symbol": "NI", + "date": "2025-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.258248, + "strategy_rank": 62.992036, + "production_rank": 71.080774, + "structural_overlay_pass": false, + "structural_overlay_score": 67.526735, + "structural_overlay_rr": 0.830636, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.753261, + "primary_prob": 57.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 1.129891, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.594979, + "range_504_ratio": 1.812992, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.676218, + "hold30_r": 3.108757 + }, + { + "symbol": "NOW", + "date": "2025-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.737201, + "strategy_rank": 86.894198, + "production_rank": 87.508532, + "structural_overlay_pass": false, + "structural_overlay_score": 83.133106, + "structural_overlay_rr": 1.269513, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.259743, + "primary_prob": 42.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.889614, + "raw_level_count": 100, + "gate_level_count": 100, + "range_504_log": 0.820817, + "range_504_ratio": 2.272357, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.062039, + "hold30_r": -1.0 + }, + { + "symbol": "NRG", + "date": "2025-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.521047, + "strategy_rank": 97.258248, + "production_rank": 97.679181, + "structural_overlay_pass": false, + "structural_overlay_score": 92.795222, + "structural_overlay_rr": 1.014714, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.977499, + "primary_prob": 35.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.466249, + "raw_level_count": 103, + "gate_level_count": 103, + "range_504_log": 1.594988, + "range_504_ratio": 4.928272, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.93428, + "hold30_r": -1.0 + }, + { + "symbol": "ORLY", + "date": "2025-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.964733, + "strategy_rank": 63.947668, + "production_rank": 72.286689, + "structural_overlay_pass": false, + "structural_overlay_score": 68.672355, + "structural_overlay_rr": 2.158265, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.469091, + "primary_prob": 35.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 87.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.203637, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 0.527978, + "range_504_ratio": 1.695501, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.408618, + "hold30_r": 3.241568 + }, + { + "symbol": "PGR", + "date": "2025-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.874858, + "strategy_rank": 70.318544, + "production_rank": 76.837315, + "structural_overlay_pass": false, + "structural_overlay_score": 72.995449, + "structural_overlay_rr": 1.749434, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.047817, + "primary_prob": 20.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 32, + "primary_distance_atr": 3.071726, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 0.966921, + "range_504_ratio": 2.629836, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.061393, + "hold30_r": -1.0 + }, + { + "symbol": "PODD", + "date": "2025-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.539249, + "strategy_rank": 89.146758, + "production_rank": 90.944255, + "structural_overlay_pass": false, + "structural_overlay_score": 86.397042, + "structural_overlay_rr": 1.725603, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.824931, + "primary_prob": 31.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.737397, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.962208, + "range_504_ratio": 2.617469, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.051524, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2025-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.515358, + "strategy_rank": 91.569966, + "production_rank": 92.21843, + "structural_overlay_pass": false, + "structural_overlay_score": 87.607509, + "structural_overlay_rr": 1.575346, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.958581, + "primary_prob": 32.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.437872, + "raw_level_count": 156, + "gate_level_count": 156, + "range_504_log": 1.273211, + "range_504_ratio": 3.572304, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.911527, + "hold30_r": 4.97673 + }, + { + "symbol": "RL", + "date": "2025-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.50967, + "strategy_rank": 87.281001, + "production_rank": 87.690557, + "structural_overlay_pass": false, + "structural_overlay_score": 83.30603, + "structural_overlay_rr": 0.783233, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.667759, + "primary_prob": 48.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.001638, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 0.979896, + "range_504_ratio": 2.66418, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.622471, + "hold30_r": 2.842506 + }, + { + "symbol": "RSG", + "date": "2025-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.593857, + "strategy_rank": 58.020478, + "production_rank": 66.211604, + "structural_overlay_pass": false, + "structural_overlay_score": 62.901024, + "structural_overlay_rr": 1.684129, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.634135, + "primary_prob": 15.25, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.451202, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.612578, + "range_504_ratio": 1.845183, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.083289, + "hold30_r": -1.0 + }, + { + "symbol": "SATS", + "date": "2025-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.827076, + "strategy_rank": 91.376564, + "production_rank": 90.193402, + "structural_overlay_pass": false, + "structural_overlay_score": 85.683732, + "structural_overlay_rr": 1.873845, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.779774, + "primary_prob": 34.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.669661, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 1.22618, + "range_504_ratio": 3.408185, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.763184, + "hold30_r": 2.79323 + }, + { + "symbol": "SOLV", + "date": "2025-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.665529, + "strategy_rank": 77.713311, + "production_rank": 80.36405, + "structural_overlay_pass": false, + "structural_overlay_score": 76.345848, + "structural_overlay_rr": 1.336222, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.89079, + "primary_prob": 52.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 1.336186, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.599871, + "range_504_ratio": 1.821883, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.837577, + "hold30_r": -0.511949 + }, + { + "symbol": "STT", + "date": "2025-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.911263, + "strategy_rank": 70.03413, + "production_rank": 73.993174, + "structural_overlay_pass": false, + "structural_overlay_score": 70.293515, + "structural_overlay_rr": 1.409043, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.887128, + "primary_prob": 52.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 93, + "primary_distance_atr": 1.330692, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.495092, + "range_504_ratio": 1.64065, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.816862, + "hold30_r": 5.581666 + }, + { + "symbol": "SYF", + "date": "2025-06-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 85.210466, + "strategy_rank": 84.493743, + "production_rank": 84.732651, + "structural_overlay_pass": false, + "structural_overlay_score": 80.496018, + "structural_overlay_rr": 2.200172, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.052238, + "primary_prob": 28.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 3.078356, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.95499, + "range_504_ratio": 2.598644, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.004993, + "hold30_r": 3.679755 + }, + { + "symbol": "T", + "date": "2025-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.449374, + "strategy_rank": 72.309443, + "production_rank": 80.022753, + "structural_overlay_pass": false, + "structural_overlay_score": 76.021615, + "structural_overlay_rr": 1.889117, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.835729, + "primary_prob": 13.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.753593, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.770839, + "range_504_ratio": 2.161579, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.760027, + "hold30_r": -1.0 + }, + { + "symbol": "TKO", + "date": "2025-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.832765, + "strategy_rank": 81.023891, + "production_rank": 84.960182, + "structural_overlay_pass": false, + "structural_overlay_score": 80.712173, + "structural_overlay_rr": 1.984533, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.362631, + "primary_prob": 35.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.043946, + "raw_level_count": 111, + "gate_level_count": 111, + "range_504_log": 0.90658, + "range_504_ratio": 2.475842, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.304119, + "hold30_r": 0.008709 + }, + { + "symbol": "TMUS", + "date": "2025-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.419795, + "strategy_rank": 74.914676, + "production_rank": 79.749716, + "structural_overlay_pass": false, + "structural_overlay_score": 75.76223, + "structural_overlay_rr": 2.162996, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.123965, + "primary_prob": 20.35, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 62.0, + "primary_rejection_count": 33, + "primary_distance_atr": 3.185947, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.772334, + "range_504_ratio": 2.164814, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.06923, + "hold30_r": 2.098628 + }, + { + "symbol": "TPL", + "date": "2025-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.38339, + "strategy_rank": 94.789534, + "production_rank": 95.654152, + "structural_overlay_pass": false, + "structural_overlay_score": 90.871445, + "structural_overlay_rr": 1.796127, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.256563, + "primary_prob": 26.48, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 3.384845, + "raw_level_count": 126, + "gate_level_count": 126, + "range_504_log": 1.433072, + "range_504_ratio": 4.191556, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.030316, + "hold30_r": -1.0 + }, + { + "symbol": "TPR", + "date": "2025-06-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.065984, + "strategy_rank": 92.536974, + "production_rank": 94.379977, + "structural_overlay_pass": true, + "structural_overlay_score": 94.660978, + "structural_overlay_rr": 2.117283, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.183713, + "primary_prob": 22.27, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 3.275569, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 1.251498, + "range_504_ratio": 3.495575, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.139034, + "hold30_r": 6.821065 + }, + { + "symbol": "TRGP", + "date": "2025-06-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.845279, + "strategy_rank": 80.739477, + "production_rank": 81.774744, + "structural_overlay_pass": true, + "structural_overlay_score": 82.686007, + "structural_overlay_rr": 3.514937, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 3.056467, + "primary_prob": 34.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 4.584701, + "raw_level_count": 130, + "gate_level_count": 130, + "range_504_log": 1.140339, + "range_504_ratio": 3.127827, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.044187, + "hold30_r": -1.0 + }, + { + "symbol": "TRV", + "date": "2025-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.048919, + "strategy_rank": 63.219568, + "production_rank": 69.829352, + "structural_overlay_pass": false, + "structural_overlay_score": 66.337884, + "structural_overlay_rr": 0.702894, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.803291, + "primary_prob": 12.37, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.704936, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.568663, + "range_504_ratio": 1.765905, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.071059, + "hold30_r": -1.0 + }, + { + "symbol": "TSLA", + "date": "2025-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.293515, + "strategy_rank": 97.918089, + "production_rank": 98.043231, + "structural_overlay_pass": false, + "structural_overlay_score": 93.141069, + "structural_overlay_rr": 1.835343, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.90792, + "primary_prob": 30.68, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.86188, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 1.258369, + "range_504_ratio": 3.519677, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.023588, + "hold30_r": -1.0 + }, + { + "symbol": "UAL", + "date": "2025-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.467577, + "strategy_rank": 92.457338, + "production_rank": 92.127418, + "structural_overlay_pass": false, + "structural_overlay_score": 87.521047, + "structural_overlay_rr": 1.068127, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.041514, + "primary_prob": 35.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.562271, + "raw_level_count": 91, + "gate_level_count": 91, + "range_504_log": 1.236686, + "range_504_ratio": 3.444181, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.015835, + "hold30_r": 2.551501 + }, + { + "symbol": "V", + "date": "2025-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.114903, + "strategy_rank": 61.592719, + "production_rank": 68.100114, + "structural_overlay_pass": false, + "structural_overlay_score": 64.695108, + "structural_overlay_rr": 1.105035, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.630766, + "primary_prob": 15.1, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.446149, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.52845, + "range_504_ratio": 1.6963, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.06605, + "hold30_r": -1.0 + }, + { + "symbol": "VST", + "date": "2025-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.838453, + "strategy_rank": 97.872582, + "production_rank": 97.861206, + "structural_overlay_pass": true, + "structural_overlay_score": 97.968146, + "structural_overlay_rr": 2.247378, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.776006, + "primary_prob": 27.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.664009, + "raw_level_count": 141, + "gate_level_count": 141, + "range_504_log": 2.090714, + "range_504_ratio": 8.090688, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.739942, + "hold30_r": 3.123542 + }, + { + "symbol": "VTR", + "date": "2025-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.300341, + "strategy_rank": 65.358362, + "production_rank": 71.672355, + "structural_overlay_pass": false, + "structural_overlay_score": 68.088737, + "structural_overlay_rr": 1.814357, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.401689, + "primary_prob": 39.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 57, + "primary_distance_atr": 2.102533, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.59575, + "range_504_ratio": 1.814391, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.329345, + "hold30_r": 2.547477 + }, + { + "symbol": "WEC", + "date": "2025-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.713311, + "strategy_rank": 61.672355, + "production_rank": 70.352673, + "structural_overlay_pass": false, + "structural_overlay_score": 66.83504, + "structural_overlay_rr": 0.749197, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.346385, + "primary_prob": 40.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 64, + "primary_distance_atr": 2.019578, + "raw_level_count": 21, + "gate_level_count": 21, + "range_504_log": 0.390363, + "range_504_ratio": 1.477518, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.264289, + "hold30_r": 1.963684 + }, + { + "symbol": "WMB", + "date": "2025-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.485779, + "strategy_rank": 71.956769, + "production_rank": 77.133106, + "structural_overlay_pass": false, + "structural_overlay_score": 73.276451, + "structural_overlay_rr": 1.060094, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.569269, + "primary_prob": 19.18, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 16.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.353903, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.714206, + "range_504_ratio": 2.042564, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.510209, + "hold30_r": -1.0 + }, + { + "symbol": "WMT", + "date": "2025-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.808874, + "strategy_rank": 72.901024, + "production_rank": 79.203641, + "structural_overlay_pass": false, + "structural_overlay_score": 75.243458, + "structural_overlay_rr": 0.853579, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.837094, + "primary_prob": 54.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.255641, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.747795, + "range_504_ratio": 2.112337, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.767423, + "hold30_r": 1.378648 + }, + { + "symbol": "WRB", + "date": "2025-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.443686, + "strategy_rank": 67.952218, + "production_rank": 75.449374, + "structural_overlay_pass": false, + "structural_overlay_score": 71.676906, + "structural_overlay_rr": 1.178561, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.228336, + "primary_prob": 23.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.842504, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.709515, + "range_504_ratio": 2.033005, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.072854, + "hold30_r": -1.0 + }, + { + "symbol": "KVUE", + "date": "2025-06-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.211982, + "strategy_rank": 68.548387, + "production_rank": 74.769585, + "structural_overlay_pass": false, + "structural_overlay_score": 71.031106, + "structural_overlay_rr": 2.855013, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.804887, + "primary_prob": 32.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 88, + "primary_distance_atr": 2.707331, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.414292, + "range_504_ratio": 1.513299, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.053559, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2025-06-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.396313, + "strategy_rank": 93.778802, + "production_rank": 93.317972, + "structural_overlay_pass": false, + "structural_overlay_score": 88.652074, + "structural_overlay_rr": 1.849657, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.897531, + "primary_prob": 26.02, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.846296, + "raw_level_count": 128, + "gate_level_count": 128, + "range_504_log": 1.38783, + "range_504_ratio": 4.006146, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.03883, + "hold30_r": -1.0 + }, + { + "symbol": "ABT", + "date": "2025-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.875576, + "strategy_rank": 59.205069, + "production_rank": 66.428571, + "structural_overlay_pass": false, + "structural_overlay_score": 63.107143, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.097903, + "primary_prob": 43.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.646854, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.454209, + "range_504_ratio": 1.574927, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.073377, + "hold30_r": -1.0 + }, + { + "symbol": "ADP", + "date": "2025-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.02765, + "strategy_rank": 58.974654, + "production_rank": 66.658986, + "structural_overlay_pass": false, + "structural_overlay_score": 63.326037, + "structural_overlay_rr": 1.64272, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.90739, + "primary_prob": 52.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 59, + "primary_distance_atr": 1.361085, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.473287, + "range_504_ratio": 1.605262, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.83299, + "hold30_r": 0.66119 + }, + { + "symbol": "AEE", + "date": "2025-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.861751, + "strategy_rank": 63.629032, + "production_rank": 72.373272, + "structural_overlay_pass": false, + "structural_overlay_score": 68.754608, + "structural_overlay_rr": 1.345232, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.142915, + "primary_prob": 45.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 78, + "primary_distance_atr": 1.714372, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.440212, + "range_504_ratio": 1.553036, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.057837, + "hold30_r": 3.229558 + }, + { + "symbol": "AJG", + "date": "2025-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.179724, + "strategy_rank": 63.721198, + "production_rank": 70.207373, + "structural_overlay_pass": false, + "structural_overlay_score": 66.697005, + "structural_overlay_rr": 2.102561, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.138011, + "primary_prob": 37.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.707016, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.517211, + "range_504_ratio": 1.677343, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.059365, + "hold30_r": -1.0 + }, + { + "symbol": "ALL", + "date": "2025-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.797235, + "strategy_rank": 67.177419, + "production_rank": 72.050691, + "structural_overlay_pass": false, + "structural_overlay_score": 68.448157, + "structural_overlay_rr": 1.53866, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.790798, + "primary_prob": 56.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 68, + "primary_distance_atr": 1.186196, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.751253, + "range_504_ratio": 2.119654, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.732634, + "hold30_r": 2.141448 + }, + { + "symbol": "APP", + "date": "2025-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.884793, + "strategy_rank": 99.746544, + "production_rank": 99.792627, + "structural_overlay_pass": false, + "structural_overlay_score": 94.802995, + "structural_overlay_rr": 1.507234, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.79163, + "primary_prob": 41.24, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 25.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.187446, + "raw_level_count": 191, + "gate_level_count": 191, + "range_504_log": 3.134733, + "range_504_ratio": 22.982495, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.768949, + "hold30_r": 3.298405 + }, + { + "symbol": "AZO", + "date": "2025-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.101382, + "strategy_rank": 61.082949, + "production_rank": 68.75576, + "structural_overlay_pass": false, + "structural_overlay_score": 65.317972, + "structural_overlay_rr": 2.126706, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.05519, + "primary_prob": 28.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 3.082785, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.500133, + "range_504_ratio": 1.64894, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.99468, + "hold30_r": 4.948827 + }, + { + "symbol": "BK", + "date": "2025-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.741935, + "strategy_rank": 75.14977, + "production_rank": 81.013825, + "structural_overlay_pass": false, + "structural_overlay_score": 76.963134, + "structural_overlay_rr": 1.042098, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.042098, + "primary_prob": 27.97, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.563148, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.848378, + "range_504_ratio": 2.335855, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.971046, + "hold30_r": 4.819705 + }, + { + "symbol": "BKNG", + "date": "2025-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.792627, + "strategy_rank": 72.177419, + "production_rank": 76.382488, + "structural_overlay_pass": false, + "structural_overlay_score": 72.563364, + "structural_overlay_rr": 0.917329, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.957116, + "primary_prob": 45.73, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.435673, + "raw_level_count": 103, + "gate_level_count": 103, + "range_504_log": 0.772407, + "range_504_ratio": 2.164971, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.889154, + "hold30_r": -0.32988 + }, + { + "symbol": "BSX", + "date": "2025-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.368664, + "strategy_rank": 66.739631, + "production_rank": 72.949309, + "structural_overlay_pass": false, + "structural_overlay_score": 69.301843, + "structural_overlay_rr": 0.975009, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.974218, + "primary_prob": 34.4, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 22.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.461327, + "raw_level_count": 91, + "gate_level_count": 91, + "range_504_log": 0.79595, + "range_504_ratio": 2.216546, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.899269, + "hold30_r": -0.47791 + }, + { + "symbol": "CBRE", + "date": "2025-06-25", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 85.9447, + "strategy_rank": 75.126728, + "production_rank": 78.732719, + "structural_overlay_pass": false, + "structural_overlay_score": 74.796083, + "structural_overlay_rr": 2.077622, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.179995, + "primary_prob": 24.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 7, + "primary_distance_atr": 3.269992, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.826843, + "range_504_ratio": 2.28609, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.123366, + "hold30_r": 4.007789 + }, + { + "symbol": "CCL", + "date": "2025-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.709677, + "strategy_rank": 89.158986, + "production_rank": 89.009217, + "structural_overlay_pass": false, + "structural_overlay_score": 84.558756, + "structural_overlay_rr": 1.732324, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.732324, + "primary_prob": 29.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.598487, + "raw_level_count": 106, + "gate_level_count": 106, + "range_504_log": 0.974351, + "range_504_ratio": 2.649446, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.694517, + "hold30_r": 2.618889 + }, + { + "symbol": "CHTR", + "date": "2025-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.165899, + "strategy_rank": 82.937788, + "production_rank": 86.013825, + "structural_overlay_pass": false, + "structural_overlay_score": 81.713134, + "structural_overlay_rr": 1.790015, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.527625, + "primary_prob": 36.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.291438, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 0.663353, + "range_504_ratio": 1.941291, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.474037, + "hold30_r": -1.0 + }, + { + "symbol": "CIEN", + "date": "2025-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.428571, + "strategy_rank": 95.529954, + "production_rank": 95.829493, + "structural_overlay_pass": false, + "structural_overlay_score": 91.038018, + "structural_overlay_rr": 1.661157, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.62303, + "primary_prob": 38.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.434545, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.932089, + "range_504_ratio": 2.53981, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.584889, + "hold30_r": 3.781467 + }, + { + "symbol": "CINF", + "date": "2025-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.184332, + "strategy_rank": 64.458525, + "production_rank": 69.700461, + "structural_overlay_pass": false, + "structural_overlay_score": 66.215438, + "structural_overlay_rr": 1.280319, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.295898, + "primary_prob": 41.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 1.943847, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.532039, + "range_504_ratio": 1.7024, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.22459, + "hold30_r": 1.922624 + }, + { + "symbol": "CME", + "date": "2025-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.43318, + "strategy_rank": 66.267281, + "production_rank": 75.322581, + "structural_overlay_pass": false, + "structural_overlay_score": 71.556452, + "structural_overlay_rr": 1.706766, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.071215, + "primary_prob": 29.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.606822, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.490986, + "range_504_ratio": 1.633927, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.001921, + "hold30_r": 1.005025 + }, + { + "symbol": "COR", + "date": "2025-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.258065, + "strategy_rank": 59.101382, + "production_rank": 66.820276, + "structural_overlay_pass": false, + "structural_overlay_score": 63.479263, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.515611, + "primary_prob": 17.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.273417, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 0.589016, + "range_504_ratio": 1.802214, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.073353, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2025-06-25", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.193548, + "strategy_rank": 99.124424, + "production_rank": 99.147465, + "structural_overlay_pass": false, + "structural_overlay_score": 94.190092, + "structural_overlay_rr": 1.659144, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.240201, + "primary_prob": 22.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 7, + "primary_distance_atr": 3.360301, + "raw_level_count": 194, + "gate_level_count": 194, + "range_504_log": 2.836776, + "range_504_ratio": 17.06068, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.210323, + "hold30_r": 1.987084 + }, + { + "symbol": "DASH", + "date": "2025-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.465438, + "strategy_rank": 92.073733, + "production_rank": 93.870968, + "structural_overlay_pass": false, + "structural_overlay_score": 89.177419, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.952354, + "primary_prob": 25.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.928531, + "raw_level_count": 146, + "gate_level_count": 146, + "range_504_log": 1.227178, + "range_504_ratio": 3.411588, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.904967, + "hold30_r": 3.901083 + }, + { + "symbol": "DE", + "date": "2025-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.903226, + "strategy_rank": 73.59447, + "production_rank": 78.364055, + "structural_overlay_pass": false, + "structural_overlay_score": 74.445853, + "structural_overlay_rr": 1.128178, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.208114, + "primary_prob": 26.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.812171, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.45045, + "range_504_ratio": 1.569018, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.146972, + "hold30_r": -0.006033 + }, + { + "symbol": "DRI", + "date": "2025-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.981567, + "strategy_rank": 68.974654, + "production_rank": 74.976959, + "structural_overlay_pass": false, + "structural_overlay_score": 71.228111, + "structural_overlay_rr": 1.472731, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.015515, + "primary_prob": 29.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.523273, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.537477, + "range_504_ratio": 1.711683, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.056068, + "hold30_r": -1.0 + }, + { + "symbol": "EBAY", + "date": "2025-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.442396, + "strategy_rank": 74.619816, + "production_rank": 78.894009, + "structural_overlay_pass": false, + "structural_overlay_score": 74.949309, + "structural_overlay_rr": 1.650366, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.985761, + "primary_prob": 48.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 95.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.478642, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.764523, + "range_504_ratio": 2.147969, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.921745, + "hold30_r": 7.946223 + }, + { + "symbol": "ETR", + "date": "2025-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.506912, + "strategy_rank": 71.900922, + "production_rank": 79.769585, + "structural_overlay_pass": false, + "structural_overlay_score": 75.781106, + "structural_overlay_rr": 1.563315, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.983748, + "primary_prob": 49.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 57, + "primary_distance_atr": 1.475622, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.707788, + "range_504_ratio": 2.029497, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.914915, + "hold30_r": 3.897918 + }, + { + "symbol": "EVRG", + "date": "2025-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.336406, + "strategy_rank": 57.073733, + "production_rank": 65.16129, + "structural_overlay_pass": false, + "structural_overlay_score": 61.903226, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.80756, + "primary_prob": 70.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 111, + "primary_distance_atr": 1.21134, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.405234, + "range_504_ratio": 1.499654, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.721355, + "hold30_r": 2.958187 + }, + { + "symbol": "EXC", + "date": "2025-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.331797, + "strategy_rank": 60.656682, + "production_rank": 68.548387, + "structural_overlay_pass": false, + "structural_overlay_score": 65.120968, + "structural_overlay_rr": 1.230484, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.674543, + "primary_prob": 60.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 116, + "primary_distance_atr": 1.011814, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.366582, + "range_504_ratio": 1.442795, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.596173, + "hold30_r": 3.01135 + }, + { + "symbol": "EXE", + "date": "2025-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.552995, + "strategy_rank": 74.516129, + "production_rank": 79.861751, + "structural_overlay_pass": false, + "structural_overlay_score": 75.868664, + "structural_overlay_rr": 0.990191, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.990191, + "primary_prob": 29.71, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.485286, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.579141, + "range_504_ratio": 1.784505, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.055293, + "hold30_r": -1.0 + }, + { + "symbol": "FFIV", + "date": "2025-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.967742, + "strategy_rank": 81.24424, + "production_rank": 86.152074, + "structural_overlay_pass": false, + "structural_overlay_score": 81.84447, + "structural_overlay_rr": 1.74261, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.674525, + "primary_prob": 32.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.511787, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.78925, + "range_504_ratio": 2.201744, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.071627, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2025-06-25", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.239631, + "strategy_rank": 94.308756, + "production_rank": 94.285714, + "structural_overlay_pass": false, + "structural_overlay_score": 89.571429, + "structural_overlay_rr": 1.988303, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.04309, + "primary_prob": 24.12, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 3.064635, + "raw_level_count": 147, + "gate_level_count": 147, + "range_504_log": 1.292355, + "range_504_ratio": 3.641352, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.997489, + "hold30_r": 8.392007 + }, + { + "symbol": "FOX", + "date": "2025-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.470046, + "strategy_rank": 78.536866, + "production_rank": 83.847926, + "structural_overlay_pass": false, + "structural_overlay_score": 79.65553, + "structural_overlay_rr": 1.889243, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.706459, + "primary_prob": 14.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.559688, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.756377, + "range_504_ratio": 2.130544, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.060668, + "hold30_r": -1.0 + }, + { + "symbol": "FOXA", + "date": "2025-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.276498, + "strategy_rank": 78.824885, + "production_rank": 84.308756, + "structural_overlay_pass": false, + "structural_overlay_score": 80.093318, + "structural_overlay_rr": 0.69769, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.043902, + "primary_prob": 28.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.565853, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.730789, + "range_504_ratio": 2.076719, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.98492, + "hold30_r": -1.0 + }, + { + "symbol": "FTNT", + "date": "2025-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.235023, + "strategy_rank": 88.076037, + "production_rank": 91.129032, + "structural_overlay_pass": false, + "structural_overlay_score": 86.572581, + "structural_overlay_rr": 1.325451, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.335875, + "primary_prob": 23.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.003812, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.956452, + "range_504_ratio": 2.602448, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.048798, + "hold30_r": -1.0 + }, + { + "symbol": "GDDY", + "date": "2025-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.290323, + "strategy_rank": 77.753456, + "production_rank": 80.599078, + "structural_overlay_pass": false, + "structural_overlay_score": 76.569124, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.492132, + "primary_prob": 21.4, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 20.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.238199, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 1.138567, + "range_504_ratio": 3.12229, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.067537, + "hold30_r": -1.0 + }, + { + "symbol": "GILD", + "date": "2025-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.700461, + "strategy_rank": 76.970046, + "production_rank": 82.880184, + "structural_overlay_pass": false, + "structural_overlay_score": 78.736175, + "structural_overlay_rr": 1.890056, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.336622, + "primary_prob": 28.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.004932, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.658896, + "range_504_ratio": 1.932657, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.28923, + "hold30_r": 0.973056 + }, + { + "symbol": "GL", + "date": "2025-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.24424, + "strategy_rank": 72.960829, + "production_rank": 79.0553, + "structural_overlay_pass": false, + "structural_overlay_score": 75.102535, + "structural_overlay_rr": 1.38158, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.487493, + "primary_prob": 37.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 107, + "primary_distance_atr": 2.23124, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 1.233768, + "range_504_ratio": 3.434146, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.073318, + "hold30_r": -1.0 + }, + { + "symbol": "IBKR", + "date": "2025-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.658986, + "strategy_rank": 94.308756, + "production_rank": 95.092166, + "structural_overlay_pass": false, + "structural_overlay_score": 90.337558, + "structural_overlay_rr": 1.158561, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.040361, + "primary_prob": 30.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.560541, + "raw_level_count": 112, + "gate_level_count": 112, + "range_504_log": 1.181068, + "range_504_ratio": 3.257851, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.996691, + "hold30_r": 5.00961 + }, + { + "symbol": "KMI", + "date": "2025-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.78341, + "strategy_rank": 74.089862, + "production_rank": 79.654378, + "structural_overlay_pass": false, + "structural_overlay_score": 75.671659, + "structural_overlay_rr": 3.639286, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.276046, + "primary_prob": 22.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.914069, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.683662, + "range_504_ratio": 1.98112, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.211044, + "hold30_r": -1.0 + }, + { + "symbol": "LITE", + "date": "2025-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.198157, + "strategy_rank": 96.578341, + "production_rank": 96.451613, + "structural_overlay_pass": true, + "structural_overlay_score": 96.629032, + "structural_overlay_rr": 2.318582, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.526208, + "primary_prob": 47.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 78.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.289311, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 1.079093, + "range_504_ratio": 2.942008, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.492238, + "hold30_r": 3.583195 + }, + { + "symbol": "LYV", + "date": "2025-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.663594, + "strategy_rank": 81.117512, + "production_rank": 85.299539, + "structural_overlay_pass": false, + "structural_overlay_score": 81.034562, + "structural_overlay_rr": 0.776393, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.830662, + "primary_prob": 38.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.245993, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.723982, + "range_504_ratio": 2.062631, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.777255, + "hold30_r": 0.37994 + }, + { + "symbol": "MMM", + "date": "2025-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.705069, + "strategy_rank": 79.677419, + "production_rank": 83.686636, + "structural_overlay_pass": false, + "structural_overlay_score": 79.502304, + "structural_overlay_rr": 1.514569, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.312539, + "primary_prob": 41.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 1.968808, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.605395, + "range_504_ratio": 1.831976, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.248995, + "hold30_r": 0.858009 + }, + { + "symbol": "MO", + "date": "2025-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.133641, + "strategy_rank": 62.488479, + "production_rank": 71.036866, + "structural_overlay_pass": false, + "structural_overlay_score": 67.485023, + "structural_overlay_rr": 1.279396, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.326546, + "primary_prob": 24.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.989818, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.4499, + "range_504_ratio": 1.568156, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.086038, + "hold30_r": -1.0 + }, + { + "symbol": "MOS", + "date": "2025-06-25", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.488479, + "strategy_rank": 76.578341, + "production_rank": 78.548387, + "structural_overlay_pass": false, + "structural_overlay_score": 74.620968, + "structural_overlay_rr": 1.499221, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.178066, + "primary_prob": 27.33, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 3.267099, + "raw_level_count": 97, + "gate_level_count": 97, + "range_504_log": 0.649498, + "range_504_ratio": 1.91458, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -2.542438, + "hold30_r": -2.492212 + }, + { + "symbol": "MSTR", + "date": "2025-06-25", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.539171, + "strategy_rank": 99.435484, + "production_rank": 99.470046, + "structural_overlay_pass": false, + "structural_overlay_score": 94.496544, + "structural_overlay_rr": 1.704773, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.443067, + "primary_prob": 20.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 3.6646, + "raw_level_count": 190, + "gate_level_count": 190, + "range_504_log": 2.892252, + "range_504_ratio": 18.033876, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.40932, + "hold30_r": 0.579133 + }, + { + "symbol": "NEM", + "date": "2025-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.138249, + "strategy_rank": 79.193548, + "production_rank": 81.175115, + "structural_overlay_pass": false, + "structural_overlay_score": 77.116359, + "structural_overlay_rr": 0.918502, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.940437, + "primary_prob": 45.24, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.910656, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 0.717823, + "range_504_ratio": 2.049966, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.048983, + "hold30_r": -1.0 + }, + { + "symbol": "NI", + "date": "2025-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.0553, + "strategy_rank": 64.308756, + "production_rank": 72.557604, + "structural_overlay_pass": false, + "structural_overlay_score": 68.929724, + "structural_overlay_rr": 1.672029, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.672029, + "primary_prob": 14.41, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.508043, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.594979, + "range_504_ratio": 1.812992, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.077469, + "hold30_r": -1.0 + }, + { + "symbol": "NOW", + "date": "2025-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.520737, + "strategy_rank": 85.31106, + "production_rank": 85.714286, + "structural_overlay_pass": false, + "structural_overlay_score": 81.428571, + "structural_overlay_rr": 1.253564, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.25162, + "primary_prob": 42.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.87743, + "raw_level_count": 101, + "gate_level_count": 101, + "range_504_log": 0.820817, + "range_504_ratio": 2.272357, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.189585, + "hold30_r": -1.0 + }, + { + "symbol": "NRG", + "date": "2025-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.387097, + "strategy_rank": 97.281106, + "production_rank": 97.64977, + "structural_overlay_pass": false, + "structural_overlay_score": 92.767281, + "structural_overlay_rr": 0.896953, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.32662, + "primary_prob": 21.19, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.989931, + "raw_level_count": 105, + "gate_level_count": 105, + "range_504_log": 1.551429, + "range_504_ratio": 4.718207, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.28005, + "hold30_r": -1.0 + }, + { + "symbol": "ORLY", + "date": "2025-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.949309, + "strategy_rank": 59.965438, + "production_rank": 67.626728, + "structural_overlay_pass": false, + "structural_overlay_score": 64.245392, + "structural_overlay_rr": 1.924587, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.847493, + "primary_prob": 28.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 87.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.771239, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 0.527978, + "range_504_ratio": 1.695501, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.785958, + "hold30_r": 5.474702 + }, + { + "symbol": "PGR", + "date": "2025-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.672811, + "strategy_rank": 68.732719, + "production_rank": 75.046083, + "structural_overlay_pass": false, + "structural_overlay_score": 71.293779, + "structural_overlay_rr": 1.820301, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.288679, + "primary_prob": 41.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.933018, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 0.966921, + "range_504_ratio": 2.629836, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.060377, + "hold30_r": -1.0 + }, + { + "symbol": "PM", + "date": "2025-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.695853, + "strategy_rank": 75.506912, + "production_rank": 82.903226, + "structural_overlay_pass": false, + "structural_overlay_score": 78.758065, + "structural_overlay_rr": 0.94504, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.961806, + "primary_prob": 32.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.44271, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.760901, + "range_504_ratio": 2.140204, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -2.252461, + "hold30_r": -2.174244 + }, + { + "symbol": "PODD", + "date": "2025-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.737327, + "strategy_rank": 90.345622, + "production_rank": 92.142857, + "structural_overlay_pass": false, + "structural_overlay_score": 87.535714, + "structural_overlay_rr": 1.584147, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.685096, + "primary_prob": 34.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.527645, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.962208, + "range_504_ratio": 2.617469, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.05233, + "hold30_r": -1.0 + }, + { + "symbol": "RSG", + "date": "2025-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.599078, + "strategy_rank": 60.264977, + "production_rank": 68.709677, + "structural_overlay_pass": false, + "structural_overlay_score": 65.274194, + "structural_overlay_rr": 1.490838, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.949021, + "primary_prob": 42.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.423531, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.612578, + "range_504_ratio": 1.845183, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.079127, + "hold30_r": -1.0 + }, + { + "symbol": "RTX", + "date": "2025-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.529954, + "strategy_rank": 69.0553, + "production_rank": 72.880184, + "structural_overlay_pass": false, + "structural_overlay_score": 69.236175, + "structural_overlay_rr": 1.706548, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.242297, + "primary_prob": 23.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.863446, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.778053, + "range_504_ratio": 2.17723, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.182378, + "hold30_r": 3.047256 + }, + { + "symbol": "SATS", + "date": "2025-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.718894, + "strategy_rank": 87.799539, + "production_rank": 86.105991, + "structural_overlay_pass": true, + "structural_overlay_score": 86.800691, + "structural_overlay_rr": 2.057255, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.949398, + "primary_prob": 32.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.924097, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 1.22618, + "range_504_ratio": 3.408185, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.93012, + "hold30_r": 1.064475 + }, + { + "symbol": "SOLV", + "date": "2025-06-25", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.364055, + "strategy_rank": 80.345622, + "production_rank": 83.018433, + "structural_overlay_pass": false, + "structural_overlay_score": 78.867512, + "structural_overlay_rr": 2.026921, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.051014, + "primary_prob": 29.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 6, + "primary_distance_atr": 3.076521, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.599871, + "range_504_ratio": 1.821883, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.058064, + "hold30_r": -1.0 + }, + { + "symbol": "T", + "date": "2025-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.009217, + "strategy_rank": 70.748848, + "production_rank": 78.502304, + "structural_overlay_pass": false, + "structural_overlay_score": 74.577189, + "structural_overlay_rr": 1.592083, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.536145, + "primary_prob": 18.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.304217, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.770839, + "range_504_ratio": 2.161579, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.456053, + "hold30_r": -1.0 + }, + { + "symbol": "TMUS", + "date": "2025-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.322581, + "strategy_rank": 75.979263, + "production_rank": 80.760369, + "structural_overlay_pass": false, + "structural_overlay_score": 76.72235, + "structural_overlay_rr": 1.619067, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.088658, + "primary_prob": 24.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 83.0, + "primary_rejection_count": 26, + "primary_distance_atr": 3.132987, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.743396, + "range_504_ratio": 2.103065, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.024394, + "hold30_r": 1.674077 + }, + { + "symbol": "TPL", + "date": "2025-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.004608, + "strategy_rank": 94.619816, + "production_rank": 95.414747, + "structural_overlay_pass": false, + "structural_overlay_score": 90.644009, + "structural_overlay_rr": 1.065155, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.359437, + "primary_prob": 28.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.039156, + "raw_level_count": 126, + "gate_level_count": 126, + "range_504_log": 1.433072, + "range_504_ratio": 4.191556, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.030722, + "hold30_r": -1.0 + }, + { + "symbol": "TPR", + "date": "2025-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.926267, + "strategy_rank": 92.534562, + "production_rank": 94.331797, + "structural_overlay_pass": false, + "structural_overlay_score": 89.615207, + "structural_overlay_rr": 1.452744, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.521712, + "primary_prob": 31.84, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.282568, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 1.251498, + "range_504_ratio": 3.495575, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.473835, + "hold30_r": 6.462371 + }, + { + "symbol": "TRGP", + "date": "2025-06-25", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.105991, + "strategy_rank": 78.790323, + "production_rank": 79.562212, + "structural_overlay_pass": true, + "structural_overlay_score": 80.584101, + "structural_overlay_rr": 2.357511, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.870589, + "primary_prob": 36.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 4.305883, + "raw_level_count": 131, + "gate_level_count": 131, + "range_504_log": 1.140339, + "range_504_ratio": 3.127827, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.043253, + "hold30_r": -1.0 + }, + { + "symbol": "TRV", + "date": "2025-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.562212, + "strategy_rank": 64.032258, + "production_rank": 70.875576, + "structural_overlay_pass": false, + "structural_overlay_score": 67.331797, + "structural_overlay_rr": 1.106392, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.064257, + "primary_prob": 47.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 1.596386, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.568663, + "range_504_ratio": 1.765905, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.996256, + "hold30_r": -1.0 + }, + { + "symbol": "TSLA", + "date": "2025-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.156682, + "strategy_rank": 97.880184, + "production_rank": 97.97235, + "structural_overlay_pass": false, + "structural_overlay_score": 93.073733, + "structural_overlay_rr": 0.78398, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.976394, + "primary_prob": 49.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 54, + "primary_distance_atr": 1.464591, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 1.258369, + "range_504_ratio": 3.519677, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.057164, + "hold30_r": -1.033881 + }, + { + "symbol": "UAL", + "date": "2025-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.046083, + "strategy_rank": 95.080645, + "production_rank": 95.069124, + "structural_overlay_pass": false, + "structural_overlay_score": 90.315668, + "structural_overlay_rr": 1.515988, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.830166, + "primary_prob": 37.01, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 11.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.245249, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 1.236686, + "range_504_ratio": 3.444181, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.802591, + "hold30_r": 2.021509 + }, + { + "symbol": "V", + "date": "2025-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.299539, + "strategy_rank": 62.327189, + "production_rank": 68.317972, + "structural_overlay_pass": false, + "structural_overlay_score": 64.902074, + "structural_overlay_rr": 2.023559, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.347128, + "primary_prob": 30.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.020691, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.509965, + "range_504_ratio": 1.665233, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.056901, + "hold30_r": -1.0 + }, + { + "symbol": "VST", + "date": "2025-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.732719, + "strategy_rank": 98.490783, + "production_rank": 98.571429, + "structural_overlay_pass": false, + "structural_overlay_score": 93.642857, + "structural_overlay_rr": 1.418273, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.933118, + "primary_prob": 46.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.399677, + "raw_level_count": 142, + "gate_level_count": 142, + "range_504_log": 2.082248, + "range_504_ratio": 8.022481, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.89421, + "hold30_r": 2.012039 + }, + { + "symbol": "VTR", + "date": "2025-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.410138, + "strategy_rank": 64.573733, + "production_rank": 70.852535, + "structural_overlay_pass": false, + "structural_overlay_score": 67.309908, + "structural_overlay_rr": 1.390322, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.977112, + "primary_prob": 49.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 57, + "primary_distance_atr": 1.465667, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.59575, + "range_504_ratio": 1.814391, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.073789, + "hold30_r": -1.0 + }, + { + "symbol": "WEC", + "date": "2025-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.207373, + "strategy_rank": 63.421659, + "production_rank": 72.35023, + "structural_overlay_pass": false, + "structural_overlay_score": 68.732719, + "structural_overlay_rr": 1.73172, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.911671, + "primary_prob": 30.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 64, + "primary_distance_atr": 2.867506, + "raw_level_count": 21, + "gate_level_count": 21, + "range_504_log": 0.390363, + "range_504_ratio": 1.477518, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.826989, + "hold30_r": 3.222819 + }, + { + "symbol": "WMT", + "date": "2025-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.013825, + "strategy_rank": 73.214286, + "production_rank": 79.147465, + "structural_overlay_pass": false, + "structural_overlay_score": 75.190092, + "structural_overlay_rr": 0.929179, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.86785, + "primary_prob": 39.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.301775, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.747795, + "range_504_ratio": 2.112337, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.074006, + "hold30_r": -1.0 + }, + { + "symbol": "WRB", + "date": "2025-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.400922, + "strategy_rank": 67.211982, + "production_rank": 74.608295, + "structural_overlay_pass": false, + "structural_overlay_score": 70.87788, + "structural_overlay_rr": 1.779086, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.766589, + "primary_prob": 49.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 62.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.149884, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.690793, + "range_504_ratio": 1.995298, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.692435, + "hold30_r": -1.0 + }, + { + "symbol": "XEL", + "date": "2025-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.751152, + "strategy_rank": 63.006912, + "production_rank": 70.921659, + "structural_overlay_pass": false, + "structural_overlay_score": 67.375576, + "structural_overlay_rr": 1.41234, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.980781, + "primary_prob": 29.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 200, + "primary_distance_atr": 2.971171, + "raw_level_count": 26, + "gate_level_count": 26, + "range_504_log": 0.449914, + "range_504_ratio": 1.568177, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.907267, + "hold30_r": 3.226863 + }, + { + "symbol": "WBD", + "date": "2025-06-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.907834, + "strategy_rank": 86.87788, + "production_rank": 86.221198, + "structural_overlay_pass": false, + "structural_overlay_score": 81.910138, + "structural_overlay_rr": 2.107976, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.609036, + "primary_prob": 50.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 70, + "primary_distance_atr": 2.413553, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 0.798809, + "range_504_ratio": 2.222892, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.579491, + "hold30_r": -0.317965 + }, + { + "symbol": "KVUE", + "date": "2025-06-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.65896, + "strategy_rank": 64.763006, + "production_rank": 70.728324, + "structural_overlay_pass": false, + "structural_overlay_score": 67.191908, + "structural_overlay_rr": 0.922467, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.707838, + "primary_prob": 33.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 60, + "primary_distance_atr": 2.561757, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.411296, + "range_504_ratio": 1.508772, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.648613, + "hold30_r": 1.372383 + }, + { + "symbol": "CEG", + "date": "2025-07-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.184971, + "strategy_rank": 96.427746, + "production_rank": 96.346821, + "structural_overlay_pass": false, + "structural_overlay_score": 91.52948, + "structural_overlay_rr": 0.946496, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.843503, + "primary_prob": 39.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.265254, + "raw_level_count": 129, + "gate_level_count": 129, + "range_504_log": 1.367049, + "range_504_ratio": 3.923754, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.806609, + "hold30_r": 1.180784 + }, + { + "symbol": "ABT", + "date": "2025-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.965318, + "strategy_rank": 60.254335, + "production_rank": 67.491329, + "structural_overlay_pass": false, + "structural_overlay_score": 64.116763, + "structural_overlay_rr": 1.349111, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.730843, + "primary_prob": 58.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.096265, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.454209, + "range_504_ratio": 1.574927, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -2.034784, + "hold30_r": -1.965066 + }, + { + "symbol": "ADP", + "date": "2025-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.16185, + "strategy_rank": 60.647399, + "production_rank": 68.485549, + "structural_overlay_pass": false, + "structural_overlay_score": 65.061272, + "structural_overlay_rr": 0.855272, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.461017, + "primary_prob": 23.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.191526, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.473287, + "range_504_ratio": 1.605262, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.070715, + "hold30_r": -0.390609 + }, + { + "symbol": "AEE", + "date": "2025-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.514451, + "strategy_rank": 62.092486, + "production_rank": 70.566474, + "structural_overlay_pass": false, + "structural_overlay_score": 67.03815, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.998967, + "primary_prob": 49.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 82, + "primary_distance_atr": 1.49845, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.440212, + "range_504_ratio": 1.553036, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.911272, + "hold30_r": 2.732429 + }, + { + "symbol": "AJG", + "date": "2025-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.780347, + "strategy_rank": 65.387283, + "production_rank": 72.184971, + "structural_overlay_pass": false, + "structural_overlay_score": 68.575723, + "structural_overlay_rr": 1.664296, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.301024, + "primary_prob": 33.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.951535, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.510233, + "range_504_ratio": 1.665679, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.059276, + "hold30_r": -1.0 + }, + { + "symbol": "ALL", + "date": "2025-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.930636, + "strategy_rank": 69.017341, + "production_rank": 73.988439, + "structural_overlay_pass": false, + "structural_overlay_score": 70.289017, + "structural_overlay_rr": 1.779814, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.841187, + "primary_prob": 54.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 1.26178, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.751253, + "range_504_ratio": 2.119654, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.785077, + "hold30_r": 2.018848 + }, + { + "symbol": "AON", + "date": "2025-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.809249, + "strategy_rank": 60.138728, + "production_rank": 67.028902, + "structural_overlay_pass": false, + "structural_overlay_score": 63.677457, + "structural_overlay_rr": 1.235917, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.114871, + "primary_prob": 45.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 53, + "primary_distance_atr": 1.672306, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.432164, + "range_504_ratio": 1.540588, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.04812, + "hold30_r": 1.405088 + }, + { + "symbol": "APP", + "date": "2025-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.884393, + "strategy_rank": 99.745665, + "production_rank": 99.791908, + "structural_overlay_pass": false, + "structural_overlay_score": 94.802312, + "structural_overlay_rr": 1.56702, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.854701, + "primary_prob": 41.54, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 38.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.282051, + "raw_level_count": 192, + "gate_level_count": 192, + "range_504_log": 3.040386, + "range_504_ratio": 20.913312, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.832698, + "hold30_r": 3.187108 + }, + { + "symbol": "ATO", + "date": "2025-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.317919, + "strategy_rank": 59.895954, + "production_rank": 68.369942, + "structural_overlay_pass": false, + "structural_overlay_score": 64.951445, + "structural_overlay_rr": 1.289088, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.829591, + "primary_prob": 54.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.244386, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.505564, + "range_504_ratio": 1.657921, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.745587, + "hold30_r": 4.053005 + }, + { + "symbol": "AXON", + "date": "2025-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.959538, + "strategy_rank": 96.254335, + "production_rank": 97.156069, + "structural_overlay_pass": false, + "structural_overlay_score": 92.298266, + "structural_overlay_rr": 0.746181, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.519899, + "primary_prob": 17.08, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.279849, + "raw_level_count": 146, + "gate_level_count": 146, + "range_504_log": 1.554809, + "range_504_ratio": 4.734183, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.042301, + "hold30_r": -1.0 + }, + { + "symbol": "AZO", + "date": "2025-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.040462, + "strategy_rank": 59.225434, + "production_rank": 66.49711, + "structural_overlay_pass": false, + "structural_overlay_score": 63.172254, + "structural_overlay_rr": 1.314494, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.365059, + "primary_prob": 22.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.047588, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.500133, + "range_504_ratio": 1.64894, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.303535, + "hold30_r": 2.563714 + }, + { + "symbol": "BSX", + "date": "2025-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.427746, + "strategy_rank": 64.947977, + "production_rank": 70.774566, + "structural_overlay_pass": false, + "structural_overlay_score": 67.235838, + "structural_overlay_rr": 1.252274, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.220287, + "primary_prob": 29.45, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 31.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.83043, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 0.799304, + "range_504_ratio": 2.223992, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.15072, + "hold30_r": 0.174538 + }, + { + "symbol": "CAH", + "date": "2025-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.682081, + "strategy_rank": 68.323699, + "production_rank": 77.109827, + "structural_overlay_pass": false, + "structural_overlay_score": 73.254335, + "structural_overlay_rr": 0.930376, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.728576, + "primary_prob": 40.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.092864, + "raw_level_count": 105, + "gate_level_count": 105, + "range_504_log": 0.682576, + "range_504_ratio": 1.97897, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.659057, + "hold30_r": -1.0 + }, + { + "symbol": "CBRE", + "date": "2025-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.011561, + "strategy_rank": 74.566474, + "production_rank": 78.381503, + "structural_overlay_pass": false, + "structural_overlay_score": 74.462428, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.683126, + "primary_prob": 57.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.02469, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.826843, + "range_504_ratio": 2.28609, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.062385, + "hold30_r": -1.0 + }, + { + "symbol": "CF", + "date": "2025-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.115607, + "strategy_rank": 73.456647, + "production_rank": 75.676301, + "structural_overlay_pass": false, + "structural_overlay_score": 71.892486, + "structural_overlay_rr": 2.763785, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 9, + "rr": 1.72572, + "primary_prob": 48.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 73, + "primary_distance_atr": 2.588581, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.438954, + "range_504_ratio": 1.551084, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.04834, + "hold30_r": -1.0 + }, + { + "symbol": "CHTR", + "date": "2025-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.393064, + "strategy_rank": 77.387283, + "production_rank": 79.722543, + "structural_overlay_pass": false, + "structural_overlay_score": 75.736416, + "structural_overlay_rr": 2.322371, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.701345, + "primary_prob": 48.74, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.552018, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 0.663353, + "range_504_ratio": 1.941291, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.056564, + "hold30_r": -1.0 + }, + { + "symbol": "CIEN", + "date": "2025-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.416185, + "strategy_rank": 95.410405, + "production_rank": 95.745665, + "structural_overlay_pass": false, + "structural_overlay_score": 90.958382, + "structural_overlay_rr": 1.788571, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.712694, + "primary_prob": 21.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.569041, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.932089, + "range_504_ratio": 2.53981, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.671856, + "hold30_r": 3.05563 + }, + { + "symbol": "CME", + "date": "2025-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.757225, + "strategy_rank": 66.393064, + "production_rank": 75.514451, + "structural_overlay_pass": false, + "structural_overlay_score": 71.738728, + "structural_overlay_rr": 1.413418, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.74935, + "primary_prob": 40.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.124025, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.479034, + "range_504_ratio": 1.614513, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.676208, + "hold30_r": -0.148502 + }, + { + "symbol": "COR", + "date": "2025-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.086705, + "strategy_rank": 61.225434, + "production_rank": 69.179191, + "structural_overlay_pass": false, + "structural_overlay_score": 65.720231, + "structural_overlay_rr": 0.685055, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.499875, + "primary_prob": 17.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.249813, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 0.589016, + "range_504_ratio": 1.802214, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.06602, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2025-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.728324, + "strategy_rank": 98.797688, + "production_rank": 98.774566, + "structural_overlay_pass": false, + "structural_overlay_score": 93.835838, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.602933, + "primary_prob": 30.58, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.404399, + "raw_level_count": 193, + "gate_level_count": 193, + "range_504_log": 2.70805, + "range_504_ratio": 15.0, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.570021, + "hold30_r": -0.038336 + }, + { + "symbol": "DASH", + "date": "2025-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.803468, + "strategy_rank": 92.184971, + "production_rank": 94.057803, + "structural_overlay_pass": false, + "structural_overlay_score": 89.354913, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.790488, + "primary_prob": 27.36, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.685731, + "raw_level_count": 146, + "gate_level_count": 146, + "range_504_log": 1.269343, + "range_504_ratio": 3.558512, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.744138, + "hold30_r": 0.838477 + }, + { + "symbol": "DRI", + "date": "2025-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.82659, + "strategy_rank": 70.265896, + "production_rank": 76.786127, + "structural_overlay_pass": false, + "structural_overlay_score": 72.946821, + "structural_overlay_rr": 1.255556, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.84368, + "primary_prob": 34.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.265521, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.537477, + "range_504_ratio": 1.711683, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.061607, + "hold30_r": -1.0 + }, + { + "symbol": "EBAY", + "date": "2025-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.745665, + "strategy_rank": 74.080925, + "production_rank": 78.635838, + "structural_overlay_pass": false, + "structural_overlay_score": 74.704046, + "structural_overlay_rr": 1.103817, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.781895, + "primary_prob": 13.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.672843, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.764523, + "range_504_ratio": 2.147969, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.717118, + "hold30_r": 9.702099 + }, + { + "symbol": "EQT", + "date": "2025-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.179191, + "strategy_rank": 86.450867, + "production_rank": 88.693642, + "structural_overlay_pass": false, + "structural_overlay_score": 84.25896, + "structural_overlay_rr": 1.089117, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.089117, + "primary_prob": 27.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.633675, + "raw_level_count": 93, + "gate_level_count": 93, + "range_504_log": 0.709338, + "range_504_ratio": 2.032645, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.04463, + "hold30_r": -1.0 + }, + { + "symbol": "ETR", + "date": "2025-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.913295, + "strategy_rank": 71.121387, + "production_rank": 79.052023, + "structural_overlay_pass": false, + "structural_overlay_score": 75.099422, + "structural_overlay_rr": 1.605353, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.034111, + "primary_prob": 48.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 60, + "primary_distance_atr": 1.551167, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.707788, + "range_504_ratio": 2.029497, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.963212, + "hold30_r": 3.910286 + }, + { + "symbol": "EXC", + "date": "2025-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.236994, + "strategy_rank": 59.791908, + "production_rank": 67.606936, + "structural_overlay_pass": false, + "structural_overlay_score": 64.22659, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.671707, + "primary_prob": 34.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 110, + "primary_distance_atr": 2.507561, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.366582, + "range_504_ratio": 1.442795, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.593035, + "hold30_r": 1.585556 + }, + { + "symbol": "EXE", + "date": "2025-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.057803, + "strategy_rank": 74.381503, + "production_rank": 79.606936, + "structural_overlay_pass": false, + "structural_overlay_score": 75.62659, + "structural_overlay_rr": 0.91034, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.82425, + "primary_prob": 41.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.236375, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.579141, + "range_504_ratio": 1.784505, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.049864, + "hold30_r": -1.0 + }, + { + "symbol": "FFIV", + "date": "2025-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.144509, + "strategy_rank": 80.578035, + "production_rank": 85.433526, + "structural_overlay_pass": false, + "structural_overlay_score": 81.16185, + "structural_overlay_rr": 1.481963, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.336482, + "primary_prob": 23.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.004723, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.78925, + "range_504_ratio": 2.201744, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.270826, + "hold30_r": 2.481043 + }, + { + "symbol": "FIX", + "date": "2025-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.104046, + "strategy_rank": 94.034682, + "production_rank": 94.057803, + "structural_overlay_pass": false, + "structural_overlay_score": 89.354913, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.006313, + "primary_prob": 44.22, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.50947, + "raw_level_count": 147, + "gate_level_count": 147, + "range_504_log": 1.292355, + "range_504_ratio": 3.641352, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.960314, + "hold30_r": 6.942844 + }, + { + "symbol": "FOX", + "date": "2025-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.526012, + "strategy_rank": 77.537572, + "production_rank": 82.867052, + "structural_overlay_pass": false, + "structural_overlay_score": 78.723699, + "structural_overlay_rr": 1.347068, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.309208, + "primary_prob": 26.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.963812, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.756377, + "range_504_ratio": 2.130544, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.248573, + "hold30_r": -1.0 + }, + { + "symbol": "FOXA", + "date": "2025-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.450867, + "strategy_rank": 77.734104, + "production_rank": 83.306358, + "structural_overlay_pass": false, + "structural_overlay_score": 79.14104, + "structural_overlay_rr": 1.175507, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.691826, + "primary_prob": 54.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 70.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.037739, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.730789, + "range_504_ratio": 2.076719, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.633547, + "hold30_r": -1.0 + }, + { + "symbol": "FTNT", + "date": "2025-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.647399, + "strategy_rank": 87.421965, + "production_rank": 90.49711, + "structural_overlay_pass": false, + "structural_overlay_score": 85.972254, + "structural_overlay_rr": 1.633052, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.730234, + "primary_prob": 16.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.595351, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.956452, + "range_504_ratio": 2.602448, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.049418, + "hold30_r": -1.0 + }, + { + "symbol": "GDDY", + "date": "2025-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.578035, + "strategy_rank": 73.225434, + "production_rank": 75.676301, + "structural_overlay_pass": false, + "structural_overlay_score": 71.892486, + "structural_overlay_rr": 1.160176, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.924572, + "primary_prob": 14.45, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 20.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.886858, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 1.138567, + "range_504_ratio": 3.12229, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.069062, + "hold30_r": -1.0 + }, + { + "symbol": "GE", + "date": "2025-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.676301, + "strategy_rank": 81.410405, + "production_rank": 84.83237, + "structural_overlay_pass": false, + "structural_overlay_score": 80.590751, + "structural_overlay_rr": 1.410207, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.195627, + "primary_prob": 24.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.793441, + "raw_level_count": 109, + "gate_level_count": 109, + "range_504_log": 0.9038, + "range_504_ratio": 2.468966, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.141359, + "hold30_r": 2.766091 + }, + { + "symbol": "GILD", + "date": "2025-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.375723, + "strategy_rank": 77.306358, + "production_rank": 83.32948, + "structural_overlay_pass": false, + "structural_overlay_score": 79.163006, + "structural_overlay_rr": 2.015905, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.83103, + "primary_prob": 51.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.246545, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.658896, + "range_504_ratio": 1.932657, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.777928, + "hold30_r": 1.788159 + }, + { + "symbol": "GL", + "date": "2025-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.520231, + "strategy_rank": 72.381503, + "production_rank": 78.427746, + "structural_overlay_pass": false, + "structural_overlay_score": 74.506358, + "structural_overlay_rr": 1.671425, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.784377, + "primary_prob": 32.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 111, + "primary_distance_atr": 2.676565, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 1.233768, + "range_504_ratio": 3.434146, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.070877, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2025-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.49711, + "strategy_rank": 89.549133, + "production_rank": 92.531792, + "structural_overlay_pass": false, + "structural_overlay_score": 87.905202, + "structural_overlay_rr": 1.688281, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.103736, + "primary_prob": 26.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.655604, + "raw_level_count": 133, + "gate_level_count": 133, + "range_504_log": 1.474145, + "range_504_ratio": 4.367299, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.052343, + "hold30_r": 0.005842 + }, + { + "symbol": "IBM", + "date": "2025-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.369942, + "strategy_rank": 78.49711, + "production_rank": 83.121387, + "structural_overlay_pass": false, + "structural_overlay_score": 78.965318, + "structural_overlay_rr": 1.083214, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.083214, + "primary_prob": 42.01, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.624821, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.811513, + "range_504_ratio": 2.251311, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -3.43361, + "hold30_r": -3.360382 + }, + { + "symbol": "KMI", + "date": "2025-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.479769, + "strategy_rank": 73.456647, + "production_rank": 78.797688, + "structural_overlay_pass": false, + "structural_overlay_score": 74.857803, + "structural_overlay_rr": 1.135289, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.968674, + "primary_prob": 30.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.453012, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.683662, + "range_504_ratio": 1.98112, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.059918, + "hold30_r": -1.0 + }, + { + "symbol": "KR", + "date": "2025-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.289017, + "strategy_rank": 71.803468, + "production_rank": 77.965318, + "structural_overlay_pass": false, + "structural_overlay_score": 74.067052, + "structural_overlay_rr": 1.134557, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.385297, + "primary_prob": 21.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.077946, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.565622, + "range_504_ratio": 1.760542, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.325421, + "hold30_r": -0.426285 + }, + { + "symbol": "LITE", + "date": "2025-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.907514, + "strategy_rank": 93.50289, + "production_rank": 92.971098, + "structural_overlay_pass": true, + "structural_overlay_score": 93.322543, + "structural_overlay_rr": 2.364145, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.626017, + "primary_prob": 45.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 78.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.439025, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 1.079093, + "range_504_ratio": 2.942008, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.592207, + "hold30_r": 4.331796 + }, + { + "symbol": "LYV", + "date": "2025-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.017341, + "strategy_rank": 77.398844, + "production_rank": 81.271676, + "structural_overlay_pass": false, + "structural_overlay_score": 77.208092, + "structural_overlay_rr": 1.700369, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.240344, + "primary_prob": 38.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.860517, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.723982, + "range_504_ratio": 2.062631, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.05869, + "hold30_r": -1.0 + }, + { + "symbol": "MMM", + "date": "2025-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.976879, + "strategy_rank": 76.601156, + "production_rank": 80.393064, + "structural_overlay_pass": false, + "structural_overlay_score": 76.37341, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.107508, + "primary_prob": 42.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.661262, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.605395, + "range_504_ratio": 1.831976, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.039848, + "hold30_r": -1.0 + }, + { + "symbol": "MO", + "date": "2025-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.283237, + "strategy_rank": 62.069364, + "production_rank": 70.473988, + "structural_overlay_pass": false, + "structural_overlay_score": 66.950289, + "structural_overlay_rr": 1.124742, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.17176, + "primary_prob": 28.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.75764, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.4499, + "range_504_ratio": 1.568156, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.087349, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2025-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.421965, + "strategy_rank": 99.352601, + "production_rank": 99.375723, + "structural_overlay_pass": false, + "structural_overlay_score": 94.406936, + "structural_overlay_rr": 0.980703, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.05733, + "primary_prob": 43.73, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.585996, + "raw_level_count": 191, + "gate_level_count": 191, + "range_504_log": 2.872521, + "range_504_ratio": 17.681537, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.027024, + "hold30_r": -1.0 + }, + { + "symbol": "NEM", + "date": "2025-07-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.705202, + "strategy_rank": 80.323699, + "production_rank": 82.450867, + "structural_overlay_pass": false, + "structural_overlay_score": 78.328324, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 2.051223, + "primary_prob": 38.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 73.0, + "primary_rejection_count": 25, + "primary_distance_atr": 3.076835, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 0.717823, + "range_504_ratio": 2.049966, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.051019, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2025-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.878613, + "strategy_rank": 85.710983, + "production_rank": 89.433526, + "structural_overlay_pass": false, + "structural_overlay_score": 84.96185, + "structural_overlay_rr": 1.322062, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.322062, + "primary_prob": 36.09, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.983093, + "raw_level_count": 131, + "gate_level_count": 131, + "range_504_log": 1.358646, + "range_504_ratio": 3.89092, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.060345, + "hold30_r": -1.0 + }, + { + "symbol": "NI", + "date": "2025-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.052023, + "strategy_rank": 63.086705, + "production_rank": 71.075145, + "structural_overlay_pass": false, + "structural_overlay_score": 67.521387, + "structural_overlay_rr": 0.732161, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.971613, + "primary_prob": 10.03, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.957419, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.594979, + "range_504_ratio": 1.812992, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.895248, + "hold30_r": 3.042193 + }, + { + "symbol": "NRG", + "date": "2025-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.034682, + "strategy_rank": 96.959538, + "production_rank": 97.317919, + "structural_overlay_pass": false, + "structural_overlay_score": 92.452023, + "structural_overlay_rr": 1.821598, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.887989, + "primary_prob": 33.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.331984, + "raw_level_count": 110, + "gate_level_count": 110, + "range_504_log": 1.544527, + "range_504_ratio": 4.685754, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.0424, + "hold30_r": -1.0 + }, + { + "symbol": "ORLY", + "date": "2025-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.00578, + "strategy_rank": 59.976879, + "production_rank": 67.653179, + "structural_overlay_pass": false, + "structural_overlay_score": 64.27052, + "structural_overlay_rr": 1.471273, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.391685, + "primary_prob": 36.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 87.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.087528, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 0.527978, + "range_504_ratio": 1.695501, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.326167, + "hold30_r": 4.467184 + }, + { + "symbol": "PAYX", + "date": "2025-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.734104, + "strategy_rank": 65.190751, + "production_rank": 70.705202, + "structural_overlay_pass": false, + "structural_overlay_score": 67.169942, + "structural_overlay_rr": 2.38574, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.371504, + "primary_prob": 39.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.057255, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.416911, + "range_504_ratio": 1.517267, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.05639, + "hold30_r": -1.0 + }, + { + "symbol": "PGR", + "date": "2025-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.554913, + "strategy_rank": 69.549133, + "production_rank": 75.884393, + "structural_overlay_pass": false, + "structural_overlay_score": 72.090173, + "structural_overlay_rr": 1.531342, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.170481, + "primary_prob": 44.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.755722, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 0.966921, + "range_504_ratio": 2.629836, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.061178, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2025-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.653179, + "strategy_rank": 99.202312, + "production_rank": 99.352601, + "structural_overlay_pass": false, + "structural_overlay_score": 94.384971, + "structural_overlay_rr": 1.653156, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.265216, + "primary_prob": 22.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.897824, + "raw_level_count": 174, + "gate_level_count": 174, + "range_504_log": 2.382729, + "range_504_ratio": 10.83443, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.238762, + "hold30_r": 4.895556 + }, + { + "symbol": "PM", + "date": "2025-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.572254, + "strategy_rank": 75.34104, + "production_rank": 82.751445, + "structural_overlay_pass": false, + "structural_overlay_score": 78.613873, + "structural_overlay_rr": 1.647332, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.663128, + "primary_prob": 17.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.494692, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.760901, + "range_504_ratio": 2.140204, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.363576, + "hold30_r": -1.291401 + }, + { + "symbol": "PODD", + "date": "2025-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.953757, + "strategy_rank": 90.369942, + "production_rank": 92.231214, + "structural_overlay_pass": false, + "structural_overlay_score": 87.619653, + "structural_overlay_rr": 1.917388, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.015364, + "primary_prob": 29.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 3.023047, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.962208, + "range_504_ratio": 2.617469, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.049965, + "hold30_r": -1.0 + }, + { + "symbol": "PPL", + "date": "2025-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.346821, + "strategy_rank": 57.144509, + "production_rank": 64.878613, + "structural_overlay_pass": false, + "structural_overlay_score": 61.634682, + "structural_overlay_rr": 1.940231, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.953976, + "primary_prob": 30.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 53, + "primary_distance_atr": 2.930965, + "raw_level_count": 26, + "gate_level_count": 26, + "range_504_log": 0.502684, + "range_504_ratio": 1.653153, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.871649, + "hold30_r": 4.344624 + }, + { + "symbol": "RSG", + "date": "2025-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.468208, + "strategy_rank": 59.121387, + "production_rank": 67.236994, + "structural_overlay_pass": false, + "structural_overlay_score": 63.875145, + "structural_overlay_rr": 1.517242, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.898859, + "primary_prob": 25.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 73.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.848288, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.612578, + "range_504_ratio": 1.845183, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.074973, + "hold30_r": -1.0 + }, + { + "symbol": "SOLV", + "date": "2025-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.473988, + "strategy_rank": 78.774566, + "production_rank": 81.34104, + "structural_overlay_pass": false, + "structural_overlay_score": 77.273988, + "structural_overlay_rr": 3.002016, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.864224, + "primary_prob": 27.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.796337, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.599871, + "range_504_ratio": 1.821883, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.061254, + "hold30_r": -1.0 + }, + { + "symbol": "T", + "date": "2025-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.947977, + "strategy_rank": 70.265896, + "production_rank": 77.82659, + "structural_overlay_pass": false, + "structural_overlay_score": 73.93526, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.914585, + "primary_prob": 34.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.371878, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.776335, + "range_504_ratio": 2.173492, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.076041, + "hold30_r": -1.0 + }, + { + "symbol": "TMUS", + "date": "2025-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.786127, + "strategy_rank": 74.601156, + "production_rank": 79.32948, + "structural_overlay_pass": false, + "structural_overlay_score": 75.363006, + "structural_overlay_rr": 1.453285, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.195039, + "primary_prob": 40.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 83.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.792559, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.743396, + "range_504_ratio": 2.103065, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.066844, + "hold30_r": -1.0 + }, + { + "symbol": "TPL", + "date": "2025-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.716763, + "strategy_rank": 91.50289, + "production_rank": 91.907514, + "structural_overlay_pass": false, + "structural_overlay_score": 87.312139, + "structural_overlay_rr": 1.061714, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.877831, + "primary_prob": 20.7, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 98.0, + "primary_rejection_count": 39, + "primary_distance_atr": 4.316746, + "raw_level_count": 127, + "gate_level_count": 127, + "range_504_log": 1.415458, + "range_504_ratio": 4.118374, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.034752, + "hold30_r": -1.0 + }, + { + "symbol": "TPR", + "date": "2025-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.34104, + "strategy_rank": 91.791908, + "production_rank": 93.641618, + "structural_overlay_pass": false, + "structural_overlay_score": 88.959538, + "structural_overlay_rr": 1.16013, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.231333, + "primary_prob": 37.98, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.846999, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 1.251498, + "range_504_ratio": 3.495575, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.182598, + "hold30_r": 2.595097 + }, + { + "symbol": "TRV", + "date": "2025-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.242775, + "strategy_rank": 65.433526, + "production_rank": 72.369942, + "structural_overlay_pass": false, + "structural_overlay_score": 68.751445, + "structural_overlay_rr": 0.778153, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.439659, + "primary_prob": 38.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.159489, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.568663, + "range_504_ratio": 1.765905, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.063692, + "hold30_r": -1.0 + }, + { + "symbol": "TSLA", + "date": "2025-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.109827, + "strategy_rank": 97.00578, + "production_rank": 97.040462, + "structural_overlay_pass": false, + "structural_overlay_score": 92.188439, + "structural_overlay_rr": 1.70604, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.513012, + "primary_prob": 37.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 54, + "primary_distance_atr": 2.269518, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 1.258369, + "range_504_ratio": 3.519677, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.02426, + "hold30_r": -1.0 + }, + { + "symbol": "UAL", + "date": "2025-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.722543, + "strategy_rank": 95.479769, + "production_rank": 95.560694, + "structural_overlay_pass": true, + "structural_overlay_score": 95.782659, + "structural_overlay_rr": 2.240389, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.540002, + "primary_prob": 33.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.310004, + "raw_level_count": 93, + "gate_level_count": 93, + "range_504_log": 1.236686, + "range_504_ratio": 3.444181, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.506299, + "hold30_r": 3.771426 + }, + { + "symbol": "V", + "date": "2025-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.549133, + "strategy_rank": 65.849711, + "production_rank": 72.416185, + "structural_overlay_pass": false, + "structural_overlay_score": 68.795376, + "structural_overlay_rr": 1.392129, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.901801, + "primary_prob": 10.96, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.852702, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.500344, + "range_504_ratio": 1.649288, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.063284, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2025-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.196532, + "strategy_rank": 87.121387, + "production_rank": 85.479769, + "structural_overlay_pass": false, + "structural_overlay_score": 81.20578, + "structural_overlay_rr": 1.630791, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.518414, + "primary_prob": 34.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.277621, + "raw_level_count": 171, + "gate_level_count": 171, + "range_504_log": 1.891404, + "range_504_ratio": 6.628669, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.034324, + "hold30_r": -1.0 + }, + { + "symbol": "VST", + "date": "2025-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.265896, + "strategy_rank": 98.092486, + "production_rank": 98.150289, + "structural_overlay_pass": false, + "structural_overlay_score": 93.242775, + "structural_overlay_rr": 1.183361, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.798093, + "primary_prob": 51.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.19714, + "raw_level_count": 143, + "gate_level_count": 143, + "range_504_log": 2.053363, + "range_504_ratio": 7.794072, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.761851, + "hold30_r": 1.485379 + }, + { + "symbol": "WEC", + "date": "2025-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.439306, + "strategy_rank": 62.219653, + "production_rank": 70.959538, + "structural_overlay_pass": false, + "structural_overlay_score": 67.411561, + "structural_overlay_rr": 1.366443, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.546039, + "primary_prob": 36.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 83, + "primary_distance_atr": 2.319058, + "raw_level_count": 20, + "gate_level_count": 20, + "range_504_log": 0.390363, + "range_504_ratio": 1.477518, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.460801, + "hold30_r": 1.799248 + }, + { + "symbol": "WELL", + "date": "2025-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.138728, + "strategy_rank": 68.346821, + "production_rank": 76.277457, + "structural_overlay_pass": false, + "structural_overlay_score": 72.463584, + "structural_overlay_rr": 1.094912, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.741611, + "primary_prob": 48.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.112416, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.710644, + "range_504_ratio": 2.035302, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.678687, + "hold30_r": 2.33182 + }, + { + "symbol": "WMB", + "date": "2025-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.248555, + "strategy_rank": 74.682081, + "production_rank": 79.537572, + "structural_overlay_pass": false, + "structural_overlay_score": 75.560694, + "structural_overlay_rr": 0.717873, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.422772, + "primary_prob": 19.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.134158, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.685141, + "range_504_ratio": 1.984053, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.050811, + "hold30_r": -1.0 + }, + { + "symbol": "WMT", + "date": "2025-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.751445, + "strategy_rank": 72.300578, + "production_rank": 78.450867, + "structural_overlay_pass": false, + "structural_overlay_score": 74.528324, + "structural_overlay_rr": 0.816574, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.748718, + "primary_prob": 45.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.123077, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.747795, + "range_504_ratio": 2.112337, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.076131, + "hold30_r": -1.0 + }, + { + "symbol": "WRB", + "date": "2025-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.098266, + "strategy_rank": 68.589595, + "production_rank": 76.092486, + "structural_overlay_pass": false, + "structural_overlay_score": 72.287861, + "structural_overlay_rr": 2.054976, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.155589, + "primary_prob": 39.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 75.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.733384, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 0.684284, + "range_504_ratio": 1.982351, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.064781, + "hold30_r": -1.0 + }, + { + "symbol": "XEL", + "date": "2025-07-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.624277, + "strategy_rank": 61.595376, + "production_rank": 69.271676, + "structural_overlay_pass": false, + "structural_overlay_score": 65.808092, + "structural_overlay_rr": 1.242872, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.795337, + "primary_prob": 32.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 202, + "primary_distance_atr": 2.693005, + "raw_level_count": 26, + "gate_level_count": 26, + "range_504_log": 0.449914, + "range_504_ratio": 1.568177, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.723731, + "hold30_r": 2.559618 + }, + { + "symbol": "WBD", + "date": "2025-07-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.208092, + "strategy_rank": 89.109827, + "production_rank": 88.809249, + "structural_overlay_pass": false, + "structural_overlay_score": 84.368786, + "structural_overlay_rr": 1.844848, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.632086, + "primary_prob": 49.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 70, + "primary_distance_atr": 2.448128, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 0.798809, + "range_504_ratio": 2.222892, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.600086, + "hold30_r": 0.898396 + }, + { + "symbol": "CEG", + "date": "2025-07-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.06463, + "strategy_rank": 95.73443, + "production_rank": 95.511163, + "structural_overlay_pass": false, + "structural_overlay_score": 90.735605, + "structural_overlay_rr": 1.517516, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.545982, + "primary_prob": 32.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.318973, + "raw_level_count": 129, + "gate_level_count": 129, + "range_504_log": 1.36549, + "range_504_ratio": 3.917641, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.506589, + "hold30_r": -0.180126 + }, + { + "symbol": "HOOD", + "date": "2025-07-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.294947, + "strategy_rank": 99.224442, + "production_rank": 99.247944, + "structural_overlay_pass": false, + "structural_overlay_score": 94.285546, + "structural_overlay_rr": 0.807929, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.835062, + "primary_prob": 49.84, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.252593, + "raw_level_count": 160, + "gate_level_count": 160, + "range_504_log": 2.545804, + "range_504_ratio": 12.753477, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.810158, + "hold30_r": 1.422503 + }, + { + "symbol": "ABT", + "date": "2025-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.666275, + "strategy_rank": 61.06933, + "production_rank": 68.601645, + "structural_overlay_pass": false, + "structural_overlay_score": 65.171563, + "structural_overlay_rr": 0.925425, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.940854, + "primary_prob": 51.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.411282, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.454209, + "range_504_ratio": 1.574927, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -2.023282, + "hold30_r": -1.949399 + }, + { + "symbol": "ADP", + "date": "2025-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.958872, + "strategy_rank": 60.846063, + "production_rank": 68.883666, + "structural_overlay_pass": false, + "structural_overlay_score": 65.439483, + "structural_overlay_rr": 0.790563, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.940289, + "primary_prob": 51.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 57, + "primary_distance_atr": 1.410434, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.473287, + "range_504_ratio": 1.605262, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.079793, + "hold30_r": -1.0 + }, + { + "symbol": "AEE", + "date": "2025-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.719154, + "strategy_rank": 62.702703, + "production_rank": 71.374853, + "structural_overlay_pass": false, + "structural_overlay_score": 67.80611, + "structural_overlay_rr": 1.736759, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.734601, + "primary_prob": 33.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.601901, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.440212, + "range_504_ratio": 1.553036, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.646174, + "hold30_r": 2.392268 + }, + { + "symbol": "APP", + "date": "2025-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.882491, + "strategy_rank": 99.776733, + "production_rank": 99.811986, + "structural_overlay_pass": false, + "structural_overlay_score": 94.821387, + "structural_overlay_rr": 1.716345, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.881535, + "primary_prob": 38.41, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 27.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.322302, + "raw_level_count": 193, + "gate_level_count": 193, + "range_504_log": 3.016026, + "range_504_ratio": 20.410027, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.857898, + "hold30_r": 2.472055 + }, + { + "symbol": "ATO", + "date": "2025-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.898942, + "strategy_rank": 60.340776, + "production_rank": 68.860165, + "structural_overlay_pass": false, + "structural_overlay_score": 65.417156, + "structural_overlay_rr": 1.736329, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.708072, + "primary_prob": 18.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.562108, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.505564, + "range_504_ratio": 1.657921, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.619143, + "hold30_r": 3.577447 + }, + { + "symbol": "AXON", + "date": "2025-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.824912, + "strategy_rank": 96.321974, + "production_rank": 97.156287, + "structural_overlay_pass": false, + "structural_overlay_score": 92.298472, + "structural_overlay_rr": 1.597331, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.502311, + "primary_prob": 20.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.253467, + "raw_level_count": 146, + "gate_level_count": 146, + "range_504_log": 1.554809, + "range_504_ratio": 4.734183, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.468172, + "hold30_r": 0.710751 + }, + { + "symbol": "AZO", + "date": "2025-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.19624, + "strategy_rank": 60.564042, + "production_rank": 68.108108, + "structural_overlay_pass": false, + "structural_overlay_score": 64.702703, + "structural_overlay_rr": 1.633985, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.063827, + "primary_prob": 30.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.59574, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.500133, + "range_504_ratio": 1.64894, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.997938, + "hold30_r": 3.527392 + }, + { + "symbol": "BKNG", + "date": "2025-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.663925, + "strategy_rank": 72.479436, + "production_rank": 76.874266, + "structural_overlay_pass": false, + "structural_overlay_score": 73.030552, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.718858, + "primary_prob": 54.3, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.078287, + "raw_level_count": 104, + "gate_level_count": 104, + "range_504_log": 0.798422, + "range_504_ratio": 2.222032, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.067947, + "hold30_r": -1.0 + }, + { + "symbol": "BSX", + "date": "2025-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.493537, + "strategy_rank": 63.254994, + "production_rank": 69.001175, + "structural_overlay_pass": false, + "structural_overlay_score": 65.551116, + "structural_overlay_rr": 1.222664, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.187448, + "primary_prob": 45.26, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 31.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.781172, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 0.799304, + "range_504_ratio": 2.223992, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.115021, + "hold30_r": 0.470711 + }, + { + "symbol": "CBRE", + "date": "2025-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.599295, + "strategy_rank": 77.414806, + "production_rank": 81.809636, + "structural_overlay_pass": false, + "structural_overlay_score": 77.719154, + "structural_overlay_rr": 1.411901, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.003313, + "primary_prob": 45.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.50497, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.826843, + "range_504_ratio": 2.28609, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.064093, + "hold30_r": -1.0 + }, + { + "symbol": "CCL", + "date": "2025-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.901293, + "strategy_rank": 85.59342, + "production_rank": 85.029377, + "structural_overlay_pass": false, + "structural_overlay_score": 80.777908, + "structural_overlay_rr": 1.020676, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.020676, + "primary_prob": 43.59, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.531014, + "raw_level_count": 107, + "gate_level_count": 107, + "range_504_log": 1.033171, + "range_504_ratio": 2.809963, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.976997, + "hold30_r": 0.127585 + }, + { + "symbol": "CF", + "date": "2025-07-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.368978, + "strategy_rank": 77.696827, + "production_rank": 80.587544, + "structural_overlay_pass": false, + "structural_overlay_score": 76.558167, + "structural_overlay_rr": 2.270614, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 10, + "rr": 2.079072, + "primary_prob": 43.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 68, + "primary_distance_atr": 3.118607, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.438954, + "range_504_ratio": 1.551084, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.04928, + "hold30_r": -1.0 + }, + { + "symbol": "CHTR", + "date": "2025-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.484136, + "strategy_rank": 79.952996, + "production_rank": 82.79671, + "structural_overlay_pass": false, + "structural_overlay_score": 78.656874, + "structural_overlay_rr": 1.603125, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.427277, + "primary_prob": 24.77, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 3.640916, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 0.663353, + "range_504_ratio": 1.941291, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.054946, + "hold30_r": -1.0 + }, + { + "symbol": "CIEN", + "date": "2025-07-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.184489, + "strategy_rank": 93.254994, + "production_rank": 93.231492, + "structural_overlay_pass": false, + "structural_overlay_score": 88.569918, + "structural_overlay_rr": 2.155086, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.074956, + "primary_prob": 31.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 22, + "primary_distance_atr": 3.112434, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.932089, + "range_504_ratio": 2.53981, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.032894, + "hold30_r": 2.388612 + }, + { + "symbol": "CME", + "date": "2025-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.834313, + "strategy_rank": 64.289072, + "production_rank": 73.137485, + "structural_overlay_pass": false, + "structural_overlay_score": 69.480611, + "structural_overlay_rr": 0.967894, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.895866, + "primary_prob": 36.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.343799, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.479034, + "range_504_ratio": 1.614513, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.823683, + "hold30_r": -0.245252 + }, + { + "symbol": "CSCO", + "date": "2025-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.544066, + "strategy_rank": 67.802585, + "production_rank": 74.383079, + "structural_overlay_pass": false, + "structural_overlay_score": 70.663925, + "structural_overlay_rr": 0.738203, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.683211, + "primary_prob": 55.79, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.024817, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.449858, + "range_504_ratio": 1.56809, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.092113, + "hold30_r": -1.0 + }, + { + "symbol": "CTVA", + "date": "2025-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.309048, + "strategy_rank": 68.307873, + "production_rank": 74.641598, + "structural_overlay_pass": false, + "structural_overlay_score": 70.909518, + "structural_overlay_rr": 1.362053, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.876254, + "primary_prob": 33.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.314381, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.582813, + "range_504_ratio": 1.791069, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.07901, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2025-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.059929, + "strategy_rank": 98.883666, + "production_rank": 98.942421, + "structural_overlay_pass": false, + "structural_overlay_score": 93.9953, + "structural_overlay_rr": 0.884478, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.862906, + "primary_prob": 35.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.294359, + "raw_level_count": 193, + "gate_level_count": 193, + "range_504_log": 2.691161, + "range_504_ratio": 14.748784, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.829775, + "hold30_r": -1.0 + }, + { + "symbol": "DASH", + "date": "2025-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.884841, + "strategy_rank": 92.103408, + "production_rank": 94.030552, + "structural_overlay_pass": false, + "structural_overlay_score": 89.329025, + "structural_overlay_rr": 0.980204, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.760543, + "primary_prob": 27.81, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.640814, + "raw_level_count": 148, + "gate_level_count": 148, + "range_504_log": 1.269343, + "range_504_ratio": 3.558512, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.716415, + "hold30_r": 0.642726 + }, + { + "symbol": "DE", + "date": "2025-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.186839, + "strategy_rank": 75.252644, + "production_rank": 80.564042, + "structural_overlay_pass": false, + "structural_overlay_score": 76.53584, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.780519, + "primary_prob": 37.66, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.170778, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.45045, + "range_504_ratio": 1.569018, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.060575, + "hold30_r": -1.0 + }, + { + "symbol": "DGX", + "date": "2025-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.081081, + "strategy_rank": 59.788484, + "production_rank": 66.886016, + "structural_overlay_pass": false, + "structural_overlay_score": 63.541716, + "structural_overlay_rr": 1.85877, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.786488, + "primary_prob": 32.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.679733, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.421996, + "range_504_ratio": 1.525002, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.07568, + "hold30_r": -1.0 + }, + { + "symbol": "DRI", + "date": "2025-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.124559, + "strategy_rank": 73.149236, + "production_rank": 80.141011, + "structural_overlay_pass": false, + "structural_overlay_score": 76.13396, + "structural_overlay_rr": 0.807418, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.454698, + "primary_prob": 19.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.182048, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.537477, + "range_504_ratio": 1.711683, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.063983, + "hold30_r": -1.0 + }, + { + "symbol": "EBAY", + "date": "2025-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.654524, + "strategy_rank": 77.473561, + "production_rank": 82.867215, + "structural_overlay_pass": false, + "structural_overlay_score": 78.723854, + "structural_overlay_rr": 1.231449, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.249674, + "primary_prob": 23.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.874511, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.764523, + "range_504_ratio": 2.147969, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.178955, + "hold30_r": 9.909105 + }, + { + "symbol": "EQT", + "date": "2025-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.889542, + "strategy_rank": 86.451234, + "production_rank": 88.93067, + "structural_overlay_pass": false, + "structural_overlay_score": 84.484136, + "structural_overlay_rr": 1.70519, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.001604, + "primary_prob": 36.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.502405, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 0.709338, + "range_504_ratio": 2.032645, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.958958, + "hold30_r": -1.0 + }, + { + "symbol": "ETR", + "date": "2025-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.0047, + "strategy_rank": 71.645123, + "production_rank": 79.764982, + "structural_overlay_pass": false, + "structural_overlay_score": 75.776733, + "structural_overlay_rr": 1.9969, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.71622, + "primary_prob": 59.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 63, + "primary_distance_atr": 1.07433, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.707788, + "range_504_ratio": 2.029497, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.641348, + "hold30_r": 3.236689 + }, + { + "symbol": "EVRG", + "date": "2025-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.668625, + "strategy_rank": 57.309048, + "production_rank": 65.428907, + "structural_overlay_pass": false, + "structural_overlay_score": 62.157462, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.241303, + "primary_prob": 30.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.861954, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.405234, + "range_504_ratio": 1.499654, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.083127, + "hold30_r": -1.0 + }, + { + "symbol": "EXC", + "date": "2025-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.728555, + "strategy_rank": 57.849589, + "production_rank": 65.475911, + "structural_overlay_pass": false, + "structural_overlay_score": 62.202115, + "structural_overlay_rr": 1.470929, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.104337, + "primary_prob": 46.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 113, + "primary_distance_atr": 1.656506, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.366582, + "range_504_ratio": 1.442795, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.086503, + "hold30_r": -1.0 + }, + { + "symbol": "EXE", + "date": "2025-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.189189, + "strategy_rank": 73.431257, + "production_rank": 78.683901, + "structural_overlay_pass": false, + "structural_overlay_score": 74.749706, + "structural_overlay_rr": 2.031126, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.940972, + "primary_prob": 41.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.411458, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.579141, + "range_504_ratio": 1.784505, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.894361, + "hold30_r": -1.0 + }, + { + "symbol": "EXPE", + "date": "2025-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.603995, + "strategy_rank": 86.780259, + "production_rank": 86.721504, + "structural_overlay_pass": false, + "structural_overlay_score": 82.385429, + "structural_overlay_rr": 2.187585, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.731643, + "primary_prob": 33.66, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 27.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.597465, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.809247, + "range_504_ratio": 2.246215, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.046783, + "hold30_r": -1.0 + }, + { + "symbol": "FFIV", + "date": "2025-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.357227, + "strategy_rank": 80.916569, + "production_rank": 86.063455, + "structural_overlay_pass": false, + "structural_overlay_score": 81.760282, + "structural_overlay_rr": 1.097241, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.946655, + "primary_prob": 34.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.419983, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.78925, + "range_504_ratio": 2.201744, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.068527, + "hold30_r": -1.0 + }, + { + "symbol": "FOX", + "date": "2025-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.419506, + "strategy_rank": 77.450059, + "production_rank": 82.773208, + "structural_overlay_pass": false, + "structural_overlay_score": 78.634548, + "structural_overlay_rr": 1.678027, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.74771, + "primary_prob": 28.01, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.621564, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.756377, + "range_504_ratio": 2.130544, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.05852, + "hold30_r": -1.0 + }, + { + "symbol": "FTNT", + "date": "2025-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.709753, + "strategy_rank": 88.284371, + "production_rank": 91.092832, + "structural_overlay_pass": false, + "structural_overlay_score": 86.53819, + "structural_overlay_rr": 1.817562, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.839098, + "primary_prob": 54.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 1.258648, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.956452, + "range_504_ratio": 2.602448, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.798913, + "hold30_r": -5.193607 + }, + { + "symbol": "GILD", + "date": "2025-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.944771, + "strategy_rank": 77.802585, + "production_rank": 84.183314, + "structural_overlay_pass": false, + "structural_overlay_score": 79.974148, + "structural_overlay_rr": 0.738237, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.738237, + "primary_prob": 54.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.107355, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.658896, + "range_504_ratio": 1.932657, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.059339, + "hold30_r": -1.0 + }, + { + "symbol": "GL", + "date": "2025-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.656874, + "strategy_rank": 73.219741, + "production_rank": 79.365452, + "structural_overlay_pass": false, + "structural_overlay_score": 75.39718, + "structural_overlay_rr": 1.964672, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.851213, + "primary_prob": 54.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 154, + "primary_distance_atr": 1.27682, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 1.233768, + "range_504_ratio": 3.434146, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.782724, + "hold30_r": 5.889962 + }, + { + "symbol": "GRMN", + "date": "2025-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.846063, + "strategy_rank": 77.673325, + "production_rank": 78.730905, + "structural_overlay_pass": false, + "structural_overlay_score": 74.79436, + "structural_overlay_rr": 1.606344, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.606344, + "primary_prob": 31.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.409516, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 0.906099, + "range_504_ratio": 2.474651, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.532689, + "hold30_r": 1.993558 + }, + { + "symbol": "HWM", + "date": "2025-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.472385, + "strategy_rank": 89.377203, + "production_rank": 92.408931, + "structural_overlay_pass": false, + "structural_overlay_score": 87.788484, + "structural_overlay_rr": 1.2656, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.701506, + "primary_prob": 55.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.052259, + "raw_level_count": 133, + "gate_level_count": 133, + "range_504_log": 1.474145, + "range_504_ratio": 4.367299, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.651184, + "hold30_r": -1.0 + }, + { + "symbol": "JBL", + "date": "2025-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.299647, + "strategy_rank": 89.059929, + "production_rank": 91.139835, + "structural_overlay_pass": false, + "structural_overlay_score": 86.582844, + "structural_overlay_rr": 0.843428, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.843428, + "primary_prob": 49.54, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.265141, + "raw_level_count": 100, + "gate_level_count": 100, + "range_504_log": 0.864594, + "range_504_ratio": 2.374041, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.786782, + "hold30_r": -1.0 + }, + { + "symbol": "KMI", + "date": "2025-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.839013, + "strategy_rank": 70.587544, + "production_rank": 76.0047, + "structural_overlay_pass": false, + "structural_overlay_score": 72.204465, + "structural_overlay_rr": 1.155742, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.828011, + "primary_prob": 12.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.742017, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.683662, + "range_504_ratio": 1.98112, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.062275, + "hold30_r": -1.0 + }, + { + "symbol": "KR", + "date": "2025-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.431257, + "strategy_rank": 66.792009, + "production_rank": 72.338425, + "structural_overlay_pass": false, + "structural_overlay_score": 68.721504, + "structural_overlay_rr": 1.117108, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.166951, + "primary_prob": 41.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.750427, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.565622, + "range_504_ratio": 1.760542, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.107367, + "hold30_r": 0.299143 + }, + { + "symbol": "LITE", + "date": "2025-07-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.949471, + "strategy_rank": 94.324324, + "production_rank": 93.86604, + "structural_overlay_pass": true, + "structural_overlay_score": 94.172738, + "structural_overlay_rr": 2.249285, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.071854, + "primary_prob": 30.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 21, + "primary_distance_atr": 3.107781, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 1.079093, + "range_504_ratio": 2.942008, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.036198, + "hold30_r": 4.775516 + }, + { + "symbol": "LYV", + "date": "2025-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.009401, + "strategy_rank": 79.247944, + "production_rank": 83.501763, + "structural_overlay_pass": false, + "structural_overlay_score": 79.326675, + "structural_overlay_rr": 1.158556, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.495306, + "primary_prob": 20.74, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 17.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.242959, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.723982, + "range_504_ratio": 2.062631, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.43874, + "hold30_r": 3.526083 + }, + { + "symbol": "MMM", + "date": "2025-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.011751, + "strategy_rank": 77.638073, + "production_rank": 81.762632, + "structural_overlay_pass": false, + "structural_overlay_score": 77.674501, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.50268, + "primary_prob": 33.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.254019, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.625154, + "range_504_ratio": 1.868534, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.065106, + "hold30_r": -1.0 + }, + { + "symbol": "MO", + "date": "2025-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.488837, + "strategy_rank": 60.058754, + "production_rank": 68.202115, + "structural_overlay_pass": false, + "structural_overlay_score": 64.792009, + "structural_overlay_rr": 1.263452, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.423413, + "primary_prob": 28.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.135119, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.4499, + "range_504_ratio": 1.568156, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.347362, + "hold30_r": 5.929534 + }, + { + "symbol": "MOS", + "date": "2025-07-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.433608, + "strategy_rank": 75.652174, + "production_rank": 77.579318, + "structural_overlay_pass": false, + "structural_overlay_score": 73.700353, + "structural_overlay_rr": 1.671946, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.030196, + "primary_prob": 29.08, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 3.045294, + "raw_level_count": 98, + "gate_level_count": 98, + "range_504_log": 0.649498, + "range_504_ratio": 1.91458, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -2.731686, + "hold30_r": -2.683345 + }, + { + "symbol": "MSTR", + "date": "2025-07-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.529965, + "strategy_rank": 99.459459, + "production_rank": 99.482961, + "structural_overlay_pass": false, + "structural_overlay_score": 94.508813, + "structural_overlay_rr": 0.687704, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.254602, + "primary_prob": 21.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 3.381903, + "raw_level_count": 192, + "gate_level_count": 192, + "range_504_log": 2.872521, + "range_504_ratio": 17.681537, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.03455, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2025-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.179788, + "strategy_rank": 85.969448, + "production_rank": 89.706228, + "structural_overlay_pass": false, + "structural_overlay_score": 85.220917, + "structural_overlay_rr": 2.109601, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.423585, + "primary_prob": 18.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.135378, + "raw_level_count": 132, + "gate_level_count": 132, + "range_504_log": 1.358646, + "range_504_ratio": 3.89092, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.05824, + "hold30_r": -1.0 + }, + { + "symbol": "NI", + "date": "2025-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.014101, + "strategy_rank": 63.33725, + "production_rank": 71.562867, + "structural_overlay_pass": false, + "structural_overlay_score": 67.984724, + "structural_overlay_rr": 1.828181, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.828181, + "primary_prob": 12.0, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.742271, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.594979, + "range_504_ratio": 1.812992, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.749703, + "hold30_r": 2.665478 + }, + { + "symbol": "NOW", + "date": "2025-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.021152, + "strategy_rank": 81.950646, + "production_rank": 81.974148, + "structural_overlay_pass": false, + "structural_overlay_score": 77.875441, + "structural_overlay_rr": 2.307795, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.032497, + "primary_prob": 29.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 3.048746, + "raw_level_count": 101, + "gate_level_count": 101, + "range_504_log": 0.820817, + "range_504_ratio": 2.272357, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.981795, + "hold30_r": -1.0 + }, + { + "symbol": "NRG", + "date": "2025-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.119859, + "strategy_rank": 97.06228, + "production_rank": 97.414806, + "structural_overlay_pass": false, + "structural_overlay_score": 92.544066, + "structural_overlay_rr": 1.209744, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.043137, + "primary_prob": 36.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.564706, + "raw_level_count": 112, + "gate_level_count": 112, + "range_504_log": 1.544527, + "range_504_ratio": 4.685754, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.042724, + "hold30_r": -1.0 + }, + { + "symbol": "ORLY", + "date": "2025-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.723854, + "strategy_rank": 61.139835, + "production_rank": 69.001175, + "structural_overlay_pass": false, + "structural_overlay_score": 65.551116, + "structural_overlay_rr": 1.644024, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.196749, + "primary_prob": 41.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.795123, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 0.527978, + "range_504_ratio": 1.695501, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.129705, + "hold30_r": 3.806517 + }, + { + "symbol": "PAYX", + "date": "2025-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.253819, + "strategy_rank": 66.380729, + "production_rank": 72.338425, + "structural_overlay_pass": false, + "structural_overlay_score": 68.721504, + "structural_overlay_rr": 2.198443, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.944465, + "primary_prob": 50.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 1.416697, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.416911, + "range_504_ratio": 1.517267, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.064186, + "hold30_r": -1.0 + }, + { + "symbol": "PGR", + "date": "2025-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.491187, + "strategy_rank": 65.569918, + "production_rank": 71.210341, + "structural_overlay_pass": false, + "structural_overlay_score": 67.649824, + "structural_overlay_rr": 2.629288, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.254907, + "primary_prob": 26.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 3.38236, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 0.966921, + "range_504_ratio": 2.629836, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.061508, + "hold30_r": -1.0 + }, + { + "symbol": "PODD", + "date": "2025-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.534665, + "strategy_rank": 89.753231, + "production_rank": 91.680376, + "structural_overlay_pass": false, + "structural_overlay_score": 87.096357, + "structural_overlay_rr": 2.525012, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.63421, + "primary_prob": 22.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 3.951315, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.962208, + "range_504_ratio": 2.617469, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.054876, + "hold30_r": -1.0 + }, + { + "symbol": "RMD", + "date": "2025-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.256169, + "strategy_rank": 68.40188, + "production_rank": 73.019976, + "structural_overlay_pass": false, + "structural_overlay_score": 69.368978, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.907655, + "primary_prob": 52.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 1.361482, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.687726, + "range_504_ratio": 1.989186, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.081945, + "hold30_r": -1.0 + }, + { + "symbol": "SOLV", + "date": "2025-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.714454, + "strategy_rank": 83.125734, + "production_rank": 86.321974, + "structural_overlay_pass": false, + "structural_overlay_score": 82.005875, + "structural_overlay_rr": 1.141526, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.755267, + "primary_prob": 55.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 89.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.1329, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.599871, + "range_504_ratio": 1.821883, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.058182, + "hold30_r": -1.0 + }, + { + "symbol": "T", + "date": "2025-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.477086, + "strategy_rank": 71.104583, + "production_rank": 78.895417, + "structural_overlay_pass": false, + "structural_overlay_score": 74.950646, + "structural_overlay_rr": 1.039098, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.956336, + "primary_prob": 12.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.934503, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.776335, + "range_504_ratio": 2.173492, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.078824, + "hold30_r": -1.0 + }, + { + "symbol": "TKO", + "date": "2025-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.951821, + "strategy_rank": 80.058754, + "production_rank": 83.689777, + "structural_overlay_pass": false, + "structural_overlay_score": 79.505288, + "structural_overlay_rr": 1.564892, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.993586, + "primary_prob": 31.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.490379, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 0.92599, + "range_504_ratio": 2.524366, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.055727, + "hold30_r": -1.0 + }, + { + "symbol": "TMUS", + "date": "2025-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.13396, + "strategy_rank": 72.13866, + "production_rank": 76.80376, + "structural_overlay_pass": false, + "structural_overlay_score": 72.963572, + "structural_overlay_rr": 2.096226, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.525699, + "primary_prob": 20.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 83.0, + "primary_rejection_count": 26, + "primary_distance_atr": 3.788549, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.743396, + "range_504_ratio": 2.103065, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.460804, + "hold30_r": 4.267998 + }, + { + "symbol": "TPL", + "date": "2025-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.479436, + "strategy_rank": 91.280846, + "production_rank": 91.680376, + "structural_overlay_pass": false, + "structural_overlay_score": 87.096357, + "structural_overlay_rr": 0.807918, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.38229, + "primary_prob": 27.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.073435, + "raw_level_count": 128, + "gate_level_count": 128, + "range_504_log": 1.412669, + "range_504_ratio": 4.106902, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.037745, + "hold30_r": -1.0 + }, + { + "symbol": "TRV", + "date": "2025-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.726204, + "strategy_rank": 63.478261, + "production_rank": 69.894242, + "structural_overlay_pass": false, + "structural_overlay_score": 66.39953, + "structural_overlay_rr": 1.711119, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.67332, + "primary_prob": 34.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.50998, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.568663, + "range_504_ratio": 1.765905, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.608249, + "hold30_r": 2.405963 + }, + { + "symbol": "TTWO", + "date": "2025-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.712103, + "strategy_rank": 82.761457, + "production_rank": 86.745006, + "structural_overlay_pass": false, + "structural_overlay_score": 82.407756, + "structural_overlay_rr": 1.193499, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.760463, + "primary_prob": 42.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.140695, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.631418, + "range_504_ratio": 1.880275, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.697216, + "hold30_r": -1.0 + }, + { + "symbol": "UAL", + "date": "2025-07-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 97.414806, + "strategy_rank": 96.956522, + "production_rank": 97.109283, + "structural_overlay_pass": false, + "structural_overlay_score": 92.253819, + "structural_overlay_rr": 1.688337, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.166151, + "primary_prob": 28.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 21, + "primary_distance_atr": 3.249227, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 1.236686, + "range_504_ratio": 3.444181, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.094723, + "hold30_r": -1.063476 + }, + { + "symbol": "V", + "date": "2025-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.19389, + "strategy_rank": 65.452409, + "production_rank": 72.032902, + "structural_overlay_pass": false, + "structural_overlay_score": 68.431257, + "structural_overlay_rr": 1.403099, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.099123, + "primary_prob": 31.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.648684, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.500344, + "range_504_ratio": 1.649288, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.071706, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2025-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.258519, + "strategy_rank": 85.828437, + "production_rank": 83.971798, + "structural_overlay_pass": false, + "structural_overlay_score": 79.773208, + "structural_overlay_rr": 1.76562, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.672591, + "primary_prob": 31.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.508887, + "raw_level_count": 172, + "gate_level_count": 172, + "range_504_log": 1.851791, + "range_504_ratio": 6.371218, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.64495, + "hold30_r": 0.670868 + }, + { + "symbol": "WEC", + "date": "2025-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.779083, + "strategy_rank": 61.762632, + "production_rank": 70.434783, + "structural_overlay_pass": false, + "structural_overlay_score": 66.913043, + "structural_overlay_rr": 1.155275, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.742018, + "primary_prob": 58.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 85, + "primary_distance_atr": 1.113027, + "raw_level_count": 20, + "gate_level_count": 20, + "range_504_log": 0.390363, + "range_504_ratio": 1.477518, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.656485, + "hold30_r": 1.133099 + }, + { + "symbol": "WMB", + "date": "2025-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.424207, + "strategy_rank": 74.089307, + "production_rank": 79.20094, + "structural_overlay_pass": false, + "structural_overlay_score": 75.240893, + "structural_overlay_rr": 1.369758, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.017896, + "primary_prob": 48.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 1.526844, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.675804, + "range_504_ratio": 1.965613, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.965672, + "hold30_r": 0.009038 + }, + { + "symbol": "WMT", + "date": "2025-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.249119, + "strategy_rank": 70.481786, + "production_rank": 76.40423, + "structural_overlay_pass": false, + "structural_overlay_score": 72.584019, + "structural_overlay_rr": 1.878062, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.82194, + "primary_prob": 24.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 65.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.732911, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.747795, + "range_504_ratio": 2.112337, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.748358, + "hold30_r": 1.202319 + }, + { + "symbol": "WRB", + "date": "2025-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.776733, + "strategy_rank": 67.567568, + "production_rank": 74.970623, + "structural_overlay_pass": false, + "structural_overlay_score": 71.222092, + "structural_overlay_rr": 1.600781, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.865495, + "primary_prob": 48.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 73.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.298243, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 0.684284, + "range_504_ratio": 1.982351, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.067496, + "hold30_r": -1.0 + }, + { + "symbol": "XEL", + "date": "2025-07-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.428907, + "strategy_rank": 61.703878, + "production_rank": 69.612221, + "structural_overlay_pass": false, + "structural_overlay_score": 66.13161, + "structural_overlay_rr": 1.616109, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.363019, + "primary_prob": 40.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 205, + "primary_distance_atr": 2.044528, + "raw_level_count": 26, + "gate_level_count": 26, + "range_504_log": 0.449914, + "range_504_ratio": 1.568177, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.288314, + "hold30_r": 2.570189 + }, + { + "symbol": "WBD", + "date": "2025-07-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.954172, + "strategy_rank": 89.659224, + "production_rank": 89.424207, + "structural_overlay_pass": false, + "structural_overlay_score": 84.952996, + "structural_overlay_rr": 2.54151, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.689693, + "primary_prob": 48.93, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 76, + "primary_distance_atr": 2.534539, + "raw_level_count": 95, + "gate_level_count": 95, + "range_504_log": 0.798809, + "range_504_ratio": 2.222892, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.652945, + "hold30_r": -1.0 + }, + { + "symbol": "KVUE", + "date": "2025-07-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.147541, + "strategy_rank": 64.039813, + "production_rank": 69.742389, + "structural_overlay_pass": false, + "structural_overlay_score": 66.255269, + "structural_overlay_rr": 2.748949, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 11, + "rr": 1.731334, + "primary_prob": 33.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 88, + "primary_distance_atr": 2.597001, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.371115, + "range_504_ratio": 1.449349, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.679186, + "hold30_r": -0.731395 + }, + { + "symbol": "CEG", + "date": "2025-07-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.974239, + "strategy_rank": 93.676815, + "production_rank": 93.442623, + "structural_overlay_pass": false, + "structural_overlay_score": 88.770492, + "structural_overlay_rr": 0.86014, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.737899, + "primary_prob": 47.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.106849, + "raw_level_count": 130, + "gate_level_count": 130, + "range_504_log": 1.321507, + "range_504_ratio": 3.749068, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.703291, + "hold30_r": 0.43457 + }, + { + "symbol": "ABT", + "date": "2025-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.01171, + "strategy_rank": 65.199063, + "production_rank": 71.803279, + "structural_overlay_pass": false, + "structural_overlay_score": 68.213115, + "structural_overlay_rr": 1.749555, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.032997, + "primary_prob": 29.05, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 68, + "primary_distance_atr": 3.049496, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.454209, + "range_504_ratio": 1.574927, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.980048, + "hold30_r": 2.385817 + }, + { + "symbol": "AEE", + "date": "2025-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.245902, + "strategy_rank": 60.163934, + "production_rank": 68.52459, + "structural_overlay_pass": false, + "structural_overlay_score": 65.098361, + "structural_overlay_rr": 1.291071, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.288991, + "primary_prob": 56.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 1.933486, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.440212, + "range_504_ratio": 1.553036, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.199029, + "hold30_r": 1.137467 + }, + { + "symbol": "APP", + "date": "2025-07-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.765808, + "strategy_rank": 99.660422, + "production_rank": 99.69555, + "structural_overlay_pass": true, + "structural_overlay_score": 99.710773, + "structural_overlay_rr": 2.361064, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.361064, + "primary_prob": 20.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 3.541597, + "raw_level_count": 193, + "gate_level_count": 193, + "range_504_log": 2.956065, + "range_504_ratio": 19.222182, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.334722, + "hold30_r": 4.343765 + }, + { + "symbol": "ATO", + "date": "2025-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.318501, + "strategy_rank": 57.763466, + "production_rank": 65.948478, + "structural_overlay_pass": false, + "structural_overlay_score": 62.651054, + "structural_overlay_rr": 1.872143, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.492161, + "primary_prob": 21.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.238241, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.505564, + "range_504_ratio": 1.657921, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.400039, + "hold30_r": 3.013987 + }, + { + "symbol": "AXON", + "date": "2025-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.063232, + "strategy_rank": 96.4637, + "production_rank": 97.330211, + "structural_overlay_pass": false, + "structural_overlay_score": 92.4637, + "structural_overlay_rr": 1.261645, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.306922, + "primary_prob": 24.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.960382, + "raw_level_count": 146, + "gate_level_count": 146, + "range_504_log": 1.554809, + "range_504_ratio": 4.734183, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.037753, + "hold30_r": -1.0 + }, + { + "symbol": "BKNG", + "date": "2025-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.084309, + "strategy_rank": 69.508197, + "production_rank": 73.700234, + "structural_overlay_pass": false, + "structural_overlay_score": 70.015222, + "structural_overlay_rr": 0.709958, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.00287, + "primary_prob": 44.32, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.504305, + "raw_level_count": 104, + "gate_level_count": 104, + "range_504_log": 0.759245, + "range_504_ratio": 2.136663, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.324485, + "hold30_r": -1.251169 + }, + { + "symbol": "BMY", + "date": "2025-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.679157, + "strategy_rank": 67.04918, + "production_rank": 71.592506, + "structural_overlay_pass": false, + "structural_overlay_score": 68.012881, + "structural_overlay_rr": 1.848604, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.635658, + "primary_prob": 34.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 69, + "primary_distance_atr": 2.453487, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.507644, + "range_504_ratio": 1.661372, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.056078, + "hold30_r": -1.0 + }, + { + "symbol": "BSX", + "date": "2025-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.381733, + "strategy_rank": 63.290398, + "production_rank": 69.320843, + "structural_overlay_pass": false, + "structural_overlay_score": 65.854801, + "structural_overlay_rr": 0.953429, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.917948, + "primary_prob": 37.99, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 31.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.376921, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 0.799304, + "range_504_ratio": 2.223992, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.844494, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2025-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.0726, + "strategy_rank": 69.882904, + "production_rank": 78.946136, + "structural_overlay_pass": false, + "structural_overlay_score": 74.998829, + "structural_overlay_rr": 1.586228, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.368641, + "primary_prob": 22.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.052962, + "raw_level_count": 106, + "gate_level_count": 106, + "range_504_log": 0.682576, + "range_504_ratio": 1.97897, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.073791, + "hold30_r": -1.0 + }, + { + "symbol": "CBRE", + "date": "2025-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.822014, + "strategy_rank": 74.754098, + "production_rank": 79.11007, + "structural_overlay_pass": false, + "structural_overlay_score": 75.154567, + "structural_overlay_rr": 0.879062, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.593839, + "primary_prob": 17.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.390759, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.826843, + "range_504_ratio": 2.28609, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.529366, + "hold30_r": 5.394104 + }, + { + "symbol": "CCL", + "date": "2025-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.913349, + "strategy_rank": 83.477752, + "production_rank": 82.622951, + "structural_overlay_pass": false, + "structural_overlay_score": 78.491803, + "structural_overlay_rr": 0.820538, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.820538, + "primary_prob": 50.16, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.230807, + "raw_level_count": 107, + "gate_level_count": 107, + "range_504_log": 1.033171, + "range_504_ratio": 2.809963, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.772687, + "hold30_r": -1.0 + }, + { + "symbol": "CF", + "date": "2025-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.686183, + "strategy_rank": 80.409836, + "production_rank": 84.168618, + "structural_overlay_pass": false, + "structural_overlay_score": 79.960187, + "structural_overlay_rr": 1.863205, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 10, + "rr": 1.708735, + "primary_prob": 33.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 61, + "primary_distance_atr": 2.563102, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.438954, + "range_504_ratio": 1.551084, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -2.020502, + "hold30_r": -1.972786 + }, + { + "symbol": "CIEN", + "date": "2025-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.740047, + "strategy_rank": 92.95082, + "production_rank": 92.880562, + "structural_overlay_pass": false, + "structural_overlay_score": 88.236534, + "structural_overlay_rr": 1.937336, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.862108, + "primary_prob": 27.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.793163, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.932089, + "range_504_ratio": 2.53981, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.817051, + "hold30_r": 3.474519 + }, + { + "symbol": "CME", + "date": "2025-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.046838, + "strategy_rank": 63.981265, + "production_rank": 72.669789, + "structural_overlay_pass": false, + "structural_overlay_score": 69.0363, + "structural_overlay_rr": 0.667158, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.821693, + "primary_prob": 12.1, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.73254, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.46246, + "range_504_ratio": 1.587975, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.078042, + "hold30_r": -1.0 + }, + { + "symbol": "CNP", + "date": "2025-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.074941, + "strategy_rank": 58.852459, + "production_rank": 67.259953, + "structural_overlay_pass": false, + "structural_overlay_score": 63.896956, + "structural_overlay_rr": 1.624724, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.46638, + "primary_prob": 30.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 64.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.19957, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.436209, + "range_504_ratio": 1.546832, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.379273, + "hold30_r": 1.169381 + }, + { + "symbol": "COR", + "date": "2025-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.704918, + "strategy_rank": 63.185012, + "production_rank": 71.358314, + "structural_overlay_pass": false, + "structural_overlay_score": 67.790398, + "structural_overlay_rr": 1.02472, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.02472, + "primary_prob": 29.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.53708, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 0.589016, + "range_504_ratio": 1.802214, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.071188, + "hold30_r": -1.0 + }, + { + "symbol": "CRWD", + "date": "2025-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.850117, + "strategy_rank": 83.5363, + "production_rank": 82.974239, + "structural_overlay_pass": false, + "structural_overlay_score": 78.825527, + "structural_overlay_rr": 0.948308, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.997107, + "primary_prob": 31.3, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 10.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.495661, + "raw_level_count": 138, + "gate_level_count": 138, + "range_504_log": 1.304587, + "range_504_ratio": 3.686165, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.041884, + "hold30_r": -1.0 + }, + { + "symbol": "CTVA", + "date": "2025-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.758782, + "strategy_rank": 68.700234, + "production_rank": 75.386417, + "structural_overlay_pass": false, + "structural_overlay_score": 71.617096, + "structural_overlay_rr": 0.95709, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.934386, + "primary_prob": 34.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.401579, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.582813, + "range_504_ratio": 1.791069, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.077811, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2025-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.594848, + "strategy_rank": 98.594848, + "production_rank": 98.594848, + "structural_overlay_pass": false, + "structural_overlay_score": 93.665105, + "structural_overlay_rr": 0.896468, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.540022, + "primary_prob": 31.7, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.310033, + "raw_level_count": 194, + "gate_level_count": 194, + "range_504_log": 2.674685, + "range_504_ratio": 14.507772, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.034667, + "hold30_r": -1.0 + }, + { + "symbol": "DASH", + "date": "2025-07-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.009368, + "strategy_rank": 92.248244, + "production_rank": 94.168618, + "structural_overlay_pass": false, + "structural_overlay_score": 89.460187, + "structural_overlay_rr": 1.403984, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 2.259481, + "primary_prob": 21.45, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 3.389221, + "raw_level_count": 148, + "gate_level_count": 148, + "range_504_log": 1.269343, + "range_504_ratio": 3.558512, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.211705, + "hold30_r": 1.251207 + }, + { + "symbol": "DE", + "date": "2025-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.344262, + "strategy_rank": 73.430913, + "production_rank": 78.735363, + "structural_overlay_pass": false, + "structural_overlay_score": 74.798595, + "structural_overlay_rr": 1.457098, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.894794, + "primary_prob": 46.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.342191, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.45045, + "range_504_ratio": 1.569018, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.837692, + "hold30_r": -1.0 + }, + { + "symbol": "DGX", + "date": "2025-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.552693, + "strategy_rank": 61.018735, + "production_rank": 68.196721, + "structural_overlay_pass": false, + "structural_overlay_score": 64.786885, + "structural_overlay_rr": 1.493269, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.369516, + "primary_prob": 39.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.054274, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.421996, + "range_504_ratio": 1.525002, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.297587, + "hold30_r": 2.356589 + }, + { + "symbol": "DRI", + "date": "2025-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.613583, + "strategy_rank": 73.325527, + "production_rank": 80.421546, + "structural_overlay_pass": false, + "structural_overlay_score": 76.400468, + "structural_overlay_rr": 1.088917, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.095656, + "primary_prob": 38.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.643484, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.537477, + "range_504_ratio": 1.711683, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.078937, + "hold30_r": -1.013248 + }, + { + "symbol": "EBAY", + "date": "2025-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.451991, + "strategy_rank": 71.885246, + "production_rank": 78.407494, + "structural_overlay_pass": false, + "structural_overlay_score": 74.487119, + "structural_overlay_rr": 1.456524, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.47525, + "primary_prob": 18.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.212875, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.764523, + "range_504_ratio": 2.147969, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.40353, + "hold30_r": 7.476417 + }, + { + "symbol": "EQT", + "date": "2025-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.252927, + "strategy_rank": 88.594848, + "production_rank": 91.147541, + "structural_overlay_pass": false, + "structural_overlay_score": 86.590164, + "structural_overlay_rr": 0.870983, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.870983, + "primary_prob": 48.57, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.306475, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 0.709338, + "range_504_ratio": 2.032645, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.045084, + "hold30_r": -1.0 + }, + { + "symbol": "ETR", + "date": "2025-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.847775, + "strategy_rank": 70.749415, + "production_rank": 78.782201, + "structural_overlay_pass": false, + "structural_overlay_score": 74.843091, + "structural_overlay_rr": 0.889125, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.831288, + "primary_prob": 53.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.246932, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.707788, + "range_504_ratio": 2.029497, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.756525, + "hold30_r": 1.587407 + }, + { + "symbol": "EVRG", + "date": "2025-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.210773, + "strategy_rank": 56.358314, + "production_rank": 64.309133, + "structural_overlay_pass": false, + "structural_overlay_score": 61.093677, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.736256, + "primary_prob": 33.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 123, + "primary_distance_atr": 2.604384, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.405234, + "range_504_ratio": 1.499654, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.651878, + "hold30_r": 2.095771 + }, + { + "symbol": "EXE", + "date": "2025-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.28103, + "strategy_rank": 74.40281, + "production_rank": 79.69555, + "structural_overlay_pass": false, + "structural_overlay_score": 75.710773, + "structural_overlay_rr": 1.416607, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.330053, + "primary_prob": 26.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.995079, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.579141, + "range_504_ratio": 1.784505, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.049281, + "hold30_r": -1.0 + }, + { + "symbol": "FFIV", + "date": "2025-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.901639, + "strategy_rank": 81.323185, + "production_rank": 86.18267, + "structural_overlay_pass": false, + "structural_overlay_score": 81.873536, + "structural_overlay_rr": 1.018533, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.871916, + "primary_prob": 51.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.307873, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.76637, + "range_504_ratio": 2.151942, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.805074, + "hold30_r": 2.009648 + }, + { + "symbol": "FOX", + "date": "2025-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.920375, + "strategy_rank": 76.990632, + "production_rank": 81.967213, + "structural_overlay_pass": false, + "structural_overlay_score": 77.868852, + "structural_overlay_rr": 1.77288, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.845208, + "primary_prob": 26.56, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.767811, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.756377, + "range_504_ratio": 2.130544, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.058956, + "hold30_r": -1.0 + }, + { + "symbol": "FOXA", + "date": "2025-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.271663, + "strategy_rank": 76.709602, + "production_rank": 81.896956, + "structural_overlay_pass": false, + "structural_overlay_score": 77.802108, + "structural_overlay_rr": 1.140586, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.795684, + "primary_prob": 37.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.193526, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.730789, + "range_504_ratio": 2.076719, + "range_factor_pass": false, + "outcome": "ambiguous", + "net_r": -1.056728, + "hold30_r": -1.0 + }, + { + "symbol": "FTNT", + "date": "2025-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.838407, + "strategy_rank": 88.653396, + "production_rank": 91.381733, + "structural_overlay_pass": false, + "structural_overlay_score": 86.812646, + "structural_overlay_rr": 2.063338, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.687102, + "primary_prob": 29.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.530653, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.956452, + "range_504_ratio": 2.602448, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.043734, + "hold30_r": -1.0 + }, + { + "symbol": "GE", + "date": "2025-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.866511, + "strategy_rank": 80.819672, + "production_rank": 84.168618, + "structural_overlay_pass": false, + "structural_overlay_score": 79.960187, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.777913, + "primary_prob": 51.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.166869, + "raw_level_count": 106, + "gate_level_count": 106, + "range_504_log": 0.949744, + "range_504_ratio": 2.585047, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.721656, + "hold30_r": 1.698844 + }, + { + "symbol": "GILD", + "date": "2025-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.487119, + "strategy_rank": 78.501171, + "production_rank": 84.496487, + "structural_overlay_pass": false, + "structural_overlay_score": 80.271663, + "structural_overlay_rr": 1.048772, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.547145, + "primary_prob": 19.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.320718, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.658896, + "range_504_ratio": 1.932657, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.493109, + "hold30_r": 0.933721 + }, + { + "symbol": "GL", + "date": "2025-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.470726, + "strategy_rank": 70.57377, + "production_rank": 76.206089, + "structural_overlay_pass": false, + "structural_overlay_score": 72.395785, + "structural_overlay_rr": 1.185764, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.301375, + "primary_prob": 41.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 112, + "primary_distance_atr": 1.952062, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 1.233768, + "range_504_ratio": 3.434146, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.234716, + "hold30_r": 5.169318 + }, + { + "symbol": "IBM", + "date": "2025-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.442623, + "strategy_rank": 79.11007, + "production_rank": 83.887588, + "structural_overlay_pass": false, + "structural_overlay_score": 79.693208, + "structural_overlay_rr": 1.939871, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.356257, + "primary_prob": 22.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.034386, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.801002, + "range_504_ratio": 2.227772, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -3.004913, + "hold30_r": -2.925399 + }, + { + "symbol": "JBL", + "date": "2025-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.505855, + "strategy_rank": 87.236534, + "production_rank": 88.992974, + "structural_overlay_pass": false, + "structural_overlay_score": 84.543326, + "structural_overlay_rr": 0.709917, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.709917, + "primary_prob": 54.67, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.064875, + "raw_level_count": 100, + "gate_level_count": 100, + "range_504_log": 0.864594, + "range_504_ratio": 2.374041, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.650495, + "hold30_r": -1.0 + }, + { + "symbol": "KMI", + "date": "2025-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.236534, + "strategy_rank": 71.042155, + "production_rank": 76.440281, + "structural_overlay_pass": false, + "structural_overlay_score": 72.618267, + "structural_overlay_rr": 1.496936, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.956766, + "primary_prob": 50.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 54, + "primary_distance_atr": 1.435149, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.683662, + "range_504_ratio": 1.98112, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.06182, + "hold30_r": -1.0 + }, + { + "symbol": "LITE", + "date": "2025-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.911007, + "strategy_rank": 94.964871, + "production_rank": 94.613583, + "structural_overlay_pass": false, + "structural_overlay_score": 89.882904, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.812552, + "primary_prob": 53.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.218828, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 1.079093, + "range_504_ratio": 2.942008, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.774826, + "hold30_r": 6.048243 + }, + { + "symbol": "LYV", + "date": "2025-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.812646, + "strategy_rank": 78.290398, + "production_rank": 82.131148, + "structural_overlay_pass": false, + "structural_overlay_score": 78.02459, + "structural_overlay_rr": 1.348759, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.900292, + "primary_prob": 47.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.350437, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.723982, + "range_504_ratio": 2.062631, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.057834, + "hold30_r": -1.0 + }, + { + "symbol": "META", + "date": "2025-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.76815, + "strategy_rank": 82.377049, + "production_rank": 83.840749, + "structural_overlay_pass": false, + "structural_overlay_score": 79.648712, + "structural_overlay_rr": 1.705354, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.730466, + "primary_prob": 14.28, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.5957, + "raw_level_count": 133, + "gate_level_count": 133, + "range_504_log": 1.002755, + "range_504_ratio": 2.725782, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.666263, + "hold30_r": 2.274641 + }, + { + "symbol": "MMM", + "date": "2025-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.992974, + "strategy_rank": 76.803279, + "production_rank": 80.866511, + "structural_overlay_pass": false, + "structural_overlay_score": 76.823185, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.955974, + "primary_prob": 29.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.933961, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.625154, + "range_504_ratio": 1.868534, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.06936, + "hold30_r": -1.0 + }, + { + "symbol": "MO", + "date": "2025-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.786885, + "strategy_rank": 59.074941, + "production_rank": 66.978923, + "structural_overlay_pass": false, + "structural_overlay_score": 63.629977, + "structural_overlay_rr": 1.564024, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.758485, + "primary_prob": 22.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.637727, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.4499, + "range_504_ratio": 1.568156, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.684648, + "hold30_r": 5.374085 + }, + { + "symbol": "MOS", + "date": "2025-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.444965, + "strategy_rank": 73.665105, + "production_rank": 75.925059, + "structural_overlay_pass": false, + "structural_overlay_score": 72.128806, + "structural_overlay_rr": 1.635674, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.54334, + "primary_prob": 36.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 71, + "primary_distance_atr": 2.31501, + "raw_level_count": 98, + "gate_level_count": 98, + "range_504_log": 0.649498, + "range_504_ratio": 1.91458, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.492849, + "hold30_r": -2.376351 + }, + { + "symbol": "MSTR", + "date": "2025-07-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.41452, + "strategy_rank": 99.309133, + "production_rank": 99.344262, + "structural_overlay_pass": false, + "structural_overlay_score": 94.377049, + "structural_overlay_rr": 3.814399, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 2.161028, + "primary_prob": 22.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 3.241542, + "raw_level_count": 192, + "gate_level_count": 192, + "range_504_log": 2.872521, + "range_504_ratio": 17.681537, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.037565, + "hold30_r": -1.0 + }, + { + "symbol": "NEM", + "date": "2025-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.615925, + "strategy_rank": 77.435597, + "production_rank": 78.82904, + "structural_overlay_pass": false, + "structural_overlay_score": 74.887588, + "structural_overlay_rr": 0.817501, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.731554, + "primary_prob": 33.26, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.59733, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.731982, + "range_504_ratio": 2.079198, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.68855, + "hold30_r": 5.55432 + }, + { + "symbol": "NFLX", + "date": "2025-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.65808, + "strategy_rank": 85.995316, + "production_rank": 89.882904, + "structural_overlay_pass": false, + "structural_overlay_score": 85.388759, + "structural_overlay_rr": 1.564288, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.564288, + "primary_prob": 31.26, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.346431, + "raw_level_count": 132, + "gate_level_count": 132, + "range_504_log": 1.358646, + "range_504_ratio": 3.89092, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.059499, + "hold30_r": -1.0 + }, + { + "symbol": "NI", + "date": "2025-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.480094, + "strategy_rank": 61.662763, + "production_rank": 69.601874, + "structural_overlay_pass": false, + "structural_overlay_score": 66.12178, + "structural_overlay_rr": 1.248535, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.248535, + "primary_prob": 22.77, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.872802, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.594979, + "range_504_ratio": 1.812992, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.166549, + "hold30_r": 1.956887 + }, + { + "symbol": "NOW", + "date": "2025-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.021077, + "strategy_rank": 82.775176, + "production_rank": 82.857143, + "structural_overlay_pass": false, + "structural_overlay_score": 78.714286, + "structural_overlay_rr": 2.61118, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.34136, + "primary_prob": 25.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 3.512039, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 0.820817, + "range_504_ratio": 2.272357, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.289475, + "hold30_r": -1.0 + }, + { + "symbol": "NRG", + "date": "2025-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.24356, + "strategy_rank": 97.189696, + "production_rank": 97.540984, + "structural_overlay_pass": false, + "structural_overlay_score": 92.663934, + "structural_overlay_rr": 1.850554, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.677242, + "primary_prob": 23.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.515864, + "raw_level_count": 112, + "gate_level_count": 112, + "range_504_log": 1.544527, + "range_504_ratio": 4.685754, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.633766, + "hold30_r": 0.188799 + }, + { + "symbol": "ORLY", + "date": "2025-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.372365, + "strategy_rank": 60.538642, + "production_rank": 68.149883, + "structural_overlay_pass": false, + "structural_overlay_score": 64.742389, + "structural_overlay_rr": 0.687906, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.714307, + "primary_prob": 59.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.07146, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 0.527978, + "range_504_ratio": 1.695501, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.646763, + "hold30_r": 4.572271 + }, + { + "symbol": "PM", + "date": "2025-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.540984, + "strategy_rank": 75.093677, + "production_rank": 82.576112, + "structural_overlay_pass": false, + "structural_overlay_score": 78.447307, + "structural_overlay_rr": 0.918453, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.938431, + "primary_prob": 35.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.407646, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.760901, + "range_504_ratio": 2.140204, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.93028, + "hold30_r": -1.860506 + }, + { + "symbol": "PODD", + "date": "2025-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.081967, + "strategy_rank": 89.531616, + "production_rank": 91.381733, + "structural_overlay_pass": false, + "structural_overlay_score": 86.812646, + "structural_overlay_rr": 2.201108, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.714333, + "primary_prob": 33.53, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 91, + "primary_distance_atr": 2.5715, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.962208, + "range_504_ratio": 2.617469, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.658703, + "hold30_r": 5.313747 + }, + { + "symbol": "SATS", + "date": "2025-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.550351, + "strategy_rank": 96.779859, + "production_rank": 96.370023, + "structural_overlay_pass": false, + "structural_overlay_score": 91.551522, + "structural_overlay_rr": 1.58826, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.881373, + "primary_prob": 34.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.322059, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 1.243123, + "range_504_ratio": 3.466422, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.855486, + "hold30_r": -1.0 + }, + { + "symbol": "SBUX", + "date": "2025-07-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.606557, + "strategy_rank": 78.266979, + "production_rank": 80.046838, + "structural_overlay_pass": false, + "structural_overlay_score": 76.044496, + "structural_overlay_rr": 2.089081, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.694036, + "primary_prob": 22.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 79, + "primary_distance_atr": 4.041054, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.495701, + "range_504_ratio": 1.641649, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.054383, + "hold30_r": -1.0 + }, + { + "symbol": "SOLV", + "date": "2025-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.208431, + "strategy_rank": 83.548009, + "production_rank": 86.76815, + "structural_overlay_pass": false, + "structural_overlay_score": 82.429742, + "structural_overlay_rr": 1.900226, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.517139, + "primary_prob": 34.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 87.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.275709, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.599871, + "range_504_ratio": 1.821883, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.056168, + "hold30_r": -1.0 + }, + { + "symbol": "T", + "date": "2025-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.145199, + "strategy_rank": 70.714286, + "production_rank": 78.52459, + "structural_overlay_pass": false, + "structural_overlay_score": 74.598361, + "structural_overlay_rr": 1.31671, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.358555, + "primary_prob": 40.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 63, + "primary_distance_atr": 2.037833, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.776335, + "range_504_ratio": 2.173492, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.077357, + "hold30_r": -1.0 + }, + { + "symbol": "TKO", + "date": "2025-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.316159, + "strategy_rank": 83.548009, + "production_rank": 87.470726, + "structural_overlay_pass": false, + "structural_overlay_score": 83.09719, + "structural_overlay_rr": 1.058455, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.107682, + "primary_prob": 30.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.661523, + "raw_level_count": 103, + "gate_level_count": 103, + "range_504_log": 0.92599, + "range_504_ratio": 2.524366, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.052398, + "hold30_r": -1.0 + }, + { + "symbol": "TMUS", + "date": "2025-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.543326, + "strategy_rank": 71.159251, + "production_rank": 75.620609, + "structural_overlay_pass": false, + "structural_overlay_score": 71.839578, + "structural_overlay_rr": 1.955599, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.587422, + "primary_prob": 35.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.381133, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.743396, + "range_504_ratio": 2.103065, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.514614, + "hold30_r": 3.77301 + }, + { + "symbol": "TPL", + "date": "2025-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.002342, + "strategy_rank": 87.388759, + "production_rank": 87.259953, + "structural_overlay_pass": false, + "structural_overlay_score": 82.896956, + "structural_overlay_rr": 1.927782, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.393931, + "primary_prob": 39.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.090896, + "raw_level_count": 128, + "gate_level_count": 128, + "range_504_log": 1.360036, + "range_504_ratio": 3.896333, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.036886, + "hold30_r": -1.0 + }, + { + "symbol": "TSLA", + "date": "2025-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.056206, + "strategy_rank": 90.796253, + "production_rank": 89.882904, + "structural_overlay_pass": false, + "structural_overlay_score": 85.388759, + "structural_overlay_rr": 1.933457, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.693777, + "primary_prob": 48.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 54, + "primary_distance_atr": 2.540665, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 1.258369, + "range_504_ratio": 3.519677, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.030383, + "hold30_r": -1.0 + }, + { + "symbol": "TTWO", + "date": "2025-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.379391, + "strategy_rank": 82.36534, + "production_rank": 86.370023, + "structural_overlay_pass": false, + "structural_overlay_score": 82.051522, + "structural_overlay_rr": 1.367785, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.948701, + "primary_prob": 38.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.423051, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.631418, + "range_504_ratio": 1.880275, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.06216, + "hold30_r": -1.0 + }, + { + "symbol": "UAL", + "date": "2025-07-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 97.306792, + "strategy_rank": 96.990632, + "production_rank": 97.096019, + "structural_overlay_pass": false, + "structural_overlay_score": 92.241218, + "structural_overlay_rr": 1.764594, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.242615, + "primary_prob": 27.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 21, + "primary_distance_atr": 3.363922, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 1.236686, + "range_504_ratio": 3.444181, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.03109, + "hold30_r": -1.0 + }, + { + "symbol": "V", + "date": "2025-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.840749, + "strategy_rank": 64.730679, + "production_rank": 71.100703, + "structural_overlay_pass": false, + "structural_overlay_score": 67.545667, + "structural_overlay_rr": 1.215252, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.786532, + "primary_prob": 17.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.679797, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.500344, + "range_504_ratio": 1.649288, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.07361, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2025-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.515222, + "strategy_rank": 93.009368, + "production_rank": 92.177986, + "structural_overlay_pass": false, + "structural_overlay_score": 87.569087, + "structural_overlay_rr": 1.67129, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.563776, + "primary_prob": 31.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.345664, + "raw_level_count": 172, + "gate_level_count": 172, + "range_504_log": 1.82636, + "range_504_ratio": 6.21124, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.030122, + "hold30_r": -1.0 + }, + { + "symbol": "VST", + "date": "2025-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.82904, + "strategy_rank": 98.477752, + "production_rank": 98.594848, + "structural_overlay_pass": false, + "structural_overlay_score": 93.665105, + "structural_overlay_rr": 1.625958, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.249994, + "primary_prob": 24.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.874991, + "raw_level_count": 145, + "gate_level_count": 145, + "range_504_log": 2.039357, + "range_504_ratio": 7.685665, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.216677, + "hold30_r": 1.345507 + }, + { + "symbol": "WEC", + "date": "2025-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.533958, + "strategy_rank": 60.854801, + "production_rank": 69.41452, + "structural_overlay_pass": false, + "structural_overlay_score": 65.943794, + "structural_overlay_rr": 1.589432, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.73515, + "primary_prob": 19.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.602724, + "raw_level_count": 20, + "gate_level_count": 20, + "range_504_log": 0.390363, + "range_504_ratio": 1.477518, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.647472, + "hold30_r": 0.045408 + }, + { + "symbol": "WMB", + "date": "2025-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.290398, + "strategy_rank": 72.93911, + "production_rank": 78.056206, + "structural_overlay_pass": false, + "structural_overlay_score": 74.153396, + "structural_overlay_rr": 1.236689, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.951457, + "primary_prob": 50.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 1.427186, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.669166, + "range_504_ratio": 1.952608, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.894548, + "hold30_r": -1.0 + }, + { + "symbol": "WMT", + "date": "2025-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.299766, + "strategy_rank": 69.262295, + "production_rank": 74.941452, + "structural_overlay_pass": false, + "structural_overlay_score": 71.194379, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.952409, + "primary_prob": 23.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 65.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.928614, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.747795, + "range_504_ratio": 2.112337, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.869297, + "hold30_r": 0.445755 + }, + { + "symbol": "WRB", + "date": "2025-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.52459, + "strategy_rank": 66.428571, + "production_rank": 73.793911, + "structural_overlay_pass": false, + "structural_overlay_score": 70.104215, + "structural_overlay_rr": 0.998468, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.877604, + "primary_prob": 53.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.316406, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 0.684284, + "range_504_ratio": 1.982351, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.808027, + "hold30_r": 1.588031 + }, + { + "symbol": "XEL", + "date": "2025-07-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.255269, + "strategy_rank": 59.824356, + "production_rank": 67.63466, + "structural_overlay_pass": false, + "structural_overlay_score": 64.252927, + "structural_overlay_rr": 1.025481, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.749026, + "primary_prob": 72.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 209, + "primary_distance_atr": 1.123539, + "raw_level_count": 26, + "gate_level_count": 26, + "range_504_log": 0.449914, + "range_504_ratio": 1.568177, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.668629, + "hold30_r": 1.552535 + }, + { + "symbol": "WBD", + "date": "2025-07-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.578454, + "strategy_rank": 90.070258, + "production_rank": 89.906323, + "structural_overlay_pass": false, + "structural_overlay_score": 85.411007, + "structural_overlay_rr": 0.925713, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.69778, + "primary_prob": 48.8, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.54667, + "raw_level_count": 95, + "gate_level_count": 95, + "range_504_log": 0.798809, + "range_504_ratio": 2.222892, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.6586, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2025-07-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.781883, + "strategy_rank": 96.066746, + "production_rank": 96.305125, + "structural_overlay_pass": false, + "structural_overlay_score": 91.489869, + "structural_overlay_rr": 0.944437, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.963749, + "primary_prob": 46.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.445623, + "raw_level_count": 131, + "gate_level_count": 131, + "range_504_log": 1.315772, + "range_504_ratio": 3.727629, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.929654, + "hold30_r": -1.222328 + }, + { + "symbol": "HOOD", + "date": "2025-07-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.523242, + "strategy_rank": 99.415971, + "production_rank": 99.451728, + "structural_overlay_pass": false, + "structural_overlay_score": 94.479142, + "structural_overlay_rr": 1.503776, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.503776, + "primary_prob": 32.18, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.255664, + "raw_level_count": 161, + "gate_level_count": 161, + "range_504_log": 2.66314, + "range_504_ratio": 14.341252, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.027027, + "hold30_r": -1.0 + }, + { + "symbol": "ABT", + "date": "2025-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.604291, + "strategy_rank": 66.185936, + "production_rank": 73.325387, + "structural_overlay_pass": false, + "structural_overlay_score": 69.659118, + "structural_overlay_rr": 2.403773, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.511489, + "primary_prob": 37.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 68, + "primary_distance_atr": 2.267233, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.454209, + "range_504_ratio": 1.574927, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.457377, + "hold30_r": 1.572022 + }, + { + "symbol": "AEE", + "date": "2025-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.671037, + "strategy_rank": 58.820024, + "production_rank": 67.103695, + "structural_overlay_pass": false, + "structural_overlay_score": 63.74851, + "structural_overlay_rr": 1.866795, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.387038, + "primary_prob": 35.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.080557, + "raw_level_count": 28, + "gate_level_count": 28, + "range_504_log": 0.440212, + "range_504_ratio": 1.553036, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.295041, + "hold30_r": 0.271283 + }, + { + "symbol": "APP", + "date": "2025-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.761621, + "strategy_rank": 99.65435, + "production_rank": 99.690107, + "structural_overlay_pass": true, + "structural_overlay_score": 99.705602, + "structural_overlay_rr": 2.632402, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.980523, + "primary_prob": 48.0, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 16.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.470784, + "raw_level_count": 194, + "gate_level_count": 194, + "range_504_log": 2.932909, + "range_504_ratio": 18.782189, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.953079, + "hold30_r": 4.972208 + }, + { + "symbol": "ATO", + "date": "2025-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.717521, + "strategy_rank": 58.045292, + "production_rank": 66.269368, + "structural_overlay_pass": false, + "structural_overlay_score": 62.9559, + "structural_overlay_rr": 1.144886, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.807633, + "primary_prob": 56.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.211449, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.505564, + "range_504_ratio": 1.657921, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.093313, + "hold30_r": -1.0 + }, + { + "symbol": "AXON", + "date": "2025-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.165673, + "strategy_rank": 96.519666, + "production_rank": 97.401669, + "structural_overlay_pass": false, + "structural_overlay_score": 92.531585, + "structural_overlay_rr": 2.245094, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.712928, + "primary_prob": 44.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.069391, + "raw_level_count": 146, + "gate_level_count": 146, + "range_504_log": 1.554809, + "range_504_ratio": 4.734183, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.676134, + "hold30_r": 0.496719 + }, + { + "symbol": "BKNG", + "date": "2025-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.008343, + "strategy_rank": 72.169249, + "production_rank": 77.115614, + "structural_overlay_pass": false, + "structural_overlay_score": 73.259833, + "structural_overlay_rr": 0.952097, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.264946, + "primary_prob": 22.39, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.897419, + "raw_level_count": 104, + "gate_level_count": 104, + "range_504_log": 0.759245, + "range_504_ratio": 2.136663, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.143458, + "hold30_r": -1.068028 + }, + { + "symbol": "CAH", + "date": "2025-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.066746, + "strategy_rank": 68.927294, + "production_rank": 77.973778, + "structural_overlay_pass": false, + "structural_overlay_score": 74.075089, + "structural_overlay_rr": 1.960428, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.733172, + "primary_prob": 41.32, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 14.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.099758, + "raw_level_count": 106, + "gate_level_count": 106, + "range_504_log": 0.682576, + "range_504_ratio": 1.97897, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.07723, + "hold30_r": -1.0 + }, + { + "symbol": "CF", + "date": "2025-07-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.84267, + "strategy_rank": 77.008343, + "production_rank": 80.619785, + "structural_overlay_pass": false, + "structural_overlay_score": 76.588796, + "structural_overlay_rr": 3.189775, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 2.027676, + "primary_prob": 44.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 73, + "primary_distance_atr": 3.041514, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.438954, + "range_504_ratio": 1.551084, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.053798, + "hold30_r": -1.0 + }, + { + "symbol": "CHTR", + "date": "2025-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.028605, + "strategy_rank": 77.056019, + "production_rank": 79.380215, + "structural_overlay_pass": false, + "structural_overlay_score": 75.411204, + "structural_overlay_rr": 2.144027, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.668066, + "primary_prob": 22.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 4.002099, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 0.663353, + "range_504_ratio": 1.941291, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -3.292778, + "hold30_r": -3.24443 + }, + { + "symbol": "CIEN", + "date": "2025-07-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.72944, + "strategy_rank": 92.479142, + "production_rank": 92.562574, + "structural_overlay_pass": false, + "structural_overlay_score": 87.934446, + "structural_overlay_rr": 2.144522, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.121631, + "primary_prob": 23.18, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 3.182446, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.932089, + "range_504_ratio": 2.53981, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.072951, + "hold30_r": 8.235278 + }, + { + "symbol": "CME", + "date": "2025-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.988081, + "strategy_rank": 63.778308, + "production_rank": 72.514899, + "structural_overlay_pass": false, + "structural_overlay_score": 68.889154, + "structural_overlay_rr": 1.283697, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.668185, + "primary_prob": 45.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.002278, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.44476, + "range_504_ratio": 1.560116, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.591666, + "hold30_r": -1.0 + }, + { + "symbol": "CNP", + "date": "2025-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.883194, + "strategy_rank": 57.318236, + "production_rank": 65.506555, + "structural_overlay_pass": false, + "structural_overlay_score": 62.231228, + "structural_overlay_rr": 1.501409, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.11504, + "primary_prob": 41.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.67256, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.436209, + "range_504_ratio": 1.546832, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.037479, + "hold30_r": -1.0 + }, + { + "symbol": "COF", + "date": "2025-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.174017, + "strategy_rank": 82.884386, + "production_rank": 83.98093, + "structural_overlay_pass": false, + "structural_overlay_score": 79.781883, + "structural_overlay_rr": 1.269222, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.310258, + "primary_prob": 23.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.965388, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.968747, + "range_504_ratio": 2.63464, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.257283, + "hold30_r": 1.27846 + }, + { + "symbol": "COIN", + "date": "2025-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.179976, + "strategy_rank": 93.361144, + "production_rank": 92.634088, + "structural_overlay_pass": false, + "structural_overlay_score": 88.002384, + "structural_overlay_rr": 1.592386, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.592386, + "primary_prob": 30.57, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.388579, + "raw_level_count": 153, + "gate_level_count": 153, + "range_504_log": 1.854081, + "range_504_ratio": 6.385825, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.026351, + "hold30_r": -1.0 + }, + { + "symbol": "COR", + "date": "2025-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.200238, + "strategy_rank": 63.313468, + "production_rank": 71.609058, + "structural_overlay_pass": false, + "structural_overlay_score": 68.028605, + "structural_overlay_rr": 0.939507, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.965393, + "primary_prob": 49.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 97.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.448089, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 0.589016, + "range_504_ratio": 1.802214, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.074553, + "hold30_r": -1.0 + }, + { + "symbol": "CRWD", + "date": "2025-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.543504, + "strategy_rank": 93.682956, + "production_rank": 94.636472, + "structural_overlay_pass": false, + "structural_overlay_score": 89.904648, + "structural_overlay_rr": 0.794472, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.291576, + "primary_prob": 26.37, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 24.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.937363, + "raw_level_count": 138, + "gate_level_count": 138, + "range_504_log": 1.304587, + "range_504_ratio": 3.686165, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.042227, + "hold30_r": -1.0 + }, + { + "symbol": "CTVA", + "date": "2025-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.386174, + "strategy_rank": 65.256257, + "production_rank": 71.632896, + "structural_overlay_pass": false, + "structural_overlay_score": 68.051251, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.010625, + "primary_prob": 32.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.515937, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.582813, + "range_504_ratio": 1.791069, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.081776, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2025-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.927294, + "strategy_rank": 98.676996, + "production_rank": 98.760429, + "structural_overlay_pass": false, + "structural_overlay_score": 93.822408, + "structural_overlay_rr": 1.62364, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.765609, + "primary_prob": 53.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 81.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.148413, + "raw_level_count": 195, + "gate_level_count": 195, + "range_504_log": 2.674685, + "range_504_ratio": 14.507772, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.733026, + "hold30_r": 2.138209 + }, + { + "symbol": "DASH", + "date": "2025-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.331347, + "strategy_rank": 92.109654, + "production_rank": 94.183552, + "structural_overlay_pass": false, + "structural_overlay_score": 89.474374, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.473526, + "primary_prob": 32.76, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.210289, + "raw_level_count": 150, + "gate_level_count": 150, + "range_504_log": 1.269343, + "range_504_ratio": 3.558512, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.420563, + "hold30_r": -1.0 + }, + { + "symbol": "DE", + "date": "2025-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.578069, + "strategy_rank": 70.059595, + "production_rank": 75.23242, + "structural_overlay_pass": false, + "structural_overlay_score": 71.470799, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.105139, + "primary_prob": 42.2, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.657709, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.45045, + "range_504_ratio": 1.569018, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.063479, + "hold30_r": -1.0 + }, + { + "symbol": "DRI", + "date": "2025-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.371871, + "strategy_rank": 71.847437, + "production_rank": 78.688915, + "structural_overlay_pass": false, + "structural_overlay_score": 74.75447, + "structural_overlay_rr": 1.920225, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.362137, + "primary_prob": 35.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 76.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.043205, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.537477, + "range_504_ratio": 1.711683, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.297124, + "hold30_r": 1.176508 + }, + { + "symbol": "EQT", + "date": "2025-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.828367, + "strategy_rank": 89.785459, + "production_rank": 91.799762, + "structural_overlay_pass": false, + "structural_overlay_score": 87.209774, + "structural_overlay_rr": 1.599509, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.972694, + "primary_prob": 39.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.459041, + "raw_level_count": 93, + "gate_level_count": 93, + "range_504_log": 0.709338, + "range_504_ratio": 2.032645, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.034451, + "hold30_r": -1.0 + }, + { + "symbol": "EXE", + "date": "2025-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.895113, + "strategy_rank": 77.413588, + "production_rank": 82.240763, + "structural_overlay_pass": false, + "structural_overlay_score": 78.128725, + "structural_overlay_rr": 2.096428, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.01229, + "primary_prob": 25.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 81.0, + "primary_rejection_count": 26, + "primary_distance_atr": 3.018434, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.579141, + "range_504_ratio": 1.784505, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.040464, + "hold30_r": -1.0 + }, + { + "symbol": "FFIV", + "date": "2025-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.11323, + "strategy_rank": 79.988081, + "production_rank": 85.029797, + "structural_overlay_pass": false, + "structural_overlay_score": 80.778308, + "structural_overlay_rr": 1.009732, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.713724, + "primary_prob": 43.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.070586, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.76637, + "range_504_ratio": 2.151942, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.641839, + "hold30_r": 1.695147 + }, + { + "symbol": "FOX", + "date": "2025-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.822408, + "strategy_rank": 75.983313, + "production_rank": 80.929678, + "structural_overlay_pass": false, + "structural_overlay_score": 76.883194, + "structural_overlay_rr": 1.16204, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.782317, + "primary_prob": 44.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.173476, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.756377, + "range_504_ratio": 2.130544, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.063562, + "hold30_r": -1.0 + }, + { + "symbol": "FOXA", + "date": "2025-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.418355, + "strategy_rank": 76.078665, + "production_rank": 81.191895, + "structural_overlay_pass": false, + "structural_overlay_score": 77.1323, + "structural_overlay_rr": 1.292188, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.32505, + "primary_prob": 21.22, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.987575, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.730789, + "range_504_ratio": 2.076719, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.060928, + "hold30_r": -1.0 + }, + { + "symbol": "FTNT", + "date": "2025-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.305125, + "strategy_rank": 87.580453, + "production_rank": 90.488677, + "structural_overlay_pass": false, + "structural_overlay_score": 85.964243, + "structural_overlay_rr": 1.009407, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.444501, + "primary_prob": 19.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.166752, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.956452, + "range_504_ratio": 2.602448, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.047442, + "hold30_r": -1.0 + }, + { + "symbol": "GILD", + "date": "2025-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.133492, + "strategy_rank": 75.613826, + "production_rank": 81.120381, + "structural_overlay_pass": false, + "structural_overlay_score": 77.064362, + "structural_overlay_rr": 1.731126, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.070489, + "primary_prob": 42.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.605733, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.658896, + "range_504_ratio": 1.932657, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.012647, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2025-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.092968, + "strategy_rank": 88.29559, + "production_rank": 91.561383, + "structural_overlay_pass": false, + "structural_overlay_score": 86.983313, + "structural_overlay_rr": 0.732793, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.732793, + "primary_prob": 53.73, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.09919, + "raw_level_count": 133, + "gate_level_count": 133, + "range_504_log": 1.495749, + "range_504_ratio": 4.462676, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.675817, + "hold30_r": -1.0 + }, + { + "symbol": "IBM", + "date": "2025-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.087008, + "strategy_rank": 80.750894, + "production_rank": 84.862932, + "structural_overlay_pass": false, + "structural_overlay_score": 80.619785, + "structural_overlay_rr": 1.632835, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.331462, + "primary_prob": 22.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.997193, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.779201, + "range_504_ratio": 2.179731, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.053569, + "hold30_r": -1.0 + }, + { + "symbol": "JBL", + "date": "2025-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.020262, + "strategy_rank": 90.405244, + "production_rank": 92.61025, + "structural_overlay_pass": false, + "structural_overlay_score": 87.979738, + "structural_overlay_rr": 0.919924, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.683612, + "primary_prob": 42.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.025418, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 0.871688, + "range_504_ratio": 2.390944, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.635764, + "hold30_r": -1.0 + }, + { + "symbol": "KMI", + "date": "2025-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.479142, + "strategy_rank": 67.282479, + "production_rank": 72.348033, + "structural_overlay_pass": false, + "structural_overlay_score": 68.730632, + "structural_overlay_rr": 1.567338, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.030089, + "primary_prob": 48.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 54, + "primary_distance_atr": 1.545134, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.683662, + "range_504_ratio": 1.98112, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.968747, + "hold30_r": -1.0 + }, + { + "symbol": "LITE", + "date": "2025-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.351609, + "strategy_rank": 95.923719, + "production_rank": 95.733015, + "structural_overlay_pass": false, + "structural_overlay_score": 90.946365, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.734591, + "primary_prob": 56.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.101886, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 1.093128, + "range_504_ratio": 2.983593, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.69871, + "hold30_r": 8.132081 + }, + { + "symbol": "MCK", + "date": "2025-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.909416, + "strategy_rank": 60.274136, + "production_rank": 68.152563, + "structural_overlay_pass": false, + "structural_overlay_score": 64.744934, + "structural_overlay_rr": 1.12416, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.01392, + "primary_prob": 43.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 75.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.520881, + "raw_level_count": 109, + "gate_level_count": 109, + "range_504_log": 0.62415, + "range_504_ratio": 1.866658, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.075251, + "hold30_r": -1.0 + }, + { + "symbol": "META", + "date": "2025-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.796186, + "strategy_rank": 83.218117, + "production_rank": 85.077473, + "structural_overlay_pass": false, + "structural_overlay_score": 80.8236, + "structural_overlay_rr": 1.15407, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.181319, + "primary_prob": 25.21, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.771979, + "raw_level_count": 134, + "gate_level_count": 134, + "range_504_log": 1.002755, + "range_504_ratio": 2.725782, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.069157, + "hold30_r": -1.0 + }, + { + "symbol": "MMM", + "date": "2025-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.511323, + "strategy_rank": 76.352801, + "production_rank": 80.738975, + "structural_overlay_pass": false, + "structural_overlay_score": 76.702026, + "structural_overlay_rr": 1.14249, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.806536, + "primary_prob": 55.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 61, + "primary_distance_atr": 1.209803, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.654079, + "range_504_ratio": 1.92337, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.753649, + "hold30_r": 1.062699 + }, + { + "symbol": "MNST", + "date": "2025-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.121573, + "strategy_rank": 60.023838, + "production_rank": 67.38975, + "structural_overlay_pass": false, + "structural_overlay_score": 64.020262, + "structural_overlay_rr": 1.664078, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.589335, + "primary_prob": 35.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.384003, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.397275, + "range_504_ratio": 1.487765, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.077888, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2025-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.688915, + "strategy_rank": 98.760429, + "production_rank": 98.736591, + "structural_overlay_pass": false, + "structural_overlay_score": 93.799762, + "structural_overlay_rr": 1.645629, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.168074, + "primary_prob": 26.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.752111, + "raw_level_count": 193, + "gate_level_count": 193, + "range_504_log": 2.872521, + "range_504_ratio": 17.681537, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.032284, + "hold30_r": -1.0 + }, + { + "symbol": "NEM", + "date": "2025-07-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.168057, + "strategy_rank": 76.305125, + "production_rank": 77.926103, + "structural_overlay_pass": false, + "structural_overlay_score": 74.029797, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 2.370375, + "primary_prob": 22.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.555562, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.75445, + "range_504_ratio": 2.126441, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.324462, + "hold30_r": 5.471272 + }, + { + "symbol": "NFLX", + "date": "2025-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.49702, + "strategy_rank": 83.623361, + "production_rank": 88.247914, + "structural_overlay_pass": false, + "structural_overlay_score": 83.835518, + "structural_overlay_rr": 1.928351, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.058285, + "primary_prob": 32.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.587428, + "raw_level_count": 132, + "gate_level_count": 132, + "range_504_log": 1.358646, + "range_504_ratio": 3.89092, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.00815, + "hold30_r": 1.337452 + }, + { + "symbol": "NOW", + "date": "2025-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.810489, + "strategy_rank": 80.917759, + "production_rank": 80.882002, + "structural_overlay_pass": false, + "structural_overlay_score": 76.837902, + "structural_overlay_rr": 1.447001, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.202652, + "primary_prob": 43.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.803978, + "raw_level_count": 101, + "gate_level_count": 101, + "range_504_log": 0.820817, + "range_504_ratio": 2.272357, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.048391, + "hold30_r": -1.0 + }, + { + "symbol": "NRG", + "date": "2025-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.735399, + "strategy_rank": 96.519666, + "production_rank": 96.924911, + "structural_overlay_pass": false, + "structural_overlay_score": 92.078665, + "structural_overlay_rr": 1.356399, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.884727, + "primary_prob": 48.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.32709, + "raw_level_count": 113, + "gate_level_count": 113, + "range_504_log": 1.544527, + "range_504_ratio": 4.685754, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.845589, + "hold30_r": -1.0 + }, + { + "symbol": "NTRS", + "date": "2025-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.075089, + "strategy_rank": 73.849821, + "production_rank": 76.924911, + "structural_overlay_pass": false, + "structural_overlay_score": 73.078665, + "structural_overlay_rr": 0.858804, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.892427, + "primary_prob": 48.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.33864, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.756223, + "range_504_ratio": 2.130215, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.05216, + "hold30_r": -0.301797 + }, + { + "symbol": "PM", + "date": "2025-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.258641, + "strategy_rank": 77.914184, + "production_rank": 84.362336, + "structural_overlay_pass": false, + "structural_overlay_score": 80.144219, + "structural_overlay_rr": 1.646244, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.647808, + "primary_prob": 21.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.471712, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.760901, + "range_504_ratio": 2.140204, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.598415, + "hold30_r": 0.07206 + }, + { + "symbol": "PODD", + "date": "2025-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.874851, + "strategy_rank": 88.760429, + "production_rank": 90.79857, + "structural_overlay_pass": false, + "structural_overlay_score": 86.258641, + "structural_overlay_rr": 2.089341, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.552351, + "primary_prob": 36.28, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 91, + "primary_distance_atr": 2.328527, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.962208, + "range_504_ratio": 2.617469, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.062046, + "hold30_r": -1.0 + }, + { + "symbol": "RJF", + "date": "2025-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.266985, + "strategy_rank": 69.642431, + "production_rank": 74.517282, + "structural_overlay_pass": false, + "structural_overlay_score": 70.791418, + "structural_overlay_rr": 0.720633, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.75297, + "primary_prob": 55.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.129455, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.642698, + "range_504_ratio": 1.901604, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.681794, + "hold30_r": -1.0 + }, + { + "symbol": "SATS", + "date": "2025-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.040524, + "strategy_rank": 95.721097, + "production_rank": 95.160906, + "structural_overlay_pass": false, + "structural_overlay_score": 90.402861, + "structural_overlay_rr": 1.257502, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.249738, + "primary_prob": 38.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.874607, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 1.243123, + "range_504_ratio": 3.466422, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.221311, + "hold30_r": -1.0 + }, + { + "symbol": "SOLV", + "date": "2025-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.365912, + "strategy_rank": 78.855781, + "production_rank": 81.692491, + "structural_overlay_pass": false, + "structural_overlay_score": 77.607867, + "structural_overlay_rr": 1.997689, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.589232, + "primary_prob": 33.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 87.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.383848, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.599871, + "range_504_ratio": 1.821883, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.059945, + "hold30_r": -1.0 + }, + { + "symbol": "T", + "date": "2025-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.682956, + "strategy_rank": 70.047676, + "production_rank": 77.926103, + "structural_overlay_pass": false, + "structural_overlay_score": 74.029797, + "structural_overlay_rr": 1.379371, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.248252, + "primary_prob": 25.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.872378, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.742657, + "range_504_ratio": 2.101512, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.18317, + "hold30_r": 1.946387 + }, + { + "symbol": "TKO", + "date": "2025-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.589988, + "strategy_rank": 83.289631, + "production_rank": 87.38975, + "structural_overlay_pass": false, + "structural_overlay_score": 83.020262, + "structural_overlay_rr": 1.390508, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.383841, + "primary_prob": 23.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.075762, + "raw_level_count": 104, + "gate_level_count": 104, + "range_504_log": 0.92599, + "range_504_ratio": 2.524366, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.054638, + "hold30_r": -1.0 + }, + { + "symbol": "TMUS", + "date": "2025-07-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 85.220501, + "strategy_rank": 72.526818, + "production_rank": 76.758045, + "structural_overlay_pass": false, + "structural_overlay_score": 72.920143, + "structural_overlay_rr": 2.460963, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.008083, + "primary_prob": 39.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 78.0, + "primary_rejection_count": 30, + "primary_distance_atr": 3.012124, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.743396, + "range_504_ratio": 2.103065, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.062418, + "hold30_r": -1.0 + }, + { + "symbol": "TPL", + "date": "2025-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.624553, + "strategy_rank": 85.697259, + "production_rank": 85.33969, + "structural_overlay_pass": false, + "structural_overlay_score": 81.072706, + "structural_overlay_rr": 2.238924, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.732249, + "primary_prob": 33.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.598373, + "raw_level_count": 129, + "gate_level_count": 129, + "range_504_log": 1.330609, + "range_504_ratio": 3.783345, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.034355, + "hold30_r": -1.0 + }, + { + "symbol": "TRV", + "date": "2025-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.432658, + "strategy_rank": 63.194279, + "production_rank": 69.940405, + "structural_overlay_pass": false, + "structural_overlay_score": 66.443385, + "structural_overlay_rr": 0.93085, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.894303, + "primary_prob": 52.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 1.341454, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.568663, + "range_504_ratio": 1.765905, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.829188, + "hold30_r": 1.644081 + }, + { + "symbol": "TSLA", + "date": "2025-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.153754, + "strategy_rank": 91.513707, + "production_rank": 90.727056, + "structural_overlay_pass": false, + "structural_overlay_score": 86.190703, + "structural_overlay_rr": 2.014845, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.940879, + "primary_prob": 30.23, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 57, + "primary_distance_atr": 2.911319, + "raw_level_count": 103, + "gate_level_count": 103, + "range_504_log": 1.258369, + "range_504_ratio": 3.519677, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.912945, + "hold30_r": 2.083391 + }, + { + "symbol": "TTWO", + "date": "2025-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.517282, + "strategy_rank": 82.002384, + "production_rank": 86.174017, + "structural_overlay_pass": false, + "structural_overlay_score": 81.865316, + "structural_overlay_rr": 1.606927, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.04227, + "primary_prob": 41.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 70.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.563405, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.631418, + "range_504_ratio": 1.880275, + "range_factor_pass": false, + "outcome": "ambiguous", + "net_r": -1.0628, + "hold30_r": -1.0 + }, + { + "symbol": "UAL", + "date": "2025-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.444577, + "strategy_rank": 94.231228, + "production_rank": 93.969011, + "structural_overlay_pass": true, + "structural_overlay_score": 94.27056, + "structural_overlay_rr": 2.187351, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.895682, + "primary_prob": 34.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.843523, + "raw_level_count": 95, + "gate_level_count": 95, + "range_504_log": 1.236686, + "range_504_ratio": 3.444181, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.033158, + "hold30_r": -1.0 + }, + { + "symbol": "UBER", + "date": "2025-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.816448, + "strategy_rank": 82.061979, + "production_rank": 83.313468, + "structural_overlay_pass": false, + "structural_overlay_score": 79.147795, + "structural_overlay_rr": 1.802122, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.289919, + "primary_prob": 22.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.934879, + "raw_level_count": 121, + "gate_level_count": 121, + "range_504_log": 0.890928, + "range_504_ratio": 2.437391, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.047848, + "hold30_r": -1.0 + }, + { + "symbol": "V", + "date": "2025-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.406436, + "strategy_rank": 62.526818, + "production_rank": 68.820024, + "structural_overlay_pass": false, + "structural_overlay_score": 65.379023, + "structural_overlay_rr": 0.695235, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.520976, + "primary_prob": 21.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.281464, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.500344, + "range_504_ratio": 1.649288, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.083991, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2025-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.34565, + "strategy_rank": 92.848629, + "production_rank": 92.014303, + "structural_overlay_pass": false, + "structural_overlay_score": 87.413588, + "structural_overlay_rr": 1.759266, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.648004, + "primary_prob": 30.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.472006, + "raw_level_count": 173, + "gate_level_count": 173, + "range_504_log": 1.82636, + "range_504_ratio": 6.21124, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.616891, + "hold30_r": -1.0 + }, + { + "symbol": "WMB", + "date": "2025-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.531585, + "strategy_rank": 71.620977, + "production_rank": 76.59118, + "structural_overlay_pass": false, + "structural_overlay_score": 72.761621, + "structural_overlay_rr": 0.921964, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.834808, + "primary_prob": 12.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.752212, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.669166, + "range_504_ratio": 1.952608, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.058236, + "hold30_r": -1.0 + }, + { + "symbol": "WMT", + "date": "2025-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.557807, + "strategy_rank": 70.607867, + "production_rank": 76.59118, + "structural_overlay_pass": false, + "structural_overlay_score": 72.761621, + "structural_overlay_rr": 1.431688, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.366981, + "primary_prob": 32.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 65.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.050471, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.747795, + "range_504_ratio": 2.112337, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.277685, + "hold30_r": 1.807173 + }, + { + "symbol": "WRB", + "date": "2025-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.584029, + "strategy_rank": 67.342074, + "production_rank": 75.089392, + "structural_overlay_pass": false, + "structural_overlay_score": 71.334923, + "structural_overlay_rr": 1.9534, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.196846, + "primary_prob": 38.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 73.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.79527, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.640611, + "range_504_ratio": 1.89764, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.12801, + "hold30_r": 1.717385 + }, + { + "symbol": "XEL", + "date": "2025-07-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.214541, + "strategy_rank": 57.437426, + "production_rank": 65.029797, + "structural_overlay_pass": false, + "structural_overlay_score": 61.778308, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.753064, + "primary_prob": 72.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 81, + "primary_distance_atr": 1.129596, + "raw_level_count": 26, + "gate_level_count": 26, + "range_504_log": 0.452418, + "range_504_ratio": 1.572109, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.672345, + "hold30_r": -1.0 + }, + { + "symbol": "WBD", + "date": "2025-07-25", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.45292, + "strategy_rank": 83.492253, + "production_rank": 82.479142, + "structural_overlay_pass": false, + "structural_overlay_score": 78.355185, + "structural_overlay_rr": 2.035746, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.007694, + "primary_prob": 44.36, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 3.011541, + "raw_level_count": 95, + "gate_level_count": 95, + "range_504_log": 0.798809, + "range_504_ratio": 2.222892, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.043248, + "hold30_r": -1.0 + }, + { + "symbol": "HOOD", + "date": "2025-07-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.541284, + "strategy_rank": 99.438073, + "production_rank": 99.472477, + "structural_overlay_pass": false, + "structural_overlay_score": 94.498853, + "structural_overlay_rr": 1.048307, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.667552, + "primary_prob": 56.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.001328, + "raw_level_count": 162, + "gate_level_count": 162, + "range_504_log": 2.66314, + "range_504_ratio": 14.341252, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.215838, + "hold30_r": -1.185528 + }, + { + "symbol": "ABT", + "date": "2025-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.041284, + "strategy_rank": 64.747706, + "production_rank": 72.178899, + "structural_overlay_pass": false, + "structural_overlay_score": 68.569954, + "structural_overlay_rr": 2.475577, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.509327, + "primary_prob": 37.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 68, + "primary_distance_atr": 2.26399, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.454209, + "range_504_ratio": 1.574927, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.450442, + "hold30_r": 1.759237 + }, + { + "symbol": "AEE", + "date": "2025-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.568807, + "strategy_rank": 58.004587, + "production_rank": 66.192661, + "structural_overlay_pass": false, + "structural_overlay_score": 62.883028, + "structural_overlay_rr": 1.340011, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.869247, + "primary_prob": 49.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.303871, + "raw_level_count": 26, + "gate_level_count": 26, + "range_504_log": 0.440212, + "range_504_ratio": 1.553036, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.777991, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2025-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.885321, + "strategy_rank": 99.78211, + "production_rank": 99.816514, + "structural_overlay_pass": false, + "structural_overlay_score": 94.825688, + "structural_overlay_rr": 1.053328, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.697692, + "primary_prob": 55.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.046538, + "raw_level_count": 194, + "gate_level_count": 194, + "range_504_log": 2.896698, + "range_504_ratio": 18.114242, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.667979, + "hold30_r": 7.2744 + }, + { + "symbol": "AXON", + "date": "2025-07-31", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.96789, + "strategy_rank": 96.869266, + "production_rank": 97.568807, + "structural_overlay_pass": false, + "structural_overlay_score": 92.690367, + "structural_overlay_rr": 1.985574, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.0208, + "primary_prob": 24.4, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 3.0312, + "raw_level_count": 147, + "gate_level_count": 147, + "range_504_log": 1.554809, + "range_504_ratio": 4.734183, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.979936, + "hold30_r": -1.0 + }, + { + "symbol": "AZO", + "date": "2025-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.16055, + "strategy_rank": 58.830275, + "production_rank": 65.940367, + "structural_overlay_pass": false, + "structural_overlay_score": 62.643349, + "structural_overlay_rr": 1.17428, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.683313, + "primary_prob": 45.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.02497, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 0.500819, + "range_504_ratio": 1.650073, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.620362, + "hold30_r": 4.625377 + }, + { + "symbol": "BKNG", + "date": "2025-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.399083, + "strategy_rank": 75.298165, + "production_rank": 80.665138, + "structural_overlay_pass": false, + "structural_overlay_score": 76.631881, + "structural_overlay_rr": 1.614302, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.803686, + "primary_prob": 50.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 74.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.205529, + "raw_level_count": 105, + "gate_level_count": 105, + "range_504_log": 0.759245, + "range_504_ratio": 2.136663, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.740774, + "hold30_r": -0.261466 + }, + { + "symbol": "BSX", + "date": "2025-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.270642, + "strategy_rank": 68.383028, + "production_rank": 74.678899, + "structural_overlay_pass": false, + "structural_overlay_score": 70.944954, + "structural_overlay_rr": 1.266241, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.749004, + "primary_prob": 49.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.123506, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 0.812331, + "range_504_ratio": 2.253154, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.066097, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2025-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.330275, + "strategy_rank": 69.288991, + "production_rank": 78.302752, + "structural_overlay_pass": false, + "structural_overlay_score": 74.387615, + "structural_overlay_rr": 1.031117, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.429797, + "primary_prob": 21.42, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 14.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.144696, + "raw_level_count": 106, + "gate_level_count": 106, + "range_504_log": 0.682576, + "range_504_ratio": 1.97897, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -3.426554, + "hold30_r": -3.353371 + }, + { + "symbol": "CF", + "date": "2025-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.715596, + "strategy_rank": 72.809633, + "production_rank": 76.444954, + "structural_overlay_pass": false, + "structural_overlay_score": 72.622706, + "structural_overlay_rr": 1.634031, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.66843, + "primary_prob": 34.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 61, + "primary_distance_atr": 2.502646, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.438954, + "range_504_ratio": 1.551084, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -2.657761, + "hold30_r": -2.601788 + }, + { + "symbol": "CIEN", + "date": "2025-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.119266, + "strategy_rank": 92.087156, + "production_rank": 92.431193, + "structural_overlay_pass": false, + "structural_overlay_score": 87.809633, + "structural_overlay_rr": 2.382238, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.945181, + "primary_prob": 25.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.917771, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.932089, + "range_504_ratio": 2.53981, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.051434, + "hold30_r": -1.0 + }, + { + "symbol": "CME", + "date": "2025-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.316514, + "strategy_rank": 65.37844, + "production_rank": 74.357798, + "structural_overlay_pass": false, + "structural_overlay_score": 70.639908, + "structural_overlay_rr": 1.131815, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.214907, + "primary_prob": 24.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.82236, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.4219, + "range_504_ratio": 1.524856, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.138087, + "hold30_r": -1.0 + }, + { + "symbol": "COF", + "date": "2025-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.46789, + "strategy_rank": 83.233945, + "production_rank": 84.311927, + "structural_overlay_pass": false, + "structural_overlay_score": 80.09633, + "structural_overlay_rr": 0.953815, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.933006, + "primary_prob": 33.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.399509, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.968747, + "range_504_ratio": 2.63464, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.059141, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2025-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.692661, + "strategy_rank": 95.206422, + "production_rank": 94.701835, + "structural_overlay_pass": false, + "structural_overlay_score": 89.966743, + "structural_overlay_rr": 2.408838, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.293029, + "primary_prob": 21.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.939544, + "raw_level_count": 154, + "gate_level_count": 154, + "range_504_log": 1.854081, + "range_504_ratio": 6.385825, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.562153, + "hold30_r": -1.534943 + }, + { + "symbol": "COR", + "date": "2025-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.53211, + "strategy_rank": 63.58945, + "production_rank": 71.90367, + "structural_overlay_pass": false, + "structural_overlay_score": 68.308486, + "structural_overlay_rr": 1.410887, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.980878, + "primary_prob": 49.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 1.471317, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 0.589016, + "range_504_ratio": 1.802214, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.911609, + "hold30_r": -1.0 + }, + { + "symbol": "CRWD", + "date": "2025-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.018349, + "strategy_rank": 94.025229, + "production_rank": 95.022936, + "structural_overlay_pass": false, + "structural_overlay_score": 90.271789, + "structural_overlay_rr": 1.6765, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.909352, + "primary_prob": 41.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.364027, + "raw_level_count": 137, + "gate_level_count": 137, + "range_504_log": 1.304587, + "range_504_ratio": 3.686165, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.042051, + "hold30_r": -1.0 + }, + { + "symbol": "CTVA", + "date": "2025-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.697248, + "strategy_rank": 67.155963, + "production_rank": 73.669725, + "structural_overlay_pass": false, + "structural_overlay_score": 69.986239, + "structural_overlay_rr": 1.433873, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.417942, + "primary_prob": 23.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.126912, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.582813, + "range_504_ratio": 1.791069, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.087058, + "hold30_r": -1.0 + }, + { + "symbol": "DASH", + "date": "2025-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.509174, + "strategy_rank": 92.522936, + "production_rank": 94.518349, + "structural_overlay_pass": false, + "structural_overlay_score": 89.792431, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.755113, + "primary_prob": 52.64, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.13267, + "raw_level_count": 150, + "gate_level_count": 150, + "range_504_log": 1.28581, + "range_504_ratio": 3.617597, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.701122, + "hold30_r": -1.0 + }, + { + "symbol": "DGX", + "date": "2025-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.633028, + "strategy_rank": 64.575688, + "production_rank": 71.261468, + "structural_overlay_pass": false, + "structural_overlay_score": 67.698394, + "structural_overlay_rr": 2.09822, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.936376, + "primary_prob": 30.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.904565, + "raw_level_count": 26, + "gate_level_count": 26, + "range_504_log": 0.421996, + "range_504_ratio": 1.525002, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.882947, + "hold30_r": 2.47345 + }, + { + "symbol": "DIS", + "date": "2025-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.224771, + "strategy_rank": 75.206422, + "production_rank": 77.545872, + "structural_overlay_pass": false, + "structural_overlay_score": 73.668578, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.316318, + "primary_prob": 31.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.974476, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.459795, + "range_504_ratio": 1.583749, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.095602, + "hold30_r": -1.0 + }, + { + "symbol": "DRI", + "date": "2025-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.087156, + "strategy_rank": 71.926606, + "production_rank": 78.646789, + "structural_overlay_pass": false, + "structural_overlay_score": 74.71445, + "structural_overlay_rr": 1.646812, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.661152, + "primary_prob": 30.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 82.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.491727, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.537477, + "range_504_ratio": 1.711683, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.592706, + "hold30_r": 1.856471 + }, + { + "symbol": "EME", + "date": "2025-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.302752, + "strategy_rank": 82.66055, + "production_rank": 84.541284, + "structural_overlay_pass": false, + "structural_overlay_score": 80.31422, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.975404, + "primary_prob": 44.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.463105, + "raw_level_count": 120, + "gate_level_count": 120, + "range_504_log": 1.248861, + "range_504_ratio": 3.486371, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.047354, + "hold30_r": -1.0 + }, + { + "symbol": "EQT", + "date": "2025-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.642202, + "strategy_rank": 88.142202, + "production_rank": 90.642202, + "structural_overlay_pass": false, + "structural_overlay_score": 86.110092, + "structural_overlay_rr": 1.798478, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.12667, + "primary_prob": 35.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.690005, + "raw_level_count": 93, + "gate_level_count": 93, + "range_504_log": 0.709338, + "range_504_ratio": 2.032645, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.036361, + "hold30_r": -1.0 + }, + { + "symbol": "EVRG", + "date": "2025-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.963303, + "strategy_rank": 57.087156, + "production_rank": 65.045872, + "structural_overlay_pass": false, + "structural_overlay_score": 61.793578, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.350763, + "primary_prob": 35.26, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.026144, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.412174, + "range_504_ratio": 1.510098, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.268497, + "hold30_r": 0.999274 + }, + { + "symbol": "EXC", + "date": "2025-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.192661, + "strategy_rank": 57.798165, + "production_rank": 65.59633, + "structural_overlay_pass": false, + "structural_overlay_score": 62.316514, + "structural_overlay_rr": 1.652626, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.340331, + "primary_prob": 55.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 59, + "primary_distance_atr": 2.010496, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.366582, + "range_504_ratio": 1.442795, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.082751, + "hold30_r": -1.0 + }, + { + "symbol": "EXE", + "date": "2025-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.169725, + "strategy_rank": 77.71789, + "production_rank": 82.201835, + "structural_overlay_pass": false, + "structural_overlay_score": 78.091743, + "structural_overlay_rr": 1.984742, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.978479, + "primary_prob": 46.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 81.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.467718, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.579141, + "range_504_ratio": 1.784505, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.043386, + "hold30_r": -1.0 + }, + { + "symbol": "EXPE", + "date": "2025-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.995413, + "strategy_rank": 83.956422, + "production_rank": 83.302752, + "structural_overlay_pass": false, + "structural_overlay_score": 79.137615, + "structural_overlay_rr": 1.704796, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.966117, + "primary_prob": 23.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 70.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.949175, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.809247, + "range_504_ratio": 2.246215, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.914147, + "hold30_r": 6.051431 + }, + { + "symbol": "FFIV", + "date": "2025-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.954128, + "strategy_rank": 76.823394, + "production_rank": 82.866972, + "structural_overlay_pass": false, + "structural_overlay_score": 78.723624, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.326497, + "primary_prob": 35.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.989745, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.831308, + "range_504_ratio": 2.296321, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.053972, + "hold30_r": -1.0 + }, + { + "symbol": "FOX", + "date": "2025-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.481651, + "strategy_rank": 76.376147, + "production_rank": 81.077982, + "structural_overlay_pass": false, + "structural_overlay_score": 77.024083, + "structural_overlay_rr": 1.627643, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.215663, + "primary_prob": 31.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.823494, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.756377, + "range_504_ratio": 2.130544, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.068228, + "hold30_r": -1.0 + }, + { + "symbol": "FOXA", + "date": "2025-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.940367, + "strategy_rank": 76.353211, + "production_rank": 81.215596, + "structural_overlay_pass": false, + "structural_overlay_score": 77.154817, + "structural_overlay_rr": 1.74831, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.784637, + "primary_prob": 12.85, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.676955, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.730789, + "range_504_ratio": 2.076719, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.067294, + "hold30_r": -1.0 + }, + { + "symbol": "FTNT", + "date": "2025-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.674312, + "strategy_rank": 88.211009, + "production_rank": 91.03211, + "structural_overlay_pass": false, + "structural_overlay_score": 86.480505, + "structural_overlay_rr": 2.080909, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.999822, + "primary_prob": 49.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 1.499732, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.956452, + "range_504_ratio": 2.602448, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -5.752079, + "hold30_r": -5.707533 + }, + { + "symbol": "GILD", + "date": "2025-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.743119, + "strategy_rank": 76.261468, + "production_rank": 81.422018, + "structural_overlay_pass": false, + "structural_overlay_score": 77.350917, + "structural_overlay_rr": 1.246535, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.248022, + "primary_prob": 23.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.872033, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.658896, + "range_504_ratio": 1.932657, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.194174, + "hold30_r": 0.541888 + }, + { + "symbol": "HWM", + "date": "2025-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.165138, + "strategy_rank": 88.979358, + "production_rank": 92.041284, + "structural_overlay_pass": false, + "structural_overlay_score": 87.43922, + "structural_overlay_rr": 0.668673, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.958484, + "primary_prob": 32.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.437726, + "raw_level_count": 136, + "gate_level_count": 136, + "range_504_log": 1.504349, + "range_504_ratio": 4.501223, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.044524, + "hold30_r": -1.0 + }, + { + "symbol": "IBM", + "date": "2025-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.775229, + "strategy_rank": 81.938073, + "production_rank": 85.550459, + "structural_overlay_pass": false, + "structural_overlay_score": 81.272936, + "structural_overlay_rr": 2.553266, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.412572, + "primary_prob": 30.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.118858, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.779201, + "range_504_ratio": 2.179731, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.055651, + "hold30_r": -1.0 + }, + { + "symbol": "JBL", + "date": "2025-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.247706, + "strategy_rank": 89.78211, + "production_rank": 92.270642, + "structural_overlay_pass": false, + "structural_overlay_score": 87.65711, + "structural_overlay_rr": 1.04288, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.04288, + "primary_prob": 28.15, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.56432, + "raw_level_count": 104, + "gate_level_count": 104, + "range_504_log": 0.887619, + "range_504_ratio": 2.429339, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.048136, + "hold30_r": -1.0 + }, + { + "symbol": "JCI", + "date": "2025-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.449541, + "strategy_rank": 80.366972, + "production_rank": 83.394495, + "structural_overlay_pass": false, + "structural_overlay_score": 79.224771, + "structural_overlay_rr": 1.259962, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.622892, + "primary_prob": 15.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.434338, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.854993, + "range_504_ratio": 2.351357, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.057257, + "hold30_r": 0.689815 + }, + { + "symbol": "KMI", + "date": "2025-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.009174, + "strategy_rank": 66.84633, + "production_rank": 73.233945, + "structural_overlay_pass": false, + "structural_overlay_score": 69.572248, + "structural_overlay_rr": 1.766928, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.582679, + "primary_prob": 16.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.374019, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.683662, + "range_504_ratio": 1.98112, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.175379, + "hold30_r": -1.110142 + }, + { + "symbol": "KR", + "date": "2025-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.711009, + "strategy_rank": 72.373853, + "production_rank": 78.486239, + "structural_overlay_pass": false, + "structural_overlay_score": 74.561927, + "structural_overlay_rr": 1.089654, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.608021, + "primary_prob": 18.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.412031, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.565622, + "range_504_ratio": 1.760542, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.541952, + "hold30_r": -1.0 + }, + { + "symbol": "LYV", + "date": "2025-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.545872, + "strategy_rank": 81.158257, + "production_rank": 84.954128, + "structural_overlay_pass": false, + "structural_overlay_score": 80.706422, + "structural_overlay_rr": 1.17132, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.852145, + "primary_prob": 44.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.278218, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.723982, + "range_504_ratio": 2.062631, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.795048, + "hold30_r": 5.031264 + }, + { + "symbol": "MCK", + "date": "2025-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.486239, + "strategy_rank": 59.988532, + "production_rank": 67.821101, + "structural_overlay_pass": false, + "structural_overlay_score": 64.430046, + "structural_overlay_rr": 1.854972, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.757208, + "primary_prob": 27.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 75.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.635812, + "raw_level_count": 109, + "gate_level_count": 109, + "range_504_log": 0.62415, + "range_504_ratio": 1.866658, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.068106, + "hold30_r": -1.0 + }, + { + "symbol": "MNST", + "date": "2025-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.256881, + "strategy_rank": 61.238532, + "production_rank": 68.577982, + "structural_overlay_pass": false, + "structural_overlay_score": 65.149083, + "structural_overlay_rr": 0.862683, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.959599, + "primary_prob": 50.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 88, + "primary_distance_atr": 1.439398, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.397275, + "range_504_ratio": 1.487765, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.890246, + "hold30_r": 3.505976 + }, + { + "symbol": "MOS", + "date": "2025-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.733945, + "strategy_rank": 74.197248, + "production_rank": 76.376147, + "structural_overlay_pass": false, + "structural_overlay_score": 72.557339, + "structural_overlay_rr": 1.725126, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.100958, + "primary_prob": 28.22, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 3.151437, + "raw_level_count": 97, + "gate_level_count": 97, + "range_504_log": 0.649498, + "range_504_ratio": 1.91458, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -2.943978, + "hold30_r": -2.892665 + }, + { + "symbol": "MSTR", + "date": "2025-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.738532, + "strategy_rank": 98.807339, + "production_rank": 98.784404, + "structural_overlay_pass": false, + "structural_overlay_score": 93.845183, + "structural_overlay_rr": 1.771775, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.171592, + "primary_prob": 26.26, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 9.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.757388, + "raw_level_count": 192, + "gate_level_count": 192, + "range_504_log": 2.872521, + "range_504_ratio": 17.681537, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.033051, + "hold30_r": -1.0 + }, + { + "symbol": "NEM", + "date": "2025-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.40367, + "strategy_rank": 80.0, + "production_rank": 81.46789, + "structural_overlay_pass": false, + "structural_overlay_score": 77.394495, + "structural_overlay_rr": 1.520098, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.550636, + "primary_prob": 40.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.325954, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.816579, + "range_504_ratio": 2.262746, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.5084, + "hold30_r": 5.832143 + }, + { + "symbol": "NFLX", + "date": "2025-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.93578, + "strategy_rank": 84.862385, + "production_rank": 89.220183, + "structural_overlay_pass": false, + "structural_overlay_score": 84.759174, + "structural_overlay_rr": 0.912735, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.865004, + "primary_prob": 43.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.297506, + "raw_level_count": 132, + "gate_level_count": 132, + "range_504_log": 1.358646, + "range_504_ratio": 3.89092, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.810936, + "hold30_r": 0.676203 + }, + { + "symbol": "NTRS", + "date": "2025-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.729358, + "strategy_rank": 78.130734, + "production_rank": 81.330275, + "structural_overlay_pass": false, + "structural_overlay_score": 77.263761, + "structural_overlay_rr": 0.675973, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.713376, + "primary_prob": 40.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.070065, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.756223, + "range_504_ratio": 2.130215, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.058584, + "hold30_r": -1.0 + }, + { + "symbol": "PGR", + "date": "2025-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.651376, + "strategy_rank": 65.137615, + "production_rank": 70.642202, + "structural_overlay_pass": false, + "structural_overlay_score": 67.110092, + "structural_overlay_rr": 1.094019, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.500365, + "primary_prob": 37.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.250547, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 0.859373, + "range_504_ratio": 2.36168, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.431144, + "hold30_r": 0.892283 + }, + { + "symbol": "PM", + "date": "2025-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.87156, + "strategy_rank": 78.016055, + "production_rank": 83.96789, + "structural_overlay_pass": false, + "structural_overlay_score": 79.769495, + "structural_overlay_rr": 1.897918, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.329557, + "primary_prob": 20.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 76.0, + "primary_rejection_count": 28, + "primary_distance_atr": 3.494336, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.760901, + "range_504_ratio": 2.140204, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.052276, + "hold30_r": 0.328219 + }, + { + "symbol": "PODD", + "date": "2025-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.151376, + "strategy_rank": 88.75, + "production_rank": 90.550459, + "structural_overlay_pass": false, + "structural_overlay_score": 86.022936, + "structural_overlay_rr": 1.865422, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.685, + "primary_prob": 22.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 68, + "primary_distance_atr": 4.0275, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.962208, + "range_504_ratio": 2.617469, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.061553, + "hold30_r": -1.0 + }, + { + "symbol": "PWR", + "date": "2025-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.073394, + "strategy_rank": 81.08945, + "production_rank": 83.417431, + "structural_overlay_pass": false, + "structural_overlay_score": 79.24656, + "structural_overlay_rr": 1.166068, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.164335, + "primary_prob": 39.84, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.746502, + "raw_level_count": 127, + "gate_level_count": 127, + "range_504_log": 1.016685, + "range_504_ratio": 2.764017, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.050279, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2025-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.477064, + "strategy_rank": 94.002294, + "production_rank": 95.16055, + "structural_overlay_pass": false, + "structural_overlay_score": 90.402523, + "structural_overlay_rr": 2.180048, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.226057, + "primary_prob": 25.11, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 10.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.839086, + "raw_level_count": 164, + "gate_level_count": 164, + "range_504_log": 1.513492, + "range_504_ratio": 4.542565, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.04156, + "hold30_r": -1.0 + }, + { + "symbol": "RJF", + "date": "2025-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.536697, + "strategy_rank": 68.600917, + "production_rank": 72.912844, + "structural_overlay_pass": false, + "structural_overlay_score": 69.267202, + "structural_overlay_rr": 1.325407, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.713342, + "primary_prob": 57.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.070013, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.642698, + "range_504_ratio": 1.901604, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.073593, + "hold30_r": -1.0 + }, + { + "symbol": "RSG", + "date": "2025-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.944954, + "strategy_rank": 60.068807, + "production_rank": 68.027523, + "structural_overlay_pass": false, + "structural_overlay_score": 64.626147, + "structural_overlay_rr": 1.497672, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.492184, + "primary_prob": 28.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.238275, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.612578, + "range_504_ratio": 1.845183, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.070527, + "hold30_r": -0.331766 + }, + { + "symbol": "SOLV", + "date": "2025-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.321101, + "strategy_rank": 77.958716, + "production_rank": 80.412844, + "structural_overlay_pass": false, + "structural_overlay_score": 76.392202, + "structural_overlay_rr": 1.584578, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.63086, + "primary_prob": 34.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 75, + "primary_distance_atr": 2.446291, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.599871, + "range_504_ratio": 1.821883, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.569586, + "hold30_r": 0.871544 + }, + { + "symbol": "T", + "date": "2025-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.412844, + "strategy_rank": 70.126147, + "production_rank": 78.555046, + "structural_overlay_pass": false, + "structural_overlay_score": 74.627294, + "structural_overlay_rr": 1.149042, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.911845, + "primary_prob": 13.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.867767, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.742657, + "range_504_ratio": 2.101512, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.845553, + "hold30_r": 2.612008 + }, + { + "symbol": "TKO", + "date": "2025-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.183486, + "strategy_rank": 82.110092, + "production_rank": 86.46789, + "structural_overlay_pass": false, + "structural_overlay_score": 82.144495, + "structural_overlay_rr": 1.511846, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.504571, + "primary_prob": 21.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.256857, + "raw_level_count": 105, + "gate_level_count": 105, + "range_504_log": 0.92599, + "range_504_ratio": 2.524366, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.059478, + "hold30_r": -1.0 + }, + { + "symbol": "TMUS", + "date": "2025-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.022936, + "strategy_rank": 75.779817, + "production_rank": 80.527523, + "structural_overlay_pass": false, + "structural_overlay_score": 76.501147, + "structural_overlay_rr": 2.785869, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.971657, + "primary_prob": 50.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.457485, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.743396, + "range_504_ratio": 2.103065, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.909876, + "hold30_r": 0.42887 + }, + { + "symbol": "TPL", + "date": "2025-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.027523, + "strategy_rank": 84.747706, + "production_rank": 84.174312, + "structural_overlay_pass": false, + "structural_overlay_score": 79.965596, + "structural_overlay_rr": 2.421329, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.879194, + "primary_prob": 31.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.818792, + "raw_level_count": 129, + "gate_level_count": 129, + "range_504_log": 1.330609, + "range_504_ratio": 3.783345, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.036723, + "hold30_r": -1.0 + }, + { + "symbol": "TRMB", + "date": "2025-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.33945, + "strategy_rank": 73.325688, + "production_rank": 76.330275, + "structural_overlay_pass": false, + "structural_overlay_score": 72.513761, + "structural_overlay_rr": 1.078431, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.720375, + "primary_prob": 74.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 1.080563, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.781148, + "range_504_ratio": 2.183978, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.071517, + "hold30_r": -1.0 + }, + { + "symbol": "TRV", + "date": "2025-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.504587, + "strategy_rank": 61.169725, + "production_rank": 67.614679, + "structural_overlay_pass": false, + "structural_overlay_score": 64.233945, + "structural_overlay_rr": 1.174612, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.138204, + "primary_prob": 45.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 1.707306, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.568663, + "range_504_ratio": 1.765905, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.072062, + "hold30_r": 2.375098 + }, + { + "symbol": "TTWO", + "date": "2025-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.724771, + "strategy_rank": 82.821101, + "production_rank": 86.788991, + "structural_overlay_pass": false, + "structural_overlay_score": 82.449541, + "structural_overlay_rr": 2.168628, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.565298, + "primary_prob": 30.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 70.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.347946, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.631418, + "range_504_ratio": 1.880275, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.498975, + "hold30_r": 3.503287 + }, + { + "symbol": "UAL", + "date": "2025-07-31", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.380734, + "strategy_rank": 95.068807, + "production_rank": 94.83945, + "structural_overlay_pass": true, + "structural_overlay_score": 95.097477, + "structural_overlay_rr": 3.296689, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.346512, + "primary_prob": 29.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 16, + "primary_distance_atr": 3.519769, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 1.236686, + "range_504_ratio": 3.444181, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.035483, + "hold30_r": -1.0 + }, + { + "symbol": "UBER", + "date": "2025-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.678899, + "strategy_rank": 85.172018, + "production_rank": 86.674312, + "structural_overlay_pass": false, + "structural_overlay_score": 82.340596, + "structural_overlay_rr": 1.216378, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.150231, + "primary_prob": 31.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.725346, + "raw_level_count": 121, + "gate_level_count": 121, + "range_504_log": 0.890928, + "range_504_ratio": 2.437391, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.103002, + "hold30_r": 2.190557 + }, + { + "symbol": "ULTA", + "date": "2025-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.798165, + "strategy_rank": 79.357798, + "production_rank": 80.504587, + "structural_overlay_pass": false, + "structural_overlay_score": 76.479358, + "structural_overlay_rr": 2.593739, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.540619, + "primary_prob": 45.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 70.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.310928, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.620579, + "range_504_ratio": 1.860005, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.06664, + "hold30_r": -1.0 + }, + { + "symbol": "V", + "date": "2025-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.238532, + "strategy_rank": 66.662844, + "production_rank": 73.188073, + "structural_overlay_pass": false, + "structural_overlay_score": 69.52867, + "structural_overlay_rr": 0.900673, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.786954, + "primary_prob": 56.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 1.180431, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.499905, + "range_504_ratio": 1.648564, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.077176, + "hold30_r": -1.0 + }, + { + "symbol": "VRSN", + "date": "2025-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.922018, + "strategy_rank": 75.034404, + "production_rank": 81.330275, + "structural_overlay_pass": false, + "structural_overlay_score": 77.263761, + "structural_overlay_rr": 1.325732, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.364061, + "primary_prob": 31.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.046092, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.620243, + "range_504_ratio": 1.859379, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.319774, + "hold30_r": 1.371268 + }, + { + "symbol": "VRT", + "date": "2025-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.463303, + "strategy_rank": 94.495413, + "production_rank": 94.151376, + "structural_overlay_pass": false, + "structural_overlay_score": 89.443807, + "structural_overlay_rr": 1.067801, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.681766, + "primary_prob": 56.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.022649, + "raw_level_count": 173, + "gate_level_count": 173, + "range_504_log": 1.813687, + "range_504_ratio": 6.133018, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.030366, + "hold30_r": -1.0 + }, + { + "symbol": "WFC", + "date": "2025-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.862385, + "strategy_rank": 72.786697, + "production_rank": 76.811927, + "structural_overlay_pass": false, + "structural_overlay_score": 72.97133, + "structural_overlay_rr": 1.19542, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.214738, + "primary_prob": 25.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.822107, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.792982, + "range_504_ratio": 2.209978, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.062807, + "hold30_r": -1.0 + }, + { + "symbol": "WMB", + "date": "2025-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.5, + "strategy_rank": 70.745413, + "production_rank": 76.330275, + "structural_overlay_pass": false, + "structural_overlay_score": 72.513761, + "structural_overlay_rr": 1.791427, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.280614, + "primary_prob": 22.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.920921, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.669166, + "range_504_ratio": 1.952608, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.061369, + "hold30_r": -1.0 + }, + { + "symbol": "WMT", + "date": "2025-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.990826, + "strategy_rank": 71.341743, + "production_rank": 77.224771, + "structural_overlay_pass": false, + "structural_overlay_score": 73.363532, + "structural_overlay_rr": 0.815608, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.751184, + "primary_prob": 51.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 69.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.126777, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.747795, + "range_504_ratio": 2.112337, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.657877, + "hold30_r": -1.0 + }, + { + "symbol": "WRB", + "date": "2025-07-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.220183, + "strategy_rank": 65.997706, + "production_rank": 73.738532, + "structural_overlay_pass": false, + "structural_overlay_score": 70.051606, + "structural_overlay_rr": 0.700416, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.156, + "primary_prob": 39.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 73.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.734001, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.640611, + "range_504_ratio": 1.89764, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.080724, + "hold30_r": 2.7404 + }, + { + "symbol": "CEG", + "date": "2025-08-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.836158, + "strategy_rank": 95.141243, + "production_rank": 95.706215, + "structural_overlay_pass": false, + "structural_overlay_score": 90.920904, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.958013, + "primary_prob": 45.7, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.43702, + "raw_level_count": 137, + "gate_level_count": 137, + "range_504_log": 1.315891, + "range_504_ratio": 3.72807, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.034978, + "hold30_r": -1.0 + }, + { + "symbol": "HOOD", + "date": "2025-08-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.548023, + "strategy_rank": 99.242938, + "production_rank": 99.344633, + "structural_overlay_pass": false, + "structural_overlay_score": 94.377401, + "structural_overlay_rr": 0.945877, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.945877, + "primary_prob": 45.89, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.418816, + "raw_level_count": 164, + "gate_level_count": 164, + "range_504_log": 2.66314, + "range_504_ratio": 14.341252, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.920219, + "hold30_r": -1.0 + }, + { + "symbol": "ABT", + "date": "2025-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.338983, + "strategy_rank": 59.525424, + "production_rank": 66.463277, + "structural_overlay_pass": false, + "structural_overlay_score": 63.140113, + "structural_overlay_rr": 1.82452, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.244549, + "primary_prob": 42.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.866823, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.454209, + "range_504_ratio": 1.574927, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.066506, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2025-08-07", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.774011, + "strategy_rank": 99.672316, + "production_rank": 99.706215, + "structural_overlay_pass": true, + "structural_overlay_score": 99.720904, + "structural_overlay_rr": 2.62423, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 2.2387, + "primary_prob": 21.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 3.35805, + "raw_level_count": 193, + "gate_level_count": 193, + "range_504_log": 2.896698, + "range_504_ratio": 18.114242, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.02614, + "hold30_r": -1.0 + }, + { + "symbol": "BKNG", + "date": "2025-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.316384, + "strategy_rank": 75.570621, + "production_rank": 81.152542, + "structural_overlay_pass": false, + "structural_overlay_score": 77.094915, + "structural_overlay_rr": 1.134041, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.136045, + "primary_prob": 40.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 74.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.704067, + "raw_level_count": 105, + "gate_level_count": 105, + "range_504_log": 0.759245, + "range_504_ratio": 2.136663, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.077999, + "hold30_r": 0.066787 + }, + { + "symbol": "BSX", + "date": "2025-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.841808, + "strategy_rank": 65.774011, + "production_rank": 71.79661, + "structural_overlay_pass": false, + "structural_overlay_score": 68.20678, + "structural_overlay_rr": 1.297894, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.323704, + "primary_prob": 36.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 76.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.985556, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 0.812331, + "range_504_ratio": 2.253154, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.260956, + "hold30_r": -1.034525 + }, + { + "symbol": "C", + "date": "2025-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.615819, + "strategy_rank": 76.327684, + "production_rank": 78.757062, + "structural_overlay_pass": false, + "structural_overlay_score": 74.819209, + "structural_overlay_rr": 1.69437, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.360633, + "primary_prob": 21.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.040949, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.931681, + "range_504_ratio": 2.538774, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.301616, + "hold30_r": 3.703524 + }, + { + "symbol": "CAH", + "date": "2025-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.80226, + "strategy_rank": 67.412429, + "production_rank": 76.542373, + "structural_overlay_pass": false, + "structural_overlay_score": 72.715254, + "structural_overlay_rr": 2.446374, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.688417, + "primary_prob": 16.75, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 14.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.532626, + "raw_level_count": 106, + "gate_level_count": 106, + "range_504_log": 0.682576, + "range_504_ratio": 1.97897, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -2.727517, + "hold30_r": -2.661736 + }, + { + "symbol": "CCL", + "date": "2025-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.463277, + "strategy_rank": 93.107345, + "production_rank": 93.559322, + "structural_overlay_pass": false, + "structural_overlay_score": 88.881356, + "structural_overlay_rr": 1.506904, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.763712, + "primary_prob": 39.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.145568, + "raw_level_count": 113, + "gate_level_count": 113, + "range_504_log": 1.050964, + "range_504_ratio": 2.860406, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.718954, + "hold30_r": 1.164854 + }, + { + "symbol": "CF", + "date": "2025-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.457627, + "strategy_rank": 76.813559, + "production_rank": 80.361582, + "structural_overlay_pass": false, + "structural_overlay_score": 76.343503, + "structural_overlay_rr": 2.618739, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 7, + "rr": 1.822366, + "primary_prob": 31.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 77, + "primary_distance_atr": 2.733548, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.438954, + "range_504_ratio": 1.551084, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.036751, + "hold30_r": 0.487702 + }, + { + "symbol": "CIEN", + "date": "2025-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.412429, + "strategy_rank": 90.836158, + "production_rank": 91.028249, + "structural_overlay_pass": false, + "structural_overlay_score": 86.476836, + "structural_overlay_rr": 1.533863, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.147261, + "primary_prob": 40.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.720891, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.932089, + "range_504_ratio": 2.53981, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.046643, + "hold30_r": -1.0 + }, + { + "symbol": "CME", + "date": "2025-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.768362, + "strategy_rank": 65.480226, + "production_rank": 74.576271, + "structural_overlay_pass": false, + "structural_overlay_score": 70.847458, + "structural_overlay_rr": 0.838414, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.883125, + "primary_prob": 35.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.324687, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.4219, + "range_504_ratio": 1.524856, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.805704, + "hold30_r": -1.0 + }, + { + "symbol": "COF", + "date": "2025-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.248588, + "strategy_rank": 84.384181, + "production_rank": 85.672316, + "structural_overlay_pass": false, + "structural_overlay_score": 81.388701, + "structural_overlay_rr": 1.908317, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.249625, + "primary_prob": 24.15, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 8.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.874438, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 0.968747, + "range_504_ratio": 2.63464, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.195604, + "hold30_r": 2.740315 + }, + { + "symbol": "COIN", + "date": "2025-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.610169, + "strategy_rank": 97.389831, + "production_rank": 97.129944, + "structural_overlay_pass": false, + "structural_overlay_score": 92.273446, + "structural_overlay_rr": 1.816292, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.023337, + "primary_prob": 34.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.535006, + "raw_level_count": 155, + "gate_level_count": 155, + "range_504_log": 1.854081, + "range_504_ratio": 6.385825, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.002792, + "hold30_r": 1.046805 + }, + { + "symbol": "COR", + "date": "2025-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.084746, + "strategy_rank": 61.288136, + "production_rank": 69.220339, + "structural_overlay_pass": false, + "structural_overlay_score": 65.759322, + "structural_overlay_rr": 2.022311, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.638161, + "primary_prob": 34.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.457241, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 0.589016, + "range_504_ratio": 1.802214, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.581333, + "hold30_r": 1.185956 + }, + { + "symbol": "CRWD", + "date": "2025-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.288136, + "strategy_rank": 94.20339, + "production_rank": 95.231638, + "structural_overlay_pass": false, + "structural_overlay_score": 90.470056, + "structural_overlay_rr": 1.660485, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.280003, + "primary_prob": 35.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 67.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.920005, + "raw_level_count": 138, + "gate_level_count": 138, + "range_504_log": 1.304587, + "range_504_ratio": 3.686165, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.243322, + "hold30_r": 3.346603 + }, + { + "symbol": "CTVA", + "date": "2025-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.152542, + "strategy_rank": 67.627119, + "production_rank": 74.80226, + "structural_overlay_pass": false, + "structural_overlay_score": 71.062147, + "structural_overlay_rr": 1.700819, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.859164, + "primary_prob": 15.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.788746, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.582813, + "range_504_ratio": 1.791069, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.782133, + "hold30_r": -0.102998 + }, + { + "symbol": "CVNA", + "date": "2025-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.418079, + "strategy_rank": 98.587571, + "production_rank": 98.531073, + "structural_overlay_pass": false, + "structural_overlay_score": 93.60452, + "structural_overlay_rr": 2.02966, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.697239, + "primary_prob": 40.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.045859, + "raw_level_count": 198, + "gate_level_count": 198, + "range_504_log": 2.801825, + "range_504_ratio": 16.474691, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.148638, + "hold30_r": -1.122519 + }, + { + "symbol": "DE", + "date": "2025-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.909605, + "strategy_rank": 72.418079, + "production_rank": 77.581921, + "structural_overlay_pass": false, + "structural_overlay_score": 73.702825, + "structural_overlay_rr": 1.153803, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.203061, + "primary_prob": 30.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.804592, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.45045, + "range_504_ratio": 1.569018, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.288517, + "hold30_r": -1.230881 + }, + { + "symbol": "DRI", + "date": "2025-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.960452, + "strategy_rank": 70.485876, + "production_rank": 77.310734, + "structural_overlay_pass": false, + "structural_overlay_score": 73.445198, + "structural_overlay_rr": 1.325439, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.866934, + "primary_prob": 49.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 82.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.300401, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.537477, + "range_504_ratio": 1.711683, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.074666, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2025-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.378531, + "strategy_rank": 82.903955, + "production_rank": 85.062147, + "structural_overlay_pass": false, + "structural_overlay_score": 80.80904, + "structural_overlay_rr": 1.88217, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.88217, + "primary_prob": 26.03, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.823255, + "raw_level_count": 122, + "gate_level_count": 122, + "range_504_log": 1.248861, + "range_504_ratio": 3.486371, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.04637, + "hold30_r": -1.0 + }, + { + "symbol": "EQT", + "date": "2025-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.367232, + "strategy_rank": 87.570621, + "production_rank": 90.169492, + "structural_overlay_pass": false, + "structural_overlay_score": 85.661017, + "structural_overlay_rr": 2.321084, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.708467, + "primary_prob": 59.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 1.062701, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 0.709338, + "range_504_ratio": 2.032645, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.669239, + "hold30_r": -1.0 + }, + { + "symbol": "EXE", + "date": "2025-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.056497, + "strategy_rank": 76.903955, + "production_rank": 81.288136, + "structural_overlay_pass": false, + "structural_overlay_score": 77.223729, + "structural_overlay_rr": 2.179155, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.088753, + "primary_prob": 24.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 81.0, + "primary_rejection_count": 26, + "primary_distance_atr": 3.133129, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.579141, + "range_504_ratio": 1.784505, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.043996, + "hold30_r": -1.0 + }, + { + "symbol": "EXPE", + "date": "2025-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.536723, + "strategy_rank": 86.248588, + "production_rank": 86.011299, + "structural_overlay_pass": false, + "structural_overlay_score": 81.710734, + "structural_overlay_rr": 1.648879, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.710577, + "primary_prob": 38.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.565865, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.809247, + "range_504_ratio": 2.246215, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.660973, + "hold30_r": 4.603171 + }, + { + "symbol": "FFIV", + "date": "2025-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.621469, + "strategy_rank": 73.909605, + "production_rank": 79.480226, + "structural_overlay_pass": false, + "structural_overlay_score": 75.506215, + "structural_overlay_rr": 1.336162, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.923941, + "primary_prob": 46.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.385912, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 0.831308, + "range_504_ratio": 2.296321, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.050551, + "hold30_r": -1.0 + }, + { + "symbol": "FOX", + "date": "2025-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.683616, + "strategy_rank": 73.819209, + "production_rank": 78.440678, + "structural_overlay_pass": false, + "structural_overlay_score": 74.518644, + "structural_overlay_rr": 2.107141, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.065123, + "primary_prob": 26.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 91.0, + "primary_rejection_count": 27, + "primary_distance_atr": 3.097684, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.756377, + "range_504_ratio": 2.130544, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.011017, + "hold30_r": 3.027295 + }, + { + "symbol": "FOXA", + "date": "2025-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.830508, + "strategy_rank": 74.644068, + "production_rank": 79.706215, + "structural_overlay_pass": false, + "structural_overlay_score": 75.720904, + "structural_overlay_rr": 1.638841, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.404885, + "primary_prob": 39.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.107328, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.730789, + "range_504_ratio": 2.076719, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.351014, + "hold30_r": 3.375084 + }, + { + "symbol": "FTNT", + "date": "2025-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.045198, + "strategy_rank": 92.99435, + "production_rank": 94.011299, + "structural_overlay_pass": false, + "structural_overlay_score": 89.310734, + "structural_overlay_rr": 0.933333, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.626053, + "primary_prob": 23.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 54, + "primary_distance_atr": 3.939079, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.956452, + "range_504_ratio": 2.602448, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.021962, + "hold30_r": 1.299355 + }, + { + "symbol": "GILD", + "date": "2025-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.107345, + "strategy_rank": 76.700565, + "production_rank": 82.169492, + "structural_overlay_pass": false, + "structural_overlay_score": 78.061017, + "structural_overlay_rr": 1.315497, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.245987, + "primary_prob": 30.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.86898, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.658896, + "range_504_ratio": 1.932657, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.188133, + "hold30_r": 0.99937 + }, + { + "symbol": "GS", + "date": "2025-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.694915, + "strategy_rank": 74.474576, + "production_rank": 76.881356, + "structural_overlay_pass": false, + "structural_overlay_score": 73.037288, + "structural_overlay_rr": 0.848917, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.848917, + "primary_prob": 34.14, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.273376, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.936121, + "range_504_ratio": 2.55007, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.781552, + "hold30_r": 3.990004 + }, + { + "symbol": "HWM", + "date": "2025-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.384181, + "strategy_rank": 87.40113, + "production_rank": 90.39548, + "structural_overlay_pass": false, + "structural_overlay_score": 85.875706, + "structural_overlay_rr": 1.086291, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.694359, + "primary_prob": 42.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.041539, + "raw_level_count": 137, + "gate_level_count": 137, + "range_504_log": 1.504349, + "range_504_ratio": 4.501223, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.042523, + "hold30_r": -1.0 + }, + { + "symbol": "IBM", + "date": "2025-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.864407, + "strategy_rank": 74.711864, + "production_rank": 80.429379, + "structural_overlay_pass": false, + "structural_overlay_score": 76.40791, + "structural_overlay_rr": 1.814653, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.814333, + "primary_prob": 23.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.721499, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.779201, + "range_504_ratio": 2.179731, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.057303, + "hold30_r": -1.0 + }, + { + "symbol": "JBL", + "date": "2025-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.514124, + "strategy_rank": 89.751412, + "production_rank": 92.338983, + "structural_overlay_pass": false, + "structural_overlay_score": 87.722034, + "structural_overlay_rr": 0.986735, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.356733, + "primary_prob": 20.34, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.035099, + "raw_level_count": 105, + "gate_level_count": 105, + "range_504_log": 0.887619, + "range_504_ratio": 2.429339, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.048445, + "hold30_r": -1.0 + }, + { + "symbol": "JCI", + "date": "2025-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.926554, + "strategy_rank": 75.468927, + "production_rank": 79.954802, + "structural_overlay_pass": false, + "structural_overlay_score": 75.957062, + "structural_overlay_rr": 1.45553, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.865932, + "primary_prob": 37.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.298898, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.854993, + "range_504_ratio": 2.351357, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.808735, + "hold30_r": 1.200855 + }, + { + "symbol": "JPM", + "date": "2025-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.050847, + "strategy_rank": 68.067797, + "production_rank": 73.062147, + "structural_overlay_pass": false, + "structural_overlay_score": 69.40904, + "structural_overlay_rr": 1.121981, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.135032, + "primary_prob": 29.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.702548, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 0.801402, + "range_504_ratio": 2.228664, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.064837, + "hold30_r": 3.405317 + }, + { + "symbol": "KMI", + "date": "2025-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.067797, + "strategy_rank": 65.491525, + "production_rank": 71.683616, + "structural_overlay_pass": false, + "structural_overlay_score": 68.099435, + "structural_overlay_rr": 2.009213, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.854795, + "primary_prob": 31.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 59, + "primary_distance_atr": 2.782192, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.683662, + "range_504_ratio": 1.98112, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.05603, + "hold30_r": 0.690955 + }, + { + "symbol": "LUV", + "date": "2025-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.920904, + "strategy_rank": 82.80226, + "production_rank": 82.508475, + "structural_overlay_pass": false, + "structural_overlay_score": 78.383051, + "structural_overlay_rr": 2.688208, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 11, + "rr": 2.422653, + "primary_prob": 24.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 95, + "primary_distance_atr": 3.63398, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.549412, + "range_504_ratio": 1.732234, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.385739, + "hold30_r": 1.84821 + }, + { + "symbol": "LYV", + "date": "2025-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.186441, + "strategy_rank": 80.067797, + "production_rank": 83.774011, + "structural_overlay_pass": false, + "structural_overlay_score": 79.585311, + "structural_overlay_rr": 1.13525, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.707334, + "primary_prob": 50.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.061001, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.723982, + "range_504_ratio": 2.062631, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.652692, + "hold30_r": 2.846877 + }, + { + "symbol": "MCK", + "date": "2025-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.129944, + "strategy_rank": 59.129944, + "production_rank": 66.463277, + "structural_overlay_pass": false, + "structural_overlay_score": 63.140113, + "structural_overlay_rr": 1.866113, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.75653, + "primary_prob": 32.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 54, + "primary_distance_atr": 2.634795, + "raw_level_count": 110, + "gate_level_count": 110, + "range_504_log": 0.600599, + "range_504_ratio": 1.823211, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.05265, + "hold30_r": -1.0 + }, + { + "symbol": "META", + "date": "2025-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.59887, + "strategy_rank": 80.632768, + "production_rank": 81.288136, + "structural_overlay_pass": false, + "structural_overlay_score": 77.223729, + "structural_overlay_rr": 0.74208, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.74208, + "primary_prob": 38.56, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.11312, + "raw_level_count": 134, + "gate_level_count": 134, + "range_504_log": 1.050851, + "range_504_ratio": 2.860085, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.690941, + "hold30_r": -1.0 + }, + { + "symbol": "MOS", + "date": "2025-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.762712, + "strategy_rank": 79.728814, + "production_rank": 81.740113, + "structural_overlay_pass": false, + "structural_overlay_score": 77.653107, + "structural_overlay_rr": 0.896052, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.660988, + "primary_prob": 34.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 95, + "primary_distance_atr": 2.491482, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 0.649498, + "range_504_ratio": 1.91458, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.033784, + "hold30_r": 1.226372 + }, + { + "symbol": "MS", + "date": "2025-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.163842, + "strategy_rank": 75.740113, + "production_rank": 78.214689, + "structural_overlay_pass": false, + "structural_overlay_score": 74.303955, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.767715, + "primary_prob": 41.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.151572, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.739864, + "range_504_ratio": 2.09565, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.693857, + "hold30_r": 4.976415 + }, + { + "symbol": "MSTR", + "date": "2025-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.322034, + "strategy_rank": 99.152542, + "production_rank": 99.20904, + "structural_overlay_pass": false, + "structural_overlay_score": 94.248588, + "structural_overlay_rr": 0.974146, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.814547, + "primary_prob": 40.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.221821, + "raw_level_count": 194, + "gate_level_count": 194, + "range_504_log": 2.872521, + "range_504_ratio": 17.681537, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.030044, + "hold30_r": -1.0 + }, + { + "symbol": "NEM", + "date": "2025-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.355932, + "strategy_rank": 77.491525, + "production_rank": 78.779661, + "structural_overlay_pass": false, + "structural_overlay_score": 74.840678, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.261371, + "primary_prob": 41.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.892056, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.856914, + "range_504_ratio": 2.35588, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.214656, + "hold30_r": 4.27784 + }, + { + "symbol": "NFLX", + "date": "2025-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.740113, + "strategy_rank": 84.316384, + "production_rank": 88.79096, + "structural_overlay_pass": false, + "structural_overlay_score": 84.351412, + "structural_overlay_rr": 2.082231, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.82135, + "primary_prob": 43.53, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 42.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.232025, + "raw_level_count": 133, + "gate_level_count": 133, + "range_504_log": 1.358646, + "range_504_ratio": 3.89092, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.764487, + "hold30_r": 1.122432 + }, + { + "symbol": "NRG", + "date": "2025-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.062147, + "strategy_rank": 96.350282, + "production_rank": 96.587571, + "structural_overlay_pass": false, + "structural_overlay_score": 91.758192, + "structural_overlay_rr": 1.504348, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.148858, + "primary_prob": 26.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.723286, + "raw_level_count": 114, + "gate_level_count": 114, + "range_504_log": 1.587432, + "range_504_ratio": 4.891174, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.065603, + "hold30_r": -1.036593 + }, + { + "symbol": "NTRS", + "date": "2025-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.779661, + "strategy_rank": 76.915254, + "production_rank": 80.20339, + "structural_overlay_pass": false, + "structural_overlay_score": 76.19322, + "structural_overlay_rr": 1.874547, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.143002, + "primary_prob": 26.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.714503, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.756223, + "range_504_ratio": 2.130215, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.085589, + "hold30_r": 1.558095 + }, + { + "symbol": "NVDA", + "date": "2025-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.389831, + "strategy_rank": 84.813559, + "production_rank": 84.338983, + "structural_overlay_pass": true, + "structural_overlay_score": 85.122034, + "structural_overlay_rr": 2.276613, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.582456, + "primary_prob": 30.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.373684, + "raw_level_count": 191, + "gate_level_count": 191, + "range_504_log": 1.608418, + "range_504_ratio": 4.994902, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.054222, + "hold30_r": -1.0 + }, + { + "symbol": "ORCL", + "date": "2025-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.011299, + "strategy_rank": 89.638418, + "production_rank": 91.096045, + "structural_overlay_pass": false, + "structural_overlay_score": 86.541243, + "structural_overlay_rr": 0.972313, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.055603, + "primary_prob": 42.58, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.583405, + "raw_level_count": 110, + "gate_level_count": 110, + "range_504_log": 0.96628, + "range_504_ratio": 2.628148, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.045864, + "hold30_r": -1.0 + }, + { + "symbol": "PM", + "date": "2025-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.028249, + "strategy_rank": 76.689266, + "production_rank": 82.80226, + "structural_overlay_pass": false, + "structural_overlay_score": 78.662147, + "structural_overlay_rr": 1.949659, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.797439, + "primary_prob": 27.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 76.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.696159, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.760901, + "range_504_ratio": 2.140204, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.057571, + "hold30_r": -1.0 + }, + { + "symbol": "PODD", + "date": "2025-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.090395, + "strategy_rank": 87.683616, + "production_rank": 89.152542, + "structural_overlay_pass": false, + "structural_overlay_score": 84.694915, + "structural_overlay_rr": 1.618562, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.665084, + "primary_prob": 49.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.497625, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.962208, + "range_504_ratio": 2.617469, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.61996, + "hold30_r": 2.028378 + }, + { + "symbol": "PWR", + "date": "2025-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.60452, + "strategy_rank": 81.536723, + "production_rank": 84.225989, + "structural_overlay_pass": false, + "structural_overlay_score": 80.014689, + "structural_overlay_rr": 1.073239, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.715265, + "primary_prob": 40.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.072898, + "raw_level_count": 128, + "gate_level_count": 128, + "range_504_log": 1.016685, + "range_504_ratio": 2.764017, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.045987, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2025-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.966102, + "strategy_rank": 93.830508, + "production_rank": 95.20904, + "structural_overlay_pass": false, + "structural_overlay_score": 90.448588, + "structural_overlay_rr": 1.973156, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.089757, + "primary_prob": 28.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.634635, + "raw_level_count": 165, + "gate_level_count": 165, + "range_504_log": 1.513492, + "range_504_ratio": 4.542565, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.047079, + "hold30_r": 1.296411 + }, + { + "symbol": "RJF", + "date": "2025-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.40678, + "strategy_rank": 70.101695, + "production_rank": 74.870056, + "structural_overlay_pass": false, + "structural_overlay_score": 71.126554, + "structural_overlay_rr": 1.568757, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.585817, + "primary_prob": 20.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.378726, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.642698, + "range_504_ratio": 1.901604, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.5213, + "hold30_r": 2.190951 + }, + { + "symbol": "RL", + "date": "2025-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.333333, + "strategy_rank": 90.146893, + "production_rank": 91.20904, + "structural_overlay_pass": false, + "structural_overlay_score": 86.648588, + "structural_overlay_rr": 1.790601, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.358405, + "primary_prob": 21.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.037608, + "raw_level_count": 100, + "gate_level_count": 100, + "range_504_log": 1.037024, + "range_504_ratio": 2.82081, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.314158, + "hold30_r": 2.272949 + }, + { + "symbol": "SATS", + "date": "2025-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.19209, + "strategy_rank": 98.700565, + "production_rank": 98.531073, + "structural_overlay_pass": false, + "structural_overlay_score": 93.60452, + "structural_overlay_rr": 0.740478, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.958348, + "primary_prob": 45.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 77.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.437522, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 1.277781, + "range_504_ratio": 3.588667, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.937154, + "hold30_r": 17.482274 + }, + { + "symbol": "STX", + "date": "2025-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.858757, + "strategy_rank": 84.282486, + "production_rank": 84.474576, + "structural_overlay_pass": false, + "structural_overlay_score": 80.250847, + "structural_overlay_rr": 1.160831, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.704938, + "primary_prob": 40.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.057407, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 0.926128, + "range_504_ratio": 2.524716, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.668813, + "hold30_r": 8.919054 + }, + { + "symbol": "SYF", + "date": "2025-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.632768, + "strategy_rank": 82.80226, + "production_rank": 83.412429, + "structural_overlay_pass": false, + "structural_overlay_score": 79.241808, + "structural_overlay_rr": 0.812114, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.686133, + "primary_prob": 47.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.0292, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 0.994113, + "range_504_ratio": 2.702326, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.633981, + "hold30_r": 3.100952 + }, + { + "symbol": "T", + "date": "2025-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.559322, + "strategy_rank": 68.20339, + "production_rank": 76.655367, + "structural_overlay_pass": false, + "structural_overlay_score": 72.822599, + "structural_overlay_rr": 1.265709, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.12828, + "primary_prob": 28.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.69242, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.742657, + "range_504_ratio": 2.101512, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.060268, + "hold30_r": 1.151306 + }, + { + "symbol": "TKO", + "date": "2025-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.638418, + "strategy_rank": 80.451977, + "production_rank": 84.180791, + "structural_overlay_pass": false, + "structural_overlay_score": 79.971751, + "structural_overlay_rr": 1.649927, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.280535, + "primary_prob": 35.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 66.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.920803, + "raw_level_count": 105, + "gate_level_count": 105, + "range_504_log": 0.92599, + "range_504_ratio": 2.524366, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.236079, + "hold30_r": 5.582637 + }, + { + "symbol": "TMUS", + "date": "2025-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.903955, + "strategy_rank": 68.666667, + "production_rank": 72.745763, + "structural_overlay_pass": false, + "structural_overlay_score": 69.108475, + "structural_overlay_rr": 2.620104, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.500085, + "primary_prob": 42.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.250127, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.743396, + "range_504_ratio": 2.103065, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.436715, + "hold30_r": -0.620834 + }, + { + "symbol": "TPL", + "date": "2025-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.112994, + "strategy_rank": 82.858757, + "production_rank": 81.943503, + "structural_overlay_pass": false, + "structural_overlay_score": 77.846328, + "structural_overlay_rr": 1.620332, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.161612, + "primary_prob": 26.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.742418, + "raw_level_count": 129, + "gate_level_count": 129, + "range_504_log": 1.330609, + "range_504_ratio": 3.783345, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.130841, + "hold30_r": 0.135683 + }, + { + "symbol": "TRMB", + "date": "2025-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.214689, + "strategy_rank": 75.80791, + "production_rank": 79.276836, + "structural_overlay_pass": false, + "structural_overlay_score": 75.312994, + "structural_overlay_rr": 1.058396, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.89691, + "primary_prob": 30.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.845365, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.793568, + "range_504_ratio": 2.211271, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.050592, + "hold30_r": -1.0 + }, + { + "symbol": "TTWO", + "date": "2025-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.254237, + "strategy_rank": 82.101695, + "production_rank": 86.485876, + "structural_overlay_pass": false, + "structural_overlay_score": 82.161582, + "structural_overlay_rr": 1.614715, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.008911, + "primary_prob": 42.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 70.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.513367, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.631418, + "range_504_ratio": 1.880275, + "range_factor_pass": false, + "outcome": "ambiguous", + "net_r": -1.067672, + "hold30_r": -1.0 + }, + { + "symbol": "UAL", + "date": "2025-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.59322, + "strategy_rank": 95.830508, + "production_rank": 95.751412, + "structural_overlay_pass": false, + "structural_overlay_score": 90.963842, + "structural_overlay_rr": 1.589584, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.17974, + "primary_prob": 40.45, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 81.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.769609, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 1.236686, + "range_504_ratio": 3.444181, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.142488, + "hold30_r": 3.880597 + }, + { + "symbol": "UBER", + "date": "2025-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.542373, + "strategy_rank": 86.067797, + "production_rank": 88.225989, + "structural_overlay_pass": false, + "structural_overlay_score": 83.814689, + "structural_overlay_rr": 1.269039, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.77966, + "primary_prob": 37.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.16949, + "raw_level_count": 122, + "gate_level_count": 122, + "range_504_log": 0.890928, + "range_504_ratio": 2.437391, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.733039, + "hold30_r": 1.469016 + }, + { + "symbol": "ULTA", + "date": "2025-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.00565, + "strategy_rank": 81.988701, + "production_rank": 83.661017, + "structural_overlay_pass": false, + "structural_overlay_score": 79.477966, + "structural_overlay_rr": 1.994858, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.994095, + "primary_prob": 38.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 70.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.991142, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.620579, + "range_504_ratio": 1.860005, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.061824, + "hold30_r": -1.0 + }, + { + "symbol": "V", + "date": "2025-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.824859, + "strategy_rank": 63.672316, + "production_rank": 70.056497, + "structural_overlay_pass": false, + "structural_overlay_score": 66.553672, + "structural_overlay_rr": 0.91717, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.929646, + "primary_prob": 51.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 1.394469, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.499905, + "range_504_ratio": 1.648564, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.862768, + "hold30_r": 0.958595 + }, + { + "symbol": "VRSN", + "date": "2025-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.237288, + "strategy_rank": 74.779661, + "production_rank": 81.265537, + "structural_overlay_pass": false, + "structural_overlay_score": 77.20226, + "structural_overlay_rr": 1.486739, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.027897, + "primary_prob": 40.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 59.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.541846, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.620243, + "range_504_ratio": 1.859379, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.049226, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2025-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.785311, + "strategy_rank": 94.632768, + "production_rank": 94.350282, + "structural_overlay_pass": false, + "structural_overlay_score": 89.632768, + "structural_overlay_rr": 1.545446, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.396268, + "primary_prob": 35.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.094403, + "raw_level_count": 174, + "gate_level_count": 174, + "range_504_log": 1.571289, + "range_504_ratio": 4.812847, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.030534, + "hold30_r": -1.0 + }, + { + "symbol": "VST", + "date": "2025-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.757062, + "strategy_rank": 97.468927, + "production_rank": 97.898305, + "structural_overlay_pass": false, + "structural_overlay_score": 93.00339, + "structural_overlay_rr": 0.841891, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.790159, + "primary_prob": 36.29, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.185238, + "raw_level_count": 153, + "gate_level_count": 153, + "range_504_log": 2.050579, + "range_504_ratio": 7.772401, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.028854, + "hold30_r": -1.0 + }, + { + "symbol": "WFC", + "date": "2025-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.700565, + "strategy_rank": 75.514124, + "production_rank": 79.909605, + "structural_overlay_pass": false, + "structural_overlay_score": 75.914124, + "structural_overlay_rr": 1.610516, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.504645, + "primary_prob": 23.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.256967, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.792982, + "range_504_ratio": 2.209978, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.446688, + "hold30_r": 2.854564 + }, + { + "symbol": "WMB", + "date": "2025-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.310734, + "strategy_rank": 68.225989, + "production_rank": 73.920904, + "structural_overlay_pass": false, + "structural_overlay_score": 70.224859, + "structural_overlay_rr": 1.670268, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.98736, + "primary_prob": 49.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 1.481041, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.669166, + "range_504_ratio": 1.952608, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.934242, + "hold30_r": 1.018512 + }, + { + "symbol": "WRB", + "date": "2025-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.372881, + "strategy_rank": 60.508475, + "production_rank": 67.79661, + "structural_overlay_pass": false, + "structural_overlay_score": 64.40678, + "structural_overlay_rr": 1.321373, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.890759, + "primary_prob": 28.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 87.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.836138, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.640611, + "range_504_ratio": 1.89764, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.810896, + "hold30_r": 1.868148 + }, + { + "symbol": "WYNN", + "date": "2025-08-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.440678, + "strategy_rank": 83.254237, + "production_rank": 84.316384, + "structural_overlay_pass": false, + "structural_overlay_score": 80.100565, + "structural_overlay_rr": 1.253194, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.017884, + "primary_prob": 48.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 60, + "primary_distance_atr": 1.526827, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.543482, + "range_504_ratio": 1.721992, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.055068, + "hold30_r": -1.0 + }, + { + "symbol": "GEV", + "date": "2025-08-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.096045, + "strategy_rank": 96.519774, + "production_rank": 97.378531, + "structural_overlay_pass": false, + "structural_overlay_score": 92.509605, + "structural_overlay_rr": 0.788488, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.817531, + "primary_prob": 50.87, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.226296, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 1.738976, + "range_504_ratio": 5.691512, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.037635, + "hold30_r": -1.0 + }, + { + "symbol": "WBD", + "date": "2025-08-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.988701, + "strategy_rank": 88.022599, + "production_rank": 87.344633, + "structural_overlay_pass": false, + "structural_overlay_score": 82.977401, + "structural_overlay_rr": 2.676898, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.814836, + "primary_prob": 32.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 79, + "primary_distance_atr": 2.722253, + "raw_level_count": 95, + "gate_level_count": 95, + "range_504_log": 0.798809, + "range_504_ratio": 2.222892, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.78761, + "hold30_r": 10.855325 + }, + { + "symbol": "CEG", + "date": "2025-08-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.482759, + "strategy_rank": 93.482759, + "production_rank": 93.816092, + "structural_overlay_pass": false, + "structural_overlay_score": 89.125287, + "structural_overlay_rr": 0.725579, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.746877, + "primary_prob": 41.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.120315, + "raw_level_count": 137, + "gate_level_count": 137, + "range_504_log": 1.2488, + "range_504_ratio": 3.486158, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.032659, + "hold30_r": -1.0 + }, + { + "symbol": "APO", + "date": "2025-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.689655, + "strategy_rank": 81.862069, + "production_rank": 81.471264, + "structural_overlay_pass": false, + "structural_overlay_score": 77.397701, + "structural_overlay_rr": 1.675333, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.315637, + "primary_prob": 32.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.973455, + "raw_level_count": 111, + "gate_level_count": 111, + "range_504_log": 0.899103, + "range_504_ratio": 2.457399, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.039391, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2025-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.885057, + "strategy_rank": 99.678161, + "production_rank": 99.747126, + "structural_overlay_pass": true, + "structural_overlay_score": 99.75977, + "structural_overlay_rr": 2.7011, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.562505, + "primary_prob": 31.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.343757, + "raw_level_count": 194, + "gate_level_count": 194, + "range_504_log": 2.724175, + "range_504_ratio": 15.243832, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.025498, + "hold30_r": -1.0 + }, + { + "symbol": "AXON", + "date": "2025-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.701149, + "strategy_rank": 96.45977, + "production_rank": 96.873563, + "structural_overlay_pass": false, + "structural_overlay_score": 92.029885, + "structural_overlay_rr": 1.021435, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.692953, + "primary_prob": 44.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.039429, + "raw_level_count": 150, + "gate_level_count": 150, + "range_504_log": 1.54424, + "range_504_ratio": 4.684409, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.663809, + "hold30_r": -1.0 + }, + { + "symbol": "BA", + "date": "2025-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.528736, + "strategy_rank": 79.804598, + "production_rank": 80.712644, + "structural_overlay_pass": false, + "structural_overlay_score": 76.677011, + "structural_overlay_rr": 1.182633, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.985571, + "primary_prob": 38.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.478356, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.730387, + "range_504_ratio": 2.075883, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.057127, + "hold30_r": -1.0 + }, + { + "symbol": "BKNG", + "date": "2025-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.183908, + "strategy_rank": 75.149425, + "production_rank": 80.827586, + "structural_overlay_pass": false, + "structural_overlay_score": 76.786207, + "structural_overlay_rr": 0.976703, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.931754, + "primary_prob": 46.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 74.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.397631, + "raw_level_count": 106, + "gate_level_count": 106, + "range_504_log": 0.759245, + "range_504_ratio": 2.136663, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.867824, + "hold30_r": 0.368622 + }, + { + "symbol": "BSX", + "date": "2025-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.298851, + "strategy_rank": 64.954023, + "production_rank": 70.735632, + "structural_overlay_pass": false, + "structural_overlay_score": 67.198851, + "structural_overlay_rr": 1.02639, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.030113, + "primary_prob": 43.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 75.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.54517, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 0.812331, + "range_504_ratio": 2.253154, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.962081, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2025-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.563218, + "strategy_rank": 68.977011, + "production_rank": 77.172414, + "structural_overlay_pass": false, + "structural_overlay_score": 73.313793, + "structural_overlay_rr": 1.664422, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.948334, + "primary_prob": 42.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.422501, + "raw_level_count": 106, + "gate_level_count": 106, + "range_504_log": 0.682576, + "range_504_ratio": 1.97897, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.901182, + "hold30_r": 0.547735 + }, + { + "symbol": "CASY", + "date": "2025-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.356322, + "strategy_rank": 74.701149, + "production_rank": 78.91954, + "structural_overlay_pass": false, + "structural_overlay_score": 74.973563, + "structural_overlay_rr": 1.183674, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.742233, + "primary_prob": 48.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.11335, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 0.801096, + "range_504_ratio": 2.227982, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.069335, + "hold30_r": -1.0 + }, + { + "symbol": "CBOE", + "date": "2025-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.103448, + "strategy_rank": 61.103448, + "production_rank": 68.436782, + "structural_overlay_pass": false, + "structural_overlay_score": 65.014943, + "structural_overlay_rr": 1.571795, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.038377, + "primary_prob": 29.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.557566, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.549783, + "range_504_ratio": 1.732876, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.972103, + "hold30_r": -1.0 + }, + { + "symbol": "CIEN", + "date": "2025-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.758621, + "strategy_rank": 91.517241, + "production_rank": 91.931034, + "structural_overlay_pass": false, + "structural_overlay_score": 87.334483, + "structural_overlay_rr": 0.859114, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.752375, + "primary_prob": 39.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.128562, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.932089, + "range_504_ratio": 2.53981, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.04082, + "hold30_r": -1.0 + }, + { + "symbol": "CME", + "date": "2025-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.574713, + "strategy_rank": 64.229885, + "production_rank": 73.011494, + "structural_overlay_pass": false, + "structural_overlay_score": 69.36092, + "structural_overlay_rr": 1.6516, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.679429, + "primary_prob": 17.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.519144, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.4219, + "range_504_ratio": 1.524856, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.070328, + "hold30_r": -1.0 + }, + { + "symbol": "COF", + "date": "2025-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.655172, + "strategy_rank": 85.068966, + "production_rank": 86.597701, + "structural_overlay_pass": false, + "structural_overlay_score": 82.267816, + "structural_overlay_rr": 1.460997, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.98406, + "primary_prob": 44.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.47609, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 0.968747, + "range_504_ratio": 2.63464, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.080518, + "hold30_r": -1.023724 + }, + { + "symbol": "COHR", + "date": "2025-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.114943, + "strategy_rank": 85.528736, + "production_rank": 83.724138, + "structural_overlay_pass": false, + "structural_overlay_score": 79.537931, + "structural_overlay_rr": 2.035679, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.008632, + "primary_prob": 41.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.512949, + "raw_level_count": 112, + "gate_level_count": 112, + "range_504_log": 1.465364, + "range_504_ratio": 4.329118, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.989488, + "hold30_r": 1.602198 + }, + { + "symbol": "COIN", + "date": "2025-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.931034, + "strategy_rank": 98.172414, + "production_rank": 98.091954, + "structural_overlay_pass": false, + "structural_overlay_score": 93.187356, + "structural_overlay_rr": 0.845286, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.051392, + "primary_prob": 28.9, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 6.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.577088, + "raw_level_count": 155, + "gate_level_count": 155, + "range_504_log": 1.854081, + "range_504_ratio": 6.385825, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.02254, + "hold30_r": -1.0 + }, + { + "symbol": "COR", + "date": "2025-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.252874, + "strategy_rank": 60.735632, + "production_rank": 68.574713, + "structural_overlay_pass": false, + "structural_overlay_score": 65.145977, + "structural_overlay_rr": 1.396102, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.755747, + "primary_prob": 54.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.133621, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 0.589016, + "range_504_ratio": 1.802214, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.699931, + "hold30_r": 1.148055 + }, + { + "symbol": "CRWD", + "date": "2025-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.632184, + "strategy_rank": 92.873563, + "production_rank": 93.793103, + "structural_overlay_pass": false, + "structural_overlay_score": 89.103448, + "structural_overlay_rr": 1.604745, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.866448, + "primary_prob": 47.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 72.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.299672, + "raw_level_count": 139, + "gate_level_count": 139, + "range_504_log": 1.304587, + "range_504_ratio": 3.686165, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.828709, + "hold30_r": 2.512036 + }, + { + "symbol": "CSCO", + "date": "2025-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.816092, + "strategy_rank": 67.712644, + "production_rank": 74.413793, + "structural_overlay_pass": false, + "structural_overlay_score": 70.693103, + "structural_overlay_rr": 1.552721, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.147293, + "primary_prob": 25.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.72094, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.488787, + "range_504_ratio": 1.630337, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.066218, + "hold30_r": -1.0 + }, + { + "symbol": "CTVA", + "date": "2025-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.551724, + "strategy_rank": 65.758621, + "production_rank": 72.689655, + "structural_overlay_pass": false, + "structural_overlay_score": 69.055172, + "structural_overlay_rr": 1.245438, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.332006, + "primary_prob": 25.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.998009, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.582813, + "range_504_ratio": 1.791069, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.258638, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2025-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.62069, + "strategy_rank": 98.724138, + "production_rank": 98.689655, + "structural_overlay_pass": false, + "structural_overlay_score": 93.755172, + "structural_overlay_rr": 0.86709, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.387749, + "primary_prob": 19.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.081624, + "raw_level_count": 198, + "gate_level_count": 198, + "range_504_log": 2.801825, + "range_504_ratio": 16.474691, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.359986, + "hold30_r": 1.081837 + }, + { + "symbol": "DASH", + "date": "2025-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.287356, + "strategy_rank": 90.045977, + "production_rank": 91.793103, + "structural_overlay_pass": false, + "structural_overlay_score": 87.203448, + "structural_overlay_rr": 2.334276, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.763993, + "primary_prob": 38.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.14599, + "raw_level_count": 152, + "gate_level_count": 152, + "range_504_log": 1.381095, + "range_504_ratio": 3.979256, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.038541, + "hold30_r": -1.0 + }, + { + "symbol": "DE", + "date": "2025-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.390805, + "strategy_rank": 74.321839, + "production_rank": 79.011494, + "structural_overlay_pass": false, + "structural_overlay_score": 75.06092, + "structural_overlay_rr": 1.795134, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.735985, + "primary_prob": 33.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.603977, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.45045, + "range_504_ratio": 1.569018, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.045393, + "hold30_r": -0.70387 + }, + { + "symbol": "DIS", + "date": "2025-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.83908, + "strategy_rank": 74.356322, + "production_rank": 76.850575, + "structural_overlay_pass": false, + "structural_overlay_score": 73.008046, + "structural_overlay_rr": 1.124996, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.921509, + "primary_prob": 45.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 70.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.382263, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.459795, + "range_504_ratio": 1.583749, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.855545, + "hold30_r": -1.0 + }, + { + "symbol": "DRI", + "date": "2025-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.425287, + "strategy_rank": 69.770115, + "production_rank": 76.321839, + "structural_overlay_pass": false, + "structural_overlay_score": 72.505747, + "structural_overlay_rr": 1.405027, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.955744, + "primary_prob": 46.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 82.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.433617, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.537477, + "range_504_ratio": 1.711683, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.88279, + "hold30_r": -2.193309 + }, + { + "symbol": "EME", + "date": "2025-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.850575, + "strategy_rank": 81.954023, + "production_rank": 84.252874, + "structural_overlay_pass": true, + "structural_overlay_score": 85.04023, + "structural_overlay_rr": 2.12225, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.598012, + "primary_prob": 30.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.397017, + "raw_level_count": 123, + "gate_level_count": 123, + "range_504_log": 1.248861, + "range_504_ratio": 3.486371, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.553305, + "hold30_r": 1.129863 + }, + { + "symbol": "EQT", + "date": "2025-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.321839, + "strategy_rank": 87.632184, + "production_rank": 90.528736, + "structural_overlay_pass": false, + "structural_overlay_score": 86.002299, + "structural_overlay_rr": 2.205154, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.810039, + "primary_prob": 55.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.215059, + "raw_level_count": 93, + "gate_level_count": 93, + "range_504_log": 0.709338, + "range_504_ratio": 2.032645, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.043692, + "hold30_r": -1.0 + }, + { + "symbol": "EXE", + "date": "2025-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.804598, + "strategy_rank": 77.321839, + "production_rank": 81.816092, + "structural_overlay_pass": false, + "structural_overlay_score": 77.725287, + "structural_overlay_rr": 1.510106, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.642939, + "primary_prob": 22.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 57, + "primary_distance_atr": 3.964408, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.579141, + "range_504_ratio": 1.784505, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.043808, + "hold30_r": 2.48579 + }, + { + "symbol": "FFIV", + "date": "2025-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.195402, + "strategy_rank": 73.126437, + "production_rank": 78.482759, + "structural_overlay_pass": false, + "structural_overlay_score": 74.558621, + "structural_overlay_rr": 1.298133, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.86483, + "primary_prob": 48.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.297245, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 0.831308, + "range_504_ratio": 2.296321, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.053349, + "hold30_r": -1.0 + }, + { + "symbol": "FTNT", + "date": "2025-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.942529, + "strategy_rank": 85.183908, + "production_rank": 85.103448, + "structural_overlay_pass": false, + "structural_overlay_score": 80.848276, + "structural_overlay_rr": 0.718999, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.594397, + "primary_prob": 23.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 54, + "primary_distance_atr": 3.891595, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.956452, + "range_504_ratio": 2.602448, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.024962, + "hold30_r": 1.142294 + }, + { + "symbol": "HWM", + "date": "2025-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.091954, + "strategy_rank": 87.264368, + "production_rank": 90.206897, + "structural_overlay_pass": false, + "structural_overlay_score": 85.696552, + "structural_overlay_rr": 0.913444, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.913444, + "primary_prob": 33.54, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 8.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.370167, + "raw_level_count": 138, + "gate_level_count": 138, + "range_504_log": 1.504349, + "range_504_ratio": 4.501223, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.870114, + "hold30_r": 2.112494 + }, + { + "symbol": "IBKR", + "date": "2025-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.862069, + "strategy_rank": 92.758621, + "production_rank": 93.793103, + "structural_overlay_pass": false, + "structural_overlay_score": 89.103448, + "structural_overlay_rr": 0.928996, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.329425, + "primary_prob": 35.93, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.994138, + "raw_level_count": 119, + "gate_level_count": 119, + "range_504_log": 1.321866, + "range_504_ratio": 3.750413, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.040953, + "hold30_r": -1.0 + }, + { + "symbol": "IBM", + "date": "2025-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.885057, + "strategy_rank": 73.16092, + "production_rank": 78.735632, + "structural_overlay_pass": false, + "structural_overlay_score": 74.798851, + "structural_overlay_rr": 2.145956, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.15483, + "primary_prob": 25.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 89.0, + "primary_rejection_count": 27, + "primary_distance_atr": 3.232245, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.779201, + "range_504_ratio": 2.179731, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.101763, + "hold30_r": 5.281858 + }, + { + "symbol": "JBL", + "date": "2025-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.241379, + "strategy_rank": 89.758621, + "production_rank": 92.252874, + "structural_overlay_pass": false, + "structural_overlay_score": 87.64023, + "structural_overlay_rr": 1.518168, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.85692, + "primary_prob": 39.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.285379, + "raw_level_count": 106, + "gate_level_count": 106, + "range_504_log": 0.887619, + "range_504_ratio": 2.429339, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.042753, + "hold30_r": -1.0 + }, + { + "symbol": "JCI", + "date": "2025-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.114943, + "strategy_rank": 76.114943, + "production_rank": 80.781609, + "structural_overlay_pass": false, + "structural_overlay_score": 76.742529, + "structural_overlay_rr": 1.386005, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.736915, + "primary_prob": 43.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.105372, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.854993, + "range_504_ratio": 2.351357, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.673698, + "hold30_r": 0.598947 + }, + { + "symbol": "KMI", + "date": "2025-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.758621, + "strategy_rank": 63.758621, + "production_rank": 70.091954, + "structural_overlay_pass": false, + "structural_overlay_score": 66.587356, + "structural_overlay_rr": 2.230482, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.902806, + "primary_prob": 30.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 59, + "primary_distance_atr": 2.854209, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.683662, + "range_504_ratio": 1.98112, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.06076, + "hold30_r": 1.53881 + }, + { + "symbol": "KR", + "date": "2025-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.609195, + "strategy_rank": 73.091954, + "production_rank": 79.264368, + "structural_overlay_pass": false, + "structural_overlay_score": 75.301149, + "structural_overlay_rr": 1.840122, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.858015, + "primary_prob": 53.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.287023, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.576225, + "range_504_ratio": 1.779309, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.801645, + "hold30_r": -1.0 + }, + { + "symbol": "LITE", + "date": "2025-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.471264, + "strategy_rank": 97.126437, + "production_rank": 97.241379, + "structural_overlay_pass": false, + "structural_overlay_score": 92.37931, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.640713, + "primary_prob": 29.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.461069, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 1.302082, + "range_504_ratio": 3.676945, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.611768, + "hold30_r": 5.824605 + }, + { + "symbol": "LUV", + "date": "2025-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.172414, + "strategy_rank": 85.068966, + "production_rank": 85.103448, + "structural_overlay_pass": false, + "structural_overlay_score": 80.848276, + "structural_overlay_rr": 1.951382, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.766773, + "primary_prob": 32.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 95, + "primary_distance_atr": 2.65016, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.549412, + "range_504_ratio": 1.732234, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.727182, + "hold30_r": 1.179998 + }, + { + "symbol": "MCK", + "date": "2025-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.091954, + "strategy_rank": 62.643678, + "production_rank": 70.45977, + "structural_overlay_pass": false, + "structural_overlay_score": 66.936782, + "structural_overlay_rr": 2.322872, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.125021, + "primary_prob": 22.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 74.0, + "primary_rejection_count": 32, + "primary_distance_atr": 3.187532, + "raw_level_count": 111, + "gate_level_count": 111, + "range_504_log": 0.600599, + "range_504_ratio": 1.823211, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.073429, + "hold30_r": 3.320298 + }, + { + "symbol": "MNST", + "date": "2025-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.068966, + "strategy_rank": 61.689655, + "production_rank": 68.482759, + "structural_overlay_pass": false, + "structural_overlay_score": 65.058621, + "structural_overlay_rr": 1.17088, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.816631, + "primary_prob": 50.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.224947, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.43234, + "range_504_ratio": 1.540859, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.058957, + "hold30_r": -1.0 + }, + { + "symbol": "MOS", + "date": "2025-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.37931, + "strategy_rank": 76.448276, + "production_rank": 78.091954, + "structural_overlay_pass": false, + "structural_overlay_score": 74.187356, + "structural_overlay_rr": 1.183307, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.593131, + "primary_prob": 35.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 95, + "primary_distance_atr": 2.389697, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 0.634673, + "range_504_ratio": 1.886404, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.555181, + "hold30_r": 1.903411 + }, + { + "symbol": "MSTR", + "date": "2025-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.310345, + "strategy_rank": 99.068966, + "production_rank": 99.149425, + "structural_overlay_pass": false, + "structural_overlay_score": 94.191954, + "structural_overlay_rr": 0.737675, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.900308, + "primary_prob": 50.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 92.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.350461, + "raw_level_count": 194, + "gate_level_count": 194, + "range_504_log": 2.872521, + "range_504_ratio": 17.681537, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.027542, + "hold30_r": -1.0 + }, + { + "symbol": "NCLH", + "date": "2025-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.908046, + "strategy_rank": 86.252874, + "production_rank": 85.471264, + "structural_overlay_pass": false, + "structural_overlay_score": 81.197701, + "structural_overlay_rr": 2.191209, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.572708, + "primary_prob": 35.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 57, + "primary_distance_atr": 2.359063, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 0.835251, + "range_504_ratio": 2.305392, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.535401, + "hold30_r": 0.520714 + }, + { + "symbol": "NFLX", + "date": "2025-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.551724, + "strategy_rank": 83.62069, + "production_rank": 87.931034, + "structural_overlay_pass": false, + "structural_overlay_score": 83.534483, + "structural_overlay_rr": 0.840503, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.87963, + "primary_prob": 11.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.819445, + "raw_level_count": 133, + "gate_level_count": 133, + "range_504_log": 1.358646, + "range_504_ratio": 3.89092, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.057016, + "hold30_r": -1.0 + }, + { + "symbol": "NRG", + "date": "2025-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.252874, + "strategy_rank": 94.252874, + "production_rank": 94.252874, + "structural_overlay_pass": false, + "structural_overlay_score": 89.54023, + "structural_overlay_rr": 1.602052, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.936749, + "primary_prob": 25.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.905123, + "raw_level_count": 115, + "gate_level_count": 115, + "range_504_log": 1.587432, + "range_504_ratio": 4.891174, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.032133, + "hold30_r": -1.0 + }, + { + "symbol": "NTRS", + "date": "2025-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.011494, + "strategy_rank": 76.873563, + "production_rank": 80.252874, + "structural_overlay_pass": false, + "structural_overlay_score": 76.24023, + "structural_overlay_rr": 1.022896, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.076198, + "primary_prob": 44.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.614297, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.756223, + "range_504_ratio": 2.130215, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.016252, + "hold30_r": 1.124369 + }, + { + "symbol": "NVDA", + "date": "2025-08-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.712644, + "strategy_rank": 85.436782, + "production_rank": 85.195402, + "structural_overlay_pass": true, + "structural_overlay_score": 85.935632, + "structural_overlay_rr": 2.160695, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 2.160695, + "primary_prob": 22.53, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 3.241042, + "raw_level_count": 191, + "gate_level_count": 191, + "range_504_log": 1.608418, + "range_504_ratio": 4.994902, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.056467, + "hold30_r": -1.0 + }, + { + "symbol": "ORCL", + "date": "2025-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.022989, + "strategy_rank": 89.091954, + "production_rank": 90.735632, + "structural_overlay_pass": false, + "structural_overlay_score": 86.198851, + "structural_overlay_rr": 1.297828, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.403462, + "primary_prob": 19.15, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.105194, + "raw_level_count": 110, + "gate_level_count": 110, + "range_504_log": 0.96628, + "range_504_ratio": 2.628148, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.043217, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2025-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.54023, + "strategy_rank": 98.850575, + "production_rank": 99.08046, + "structural_overlay_pass": false, + "structural_overlay_score": 94.126437, + "structural_overlay_rr": 0.936251, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.936251, + "primary_prob": 46.4, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.404376, + "raw_level_count": 178, + "gate_level_count": 178, + "range_504_log": 2.631089, + "range_504_ratio": 13.888889, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.037746, + "hold30_r": -1.0 + }, + { + "symbol": "PM", + "date": "2025-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.942529, + "strategy_rank": 71.149425, + "production_rank": 79.08046, + "structural_overlay_pass": false, + "structural_overlay_score": 75.126437, + "structural_overlay_rr": 1.886805, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.366497, + "primary_prob": 20.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 74.0, + "primary_rejection_count": 28, + "primary_distance_atr": 3.549746, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.760901, + "range_504_ratio": 2.140204, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.05837, + "hold30_r": -1.0 + }, + { + "symbol": "PODD", + "date": "2025-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.954023, + "strategy_rank": 87.333333, + "production_rank": 88.873563, + "structural_overlay_pass": false, + "structural_overlay_score": 84.429885, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.512334, + "primary_prob": 32.02, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.268501, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.962208, + "range_504_ratio": 2.617469, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.464886, + "hold30_r": 0.166785 + }, + { + "symbol": "PWR", + "date": "2025-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.781609, + "strategy_rank": 78.885057, + "production_rank": 81.517241, + "structural_overlay_pass": false, + "structural_overlay_score": 77.441379, + "structural_overlay_rr": 1.604307, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.25779, + "primary_prob": 23.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.886684, + "raw_level_count": 128, + "gate_level_count": 128, + "range_504_log": 1.016685, + "range_504_ratio": 2.764017, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.214405, + "hold30_r": 1.604882 + }, + { + "symbol": "RCL", + "date": "2025-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.011494, + "strategy_rank": 92.873563, + "production_rank": 94.252874, + "structural_overlay_pass": false, + "structural_overlay_score": 89.54023, + "structural_overlay_rr": 1.884654, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.960375, + "primary_prob": 32.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.440563, + "raw_level_count": 165, + "gate_level_count": 165, + "range_504_log": 1.513492, + "range_504_ratio": 4.542565, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.915274, + "hold30_r": 1.053525 + }, + { + "symbol": "RJF", + "date": "2025-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.333333, + "strategy_rank": 69.229885, + "production_rank": 73.931034, + "structural_overlay_pass": false, + "structural_overlay_score": 70.234483, + "structural_overlay_rr": 1.2097, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.226551, + "primary_prob": 43.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.839827, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.642698, + "range_504_ratio": 1.901604, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.162761, + "hold30_r": 2.13448 + }, + { + "symbol": "RL", + "date": "2025-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.103448, + "strategy_rank": 88.689655, + "production_rank": 90.16092, + "structural_overlay_pass": false, + "structural_overlay_score": 85.652874, + "structural_overlay_rr": 1.176312, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.766356, + "primary_prob": 38.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.149534, + "raw_level_count": 100, + "gate_level_count": 100, + "range_504_log": 1.037024, + "range_504_ratio": 2.82081, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.723341, + "hold30_r": 1.598288 + }, + { + "symbol": "SATS", + "date": "2025-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.16092, + "strategy_rank": 98.678161, + "production_rank": 98.505747, + "structural_overlay_pass": false, + "structural_overlay_score": 93.58046, + "structural_overlay_rr": 1.833757, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.128809, + "primary_prob": 27.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.693214, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 1.277781, + "range_504_ratio": 3.588667, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.103494, + "hold30_r": 20.113327 + }, + { + "symbol": "SMCI", + "date": "2025-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.402299, + "strategy_rank": 89.678161, + "production_rank": 88.252874, + "structural_overlay_pass": false, + "structural_overlay_score": 83.84023, + "structural_overlay_rr": 1.975594, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.949805, + "primary_prob": 41.36, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 53.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.424707, + "raw_level_count": 191, + "gate_level_count": 191, + "range_504_log": 1.963559, + "range_504_ratio": 7.124638, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.260202, + "hold30_r": -1.239566 + }, + { + "symbol": "TPR", + "date": "2025-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.850575, + "strategy_rank": 93.16092, + "production_rank": 95.057471, + "structural_overlay_pass": false, + "structural_overlay_score": 90.304598, + "structural_overlay_rr": 1.646571, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.125759, + "primary_prob": 26.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.688638, + "raw_level_count": 97, + "gate_level_count": 97, + "range_504_log": 1.478925, + "range_504_ratio": 4.388226, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.096456, + "hold30_r": 2.045582 + }, + { + "symbol": "TRMB", + "date": "2025-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.747126, + "strategy_rank": 75.643678, + "production_rank": 79.011494, + "structural_overlay_pass": false, + "structural_overlay_score": 75.06092, + "structural_overlay_rr": 0.791567, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.666038, + "primary_prob": 34.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.499058, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.793568, + "range_504_ratio": 2.211271, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.055337, + "hold30_r": -1.0 + }, + { + "symbol": "TSLA", + "date": "2025-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.344828, + "strategy_rank": 92.62069, + "production_rank": 91.862069, + "structural_overlay_pass": false, + "structural_overlay_score": 87.268966, + "structural_overlay_rr": 1.904722, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.98307, + "primary_prob": 43.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 93.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.974605, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 1.258369, + "range_504_ratio": 3.519677, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.03507, + "hold30_r": -1.0 + }, + { + "symbol": "TTWO", + "date": "2025-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.333333, + "strategy_rank": 75.505747, + "production_rank": 81.448276, + "structural_overlay_pass": false, + "structural_overlay_score": 77.375862, + "structural_overlay_rr": 0.778555, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.842739, + "primary_prob": 41.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.264109, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 0.631418, + "range_504_ratio": 1.880275, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.792996, + "hold30_r": 2.449184 + }, + { + "symbol": "UAL", + "date": "2025-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.781609, + "strategy_rank": 96.781609, + "production_rank": 96.781609, + "structural_overlay_pass": false, + "structural_overlay_score": 91.942529, + "structural_overlay_rr": 1.854737, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.895586, + "primary_prob": 30.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.843379, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 1.236686, + "range_504_ratio": 3.444181, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.856758, + "hold30_r": -0.240865 + }, + { + "symbol": "ULTA", + "date": "2025-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.149425, + "strategy_rank": 84.287356, + "production_rank": 86.574713, + "structural_overlay_pass": false, + "structural_overlay_score": 82.245977, + "structural_overlay_rr": 1.5244, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.548705, + "primary_prob": 36.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.323057, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.620579, + "range_504_ratio": 1.860005, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.055471, + "hold30_r": -1.0 + }, + { + "symbol": "V", + "date": "2025-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.609195, + "strategy_rank": 63.229885, + "production_rank": 69.356322, + "structural_overlay_pass": false, + "structural_overlay_score": 65.888506, + "structural_overlay_rr": 0.870321, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.775225, + "primary_prob": 56.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 1.162838, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.499905, + "range_504_ratio": 1.648564, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.698978, + "hold30_r": -1.020701 + }, + { + "symbol": "VRSN", + "date": "2025-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.793103, + "strategy_rank": 74.724138, + "production_rank": 81.08046, + "structural_overlay_pass": false, + "structural_overlay_score": 77.026437, + "structural_overlay_rr": 2.283413, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.791972, + "primary_prob": 24.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 59.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.687959, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.620243, + "range_504_ratio": 1.859379, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.740595, + "hold30_r": 1.694491 + }, + { + "symbol": "VRT", + "date": "2025-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.528736, + "strategy_rank": 93.528736, + "production_rank": 93.195402, + "structural_overlay_pass": false, + "structural_overlay_score": 88.535632, + "structural_overlay_rr": 1.160205, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.344473, + "primary_prob": 22.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.01671, + "raw_level_count": 174, + "gate_level_count": 174, + "range_504_log": 1.571289, + "range_504_ratio": 4.812847, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.029175, + "hold30_r": -1.0 + }, + { + "symbol": "VST", + "date": "2025-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.390805, + "strategy_rank": 97.011494, + "production_rank": 97.471264, + "structural_overlay_pass": false, + "structural_overlay_score": 92.597701, + "structural_overlay_rr": 1.099913, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.685154, + "primary_prob": 56.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.02773, + "raw_level_count": 153, + "gate_level_count": 153, + "range_504_log": 1.995833, + "range_504_ratio": 7.358331, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.029214, + "hold30_r": -1.0 + }, + { + "symbol": "WELL", + "date": "2025-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.321839, + "strategy_rank": 62.942529, + "production_rank": 70.735632, + "structural_overlay_pass": false, + "structural_overlay_score": 67.198851, + "structural_overlay_rr": 1.479875, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.414004, + "primary_prob": 20.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.121005, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.780592, + "range_504_ratio": 2.182763, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.345164, + "hold30_r": 2.768387 + }, + { + "symbol": "WFC", + "date": "2025-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.62069, + "strategy_rank": 75.724138, + "production_rank": 80.022989, + "structural_overlay_pass": false, + "structural_overlay_score": 76.021839, + "structural_overlay_rr": 1.590334, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.608161, + "primary_prob": 17.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.412242, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.792982, + "range_504_ratio": 2.209978, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.058865, + "hold30_r": -1.0 + }, + { + "symbol": "WMB", + "date": "2025-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.563218, + "strategy_rank": 66.908046, + "production_rank": 72.45977, + "structural_overlay_pass": false, + "structural_overlay_score": 68.836782, + "structural_overlay_rr": 1.615428, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.334469, + "primary_prob": 40.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.001704, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.669166, + "range_504_ratio": 1.952608, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.277833, + "hold30_r": 3.294071 + }, + { + "symbol": "WMT", + "date": "2025-08-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.482759, + "strategy_rank": 67.827586, + "production_rank": 73.37931, + "structural_overlay_pass": false, + "structural_overlay_score": 69.710345, + "structural_overlay_rr": 0.953586, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.953586, + "primary_prob": 33.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.43038, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.747795, + "range_504_ratio": 2.112337, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.085105, + "hold30_r": -1.0 + }, + { + "symbol": "WYNN", + "date": "2025-08-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.045977, + "strategy_rank": 84.08046, + "production_rank": 85.402299, + "structural_overlay_pass": false, + "structural_overlay_score": 81.132184, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 2.010866, + "primary_prob": 25.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 3.016299, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.545349, + "range_504_ratio": 1.725211, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.957667, + "hold30_r": 4.200848 + }, + { + "symbol": "GEV", + "date": "2025-08-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.08046, + "strategy_rank": 96.390805, + "production_rank": 97.287356, + "structural_overlay_pass": false, + "structural_overlay_score": 92.422989, + "structural_overlay_rr": 1.476033, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.23152, + "primary_prob": 44.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.84728, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 1.738976, + "range_504_ratio": 5.691512, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.035763, + "hold30_r": -1.0 + }, + { + "symbol": "WBD", + "date": "2025-08-15", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.712644, + "strategy_rank": 94.022989, + "production_rank": 94.252874, + "structural_overlay_pass": false, + "structural_overlay_score": 89.54023, + "structural_overlay_rr": 1.502921, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.585147, + "primary_prob": 23.36, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 3.87772, + "raw_level_count": 95, + "gate_level_count": 95, + "range_504_log": 0.736256, + "range_504_ratio": 2.088102, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.554721, + "hold30_r": 9.005713 + }, + { + "symbol": "CEG", + "date": "2025-08-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.330296, + "strategy_rank": 93.969844, + "production_rank": 94.423328, + "structural_overlay_pass": false, + "structural_overlay_score": 89.702161, + "structural_overlay_rr": 1.561805, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.572862, + "primary_prob": 20.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.359292, + "raw_level_count": 137, + "gate_level_count": 137, + "range_504_log": 1.2488, + "range_504_ratio": 3.486158, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.034569, + "hold30_r": -1.0 + }, + { + "symbol": "HOOD", + "date": "2025-08-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.886105, + "strategy_rank": 99.40891, + "production_rank": 99.567975, + "structural_overlay_pass": false, + "structural_overlay_score": 94.589576, + "structural_overlay_rr": 0.86513, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.86513, + "primary_prob": 34.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.297694, + "raw_level_count": 168, + "gate_level_count": 168, + "range_504_log": 2.700011, + "range_504_ratio": 14.879899, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.022504, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2025-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.430524, + "strategy_rank": 99.430912, + "production_rank": 99.430783, + "structural_overlay_pass": false, + "structural_overlay_score": 94.459244, + "structural_overlay_rr": 1.609829, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.609829, + "primary_prob": 30.66, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.414743, + "raw_level_count": 194, + "gate_level_count": 194, + "range_504_log": 2.724175, + "range_504_ratio": 15.243832, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.585288, + "hold30_r": 7.735618 + }, + { + "symbol": "AVGO", + "date": "2025-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.735763, + "strategy_rank": 91.967307, + "production_rank": 92.556792, + "structural_overlay_pass": false, + "structural_overlay_score": 87.928953, + "structural_overlay_rr": 1.393112, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.243068, + "primary_prob": 24.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.864602, + "raw_level_count": 128, + "gate_level_count": 128, + "range_504_log": 1.384122, + "range_504_ratio": 3.991322, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.201568, + "hold30_r": 3.494404 + }, + { + "symbol": "AXON", + "date": "2025-08-21", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 96.924829, + "strategy_rank": 95.154199, + "production_rank": 95.744409, + "structural_overlay_pass": true, + "structural_overlay_score": 95.957188, + "structural_overlay_rr": 2.547835, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.129759, + "primary_prob": 23.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 4, + "primary_distance_atr": 3.194639, + "raw_level_count": 151, + "gate_level_count": 151, + "range_504_log": 1.54424, + "range_504_ratio": 4.684409, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.031785, + "hold30_r": -1.0 + }, + { + "symbol": "BKNG", + "date": "2025-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.116173, + "strategy_rank": 74.042685, + "production_rank": 79.733848, + "structural_overlay_pass": false, + "structural_overlay_score": 75.747155, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.801843, + "primary_prob": 51.05, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.202765, + "raw_level_count": 106, + "gate_level_count": 106, + "range_504_log": 0.759245, + "range_504_ratio": 2.136663, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.071132, + "hold30_r": -1.0 + }, + { + "symbol": "BSX", + "date": "2025-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.599089, + "strategy_rank": 66.053453, + "production_rank": 71.901998, + "structural_overlay_pass": false, + "structural_overlay_score": 68.306898, + "structural_overlay_rr": 1.277375, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.717111, + "primary_prob": 54.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 77.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.075667, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 0.812331, + "range_504_ratio": 2.253154, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.645051, + "hold30_r": -1.0 + }, + { + "symbol": "C", + "date": "2025-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.179954, + "strategy_rank": 79.36915, + "production_rank": 82.639418, + "structural_overlay_pass": false, + "structural_overlay_score": 78.507447, + "structural_overlay_rr": 1.209208, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.960148, + "primary_prob": 33.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.440223, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.931681, + "range_504_ratio": 2.538774, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.897688, + "hold30_r": 1.737077 + }, + { + "symbol": "CAH", + "date": "2025-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.318907, + "strategy_rank": 67.17778, + "production_rank": 74.891489, + "structural_overlay_pass": false, + "structural_overlay_score": 71.146914, + "structural_overlay_rr": 1.627792, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.826355, + "primary_prob": 46.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.239533, + "raw_level_count": 106, + "gate_level_count": 106, + "range_504_log": 0.682576, + "range_504_ratio": 1.97897, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.772972, + "hold30_r": -1.0 + }, + { + "symbol": "CASY", + "date": "2025-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.560364, + "strategy_rank": 73.410437, + "production_rank": 77.793746, + "structural_overlay_pass": false, + "structural_overlay_score": 73.904059, + "structural_overlay_rr": 1.159394, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.680381, + "primary_prob": 53.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 62.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.020572, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 0.801096, + "range_504_ratio": 2.227982, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.078179, + "hold30_r": -1.0 + }, + { + "symbol": "CBOE", + "date": "2025-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.890661, + "strategy_rank": 59.914372, + "production_rank": 67.239801, + "structural_overlay_pass": false, + "structural_overlay_score": 63.877811, + "structural_overlay_rr": 0.863714, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.863714, + "primary_prob": 33.82, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.295571, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.54511, + "range_504_ratio": 1.724797, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.071522, + "hold30_r": -1.0 + }, + { + "symbol": "CCL", + "date": "2025-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.785877, + "strategy_rank": 93.811478, + "production_rank": 94.469611, + "structural_overlay_pass": false, + "structural_overlay_score": 89.74613, + "structural_overlay_rr": 1.3646, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.3646, + "primary_prob": 20.37, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.0469, + "raw_level_count": 114, + "gate_level_count": 114, + "range_504_log": 1.050964, + "range_504_ratio": 2.860406, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.317426, + "hold30_r": -0.564084 + }, + { + "symbol": "CIEN", + "date": "2025-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.91344, + "strategy_rank": 91.03259, + "production_rank": 91.326206, + "structural_overlay_pass": false, + "structural_overlay_score": 86.759896, + "structural_overlay_rr": 1.806341, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.019137, + "primary_prob": 34.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.528706, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.932089, + "range_504_ratio": 2.53981, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.979213, + "hold30_r": 14.644959 + }, + { + "symbol": "COF", + "date": "2025-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.699317, + "strategy_rank": 83.684976, + "production_rank": 85.02309, + "structural_overlay_pass": false, + "structural_overlay_score": 80.771935, + "structural_overlay_rr": 1.326675, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.311198, + "primary_prob": 25.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.966798, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 0.968747, + "range_504_ratio": 2.63464, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.254281, + "hold30_r": 0.320816 + }, + { + "symbol": "COIN", + "date": "2025-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.063781, + "strategy_rank": 98.269647, + "production_rank": 98.201025, + "structural_overlay_pass": false, + "structural_overlay_score": 93.290974, + "structural_overlay_rr": 2.478194, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.569977, + "primary_prob": 24.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.354965, + "raw_level_count": 156, + "gate_level_count": 156, + "range_504_log": 1.854081, + "range_504_ratio": 6.385825, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.547241, + "hold30_r": 3.018808 + }, + { + "symbol": "CRWD", + "date": "2025-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.191344, + "strategy_rank": 91.468032, + "production_rank": 92.375802, + "structural_overlay_pass": false, + "structural_overlay_score": 87.757012, + "structural_overlay_rr": 1.277748, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.78737, + "primary_prob": 43.6, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 36.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.181056, + "raw_level_count": 140, + "gate_level_count": 140, + "range_504_log": 1.304587, + "range_504_ratio": 3.686165, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.746465, + "hold30_r": 3.745196 + }, + { + "symbol": "CSCO", + "date": "2025-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.460137, + "strategy_rank": 64.335732, + "production_rank": 70.3772, + "structural_overlay_pass": false, + "structural_overlay_score": 66.85834, + "structural_overlay_rr": 2.662814, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.254195, + "primary_prob": 6.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 4, + "primary_distance_atr": 3.381293, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.488787, + "range_504_ratio": 1.630337, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.064543, + "hold30_r": 0.433369 + }, + { + "symbol": "CTVA", + "date": "2025-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.965831, + "strategy_rank": 64.316991, + "production_rank": 71.199938, + "structural_overlay_pass": false, + "structural_overlay_score": 67.639941, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.879892, + "primary_prob": 37.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.319838, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.582813, + "range_504_ratio": 1.791069, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.79425, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2025-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.291572, + "strategy_rank": 98.360918, + "production_rank": 98.337803, + "structural_overlay_pass": false, + "structural_overlay_score": 93.420913, + "structural_overlay_rr": 0.999464, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.791074, + "primary_prob": 43.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.18661, + "raw_level_count": 198, + "gate_level_count": 198, + "range_504_log": 2.801825, + "range_504_ratio": 16.474691, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.763635, + "hold30_r": 1.48301 + }, + { + "symbol": "DASH", + "date": "2025-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.558087, + "strategy_rank": 90.004297, + "production_rank": 91.85556, + "structural_overlay_pass": false, + "structural_overlay_score": 87.262782, + "structural_overlay_rr": 2.630858, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.985644, + "primary_prob": 31.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.478466, + "raw_level_count": 154, + "gate_level_count": 154, + "range_504_log": 1.381095, + "range_504_ratio": 3.979256, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.9456, + "hold30_r": 2.126461 + }, + { + "symbol": "DE", + "date": "2025-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.421412, + "strategy_rank": 70.635898, + "production_rank": 75.564403, + "structural_overlay_pass": false, + "structural_overlay_score": 71.786182, + "structural_overlay_rr": 1.583375, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.777739, + "primary_prob": 56.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 1.166609, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.45045, + "range_504_ratio": 1.569018, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.048642, + "hold30_r": -1.0 + }, + { + "symbol": "DIS", + "date": "2025-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.979499, + "strategy_rank": 73.424286, + "production_rank": 75.94269, + "structural_overlay_pass": false, + "structural_overlay_score": 72.145555, + "structural_overlay_rr": 1.936454, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.049602, + "primary_prob": 41.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 70.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.574403, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.459795, + "range_504_ratio": 1.583749, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.976775, + "hold30_r": -1.0 + }, + { + "symbol": "DRI", + "date": "2025-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.015945, + "strategy_rank": 66.433889, + "production_rank": 73.294574, + "structural_overlay_pass": false, + "structural_overlay_score": 69.629846, + "structural_overlay_rr": 0.883325, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.895197, + "primary_prob": 50.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 92.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.342796, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.537477, + "range_504_ratio": 1.711683, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.822001, + "hold30_r": -2.28052 + }, + { + "symbol": "EME", + "date": "2025-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.888383, + "strategy_rank": 83.292322, + "production_rank": 85.824343, + "structural_overlay_pass": true, + "structural_overlay_score": 86.533125, + "structural_overlay_rr": 2.316602, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.733271, + "primary_prob": 28.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.599906, + "raw_level_count": 124, + "gate_level_count": 124, + "range_504_log": 1.248861, + "range_504_ratio": 3.486371, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.683434, + "hold30_r": 1.776918 + }, + { + "symbol": "EMR", + "date": "2025-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.118451, + "strategy_rank": 72.482916, + "production_rank": 75.694761, + "structural_overlay_pass": false, + "structural_overlay_score": 71.910023, + "structural_overlay_rr": 1.941137, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.525352, + "primary_prob": 19.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.288028, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.592389, + "range_504_ratio": 1.808303, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.464795, + "hold30_r": 1.086944 + }, + { + "symbol": "EQT", + "date": "2025-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.824601, + "strategy_rank": 85.431766, + "production_rank": 87.896045, + "structural_overlay_pass": false, + "structural_overlay_score": 83.501242, + "structural_overlay_rr": 2.217342, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.814346, + "primary_prob": 55.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.221519, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 0.709338, + "range_504_ratio": 2.032645, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.043924, + "hold30_r": -1.0 + }, + { + "symbol": "ETR", + "date": "2025-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.596811, + "strategy_rank": 66.522313, + "production_rank": 75.213812, + "structural_overlay_pass": false, + "structural_overlay_score": 71.453122, + "structural_overlay_rr": 0.871982, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.894534, + "primary_prob": 35.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.341801, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.752217, + "range_504_ratio": 2.121699, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.077686, + "hold30_r": -1.0 + }, + { + "symbol": "EXE", + "date": "2025-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.510251, + "strategy_rank": 72.861721, + "production_rank": 76.744564, + "structural_overlay_pass": false, + "structural_overlay_score": 72.907336, + "structural_overlay_rr": 1.981756, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.683325, + "primary_prob": 22.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 57, + "primary_distance_atr": 4.024988, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.579141, + "range_504_ratio": 1.784505, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.636764, + "hold30_r": 2.924426 + }, + { + "symbol": "EXPE", + "date": "2025-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.257403, + "strategy_rank": 81.939273, + "production_rank": 82.37865, + "structural_overlay_pass": false, + "structural_overlay_score": 78.259717, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.46811, + "primary_prob": 32.86, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.202165, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 0.8343, + "range_504_ratio": 2.303201, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.419367, + "hold30_r": 1.647321 + }, + { + "symbol": "FFIV", + "date": "2025-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.863326, + "strategy_rank": 73.233873, + "production_rank": 78.777024, + "structural_overlay_pass": false, + "structural_overlay_score": 74.838173, + "structural_overlay_rr": 0.964298, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.325259, + "primary_prob": 21.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.987888, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 0.831308, + "range_504_ratio": 2.296321, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.266182, + "hold30_r": 1.010528 + }, + { + "symbol": "FIX", + "date": "2025-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.052392, + "strategy_rank": 92.238947, + "production_rank": 92.510095, + "structural_overlay_pass": false, + "structural_overlay_score": 87.88459, + "structural_overlay_rr": 1.036454, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.090053, + "primary_prob": 41.62, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.635079, + "raw_level_count": 163, + "gate_level_count": 163, + "range_504_log": 1.574323, + "range_504_ratio": 4.827474, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.0515, + "hold30_r": 3.44445 + }, + { + "symbol": "FTNT", + "date": "2025-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.05467, + "strategy_rank": 84.645087, + "production_rank": 84.448281, + "structural_overlay_pass": false, + "structural_overlay_score": 80.225867, + "structural_overlay_rr": 2.305364, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.74528, + "primary_prob": 22.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 54, + "primary_distance_atr": 4.11792, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.956452, + "range_504_ratio": 2.602448, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.02744, + "hold30_r": 1.41874 + }, + { + "symbol": "GE", + "date": "2025-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.091116, + "strategy_rank": 78.813781, + "production_rank": 82.572893, + "structural_overlay_pass": false, + "structural_overlay_score": 78.444248, + "structural_overlay_rr": 1.366702, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.405278, + "primary_prob": 19.32, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.107917, + "raw_level_count": 109, + "gate_level_count": 109, + "range_504_log": 0.981137, + "range_504_ratio": 2.667488, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.34623, + "hold30_r": 3.108313 + }, + { + "symbol": "GILD", + "date": "2025-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.280182, + "strategy_rank": 76.205218, + "production_rank": 81.896873, + "structural_overlay_pass": false, + "structural_overlay_score": 77.802029, + "structural_overlay_rr": 0.9078, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.934119, + "primary_prob": 32.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.401179, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.674364, + "range_504_ratio": 1.962784, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.054977, + "hold30_r": -1.0 + }, + { + "symbol": "GS", + "date": "2025-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.548975, + "strategy_rank": 73.516101, + "production_rank": 76.193725, + "structural_overlay_pass": false, + "structural_overlay_score": 72.384039, + "structural_overlay_rr": 0.913524, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.582021, + "primary_prob": 16.15, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.373032, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.951145, + "range_504_ratio": 2.588673, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.513583, + "hold30_r": 3.538279 + }, + { + "symbol": "HWM", + "date": "2025-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.013667, + "strategy_rank": 87.084567, + "production_rank": 90.060934, + "structural_overlay_pass": false, + "structural_overlay_score": 85.557887, + "structural_overlay_rr": 1.402608, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.402608, + "primary_prob": 20.77, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 8.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.103912, + "raw_level_count": 139, + "gate_level_count": 139, + "range_504_log": 1.504349, + "range_504_ratio": 4.501223, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.354773, + "hold30_r": 2.208831 + }, + { + "symbol": "IBKR", + "date": "2025-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.697039, + "strategy_rank": 93.2902, + "production_rank": 94.425813, + "structural_overlay_pass": false, + "structural_overlay_score": 89.704522, + "structural_overlay_rr": 1.133659, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.133659, + "primary_prob": 27.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.700489, + "raw_level_count": 119, + "gate_level_count": 119, + "range_504_log": 1.321866, + "range_504_ratio": 3.750413, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.090318, + "hold30_r": 2.737017 + }, + { + "symbol": "IBM", + "date": "2025-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.610478, + "strategy_rank": 71.879608, + "production_rank": 77.456565, + "structural_overlay_pass": false, + "structural_overlay_score": 73.583736, + "structural_overlay_rr": 2.186278, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.215966, + "primary_prob": 24.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 89.0, + "primary_rejection_count": 27, + "primary_distance_atr": 3.323949, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.779201, + "range_504_ratio": 2.179731, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.153429, + "hold30_r": 6.39604 + }, + { + "symbol": "JBL", + "date": "2025-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.38041, + "strategy_rank": 90.39356, + "production_rank": 92.72251, + "structural_overlay_pass": false, + "structural_overlay_score": 88.086384, + "structural_overlay_rr": 2.230756, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.238618, + "primary_prob": 26.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.857927, + "raw_level_count": 106, + "gate_level_count": 106, + "range_504_log": 0.887619, + "range_504_ratio": 2.429339, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.196109, + "hold30_r": -0.308877 + }, + { + "symbol": "JCI", + "date": "2025-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.635535, + "strategy_rank": 75.665329, + "production_rank": 80.322065, + "structural_overlay_pass": false, + "structural_overlay_score": 76.305961, + "structural_overlay_rr": 1.44575, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.866103, + "primary_prob": 39.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.299154, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.854993, + "range_504_ratio": 2.351357, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.803946, + "hold30_r": 1.198635 + }, + { + "symbol": "KR", + "date": "2025-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.14123, + "strategy_rank": 72.953407, + "production_rank": 79.349348, + "structural_overlay_pass": false, + "structural_overlay_score": 75.38188, + "structural_overlay_rr": 0.954065, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.956044, + "primary_prob": 35.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.434067, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.576225, + "range_504_ratio": 1.779309, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.064264, + "hold30_r": -1.0 + }, + { + "symbol": "LITE", + "date": "2025-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.241458, + "strategy_rank": 96.244021, + "production_rank": 96.243166, + "structural_overlay_pass": false, + "structural_overlay_score": 91.431008, + "structural_overlay_rr": 1.682333, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.73043, + "primary_prob": 53.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.095646, + "raw_level_count": 98, + "gate_level_count": 98, + "range_504_log": 1.302082, + "range_504_ratio": 3.676945, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.698969, + "hold30_r": 6.212952 + }, + { + "symbol": "LUV", + "date": "2025-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.826879, + "strategy_rank": 84.076543, + "production_rank": 83.993322, + "structural_overlay_pass": false, + "structural_overlay_score": 79.793656, + "structural_overlay_rr": 1.920621, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.735501, + "primary_prob": 33.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 95, + "primary_distance_atr": 2.603251, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 0.549412, + "range_504_ratio": 1.732234, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.689997, + "hold30_r": 1.061804 + }, + { + "symbol": "MCK", + "date": "2025-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.218679, + "strategy_rank": 63.012166, + "production_rank": 70.74767, + "structural_overlay_pass": false, + "structural_overlay_score": 67.210287, + "structural_overlay_rr": 1.153099, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.946256, + "primary_prob": 60.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 74.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.419384, + "raw_level_count": 112, + "gate_level_count": 112, + "range_504_log": 0.600599, + "range_504_ratio": 1.823211, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.057275, + "hold30_r": -1.0 + }, + { + "symbol": "MOS", + "date": "2025-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.738041, + "strategy_rank": 78.646174, + "production_rank": 80.676796, + "structural_overlay_pass": false, + "structural_overlay_score": 76.642957, + "structural_overlay_rr": 2.033271, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.819517, + "primary_prob": 21.52, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 120, + "primary_distance_atr": 4.229275, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 0.598217, + "range_504_ratio": 1.818873, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.774121, + "hold30_r": 1.336396 + }, + { + "symbol": "MS", + "date": "2025-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.182232, + "strategy_rank": 72.491199, + "production_rank": 75.054877, + "structural_overlay_pass": false, + "structural_overlay_score": 71.302133, + "structural_overlay_rr": 1.341425, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.286469, + "primary_prob": 21.89, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.929704, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.764308, + "range_504_ratio": 2.147508, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.212936, + "hold30_r": 3.458662 + }, + { + "symbol": "MSTR", + "date": "2025-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.202733, + "strategy_rank": 99.135095, + "production_rank": 99.157641, + "structural_overlay_pass": false, + "structural_overlay_score": 94.199759, + "structural_overlay_rr": 1.716238, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.726271, + "primary_prob": 33.34, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.589406, + "raw_level_count": 194, + "gate_level_count": 194, + "range_504_log": 2.872521, + "range_504_ratio": 17.681537, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.025543, + "hold30_r": -1.0 + }, + { + "symbol": "NCLH", + "date": "2025-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.927107, + "strategy_rank": 89.060339, + "production_rank": 88.682595, + "structural_overlay_pass": false, + "structural_overlay_score": 84.248465, + "structural_overlay_rr": 2.11665, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.775786, + "primary_prob": 32.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 71, + "primary_distance_atr": 2.663679, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 0.835251, + "range_504_ratio": 2.305392, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.737541, + "hold30_r": 0.785855 + }, + { + "symbol": "NFLX", + "date": "2025-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.102506, + "strategy_rank": 82.253572, + "production_rank": 86.53655, + "structural_overlay_pass": false, + "structural_overlay_score": 82.209723, + "structural_overlay_rr": 1.658236, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.065318, + "primary_prob": 33.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.597977, + "raw_level_count": 133, + "gate_level_count": 133, + "range_504_log": 1.358646, + "range_504_ratio": 3.89092, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.009212, + "hold30_r": -1.0 + }, + { + "symbol": "NRG", + "date": "2025-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.469248, + "strategy_rank": 95.858019, + "production_rank": 96.061762, + "structural_overlay_pass": false, + "structural_overlay_score": 91.258674, + "structural_overlay_rr": 1.751059, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.780962, + "primary_prob": 54.84, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 91.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.171444, + "raw_level_count": 115, + "gate_level_count": 115, + "range_504_log": 1.578439, + "range_504_ratio": 4.847383, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.748012, + "hold30_r": 2.302628 + }, + { + "symbol": "NTRS", + "date": "2025-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.193622, + "strategy_rank": 75.453717, + "production_rank": 78.700352, + "structural_overlay_pass": false, + "structural_overlay_score": 74.765334, + "structural_overlay_rr": 1.406688, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.464447, + "primary_prob": 20.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.196671, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.756223, + "range_504_ratio": 2.130215, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.400086, + "hold30_r": 1.286621 + }, + { + "symbol": "ORCL", + "date": "2025-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.874715, + "strategy_rank": 90.139573, + "production_rank": 91.717954, + "structural_overlay_pass": false, + "structural_overlay_score": 87.132056, + "structural_overlay_rr": 1.532584, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.773198, + "primary_prob": 42.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.159797, + "raw_level_count": 110, + "gate_level_count": 110, + "range_504_log": 0.96628, + "range_504_ratio": 2.628148, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.040131, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2025-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.658314, + "strategy_rank": 98.840366, + "production_rank": 99.113015, + "structural_overlay_pass": false, + "structural_overlay_score": 94.157364, + "structural_overlay_rr": 2.979723, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.951538, + "primary_prob": 30.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.427306, + "raw_level_count": 178, + "gate_level_count": 178, + "range_504_log": 2.631089, + "range_504_ratio": 13.888889, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.924017, + "hold30_r": 1.488099 + }, + { + "symbol": "PM", + "date": "2025-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.457859, + "strategy_rank": 68.929592, + "production_rank": 76.439014, + "structural_overlay_pass": false, + "structural_overlay_score": 72.617064, + "structural_overlay_rr": 1.796139, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.829578, + "primary_prob": 32.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.744368, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.760901, + "range_504_ratio": 2.140204, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.067028, + "hold30_r": -1.0 + }, + { + "symbol": "PODD", + "date": "2025-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.660592, + "strategy_rank": 86.371505, + "production_rank": 87.801201, + "structural_overlay_pass": false, + "structural_overlay_score": 83.411141, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.687101, + "primary_prob": 55.43, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.030651, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.976827, + "range_504_ratio": 2.656017, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.631203, + "hold30_r": -1.0 + }, + { + "symbol": "PWR", + "date": "2025-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.407745, + "strategy_rank": 80.312694, + "production_rank": 83.344378, + "structural_overlay_pass": false, + "structural_overlay_score": 79.177159, + "structural_overlay_rr": 1.335198, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.321698, + "primary_prob": 23.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.982547, + "raw_level_count": 128, + "gate_level_count": 128, + "range_504_log": 1.016685, + "range_504_ratio": 2.764017, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.273891, + "hold30_r": 2.715155 + }, + { + "symbol": "RCL", + "date": "2025-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.6082, + "strategy_rank": 92.598468, + "production_rank": 94.268379, + "structural_overlay_pass": false, + "structural_overlay_score": 89.55496, + "structural_overlay_rr": 1.800256, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.796242, + "primary_prob": 38.06, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 10.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.194363, + "raw_level_count": 166, + "gate_level_count": 166, + "range_504_log": 1.513492, + "range_504_ratio": 4.542565, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.751602, + "hold30_r": -0.75401 + }, + { + "symbol": "RJF", + "date": "2025-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.687927, + "strategy_rank": 68.347458, + "production_rank": 73.127614, + "structural_overlay_pass": false, + "structural_overlay_score": 69.471234, + "structural_overlay_rr": 1.367487, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.807629, + "primary_prob": 48.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 63.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.211443, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.642698, + "range_504_ratio": 1.901604, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.739561, + "hold30_r": 1.006123 + }, + { + "symbol": "RL", + "date": "2025-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.419134, + "strategy_rank": 89.479758, + "production_rank": 91.126217, + "structural_overlay_pass": false, + "structural_overlay_score": 86.569906, + "structural_overlay_rr": 1.766519, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.332644, + "primary_prob": 22.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.998966, + "raw_level_count": 101, + "gate_level_count": 101, + "range_504_log": 1.037024, + "range_504_ratio": 2.82081, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.282843, + "hold30_r": 3.170823 + }, + { + "symbol": "SATS", + "date": "2025-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.835991, + "strategy_rank": 98.451103, + "production_rank": 98.246065, + "structural_overlay_pass": false, + "structural_overlay_score": 93.333762, + "structural_overlay_rr": 0.918412, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.201282, + "primary_prob": 39.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 77.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.801923, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 1.277781, + "range_504_ratio": 3.588667, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.172845, + "hold30_r": 25.655344 + }, + { + "symbol": "SCHW", + "date": "2025-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.585421, + "strategy_rank": 68.400704, + "production_rank": 74.79561, + "structural_overlay_pass": false, + "structural_overlay_score": 71.055829, + "structural_overlay_rr": 1.453269, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.416946, + "primary_prob": 19.28, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.125418, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.716204, + "range_504_ratio": 2.04665, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.073739, + "hold30_r": -1.0 + }, + { + "symbol": "TKO", + "date": "2025-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.243736, + "strategy_rank": 78.52516, + "production_rank": 81.431352, + "structural_overlay_pass": false, + "structural_overlay_score": 77.359785, + "structural_overlay_rr": 1.344787, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.871964, + "primary_prob": 48.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.307946, + "raw_level_count": 109, + "gate_level_count": 109, + "range_504_log": 0.99046, + "range_504_ratio": 2.692473, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.824861, + "hold30_r": 1.675871 + }, + { + "symbol": "TPR", + "date": "2025-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.747153, + "strategy_rank": 93.25937, + "production_rank": 95.088631, + "structural_overlay_pass": false, + "structural_overlay_score": 90.3342, + "structural_overlay_rr": 2.008192, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.246629, + "primary_prob": 25.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.869944, + "raw_level_count": 100, + "gate_level_count": 100, + "range_504_log": 1.478925, + "range_504_ratio": 4.388226, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.213253, + "hold30_r": 2.803643 + }, + { + "symbol": "TRMB", + "date": "2025-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.990888, + "strategy_rank": 75.466349, + "production_rank": 78.974529, + "structural_overlay_pass": false, + "structural_overlay_score": 75.025802, + "structural_overlay_rr": 1.965219, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.856902, + "primary_prob": 31.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.785354, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.793568, + "range_504_ratio": 2.211271, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.054054, + "hold30_r": 0.151515 + }, + { + "symbol": "TSLA", + "date": "2025-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.838269, + "strategy_rank": 91.470879, + "production_rank": 90.593342, + "structural_overlay_pass": false, + "structural_overlay_score": 86.063675, + "structural_overlay_rr": 1.593409, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.545733, + "primary_prob": 36.4, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 60, + "primary_distance_atr": 2.3186, + "raw_level_count": 103, + "gate_level_count": 103, + "range_504_log": 1.258369, + "range_504_ratio": 3.519677, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.510693, + "hold30_r": 6.005079 + }, + { + "symbol": "TTWO", + "date": "2025-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.369021, + "strategy_rank": 74.067405, + "production_rank": 80.167944, + "structural_overlay_pass": false, + "structural_overlay_score": 76.159546, + "structural_overlay_rr": 1.532254, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.599406, + "primary_prob": 22.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.399109, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.631418, + "range_504_ratio": 1.880275, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.544145, + "hold30_r": 3.614648 + }, + { + "symbol": "UAL", + "date": "2025-08-21", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 97.15262, + "strategy_rank": 97.018197, + "production_rank": 97.063005, + "structural_overlay_pass": false, + "structural_overlay_score": 92.209855, + "structural_overlay_rr": 1.519428, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.369461, + "primary_prob": 25.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 15, + "primary_distance_atr": 3.554191, + "raw_level_count": 97, + "gate_level_count": 97, + "range_504_log": 1.236686, + "range_504_ratio": 3.444181, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.329877, + "hold30_r": -0.37777 + }, + { + "symbol": "ULTA", + "date": "2025-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.28246, + "strategy_rank": 79.077268, + "production_rank": 80.812332, + "structural_overlay_pass": false, + "structural_overlay_score": 76.771715, + "structural_overlay_rr": 1.036968, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.036273, + "primary_prob": 41.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 66.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.55441, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.620579, + "range_504_ratio": 1.860005, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.05783, + "hold30_r": -1.0 + }, + { + "symbol": "V", + "date": "2025-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.321185, + "strategy_rank": 62.515738, + "production_rank": 68.78422, + "structural_overlay_pass": false, + "structural_overlay_score": 65.345009, + "structural_overlay_rr": 1.023897, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.035098, + "primary_prob": 48.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 1.552647, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.499905, + "range_504_ratio": 1.648564, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.954478, + "hold30_r": -1.0 + }, + { + "symbol": "VRSN", + "date": "2025-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.963554, + "strategy_rank": 74.433578, + "production_rank": 80.94357, + "structural_overlay_pass": false, + "structural_overlay_score": 76.896392, + "structural_overlay_rr": 1.443001, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.987853, + "primary_prob": 49.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 1.481779, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.620243, + "range_504_ratio": 1.859379, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.927145, + "hold30_r": 0.082507 + }, + { + "symbol": "VRT", + "date": "2025-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.507973, + "strategy_rank": 94.126035, + "production_rank": 93.920014, + "structural_overlay_pass": false, + "structural_overlay_score": 89.224014, + "structural_overlay_rr": 1.885637, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.794073, + "primary_prob": 41.34, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 26.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.19111, + "raw_level_count": 174, + "gate_level_count": 174, + "range_504_log": 1.571289, + "range_504_ratio": 4.812847, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.765107, + "hold30_r": 3.846792 + }, + { + "symbol": "VST", + "date": "2025-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.519362, + "strategy_rank": 97.224917, + "production_rank": 97.656399, + "structural_overlay_pass": false, + "structural_overlay_score": 92.773579, + "structural_overlay_rr": 1.75183, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.882759, + "primary_prob": 34.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.324138, + "raw_level_count": 154, + "gate_level_count": 154, + "range_504_log": 1.995494, + "range_504_ratio": 7.355834, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.853659, + "hold30_r": 0.895414 + }, + { + "symbol": "WFC", + "date": "2025-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.268793, + "strategy_rank": 75.288155, + "production_rank": 79.615034, + "structural_overlay_pass": false, + "structural_overlay_score": 75.634282, + "structural_overlay_rr": 2.344693, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.28594, + "primary_prob": 27.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.928909, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.792982, + "range_504_ratio": 2.209978, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.223789, + "hold30_r": 1.133936 + }, + { + "symbol": "WMT", + "date": "2025-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.523918, + "strategy_rank": 64.037197, + "production_rank": 69.532771, + "structural_overlay_pass": false, + "structural_overlay_score": 66.056132, + "structural_overlay_rr": 1.868684, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.868684, + "primary_prob": 14.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.803026, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.747795, + "range_504_ratio": 2.112337, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.797594, + "hold30_r": 1.491319 + }, + { + "symbol": "WSM", + "date": "2025-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.751708, + "strategy_rank": 81.44665, + "production_rank": 81.215003, + "structural_overlay_pass": false, + "structural_overlay_score": 77.154253, + "structural_overlay_rr": 1.635121, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.667664, + "primary_prob": 32.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.501496, + "raw_level_count": 120, + "gate_level_count": 120, + "range_504_log": 1.259331, + "range_504_ratio": 3.523062, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.04916, + "hold30_r": -1.0 + }, + { + "symbol": "WYNN", + "date": "2025-08-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.763098, + "strategy_rank": 81.511441, + "production_rank": 82.92866, + "structural_overlay_pass": false, + "structural_overlay_score": 78.782227, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.495589, + "primary_prob": 19.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.243383, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.551372, + "range_504_ratio": 1.735632, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.440934, + "hold30_r": 3.147025 + }, + { + "symbol": "GEV", + "date": "2025-08-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.974943, + "strategy_rank": 96.112006, + "production_rank": 97.066318, + "structural_overlay_pass": false, + "structural_overlay_score": 92.213002, + "structural_overlay_rr": 1.945641, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.696417, + "primary_prob": 20.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.544626, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 1.738976, + "range_504_ratio": 5.691512, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.035714, + "hold30_r": -1.0 + }, + { + "symbol": "WBD", + "date": "2025-08-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.646925, + "strategy_rank": 94.036938, + "production_rank": 94.240267, + "structural_overlay_pass": false, + "structural_overlay_score": 89.528254, + "structural_overlay_rr": 1.021022, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.611519, + "primary_prob": 23.14, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 3.917279, + "raw_level_count": 95, + "gate_level_count": 95, + "range_504_log": 0.736256, + "range_504_ratio": 2.088102, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.114615, + "hold30_r": -1.079914 + }, + { + "symbol": "CEG", + "date": "2025-08-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.288575, + "strategy_rank": 93.917043, + "production_rank": 94.374221, + "structural_overlay_pass": false, + "structural_overlay_score": 89.65551, + "structural_overlay_rr": 1.666754, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.090968, + "primary_prob": 28.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.636451, + "raw_level_count": 138, + "gate_level_count": 138, + "range_504_log": 1.2488, + "range_504_ratio": 3.486158, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.039508, + "hold30_r": -1.0 + }, + { + "symbol": "HOOD", + "date": "2025-08-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.646643, + "strategy_rank": 99.259113, + "production_rank": 99.38829, + "structural_overlay_pass": false, + "structural_overlay_score": 94.418875, + "structural_overlay_rr": 1.640151, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.70503, + "primary_prob": 42.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.057545, + "raw_level_count": 169, + "gate_level_count": 169, + "range_504_log": 2.700011, + "range_504_ratio": 14.879899, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.682001, + "hold30_r": 5.542503 + }, + { + "symbol": "ANET", + "date": "2025-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.219081, + "strategy_rank": 87.674156, + "production_rank": 87.189131, + "structural_overlay_pass": false, + "structural_overlay_score": 82.829675, + "structural_overlay_rr": 0.841091, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.841091, + "primary_prob": 49.62, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.261636, + "raw_level_count": 153, + "gate_level_count": 153, + "range_504_log": 1.216659, + "range_504_ratio": 3.375892, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.801305, + "hold30_r": 2.609426 + }, + { + "symbol": "APP", + "date": "2025-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.411072, + "strategy_rank": 99.44674, + "production_rank": 99.43485, + "structural_overlay_pass": false, + "structural_overlay_score": 94.463108, + "structural_overlay_rr": 1.181937, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.813644, + "primary_prob": 50.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.220465, + "raw_level_count": 194, + "gate_level_count": 194, + "range_504_log": 2.724175, + "range_504_ratio": 15.243832, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.786022, + "hold30_r": 2.459228 + }, + { + "symbol": "AXON", + "date": "2025-08-28", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.233216, + "strategy_rank": 94.955965, + "production_rank": 96.048382, + "structural_overlay_pass": true, + "structural_overlay_score": 96.245963, + "structural_overlay_rr": 2.488582, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.008032, + "primary_prob": 24.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 4, + "primary_distance_atr": 3.012048, + "raw_level_count": 152, + "gate_level_count": 152, + "range_504_log": 1.54424, + "range_504_ratio": 4.684409, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.187978, + "hold30_r": -1.150564 + }, + { + "symbol": "BKNG", + "date": "2025-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.045936, + "strategy_rank": 73.119465, + "production_rank": 78.428288, + "structural_overlay_pass": false, + "structural_overlay_score": 74.506874, + "structural_overlay_rr": 1.206622, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.206622, + "primary_prob": 23.78, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.809933, + "raw_level_count": 106, + "gate_level_count": 106, + "range_504_log": 0.759245, + "range_504_ratio": 2.136663, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.072745, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2025-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.283863, + "strategy_rank": 68.693064, + "production_rank": 76.22333, + "structural_overlay_pass": false, + "structural_overlay_score": 72.412164, + "structural_overlay_rr": 1.915513, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.274285, + "primary_prob": 33.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.911428, + "raw_level_count": 108, + "gate_level_count": 108, + "range_504_log": 0.674328, + "range_504_ratio": 1.962713, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.217856, + "hold30_r": 1.390815 + }, + { + "symbol": "CASY", + "date": "2025-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.69258, + "strategy_rank": 74.775757, + "production_rank": 79.414698, + "structural_overlay_pass": false, + "structural_overlay_score": 75.443963, + "structural_overlay_rr": 1.398377, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.405364, + "primary_prob": 39.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.108046, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 0.801096, + "range_504_ratio": 2.227982, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.331624, + "hold30_r": 4.509909 + }, + { + "symbol": "CBRE", + "date": "2025-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.21437, + "strategy_rank": 71.333843, + "production_rank": 74.960685, + "structural_overlay_pass": false, + "structural_overlay_score": 71.212651, + "structural_overlay_rr": 0.785773, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.785773, + "primary_prob": 51.66, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.17866, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.939749, + "range_504_ratio": 2.559338, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.074437, + "hold30_r": -1.0 + }, + { + "symbol": "CDNS", + "date": "2025-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.392226, + "strategy_rank": 79.06786, + "production_rank": 80.509316, + "structural_overlay_pass": false, + "structural_overlay_score": 76.48385, + "structural_overlay_rr": 1.309606, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.328278, + "primary_prob": 21.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.992418, + "raw_level_count": 91, + "gate_level_count": 91, + "range_504_log": 0.530078, + "range_504_ratio": 1.699065, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.060915, + "hold30_r": -1.0 + }, + { + "symbol": "CIEN", + "date": "2025-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.050648, + "strategy_rank": 91.89221, + "production_rank": 92.278356, + "structural_overlay_pass": false, + "structural_overlay_score": 87.664438, + "structural_overlay_rr": 0.786634, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.786634, + "primary_prob": 51.42, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.179951, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.932089, + "range_504_ratio": 2.53981, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.197851, + "hold30_r": -1.154468 + }, + { + "symbol": "CME", + "date": "2025-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.75265, + "strategy_rank": 64.060698, + "production_rank": 72.624682, + "structural_overlay_pass": false, + "structural_overlay_score": 68.993448, + "structural_overlay_rr": 1.363409, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.012437, + "primary_prob": 48.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 1.518655, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.4219, + "range_504_ratio": 1.524856, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.078852, + "hold30_r": -1.0 + }, + { + "symbol": "CNP", + "date": "2025-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.63722, + "strategy_rank": 64.146054, + "production_rank": 73.309776, + "structural_overlay_pass": false, + "structural_overlay_score": 69.644287, + "structural_overlay_rr": 1.163636, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.050061, + "primary_prob": 38.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.575091, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.438369, + "range_504_ratio": 1.550177, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.090861, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2025-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.290931, + "strategy_rank": 97.82163, + "production_rank": 97.64473, + "structural_overlay_pass": false, + "structural_overlay_score": 92.762494, + "structural_overlay_rr": 1.619892, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.741585, + "primary_prob": 52.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 71.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.112378, + "raw_level_count": 158, + "gate_level_count": 158, + "range_504_log": 1.854081, + "range_504_ratio": 6.385825, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.715824, + "hold30_r": 2.026832 + }, + { + "symbol": "COR", + "date": "2025-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.159011, + "strategy_rank": 62.290508, + "production_rank": 69.913342, + "structural_overlay_pass": false, + "structural_overlay_score": 66.417675, + "structural_overlay_rr": 0.886959, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.856026, + "primary_prob": 53.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.284039, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 0.589016, + "range_504_ratio": 1.802214, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.795333, + "hold30_r": 2.942608 + }, + { + "symbol": "CRWD", + "date": "2025-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.228504, + "strategy_rank": 91.165593, + "production_rank": 92.186564, + "structural_overlay_pass": false, + "structural_overlay_score": 87.577235, + "structural_overlay_rr": 1.809612, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.549583, + "primary_prob": 25.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.324374, + "raw_level_count": 140, + "gate_level_count": 140, + "range_504_log": 1.294314, + "range_504_ratio": 3.648491, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.042502, + "hold30_r": -1.0 + }, + { + "symbol": "CSCO", + "date": "2025-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.036514, + "strategy_rank": 64.340131, + "production_rank": 69.905592, + "structural_overlay_pass": false, + "structural_overlay_score": 66.410312, + "structural_overlay_rr": 1.649746, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.201036, + "primary_prob": 39.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.801555, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.488787, + "range_504_ratio": 1.630337, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.073424, + "hold30_r": -1.0 + }, + { + "symbol": "CTVA", + "date": "2025-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.800942, + "strategy_rank": 62.060072, + "production_rank": 68.307029, + "structural_overlay_pass": false, + "structural_overlay_score": 64.891677, + "structural_overlay_rr": 1.683144, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.181905, + "primary_prob": 40.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.772857, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.582813, + "range_504_ratio": 1.791069, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.080965, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2025-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.997644, + "strategy_rank": 98.245825, + "production_rank": 98.163098, + "structural_overlay_pass": false, + "structural_overlay_score": 93.254943, + "structural_overlay_rr": 1.525908, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.525908, + "primary_prob": 31.76, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.288861, + "raw_level_count": 198, + "gate_level_count": 198, + "range_504_log": 2.801825, + "range_504_ratio": 16.474691, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.032038, + "hold30_r": -1.0 + }, + { + "symbol": "DASH", + "date": "2025-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.877503, + "strategy_rank": 90.169481, + "production_rank": 92.072155, + "structural_overlay_pass": false, + "structural_overlay_score": 87.468547, + "structural_overlay_rr": 2.891982, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.93083, + "primary_prob": 32.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.396245, + "raw_level_count": 154, + "gate_level_count": 154, + "range_504_log": 1.381095, + "range_504_ratio": 3.979256, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.884414, + "hold30_r": 1.753769 + }, + { + "symbol": "DE", + "date": "2025-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.038869, + "strategy_rank": 69.831086, + "production_rank": 74.233681, + "structural_overlay_pass": false, + "structural_overlay_score": 70.521997, + "structural_overlay_rr": 2.098717, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.342374, + "primary_prob": 40.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.013561, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.45045, + "range_504_ratio": 1.569018, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.089696, + "hold30_r": -1.034779 + }, + { + "symbol": "DLTR", + "date": "2025-08-28", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.981154, + "strategy_rank": 82.793859, + "production_rank": 83.189624, + "structural_overlay_pass": false, + "structural_overlay_score": 79.030143, + "structural_overlay_rr": 1.441984, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.61381, + "primary_prob": 23.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 3.920714, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 0.916225, + "range_504_ratio": 2.499835, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.060616, + "hold30_r": -1.0 + }, + { + "symbol": "DRI", + "date": "2025-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.449941, + "strategy_rank": 63.355382, + "production_rank": 69.720235, + "structural_overlay_pass": false, + "structural_overlay_score": 66.234223, + "structural_overlay_rr": 0.937584, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.956, + "primary_prob": 50.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.433999, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.537477, + "range_504_ratio": 1.711683, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.875008, + "hold30_r": -2.554609 + }, + { + "symbol": "EBAY", + "date": "2025-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.512367, + "strategy_rank": 77.555485, + "production_rank": 80.207779, + "structural_overlay_pass": false, + "structural_overlay_score": 76.19739, + "structural_overlay_rr": 2.028676, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.993535, + "primary_prob": 30.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.490303, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 1.001103, + "range_504_ratio": 2.721281, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.053329, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2025-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.757362, + "strategy_rank": 84.243549, + "production_rank": 87.41482, + "structural_overlay_pass": false, + "structural_overlay_score": 83.044079, + "structural_overlay_rr": 1.507609, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.507609, + "primary_prob": 32.11, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.261414, + "raw_level_count": 125, + "gate_level_count": 125, + "range_504_log": 1.248861, + "range_504_ratio": 3.486371, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.256261, + "hold30_r": -1.200739 + }, + { + "symbol": "EMR", + "date": "2025-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.272085, + "strategy_rank": 72.824654, + "production_rank": 75.640465, + "structural_overlay_pass": false, + "structural_overlay_score": 71.858441, + "structural_overlay_rr": 1.942731, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.943245, + "primary_prob": 12.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.914867, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.592389, + "range_504_ratio": 1.808303, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.169314, + "hold30_r": -1.100144 + }, + { + "symbol": "EQT", + "date": "2025-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.992933, + "strategy_rank": 86.030071, + "production_rank": 88.684358, + "structural_overlay_pass": false, + "structural_overlay_score": 84.25014, + "structural_overlay_rr": 2.065643, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.676904, + "primary_prob": 60.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.015356, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 0.709338, + "range_504_ratio": 2.032645, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.043756, + "hold30_r": -1.0 + }, + { + "symbol": "ETR", + "date": "2025-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.815077, + "strategy_rank": 67.473491, + "production_rank": 75.920686, + "structural_overlay_pass": false, + "structural_overlay_score": 72.124652, + "structural_overlay_rr": 1.954323, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.954323, + "primary_prob": 10.06, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.931484, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.752217, + "range_504_ratio": 2.121699, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.873651, + "hold30_r": 3.263307 + }, + { + "symbol": "EXE", + "date": "2025-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.281508, + "strategy_rank": 76.069323, + "production_rank": 80.473385, + "structural_overlay_pass": false, + "structural_overlay_score": 76.449716, + "structural_overlay_rr": 1.631012, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.373058, + "primary_prob": 25.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 57, + "primary_distance_atr": 3.559587, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.579141, + "range_504_ratio": 1.784505, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.322956, + "hold30_r": 1.16315 + }, + { + "symbol": "FFIV", + "date": "2025-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.517079, + "strategy_rank": 73.096738, + "production_rank": 78.570185, + "structural_overlay_pass": false, + "structural_overlay_score": 74.641676, + "structural_overlay_rr": 1.618188, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.029849, + "primary_prob": 28.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.544773, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 0.831308, + "range_504_ratio": 2.296321, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.066056, + "hold30_r": -1.0 + }, + { + "symbol": "FTNT", + "date": "2025-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.507656, + "strategy_rank": 83.318579, + "production_rank": 82.714938, + "structural_overlay_pass": false, + "structural_overlay_score": 78.579191, + "structural_overlay_rr": 5.001354, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.98801, + "primary_prob": 20.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 54, + "primary_distance_atr": 4.482014, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.956452, + "range_504_ratio": 2.602448, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.033803, + "hold30_r": 0.799361 + }, + { + "symbol": "GILD", + "date": "2025-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.579505, + "strategy_rank": 76.580037, + "production_rank": 81.913193, + "structural_overlay_pass": false, + "structural_overlay_score": 77.817533, + "structural_overlay_rr": 2.070642, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.841478, + "primary_prob": 39.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.262217, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.674364, + "range_504_ratio": 1.962784, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.782094, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2025-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.23086, + "strategy_rank": 87.032577, + "production_rank": 90.098671, + "structural_overlay_pass": false, + "structural_overlay_score": 85.593738, + "structural_overlay_rr": 2.233214, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.101213, + "primary_prob": 27.91, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 8.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.651819, + "raw_level_count": 139, + "gate_level_count": 139, + "range_504_log": 1.504349, + "range_504_ratio": 4.501223, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.047698, + "hold30_r": 1.204499 + }, + { + "symbol": "IBKR", + "date": "2025-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.526502, + "strategy_rank": 93.756213, + "production_rank": 95.012976, + "structural_overlay_pass": false, + "structural_overlay_score": 90.262327, + "structural_overlay_rr": 1.430038, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.047043, + "primary_prob": 30.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.570564, + "raw_level_count": 121, + "gate_level_count": 121, + "range_504_log": 1.321866, + "range_504_ratio": 3.750413, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.044444, + "hold30_r": -1.0 + }, + { + "symbol": "IBM", + "date": "2025-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.745583, + "strategy_rank": 69.127196, + "production_rank": 73.999992, + "structural_overlay_pass": false, + "structural_overlay_score": 70.299992, + "structural_overlay_rr": 1.492124, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.503931, + "primary_prob": 34.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 89.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.255896, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.779201, + "range_504_ratio": 2.179731, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.069492, + "hold30_r": -1.0 + }, + { + "symbol": "JBL", + "date": "2025-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.819788, + "strategy_rank": 89.877259, + "production_rank": 92.191436, + "structural_overlay_pass": false, + "structural_overlay_score": 87.581864, + "structural_overlay_rr": 1.539382, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.846629, + "primary_prob": 38.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.269943, + "raw_level_count": 107, + "gate_level_count": 107, + "range_504_log": 0.887619, + "range_504_ratio": 2.429339, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.248568, + "hold30_r": -1.198798 + }, + { + "symbol": "JCI", + "date": "2025-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.454653, + "strategy_rank": 73.702746, + "production_rank": 77.953381, + "structural_overlay_pass": false, + "structural_overlay_score": 74.055712, + "structural_overlay_rr": 1.22144, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.706532, + "primary_prob": 55.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.059798, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.854993, + "range_504_ratio": 2.351357, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.168439, + "hold30_r": -1.101751 + }, + { + "symbol": "KR", + "date": "2025-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.694935, + "strategy_rank": 73.216184, + "production_rank": 79.042435, + "structural_overlay_pass": false, + "structural_overlay_score": 75.090313, + "structural_overlay_rr": 2.10483, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.662486, + "primary_prob": 34.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.49373, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.576225, + "range_504_ratio": 1.779309, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.057847, + "hold30_r": -1.0 + }, + { + "symbol": "LVS", + "date": "2025-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.447585, + "strategy_rank": 76.618833, + "production_rank": 77.895084, + "structural_overlay_pass": false, + "structural_overlay_score": 74.000329, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.772612, + "primary_prob": 47.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.658918, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.648771, + "range_504_ratio": 1.913188, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.069066, + "hold30_r": -1.0 + }, + { + "symbol": "MCK", + "date": "2025-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.161366, + "strategy_rank": 63.974179, + "production_rank": 71.703241, + "structural_overlay_pass": false, + "structural_overlay_score": 68.118079, + "structural_overlay_rr": 2.209622, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.130264, + "primary_prob": 22.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 72.0, + "primary_rejection_count": 32, + "primary_distance_atr": 3.195396, + "raw_level_count": 112, + "gate_level_count": 112, + "range_504_log": 0.600599, + "range_504_ratio": 1.823211, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.070202, + "hold30_r": 3.63937 + }, + { + "symbol": "MNST", + "date": "2025-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.923439, + "strategy_rank": 63.042177, + "production_rank": 70.335931, + "structural_overlay_pass": false, + "structural_overlay_score": 66.819135, + "structural_overlay_rr": 2.467011, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.620769, + "primary_prob": 16.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.431153, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.43234, + "range_504_ratio": 1.540859, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.556074, + "hold30_r": 3.963908 + }, + { + "symbol": "MOS", + "date": "2025-08-28", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.565371, + "strategy_rank": 75.784714, + "production_rank": 77.378266, + "structural_overlay_pass": false, + "structural_overlay_score": 73.509353, + "structural_overlay_rr": 1.888758, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.660654, + "primary_prob": 22.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 77, + "primary_distance_atr": 3.99098, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 0.598217, + "range_504_ratio": 1.818873, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.143849, + "hold30_r": -1.095243 + }, + { + "symbol": "MSTR", + "date": "2025-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.939929, + "strategy_rank": 98.834919, + "production_rank": 98.869922, + "structural_overlay_pass": false, + "structural_overlay_score": 93.926426, + "structural_overlay_rr": 1.74427, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.754969, + "primary_prob": 32.9, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.632453, + "raw_level_count": 195, + "gate_level_count": 195, + "range_504_log": 2.872521, + "range_504_ratio": 17.681537, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.026804, + "hold30_r": -1.0 + }, + { + "symbol": "NDAQ", + "date": "2025-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.096584, + "strategy_rank": 65.75198, + "production_rank": 71.200182, + "structural_overlay_pass": false, + "structural_overlay_score": 67.640173, + "structural_overlay_rr": 0.959214, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.959214, + "primary_prob": 31.86, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 7.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.438821, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.733594, + "range_504_ratio": 2.082551, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.138169, + "hold30_r": -1.038053 + }, + { + "symbol": "NFLX", + "date": "2025-08-28", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.817432, + "strategy_rank": 82.059629, + "production_rank": 86.31223, + "structural_overlay_pass": true, + "structural_overlay_score": 86.996619, + "structural_overlay_rr": 2.754966, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.015068, + "primary_prob": 24.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 3.022602, + "raw_level_count": 133, + "gate_level_count": 133, + "range_504_log": 1.358646, + "range_504_ratio": 3.89092, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.061855, + "hold30_r": -1.0 + }, + { + "symbol": "NI", + "date": "2025-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.452297, + "strategy_rank": 61.020251, + "production_rank": 68.830933, + "structural_overlay_pass": false, + "structural_overlay_score": 65.389386, + "structural_overlay_rr": 1.493351, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.898845, + "primary_prob": 36.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.348267, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.643602, + "range_504_ratio": 1.903325, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.091868, + "hold30_r": -1.0 + }, + { + "symbol": "NRG", + "date": "2025-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.584217, + "strategy_rank": 95.775814, + "production_rank": 96.045282, + "structural_overlay_pass": false, + "structural_overlay_score": 91.243018, + "structural_overlay_rr": 1.67146, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.19332, + "primary_prob": 40.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 84.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.789981, + "raw_level_count": 115, + "gate_level_count": 115, + "range_504_log": 1.569935, + "range_504_ratio": 4.806337, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.039048, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2025-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.803298, + "strategy_rank": 83.30896, + "production_rank": 83.140406, + "structural_overlay_pass": true, + "structural_overlay_score": 83.983385, + "structural_overlay_rr": 2.195555, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.551567, + "primary_prob": 31.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.327351, + "raw_level_count": 192, + "gate_level_count": 192, + "range_504_log": 1.608418, + "range_504_ratio": 4.994902, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.465142, + "hold30_r": -1.415006 + }, + { + "symbol": "ORCL", + "date": "2025-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.053004, + "strategy_rank": 89.980111, + "production_rank": 91.671075, + "structural_overlay_pass": false, + "structural_overlay_score": 87.087521, + "structural_overlay_rr": 1.860104, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.083798, + "primary_prob": 29.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.625697, + "raw_level_count": 112, + "gate_level_count": 112, + "range_504_log": 0.96628, + "range_504_ratio": 2.628148, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.046181, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2025-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.882214, + "strategy_rank": 98.895223, + "production_rank": 99.22422, + "structural_overlay_pass": false, + "structural_overlay_score": 94.263009, + "structural_overlay_rr": 2.773247, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.770733, + "primary_prob": 37.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.1561, + "raw_level_count": 181, + "gate_level_count": 181, + "range_504_log": 2.631089, + "range_504_ratio": 13.888889, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.743223, + "hold30_r": 1.50667 + }, + { + "symbol": "PM", + "date": "2025-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.106007, + "strategy_rank": 68.855639, + "production_rank": 75.939095, + "structural_overlay_pass": false, + "structural_overlay_score": 72.14214, + "structural_overlay_rr": 1.888873, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.108846, + "primary_prob": 37.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.663268, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.760901, + "range_504_ratio": 2.140204, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.061734, + "hold30_r": -1.0 + }, + { + "symbol": "PWR", + "date": "2025-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.930506, + "strategy_rank": 80.713634, + "production_rank": 84.119258, + "structural_overlay_pass": false, + "structural_overlay_score": 79.913295, + "structural_overlay_rr": 0.970341, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.954952, + "primary_prob": 33.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.432429, + "raw_level_count": 128, + "gate_level_count": 128, + "range_504_log": 1.016685, + "range_504_ratio": 2.764017, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.213936, + "hold30_r": -1.157931 + }, + { + "symbol": "RJF", + "date": "2025-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.101296, + "strategy_rank": 71.5165, + "production_rank": 76.378099, + "structural_overlay_pass": false, + "structural_overlay_score": 72.559194, + "structural_overlay_rr": 1.03215, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.304136, + "primary_prob": 36.29, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.956203, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.642698, + "range_504_ratio": 1.901604, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.078439, + "hold30_r": -1.0 + }, + { + "symbol": "SCHW", + "date": "2025-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.990577, + "strategy_rank": 71.972722, + "production_rank": 78.645341, + "structural_overlay_pass": false, + "structural_overlay_score": 74.713074, + "structural_overlay_rr": 1.03942, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.998965, + "primary_prob": 29.64, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.498447, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.716204, + "range_504_ratio": 2.04665, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.080406, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2025-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.52179, + "strategy_rank": 95.253737, + "production_rank": 94.676422, + "structural_overlay_pass": false, + "structural_overlay_score": 89.942601, + "structural_overlay_rr": 1.931721, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.706967, + "primary_prob": 24.25, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 53.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.56045, + "raw_level_count": 193, + "gate_level_count": 193, + "range_504_log": 1.963559, + "range_504_ratio": 7.124638, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.206149, + "hold30_r": -1.179848 + }, + { + "symbol": "TPR", + "date": "2025-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.704358, + "strategy_rank": 93.382122, + "production_rank": 95.156201, + "structural_overlay_pass": false, + "structural_overlay_score": 90.398391, + "structural_overlay_rr": 0.747221, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.537646, + "primary_prob": 18.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.306469, + "raw_level_count": 101, + "gate_level_count": 101, + "range_504_log": 1.478925, + "range_504_ratio": 4.388226, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.497345, + "hold30_r": 1.101685 + }, + { + "symbol": "TRMB", + "date": "2025-08-28", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.632509, + "strategy_rank": 77.453214, + "production_rank": 80.846313, + "structural_overlay_pass": false, + "structural_overlay_score": 76.803997, + "structural_overlay_rr": 1.464101, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.444595, + "primary_prob": 24.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 3.666892, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.793568, + "range_504_ratio": 2.211271, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.061855, + "hold30_r": -1.0 + }, + { + "symbol": "TSLA", + "date": "2025-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.459364, + "strategy_rank": 92.687007, + "production_rank": 91.944459, + "structural_overlay_pass": false, + "structural_overlay_score": 87.347236, + "structural_overlay_rr": 0.776346, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.505925, + "primary_prob": 50.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 92.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.258888, + "raw_level_count": 103, + "gate_level_count": 103, + "range_504_log": 1.258369, + "range_504_ratio": 3.519677, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.037822, + "hold30_r": -1.0 + }, + { + "symbol": "TTWO", + "date": "2025-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.457008, + "strategy_rank": 72.10792, + "production_rank": 77.557616, + "structural_overlay_pass": false, + "structural_overlay_score": 73.679735, + "structural_overlay_rr": 0.749396, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.824788, + "primary_prob": 57.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.237182, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.631418, + "range_504_ratio": 1.880275, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.761888, + "hold30_r": 2.285462 + }, + { + "symbol": "UAL", + "date": "2025-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.055359, + "strategy_rank": 97.022183, + "production_rank": 97.033242, + "structural_overlay_pass": true, + "structural_overlay_score": 97.181579, + "structural_overlay_rr": 2.315227, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.862252, + "primary_prob": 26.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.793379, + "raw_level_count": 97, + "gate_level_count": 97, + "range_504_log": 1.236686, + "range_504_ratio": 3.444181, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.153407, + "hold30_r": -1.10885 + }, + { + "symbol": "ULTA", + "date": "2025-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.690224, + "strategy_rank": 81.235448, + "production_rank": 83.053707, + "structural_overlay_pass": false, + "structural_overlay_score": 78.901021, + "structural_overlay_rr": 2.542989, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.433885, + "primary_prob": 39.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.150827, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.620579, + "range_504_ratio": 1.860005, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.061037, + "hold30_r": -1.0 + }, + { + "symbol": "VRSN", + "date": "2025-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.108363, + "strategy_rank": 74.064573, + "production_rank": 80.07917, + "structural_overlay_pass": false, + "structural_overlay_score": 76.075211, + "structural_overlay_rr": 1.63439, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.128388, + "primary_prob": 45.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 1.692582, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.620243, + "range_504_ratio": 1.859379, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.060933, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2025-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.524146, + "strategy_rank": 95.351039, + "production_rank": 95.408741, + "structural_overlay_pass": false, + "structural_overlay_score": 90.638304, + "structural_overlay_rr": 1.07844, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.282892, + "primary_prob": 23.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.924338, + "raw_level_count": 174, + "gate_level_count": 174, + "range_504_log": 1.504976, + "range_504_ratio": 4.504046, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.318856, + "hold30_r": -1.286068 + }, + { + "symbol": "VST", + "date": "2025-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.468787, + "strategy_rank": 96.812992, + "production_rank": 97.364924, + "structural_overlay_pass": false, + "structural_overlay_score": 92.496678, + "structural_overlay_rr": 0.909929, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.871394, + "primary_prob": 34.56, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 6.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.307091, + "raw_level_count": 155, + "gate_level_count": 155, + "range_504_log": 1.983356, + "range_504_ratio": 7.267091, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.048968, + "hold30_r": -1.016069 + }, + { + "symbol": "WFC", + "date": "2025-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.925795, + "strategy_rank": 75.195883, + "production_rank": 79.105853, + "structural_overlay_pass": false, + "structural_overlay_score": 75.150561, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.71229, + "primary_prob": 56.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.068434, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.792982, + "range_504_ratio": 2.209978, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.066022, + "hold30_r": -1.0 + }, + { + "symbol": "WMB", + "date": "2025-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.861013, + "strategy_rank": 64.987785, + "production_rank": 70.612195, + "structural_overlay_pass": false, + "structural_overlay_score": 67.081585, + "structural_overlay_rr": 1.531314, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.181463, + "primary_prob": 44.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 1.772195, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.669166, + "range_504_ratio": 1.952608, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.067112, + "hold30_r": -1.0 + }, + { + "symbol": "WMT", + "date": "2025-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.094229, + "strategy_rank": 62.799215, + "production_rank": 68.564219, + "structural_overlay_pass": false, + "structural_overlay_score": 65.136008, + "structural_overlay_rr": 1.454703, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.408417, + "primary_prob": 39.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.112626, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.747795, + "range_504_ratio": 2.112337, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.330781, + "hold30_r": 2.31431 + }, + { + "symbol": "WSM", + "date": "2025-08-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.985866, + "strategy_rank": 86.231704, + "production_rank": 86.816425, + "structural_overlay_pass": false, + "structural_overlay_score": 82.475603, + "structural_overlay_rr": 1.772108, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.658541, + "primary_prob": 23.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.487811, + "raw_level_count": 120, + "gate_level_count": 120, + "range_504_log": 1.15914, + "range_504_ratio": 3.187192, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.620073, + "hold30_r": -0.676045 + }, + { + "symbol": "GEV", + "date": "2025-08-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.175501, + "strategy_rank": 96.250112, + "production_rank": 97.225242, + "structural_overlay_pass": false, + "structural_overlay_score": 92.36398, + "structural_overlay_rr": 1.802313, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.549699, + "primary_prob": 22.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.324548, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 1.738976, + "range_504_ratio": 5.691512, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.036697, + "hold30_r": -1.0 + }, + { + "symbol": "WBD", + "date": "2025-08-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.286219, + "strategy_rank": 93.2557, + "production_rank": 93.265873, + "structural_overlay_pass": false, + "structural_overlay_score": 88.602579, + "structural_overlay_rr": 2.131666, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.803967, + "primary_prob": 32.16, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 86, + "primary_distance_atr": 2.70595, + "raw_level_count": 95, + "gate_level_count": 95, + "range_504_log": 0.736256, + "range_504_ratio": 2.088102, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.768033, + "hold30_r": 9.477503 + }, + { + "symbol": "CEG", + "date": "2025-09-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.930342, + "strategy_rank": 94.844164, + "production_rank": 95.539557, + "structural_overlay_pass": false, + "structural_overlay_score": 90.762579, + "structural_overlay_rr": 2.24035, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.842465, + "primary_prob": 54.37, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.263698, + "raw_level_count": 138, + "gate_level_count": 138, + "range_504_log": 1.2488, + "range_504_ratio": 3.486158, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.041292, + "hold30_r": -1.0 + }, + { + "symbol": "HOOD", + "date": "2025-09-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.645809, + "strategy_rank": 99.256783, + "production_rank": 99.386458, + "structural_overlay_pass": false, + "structural_overlay_score": 94.417135, + "structural_overlay_rr": 1.849925, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.795922, + "primary_prob": 38.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.193883, + "raw_level_count": 170, + "gate_level_count": 170, + "range_504_log": 2.700011, + "range_504_ratio": 14.879899, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.769967, + "hold30_r": 3.597707 + }, + { + "symbol": "AEE", + "date": "2025-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.283353, + "strategy_rank": 56.233724, + "production_rank": 64.250267, + "structural_overlay_pass": false, + "structural_overlay_score": 61.037754, + "structural_overlay_rr": 1.486175, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.430978, + "primary_prob": 24.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.146467, + "raw_level_count": 26, + "gate_level_count": 26, + "range_504_log": 0.440212, + "range_504_ratio": 1.553036, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.10431, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2025-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.409681, + "strategy_rank": 99.374513, + "production_rank": 99.386236, + "structural_overlay_pass": false, + "structural_overlay_score": 94.416924, + "structural_overlay_rr": 0.941249, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.96966, + "primary_prob": 45.14, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.45449, + "raw_level_count": 195, + "gate_level_count": 195, + "range_504_log": 2.724175, + "range_504_ratio": 15.243832, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.942321, + "hold30_r": 3.03693 + }, + { + "symbol": "AVGO", + "date": "2025-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.458087, + "strategy_rank": 93.735284, + "production_rank": 94.642885, + "structural_overlay_pass": false, + "structural_overlay_score": 89.910741, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.741213, + "primary_prob": 53.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.111819, + "raw_level_count": 133, + "gate_level_count": 133, + "range_504_log": 1.500003, + "range_504_ratio": 4.4817, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.704653, + "hold30_r": 0.788199 + }, + { + "symbol": "AXON", + "date": "2025-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.465171, + "strategy_rank": 95.494016, + "production_rank": 96.484401, + "structural_overlay_pass": false, + "structural_overlay_score": 91.660181, + "structural_overlay_rr": 1.818475, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.366855, + "primary_prob": 30.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.050283, + "raw_level_count": 152, + "gate_level_count": 152, + "range_504_log": 1.54424, + "range_504_ratio": 4.684409, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.331552, + "hold30_r": -1.0 + }, + { + "symbol": "BA", + "date": "2025-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.123967, + "strategy_rank": 81.096211, + "production_rank": 82.438796, + "structural_overlay_pass": false, + "structural_overlay_score": 78.316856, + "structural_overlay_rr": 1.593206, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.76575, + "primary_prob": 57.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 1.148625, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.730387, + "range_504_ratio": 2.075883, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.05528, + "hold30_r": -1.0 + }, + { + "symbol": "BKNG", + "date": "2025-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.012987, + "strategy_rank": 71.027015, + "production_rank": 76.355673, + "structural_overlay_pass": false, + "structural_overlay_score": 72.537889, + "structural_overlay_rr": 0.989162, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.807374, + "primary_prob": 55.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.211061, + "raw_level_count": 106, + "gate_level_count": 106, + "range_504_log": 0.759245, + "range_504_ratio": 2.136663, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.064613, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2025-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.367178, + "strategy_rank": 65.756081, + "production_rank": 72.95978, + "structural_overlay_pass": false, + "structural_overlay_score": 69.311791, + "structural_overlay_rr": 2.040929, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.669496, + "primary_prob": 24.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.504244, + "raw_level_count": 108, + "gate_level_count": 108, + "range_504_log": 0.674328, + "range_504_ratio": 1.962713, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.609039, + "hold30_r": 1.38451 + }, + { + "symbol": "CASY", + "date": "2025-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.5549, + "strategy_rank": 76.195034, + "production_rank": 80.981656, + "structural_overlay_pass": false, + "structural_overlay_score": 76.932573, + "structural_overlay_rr": 1.521549, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.717003, + "primary_prob": 59.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.075505, + "raw_level_count": 93, + "gate_level_count": 93, + "range_504_log": 0.801096, + "range_504_ratio": 2.227982, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.638749, + "hold30_r": 4.752011 + }, + { + "symbol": "CBOE", + "date": "2025-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.172373, + "strategy_rank": 61.093774, + "production_rank": 68.119974, + "structural_overlay_pass": false, + "structural_overlay_score": 64.713975, + "structural_overlay_rr": 1.571716, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.586539, + "primary_prob": 19.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.379809, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.544164, + "range_504_ratio": 1.723167, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.521058, + "hold30_r": 0.991033 + }, + { + "symbol": "CCL", + "date": "2025-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.742621, + "strategy_rank": 92.542005, + "production_rank": 92.94221, + "structural_overlay_pass": false, + "structural_overlay_score": 88.2951, + "structural_overlay_rr": 0.93447, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.93447, + "primary_prob": 46.45, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.401705, + "raw_level_count": 120, + "gate_level_count": 120, + "range_504_log": 1.10627, + "range_504_ratio": 3.023063, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.885302, + "hold30_r": -1.0 + }, + { + "symbol": "CDNS", + "date": "2025-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.353011, + "strategy_rank": 79.07824, + "production_rank": 80.503163, + "structural_overlay_pass": false, + "structural_overlay_score": 76.478005, + "structural_overlay_rr": 1.568654, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.587692, + "primary_prob": 16.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.381538, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 0.530078, + "range_504_ratio": 1.699065, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.059506, + "hold30_r": -1.0 + }, + { + "symbol": "CME", + "date": "2025-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.728453, + "strategy_rank": 63.694351, + "production_rank": 72.372385, + "structural_overlay_pass": false, + "structural_overlay_score": 68.753766, + "structural_overlay_rr": 1.900332, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.656448, + "primary_prob": 34.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.484672, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.4219, + "range_504_ratio": 1.524856, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.581553, + "hold30_r": 0.843909 + }, + { + "symbol": "COF", + "date": "2025-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.533648, + "strategy_rank": 81.31978, + "production_rank": 82.391069, + "structural_overlay_pass": false, + "structural_overlay_score": 78.271516, + "structural_overlay_rr": 0.907502, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.901419, + "primary_prob": 47.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.352129, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 0.968747, + "range_504_ratio": 2.63464, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.84371, + "hold30_r": -1.0 + }, + { + "symbol": "COHR", + "date": "2025-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.478158, + "strategy_rank": 89.233296, + "production_rank": 87.981583, + "structural_overlay_pass": false, + "structural_overlay_score": 83.582504, + "structural_overlay_rr": 1.760414, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.513763, + "primary_prob": 24.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.270645, + "raw_level_count": 114, + "gate_level_count": 114, + "range_504_log": 1.465364, + "range_504_ratio": 4.329118, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.48778, + "hold30_r": 2.457874 + }, + { + "symbol": "COIN", + "date": "2025-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.16647, + "strategy_rank": 97.73351, + "production_rank": 97.544497, + "structural_overlay_pass": false, + "structural_overlay_score": 92.667272, + "structural_overlay_rr": 0.800624, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.793202, + "primary_prob": 55.58, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 97.0, + "primary_rejection_count": 45, + "primary_distance_atr": 1.189804, + "raw_level_count": 159, + "gate_level_count": 159, + "range_504_log": 1.854081, + "range_504_ratio": 6.385825, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.766379, + "hold30_r": 1.657485 + }, + { + "symbol": "CRWD", + "date": "2025-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.798111, + "strategy_rank": 90.041225, + "production_rank": 90.960187, + "structural_overlay_pass": false, + "structural_overlay_score": 86.412178, + "structural_overlay_rr": 1.996803, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.18923, + "primary_prob": 42.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 91.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.783846, + "raw_level_count": 140, + "gate_level_count": 140, + "range_504_log": 1.18994, + "range_504_ratio": 3.286883, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.150084, + "hold30_r": 3.143801 + }, + { + "symbol": "CSCO", + "date": "2025-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.589138, + "strategy_rank": 66.153906, + "production_rank": 71.96565, + "structural_overlay_pass": false, + "structural_overlay_score": 68.367368, + "structural_overlay_rr": 0.705335, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.726481, + "primary_prob": 56.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 89.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.089722, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.488787, + "range_504_ratio": 1.630337, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.65412, + "hold30_r": 1.746843 + }, + { + "symbol": "CVNA", + "date": "2025-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.229044, + "strategy_rank": 98.406557, + "production_rank": 98.347386, + "structural_overlay_pass": false, + "structural_overlay_score": 93.430017, + "structural_overlay_rr": 1.891509, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.455547, + "primary_prob": 18.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.183321, + "raw_level_count": 199, + "gate_level_count": 199, + "range_504_log": 2.801825, + "range_504_ratio": 16.474691, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.031396, + "hold30_r": -1.0 + }, + { + "symbol": "DASH", + "date": "2025-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.402597, + "strategy_rank": 91.106346, + "production_rank": 93.205097, + "structural_overlay_pass": false, + "structural_overlay_score": 88.544842, + "structural_overlay_rr": 2.857417, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.946979, + "primary_prob": 32.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.420468, + "raw_level_count": 155, + "gate_level_count": 155, + "range_504_log": 1.381095, + "range_504_ratio": 3.979256, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.901843, + "hold30_r": 1.478069 + }, + { + "symbol": "DE", + "date": "2025-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.700118, + "strategy_rank": 68.440083, + "production_rank": 72.860094, + "structural_overlay_pass": false, + "structural_overlay_score": 69.21709, + "structural_overlay_rr": 1.971442, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.677111, + "primary_prob": 34.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.515667, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.45045, + "range_504_ratio": 1.569018, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.054618, + "hold30_r": -1.0 + }, + { + "symbol": "DG", + "date": "2025-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.561983, + "strategy_rank": 84.852351, + "production_rank": 87.422228, + "structural_overlay_pass": false, + "structural_overlay_score": 83.051117, + "structural_overlay_rr": 1.861209, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.41994, + "primary_prob": 22.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 86.0, + "primary_rejection_count": 32, + "primary_distance_atr": 3.62991, + "raw_level_count": 103, + "gate_level_count": 103, + "range_504_log": 0.928232, + "range_504_ratio": 2.530032, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.048134, + "hold30_r": -1.0 + }, + { + "symbol": "DLTR", + "date": "2025-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.034238, + "strategy_rank": 89.746608, + "production_rank": 90.842485, + "structural_overlay_pass": false, + "structural_overlay_score": 86.300361, + "structural_overlay_rr": 1.681038, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.647985, + "primary_prob": 34.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.471978, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 0.916225, + "range_504_ratio": 2.499835, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.039623, + "hold30_r": -1.0 + }, + { + "symbol": "DRI", + "date": "2025-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.054309, + "strategy_rank": 62.638488, + "production_rank": 69.110429, + "structural_overlay_pass": false, + "structural_overlay_score": 65.654907, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.701142, + "primary_prob": 18.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.551713, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.537477, + "range_504_ratio": 1.711683, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -3.556036, + "hold30_r": -3.467551 + }, + { + "symbol": "EBAY", + "date": "2025-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.096812, + "strategy_rank": 83.945599, + "production_rank": 87.329337, + "structural_overlay_pass": false, + "structural_overlay_score": 82.96287, + "structural_overlay_rr": 2.030371, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.014565, + "primary_prob": 29.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.521848, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 1.001103, + "range_504_ratio": 2.721281, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.052259, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2025-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.451004, + "strategy_rank": 84.441174, + "production_rank": 87.777784, + "structural_overlay_pass": false, + "structural_overlay_score": 83.388895, + "structural_overlay_rr": 1.694834, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.121062, + "primary_prob": 25.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.681593, + "raw_level_count": 125, + "gate_level_count": 125, + "range_504_log": 1.248861, + "range_504_ratio": 3.486371, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.070875, + "hold30_r": 2.552281 + }, + { + "symbol": "EQT", + "date": "2025-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.270366, + "strategy_rank": 84.640671, + "production_rank": 87.517236, + "structural_overlay_pass": false, + "structural_overlay_score": 83.141374, + "structural_overlay_rr": 1.533278, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.017681, + "primary_prob": 48.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.526522, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 0.709338, + "range_504_ratio": 2.032645, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.044128, + "hold30_r": -1.0 + }, + { + "symbol": "EXE", + "date": "2025-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.075561, + "strategy_rank": 74.707138, + "production_rank": 79.163279, + "structural_overlay_pass": false, + "structural_overlay_score": 75.205115, + "structural_overlay_rr": 1.600308, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.574919, + "primary_prob": 35.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 93, + "primary_distance_atr": 2.362378, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.579141, + "range_504_ratio": 1.784505, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.524135, + "hold30_r": 1.401074 + }, + { + "symbol": "FAST", + "date": "2025-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.068477, + "strategy_rank": 67.641802, + "production_rank": 73.784027, + "structural_overlay_pass": false, + "structural_overlay_score": 70.094826, + "structural_overlay_rr": 1.694635, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.271638, + "primary_prob": 24.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.907457, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.631675, + "range_504_ratio": 1.880758, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.063536, + "hold30_r": -1.0 + }, + { + "symbol": "FFIV", + "date": "2025-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.617473, + "strategy_rank": 74.427043, + "production_rank": 80.157186, + "structural_overlay_pass": false, + "structural_overlay_score": 76.149327, + "structural_overlay_rr": 0.803962, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.267657, + "primary_prob": 22.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.901486, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 0.831308, + "range_504_ratio": 2.296321, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.201727, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2025-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.992916, + "strategy_rank": 95.941739, + "production_rank": 96.625465, + "structural_overlay_pass": false, + "structural_overlay_score": 91.794192, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.71298, + "primary_prob": 39.74, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.069469, + "raw_level_count": 163, + "gate_level_count": 163, + "range_504_log": 1.574323, + "range_504_ratio": 4.827474, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.675272, + "hold30_r": 3.24618 + }, + { + "symbol": "GILD", + "date": "2025-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.429752, + "strategy_rank": 73.610732, + "production_rank": 78.550405, + "structural_overlay_pass": false, + "structural_overlay_score": 74.622885, + "structural_overlay_rr": 1.395998, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.427515, + "primary_prob": 35.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.141272, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.674364, + "range_504_ratio": 1.962784, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.065216, + "hold30_r": -1.0 + }, + { + "symbol": "GNRC", + "date": "2025-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.519481, + "strategy_rank": 82.047599, + "production_rank": 81.538226, + "structural_overlay_pass": false, + "structural_overlay_score": 77.461315, + "structural_overlay_rr": 2.037828, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.751777, + "primary_prob": 42.37, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 23.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.127666, + "raw_level_count": 121, + "gate_level_count": 121, + "range_504_log": 0.934161, + "range_504_ratio": 2.545078, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.704819, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2025-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.985832, + "strategy_rank": 86.329234, + "production_rank": 89.5481, + "structural_overlay_pass": false, + "structural_overlay_score": 85.070695, + "structural_overlay_rr": 1.852453, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.761412, + "primary_prob": 39.0, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 8.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.142118, + "raw_level_count": 139, + "gate_level_count": 139, + "range_504_log": 1.504349, + "range_504_ratio": 4.501223, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.709326, + "hold30_r": 1.677737 + }, + { + "symbol": "IBKR", + "date": "2025-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.22196, + "strategy_rank": 93.110089, + "production_rank": 94.147379, + "structural_overlay_pass": false, + "structural_overlay_score": 89.44001, + "structural_overlay_rr": 2.243671, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.980343, + "primary_prob": 35.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.470514, + "raw_level_count": 122, + "gate_level_count": 122, + "range_504_log": 1.321866, + "range_504_ratio": 3.750413, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.939808, + "hold30_r": 2.044907 + }, + { + "symbol": "IDXX", + "date": "2025-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.297521, + "strategy_rank": 85.364397, + "production_rank": 85.008771, + "structural_overlay_pass": false, + "structural_overlay_score": 80.758333, + "structural_overlay_rr": 0.996766, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.324161, + "primary_prob": 27.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.986241, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.658639, + "range_504_ratio": 1.932162, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.056816, + "hold30_r": -1.0 + }, + { + "symbol": "JBL", + "date": "2025-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.756789, + "strategy_rank": 90.29296, + "production_rank": 92.780903, + "structural_overlay_pass": false, + "structural_overlay_score": 88.141857, + "structural_overlay_rr": 1.533063, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.789097, + "primary_prob": 40.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.183645, + "raw_level_count": 109, + "gate_level_count": 109, + "range_504_log": 0.887619, + "range_504_ratio": 2.429339, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.741111, + "hold30_r": -1.0 + }, + { + "symbol": "JCI", + "date": "2025-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.304604, + "strategy_rank": 73.361336, + "production_rank": 77.675759, + "structural_overlay_pass": false, + "structural_overlay_score": 73.791971, + "structural_overlay_rr": 1.846003, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.846003, + "primary_prob": 11.55, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.769004, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.854993, + "range_504_ratio": 2.351357, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.061282, + "hold30_r": 0.749939 + }, + { + "symbol": "KR", + "date": "2025-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.853601, + "strategy_rank": 73.28337, + "production_rank": 79.473447, + "structural_overlay_pass": false, + "structural_overlay_score": 75.499774, + "structural_overlay_rr": 1.706846, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.707845, + "primary_prob": 33.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.561768, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.576225, + "range_504_ratio": 1.779309, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.064505, + "hold30_r": -1.0 + }, + { + "symbol": "LVS", + "date": "2025-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.061393, + "strategy_rank": 79.432598, + "production_rank": 80.97553, + "structural_overlay_pass": false, + "structural_overlay_score": 76.926753, + "structural_overlay_rr": 1.661234, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.045462, + "primary_prob": 28.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 58, + "primary_distance_atr": 3.068194, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.654125, + "range_504_ratio": 1.923459, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.061417, + "hold30_r": -1.0 + }, + { + "symbol": "MCK", + "date": "2025-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.408501, + "strategy_rank": 60.410007, + "production_rank": 67.742838, + "structural_overlay_pass": false, + "structural_overlay_score": 64.355696, + "structural_overlay_rr": 1.041707, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.050749, + "primary_prob": 62.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 54, + "primary_distance_atr": 1.576123, + "raw_level_count": 112, + "gate_level_count": 112, + "range_504_log": 0.600599, + "range_504_ratio": 1.823211, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.982294, + "hold30_r": 4.909576 + }, + { + "symbol": "META", + "date": "2025-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.77686, + "strategy_rank": 83.526821, + "production_rank": 84.610167, + "structural_overlay_pass": false, + "structural_overlay_score": 80.379659, + "structural_overlay_rr": 1.286179, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.065869, + "primary_prob": 29.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.598804, + "raw_level_count": 137, + "gate_level_count": 137, + "range_504_log": 1.047258, + "range_504_ratio": 2.849826, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.004403, + "hold30_r": -1.0 + }, + { + "symbol": "MO", + "date": "2025-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.165289, + "strategy_rank": 56.929382, + "production_rank": 64.674684, + "structural_overlay_pass": false, + "structural_overlay_score": 61.44095, + "structural_overlay_rr": 0.703475, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.817736, + "primary_prob": 51.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.226604, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.563066, + "range_504_ratio": 1.756048, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.094578, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2025-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.173554, + "strategy_rank": 98.996959, + "production_rank": 99.055824, + "structural_overlay_pass": false, + "structural_overlay_score": 94.103033, + "structural_overlay_rr": 1.525185, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.944272, + "primary_prob": 30.19, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.916407, + "raw_level_count": 196, + "gate_level_count": 196, + "range_504_log": 2.872521, + "range_504_ratio": 17.681537, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.027589, + "hold30_r": -1.0 + }, + { + "symbol": "NCLH", + "date": "2025-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.762692, + "strategy_rank": 85.457469, + "production_rank": 84.55921, + "structural_overlay_pass": false, + "structural_overlay_score": 80.33125, + "structural_overlay_rr": 2.038948, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.846364, + "primary_prob": 37.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.769546, + "raw_level_count": 86, + "gate_level_count": 86, + "range_504_log": 0.835251, + "range_504_ratio": 2.305392, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.042527, + "hold30_r": -1.0 + }, + { + "symbol": "NDAQ", + "date": "2025-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.463991, + "strategy_rank": 63.286586, + "production_rank": 69.345721, + "structural_overlay_pass": false, + "structural_overlay_score": 65.878435, + "structural_overlay_rr": 1.762537, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.762537, + "primary_prob": 14.18, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 7.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.643805, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.733594, + "range_504_ratio": 2.082551, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.091917, + "hold30_r": -1.0 + }, + { + "symbol": "NEM", + "date": "2025-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.540732, + "strategy_rank": 80.283701, + "production_rank": 82.369378, + "structural_overlay_pass": false, + "structural_overlay_score": 78.250909, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.519842, + "primary_prob": 32.88, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 5.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.279764, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 0.966019, + "range_504_ratio": 2.627464, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.462674, + "hold30_r": 5.478938 + }, + { + "symbol": "NFLX", + "date": "2025-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.687131, + "strategy_rank": 79.759765, + "production_rank": 84.735554, + "structural_overlay_pass": true, + "structural_overlay_score": 85.498776, + "structural_overlay_rr": 2.357611, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.64447, + "primary_prob": 29.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.466705, + "raw_level_count": 133, + "gate_level_count": 133, + "range_504_log": 1.358646, + "range_504_ratio": 3.89092, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.060213, + "hold30_r": -1.0 + }, + { + "symbol": "NI", + "date": "2025-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.227863, + "strategy_rank": 58.734504, + "production_rank": 66.23229, + "structural_overlay_pass": false, + "structural_overlay_score": 62.920676, + "structural_overlay_rr": 2.081951, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.819515, + "primary_prob": 46.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.229272, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.643602, + "range_504_ratio": 1.903325, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.754899, + "hold30_r": 2.339181 + }, + { + "symbol": "NRG", + "date": "2025-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.631641, + "strategy_rank": 95.067149, + "production_rank": 95.255313, + "structural_overlay_pass": false, + "structural_overlay_score": 90.492547, + "structural_overlay_rr": 1.843334, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.690945, + "primary_prob": 58.46, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 91.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.036417, + "raw_level_count": 117, + "gate_level_count": 117, + "range_504_log": 1.569935, + "range_504_ratio": 4.806337, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.651289, + "hold30_r": 2.830651 + }, + { + "symbol": "NTRS", + "date": "2025-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.116883, + "strategy_rank": 73.924743, + "production_rank": 76.98879, + "structural_overlay_pass": false, + "structural_overlay_score": 73.13935, + "structural_overlay_rr": 1.432628, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.495201, + "primary_prob": 21.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.242802, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.756223, + "range_504_ratio": 2.130215, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.429791, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2025-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.145218, + "strategy_rank": 88.070521, + "production_rank": 89.09542, + "structural_overlay_pass": false, + "structural_overlay_score": 84.640649, + "structural_overlay_rr": 1.002739, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.963749, + "primary_prob": 31.72, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 7.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.445624, + "raw_level_count": 193, + "gate_level_count": 193, + "range_504_log": 1.608418, + "range_504_ratio": 4.994902, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.919222, + "hold30_r": 2.159439 + }, + { + "symbol": "ORCL", + "date": "2025-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.923259, + "strategy_rank": 89.866092, + "production_rank": 91.551814, + "structural_overlay_pass": false, + "structural_overlay_score": 86.974224, + "structural_overlay_rr": 1.621215, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.839083, + "primary_prob": 41.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.258625, + "raw_level_count": 113, + "gate_level_count": 113, + "range_504_log": 0.96628, + "range_504_ratio": 2.628148, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.79756, + "hold30_r": 5.218074 + }, + { + "symbol": "PLTR", + "date": "2025-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.881936, + "strategy_rank": 98.714525, + "production_rank": 99.103662, + "structural_overlay_pass": false, + "structural_overlay_score": 94.148479, + "structural_overlay_rr": 0.77655, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.671912, + "primary_prob": 43.48, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 12.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.007868, + "raw_level_count": 182, + "gate_level_count": 182, + "range_504_log": 2.631089, + "range_504_ratio": 13.888889, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.645051, + "hold30_r": 2.196433 + }, + { + "symbol": "PM", + "date": "2025-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.020071, + "strategy_rank": 68.009804, + "production_rank": 75.013226, + "structural_overlay_pass": false, + "structural_overlay_score": 71.262565, + "structural_overlay_rr": 1.801391, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.838302, + "primary_prob": 22.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.757453, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.760901, + "range_504_ratio": 2.140204, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.097218, + "hold30_r": -1.038844 + }, + { + "symbol": "PWR", + "date": "2025-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.783943, + "strategy_rank": 78.953006, + "production_rank": 82.229985, + "structural_overlay_pass": false, + "structural_overlay_score": 78.118486, + "structural_overlay_rr": 1.830226, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.81597, + "primary_prob": 14.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.723955, + "raw_level_count": 128, + "gate_level_count": 128, + "range_504_log": 1.016685, + "range_504_ratio": 2.764017, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.765152, + "hold30_r": 4.184828 + }, + { + "symbol": "RCL", + "date": "2025-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.395514, + "strategy_rank": 90.691954, + "production_rank": 92.259807, + "structural_overlay_pass": false, + "structural_overlay_score": 87.646817, + "structural_overlay_rr": 0.996547, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.942306, + "primary_prob": 46.2, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.413459, + "raw_level_count": 173, + "gate_level_count": 173, + "range_504_log": 1.542813, + "range_504_ratio": 4.677728, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.046654, + "hold30_r": -1.0 + }, + { + "symbol": "RJF", + "date": "2025-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.825266, + "strategy_rank": 69.573912, + "production_rank": 74.324363, + "structural_overlay_pass": false, + "structural_overlay_score": 70.608145, + "structural_overlay_rr": 1.641568, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.755538, + "primary_prob": 12.89, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.633307, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.642698, + "range_504_ratio": 1.901604, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.689656, + "hold30_r": -1.0 + }, + { + "symbol": "SCHW", + "date": "2025-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.964581, + "strategy_rank": 70.899735, + "production_rank": 77.254684, + "structural_overlay_pass": false, + "structural_overlay_score": 73.391949, + "structural_overlay_rr": 0.996363, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.410917, + "primary_prob": 28.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.116375, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.716204, + "range_504_ratio": 2.04665, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.348924, + "hold30_r": 0.703775 + }, + { + "symbol": "SMCI", + "date": "2025-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.089728, + "strategy_rank": 94.3213, + "production_rank": 93.577443, + "structural_overlay_pass": false, + "structural_overlay_score": 88.898571, + "structural_overlay_rr": 2.036722, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.920523, + "primary_prob": 30.51, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.880785, + "raw_level_count": 194, + "gate_level_count": 194, + "range_504_log": 1.963559, + "range_504_ratio": 7.124638, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.894024, + "hold30_r": 3.85908 + }, + { + "symbol": "TPR", + "date": "2025-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.701299, + "strategy_rank": 93.218268, + "production_rank": 95.045945, + "structural_overlay_pass": false, + "structural_overlay_score": 90.293647, + "structural_overlay_rr": 1.277141, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.320926, + "primary_prob": 22.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.981389, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 1.478925, + "range_504_ratio": 4.388226, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.27696, + "hold30_r": 2.667173 + }, + { + "symbol": "TRMB", + "date": "2025-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.603306, + "strategy_rank": 77.206748, + "production_rank": 80.672267, + "structural_overlay_pass": false, + "structural_overlay_score": 76.638654, + "structural_overlay_rr": 2.107962, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.982046, + "primary_prob": 29.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.973069, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.793568, + "range_504_ratio": 2.211271, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.063441, + "hold30_r": -1.0 + }, + { + "symbol": "TSLA", + "date": "2025-09-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.492326, + "strategy_rank": 91.972458, + "production_rank": 91.145747, + "structural_overlay_pass": true, + "structural_overlay_score": 91.58846, + "structural_overlay_rr": 2.972334, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.734901, + "primary_prob": 24.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 22, + "primary_distance_atr": 4.102352, + "raw_level_count": 103, + "gate_level_count": 103, + "range_504_log": 1.258369, + "range_504_ratio": 3.519677, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.697302, + "hold30_r": 4.740624 + }, + { + "symbol": "UAL", + "date": "2025-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.694215, + "strategy_rank": 96.730762, + "production_rank": 96.718579, + "structural_overlay_pass": false, + "structural_overlay_score": 91.88265, + "structural_overlay_rr": 1.969835, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.522592, + "primary_prob": 31.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.283889, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 1.236686, + "range_504_ratio": 3.444181, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.044626, + "hold30_r": -1.0 + }, + { + "symbol": "ULTA", + "date": "2025-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.839433, + "strategy_rank": 83.987603, + "production_rank": 85.271547, + "structural_overlay_pass": false, + "structural_overlay_score": 81.007969, + "structural_overlay_rr": 1.652543, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.092226, + "primary_prob": 46.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.63834, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.620579, + "range_504_ratio": 1.860005, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.047947, + "hold30_r": 0.801969 + }, + { + "symbol": "VRSN", + "date": "2025-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.381346, + "strategy_rank": 73.165055, + "production_rank": 79.237152, + "structural_overlay_pass": false, + "structural_overlay_score": 75.275295, + "structural_overlay_rr": 0.681526, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.28182, + "primary_prob": 39.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.922729, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.620243, + "range_504_ratio": 1.859379, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.206827, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2025-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.159386, + "strategy_rank": 95.125721, + "production_rank": 95.136943, + "structural_overlay_pass": false, + "structural_overlay_score": 90.380096, + "structural_overlay_rr": 2.234139, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.115897, + "primary_prob": 33.31, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 37.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.673846, + "raw_level_count": 175, + "gate_level_count": 175, + "range_504_log": 1.504976, + "range_504_ratio": 4.504046, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.086828, + "hold30_r": 5.860806 + }, + { + "symbol": "VST", + "date": "2025-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.937426, + "strategy_rank": 96.850538, + "production_rank": 97.546167, + "structural_overlay_pass": false, + "structural_overlay_score": 92.668859, + "structural_overlay_rr": 1.655048, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.149349, + "primary_prob": 27.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.724023, + "raw_level_count": 155, + "gate_level_count": 155, + "range_504_log": 1.940071, + "range_504_ratio": 6.959243, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.117578, + "hold30_r": 1.128039 + }, + { + "symbol": "WMB", + "date": "2025-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.873672, + "strategy_rank": 62.944117, + "production_rank": 68.920636, + "structural_overlay_pass": false, + "structural_overlay_score": 65.474604, + "structural_overlay_rr": 1.96204, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.617495, + "primary_prob": 35.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.426242, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.669166, + "range_504_ratio": 1.952608, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.552387, + "hold30_r": 2.993569 + }, + { + "symbol": "WMT", + "date": "2025-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.769776, + "strategy_rank": 65.883654, + "production_rank": 72.179028, + "structural_overlay_pass": false, + "structural_overlay_score": 68.570077, + "structural_overlay_rr": 0.944981, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.948664, + "primary_prob": 35.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.422996, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.747795, + "range_504_ratio": 2.112337, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.8682, + "hold30_r": 2.890023 + }, + { + "symbol": "WSM", + "date": "2025-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.909091, + "strategy_rank": 88.648156, + "production_rank": 89.401801, + "structural_overlay_pass": false, + "structural_overlay_score": 84.931711, + "structural_overlay_rr": 1.759765, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.604969, + "primary_prob": 30.55, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.407454, + "raw_level_count": 120, + "gate_level_count": 120, + "range_504_log": 1.156536, + "range_504_ratio": 3.178902, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.042192, + "hold30_r": -1.0 + }, + { + "symbol": "WYNN", + "date": "2025-09-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.832349, + "strategy_rank": 81.804343, + "production_rank": 83.147012, + "structural_overlay_pass": false, + "structural_overlay_score": 78.989661, + "structural_overlay_rr": 1.564502, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.564502, + "primary_prob": 31.06, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.346754, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.677936, + "range_504_ratio": 1.969808, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.514922, + "hold30_r": -1.0 + }, + { + "symbol": "GEV", + "date": "2025-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.164678, + "strategy_rank": 96.340185, + "production_rank": 97.281683, + "structural_overlay_pass": false, + "structural_overlay_score": 92.417599, + "structural_overlay_rr": 0.772236, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.909978, + "primary_prob": 39.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.364967, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 1.738976, + "range_504_ratio": 5.691512, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.877572, + "hold30_r": -0.166289 + }, + { + "symbol": "WBD", + "date": "2025-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.362768, + "strategy_rank": 92.830338, + "production_rank": 92.674482, + "structural_overlay_pass": false, + "structural_overlay_score": 88.040758, + "structural_overlay_rr": 2.346128, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.612991, + "primary_prob": 50.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 69, + "primary_distance_atr": 2.419487, + "raw_level_count": 95, + "gate_level_count": 95, + "range_504_log": 0.736256, + "range_504_ratio": 2.088102, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.575592, + "hold30_r": 9.039291 + }, + { + "symbol": "CEG", + "date": "2025-09-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.374702, + "strategy_rank": 95.015688, + "production_rank": 95.802026, + "structural_overlay_pass": false, + "structural_overlay_score": 91.011925, + "structural_overlay_rr": 1.459218, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.471308, + "primary_prob": 22.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.206962, + "raw_level_count": 137, + "gate_level_count": 137, + "range_504_log": 1.2488, + "range_504_ratio": 3.486158, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.43358, + "hold30_r": 2.835542 + }, + { + "symbol": "ANET", + "date": "2025-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.198091, + "strategy_rank": 92.771441, + "production_rank": 92.913657, + "structural_overlay_pass": false, + "structural_overlay_score": 88.267974, + "structural_overlay_rr": 0.728512, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.728512, + "primary_prob": 39.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.092768, + "raw_level_count": 156, + "gate_level_count": 156, + "range_504_log": 1.312808, + "range_504_ratio": 3.716595, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.695053, + "hold30_r": 1.731867 + }, + { + "symbol": "AXON", + "date": "2025-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.329356, + "strategy_rank": 94.754268, + "production_rank": 95.945964, + "structural_overlay_pass": false, + "structural_overlay_score": 91.148665, + "structural_overlay_rr": 1.917856, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.574767, + "primary_prob": 32.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.362151, + "raw_level_count": 153, + "gate_level_count": 153, + "range_504_log": 1.54424, + "range_504_ratio": 4.684409, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.040453, + "hold30_r": -1.0 + }, + { + "symbol": "BA", + "date": "2025-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.9642, + "strategy_rank": 80.786025, + "production_rank": 82.17875, + "structural_overlay_pass": false, + "structural_overlay_score": 78.069813, + "structural_overlay_rr": 1.876406, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.450255, + "primary_prob": 24.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 3.675382, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.730387, + "range_504_ratio": 2.075883, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.052828, + "hold30_r": 0.661762 + }, + { + "symbol": "BKNG", + "date": "2025-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.816229, + "strategy_rank": 67.375413, + "production_rank": 72.522352, + "structural_overlay_pass": false, + "structural_overlay_score": 68.896234, + "structural_overlay_rr": 1.246899, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.086856, + "primary_prob": 46.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.630284, + "raw_level_count": 106, + "gate_level_count": 106, + "range_504_log": 0.759245, + "range_504_ratio": 2.136663, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.062302, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2025-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.980907, + "strategy_rank": 61.999269, + "production_rank": 68.659815, + "structural_overlay_pass": false, + "structural_overlay_score": 65.226824, + "structural_overlay_rr": 1.584236, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.191926, + "primary_prob": 34.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.787888, + "raw_level_count": 108, + "gate_level_count": 108, + "range_504_log": 0.674328, + "range_504_ratio": 1.962713, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.065039, + "hold30_r": -1.0 + }, + { + "symbol": "CBOE", + "date": "2025-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.310263, + "strategy_rank": 59.006218, + "production_rank": 66.107566, + "structural_overlay_pass": false, + "structural_overlay_score": 62.802188, + "structural_overlay_rr": 1.453318, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.469368, + "primary_prob": 22.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.204051, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.544164, + "range_504_ratio": 1.723167, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.397971, + "hold30_r": 0.691984 + }, + { + "symbol": "CME", + "date": "2025-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.038186, + "strategy_rank": 61.192165, + "production_rank": 69.474172, + "structural_overlay_pass": false, + "structural_overlay_score": 66.000464, + "structural_overlay_rr": 1.157447, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.794302, + "primary_prob": 32.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.691454, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.4219, + "range_504_ratio": 1.524856, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.711161, + "hold30_r": 1.147431 + }, + { + "symbol": "COHR", + "date": "2025-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.634845, + "strategy_rank": 90.179552, + "production_rank": 88.997983, + "structural_overlay_pass": true, + "structural_overlay_score": 89.548084, + "structural_overlay_rr": 2.814944, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.804566, + "primary_prob": 27.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.706848, + "raw_level_count": 114, + "gate_level_count": 114, + "range_504_log": 1.465364, + "range_504_ratio": 4.329118, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.775947, + "hold30_r": 3.661095 + }, + { + "symbol": "COIN", + "date": "2025-09-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.090692, + "strategy_rank": 98.270159, + "production_rank": 98.210337, + "structural_overlay_pass": true, + "structural_overlay_score": 98.29982, + "structural_overlay_rr": 2.013059, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.013059, + "primary_prob": 27.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 8, + "primary_distance_atr": 3.019588, + "raw_level_count": 158, + "gate_level_count": 158, + "range_504_log": 1.854081, + "range_504_ratio": 6.385825, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.9826, + "hold30_r": 1.481272 + }, + { + "symbol": "COR", + "date": "2025-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.338902, + "strategy_rank": 60.49778, + "production_rank": 67.778154, + "structural_overlay_pass": false, + "structural_overlay_score": 64.389246, + "structural_overlay_rr": 0.79611, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.766916, + "primary_prob": 52.18, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.150374, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 0.584601, + "range_504_ratio": 1.794276, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.067938, + "hold30_r": -1.0 + }, + { + "symbol": "CRWD", + "date": "2025-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.794749, + "strategy_rank": 89.184334, + "production_rank": 90.721139, + "structural_overlay_pass": true, + "structural_overlay_score": 91.185082, + "structural_overlay_rr": 2.170418, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.902125, + "primary_prob": 34.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.853188, + "raw_level_count": 141, + "gate_level_count": 141, + "range_504_log": 1.18994, + "range_504_ratio": 3.286883, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.858615, + "hold30_r": 4.550534 + }, + { + "symbol": "CSCO", + "date": "2025-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.128878, + "strategy_rank": 66.506425, + "production_rank": 72.380576, + "structural_overlay_pass": false, + "structural_overlay_score": 68.761547, + "structural_overlay_rr": 0.996491, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.008844, + "primary_prob": 48.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.513265, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.488787, + "range_504_ratio": 1.630337, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.934131, + "hold30_r": 2.302142 + }, + { + "symbol": "CVNA", + "date": "2025-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.568019, + "strategy_rank": 98.675802, + "production_rank": 98.639874, + "structural_overlay_pass": false, + "structural_overlay_score": 93.70788, + "structural_overlay_rr": 0.74046, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.677606, + "primary_prob": 42.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.016409, + "raw_level_count": 200, + "gate_level_count": 200, + "range_504_log": 2.801825, + "range_504_ratio": 16.474691, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.64687, + "hold30_r": -1.0 + }, + { + "symbol": "DASH", + "date": "2025-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.300716, + "strategy_rank": 90.223374, + "production_rank": 92.249154, + "structural_overlay_pass": false, + "structural_overlay_score": 87.636697, + "structural_overlay_rr": 1.957032, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.913163, + "primary_prob": 25.61, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.869745, + "raw_level_count": 155, + "gate_level_count": 155, + "range_504_log": 1.381095, + "range_504_ratio": 3.979256, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.864223, + "hold30_r": -1.0 + }, + { + "symbol": "DG", + "date": "2025-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.988067, + "strategy_rank": 84.548858, + "production_rank": 88.028594, + "structural_overlay_pass": false, + "structural_overlay_score": 83.627164, + "structural_overlay_rr": 1.546132, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.392794, + "primary_prob": 25.1, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 3.589191, + "raw_level_count": 103, + "gate_level_count": 103, + "range_504_log": 0.928232, + "range_504_ratio": 2.530032, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.047108, + "hold30_r": -1.0 + }, + { + "symbol": "DLTR", + "date": "2025-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.136038, + "strategy_rank": 92.309887, + "production_rank": 93.918604, + "structural_overlay_pass": false, + "structural_overlay_score": 89.222674, + "structural_overlay_rr": 1.905825, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.601237, + "primary_prob": 35.41, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.401856, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 0.916225, + "range_504_ratio": 2.499835, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.038152, + "hold30_r": -1.0 + }, + { + "symbol": "DRI", + "date": "2025-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.742243, + "strategy_rank": 61.152824, + "production_rank": 68.015964, + "structural_overlay_pass": false, + "structural_overlay_score": 64.615166, + "structural_overlay_rr": 1.598634, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.144081, + "primary_prob": 45.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.716121, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.537477, + "range_504_ratio": 1.711683, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -3.949265, + "hold30_r": -3.862547 + }, + { + "symbol": "EA", + "date": "2025-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.787589, + "strategy_rank": 63.452385, + "production_rank": 69.230787, + "structural_overlay_pass": false, + "structural_overlay_score": 65.769247, + "structural_overlay_rr": 1.542409, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.271816, + "primary_prob": 22.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.907724, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.451188, + "range_504_ratio": 1.570176, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.065338, + "hold30_r": -1.0 + }, + { + "symbol": "EBAY", + "date": "2025-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.465394, + "strategy_rank": 84.16785, + "production_rank": 87.933698, + "structural_overlay_pass": false, + "structural_overlay_score": 83.537013, + "structural_overlay_rr": 2.609126, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.698576, + "primary_prob": 43.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.047864, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 1.001103, + "range_504_ratio": 2.721281, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.646277, + "hold30_r": -1.0742 + }, + { + "symbol": "EME", + "date": "2025-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.601432, + "strategy_rank": 82.985484, + "production_rank": 86.1908, + "structural_overlay_pass": false, + "structural_overlay_score": 81.88126, + "structural_overlay_rr": 1.595984, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.004112, + "primary_prob": 29.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.506168, + "raw_level_count": 125, + "gate_level_count": 125, + "range_504_log": 1.248861, + "range_504_ratio": 3.486371, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.952037, + "hold30_r": 4.931987 + }, + { + "symbol": "EQT", + "date": "2025-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.033413, + "strategy_rank": 85.23936, + "production_rank": 88.170711, + "structural_overlay_pass": false, + "structural_overlay_score": 83.762176, + "structural_overlay_rr": 1.87277, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.572181, + "primary_prob": 35.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.358272, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 0.709338, + "range_504_ratio": 2.032645, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.04493, + "hold30_r": -1.0 + }, + { + "symbol": "ETR", + "date": "2025-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.959427, + "strategy_rank": 66.501873, + "production_rank": 75.321058, + "structural_overlay_pass": false, + "structural_overlay_score": 71.555005, + "structural_overlay_rr": 0.987481, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.987481, + "primary_prob": 29.59, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.481221, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.752217, + "range_504_ratio": 2.121699, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.084512, + "hold30_r": -1.0 + }, + { + "symbol": "EXE", + "date": "2025-09-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 85.560859, + "strategy_rank": 72.908096, + "production_rank": 77.125684, + "structural_overlay_pass": false, + "structural_overlay_score": 73.2694, + "structural_overlay_rr": 2.605211, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.819644, + "primary_prob": 21.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 57, + "primary_distance_atr": 4.229466, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.579141, + "range_504_ratio": 1.784505, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.76661, + "hold30_r": 2.080664 + }, + { + "symbol": "FAST", + "date": "2025-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.589499, + "strategy_rank": 67.641612, + "production_rank": 74.290908, + "structural_overlay_pass": false, + "structural_overlay_score": 70.576362, + "structural_overlay_rr": 1.994132, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.640995, + "primary_prob": 17.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.461492, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.631675, + "range_504_ratio": 1.880758, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.063279, + "hold30_r": -1.0 + }, + { + "symbol": "FFIV", + "date": "2025-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.811456, + "strategy_rank": 74.402346, + "production_rank": 79.872049, + "structural_overlay_pass": false, + "structural_overlay_score": 75.878447, + "structural_overlay_rr": 1.111117, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.942745, + "primary_prob": 31.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.414118, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 0.841407, + "range_504_ratio": 2.319629, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.88477, + "hold30_r": -1.0 + }, + { + "symbol": "FOX", + "date": "2025-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.112172, + "strategy_rank": 76.246697, + "production_rank": 79.868522, + "structural_overlay_pass": false, + "structural_overlay_score": 75.875096, + "structural_overlay_rr": 1.051298, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.861511, + "primary_prob": 39.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.292267, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.792445, + "range_504_ratio": 2.208789, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.812072, + "hold30_r": 0.051509 + }, + { + "symbol": "FOXA", + "date": "2025-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.498807, + "strategy_rank": 77.524016, + "production_rank": 81.515613, + "structural_overlay_pass": false, + "structural_overlay_score": 77.439832, + "structural_overlay_rr": 0.80781, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.82278, + "primary_prob": 37.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.23417, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.79587, + "range_504_ratio": 2.216369, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.773652, + "hold30_r": 0.476522 + }, + { + "symbol": "GILD", + "date": "2025-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.76611, + "strategy_rank": 76.751176, + "production_rank": 81.756154, + "structural_overlay_pass": false, + "structural_overlay_score": 77.668346, + "structural_overlay_rr": 1.492565, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.523185, + "primary_prob": 19.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.284777, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.674364, + "range_504_ratio": 1.962784, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.063027, + "hold30_r": -1.0 + }, + { + "symbol": "GNRC", + "date": "2025-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.890215, + "strategy_rank": 84.432328, + "production_rank": 84.251624, + "structural_overlay_pass": false, + "structural_overlay_score": 80.039042, + "structural_overlay_rr": 1.603144, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.992584, + "primary_prob": 40.63, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 56.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.488876, + "raw_level_count": 122, + "gate_level_count": 122, + "range_504_log": 0.934161, + "range_504_ratio": 2.545078, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.046749, + "hold30_r": -1.0 + }, + { + "symbol": "IBKR", + "date": "2025-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.539379, + "strategy_rank": 91.463144, + "production_rank": 93.155222, + "structural_overlay_pass": false, + "structural_overlay_score": 88.497461, + "structural_overlay_rr": 1.151398, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.612695, + "primary_prob": 30.41, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.419042, + "raw_level_count": 122, + "gate_level_count": 122, + "range_504_log": 1.321866, + "range_504_ratio": 3.750413, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.565679, + "hold30_r": 1.863641 + }, + { + "symbol": "IDXX", + "date": "2025-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.548926, + "strategy_rank": 82.665535, + "production_rank": 81.959999, + "structural_overlay_pass": false, + "structural_overlay_score": 77.861999, + "structural_overlay_rr": 2.05836, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.392832, + "primary_prob": 26.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.089248, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.658639, + "range_504_ratio": 1.932162, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.056181, + "hold30_r": -1.0 + }, + { + "symbol": "INCY", + "date": "2025-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.873508, + "strategy_rank": 78.797153, + "production_rank": 81.489272, + "structural_overlay_pass": false, + "structural_overlay_score": 77.414808, + "structural_overlay_rr": 1.049815, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.056939, + "primary_prob": 35.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.585408, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.559815, + "range_504_ratio": 1.750348, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.001872, + "hold30_r": 2.71027 + }, + { + "symbol": "JBL", + "date": "2025-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.613365, + "strategy_rank": 89.783468, + "production_rank": 92.393433, + "structural_overlay_pass": false, + "structural_overlay_score": 87.773762, + "structural_overlay_rr": 1.609571, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.525303, + "primary_prob": 22.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.287954, + "raw_level_count": 109, + "gate_level_count": 109, + "range_504_log": 0.887619, + "range_504_ratio": 2.429339, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.471133, + "hold30_r": -1.0 + }, + { + "symbol": "JCI", + "date": "2025-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.202864, + "strategy_rank": 72.371445, + "production_rank": 76.648584, + "structural_overlay_pass": false, + "structural_overlay_score": 72.816155, + "structural_overlay_rr": 0.705497, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.420633, + "primary_prob": 18.8, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.130949, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.854993, + "range_504_ratio": 2.351357, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.360726, + "hold30_r": 1.506985 + }, + { + "symbol": "KR", + "date": "2025-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.527446, + "strategy_rank": 72.329046, + "production_rank": 78.728512, + "structural_overlay_pass": false, + "structural_overlay_score": 74.792087, + "structural_overlay_rr": 1.533363, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.310668, + "primary_prob": 41.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.966002, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.576225, + "range_504_ratio": 1.779309, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.05874, + "hold30_r": -1.0 + }, + { + "symbol": "LVS", + "date": "2025-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.50358, + "strategy_rank": 77.755724, + "production_rank": 79.005009, + "structural_overlay_pass": false, + "structural_overlay_score": 75.054759, + "structural_overlay_rr": 1.836409, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.233795, + "primary_prob": 26.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 58, + "primary_distance_atr": 3.350692, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.654125, + "range_504_ratio": 1.923459, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.063284, + "hold30_r": -1.0 + }, + { + "symbol": "MCK", + "date": "2025-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.350835, + "strategy_rank": 64.14916, + "production_rank": 71.883052, + "structural_overlay_pass": false, + "structural_overlay_score": 68.288899, + "structural_overlay_rr": 0.947221, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.863244, + "primary_prob": 63.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 75.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.294866, + "raw_level_count": 112, + "gate_level_count": 112, + "range_504_log": 0.569151, + "range_504_ratio": 1.766766, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.068587, + "hold30_r": -1.0 + }, + { + "symbol": "META", + "date": "2025-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.799523, + "strategy_rank": 82.729511, + "production_rank": 83.752848, + "structural_overlay_pass": false, + "structural_overlay_score": 79.565206, + "structural_overlay_rr": 1.234878, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.99966, + "primary_prob": 31.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.499491, + "raw_level_count": 138, + "gate_level_count": 138, + "range_504_log": 1.047258, + "range_504_ratio": 2.849826, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.933853, + "hold30_r": -1.0 + }, + { + "symbol": "MO", + "date": "2025-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.21957, + "strategy_rank": 58.34035, + "production_rank": 66.30009, + "structural_overlay_pass": false, + "structural_overlay_score": 62.985086, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.75084, + "primary_prob": 38.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.126259, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.563066, + "range_504_ratio": 1.756048, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.095248, + "hold30_r": -1.0 + }, + { + "symbol": "MOS", + "date": "2025-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.054893, + "strategy_rank": 77.768937, + "production_rank": 79.530922, + "structural_overlay_pass": false, + "structural_overlay_score": 75.554376, + "structural_overlay_rr": 2.205757, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.880725, + "primary_prob": 46.05, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 113, + "primary_distance_atr": 2.821088, + "raw_level_count": 95, + "gate_level_count": 95, + "range_504_log": 0.596002, + "range_504_ratio": 1.814848, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.825135, + "hold30_r": -2.519308 + }, + { + "symbol": "MSTR", + "date": "2025-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.403341, + "strategy_rank": 99.010229, + "production_rank": 99.141267, + "structural_overlay_pass": false, + "structural_overlay_score": 94.184203, + "structural_overlay_rr": 1.897168, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.845589, + "primary_prob": 27.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 79.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.768383, + "raw_level_count": 196, + "gate_level_count": 196, + "range_504_log": 2.872521, + "range_504_ratio": 17.681537, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.030071, + "hold30_r": -1.0 + }, + { + "symbol": "NEM", + "date": "2025-09-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.424821, + "strategy_rank": 81.456374, + "production_rank": 83.779189, + "structural_overlay_pass": false, + "structural_overlay_score": 79.59023, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 2.090577, + "primary_prob": 23.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 3.135866, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 1.001227, + "range_504_ratio": 2.721618, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.032407, + "hold30_r": 1.512065 + }, + { + "symbol": "NFLX", + "date": "2025-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.22673, + "strategy_rank": 79.817233, + "production_rank": 84.953732, + "structural_overlay_pass": false, + "structural_overlay_score": 80.706046, + "structural_overlay_rr": 1.964128, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.476822, + "primary_prob": 28.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.215234, + "raw_level_count": 133, + "gate_level_count": 133, + "range_504_log": 1.358646, + "range_504_ratio": 3.89092, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.055185, + "hold30_r": -1.0 + }, + { + "symbol": "NRG", + "date": "2025-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.778043, + "strategy_rank": 95.849517, + "production_rank": 96.159026, + "structural_overlay_pass": false, + "structural_overlay_score": 91.351074, + "structural_overlay_rr": 1.327477, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.912311, + "primary_prob": 47.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.368466, + "raw_level_count": 117, + "gate_level_count": 117, + "range_504_log": 1.569935, + "range_504_ratio": 4.806337, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.872086, + "hold30_r": 0.673499 + }, + { + "symbol": "NTRS", + "date": "2025-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.264916, + "strategy_rank": 72.225132, + "production_rank": 75.238393, + "structural_overlay_pass": false, + "structural_overlay_score": 71.476474, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.945587, + "primary_prob": 35.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.418381, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.756223, + "range_504_ratio": 2.130215, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.878869, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2025-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.214797, + "strategy_rank": 87.250477, + "production_rank": 88.238584, + "structural_overlay_pass": true, + "structural_overlay_score": 88.826655, + "structural_overlay_rr": 2.499828, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.861634, + "primary_prob": 26.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.792451, + "raw_level_count": 192, + "gate_level_count": 192, + "range_504_log": 1.608418, + "range_504_ratio": 4.994902, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.049037, + "hold30_r": -1.0 + }, + { + "symbol": "ORCL", + "date": "2025-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.663484, + "strategy_rank": 91.134761, + "production_rank": 90.311002, + "structural_overlay_pass": true, + "structural_overlay_score": 90.795452, + "structural_overlay_rr": 2.301311, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.995121, + "primary_prob": 24.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.992682, + "raw_level_count": 117, + "gate_level_count": 117, + "range_504_log": 1.247887, + "range_504_ratio": 3.482974, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.025118, + "hold30_r": -0.3804 + }, + { + "symbol": "PLTR", + "date": "2025-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.642005, + "strategy_rank": 98.247615, + "production_rank": 98.712412, + "structural_overlay_pass": false, + "structural_overlay_score": 93.776791, + "structural_overlay_rr": 1.736325, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.736325, + "primary_prob": 28.39, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.604488, + "raw_level_count": 182, + "gate_level_count": 182, + "range_504_log": 2.631089, + "range_504_ratio": 13.888889, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.032058, + "hold30_r": 1.234222 + }, + { + "symbol": "PM", + "date": "2025-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.260143, + "strategy_rank": 68.525008, + "production_rank": 75.43672, + "structural_overlay_pass": false, + "structural_overlay_score": 71.664884, + "structural_overlay_rr": 1.799941, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.307777, + "primary_prob": 20.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 74.0, + "primary_rejection_count": 28, + "primary_distance_atr": 3.461666, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.760901, + "range_504_ratio": 2.140204, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.061037, + "hold30_r": -1.0 + }, + { + "symbol": "PWR", + "date": "2025-09-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.02148, + "strategy_rank": 79.228027, + "production_rank": 82.492512, + "structural_overlay_pass": true, + "structural_overlay_score": 83.367886, + "structural_overlay_rr": 2.733815, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.222758, + "primary_prob": 22.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 3.334137, + "raw_level_count": 128, + "gate_level_count": 128, + "range_504_log": 1.016685, + "range_504_ratio": 2.764017, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.172589, + "hold30_r": 3.829571 + }, + { + "symbol": "RCL", + "date": "2025-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.823389, + "strategy_rank": 91.712844, + "production_rank": 93.083026, + "structural_overlay_pass": false, + "structural_overlay_score": 88.428875, + "structural_overlay_rr": 1.510669, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.724254, + "primary_prob": 43.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.086381, + "raw_level_count": 174, + "gate_level_count": 174, + "range_504_log": 1.542813, + "range_504_ratio": 4.677728, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.041137, + "hold30_r": -1.0 + }, + { + "symbol": "SATS", + "date": "2025-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.288783, + "strategy_rank": 93.866391, + "production_rank": 93.007188, + "structural_overlay_pass": false, + "structural_overlay_score": 88.356829, + "structural_overlay_rr": 1.45311, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.674863, + "primary_prob": 56.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.012295, + "raw_level_count": 104, + "gate_level_count": 104, + "range_504_log": 2.19255, + "range_504_ratio": 8.958027, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.653769, + "hold30_r": -0.10844 + }, + { + "symbol": "SCHW", + "date": "2025-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.976134, + "strategy_rank": 70.206178, + "production_rank": 76.796163, + "structural_overlay_pass": false, + "structural_overlay_score": 72.956355, + "structural_overlay_rr": 1.080736, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.92114, + "primary_prob": 43.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.38171, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.716204, + "range_504_ratio": 2.04665, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.063825, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2025-09-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.556086, + "strategy_rank": 95.310476, + "production_rank": 94.725679, + "structural_overlay_pass": false, + "structural_overlay_score": 89.989395, + "structural_overlay_rr": 1.731738, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.923759, + "primary_prob": 20.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 16, + "primary_distance_atr": 4.385639, + "raw_level_count": 194, + "gate_level_count": 194, + "range_504_log": 1.963559, + "range_504_ratio": 7.124638, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.895037, + "hold30_r": 1.049944 + }, + { + "symbol": "TMUS", + "date": "2025-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.577566, + "strategy_rank": 68.495595, + "production_rank": 73.189585, + "structural_overlay_pass": false, + "structural_overlay_score": 69.530106, + "structural_overlay_rr": 1.270421, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.330088, + "primary_prob": 34.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 71.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.995132, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.710844, + "range_504_ratio": 2.035709, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.067051, + "hold30_r": -1.0 + }, + { + "symbol": "TPR", + "date": "2025-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.806683, + "strategy_rank": 92.907228, + "production_rank": 94.873713, + "structural_overlay_pass": false, + "structural_overlay_score": 90.130028, + "structural_overlay_rr": 0.788595, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.588549, + "primary_prob": 30.63, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.382824, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 1.478925, + "range_504_ratio": 4.388226, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.543923, + "hold30_r": 1.726866 + }, + { + "symbol": "TRMB", + "date": "2025-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.606205, + "strategy_rank": 75.457955, + "production_rank": 78.507372, + "structural_overlay_pass": false, + "structural_overlay_score": 74.582003, + "structural_overlay_rr": 1.915347, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.1652, + "primary_prob": 27.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 3.2478, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.793568, + "range_504_ratio": 2.211271, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.059305, + "hold30_r": -1.0 + }, + { + "symbol": "TSLA", + "date": "2025-09-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.651551, + "strategy_rank": 87.697921, + "production_rank": 86.349131, + "structural_overlay_pass": true, + "structural_overlay_score": 87.031675, + "structural_overlay_rr": 2.123513, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.13463, + "primary_prob": 24.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 3.201945, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 1.258369, + "range_504_ratio": 3.519677, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.096238, + "hold30_r": 1.831651 + }, + { + "symbol": "UAL", + "date": "2025-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.062053, + "strategy_rank": 96.027704, + "production_rank": 96.039153, + "structural_overlay_pass": false, + "structural_overlay_score": 91.237196, + "structural_overlay_rr": 1.868658, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.444838, + "primary_prob": 33.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.167257, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 1.236686, + "range_504_ratio": 3.444181, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.042285, + "hold30_r": -1.0 + }, + { + "symbol": "ULTA", + "date": "2025-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.396181, + "strategy_rank": 82.503549, + "production_rank": 83.801093, + "structural_overlay_pass": false, + "structural_overlay_score": 79.611038, + "structural_overlay_rr": 1.802433, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.195087, + "primary_prob": 43.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.792631, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.620579, + "range_504_ratio": 1.860005, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.147114, + "hold30_r": 0.141695 + }, + { + "symbol": "VRSN", + "date": "2025-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.050119, + "strategy_rank": 73.496705, + "production_rank": 79.347843, + "structural_overlay_pass": false, + "structural_overlay_score": 75.380451, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.721012, + "primary_prob": 28.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.581518, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.620243, + "range_504_ratio": 1.859379, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.073184, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2025-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.749403, + "strategy_rank": 94.751281, + "production_rank": 94.750655, + "structural_overlay_pass": true, + "structural_overlay_score": 95.013122, + "structural_overlay_rr": 2.078425, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.92672, + "primary_prob": 26.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.890081, + "raw_level_count": 176, + "gate_level_count": 176, + "range_504_log": 1.504976, + "range_504_ratio": 4.504046, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.896682, + "hold30_r": 5.705089 + }, + { + "symbol": "WFC", + "date": "2025-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.293556, + "strategy_rank": 71.1422, + "production_rank": 75.192652, + "structural_overlay_pass": false, + "structural_overlay_score": 71.433019, + "structural_overlay_rr": 0.983185, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.797349, + "primary_prob": 54.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.196024, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.792982, + "range_504_ratio": 2.209978, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.73289, + "hold30_r": -1.0 + }, + { + "symbol": "WSM", + "date": "2025-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.124105, + "strategy_rank": 89.194859, + "production_rank": 90.171274, + "structural_overlay_pass": false, + "structural_overlay_score": 85.662711, + "structural_overlay_rr": 1.136826, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.909388, + "primary_prob": 46.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 72.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.364082, + "raw_level_count": 120, + "gate_level_count": 120, + "range_504_log": 1.156536, + "range_504_ratio": 3.178902, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.046593, + "hold30_r": -1.0 + }, + { + "symbol": "WYNN", + "date": "2025-09-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.066826, + "strategy_rank": 83.744513, + "production_rank": 85.185284, + "structural_overlay_pass": false, + "structural_overlay_score": 80.92602, + "structural_overlay_rr": 1.515833, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.515833, + "primary_prob": 31.95, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.273749, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.677936, + "range_504_ratio": 1.969808, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.463828, + "hold30_r": -1.0 + }, + { + "symbol": "GEV", + "date": "2025-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.147381, + "strategy_rank": 96.227984, + "production_rank": 97.201117, + "structural_overlay_pass": false, + "structural_overlay_score": 92.341061, + "structural_overlay_rr": 1.202677, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.973865, + "primary_prob": 51.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.460798, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 1.738976, + "range_504_ratio": 5.691512, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.033956, + "hold30_r": -1.0 + }, + { + "symbol": "WBD", + "date": "2025-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.518879, + "strategy_rank": 95.761756, + "production_rank": 95.347464, + "structural_overlay_pass": false, + "structural_overlay_score": 90.58009, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.640319, + "primary_prob": 30.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.460479, + "raw_level_count": 95, + "gate_level_count": 95, + "range_504_log": 1.082162, + "range_504_ratio": 2.951054, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.027715, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2025-09-18", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 95.371498, + "strategy_rank": 93.438881, + "production_rank": 94.083087, + "structural_overlay_pass": false, + "structural_overlay_score": 89.378932, + "structural_overlay_rr": 1.718597, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.066235, + "primary_prob": 23.84, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 3.099353, + "raw_level_count": 137, + "gate_level_count": 137, + "range_504_log": 1.2488, + "range_504_ratio": 3.486158, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.027344, + "hold30_r": 3.6016 + }, + { + "symbol": "ANET", + "date": "2025-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.037759, + "strategy_rank": 89.808183, + "production_rank": 89.551375, + "structural_overlay_pass": false, + "structural_overlay_score": 85.073806, + "structural_overlay_rr": 0.824334, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.824334, + "primary_prob": 50.02, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.236502, + "raw_level_count": 157, + "gate_level_count": 157, + "range_504_log": 1.312808, + "range_504_ratio": 3.716595, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.03676, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2025-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.102314, + "strategy_rank": 93.512496, + "production_rank": 94.375769, + "structural_overlay_pass": false, + "structural_overlay_score": 89.65698, + "structural_overlay_rr": 1.517192, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.068291, + "primary_prob": 43.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.602437, + "raw_level_count": 136, + "gate_level_count": 136, + "range_504_log": 1.548988, + "range_504_ratio": 4.706704, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.035329, + "hold30_r": -1.0 + }, + { + "symbol": "AXON", + "date": "2025-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.416565, + "strategy_rank": 94.293055, + "production_rank": 95.667559, + "structural_overlay_pass": false, + "structural_overlay_score": 90.884181, + "structural_overlay_rr": 1.191607, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.945453, + "primary_prob": 33.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.41818, + "raw_level_count": 154, + "gate_level_count": 154, + "range_504_log": 1.54424, + "range_504_ratio": 4.684409, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.045611, + "hold30_r": -1.0 + }, + { + "symbol": "AZO", + "date": "2025-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.281364, + "strategy_rank": 65.562648, + "production_rank": 73.468887, + "structural_overlay_pass": false, + "structural_overlay_score": 69.795443, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.835699, + "primary_prob": 35.81, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 6.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.253549, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 0.613754, + "range_504_ratio": 1.847353, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.077476, + "hold30_r": -1.0 + }, + { + "symbol": "BA", + "date": "2025-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.576127, + "strategy_rank": 82.033216, + "production_rank": 83.880853, + "structural_overlay_pass": false, + "structural_overlay_score": 79.68681, + "structural_overlay_rr": 2.095973, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.587949, + "primary_prob": 35.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 73, + "primary_distance_atr": 2.381924, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.730387, + "range_504_ratio": 2.075883, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.057892, + "hold30_r": -1.0 + }, + { + "symbol": "BKNG", + "date": "2025-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.774665, + "strategy_rank": 68.028397, + "production_rank": 73.610486, + "structural_overlay_pass": false, + "structural_overlay_score": 69.929962, + "structural_overlay_rr": 1.933231, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.14398, + "primary_prob": 45.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.715969, + "raw_level_count": 106, + "gate_level_count": 106, + "range_504_log": 0.759245, + "range_504_ratio": 2.136663, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.061007, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2025-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.428745, + "strategy_rank": 66.243187, + "production_rank": 73.638373, + "structural_overlay_pass": false, + "structural_overlay_score": 69.956455, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.913809, + "primary_prob": 21.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.870713, + "raw_level_count": 108, + "gate_level_count": 108, + "range_504_log": 0.674328, + "range_504_ratio": 1.962713, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.844148, + "hold30_r": 9.585341 + }, + { + "symbol": "CASY", + "date": "2025-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.601705, + "strategy_rank": 70.913164, + "production_rank": 76.142678, + "structural_overlay_pass": false, + "structural_overlay_score": 72.335544, + "structural_overlay_rr": 1.314702, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.751624, + "primary_prob": 53.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.127436, + "raw_level_count": 97, + "gate_level_count": 97, + "range_504_log": 0.787197, + "range_504_ratio": 2.197228, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.694694, + "hold30_r": -1.0 + }, + { + "symbol": "CBOE", + "date": "2025-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.460414, + "strategy_rank": 60.459516, + "production_rank": 67.793149, + "structural_overlay_pass": false, + "structural_overlay_score": 64.403491, + "structural_overlay_rr": 1.600207, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.615689, + "primary_prob": 19.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.423534, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.529422, + "range_504_ratio": 1.697951, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.545895, + "hold30_r": 1.883671 + }, + { + "symbol": "CCL", + "date": "2025-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.935445, + "strategy_rank": 91.222694, + "production_rank": 91.793611, + "structural_overlay_pass": false, + "structural_overlay_score": 87.203931, + "structural_overlay_rr": 1.257586, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.218396, + "primary_prob": 25.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.827594, + "raw_level_count": 119, + "gate_level_count": 119, + "range_504_log": 1.107186, + "range_504_ratio": 3.02583, + "range_factor_pass": true, + "outcome": "ambiguous", + "net_r": -1.04463, + "hold30_r": -1.0 + }, + { + "symbol": "CME", + "date": "2025-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.505481, + "strategy_rank": 60.656756, + "production_rank": 68.939665, + "structural_overlay_pass": false, + "structural_overlay_score": 65.492681, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.239867, + "primary_prob": 42.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 1.859801, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.4219, + "range_504_ratio": 1.524856, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.157216, + "hold30_r": 0.625741 + }, + { + "symbol": "COIN", + "date": "2025-09-19", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.17296, + "strategy_rank": 98.392605, + "production_rank": 98.31939, + "structural_overlay_pass": false, + "structural_overlay_score": 93.40342, + "structural_overlay_rr": 1.915197, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.267824, + "primary_prob": 22.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 10, + "primary_distance_atr": 3.401736, + "raw_level_count": 158, + "gate_level_count": 158, + "range_504_log": 1.854081, + "range_504_ratio": 6.385825, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.030729, + "hold30_r": -1.0 + }, + { + "symbol": "COR", + "date": "2025-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.819732, + "strategy_rank": 64.685491, + "production_rank": 72.396905, + "structural_overlay_pass": false, + "structural_overlay_score": 68.77706, + "structural_overlay_rr": 1.869391, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.886297, + "primary_prob": 52.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 1.329446, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 0.558324, + "range_504_ratio": 1.74774, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.822415, + "hold30_r": 5.263332 + }, + { + "symbol": "CVNA", + "date": "2025-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.660171, + "strategy_rank": 98.514674, + "production_rank": 98.563173, + "structural_overlay_pass": false, + "structural_overlay_score": 93.635014, + "structural_overlay_rr": 0.947647, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.947647, + "primary_prob": 45.83, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.421471, + "raw_level_count": 201, + "gate_level_count": 201, + "range_504_log": 2.801825, + "range_504_ratio": 16.474691, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.034628, + "hold30_r": -1.0 + }, + { + "symbol": "CVS", + "date": "2025-09-19", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.825822, + "strategy_rank": 69.43793, + "production_rank": 73.90056, + "structural_overlay_pass": false, + "structural_overlay_score": 70.205532, + "structural_overlay_rr": 2.286544, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.286544, + "primary_prob": 41.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 3.429815, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.647709, + "range_504_ratio": 1.911157, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.227776, + "hold30_r": 1.266816 + }, + { + "symbol": "DASH", + "date": "2025-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.954933, + "strategy_rank": 90.569183, + "production_rank": 92.697766, + "structural_overlay_pass": false, + "structural_overlay_score": 88.062878, + "structural_overlay_rr": 1.228083, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.184489, + "primary_prob": 39.13, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.776734, + "raw_level_count": 156, + "gate_level_count": 156, + "range_504_log": 1.381095, + "range_504_ratio": 3.979256, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.135619, + "hold30_r": -1.0 + }, + { + "symbol": "DG", + "date": "2025-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.275274, + "strategy_rank": 84.496341, + "production_rank": 87.755986, + "structural_overlay_pass": false, + "structural_overlay_score": 83.368186, + "structural_overlay_rr": 2.072996, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.716834, + "primary_prob": 30.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 83.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.575252, + "raw_level_count": 104, + "gate_level_count": 104, + "range_504_log": 0.928232, + "range_504_ratio": 2.530032, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.111766, + "hold30_r": -1.06547 + }, + { + "symbol": "DLTR", + "date": "2025-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.615104, + "strategy_rank": 91.237142, + "production_rank": 92.696462, + "structural_overlay_pass": false, + "structural_overlay_score": 88.061639, + "structural_overlay_rr": 1.42187, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.9235, + "primary_prob": 30.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.88525, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 0.916225, + "range_504_ratio": 2.499835, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.0392, + "hold30_r": -1.0 + }, + { + "symbol": "DRI", + "date": "2025-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.389769, + "strategy_rank": 61.820283, + "production_rank": 68.010112, + "structural_overlay_pass": false, + "structural_overlay_score": 64.609606, + "structural_overlay_rr": 2.69324, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.317424, + "primary_prob": 25.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 3.476137, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.537477, + "range_504_ratio": 1.711683, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.049811, + "hold30_r": -1.0 + }, + { + "symbol": "EBAY", + "date": "2025-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.127893, + "strategy_rank": 83.633321, + "production_rank": 87.464845, + "structural_overlay_pass": false, + "structural_overlay_score": 83.091602, + "structural_overlay_rr": 0.817111, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.701824, + "primary_prob": 44.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.052736, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 1.001103, + "range_504_ratio": 2.721281, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.644675, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2025-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.52497, + "strategy_rank": 80.222223, + "production_rank": 83.323139, + "structural_overlay_pass": false, + "structural_overlay_score": 79.156982, + "structural_overlay_rr": 1.426303, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.426303, + "primary_prob": 18.69, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.139455, + "raw_level_count": 126, + "gate_level_count": 126, + "range_504_log": 1.248861, + "range_504_ratio": 3.486371, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.375688, + "hold30_r": 1.752247 + }, + { + "symbol": "EQT", + "date": "2025-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.762485, + "strategy_rank": 85.494323, + "production_rank": 88.58371, + "structural_overlay_pass": false, + "structural_overlay_score": 84.154525, + "structural_overlay_rr": 1.437563, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.517241, + "primary_prob": 36.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.275862, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 0.709338, + "range_504_ratio": 2.032645, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.472009, + "hold30_r": 2.018391 + }, + { + "symbol": "ETR", + "date": "2025-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.717418, + "strategy_rank": 65.589054, + "production_rank": 74.298508, + "structural_overlay_pass": false, + "structural_overlay_score": 70.583583, + "structural_overlay_rr": 1.773783, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.773783, + "primary_prob": 12.61, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.660675, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.752217, + "range_504_ratio": 2.121699, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.68945, + "hold30_r": 3.528545 + }, + { + "symbol": "EXE", + "date": "2025-09-19", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.729598, + "strategy_rank": 70.385901, + "production_rank": 74.167133, + "structural_overlay_pass": false, + "structural_overlay_score": 70.458777, + "structural_overlay_rr": 1.950315, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.161204, + "primary_prob": 42.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 57, + "primary_distance_atr": 3.241805, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.579141, + "range_504_ratio": 1.784505, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.107659, + "hold30_r": 1.307349 + }, + { + "symbol": "FAST", + "date": "2025-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.088916, + "strategy_rank": 66.947643, + "production_rank": 73.6614, + "structural_overlay_pass": false, + "structural_overlay_score": 69.97833, + "structural_overlay_rr": 1.930322, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.57383, + "primary_prob": 18.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.360745, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.631675, + "range_504_ratio": 1.880758, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.06425, + "hold30_r": -1.0 + }, + { + "symbol": "FOX", + "date": "2025-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.18514, + "strategy_rank": 77.277043, + "production_rank": 80.913076, + "structural_overlay_pass": false, + "structural_overlay_score": 76.867422, + "structural_overlay_rr": 1.197179, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.819059, + "primary_prob": 50.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.228588, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.792445, + "range_504_ratio": 2.208789, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.766177, + "hold30_r": -1.0 + }, + { + "symbol": "GILD", + "date": "2025-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.691839, + "strategy_rank": 77.220054, + "production_rank": 82.377316, + "structural_overlay_pass": false, + "structural_overlay_score": 78.25845, + "structural_overlay_rr": 0.995586, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.613969, + "primary_prob": 17.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.420953, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.674364, + "range_504_ratio": 1.962784, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.061413, + "hold30_r": -1.0 + }, + { + "symbol": "GNRC", + "date": "2025-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.876979, + "strategy_rank": 82.27082, + "production_rank": 81.806206, + "structural_overlay_pass": false, + "structural_overlay_score": 77.715896, + "structural_overlay_rr": 1.970848, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.408719, + "primary_prob": 32.25, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 66.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.113079, + "raw_level_count": 122, + "gate_level_count": 122, + "range_504_log": 0.934161, + "range_504_ratio": 2.545078, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.048573, + "hold30_r": -1.0 + }, + { + "symbol": "GRMN", + "date": "2025-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.216809, + "strategy_rank": 76.931328, + "production_rank": 78.693155, + "structural_overlay_pass": false, + "structural_overlay_score": 74.758497, + "structural_overlay_rr": 1.104518, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.141824, + "primary_prob": 28.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.712736, + "raw_level_count": 91, + "gate_level_count": 91, + "range_504_log": 0.906099, + "range_504_ratio": 2.474651, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.06978, + "hold30_r": -2.213847 + }, + { + "symbol": "IBKR", + "date": "2025-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.467722, + "strategy_rank": 91.067552, + "production_rank": 92.867608, + "structural_overlay_pass": false, + "structural_overlay_score": 88.224228, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.098583, + "primary_prob": 41.58, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.647875, + "raw_level_count": 122, + "gate_level_count": 122, + "range_504_log": 1.321866, + "range_504_ratio": 3.750413, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.051583, + "hold30_r": 1.926135 + }, + { + "symbol": "JBL", + "date": "2025-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.685749, + "strategy_rank": 89.584404, + "production_rank": 92.284852, + "structural_overlay_pass": false, + "structural_overlay_score": 87.67061, + "structural_overlay_rr": 0.945764, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.945764, + "primary_prob": 46.29, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.418646, + "raw_level_count": 110, + "gate_level_count": 110, + "range_504_log": 0.887619, + "range_504_ratio": 2.429339, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.894576, + "hold30_r": -2.011317 + }, + { + "symbol": "JCI", + "date": "2025-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.870889, + "strategy_rank": 72.591374, + "production_rank": 77.017879, + "structural_overlay_pass": false, + "structural_overlay_score": 73.166985, + "structural_overlay_rr": 1.15321, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.15321, + "primary_prob": 39.93, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.729815, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.854993, + "range_504_ratio": 2.351357, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.063626, + "hold30_r": -1.0 + }, + { + "symbol": "KR", + "date": "2025-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.961023, + "strategy_rank": 72.584395, + "production_rank": 79.043271, + "structural_overlay_pass": false, + "structural_overlay_score": 75.091108, + "structural_overlay_rr": 1.974717, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.553781, + "primary_prob": 23.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 3.830672, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.576225, + "range_504_ratio": 1.779309, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.058177, + "hold30_r": -1.0 + }, + { + "symbol": "LYV", + "date": "2025-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.422655, + "strategy_rank": 78.060092, + "production_rank": 83.180947, + "structural_overlay_pass": false, + "structural_overlay_score": 79.021899, + "structural_overlay_rr": 0.698508, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.58304, + "primary_prob": 16.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.374559, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.829184, + "range_504_ratio": 2.291449, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.059206, + "hold30_r": -1.0 + }, + { + "symbol": "MCK", + "date": "2025-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.230207, + "strategy_rank": 66.780853, + "production_rank": 74.930638, + "structural_overlay_pass": false, + "structural_overlay_score": 71.184106, + "structural_overlay_rr": 1.672884, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.724914, + "primary_prob": 30.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 88.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.587371, + "raw_level_count": 111, + "gate_level_count": 111, + "range_504_log": 0.558434, + "range_504_ratio": 1.747933, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.653742, + "hold30_r": 5.759989 + }, + { + "symbol": "MO", + "date": "2025-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.986602, + "strategy_rank": 64.785512, + "production_rank": 73.519208, + "structural_overlay_pass": false, + "structural_overlay_score": 69.843248, + "structural_overlay_rr": 1.722233, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.826737, + "primary_prob": 12.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.740105, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.563066, + "range_504_ratio": 1.756048, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.084344, + "hold30_r": -1.0 + }, + { + "symbol": "MOS", + "date": "2025-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.973203, + "strategy_rank": 76.614819, + "production_rank": 78.400947, + "structural_overlay_pass": false, + "structural_overlay_score": 74.4809, + "structural_overlay_rr": 1.964338, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.633648, + "primary_prob": 49.85, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 113, + "primary_distance_atr": 2.450472, + "raw_level_count": 95, + "gate_level_count": 95, + "range_504_log": 0.596002, + "range_504_ratio": 1.814848, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.576623, + "hold30_r": -2.836165 + }, + { + "symbol": "MSTR", + "date": "2025-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.390987, + "strategy_rank": 98.770771, + "production_rank": 98.977509, + "structural_overlay_pass": true, + "structural_overlay_score": 99.028634, + "structural_overlay_rr": 2.071456, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.664773, + "primary_prob": 49.33, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.497159, + "raw_level_count": 196, + "gate_level_count": 196, + "range_504_log": 2.872521, + "range_504_ratio": 17.681537, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.247909, + "hold30_r": -1.218063 + }, + { + "symbol": "NEM", + "date": "2025-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.845311, + "strategy_rank": 80.536243, + "production_rank": 82.639266, + "structural_overlay_pass": false, + "structural_overlay_score": 78.507302, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.103009, + "primary_prob": 41.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.654513, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 1.025654, + "range_504_ratio": 2.788919, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.047132, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2025-09-19", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 95.858709, + "strategy_rank": 79.874819, + "production_rank": 85.202782, + "structural_overlay_pass": true, + "structural_overlay_score": 85.942643, + "structural_overlay_rr": 2.74295, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.035308, + "primary_prob": 24.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 3.052962, + "raw_level_count": 133, + "gate_level_count": 133, + "range_504_log": 1.358646, + "range_504_ratio": 3.89092, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.058942, + "hold30_r": -1.0 + }, + { + "symbol": "NRG", + "date": "2025-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.198538, + "strategy_rank": 96.031678, + "production_rank": 96.420631, + "structural_overlay_pass": false, + "structural_overlay_score": 91.5996, + "structural_overlay_rr": 1.447287, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.014276, + "primary_prob": 43.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.521414, + "raw_level_count": 117, + "gate_level_count": 117, + "range_504_log": 1.569935, + "range_504_ratio": 4.806337, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.972376, + "hold30_r": 0.955986 + }, + { + "symbol": "NTRS", + "date": "2025-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.409257, + "strategy_rank": 74.48794, + "production_rank": 77.795046, + "structural_overlay_pass": false, + "structural_overlay_score": 73.905293, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.938424, + "primary_prob": 46.13, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.407636, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.756223, + "range_504_ratio": 2.130215, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.870806, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2025-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.332521, + "strategy_rank": 84.745904, + "production_rank": 85.60811, + "structural_overlay_pass": false, + "structural_overlay_score": 81.327704, + "structural_overlay_rr": 1.046336, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.02716, + "primary_prob": 9.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 3.04074, + "raw_level_count": 193, + "gate_level_count": 193, + "range_504_log": 1.608418, + "range_504_ratio": 4.994902, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.978272, + "hold30_r": 3.572417 + }, + { + "symbol": "ORCL", + "date": "2025-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.069428, + "strategy_rank": 87.126701, + "production_rank": 85.774277, + "structural_overlay_pass": false, + "structural_overlay_score": 81.485563, + "structural_overlay_rr": 1.628192, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.628192, + "primary_prob": 29.95, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.442287, + "raw_level_count": 119, + "gate_level_count": 119, + "range_504_log": 1.247887, + "range_504_ratio": 3.482974, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.027121, + "hold30_r": -1.0 + }, + { + "symbol": "ORLY", + "date": "2025-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.621194, + "strategy_rank": 65.624617, + "production_rank": 73.956809, + "structural_overlay_pass": false, + "structural_overlay_score": 70.258969, + "structural_overlay_rr": 1.714984, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.028341, + "primary_prob": 29.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.542512, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 0.637014, + "range_504_ratio": 1.890827, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.079393, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2025-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.756395, + "strategy_rank": 98.114148, + "production_rank": 98.661563, + "structural_overlay_pass": false, + "structural_overlay_score": 93.728485, + "structural_overlay_rr": 0.715693, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.715693, + "primary_prob": 54.43, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.07354, + "raw_level_count": 183, + "gate_level_count": 183, + "range_504_log": 2.631089, + "range_504_ratio": 13.888889, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.034306, + "hold30_r": -1.0 + }, + { + "symbol": "PM", + "date": "2025-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.666261, + "strategy_rank": 72.354704, + "production_rank": 79.458556, + "structural_overlay_pass": false, + "structural_overlay_score": 75.485628, + "structural_overlay_rr": 1.524903, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.945645, + "primary_prob": 49.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 91.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.418467, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.760901, + "range_504_ratio": 2.140204, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.349562, + "hold30_r": -1.29073 + }, + { + "symbol": "PODD", + "date": "2025-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.890378, + "strategy_rank": 85.696987, + "production_rank": 87.094784, + "structural_overlay_pass": false, + "structural_overlay_score": 82.740045, + "structural_overlay_rr": 1.419534, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.164073, + "primary_prob": 26.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.74611, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 1.033031, + "range_504_ratio": 2.809569, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.045394, + "hold30_r": -1.0 + }, + { + "symbol": "PWR", + "date": "2025-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.313033, + "strategy_rank": 75.143941, + "production_rank": 77.866971, + "structural_overlay_pass": true, + "structural_overlay_score": 78.973623, + "structural_overlay_rr": 2.287115, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.821676, + "primary_prob": 27.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.732514, + "raw_level_count": 129, + "gate_level_count": 129, + "range_504_log": 1.016685, + "range_504_ratio": 2.764017, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.770835, + "hold30_r": 3.961089 + }, + { + "symbol": "RCL", + "date": "2025-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.442144, + "strategy_rank": 91.603661, + "production_rank": 93.549822, + "structural_overlay_pass": false, + "structural_overlay_score": 88.872331, + "structural_overlay_rr": 2.027627, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.225588, + "primary_prob": 29.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.838381, + "raw_level_count": 174, + "gate_level_count": 174, + "range_504_log": 1.542813, + "range_504_ratio": 4.677728, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.040957, + "hold30_r": -1.0 + }, + { + "symbol": "SCHW", + "date": "2025-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.473812, + "strategy_rank": 70.163056, + "production_rank": 77.266641, + "structural_overlay_pass": false, + "structural_overlay_score": 73.403309, + "structural_overlay_rr": 1.81805, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.782453, + "primary_prob": 12.88, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.673679, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.716204, + "range_504_ratio": 2.04665, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.065013, + "hold30_r": 0.065474 + }, + { + "symbol": "SMCI", + "date": "2025-09-19", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.377588, + "strategy_rank": 93.08183, + "production_rank": 92.180416, + "structural_overlay_pass": false, + "structural_overlay_score": 87.571395, + "structural_overlay_rr": 1.617751, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.927459, + "primary_prob": 20.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 16, + "primary_distance_atr": 4.391188, + "raw_level_count": 195, + "gate_level_count": 195, + "range_504_log": 1.963559, + "range_504_ratio": 7.124638, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.895343, + "hold30_r": 2.155739 + }, + { + "symbol": "TKO", + "date": "2025-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.17905, + "strategy_rank": 81.904167, + "production_rank": 85.662461, + "structural_overlay_pass": false, + "structural_overlay_score": 81.379338, + "structural_overlay_rr": 1.514909, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.963525, + "primary_prob": 45.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.445288, + "raw_level_count": 117, + "gate_level_count": 117, + "range_504_log": 1.077587, + "range_504_ratio": 2.937582, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.909981, + "hold30_r": -1.0 + }, + { + "symbol": "TMUS", + "date": "2025-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.165652, + "strategy_rank": 69.718876, + "production_rank": 74.534468, + "structural_overlay_pass": false, + "structural_overlay_score": 70.807744, + "structural_overlay_rr": 1.097022, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.13976, + "primary_prob": 45.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.70964, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.710844, + "range_504_ratio": 2.035709, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.070151, + "hold30_r": -1.0 + }, + { + "symbol": "TSLA", + "date": "2025-09-19", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.3581, + "strategy_rank": 89.355779, + "production_rank": 88.356553, + "structural_overlay_pass": false, + "structural_overlay_score": 83.938725, + "structural_overlay_rr": 1.677516, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.359784, + "primary_prob": 20.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 3.539676, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 1.258369, + "range_504_ratio": 3.519677, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.038083, + "hold30_r": 1.362642 + }, + { + "symbol": "UAL", + "date": "2025-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.711328, + "strategy_rank": 96.347564, + "production_rank": 96.468819, + "structural_overlay_pass": false, + "structural_overlay_score": 91.645378, + "structural_overlay_rr": 1.970654, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.536154, + "primary_prob": 31.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.304231, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 1.236686, + "range_504_ratio": 3.444181, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.04324, + "hold30_r": -1.0 + }, + { + "symbol": "ULTA", + "date": "2025-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.633374, + "strategy_rank": 75.275479, + "production_rank": 77.061444, + "structural_overlay_pass": false, + "structural_overlay_score": 73.208371, + "structural_overlay_rr": 1.531044, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.904087, + "primary_prob": 52.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.35613, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.620579, + "range_504_ratio": 1.860005, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.853906, + "hold30_r": -1.0 + }, + { + "symbol": "VRSN", + "date": "2025-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.031669, + "strategy_rank": 75.639686, + "production_rank": 81.770347, + "structural_overlay_pass": false, + "structural_overlay_score": 77.68183, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.170232, + "primary_prob": 30.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.755348, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.620243, + "range_504_ratio": 1.859379, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.074686, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2025-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.133983, + "strategy_rank": 91.305467, + "production_rank": 90.914972, + "structural_overlay_pass": false, + "structural_overlay_score": 86.369224, + "structural_overlay_rr": 1.111785, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.95883, + "primary_prob": 46.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.438245, + "raw_level_count": 178, + "gate_level_count": 178, + "range_504_log": 1.504976, + "range_504_ratio": 4.504046, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.926577, + "hold30_r": -1.0 + }, + { + "symbol": "WELL", + "date": "2025-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.01827, + "strategy_rank": 61.556585, + "production_rank": 69.377147, + "structural_overlay_pass": false, + "structural_overlay_score": 65.908289, + "structural_overlay_rr": 1.414599, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.838784, + "primary_prob": 48.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.258176, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.780592, + "range_504_ratio": 2.182763, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.755222, + "hold30_r": 4.008903 + }, + { + "symbol": "WMT", + "date": "2025-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.485993, + "strategy_rank": 61.821217, + "production_rank": 68.376142, + "structural_overlay_pass": false, + "structural_overlay_score": 64.957335, + "structural_overlay_rr": 1.447943, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.860798, + "primary_prob": 35.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.291197, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.755458, + "range_504_ratio": 2.128586, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.782403, + "hold30_r": -0.440512 + }, + { + "symbol": "WRB", + "date": "2025-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.36419, + "strategy_rank": 60.750553, + "production_rank": 67.621766, + "structural_overlay_pass": false, + "structural_overlay_score": 64.240677, + "structural_overlay_rr": 1.150143, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.098524, + "primary_prob": 26.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.647787, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.613165, + "range_504_ratio": 1.846265, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.01617, + "hold30_r": -1.066038 + }, + { + "symbol": "WSM", + "date": "2025-09-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.922046, + "strategy_rank": 82.906016, + "production_rank": 83.244693, + "structural_overlay_pass": false, + "structural_overlay_score": 79.082458, + "structural_overlay_rr": 0.978808, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.776917, + "primary_prob": 55.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 93.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.165375, + "raw_level_count": 120, + "gate_level_count": 120, + "range_504_log": 1.145756, + "range_504_ratio": 3.144818, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.046435, + "hold30_r": -1.0 + }, + { + "symbol": "WBD", + "date": "2025-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.333333, + "strategy_rank": 88.074713, + "production_rank": 86.494253, + "structural_overlay_pass": false, + "structural_overlay_score": 82.16954, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.899743, + "primary_prob": 26.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.849615, + "raw_level_count": 95, + "gate_level_count": 95, + "range_504_log": 1.087253, + "range_504_ratio": 2.966114, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.025516, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2025-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.691358, + "strategy_rank": 86.328286, + "production_rank": 85.782643, + "structural_overlay_pass": false, + "structural_overlay_score": 81.493511, + "structural_overlay_rr": 1.02161, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.037025, + "primary_prob": 28.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.555538, + "raw_level_count": 158, + "gate_level_count": 158, + "range_504_log": 1.312808, + "range_504_ratio": 3.716595, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.998889, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2025-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.061728, + "strategy_rank": 91.998875, + "production_rank": 93.019826, + "structural_overlay_pass": false, + "structural_overlay_score": 88.368835, + "structural_overlay_rr": 1.774073, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.780393, + "primary_prob": 28.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.670589, + "raw_level_count": 137, + "gate_level_count": 137, + "range_504_log": 1.537359, + "range_504_ratio": 4.652287, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.7423, + "hold30_r": 0.848321 + }, + { + "symbol": "AXON", + "date": "2025-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.271605, + "strategy_rank": 94.836921, + "production_rank": 95.981816, + "structural_overlay_pass": false, + "structural_overlay_score": 91.182725, + "structural_overlay_rr": 2.130776, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.604377, + "primary_prob": 29.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 73.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.406565, + "raw_level_count": 154, + "gate_level_count": 154, + "range_504_log": 1.54424, + "range_504_ratio": 4.684409, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.034736, + "hold30_r": -1.0 + }, + { + "symbol": "AZO", + "date": "2025-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.358025, + "strategy_rank": 66.425987, + "production_rank": 74.736666, + "structural_overlay_pass": false, + "structural_overlay_score": 70.999833, + "structural_overlay_rr": 1.417443, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.868177, + "primary_prob": 33.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.302266, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 0.613754, + "range_504_ratio": 1.847353, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.805567, + "hold30_r": -1.0 + }, + { + "symbol": "BA", + "date": "2025-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.975309, + "strategy_rank": 84.665967, + "production_rank": 87.102414, + "structural_overlay_pass": false, + "structural_overlay_score": 82.747294, + "structural_overlay_rr": 2.159002, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.817207, + "primary_prob": 31.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.725811, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.730387, + "range_504_ratio": 2.075883, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.054662, + "hold30_r": -1.0 + }, + { + "symbol": "BKNG", + "date": "2025-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.604938, + "strategy_rank": 65.288481, + "production_rank": 70.7273, + "structural_overlay_pass": false, + "structural_overlay_score": 67.190935, + "structural_overlay_rr": 1.397996, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.429728, + "primary_prob": 23.42, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 24.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.144592, + "raw_level_count": 105, + "gate_level_count": 105, + "range_504_log": 0.759245, + "range_504_ratio": 2.136663, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.064163, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2025-09-26", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.518519, + "strategy_rank": 68.317643, + "production_rank": 75.051268, + "structural_overlay_pass": false, + "structural_overlay_score": 71.298705, + "structural_overlay_rr": 2.265279, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.096286, + "primary_prob": 26.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 13, + "primary_distance_atr": 3.144428, + "raw_level_count": 108, + "gate_level_count": 108, + "range_504_log": 0.674328, + "range_504_ratio": 1.962713, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.041041, + "hold30_r": 8.978022 + }, + { + "symbol": "CASY", + "date": "2025-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.308642, + "strategy_rank": 69.100286, + "production_rank": 74.503071, + "structural_overlay_pass": false, + "structural_overlay_score": 70.777918, + "structural_overlay_rr": 1.393751, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.348624, + "primary_prob": 35.31, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.022936, + "raw_level_count": 99, + "gate_level_count": 99, + "range_504_log": 0.787197, + "range_504_ratio": 2.197228, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.287153, + "hold30_r": -1.0 + }, + { + "symbol": "CBOE", + "date": "2025-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.111111, + "strategy_rank": 58.994527, + "production_rank": 66.366721, + "structural_overlay_pass": false, + "structural_overlay_score": 63.048385, + "structural_overlay_rr": 0.823708, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.675508, + "primary_prob": 29.36, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.513261, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.503942, + "range_504_ratio": 1.655233, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.06945, + "hold30_r": -1.0 + }, + { + "symbol": "CBRE", + "date": "2025-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.864198, + "strategy_rank": 67.762574, + "production_rank": 72.129782, + "structural_overlay_pass": false, + "structural_overlay_score": 68.523293, + "structural_overlay_rr": 1.556178, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.551689, + "primary_prob": 20.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.327534, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 0.952663, + "range_504_ratio": 2.592604, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.067874, + "hold30_r": -1.0 + }, + { + "symbol": "CCL", + "date": "2025-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.814815, + "strategy_rank": 92.158548, + "production_rank": 93.04397, + "structural_overlay_pass": false, + "structural_overlay_score": 88.391772, + "structural_overlay_rr": 1.69764, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.862542, + "primary_prob": 36.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.293813, + "raw_level_count": 121, + "gate_level_count": 121, + "range_504_log": 1.107186, + "range_504_ratio": 3.02583, + "range_factor_pass": true, + "outcome": "ambiguous", + "net_r": -1.04802, + "hold30_r": -1.0 + }, + { + "symbol": "CME", + "date": "2025-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.444444, + "strategy_rank": 59.850027, + "production_rank": 68.048166, + "structural_overlay_pass": false, + "structural_overlay_score": 64.645758, + "structural_overlay_rr": 0.786076, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.222087, + "primary_prob": 53.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 77.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.83313, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.4219, + "range_504_ratio": 1.524856, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.084531, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2025-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.777778, + "strategy_rank": 98.038041, + "production_rank": 97.951286, + "structural_overlay_pass": false, + "structural_overlay_score": 93.053722, + "structural_overlay_rr": 1.733472, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.009744, + "primary_prob": 33.92, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 25.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.514616, + "raw_level_count": 158, + "gate_level_count": 158, + "range_504_log": 1.854081, + "range_504_ratio": 6.385825, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.980839, + "hold30_r": -1.035172 + }, + { + "symbol": "CRWD", + "date": "2025-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.91358, + "strategy_rank": 85.149851, + "production_rank": 85.737761, + "structural_overlay_pass": false, + "structural_overlay_score": 81.450873, + "structural_overlay_rr": 1.132143, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.099192, + "primary_prob": 43.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.648788, + "raw_level_count": 142, + "gate_level_count": 142, + "range_504_log": 1.18994, + "range_504_ratio": 3.286883, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.058244, + "hold30_r": 2.483201 + }, + { + "symbol": "CTVA", + "date": "2025-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.851852, + "strategy_rank": 64.05738, + "production_rank": 69.988871, + "structural_overlay_pass": false, + "structural_overlay_score": 66.489427, + "structural_overlay_rr": 1.665657, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.082641, + "primary_prob": 28.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 3.123961, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.582813, + "range_504_ratio": 1.791069, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.058493, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2025-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.518519, + "strategy_rank": 98.260993, + "production_rank": 98.346835, + "structural_overlay_pass": false, + "structural_overlay_score": 93.429493, + "structural_overlay_rr": 1.212087, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.11229, + "primary_prob": 26.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.668436, + "raw_level_count": 203, + "gate_level_count": 203, + "range_504_log": 2.801825, + "range_504_ratio": 16.474691, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.079625, + "hold30_r": -1.0 + }, + { + "symbol": "CVS", + "date": "2025-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.82716, + "strategy_rank": 69.541081, + "production_rank": 74.303108, + "structural_overlay_pass": false, + "structural_overlay_score": 70.587952, + "structural_overlay_rr": 1.894977, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.894977, + "primary_prob": 45.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.842466, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.647709, + "range_504_ratio": 1.911157, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.837314, + "hold30_r": 1.225266 + }, + { + "symbol": "DASH", + "date": "2025-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.308642, + "strategy_rank": 88.587971, + "production_rank": 90.828194, + "structural_overlay_pass": false, + "structural_overlay_score": 86.286785, + "structural_overlay_rr": 1.558176, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.512521, + "primary_prob": 32.01, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.268781, + "raw_level_count": 157, + "gate_level_count": 157, + "range_504_log": 1.381095, + "range_504_ratio": 3.979256, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.461884, + "hold30_r": -1.0 + }, + { + "symbol": "DG", + "date": "2025-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.703704, + "strategy_rank": 83.511312, + "production_rank": 86.908776, + "structural_overlay_pass": false, + "structural_overlay_score": 82.563337, + "structural_overlay_rr": 2.238192, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.853409, + "primary_prob": 28.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 83.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.780114, + "raw_level_count": 105, + "gate_level_count": 105, + "range_504_log": 0.928232, + "range_504_ratio": 2.530032, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.204249, + "hold30_r": -1.1542 + }, + { + "symbol": "DLTR", + "date": "2025-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.419753, + "strategy_rank": 89.809098, + "production_rank": 92.01265, + "structural_overlay_pass": false, + "structural_overlay_score": 87.412017, + "structural_overlay_rr": 1.681309, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.198241, + "primary_prob": 27.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 3.297362, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 0.916225, + "range_504_ratio": 2.499835, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.043769, + "hold30_r": -1.0 + }, + { + "symbol": "EBAY", + "date": "2025-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.209877, + "strategy_rank": 82.057258, + "production_rank": 85.774798, + "structural_overlay_pass": false, + "structural_overlay_score": 81.486058, + "structural_overlay_rr": 0.882586, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.543342, + "primary_prob": 17.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.315013, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 1.001103, + "range_504_ratio": 2.721281, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.054969, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2025-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.765432, + "strategy_rank": 78.613635, + "production_rank": 81.997567, + "structural_overlay_pass": false, + "structural_overlay_score": 77.897689, + "structural_overlay_rr": 0.704556, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.96044, + "primary_prob": 30.43, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.44066, + "raw_level_count": 127, + "gate_level_count": 127, + "range_504_log": 1.248861, + "range_504_ratio": 3.486371, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.914985, + "hold30_r": 0.311158 + }, + { + "symbol": "EQT", + "date": "2025-09-26", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.592593, + "strategy_rank": 83.841908, + "production_rank": 86.758803, + "structural_overlay_pass": false, + "structural_overlay_score": 82.420863, + "structural_overlay_rr": 2.574965, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.019186, + "primary_prob": 26.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 12, + "primary_distance_atr": 3.02878, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 0.709338, + "range_504_ratio": 2.032645, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.045293, + "hold30_r": -1.0 + }, + { + "symbol": "FAST", + "date": "2025-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.271605, + "strategy_rank": 67.368941, + "production_rank": 74.336496, + "structural_overlay_pass": false, + "structural_overlay_score": 70.619671, + "structural_overlay_rr": 1.142621, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.869222, + "primary_prob": 36.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.303833, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.629819, + "range_504_ratio": 1.877271, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.069911, + "hold30_r": -1.0 + }, + { + "symbol": "FFIV", + "date": "2025-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.049383, + "strategy_rank": 70.468558, + "production_rank": 75.662166, + "structural_overlay_pass": false, + "structural_overlay_score": 71.879058, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.719948, + "primary_prob": 40.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.079921, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 0.841407, + "range_504_ratio": 2.319629, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.655529, + "hold30_r": -1.0 + }, + { + "symbol": "GE", + "date": "2025-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.160494, + "strategy_rank": 76.049291, + "production_rank": 79.753026, + "structural_overlay_pass": false, + "structural_overlay_score": 75.765374, + "structural_overlay_rr": 1.25912, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.25912, + "primary_prob": 37.52, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.88868, + "raw_level_count": 118, + "gate_level_count": 118, + "range_504_log": 1.068666, + "range_504_ratio": 2.911494, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.19858, + "hold30_r": 1.261173 + }, + { + "symbol": "GILD", + "date": "2025-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.753086, + "strategy_rank": 74.871495, + "production_rank": 79.832026, + "structural_overlay_pass": false, + "structural_overlay_score": 75.840424, + "structural_overlay_rr": 2.134314, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.914086, + "primary_prob": 41.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.371129, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.674364, + "range_504_ratio": 1.962784, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.856519, + "hold30_r": 1.730601 + }, + { + "symbol": "GL", + "date": "2025-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.617284, + "strategy_rank": 67.405005, + "production_rank": 71.809098, + "structural_overlay_pass": false, + "structural_overlay_score": 68.218643, + "structural_overlay_rr": 0.867731, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.867731, + "primary_prob": 33.48, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.301596, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 1.333784, + "range_504_ratio": 3.795379, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.076721, + "hold30_r": -1.0 + }, + { + "symbol": "GRMN", + "date": "2025-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.592593, + "strategy_rank": 76.694125, + "production_rank": 78.660281, + "structural_overlay_pass": false, + "structural_overlay_score": 74.727267, + "structural_overlay_rr": 1.003208, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.003208, + "primary_prob": 29.11, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.504812, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 0.906099, + "range_504_ratio": 2.474651, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.923058, + "hold30_r": -3.301254 + }, + { + "symbol": "IBKR", + "date": "2025-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.17284, + "strategy_rank": 90.338229, + "production_rank": 92.283099, + "structural_overlay_pass": false, + "structural_overlay_score": 87.668944, + "structural_overlay_rr": 0.694778, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.694778, + "primary_prob": 55.3, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.042168, + "raw_level_count": 123, + "gate_level_count": 123, + "range_504_log": 1.321866, + "range_504_ratio": 3.750413, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.647662, + "hold30_r": 1.574831 + }, + { + "symbol": "IDXX", + "date": "2025-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.123457, + "strategy_rank": 82.428784, + "production_rank": 81.660342, + "structural_overlay_pass": false, + "structural_overlay_score": 77.577325, + "structural_overlay_rr": 0.901247, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.708057, + "primary_prob": 20.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.562085, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.658639, + "range_504_ratio": 1.932162, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.053052, + "hold30_r": -1.0 + }, + { + "symbol": "INCY", + "date": "2025-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.530864, + "strategy_rank": 77.19525, + "production_rank": 80.640455, + "structural_overlay_pass": false, + "structural_overlay_score": 76.608432, + "structural_overlay_rr": 1.562753, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.260512, + "primary_prob": 32.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.890767, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.559815, + "range_504_ratio": 1.750348, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.202437, + "hold30_r": 8.174014 + }, + { + "symbol": "JBL", + "date": "2025-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.666667, + "strategy_rank": 89.464696, + "production_rank": 91.865353, + "structural_overlay_pass": false, + "structural_overlay_score": 87.272085, + "structural_overlay_rr": 1.02893, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.513672, + "primary_prob": 18.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.270507, + "raw_level_count": 113, + "gate_level_count": 113, + "range_504_log": 0.905918, + "range_504_ratio": 2.474203, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.038911, + "hold30_r": -1.0 + }, + { + "symbol": "JCI", + "date": "2025-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.419753, + "strategy_rank": 72.20565, + "production_rank": 76.943684, + "structural_overlay_pass": false, + "structural_overlay_score": 73.0965, + "structural_overlay_rr": 1.647538, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.937543, + "primary_prob": 35.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.406315, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.854993, + "range_504_ratio": 2.351357, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.874802, + "hold30_r": 4.467702 + }, + { + "symbol": "KR", + "date": "2025-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.802469, + "strategy_rank": 67.303108, + "production_rank": 73.469562, + "structural_overlay_pass": false, + "structural_overlay_score": 69.796083, + "structural_overlay_rr": 1.946396, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.708663, + "primary_prob": 33.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.562995, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.576225, + "range_504_ratio": 1.779309, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.643441, + "hold30_r": -1.0 + }, + { + "symbol": "LITE", + "date": "2025-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.024691, + "strategy_rank": 96.991668, + "production_rank": 97.336009, + "structural_overlay_pass": false, + "structural_overlay_score": 92.469209, + "structural_overlay_rr": 1.13224, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.799093, + "primary_prob": 51.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.19864, + "raw_level_count": 108, + "gate_level_count": 108, + "range_504_log": 1.590216, + "range_504_ratio": 4.904809, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.77112, + "hold30_r": -1.0 + }, + { + "symbol": "LYV", + "date": "2025-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.962963, + "strategy_rank": 77.007572, + "production_rank": 82.326035, + "structural_overlay_pass": false, + "structural_overlay_score": 78.209734, + "structural_overlay_rr": 0.952298, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.078713, + "primary_prob": 9.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 3.118069, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.829184, + "range_504_ratio": 2.291449, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.062951, + "hold30_r": -1.0 + }, + { + "symbol": "MO", + "date": "2025-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.382716, + "strategy_rank": 63.380709, + "production_rank": 72.048045, + "structural_overlay_pass": false, + "structural_overlay_score": 68.445643, + "structural_overlay_rr": 1.19643, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.301559, + "primary_prob": 22.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.952339, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.563066, + "range_504_ratio": 1.756048, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.085921, + "hold30_r": -1.0 + }, + { + "symbol": "MOS", + "date": "2025-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.555556, + "strategy_rank": 79.396278, + "production_rank": 81.449371, + "structural_overlay_pass": false, + "structural_overlay_score": 77.376902, + "structural_overlay_rr": 1.412338, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.524738, + "primary_prob": 51.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 78, + "primary_distance_atr": 2.287107, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 0.538176, + "range_504_ratio": 1.71288, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.045895, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2025-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.135802, + "strategy_rank": 98.434471, + "production_rank": 98.668248, + "structural_overlay_pass": false, + "structural_overlay_score": 93.734835, + "structural_overlay_rr": 1.405438, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.875566, + "primary_prob": 31.13, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.813349, + "raw_level_count": 196, + "gate_level_count": 196, + "range_504_log": 2.872521, + "range_504_ratio": 17.681537, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.849648, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2025-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.802469, + "strategy_rank": 78.551876, + "production_rank": 84.302074, + "structural_overlay_pass": false, + "structural_overlay_score": 80.08697, + "structural_overlay_rr": 1.048008, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.084466, + "primary_prob": 37.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.626699, + "raw_level_count": 133, + "gate_level_count": 133, + "range_504_log": 1.358646, + "range_504_ratio": 3.89092, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.063414, + "hold30_r": -1.0 + }, + { + "symbol": "NRG", + "date": "2025-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.555556, + "strategy_rank": 94.819923, + "production_rank": 95.065134, + "structural_overlay_pass": false, + "structural_overlay_score": 90.311877, + "structural_overlay_rr": 0.84511, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.874872, + "primary_prob": 48.24, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.312308, + "raw_level_count": 117, + "gate_level_count": 117, + "range_504_log": 1.569935, + "range_504_ratio": 4.806337, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.039913, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2025-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.024691, + "strategy_rank": 84.708417, + "production_rank": 85.813842, + "structural_overlay_pass": false, + "structural_overlay_score": 81.52315, + "structural_overlay_rr": 0.769927, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.632906, + "primary_prob": 14.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.449358, + "raw_level_count": 193, + "gate_level_count": 193, + "range_504_log": 1.608418, + "range_504_ratio": 4.994902, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.58859, + "hold30_r": 1.238529 + }, + { + "symbol": "ORCL", + "date": "2025-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.074074, + "strategy_rank": 87.965152, + "production_rank": 86.668126, + "structural_overlay_pass": false, + "structural_overlay_score": 82.33472, + "structural_overlay_rr": 1.553663, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.133757, + "primary_prob": 26.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.700636, + "raw_level_count": 120, + "gate_level_count": 120, + "range_504_log": 1.247887, + "range_504_ratio": 3.482974, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.109632, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2025-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.753086, + "strategy_rank": 97.97987, + "production_rank": 98.570942, + "structural_overlay_pass": false, + "structural_overlay_score": 93.642395, + "structural_overlay_rr": 0.765402, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.74884, + "primary_prob": 54.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.12326, + "raw_level_count": 183, + "gate_level_count": 183, + "range_504_log": 2.620907, + "range_504_ratio": 13.748191, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.715609, + "hold30_r": 0.033685 + }, + { + "symbol": "PM", + "date": "2025-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.345679, + "strategy_rank": 70.922763, + "production_rank": 78.063735, + "structural_overlay_pass": false, + "structural_overlay_score": 74.160549, + "structural_overlay_rr": 2.200987, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.762484, + "primary_prob": 18.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.643726, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.760901, + "range_504_ratio": 2.140204, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.065899, + "hold30_r": -1.0 + }, + { + "symbol": "PODD", + "date": "2025-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.0, + "strategy_rank": 85.463054, + "production_rank": 86.975369, + "structural_overlay_pass": false, + "structural_overlay_score": 82.626601, + "structural_overlay_rr": 0.802578, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.072353, + "primary_prob": 10.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 8, + "primary_distance_atr": 3.108529, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 1.033031, + "range_504_ratio": 2.809569, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.044217, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2025-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.530864, + "strategy_rank": 91.214955, + "production_rank": 93.320258, + "structural_overlay_pass": false, + "structural_overlay_score": 88.654245, + "structural_overlay_rr": 1.521603, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.670081, + "primary_prob": 46.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.005121, + "raw_level_count": 175, + "gate_level_count": 175, + "range_504_log": 1.542813, + "range_504_ratio": 4.677728, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.62508, + "hold30_r": -1.0 + }, + { + "symbol": "ROK", + "date": "2025-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.493827, + "strategy_rank": 73.340753, + "production_rank": 75.725111, + "structural_overlay_pass": false, + "structural_overlay_score": 71.938855, + "structural_overlay_rr": 1.578588, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.598772, + "primary_prob": 16.65, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 6.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.398158, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.518018, + "range_504_ratio": 1.678698, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.066744, + "hold30_r": -1.0 + }, + { + "symbol": "SATS", + "date": "2025-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.382716, + "strategy_rank": 99.530955, + "production_rank": 99.481542, + "structural_overlay_pass": true, + "structural_overlay_score": 99.507465, + "structural_overlay_rr": 2.205386, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.854596, + "primary_prob": 26.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.781894, + "raw_level_count": 105, + "gate_level_count": 105, + "range_504_log": 2.19255, + "range_504_ratio": 8.958027, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.027179, + "hold30_r": 0.00555 + }, + { + "symbol": "SCHW", + "date": "2025-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.728395, + "strategy_rank": 70.158152, + "production_rank": 77.348233, + "structural_overlay_pass": false, + "structural_overlay_score": 73.480822, + "structural_overlay_rr": 0.797528, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.411438, + "primary_prob": 19.39, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.117157, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.716204, + "range_504_ratio": 2.04665, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.06666, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2025-09-26", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.246914, + "strategy_rank": 92.840327, + "production_rank": 91.975856, + "structural_overlay_pass": false, + "structural_overlay_score": 87.377063, + "structural_overlay_rr": 1.500595, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.71762, + "primary_prob": 21.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 16, + "primary_distance_atr": 4.076431, + "raw_level_count": 195, + "gate_level_count": 195, + "range_504_log": 1.963559, + "range_504_ratio": 7.124638, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.687765, + "hold30_r": -1.0 + }, + { + "symbol": "STX", + "date": "2025-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.45679, + "strategy_rank": 90.395123, + "production_rank": 91.415678, + "structural_overlay_pass": false, + "structural_overlay_score": 86.844894, + "structural_overlay_rr": 1.33422, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.93814, + "primary_prob": 46.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.407209, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 1.300419, + "range_504_ratio": 3.670834, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.896656, + "hold30_r": 5.897106 + }, + { + "symbol": "T", + "date": "2025-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.493827, + "strategy_rank": 65.008241, + "production_rank": 73.503436, + "structural_overlay_pass": false, + "structural_overlay_score": 69.828264, + "structural_overlay_rr": 1.138627, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.030043, + "primary_prob": 38.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.545064, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.746581, + "range_504_ratio": 2.109773, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.081001, + "hold30_r": -1.0 + }, + { + "symbol": "TKO", + "date": "2025-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.074074, + "strategy_rank": 82.181901, + "production_rank": 86.145959, + "structural_overlay_pass": false, + "structural_overlay_score": 81.838661, + "structural_overlay_rr": 1.901409, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.31586, + "primary_prob": 21.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.97379, + "raw_level_count": 118, + "gate_level_count": 118, + "range_504_log": 1.077587, + "range_504_ratio": 2.937582, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.259584, + "hold30_r": -1.0 + }, + { + "symbol": "TMUS", + "date": "2025-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.716049, + "strategy_rank": 68.024387, + "production_rank": 72.921608, + "structural_overlay_pass": false, + "structural_overlay_score": 69.275528, + "structural_overlay_rr": 1.914218, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.974759, + "primary_prob": 23.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 71.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.962139, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.710844, + "range_504_ratio": 2.035709, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.067767, + "hold30_r": -1.0 + }, + { + "symbol": "TPR", + "date": "2025-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.765432, + "strategy_rank": 93.187527, + "production_rank": 95.046828, + "structural_overlay_pass": false, + "structural_overlay_score": 90.294487, + "structural_overlay_rr": 1.583035, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.995619, + "primary_prob": 30.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.493429, + "raw_level_count": 98, + "gate_level_count": 98, + "range_504_log": 1.504462, + "range_504_ratio": 4.501731, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.95219, + "hold30_r": -2.87734 + }, + { + "symbol": "TRMB", + "date": "2025-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.098765, + "strategy_rank": 72.764702, + "production_rank": 75.876057, + "structural_overlay_pass": false, + "structural_overlay_score": 72.082254, + "structural_overlay_rr": 1.828224, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.042088, + "primary_prob": 28.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 3.063132, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.793568, + "range_504_ratio": 2.211271, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.059829, + "hold30_r": -1.0 + }, + { + "symbol": "TSLA", + "date": "2025-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.580247, + "strategy_rank": 87.102232, + "production_rank": 85.928237, + "structural_overlay_pass": false, + "structural_overlay_score": 81.631825, + "structural_overlay_rr": 1.959105, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.565647, + "primary_prob": 31.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.34847, + "raw_level_count": 103, + "gate_level_count": 103, + "range_504_log": 1.258369, + "range_504_ratio": 3.519677, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.035845, + "hold30_r": -1.0 + }, + { + "symbol": "UAL", + "date": "2025-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.283951, + "strategy_rank": 96.547041, + "production_rank": 96.792678, + "structural_overlay_pass": false, + "structural_overlay_score": 91.953044, + "structural_overlay_rr": 1.397394, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.1706, + "primary_prob": 43.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 97.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.755901, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 1.236686, + "range_504_ratio": 3.444181, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.039201, + "hold30_r": -1.0 + }, + { + "symbol": "VRSN", + "date": "2025-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.320988, + "strategy_rank": 75.187253, + "production_rank": 81.565165, + "structural_overlay_pass": false, + "structural_overlay_score": 77.486906, + "structural_overlay_rr": 0.893009, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.955617, + "primary_prob": 49.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.433426, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.620243, + "range_504_ratio": 1.859379, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.079995, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2025-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.345679, + "strategy_rank": 85.425227, + "production_rank": 84.398711, + "structural_overlay_pass": false, + "structural_overlay_score": 80.178775, + "structural_overlay_rr": 0.719926, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.402936, + "primary_prob": 20.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.104405, + "raw_level_count": 178, + "gate_level_count": 178, + "range_504_log": 1.504976, + "range_504_ratio": 4.504046, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.374492, + "hold30_r": 4.22502 + }, + { + "symbol": "VST", + "date": "2025-09-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.91358, + "strategy_rank": 94.957733, + "production_rank": 95.609682, + "structural_overlay_pass": false, + "structural_overlay_score": 90.829198, + "structural_overlay_rr": 0.890186, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.9908, + "primary_prob": 29.49, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.4862, + "raw_level_count": 155, + "gate_level_count": 155, + "range_504_log": 1.953674, + "range_504_ratio": 7.054557, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.032589, + "hold30_r": -1.0 + }, + { + "symbol": "GEV", + "date": "2025-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.034982, + "strategy_rank": 95.818463, + "production_rank": 96.890636, + "structural_overlay_pass": false, + "structural_overlay_score": 92.046104, + "structural_overlay_rr": 0.790045, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.883614, + "primary_prob": 43.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.325421, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 1.738976, + "range_504_ratio": 5.691512, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.849826, + "hold30_r": -1.0 + }, + { + "symbol": "WBD", + "date": "2025-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.299156, + "strategy_rank": 91.520252, + "production_rank": 90.446553, + "structural_overlay_pass": false, + "structural_overlay_score": 85.924226, + "structural_overlay_rr": 0.905966, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.868167, + "primary_prob": 49.47, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.302251, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 1.114549, + "range_504_ratio": 3.048193, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.02696, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2025-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.470446, + "strategy_rank": 90.401602, + "production_rank": 90.42455, + "structural_overlay_pass": false, + "structural_overlay_score": 85.903322, + "structural_overlay_rr": 1.367794, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.367794, + "primary_prob": 19.9, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.05169, + "raw_level_count": 158, + "gate_level_count": 158, + "range_504_log": 1.312808, + "range_504_ratio": 3.716595, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.331007, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2025-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.879373, + "strategy_rank": 99.156525, + "production_rank": 99.397474, + "structural_overlay_pass": false, + "structural_overlay_score": 94.4276, + "structural_overlay_rr": 1.492051, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.037992, + "primary_prob": 43.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.556988, + "raw_level_count": 200, + "gate_level_count": 200, + "range_504_log": 3.074694, + "range_504_ratio": 21.643251, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.031896, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2025-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.501809, + "strategy_rank": 92.888616, + "production_rank": 94.093014, + "structural_overlay_pass": false, + "structural_overlay_score": 89.388363, + "structural_overlay_rr": 1.632636, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.036413, + "primary_prob": 28.73, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 3.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.554619, + "raw_level_count": 140, + "gate_level_count": 140, + "range_504_log": 1.53178, + "range_504_ratio": 4.626406, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.997382, + "hold30_r": 0.235889 + }, + { + "symbol": "AXON", + "date": "2025-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.708082, + "strategy_rank": 95.106501, + "production_rank": 95.973695, + "structural_overlay_pass": false, + "structural_overlay_score": 91.17501, + "structural_overlay_rr": 2.132757, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.560682, + "primary_prob": 30.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 73.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.341023, + "raw_level_count": 153, + "gate_level_count": 153, + "range_504_log": 1.539544, + "range_504_ratio": 4.662465, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.037976, + "hold30_r": -1.0 + }, + { + "symbol": "AZO", + "date": "2025-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.816647, + "strategy_rank": 64.363219, + "production_rank": 72.181028, + "structural_overlay_pass": false, + "structural_overlay_score": 68.571977, + "structural_overlay_rr": 0.862705, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.795849, + "primary_prob": 37.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.193774, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 0.613754, + "range_504_ratio": 1.847353, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.061843, + "hold30_r": -1.0 + }, + { + "symbol": "BA", + "date": "2025-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.952955, + "strategy_rank": 83.546587, + "production_rank": 86.015376, + "structural_overlay_pass": false, + "structural_overlay_score": 81.714608, + "structural_overlay_rr": 1.977968, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.273652, + "primary_prob": 26.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 62, + "primary_distance_atr": 3.410478, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.730387, + "range_504_ratio": 2.075883, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.057209, + "hold30_r": -1.0 + }, + { + "symbol": "BK", + "date": "2025-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.987937, + "strategy_rank": 67.220472, + "production_rank": 74.809627, + "structural_overlay_pass": false, + "structural_overlay_score": 71.069146, + "structural_overlay_rr": 1.488695, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.850511, + "primary_prob": 35.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.275767, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 1.028015, + "range_504_ratio": 2.795512, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.775077, + "hold30_r": -1.0 + }, + { + "symbol": "BKNG", + "date": "2025-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.629674, + "strategy_rank": 65.973302, + "production_rank": 71.525426, + "structural_overlay_pass": false, + "structural_overlay_score": 67.949155, + "structural_overlay_rr": 2.106366, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.306919, + "primary_prob": 41.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.960378, + "raw_level_count": 105, + "gate_level_count": 105, + "range_504_log": 0.759245, + "range_504_ratio": 2.136663, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.061389, + "hold30_r": -1.0 + }, + { + "symbol": "C", + "date": "2025-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.917973, + "strategy_rank": 76.198003, + "production_rank": 81.437993, + "structural_overlay_pass": false, + "structural_overlay_score": 77.366094, + "structural_overlay_rr": 2.092697, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.804195, + "primary_prob": 36.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.206293, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 1.017514, + "range_504_ratio": 2.766309, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.060482, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2025-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.369119, + "strategy_rank": 68.410191, + "production_rank": 74.3965, + "structural_overlay_pass": false, + "structural_overlay_score": 70.676675, + "structural_overlay_rr": 1.986661, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.143709, + "primary_prob": 27.98, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 14.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.715564, + "raw_level_count": 108, + "gate_level_count": 108, + "range_504_log": 0.674328, + "range_504_ratio": 1.962713, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.091943, + "hold30_r": 8.531068 + }, + { + "symbol": "CBRE", + "date": "2025-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.458384, + "strategy_rank": 66.405206, + "production_rank": 71.089598, + "structural_overlay_pass": false, + "structural_overlay_score": 67.535119, + "structural_overlay_rr": 0.861513, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.890077, + "primary_prob": 39.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.335116, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 0.952663, + "range_504_ratio": 2.592604, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.071821, + "hold30_r": -1.0 + }, + { + "symbol": "CCL", + "date": "2025-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.17491, + "strategy_rank": 91.381473, + "production_rank": 92.645952, + "structural_overlay_pass": false, + "structural_overlay_score": 88.013654, + "structural_overlay_rr": 2.061451, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.54635, + "primary_prob": 20.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.319525, + "raw_level_count": 123, + "gate_level_count": 123, + "range_504_log": 1.107186, + "range_504_ratio": 3.02583, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.064847, + "hold30_r": -1.027453 + }, + { + "symbol": "CME", + "date": "2025-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.026538, + "strategy_rank": 58.575203, + "production_rank": 66.392315, + "structural_overlay_pass": false, + "structural_overlay_score": 63.072699, + "structural_overlay_rr": 1.717394, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.736819, + "primary_prob": 33.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.605229, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.4219, + "range_504_ratio": 1.524856, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.085191, + "hold30_r": -1.0 + }, + { + "symbol": "COF", + "date": "2025-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.057901, + "strategy_rank": 82.206796, + "production_rank": 84.157164, + "structural_overlay_pass": false, + "structural_overlay_score": 79.949306, + "structural_overlay_rr": 1.66026, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.503826, + "primary_prob": 22.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.255739, + "raw_level_count": 86, + "gate_level_count": 86, + "range_504_log": 0.968747, + "range_504_ratio": 2.63464, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.054509, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2025-10-03", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 97.949337, + "strategy_rank": 98.20309, + "production_rank": 98.118505, + "structural_overlay_pass": true, + "structural_overlay_score": 98.21258, + "structural_overlay_rr": 2.814837, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 2.365012, + "primary_prob": 20.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 3.547518, + "raw_level_count": 158, + "gate_level_count": 158, + "range_504_log": 1.842941, + "range_504_ratio": 6.315083, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.033105, + "hold30_r": -1.0 + }, + { + "symbol": "COR", + "date": "2025-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.264174, + "strategy_rank": 67.436729, + "production_rank": 74.712544, + "structural_overlay_pass": false, + "structural_overlay_score": 70.976917, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.08744, + "primary_prob": 26.69, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.63116, + "raw_level_count": 86, + "gate_level_count": 86, + "range_504_log": 0.570324, + "range_504_ratio": 1.76884, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.034615, + "hold30_r": 5.162832 + }, + { + "symbol": "CRWD", + "date": "2025-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.21351, + "strategy_rank": 85.591626, + "production_rank": 86.132254, + "structural_overlay_pass": false, + "structural_overlay_score": 81.825641, + "structural_overlay_rr": 0.823858, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.78888, + "primary_prob": 53.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.18332, + "raw_level_count": 143, + "gate_level_count": 143, + "range_504_log": 1.169402, + "range_504_ratio": 3.220067, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.744425, + "hold30_r": 2.162949 + }, + { + "symbol": "CVNA", + "date": "2025-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.190591, + "strategy_rank": 97.396064, + "production_rank": 97.660907, + "structural_overlay_pass": false, + "structural_overlay_score": 92.777861, + "structural_overlay_rr": 0.846845, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.736985, + "primary_prob": 39.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.105477, + "raw_level_count": 203, + "gate_level_count": 203, + "range_504_log": 2.801825, + "range_504_ratio": 16.474691, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.029534, + "hold30_r": -1.0 + }, + { + "symbol": "CVS", + "date": "2025-10-03", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.267793, + "strategy_rank": 70.310346, + "production_rank": 74.296162, + "structural_overlay_pass": false, + "structural_overlay_score": 70.581354, + "structural_overlay_rr": 2.123072, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.295793, + "primary_prob": 41.07, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 3.443689, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.647709, + "range_504_ratio": 1.911157, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.238669, + "hold30_r": 0.117948 + }, + { + "symbol": "DG", + "date": "2025-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.365501, + "strategy_rank": 84.042597, + "production_rank": 87.150232, + "structural_overlay_pass": false, + "structural_overlay_score": 82.79272, + "structural_overlay_rr": 2.734205, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.345341, + "primary_prob": 22.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 83.0, + "primary_rejection_count": 36, + "primary_distance_atr": 3.518011, + "raw_level_count": 106, + "gate_level_count": 106, + "range_504_log": 0.928232, + "range_504_ratio": 2.530032, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.049619, + "hold30_r": -1.0 + }, + { + "symbol": "DLTR", + "date": "2025-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.089264, + "strategy_rank": 86.573328, + "production_rank": 89.07864, + "structural_overlay_pass": false, + "structural_overlay_score": 84.624708, + "structural_overlay_rr": 1.748463, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.912219, + "primary_prob": 30.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 77, + "primary_distance_atr": 2.868328, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 0.916225, + "range_504_ratio": 2.499835, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.138674, + "hold30_r": -1.096683 + }, + { + "symbol": "DRI", + "date": "2025-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.940893, + "strategy_rank": 61.176697, + "production_rank": 67.764762, + "structural_overlay_pass": false, + "structural_overlay_score": 64.376524, + "structural_overlay_rr": 1.903575, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 3.01081, + "primary_prob": 20.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 4.516215, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.537477, + "range_504_ratio": 1.711683, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.063186, + "hold30_r": -1.0 + }, + { + "symbol": "EBAY", + "date": "2025-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.400483, + "strategy_rank": 83.511663, + "production_rank": 86.474603, + "structural_overlay_pass": false, + "structural_overlay_score": 82.150873, + "structural_overlay_rr": 1.50901, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.093711, + "primary_prob": 27.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.640567, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 1.001103, + "range_504_ratio": 2.721281, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.049321, + "hold30_r": -1.0 + }, + { + "symbol": "EQT", + "date": "2025-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.676719, + "strategy_rank": 84.450812, + "production_rank": 86.859447, + "structural_overlay_pass": false, + "structural_overlay_score": 82.516475, + "structural_overlay_rr": 1.644935, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.96449, + "primary_prob": 25.12, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.946734, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 0.709338, + "range_504_ratio": 2.032645, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.044116, + "hold30_r": -1.0 + }, + { + "symbol": "EW", + "date": "2025-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.579011, + "strategy_rank": 59.983621, + "production_rank": 66.848751, + "structural_overlay_pass": false, + "structural_overlay_score": 63.506313, + "structural_overlay_rr": 2.091991, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.188888, + "primary_prob": 27.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 3.283331, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.489247, + "range_504_ratio": 1.631088, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.057711, + "hold30_r": -1.0 + }, + { + "symbol": "FAST", + "date": "2025-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.454765, + "strategy_rank": 68.12195, + "production_rank": 74.566221, + "structural_overlay_pass": false, + "structural_overlay_score": 70.83791, + "structural_overlay_rr": 1.803213, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.430987, + "primary_prob": 21.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.146481, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.629819, + "range_504_ratio": 1.877271, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.06747, + "hold30_r": -1.0 + }, + { + "symbol": "FOX", + "date": "2025-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.88661, + "strategy_rank": 73.710989, + "production_rank": 77.769529, + "structural_overlay_pass": false, + "structural_overlay_score": 73.881053, + "structural_overlay_rr": 1.728938, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.320195, + "primary_prob": 20.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.980293, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.831485, + "range_504_ratio": 2.296727, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.054457, + "hold30_r": -1.0 + }, + { + "symbol": "FOXA", + "date": "2025-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.54041, + "strategy_rank": 75.89395, + "production_rank": 80.109437, + "structural_overlay_pass": false, + "structural_overlay_score": 76.103965, + "structural_overlay_rr": 1.434972, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.056722, + "primary_prob": 27.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.585083, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.83666, + "range_504_ratio": 2.308644, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.054383, + "hold30_r": -1.0 + }, + { + "symbol": "GE", + "date": "2025-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.19421, + "strategy_rank": 79.486549, + "production_rank": 83.389103, + "structural_overlay_pass": false, + "structural_overlay_score": 79.219648, + "structural_overlay_rr": 1.008298, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.008298, + "primary_prob": 44.16, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.512446, + "raw_level_count": 118, + "gate_level_count": 118, + "range_504_log": 1.068666, + "range_504_ratio": 2.911494, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.949865, + "hold30_r": 0.769257 + }, + { + "symbol": "GILD", + "date": "2025-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.575392, + "strategy_rank": 75.616027, + "production_rank": 79.602482, + "structural_overlay_pass": false, + "structural_overlay_score": 75.622358, + "structural_overlay_rr": 1.84518, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.709703, + "primary_prob": 49.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.064554, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.674364, + "range_504_ratio": 1.962784, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.655847, + "hold30_r": 2.946342 + }, + { + "symbol": "GL", + "date": "2025-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.800965, + "strategy_rank": 71.685977, + "production_rank": 76.057639, + "structural_overlay_pass": false, + "structural_overlay_score": 72.254758, + "structural_overlay_rr": 1.181159, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.181133, + "primary_prob": 39.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 76.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.7717, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 1.333784, + "range_504_ratio": 3.795379, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.071369, + "hold30_r": -1.0 + }, + { + "symbol": "GM", + "date": "2025-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.664656, + "strategy_rank": 72.743573, + "production_rank": 75.717267, + "structural_overlay_pass": false, + "structural_overlay_score": 71.931404, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.561129, + "primary_prob": 20.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.341693, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.859821, + "range_504_ratio": 2.362738, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.058623, + "hold30_r": -1.0 + }, + { + "symbol": "GOOG", + "date": "2025-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.197829, + "strategy_rank": 74.299926, + "production_rank": 77.599227, + "structural_overlay_pass": false, + "structural_overlay_score": 73.719265, + "structural_overlay_rr": 1.243193, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.674174, + "primary_prob": 57.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.011262, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 0.748323, + "range_504_ratio": 2.113453, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.614392, + "hold30_r": -1.0 + }, + { + "symbol": "GOOGL", + "date": "2025-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.04222, + "strategy_rank": 75.252445, + "production_rank": 78.515703, + "structural_overlay_pass": false, + "structural_overlay_score": 74.589918, + "structural_overlay_rr": 1.286885, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.73298, + "primary_prob": 40.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.099471, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 0.755973, + "range_504_ratio": 2.129683, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.059293, + "hold30_r": -1.0 + }, + { + "symbol": "GS", + "date": "2025-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.851628, + "strategy_rank": 74.314212, + "production_rank": 78.493351, + "structural_overlay_pass": false, + "structural_overlay_score": 74.568683, + "structural_overlay_rr": 0.828603, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.869628, + "primary_prob": 49.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.304442, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 1.048026, + "range_504_ratio": 2.852015, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.066658, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2025-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.139928, + "strategy_rank": 85.731684, + "production_rank": 89.201099, + "structural_overlay_pass": false, + "structural_overlay_score": 84.741044, + "structural_overlay_rr": 1.306657, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.25817, + "primary_prob": 37.35, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.887255, + "raw_level_count": 141, + "gate_level_count": 141, + "range_504_log": 1.531001, + "range_504_ratio": 4.622802, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.206576, + "hold30_r": 1.913836 + }, + { + "symbol": "IDXX", + "date": "2025-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.423402, + "strategy_rank": 83.815658, + "production_rank": 83.018239, + "structural_overlay_pass": false, + "structural_overlay_score": 78.867327, + "structural_overlay_rr": 0.872584, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.619524, + "primary_prob": 21.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.429286, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.658639, + "range_504_ratio": 1.932162, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.570544, + "hold30_r": 2.279129 + }, + { + "symbol": "JBL", + "date": "2025-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.657419, + "strategy_rank": 88.899952, + "production_rank": 91.152441, + "structural_overlay_pass": false, + "structural_overlay_score": 86.594819, + "structural_overlay_rr": 1.587511, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.81508, + "primary_prob": 20.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.72262, + "raw_level_count": 113, + "gate_level_count": 113, + "range_504_log": 0.905918, + "range_504_ratio": 2.474203, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.780038, + "hold30_r": -0.018208 + }, + { + "symbol": "KR", + "date": "2025-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.283474, + "strategy_rank": 67.071926, + "production_rank": 73.142442, + "structural_overlay_pass": false, + "structural_overlay_score": 69.48532, + "structural_overlay_rr": 1.573309, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.328818, + "primary_prob": 40.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.993227, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.576225, + "range_504_ratio": 1.779309, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.260781, + "hold30_r": -1.0 + }, + { + "symbol": "LITE", + "date": "2025-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.431846, + "strategy_rank": 96.625183, + "production_rank": 97.227404, + "structural_overlay_pass": false, + "structural_overlay_score": 92.366034, + "structural_overlay_rr": 0.782292, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.751962, + "primary_prob": 52.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.127944, + "raw_level_count": 107, + "gate_level_count": 107, + "range_504_log": 1.619252, + "range_504_ratio": 5.04931, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.025729, + "hold30_r": -1.0 + }, + { + "symbol": "LYV", + "date": "2025-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.022919, + "strategy_rank": 73.231706, + "production_rank": 78.495444, + "structural_overlay_pass": false, + "structural_overlay_score": 74.570672, + "structural_overlay_rr": 1.968124, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.334333, + "primary_prob": 27.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.0015, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.829184, + "range_504_ratio": 2.291449, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.053897, + "hold30_r": -1.0 + }, + { + "symbol": "MCK", + "date": "2025-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.641737, + "strategy_rank": 71.029939, + "production_rank": 78.233872, + "structural_overlay_pass": false, + "structural_overlay_score": 74.322178, + "structural_overlay_rr": 1.289188, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.835363, + "primary_prob": 50.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.253044, + "raw_level_count": 120, + "gate_level_count": 120, + "range_504_log": 0.587413, + "range_504_ratio": 1.799328, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.782535, + "hold30_r": 3.723069 + }, + { + "symbol": "MO", + "date": "2025-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.229192, + "strategy_rank": 63.847181, + "production_rank": 72.641185, + "structural_overlay_pass": false, + "structural_overlay_score": 69.009126, + "structural_overlay_rr": 1.243986, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.354502, + "primary_prob": 21.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.031753, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.563066, + "range_504_ratio": 1.756048, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.090351, + "hold30_r": -1.0 + }, + { + "symbol": "MS", + "date": "2025-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.71532, + "strategy_rank": 68.793495, + "production_rank": 73.767436, + "structural_overlay_pass": false, + "structural_overlay_score": 70.079065, + "structural_overlay_rr": 1.023959, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.956137, + "primary_prob": 46.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.434205, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.859539, + "range_504_ratio": 2.362071, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.069629, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2025-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.793727, + "strategy_rank": 98.107416, + "production_rank": 98.336187, + "structural_overlay_pass": false, + "structural_overlay_score": 93.419377, + "structural_overlay_rr": 1.737664, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.917692, + "primary_prob": 43.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 89.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.876538, + "raw_level_count": 196, + "gate_level_count": 196, + "range_504_log": 2.872521, + "range_504_ratio": 17.681537, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.029516, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2025-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.984318, + "strategy_rank": 80.539625, + "production_rank": 86.02119, + "structural_overlay_pass": false, + "structural_overlay_score": 81.72013, + "structural_overlay_rr": 2.044863, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.472977, + "primary_prob": 37.77, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.209466, + "raw_level_count": 133, + "gate_level_count": 133, + "range_504_log": 1.358646, + "range_504_ratio": 3.89092, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.417462, + "hold30_r": -1.0 + }, + { + "symbol": "NRG", + "date": "2025-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.330519, + "strategy_rank": 94.079556, + "production_rank": 94.16321, + "structural_overlay_pass": false, + "structural_overlay_score": 89.45505, + "structural_overlay_rr": 1.112992, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.142668, + "primary_prob": 40.21, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.714002, + "raw_level_count": 118, + "gate_level_count": 118, + "range_504_log": 1.569935, + "range_504_ratio": 4.806337, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.103411, + "hold30_r": -0.128668 + }, + { + "symbol": "NTRS", + "date": "2025-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.127865, + "strategy_rank": 74.747337, + "production_rank": 78.540846, + "structural_overlay_pass": false, + "structural_overlay_score": 74.613804, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.681895, + "primary_prob": 41.25, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.022843, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.774698, + "range_504_ratio": 2.169937, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.061944, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2025-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.55971, + "strategy_rank": 83.083364, + "production_rank": 83.575479, + "structural_overlay_pass": false, + "structural_overlay_score": 79.396705, + "structural_overlay_rr": 1.064897, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.064897, + "primary_prob": 42.32, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.597346, + "raw_level_count": 193, + "gate_level_count": 193, + "range_504_log": 1.608418, + "range_504_ratio": 4.994902, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.04797, + "hold30_r": -1.0 + }, + { + "symbol": "ORLY", + "date": "2025-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.505428, + "strategy_rank": 64.461029, + "production_rank": 72.809162, + "structural_overlay_pass": false, + "structural_overlay_score": 69.168704, + "structural_overlay_rr": 1.421101, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.79751, + "primary_prob": 37.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.196264, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 0.639731, + "range_504_ratio": 1.895971, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.078844, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2025-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.638118, + "strategy_rank": 98.192466, + "production_rank": 98.67435, + "structural_overlay_pass": false, + "structural_overlay_score": 93.740632, + "structural_overlay_rr": 1.538343, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.538343, + "primary_prob": 31.73, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.307514, + "raw_level_count": 184, + "gate_level_count": 184, + "range_504_log": 2.574256, + "range_504_ratio": 13.121547, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.506891, + "hold30_r": 0.085413 + }, + { + "symbol": "PM", + "date": "2025-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.435464, + "strategy_rank": 71.125307, + "production_rank": 77.895359, + "structural_overlay_pass": false, + "structural_overlay_score": 74.000592, + "structural_overlay_rr": 2.089649, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.613254, + "primary_prob": 35.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.419881, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.760901, + "range_504_ratio": 2.140204, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.055596, + "hold30_r": -1.0 + }, + { + "symbol": "PODD", + "date": "2025-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.606755, + "strategy_rank": 89.163283, + "production_rank": 90.64444, + "structural_overlay_pass": false, + "structural_overlay_score": 86.112218, + "structural_overlay_rr": 1.318452, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.128994, + "primary_prob": 45.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 1.693492, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 1.033031, + "range_504_ratio": 2.809569, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.089047, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2025-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.466828, + "strategy_rank": 90.780996, + "production_rank": 93.009607, + "structural_overlay_pass": false, + "structural_overlay_score": 88.359126, + "structural_overlay_rr": 1.634086, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.711427, + "primary_prob": 47.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.06714, + "raw_level_count": 175, + "gate_level_count": 175, + "range_504_log": 1.542813, + "range_504_ratio": 4.677728, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.040487, + "hold30_r": -1.0 + }, + { + "symbol": "RJF", + "date": "2025-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.991556, + "strategy_rank": 66.62421, + "production_rank": 72.079992, + "structural_overlay_pass": false, + "structural_overlay_score": 68.475992, + "structural_overlay_rr": 1.909391, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.34275, + "primary_prob": 23.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.014126, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.661676, + "range_504_ratio": 1.938039, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.059733, + "hold30_r": -1.0 + }, + { + "symbol": "SATS", + "date": "2025-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.276236, + "strategy_rank": 99.457221, + "production_rank": 99.396893, + "structural_overlay_pass": false, + "structural_overlay_score": 94.427048, + "structural_overlay_rr": 1.562774, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.593741, + "primary_prob": 30.74, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.390611, + "raw_level_count": 106, + "gate_level_count": 106, + "range_504_log": 2.19255, + "range_504_ratio": 8.958027, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.029796, + "hold30_r": -1.0 + }, + { + "symbol": "SCHW", + "date": "2025-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.124246, + "strategy_rank": 71.548418, + "production_rank": 78.740361, + "structural_overlay_pass": false, + "structural_overlay_score": 74.803343, + "structural_overlay_rr": 1.245725, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.737176, + "primary_prob": 52.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 72.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.105764, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.716204, + "range_504_ratio": 2.04665, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.67296, + "hold30_r": 0.105798 + }, + { + "symbol": "SMCI", + "date": "2025-10-03", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.159228, + "strategy_rank": 94.294592, + "production_rank": 93.582804, + "structural_overlay_pass": true, + "structural_overlay_score": 93.903664, + "structural_overlay_rr": 2.211226, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.211226, + "primary_prob": 25.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 19, + "primary_distance_atr": 3.316838, + "raw_level_count": 196, + "gate_level_count": 196, + "range_504_log": 1.963559, + "range_504_ratio": 7.124638, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.030886, + "hold30_r": -1.0 + }, + { + "symbol": "SYF", + "date": "2025-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.746683, + "strategy_rank": 83.316654, + "production_rank": 85.459997, + "structural_overlay_pass": false, + "structural_overlay_score": 81.186997, + "structural_overlay_rr": 2.084139, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.400589, + "primary_prob": 26.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.100884, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 1.042412, + "range_504_ratio": 2.836051, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.049388, + "hold30_r": -1.0 + }, + { + "symbol": "T", + "date": "2025-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.711701, + "strategy_rank": 65.70301, + "production_rank": 74.03924, + "structural_overlay_pass": false, + "structural_overlay_score": 70.337278, + "structural_overlay_rr": 1.911689, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.248578, + "primary_prob": 42.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 79, + "primary_distance_atr": 1.872867, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.746581, + "range_504_ratio": 2.109773, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.076962, + "hold30_r": -1.0 + }, + { + "symbol": "TKO", + "date": "2025-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.813028, + "strategy_rank": 83.754662, + "production_rank": 87.440784, + "structural_overlay_pass": false, + "structural_overlay_score": 83.068744, + "structural_overlay_rr": 1.538844, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.482345, + "primary_prob": 17.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.223517, + "raw_level_count": 119, + "gate_level_count": 119, + "range_504_log": 1.077587, + "range_504_ratio": 2.937582, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.052882, + "hold30_r": -1.0 + }, + { + "symbol": "TMUS", + "date": "2025-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.182147, + "strategy_rank": 68.610636, + "production_rank": 72.801139, + "structural_overlay_pass": false, + "structural_overlay_score": 69.161082, + "structural_overlay_rr": 1.777744, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.799752, + "primary_prob": 32.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 61, + "primary_distance_atr": 2.699628, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.710844, + "range_504_ratio": 2.035709, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.066726, + "hold30_r": -1.0 + }, + { + "symbol": "TSLA", + "date": "2025-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.096502, + "strategy_rank": 84.802491, + "production_rank": 83.233828, + "structural_overlay_pass": true, + "structural_overlay_score": 84.072137, + "structural_overlay_rr": 2.125426, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.775416, + "primary_prob": 27.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.663124, + "raw_level_count": 103, + "gate_level_count": 103, + "range_504_log": 1.258369, + "range_504_ratio": 3.519677, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.031122, + "hold30_r": -1.0 + }, + { + "symbol": "UAL", + "date": "2025-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.743064, + "strategy_rank": 96.02135, + "production_rank": 96.261921, + "structural_overlay_pass": false, + "structural_overlay_score": 91.448825, + "structural_overlay_rr": 1.954101, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.722253, + "primary_prob": 32.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 97.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.583379, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 1.236686, + "range_504_ratio": 3.444181, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.683289, + "hold30_r": -0.061308 + }, + { + "symbol": "VRSN", + "date": "2025-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.84801, + "strategy_rank": 76.030956, + "production_rank": 81.969974, + "structural_overlay_pass": false, + "structural_overlay_score": 77.871475, + "structural_overlay_rr": 1.581939, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.995846, + "primary_prob": 49.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 58, + "primary_distance_atr": 1.493769, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.620243, + "range_504_ratio": 1.859379, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.070655, + "hold30_r": -1.0 + }, + { + "symbol": "VST", + "date": "2025-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.571773, + "strategy_rank": 93.164097, + "production_rank": 93.633322, + "structural_overlay_pass": false, + "structural_overlay_score": 88.951656, + "structural_overlay_rr": 0.800238, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.842159, + "primary_prob": 53.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.263239, + "raw_level_count": 156, + "gate_level_count": 156, + "range_504_log": 1.953674, + "range_504_ratio": 7.054557, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.811356, + "hold30_r": -1.0 + }, + { + "symbol": "WFC", + "date": "2025-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.781665, + "strategy_rank": 71.653189, + "production_rank": 77.362681, + "structural_overlay_pass": false, + "structural_overlay_score": 73.494547, + "structural_overlay_rr": 1.176174, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.627543, + "primary_prob": 16.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.441315, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.814268, + "range_504_ratio": 2.257522, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.063122, + "hold30_r": -1.0 + }, + { + "symbol": "WSM", + "date": "2025-10-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.232811, + "strategy_rank": 80.275016, + "production_rank": 81.260947, + "structural_overlay_pass": false, + "structural_overlay_score": 77.1979, + "structural_overlay_rr": 1.591722, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.319734, + "primary_prob": 24.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.979601, + "raw_level_count": 122, + "gate_level_count": 122, + "range_504_log": 1.123, + "range_504_ratio": 3.074064, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.047167, + "hold30_r": -1.0 + }, + { + "symbol": "GEV", + "date": "2025-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.651685, + "strategy_rank": 96.160557, + "production_rank": 96.990933, + "structural_overlay_pass": false, + "structural_overlay_score": 92.141386, + "structural_overlay_rr": 1.447167, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.347638, + "primary_prob": 32.53, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 61.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.021457, + "raw_level_count": 86, + "gate_level_count": 86, + "range_504_log": 1.738976, + "range_504_ratio": 5.691512, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.311106, + "hold30_r": -1.0 + }, + { + "symbol": "WBD", + "date": "2025-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.561798, + "strategy_rank": 93.022888, + "production_rank": 92.202525, + "structural_overlay_pass": false, + "structural_overlay_score": 87.592398, + "structural_overlay_rr": 0.867242, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.82203, + "primary_prob": 51.11, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.233046, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 1.114549, + "range_504_ratio": 3.048193, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.031369, + "hold30_r": -1.0 + }, + { + "symbol": "APH", + "date": "2025-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.404494, + "strategy_rank": 82.062271, + "production_rank": 86.843012, + "structural_overlay_pass": false, + "structural_overlay_score": 82.500861, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.734673, + "primary_prob": 40.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.10201, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 1.175875, + "range_504_ratio": 3.240976, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.681823, + "hold30_r": 2.149627 + }, + { + "symbol": "APP", + "date": "2025-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.775281, + "strategy_rank": 99.169296, + "production_rank": 99.371291, + "structural_overlay_pass": false, + "structural_overlay_score": 94.402726, + "structural_overlay_rr": 1.76214, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.847152, + "primary_prob": 35.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.270728, + "raw_level_count": 200, + "gate_level_count": 200, + "range_504_log": 3.074694, + "range_504_ratio": 21.643251, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.827127, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2025-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.752809, + "strategy_rank": 92.871411, + "production_rank": 94.498543, + "structural_overlay_pass": false, + "structural_overlay_score": 89.773616, + "structural_overlay_rr": 1.710411, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.284454, + "primary_prob": 23.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.92668, + "raw_level_count": 140, + "gate_level_count": 140, + "range_504_log": 1.520227, + "range_504_ratio": 4.573262, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.249433, + "hold30_r": 0.839833 + }, + { + "symbol": "AXON", + "date": "2025-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.52809, + "strategy_rank": 95.6434, + "production_rank": 96.27163, + "structural_overlay_pass": false, + "structural_overlay_score": 91.458049, + "structural_overlay_rr": 1.963063, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.837454, + "primary_prob": 26.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 72.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.756181, + "raw_level_count": 153, + "gate_level_count": 153, + "range_504_log": 1.49186, + "range_504_ratio": 4.445356, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.03624, + "hold30_r": -1.0 + }, + { + "symbol": "AZO", + "date": "2025-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.460674, + "strategy_rank": 69.679038, + "production_rank": 76.939583, + "structural_overlay_pass": false, + "structural_overlay_score": 73.092604, + "structural_overlay_rr": 1.720909, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.026581, + "primary_prob": 32.02, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 18.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.539872, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 0.613754, + "range_504_ratio": 1.847353, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.054499, + "hold30_r": -1.0 + }, + { + "symbol": "BA", + "date": "2025-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.94382, + "strategy_rank": 75.52128, + "production_rank": 78.662127, + "structural_overlay_pass": false, + "structural_overlay_score": 74.729021, + "structural_overlay_rr": 1.808304, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.901862, + "primary_prob": 30.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 75, + "primary_distance_atr": 2.852794, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.730387, + "range_504_ratio": 2.075883, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.050918, + "hold30_r": -1.0 + }, + { + "symbol": "BK", + "date": "2025-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.842697, + "strategy_rank": 61.032649, + "production_rank": 69.302665, + "structural_overlay_pass": false, + "structural_overlay_score": 65.837531, + "structural_overlay_rr": 0.699542, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.538234, + "primary_prob": 17.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.30735, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 1.028015, + "range_504_ratio": 2.795512, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.466184, + "hold30_r": 0.651297 + }, + { + "symbol": "C", + "date": "2025-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.662921, + "strategy_rank": 72.258994, + "production_rank": 78.060303, + "structural_overlay_pass": false, + "structural_overlay_score": 74.157288, + "structural_overlay_rr": 1.787699, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.854982, + "primary_prob": 13.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.782472, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 1.017514, + "range_504_ratio": 2.766309, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.80043, + "hold30_r": 1.385138 + }, + { + "symbol": "CAH", + "date": "2025-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.404494, + "strategy_rank": 70.449476, + "production_rank": 75.767815, + "structural_overlay_pass": false, + "structural_overlay_score": 71.979425, + "structural_overlay_rr": 1.768009, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.5918, + "primary_prob": 33.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.387701, + "raw_level_count": 108, + "gate_level_count": 108, + "range_504_log": 0.633627, + "range_504_ratio": 1.884433, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.533009, + "hold30_r": 9.856001 + }, + { + "symbol": "CASY", + "date": "2025-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.235955, + "strategy_rank": 76.929142, + "production_rank": 81.698079, + "structural_overlay_pass": false, + "structural_overlay_score": 77.613175, + "structural_overlay_rr": 0.814563, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.814563, + "primary_prob": 35.98, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.221844, + "raw_level_count": 100, + "gate_level_count": 100, + "range_504_log": 0.787197, + "range_504_ratio": 2.197228, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.748762, + "hold30_r": -1.0 + }, + { + "symbol": "CBRE", + "date": "2025-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.449438, + "strategy_rank": 68.671509, + "production_rank": 72.597485, + "structural_overlay_pass": false, + "structural_overlay_score": 68.967611, + "structural_overlay_rr": 1.516291, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.016235, + "primary_prob": 37.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.524352, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 0.952663, + "range_504_ratio": 2.592604, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.948418, + "hold30_r": 1.445354 + }, + { + "symbol": "CCL", + "date": "2025-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.921348, + "strategy_rank": 88.782318, + "production_rank": 90.161994, + "structural_overlay_pass": false, + "structural_overlay_score": 85.653895, + "structural_overlay_rr": 2.058858, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.505671, + "primary_prob": 28.74, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 58.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.258506, + "raw_level_count": 123, + "gate_level_count": 123, + "range_504_log": 1.107186, + "range_504_ratio": 3.02583, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.469574, + "hold30_r": -1.0 + }, + { + "symbol": "CIEN", + "date": "2025-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.202247, + "strategy_rank": 96.923391, + "production_rank": 97.349677, + "structural_overlay_pass": false, + "structural_overlay_score": 92.482193, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.679554, + "primary_prob": 55.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.019331, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 1.420021, + "range_504_ratio": 4.137206, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.644965, + "hold30_r": 2.47542 + }, + { + "symbol": "COF", + "date": "2025-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.719101, + "strategy_rank": 75.633337, + "production_rank": 78.661925, + "structural_overlay_pass": false, + "structural_overlay_score": 74.728829, + "structural_overlay_rr": 2.46313, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.365432, + "primary_prob": 39.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.048148, + "raw_level_count": 86, + "gate_level_count": 86, + "range_504_log": 0.968747, + "range_504_ratio": 2.63464, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.315241, + "hold30_r": 0.666766 + }, + { + "symbol": "COIN", + "date": "2025-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.426966, + "strategy_rank": 98.595846, + "production_rank": 98.539553, + "structural_overlay_pass": false, + "structural_overlay_score": 93.612575, + "structural_overlay_rr": 0.896469, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.931345, + "primary_prob": 33.75, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 12.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.397018, + "raw_level_count": 159, + "gate_level_count": 159, + "range_504_log": 1.842799, + "range_504_ratio": 6.314186, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.026611, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2025-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.078652, + "strategy_rank": 96.406235, + "production_rank": 96.630374, + "structural_overlay_pass": false, + "structural_overlay_score": 91.798855, + "structural_overlay_rr": 1.867884, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.953512, + "primary_prob": 50.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.430267, + "raw_level_count": 204, + "gate_level_count": 204, + "range_504_log": 2.801825, + "range_504_ratio": 16.474691, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.928694, + "hold30_r": -1.0 + }, + { + "symbol": "DASH", + "date": "2025-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.955056, + "strategy_rank": 89.323421, + "production_rank": 91.533966, + "structural_overlay_pass": false, + "structural_overlay_score": 86.957268, + "structural_overlay_rr": 1.588472, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.790903, + "primary_prob": 37.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.186354, + "raw_level_count": 154, + "gate_level_count": 154, + "range_504_log": 1.405704, + "range_504_ratio": 4.078398, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.746562, + "hold30_r": -1.0 + }, + { + "symbol": "DG", + "date": "2025-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.898876, + "strategy_rank": 86.895207, + "production_rank": 88.229763, + "structural_overlay_pass": false, + "structural_overlay_score": 83.818275, + "structural_overlay_rr": 1.606765, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.368173, + "primary_prob": 39.89, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.05226, + "raw_level_count": 107, + "gate_level_count": 107, + "range_504_log": 0.928232, + "range_504_ratio": 2.530032, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.317709, + "hold30_r": -1.0 + }, + { + "symbol": "DLTR", + "date": "2025-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.696629, + "strategy_rank": 88.557674, + "production_rank": 89.937326, + "structural_overlay_pass": false, + "structural_overlay_score": 85.44046, + "structural_overlay_rr": 2.175312, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.923029, + "primary_prob": 20.79, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 4.384544, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 0.916225, + "range_504_ratio": 2.499835, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.884385, + "hold30_r": 3.13396 + }, + { + "symbol": "DRI", + "date": "2025-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.921348, + "strategy_rank": 65.553361, + "production_rank": 71.34269, + "structural_overlay_pass": false, + "structural_overlay_score": 67.775556, + "structural_overlay_rr": 0.737693, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.236555, + "primary_prob": 26.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 3.354833, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.537477, + "range_504_ratio": 1.711683, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.058906, + "hold30_r": -1.0 + }, + { + "symbol": "EBAY", + "date": "2025-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.101124, + "strategy_rank": 84.929709, + "production_rank": 86.320181, + "structural_overlay_pass": false, + "structural_overlay_score": 82.004172, + "structural_overlay_rr": 1.564272, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.233574, + "primary_prob": 30.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.850361, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 1.001103, + "range_504_ratio": 2.721281, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.188039, + "hold30_r": -1.0 + }, + { + "symbol": "EQT", + "date": "2025-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.853933, + "strategy_rank": 82.144554, + "production_rank": 83.714347, + "structural_overlay_pass": false, + "structural_overlay_score": 79.52863, + "structural_overlay_rr": 1.642756, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.677762, + "primary_prob": 29.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 77.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.516643, + "raw_level_count": 93, + "gate_level_count": 93, + "range_504_log": 0.709338, + "range_504_ratio": 2.032645, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.637599, + "hold30_r": 1.478121 + }, + { + "symbol": "ETR", + "date": "2025-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.438202, + "strategy_rank": 64.660614, + "production_rank": 72.91981, + "structural_overlay_pass": false, + "structural_overlay_score": 69.273819, + "structural_overlay_rr": 1.189453, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.696582, + "primary_prob": 55.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.044873, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.775577, + "range_504_ratio": 2.171844, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.628325, + "hold30_r": -0.558899 + }, + { + "symbol": "EXPE", + "date": "2025-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.820225, + "strategy_rank": 78.640487, + "production_rank": 80.367066, + "structural_overlay_pass": false, + "structural_overlay_score": 76.348713, + "structural_overlay_rr": 0.757864, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.327175, + "primary_prob": 23.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.990762, + "raw_level_count": 93, + "gate_level_count": 93, + "range_504_log": 0.957722, + "range_504_ratio": 2.605753, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.28963, + "hold30_r": 3.316599 + }, + { + "symbol": "FAST", + "date": "2025-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.460674, + "strategy_rank": 64.598229, + "production_rank": 70.219044, + "structural_overlay_pass": false, + "structural_overlay_score": 66.708092, + "structural_overlay_rr": 1.627291, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.540505, + "primary_prob": 27.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.310757, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.602751, + "range_504_ratio": 1.827138, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.51166, + "hold30_r": -1.450863 + }, + { + "symbol": "FFIV", + "date": "2025-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.11236, + "strategy_rank": 71.32781, + "production_rank": 77.589326, + "structural_overlay_pass": false, + "structural_overlay_score": 73.70986, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.743732, + "primary_prob": 53.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.115598, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 0.866606, + "range_504_ratio": 2.378824, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.687505, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2025-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.303371, + "strategy_rank": 95.149397, + "production_rank": 95.867388, + "structural_overlay_pass": false, + "structural_overlay_score": 91.074019, + "structural_overlay_rr": 0.790795, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.819217, + "primary_prob": 50.41, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.228825, + "raw_level_count": 163, + "gate_level_count": 163, + "range_504_log": 1.732088, + "range_504_ratio": 5.652446, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.782322, + "hold30_r": -1.0 + }, + { + "symbol": "FOX", + "date": "2025-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.910112, + "strategy_rank": 72.353914, + "production_rank": 75.539313, + "structural_overlay_pass": false, + "structural_overlay_score": 71.762348, + "structural_overlay_rr": 1.730839, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.513853, + "primary_prob": 25.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.27078, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.831485, + "range_504_ratio": 2.296727, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.464915, + "hold30_r": 3.684662 + }, + { + "symbol": "FOXA", + "date": "2025-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.067416, + "strategy_rank": 75.971097, + "production_rank": 79.336536, + "structural_overlay_pass": false, + "structural_overlay_score": 75.36971, + "structural_overlay_rr": 0.791331, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.091193, + "primary_prob": 32.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.636789, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.83666, + "range_504_ratio": 2.308644, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.041595, + "hold30_r": 3.645969 + }, + { + "symbol": "GE", + "date": "2025-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.426966, + "strategy_rank": 71.292816, + "production_rank": 77.004199, + "structural_overlay_pass": false, + "structural_overlay_score": 73.153989, + "structural_overlay_rr": 1.252726, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.961242, + "primary_prob": 33.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.441863, + "raw_level_count": 120, + "gate_level_count": 120, + "range_504_log": 1.068666, + "range_504_ratio": 2.911494, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.902729, + "hold30_r": -0.406498 + }, + { + "symbol": "GL", + "date": "2025-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.247191, + "strategy_rank": 68.179094, + "production_rank": 72.86846, + "structural_overlay_pass": false, + "structural_overlay_score": 69.225037, + "structural_overlay_rr": 1.560363, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.560287, + "primary_prob": 31.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 75.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.34043, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 1.333784, + "range_504_ratio": 3.795379, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.06919, + "hold30_r": -1.0 + }, + { + "symbol": "GLW", + "date": "2025-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.932584, + "strategy_rank": 81.409375, + "production_rank": 85.583778, + "structural_overlay_pass": false, + "structural_overlay_score": 81.304589, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.983099, + "primary_prob": 45.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.474648, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 1.245612, + "range_504_ratio": 3.475059, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.932696, + "hold30_r": -1.0 + }, + { + "symbol": "GOOG", + "date": "2025-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.629213, + "strategy_rank": 77.239776, + "production_rank": 80.369589, + "structural_overlay_pass": false, + "structural_overlay_score": 76.351109, + "structural_overlay_rr": 1.697618, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.751128, + "primary_prob": 38.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.126692, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 0.748323, + "range_504_ratio": 2.113453, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.693735, + "hold30_r": 7.51092 + }, + { + "symbol": "GOOGL", + "date": "2025-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.52809, + "strategy_rank": 78.47505, + "production_rank": 81.49273, + "structural_overlay_pass": false, + "structural_overlay_score": 77.418094, + "structural_overlay_rr": 1.728011, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.779267, + "primary_prob": 37.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.1689, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 0.755973, + "range_504_ratio": 2.129683, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.722373, + "hold30_r": 7.586443 + }, + { + "symbol": "GRMN", + "date": "2025-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.977528, + "strategy_rank": 76.096054, + "production_rank": 80.056545, + "structural_overlay_pass": false, + "structural_overlay_score": 76.053718, + "structural_overlay_rr": 0.884714, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.884714, + "primary_prob": 34.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.327071, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 0.965898, + "range_504_ratio": 2.627146, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -3.809063, + "hold30_r": -3.741231 + }, + { + "symbol": "GS", + "date": "2025-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.876404, + "strategy_rank": 69.45254, + "production_rank": 75.927162, + "structural_overlay_pass": false, + "structural_overlay_score": 72.130804, + "structural_overlay_rr": 1.434732, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.561814, + "primary_prob": 18.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.342721, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 1.048026, + "range_504_ratio": 2.852015, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.503526, + "hold30_r": 0.368701 + }, + { + "symbol": "HWM", + "date": "2025-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.730337, + "strategy_rank": 83.408542, + "production_rank": 87.515807, + "structural_overlay_pass": false, + "structural_overlay_score": 83.140017, + "structural_overlay_rr": 0.938233, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.061216, + "primary_prob": 32.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.591824, + "raw_level_count": 141, + "gate_level_count": 141, + "range_504_log": 1.531001, + "range_504_ratio": 4.622802, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.009224, + "hold30_r": 1.8626 + }, + { + "symbol": "IBKR", + "date": "2025-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.258427, + "strategy_rank": 88.614232, + "production_rank": 90.162297, + "structural_overlay_pass": false, + "structural_overlay_score": 85.654182, + "structural_overlay_rr": 0.812793, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.822127, + "primary_prob": 51.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.233191, + "raw_level_count": 125, + "gate_level_count": 125, + "range_504_log": 1.396572, + "range_504_ratio": 4.041322, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.040515, + "hold30_r": -1.0 + }, + { + "symbol": "IDXX", + "date": "2025-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.595506, + "strategy_rank": 86.193622, + "production_rank": 85.327583, + "structural_overlay_pass": false, + "structural_overlay_score": 81.061204, + "structural_overlay_rr": 1.583066, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.499488, + "primary_prob": 37.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.249232, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.658639, + "range_504_ratio": 1.932162, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.447469, + "hold30_r": 4.633306 + }, + { + "symbol": "INCY", + "date": "2025-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.269663, + "strategy_rank": 78.820414, + "production_rank": 80.63683, + "structural_overlay_pass": false, + "structural_overlay_score": 76.604989, + "structural_overlay_rr": 1.522161, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.672979, + "primary_prob": 58.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 87.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.009469, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.567427, + "range_504_ratio": 1.763724, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.6161, + "hold30_r": 6.196973 + }, + { + "symbol": "JBL", + "date": "2025-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.606742, + "strategy_rank": 88.716302, + "production_rank": 90.679782, + "structural_overlay_pass": false, + "structural_overlay_score": 86.145793, + "structural_overlay_rr": 1.786071, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.062502, + "primary_prob": 21.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 64.0, + "primary_rejection_count": 30, + "primary_distance_atr": 3.093753, + "raw_level_count": 114, + "gate_level_count": 114, + "range_504_log": 0.905918, + "range_504_ratio": 2.474203, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.027741, + "hold30_r": 0.242805 + }, + { + "symbol": "JCI", + "date": "2025-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.674157, + "strategy_rank": 63.306927, + "production_rank": 69.096004, + "structural_overlay_pass": false, + "structural_overlay_score": 65.641204, + "structural_overlay_rr": 1.346819, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.243901, + "primary_prob": 31.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.865852, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.854993, + "range_504_ratio": 2.351357, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.187529, + "hold30_r": 2.136324 + }, + { + "symbol": "JPM", + "date": "2025-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.617978, + "strategy_rank": 61.582416, + "production_rank": 69.59427, + "structural_overlay_pass": false, + "structural_overlay_score": 66.114556, + "structural_overlay_rr": 1.188513, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.358211, + "primary_prob": 22.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.037316, + "raw_level_count": 91, + "gate_level_count": 91, + "range_504_log": 0.855402, + "range_504_ratio": 2.352319, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.072462, + "hold30_r": -1.0 + }, + { + "symbol": "KR", + "date": "2025-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.044944, + "strategy_rank": 70.919003, + "production_rank": 75.294316, + "structural_overlay_pass": false, + "structural_overlay_score": 71.529601, + "structural_overlay_rr": 1.6111, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.6371, + "primary_prob": 34.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.45565, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.576225, + "range_504_ratio": 1.779309, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.062382, + "hold30_r": -1.0 + }, + { + "symbol": "LH", + "date": "2025-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.224719, + "strategy_rank": 65.147202, + "production_rank": 70.173041, + "structural_overlay_pass": false, + "structural_overlay_score": 66.664389, + "structural_overlay_rr": 1.475703, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.783689, + "primary_prob": 56.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 95, + "primary_distance_atr": 1.175533, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.409762, + "range_504_ratio": 1.506459, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.713395, + "hold30_r": -1.64175 + }, + { + "symbol": "LITE", + "date": "2025-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.876404, + "strategy_rank": 96.654561, + "production_rank": 97.395175, + "structural_overlay_pass": false, + "structural_overlay_score": 92.525416, + "structural_overlay_rr": 0.858637, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.685964, + "primary_prob": 44.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.028946, + "raw_level_count": 108, + "gate_level_count": 108, + "range_504_log": 1.619252, + "range_504_ratio": 5.04931, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.663132, + "hold30_r": 8.086589 + }, + { + "symbol": "LYV", + "date": "2025-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.910112, + "strategy_rank": 74.539099, + "production_rank": 80.329437, + "structural_overlay_pass": false, + "structural_overlay_score": 76.312965, + "structural_overlay_rr": 1.91017, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.824299, + "primary_prob": 40.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.236448, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 0.829184, + "range_504_ratio": 2.291449, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.771654, + "hold30_r": -1.0 + }, + { + "symbol": "MO", + "date": "2025-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.786517, + "strategy_rank": 65.402414, + "production_rank": 73.863781, + "structural_overlay_pass": false, + "structural_overlay_score": 70.170592, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.749508, + "primary_prob": 38.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.124262, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.563066, + "range_504_ratio": 1.756048, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.085927, + "hold30_r": -1.0 + }, + { + "symbol": "MOS", + "date": "2025-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.146067, + "strategy_rank": 82.141641, + "production_rank": 82.47645, + "structural_overlay_pass": false, + "structural_overlay_score": 78.352627, + "structural_overlay_rr": 3.853347, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 7, + "rr": 2.57436, + "primary_prob": 23.45, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 118, + "primary_distance_atr": 3.86154, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 0.538176, + "range_504_ratio": 1.71288, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.030601, + "hold30_r": -1.0 + }, + { + "symbol": "MS", + "date": "2025-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.898876, + "strategy_rank": 61.477698, + "production_rank": 67.951424, + "structural_overlay_pass": false, + "structural_overlay_score": 64.553853, + "structural_overlay_rr": 1.534035, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.350387, + "primary_prob": 23.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.02558, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.859539, + "range_504_ratio": 2.362071, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.288432, + "hold30_r": 1.287151 + }, + { + "symbol": "MSTR", + "date": "2025-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.977528, + "strategy_rank": 97.102788, + "production_rank": 97.394368, + "structural_overlay_pass": false, + "structural_overlay_score": 92.52465, + "structural_overlay_rr": 0.776426, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.966793, + "primary_prob": 27.89, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 90.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.95019, + "raw_level_count": 195, + "gate_level_count": 195, + "range_504_log": 2.849346, + "range_504_ratio": 17.276487, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.048806, + "hold30_r": -1.024338 + }, + { + "symbol": "MU", + "date": "2025-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.370787, + "strategy_rank": 84.689517, + "production_rank": 84.24994, + "structural_overlay_pass": false, + "structural_overlay_score": 80.037443, + "structural_overlay_rr": 1.53786, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.264009, + "primary_prob": 37.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.896014, + "raw_level_count": 105, + "gate_level_count": 105, + "range_504_log": 1.183618, + "range_504_ratio": 3.266168, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.234553, + "hold30_r": 2.089948 + }, + { + "symbol": "NEM", + "date": "2025-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.382022, + "strategy_rank": 88.963039, + "production_rank": 90.769367, + "structural_overlay_pass": false, + "structural_overlay_score": 86.230898, + "structural_overlay_rr": 1.217669, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.767949, + "primary_prob": 53.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.151924, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 1.11111, + "range_504_ratio": 3.037729, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.720582, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2025-10-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 95.280899, + "strategy_rank": 79.693262, + "production_rank": 84.889141, + "structural_overlay_pass": true, + "structural_overlay_score": 85.644684, + "structural_overlay_rr": 2.927242, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.215083, + "primary_prob": 22.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 3.322625, + "raw_level_count": 133, + "gate_level_count": 133, + "range_504_log": 1.358646, + "range_504_ratio": 3.89092, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.058985, + "hold30_r": -1.0 + }, + { + "symbol": "NRG", + "date": "2025-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.831461, + "strategy_rank": 94.698521, + "production_rank": 94.742834, + "structural_overlay_pass": false, + "structural_overlay_score": 90.005692, + "structural_overlay_rr": 1.081659, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.978689, + "primary_prob": 35.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.468033, + "raw_level_count": 118, + "gate_level_count": 118, + "range_504_log": 1.506951, + "range_504_ratio": 4.512952, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.941149, + "hold30_r": -0.143908 + }, + { + "symbol": "NTRS", + "date": "2025-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.47191, + "strategy_rank": 71.13101, + "production_rank": 74.91131, + "structural_overlay_pass": false, + "structural_overlay_score": 71.165745, + "structural_overlay_rr": 1.795051, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.149707, + "primary_prob": 45.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.724561, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.774698, + "range_504_ratio": 2.169937, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.09636, + "hold30_r": 0.51542 + }, + { + "symbol": "ORCL", + "date": "2025-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.853933, + "strategy_rank": 97.191692, + "production_rank": 97.079106, + "structural_overlay_pass": false, + "structural_overlay_score": 92.22515, + "structural_overlay_rr": 1.698079, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.827049, + "primary_prob": 35.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.240574, + "raw_level_count": 122, + "gate_level_count": 122, + "range_504_log": 1.247887, + "range_504_ratio": 3.482974, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.798781, + "hold30_r": -1.0 + }, + { + "symbol": "ORLY", + "date": "2025-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.337079, + "strategy_rank": 66.838649, + "production_rank": 74.671459, + "structural_overlay_pass": false, + "structural_overlay_score": 70.937886, + "structural_overlay_rr": 0.892695, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.662092, + "primary_prob": 15.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.493138, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 0.639731, + "range_504_ratio": 1.895971, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.071339, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2025-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.325843, + "strategy_rank": 98.113948, + "production_rank": 98.517913, + "structural_overlay_pass": false, + "structural_overlay_score": 93.592018, + "structural_overlay_rr": 0.995477, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.88387, + "primary_prob": 35.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.325806, + "raw_level_count": 186, + "gate_level_count": 186, + "range_504_log": 2.574256, + "range_504_ratio": 13.121547, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.853264, + "hold30_r": -1.0 + }, + { + "symbol": "PM", + "date": "2025-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.47191, + "strategy_rank": 74.494647, + "production_rank": 80.487068, + "structural_overlay_pass": false, + "structural_overlay_score": 76.462715, + "structural_overlay_rr": 2.022644, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.429055, + "primary_prob": 36.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 91.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.143583, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.760901, + "range_504_ratio": 2.140204, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.133287, + "hold30_r": -1.073865 + }, + { + "symbol": "PODD", + "date": "2025-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.685393, + "strategy_rank": 89.33129, + "production_rank": 90.115991, + "structural_overlay_pass": false, + "structural_overlay_score": 85.610192, + "structural_overlay_rr": 1.049701, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.846421, + "primary_prob": 54.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 57, + "primary_distance_atr": 1.269632, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 1.033031, + "range_504_ratio": 2.809569, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.802301, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2025-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.629213, + "strategy_rank": 87.77513, + "production_rank": 90.726491, + "structural_overlay_pass": false, + "structural_overlay_score": 86.190166, + "structural_overlay_rr": 1.924692, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.874526, + "primary_prob": 22.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.811789, + "raw_level_count": 176, + "gate_level_count": 176, + "range_504_log": 1.542813, + "range_504_ratio": 4.677728, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.04236, + "hold30_r": -1.0 + }, + { + "symbol": "RL", + "date": "2025-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.247191, + "strategy_rank": 82.249801, + "production_rank": 85.582265, + "structural_overlay_pass": false, + "structural_overlay_score": 81.303151, + "structural_overlay_rr": 0.84696, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.965662, + "primary_prob": 32.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.448493, + "raw_level_count": 105, + "gate_level_count": 105, + "range_504_log": 1.111755, + "range_504_ratio": 3.039687, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.917274, + "hold30_r": 2.381706 + }, + { + "symbol": "SATS", + "date": "2025-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.550562, + "strategy_rank": 99.651723, + "production_rank": 99.618003, + "structural_overlay_pass": false, + "structural_overlay_score": 94.637103, + "structural_overlay_rr": 1.213417, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.171837, + "primary_prob": 25.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.757755, + "raw_level_count": 107, + "gate_level_count": 107, + "range_504_log": 2.19255, + "range_504_ratio": 8.958027, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.030557, + "hold30_r": -1.000814 + }, + { + "symbol": "SCHW", + "date": "2025-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.303371, + "strategy_rank": 65.388454, + "production_rank": 72.693426, + "structural_overlay_pass": false, + "structural_overlay_score": 69.058755, + "structural_overlay_rr": 2.00479, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.206375, + "primary_prob": 43.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.809563, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.716204, + "range_504_ratio": 2.04665, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.142993, + "hold30_r": -0.499698 + }, + { + "symbol": "SMCI", + "date": "2025-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.168539, + "strategy_rank": 89.382287, + "production_rank": 87.977705, + "structural_overlay_pass": false, + "structural_overlay_score": 83.578819, + "structural_overlay_rr": 1.620038, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.57395, + "primary_prob": 34.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.360926, + "raw_level_count": 196, + "gate_level_count": 196, + "range_504_log": 1.963559, + "range_504_ratio": 7.124638, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.025443, + "hold30_r": -1.0 + }, + { + "symbol": "STX", + "date": "2025-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.179775, + "strategy_rank": 92.881398, + "production_rank": 93.980857, + "structural_overlay_pass": false, + "structural_overlay_score": 89.281814, + "structural_overlay_rr": 1.077496, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.795794, + "primary_prob": 36.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.193691, + "raw_level_count": 101, + "gate_level_count": 101, + "range_504_log": 1.432942, + "range_504_ratio": 4.191011, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.768304, + "hold30_r": 1.481695 + }, + { + "symbol": "SYF", + "date": "2025-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.685393, + "strategy_rank": 74.183142, + "production_rank": 76.683893, + "structural_overlay_pass": false, + "structural_overlay_score": 72.849698, + "structural_overlay_rr": 1.881266, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.617776, + "primary_prob": 22.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.426664, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 1.042412, + "range_504_ratio": 2.836051, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.573583, + "hold30_r": 2.144041 + }, + { + "symbol": "T", + "date": "2025-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.88764, + "strategy_rank": 67.332123, + "production_rank": 74.850629, + "structural_overlay_pass": false, + "structural_overlay_score": 71.108097, + "structural_overlay_rr": 1.104502, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.512728, + "primary_prob": 37.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 88, + "primary_distance_atr": 2.269092, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.73882, + "range_504_ratio": 2.093465, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.342095, + "hold30_r": -1.272776 + }, + { + "symbol": "TEL", + "date": "2025-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.494382, + "strategy_rank": 72.479401, + "production_rank": 76.484395, + "structural_overlay_pass": false, + "structural_overlay_score": 72.660175, + "structural_overlay_rr": 0.822395, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.94341, + "primary_prob": 32.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.415115, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.677415, + "range_504_ratio": 1.968781, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.880447, + "hold30_r": 0.6397 + }, + { + "symbol": "TKO", + "date": "2025-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.707865, + "strategy_rank": 85.359815, + "production_rank": 88.142499, + "structural_overlay_pass": false, + "structural_overlay_score": 83.735374, + "structural_overlay_rr": 1.683436, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.680905, + "primary_prob": 21.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.521358, + "raw_level_count": 119, + "gate_level_count": 119, + "range_504_log": 1.077587, + "range_504_ratio": 2.937582, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.047348, + "hold30_r": -1.0 + }, + { + "symbol": "TPR", + "date": "2025-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.101124, + "strategy_rank": 94.084591, + "production_rank": 95.756769, + "structural_overlay_pass": false, + "structural_overlay_score": 90.96893, + "structural_overlay_rr": 1.797429, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.431531, + "primary_prob": 19.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.147296, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 1.511022, + "range_504_ratio": 4.531358, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.388827, + "hold30_r": -2.687265 + }, + { + "symbol": "TSLA", + "date": "2025-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.651685, + "strategy_rank": 90.844059, + "production_rank": 90.113268, + "structural_overlay_pass": false, + "structural_overlay_score": 85.607604, + "structural_overlay_rr": 1.008234, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.917204, + "primary_prob": 36.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.375805, + "raw_level_count": 104, + "gate_level_count": 104, + "range_504_log": 1.258369, + "range_504_ratio": 3.519677, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.888558, + "hold30_r": -1.0 + }, + { + "symbol": "TTWO", + "date": "2025-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.05618, + "strategy_rank": 81.286801, + "production_rank": 85.876594, + "structural_overlay_pass": false, + "structural_overlay_score": 81.582764, + "structural_overlay_rr": 1.140719, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.704794, + "primary_prob": 42.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.057191, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 0.698923, + "range_504_ratio": 2.011585, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.644751, + "hold30_r": -2.375804 + }, + { + "symbol": "UAL", + "date": "2025-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.505618, + "strategy_rank": 93.688949, + "production_rank": 94.294506, + "structural_overlay_pass": false, + "structural_overlay_score": 89.57978, + "structural_overlay_rr": 1.627261, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.247657, + "primary_prob": 42.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.871485, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 1.236686, + "range_504_ratio": 3.444181, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.213622, + "hold30_r": -1.0 + }, + { + "symbol": "ULTA", + "date": "2025-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.202247, + "strategy_rank": 81.640563, + "production_rank": 83.827791, + "structural_overlay_pass": false, + "structural_overlay_score": 79.636401, + "structural_overlay_rr": 1.204759, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.68824, + "primary_prob": 57.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.032359, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.620579, + "range_504_ratio": 1.860005, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.054443, + "hold30_r": -1.0 + }, + { + "symbol": "VRSN", + "date": "2025-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.157303, + "strategy_rank": 80.724927, + "production_rank": 85.202386, + "structural_overlay_pass": false, + "structural_overlay_score": 80.942267, + "structural_overlay_rr": 1.238803, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.311103, + "primary_prob": 41.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.966655, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.620243, + "range_504_ratio": 1.859379, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.068052, + "hold30_r": -1.0 + }, + { + "symbol": "VST", + "date": "2025-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.483146, + "strategy_rank": 91.902849, + "production_rank": 92.429614, + "structural_overlay_pass": false, + "structural_overlay_score": 87.808134, + "structural_overlay_rr": 1.613607, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.991608, + "primary_prob": 34.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.487412, + "raw_level_count": 157, + "gate_level_count": 157, + "range_504_log": 1.946001, + "range_504_ratio": 7.000637, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.962341, + "hold30_r": -1.0 + }, + { + "symbol": "WDC", + "date": "2025-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.752809, + "strategy_rank": 86.208111, + "production_rank": 86.72301, + "structural_overlay_pass": false, + "structural_overlay_score": 82.38686, + "structural_overlay_rr": 2.614519, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.000226, + "primary_prob": 29.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.500339, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 1.56148, + "range_504_ratio": 4.765869, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.972768, + "hold30_r": 2.827439 + }, + { + "symbol": "WELL", + "date": "2025-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.078652, + "strategy_rank": 63.817009, + "production_rank": 71.57089, + "structural_overlay_pass": false, + "structural_overlay_score": 67.992345, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.184041, + "primary_prob": 29.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.776062, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.8032, + "range_504_ratio": 2.232673, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.106381, + "hold30_r": 7.953668 + }, + { + "symbol": "WFC", + "date": "2025-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.696629, + "strategy_rank": 67.21424, + "production_rank": 72.375036, + "structural_overlay_pass": false, + "structural_overlay_score": 68.756284, + "structural_overlay_rr": 2.343023, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.743158, + "primary_prob": 23.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.614737, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.80933, + "range_504_ratio": 2.246403, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.68311, + "hold30_r": 2.123586 + }, + { + "symbol": "WSM", + "date": "2025-10-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.123596, + "strategy_rank": 79.54746, + "production_rank": 80.072838, + "structural_overlay_pass": false, + "structural_overlay_score": 76.069196, + "structural_overlay_rr": 1.434458, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.578478, + "primary_prob": 35.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.367717, + "raw_level_count": 121, + "gate_level_count": 121, + "range_504_log": 1.123, + "range_504_ratio": 3.074064, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.536451, + "hold30_r": -1.0 + }, + { + "symbol": "WBD", + "date": "2025-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.969072, + "strategy_rank": 98.660502, + "production_rank": 98.763358, + "structural_overlay_pass": false, + "structural_overlay_score": 93.82519, + "structural_overlay_rr": 1.701705, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.220922, + "primary_prob": 28.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.831383, + "raw_level_count": 97, + "gate_level_count": 97, + "range_504_log": 1.114549, + "range_504_ratio": 3.048193, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.195232, + "hold30_r": 3.66999 + }, + { + "symbol": "HOOD", + "date": "2025-10-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.656357, + "strategy_rank": 98.935652, + "production_rank": 99.175887, + "structural_overlay_pass": false, + "structural_overlay_score": 94.217092, + "structural_overlay_rr": 0.861804, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.916951, + "primary_prob": 33.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.375427, + "raw_level_count": 171, + "gate_level_count": 171, + "range_504_log": 2.967915, + "range_504_ratio": 19.451315, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.892405, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2025-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.492554, + "strategy_rank": 91.628541, + "production_rank": 91.249879, + "structural_overlay_pass": false, + "structural_overlay_score": 86.687385, + "structural_overlay_rr": 1.247711, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.674821, + "primary_prob": 42.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.012232, + "raw_level_count": 162, + "gate_level_count": 162, + "range_504_log": 1.352688, + "range_504_ratio": 3.867808, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.647809, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2025-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.885452, + "strategy_rank": 99.233318, + "production_rank": 99.450696, + "structural_overlay_pass": false, + "structural_overlay_score": 94.478161, + "structural_overlay_rr": 0.785134, + "structural_overlay_sources": [ + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.059018, + "primary_prob": 28.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.588527, + "raw_level_count": 201, + "gate_level_count": 201, + "range_504_log": 3.074694, + "range_504_ratio": 21.643251, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.023402, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2025-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.709049, + "strategy_rank": 93.316243, + "production_rank": 94.780512, + "structural_overlay_pass": false, + "structural_overlay_score": 90.041486, + "structural_overlay_rr": 0.818731, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.775432, + "primary_prob": 52.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.163149, + "raw_level_count": 140, + "gate_level_count": 140, + "range_504_log": 1.520227, + "range_504_ratio": 4.573262, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.742541, + "hold30_r": 1.73014 + }, + { + "symbol": "AXON", + "date": "2025-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.479954, + "strategy_rank": 96.004847, + "production_rank": 96.496549, + "structural_overlay_pass": false, + "structural_overlay_score": 91.671722, + "structural_overlay_rr": 2.055953, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.597993, + "primary_prob": 35.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.39699, + "raw_level_count": 153, + "gate_level_count": 153, + "range_504_log": 1.49186, + "range_504_ratio": 4.445356, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.567293, + "hold30_r": -2.445282 + }, + { + "symbol": "AZO", + "date": "2025-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.690722, + "strategy_rank": 67.691972, + "production_rank": 75.024889, + "structural_overlay_pass": false, + "structural_overlay_score": 71.273644, + "structural_overlay_rr": 2.27224, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.492268, + "primary_prob": 21.0, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 18.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.238402, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 0.613754, + "range_504_ratio": 1.847353, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.060544, + "hold30_r": -1.0 + }, + { + "symbol": "BA", + "date": "2025-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.452463, + "strategy_rank": 75.468898, + "production_rank": 78.796753, + "structural_overlay_pass": false, + "structural_overlay_score": 74.856915, + "structural_overlay_rr": 1.640064, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.740327, + "primary_prob": 33.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 75, + "primary_distance_atr": 2.610491, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.730387, + "range_504_ratio": 2.075883, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.054772, + "hold30_r": -1.0 + }, + { + "symbol": "BK", + "date": "2025-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.910653, + "strategy_rank": 61.304505, + "production_rank": 69.506554, + "structural_overlay_pass": false, + "structural_overlay_score": 66.031227, + "structural_overlay_rr": 1.335059, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.869658, + "primary_prob": 35.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.304487, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 1.028015, + "range_504_ratio": 2.795512, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.808697, + "hold30_r": 1.676733 + }, + { + "symbol": "C", + "date": "2025-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.0126, + "strategy_rank": 74.891429, + "production_rank": 80.931819, + "structural_overlay_pass": false, + "structural_overlay_score": 76.885228, + "structural_overlay_rr": 1.733184, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.756871, + "primary_prob": 41.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.135307, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 1.017514, + "range_504_ratio": 2.766309, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.711632, + "hold30_r": 1.307281 + }, + { + "symbol": "CAH", + "date": "2025-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.285223, + "strategy_rank": 70.98524, + "production_rank": 76.418568, + "structural_overlay_pass": false, + "structural_overlay_score": 72.597639, + "structural_overlay_rr": 1.88538, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.70639, + "primary_prob": 31.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.559584, + "raw_level_count": 108, + "gate_level_count": 108, + "range_504_log": 0.624661, + "range_504_ratio": 1.867613, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.646849, + "hold30_r": 9.819372 + }, + { + "symbol": "CBRE", + "date": "2025-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.703322, + "strategy_rank": 70.180655, + "production_rank": 74.354877, + "structural_overlay_pass": false, + "structural_overlay_score": 70.637133, + "structural_overlay_rr": 1.240415, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.790786, + "primary_prob": 16.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.686178, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 0.952663, + "range_504_ratio": 2.592604, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.721348, + "hold30_r": -1.0 + }, + { + "symbol": "CCL", + "date": "2025-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.161512, + "strategy_rank": 82.034569, + "production_rank": 82.410216, + "structural_overlay_pass": false, + "structural_overlay_score": 78.289706, + "structural_overlay_rr": 1.645922, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.095553, + "primary_prob": 38.07, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 58.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.643329, + "raw_level_count": 123, + "gate_level_count": 123, + "range_504_log": 1.107186, + "range_504_ratio": 3.02583, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.058849, + "hold30_r": -1.0 + }, + { + "symbol": "CDNS", + "date": "2025-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.901489, + "strategy_rank": 80.809303, + "production_rank": 81.173365, + "structural_overlay_pass": false, + "structural_overlay_score": 77.114697, + "structural_overlay_rr": 2.042241, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.831139, + "primary_prob": 26.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 73.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.746708, + "raw_level_count": 91, + "gate_level_count": 91, + "range_504_log": 0.530078, + "range_504_ratio": 1.699065, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.786723, + "hold30_r": -1.0 + }, + { + "symbol": "CHRW", + "date": "2025-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.412371, + "strategy_rank": 78.256623, + "production_rank": 78.975206, + "structural_overlay_pass": false, + "structural_overlay_score": 75.026446, + "structural_overlay_rr": 0.807873, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.944098, + "primary_prob": 11.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.916146, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.752837, + "range_504_ratio": 2.123015, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.88769, + "hold30_r": 7.29056 + }, + { + "symbol": "CME", + "date": "2025-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.870561, + "strategy_rank": 58.60024, + "production_rank": 66.02368, + "structural_overlay_pass": false, + "structural_overlay_score": 62.722496, + "structural_overlay_rr": 0.9302, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.940685, + "primary_prob": 51.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 1.411028, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.4219, + "range_504_ratio": 1.524856, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.066102, + "hold30_r": -1.0 + }, + { + "symbol": "COF", + "date": "2025-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.19244, + "strategy_rank": 77.126928, + "production_rank": 79.482098, + "structural_overlay_pass": false, + "structural_overlay_score": 75.507993, + "structural_overlay_rr": 1.608269, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.508956, + "primary_prob": 22.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.263434, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 0.968747, + "range_504_ratio": 2.63464, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.466121, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2025-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.021764, + "strategy_rank": 97.67496, + "production_rank": 97.457228, + "structural_overlay_pass": false, + "structural_overlay_score": 92.584367, + "structural_overlay_rr": 1.796999, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.710252, + "primary_prob": 40.85, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 7.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.065378, + "raw_level_count": 160, + "gate_level_count": 160, + "range_504_log": 1.842799, + "range_504_ratio": 6.314186, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.685366, + "hold30_r": -1.0 + }, + { + "symbol": "CRWD", + "date": "2025-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.699885, + "strategy_rank": 90.269554, + "production_rank": 91.412998, + "structural_overlay_pass": false, + "structural_overlay_score": 86.842348, + "structural_overlay_rr": 0.966564, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.935364, + "primary_prob": 34.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.403046, + "raw_level_count": 143, + "gate_level_count": 143, + "range_504_log": 1.113139, + "range_504_ratio": 3.043897, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.895276, + "hold30_r": 0.805649 + }, + { + "symbol": "CVNA", + "date": "2025-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.052692, + "strategy_rank": 97.092262, + "production_rank": 97.412405, + "structural_overlay_pass": false, + "structural_overlay_score": 92.541785, + "structural_overlay_rr": 1.602395, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.562305, + "primary_prob": 21.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.343458, + "raw_level_count": 205, + "gate_level_count": 205, + "range_504_log": 2.801825, + "range_504_ratio": 16.474691, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.023758, + "hold30_r": -1.0 + }, + { + "symbol": "DASH", + "date": "2025-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.761741, + "strategy_rank": 89.138482, + "production_rank": 91.346235, + "structural_overlay_pass": false, + "structural_overlay_score": 86.778923, + "structural_overlay_rr": 1.643492, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.929222, + "primary_prob": 33.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.393834, + "raw_level_count": 157, + "gate_level_count": 157, + "range_504_log": 1.407176, + "range_504_ratio": 4.084406, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.039268, + "hold30_r": -1.0 + }, + { + "symbol": "DG", + "date": "2025-10-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.47079, + "strategy_rank": 88.358615, + "production_rank": 90.062673, + "structural_overlay_pass": false, + "structural_overlay_score": 85.55954, + "structural_overlay_rr": 2.523354, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.231381, + "primary_prob": 41.75, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 3.347072, + "raw_level_count": 107, + "gate_level_count": 107, + "range_504_log": 0.928232, + "range_504_ratio": 2.530032, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.050929, + "hold30_r": -1.0 + }, + { + "symbol": "DLTR", + "date": "2025-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.928981, + "strategy_rank": 89.022598, + "production_rank": 90.658059, + "structural_overlay_pass": false, + "structural_overlay_score": 86.125156, + "structural_overlay_rr": 1.81645, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.58928, + "primary_prob": 50.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.383919, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 0.916225, + "range_504_ratio": 2.499835, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.551753, + "hold30_r": 2.616859 + }, + { + "symbol": "EA", + "date": "2025-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.068729, + "strategy_rank": 76.162526, + "production_rank": 77.464594, + "structural_overlay_pass": false, + "structural_overlay_score": 73.591364, + "structural_overlay_rr": 0.930534, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.930534, + "primary_prob": 46.38, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.3958, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.570137, + "range_504_ratio": 1.76851, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.10805, + "hold30_r": 0.62575 + }, + { + "symbol": "EBAY", + "date": "2025-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.774341, + "strategy_rank": 84.041352, + "production_rank": 85.619015, + "structural_overlay_pass": false, + "structural_overlay_score": 81.338065, + "structural_overlay_rr": 1.9722, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.915218, + "primary_prob": 27.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.872827, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 1.001103, + "range_504_ratio": 2.721281, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.868964, + "hold30_r": -1.61118 + }, + { + "symbol": "EQT", + "date": "2025-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.201604, + "strategy_rank": 83.503136, + "production_rank": 85.069292, + "structural_overlay_pass": false, + "structural_overlay_score": 80.815827, + "structural_overlay_rr": 1.678733, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.678733, + "primary_prob": 31.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.518099, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 0.709338, + "range_504_ratio": 2.032645, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.037827, + "hold30_r": -1.0 + }, + { + "symbol": "EXPE", + "date": "2025-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.368843, + "strategy_rank": 80.984506, + "production_rank": 82.779285, + "structural_overlay_pass": false, + "structural_overlay_score": 78.640321, + "structural_overlay_rr": 0.908798, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.909559, + "primary_prob": 36.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.364338, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 0.957722, + "range_504_ratio": 2.605753, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.872422, + "hold30_r": 3.820665 + }, + { + "symbol": "FFIV", + "date": "2025-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.065292, + "strategy_rank": 79.912753, + "production_rank": 83.630266, + "structural_overlay_pass": false, + "structural_overlay_score": 79.448752, + "structural_overlay_rr": 1.942866, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.631974, + "primary_prob": 23.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.447961, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 0.866606, + "range_504_ratio": 2.378824, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -2.270045, + "hold30_r": -2.235152 + }, + { + "symbol": "FOX", + "date": "2025-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.056128, + "strategy_rank": 75.630365, + "production_rank": 79.438953, + "structural_overlay_pass": false, + "structural_overlay_score": 75.467005, + "structural_overlay_rr": 1.640929, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.889984, + "primary_prob": 52.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.334976, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.831485, + "range_504_ratio": 2.296727, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.83586, + "hold30_r": 3.885369 + }, + { + "symbol": "FOXA", + "date": "2025-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.232532, + "strategy_rank": 77.840346, + "production_rank": 81.637741, + "structural_overlay_pass": false, + "structural_overlay_score": 77.555854, + "structural_overlay_rr": 0.957307, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.802538, + "primary_prob": 41.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.203807, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.83666, + "range_504_ratio": 2.308644, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.748348, + "hold30_r": 3.882046 + }, + { + "symbol": "GL", + "date": "2025-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.099656, + "strategy_rank": 68.37159, + "production_rank": 72.614279, + "structural_overlay_pass": false, + "structural_overlay_score": 68.983565, + "structural_overlay_rr": 1.716223, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.716153, + "primary_prob": 28.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 75.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.574229, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 1.333784, + "range_504_ratio": 3.795379, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.062907, + "hold30_r": -1.0 + }, + { + "symbol": "GRMN", + "date": "2025-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.972509, + "strategy_rank": 75.997232, + "production_rank": 79.988991, + "structural_overlay_pass": false, + "structural_overlay_score": 75.989541, + "structural_overlay_rr": 1.636125, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.735079, + "primary_prob": 28.4, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.602619, + "raw_level_count": 95, + "gate_level_count": 95, + "range_504_log": 0.965898, + "range_504_ratio": 2.627146, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -3.937125, + "hold30_r": -3.86909 + }, + { + "symbol": "GS", + "date": "2025-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.461627, + "strategy_rank": 70.174626, + "production_rank": 76.603626, + "structural_overlay_pass": false, + "structural_overlay_score": 72.773445, + "structural_overlay_rr": 0.744131, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.704133, + "primary_prob": 45.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.0562, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 1.048026, + "range_504_ratio": 2.852015, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.655354, + "hold30_r": 1.952109 + }, + { + "symbol": "HWM", + "date": "2025-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.334479, + "strategy_rank": 83.772808, + "production_rank": 87.960032, + "structural_overlay_pass": false, + "structural_overlay_score": 83.56203, + "structural_overlay_rr": 0.838286, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.154447, + "primary_prob": 24.9, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.73167, + "raw_level_count": 142, + "gate_level_count": 142, + "range_504_log": 1.531001, + "range_504_ratio": 4.622802, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.104679, + "hold30_r": 1.188555 + }, + { + "symbol": "IBKR", + "date": "2025-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.387171, + "strategy_rank": 87.558434, + "production_rank": 89.834679, + "structural_overlay_pass": false, + "structural_overlay_score": 85.342945, + "structural_overlay_rr": 1.502301, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.510911, + "primary_prob": 18.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.266366, + "raw_level_count": 126, + "gate_level_count": 126, + "range_504_log": 1.396572, + "range_504_ratio": 4.041322, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.475049, + "hold30_r": -1.0 + }, + { + "symbol": "IDXX", + "date": "2025-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.743414, + "strategy_rank": 88.914669, + "production_rank": 88.52425, + "structural_overlay_pass": false, + "structural_overlay_score": 84.098038, + "structural_overlay_rr": 0.770464, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.584838, + "primary_prob": 22.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.377257, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.658639, + "range_504_ratio": 1.932162, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.531174, + "hold30_r": 3.951327 + }, + { + "symbol": "INCY", + "date": "2025-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.879725, + "strategy_rank": 78.225876, + "production_rank": 80.443826, + "structural_overlay_pass": false, + "structural_overlay_score": 76.421635, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.184525, + "primary_prob": 39.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.776787, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.613685, + "range_504_ratio": 1.847225, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.135425, + "hold30_r": 4.05663 + }, + { + "symbol": "INTC", + "date": "2025-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.681558, + "strategy_rank": 89.084642, + "production_rank": 87.950281, + "structural_overlay_pass": false, + "structural_overlay_score": 83.552767, + "structural_overlay_rr": 1.663523, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.778496, + "primary_prob": 41.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 72.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.667745, + "raw_level_count": 110, + "gate_level_count": 110, + "range_504_log": 1.065716, + "range_504_ratio": 2.902915, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.751902, + "hold30_r": -1.0 + }, + { + "symbol": "JBL", + "date": "2025-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.303551, + "strategy_rank": 89.092348, + "production_rank": 91.162749, + "structural_overlay_pass": false, + "structural_overlay_score": 86.604612, + "structural_overlay_rr": 1.709896, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.602243, + "primary_prob": 20.99, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 28.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.403364, + "raw_level_count": 114, + "gate_level_count": 114, + "range_504_log": 0.905918, + "range_504_ratio": 2.474203, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.03999, + "hold30_r": -1.0 + }, + { + "symbol": "JPM", + "date": "2025-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.536082, + "strategy_rank": 60.71988, + "production_rank": 68.658614, + "structural_overlay_pass": false, + "structural_overlay_score": 65.225684, + "structural_overlay_rr": 1.353544, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.74034, + "primary_prob": 39.43, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 6.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.11051, + "raw_level_count": 91, + "gate_level_count": 91, + "range_504_log": 0.855402, + "range_504_ratio": 2.352319, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.682291, + "hold30_r": 1.108071 + }, + { + "symbol": "KR", + "date": "2025-10-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.619702, + "strategy_rank": 70.341572, + "production_rank": 74.767615, + "structural_overlay_pass": false, + "structural_overlay_score": 71.029235, + "structural_overlay_rr": 2.393978, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.129798, + "primary_prob": 27.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 12, + "primary_distance_atr": 3.194698, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.576225, + "range_504_ratio": 1.779309, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.079151, + "hold30_r": -1.014635 + }, + { + "symbol": "LH", + "date": "2025-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.328751, + "strategy_rank": 64.550263, + "production_rank": 70.143093, + "structural_overlay_pass": false, + "structural_overlay_score": 66.635938, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.330375, + "primary_prob": 55.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.995563, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.409762, + "range_504_ratio": 1.506459, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.077595, + "hold30_r": -1.0 + }, + { + "symbol": "LITE", + "date": "2025-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.739977, + "strategy_rank": 96.543613, + "production_rank": 97.275735, + "structural_overlay_pass": false, + "structural_overlay_score": 92.411948, + "structural_overlay_rr": 1.034183, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.007725, + "primary_prob": 43.98, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.511588, + "raw_level_count": 110, + "gate_level_count": 110, + "range_504_log": 1.619252, + "range_504_ratio": 5.04931, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.983526, + "hold30_r": 11.246962 + }, + { + "symbol": "LRCX", + "date": "2025-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.325315, + "strategy_rank": 89.376004, + "production_rank": 90.359108, + "structural_overlay_pass": false, + "structural_overlay_score": 85.841152, + "structural_overlay_rr": 1.490903, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.112408, + "primary_prob": 41.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.668612, + "raw_level_count": 101, + "gate_level_count": 101, + "range_504_log": 1.00392, + "range_504_ratio": 2.72896, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.077779, + "hold30_r": 1.624882 + }, + { + "symbol": "LYV", + "date": "2025-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.827033, + "strategy_rank": 70.973431, + "production_rank": 76.257965, + "structural_overlay_pass": false, + "structural_overlay_score": 72.445067, + "structural_overlay_rr": 1.533483, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.508734, + "primary_prob": 23.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.263101, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 0.829184, + "range_504_ratio": 2.291449, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.052794, + "hold30_r": -1.0 + }, + { + "symbol": "MO", + "date": "2025-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.003436, + "strategy_rank": 64.533527, + "production_rank": 72.690163, + "structural_overlay_pass": false, + "structural_overlay_score": 69.055655, + "structural_overlay_rr": 1.59508, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.698088, + "primary_prob": 14.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.547132, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.563066, + "range_504_ratio": 1.756048, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.083341, + "hold30_r": -1.0 + }, + { + "symbol": "MOS", + "date": "2025-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.430699, + "strategy_rank": 85.4484, + "production_rank": 86.442499, + "structural_overlay_pass": false, + "structural_overlay_score": 82.120375, + "structural_overlay_rr": 4.401687, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 8, + "rr": 1.611719, + "primary_prob": 35.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 88, + "primary_distance_atr": 2.417579, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 0.538176, + "range_504_ratio": 1.71288, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.031698, + "hold30_r": -1.0 + }, + { + "symbol": "MS", + "date": "2025-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.932417, + "strategy_rank": 64.059557, + "production_rank": 70.35051, + "structural_overlay_pass": false, + "structural_overlay_score": 66.832985, + "structural_overlay_rr": 1.328021, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.899382, + "primary_prob": 32.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.349073, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.876441, + "range_504_ratio": 2.402334, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.847353, + "hold30_r": 1.606742 + }, + { + "symbol": "MSTR", + "date": "2025-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.281787, + "strategy_rank": 97.183979, + "production_rank": 97.549915, + "structural_overlay_pass": false, + "structural_overlay_score": 92.672419, + "structural_overlay_rr": 2.13437, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.002566, + "primary_prob": 29.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 56, + "primary_distance_atr": 3.00385, + "raw_level_count": 195, + "gate_level_count": 195, + "range_504_log": 2.827942, + "range_504_ratio": 16.91062, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.023468, + "hold30_r": -1.0 + }, + { + "symbol": "NEM", + "date": "2025-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.55441, + "strategy_rank": 88.403648, + "production_rank": 89.787235, + "structural_overlay_pass": false, + "structural_overlay_score": 85.297873, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.258222, + "primary_prob": 37.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.887333, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 1.209173, + "range_504_ratio": 3.350714, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.037574, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2025-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.532646, + "strategy_rank": 78.543333, + "production_rank": 84.206437, + "structural_overlay_pass": false, + "structural_overlay_score": 79.996115, + "structural_overlay_rr": 1.181245, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.884309, + "primary_prob": 52.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 1.326463, + "raw_level_count": 133, + "gate_level_count": 133, + "range_504_log": 1.358646, + "range_504_ratio": 3.89092, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.825236, + "hold30_r": -1.391351 + }, + { + "symbol": "NRG", + "date": "2025-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.563574, + "strategy_rank": 96.118529, + "production_rank": 96.266877, + "structural_overlay_pass": false, + "structural_overlay_score": 91.453534, + "structural_overlay_rr": 0.74809, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.775769, + "primary_prob": 51.84, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.163653, + "raw_level_count": 118, + "gate_level_count": 118, + "range_504_log": 1.478983, + "range_504_ratio": 4.388479, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.036261, + "hold30_r": -1.0 + }, + { + "symbol": "NTRS", + "date": "2025-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.848797, + "strategy_rank": 73.041984, + "production_rank": 76.644255, + "structural_overlay_pass": false, + "structural_overlay_score": 72.812042, + "structural_overlay_rr": 1.191524, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.022353, + "primary_prob": 48.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 1.533529, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.774698, + "range_504_ratio": 2.169937, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.973977, + "hold30_r": 1.193694 + }, + { + "symbol": "ORCL", + "date": "2025-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.990836, + "strategy_rank": 96.644386, + "production_rank": 96.426536, + "structural_overlay_pass": false, + "structural_overlay_score": 91.605209, + "structural_overlay_rr": 1.652635, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.821218, + "primary_prob": 36.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.231827, + "raw_level_count": 122, + "gate_level_count": 122, + "range_504_log": 1.247887, + "range_504_ratio": 3.482974, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.02546, + "hold30_r": -1.0 + }, + { + "symbol": "ORLY", + "date": "2025-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.597938, + "strategy_rank": 63.467527, + "production_rank": 71.177664, + "structural_overlay_pass": false, + "structural_overlay_score": 67.618781, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.956197, + "primary_prob": 11.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.934295, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 0.639731, + "range_504_ratio": 1.895971, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.07486, + "hold30_r": -1.0 + }, + { + "symbol": "PM", + "date": "2025-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.294387, + "strategy_rank": 73.002181, + "production_rank": 79.099583, + "structural_overlay_pass": false, + "structural_overlay_score": 75.144604, + "structural_overlay_rr": 1.302129, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.330215, + "primary_prob": 40.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.995322, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.760901, + "range_504_ratio": 2.140204, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.061232, + "hold30_r": -1.0 + }, + { + "symbol": "PODD", + "date": "2025-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.523482, + "strategy_rank": 89.123646, + "production_rank": 89.923591, + "structural_overlay_pass": false, + "structural_overlay_score": 85.427412, + "structural_overlay_rr": 0.796985, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.142491, + "primary_prob": 9.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 8, + "primary_distance_atr": 3.213736, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 1.010555, + "range_504_ratio": 2.747125, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.046723, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2025-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.867125, + "strategy_rank": 85.176553, + "production_rank": 87.406743, + "structural_overlay_pass": false, + "structural_overlay_score": 83.036406, + "structural_overlay_rr": 2.172677, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.073286, + "primary_prob": 40.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 65.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.609929, + "raw_level_count": 176, + "gate_level_count": 176, + "range_504_log": 1.542813, + "range_504_ratio": 4.677728, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.032486, + "hold30_r": -1.0 + }, + { + "symbol": "SATS", + "date": "2025-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.312715, + "strategy_rank": 99.484575, + "production_rank": 99.427289, + "structural_overlay_pass": false, + "structural_overlay_score": 94.455924, + "structural_overlay_rr": 1.599294, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.920584, + "primary_prob": 33.7, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 10.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.380876, + "raw_level_count": 109, + "gate_level_count": 109, + "range_504_log": 2.19255, + "range_504_ratio": 8.958027, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.030426, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2025-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.139748, + "strategy_rank": 89.988899, + "production_rank": 88.705849, + "structural_overlay_pass": false, + "structural_overlay_score": 84.270556, + "structural_overlay_rr": 1.70757, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.642588, + "primary_prob": 35.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.463882, + "raw_level_count": 198, + "gate_level_count": 198, + "range_504_log": 1.963559, + "range_504_ratio": 7.124638, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.025973, + "hold30_r": -1.0 + }, + { + "symbol": "STX", + "date": "2025-10-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 97.250859, + "strategy_rank": 93.647684, + "production_rank": 94.848742, + "structural_overlay_pass": true, + "structural_overlay_score": 95.106305, + "structural_overlay_rr": 2.522156, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 2.174568, + "primary_prob": 22.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 4, + "primary_distance_atr": 3.261852, + "raw_level_count": 103, + "gate_level_count": 103, + "range_504_log": 1.432942, + "range_504_ratio": 4.191011, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.028836, + "hold30_r": -1.0 + }, + { + "symbol": "SYF", + "date": "2025-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.474227, + "strategy_rank": 75.203355, + "production_rank": 77.626979, + "structural_overlay_pass": false, + "structural_overlay_score": 73.74563, + "structural_overlay_rr": 1.567621, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.265617, + "primary_prob": 27.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.898425, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 1.042412, + "range_504_ratio": 2.836051, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.226518, + "hold30_r": 1.787911 + }, + { + "symbol": "T", + "date": "2025-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.721649, + "strategy_rank": 67.795772, + "production_rank": 75.437731, + "structural_overlay_pass": false, + "structural_overlay_score": 71.665845, + "structural_overlay_rr": 1.524675, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.951082, + "primary_prob": 50.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 88, + "primary_distance_atr": 1.426623, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.73882, + "range_504_ratio": 2.093465, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -2.125079, + "hold30_r": -2.049062 + }, + { + "symbol": "TKO", + "date": "2025-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.616266, + "strategy_rank": 85.727954, + "production_rank": 88.690724, + "structural_overlay_pass": false, + "structural_overlay_score": 84.256188, + "structural_overlay_rr": 0.696065, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.727258, + "primary_prob": 40.96, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 11.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.090887, + "raw_level_count": 120, + "gate_level_count": 120, + "range_504_log": 1.077587, + "range_504_ratio": 2.937582, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.050702, + "hold30_r": -1.0 + }, + { + "symbol": "TSLA", + "date": "2025-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.792669, + "strategy_rank": 96.622145, + "production_rank": 96.678986, + "structural_overlay_pass": false, + "structural_overlay_score": 91.845037, + "structural_overlay_rr": 1.735898, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.735898, + "primary_prob": 28.19, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.603847, + "raw_level_count": 105, + "gate_level_count": 105, + "range_504_log": 1.258369, + "range_504_ratio": 3.519677, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.030981, + "hold30_r": -1.0 + }, + { + "symbol": "UAL", + "date": "2025-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.783505, + "strategy_rank": 92.030833, + "production_rank": 92.281724, + "structural_overlay_pass": false, + "structural_overlay_score": 87.667638, + "structural_overlay_rr": 1.739926, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.775489, + "primary_prob": 20.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.663233, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 1.236686, + "range_504_ratio": 3.444181, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.030526, + "hold30_r": -1.0 + }, + { + "symbol": "ULTA", + "date": "2025-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.148912, + "strategy_rank": 82.257556, + "production_rank": 84.888008, + "structural_overlay_pass": false, + "structural_overlay_score": 80.643608, + "structural_overlay_rr": 0.803075, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.439683, + "primary_prob": 20.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.159525, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.620579, + "range_504_ratio": 1.860005, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.051797, + "hold30_r": -1.0 + }, + { + "symbol": "VRSN", + "date": "2025-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.158076, + "strategy_rank": 80.842003, + "production_rank": 85.280694, + "structural_overlay_pass": false, + "structural_overlay_score": 81.016659, + "structural_overlay_rr": 2.552409, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.986196, + "primary_prob": 29.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 58, + "primary_distance_atr": 2.979294, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.620243, + "range_504_ratio": 1.859379, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.066217, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2025-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.557847, + "strategy_rank": 84.996671, + "production_rank": 83.850396, + "structural_overlay_pass": false, + "structural_overlay_score": 79.657876, + "structural_overlay_rr": 0.790613, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.790613, + "primary_prob": 51.27, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.185919, + "raw_level_count": 182, + "gate_level_count": 182, + "range_504_log": 1.673471, + "range_504_ratio": 5.330636, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.764259, + "hold30_r": -1.0 + }, + { + "symbol": "VST", + "date": "2025-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.959908, + "strategy_rank": 93.622966, + "production_rank": 94.068613, + "structural_overlay_pass": false, + "structural_overlay_score": 89.365183, + "structural_overlay_rr": 0.832457, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.148931, + "primary_prob": 25.84, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.723396, + "raw_level_count": 156, + "gate_level_count": 156, + "range_504_log": 1.945046, + "range_504_ratio": 6.993955, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.028872, + "hold30_r": -1.0 + }, + { + "symbol": "WDC", + "date": "2025-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.241695, + "strategy_rank": 90.463695, + "production_rank": 91.389695, + "structural_overlay_pass": false, + "structural_overlay_score": 86.82021, + "structural_overlay_rr": 1.216248, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.921503, + "primary_prob": 46.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.382255, + "raw_level_count": 103, + "gate_level_count": 103, + "range_504_log": 1.56148, + "range_504_ratio": 4.765869, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.894094, + "hold30_r": 4.054883 + }, + { + "symbol": "WFC", + "date": "2025-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.183276, + "strategy_rank": 69.274746, + "production_rank": 72.910923, + "structural_overlay_pass": false, + "structural_overlay_score": 69.265377, + "structural_overlay_rr": 1.092661, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.971964, + "primary_prob": 45.47, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.457946, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 0.818691, + "range_504_ratio": 2.267531, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.923997, + "hold30_r": 0.610538 + }, + { + "symbol": "WRB", + "date": "2025-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.245132, + "strategy_rank": 60.351913, + "production_rank": 67.649652, + "structural_overlay_pass": false, + "structural_overlay_score": 64.26717, + "structural_overlay_rr": 1.11582, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.11582, + "primary_prob": 28.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.67373, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 0.629469, + "range_504_ratio": 1.876614, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.29689, + "hold30_r": -1.225966 + }, + { + "symbol": "WSM", + "date": "2025-10-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.390607, + "strategy_rank": 80.684638, + "production_rank": 81.586628, + "structural_overlay_pass": false, + "structural_overlay_score": 77.507296, + "structural_overlay_rr": 2.402697, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.246735, + "primary_prob": 26.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 3.370103, + "raw_level_count": 121, + "gate_level_count": 121, + "range_504_log": 1.123, + "range_504_ratio": 3.074064, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.042651, + "hold30_r": -1.0 + }, + { + "symbol": "GEV", + "date": "2025-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.517674, + "strategy_rank": 94.930481, + "production_rank": 96.126212, + "structural_overlay_pass": false, + "structural_overlay_score": 91.319901, + "structural_overlay_rr": 0.936723, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.818057, + "primary_prob": 20.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.727086, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 1.738976, + "range_504_ratio": 5.691512, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.030419, + "hold30_r": -1.0 + }, + { + "symbol": "WBD", + "date": "2025-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.859749, + "strategy_rank": 98.450116, + "production_rank": 98.58666, + "structural_overlay_pass": false, + "structural_overlay_score": 93.657327, + "structural_overlay_rr": 0.977192, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.926821, + "primary_prob": 36.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.390232, + "raw_level_count": 98, + "gate_level_count": 98, + "range_504_log": 1.114549, + "range_504_ratio": 3.048193, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.897292, + "hold30_r": 5.004836 + }, + { + "symbol": "CEG", + "date": "2025-10-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.299886, + "strategy_rank": 82.262995, + "production_rank": 81.941959, + "structural_overlay_pass": false, + "structural_overlay_score": 77.844861, + "structural_overlay_rr": 1.760015, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.717178, + "primary_prob": 39.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.075767, + "raw_level_count": 139, + "gate_level_count": 139, + "range_504_log": 1.327344, + "range_504_ratio": 3.771016, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.689723, + "hold30_r": -1.137818 + }, + { + "symbol": "HOOD", + "date": "2025-10-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.657925, + "strategy_rank": 98.872165, + "production_rank": 99.134085, + "structural_overlay_pass": false, + "structural_overlay_score": 94.17738, + "structural_overlay_rr": 1.732025, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.732025, + "primary_prob": 28.65, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.598037, + "raw_level_count": 173, + "gate_level_count": 173, + "range_504_log": 2.967915, + "range_504_ratio": 19.451315, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.024011, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2025-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.851767, + "strategy_rank": 91.085303, + "production_rank": 90.674125, + "structural_overlay_pass": false, + "structural_overlay_score": 86.140418, + "structural_overlay_rr": 0.9041, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.9041, + "primary_prob": 47.45, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.35615, + "raw_level_count": 161, + "gate_level_count": 161, + "range_504_log": 1.352688, + "range_504_ratio": 3.867808, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.872708, + "hold30_r": -1.137778 + }, + { + "symbol": "APP", + "date": "2025-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.885975, + "strategy_rank": 99.236811, + "production_rank": 99.453199, + "structural_overlay_pass": false, + "structural_overlay_score": 94.480539, + "structural_overlay_rr": 1.047983, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.676052, + "primary_prob": 41.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.014079, + "raw_level_count": 202, + "gate_level_count": 202, + "range_504_log": 3.074694, + "range_504_ratio": 21.643251, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.651067, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2025-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.263398, + "strategy_rank": 92.685745, + "production_rank": 94.21163, + "structural_overlay_pass": false, + "structural_overlay_score": 89.501048, + "structural_overlay_rr": 1.015595, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.031801, + "primary_prob": 43.47, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.547702, + "raw_level_count": 141, + "gate_level_count": 141, + "range_504_log": 1.520227, + "range_504_ratio": 4.573262, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.995444, + "hold30_r": -1.0 + }, + { + "symbol": "AXON", + "date": "2025-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.807298, + "strategy_rank": 95.509983, + "production_rank": 95.942421, + "structural_overlay_pass": false, + "structural_overlay_score": 91.1453, + "structural_overlay_rr": 1.591041, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.76636, + "primary_prob": 30.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.64954, + "raw_level_count": 153, + "gate_level_count": 153, + "range_504_log": 1.49186, + "range_504_ratio": 4.445356, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -4.337363, + "hold30_r": -4.300584 + }, + { + "symbol": "AZO", + "date": "2025-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.343216, + "strategy_rank": 67.734784, + "production_rank": 74.270928, + "structural_overlay_pass": false, + "structural_overlay_score": 70.557381, + "structural_overlay_rr": 1.612415, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.961735, + "primary_prob": 21.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.942603, + "raw_level_count": 86, + "gate_level_count": 86, + "range_504_log": 0.613754, + "range_504_ratio": 1.847353, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.052347, + "hold30_r": -1.0 + }, + { + "symbol": "BA", + "date": "2025-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.010262, + "strategy_rank": 72.765498, + "production_rank": 76.180419, + "structural_overlay_pass": false, + "structural_overlay_score": 72.371398, + "structural_overlay_rr": 1.308202, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.742829, + "primary_prob": 33.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 62, + "primary_distance_atr": 2.614244, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.730387, + "range_504_ratio": 2.075883, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.063539, + "hold30_r": -1.0 + }, + { + "symbol": "BKR", + "date": "2025-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.404789, + "strategy_rank": 77.995197, + "production_rank": 80.465061, + "structural_overlay_pass": false, + "structural_overlay_score": 76.441808, + "structural_overlay_rr": 1.624759, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.269598, + "primary_prob": 22.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.904397, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.586786, + "range_504_ratio": 1.798199, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.227197, + "hold30_r": 0.040339 + }, + { + "symbol": "C", + "date": "2025-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.246294, + "strategy_rank": 75.506347, + "production_rank": 81.086329, + "structural_overlay_pass": false, + "structural_overlay_score": 77.032013, + "structural_overlay_rr": 0.836377, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.330903, + "primary_prob": 21.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.996355, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 1.017514, + "range_504_ratio": 2.766309, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.281914, + "hold30_r": 2.514413 + }, + { + "symbol": "CAH", + "date": "2025-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.77309, + "strategy_rank": 71.367587, + "production_rank": 76.502755, + "structural_overlay_pass": false, + "structural_overlay_score": 72.677617, + "structural_overlay_rr": 0.897842, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.707059, + "primary_prob": 57.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.060589, + "raw_level_count": 108, + "gate_level_count": 108, + "range_504_log": 0.624661, + "range_504_ratio": 1.867613, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.641372, + "hold30_r": 7.504336 + }, + { + "symbol": "CASY", + "date": "2025-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.053592, + "strategy_rank": 76.414963, + "production_rank": 80.627839, + "structural_overlay_pass": false, + "structural_overlay_score": 76.596447, + "structural_overlay_rr": 1.031089, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.927218, + "primary_prob": 38.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.390828, + "raw_level_count": 100, + "gate_level_count": 100, + "range_504_log": 0.788272, + "range_504_ratio": 2.199593, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.178421, + "hold30_r": -1.114233 + }, + { + "symbol": "CBOE", + "date": "2025-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.755986, + "strategy_rank": 63.892061, + "production_rank": 69.846702, + "structural_overlay_pass": false, + "structural_overlay_score": 66.354367, + "structural_overlay_rr": 1.278336, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.613068, + "primary_prob": 17.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.419601, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.464215, + "range_504_ratio": 1.590765, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.55372, + "hold30_r": 1.798443 + }, + { + "symbol": "CCL", + "date": "2025-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.694413, + "strategy_rank": 82.264904, + "production_rank": 82.741407, + "structural_overlay_pass": false, + "structural_overlay_score": 78.604337, + "structural_overlay_rr": 1.642916, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.046205, + "primary_prob": 32.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.569308, + "raw_level_count": 122, + "gate_level_count": 122, + "range_504_log": 1.107186, + "range_504_ratio": 3.02583, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.040131, + "hold30_r": -1.0 + }, + { + "symbol": "CDNS", + "date": "2025-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.948689, + "strategy_rank": 82.425358, + "production_rank": 83.266468, + "structural_overlay_pass": false, + "structural_overlay_score": 79.103145, + "structural_overlay_rr": 1.659357, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.984552, + "primary_prob": 25.06, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.976828, + "raw_level_count": 91, + "gate_level_count": 91, + "range_504_log": 0.530078, + "range_504_ratio": 1.699065, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.046909, + "hold30_r": -1.0 + }, + { + "symbol": "CHRW", + "date": "2025-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.957811, + "strategy_rank": 79.085046, + "production_rank": 79.709301, + "structural_overlay_pass": false, + "structural_overlay_score": 75.723836, + "structural_overlay_rr": 1.896855, + "structural_overlay_sources": [ + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.6719, + "primary_prob": 48.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.007851, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.752837, + "range_504_ratio": 2.123015, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.611648, + "hold30_r": 6.536182 + }, + { + "symbol": "CME", + "date": "2025-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.896237, + "strategy_rank": 60.179986, + "production_rank": 67.752069, + "structural_overlay_pass": false, + "structural_overlay_score": 64.364466, + "structural_overlay_rr": 0.746869, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.75875, + "primary_prob": 57.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 54, + "primary_distance_atr": 1.138125, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.4219, + "range_504_ratio": 1.524856, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.067916, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2025-10-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.526796, + "strategy_rank": 95.963746, + "production_rank": 95.484762, + "structural_overlay_pass": false, + "structural_overlay_score": 90.710524, + "structural_overlay_rr": 1.696543, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.105666, + "primary_prob": 23.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 4, + "primary_distance_atr": 3.158499, + "raw_level_count": 160, + "gate_level_count": 160, + "range_504_log": 1.842799, + "range_504_ratio": 6.314186, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.025214, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2025-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.947548, + "strategy_rank": 97.094036, + "production_rank": 97.37854, + "structural_overlay_pass": false, + "structural_overlay_score": 92.509613, + "structural_overlay_rr": 1.529005, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.853689, + "primary_prob": 39.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.280533, + "raw_level_count": 204, + "gate_level_count": 204, + "range_504_log": 2.801825, + "range_504_ratio": 16.474691, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.282222, + "hold30_r": -1.259594 + }, + { + "symbol": "CVS", + "date": "2025-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.623717, + "strategy_rank": 78.932502, + "production_rank": 82.49624, + "structural_overlay_pass": false, + "structural_overlay_score": 78.371428, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.74394, + "primary_prob": 48.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.61591, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.650947, + "range_504_ratio": 1.917355, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -2.425433, + "hold30_r": -2.359347 + }, + { + "symbol": "DASH", + "date": "2025-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.895097, + "strategy_rank": 89.336135, + "production_rank": 91.522456, + "structural_overlay_pass": false, + "structural_overlay_score": 86.946333, + "structural_overlay_rr": 0.792053, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.284727, + "primary_prob": 23.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.92709, + "raw_level_count": 157, + "gate_level_count": 157, + "range_504_log": 1.407176, + "range_504_ratio": 4.084406, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.038209, + "hold30_r": -1.0 + }, + { + "symbol": "DG", + "date": "2025-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.562144, + "strategy_rank": 87.328125, + "production_rank": 88.739464, + "structural_overlay_pass": false, + "structural_overlay_score": 84.302491, + "structural_overlay_rr": 2.312644, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.588193, + "primary_prob": 34.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 92.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.38229, + "raw_level_count": 108, + "gate_level_count": 108, + "range_504_log": 0.928232, + "range_504_ratio": 2.530032, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.050937, + "hold30_r": -1.0 + }, + { + "symbol": "DLTR", + "date": "2025-10-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.474344, + "strategy_rank": 88.035002, + "production_rank": 89.514783, + "structural_overlay_pass": false, + "structural_overlay_score": 85.039044, + "structural_overlay_rr": 2.191325, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.80395, + "primary_prob": 36.63, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 56, + "primary_distance_atr": 4.205925, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 0.916225, + "range_504_ratio": 2.499835, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.762807, + "hold30_r": 4.41966 + }, + { + "symbol": "EQT", + "date": "2025-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.158495, + "strategy_rank": 87.215502, + "production_rank": 89.1965, + "structural_overlay_pass": false, + "structural_overlay_score": 84.736675, + "structural_overlay_rr": 2.119721, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.256026, + "primary_prob": 41.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 95.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.884039, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 0.709338, + "range_504_ratio": 2.032645, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.221067, + "hold30_r": 1.614505 + }, + { + "symbol": "EXE", + "date": "2025-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.984036, + "strategy_rank": 75.805682, + "production_rank": 77.865134, + "structural_overlay_pass": false, + "structural_overlay_score": 73.971877, + "structural_overlay_rr": 1.340339, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.077372, + "primary_prob": 46.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.616059, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.579141, + "range_504_ratio": 1.784505, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.038392, + "hold30_r": 2.873644 + }, + { + "symbol": "EXPE", + "date": "2025-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.527936, + "strategy_rank": 78.322403, + "production_rank": 79.390914, + "structural_overlay_pass": false, + "structural_overlay_score": 75.421368, + "structural_overlay_rr": 1.871604, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.567006, + "primary_prob": 16.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.350509, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 0.957722, + "range_504_ratio": 2.605753, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.529248, + "hold30_r": 3.930195 + }, + { + "symbol": "FFIV", + "date": "2025-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.763968, + "strategy_rank": 80.106532, + "production_rank": 83.65901, + "structural_overlay_pass": false, + "structural_overlay_score": 79.47606, + "structural_overlay_rr": 1.682564, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.432417, + "primary_prob": 37.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 95.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.148625, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 0.866606, + "range_504_ratio": 2.378824, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -2.447925, + "hold30_r": -2.408002 + }, + { + "symbol": "FOX", + "date": "2025-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.799316, + "strategy_rank": 76.664532, + "production_rank": 80.376127, + "structural_overlay_pass": false, + "structural_overlay_score": 76.357321, + "structural_overlay_rr": 1.940714, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.022297, + "primary_prob": 10.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 3.033446, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.831485, + "range_504_ratio": 2.296727, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.96134, + "hold30_r": 4.816639 + }, + { + "symbol": "FOXA", + "date": "2025-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.825542, + "strategy_rank": 78.066262, + "production_rank": 81.652688, + "structural_overlay_pass": false, + "structural_overlay_score": 77.570054, + "structural_overlay_rr": 1.716323, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.709549, + "primary_prob": 16.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.564324, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.83666, + "range_504_ratio": 2.308644, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.649065, + "hold30_r": 5.006366 + }, + { + "symbol": "FSLR", + "date": "2025-10-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.50171, + "strategy_rank": 85.872837, + "production_rank": 84.082462, + "structural_overlay_pass": false, + "structural_overlay_score": 79.878339, + "structural_overlay_rr": 1.830614, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.30447, + "primary_prob": 22.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 13, + "primary_distance_atr": 3.456706, + "raw_level_count": 122, + "gate_level_count": 122, + "range_504_log": 0.96767, + "range_504_ratio": 2.631806, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.272186, + "hold30_r": 0.96756 + }, + { + "symbol": "GE", + "date": "2025-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.553022, + "strategy_rank": 75.565931, + "production_rank": 82.228294, + "structural_overlay_pass": false, + "structural_overlay_score": 78.11688, + "structural_overlay_rr": 1.089679, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.089679, + "primary_prob": 41.63, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.634519, + "raw_level_count": 119, + "gate_level_count": 119, + "range_504_log": 1.096529, + "range_504_ratio": 2.993758, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.037369, + "hold30_r": -1.0 + }, + { + "symbol": "GL", + "date": "2025-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.212087, + "strategy_rank": 68.789919, + "production_rank": 73.263975, + "structural_overlay_pass": false, + "structural_overlay_score": 69.600776, + "structural_overlay_rr": 2.015172, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.015148, + "primary_prob": 24.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 74.0, + "primary_rejection_count": 26, + "primary_distance_atr": 3.022722, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 1.333784, + "range_504_ratio": 3.795379, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.063254, + "hold30_r": -1.0 + }, + { + "symbol": "GRMN", + "date": "2025-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.307868, + "strategy_rank": 78.078833, + "production_rank": 82.155178, + "structural_overlay_pass": false, + "structural_overlay_score": 78.047419, + "structural_overlay_rr": 1.632286, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.632286, + "primary_prob": 30.08, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.448428, + "raw_level_count": 95, + "gate_level_count": 95, + "range_504_log": 0.965898, + "range_504_ratio": 2.627146, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -4.397427, + "hold30_r": -4.324685 + }, + { + "symbol": "GS", + "date": "2025-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.281642, + "strategy_rank": 71.620156, + "production_rank": 77.507318, + "structural_overlay_pass": false, + "structural_overlay_score": 73.631952, + "structural_overlay_rr": 1.404601, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.729904, + "primary_prob": 41.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.094857, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 1.048026, + "range_504_ratio": 2.852015, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.676536, + "hold30_r": -1.0 + }, + { + "symbol": "IBKR", + "date": "2025-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.351197, + "strategy_rank": 89.108708, + "production_rank": 91.522871, + "structural_overlay_pass": false, + "structural_overlay_score": 86.946728, + "structural_overlay_rr": 0.817716, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.826301, + "primary_prob": 50.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.239451, + "raw_level_count": 128, + "gate_level_count": 128, + "range_504_log": 1.396572, + "range_504_ratio": 4.041322, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.78918, + "hold30_r": -1.0 + }, + { + "symbol": "IDXX", + "date": "2025-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.860889, + "strategy_rank": 87.608317, + "production_rank": 87.025841, + "structural_overlay_pass": false, + "structural_overlay_score": 82.674549, + "structural_overlay_rr": 2.162135, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.871203, + "primary_prob": 53.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 58, + "primary_distance_atr": 1.306804, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.658639, + "range_504_ratio": 1.932162, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.812578, + "hold30_r": 3.009699 + }, + { + "symbol": "INTC", + "date": "2025-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.982896, + "strategy_rank": 95.531308, + "production_rank": 95.348504, + "structural_overlay_pass": false, + "structural_overlay_score": 90.581079, + "structural_overlay_rr": 1.834055, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.863097, + "primary_prob": 46.3, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.794646, + "raw_level_count": 110, + "gate_level_count": 110, + "range_504_log": 1.065716, + "range_504_ratio": 2.902915, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.172795, + "hold30_r": -1.145844 + }, + { + "symbol": "JBL", + "date": "2025-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.324971, + "strategy_rank": 89.073722, + "production_rank": 91.157472, + "structural_overlay_pass": false, + "structural_overlay_score": 86.599598, + "structural_overlay_rr": 1.851101, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.271271, + "primary_prob": 27.64, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 28.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.906907, + "raw_level_count": 114, + "gate_level_count": 114, + "range_504_log": 0.905918, + "range_504_ratio": 2.474203, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.231773, + "hold30_r": -1.0 + }, + { + "symbol": "JPM", + "date": "2025-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.176739, + "strategy_rank": 61.332145, + "production_rank": 69.280343, + "structural_overlay_pass": false, + "structural_overlay_score": 65.816326, + "structural_overlay_rr": 1.087886, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.153319, + "primary_prob": 30.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.729979, + "raw_level_count": 91, + "gate_level_count": 91, + "range_504_log": 0.855402, + "range_504_ratio": 2.352319, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.0939, + "hold30_r": 1.460561 + }, + { + "symbol": "KR", + "date": "2025-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.466363, + "strategy_rank": 72.025543, + "production_rank": 75.839149, + "structural_overlay_pass": false, + "structural_overlay_score": 72.047192, + "structural_overlay_rr": 2.150582, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.958128, + "primary_prob": 30.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.937192, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.576225, + "range_504_ratio": 1.779309, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.085815, + "hold30_r": -1.023646 + }, + { + "symbol": "LH", + "date": "2025-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.159635, + "strategy_rank": 64.243863, + "production_rank": 69.54912, + "structural_overlay_pass": false, + "structural_overlay_score": 66.071664, + "structural_overlay_rr": 1.23134, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.67273, + "primary_prob": 34.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.509096, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.425288, + "range_504_ratio": 1.530031, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.855742, + "hold30_r": -1.787267 + }, + { + "symbol": "LYV", + "date": "2025-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.31699, + "strategy_rank": 70.501619, + "production_rank": 75.77341, + "structural_overlay_pass": false, + "structural_overlay_score": 71.984739, + "structural_overlay_rr": 2.00548, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.864355, + "primary_prob": 40.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.296532, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 0.829184, + "range_504_ratio": 2.291449, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.054039, + "hold30_r": -1.0 + }, + { + "symbol": "MOS", + "date": "2025-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.00114, + "strategy_rank": 84.340434, + "production_rank": 85.227336, + "structural_overlay_pass": false, + "structural_overlay_score": 80.965969, + "structural_overlay_rr": 2.246572, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.678184, + "primary_prob": 22.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 82, + "primary_distance_atr": 4.017276, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 0.538176, + "range_504_ratio": 1.71288, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.038153, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2025-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.070696, + "strategy_rank": 94.243564, + "production_rank": 94.185941, + "structural_overlay_pass": false, + "structural_overlay_score": 89.476644, + "structural_overlay_rr": 1.789939, + "structural_overlay_sources": [ + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.111113, + "primary_prob": 28.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 56, + "primary_distance_atr": 3.166669, + "raw_level_count": 198, + "gate_level_count": 198, + "range_504_log": 2.752967, + "range_504_ratio": 15.689107, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.024285, + "hold30_r": -1.0 + }, + { + "symbol": "NEM", + "date": "2025-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.702395, + "strategy_rank": 89.903066, + "production_rank": 90.836175, + "structural_overlay_pass": false, + "structural_overlay_score": 86.294367, + "structural_overlay_rr": 1.024261, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.989242, + "primary_prob": 30.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.483863, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 1.209173, + "range_504_ratio": 3.350714, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.027491, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2025-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.842645, + "strategy_rank": 82.534954, + "production_rank": 86.304185, + "structural_overlay_pass": false, + "structural_overlay_score": 81.988975, + "structural_overlay_rr": 0.889646, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.022097, + "primary_prob": 29.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 3.033145, + "raw_level_count": 133, + "gate_level_count": 133, + "range_504_log": 1.220916, + "range_504_ratio": 3.390293, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.043624, + "hold30_r": -1.0 + }, + { + "symbol": "NTRS", + "date": "2025-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.264538, + "strategy_rank": 74.497705, + "production_rank": 77.753316, + "structural_overlay_pass": false, + "structural_overlay_score": 73.86565, + "structural_overlay_rr": 0.947736, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.781381, + "primary_prob": 56.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 1.172072, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.774698, + "range_504_ratio": 2.169937, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.732939, + "hold30_r": 1.433692 + }, + { + "symbol": "ORCL", + "date": "2025-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.579247, + "strategy_rank": 97.058776, + "production_rank": 96.898933, + "structural_overlay_pass": false, + "structural_overlay_score": 92.053987, + "structural_overlay_rr": 0.728623, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.317181, + "primary_prob": 22.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.975772, + "raw_level_count": 124, + "gate_level_count": 124, + "range_504_log": 1.247887, + "range_504_ratio": 3.482974, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.027879, + "hold30_r": -1.0 + }, + { + "symbol": "ORLY", + "date": "2025-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.54504, + "strategy_rank": 64.613419, + "production_rank": 71.923959, + "structural_overlay_pass": false, + "structural_overlay_score": 68.327761, + "structural_overlay_rr": 2.379817, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.763183, + "primary_prob": 30.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 88.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.644774, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 0.639731, + "range_504_ratio": 1.895971, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.058989, + "hold30_r": -1.0 + }, + { + "symbol": "PM", + "date": "2025-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.632839, + "strategy_rank": 71.833648, + "production_rank": 76.433378, + "structural_overlay_pass": false, + "structural_overlay_score": 72.61171, + "structural_overlay_rr": 2.238542, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.187835, + "primary_prob": 44.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.781752, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.760901, + "range_504_ratio": 2.140204, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.051242, + "hold30_r": -1.0 + }, + { + "symbol": "PODD", + "date": "2025-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.255416, + "strategy_rank": 86.858518, + "production_rank": 87.324151, + "structural_overlay_pass": false, + "structural_overlay_score": 82.957943, + "structural_overlay_rr": 0.668639, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.18002, + "primary_prob": 30.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.77003, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 1.010555, + "range_504_ratio": 2.747125, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.050038, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2025-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.790194, + "strategy_rank": 84.959286, + "production_rank": 87.236255, + "structural_overlay_pass": false, + "structural_overlay_score": 82.874443, + "structural_overlay_rr": 1.601282, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.045912, + "primary_prob": 39.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.568867, + "raw_level_count": 177, + "gate_level_count": 177, + "range_504_log": 1.542813, + "range_504_ratio": 4.677728, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.482312, + "hold30_r": -1.43856 + }, + { + "symbol": "SATS", + "date": "2025-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.315849, + "strategy_rank": 99.486926, + "production_rank": 99.429901, + "structural_overlay_pass": false, + "structural_overlay_score": 94.458406, + "structural_overlay_rr": 1.383642, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.346347, + "primary_prob": 21.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.01952, + "raw_level_count": 111, + "gate_level_count": 111, + "range_504_log": 2.19255, + "range_504_ratio": 8.958027, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.034947, + "hold30_r": -1.0 + }, + { + "symbol": "SCHW", + "date": "2025-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.922463, + "strategy_rank": 62.504266, + "production_rank": 69.643665, + "structural_overlay_pass": false, + "structural_overlay_score": 66.161482, + "structural_overlay_rr": 1.836381, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.796095, + "primary_prob": 12.67, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.694143, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.716204, + "range_504_ratio": 2.04665, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.066734, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2025-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.220068, + "strategy_rank": 93.512362, + "production_rank": 92.748264, + "structural_overlay_pass": false, + "structural_overlay_score": 88.110851, + "structural_overlay_rr": 0.768406, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.768406, + "primary_prob": 43.52, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 32.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.15261, + "raw_level_count": 199, + "gate_level_count": 199, + "range_504_log": 1.963559, + "range_504_ratio": 7.124638, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.746385, + "hold30_r": -1.0 + }, + { + "symbol": "STX", + "date": "2025-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.719498, + "strategy_rank": 94.440095, + "production_rank": 95.53323, + "structural_overlay_pass": false, + "structural_overlay_score": 90.756568, + "structural_overlay_rr": 1.819302, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.819302, + "primary_prob": 26.93, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.728953, + "raw_level_count": 105, + "gate_level_count": 105, + "range_504_log": 1.432942, + "range_504_ratio": 4.191011, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.791563, + "hold30_r": 3.038489 + }, + { + "symbol": "T", + "date": "2025-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.597491, + "strategy_rank": 67.34854, + "production_rank": 74.431524, + "structural_overlay_pass": false, + "structural_overlay_score": 70.709948, + "structural_overlay_rr": 1.510083, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.048595, + "primary_prob": 28.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 88, + "primary_distance_atr": 3.072893, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.703608, + "range_504_ratio": 2.021031, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.055405, + "hold30_r": -1.0 + }, + { + "symbol": "TDY", + "date": "2025-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.729761, + "strategy_rank": 58.902632, + "production_rank": 66.178341, + "structural_overlay_pass": false, + "structural_overlay_score": 62.869424, + "structural_overlay_rr": 2.183345, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.229057, + "primary_prob": 42.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 96.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.843585, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.516952, + "range_504_ratio": 1.676908, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.056704, + "hold30_r": -1.0 + }, + { + "symbol": "TKO", + "date": "2025-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.930445, + "strategy_rank": 83.912359, + "production_rank": 86.918388, + "structural_overlay_pass": false, + "structural_overlay_score": 82.572468, + "structural_overlay_rr": 2.013288, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.172181, + "primary_prob": 26.64, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 11.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.758271, + "raw_level_count": 120, + "gate_level_count": 120, + "range_504_log": 1.077587, + "range_504_ratio": 2.937582, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.055731, + "hold30_r": -1.0 + }, + { + "symbol": "TPR", + "date": "2025-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.087799, + "strategy_rank": 94.304512, + "production_rank": 95.898941, + "structural_overlay_pass": false, + "structural_overlay_score": 91.103994, + "structural_overlay_rr": 0.737393, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.791936, + "primary_prob": 36.82, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.187903, + "raw_level_count": 105, + "gate_level_count": 105, + "range_504_log": 1.517707, + "range_504_ratio": 4.561755, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.047907, + "hold30_r": -1.0 + }, + { + "symbol": "TSLA", + "date": "2025-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.175599, + "strategy_rank": 97.185334, + "production_rank": 97.515422, + "structural_overlay_pass": false, + "structural_overlay_score": 92.639651, + "structural_overlay_rr": 1.050448, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.908968, + "primary_prob": 33.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.363452, + "raw_level_count": 106, + "gate_level_count": 106, + "range_504_log": 1.258369, + "range_504_ratio": 3.519677, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.878425, + "hold30_r": -1.0 + }, + { + "symbol": "TTWO", + "date": "2025-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.614595, + "strategy_rank": 78.445934, + "production_rank": 83.502155, + "structural_overlay_pass": false, + "structural_overlay_score": 79.327047, + "structural_overlay_rr": 0.826595, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.844267, + "primary_prob": 39.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.2664, + "raw_level_count": 86, + "gate_level_count": 86, + "range_504_log": 0.708772, + "range_504_ratio": 2.031495, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -3.05096, + "hold30_r": -2.984997 + }, + { + "symbol": "ULTA", + "date": "2025-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.018244, + "strategy_rank": 84.093864, + "production_rank": 86.735324, + "structural_overlay_pass": false, + "structural_overlay_score": 82.398558, + "structural_overlay_rr": 1.656804, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.06914, + "primary_prob": 47.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.60371, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.620579, + "range_504_ratio": 1.860005, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.020177, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2025-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.440137, + "strategy_rank": 78.038392, + "production_rank": 79.50564, + "structural_overlay_pass": false, + "structural_overlay_score": 75.530358, + "structural_overlay_rr": 1.776778, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.776778, + "primary_prob": 27.56, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.665167, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 0.6241, + "range_504_ratio": 1.866566, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.732539, + "hold30_r": 0.324579 + }, + { + "symbol": "VRSN", + "date": "2025-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.754846, + "strategy_rank": 79.517458, + "production_rank": 84.596588, + "structural_overlay_pass": false, + "structural_overlay_score": 80.366758, + "structural_overlay_rr": 1.917475, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.733008, + "primary_prob": 33.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.599513, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.620243, + "range_504_ratio": 1.859379, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.041372, + "hold30_r": -1.0 + }, + { + "symbol": "VST", + "date": "2025-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.123147, + "strategy_rank": 94.108526, + "production_rank": 94.780067, + "structural_overlay_pass": false, + "structural_overlay_score": 90.041063, + "structural_overlay_rr": 0.790829, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.134184, + "primary_prob": 26.63, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 6.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.701276, + "raw_level_count": 156, + "gate_level_count": 156, + "range_504_log": 1.945046, + "range_504_ratio": 6.993955, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.028621, + "hold30_r": -1.0 + }, + { + "symbol": "WDC", + "date": "2025-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.298746, + "strategy_rank": 91.430534, + "production_rank": 92.386605, + "structural_overlay_pass": false, + "structural_overlay_score": 87.767275, + "structural_overlay_rr": 0.82006, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.82006, + "primary_prob": 50.18, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.23009, + "raw_level_count": 104, + "gate_level_count": 104, + "range_504_log": 1.56148, + "range_504_ratio": 4.765869, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.793425, + "hold30_r": 4.151747 + }, + { + "symbol": "WRB", + "date": "2025-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.720639, + "strategy_rank": 60.944538, + "production_rank": 68.869905, + "structural_overlay_pass": false, + "structural_overlay_score": 65.42641, + "structural_overlay_rr": 1.522372, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.522372, + "primary_prob": 17.23, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.283558, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 0.629469, + "range_504_ratio": 1.876614, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.066217, + "hold30_r": -1.0 + }, + { + "symbol": "WSM", + "date": "2025-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.079818, + "strategy_rank": 85.572957, + "production_rank": 87.075244, + "structural_overlay_pass": false, + "structural_overlay_score": 82.721481, + "structural_overlay_rr": 2.090355, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.983963, + "primary_prob": 29.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.975945, + "raw_level_count": 122, + "gate_level_count": 122, + "range_504_log": 1.123, + "range_504_ratio": 3.074064, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.055899, + "hold30_r": -1.008408 + }, + { + "symbol": "XEL", + "date": "2025-10-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.668187, + "strategy_rank": 62.138802, + "production_rank": 68.98193, + "structural_overlay_pass": false, + "structural_overlay_score": 65.532834, + "structural_overlay_rr": 1.156534, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.830246, + "primary_prob": 35.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.245369, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.573292, + "range_504_ratio": 1.774097, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.752389, + "hold30_r": -1.0 + }, + { + "symbol": "GEV", + "date": "2025-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.076923, + "strategy_rank": 94.009778, + "production_rank": 95.365493, + "structural_overlay_pass": false, + "structural_overlay_score": 90.597219, + "structural_overlay_rr": 1.611701, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.528972, + "primary_prob": 30.91, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 71.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.293458, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 1.738976, + "range_504_ratio": 5.691512, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.028216, + "hold30_r": -1.0 + }, + { + "symbol": "WBD", + "date": "2025-10-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.095023, + "strategy_rank": 98.722448, + "production_rank": 98.84664, + "structural_overlay_pass": false, + "structural_overlay_score": 93.904308, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 2.101189, + "primary_prob": 24.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 8, + "primary_distance_atr": 3.151784, + "raw_level_count": 99, + "gate_level_count": 99, + "range_504_log": 1.178191, + "range_504_ratio": 3.248494, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.069718, + "hold30_r": 5.399746 + }, + { + "symbol": "CEG", + "date": "2025-10-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.936652, + "strategy_rank": 84.213283, + "production_rank": 84.121073, + "structural_overlay_pass": false, + "structural_overlay_score": 79.915019, + "structural_overlay_rr": 1.023658, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.738626, + "primary_prob": 53.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.107939, + "raw_level_count": 139, + "gate_level_count": 139, + "range_504_log": 1.327344, + "range_504_ratio": 3.771016, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.026961, + "hold30_r": -1.0 + }, + { + "symbol": "HOOD", + "date": "2025-10-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.886878, + "strategy_rank": 99.00556, + "production_rank": 99.299333, + "structural_overlay_pass": false, + "structural_overlay_score": 94.334366, + "structural_overlay_rr": 1.072516, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.040951, + "primary_prob": 29.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.561426, + "raw_level_count": 174, + "gate_level_count": 174, + "range_504_log": 2.967915, + "range_504_ratio": 19.451315, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.015124, + "hold30_r": -1.0 + }, + { + "symbol": "ABBV", + "date": "2025-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.80543, + "strategy_rank": 69.862106, + "production_rank": 74.176547, + "structural_overlay_pass": false, + "structural_overlay_score": 70.46772, + "structural_overlay_rr": 2.182909, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.397668, + "primary_prob": 21.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.096502, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.588931, + "range_504_ratio": 1.802061, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.333218, + "hold30_r": 1.390736 + }, + { + "symbol": "ALLE", + "date": "2025-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.316742, + "strategy_rank": 63.543753, + "production_rank": 69.13475, + "structural_overlay_pass": false, + "structural_overlay_score": 65.678012, + "structural_overlay_rr": 2.292537, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.459667, + "primary_prob": 28.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.1895, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.632692, + "range_504_ratio": 1.882672, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.061396, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2025-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.660633, + "strategy_rank": 98.914986, + "production_rank": 99.163535, + "structural_overlay_pass": false, + "structural_overlay_score": 94.205358, + "structural_overlay_rr": 0.759898, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.720348, + "primary_prob": 39.44, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.080522, + "raw_level_count": 203, + "gate_level_count": 203, + "range_504_log": 3.036534, + "range_504_ratio": 20.832914, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.027944, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2025-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.832579, + "strategy_rank": 92.460772, + "production_rank": 93.918041, + "structural_overlay_pass": false, + "structural_overlay_score": 89.222139, + "structural_overlay_rr": 0.90504, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.863691, + "primary_prob": 48.82, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.295536, + "raw_level_count": 141, + "gate_level_count": 141, + "range_504_log": 1.541619, + "range_504_ratio": 4.672147, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.037893, + "hold30_r": -1.0 + }, + { + "symbol": "AXON", + "date": "2025-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.38009, + "strategy_rank": 95.194877, + "production_rank": 95.589948, + "structural_overlay_pass": false, + "structural_overlay_score": 90.810451, + "structural_overlay_rr": 1.738512, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.135848, + "primary_prob": 39.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 71.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.703773, + "raw_level_count": 153, + "gate_level_count": 153, + "range_504_log": 1.490807, + "range_504_ratio": 4.440677, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -4.583724, + "hold30_r": -4.544203 + }, + { + "symbol": "AZO", + "date": "2025-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.384615, + "strategy_rank": 69.8794, + "production_rank": 76.714472, + "structural_overlay_pass": false, + "structural_overlay_score": 72.878748, + "structural_overlay_rr": 1.830098, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.729509, + "primary_prob": 26.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 65.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.594264, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 0.583301, + "range_504_ratio": 1.791943, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.052564, + "hold30_r": -1.0 + }, + { + "symbol": "BA", + "date": "2025-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.425339, + "strategy_rank": 77.2435, + "production_rank": 80.304113, + "structural_overlay_pass": false, + "structural_overlay_score": 76.288908, + "structural_overlay_rr": 2.271863, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.306191, + "primary_prob": 25.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 147, + "primary_distance_atr": 3.459286, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.730387, + "range_504_ratio": 2.075883, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.049931, + "hold30_r": -1.0 + }, + { + "symbol": "C", + "date": "2025-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.895928, + "strategy_rank": 72.747488, + "production_rank": 77.796968, + "structural_overlay_pass": false, + "structural_overlay_score": 73.90712, + "structural_overlay_rr": 0.815684, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.75301, + "primary_prob": 53.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.129516, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 1.011246, + "range_504_ratio": 2.749024, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.052261, + "hold30_r": -1.0 + }, + { + "symbol": "CASY", + "date": "2025-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.687783, + "strategy_rank": 75.708567, + "production_rank": 80.034972, + "structural_overlay_pass": false, + "structural_overlay_score": 76.033223, + "structural_overlay_rr": 1.985669, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.772991, + "primary_prob": 45.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.159487, + "raw_level_count": 100, + "gate_level_count": 100, + "range_504_log": 0.763892, + "range_504_ratio": 2.146614, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.714783, + "hold30_r": 1.912912 + }, + { + "symbol": "CBOE", + "date": "2025-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.334842, + "strategy_rank": 64.392016, + "production_rank": 70.039625, + "structural_overlay_pass": false, + "structural_overlay_score": 66.537643, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.685295, + "primary_prob": 58.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.027942, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.454633, + "range_504_ratio": 1.575595, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.629998, + "hold30_r": 0.124937 + }, + { + "symbol": "CME", + "date": "2025-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.561086, + "strategy_rank": 59.228353, + "production_rank": 66.672598, + "structural_overlay_pass": false, + "structural_overlay_score": 63.338968, + "structural_overlay_rr": 1.218173, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.230572, + "primary_prob": 43.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 56, + "primary_distance_atr": 1.845858, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.4219, + "range_504_ratio": 1.524856, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.165707, + "hold30_r": 0.817254 + }, + { + "symbol": "CNP", + "date": "2025-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.99095, + "strategy_rank": 61.537733, + "production_rank": 70.022139, + "structural_overlay_pass": false, + "structural_overlay_score": 66.521032, + "structural_overlay_rr": 1.20237, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.203617, + "primary_prob": 37.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 67.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.805426, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.466159, + "range_504_ratio": 1.593861, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.124124, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2025-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.606335, + "strategy_rank": 97.31935, + "production_rank": 97.081678, + "structural_overlay_pass": false, + "structural_overlay_score": 92.227594, + "structural_overlay_rr": 1.690175, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.316456, + "primary_prob": 23.42, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 12.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.974684, + "raw_level_count": 160, + "gate_level_count": 160, + "range_504_log": 1.822278, + "range_504_ratio": 6.185935, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.023682, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2025-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.39819, + "strategy_rank": 96.992292, + "production_rank": 97.127592, + "structural_overlay_pass": false, + "structural_overlay_score": 92.271212, + "structural_overlay_rr": 1.573808, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.688333, + "primary_prob": 60.37, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 1.032499, + "raw_level_count": 205, + "gate_level_count": 205, + "range_504_log": 2.801825, + "range_504_ratio": 16.474691, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.669275, + "hold30_r": 4.393879 + }, + { + "symbol": "CVS", + "date": "2025-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.628959, + "strategy_rank": 79.97078, + "production_rank": 83.85684, + "structural_overlay_pass": false, + "structural_overlay_score": 79.663998, + "structural_overlay_rr": 1.660538, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.762013, + "primary_prob": 32.79, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.64302, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.670275, + "range_504_ratio": 1.954775, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.049379, + "hold30_r": -1.0 + }, + { + "symbol": "DASH", + "date": "2025-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.79638, + "strategy_rank": 88.425263, + "production_rank": 90.548968, + "structural_overlay_pass": false, + "structural_overlay_score": 86.02152, + "structural_overlay_rr": 1.71115, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.844278, + "primary_prob": 45.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.266417, + "raw_level_count": 158, + "gate_level_count": 158, + "range_504_log": 1.386224, + "range_504_ratio": 3.99972, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.227202, + "hold30_r": -1.189292 + }, + { + "symbol": "DG", + "date": "2025-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.402715, + "strategy_rank": 86.863256, + "production_rank": 88.376409, + "structural_overlay_pass": false, + "structural_overlay_score": 83.957589, + "structural_overlay_rr": 1.825516, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.575367, + "primary_prob": 35.87, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.36305, + "raw_level_count": 108, + "gate_level_count": 108, + "range_504_log": 0.928232, + "range_504_ratio": 2.530032, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.523035, + "hold30_r": 9.08886 + }, + { + "symbol": "DLTR", + "date": "2025-10-31", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.760181, + "strategy_rank": 87.949076, + "production_rank": 89.552778, + "structural_overlay_pass": false, + "structural_overlay_score": 85.075139, + "structural_overlay_rr": 2.173171, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.786721, + "primary_prob": 36.76, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 56, + "primary_distance_atr": 4.180081, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 0.916225, + "range_504_ratio": 2.499835, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.745588, + "hold30_r": 6.650067 + }, + { + "symbol": "EBAY", + "date": "2025-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.61086, + "strategy_rank": 89.224212, + "production_rank": 89.686428, + "structural_overlay_pass": false, + "structural_overlay_score": 85.202107, + "structural_overlay_rr": 1.675579, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.504724, + "primary_prob": 24.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.257086, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 1.001103, + "range_504_ratio": 2.721281, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.029045, + "hold30_r": 0.228616 + }, + { + "symbol": "EME", + "date": "2025-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.914027, + "strategy_rank": 86.646599, + "production_rank": 87.402408, + "structural_overlay_pass": false, + "structural_overlay_score": 83.032288, + "structural_overlay_rr": 2.096594, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.065798, + "primary_prob": 27.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.598697, + "raw_level_count": 126, + "gate_level_count": 126, + "range_504_log": 1.341532, + "range_504_ratio": 3.824901, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.0279, + "hold30_r": -1.0 + }, + { + "symbol": "EQT", + "date": "2025-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.986425, + "strategy_rank": 86.683718, + "production_rank": 88.78462, + "structural_overlay_pass": false, + "structural_overlay_score": 84.345389, + "structural_overlay_rr": 1.32703, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.355582, + "primary_prob": 38.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 92.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.033373, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 0.709338, + "range_504_ratio": 2.032645, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.319071, + "hold30_r": 0.541728 + }, + { + "symbol": "EVRG", + "date": "2025-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.180995, + "strategy_rank": 60.643646, + "production_rank": 68.822762, + "structural_overlay_pass": false, + "structural_overlay_score": 65.381624, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.079812, + "primary_prob": 29.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.619718, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.50281, + "range_504_ratio": 1.653361, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.096163, + "hold30_r": -1.0 + }, + { + "symbol": "EXE", + "date": "2025-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.352941, + "strategy_rank": 76.053838, + "production_rank": 78.153539, + "structural_overlay_pass": false, + "structural_overlay_score": 74.245862, + "structural_overlay_rr": 1.439814, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.17419, + "primary_prob": 44.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.761285, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.579141, + "range_504_ratio": 1.784505, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.135035, + "hold30_r": 1.370097 + }, + { + "symbol": "EXPE", + "date": "2025-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.656109, + "strategy_rank": 77.510123, + "production_rank": 78.558785, + "structural_overlay_pass": false, + "structural_overlay_score": 74.630846, + "structural_overlay_rr": 1.798954, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.489132, + "primary_prob": 17.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.233699, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 0.957722, + "range_504_ratio": 2.605753, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.038508, + "hold30_r": -1.0 + }, + { + "symbol": "FFIV", + "date": "2025-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.013575, + "strategy_rank": 76.528146, + "production_rank": 78.356622, + "structural_overlay_pass": false, + "structural_overlay_score": 74.438791, + "structural_overlay_rr": 1.274341, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.004816, + "primary_prob": 29.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 3.007223, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 0.848551, + "range_504_ratio": 2.336259, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.031447, + "hold30_r": -1.0 + }, + { + "symbol": "FSLR", + "date": "2025-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.579186, + "strategy_rank": 87.364752, + "production_rank": 85.769563, + "structural_overlay_pass": false, + "structural_overlay_score": 81.481085, + "structural_overlay_rr": 2.236385, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.889433, + "primary_prob": 26.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.834149, + "raw_level_count": 123, + "gate_level_count": 123, + "range_504_log": 0.96767, + "range_504_ratio": 2.631806, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.295, + "hold30_r": -1.265023 + }, + { + "symbol": "GE", + "date": "2025-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.570136, + "strategy_rank": 75.453332, + "production_rank": 81.8256, + "structural_overlay_pass": false, + "structural_overlay_score": 77.73432, + "structural_overlay_rr": 0.670065, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 11, + "rr": 0.670065, + "primary_prob": 56.56, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.005098, + "raw_level_count": 119, + "gate_level_count": 119, + "range_504_log": 1.096026, + "range_504_ratio": 2.992252, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.054122, + "hold30_r": -1.0 + }, + { + "symbol": "GL", + "date": "2025-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.882353, + "strategy_rank": 66.007478, + "production_rank": 70.965769, + "structural_overlay_pass": false, + "structural_overlay_score": 67.417481, + "structural_overlay_rr": 1.662941, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.664089, + "primary_prob": 34.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.496134, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 1.333784, + "range_504_ratio": 3.795379, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.596974, + "hold30_r": 2.332287 + }, + { + "symbol": "GRMN", + "date": "2025-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.307692, + "strategy_rank": 81.90352, + "production_rank": 85.371578, + "structural_overlay_pass": false, + "structural_overlay_score": 81.102999, + "structural_overlay_rr": 2.729626, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.081004, + "primary_prob": 23.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 76.0, + "primary_rejection_count": 32, + "primary_distance_atr": 3.121506, + "raw_level_count": 95, + "gate_level_count": 95, + "range_504_log": 0.96209, + "range_504_ratio": 2.617162, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.041961, + "hold30_r": -1.0 + }, + { + "symbol": "GS", + "date": "2025-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.633484, + "strategy_rank": 68.756998, + "production_rank": 74.382494, + "structural_overlay_pass": false, + "structural_overlay_score": 70.663369, + "structural_overlay_rr": 1.285759, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.289543, + "primary_prob": 21.62, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.934315, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 1.034524, + "range_504_ratio": 2.813768, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.232803, + "hold30_r": -1.0 + }, + { + "symbol": "IBKR", + "date": "2025-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.153846, + "strategy_rank": 88.629726, + "production_rank": 91.137766, + "structural_overlay_pass": false, + "structural_overlay_score": 86.580878, + "structural_overlay_rr": 0.86882, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.86882, + "primary_prob": 33.45, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.30323, + "raw_level_count": 129, + "gate_level_count": 129, + "range_504_log": 1.396572, + "range_504_ratio": 4.041322, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.04089, + "hold30_r": -1.0 + }, + { + "symbol": "IDXX", + "date": "2025-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.461538, + "strategy_rank": 89.075619, + "production_rank": 88.870926, + "structural_overlay_pass": false, + "structural_overlay_score": 84.427379, + "structural_overlay_rr": 1.192298, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.496276, + "primary_prob": 37.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 60, + "primary_distance_atr": 2.244414, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.658639, + "range_504_ratio": 1.932162, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.434281, + "hold30_r": 3.498069 + }, + { + "symbol": "INTC", + "date": "2025-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.475113, + "strategy_rank": 95.781732, + "production_rank": 95.679526, + "structural_overlay_pass": false, + "structural_overlay_score": 90.895549, + "structural_overlay_rr": 1.96717, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.805996, + "primary_prob": 47.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.708994, + "raw_level_count": 110, + "gate_level_count": 110, + "range_504_log": 1.065716, + "range_504_ratio": 2.902915, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.029046, + "hold30_r": -1.0 + }, + { + "symbol": "JBL", + "date": "2025-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.343891, + "strategy_rank": 88.244114, + "production_rank": 90.277373, + "structural_overlay_pass": false, + "structural_overlay_score": 85.763504, + "structural_overlay_rr": 1.43466, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.993049, + "primary_prob": 46.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.489573, + "raw_level_count": 114, + "gate_level_count": 114, + "range_504_log": 0.905918, + "range_504_ratio": 2.474203, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.03736, + "hold30_r": -1.0 + }, + { + "symbol": "KLAC", + "date": "2025-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.837104, + "strategy_rank": 87.45038, + "production_rank": 88.579288, + "structural_overlay_pass": false, + "structural_overlay_score": 84.150323, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.756233, + "primary_prob": 52.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.134349, + "raw_level_count": 117, + "gate_level_count": 117, + "range_504_log": 1.044443, + "range_504_ratio": 2.841814, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.145016, + "hold30_r": -1.108411 + }, + { + "symbol": "KR", + "date": "2025-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.40724, + "strategy_rank": 74.022356, + "production_rank": 77.817317, + "structural_overlay_pass": false, + "structural_overlay_score": 73.926451, + "structural_overlay_rr": 1.283341, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.425067, + "primary_prob": 24.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 53, + "primary_distance_atr": 3.637601, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.576225, + "range_504_ratio": 1.779309, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.056602, + "hold30_r": -1.0 + }, + { + "symbol": "L", + "date": "2025-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.090498, + "strategy_rank": 56.300637, + "production_rank": 64.23059, + "structural_overlay_pass": false, + "structural_overlay_score": 61.019061, + "structural_overlay_rr": 1.629527, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.339605, + "primary_prob": 22.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.009407, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.509731, + "range_504_ratio": 1.664844, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.237248, + "hold30_r": 3.007171 + }, + { + "symbol": "LITE", + "date": "2025-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.868778, + "strategy_rank": 97.242043, + "production_rank": 97.784288, + "structural_overlay_pass": false, + "structural_overlay_score": 92.895074, + "structural_overlay_rr": 0.73476, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.73476, + "primary_prob": 53.45, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.10214, + "raw_level_count": 114, + "gate_level_count": 114, + "range_504_log": 1.730987, + "range_504_ratio": 5.646223, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.71187, + "hold30_r": 7.559394 + }, + { + "symbol": "MCK", + "date": "2025-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.022624, + "strategy_rank": 78.210752, + "production_rank": 83.81471, + "structural_overlay_pass": false, + "structural_overlay_score": 79.623974, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.706677, + "primary_prob": 54.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.060015, + "raw_level_count": 117, + "gate_level_count": 117, + "range_504_log": 0.673978, + "range_504_ratio": 1.962026, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.64465, + "hold30_r": 0.446086 + }, + { + "symbol": "MNST", + "date": "2025-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.954751, + "strategy_rank": 67.502224, + "production_rank": 73.319733, + "structural_overlay_pass": false, + "structural_overlay_score": 69.653746, + "structural_overlay_rr": 1.592231, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.554179, + "primary_prob": 18.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.331269, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.490114, + "range_504_ratio": 1.632502, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.487697, + "hold30_r": 3.989157 + }, + { + "symbol": "MO", + "date": "2025-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.366516, + "strategy_rank": 70.522663, + "production_rank": 76.803947, + "structural_overlay_pass": false, + "structural_overlay_score": 72.96375, + "structural_overlay_rr": 2.040583, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.025786, + "primary_prob": 23.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 74.0, + "primary_rejection_count": 36, + "primary_distance_atr": 3.038678, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.558341, + "range_504_ratio": 1.747771, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.055068, + "hold30_r": 1.323468 + }, + { + "symbol": "MOS", + "date": "2025-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.859729, + "strategy_rank": 83.627234, + "production_rank": 84.371399, + "structural_overlay_pass": false, + "structural_overlay_score": 80.152829, + "structural_overlay_rr": 3.981833, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.548776, + "primary_prob": 36.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 65, + "primary_distance_atr": 2.323164, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 0.538176, + "range_504_ratio": 1.71288, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.036137, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2025-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.108597, + "strategy_rank": 68.606527, + "production_rank": 72.773883, + "structural_overlay_pass": false, + "structural_overlay_score": 69.135189, + "structural_overlay_rr": 3.700038, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.918547, + "primary_prob": 10.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.87782, + "raw_level_count": 116, + "gate_level_count": 116, + "range_504_log": 0.652859, + "range_504_ratio": 1.921025, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -2.322705, + "hold30_r": -2.266813 + }, + { + "symbol": "MSTR", + "date": "2025-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.855204, + "strategy_rank": 92.705422, + "production_rank": 92.422016, + "structural_overlay_pass": false, + "structural_overlay_score": 87.800915, + "structural_overlay_rr": 0.952921, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.911917, + "primary_prob": 20.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 56, + "primary_distance_atr": 4.367876, + "raw_level_count": 198, + "gate_level_count": 198, + "range_504_log": 2.583537, + "range_504_ratio": 13.243902, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.022477, + "hold30_r": -1.0 + }, + { + "symbol": "NEM", + "date": "2025-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.737557, + "strategy_rank": 93.501035, + "production_rank": 94.913209, + "structural_overlay_pass": false, + "structural_overlay_score": 90.167549, + "structural_overlay_rr": 1.501987, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.942577, + "primary_prob": 34.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.413865, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 1.209173, + "range_504_ratio": 3.350714, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.915081, + "hold30_r": 3.178484 + }, + { + "symbol": "NFLX", + "date": "2025-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.081448, + "strategy_rank": 80.93159, + "production_rank": 84.648209, + "structural_overlay_pass": false, + "structural_overlay_score": 80.415799, + "structural_overlay_rr": 2.172909, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.68837, + "primary_prob": 33.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.532556, + "raw_level_count": 135, + "gate_level_count": 135, + "range_504_log": 1.211357, + "range_504_ratio": 3.358037, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.048886, + "hold30_r": -1.0 + }, + { + "symbol": "NI", + "date": "2025-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.78733, + "strategy_rank": 61.962996, + "production_rank": 68.571107, + "structural_overlay_pass": false, + "structural_overlay_score": 65.142552, + "structural_overlay_rr": 1.731815, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.709843, + "primary_prob": 15.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.564765, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.602059, + "range_504_ratio": 1.825875, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.061477, + "hold30_r": -0.204387 + }, + { + "symbol": "NOC", + "date": "2025-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.276018, + "strategy_rank": 67.738975, + "production_rank": 73.251323, + "structural_overlay_pass": false, + "structural_overlay_score": 69.588757, + "structural_overlay_rr": 1.476301, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.476301, + "primary_prob": 19.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.214452, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.425959, + "range_504_ratio": 1.531058, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.064076, + "hold30_r": -1.0 + }, + { + "symbol": "NRG", + "date": "2025-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.171946, + "strategy_rank": 96.291548, + "production_rank": 96.585014, + "structural_overlay_pass": false, + "structural_overlay_score": 91.755763, + "structural_overlay_rr": 0.862812, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.887063, + "primary_prob": 48.02, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.330594, + "raw_level_count": 120, + "gate_level_count": 120, + "range_504_log": 1.4705, + "range_504_ratio": 4.35141, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.035127, + "hold30_r": -1.0 + }, + { + "symbol": "ORCL", + "date": "2025-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.248869, + "strategy_rank": 96.165734, + "production_rank": 95.860112, + "structural_overlay_pass": false, + "structural_overlay_score": 91.067106, + "structural_overlay_rr": 1.524907, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.556161, + "primary_prob": 22.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.334241, + "raw_level_count": 125, + "gate_level_count": 125, + "range_504_log": 1.247887, + "range_504_ratio": 3.482974, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.027874, + "hold30_r": -1.0 + }, + { + "symbol": "ORLY", + "date": "2025-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.235294, + "strategy_rank": 65.696909, + "production_rank": 73.209704, + "structural_overlay_pass": false, + "structural_overlay_score": 69.549219, + "structural_overlay_rr": 1.968299, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.707746, + "primary_prob": 25.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.561619, + "raw_level_count": 93, + "gate_level_count": 93, + "range_504_log": 0.578348, + "range_504_ratio": 1.78309, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.059343, + "hold30_r": -1.0 + }, + { + "symbol": "PM", + "date": "2025-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.484163, + "strategy_rank": 70.947389, + "production_rank": 75.126313, + "structural_overlay_pass": false, + "structural_overlay_score": 71.369998, + "structural_overlay_rr": 2.048147, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.354432, + "primary_prob": 25.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 3.531648, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.75416, + "range_504_ratio": 2.125826, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.30565, + "hold30_r": 2.379444 + }, + { + "symbol": "PODD", + "date": "2025-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.199095, + "strategy_rank": 85.152926, + "production_rank": 85.501649, + "structural_overlay_pass": false, + "structural_overlay_score": 81.226566, + "structural_overlay_rr": 1.338187, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.10462, + "primary_prob": 46.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 68, + "primary_distance_atr": 1.656931, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 1.010555, + "range_504_ratio": 2.747125, + "range_factor_pass": true, + "outcome": "ambiguous", + "net_r": -1.050897, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2025-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.443439, + "strategy_rank": 83.346, + "production_rank": 84.711813, + "structural_overlay_pass": false, + "structural_overlay_score": 80.476223, + "structural_overlay_rr": 2.157319, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.742499, + "primary_prob": 29.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 83.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.613749, + "raw_level_count": 177, + "gate_level_count": 177, + "range_504_log": 1.48215, + "range_504_ratio": 4.402402, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.252937, + "hold30_r": -1.218797 + }, + { + "symbol": "RL", + "date": "2025-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.158371, + "strategy_rank": 80.873572, + "production_rank": 83.968505, + "structural_overlay_pass": false, + "structural_overlay_score": 79.77008, + "structural_overlay_rr": 1.826187, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.342652, + "primary_prob": 21.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.013978, + "raw_level_count": 111, + "gate_level_count": 111, + "range_504_log": 1.134584, + "range_504_ratio": 3.109878, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.054506, + "hold30_r": -1.0 + }, + { + "symbol": "SATS", + "date": "2025-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.434389, + "strategy_rank": 99.570174, + "production_rank": 99.524912, + "structural_overlay_pass": false, + "structural_overlay_score": 94.548667, + "structural_overlay_rr": 1.318116, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.277407, + "primary_prob": 23.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.91611, + "raw_level_count": 111, + "gate_level_count": 111, + "range_504_log": 2.19255, + "range_504_ratio": 8.958027, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.038557, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2025-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.533937, + "strategy_rank": 94.400874, + "production_rank": 93.778562, + "structural_overlay_pass": false, + "structural_overlay_score": 89.089634, + "structural_overlay_rr": 1.659066, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.597395, + "primary_prob": 35.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.396093, + "raw_level_count": 200, + "gate_level_count": 200, + "range_504_log": 1.963559, + "range_504_ratio": 7.124638, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.02434, + "hold30_r": -1.0 + }, + { + "symbol": "STX", + "date": "2025-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.642534, + "strategy_rank": 96.575197, + "production_rank": 97.26431, + "structural_overlay_pass": false, + "structural_overlay_score": 92.401094, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.785861, + "primary_prob": 51.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.178791, + "raw_level_count": 107, + "gate_level_count": 107, + "range_504_log": 1.489893, + "range_504_ratio": 4.43662, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.764294, + "hold30_r": -1.0 + }, + { + "symbol": "T", + "date": "2025-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.257919, + "strategy_rank": 63.94156, + "production_rank": 70.380346, + "structural_overlay_pass": false, + "structural_overlay_score": 66.861329, + "structural_overlay_rr": 1.850366, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.405583, + "primary_prob": 24.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 88, + "primary_distance_atr": 3.608375, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.692141, + "range_504_ratio": 1.997988, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.052944, + "hold30_r": -0.470613 + }, + { + "symbol": "TKO", + "date": "2025-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.927602, + "strategy_rank": 85.962881, + "production_rank": 89.284454, + "structural_overlay_pass": false, + "structural_overlay_score": 84.820232, + "structural_overlay_rr": 1.978923, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.041486, + "primary_prob": 29.99, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 10.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.562229, + "raw_level_count": 120, + "gate_level_count": 120, + "range_504_log": 1.077587, + "range_504_ratio": 2.937582, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.062192, + "hold30_r": -1.0 + }, + { + "symbol": "TPR", + "date": "2025-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.41629, + "strategy_rank": 93.637165, + "production_rank": 95.230207, + "structural_overlay_pass": false, + "structural_overlay_score": 90.468696, + "structural_overlay_rr": 1.795991, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.902111, + "primary_prob": 39.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.353167, + "raw_level_count": 105, + "gate_level_count": 105, + "range_504_log": 1.517707, + "range_504_ratio": 4.561755, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.046842, + "hold30_r": -1.0 + }, + { + "symbol": "TSLA", + "date": "2025-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.21267, + "strategy_rank": 93.587852, + "production_rank": 93.462791, + "structural_overlay_pass": false, + "structural_overlay_score": 88.789652, + "structural_overlay_rr": 1.128588, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.787392, + "primary_prob": 51.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.181088, + "raw_level_count": 106, + "gate_level_count": 106, + "range_504_log": 1.258369, + "range_504_ratio": 3.519677, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.032225, + "hold30_r": -1.0 + }, + { + "symbol": "TTWO", + "date": "2025-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.117647, + "strategy_rank": 75.882353, + "production_rank": 81.960784, + "structural_overlay_pass": false, + "structural_overlay_score": 77.862745, + "structural_overlay_rr": 0.684104, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.702366, + "primary_prob": 44.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.053548, + "raw_level_count": 86, + "gate_level_count": 86, + "range_504_log": 0.708772, + "range_504_ratio": 2.031495, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -3.305567, + "hold30_r": -3.237369 + }, + { + "symbol": "ULTA", + "date": "2025-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.819005, + "strategy_rank": 82.703812, + "production_rank": 85.075543, + "structural_overlay_pass": false, + "structural_overlay_score": 80.821765, + "structural_overlay_rr": 1.506905, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.935481, + "primary_prob": 51.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.403221, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.620579, + "range_504_ratio": 1.860005, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.88777, + "hold30_r": -1.0 + }, + { + "symbol": "VRSN", + "date": "2025-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.891403, + "strategy_rank": 79.893473, + "production_rank": 84.55945, + "structural_overlay_pass": false, + "structural_overlay_score": 80.331477, + "structural_overlay_rr": 2.497115, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.63309, + "primary_prob": 26.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.449635, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.620243, + "range_504_ratio": 1.859379, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.039679, + "hold30_r": 0.172084 + }, + { + "symbol": "VST", + "date": "2025-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.552036, + "strategy_rank": 92.40168, + "production_rank": 92.785132, + "structural_overlay_pass": false, + "structural_overlay_score": 88.145875, + "structural_overlay_rr": 1.655249, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.095996, + "primary_prob": 41.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 77.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.643995, + "raw_level_count": 156, + "gate_level_count": 156, + "range_504_log": 1.921775, + "range_504_ratio": 6.833074, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.025648, + "hold30_r": -1.0 + }, + { + "symbol": "WELL", + "date": "2025-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.502262, + "strategy_rank": 63.42277, + "production_rank": 70.449268, + "structural_overlay_pass": false, + "structural_overlay_score": 66.926804, + "structural_overlay_rr": 1.389917, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.825469, + "primary_prob": 49.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.238204, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.85257, + "range_504_ratio": 2.345668, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.767594, + "hold30_r": 1.507305 + }, + { + "symbol": "WRB", + "date": "2025-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.217195, + "strategy_rank": 63.492714, + "production_rank": 71.400874, + "structural_overlay_pass": false, + "structural_overlay_score": 67.830831, + "structural_overlay_rr": 2.223987, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.935222, + "primary_prob": 51.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 1.402833, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 0.588245, + "range_504_ratio": 1.800826, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.872262, + "hold30_r": -1.456182 + }, + { + "symbol": "WSM", + "date": "2025-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.140271, + "strategy_rank": 85.076156, + "production_rank": 86.430861, + "structural_overlay_pass": false, + "structural_overlay_score": 82.109318, + "structural_overlay_rr": 1.722382, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.136183, + "primary_prob": 45.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.704275, + "raw_level_count": 121, + "gate_level_count": 121, + "range_504_log": 1.117982, + "range_504_ratio": 3.058676, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.121265, + "hold30_r": -1.079435 + }, + { + "symbol": "WYNN", + "date": "2025-10-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.031674, + "strategy_rank": 81.444206, + "production_rank": 81.973362, + "structural_overlay_pass": false, + "structural_overlay_score": 77.874694, + "structural_overlay_rr": 1.631373, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.609889, + "primary_prob": 19.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.414834, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.721329, + "range_504_ratio": 2.057165, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.568988, + "hold30_r": 1.247776 + }, + { + "symbol": "GEV", + "date": "2025-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.260274, + "strategy_rank": 93.190516, + "production_rank": 94.547102, + "structural_overlay_pass": false, + "structural_overlay_score": 89.819747, + "structural_overlay_rr": 1.846672, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.756786, + "primary_prob": 26.87, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 70.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.635179, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 1.738976, + "range_504_ratio": 5.691512, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.030727, + "hold30_r": -1.0 + }, + { + "symbol": "WBD", + "date": "2025-11-03", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.744292, + "strategy_rank": 98.402647, + "production_rank": 98.516528, + "structural_overlay_pass": false, + "structural_overlay_score": 93.590702, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 2.085838, + "primary_prob": 24.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 7, + "primary_distance_atr": 3.128757, + "raw_level_count": 100, + "gate_level_count": 100, + "range_504_log": 1.223075, + "range_504_ratio": 3.39762, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.050108, + "hold30_r": 5.297748 + }, + { + "symbol": "CEG", + "date": "2025-11-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.493151, + "strategy_rank": 89.835171, + "production_rank": 91.054498, + "structural_overlay_pass": false, + "structural_overlay_score": 86.501773, + "structural_overlay_rr": 0.983523, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.967003, + "primary_prob": 31.42, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 6.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.450505, + "raw_level_count": 140, + "gate_level_count": 140, + "range_504_log": 1.327344, + "range_504_ratio": 3.771016, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.940338, + "hold30_r": 0.155601 + }, + { + "symbol": "HOOD", + "date": "2025-11-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.885845, + "strategy_rank": 98.996488, + "production_rank": 99.29294, + "structural_overlay_pass": false, + "structural_overlay_score": 94.328293, + "structural_overlay_rr": 1.80512, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.041235, + "primary_prob": 31.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.561853, + "raw_level_count": 175, + "gate_level_count": 175, + "range_504_log": 2.967915, + "range_504_ratio": 19.451315, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.020174, + "hold30_r": -1.0 + }, + { + "symbol": "AMD", + "date": "2025-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.324201, + "strategy_rank": 92.866507, + "production_rank": 92.352405, + "structural_overlay_pass": false, + "structural_overlay_score": 87.734785, + "structural_overlay_rr": 0.990015, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.001881, + "primary_prob": 30.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.502822, + "raw_level_count": 110, + "gate_level_count": 110, + "range_504_log": 1.250519, + "range_504_ratio": 3.492154, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.976149, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2025-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.552511, + "strategy_rank": 92.034306, + "production_rank": 91.873708, + "structural_overlay_pass": false, + "structural_overlay_score": 87.280023, + "structural_overlay_rr": 1.518681, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.062695, + "primary_prob": 31.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.594043, + "raw_level_count": 161, + "gate_level_count": 161, + "range_504_log": 1.177685, + "range_504_ratio": 3.24685, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.026474, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2025-11-07", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.429224, + "strategy_rank": 98.368986, + "production_rank": 98.722398, + "structural_overlay_pass": true, + "structural_overlay_score": 98.786278, + "structural_overlay_rr": 2.487639, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.123208, + "primary_prob": 23.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 3.184812, + "raw_level_count": 203, + "gate_level_count": 203, + "range_504_log": 3.036534, + "range_504_ratio": 20.832914, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.024541, + "hold30_r": -1.0 + }, + { + "symbol": "APTV", + "date": "2025-11-07", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.497717, + "strategy_rank": 82.967672, + "production_rank": 85.144354, + "structural_overlay_pass": false, + "structural_overlay_score": 80.887136, + "structural_overlay_rr": 1.525961, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.072254, + "primary_prob": 43.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 63, + "primary_distance_atr": 3.108381, + "raw_level_count": 109, + "gate_level_count": 109, + "range_504_log": 0.663904, + "range_504_ratio": 1.942361, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.229377, + "hold30_r": -1.180253 + }, + { + "symbol": "AVGO", + "date": "2025-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.031963, + "strategy_rank": 92.586, + "production_rank": 94.067988, + "structural_overlay_pass": false, + "structural_overlay_score": 89.364589, + "structural_overlay_rr": 1.174367, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.213598, + "primary_prob": 24.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.820397, + "raw_level_count": 141, + "gate_level_count": 141, + "range_504_log": 1.489794, + "range_504_ratio": 4.43618, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.179399, + "hold30_r": -1.0 + }, + { + "symbol": "AXON", + "date": "2025-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.803653, + "strategy_rank": 95.333823, + "production_rank": 95.823766, + "structural_overlay_pass": false, + "structural_overlay_score": 91.032578, + "structural_overlay_rr": 1.824633, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.681057, + "primary_prob": 27.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 65.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.521585, + "raw_level_count": 153, + "gate_level_count": 153, + "range_504_log": 1.425869, + "range_504_ratio": 4.161472, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.058798, + "hold30_r": -1.035522 + }, + { + "symbol": "AZO", + "date": "2025-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.100457, + "strategy_rank": 68.1539, + "production_rank": 74.469419, + "structural_overlay_pass": false, + "structural_overlay_score": 70.745948, + "structural_overlay_rr": 2.174396, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.337937, + "primary_prob": 33.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 64.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.006906, + "raw_level_count": 86, + "gate_level_count": 86, + "range_504_log": 0.558616, + "range_504_ratio": 1.748251, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.287679, + "hold30_r": -1.0 + }, + { + "symbol": "BA", + "date": "2025-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.187215, + "strategy_rank": 77.024323, + "production_rank": 80.07862, + "structural_overlay_pass": false, + "structural_overlay_score": 76.074689, + "structural_overlay_rr": 1.246087, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.78315, + "primary_prob": 56.56, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 97, + "primary_distance_atr": 1.174726, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.730387, + "range_504_ratio": 2.075883, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.04903, + "hold30_r": -1.0 + }, + { + "symbol": "C", + "date": "2025-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.328767, + "strategy_rank": 71.46081, + "production_rank": 76.750129, + "structural_overlay_pass": false, + "structural_overlay_score": 72.912622, + "structural_overlay_rr": 1.164356, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.81437, + "primary_prob": 51.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.221555, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.939064, + "range_504_ratio": 2.557588, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.048898, + "hold30_r": -1.0 + }, + { + "symbol": "CASY", + "date": "2025-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.812785, + "strategy_rank": 74.449451, + "production_rank": 79.237229, + "structural_overlay_pass": false, + "structural_overlay_score": 75.275368, + "structural_overlay_rr": 0.770008, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.680283, + "primary_prob": 47.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.020424, + "raw_level_count": 100, + "gate_level_count": 100, + "range_504_log": 0.763854, + "range_504_ratio": 2.146534, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.624072, + "hold30_r": 2.107481 + }, + { + "symbol": "CME", + "date": "2025-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.219178, + "strategy_rank": 60.169046, + "production_rank": 67.852423, + "structural_overlay_pass": false, + "structural_overlay_score": 64.459802, + "structural_overlay_rr": 1.349278, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.374659, + "primary_prob": 38.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.061989, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.4219, + "range_504_ratio": 1.524856, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.067156, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2025-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.945205, + "strategy_rank": 98.356399, + "production_rank": 98.219334, + "structural_overlay_pass": false, + "structural_overlay_score": 93.308368, + "structural_overlay_rr": 1.797369, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.072241, + "primary_prob": 41.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 73.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.608361, + "raw_level_count": 160, + "gate_level_count": 160, + "range_504_log": 1.665389, + "range_504_ratio": 5.287727, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.323064, + "hold30_r": -1.302735 + }, + { + "symbol": "CVNA", + "date": "2025-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.041096, + "strategy_rank": 90.994674, + "production_rank": 90.343481, + "structural_overlay_pass": false, + "structural_overlay_score": 85.826307, + "structural_overlay_rr": 1.619145, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.531296, + "primary_prob": 35.66, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 95.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.296944, + "raw_level_count": 205, + "gate_level_count": 205, + "range_504_log": 2.701059, + "range_504_ratio": 14.895495, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.512878, + "hold30_r": 3.925934 + }, + { + "symbol": "CVS", + "date": "2025-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.894977, + "strategy_rank": 79.548833, + "production_rank": 83.664214, + "structural_overlay_pass": false, + "structural_overlay_score": 79.481004, + "structural_overlay_rr": 1.561214, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.986633, + "primary_prob": 49.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 1.479949, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.670275, + "range_504_ratio": 1.954775, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.055867, + "hold30_r": -1.0 + }, + { + "symbol": "DASH", + "date": "2025-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.406393, + "strategy_rank": 90.987554, + "production_rank": 92.127167, + "structural_overlay_pass": false, + "structural_overlay_score": 87.520808, + "structural_overlay_rr": 1.609603, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.853096, + "primary_prob": 29.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 90.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.779645, + "raw_level_count": 158, + "gate_level_count": 158, + "range_504_log": 1.228438, + "range_504_ratio": 3.415889, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.023472, + "hold30_r": -1.0 + }, + { + "symbol": "DG", + "date": "2025-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.726027, + "strategy_rank": 85.590431, + "production_rank": 86.968963, + "structural_overlay_pass": false, + "structural_overlay_score": 82.620515, + "structural_overlay_rr": 1.510455, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.180585, + "primary_prob": 25.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 91.0, + "primary_rejection_count": 36, + "primary_distance_atr": 3.270877, + "raw_level_count": 108, + "gate_level_count": 108, + "range_504_log": 0.928232, + "range_504_ratio": 2.530032, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.13319, + "hold30_r": 9.14747 + }, + { + "symbol": "DLTR", + "date": "2025-11-07", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.068493, + "strategy_rank": 86.274855, + "production_rank": 87.539401, + "structural_overlay_pass": false, + "structural_overlay_score": 83.162431, + "structural_overlay_rr": 1.930177, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.012478, + "primary_prob": 44.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 3.018718, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 0.916225, + "range_504_ratio": 2.499835, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.039683, + "hold30_r": -1.0 + }, + { + "symbol": "EBAY", + "date": "2025-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.694064, + "strategy_rank": 90.473074, + "production_rank": 91.213404, + "structural_overlay_pass": false, + "structural_overlay_score": 86.652734, + "structural_overlay_rr": 2.135635, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.871952, + "primary_prob": 20.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.807929, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 1.001103, + "range_504_ratio": 2.721281, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.03286, + "hold30_r": 0.039212 + }, + { + "symbol": "EL", + "date": "2025-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.127854, + "strategy_rank": 87.892462, + "production_rank": 87.970926, + "structural_overlay_pass": false, + "structural_overlay_score": 83.57238, + "structural_overlay_rr": 1.768386, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.296328, + "primary_prob": 41.47, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.944491, + "raw_level_count": 152, + "gate_level_count": 152, + "range_504_log": 1.194728, + "range_504_ratio": 3.30266, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.263427, + "hold30_r": 3.91804 + }, + { + "symbol": "EME", + "date": "2025-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.045662, + "strategy_rank": 84.092967, + "production_rank": 84.410532, + "structural_overlay_pass": false, + "structural_overlay_score": 80.190005, + "structural_overlay_rr": 1.187768, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.013892, + "primary_prob": 30.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.520839, + "raw_level_count": 126, + "gate_level_count": 126, + "range_504_log": 1.327872, + "range_504_ratio": 3.773005, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.093259, + "hold30_r": -1.06328 + }, + { + "symbol": "EQT", + "date": "2025-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.09589, + "strategy_rank": 85.044204, + "production_rank": 87.061433, + "structural_overlay_pass": false, + "structural_overlay_score": 82.708361, + "structural_overlay_rr": 0.722185, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.98562, + "primary_prob": 44.85, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.478429, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 0.709338, + "range_504_ratio": 2.032645, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.948153, + "hold30_r": -1.0 + }, + { + "symbol": "EVRG", + "date": "2025-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.447489, + "strategy_rank": 58.686902, + "production_rank": 66.940431, + "structural_overlay_pass": false, + "structural_overlay_score": 63.593409, + "structural_overlay_rr": 1.994958, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.614052, + "primary_prob": 17.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.421079, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.50281, + "range_504_ratio": 1.653361, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.082857, + "hold30_r": -1.0 + }, + { + "symbol": "EXC", + "date": "2025-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.246575, + "strategy_rank": 60.033036, + "production_rank": 68.104216, + "structural_overlay_pass": false, + "structural_overlay_score": 64.699005, + "structural_overlay_rr": 0.835637, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.550276, + "primary_prob": 36.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 62, + "primary_distance_atr": 2.325414, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.374759, + "range_504_ratio": 1.454641, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.070375, + "hold30_r": -1.0 + }, + { + "symbol": "FFIV", + "date": "2025-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.785388, + "strategy_rank": 80.708609, + "production_rank": 83.067535, + "structural_overlay_pass": false, + "structural_overlay_score": 78.914158, + "structural_overlay_rr": 1.90345, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.714691, + "primary_prob": 22.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 4.072037, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 0.816197, + "range_504_ratio": 2.261881, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.033714, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2025-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.488584, + "strategy_rank": 96.257973, + "production_rank": 96.668177, + "structural_overlay_pass": false, + "structural_overlay_score": 91.834768, + "structural_overlay_rr": 0.678444, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.011915, + "primary_prob": 44.05, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.517872, + "raw_level_count": 175, + "gate_level_count": 175, + "range_504_log": 1.717071, + "range_504_ratio": 5.568193, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.489313, + "hold30_r": -1.45957 + }, + { + "symbol": "GE", + "date": "2025-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.634703, + "strategy_rank": 75.104041, + "production_rank": 81.614262, + "structural_overlay_pass": false, + "structural_overlay_score": 77.533549, + "structural_overlay_rr": 0.828869, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.828869, + "primary_prob": 50.26, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.243304, + "raw_level_count": 119, + "gate_level_count": 119, + "range_504_log": 1.070741, + "range_504_ratio": 2.917542, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.070915, + "hold30_r": -1.01632 + }, + { + "symbol": "GL", + "date": "2025-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.392694, + "strategy_rank": 66.484578, + "production_rank": 71.45395, + "structural_overlay_pass": false, + "structural_overlay_score": 67.881253, + "structural_overlay_rr": 1.464475, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.465639, + "primary_prob": 37.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.198459, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 1.333784, + "range_504_ratio": 3.795379, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.398707, + "hold30_r": 2.604107 + }, + { + "symbol": "GLW", + "date": "2025-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.347032, + "strategy_rank": 86.086024, + "production_rank": 89.50636, + "structural_overlay_pass": false, + "structural_overlay_score": 85.031042, + "structural_overlay_rr": 1.554467, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.185516, + "primary_prob": 24.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.778275, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 1.234353, + "range_504_ratio": 3.436154, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.096449, + "hold30_r": -1.058967 + }, + { + "symbol": "GOOGL", + "date": "2025-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.958904, + "strategy_rank": 75.496204, + "production_rank": 78.983771, + "structural_overlay_pass": false, + "structural_overlay_score": 75.034582, + "structural_overlay_rr": 1.093507, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.666781, + "primary_prob": 56.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.000172, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 0.8241, + "range_504_ratio": 2.279828, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.617556, + "hold30_r": 2.732023 + }, + { + "symbol": "GS", + "date": "2025-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.675799, + "strategy_rank": 66.543413, + "production_rank": 72.254208, + "structural_overlay_pass": false, + "structural_overlay_score": 68.641498, + "structural_overlay_rr": 1.294485, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.782224, + "primary_prob": 41.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.173336, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 0.948428, + "range_504_ratio": 2.581649, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.729759, + "hold30_r": -1.0 + }, + { + "symbol": "HII", + "date": "2025-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.150685, + "strategy_rank": 79.059527, + "production_rank": 83.75658, + "structural_overlay_pass": false, + "structural_overlay_score": 79.568751, + "structural_overlay_rr": 1.471412, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.163451, + "primary_prob": 39.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.745176, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.730943, + "range_504_ratio": 2.077039, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.118882, + "hold30_r": 3.164559 + }, + { + "symbol": "IBKR", + "date": "2025-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.890411, + "strategy_rank": 88.674029, + "production_rank": 91.07949, + "structural_overlay_pass": false, + "structural_overlay_score": 86.525515, + "structural_overlay_rr": 0.732339, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.732339, + "primary_prob": 38.95, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.098509, + "raw_level_count": 129, + "gate_level_count": 129, + "range_504_log": 1.396572, + "range_504_ratio": 4.041322, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.037299, + "hold30_r": -1.0 + }, + { + "symbol": "INTC", + "date": "2025-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.863014, + "strategy_rank": 95.275261, + "production_rank": 95.137845, + "structural_overlay_pass": false, + "structural_overlay_score": 90.380953, + "structural_overlay_rr": 1.565237, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.906839, + "primary_prob": 30.69, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.860259, + "raw_level_count": 110, + "gate_level_count": 110, + "range_504_log": 1.065716, + "range_504_ratio": 2.902915, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.114589, + "hold30_r": -1.087871 + }, + { + "symbol": "JBL", + "date": "2025-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.753425, + "strategy_rank": 86.241194, + "production_rank": 87.745271, + "structural_overlay_pass": false, + "structural_overlay_score": 83.358008, + "structural_overlay_rr": 1.958578, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.53392, + "primary_prob": 33.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.30088, + "raw_level_count": 115, + "gate_level_count": 115, + "range_504_log": 0.905918, + "range_504_ratio": 2.474203, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.034647, + "hold30_r": -1.0 + }, + { + "symbol": "JNJ", + "date": "2025-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.876712, + "strategy_rank": 59.176755, + "production_rank": 67.07674, + "structural_overlay_pass": false, + "structural_overlay_score": 63.722903, + "structural_overlay_rr": 0.781297, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.887981, + "primary_prob": 13.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.831972, + "raw_level_count": 17, + "gate_level_count": 17, + "range_504_log": 0.323842, + "range_504_ratio": 1.382428, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.796035, + "hold30_r": 5.113041 + }, + { + "symbol": "KLAC", + "date": "2025-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.584475, + "strategy_rank": 85.9544, + "production_rank": 86.831092, + "structural_overlay_pass": false, + "structural_overlay_score": 82.489537, + "structural_overlay_rr": 0.796341, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.776575, + "primary_prob": 52.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.164862, + "raw_level_count": 121, + "gate_level_count": 121, + "range_504_log": 0.953365, + "range_504_ratio": 2.594425, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.037294, + "hold30_r": -1.0 + }, + { + "symbol": "KR", + "date": "2025-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.388128, + "strategy_rank": 73.215247, + "production_rank": 77.272874, + "structural_overlay_pass": false, + "structural_overlay_score": 73.40923, + "structural_overlay_rr": 2.349974, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.910046, + "primary_prob": 30.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 53, + "primary_distance_atr": 2.865069, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.576225, + "range_504_ratio": 1.779309, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.059429, + "hold30_r": -1.0 + }, + { + "symbol": "MO", + "date": "2025-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.90411, + "strategy_rank": 66.087495, + "production_rank": 72.026366, + "structural_overlay_pass": false, + "structural_overlay_score": 68.425048, + "structural_overlay_rr": 2.544167, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.330511, + "primary_prob": 35.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 74.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.995766, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.558341, + "range_504_ratio": 1.747771, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.061815, + "hold30_r": 0.308913 + }, + { + "symbol": "MSTR", + "date": "2025-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.123288, + "strategy_rank": 92.946963, + "production_rank": 92.672404, + "structural_overlay_pass": false, + "structural_overlay_score": 88.038784, + "structural_overlay_rr": 2.07303, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.94303, + "primary_prob": 34.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.414544, + "raw_level_count": 199, + "gate_level_count": 199, + "range_504_log": 2.515879, + "range_504_ratio": 12.377479, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.019876, + "hold30_r": -1.0 + }, + { + "symbol": "NEM", + "date": "2025-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.716895, + "strategy_rank": 93.37332, + "production_rank": 94.821178, + "structural_overlay_pass": false, + "structural_overlay_score": 90.08012, + "structural_overlay_rr": 1.231123, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.145462, + "primary_prob": 26.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.718193, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 1.209173, + "range_504_ratio": 3.350714, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.113516, + "hold30_r": 4.116385 + }, + { + "symbol": "NFLX", + "date": "2025-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.949772, + "strategy_rank": 81.739755, + "production_rank": 85.80976, + "structural_overlay_pass": false, + "structural_overlay_score": 81.519272, + "structural_overlay_rr": 2.117032, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.083511, + "primary_prob": 28.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 3.125266, + "raw_level_count": 135, + "gate_level_count": 135, + "range_504_log": 1.138465, + "range_504_ratio": 3.121974, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.049728, + "hold30_r": -1.0 + }, + { + "symbol": "NOC", + "date": "2025-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.872146, + "strategy_rank": 69.328176, + "production_rank": 75.176166, + "structural_overlay_pass": false, + "structural_overlay_score": 71.417358, + "structural_overlay_rr": 1.787373, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.123857, + "primary_prob": 43.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 89.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.685786, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.425959, + "range_504_ratio": 1.531058, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.066117, + "hold30_r": -1.0 + }, + { + "symbol": "NRG", + "date": "2025-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.575342, + "strategy_rank": 95.858156, + "production_rank": 96.097218, + "structural_overlay_pass": false, + "structural_overlay_score": 91.292357, + "structural_overlay_rr": 0.715568, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.737236, + "primary_prob": 53.55, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.105854, + "raw_level_count": 120, + "gate_level_count": 120, + "range_504_log": 1.391515, + "range_504_ratio": 4.020935, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.031635, + "hold30_r": -1.0 + }, + { + "symbol": "ORCL", + "date": "2025-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.6621, + "strategy_rank": 96.313527, + "production_rank": 96.096385, + "structural_overlay_pass": false, + "structural_overlay_score": 91.291566, + "structural_overlay_rr": 1.750926, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.695531, + "primary_prob": 42.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.043296, + "raw_level_count": 125, + "gate_level_count": 125, + "range_504_log": 1.247887, + "range_504_ratio": 3.482974, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.026971, + "hold30_r": -1.0 + }, + { + "symbol": "ORLY", + "date": "2025-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.415525, + "strategy_rank": 64.801016, + "production_rank": 72.005852, + "structural_overlay_pass": false, + "structural_overlay_score": 68.40556, + "structural_overlay_rr": 2.237679, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.747195, + "primary_prob": 30.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 87.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.620792, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 0.578348, + "range_504_ratio": 1.78309, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.056594, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2025-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.200913, + "strategy_rank": 97.08032, + "production_rank": 97.787184, + "structural_overlay_pass": false, + "structural_overlay_score": 92.897825, + "structural_overlay_rr": 2.12939, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.718192, + "primary_prob": 42.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.077288, + "raw_level_count": 192, + "gate_level_count": 192, + "range_504_log": 2.583863, + "range_504_ratio": 13.248212, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.692583, + "hold30_r": -1.0 + }, + { + "symbol": "PM", + "date": "2025-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.077626, + "strategy_rank": 69.563802, + "production_rank": 73.735077, + "structural_overlay_pass": false, + "structural_overlay_score": 70.048323, + "structural_overlay_rr": 1.983059, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.017063, + "primary_prob": 29.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 3.025595, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.75416, + "range_504_ratio": 2.125826, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.053633, + "hold30_r": -1.0 + }, + { + "symbol": "PODD", + "date": "2025-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.474886, + "strategy_rank": 73.567996, + "production_rank": 77.203626, + "structural_overlay_pass": false, + "structural_overlay_score": 73.343445, + "structural_overlay_rr": 1.882166, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.960149, + "primary_prob": 37.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.440223, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.846902, + "range_504_ratio": 2.33241, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.922298, + "hold30_r": -1.0 + }, + { + "symbol": "PWR", + "date": "2025-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.420091, + "strategy_rank": 73.497941, + "production_rank": 76.471991, + "structural_overlay_pass": false, + "structural_overlay_score": 72.648391, + "structural_overlay_rr": 1.072999, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.014937, + "primary_prob": 43.76, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.522406, + "raw_level_count": 140, + "gate_level_count": 140, + "range_504_log": 1.052049, + "range_504_ratio": 2.863513, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.159573, + "hold30_r": -1.122582 + }, + { + "symbol": "RCL", + "date": "2025-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.648402, + "strategy_rank": 80.875546, + "production_rank": 81.466498, + "structural_overlay_pass": false, + "structural_overlay_score": 77.393173, + "structural_overlay_rr": 1.179388, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.026467, + "primary_prob": 31.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.539701, + "raw_level_count": 177, + "gate_level_count": 177, + "range_504_log": 1.407026, + "range_504_ratio": 4.083793, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.994498, + "hold30_r": 2.79219 + }, + { + "symbol": "RL", + "date": "2025-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.525114, + "strategy_rank": 80.745003, + "production_rank": 84.00504, + "structural_overlay_pass": false, + "structural_overlay_score": 79.804788, + "structural_overlay_rr": 1.069286, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.699434, + "primary_prob": 56.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.049151, + "raw_level_count": 111, + "gate_level_count": 111, + "range_504_log": 1.116555, + "range_504_ratio": 3.054315, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.657099, + "hold30_r": 2.77862 + }, + { + "symbol": "SATS", + "date": "2025-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.657534, + "strategy_rank": 99.726066, + "production_rank": 99.703222, + "structural_overlay_pass": false, + "structural_overlay_score": 94.718061, + "structural_overlay_rr": 1.035546, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.73839, + "primary_prob": 40.11, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 9.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.107584, + "raw_level_count": 111, + "gate_level_count": 111, + "range_504_log": 2.19255, + "range_504_ratio": 8.958027, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.104649, + "hold30_r": -1.071565 + }, + { + "symbol": "SCHW", + "date": "2025-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.821918, + "strategy_rank": 59.619812, + "production_rank": 66.687181, + "structural_overlay_pass": false, + "structural_overlay_score": 63.352822, + "structural_overlay_rr": 1.619745, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.576689, + "primary_prob": 31.24, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.365034, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.621567, + "range_504_ratio": 1.861843, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.070458, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2025-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.972603, + "strategy_rank": 98.904539, + "production_rank": 98.927227, + "structural_overlay_pass": false, + "structural_overlay_score": 93.980866, + "structural_overlay_rr": 1.621796, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.853762, + "primary_prob": 31.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.780644, + "raw_level_count": 201, + "gate_level_count": 201, + "range_504_log": 1.963559, + "range_504_ratio": 7.124638, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.017827, + "hold30_r": -1.0 + }, + { + "symbol": "T", + "date": "2025-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.050228, + "strategy_rank": 61.147931, + "production_rank": 67.78203, + "structural_overlay_pass": false, + "structural_overlay_score": 64.392928, + "structural_overlay_rr": 1.239394, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.497093, + "primary_prob": 24.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 88, + "primary_distance_atr": 3.74564, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.655917, + "range_504_ratio": 1.926908, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.057169, + "hold30_r": -0.610142 + }, + { + "symbol": "TKO", + "date": "2025-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.922374, + "strategy_rank": 82.867783, + "production_rank": 86.219313, + "structural_overlay_pass": false, + "structural_overlay_score": 81.908348, + "structural_overlay_rr": 1.771853, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.80881, + "primary_prob": 49.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 71.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.213215, + "raw_level_count": 120, + "gate_level_count": 120, + "range_504_log": 1.077587, + "range_504_ratio": 2.937582, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.754454, + "hold30_r": 4.902377 + }, + { + "symbol": "TPR", + "date": "2025-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.287671, + "strategy_rank": 94.730674, + "production_rank": 95.91634, + "structural_overlay_pass": false, + "structural_overlay_score": 91.120523, + "structural_overlay_rr": 1.601232, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.572928, + "primary_prob": 22.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.359392, + "raw_level_count": 105, + "gate_level_count": 105, + "range_504_log": 1.478842, + "range_504_ratio": 4.387861, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.541476, + "hold30_r": 3.836003 + }, + { + "symbol": "TSLA", + "date": "2025-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.721461, + "strategy_rank": 93.997269, + "production_rank": 93.905333, + "structural_overlay_pass": false, + "structural_overlay_score": 89.210066, + "structural_overlay_rr": 1.190237, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.953995, + "primary_prob": 34.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.430992, + "raw_level_count": 107, + "gate_level_count": 107, + "range_504_log": 1.258369, + "range_504_ratio": 3.519677, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.027303, + "hold30_r": -1.0 + }, + { + "symbol": "TTWO", + "date": "2025-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.178082, + "strategy_rank": 78.102537, + "production_rank": 83.461052, + "structural_overlay_pass": false, + "structural_overlay_score": 79.287999, + "structural_overlay_rr": 2.000402, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.848419, + "primary_prob": 24.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 66.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.772629, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 0.694829, + "range_504_ratio": 2.003367, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.8018, + "hold30_r": 1.665813 + }, + { + "symbol": "UBER", + "date": "2025-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.251142, + "strategy_rank": 76.358239, + "production_rank": 77.655873, + "structural_overlay_pass": false, + "structural_overlay_score": 73.77308, + "structural_overlay_rr": 1.859431, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.235393, + "primary_prob": 29.49, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 33.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.85309, + "raw_level_count": 128, + "gate_level_count": 128, + "range_504_log": 0.781559, + "range_504_ratio": 2.184876, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.039954, + "hold30_r": -1.0 + }, + { + "symbol": "ULTA", + "date": "2025-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.296804, + "strategy_rank": 82.87709, + "production_rank": 85.350328, + "structural_overlay_pass": false, + "structural_overlay_score": 81.082811, + "structural_overlay_rr": 1.601384, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.115596, + "primary_prob": 45.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.673394, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.620579, + "range_504_ratio": 1.860005, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.064197, + "hold30_r": -1.0 + }, + { + "symbol": "VRSN", + "date": "2025-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.351598, + "strategy_rank": 78.431752, + "production_rank": 83.0717, + "structural_overlay_pass": false, + "structural_overlay_score": 78.918115, + "structural_overlay_rr": 2.467333, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.547856, + "primary_prob": 27.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.321783, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.620243, + "range_504_ratio": 1.859379, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.042635, + "hold30_r": 0.369137 + }, + { + "symbol": "VRT", + "date": "2025-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.269406, + "strategy_rank": 89.717775, + "production_rank": 89.568319, + "structural_overlay_pass": false, + "structural_overlay_score": 85.089903, + "structural_overlay_rr": 1.414021, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.165313, + "primary_prob": 25.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.74797, + "raw_level_count": 186, + "gate_level_count": 186, + "range_504_log": 1.65517, + "range_504_ratio": 5.233971, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.023565, + "hold30_r": -1.0 + }, + { + "symbol": "VST", + "date": "2025-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.319635, + "strategy_rank": 93.508237, + "production_rank": 94.112036, + "structural_overlay_pass": false, + "structural_overlay_score": 89.406434, + "structural_overlay_rr": 1.847542, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.912115, + "primary_prob": 47.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 76.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.368172, + "raw_level_count": 156, + "gate_level_count": 156, + "range_504_log": 1.871165, + "range_504_ratio": 6.495863, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.026016, + "hold30_r": -1.0 + }, + { + "symbol": "WEC", + "date": "2025-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.593607, + "strategy_rank": 57.099676, + "production_rank": 64.930986, + "structural_overlay_pass": false, + "structural_overlay_score": 61.684437, + "structural_overlay_rr": 0.760043, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.109301, + "primary_prob": 32.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.663952, + "raw_level_count": 22, + "gate_level_count": 22, + "range_504_log": 0.453084, + "range_504_ratio": 1.573157, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.081701, + "hold30_r": -1.0 + }, + { + "symbol": "WRB", + "date": "2025-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.356164, + "strategy_rank": 64.585917, + "production_rank": 72.509333, + "structural_overlay_pass": false, + "structural_overlay_score": 68.883866, + "structural_overlay_rr": 1.557404, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.557404, + "primary_prob": 16.59, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.336106, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 0.558852, + "range_504_ratio": 1.748663, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.490875, + "hold30_r": -1.078203 + }, + { + "symbol": "WSM", + "date": "2025-11-07", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 85.616438, + "strategy_rank": 82.440059, + "production_rank": 83.498852, + "structural_overlay_pass": true, + "structural_overlay_score": 84.323909, + "structural_overlay_rr": 2.325787, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.170939, + "primary_prob": 22.61, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 3.256409, + "raw_level_count": 122, + "gate_level_count": 122, + "range_504_log": 1.117982, + "range_504_ratio": 3.058676, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.040974, + "hold30_r": -1.0 + }, + { + "symbol": "WYNN", + "date": "2025-11-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.643836, + "strategy_rank": 84.527538, + "production_rank": 85.23297, + "structural_overlay_pass": false, + "structural_overlay_score": 80.971322, + "structural_overlay_rr": 1.158067, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.158067, + "primary_prob": 40.21, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.7371, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.721329, + "range_504_ratio": 2.057165, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.121603, + "hold30_r": -1.0 + }, + { + "symbol": "GEV", + "date": "2025-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.440489, + "strategy_rank": 93.146522, + "production_rank": 94.244511, + "structural_overlay_pass": false, + "structural_overlay_score": 89.532286, + "structural_overlay_rr": 1.799215, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.712799, + "primary_prob": 27.36, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 69.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.569199, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 1.738976, + "range_504_ratio": 5.691512, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.029241, + "hold30_r": -1.0 + }, + { + "symbol": "WBD", + "date": "2025-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.886541, + "strategy_rank": 97.788059, + "production_rank": 97.820886, + "structural_overlay_pass": false, + "structural_overlay_score": 92.929842, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.632941, + "primary_prob": 30.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.449411, + "raw_level_count": 101, + "gate_level_count": 101, + "range_504_log": 1.244988, + "range_504_ratio": 3.472892, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.593699, + "hold30_r": 5.268101 + }, + { + "symbol": "CEG", + "date": "2025-11-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.995551, + "strategy_rank": 91.736286, + "production_rank": 93.156041, + "structural_overlay_pass": false, + "structural_overlay_score": 88.498239, + "structural_overlay_rr": 1.549887, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.518094, + "primary_prob": 20.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.277141, + "raw_level_count": 142, + "gate_level_count": 142, + "range_504_log": 1.327344, + "range_504_ratio": 3.771016, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.493256, + "hold30_r": 0.835618 + }, + { + "symbol": "HOOD", + "date": "2025-11-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.666296, + "strategy_rank": 98.83411, + "production_rank": 99.111505, + "structural_overlay_pass": false, + "structural_overlay_score": 94.15593, + "structural_overlay_rr": 1.227209, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.08893, + "primary_prob": 28.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.633395, + "raw_level_count": 175, + "gate_level_count": 175, + "range_504_log": 2.967915, + "range_504_ratio": 19.451315, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.018975, + "hold30_r": -1.0 + }, + { + "symbol": "ABBV", + "date": "2025-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.986652, + "strategy_rank": 70.447482, + "production_rank": 76.293872, + "structural_overlay_pass": false, + "structural_overlay_score": 72.479178, + "structural_overlay_rr": 1.61661, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.164583, + "primary_prob": 39.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.746874, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.585649, + "range_504_ratio": 1.796156, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.060343, + "hold30_r": -1.0 + }, + { + "symbol": "ADM", + "date": "2025-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.758621, + "strategy_rank": 72.348349, + "production_rank": 75.818439, + "structural_overlay_pass": false, + "structural_overlay_score": 72.027517, + "structural_overlay_rr": 1.995135, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.791099, + "primary_prob": 32.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 106, + "primary_distance_atr": 2.686649, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.635256, + "range_504_ratio": 1.887506, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.042241, + "hold30_r": -0.158559 + }, + { + "symbol": "ALLE", + "date": "2025-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.978865, + "strategy_rank": 64.076993, + "production_rank": 69.71095, + "structural_overlay_pass": false, + "structural_overlay_score": 66.225403, + "structural_overlay_rr": 1.782845, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.520287, + "primary_prob": 22.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.280431, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.570334, + "range_504_ratio": 1.768858, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.06528, + "hold30_r": -0.02429 + }, + { + "symbol": "AMD", + "date": "2025-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.993326, + "strategy_rank": 94.729845, + "production_rank": 94.484339, + "structural_overlay_pass": false, + "structural_overlay_score": 89.760122, + "structural_overlay_rr": 0.751087, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.724018, + "primary_prob": 54.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.086027, + "raw_level_count": 111, + "gate_level_count": 111, + "range_504_log": 1.250519, + "range_504_ratio": 3.492154, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.023894, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2025-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.768632, + "strategy_rank": 91.973891, + "production_rank": 91.905471, + "structural_overlay_pass": false, + "structural_overlay_score": 87.310198, + "structural_overlay_rr": 1.918918, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.839036, + "primary_prob": 52.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 89.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.258553, + "raw_level_count": 161, + "gate_level_count": 161, + "range_504_log": 1.159931, + "range_504_ratio": 3.189712, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.026922, + "hold30_r": -1.0 + }, + { + "symbol": "APH", + "date": "2025-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.328142, + "strategy_rank": 80.014938, + "production_rank": 85.11934, + "structural_overlay_pass": false, + "structural_overlay_score": 80.863373, + "structural_overlay_rr": 1.256333, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.190855, + "primary_prob": 26.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.786282, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 1.210017, + "range_504_ratio": 3.353542, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.150462, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2025-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.553949, + "strategy_rank": 97.789096, + "production_rank": 98.044047, + "structural_overlay_pass": false, + "structural_overlay_score": 93.141845, + "structural_overlay_rr": 1.683773, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.076937, + "primary_prob": 33.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.615405, + "raw_level_count": 205, + "gate_level_count": 205, + "range_504_log": 3.036534, + "range_504_ratio": 20.832914, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.019864, + "hold30_r": -1.0 + }, + { + "symbol": "APTV", + "date": "2025-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.655172, + "strategy_rank": 82.0372, + "production_rank": 84.576524, + "structural_overlay_pass": false, + "structural_overlay_score": 80.347698, + "structural_overlay_rr": 1.875361, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.903056, + "primary_prob": 30.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 69, + "primary_distance_atr": 2.854583, + "raw_level_count": 109, + "gate_level_count": 109, + "range_504_log": 0.663904, + "range_504_ratio": 1.942361, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.046546, + "hold30_r": -1.0 + }, + { + "symbol": "ATO", + "date": "2025-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.201335, + "strategy_rank": 57.573454, + "production_rank": 65.449414, + "structural_overlay_pass": false, + "structural_overlay_score": 62.176943, + "structural_overlay_rr": 0.811335, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.785911, + "primary_prob": 40.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.178867, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.492451, + "range_504_ratio": 1.636322, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.084321, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2025-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.441602, + "strategy_rank": 92.515448, + "production_rank": 94.157499, + "structural_overlay_pass": false, + "structural_overlay_score": 89.449624, + "structural_overlay_rr": 1.025968, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.679164, + "primary_prob": 47.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.018746, + "raw_level_count": 141, + "gate_level_count": 141, + "range_504_log": 1.453832, + "range_504_ratio": 4.279482, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.64565, + "hold30_r": -1.0 + }, + { + "symbol": "AZO", + "date": "2025-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.539488, + "strategy_rank": 66.80328, + "production_rank": 73.048683, + "structural_overlay_pass": false, + "structural_overlay_score": 69.396249, + "structural_overlay_rr": 2.378519, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.729367, + "primary_prob": 24.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.59405, + "raw_level_count": 86, + "gate_level_count": 86, + "range_504_log": 0.558616, + "range_504_ratio": 1.748251, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.254543, + "hold30_r": -1.197515 + }, + { + "symbol": "BA", + "date": "2025-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.987764, + "strategy_rank": 79.372456, + "production_rank": 82.577559, + "structural_overlay_pass": false, + "structural_overlay_score": 78.448681, + "structural_overlay_rr": 0.736931, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.899817, + "primary_prob": 52.39, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 97, + "primary_distance_atr": 1.349726, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.730387, + "range_504_ratio": 2.075883, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.055504, + "hold30_r": -1.0 + }, + { + "symbol": "BK", + "date": "2025-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.761958, + "strategy_rank": 61.165446, + "production_rank": 69.364283, + "structural_overlay_pass": false, + "structural_overlay_score": 65.896069, + "structural_overlay_rr": 1.082661, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.082661, + "primary_prob": 41.82, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.623991, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.922376, + "range_504_ratio": 2.515259, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.073382, + "hold30_r": -1.0 + }, + { + "symbol": "C", + "date": "2025-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.984427, + "strategy_rank": 70.111408, + "production_rank": 75.402414, + "structural_overlay_pass": false, + "structural_overlay_score": 71.632293, + "structural_overlay_rr": 1.270459, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.921287, + "primary_prob": 33.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.38193, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 0.923562, + "range_504_ratio": 2.518245, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.048177, + "hold30_r": -1.0 + }, + { + "symbol": "CASY", + "date": "2025-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.209121, + "strategy_rank": 73.633177, + "production_rank": 78.491825, + "structural_overlay_pass": false, + "structural_overlay_score": 74.567234, + "structural_overlay_rr": 1.870276, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.832602, + "primary_prob": 13.34, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 8.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.748903, + "raw_level_count": 100, + "gate_level_count": 100, + "range_504_log": 0.763854, + "range_504_ratio": 2.146534, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.773054, + "hold30_r": 1.295084 + }, + { + "symbol": "CAT", + "date": "2025-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.317019, + "strategy_rank": 77.768528, + "production_rank": 80.284692, + "structural_overlay_pass": false, + "structural_overlay_score": 76.270457, + "structural_overlay_rr": 1.627867, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.131365, + "primary_prob": 26.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.697047, + "raw_level_count": 99, + "gate_level_count": 99, + "range_504_log": 0.914632, + "range_504_ratio": 2.495856, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.0895, + "hold30_r": 0.882577 + }, + { + "symbol": "CIEN", + "date": "2025-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.776418, + "strategy_rank": 97.179009, + "production_rank": 97.711479, + "structural_overlay_pass": false, + "structural_overlay_score": 92.825905, + "structural_overlay_rr": 1.549986, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.549986, + "primary_prob": 31.32, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.32498, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 1.62435, + "range_504_ratio": 5.075118, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.02646, + "hold30_r": -1.0 + }, + { + "symbol": "CRWD", + "date": "2025-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.764182, + "strategy_rank": 85.275105, + "production_rank": 86.104798, + "structural_overlay_pass": false, + "structural_overlay_score": 81.799558, + "structural_overlay_rr": 1.0874, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.0874, + "primary_prob": 41.69, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.631099, + "raw_level_count": 142, + "gate_level_count": 142, + "range_504_log": 1.056117, + "range_504_ratio": 2.875184, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.039832, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2025-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.765295, + "strategy_rank": 90.703964, + "production_rank": 90.057741, + "structural_overlay_pass": false, + "structural_overlay_score": 85.554854, + "structural_overlay_rr": 1.734547, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.71547, + "primary_prob": 21.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.573205, + "raw_level_count": 205, + "gate_level_count": 205, + "range_504_log": 2.701059, + "range_504_ratio": 14.895495, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.695247, + "hold30_r": 3.534186 + }, + { + "symbol": "CVS", + "date": "2025-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.883204, + "strategy_rank": 79.070851, + "production_rank": 84.341635, + "structural_overlay_pass": false, + "structural_overlay_score": 80.124553, + "structural_overlay_rr": 0.873843, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.59646, + "primary_prob": 35.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.39469, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.670275, + "range_504_ratio": 1.954775, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.052263, + "hold30_r": -1.0 + }, + { + "symbol": "DASH", + "date": "2025-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.322581, + "strategy_rank": 88.664208, + "production_rank": 89.216999, + "structural_overlay_pass": false, + "structural_overlay_score": 84.756149, + "structural_overlay_rr": 1.570533, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.83338, + "primary_prob": 29.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 88.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.75007, + "raw_level_count": 158, + "gate_level_count": 158, + "range_504_log": 1.196065, + "range_504_ratio": 3.307077, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.025629, + "hold30_r": -1.0 + }, + { + "symbol": "DG", + "date": "2025-11-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.548387, + "strategy_rank": 87.892306, + "production_rank": 89.777666, + "structural_overlay_pass": false, + "structural_overlay_score": 85.288783, + "structural_overlay_rr": 1.734136, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.670283, + "primary_prob": 22.66, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 4.005425, + "raw_level_count": 108, + "gate_level_count": 108, + "range_504_log": 0.928232, + "range_504_ratio": 2.530032, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.05203, + "hold30_r": -1.0 + }, + { + "symbol": "DLTR", + "date": "2025-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.438265, + "strategy_rank": 89.147851, + "production_rank": 90.911322, + "structural_overlay_pass": false, + "structural_overlay_score": 86.365756, + "structural_overlay_rr": 2.247906, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.552266, + "primary_prob": 51.28, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 56, + "primary_distance_atr": 2.328398, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 0.916225, + "range_504_ratio": 2.499835, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.041689, + "hold30_r": -1.0 + }, + { + "symbol": "EBAY", + "date": "2025-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.103448, + "strategy_rank": 91.176853, + "production_rank": 91.819052, + "structural_overlay_pass": false, + "structural_overlay_score": 87.228099, + "structural_overlay_rr": 1.536639, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.259252, + "primary_prob": 29.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.888878, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.963329, + "range_504_ratio": 2.620405, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.035885, + "hold30_r": 0.695447 + }, + { + "symbol": "EL", + "date": "2025-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.880979, + "strategy_rank": 91.087717, + "production_rank": 91.685471, + "structural_overlay_pass": false, + "structural_overlay_score": 87.101198, + "structural_overlay_rr": 1.594118, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.30907, + "primary_prob": 41.18, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.963604, + "raw_level_count": 151, + "gate_level_count": 151, + "range_504_log": 1.194728, + "range_504_ratio": 3.30266, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.273469, + "hold30_r": 3.564868 + }, + { + "symbol": "EME", + "date": "2025-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.427141, + "strategy_rank": 83.771585, + "production_rank": 83.990104, + "structural_overlay_pass": false, + "structural_overlay_score": 79.790599, + "structural_overlay_rr": 2.007572, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.680191, + "primary_prob": 45.52, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 24.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.020287, + "raw_level_count": 126, + "gate_level_count": 126, + "range_504_log": 1.313741, + "range_504_ratio": 3.720065, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.030747, + "hold30_r": -1.0 + }, + { + "symbol": "ETR", + "date": "2025-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.649611, + "strategy_rank": 60.586581, + "production_rank": 68.607591, + "structural_overlay_pass": false, + "structural_overlay_score": 65.177211, + "structural_overlay_rr": 1.293762, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.851409, + "primary_prob": 41.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.277114, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.731824, + "range_504_ratio": 2.07887, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.77997, + "hold30_r": -1.0 + }, + { + "symbol": "EVRG", + "date": "2025-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.202447, + "strategy_rank": 57.808084, + "production_rank": 65.939538, + "structural_overlay_pass": false, + "structural_overlay_score": 62.642561, + "structural_overlay_rr": 1.617156, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.617156, + "primary_prob": 15.94, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 4.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.425734, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.50281, + "range_504_ratio": 1.653361, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.089612, + "hold30_r": -1.0 + }, + { + "symbol": "EXC", + "date": "2025-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.206897, + "strategy_rank": 61.210532, + "production_rank": 69.542654, + "structural_overlay_pass": false, + "structural_overlay_score": 66.065521, + "structural_overlay_rr": 1.036607, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.749478, + "primary_prob": 32.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 62, + "primary_distance_atr": 2.624218, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.374759, + "range_504_ratio": 1.454641, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.069709, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2025-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.885428, + "strategy_rank": 95.921909, + "production_rank": 96.243082, + "structural_overlay_pass": false, + "structural_overlay_score": 91.430928, + "structural_overlay_rr": 1.569325, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.569325, + "primary_prob": 31.17, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.353987, + "raw_level_count": 176, + "gate_level_count": 176, + "range_504_log": 1.708268, + "range_504_ratio": 5.519394, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.543526, + "hold30_r": 0.529395 + }, + { + "symbol": "FSLR", + "date": "2025-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.767519, + "strategy_rank": 92.405188, + "production_rank": 91.859299, + "structural_overlay_pass": false, + "structural_overlay_score": 87.266334, + "structural_overlay_rr": 0.841593, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.789818, + "primary_prob": 38.1, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 9.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.184728, + "raw_level_count": 124, + "gate_level_count": 124, + "range_504_log": 0.96767, + "range_504_ratio": 2.631806, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.763238, + "hold30_r": 0.589213 + }, + { + "symbol": "GE", + "date": "2025-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.770857, + "strategy_rank": 74.36324, + "production_rank": 80.832445, + "structural_overlay_pass": false, + "structural_overlay_score": 76.790823, + "structural_overlay_rr": 0.941306, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.761136, + "primary_prob": 38.61, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 6.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.141704, + "raw_level_count": 120, + "gate_level_count": 120, + "range_504_log": 1.015453, + "range_504_ratio": 2.760614, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.051904, + "hold30_r": -1.0 + }, + { + "symbol": "GLW", + "date": "2025-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.773081, + "strategy_rank": 87.485108, + "production_rank": 90.247766, + "structural_overlay_pass": false, + "structural_overlay_score": 85.735377, + "structural_overlay_rr": 1.617404, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.106685, + "primary_prob": 30.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.660028, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 1.21724, + "range_504_ratio": 3.377851, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.074065, + "hold30_r": 1.35158 + }, + { + "symbol": "GOOG", + "date": "2025-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.096774, + "strategy_rank": 76.017686, + "production_rank": 79.710716, + "structural_overlay_pass": false, + "structural_overlay_score": 75.72518, + "structural_overlay_rr": 1.297084, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.878943, + "primary_prob": 49.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.318415, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 0.815078, + "range_504_ratio": 2.259351, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.831007, + "hold30_r": 3.251083 + }, + { + "symbol": "GOOGL", + "date": "2025-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.430478, + "strategy_rank": 77.416651, + "production_rank": 80.754594, + "structural_overlay_pass": false, + "structural_overlay_score": 76.716864, + "structural_overlay_rr": 1.30037, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.885374, + "primary_prob": 49.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.328061, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 0.825522, + "range_504_ratio": 2.283073, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.838213, + "hold30_r": 3.193981 + }, + { + "symbol": "HII", + "date": "2025-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.100111, + "strategy_rank": 78.020133, + "production_rank": 82.046793, + "structural_overlay_pass": false, + "structural_overlay_score": 77.944453, + "structural_overlay_rr": 1.022309, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.805076, + "primary_prob": 51.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.207614, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.730943, + "range_504_ratio": 2.077039, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.043018, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2025-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.105673, + "strategy_rank": 81.457434, + "production_rank": 86.006847, + "structural_overlay_pass": false, + "structural_overlay_score": 81.706505, + "structural_overlay_rr": 0.935759, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.985685, + "primary_prob": 45.04, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.478527, + "raw_level_count": 140, + "gate_level_count": 140, + "range_504_log": 1.45721, + "range_504_ratio": 4.293963, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.046749, + "hold30_r": -1.0 + }, + { + "symbol": "IBKR", + "date": "2025-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.989989, + "strategy_rank": 85.901649, + "production_rank": 87.597762, + "structural_overlay_pass": false, + "structural_overlay_score": 83.217874, + "structural_overlay_rr": 1.044957, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.074081, + "primary_prob": 29.26, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 11.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.611122, + "raw_level_count": 130, + "gate_level_count": 130, + "range_504_log": 1.396572, + "range_504_ratio": 4.041322, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.033533, + "hold30_r": -1.0 + }, + { + "symbol": "IBM", + "date": "2025-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.094549, + "strategy_rank": 74.849204, + "production_rank": 78.264319, + "structural_overlay_pass": false, + "structural_overlay_score": 74.351103, + "structural_overlay_rr": 0.677931, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.677931, + "primary_prob": 56.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.016896, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 0.790707, + "range_504_ratio": 2.204954, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.04251, + "hold30_r": -1.0 + }, + { + "symbol": "IDXX", + "date": "2025-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.213571, + "strategy_rank": 92.152163, + "production_rank": 92.172632, + "structural_overlay_pass": false, + "structural_overlay_score": 87.564001, + "structural_overlay_rr": 1.638778, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.638778, + "primary_prob": 29.77, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.458167, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.724547, + "range_504_ratio": 2.063795, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.588605, + "hold30_r": -0.276705 + }, + { + "symbol": "INTC", + "date": "2025-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.215795, + "strategy_rank": 94.685796, + "production_rank": 94.529129, + "structural_overlay_pass": false, + "structural_overlay_score": 89.802673, + "structural_overlay_rr": 1.621177, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 3.031073, + "primary_prob": 20.08, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 4.546609, + "raw_level_count": 110, + "gate_level_count": 110, + "range_504_log": 1.065716, + "range_504_ratio": 2.902915, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 3.004333, + "hold30_r": 0.670017 + }, + { + "symbol": "JBL", + "date": "2025-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.43604, + "strategy_rank": 88.212442, + "production_rank": 89.620308, + "structural_overlay_pass": false, + "structural_overlay_score": 85.139293, + "structural_overlay_rr": 2.067687, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.718522, + "primary_prob": 59.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.077783, + "raw_level_count": 116, + "gate_level_count": 116, + "range_504_log": 0.905918, + "range_504_ratio": 2.474203, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.686973, + "hold30_r": 2.320838 + }, + { + "symbol": "JCI", + "date": "2025-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.088988, + "strategy_rank": 66.98349, + "production_rank": 71.351989, + "structural_overlay_pass": false, + "structural_overlay_score": 67.78439, + "structural_overlay_rr": 1.136491, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.697055, + "primary_prob": 56.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.045583, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.894653, + "range_504_ratio": 2.446487, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.05333, + "hold30_r": -1.0 + }, + { + "symbol": "KLAC", + "date": "2025-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.325918, + "strategy_rank": 88.768764, + "production_rank": 90.287815, + "structural_overlay_pass": false, + "structural_overlay_score": 85.773424, + "structural_overlay_rr": 1.50194, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.927144, + "primary_prob": 33.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.390716, + "raw_level_count": 121, + "gate_level_count": 121, + "range_504_log": 0.896633, + "range_504_ratio": 2.451336, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.890308, + "hold30_r": -1.0 + }, + { + "symbol": "KR", + "date": "2025-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.98109, + "strategy_rank": 70.639482, + "production_rank": 74.753352, + "structural_overlay_pass": false, + "structural_overlay_score": 71.015684, + "structural_overlay_rr": 1.549805, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.300694, + "primary_prob": 26.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 3.45104, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.576225, + "range_504_ratio": 1.779309, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.066334, + "hold30_r": -1.0 + }, + { + "symbol": "LITE", + "date": "2025-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.107898, + "strategy_rank": 96.976638, + "production_rank": 97.020391, + "structural_overlay_pass": false, + "structural_overlay_score": 92.169372, + "structural_overlay_rr": 1.517256, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.517256, + "primary_prob": 31.92, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.275885, + "raw_level_count": 118, + "gate_level_count": 118, + "range_504_log": 1.967676, + "range_504_ratio": 7.154029, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.50038, + "hold30_r": 5.053523 + }, + { + "symbol": "LRCX", + "date": "2025-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.21802, + "strategy_rank": 92.458052, + "production_rank": 93.711375, + "structural_overlay_pass": false, + "structural_overlay_score": 89.025806, + "structural_overlay_rr": 1.769324, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.535807, + "primary_prob": 17.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.30371, + "raw_level_count": 107, + "gate_level_count": 107, + "range_504_log": 1.087842, + "range_504_ratio": 2.967862, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.029456, + "hold30_r": -1.0 + }, + { + "symbol": "MCK", + "date": "2025-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.318131, + "strategy_rank": 70.07863, + "production_rank": 75.491797, + "structural_overlay_pass": false, + "structural_overlay_score": 71.717207, + "structural_overlay_rr": 0.853001, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.853001, + "primary_prob": 49.2, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.279501, + "raw_level_count": 122, + "gate_level_count": 122, + "range_504_log": 0.698846, + "range_504_ratio": 2.011429, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.796752, + "hold30_r": -1.0 + }, + { + "symbol": "MO", + "date": "2025-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.979978, + "strategy_rank": 63.046362, + "production_rank": 69.357567, + "structural_overlay_pass": false, + "structural_overlay_score": 65.889689, + "structural_overlay_rr": 1.290834, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.372487, + "primary_prob": 34.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 74.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.05873, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.558341, + "range_504_ratio": 1.747771, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.068316, + "hold30_r": -0.246544 + }, + { + "symbol": "MPWR", + "date": "2025-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.991101, + "strategy_rank": 90.831063, + "production_rank": 91.217742, + "structural_overlay_pass": false, + "structural_overlay_score": 86.656855, + "structural_overlay_rr": 1.725278, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.853178, + "primary_prob": 37.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.279767, + "raw_level_count": 105, + "gate_level_count": 105, + "range_504_log": 0.939917, + "range_504_ratio": 2.559768, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.026174, + "hold30_r": -1.0 + }, + { + "symbol": "NEM", + "date": "2025-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.998888, + "strategy_rank": 94.604438, + "production_rank": 96.069254, + "structural_overlay_pass": false, + "structural_overlay_score": 91.265792, + "structural_overlay_rr": 1.156158, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.014774, + "primary_prob": 29.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.522161, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 1.209173, + "range_504_ratio": 3.350714, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.03187, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2025-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.432703, + "strategy_rank": 79.484135, + "production_rank": 82.800324, + "structural_overlay_pass": false, + "structural_overlay_score": 78.660308, + "structural_overlay_rr": 1.883518, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.851054, + "primary_prob": 31.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.77658, + "raw_level_count": 135, + "gate_level_count": 135, + "range_504_log": 1.108654, + "range_504_ratio": 3.030276, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.049026, + "hold30_r": -1.0 + }, + { + "symbol": "NRG", + "date": "2025-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.662959, + "strategy_rank": 91.903805, + "production_rank": 93.490189, + "structural_overlay_pass": false, + "structural_overlay_score": 88.81568, + "structural_overlay_rr": 0.983213, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.019676, + "primary_prob": 30.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.529515, + "raw_level_count": 120, + "gate_level_count": 120, + "range_504_log": 1.391515, + "range_504_ratio": 4.020935, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.029197, + "hold30_r": -1.0 + }, + { + "symbol": "ORCL", + "date": "2025-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.550612, + "strategy_rank": 96.485872, + "production_rank": 96.174119, + "structural_overlay_pass": false, + "structural_overlay_score": 91.365413, + "structural_overlay_rr": 1.057595, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.698528, + "primary_prob": 44.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.047793, + "raw_level_count": 125, + "gate_level_count": 125, + "range_504_log": 1.247887, + "range_504_ratio": 3.482974, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.024788, + "hold30_r": -1.0 + }, + { + "symbol": "ORLY", + "date": "2025-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.426029, + "strategy_rank": 61.994225, + "production_rank": 69.138159, + "structural_overlay_pass": false, + "structural_overlay_score": 65.681251, + "structural_overlay_rr": 1.859643, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.335265, + "primary_prob": 38.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 87.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.002898, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 0.578348, + "range_504_ratio": 1.78309, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.061578, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2025-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.221357, + "strategy_rank": 96.991021, + "production_rank": 97.734466, + "structural_overlay_pass": false, + "structural_overlay_score": 92.847743, + "structural_overlay_rr": 0.860341, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.915299, + "primary_prob": 36.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.372948, + "raw_level_count": 193, + "gate_level_count": 193, + "range_504_log": 2.583863, + "range_504_ratio": 13.248212, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.022917, + "hold30_r": -1.0 + }, + { + "symbol": "PM", + "date": "2025-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.874305, + "strategy_rank": 72.831991, + "production_rank": 77.512762, + "structural_overlay_pass": false, + "structural_overlay_score": 73.637124, + "structural_overlay_rr": 1.332358, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.816157, + "primary_prob": 31.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.724235, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.75416, + "range_504_ratio": 2.125826, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.059444, + "hold30_r": -1.0 + }, + { + "symbol": "PWR", + "date": "2025-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.87208, + "strategy_rank": 76.724552, + "production_rank": 79.440394, + "structural_overlay_pass": false, + "structural_overlay_score": 75.468375, + "structural_overlay_rr": 1.633532, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.715815, + "primary_prob": 42.02, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 14.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.073723, + "raw_level_count": 140, + "gate_level_count": 140, + "range_504_log": 0.994679, + "range_504_ratio": 2.703856, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.680865, + "hold30_r": -0.019946 + }, + { + "symbol": "SATS", + "date": "2025-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.888765, + "strategy_rank": 99.888839, + "production_rank": 99.888815, + "structural_overlay_pass": false, + "structural_overlay_score": 94.894374, + "structural_overlay_rr": 1.912866, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.670455, + "primary_prob": 28.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 70.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.505683, + "raw_level_count": 110, + "gate_level_count": 110, + "range_504_log": 2.19255, + "range_504_ratio": 8.958027, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.638538, + "hold30_r": 9.897239 + }, + { + "symbol": "SMCI", + "date": "2025-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.443826, + "strategy_rank": 99.011344, + "production_rank": 99.155505, + "structural_overlay_pass": false, + "structural_overlay_score": 94.19773, + "structural_overlay_rr": 2.021232, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.590645, + "primary_prob": 35.6, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.385967, + "raw_level_count": 201, + "gate_level_count": 201, + "range_504_log": 1.963559, + "range_504_ratio": 7.124638, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.017165, + "hold30_r": -1.0 + }, + { + "symbol": "STX", + "date": "2025-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.10901, + "strategy_rank": 96.578638, + "production_rank": 97.088762, + "structural_overlay_pass": false, + "structural_overlay_score": 92.234324, + "structural_overlay_rr": 1.549112, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 11, + "rr": 0.840147, + "primary_prob": 35.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.26022, + "raw_level_count": 108, + "gate_level_count": 108, + "range_504_log": 1.550544, + "range_504_ratio": 4.714035, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.020166, + "hold30_r": -1.0 + }, + { + "symbol": "T", + "date": "2025-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.756396, + "strategy_rank": 59.725926, + "production_rank": 66.736082, + "structural_overlay_pass": false, + "structural_overlay_score": 63.399278, + "structural_overlay_rr": 2.411928, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.739952, + "primary_prob": 33.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 88, + "primary_distance_atr": 2.609928, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.652688, + "range_504_ratio": 1.920696, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.063197, + "hold30_r": -1.0 + }, + { + "symbol": "TEL", + "date": "2025-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.542825, + "strategy_rank": 74.199734, + "production_rank": 78.980764, + "structural_overlay_pass": false, + "structural_overlay_score": 75.031726, + "structural_overlay_rr": 1.388765, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.055933, + "primary_prob": 44.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.5839, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.767949, + "range_504_ratio": 2.155341, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.051713, + "hold30_r": -1.0 + }, + { + "symbol": "TER", + "date": "2025-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.646274, + "strategy_rank": 85.820538, + "production_rank": 84.429117, + "structural_overlay_pass": false, + "structural_overlay_score": 80.207661, + "structural_overlay_rr": 1.717357, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.98367, + "primary_prob": 30.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.475505, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 1.069053, + "range_504_ratio": 2.912621, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.027502, + "hold30_r": -1.0 + }, + { + "symbol": "TKO", + "date": "2025-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.660734, + "strategy_rank": 84.508907, + "production_rank": 87.892849, + "structural_overlay_pass": false, + "structural_overlay_score": 83.498207, + "structural_overlay_rr": 1.522107, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.558442, + "primary_prob": 18.17, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 10.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.337662, + "raw_level_count": 120, + "gate_level_count": 120, + "range_504_log": 1.077587, + "range_504_ratio": 2.937582, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.054029, + "hold30_r": -1.0 + }, + { + "symbol": "TPR", + "date": "2025-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.331479, + "strategy_rank": 94.96966, + "production_rank": 96.090267, + "structural_overlay_pass": false, + "structural_overlay_score": 91.285753, + "structural_overlay_rr": 1.501837, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.749606, + "primary_prob": 49.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 59.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.12441, + "raw_level_count": 104, + "gate_level_count": 104, + "range_504_log": 1.446613, + "range_504_ratio": 4.248701, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.71735, + "hold30_r": 4.472224 + }, + { + "symbol": "TSLA", + "date": "2025-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.20356, + "strategy_rank": 86.477786, + "production_rank": 85.386377, + "structural_overlay_pass": false, + "structural_overlay_score": 81.117058, + "structural_overlay_rr": 0.67787, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.096789, + "primary_prob": 43.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 86.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.645184, + "raw_level_count": 107, + "gate_level_count": 107, + "range_504_log": 1.258369, + "range_504_ratio": 3.519677, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.071865, + "hold30_r": 1.543471 + }, + { + "symbol": "TTWO", + "date": "2025-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.212458, + "strategy_rank": 76.734403, + "production_rank": 81.560422, + "structural_overlay_pass": false, + "structural_overlay_score": 77.482401, + "structural_overlay_rr": 1.7188, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.610697, + "primary_prob": 30.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 77.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.416046, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 0.671867, + "range_504_ratio": 1.95789, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.561429, + "hold30_r": 2.398097 + }, + { + "symbol": "UBER", + "date": "2025-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.982202, + "strategy_rank": 77.866343, + "production_rank": 79.904963, + "structural_overlay_pass": false, + "structural_overlay_score": 75.909715, + "structural_overlay_rr": 2.000047, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.695869, + "primary_prob": 60.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 1.043803, + "raw_level_count": 129, + "gate_level_count": 129, + "range_504_log": 0.698554, + "range_504_ratio": 2.010844, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.042808, + "hold30_r": -1.0 + }, + { + "symbol": "ULTA", + "date": "2025-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.210234, + "strategy_rank": 82.225188, + "production_rank": 84.553536, + "structural_overlay_pass": false, + "structural_overlay_score": 80.32586, + "structural_overlay_rr": 1.730665, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.730665, + "primary_prob": 15.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.595997, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.620579, + "range_504_ratio": 1.860005, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.054164, + "hold30_r": -1.0 + }, + { + "symbol": "VRSN", + "date": "2025-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.54505, + "strategy_rank": 77.932034, + "production_rank": 82.136373, + "structural_overlay_pass": false, + "structural_overlay_score": 78.029554, + "structural_overlay_rr": 1.628416, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.437171, + "primary_prob": 24.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 58, + "primary_distance_atr": 3.655756, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.620243, + "range_504_ratio": 1.859379, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.048046, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2025-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.546162, + "strategy_rank": 91.318718, + "production_rank": 91.394533, + "structural_overlay_pass": false, + "structural_overlay_score": 86.824806, + "structural_overlay_rr": 0.788156, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.743281, + "primary_prob": 39.91, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 9.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.114921, + "raw_level_count": 187, + "gate_level_count": 187, + "range_504_log": 1.596677, + "range_504_ratio": 4.936601, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.021127, + "hold30_r": -1.0 + }, + { + "symbol": "VST", + "date": "2025-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.658509, + "strategy_rank": 91.431434, + "production_rank": 91.840459, + "structural_overlay_pass": false, + "structural_overlay_score": 87.248436, + "structural_overlay_rr": 1.757201, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.517045, + "primary_prob": 36.93, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.275567, + "raw_level_count": 156, + "gate_level_count": 156, + "range_504_log": 1.859561, + "range_504_ratio": 6.420914, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.023861, + "hold30_r": -1.0 + }, + { + "symbol": "WDC", + "date": "2025-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.664071, + "strategy_rank": 95.667847, + "production_rank": 96.333255, + "structural_overlay_pass": false, + "structural_overlay_score": 91.516592, + "structural_overlay_rr": 1.447893, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.16475, + "primary_prob": 39.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.747125, + "raw_level_count": 106, + "gate_level_count": 106, + "range_504_log": 1.822892, + "range_504_ratio": 6.189733, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.021782, + "hold30_r": -1.0 + }, + { + "symbol": "WEC", + "date": "2025-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.311457, + "strategy_rank": 56.85065, + "production_rank": 64.670919, + "structural_overlay_pass": false, + "structural_overlay_score": 61.437373, + "structural_overlay_rr": 1.961714, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.961714, + "primary_prob": 15.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.942571, + "raw_level_count": 22, + "gate_level_count": 22, + "range_504_log": 0.453084, + "range_504_ratio": 1.573157, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.08769, + "hold30_r": -1.0 + }, + { + "symbol": "WMT", + "date": "2025-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.423804, + "strategy_rank": 59.194221, + "production_rank": 66.604082, + "structural_overlay_pass": false, + "structural_overlay_score": 63.273878, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.944256, + "primary_prob": 11.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.916384, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.787591, + "range_504_ratio": 2.198094, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.074724, + "hold30_r": -1.0 + }, + { + "symbol": "WRB", + "date": "2025-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.424917, + "strategy_rank": 60.028185, + "production_rank": 67.493762, + "structural_overlay_pass": false, + "structural_overlay_score": 64.119074, + "structural_overlay_rr": 0.716534, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.716534, + "primary_prob": 54.59, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.0748, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 0.549537, + "range_504_ratio": 1.73245, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.641975, + "hold30_r": -1.0 + }, + { + "symbol": "WSM", + "date": "2025-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.877642, + "strategy_rank": 84.656858, + "production_rank": 86.397119, + "structural_overlay_pass": false, + "structural_overlay_score": 82.077263, + "structural_overlay_rr": 2.550545, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.596787, + "primary_prob": 35.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.395181, + "raw_level_count": 121, + "gate_level_count": 121, + "range_504_log": 1.097476, + "range_504_ratio": 2.996594, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.038826, + "hold30_r": -1.0 + }, + { + "symbol": "WYNN", + "date": "2025-11-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.651835, + "strategy_rank": 84.230092, + "production_rank": 85.03734, + "structural_overlay_pass": false, + "structural_overlay_score": 80.785473, + "structural_overlay_rr": 1.939534, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.099325, + "primary_prob": 31.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.648988, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.721329, + "range_504_ratio": 2.057165, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.064522, + "hold30_r": -0.057655 + }, + { + "symbol": "GEV", + "date": "2025-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.696035, + "strategy_rank": 92.808104, + "production_rank": 94.104081, + "structural_overlay_pass": false, + "structural_overlay_score": 89.398877, + "structural_overlay_rr": 1.806529, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.723707, + "primary_prob": 26.98, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 68.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.585561, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 1.738976, + "range_504_ratio": 5.691512, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.028134, + "hold30_r": -1.0 + }, + { + "symbol": "WBD", + "date": "2025-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.356828, + "strategy_rank": 97.358571, + "production_rank": 97.35799, + "structural_overlay_pass": false, + "structural_overlay_score": 92.490091, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.835743, + "primary_prob": 27.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.753614, + "raw_level_count": 103, + "gate_level_count": 103, + "range_504_log": 1.250609, + "range_504_ratio": 3.49247, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.796955, + "hold30_r": 5.18528 + }, + { + "symbol": "CEG", + "date": "2025-11-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.400881, + "strategy_rank": 89.504793, + "production_rank": 90.470155, + "structural_overlay_pass": false, + "structural_overlay_score": 85.946648, + "structural_overlay_rr": 0.785084, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.710391, + "primary_prob": 42.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.065587, + "raw_level_count": 142, + "gate_level_count": 142, + "range_504_log": 1.327344, + "range_504_ratio": 3.771016, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.686418, + "hold30_r": 0.305065 + }, + { + "symbol": "HOOD", + "date": "2025-11-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.669604, + "strategy_rank": 99.109382, + "production_rank": 99.296122, + "structural_overlay_pass": false, + "structural_overlay_score": 94.331316, + "structural_overlay_rr": 1.72832, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.838718, + "primary_prob": 37.11, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 13.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.258077, + "raw_level_count": 175, + "gate_level_count": 175, + "range_504_log": 2.96602, + "range_504_ratio": 19.414498, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.823049, + "hold30_r": 1.142634 + }, + { + "symbol": "AEP", + "date": "2025-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.030837, + "strategy_rank": 60.371036, + "production_rank": 68.257637, + "structural_overlay_pass": false, + "structural_overlay_score": 64.844755, + "structural_overlay_rr": 0.793781, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.835389, + "primary_prob": 37.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.253084, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.506295, + "range_504_ratio": 1.659133, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.751521, + "hold30_r": -1.0 + }, + { + "symbol": "AMAT", + "date": "2025-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.60793, + "strategy_rank": 82.510166, + "production_rank": 82.209421, + "structural_overlay_pass": false, + "structural_overlay_score": 78.09895, + "structural_overlay_rr": 1.149334, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.938678, + "primary_prob": 38.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.408017, + "raw_level_count": 99, + "gate_level_count": 99, + "range_504_log": 0.726593, + "range_504_ratio": 2.068024, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.909464, + "hold30_r": 4.446901 + }, + { + "symbol": "AMD", + "date": "2025-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.39207, + "strategy_rank": 94.385438, + "production_rank": 94.054316, + "structural_overlay_pass": false, + "structural_overlay_score": 89.3516, + "structural_overlay_rr": 1.661707, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.690662, + "primary_prob": 41.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.035993, + "raw_level_count": 111, + "gate_level_count": 111, + "range_504_log": 1.250519, + "range_504_ratio": 3.492154, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.672484, + "hold30_r": 0.278313 + }, + { + "symbol": "ANET", + "date": "2025-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.832599, + "strategy_rank": 93.605896, + "production_rank": 93.681464, + "structural_overlay_pass": false, + "structural_overlay_score": 88.997391, + "structural_overlay_rr": 1.832522, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.202554, + "primary_prob": 24.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 89.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.303831, + "raw_level_count": 161, + "gate_level_count": 161, + "range_504_log": 1.141536, + "range_504_ratio": 3.131574, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.179177, + "hold30_r": 1.25912 + }, + { + "symbol": "APH", + "date": "2025-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.475771, + "strategy_rank": 82.368204, + "production_rank": 87.070727, + "structural_overlay_pass": false, + "structural_overlay_score": 82.71719, + "structural_overlay_rr": 0.835093, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.383894, + "primary_prob": 21.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.075842, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 1.176666, + "range_504_ratio": 3.243541, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.347564, + "hold30_r": 1.009013 + }, + { + "symbol": "APP", + "date": "2025-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.687225, + "strategy_rank": 97.260178, + "production_rank": 97.402527, + "structural_overlay_pass": false, + "structural_overlay_score": 92.532401, + "structural_overlay_rr": 1.844221, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.791507, + "primary_prob": 37.24, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 5.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.187261, + "raw_level_count": 205, + "gate_level_count": 205, + "range_504_log": 3.036534, + "range_504_ratio": 20.832914, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.771907, + "hold30_r": 2.122113 + }, + { + "symbol": "APTV", + "date": "2025-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.171806, + "strategy_rank": 85.725759, + "production_rank": 88.207775, + "structural_overlay_pass": false, + "structural_overlay_score": 83.797386, + "structural_overlay_rr": 1.90102, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.803209, + "primary_prob": 32.17, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 80, + "primary_distance_atr": 2.704814, + "raw_level_count": 109, + "gate_level_count": 109, + "range_504_log": 0.663904, + "range_504_ratio": 1.942361, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.765504, + "hold30_r": 2.039623 + }, + { + "symbol": "ATO", + "date": "2025-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.048458, + "strategy_rank": 57.928426, + "production_rank": 65.968437, + "structural_overlay_pass": false, + "structural_overlay_score": 62.670015, + "structural_overlay_rr": 1.3546, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.844504, + "primary_prob": 38.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.266756, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.491908, + "range_504_ratio": 1.635434, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.091752, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2025-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.348018, + "strategy_rank": 93.469986, + "production_rank": 95.095997, + "structural_overlay_pass": false, + "structural_overlay_score": 90.341197, + "structural_overlay_rr": 0.998828, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.694386, + "primary_prob": 47.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.041579, + "raw_level_count": 142, + "gate_level_count": 142, + "range_504_log": 1.453832, + "range_504_ratio": 4.279482, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.665114, + "hold30_r": 0.141975 + }, + { + "symbol": "AZO", + "date": "2025-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.242291, + "strategy_rank": 65.867406, + "production_rank": 72.325701, + "structural_overlay_pass": false, + "structural_overlay_score": 68.709416, + "structural_overlay_rr": 1.525897, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.527811, + "primary_prob": 28.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.291716, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 0.558616, + "range_504_ratio": 1.748251, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.061741, + "hold30_r": -1.0 + }, + { + "symbol": "BA", + "date": "2025-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.528634, + "strategy_rank": 80.446967, + "production_rank": 83.807523, + "structural_overlay_pass": false, + "structural_overlay_score": 79.617147, + "structural_overlay_rr": 1.708447, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.772736, + "primary_prob": 21.87, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 97, + "primary_distance_atr": 4.159104, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.730387, + "range_504_ratio": 2.075883, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.725568, + "hold30_r": 6.354706 + }, + { + "symbol": "BK", + "date": "2025-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.123348, + "strategy_rank": 61.703926, + "production_rank": 69.843733, + "structural_overlay_pass": false, + "structural_overlay_score": 66.351547, + "structural_overlay_rr": 0.832231, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.634044, + "primary_prob": 15.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.451065, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.889957, + "range_504_ratio": 2.435025, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.569296, + "hold30_r": 4.264574 + }, + { + "symbol": "C", + "date": "2025-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.462555, + "strategy_rank": 69.483129, + "production_rank": 74.809604, + "structural_overlay_pass": false, + "structural_overlay_score": 71.069124, + "structural_overlay_rr": 1.518859, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.198355, + "primary_prob": 25.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.797533, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.862839, + "range_504_ratio": 2.36988, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.15484, + "hold30_r": 4.997465 + }, + { + "symbol": "CAT", + "date": "2025-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.810573, + "strategy_rank": 76.634434, + "production_rank": 79.02648, + "structural_overlay_pass": false, + "structural_overlay_score": 75.075156, + "structural_overlay_rr": 1.75736, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.722503, + "primary_prob": 28.6, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.583755, + "raw_level_count": 100, + "gate_level_count": 100, + "range_504_log": 0.902441, + "range_504_ratio": 2.465613, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.681083, + "hold30_r": 1.734167 + }, + { + "symbol": "CBOE", + "date": "2025-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.590308, + "strategy_rank": 62.007721, + "production_rank": 69.201917, + "structural_overlay_pass": false, + "structural_overlay_score": 65.741821, + "structural_overlay_rr": 1.326903, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.326903, + "primary_prob": 20.98, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.990355, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.459307, + "range_504_ratio": 1.582977, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.064582, + "hold30_r": -1.0 + }, + { + "symbol": "CIEN", + "date": "2025-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.229075, + "strategy_rank": 97.910902, + "production_rank": 98.350293, + "structural_overlay_pass": false, + "structural_overlay_score": 93.432778, + "structural_overlay_rr": 2.243632, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.870337, + "primary_prob": 34.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.305505, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 1.62435, + "range_504_ratio": 5.075118, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.848062, + "hold30_r": 5.061448 + }, + { + "symbol": "CME", + "date": "2025-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.370044, + "strategy_rank": 59.644745, + "production_rank": 67.553178, + "structural_overlay_pass": false, + "structural_overlay_score": 64.175519, + "structural_overlay_rr": 1.677419, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.689476, + "primary_prob": 19.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.534214, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.4219, + "range_504_ratio": 1.524856, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.062244, + "hold30_r": -1.0 + }, + { + "symbol": "CRWD", + "date": "2025-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.977974, + "strategy_rank": 86.88568, + "production_rank": 87.916445, + "structural_overlay_pass": false, + "structural_overlay_score": 83.520623, + "structural_overlay_rr": 0.917088, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.386023, + "primary_prob": 20.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.079035, + "raw_level_count": 142, + "gate_level_count": 142, + "range_504_log": 1.037824, + "range_504_ratio": 2.823067, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.033476, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2025-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.903084, + "strategy_rank": 88.813477, + "production_rank": 87.843346, + "structural_overlay_pass": false, + "structural_overlay_score": 83.451179, + "structural_overlay_rr": 1.999016, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.714707, + "primary_prob": 29.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 82.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.572061, + "raw_level_count": 205, + "gate_level_count": 205, + "range_504_log": 2.628445, + "range_504_ratio": 13.852212, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.69504, + "hold30_r": 4.470887 + }, + { + "symbol": "CVS", + "date": "2025-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.612335, + "strategy_rank": 77.792371, + "production_rank": 83.065692, + "structural_overlay_pass": false, + "structural_overlay_score": 78.912407, + "structural_overlay_rr": 1.279052, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.5715, + "primary_prob": 35.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.357251, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.670275, + "range_504_ratio": 1.954775, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.054095, + "hold30_r": -1.0 + }, + { + "symbol": "DASH", + "date": "2025-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.986784, + "strategy_rank": 88.16987, + "production_rank": 88.442175, + "structural_overlay_pass": false, + "structural_overlay_score": 84.020066, + "structural_overlay_rr": 1.012221, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.82533, + "primary_prob": 49.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 71.0, + "primary_rejection_count": 43, + "primary_distance_atr": 1.237995, + "raw_level_count": 159, + "gate_level_count": 159, + "range_504_log": 1.126385, + "range_504_ratio": 3.084486, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.802092, + "hold30_r": 2.5054 + }, + { + "symbol": "DG", + "date": "2025-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.951542, + "strategy_rank": 86.824321, + "production_rank": 88.866728, + "structural_overlay_pass": false, + "structural_overlay_score": 84.423392, + "structural_overlay_rr": 2.282726, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.693249, + "primary_prob": 60.17, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 1.039874, + "raw_level_count": 108, + "gate_level_count": 108, + "range_504_log": 0.928232, + "range_504_ratio": 2.530032, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.644626, + "hold30_r": 9.994741 + }, + { + "symbol": "DLTR", + "date": "2025-11-21", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 95.374449, + "strategy_rank": 89.542334, + "production_rank": 91.486373, + "structural_overlay_pass": false, + "structural_overlay_score": 86.912054, + "structural_overlay_rr": 1.053516, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.793575, + "primary_prob": 21.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 4.190363, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 0.916225, + "range_504_ratio": 2.499835, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.75473, + "hold30_r": 5.673028 + }, + { + "symbol": "EBAY", + "date": "2025-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.933921, + "strategy_rank": 92.530668, + "production_rank": 93.331752, + "structural_overlay_pass": false, + "structural_overlay_score": 88.665164, + "structural_overlay_rr": 1.794933, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.33804, + "primary_prob": 25.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.007061, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.953684, + "range_504_ratio": 2.595253, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.299212, + "hold30_r": 2.235831 + }, + { + "symbol": "EL", + "date": "2025-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.409692, + "strategy_rank": 90.195575, + "production_rank": 90.600281, + "structural_overlay_pass": false, + "structural_overlay_score": 86.070267, + "structural_overlay_rr": 2.054911, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.979969, + "primary_prob": 49.82, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.469953, + "raw_level_count": 151, + "gate_level_count": 151, + "range_504_log": 1.194728, + "range_504_ratio": 3.30266, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.942991, + "hold30_r": 3.16099 + }, + { + "symbol": "EME", + "date": "2025-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.251101, + "strategy_rank": 83.668079, + "production_rank": 83.86242, + "structural_overlay_pass": false, + "structural_overlay_score": 79.669299, + "structural_overlay_rr": 1.627127, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.740668, + "primary_prob": 47.41, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 46.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.111002, + "raw_level_count": 127, + "gate_level_count": 127, + "range_504_log": 1.313741, + "range_504_ratio": 3.720065, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.711812, + "hold30_r": 1.721469 + }, + { + "symbol": "EQT", + "date": "2025-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.176211, + "strategy_rank": 77.815656, + "production_rank": 78.602508, + "structural_overlay_pass": false, + "structural_overlay_score": 74.672382, + "structural_overlay_rr": 1.017376, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.027895, + "primary_prob": 31.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.541842, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 0.713263, + "range_504_ratio": 2.04064, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.991091, + "hold30_r": -1.0 + }, + { + "symbol": "ETR", + "date": "2025-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.69163, + "strategy_rank": 60.40502, + "production_rank": 68.500557, + "structural_overlay_pass": false, + "structural_overlay_score": 65.075529, + "structural_overlay_rr": 1.351017, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.008334, + "primary_prob": 39.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.512501, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.718002, + "range_504_ratio": 2.050333, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.937826, + "hold30_r": -1.0 + }, + { + "symbol": "EVRG", + "date": "2025-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.14978, + "strategy_rank": 58.534516, + "production_rank": 66.739604, + "structural_overlay_pass": false, + "structural_overlay_score": 63.402624, + "structural_overlay_rr": 1.007685, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.010867, + "primary_prob": 41.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 62.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.5163, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.501456, + "range_504_ratio": 1.651124, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.919789, + "hold30_r": -1.0 + }, + { + "symbol": "EXC", + "date": "2025-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.453744, + "strategy_rank": 61.341797, + "production_rank": 69.712446, + "structural_overlay_pass": false, + "structural_overlay_score": 66.226824, + "structural_overlay_rr": 1.837975, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.947032, + "primary_prob": 30.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 62, + "primary_distance_atr": 2.920548, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.374759, + "range_504_ratio": 1.454641, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.071378, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2025-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.814978, + "strategy_rank": 95.4551, + "production_rank": 95.575059, + "structural_overlay_pass": false, + "structural_overlay_score": 90.796306, + "structural_overlay_rr": 1.707164, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.740797, + "primary_prob": 39.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.111195, + "raw_level_count": 177, + "gate_level_count": 177, + "range_504_log": 1.70298, + "range_504_ratio": 5.490287, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.716604, + "hold30_r": 1.908214 + }, + { + "symbol": "FOXA", + "date": "2025-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.488987, + "strategy_rank": 74.423609, + "production_rank": 77.112069, + "structural_overlay_pass": false, + "structural_overlay_score": 73.256465, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.674938, + "primary_prob": 56.15, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.012406, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.86558, + "range_504_ratio": 2.376383, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.058108, + "hold30_r": -1.0 + }, + { + "symbol": "FSLR", + "date": "2025-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.105727, + "strategy_rank": 90.421262, + "production_rank": 89.649417, + "structural_overlay_pass": false, + "structural_overlay_score": 85.166946, + "structural_overlay_rr": 1.609716, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.953278, + "primary_prob": 32.45, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 9.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.429918, + "raw_level_count": 124, + "gate_level_count": 124, + "range_504_log": 0.96767, + "range_504_ratio": 2.631806, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.927113, + "hold30_r": -0.460673 + }, + { + "symbol": "GE", + "date": "2025-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.713656, + "strategy_rank": 76.090768, + "production_rank": 82.298398, + "structural_overlay_pass": false, + "structural_overlay_score": 78.183478, + "structural_overlay_rr": 1.678045, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.35428, + "primary_prob": 29.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.031419, + "raw_level_count": 120, + "gate_level_count": 120, + "range_504_log": 0.985736, + "range_504_ratio": 2.679783, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.30865, + "hold30_r": 2.873255 + }, + { + "symbol": "GLW", + "date": "2025-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.255507, + "strategy_rank": 88.54369, + "production_rank": 91.114295, + "structural_overlay_pass": false, + "structural_overlay_score": 86.558581, + "structural_overlay_rr": 1.596251, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.729838, + "primary_prob": 47.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.094757, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 1.211237, + "range_504_ratio": 3.357635, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.698805, + "hold30_r": 1.66569 + }, + { + "symbol": "HII", + "date": "2025-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.052863, + "strategy_rank": 80.540301, + "production_rank": 85.044489, + "structural_overlay_pass": false, + "structural_overlay_score": 80.792264, + "structural_overlay_rr": 1.565826, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.781417, + "primary_prob": 37.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.172126, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.730943, + "range_504_ratio": 2.077039, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.740527, + "hold30_r": 3.410532 + }, + { + "symbol": "HWM", + "date": "2025-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.493392, + "strategy_rank": 80.453067, + "production_rank": 85.133175, + "structural_overlay_pass": false, + "structural_overlay_score": 80.876516, + "structural_overlay_rr": 1.565863, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.112956, + "primary_prob": 26.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.669433, + "raw_level_count": 140, + "gate_level_count": 140, + "range_504_log": 1.42022, + "range_504_ratio": 4.138032, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.06929, + "hold30_r": 1.507329 + }, + { + "symbol": "IBKR", + "date": "2025-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.885463, + "strategy_rank": 84.23411, + "production_rank": 85.451227, + "structural_overlay_pass": false, + "structural_overlay_score": 81.178666, + "structural_overlay_rr": 1.700389, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.788264, + "primary_prob": 56.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.182397, + "raw_level_count": 130, + "gate_level_count": 130, + "range_504_log": 1.396572, + "range_504_ratio": 4.041322, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.759491, + "hold30_r": 2.424885 + }, + { + "symbol": "IBM", + "date": "2025-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.76652, + "strategy_rank": 77.927773, + "production_rank": 81.540688, + "structural_overlay_pass": false, + "structural_overlay_score": 77.463654, + "structural_overlay_rr": 1.296891, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.841862, + "primary_prob": 35.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.262793, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 0.757337, + "range_504_ratio": 2.132589, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.799001, + "hold30_r": -0.051155 + }, + { + "symbol": "INCY", + "date": "2025-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.911894, + "strategy_rank": 80.537227, + "production_rank": 81.995449, + "structural_overlay_pass": false, + "structural_overlay_score": 77.895677, + "structural_overlay_rr": 0.955617, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.882459, + "primary_prob": 49.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.323688, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.774873, + "range_504_ratio": 2.170316, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.841614, + "hold30_r": -1.0 + }, + { + "symbol": "INTC", + "date": "2025-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.273128, + "strategy_rank": 94.936244, + "production_rank": 94.715205, + "structural_overlay_pass": false, + "structural_overlay_score": 89.979445, + "structural_overlay_rr": 1.914378, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.72616, + "primary_prob": 20.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 89.0, + "primary_rejection_count": 40, + "primary_distance_atr": 4.08924, + "raw_level_count": 110, + "gate_level_count": 110, + "range_504_log": 1.065716, + "range_504_ratio": 2.902915, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.700945, + "hold30_r": 2.971003 + }, + { + "symbol": "JBL", + "date": "2025-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.960352, + "strategy_rank": 87.910708, + "production_rank": 89.26059, + "structural_overlay_pass": false, + "structural_overlay_score": 84.79756, + "structural_overlay_rr": 2.439196, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.594292, + "primary_prob": 34.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 93.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.391437, + "raw_level_count": 116, + "gate_level_count": 116, + "range_504_log": 0.905918, + "range_504_ratio": 2.474203, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.563411, + "hold30_r": 2.178316 + }, + { + "symbol": "JCI", + "date": "2025-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.387665, + "strategy_rank": 68.279058, + "production_rank": 72.648594, + "structural_overlay_pass": false, + "structural_overlay_score": 69.016164, + "structural_overlay_rr": 2.318781, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.988372, + "primary_prob": 29.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.482558, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.874984, + "range_504_ratio": 2.398837, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.936897, + "hold30_r": -1.0 + }, + { + "symbol": "KLAC", + "date": "2025-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.035242, + "strategy_rank": 91.059834, + "production_rank": 92.718304, + "structural_overlay_pass": false, + "structural_overlay_score": 88.082389, + "structural_overlay_rr": 0.98541, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.907187, + "primary_prob": 36.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.360781, + "raw_level_count": 121, + "gate_level_count": 121, + "range_504_log": 0.890735, + "range_504_ratio": 2.436919, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.875237, + "hold30_r": 3.823752 + }, + { + "symbol": "KR", + "date": "2025-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.665198, + "strategy_rank": 74.321683, + "production_rank": 78.769521, + "structural_overlay_pass": false, + "structural_overlay_score": 74.831045, + "structural_overlay_rr": 1.902038, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.521922, + "primary_prob": 23.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 3.782883, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.57113, + "range_504_ratio": 1.770267, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.262571, + "hold30_r": -1.199436 + }, + { + "symbol": "LDOS", + "date": "2025-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.396476, + "strategy_rank": 64.914896, + "production_rank": 70.075422, + "structural_overlay_pass": false, + "structural_overlay_score": 66.571651, + "structural_overlay_rr": 1.836765, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.308663, + "primary_prob": 24.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.962995, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.675469, + "range_504_ratio": 1.964954, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.25777, + "hold30_r": -1.0 + }, + { + "symbol": "LRCX", + "date": "2025-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.136564, + "strategy_rank": 93.578012, + "production_rank": 94.764196, + "structural_overlay_pass": false, + "structural_overlay_score": 90.025986, + "structural_overlay_rr": 1.025814, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.962391, + "primary_prob": 32.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.443587, + "raw_level_count": 107, + "gate_level_count": 107, + "range_504_log": 1.087842, + "range_504_ratio": 2.967862, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.936956, + "hold30_r": 5.387431 + }, + { + "symbol": "MMM", + "date": "2025-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.929515, + "strategy_rank": 70.512199, + "production_rank": 74.651305, + "structural_overlay_pass": false, + "structural_overlay_score": 70.918739, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.860031, + "primary_prob": 31.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.790046, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.672477, + "range_504_ratio": 1.959084, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.056333, + "hold30_r": -1.0 + }, + { + "symbol": "MO", + "date": "2025-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.828194, + "strategy_rank": 62.653362, + "production_rank": 69.044973, + "structural_overlay_pass": false, + "structural_overlay_score": 65.592724, + "structural_overlay_rr": 1.447356, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.518197, + "primary_prob": 31.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 74.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.277296, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.558341, + "range_504_ratio": 1.747771, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.075569, + "hold30_r": -1.0 + }, + { + "symbol": "MPWR", + "date": "2025-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.154185, + "strategy_rank": 93.344193, + "production_rank": 93.947524, + "structural_overlay_pass": false, + "structural_overlay_score": 89.250148, + "structural_overlay_rr": 1.573204, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.519917, + "primary_prob": 20.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.279876, + "raw_level_count": 105, + "gate_level_count": 105, + "range_504_log": 0.939917, + "range_504_ratio": 2.559768, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.495325, + "hold30_r": 1.222506 + }, + { + "symbol": "MU", + "date": "2025-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.127753, + "strategy_rank": 96.744372, + "production_rank": 97.205499, + "structural_overlay_pass": false, + "structural_overlay_score": 92.345224, + "structural_overlay_rr": 1.007754, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.679971, + "primary_prob": 41.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.019957, + "raw_level_count": 115, + "gate_level_count": 115, + "range_504_log": 1.443223, + "range_504_ratio": 4.234319, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.662437, + "hold30_r": 5.588179 + }, + { + "symbol": "NEM", + "date": "2025-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.788546, + "strategy_rank": 94.602532, + "production_rank": 95.99787, + "structural_overlay_pass": false, + "structural_overlay_score": 91.197976, + "structural_overlay_rr": 1.143482, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.066418, + "primary_prob": 31.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.599627, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 1.209173, + "range_504_ratio": 3.350714, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.035874, + "hold30_r": 4.485174 + }, + { + "symbol": "NFLX", + "date": "2025-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.268722, + "strategy_rank": 75.884809, + "production_rank": 78.01278, + "structural_overlay_pass": false, + "structural_overlay_score": 74.112141, + "structural_overlay_rr": 1.973886, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.761555, + "primary_prob": 28.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 80.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.642332, + "raw_level_count": 136, + "gate_level_count": 136, + "range_504_log": 1.101674, + "range_504_ratio": 3.009199, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.104468, + "hold30_r": -1.064351 + }, + { + "symbol": "NOC", + "date": "2025-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.325991, + "strategy_rank": 68.98204, + "production_rank": 75.430024, + "structural_overlay_pass": false, + "structural_overlay_score": 71.658523, + "structural_overlay_rr": 1.851981, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.370048, + "primary_prob": 37.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 89.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.055072, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.425959, + "range_504_ratio": 1.531058, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.073107, + "hold30_r": -1.0 + }, + { + "symbol": "NRG", + "date": "2025-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.594714, + "strategy_rank": 91.344871, + "production_rank": 92.761485, + "structural_overlay_pass": false, + "structural_overlay_score": 88.123411, + "structural_overlay_rr": 1.122992, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.080609, + "primary_prob": 34.28, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 37.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.620913, + "raw_level_count": 120, + "gate_level_count": 120, + "range_504_log": 1.391515, + "range_504_ratio": 4.020935, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.053544, + "hold30_r": -0.874688 + }, + { + "symbol": "ORCL", + "date": "2025-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.629956, + "strategy_rank": 93.811299, + "production_rank": 93.084185, + "structural_overlay_pass": false, + "structural_overlay_score": 88.429975, + "structural_overlay_rr": 2.001981, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.94868, + "primary_prob": 33.8, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 15.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.42302, + "raw_level_count": 125, + "gate_level_count": 125, + "range_504_log": 1.247887, + "range_504_ratio": 3.482974, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.927734, + "hold30_r": -1.0 + }, + { + "symbol": "ORLY", + "date": "2025-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.471366, + "strategy_rank": 62.888198, + "production_rank": 70.082587, + "structural_overlay_pass": false, + "structural_overlay_score": 66.578458, + "structural_overlay_rr": 1.406792, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.88644, + "primary_prob": 65.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 86.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.32966, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 0.578348, + "range_504_ratio": 1.78309, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.067067, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2025-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.449339, + "strategy_rank": 97.207944, + "production_rank": 97.955076, + "structural_overlay_pass": false, + "structural_overlay_score": 93.057322, + "structural_overlay_rr": 1.739223, + "structural_overlay_sources": [ + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.927366, + "primary_prob": 40.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.391048, + "raw_level_count": 194, + "gate_level_count": 194, + "range_504_log": 2.583863, + "range_504_ratio": 13.248212, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.907302, + "hold30_r": 1.738122 + }, + { + "symbol": "PM", + "date": "2025-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.682819, + "strategy_rank": 72.010941, + "production_rank": 76.568234, + "structural_overlay_pass": false, + "structural_overlay_score": 72.739822, + "structural_overlay_rr": 1.854726, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.883995, + "primary_prob": 31.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.825992, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.75416, + "range_504_ratio": 2.125826, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.060381, + "hold30_r": -1.0 + }, + { + "symbol": "PODD", + "date": "2025-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.947137, + "strategy_rank": 76.83882, + "production_rank": 78.208259, + "structural_overlay_pass": false, + "structural_overlay_score": 74.297846, + "structural_overlay_rr": 1.005932, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.883017, + "primary_prob": 35.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.324526, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.795419, + "range_504_ratio": 2.215369, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.031774, + "hold30_r": -1.0 + }, + { + "symbol": "PWR", + "date": "2025-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.167401, + "strategy_rank": 74.322675, + "production_rank": 76.60425, + "structural_overlay_pass": false, + "structural_overlay_score": 72.774038, + "structural_overlay_rr": 1.105629, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.104875, + "primary_prob": 27.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.657313, + "raw_level_count": 140, + "gate_level_count": 140, + "range_504_log": 0.953188, + "range_504_ratio": 2.593966, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.072453, + "hold30_r": 0.25401 + }, + { + "symbol": "RCL", + "date": "2025-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.726872, + "strategy_rank": 79.585734, + "production_rank": 79.966113, + "structural_overlay_pass": false, + "structural_overlay_score": 75.967808, + "structural_overlay_rr": 3.110161, + "structural_overlay_sources": [ + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.708661, + "primary_prob": 41.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.062992, + "raw_level_count": 179, + "gate_level_count": 179, + "range_504_log": 1.271505, + "range_504_ratio": 3.566216, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.035157, + "hold30_r": -1.0 + }, + { + "symbol": "RTX", + "date": "2025-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.621145, + "strategy_rank": 72.582055, + "production_rank": 79.261751, + "structural_overlay_pass": false, + "structural_overlay_score": 75.298664, + "structural_overlay_rr": 1.703522, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.645611, + "primary_prob": 20.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.468416, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.843499, + "range_504_ratio": 2.324487, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.580146, + "hold30_r": 3.096154 + }, + { + "symbol": "SATS", + "date": "2025-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.889868, + "strategy_rank": 99.88994, + "production_rank": 99.889916, + "structural_overlay_pass": false, + "structural_overlay_score": 94.89542, + "structural_overlay_rr": 1.54875, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.320009, + "primary_prob": 34.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 70.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.980013, + "raw_level_count": 111, + "gate_level_count": 111, + "range_504_log": 2.129521, + "range_504_ratio": 8.410837, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.288904, + "hold30_r": 9.864373 + }, + { + "symbol": "SMCI", + "date": "2025-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.568282, + "strategy_rank": 98.404391, + "production_rank": 98.459021, + "structural_overlay_pass": false, + "structural_overlay_score": 93.53607, + "structural_overlay_rr": 0.864205, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.707861, + "primary_prob": 33.63, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.561792, + "raw_level_count": 201, + "gate_level_count": 201, + "range_504_log": 1.963559, + "range_504_ratio": 7.124638, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.015786, + "hold30_r": -0.53455 + }, + { + "symbol": "STX", + "date": "2025-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.008811, + "strategy_rank": 97.558915, + "production_rank": 98.042213, + "structural_overlay_pass": false, + "structural_overlay_score": 93.140103, + "structural_overlay_rr": 1.65353, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.054772, + "primary_prob": 29.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.582158, + "raw_level_count": 108, + "gate_level_count": 108, + "range_504_log": 1.550544, + "range_504_ratio": 4.714035, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.036447, + "hold30_r": 2.730292 + }, + { + "symbol": "TEL", + "date": "2025-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.189427, + "strategy_rank": 79.986445, + "production_rank": 83.720773, + "structural_overlay_pass": false, + "structural_overlay_score": 79.534734, + "structural_overlay_rr": 1.786803, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.218119, + "primary_prob": 25.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.827178, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.767949, + "range_504_ratio": 2.155341, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.178614, + "hold30_r": 0.961777 + }, + { + "symbol": "TER", + "date": "2025-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.22467, + "strategy_rank": 89.870456, + "production_rank": 88.988527, + "structural_overlay_pass": false, + "structural_overlay_score": 84.539101, + "structural_overlay_rr": 1.218727, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.249276, + "primary_prob": 24.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.873914, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 1.069053, + "range_504_ratio": 2.912621, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.225208, + "hold30_r": 4.813994 + }, + { + "symbol": "TKO", + "date": "2025-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.30837, + "strategy_rank": 82.20487, + "production_rank": 84.906037, + "structural_overlay_pass": false, + "structural_overlay_score": 80.660735, + "structural_overlay_rr": 2.102881, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.267831, + "primary_prob": 36.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 74.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.901746, + "raw_level_count": 120, + "gate_level_count": 120, + "range_504_log": 1.077587, + "range_504_ratio": 2.937582, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.221838, + "hold30_r": 3.193165 + }, + { + "symbol": "TPR", + "date": "2025-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.907489, + "strategy_rank": 94.480297, + "production_rank": 95.622694, + "structural_overlay_pass": false, + "structural_overlay_score": 90.84156, + "structural_overlay_rr": 0.909313, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.841567, + "primary_prob": 41.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.26235, + "raw_level_count": 105, + "gate_level_count": 105, + "range_504_log": 1.367743, + "range_504_ratio": 3.926478, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.807503, + "hold30_r": 4.164138 + }, + { + "symbol": "TTWO", + "date": "2025-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.757709, + "strategy_rank": 74.401825, + "production_rank": 79.520453, + "structural_overlay_pass": false, + "structural_overlay_score": 75.54443, + "structural_overlay_rr": 1.642497, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.536605, + "primary_prob": 31.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 76.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.304907, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 0.671867, + "range_504_ratio": 1.95789, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.488127, + "hold30_r": 2.182282 + }, + { + "symbol": "UBER", + "date": "2025-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.444934, + "strategy_rank": 80.958706, + "production_rank": 83.120782, + "structural_overlay_pass": false, + "structural_overlay_score": 78.964743, + "structural_overlay_rr": 2.902883, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.669655, + "primary_prob": 34.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.504482, + "raw_level_count": 130, + "gate_level_count": 130, + "range_504_log": 0.640345, + "range_504_ratio": 1.897135, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.633466, + "hold30_r": -1.0 + }, + { + "symbol": "ULTA", + "date": "2025-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.180617, + "strategy_rank": 84.43852, + "production_rank": 87.019219, + "structural_overlay_pass": false, + "structural_overlay_score": 82.668258, + "structural_overlay_rr": 1.648085, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.096646, + "primary_prob": 46.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.644968, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.620579, + "range_504_ratio": 1.860005, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.050839, + "hold30_r": 6.209381 + }, + { + "symbol": "VRSN", + "date": "2025-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.859031, + "strategy_rank": 78.040882, + "production_rank": 82.313598, + "structural_overlay_pass": false, + "structural_overlay_score": 78.197918, + "structural_overlay_rr": 1.835162, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.614571, + "primary_prob": 35.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.421857, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.620243, + "range_504_ratio": 1.859379, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.049627, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2025-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.709251, + "strategy_rank": 85.358014, + "production_rank": 84.475093, + "structural_overlay_pass": false, + "structural_overlay_score": 80.251339, + "structural_overlay_rr": 0.939461, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.031622, + "primary_prob": 30.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.547434, + "raw_level_count": 187, + "gate_level_count": 187, + "range_504_log": 1.596677, + "range_504_ratio": 4.936601, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.013278, + "hold30_r": 0.671986 + }, + { + "symbol": "WDC", + "date": "2025-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.9163, + "strategy_rank": 95.50075, + "production_rank": 95.9726, + "structural_overlay_pass": false, + "structural_overlay_score": 91.17397, + "structural_overlay_rr": 1.753294, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.674677, + "primary_prob": 43.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.012016, + "raw_level_count": 107, + "gate_level_count": 107, + "range_504_log": 1.822892, + "range_504_ratio": 6.189733, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.657431, + "hold30_r": 3.759978 + }, + { + "symbol": "WSM", + "date": "2025-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.004405, + "strategy_rank": 82.331655, + "production_rank": 83.889239, + "structural_overlay_pass": false, + "structural_overlay_score": 79.694777, + "structural_overlay_rr": 2.598787, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.775643, + "primary_prob": 32.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.663465, + "raw_level_count": 123, + "gate_level_count": 123, + "range_504_log": 0.913476, + "range_504_ratio": 2.492974, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.742903, + "hold30_r": 1.279751 + }, + { + "symbol": "WYNN", + "date": "2025-11-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.784141, + "strategy_rank": 84.023624, + "production_rank": 84.943796, + "structural_overlay_pass": false, + "structural_overlay_score": 80.696606, + "structural_overlay_rr": 1.244245, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.27619, + "primary_prob": 27.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.914286, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.721329, + "range_504_ratio": 2.057165, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.241331, + "hold30_r": -0.470725 + }, + { + "symbol": "HOOD", + "date": "2025-11-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.307692, + "strategy_rank": 88.615385, + "production_rank": 89.846154, + "structural_overlay_pass": false, + "structural_overlay_score": 85.353846, + "structural_overlay_rr": 1.636367, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.897867, + "primary_prob": 35.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.3468, + "raw_level_count": 177, + "gate_level_count": 177, + "range_504_log": 2.93069, + "range_504_ratio": 18.740548, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.019707, + "hold30_r": -1.0 + }, + { + "symbol": "ABBV", + "date": "2025-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.925085, + "strategy_rank": 69.728534, + "production_rank": 75.127384, + "structural_overlay_pass": false, + "structural_overlay_score": 71.371015, + "structural_overlay_rr": 1.664387, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.914316, + "primary_prob": 37.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.371473, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.575768, + "range_504_ratio": 1.778496, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.860855, + "hold30_r": -1.0 + }, + { + "symbol": "AEP", + "date": "2025-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.492622, + "strategy_rank": 62.141664, + "production_rank": 70.25865, + "structural_overlay_pass": false, + "structural_overlay_score": 66.745718, + "structural_overlay_rr": 0.85271, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.912867, + "primary_prob": 37.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.369301, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.506295, + "range_504_ratio": 1.659133, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.080416, + "hold30_r": -1.0 + }, + { + "symbol": "AMD", + "date": "2025-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.140749, + "strategy_rank": 96.279272, + "production_rank": 96.233098, + "structural_overlay_pass": false, + "structural_overlay_score": 91.421443, + "structural_overlay_rr": 1.540705, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.006017, + "primary_prob": 31.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.509026, + "raw_level_count": 112, + "gate_level_count": 112, + "range_504_log": 1.250519, + "range_504_ratio": 3.492154, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.021519, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2025-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.189557, + "strategy_rank": 92.854434, + "production_rank": 92.966142, + "structural_overlay_pass": false, + "structural_overlay_score": 88.317835, + "structural_overlay_rr": 1.683159, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.780158, + "primary_prob": 40.27, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 18.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.170236, + "raw_level_count": 163, + "gate_level_count": 163, + "range_504_log": 1.141536, + "range_504_ratio": 3.131574, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.751146, + "hold30_r": -0.341956 + }, + { + "symbol": "APP", + "date": "2025-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.616345, + "strategy_rank": 97.176289, + "production_rank": 97.322974, + "structural_overlay_pass": true, + "structural_overlay_score": 97.456825, + "structural_overlay_rr": 2.334295, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.982071, + "primary_prob": 24.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.973106, + "raw_level_count": 205, + "gate_level_count": 205, + "range_504_log": 3.036534, + "range_504_ratio": 20.832914, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.958212, + "hold30_r": -0.11153 + }, + { + "symbol": "APTV", + "date": "2025-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.91941, + "strategy_rank": 83.926713, + "production_rank": 86.257612, + "structural_overlay_pass": false, + "structural_overlay_score": 81.944731, + "structural_overlay_rr": 2.392348, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.889518, + "primary_prob": 30.93, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 80, + "primary_distance_atr": 2.834277, + "raw_level_count": 109, + "gate_level_count": 109, + "range_504_log": 0.663904, + "range_504_ratio": 1.942361, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.845187, + "hold30_r": 1.725653 + }, + { + "symbol": "AXON", + "date": "2025-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.498297, + "strategy_rank": 84.194901, + "production_rank": 83.296033, + "structural_overlay_pass": false, + "structural_overlay_score": 79.131231, + "structural_overlay_rr": 1.982465, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.649096, + "primary_prob": 31.19, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 83.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.473643, + "raw_level_count": 154, + "gate_level_count": 154, + "range_504_log": 1.373726, + "range_504_ratio": 3.95004, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.618664, + "hold30_r": 2.739742 + }, + { + "symbol": "AZO", + "date": "2025-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.427923, + "strategy_rank": 63.699659, + "production_rank": 70.275747, + "structural_overlay_pass": false, + "structural_overlay_score": 66.76196, + "structural_overlay_rr": 1.751963, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.220723, + "primary_prob": 49.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.831084, + "raw_level_count": 86, + "gate_level_count": 86, + "range_504_log": 0.558616, + "range_504_ratio": 1.748251, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.067012, + "hold30_r": -1.0 + }, + { + "symbol": "BA", + "date": "2025-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.676504, + "strategy_rank": 75.649544, + "production_rank": 78.65853, + "structural_overlay_pass": false, + "structural_overlay_score": 74.725604, + "structural_overlay_rr": 1.836381, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.994503, + "primary_prob": 29.53, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 97, + "primary_distance_atr": 2.991754, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.730387, + "range_504_ratio": 2.075883, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.942732, + "hold30_r": 7.795038 + }, + { + "symbol": "CAH", + "date": "2025-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.324631, + "strategy_rank": 86.038567, + "production_rank": 88.800588, + "structural_overlay_pass": false, + "structural_overlay_score": 84.360559, + "structural_overlay_rr": 1.075644, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.075644, + "primary_prob": 42.22, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.613467, + "raw_level_count": 113, + "gate_level_count": 113, + "range_504_log": 0.835887, + "range_504_ratio": 2.306858, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.06457, + "hold30_r": -1.0 + }, + { + "symbol": "CAT", + "date": "2025-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.103292, + "strategy_rank": 79.699598, + "production_rank": 82.834162, + "structural_overlay_pass": false, + "structural_overlay_score": 78.692454, + "structural_overlay_rr": 1.23826, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.677267, + "primary_prob": 42.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.015901, + "raw_level_count": 101, + "gate_level_count": 101, + "range_504_log": 0.885221, + "range_504_ratio": 2.423519, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.628919, + "hold30_r": 3.008252 + }, + { + "symbol": "CIEN", + "date": "2025-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.978434, + "strategy_rank": 97.72205, + "production_rank": 98.140844, + "structural_overlay_pass": false, + "structural_overlay_score": 93.233802, + "structural_overlay_rr": 0.846989, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.846989, + "primary_prob": 49.21, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.270484, + "raw_level_count": 91, + "gate_level_count": 91, + "range_504_log": 1.62435, + "range_504_ratio": 5.075118, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.821302, + "hold30_r": 2.394582 + }, + { + "symbol": "CME", + "date": "2025-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.179342, + "strategy_rank": 58.748642, + "production_rank": 66.558875, + "structural_overlay_pass": false, + "structural_overlay_score": 63.230932, + "structural_overlay_rr": 1.090999, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.104375, + "primary_prob": 46.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.656563, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.4219, + "range_504_ratio": 1.524856, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.069045, + "hold30_r": -1.0 + }, + { + "symbol": "COR", + "date": "2025-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.713961, + "strategy_rank": 70.519139, + "production_rank": 77.58408, + "structural_overlay_pass": false, + "structural_overlay_score": 73.704876, + "structural_overlay_rr": 1.532524, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.586673, + "primary_prob": 30.87, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.380009, + "raw_level_count": 98, + "gate_level_count": 98, + "range_504_log": 0.65643, + "range_504_ratio": 1.927897, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.065602, + "hold30_r": -1.0 + }, + { + "symbol": "CRWD", + "date": "2025-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.011351, + "strategy_rank": 86.75653, + "production_rank": 87.84147, + "structural_overlay_pass": false, + "structural_overlay_score": 83.449397, + "structural_overlay_rr": 1.794794, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.985246, + "primary_prob": 31.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.477868, + "raw_level_count": 142, + "gate_level_count": 142, + "range_504_log": 1.037824, + "range_504_ratio": 2.823067, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.03656, + "hold30_r": -1.0 + }, + { + "symbol": "CVS", + "date": "2025-12-01", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.351873, + "strategy_rank": 75.205541, + "production_rank": 80.254318, + "structural_overlay_pass": false, + "structural_overlay_score": 76.241602, + "structural_overlay_rr": 1.580111, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.300687, + "primary_prob": 26.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 3.45103, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.670275, + "range_504_ratio": 1.954775, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.058096, + "hold30_r": -1.0 + }, + { + "symbol": "DASH", + "date": "2025-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.741203, + "strategy_rank": 87.341832, + "production_rank": 87.474956, + "structural_overlay_pass": false, + "structural_overlay_score": 83.101208, + "structural_overlay_rr": 0.702028, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.144488, + "primary_prob": 25.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 87.0, + "primary_rejection_count": 32, + "primary_distance_atr": 3.216732, + "raw_level_count": 159, + "gate_level_count": 159, + "range_504_log": 1.126169, + "range_504_ratio": 3.083819, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.116036, + "hold30_r": 0.522455 + }, + { + "symbol": "DG", + "date": "2025-12-01", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.735528, + "strategy_rank": 86.862774, + "production_rank": 88.820359, + "structural_overlay_pass": false, + "structural_overlay_score": 84.379341, + "structural_overlay_rr": 1.553667, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.506071, + "primary_prob": 35.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 80.0, + "primary_rejection_count": 32, + "primary_distance_atr": 3.759107, + "raw_level_count": 108, + "gate_level_count": 108, + "range_504_log": 0.928232, + "range_504_ratio": 2.530032, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.455923, + "hold30_r": 9.542155 + }, + { + "symbol": "DLTR", + "date": "2025-12-01", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.508513, + "strategy_rank": 88.062867, + "production_rank": 89.544749, + "structural_overlay_pass": false, + "structural_overlay_score": 85.067512, + "structural_overlay_rr": 2.826627, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.303197, + "primary_prob": 40.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 3.454795, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 0.916225, + "range_504_ratio": 2.499835, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.262084, + "hold30_r": 5.686814 + }, + { + "symbol": "EBAY", + "date": "2025-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.422247, + "strategy_rank": 87.614713, + "production_rank": 87.883891, + "structural_overlay_pass": false, + "structural_overlay_score": 83.489696, + "structural_overlay_rr": 2.067929, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.972348, + "primary_prob": 34.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.458522, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.923733, + "range_504_ratio": 2.518675, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.928648, + "hold30_r": 3.087447 + }, + { + "symbol": "EL", + "date": "2025-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.1521, + "strategy_rank": 85.787784, + "production_rank": 85.909222, + "structural_overlay_pass": false, + "structural_overlay_score": 81.613761, + "structural_overlay_rr": 1.112385, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.09272, + "primary_prob": 33.94, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 37.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.63908, + "raw_level_count": 151, + "gate_level_count": 151, + "range_504_log": 1.194728, + "range_504_ratio": 3.30266, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.052056, + "hold30_r": 4.765892 + }, + { + "symbol": "EME", + "date": "2025-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.725312, + "strategy_rank": 81.771705, + "production_rank": 81.756241, + "structural_overlay_pass": false, + "structural_overlay_score": 77.668429, + "structural_overlay_rr": 1.595009, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.104987, + "primary_prob": 31.01, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 24.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.657481, + "raw_level_count": 127, + "gate_level_count": 127, + "range_504_log": 1.313741, + "range_504_ratio": 3.720065, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.070987, + "hold30_r": 1.481059 + }, + { + "symbol": "EVRG", + "date": "2025-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.881952, + "strategy_rank": 59.294943, + "production_rank": 67.490613, + "structural_overlay_pass": false, + "structural_overlay_score": 64.116082, + "structural_overlay_rr": 1.10918, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.111221, + "primary_prob": 40.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 70.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.666832, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.501456, + "range_504_ratio": 1.651124, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.083349, + "hold30_r": -1.0 + }, + { + "symbol": "EXC", + "date": "2025-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.244041, + "strategy_rank": 60.656106, + "production_rank": 68.852084, + "structural_overlay_pass": false, + "structural_overlay_score": 65.40948, + "structural_overlay_rr": 1.728297, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.828451, + "primary_prob": 31.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 62, + "primary_distance_atr": 2.742676, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.374759, + "range_504_ratio": 1.454641, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.065372, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2025-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.162316, + "strategy_rank": 96.314867, + "production_rank": 96.59735, + "structural_overlay_pass": false, + "structural_overlay_score": 91.767482, + "structural_overlay_rr": 0.905664, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.875381, + "primary_prob": 48.42, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.313072, + "raw_level_count": 179, + "gate_level_count": 179, + "range_504_log": 1.70298, + "range_504_ratio": 5.490287, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.846888, + "hold30_r": -1.0 + }, + { + "symbol": "FSLR", + "date": "2025-12-01", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.514188, + "strategy_rank": 89.968879, + "production_rank": 89.150649, + "structural_overlay_pass": false, + "structural_overlay_score": 84.693116, + "structural_overlay_rr": 2.418875, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.073126, + "primary_prob": 23.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 3.109689, + "raw_level_count": 125, + "gate_level_count": 125, + "range_504_log": 0.96767, + "range_504_ratio": 2.631806, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.029492, + "hold30_r": -1.0 + }, + { + "symbol": "GD", + "date": "2025-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.860386, + "strategy_rank": 59.123448, + "production_rank": 67.035761, + "structural_overlay_pass": false, + "structural_overlay_score": 63.683973, + "structural_overlay_rr": 1.830351, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.801167, + "primary_prob": 55.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.20175, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.410192, + "range_504_ratio": 1.507107, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.728149, + "hold30_r": 3.692842 + }, + { + "symbol": "GE", + "date": "2025-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.984109, + "strategy_rank": 75.4378, + "production_rank": 81.619903, + "structural_overlay_pass": false, + "structural_overlay_score": 77.538908, + "structural_overlay_rr": 1.682105, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.330639, + "primary_prob": 32.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.995959, + "raw_level_count": 120, + "gate_level_count": 120, + "range_504_log": 0.985736, + "range_504_ratio": 2.679783, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.282818, + "hold30_r": 2.522433 + }, + { + "symbol": "GLW", + "date": "2025-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.821793, + "strategy_rank": 88.873783, + "production_rank": 91.52312, + "structural_overlay_pass": false, + "structural_overlay_score": 86.946964, + "structural_overlay_rr": 1.636875, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.060222, + "primary_prob": 31.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.590333, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 1.211237, + "range_504_ratio": 3.357635, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.023041, + "hold30_r": 1.639252 + }, + { + "symbol": "HII", + "date": "2025-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.23269, + "strategy_rank": 81.34012, + "production_rank": 85.970977, + "structural_overlay_pass": false, + "structural_overlay_score": 81.672428, + "structural_overlay_rr": 1.655292, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.80649, + "primary_prob": 38.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.209736, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.730943, + "range_504_ratio": 2.077039, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.760789, + "hold30_r": 8.102983 + }, + { + "symbol": "HWM", + "date": "2025-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.551646, + "strategy_rank": 80.353763, + "production_rank": 85.08639, + "structural_overlay_pass": false, + "structural_overlay_score": 80.832071, + "structural_overlay_rr": 1.063706, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.033733, + "primary_prob": 30.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.550599, + "raw_level_count": 140, + "gate_level_count": 140, + "range_504_log": 1.415351, + "range_504_ratio": 4.117933, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.046411, + "hold30_r": -1.0 + }, + { + "symbol": "IBKR", + "date": "2025-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.287174, + "strategy_rank": 83.762403, + "production_rank": 84.937327, + "structural_overlay_pass": false, + "structural_overlay_score": 80.69046, + "structural_overlay_rr": 1.711687, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.849884, + "primary_prob": 43.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.274826, + "raw_level_count": 129, + "gate_level_count": 129, + "range_504_log": 1.396572, + "range_504_ratio": 4.041322, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.816956, + "hold30_r": 2.023657 + }, + { + "symbol": "IBM", + "date": "2025-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.649262, + "strategy_rank": 77.445197, + "production_rank": 81.179885, + "structural_overlay_pass": false, + "structural_overlay_score": 77.120891, + "structural_overlay_rr": 1.506225, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.763526, + "primary_prob": 38.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.145289, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.740996, + "range_504_ratio": 2.098024, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.047776, + "hold30_r": -1.0 + }, + { + "symbol": "IDXX", + "date": "2025-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.281498, + "strategy_rank": 92.354693, + "production_rank": 92.330295, + "structural_overlay_pass": false, + "structural_overlay_score": 87.71378, + "structural_overlay_rr": 1.306145, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.91918, + "primary_prob": 47.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.378771, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.771041, + "range_504_ratio": 2.162015, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.045141, + "hold30_r": -1.0 + }, + { + "symbol": "INCY", + "date": "2025-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.017026, + "strategy_rank": 80.882247, + "production_rank": 82.260507, + "structural_overlay_pass": false, + "structural_overlay_score": 78.147481, + "structural_overlay_rr": 1.531595, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.915847, + "primary_prob": 50.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.373771, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.774873, + "range_504_ratio": 2.170316, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.042191, + "hold30_r": -1.0 + }, + { + "symbol": "INTC", + "date": "2025-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.459705, + "strategy_rank": 95.734591, + "production_rank": 95.642962, + "structural_overlay_pass": false, + "structural_overlay_score": 90.860814, + "structural_overlay_rr": 1.949212, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.798047, + "primary_prob": 47.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.69707, + "raw_level_count": 110, + "gate_level_count": 110, + "range_504_log": 1.065716, + "range_504_ratio": 2.902915, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.02905, + "hold30_r": -1.0 + }, + { + "symbol": "IVZ", + "date": "2025-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.136209, + "strategy_rank": 77.805425, + "production_rank": 78.582353, + "structural_overlay_pass": false, + "structural_overlay_score": 74.653236, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.924362, + "primary_prob": 28.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.886543, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.759435, + "range_504_ratio": 2.137069, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.880422, + "hold30_r": 3.198361 + }, + { + "symbol": "JBL", + "date": "2025-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.643587, + "strategy_rank": 88.993319, + "production_rank": 90.543409, + "structural_overlay_pass": false, + "structural_overlay_score": 86.016238, + "structural_overlay_rr": 1.545036, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.341235, + "primary_prob": 27.67, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 36.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.011853, + "raw_level_count": 117, + "gate_level_count": 117, + "range_504_log": 0.905918, + "range_504_ratio": 2.474203, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.306302, + "hold30_r": 2.607611 + }, + { + "symbol": "JCI", + "date": "2025-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.471056, + "strategy_rank": 70.497916, + "production_rank": 75.488962, + "structural_overlay_pass": false, + "structural_overlay_score": 71.714514, + "structural_overlay_rr": 2.185711, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.701962, + "primary_prob": 14.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.552943, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.873048, + "range_504_ratio": 2.394197, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.645124, + "hold30_r": -1.0 + }, + { + "symbol": "KLAC", + "date": "2025-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.594779, + "strategy_rank": 91.127104, + "production_rank": 92.949662, + "structural_overlay_pass": false, + "structural_overlay_score": 88.302179, + "structural_overlay_rr": 0.667101, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.119448, + "primary_prob": 27.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.679172, + "raw_level_count": 121, + "gate_level_count": 121, + "range_504_log": 0.890735, + "range_504_ratio": 2.436919, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.082223, + "hold30_r": 4.4601 + }, + { + "symbol": "KR", + "date": "2025-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.952327, + "strategy_rank": 70.548962, + "production_rank": 74.350083, + "structural_overlay_pass": false, + "structural_overlay_score": 70.632579, + "structural_overlay_rr": 2.337106, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.843739, + "primary_prob": 46.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.765608, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.555656, + "range_504_ratio": 1.743085, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -2.012949, + "hold30_r": -1.947183 + }, + { + "symbol": "LHX", + "date": "2025-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.087401, + "strategy_rank": 62.408066, + "production_rank": 69.301178, + "structural_overlay_pass": false, + "structural_overlay_score": 65.836119, + "structural_overlay_rr": 1.719301, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.887053, + "primary_prob": 51.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 93.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.33058, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.495764, + "range_504_ratio": 1.641752, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.824957, + "hold30_r": 8.041318 + }, + { + "symbol": "LRCX", + "date": "2025-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.84336, + "strategy_rank": 93.631915, + "production_rank": 95.03573, + "structural_overlay_pass": false, + "structural_overlay_score": 90.283943, + "structural_overlay_rr": 1.104018, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.872086, + "primary_prob": 49.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.308128, + "raw_level_count": 109, + "gate_level_count": 109, + "range_504_log": 1.087842, + "range_504_ratio": 2.967862, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.841853, + "hold30_r": 5.273412 + }, + { + "symbol": "MCK", + "date": "2025-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.692395, + "strategy_rank": 73.745152, + "production_rank": 79.394233, + "structural_overlay_pass": false, + "structural_overlay_score": 75.424521, + "structural_overlay_rr": 1.430114, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.392871, + "primary_prob": 34.57, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.089307, + "raw_level_count": 122, + "gate_level_count": 122, + "range_504_log": 0.730552, + "range_504_ratio": 2.076226, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.061697, + "hold30_r": -1.0 + }, + { + "symbol": "MMM", + "date": "2025-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.363224, + "strategy_rank": 68.281437, + "production_rank": 72.308699, + "structural_overlay_pass": false, + "structural_overlay_score": 68.693264, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.640154, + "primary_prob": 34.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.46023, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.672477, + "range_504_ratio": 1.959084, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.064204, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2025-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.157775, + "strategy_rank": 69.924825, + "production_rank": 73.669142, + "structural_overlay_pass": false, + "structural_overlay_score": 69.985685, + "structural_overlay_rr": 2.850196, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.409204, + "primary_prob": 19.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.113806, + "raw_level_count": 116, + "gate_level_count": 116, + "range_504_log": 0.652859, + "range_504_ratio": 1.921025, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.045494, + "hold30_r": -1.0 + }, + { + "symbol": "MPWR", + "date": "2025-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.913734, + "strategy_rank": 93.402355, + "production_rank": 94.239481, + "structural_overlay_pass": false, + "structural_overlay_score": 89.527507, + "structural_overlay_rr": 1.755295, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.804034, + "primary_prob": 39.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.206051, + "raw_level_count": 105, + "gate_level_count": 105, + "range_504_log": 0.939917, + "range_504_ratio": 2.559768, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.775231, + "hold30_r": 0.857093 + }, + { + "symbol": "MU", + "date": "2025-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.070375, + "strategy_rank": 96.746657, + "production_rank": 97.187896, + "structural_overlay_pass": false, + "structural_overlay_score": 92.328502, + "structural_overlay_rr": 0.882272, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.689156, + "primary_prob": 55.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.033734, + "raw_level_count": 115, + "gate_level_count": 115, + "range_504_log": 1.443223, + "range_504_ratio": 4.234319, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.666787, + "hold30_r": 4.320656 + }, + { + "symbol": "NEM", + "date": "2025-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.297389, + "strategy_rank": 94.017686, + "production_rank": 95.444253, + "structural_overlay_pass": false, + "structural_overlay_score": 90.672041, + "structural_overlay_rr": 1.316516, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.979212, + "primary_prob": 44.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.468819, + "raw_level_count": 91, + "gate_level_count": 91, + "range_504_log": 1.209173, + "range_504_ratio": 3.350714, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.943381, + "hold30_r": 4.35457 + }, + { + "symbol": "NFLX", + "date": "2025-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.633371, + "strategy_rank": 76.02003, + "production_rank": 78.224477, + "structural_overlay_pass": false, + "structural_overlay_score": 74.313253, + "structural_overlay_rr": 1.093617, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.801128, + "primary_prob": 32.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.701691, + "raw_level_count": 136, + "gate_level_count": 136, + "range_504_log": 1.101674, + "range_504_ratio": 3.009199, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.043871, + "hold30_r": -1.0 + }, + { + "symbol": "NOC", + "date": "2025-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.69807, + "strategy_rank": 68.720246, + "production_rank": 74.379521, + "structural_overlay_pass": false, + "structural_overlay_score": 70.660545, + "structural_overlay_rr": 1.7436, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.124608, + "primary_prob": 27.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 3.186911, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.425959, + "range_504_ratio": 1.531058, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.061184, + "hold30_r": 6.256831 + }, + { + "symbol": "NRG", + "date": "2025-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.778661, + "strategy_rank": 91.044949, + "production_rank": 92.28952, + "structural_overlay_pass": false, + "structural_overlay_score": 87.675044, + "structural_overlay_rr": 0.888913, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.007936, + "primary_prob": 30.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.511905, + "raw_level_count": 120, + "gate_level_count": 120, + "range_504_log": 1.362323, + "range_504_ratio": 3.905256, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.030172, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2025-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.876277, + "strategy_rank": 82.83627, + "production_rank": 84.849606, + "structural_overlay_pass": false, + "structural_overlay_score": 80.607126, + "structural_overlay_rr": 0.904726, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.937911, + "primary_prob": 32.34, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 6.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.406866, + "raw_level_count": 192, + "gate_level_count": 192, + "range_504_log": 1.550597, + "range_504_ratio": 4.714283, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.907588, + "hold30_r": 0.271345 + }, + { + "symbol": "ORCL", + "date": "2025-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.784336, + "strategy_rank": 92.475309, + "production_rank": 91.578318, + "structural_overlay_pass": false, + "structural_overlay_score": 86.999402, + "structural_overlay_rr": 1.991663, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.890267, + "primary_prob": 35.71, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 15.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.335401, + "raw_level_count": 127, + "gate_level_count": 127, + "range_504_log": 1.247887, + "range_504_ratio": 3.482974, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.867658, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2025-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.432463, + "strategy_rank": 97.088568, + "production_rank": 97.869866, + "structural_overlay_pass": false, + "structural_overlay_score": 92.976373, + "structural_overlay_rr": 1.013491, + "structural_overlay_sources": [ + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.506166, + "primary_prob": 21.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.259249, + "raw_level_count": 194, + "gate_level_count": 194, + "range_504_log": 2.583863, + "range_504_ratio": 13.248212, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.481458, + "hold30_r": 0.804715 + }, + { + "symbol": "RTX", + "date": "2025-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.486947, + "strategy_rank": 72.670534, + "production_rank": 78.942672, + "structural_overlay_pass": false, + "structural_overlay_score": 74.995538, + "structural_overlay_rr": 1.928827, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.856192, + "primary_prob": 38.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.284288, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.823525, + "range_504_ratio": 2.278517, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.794407, + "hold30_r": 5.666639 + }, + { + "symbol": "SATS", + "date": "2025-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.886493, + "strategy_rank": 99.88657, + "production_rank": 99.886544, + "structural_overlay_pass": false, + "structural_overlay_score": 94.892217, + "structural_overlay_rr": 1.662919, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.894631, + "primary_prob": 34.37, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 9.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.341947, + "raw_level_count": 113, + "gate_level_count": 113, + "range_504_log": 2.12657, + "range_504_ratio": 8.386051, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.859893, + "hold30_r": 13.821573 + }, + { + "symbol": "SMCI", + "date": "2025-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.68672, + "strategy_rank": 96.267227, + "production_rank": 96.073725, + "structural_overlay_pass": false, + "structural_overlay_score": 91.270038, + "structural_overlay_rr": 1.819029, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.658439, + "primary_prob": 34.44, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.487659, + "raw_level_count": 201, + "gate_level_count": 201, + "range_504_log": 1.963559, + "range_504_ratio": 7.124638, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.019289, + "hold30_r": -1.0 + }, + { + "symbol": "STX", + "date": "2025-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.205448, + "strategy_rank": 97.677109, + "production_rank": 98.186556, + "structural_overlay_pass": false, + "structural_overlay_score": 93.277228, + "structural_overlay_rr": 1.178356, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.896452, + "primary_prob": 47.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.344679, + "raw_level_count": 109, + "gate_level_count": 109, + "range_504_log": 1.550544, + "range_504_ratio": 4.714035, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.873949, + "hold30_r": 1.757105 + }, + { + "symbol": "TEL", + "date": "2025-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.962543, + "strategy_rank": 80.328593, + "production_rank": 84.539909, + "structural_overlay_pass": false, + "structural_overlay_score": 80.312914, + "structural_overlay_rr": 0.834275, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.68942, + "primary_prob": 44.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.034129, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.767949, + "range_504_ratio": 2.155341, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.64283, + "hold30_r": 1.191821 + }, + { + "symbol": "TER", + "date": "2025-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.416572, + "strategy_rank": 94.168497, + "production_rank": 93.917856, + "structural_overlay_pass": false, + "structural_overlay_score": 89.221963, + "structural_overlay_rr": 0.924972, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.955569, + "primary_prob": 45.58, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.433354, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 1.069053, + "range_504_ratio": 2.912621, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.926801, + "hold30_r": 4.048703 + }, + { + "symbol": "TKO", + "date": "2025-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.330306, + "strategy_rank": 81.557262, + "production_rank": 84.148277, + "structural_overlay_pass": false, + "structural_overlay_score": 79.940863, + "structural_overlay_rr": 1.951827, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.891024, + "primary_prob": 26.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.836537, + "raw_level_count": 120, + "gate_level_count": 120, + "range_504_log": 1.077587, + "range_504_ratio": 2.937582, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.840197, + "hold30_r": 1.834165 + }, + { + "symbol": "TPR", + "date": "2025-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.367764, + "strategy_rank": 92.870798, + "production_rank": 94.036453, + "structural_overlay_pass": false, + "structural_overlay_score": 89.334631, + "structural_overlay_rr": 1.028045, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.071019, + "primary_prob": 42.75, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.606529, + "raw_level_count": 106, + "gate_level_count": 106, + "range_504_log": 1.351808, + "range_504_ratio": 3.864407, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.033515, + "hold30_r": 3.52462 + }, + { + "symbol": "TSLA", + "date": "2025-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.406356, + "strategy_rank": 85.849795, + "production_rank": 84.701982, + "structural_overlay_pass": true, + "structural_overlay_score": 85.466883, + "structural_overlay_rr": 2.046459, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.707664, + "primary_prob": 28.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.561496, + "raw_level_count": 107, + "gate_level_count": 107, + "range_504_log": 1.258369, + "range_504_ratio": 3.519677, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.677518, + "hold30_r": 0.317482 + }, + { + "symbol": "TTWO", + "date": "2025-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.557321, + "strategy_rank": 74.309604, + "production_rank": 79.392176, + "structural_overlay_pass": false, + "structural_overlay_score": 75.422568, + "structural_overlay_rr": 0.856771, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.388498, + "primary_prob": 24.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.082747, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 0.671867, + "range_504_ratio": 1.95789, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.056245, + "hold30_r": -1.0 + }, + { + "symbol": "UBER", + "date": "2025-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.946652, + "strategy_rank": 80.092554, + "production_rank": 82.377253, + "structural_overlay_pass": false, + "structural_overlay_score": 78.258391, + "structural_overlay_rr": 2.101175, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.933136, + "primary_prob": 30.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.899704, + "raw_level_count": 130, + "gate_level_count": 130, + "range_504_log": 0.620455, + "range_504_ratio": 1.859774, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.041688, + "hold30_r": -1.0 + }, + { + "symbol": "VRSN", + "date": "2025-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.719637, + "strategy_rank": 74.42968, + "production_rank": 78.526332, + "structural_overlay_pass": false, + "structural_overlay_score": 74.600016, + "structural_overlay_rr": 1.512012, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.802638, + "primary_prob": 47.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.703958, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.620243, + "range_504_ratio": 1.859379, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.053999, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2025-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.146425, + "strategy_rank": 91.152441, + "production_rank": 91.150435, + "structural_overlay_pass": false, + "structural_overlay_score": 86.592913, + "structural_overlay_rr": 0.731005, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.134683, + "primary_prob": 25.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.702024, + "raw_level_count": 188, + "gate_level_count": 188, + "range_504_log": 1.596677, + "range_504_ratio": 4.936601, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.022149, + "hold30_r": -1.0 + }, + { + "symbol": "WDC", + "date": "2025-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.38933, + "strategy_rank": 95.998126, + "production_rank": 96.461861, + "structural_overlay_pass": false, + "structural_overlay_score": 91.638768, + "structural_overlay_rr": 1.017269, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.743577, + "primary_prob": 53.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.115366, + "raw_level_count": 108, + "gate_level_count": 108, + "range_504_log": 1.822892, + "range_504_ratio": 6.189733, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.721803, + "hold30_r": 3.425802 + }, + { + "symbol": "GEV", + "date": "2025-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.005675, + "strategy_rank": 93.038514, + "production_rank": 93.694235, + "structural_overlay_pass": false, + "structural_overlay_score": 89.009523, + "structural_overlay_rr": 1.614994, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.050571, + "primary_prob": 56.12, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 67.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.575856, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 1.738976, + "range_504_ratio": 5.691512, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.023179, + "hold30_r": 0.925467 + }, + { + "symbol": "WBD", + "date": "2025-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.524404, + "strategy_rank": 98.083731, + "production_rank": 98.230622, + "structural_overlay_pass": false, + "structural_overlay_score": 93.319091, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.951151, + "primary_prob": 25.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.926727, + "raw_level_count": 104, + "gate_level_count": 104, + "range_504_log": 1.315916, + "range_504_ratio": 3.728163, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.912057, + "hold30_r": 3.15563 + }, + { + "symbol": "CEG", + "date": "2025-12-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.940976, + "strategy_rank": 88.786769, + "production_rank": 89.838172, + "structural_overlay_pass": false, + "structural_overlay_score": 85.346263, + "structural_overlay_rr": 1.968104, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.722138, + "primary_prob": 44.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.083208, + "raw_level_count": 143, + "gate_level_count": 143, + "range_504_log": 1.327344, + "range_504_ratio": 3.771016, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.691497, + "hold30_r": -1.0 + }, + { + "symbol": "HOOD", + "date": "2025-12-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.659478, + "strategy_rank": 99.116108, + "production_rank": 99.297231, + "structural_overlay_pass": false, + "structural_overlay_score": 94.33237, + "structural_overlay_rr": 1.752462, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.752462, + "primary_prob": 28.33, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.628694, + "raw_level_count": 178, + "gate_level_count": 178, + "range_504_log": 2.802807, + "range_504_ratio": 16.490879, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.021254, + "hold30_r": -1.0 + }, + { + "symbol": "ABBV", + "date": "2025-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.027714, + "strategy_rank": 70.311565, + "production_rank": 75.550281, + "structural_overlay_pass": false, + "structural_overlay_score": 71.772767, + "structural_overlay_rr": 0.947089, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.246695, + "primary_prob": 27.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.870043, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.540018, + "range_504_ratio": 1.716038, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.189283, + "hold30_r": -1.0 + }, + { + "symbol": "AEP", + "date": "2025-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.337182, + "strategy_rank": 63.736949, + "production_rank": 71.937027, + "structural_overlay_pass": false, + "structural_overlay_score": 68.340176, + "structural_overlay_rr": 0.823366, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.770597, + "primary_prob": 47.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.155895, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.506295, + "range_504_ratio": 1.659133, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.077549, + "hold30_r": -1.0 + }, + { + "symbol": "AMD", + "date": "2025-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.381062, + "strategy_rank": 95.729877, + "production_rank": 95.613606, + "structural_overlay_pass": false, + "structural_overlay_score": 90.832925, + "structural_overlay_rr": 1.729852, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.102512, + "primary_prob": 28.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.653768, + "raw_level_count": 114, + "gate_level_count": 114, + "range_504_log": 1.250519, + "range_504_ratio": 3.492154, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.025396, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2025-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.182448, + "strategy_rank": 89.09223, + "production_rank": 88.455636, + "structural_overlay_pass": false, + "structural_overlay_score": 84.032854, + "structural_overlay_rr": 1.710679, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.726045, + "primary_prob": 42.2, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 17.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.089067, + "raw_level_count": 164, + "gate_level_count": 164, + "range_504_log": 1.133028, + "range_504_ratio": 3.105045, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.694214, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2025-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.036952, + "strategy_rank": 97.450751, + "production_rank": 97.646151, + "structural_overlay_pass": false, + "structural_overlay_score": 92.763844, + "structural_overlay_rr": 1.126325, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.739423, + "primary_prob": 53.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.109135, + "raw_level_count": 205, + "gate_level_count": 205, + "range_504_log": 3.036534, + "range_504_ratio": 20.832914, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.712177, + "hold30_r": -1.0 + }, + { + "symbol": "APTV", + "date": "2025-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.877598, + "strategy_rank": 83.764088, + "production_rank": 86.135258, + "structural_overlay_pass": false, + "structural_overlay_score": 81.828495, + "structural_overlay_rr": 1.253833, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.604683, + "primary_prob": 23.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 69, + "primary_distance_atr": 3.907024, + "raw_level_count": 108, + "gate_level_count": 108, + "range_504_log": 0.663904, + "range_504_ratio": 1.942361, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.556202, + "hold30_r": 0.141516 + }, + { + "symbol": "ATO", + "date": "2025-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.2194, + "strategy_rank": 60.483073, + "production_rank": 68.728515, + "structural_overlay_pass": false, + "structural_overlay_score": 65.292089, + "structural_overlay_rr": 1.509136, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.697832, + "primary_prob": 29.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 77.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.546747, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.491908, + "range_504_ratio": 1.635434, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.083811, + "hold30_r": -0.418877 + }, + { + "symbol": "AZO", + "date": "2025-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.369515, + "strategy_rank": 62.445296, + "production_rank": 68.420036, + "structural_overlay_pass": false, + "structural_overlay_score": 64.999034, + "structural_overlay_rr": 1.252912, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.257599, + "primary_prob": 42.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 99.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.886399, + "raw_level_count": 86, + "gate_level_count": 86, + "range_504_log": 0.558616, + "range_504_ratio": 1.748251, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.063468, + "hold30_r": -1.0 + }, + { + "symbol": "BA", + "date": "2025-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.138568, + "strategy_rank": 76.108518, + "production_rank": 77.451868, + "structural_overlay_pass": false, + "structural_overlay_score": 73.579275, + "structural_overlay_rr": 1.537057, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.583825, + "primary_prob": 50.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 147, + "primary_distance_atr": 2.375738, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.730387, + "range_504_ratio": 2.075883, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.534769, + "hold30_r": 5.367771 + }, + { + "symbol": "CAH", + "date": "2025-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.073903, + "strategy_rank": 87.608875, + "production_rank": 90.430551, + "structural_overlay_pass": false, + "structural_overlay_score": 85.909023, + "structural_overlay_rr": 0.796538, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.447739, + "primary_prob": 20.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.171609, + "raw_level_count": 113, + "gate_level_count": 113, + "range_504_log": 0.835887, + "range_504_ratio": 2.306858, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.383862, + "hold30_r": 1.286344 + }, + { + "symbol": "CBOE", + "date": "2025-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.413395, + "strategy_rank": 64.265413, + "production_rank": 71.981407, + "structural_overlay_pass": false, + "structural_overlay_score": 68.382337, + "structural_overlay_rr": 1.017673, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.839838, + "primary_prob": 36.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.259757, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.459307, + "range_504_ratio": 1.582977, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.073575, + "hold30_r": -1.0 + }, + { + "symbol": "CHRW", + "date": "2025-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.454965, + "strategy_rank": 90.147508, + "production_rank": 90.583327, + "structural_overlay_pass": false, + "structural_overlay_score": 86.054161, + "structural_overlay_rr": 1.717599, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.969184, + "primary_prob": 31.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.453776, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.918043, + "range_504_ratio": 2.504385, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.912971, + "hold30_r": 4.486827 + }, + { + "symbol": "CNP", + "date": "2025-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.295612, + "strategy_rank": 59.767297, + "production_rank": 67.943402, + "structural_overlay_pass": false, + "structural_overlay_score": 64.546232, + "structural_overlay_rr": 1.467036, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.478015, + "primary_prob": 37.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.217022, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.466159, + "range_504_ratio": 1.593861, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.08808, + "hold30_r": -1.0 + }, + { + "symbol": "COR", + "date": "2025-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.572748, + "strategy_rank": 74.530417, + "production_rank": 81.211194, + "structural_overlay_pass": false, + "structural_overlay_score": 77.150634, + "structural_overlay_rr": 1.856386, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.731898, + "primary_prob": 14.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.597847, + "raw_level_count": 99, + "gate_level_count": 99, + "range_504_log": 0.65643, + "range_504_ratio": 1.927897, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.67262, + "hold30_r": 1.285324 + }, + { + "symbol": "CRWD", + "date": "2025-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.224018, + "strategy_rank": 87.289993, + "production_rank": 88.601335, + "structural_overlay_pass": false, + "structural_overlay_score": 84.171268, + "structural_overlay_rr": 0.856946, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.416407, + "primary_prob": 20.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.12461, + "raw_level_count": 143, + "gate_level_count": 143, + "range_504_log": 1.037824, + "range_504_ratio": 2.823067, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.056049, + "hold30_r": -1.019456 + }, + { + "symbol": "CVS", + "date": "2025-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.263279, + "strategy_rank": 77.476001, + "production_rank": 82.405094, + "structural_overlay_pass": false, + "structural_overlay_score": 78.284839, + "structural_overlay_rr": 0.784687, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.99715, + "primary_prob": 20.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 4.495726, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.670275, + "range_504_ratio": 1.954775, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.051923, + "hold30_r": 2.086302 + }, + { + "symbol": "DG", + "date": "2025-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.838337, + "strategy_rank": 85.214025, + "production_rank": 86.755462, + "structural_overlay_pass": false, + "structural_overlay_score": 82.417689, + "structural_overlay_rr": 2.408046, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.912045, + "primary_prob": 45.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.868067, + "raw_level_count": 108, + "gate_level_count": 108, + "range_504_log": 0.928232, + "range_504_ratio": 2.530032, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.876424, + "hold30_r": 2.913693 + }, + { + "symbol": "DLTR", + "date": "2025-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.840647, + "strategy_rank": 86.140526, + "production_rank": 88.3739, + "structural_overlay_pass": false, + "structural_overlay_score": 83.955205, + "structural_overlay_rr": 2.628465, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.575886, + "primary_prob": 50.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.363829, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 0.916225, + "range_504_ratio": 2.499835, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.540863, + "hold30_r": 0.940115 + }, + { + "symbol": "EBAY", + "date": "2025-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.145497, + "strategy_rank": 88.185258, + "production_rank": 88.505337, + "structural_overlay_pass": false, + "structural_overlay_score": 84.08007, + "structural_overlay_rr": 1.996044, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.761973, + "primary_prob": 41.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.142959, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.923733, + "range_504_ratio": 2.518675, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.712089, + "hold30_r": 2.983521 + }, + { + "symbol": "EME", + "date": "2025-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.526559, + "strategy_rank": 84.018822, + "production_rank": 84.188067, + "structural_overlay_pass": false, + "structural_overlay_score": 79.978664, + "structural_overlay_rr": 1.026404, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.896272, + "primary_prob": 39.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.344408, + "raw_level_count": 128, + "gate_level_count": 128, + "range_504_log": 1.313741, + "range_504_ratio": 3.720065, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.036186, + "hold30_r": -1.0 + }, + { + "symbol": "ETR", + "date": "2025-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.258661, + "strategy_rank": 62.040049, + "production_rank": 70.112919, + "structural_overlay_pass": false, + "structural_overlay_score": 66.607273, + "structural_overlay_rr": 1.765336, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.298919, + "primary_prob": 34.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 66.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.948379, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.718002, + "range_504_ratio": 2.050333, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.229569, + "hold30_r": 0.238882 + }, + { + "symbol": "EVRG", + "date": "2025-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.718245, + "strategy_rank": 58.844707, + "production_rank": 67.135886, + "structural_overlay_pass": false, + "structural_overlay_score": 63.779092, + "structural_overlay_rr": 0.910579, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.864896, + "primary_prob": 42.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.297344, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.501456, + "range_504_ratio": 1.651124, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.085143, + "hold30_r": -1.0 + }, + { + "symbol": "EXC", + "date": "2025-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.720554, + "strategy_rank": 61.914065, + "production_rank": 70.182895, + "structural_overlay_pass": false, + "structural_overlay_score": 66.67375, + "structural_overlay_rr": 1.801067, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.32725, + "primary_prob": 25.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 145, + "primary_distance_atr": 3.490874, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.374759, + "range_504_ratio": 1.454641, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.064689, + "hold30_r": 0.948009 + }, + { + "symbol": "F", + "date": "2025-12-08", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.56351, + "strategy_rank": 78.082476, + "production_rank": 79.576154, + "structural_overlay_pass": false, + "structural_overlay_score": 75.597346, + "structural_overlay_rr": 1.941129, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.047935, + "primary_prob": 28.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 68, + "primary_distance_atr": 3.071902, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.564946, + "range_504_ratio": 1.759354, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.986783, + "hold30_r": 1.326353 + }, + { + "symbol": "FSLR", + "date": "2025-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.648961, + "strategy_rank": 94.171784, + "production_rank": 93.99751, + "structural_overlay_pass": false, + "structural_overlay_score": 89.297634, + "structural_overlay_rr": 0.835305, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.262704, + "primary_prob": 25.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.894055, + "raw_level_count": 125, + "gate_level_count": 125, + "range_504_log": 0.96767, + "range_504_ratio": 2.631806, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.230597, + "hold30_r": -1.017601 + }, + { + "symbol": "GE", + "date": "2025-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.612009, + "strategy_rank": 76.744075, + "production_rank": 83.033386, + "structural_overlay_pass": false, + "structural_overlay_score": 78.881717, + "structural_overlay_rr": 1.89766, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.523572, + "primary_prob": 28.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.285358, + "raw_level_count": 120, + "gate_level_count": 120, + "range_504_log": 0.985736, + "range_504_ratio": 2.679783, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.473024, + "hold30_r": 0.687312 + }, + { + "symbol": "GILD", + "date": "2025-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.415704, + "strategy_rank": 77.841684, + "production_rank": 82.033024, + "structural_overlay_pass": false, + "structural_overlay_score": 77.931373, + "structural_overlay_rr": 1.62261, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.3498, + "primary_prob": 22.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.0247, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.729221, + "range_504_ratio": 2.073465, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.292619, + "hold30_r": -1.0 + }, + { + "symbol": "GL", + "date": "2025-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.256351, + "strategy_rank": 66.885437, + "production_rank": 72.342408, + "structural_overlay_pass": false, + "structural_overlay_score": 68.725288, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.844556, + "primary_prob": 31.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 98.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.766835, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 1.333784, + "range_504_ratio": 3.795379, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.770696, + "hold30_r": 1.468649 + }, + { + "symbol": "GLW", + "date": "2025-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.459584, + "strategy_rank": 89.719405, + "production_rank": 92.299465, + "structural_overlay_pass": false, + "structural_overlay_score": 87.684491, + "structural_overlay_rr": 0.965663, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.965663, + "primary_prob": 45.26, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.448494, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 1.185103, + "range_504_ratio": 3.271025, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.926017, + "hold30_r": 1.349682 + }, + { + "symbol": "HCA", + "date": "2025-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.110855, + "strategy_rank": 75.243958, + "production_rank": 81.532923, + "structural_overlay_pass": false, + "structural_overlay_score": 77.456277, + "structural_overlay_rr": 2.003219, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.492315, + "primary_prob": 17.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.238472, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.726187, + "range_504_ratio": 2.067183, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.055774, + "hold30_r": -1.0 + }, + { + "symbol": "HII", + "date": "2025-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.766744, + "strategy_rank": 83.877274, + "production_rank": 88.173764, + "structural_overlay_pass": false, + "structural_overlay_score": 83.765075, + "structural_overlay_rr": 0.914809, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.692095, + "primary_prob": 55.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.038142, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.730943, + "range_504_ratio": 2.077039, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.647669, + "hold30_r": 7.61298 + }, + { + "symbol": "HWM", + "date": "2025-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.30485, + "strategy_rank": 82.34427, + "production_rank": 86.997797, + "structural_overlay_pass": false, + "structural_overlay_score": 82.647907, + "structural_overlay_rr": 1.669081, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.763843, + "primary_prob": 41.9, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 23.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.145765, + "raw_level_count": 140, + "gate_level_count": 140, + "range_504_log": 1.403953, + "range_504_ratio": 4.071264, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.718226, + "hold30_r": 2.834022 + }, + { + "symbol": "IBKR", + "date": "2025-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.916859, + "strategy_rank": 87.429359, + "production_rank": 88.925192, + "structural_overlay_pass": false, + "structural_overlay_score": 84.478933, + "structural_overlay_rr": 1.780273, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.327249, + "primary_prob": 22.98, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 11.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.990873, + "raw_level_count": 129, + "gate_level_count": 129, + "range_504_log": 1.323291, + "range_504_ratio": 3.75576, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.039257, + "hold30_r": -1.0 + }, + { + "symbol": "IBM", + "date": "2025-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.60739, + "strategy_rank": 78.174482, + "production_rank": 81.985451, + "structural_overlay_pass": false, + "structural_overlay_score": 77.886179, + "structural_overlay_rr": 1.326174, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.322531, + "primary_prob": 20.88, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.983796, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.721651, + "range_504_ratio": 2.057827, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.052023, + "hold30_r": -1.0 + }, + { + "symbol": "IDXX", + "date": "2025-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.997691, + "strategy_rank": 96.101148, + "production_rank": 96.399996, + "structural_overlay_pass": false, + "structural_overlay_score": 91.579996, + "structural_overlay_rr": 2.190959, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.980099, + "primary_prob": 31.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.470149, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.771041, + "range_504_ratio": 2.162015, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.048004, + "hold30_r": -1.0 + }, + { + "symbol": "INCY", + "date": "2025-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.6097, + "strategy_rank": 86.946606, + "production_rank": 88.834304, + "structural_overlay_pass": false, + "structural_overlay_score": 84.392588, + "structural_overlay_rr": 1.956105, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.965023, + "primary_prob": 33.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.447535, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.774873, + "range_504_ratio": 2.170316, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.929128, + "hold30_r": 1.551639 + }, + { + "symbol": "INTC", + "date": "2025-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.806005, + "strategy_rank": 97.565586, + "production_rank": 97.645725, + "structural_overlay_pass": false, + "structural_overlay_score": 92.763439, + "structural_overlay_rr": 1.613244, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.892965, + "primary_prob": 45.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.839447, + "raw_level_count": 110, + "gate_level_count": 110, + "range_504_log": 1.065716, + "range_504_ratio": 2.902915, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.025599, + "hold30_r": -1.0 + }, + { + "symbol": "IVZ", + "date": "2025-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.21709, + "strategy_rank": 79.740903, + "production_rank": 80.566299, + "structural_overlay_pass": false, + "structural_overlay_score": 76.537984, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.853834, + "primary_prob": 51.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.280751, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.82198, + "range_504_ratio": 2.275, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.810195, + "hold30_r": 2.899653 + }, + { + "symbol": "JCI", + "date": "2025-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.646651, + "strategy_rank": 73.683071, + "production_rank": 79.337598, + "structural_overlay_pass": false, + "structural_overlay_score": 75.370718, + "structural_overlay_rr": 2.389681, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.858384, + "primary_prob": 12.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.787576, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 0.873048, + "range_504_ratio": 2.394197, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.795938, + "hold30_r": -1.0 + }, + { + "symbol": "KLAC", + "date": "2025-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.228637, + "strategy_rank": 92.011659, + "production_rank": 93.750652, + "structural_overlay_pass": false, + "structural_overlay_score": 89.063119, + "structural_overlay_rr": 1.025984, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.025984, + "primary_prob": 43.44, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.538975, + "raw_level_count": 121, + "gate_level_count": 121, + "range_504_log": 0.890735, + "range_504_ratio": 2.436919, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.984033, + "hold30_r": 4.717127 + }, + { + "symbol": "LDOS", + "date": "2025-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.831409, + "strategy_rank": 63.736364, + "production_rank": 69.434712, + "structural_overlay_pass": false, + "structural_overlay_score": 65.962977, + "structural_overlay_rr": 1.575983, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.541467, + "primary_prob": 21.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.3122, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.667859, + "range_504_ratio": 1.950057, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.487987, + "hold30_r": 1.127966 + }, + { + "symbol": "LHX", + "date": "2025-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.600462, + "strategy_rank": 61.05166, + "production_rank": 67.567927, + "structural_overlay_pass": false, + "structural_overlay_score": 64.189531, + "structural_overlay_rr": 1.680973, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.031681, + "primary_prob": 32.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.547521, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.467333, + "range_504_ratio": 1.595733, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.96483, + "hold30_r": 8.793947 + }, + { + "symbol": "MCK", + "date": "2025-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.071594, + "strategy_rank": 76.901268, + "production_rank": 82.291376, + "structural_overlay_pass": false, + "structural_overlay_score": 78.176807, + "structural_overlay_rr": 1.3526, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.3526, + "primary_prob": 23.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.0289, + "raw_level_count": 122, + "gate_level_count": 122, + "range_504_log": 0.730552, + "range_504_ratio": 2.076226, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.29728, + "hold30_r": 0.662781 + }, + { + "symbol": "MMM", + "date": "2025-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.177829, + "strategy_rank": 69.094066, + "production_rank": 73.121987, + "structural_overlay_pass": false, + "structural_overlay_score": 69.465887, + "structural_overlay_rr": 1.05056, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.007416, + "primary_prob": 29.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 3.011124, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.683066, + "range_504_ratio": 1.979939, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.059897, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2025-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.757506, + "strategy_rank": 72.014586, + "production_rank": 76.262226, + "structural_overlay_pass": false, + "structural_overlay_score": 72.449115, + "structural_overlay_rr": 1.490645, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.097275, + "primary_prob": 42.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 81.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.645912, + "raw_level_count": 117, + "gate_level_count": 117, + "range_504_log": 0.652859, + "range_504_ratio": 1.921025, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.046433, + "hold30_r": -1.0 + }, + { + "symbol": "MPWR", + "date": "2025-12-08", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.803695, + "strategy_rank": 92.940928, + "production_rank": 93.56185, + "structural_overlay_pass": false, + "structural_overlay_score": 88.883758, + "structural_overlay_rr": 2.39654, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 2.044393, + "primary_prob": 24.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 4, + "primary_distance_atr": 3.066589, + "raw_level_count": 105, + "gate_level_count": 105, + "range_504_log": 0.939917, + "range_504_ratio": 2.559768, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.033722, + "hold30_r": -1.0 + }, + { + "symbol": "NEM", + "date": "2025-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.614319, + "strategy_rank": 94.364124, + "production_rank": 95.780856, + "structural_overlay_pass": false, + "structural_overlay_score": 90.991813, + "structural_overlay_rr": 0.922068, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.815155, + "primary_prob": 36.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.222732, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 1.209173, + "range_504_ratio": 3.350714, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.777855, + "hold30_r": 6.850234 + }, + { + "symbol": "NOC", + "date": "2025-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.988453, + "strategy_rank": 68.478092, + "production_rank": 73.981546, + "structural_overlay_pass": false, + "structural_overlay_score": 70.282468, + "structural_overlay_rr": 1.417785, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.841923, + "primary_prob": 31.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.762885, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.425959, + "range_504_ratio": 1.531058, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.770365, + "hold30_r": 7.554487 + }, + { + "symbol": "NRG", + "date": "2025-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.535797, + "strategy_rank": 92.563537, + "production_rank": 93.887624, + "structural_overlay_pass": false, + "structural_overlay_score": 89.193242, + "structural_overlay_rr": 1.580477, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.768293, + "primary_prob": 47.93, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 54.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.15244, + "raw_level_count": 120, + "gate_level_count": 120, + "range_504_log": 1.341135, + "range_504_ratio": 3.82338, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.736267, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2025-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.025404, + "strategy_rank": 78.924235, + "production_rank": 80.291291, + "structural_overlay_pass": false, + "structural_overlay_score": 76.276727, + "structural_overlay_rr": 0.997901, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.997901, + "primary_prob": 32.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.496852, + "raw_level_count": 191, + "gate_level_count": 191, + "range_504_log": 1.544837, + "range_504_ratio": 4.687208, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.035806, + "hold30_r": -1.0 + }, + { + "symbol": "ORCL", + "date": "2025-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.376443, + "strategy_rank": 92.25245, + "production_rank": 91.293781, + "structural_overlay_pass": false, + "structural_overlay_score": 86.729092, + "structural_overlay_rr": 0.985203, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.839139, + "primary_prob": 41.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.258709, + "raw_level_count": 127, + "gate_level_count": 127, + "range_504_log": 1.247887, + "range_504_ratio": 3.482974, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.892806, + "hold30_r": -1.865308 + }, + { + "symbol": "PLTR", + "date": "2025-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.191686, + "strategy_rank": 97.014825, + "production_rank": 97.740446, + "structural_overlay_pass": true, + "structural_overlay_score": 97.853423, + "structural_overlay_rr": 2.146149, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.730441, + "primary_prob": 28.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.595662, + "raw_level_count": 194, + "gate_level_count": 194, + "range_504_log": 2.583863, + "range_504_ratio": 13.248212, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.029927, + "hold30_r": -1.0 + }, + { + "symbol": "PM", + "date": "2025-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.794457, + "strategy_rank": 71.055198, + "production_rank": 74.968285, + "structural_overlay_pass": false, + "structural_overlay_score": 71.21987, + "structural_overlay_rr": 2.711565, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.906086, + "primary_prob": 30.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.85913, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.75416, + "range_504_ratio": 2.125826, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.849034, + "hold30_r": 4.185903 + }, + { + "symbol": "PODD", + "date": "2025-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.639723, + "strategy_rank": 78.783751, + "production_rank": 79.735741, + "structural_overlay_pass": false, + "structural_overlay_score": 75.748954, + "structural_overlay_rr": 1.82866, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.681722, + "primary_prob": 34.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 77, + "primary_distance_atr": 2.522584, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.795419, + "range_504_ratio": 2.215369, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.032646, + "hold30_r": -1.0 + }, + { + "symbol": "RTX", + "date": "2025-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.30254, + "strategy_rank": 74.263391, + "production_rank": 80.609774, + "structural_overlay_pass": false, + "structural_overlay_score": 76.579286, + "structural_overlay_rr": 1.967048, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.344304, + "primary_prob": 25.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.016456, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.822315, + "range_504_ratio": 2.275763, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.275379, + "hold30_r": 4.98694 + }, + { + "symbol": "TEL", + "date": "2025-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.879908, + "strategy_rank": 80.888746, + "production_rank": 85.219133, + "structural_overlay_pass": false, + "structural_overlay_score": 80.958177, + "structural_overlay_rr": 1.850167, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.499621, + "primary_prob": 18.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.249431, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.767949, + "range_504_ratio": 2.155341, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.445813, + "hold30_r": -1.0 + }, + { + "symbol": "TSLA", + "date": "2025-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.986143, + "strategy_rank": 85.178319, + "production_rank": 84.11426, + "structural_overlay_pass": false, + "structural_overlay_score": 79.908547, + "structural_overlay_rr": 1.871577, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.501994, + "primary_prob": 32.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.25299, + "raw_level_count": 107, + "gate_level_count": 107, + "range_504_log": 1.258369, + "range_504_ratio": 3.519677, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.468386, + "hold30_r": 0.373857 + }, + { + "symbol": "TTWO", + "date": "2025-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.069284, + "strategy_rank": 74.592278, + "production_rank": 79.75128, + "structural_overlay_pass": false, + "structural_overlay_score": 75.763716, + "structural_overlay_rr": 2.183145, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.792249, + "primary_prob": 31.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.688373, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 0.671867, + "range_504_ratio": 1.95789, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.061679, + "hold30_r": -1.0 + }, + { + "symbol": "UBER", + "date": "2025-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.450346, + "strategy_rank": 79.446579, + "production_rank": 81.447835, + "structural_overlay_pass": false, + "structural_overlay_score": 77.375443, + "structural_overlay_rr": 1.90088, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.904152, + "primary_prob": 29.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.856228, + "raw_level_count": 130, + "gate_level_count": 130, + "range_504_log": 0.620455, + "range_504_ratio": 1.859774, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.046236, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2025-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.875289, + "strategy_rank": 80.867541, + "production_rank": 83.203457, + "structural_overlay_pass": false, + "structural_overlay_score": 79.043284, + "structural_overlay_rr": 1.058399, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.070737, + "primary_prob": 30.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.606105, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 0.628582, + "range_504_ratio": 1.874949, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.041023, + "hold30_r": -1.0 + }, + { + "symbol": "VRSN", + "date": "2025-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.683603, + "strategy_rank": 75.661471, + "production_rank": 80.002182, + "structural_overlay_pass": false, + "structural_overlay_score": 76.002073, + "structural_overlay_rr": 1.811512, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.651915, + "primary_prob": 34.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.477872, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.620243, + "range_504_ratio": 1.859379, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.05807, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2025-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.685912, + "strategy_rank": 92.037281, + "production_rank": 91.920158, + "structural_overlay_pass": false, + "structural_overlay_score": 87.32415, + "structural_overlay_rr": 1.058853, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.803182, + "primary_prob": 51.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.204774, + "raw_level_count": 190, + "gate_level_count": 190, + "range_504_log": 1.525622, + "range_504_ratio": 4.598001, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.024903, + "hold30_r": -1.0 + }, + { + "symbol": "WELL", + "date": "2025-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.147806, + "strategy_rank": 66.78457, + "production_rank": 75.238982, + "structural_overlay_pass": false, + "structural_overlay_score": 71.477033, + "structural_overlay_rr": 0.852615, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.824396, + "primary_prob": 51.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.236594, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 0.895227, + "range_504_ratio": 2.447892, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.073429, + "hold30_r": -1.0 + }, + { + "symbol": "WRB", + "date": "2025-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.408776, + "strategy_rank": 63.380152, + "production_rank": 69.389694, + "structural_overlay_pass": false, + "structural_overlay_score": 65.920209, + "structural_overlay_rr": 2.05693, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.680627, + "primary_prob": 34.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.52094, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 0.54575, + "range_504_ratio": 1.725902, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.630566, + "hold30_r": 0.341957 + }, + { + "symbol": "WYNN", + "date": "2025-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.796767, + "strategy_rank": 83.767414, + "production_rank": 84.443865, + "structural_overlay_pass": false, + "structural_overlay_score": 80.221672, + "structural_overlay_rr": 1.01533, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.760869, + "primary_prob": 40.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.141303, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.724973, + "range_504_ratio": 2.064674, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.035322, + "hold30_r": -1.0 + }, + { + "symbol": "GEV", + "date": "2025-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.842956, + "strategy_rank": 93.97947, + "production_rank": 94.600632, + "structural_overlay_pass": false, + "structural_overlay_score": 89.870601, + "structural_overlay_rr": 1.090036, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.917962, + "primary_prob": 54.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.376943, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 1.738976, + "range_504_ratio": 5.691512, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.889104, + "hold30_r": 0.749481 + }, + { + "symbol": "CEG", + "date": "2025-12-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.418014, + "strategy_rank": 90.588462, + "production_rank": 91.531646, + "structural_overlay_pass": false, + "structural_overlay_score": 86.955064, + "structural_overlay_rr": 1.059518, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.890072, + "primary_prob": 38.92, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 31.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.335108, + "raw_level_count": 144, + "gate_level_count": 144, + "range_504_log": 1.327344, + "range_504_ratio": 3.771016, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.862187, + "hold30_r": -1.0 + }, + { + "symbol": "HOOD", + "date": "2025-12-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.769053, + "strategy_rank": 99.354466, + "production_rank": 99.492662, + "structural_overlay_pass": false, + "structural_overlay_score": 94.518029, + "structural_overlay_rr": 1.732801, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.712491, + "primary_prob": 43.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.068737, + "raw_level_count": 178, + "gate_level_count": 178, + "range_504_log": 2.696162, + "range_504_ratio": 14.822726, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.01974, + "hold30_r": -1.0 + }, + { + "symbol": "ABBV", + "date": "2025-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.917146, + "strategy_rank": 71.806067, + "production_rank": 77.176426, + "structural_overlay_pass": false, + "structural_overlay_score": 73.317605, + "structural_overlay_rr": 1.593521, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.732, + "primary_prob": 43.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.098001, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.488748, + "range_504_ratio": 1.630273, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.062124, + "hold30_r": -1.0 + }, + { + "symbol": "AEP", + "date": "2025-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.147296, + "strategy_rank": 63.563038, + "production_rank": 71.757791, + "structural_overlay_pass": false, + "structural_overlay_score": 68.169901, + "structural_overlay_rr": 0.825353, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.771581, + "primary_prob": 47.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.157372, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.506295, + "range_504_ratio": 1.659133, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.07905, + "hold30_r": -1.0 + }, + { + "symbol": "AMD", + "date": "2025-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.583429, + "strategy_rank": 97.206219, + "production_rank": 97.331956, + "structural_overlay_pass": false, + "structural_overlay_score": 92.465358, + "structural_overlay_rr": 1.610632, + "structural_overlay_sources": [ + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.719856, + "primary_prob": 40.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.079783, + "raw_level_count": 114, + "gate_level_count": 114, + "range_504_log": 1.250519, + "range_504_ratio": 3.492154, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.69428, + "hold30_r": 2.74754 + }, + { + "symbol": "AMGN", + "date": "2025-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.897583, + "strategy_rank": 72.851041, + "production_rank": 75.533222, + "structural_overlay_pass": false, + "structural_overlay_score": 71.756561, + "structural_overlay_rr": 1.848475, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 11, + "rr": 1.562359, + "primary_prob": 21.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.343539, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.314318, + "range_504_ratio": 1.369325, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.505364, + "hold30_r": 1.544418 + }, + { + "symbol": "APH", + "date": "2025-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.547756, + "strategy_rank": 84.977229, + "production_rank": 88.834072, + "structural_overlay_pass": false, + "structural_overlay_score": 84.392368, + "structural_overlay_rr": 1.917705, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.650188, + "primary_prob": 20.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.475282, + "raw_level_count": 98, + "gate_level_count": 98, + "range_504_log": 1.123296, + "range_504_ratio": 3.074973, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.610455, + "hold30_r": 3.009796 + }, + { + "symbol": "APP", + "date": "2025-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.777906, + "strategy_rank": 96.50458, + "production_rank": 96.595688, + "structural_overlay_pass": false, + "structural_overlay_score": 91.765904, + "structural_overlay_rr": 0.989432, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.012768, + "primary_prob": 44.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.519152, + "raw_level_count": 205, + "gate_level_count": 205, + "range_504_log": 3.036534, + "range_504_ratio": 20.832914, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.986392, + "hold30_r": -1.0 + }, + { + "symbol": "APTV", + "date": "2025-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.421174, + "strategy_rank": 79.128576, + "production_rank": 81.559442, + "structural_overlay_pass": false, + "structural_overlay_score": 77.48147, + "structural_overlay_rr": 1.193228, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.574173, + "primary_prob": 23.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 69, + "primary_distance_atr": 3.86126, + "raw_level_count": 108, + "gate_level_count": 108, + "range_504_log": 0.663904, + "range_504_ratio": 1.942361, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.524473, + "hold30_r": 0.475479 + }, + { + "symbol": "ATO", + "date": "2025-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.8458, + "strategy_rank": 60.712037, + "production_rank": 69.089958, + "structural_overlay_pass": false, + "structural_overlay_score": 65.63546, + "structural_overlay_rr": 1.874047, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.747924, + "primary_prob": 53.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 77.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.121886, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.491908, + "range_504_ratio": 1.635434, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.082686, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2025-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.12313, + "strategy_rank": 94.886306, + "production_rank": 95.631914, + "structural_overlay_pass": false, + "structural_overlay_score": 90.850318, + "structural_overlay_rr": 1.696308, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.120937, + "primary_prob": 27.78, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 10.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.681405, + "raw_level_count": 144, + "gate_level_count": 144, + "range_504_log": 1.397866, + "range_504_ratio": 4.046555, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.024702, + "hold30_r": -0.330029 + }, + { + "symbol": "CAH", + "date": "2025-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.008055, + "strategy_rank": 87.469359, + "production_rank": 90.648924, + "structural_overlay_pass": false, + "structural_overlay_score": 86.116478, + "structural_overlay_rr": 1.442723, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.447887, + "primary_prob": 20.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.171831, + "raw_level_count": 113, + "gate_level_count": 113, + "range_504_log": 0.835887, + "range_504_ratio": 2.306858, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.374914, + "hold30_r": 2.056419 + }, + { + "symbol": "CASY", + "date": "2025-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.393556, + "strategy_rank": 63.703044, + "production_rank": 69.933214, + "structural_overlay_pass": false, + "structural_overlay_score": 66.436554, + "structural_overlay_rr": 1.232475, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.207291, + "primary_prob": 29.37, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 29.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.810937, + "raw_level_count": 99, + "gate_level_count": 99, + "range_504_log": 0.766612, + "range_504_ratio": 2.152461, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.155791, + "hold30_r": 3.032058 + }, + { + "symbol": "CBOE", + "date": "2025-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.298044, + "strategy_rank": 65.608516, + "production_rank": 73.505025, + "structural_overlay_pass": false, + "structural_overlay_score": 69.829774, + "structural_overlay_rr": 1.847345, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.167835, + "primary_prob": 29.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.751753, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.459307, + "range_504_ratio": 1.582977, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.100191, + "hold30_r": 2.572801 + }, + { + "symbol": "CHRW", + "date": "2025-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.59954, + "strategy_rank": 90.020941, + "production_rank": 90.54714, + "structural_overlay_pass": false, + "structural_overlay_score": 86.019783, + "structural_overlay_rr": 0.895383, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.895383, + "primary_prob": 47.54, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.343074, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.918043, + "range_504_ratio": 2.504385, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.840843, + "hold30_r": 6.247783 + }, + { + "symbol": "CIEN", + "date": "2025-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.309551, + "strategy_rank": 97.966743, + "production_rank": 98.414346, + "structural_overlay_pass": false, + "structural_overlay_score": 93.493629, + "structural_overlay_rr": 1.702078, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.702078, + "primary_prob": 28.73, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.553116, + "raw_level_count": 100, + "gate_level_count": 100, + "range_504_log": 1.771009, + "range_504_ratio": 5.876777, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.67895, + "hold30_r": 1.997882 + }, + { + "symbol": "CNP", + "date": "2025-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.810127, + "strategy_rank": 59.918179, + "production_rank": 68.215495, + "structural_overlay_pass": false, + "structural_overlay_score": 64.80472, + "structural_overlay_rr": 1.383055, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.394313, + "primary_prob": 39.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.091469, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.466159, + "range_504_ratio": 1.593861, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.089592, + "hold30_r": -1.0 + }, + { + "symbol": "COHR", + "date": "2025-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.686997, + "strategy_rank": 90.657591, + "production_rank": 89.667393, + "structural_overlay_pass": false, + "structural_overlay_score": 85.184023, + "structural_overlay_rr": 1.210535, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.972172, + "primary_prob": 45.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.458258, + "raw_level_count": 133, + "gate_level_count": 133, + "range_504_log": 1.607641, + "range_504_ratio": 4.991025, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.952223, + "hold30_r": 2.091071 + }, + { + "symbol": "COR", + "date": "2025-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.512083, + "strategy_rank": 74.367069, + "production_rank": 81.415407, + "structural_overlay_pass": false, + "structural_overlay_score": 77.344636, + "structural_overlay_rr": 0.81487, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.68105, + "primary_prob": 41.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.021574, + "raw_level_count": 99, + "gate_level_count": 99, + "range_504_log": 0.65643, + "range_504_ratio": 1.927897, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.065908, + "hold30_r": -1.0 + }, + { + "symbol": "CRWD", + "date": "2025-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.218642, + "strategy_rank": 86.333302, + "production_rank": 87.628415, + "structural_overlay_pass": false, + "structural_overlay_score": 83.246995, + "structural_overlay_rr": 1.515714, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.741177, + "primary_prob": 55.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 86.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.111765, + "raw_level_count": 143, + "gate_level_count": 143, + "range_504_log": 1.037824, + "range_504_ratio": 2.823067, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.034831, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2025-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.659379, + "strategy_rank": 87.390497, + "production_rank": 86.146791, + "structural_overlay_pass": false, + "structural_overlay_score": 81.839451, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.789404, + "primary_prob": 51.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.184106, + "raw_level_count": 203, + "gate_level_count": 203, + "range_504_log": 2.56133, + "range_504_ratio": 12.953029, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.761569, + "hold30_r": -1.0 + }, + { + "symbol": "CVS", + "date": "2025-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.361335, + "strategy_rank": 78.796907, + "production_rank": 83.98505, + "structural_overlay_pass": false, + "structural_overlay_score": 79.785797, + "structural_overlay_rr": 1.774172, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.866009, + "primary_prob": 46.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.799014, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.670275, + "range_504_ratio": 1.954775, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.466298, + "hold30_r": -1.413892 + }, + { + "symbol": "DG", + "date": "2025-12-15", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.059839, + "strategy_rank": 86.898833, + "production_rank": 88.619168, + "structural_overlay_pass": false, + "structural_overlay_score": 84.18821, + "structural_overlay_rr": 1.962965, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.542671, + "primary_prob": 27.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 24, + "primary_distance_atr": 3.814006, + "raw_level_count": 107, + "gate_level_count": 107, + "range_504_log": 0.928232, + "range_504_ratio": 2.530032, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.502824, + "hold30_r": 1.326439 + }, + { + "symbol": "DLTR", + "date": "2025-12-15", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.095512, + "strategy_rank": 86.418294, + "production_rank": 88.644033, + "structural_overlay_pass": false, + "structural_overlay_score": 84.211831, + "structural_overlay_rr": 1.8325, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.748539, + "primary_prob": 37.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 99, + "primary_distance_atr": 4.122808, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 0.916225, + "range_504_ratio": 2.499835, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.03973, + "hold30_r": -1.0 + }, + { + "symbol": "EBAY", + "date": "2025-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.988493, + "strategy_rank": 88.686549, + "production_rank": 89.12053, + "structural_overlay_pass": false, + "structural_overlay_score": 84.664503, + "structural_overlay_rr": 2.377438, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.139619, + "primary_prob": 29.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.709429, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 0.923733, + "range_504_ratio": 2.518675, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.090362, + "hold30_r": 3.524781 + }, + { + "symbol": "EME", + "date": "2025-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.127733, + "strategy_rank": 81.416279, + "production_rank": 81.320097, + "structural_overlay_pass": false, + "structural_overlay_score": 77.254092, + "structural_overlay_rr": 0.678416, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.055405, + "primary_prob": 34.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.583107, + "raw_level_count": 128, + "gate_level_count": 128, + "range_504_log": 1.313741, + "range_504_ratio": 3.720065, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.019114, + "hold30_r": 3.090937 + }, + { + "symbol": "EQT", + "date": "2025-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.341772, + "strategy_rank": 83.320641, + "production_rank": 84.661018, + "structural_overlay_pass": false, + "structural_overlay_score": 80.427967, + "structural_overlay_rr": 1.921543, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.206258, + "primary_prob": 30.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.809387, + "raw_level_count": 93, + "gate_level_count": 93, + "range_504_log": 0.728973, + "range_504_ratio": 2.072951, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.037202, + "hold30_r": -1.0 + }, + { + "symbol": "ES", + "date": "2025-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.207135, + "strategy_rank": 70.23225, + "production_rank": 73.557212, + "structural_overlay_pass": false, + "structural_overlay_score": 69.879351, + "structural_overlay_rr": 2.424032, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.060482, + "primary_prob": 28.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 60, + "primary_distance_atr": 3.090722, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.367843, + "range_504_ratio": 1.444615, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.183541, + "hold30_r": -1.11898 + }, + { + "symbol": "ETR", + "date": "2025-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.004603, + "strategy_rank": 60.284278, + "production_rank": 68.191053, + "structural_overlay_pass": false, + "structural_overlay_score": 64.781501, + "structural_overlay_rr": 1.47097, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.998027, + "primary_prob": 42.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 66.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.49704, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.718002, + "range_504_ratio": 2.050333, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.071152, + "hold30_r": -1.0 + }, + { + "symbol": "F", + "date": "2025-12-15", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.853855, + "strategy_rank": 77.974736, + "production_rank": 79.601109, + "structural_overlay_pass": false, + "structural_overlay_score": 75.621054, + "structural_overlay_rr": 2.792321, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.281559, + "primary_prob": 41.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 3.422339, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.564946, + "range_504_ratio": 1.759354, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.063525, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2025-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.043728, + "strategy_rank": 96.874008, + "production_rank": 97.263915, + "structural_overlay_pass": false, + "structural_overlay_score": 92.400719, + "structural_overlay_rr": 0.814701, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.927206, + "primary_prob": 46.49, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.39081, + "raw_level_count": 181, + "gate_level_count": 181, + "range_504_log": 1.674361, + "range_504_ratio": 5.335383, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.02634, + "hold30_r": -1.0 + }, + { + "symbol": "FSLR", + "date": "2025-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.36939, + "strategy_rank": 92.546403, + "production_rank": 92.154065, + "structural_overlay_pass": false, + "structural_overlay_score": 87.546362, + "structural_overlay_rr": 0.733879, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.676721, + "primary_prob": 42.87, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 10.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.015081, + "raw_level_count": 124, + "gate_level_count": 124, + "range_504_log": 0.96767, + "range_504_ratio": 2.631806, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.648402, + "hold30_r": -1.0 + }, + { + "symbol": "GD", + "date": "2025-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.349827, + "strategy_rank": 60.663708, + "production_rank": 68.559081, + "structural_overlay_pass": false, + "structural_overlay_score": 65.131127, + "structural_overlay_rr": 1.475076, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.475076, + "primary_prob": 18.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.212614, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.410192, + "range_504_ratio": 1.507107, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.398058, + "hold30_r": 1.046682 + }, + { + "symbol": "GE", + "date": "2025-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.317606, + "strategy_rank": 76.446435, + "production_rank": 83.070159, + "structural_overlay_pass": false, + "structural_overlay_score": 78.916651, + "structural_overlay_rr": 1.238765, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.063047, + "primary_prob": 28.57, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 6.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.59457, + "raw_level_count": 121, + "gate_level_count": 121, + "range_504_log": 0.971201, + "range_504_ratio": 2.641115, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.012975, + "hold30_r": -0.176343 + }, + { + "symbol": "GILD", + "date": "2025-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.794016, + "strategy_rank": 77.539738, + "production_rank": 81.957831, + "structural_overlay_pass": false, + "structural_overlay_score": 77.859939, + "structural_overlay_rr": 1.860826, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.906585, + "primary_prob": 41.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.359877, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.729221, + "range_504_ratio": 2.073465, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.85281, + "hold30_r": 4.43786 + }, + { + "symbol": "GLW", + "date": "2025-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.821634, + "strategy_rank": 88.900976, + "production_rank": 90.874529, + "structural_overlay_pass": false, + "structural_overlay_score": 86.330802, + "structural_overlay_rr": 1.592547, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.259382, + "primary_prob": 37.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.889072, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 1.199053, + "range_504_ratio": 3.316973, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.226481, + "hold30_r": 2.779956 + }, + { + "symbol": "GOOG", + "date": "2025-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.72267, + "strategy_rank": 78.259715, + "production_rank": 81.747367, + "structural_overlay_pass": false, + "structural_overlay_score": 77.659998, + "structural_overlay_rr": 1.048472, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.01695, + "primary_prob": 45.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.525425, + "raw_level_count": 98, + "gate_level_count": 98, + "range_504_log": 0.919399, + "range_504_ratio": 2.507783, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.97112, + "hold30_r": 2.173575 + }, + { + "symbol": "GOOGL", + "date": "2025-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.952819, + "strategy_rank": 79.247456, + "production_rank": 82.482577, + "structural_overlay_pass": false, + "structural_overlay_score": 78.358448, + "structural_overlay_rr": 1.553756, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.056513, + "primary_prob": 44.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.584769, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 0.930432, + "range_504_ratio": 2.535606, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.011161, + "hold30_r": 2.209298 + }, + { + "symbol": "HCA", + "date": "2025-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.785961, + "strategy_rank": 76.396441, + "production_rank": 82.192948, + "structural_overlay_pass": false, + "structural_overlay_score": 78.0833, + "structural_overlay_rr": 0.756724, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.843584, + "primary_prob": 35.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.265376, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.690113, + "range_504_ratio": 1.993941, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.791004, + "hold30_r": 0.305904 + }, + { + "symbol": "HWM", + "date": "2025-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.051784, + "strategy_rank": 80.967936, + "production_rank": 85.662552, + "structural_overlay_pass": false, + "structural_overlay_score": 81.379424, + "structural_overlay_rr": 1.267021, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.254028, + "primary_prob": 25.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.881041, + "raw_level_count": 140, + "gate_level_count": 140, + "range_504_log": 1.398207, + "range_504_ratio": 4.047937, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.206741, + "hold30_r": 1.401275 + }, + { + "symbol": "IBKR", + "date": "2025-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.139241, + "strategy_rank": 86.495517, + "production_rank": 88.043425, + "structural_overlay_pass": false, + "structural_overlay_score": 83.641253, + "structural_overlay_rr": 1.624195, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.256562, + "primary_prob": 33.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.884843, + "raw_level_count": 129, + "gate_level_count": 129, + "range_504_log": 1.313102, + "range_504_ratio": 3.717689, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.218072, + "hold30_r": 3.915086 + }, + { + "symbol": "IBM", + "date": "2025-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.651323, + "strategy_rank": 75.638705, + "production_rank": 79.309578, + "structural_overlay_pass": false, + "structural_overlay_score": 75.344099, + "structural_overlay_rr": 1.469329, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.465439, + "primary_prob": 17.91, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.198159, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.721651, + "range_504_ratio": 2.057827, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.055705, + "hold30_r": -1.0 + }, + { + "symbol": "IDXX", + "date": "2025-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.591484, + "strategy_rank": 94.113006, + "production_rank": 94.272499, + "structural_overlay_pass": false, + "structural_overlay_score": 89.558874, + "structural_overlay_rr": 0.853696, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.233298, + "primary_prob": 24.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.849948, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.771041, + "range_504_ratio": 2.162015, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.049434, + "hold30_r": -1.0 + }, + { + "symbol": "INCY", + "date": "2025-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.750288, + "strategy_rank": 86.658841, + "production_rank": 88.689323, + "structural_overlay_pass": false, + "structural_overlay_score": 84.254857, + "structural_overlay_rr": 1.678034, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.527969, + "primary_prob": 19.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.291953, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.774873, + "range_504_ratio": 2.170316, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.489471, + "hold30_r": 0.476149 + }, + { + "symbol": "INTC", + "date": "2025-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.813579, + "strategy_rank": 97.43621, + "production_rank": 97.562, + "structural_overlay_pass": false, + "structural_overlay_score": 92.6839, + "structural_overlay_rr": 1.710639, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.94271, + "primary_prob": 20.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 4.414064, + "raw_level_count": 110, + "gate_level_count": 110, + "range_504_log": 1.065716, + "range_504_ratio": 2.902915, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.91748, + "hold30_r": 3.749853 + }, + { + "symbol": "JBL", + "date": "2025-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.829689, + "strategy_rank": 88.081012, + "production_rank": 89.330571, + "structural_overlay_pass": false, + "structural_overlay_score": 84.864043, + "structural_overlay_rr": 0.931131, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.913106, + "primary_prob": 50.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.36966, + "raw_level_count": 118, + "gate_level_count": 118, + "range_504_log": 0.905918, + "range_504_ratio": 2.474203, + "range_factor_pass": false, + "outcome": "ambiguous", + "net_r": -1.035505, + "hold30_r": -1.0 + }, + { + "symbol": "JCI", + "date": "2025-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.49252, + "strategy_rank": 72.484374, + "production_rank": 77.820423, + "structural_overlay_pass": false, + "structural_overlay_score": 73.929401, + "structural_overlay_rr": 1.763398, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.263385, + "primary_prob": 23.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.895078, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 0.873048, + "range_504_ratio": 2.394197, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.203644, + "hold30_r": -1.096374 + }, + { + "symbol": "KLAC", + "date": "2025-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.281933, + "strategy_rank": 90.153151, + "production_rank": 91.862745, + "structural_overlay_pass": false, + "structural_overlay_score": 87.269608, + "structural_overlay_rr": 0.9427, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.9427, + "primary_prob": 45.99, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.41405, + "raw_level_count": 121, + "gate_level_count": 121, + "range_504_log": 0.862121, + "range_504_ratio": 2.368178, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.903814, + "hold30_r": 7.294022 + }, + { + "symbol": "LDOS", + "date": "2025-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.623705, + "strategy_rank": 65.035216, + "production_rank": 70.898046, + "structural_overlay_pass": false, + "structural_overlay_score": 67.353144, + "structural_overlay_rr": 1.564758, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.529422, + "primary_prob": 21.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.294133, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.667859, + "range_504_ratio": 1.950057, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.054848, + "hold30_r": -1.0 + }, + { + "symbol": "LHX", + "date": "2025-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.199079, + "strategy_rank": 62.20032, + "production_rank": 69.199906, + "structural_overlay_pass": false, + "structural_overlay_score": 65.739911, + "structural_overlay_rr": 0.800578, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.531942, + "primary_prob": 20.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.297912, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.467333, + "range_504_ratio": 1.595733, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.106171, + "hold30_r": -1.042732 + }, + { + "symbol": "LITE", + "date": "2025-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.079402, + "strategy_rank": 99.080036, + "production_rank": 99.079824, + "structural_overlay_pass": false, + "structural_overlay_score": 94.125833, + "structural_overlay_rr": 1.091045, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.868625, + "primary_prob": 48.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.302937, + "raw_level_count": 126, + "gate_level_count": 126, + "range_504_log": 2.28594, + "range_504_ratio": 9.834922, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.85117, + "hold30_r": 1.219081 + }, + { + "symbol": "LLY", + "date": "2025-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.111623, + "strategy_rank": 84.709479, + "production_rank": 85.510194, + "structural_overlay_pass": false, + "structural_overlay_score": 81.234684, + "structural_overlay_rr": 1.117416, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 10, + "rr": 1.117416, + "primary_prob": 41.07, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.676124, + "raw_level_count": 112, + "gate_level_count": 112, + "range_504_log": 0.683028, + "range_504_ratio": 1.979863, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.069749, + "hold30_r": -1.0 + }, + { + "symbol": "MCK", + "date": "2025-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.555811, + "strategy_rank": 76.889757, + "production_rank": 82.445108, + "structural_overlay_pass": false, + "structural_overlay_score": 78.322853, + "structural_overlay_rr": 1.677437, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.677437, + "primary_prob": 14.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.516156, + "raw_level_count": 122, + "gate_level_count": 122, + "range_504_log": 0.730552, + "range_504_ratio": 2.076226, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.06188, + "hold30_r": -1.0 + }, + { + "symbol": "MMM", + "date": "2025-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.818182, + "strategy_rank": 69.052291, + "production_rank": 73.307588, + "structural_overlay_pass": false, + "structural_overlay_score": 69.642209, + "structural_overlay_rr": 1.687755, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.71035, + "primary_prob": 33.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.565525, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.683066, + "range_504_ratio": 1.979939, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.061277, + "hold30_r": -1.0 + }, + { + "symbol": "MNST", + "date": "2025-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.448792, + "strategy_rank": 73.509332, + "production_rank": 79.155819, + "structural_overlay_pass": false, + "structural_overlay_score": 75.198028, + "structural_overlay_rr": 0.698538, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.698538, + "primary_prob": 55.14, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.047808, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.565783, + "range_504_ratio": 1.760826, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.625361, + "hold30_r": 2.537029 + }, + { + "symbol": "MPWR", + "date": "2025-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.643268, + "strategy_rank": 88.307119, + "production_rank": 88.752502, + "structural_overlay_pass": false, + "structural_overlay_score": 84.314877, + "structural_overlay_rr": 1.669019, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.270378, + "primary_prob": 22.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.905568, + "raw_level_count": 106, + "gate_level_count": 106, + "range_504_log": 0.939917, + "range_504_ratio": 2.559768, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.236532, + "hold30_r": 4.166633 + }, + { + "symbol": "MU", + "date": "2025-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.388953, + "strategy_rank": 97.046779, + "production_rank": 97.49417, + "structural_overlay_pass": false, + "structural_overlay_score": 92.619462, + "structural_overlay_rr": 1.041502, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.942059, + "primary_prob": 31.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.413088, + "raw_level_count": 120, + "gate_level_count": 120, + "range_504_log": 1.459099, + "range_504_ratio": 4.30208, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.919193, + "hold30_r": 9.545265 + }, + { + "symbol": "NOC", + "date": "2025-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.667434, + "strategy_rank": 62.73586, + "production_rank": 68.713052, + "structural_overlay_pass": false, + "structural_overlay_score": 65.277399, + "structural_overlay_rr": 1.521664, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.723339, + "primary_prob": 32.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.585009, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.425959, + "range_504_ratio": 1.531058, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.074454, + "hold30_r": -1.0 + }, + { + "symbol": "NRG", + "date": "2025-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.857307, + "strategy_rank": 91.968083, + "production_rank": 93.264491, + "structural_overlay_pass": false, + "structural_overlay_score": 88.601266, + "structural_overlay_rr": 1.474783, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.150734, + "primary_prob": 39.0, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 70.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.726101, + "raw_level_count": 120, + "gate_level_count": 120, + "range_504_log": 1.333225, + "range_504_ratio": 3.793256, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.030642, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2025-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.357883, + "strategy_rank": 77.444203, + "production_rank": 78.748763, + "structural_overlay_pass": false, + "structural_overlay_score": 74.811325, + "structural_overlay_rr": 1.511724, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.942879, + "primary_prob": 50.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 1.414319, + "raw_level_count": 192, + "gate_level_count": 192, + "range_504_log": 1.527754, + "range_504_ratio": 4.607815, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.905697, + "hold30_r": 1.71051 + }, + { + "symbol": "ORCL", + "date": "2025-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.437284, + "strategy_rank": 85.858338, + "production_rank": 84.05132, + "structural_overlay_pass": false, + "structural_overlay_score": 79.848754, + "structural_overlay_rr": 1.057928, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.99662, + "primary_prob": 30.31, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 5.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.494931, + "raw_level_count": 127, + "gate_level_count": 127, + "range_504_log": 1.247887, + "range_504_ratio": 3.482974, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.975702, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2025-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.849252, + "strategy_rank": 96.370137, + "production_rank": 97.196508, + "structural_overlay_pass": true, + "structural_overlay_score": 97.336683, + "structural_overlay_rr": 2.124084, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.623932, + "primary_prob": 30.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.435897, + "raw_level_count": 194, + "gate_level_count": 194, + "range_504_log": 2.583863, + "range_504_ratio": 13.248212, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.030953, + "hold30_r": -1.0 + }, + { + "symbol": "PM", + "date": "2025-12-15", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.579977, + "strategy_rank": 72.397718, + "production_rank": 76.458471, + "structural_overlay_pass": false, + "structural_overlay_score": 72.635547, + "structural_overlay_rr": 2.439075, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.502584, + "primary_prob": 29.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 19, + "primary_distance_atr": 3.753877, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.75416, + "range_504_ratio": 2.125826, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.443037, + "hold30_r": 3.66131 + }, + { + "symbol": "STX", + "date": "2025-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.539701, + "strategy_rank": 98.058962, + "production_rank": 98.552541, + "structural_overlay_pass": false, + "structural_overlay_score": 93.624914, + "structural_overlay_rr": 0.995977, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.98004, + "primary_prob": 44.82, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.470061, + "raw_level_count": 110, + "gate_level_count": 110, + "range_504_log": 1.586969, + "range_504_ratio": 4.888906, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.956068, + "hold30_r": 6.757032 + }, + { + "symbol": "TEL", + "date": "2025-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.520138, + "strategy_rank": 81.227931, + "production_rank": 84.992, + "structural_overlay_pass": false, + "structural_overlay_score": 80.7424, + "structural_overlay_rr": 2.040803, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.765083, + "primary_prob": 15.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.647625, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.767949, + "range_504_ratio": 2.155341, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.049595, + "hold30_r": -1.0 + }, + { + "symbol": "TTWO", + "date": "2025-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.048331, + "strategy_rank": 67.870112, + "production_rank": 72.596185, + "structural_overlay_pass": false, + "structural_overlay_score": 68.966376, + "structural_overlay_rr": 1.651098, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.983457, + "primary_prob": 49.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.475186, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 0.671867, + "range_504_ratio": 1.95789, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.918205, + "hold30_r": -1.0 + }, + { + "symbol": "UBER", + "date": "2025-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.289988, + "strategy_rank": 85.578882, + "production_rank": 87.815917, + "structural_overlay_pass": false, + "structural_overlay_score": 83.425121, + "structural_overlay_rr": 1.087843, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 2.196708, + "primary_prob": 27.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 53, + "primary_distance_atr": 3.295062, + "raw_level_count": 131, + "gate_level_count": 131, + "range_504_log": 0.620455, + "range_504_ratio": 1.859774, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.03689, + "hold30_r": -0.036052 + }, + { + "symbol": "VLO", + "date": "2025-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.040276, + "strategy_rank": 78.368607, + "production_rank": 80.592496, + "structural_overlay_pass": false, + "structural_overlay_score": 76.562872, + "structural_overlay_rr": 1.819821, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.893986, + "primary_prob": 45.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 67.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.340978, + "raw_level_count": 86, + "gate_level_count": 86, + "range_504_log": 0.628582, + "range_504_ratio": 1.874949, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.852175, + "hold30_r": 1.816608 + }, + { + "symbol": "VRSN", + "date": "2025-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.429229, + "strategy_rank": 71.971069, + "production_rank": 75.790456, + "structural_overlay_pass": false, + "structural_overlay_score": 72.000933, + "structural_overlay_rr": 1.025442, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.917535, + "primary_prob": 20.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 4.376303, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.620243, + "range_504_ratio": 1.859379, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.054495, + "hold30_r": 0.262472 + }, + { + "symbol": "VRT", + "date": "2025-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.075949, + "strategy_rank": 88.014359, + "production_rank": 87.368222, + "structural_overlay_pass": false, + "structural_overlay_score": 82.999811, + "structural_overlay_rr": 0.768746, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.694214, + "primary_prob": 41.72, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 8.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.04132, + "raw_level_count": 191, + "gate_level_count": 191, + "range_504_log": 1.519283, + "range_504_ratio": 4.568946, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.673724, + "hold30_r": 2.113044 + }, + { + "symbol": "VTR", + "date": "2025-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.61565, + "strategy_rank": 61.480898, + "production_rank": 69.525815, + "structural_overlay_pass": false, + "structural_overlay_score": 66.049524, + "structural_overlay_rr": 0.955907, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.992691, + "primary_prob": 32.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.489036, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.680889, + "range_504_ratio": 1.975633, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.074716, + "hold30_r": -1.0 + }, + { + "symbol": "WDC", + "date": "2025-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.619102, + "strategy_rank": 97.138997, + "production_rank": 97.632366, + "structural_overlay_pass": false, + "structural_overlay_score": 92.750747, + "structural_overlay_rr": 1.096253, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.813034, + "primary_prob": 50.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.219551, + "raw_level_count": 112, + "gate_level_count": 112, + "range_504_log": 1.879113, + "range_504_ratio": 6.547693, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.791061, + "hold30_r": 6.79279 + }, + { + "symbol": "WELL", + "date": "2025-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.325662, + "strategy_rank": 68.910053, + "production_rank": 77.048589, + "structural_overlay_pass": false, + "structural_overlay_score": 73.19616, + "structural_overlay_rr": 1.559383, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.610739, + "primary_prob": 16.05, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 4.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.416109, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 0.895227, + "range_504_ratio": 2.447892, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.059428, + "hold30_r": -1.0 + }, + { + "symbol": "WRB", + "date": "2025-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.270426, + "strategy_rank": 66.130171, + "production_rank": 72.510256, + "structural_overlay_pass": false, + "structural_overlay_score": 68.884743, + "structural_overlay_rr": 2.093216, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.819666, + "primary_prob": 31.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.729499, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 0.54575, + "range_504_ratio": 1.725902, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.057717, + "hold30_r": -1.0 + }, + { + "symbol": "WYNN", + "date": "2025-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.588032, + "strategy_rank": 79.947443, + "production_rank": 80.494306, + "structural_overlay_pass": false, + "structural_overlay_score": 76.469591, + "structural_overlay_rr": 1.185684, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.942412, + "primary_prob": 34.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.413618, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.724973, + "range_504_ratio": 2.064674, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.036901, + "hold30_r": -1.0 + }, + { + "symbol": "GEV", + "date": "2025-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.087457, + "strategy_rank": 94.953527, + "production_rank": 95.331504, + "structural_overlay_pass": false, + "structural_overlay_score": 90.564929, + "structural_overlay_rr": 0.824045, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.865179, + "primary_prob": 48.77, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.297768, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 1.81529, + "range_504_ratio": 6.142857, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.026516, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2025-12-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.131185, + "strategy_rank": 91.517547, + "production_rank": 92.38876, + "structural_overlay_pass": false, + "structural_overlay_score": 87.769322, + "structural_overlay_rr": 1.819516, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.879713, + "primary_prob": 38.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.319569, + "raw_level_count": 145, + "gate_level_count": 145, + "range_504_log": 1.327344, + "range_504_ratio": 3.771016, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.025538, + "hold30_r": -1.0 + }, + { + "symbol": "HOOD", + "date": "2025-12-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.76985, + "strategy_rank": 99.253361, + "production_rank": 99.425524, + "structural_overlay_pass": false, + "structural_overlay_score": 94.454248, + "structural_overlay_rr": 1.641995, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.598455, + "primary_prob": 20.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.397683, + "raw_level_count": 180, + "gate_level_count": 180, + "range_504_log": 2.696162, + "range_504_ratio": 14.822726, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.02083, + "hold30_r": -1.0 + }, + { + "symbol": "ABBV", + "date": "2025-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.994083, + "strategy_rank": 72.343195, + "production_rank": 77.893491, + "structural_overlay_pass": false, + "structural_overlay_score": 73.998817, + "structural_overlay_rr": 1.53508, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.671118, + "primary_prob": 46.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.006677, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.481284, + "range_504_ratio": 1.618151, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.06243, + "hold30_r": -1.0 + }, + { + "symbol": "AEP", + "date": "2025-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.242604, + "strategy_rank": 65.786982, + "production_rank": 74.272189, + "structural_overlay_pass": false, + "structural_overlay_score": 70.55858, + "structural_overlay_rr": 1.316761, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.258628, + "primary_prob": 32.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.887942, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.506295, + "range_504_ratio": 1.659133, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.174015, + "hold30_r": 2.210903 + }, + { + "symbol": "ALB", + "date": "2025-12-22", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.023669, + "strategy_rank": 88.248521, + "production_rank": 86.840237, + "structural_overlay_pass": false, + "structural_overlay_score": 82.498225, + "structural_overlay_rr": 0.872553, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.72812, + "primary_prob": 31.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 73.0, + "primary_rejection_count": 20, + "primary_distance_atr": 4.092181, + "raw_level_count": 127, + "gate_level_count": 127, + "range_504_log": 1.133397, + "range_504_ratio": 3.10619, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.697029, + "hold30_r": 1.186944 + }, + { + "symbol": "AMAT", + "date": "2025-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.0, + "strategy_rank": 81.739645, + "production_rank": 81.159763, + "structural_overlay_pass": false, + "structural_overlay_score": 77.101775, + "structural_overlay_rr": 1.134734, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.865194, + "primary_prob": 49.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.297791, + "raw_level_count": 103, + "gate_level_count": 103, + "range_504_log": 0.802609, + "range_504_ratio": 2.231355, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.827737, + "hold30_r": 3.252385 + }, + { + "symbol": "AMD", + "date": "2025-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.857988, + "strategy_rank": 96.284024, + "production_rank": 96.142012, + "structural_overlay_pass": false, + "structural_overlay_score": 91.334911, + "structural_overlay_rr": 1.667478, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.613742, + "primary_prob": 32.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.420613, + "raw_level_count": 114, + "gate_level_count": 114, + "range_504_log": 1.250519, + "range_504_ratio": 3.492154, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.586384, + "hold30_r": -1.0 + }, + { + "symbol": "AMGN", + "date": "2025-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.573964, + "strategy_rank": 76.248521, + "production_rank": 80.023669, + "structural_overlay_pass": false, + "structural_overlay_score": 76.022485, + "structural_overlay_rr": 1.426237, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.116172, + "primary_prob": 31.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.674258, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.314318, + "range_504_ratio": 1.369325, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.062934, + "hold30_r": -1.0 + }, + { + "symbol": "APH", + "date": "2025-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.39645, + "strategy_rank": 86.532544, + "production_rank": 90.153846, + "structural_overlay_pass": false, + "structural_overlay_score": 85.646154, + "structural_overlay_rr": 1.010884, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.838375, + "primary_prob": 55.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.257562, + "raw_level_count": 98, + "gate_level_count": 98, + "range_504_log": 1.123296, + "range_504_ratio": 3.074973, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.797547, + "hold30_r": -1.0 + }, + { + "symbol": "ATO", + "date": "2025-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.627219, + "strategy_rank": 61.349112, + "production_rank": 69.775148, + "structural_overlay_pass": false, + "structural_overlay_score": 66.286391, + "structural_overlay_rr": 1.425761, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.612575, + "primary_prob": 30.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 77.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.418863, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.491908, + "range_504_ratio": 1.635434, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.529532, + "hold30_r": 1.032207 + }, + { + "symbol": "AVGO", + "date": "2025-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.781065, + "strategy_rank": 92.106509, + "production_rank": 92.331361, + "structural_overlay_pass": false, + "structural_overlay_score": 87.714793, + "structural_overlay_rr": 1.758497, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.140309, + "primary_prob": 27.27, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 10.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.710463, + "raw_level_count": 145, + "gate_level_count": 145, + "range_504_log": 1.381506, + "range_504_ratio": 3.980893, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.026668, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2025-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.224852, + "strategy_rank": 88.532544, + "production_rank": 91.763314, + "structural_overlay_pass": false, + "structural_overlay_score": 87.175148, + "structural_overlay_rr": 1.789129, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.789129, + "primary_prob": 12.58, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.683694, + "raw_level_count": 115, + "gate_level_count": 115, + "range_504_log": 0.835887, + "range_504_ratio": 2.306858, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.713666, + "hold30_r": 4.04163 + }, + { + "symbol": "CAT", + "date": "2025-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.071006, + "strategy_rank": 83.266272, + "production_rank": 86.201183, + "structural_overlay_pass": false, + "structural_overlay_score": 81.891124, + "structural_overlay_rr": 1.707722, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.750178, + "primary_prob": 28.17, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.625266, + "raw_level_count": 103, + "gate_level_count": 103, + "range_504_log": 0.853372, + "range_504_ratio": 2.34755, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.704965, + "hold30_r": 3.722378 + }, + { + "symbol": "CBOE", + "date": "2025-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.822485, + "strategy_rank": 66.284024, + "production_rank": 74.130178, + "structural_overlay_pass": false, + "structural_overlay_score": 70.423669, + "structural_overlay_rr": 1.138135, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.731841, + "primary_prob": 42.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.097762, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.459307, + "range_504_ratio": 1.582977, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.663582, + "hold30_r": 3.178088 + }, + { + "symbol": "CNP", + "date": "2025-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.260355, + "strategy_rank": 59.585799, + "production_rank": 67.810651, + "structural_overlay_pass": false, + "structural_overlay_score": 64.420118, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.862728, + "primary_prob": 31.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.794092, + "raw_level_count": 29, + "gate_level_count": 29, + "range_504_log": 0.466159, + "range_504_ratio": 1.593861, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.774105, + "hold30_r": 2.836879 + }, + { + "symbol": "COR", + "date": "2025-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.568047, + "strategy_rank": 75.408284, + "production_rank": 82.461538, + "structural_overlay_pass": false, + "structural_overlay_score": 78.338462, + "structural_overlay_rr": 1.853688, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.095262, + "primary_prob": 28.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.642893, + "raw_level_count": 99, + "gate_level_count": 99, + "range_504_log": 0.63661, + "range_504_ratio": 1.890063, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.066534, + "hold30_r": -1.0 + }, + { + "symbol": "CRWD", + "date": "2025-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.467456, + "strategy_rank": 86.094675, + "production_rank": 87.218935, + "structural_overlay_pass": false, + "structural_overlay_score": 82.857988, + "structural_overlay_rr": 1.846393, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.990254, + "primary_prob": 46.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 86.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.485381, + "raw_level_count": 143, + "gate_level_count": 143, + "range_504_log": 1.037824, + "range_504_ratio": 2.823067, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.038158, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2025-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.810651, + "strategy_rank": 90.508876, + "production_rank": 89.609467, + "structural_overlay_pass": false, + "structural_overlay_score": 85.128994, + "structural_overlay_rr": 1.582823, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.582823, + "primary_prob": 30.73, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.374234, + "raw_level_count": 205, + "gate_level_count": 205, + "range_504_log": 2.490755, + "range_504_ratio": 12.070381, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.026524, + "hold30_r": -1.0 + }, + { + "symbol": "CVS", + "date": "2025-12-22", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 97.633136, + "strategy_rank": 81.408284, + "production_rank": 86.816568, + "structural_overlay_pass": false, + "structural_overlay_score": 82.47574, + "structural_overlay_rr": 1.788645, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.484968, + "primary_prob": 24.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 3.727452, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.670275, + "range_504_ratio": 1.954775, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.109179, + "hold30_r": -1.053584 + }, + { + "symbol": "DG", + "date": "2025-12-22", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.254438, + "strategy_rank": 88.035503, + "production_rank": 89.775148, + "structural_overlay_pass": false, + "structural_overlay_score": 85.286391, + "structural_overlay_rr": 2.118434, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.083862, + "primary_prob": 32.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 24, + "primary_distance_atr": 3.125793, + "raw_level_count": 107, + "gate_level_count": 107, + "range_504_log": 0.928232, + "range_504_ratio": 2.530032, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.037546, + "hold30_r": 1.242769 + }, + { + "symbol": "DGX", + "date": "2025-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.248521, + "strategy_rank": 65.136095, + "production_rank": 70.840237, + "structural_overlay_pass": false, + "structural_overlay_score": 67.298225, + "structural_overlay_rr": 1.892904, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.907793, + "primary_prob": 30.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.861689, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.473482, + "range_504_ratio": 1.605575, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.075121, + "hold30_r": -1.0 + }, + { + "symbol": "DLTR", + "date": "2025-12-22", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.964497, + "strategy_rank": 87.786982, + "production_rank": 89.846154, + "structural_overlay_pass": false, + "structural_overlay_score": 85.353846, + "structural_overlay_rr": 1.258869, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.826398, + "primary_prob": 21.47, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 109, + "primary_distance_atr": 4.239597, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 0.916225, + "range_504_ratio": 2.499835, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.788535, + "hold30_r": -0.44666 + }, + { + "symbol": "EBAY", + "date": "2025-12-22", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.786982, + "strategy_rank": 84.461538, + "production_rank": 84.236686, + "structural_overlay_pass": false, + "structural_overlay_score": 80.024852, + "structural_overlay_rr": 2.128456, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.169577, + "primary_prob": 27.63, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 26.0, + "primary_rejection_count": 30, + "primary_distance_atr": 3.254366, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 0.923733, + "range_504_ratio": 2.518675, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.115095, + "hold30_r": 0.81724 + }, + { + "symbol": "EQT", + "date": "2025-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.047337, + "strategy_rank": 84.319527, + "production_rank": 85.56213, + "structural_overlay_pass": false, + "structural_overlay_score": 81.284024, + "structural_overlay_rr": 1.914813, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.106739, + "primary_prob": 46.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 1.660108, + "raw_level_count": 93, + "gate_level_count": 93, + "range_504_log": 0.728973, + "range_504_ratio": 2.072951, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.038986, + "hold30_r": -1.0 + }, + { + "symbol": "ETR", + "date": "2025-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.893491, + "strategy_rank": 58.887574, + "production_rank": 66.556213, + "structural_overlay_pass": false, + "structural_overlay_score": 63.228402, + "structural_overlay_rr": 1.334354, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.793081, + "primary_prob": 25.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 65.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.689621, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.718002, + "range_504_ratio": 2.050333, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.717935, + "hold30_r": 2.001389 + }, + { + "symbol": "EVRG", + "date": "2025-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.721893, + "strategy_rank": 58.011834, + "production_rank": 66.248521, + "structural_overlay_pass": false, + "structural_overlay_score": 62.936095, + "structural_overlay_rr": 1.598917, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.542878, + "primary_prob": 27.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.314316, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.501456, + "range_504_ratio": 1.651124, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.448374, + "hold30_r": 3.353231 + }, + { + "symbol": "F", + "date": "2025-12-22", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.065089, + "strategy_rank": 76.87574, + "production_rank": 78.272189, + "structural_overlay_pass": false, + "structural_overlay_score": 74.35858, + "structural_overlay_rr": 1.245028, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.77107, + "primary_prob": 21.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 4.156605, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.564946, + "range_504_ratio": 1.759354, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.063731, + "hold30_r": 0.61553 + }, + { + "symbol": "FIX", + "date": "2025-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.579882, + "strategy_rank": 97.550296, + "production_rank": 97.893491, + "structural_overlay_pass": false, + "structural_overlay_score": 92.998817, + "structural_overlay_rr": 1.067302, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.181553, + "primary_prob": 39.21, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.772329, + "raw_level_count": 181, + "gate_level_count": 181, + "range_504_log": 1.674361, + "range_504_ratio": 5.335383, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.155389, + "hold30_r": 2.712996 + }, + { + "symbol": "FSLR", + "date": "2025-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.544379, + "strategy_rank": 93.112426, + "production_rank": 92.923077, + "structural_overlay_pass": false, + "structural_overlay_score": 88.276923, + "structural_overlay_rr": 1.277761, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.876489, + "primary_prob": 48.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.314733, + "raw_level_count": 124, + "gate_level_count": 124, + "range_504_log": 0.96767, + "range_504_ratio": 2.631806, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.031179, + "hold30_r": -1.0 + }, + { + "symbol": "GD", + "date": "2025-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.95858, + "strategy_rank": 59.775148, + "production_rank": 67.502959, + "structural_overlay_pass": false, + "structural_overlay_score": 64.127811, + "structural_overlay_rr": 0.952365, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.952365, + "primary_prob": 31.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.428548, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.410192, + "range_504_ratio": 1.507107, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.0769, + "hold30_r": -1.0 + }, + { + "symbol": "GLW", + "date": "2025-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.792899, + "strategy_rank": 89.289941, + "production_rank": 91.12426, + "structural_overlay_pass": false, + "structural_overlay_score": 86.568047, + "structural_overlay_rr": 1.646535, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.289952, + "primary_prob": 36.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.934928, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 1.179509, + "range_504_ratio": 3.252777, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.254623, + "hold30_r": 4.873662 + }, + { + "symbol": "GOOG", + "date": "2025-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.017751, + "strategy_rank": 81.195266, + "production_rank": 85.136095, + "structural_overlay_pass": false, + "structural_overlay_score": 80.87929, + "structural_overlay_rr": 0.945105, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.912626, + "primary_prob": 48.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.368939, + "raw_level_count": 98, + "gate_level_count": 98, + "range_504_log": 0.915667, + "range_504_ratio": 2.498442, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.864129, + "hold30_r": 1.557742 + }, + { + "symbol": "GOOGL", + "date": "2025-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.727811, + "strategy_rank": 82.579882, + "production_rank": 86.295858, + "structural_overlay_pass": false, + "structural_overlay_score": 81.981065, + "structural_overlay_rr": 1.519191, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.99436, + "primary_prob": 31.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.491541, + "raw_level_count": 97, + "gate_level_count": 97, + "range_504_log": 0.922904, + "range_504_ratio": 2.516588, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.946233, + "hold30_r": 1.667793 + }, + { + "symbol": "HAS", + "date": "2025-12-22", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.420118, + "strategy_rank": 65.408284, + "production_rank": 70.745562, + "structural_overlay_pass": false, + "structural_overlay_score": 67.208284, + "structural_overlay_rr": 1.265215, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.964001, + "primary_prob": 20.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 4.446001, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.61376, + "range_504_ratio": 1.847364, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.905396, + "hold30_r": 4.983114 + }, + { + "symbol": "HCA", + "date": "2025-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.094675, + "strategy_rank": 78.485207, + "production_rank": 84.35503, + "structural_overlay_pass": false, + "structural_overlay_score": 80.137278, + "structural_overlay_rr": 1.030019, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.116805, + "primary_prob": 27.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.675207, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.680839, + "range_504_ratio": 1.975534, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.064752, + "hold30_r": 2.300866 + }, + { + "symbol": "IBKR", + "date": "2025-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.100592, + "strategy_rank": 83.976331, + "production_rank": 85.017751, + "structural_overlay_pass": false, + "structural_overlay_score": 80.766864, + "structural_overlay_rr": 1.958788, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.969197, + "primary_prob": 27.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.953796, + "raw_level_count": 129, + "gate_level_count": 129, + "range_504_log": 1.289065, + "range_504_ratio": 3.629391, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.926122, + "hold30_r": 1.209532 + }, + { + "symbol": "IBM", + "date": "2025-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.56213, + "strategy_rank": 74.485207, + "production_rank": 78.177515, + "structural_overlay_pass": false, + "structural_overlay_score": 74.268639, + "structural_overlay_rr": 1.180028, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.180028, + "primary_prob": 26.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.770042, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.721651, + "range_504_ratio": 2.057827, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.056702, + "hold30_r": -1.0 + }, + { + "symbol": "IDXX", + "date": "2025-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.331361, + "strategy_rank": 95.408284, + "production_rank": 95.715976, + "structural_overlay_pass": false, + "structural_overlay_score": 90.930178, + "structural_overlay_rr": 0.738889, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.250288, + "primary_prob": 23.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.875432, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.771041, + "range_504_ratio": 2.162015, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.052589, + "hold30_r": -1.0 + }, + { + "symbol": "INCY", + "date": "2025-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.319527, + "strategy_rank": 88.177515, + "production_rank": 90.224852, + "structural_overlay_pass": false, + "structural_overlay_score": 85.713609, + "structural_overlay_rr": 1.745507, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.149529, + "primary_prob": 28.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.724293, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.774873, + "range_504_ratio": 2.170316, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.109331, + "hold30_r": 0.40912 + }, + { + "symbol": "INTC", + "date": "2025-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.988166, + "strategy_rank": 97.704142, + "production_rank": 97.798817, + "structural_overlay_pass": false, + "structural_overlay_score": 92.908876, + "structural_overlay_rr": 0.806471, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.603941, + "primary_prob": 23.2, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 57, + "primary_distance_atr": 3.905911, + "raw_level_count": 110, + "gate_level_count": 110, + "range_504_log": 1.065716, + "range_504_ratio": 2.902915, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.577643, + "hold30_r": 4.291396 + }, + { + "symbol": "JNJ", + "date": "2025-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.491124, + "strategy_rank": 66.721893, + "production_rank": 75.64497, + "structural_overlay_pass": false, + "structural_overlay_score": 71.862722, + "structural_overlay_rr": 1.468803, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.120959, + "primary_prob": 26.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.681439, + "raw_level_count": 25, + "gate_level_count": 25, + "range_504_log": 0.42501, + "range_504_ratio": 1.529606, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.077435, + "hold30_r": -1.0 + }, + { + "symbol": "LDOS", + "date": "2025-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.313609, + "strategy_rank": 65.952663, + "production_rank": 71.739645, + "structural_overlay_pass": false, + "structural_overlay_score": 68.152663, + "structural_overlay_rr": 1.614599, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.123835, + "primary_prob": 37.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 59.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.685752, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.667859, + "range_504_ratio": 1.950057, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.057106, + "hold30_r": -1.0 + }, + { + "symbol": "LHX", + "date": "2025-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.757396, + "strategy_rank": 66.781065, + "production_rank": 74.106509, + "structural_overlay_pass": false, + "structural_overlay_score": 70.401183, + "structural_overlay_rr": 0.72761, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.77468, + "primary_prob": 56.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.16202, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.467333, + "range_504_ratio": 1.595733, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.712601, + "hold30_r": 4.95627 + }, + { + "symbol": "LLY", + "date": "2025-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.715976, + "strategy_rank": 87.810651, + "production_rank": 89.112426, + "structural_overlay_pass": false, + "structural_overlay_score": 84.656805, + "structural_overlay_rr": 0.817921, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 9, + "rr": 0.817921, + "primary_prob": 35.46, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.226882, + "raw_level_count": 112, + "gate_level_count": 112, + "range_504_log": 0.673512, + "range_504_ratio": 1.961112, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.768331, + "hold30_r": -1.0 + }, + { + "symbol": "MCK", + "date": "2025-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.556213, + "strategy_rank": 78.011834, + "production_rank": 83.526627, + "structural_overlay_pass": false, + "structural_overlay_score": 79.350296, + "structural_overlay_rr": 1.987453, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.987453, + "primary_prob": 10.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.981179, + "raw_level_count": 123, + "gate_level_count": 123, + "range_504_log": 0.700499, + "range_504_ratio": 2.014758, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.921374, + "hold30_r": 5.627685 + }, + { + "symbol": "MPC", + "date": "2025-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.52071, + "strategy_rank": 76.485207, + "production_rank": 80.497041, + "structural_overlay_pass": false, + "structural_overlay_score": 76.472189, + "structural_overlay_rr": 2.705046, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.723992, + "primary_prob": 33.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 65, + "primary_distance_atr": 2.585988, + "raw_level_count": 118, + "gate_level_count": 118, + "range_504_log": 0.652859, + "range_504_ratio": 1.921025, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.682659, + "hold30_r": 3.895672 + }, + { + "symbol": "MPWR", + "date": "2025-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.863905, + "strategy_rank": 86.686391, + "production_rank": 86.745562, + "structural_overlay_pass": false, + "structural_overlay_score": 82.408284, + "structural_overlay_rr": 1.682915, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.682915, + "primary_prob": 29.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.524373, + "raw_level_count": 106, + "gate_level_count": 106, + "range_504_log": 0.939917, + "range_504_ratio": 2.559768, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.649894, + "hold30_r": 3.682887 + }, + { + "symbol": "NRG", + "date": "2025-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.159763, + "strategy_rank": 93.680473, + "production_rank": 94.840237, + "structural_overlay_pass": false, + "structural_overlay_score": 90.098225, + "structural_overlay_rr": 1.80461, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.861352, + "primary_prob": 53.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 58, + "primary_distance_atr": 1.292028, + "raw_level_count": 120, + "gate_level_count": 120, + "range_504_log": 1.297015, + "range_504_ratio": 3.658359, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.830625, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2025-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.550296, + "strategy_rank": 80.0, + "production_rank": 81.183432, + "structural_overlay_pass": false, + "structural_overlay_score": 77.12426, + "structural_overlay_rr": 1.804663, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.816308, + "primary_prob": 51.52, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 6.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.224463, + "raw_level_count": 192, + "gate_level_count": 192, + "range_504_log": 1.500549, + "range_504_ratio": 4.484148, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.775562, + "hold30_r": -1.0 + }, + { + "symbol": "ORCL", + "date": "2025-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.497041, + "strategy_rank": 88.899408, + "production_rank": 87.431953, + "structural_overlay_pass": false, + "structural_overlay_score": 83.060355, + "structural_overlay_rr": 1.710389, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.735749, + "primary_prob": 43.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.103624, + "raw_level_count": 127, + "gate_level_count": 127, + "range_504_log": 1.223209, + "range_504_ratio": 3.398074, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.024138, + "hold30_r": -1.0 + }, + { + "symbol": "ORLY", + "date": "2025-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.828402, + "strategy_rank": 60.556213, + "production_rank": 67.313609, + "structural_overlay_pass": false, + "structural_overlay_score": 63.947929, + "structural_overlay_rr": 2.147427, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.882882, + "primary_prob": 21.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 4.324323, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 0.578348, + "range_504_ratio": 1.78309, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.818547, + "hold30_r": 0.389166 + }, + { + "symbol": "PLTR", + "date": "2025-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.053254, + "strategy_rank": 97.029586, + "production_rank": 97.704142, + "structural_overlay_pass": false, + "structural_overlay_score": 92.818935, + "structural_overlay_rr": 1.17521, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.692575, + "primary_prob": 55.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.038863, + "raw_level_count": 196, + "gate_level_count": 196, + "range_504_log": 2.583863, + "range_504_ratio": 13.248212, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.031618, + "hold30_r": -1.0 + }, + { + "symbol": "PM", + "date": "2025-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.390533, + "strategy_rank": 73.786982, + "production_rank": 77.988166, + "structural_overlay_pass": false, + "structural_overlay_score": 74.088757, + "structural_overlay_rr": 1.005861, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.021275, + "primary_prob": 48.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.531913, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.75416, + "range_504_ratio": 2.125826, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.0624, + "hold30_r": -1.0 + }, + { + "symbol": "PWR", + "date": "2025-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.733728, + "strategy_rank": 78.804734, + "production_rank": 80.781065, + "structural_overlay_pass": false, + "structural_overlay_score": 76.742012, + "structural_overlay_rr": 1.284459, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.104047, + "primary_prob": 31.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.65607, + "raw_level_count": 144, + "gate_level_count": 144, + "range_504_log": 0.928635, + "range_504_ratio": 2.531051, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.036635, + "hold30_r": -1.0 + }, + { + "symbol": "STX", + "date": "2025-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.64497, + "strategy_rank": 98.366864, + "production_rank": 98.792899, + "structural_overlay_pass": false, + "structural_overlay_score": 93.853254, + "structural_overlay_rr": 1.051779, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.036685, + "primary_prob": 43.12, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.555028, + "raw_level_count": 110, + "gate_level_count": 110, + "range_504_log": 1.586969, + "range_504_ratio": 4.888906, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.014199, + "hold30_r": 4.873376 + }, + { + "symbol": "TEL", + "date": "2025-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.769231, + "strategy_rank": 80.792899, + "production_rank": 84.118343, + "structural_overlay_pass": false, + "structural_overlay_score": 79.912426, + "structural_overlay_rr": 1.499614, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.488797, + "primary_prob": 35.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.233195, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.767949, + "range_504_ratio": 2.155341, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.051083, + "hold30_r": -1.0 + }, + { + "symbol": "TTWO", + "date": "2025-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.325444, + "strategy_rank": 70.804734, + "production_rank": 75.64497, + "structural_overlay_pass": false, + "structural_overlay_score": 71.862722, + "structural_overlay_rr": 1.12205, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.755081, + "primary_prob": 32.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.632621, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 0.671867, + "range_504_ratio": 1.95789, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.066757, + "hold30_r": -1.0 + }, + { + "symbol": "UBER", + "date": "2025-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.91716, + "strategy_rank": 79.846154, + "production_rank": 81.869822, + "structural_overlay_pass": false, + "structural_overlay_score": 77.776331, + "structural_overlay_rr": 2.188328, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.75809, + "primary_prob": 31.25, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 92.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.637135, + "raw_level_count": 131, + "gate_level_count": 131, + "range_504_log": 0.620455, + "range_504_ratio": 1.859774, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.431539, + "hold30_r": -1.39141 + }, + { + "symbol": "UHS", + "date": "2025-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.485207, + "strategy_rank": 72.757396, + "production_rank": 76.0, + "structural_overlay_pass": false, + "structural_overlay_score": 72.2, + "structural_overlay_rr": 1.792701, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.696954, + "primary_prob": 17.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.545431, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.50944, + "range_504_ratio": 1.664358, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.056496, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2025-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.295858, + "strategy_rank": 81.846154, + "production_rank": 84.662722, + "structural_overlay_pass": false, + "structural_overlay_score": 80.429586, + "structural_overlay_rr": 1.734576, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.595671, + "primary_prob": 28.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 67.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.393507, + "raw_level_count": 86, + "gate_level_count": 86, + "range_504_log": 0.628582, + "range_504_ratio": 1.874949, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.550403, + "hold30_r": 4.233441 + }, + { + "symbol": "VRSN", + "date": "2025-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.153846, + "strategy_rank": 73.692308, + "production_rank": 77.846154, + "structural_overlay_pass": false, + "structural_overlay_score": 73.953846, + "structural_overlay_rr": 1.597217, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.392694, + "primary_prob": 25.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 3.589041, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.620243, + "range_504_ratio": 1.859379, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.061779, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2025-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.005917, + "strategy_rank": 91.751479, + "production_rank": 91.502959, + "structural_overlay_pass": false, + "structural_overlay_score": 86.927811, + "structural_overlay_rr": 1.61682, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.768354, + "primary_prob": 42.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.152531, + "raw_level_count": 192, + "gate_level_count": 192, + "range_504_log": 1.519283, + "range_504_ratio": 4.568946, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.746248, + "hold30_r": 0.764564 + }, + { + "symbol": "VST", + "date": "2025-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.337278, + "strategy_rank": 88.366864, + "production_rank": 88.023669, + "structural_overlay_pass": false, + "structural_overlay_score": 83.622485, + "structural_overlay_rr": 1.727466, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.211481, + "primary_prob": 26.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 3.317222, + "raw_level_count": 157, + "gate_level_count": 157, + "range_504_log": 1.771673, + "range_504_ratio": 5.880685, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.024797, + "hold30_r": -1.0 + }, + { + "symbol": "VTR", + "date": "2025-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.47929, + "strategy_rank": 65.668639, + "production_rank": 74.272189, + "structural_overlay_pass": false, + "structural_overlay_score": 70.55858, + "structural_overlay_rr": 0.741259, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.773982, + "primary_prob": 41.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.160973, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.680889, + "range_504_ratio": 1.975633, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.074668, + "hold30_r": -1.0 + }, + { + "symbol": "WDC", + "date": "2025-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.289941, + "strategy_rank": 97.976331, + "production_rank": 98.414201, + "structural_overlay_pass": false, + "structural_overlay_score": 93.493491, + "structural_overlay_rr": 0.740903, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.714919, + "primary_prob": 54.26, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.072379, + "raw_level_count": 113, + "gate_level_count": 113, + "range_504_log": 1.879113, + "range_504_ratio": 6.547693, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.693875, + "hold30_r": 4.966337 + }, + { + "symbol": "WELL", + "date": "2025-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.384615, + "strategy_rank": 70.35503, + "production_rank": 78.698225, + "structural_overlay_pass": false, + "structural_overlay_score": 74.763314, + "structural_overlay_rr": 1.132303, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.875229, + "primary_prob": 12.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.812843, + "raw_level_count": 91, + "gate_level_count": 91, + "range_504_log": 0.895227, + "range_504_ratio": 2.447892, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.062547, + "hold30_r": 0.776676 + }, + { + "symbol": "WRB", + "date": "2025-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.059172, + "strategy_rank": 69.573964, + "production_rank": 76.402367, + "structural_overlay_pass": false, + "structural_overlay_score": 72.582249, + "structural_overlay_rr": 1.802111, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.498449, + "primary_prob": 37.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.247674, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 0.54575, + "range_504_ratio": 1.725902, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.065009, + "hold30_r": -1.0 + }, + { + "symbol": "WYNN", + "date": "2025-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.656805, + "strategy_rank": 80.378698, + "production_rank": 80.804734, + "structural_overlay_pass": false, + "structural_overlay_score": 76.764497, + "structural_overlay_rr": 1.415928, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.134786, + "primary_prob": 44.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.702179, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.724973, + "range_504_ratio": 2.064674, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.042557, + "hold30_r": -1.0 + }, + { + "symbol": "GEV", + "date": "2025-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.147929, + "strategy_rank": 94.863905, + "production_rank": 94.95858, + "structural_overlay_pass": false, + "structural_overlay_score": 90.210651, + "structural_overlay_rr": 0.761115, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.760073, + "primary_prob": 53.45, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.140109, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 1.81529, + "range_504_ratio": 6.142857, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.733908, + "hold30_r": 2.331839 + }, + { + "symbol": "CEG", + "date": "2025-12-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.918193, + "strategy_rank": 90.548216, + "production_rank": 91.338208, + "structural_overlay_pass": false, + "structural_overlay_score": 86.771298, + "structural_overlay_rr": 0.909853, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.932802, + "primary_prob": 36.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.399203, + "raw_level_count": 144, + "gate_level_count": 144, + "range_504_log": 1.327344, + "range_504_ratio": 3.771016, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.031014, + "hold30_r": -1.0 + }, + { + "symbol": "HOOD", + "date": "2025-12-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.5116, + "strategy_rank": 98.963844, + "production_rank": 99.146429, + "structural_overlay_pass": false, + "structural_overlay_score": 94.189108, + "structural_overlay_rr": 2.056166, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.746423, + "primary_prob": 43.39, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 27.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.119635, + "raw_level_count": 181, + "gate_level_count": 181, + "range_504_log": 2.696162, + "range_504_ratio": 14.822726, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.024365, + "hold30_r": -1.0 + }, + { + "symbol": "ABBV", + "date": "2025-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.562882, + "strategy_rank": 66.485004, + "production_rank": 71.510963, + "structural_overlay_pass": false, + "structural_overlay_score": 67.935415, + "structural_overlay_rr": 1.531305, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.466458, + "primary_prob": 19.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.199686, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.466261, + "range_504_ratio": 1.594023, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.075034, + "hold30_r": -1.0 + }, + { + "symbol": "AEP", + "date": "2025-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.133089, + "strategy_rank": 64.220203, + "production_rank": 72.524498, + "structural_overlay_pass": false, + "structural_overlay_score": 68.898273, + "structural_overlay_rr": 0.96534, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.896152, + "primary_prob": 42.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.344228, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.506295, + "range_504_ratio": 1.659133, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.101907, + "hold30_r": -1.0 + }, + { + "symbol": "ALB", + "date": "2025-12-30", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.98779, + "strategy_rank": 92.224096, + "production_rank": 91.478661, + "structural_overlay_pass": false, + "structural_overlay_score": 86.904728, + "structural_overlay_rr": 1.030309, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 8.749341, + "primary_prob": 25.17, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 85, + "primary_distance_atr": 13.124012, + "raw_level_count": 128, + "gate_level_count": 128, + "range_504_log": 1.131227, + "range_504_ratio": 3.099457, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.031848, + "hold30_r": 1.897265 + }, + { + "symbol": "AMAT", + "date": "2025-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.301587, + "strategy_rank": 86.543511, + "production_rank": 86.796203, + "structural_overlay_pass": false, + "structural_overlay_score": 82.456393, + "structural_overlay_rr": 1.31432, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.98146, + "primary_prob": 30.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.47219, + "raw_level_count": 104, + "gate_level_count": 104, + "range_504_log": 0.802609, + "range_504_ratio": 2.231355, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.935092, + "hold30_r": 6.101628 + }, + { + "symbol": "AMD", + "date": "2025-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.650794, + "strategy_rank": 94.495872, + "production_rank": 94.214179, + "structural_overlay_pass": false, + "structural_overlay_score": 89.50347, + "structural_overlay_rr": 2.026495, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.7432, + "primary_prob": 44.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.1148, + "raw_level_count": 114, + "gate_level_count": 114, + "range_504_log": 1.250519, + "range_504_ratio": 3.492154, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.7094, + "hold30_r": -1.111268 + }, + { + "symbol": "AMGN", + "date": "2025-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.103785, + "strategy_rank": 73.421614, + "production_rank": 77.315671, + "structural_overlay_pass": false, + "structural_overlay_score": 73.449888, + "structural_overlay_rr": 1.938466, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.580978, + "primary_prob": 21.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.371467, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.314318, + "range_504_ratio": 1.369325, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.0719, + "hold30_r": -1.0 + }, + { + "symbol": "APH", + "date": "2025-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.947497, + "strategy_rank": 85.877864, + "production_rank": 89.567742, + "structural_overlay_pass": false, + "structural_overlay_score": 85.089355, + "structural_overlay_rr": 1.193359, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.811575, + "primary_prob": 41.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.217363, + "raw_level_count": 99, + "gate_level_count": 99, + "range_504_log": 1.123296, + "range_504_ratio": 3.074973, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.762339, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2025-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.703297, + "strategy_rank": 96.157594, + "production_rank": 96.339495, + "structural_overlay_pass": false, + "structural_overlay_score": 91.52252, + "structural_overlay_rr": 0.709225, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.738398, + "primary_prob": 55.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.107597, + "raw_level_count": 206, + "gate_level_count": 206, + "range_504_log": 2.992532, + "range_504_ratio": 19.936096, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.030761, + "hold30_r": -1.0 + }, + { + "symbol": "ATO", + "date": "2025-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.417582, + "strategy_rank": 58.24042, + "production_rank": 66.299474, + "structural_overlay_pass": false, + "structural_overlay_score": 62.9845, + "structural_overlay_rr": 1.537812, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.530537, + "primary_prob": 31.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 76.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.295805, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.491908, + "range_504_ratio": 1.635434, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.098124, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2025-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.452991, + "strategy_rank": 90.838044, + "production_rank": 91.043027, + "structural_overlay_pass": false, + "structural_overlay_score": 86.490875, + "structural_overlay_rr": 1.769488, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.177727, + "primary_prob": 25.3, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 5.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.76659, + "raw_level_count": 146, + "gate_level_count": 146, + "range_504_log": 1.381506, + "range_504_ratio": 3.980893, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.0338, + "hold30_r": -1.0 + }, + { + "symbol": "C", + "date": "2025-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.126984, + "strategy_rank": 68.791447, + "production_rank": 73.903293, + "structural_overlay_pass": false, + "structural_overlay_score": 70.208128, + "structural_overlay_rr": 1.476005, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.921074, + "primary_prob": 47.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.381612, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 0.888711, + "range_504_ratio": 2.431994, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.859617, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2025-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.191697, + "strategy_rank": 87.400814, + "production_rank": 90.664442, + "structural_overlay_pass": false, + "structural_overlay_score": 86.13122, + "structural_overlay_rr": 1.664241, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.664241, + "primary_prob": 14.54, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.496362, + "raw_level_count": 116, + "gate_level_count": 116, + "range_504_log": 0.835887, + "range_504_ratio": 2.306858, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.089339, + "hold30_r": -1.0 + }, + { + "symbol": "CAT", + "date": "2025-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.842491, + "strategy_rank": 82.298635, + "production_rank": 85.146587, + "structural_overlay_pass": false, + "structural_overlay_score": 80.889258, + "structural_overlay_rr": 0.994033, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.412795, + "primary_prob": 19.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.119193, + "raw_level_count": 104, + "gate_level_count": 104, + "range_504_log": 0.853372, + "range_504_ratio": 2.34755, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.357697, + "hold30_r": 8.631363 + }, + { + "symbol": "CHRW", + "date": "2025-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.429792, + "strategy_rank": 90.535203, + "production_rank": 91.166733, + "structural_overlay_pass": false, + "structural_overlay_score": 86.608396, + "structural_overlay_rr": 1.222902, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.693286, + "primary_prob": 40.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.03993, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.948981, + "range_504_ratio": 2.583077, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.626599, + "hold30_r": -1.0 + }, + { + "symbol": "CRWD", + "date": "2025-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.708181, + "strategy_rank": 79.516433, + "production_rank": 79.913682, + "structural_overlay_pass": false, + "structural_overlay_score": 75.917998, + "structural_overlay_rr": 1.940928, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.542546, + "primary_prob": 33.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 86.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.313818, + "raw_level_count": 143, + "gate_level_count": 143, + "range_504_log": 1.037824, + "range_504_ratio": 2.823067, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.04503, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2025-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.406593, + "strategy_rank": 94.069146, + "production_rank": 93.848295, + "structural_overlay_pass": false, + "structural_overlay_score": 89.155881, + "structural_overlay_rr": 1.675488, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.644337, + "primary_prob": 30.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.466506, + "raw_level_count": 205, + "gate_level_count": 205, + "range_504_log": 2.490755, + "range_504_ratio": 12.070381, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.031708, + "hold30_r": -1.0 + }, + { + "symbol": "CVS", + "date": "2025-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.680098, + "strategy_rank": 81.055727, + "production_rank": 86.597184, + "structural_overlay_pass": false, + "structural_overlay_score": 82.267325, + "structural_overlay_rr": 1.55468, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.187563, + "primary_prob": 44.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 1.781344, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.670275, + "range_504_ratio": 1.954775, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.117675, + "hold30_r": -1.951775 + }, + { + "symbol": "DG", + "date": "2025-12-30", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.993895, + "strategy_rank": 89.151025, + "production_rank": 91.098648, + "structural_overlay_pass": false, + "structural_overlay_score": 86.543716, + "structural_overlay_rr": 1.500623, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.61558, + "primary_prob": 26.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 24, + "primary_distance_atr": 3.923371, + "raw_level_count": 107, + "gate_level_count": 107, + "range_504_log": 0.928232, + "range_504_ratio": 2.530032, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.5651, + "hold30_r": 2.367546 + }, + { + "symbol": "DLTR", + "date": "2025-12-30", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.697192, + "strategy_rank": 86.039435, + "production_rank": 87.925354, + "structural_overlay_pass": false, + "structural_overlay_score": 83.529086, + "structural_overlay_rr": 1.860926, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.83934, + "primary_prob": 36.38, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 109, + "primary_distance_atr": 4.25901, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 0.916225, + "range_504_ratio": 2.499835, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.797313, + "hold30_r": -1.0 + }, + { + "symbol": "EBAY", + "date": "2025-12-30", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.859585, + "strategy_rank": 85.126435, + "production_rank": 85.037485, + "structural_overlay_pass": false, + "structural_overlay_score": 80.785611, + "structural_overlay_rr": 2.223212, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.183133, + "primary_prob": 31.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 26, + "primary_distance_atr": 3.2747, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 0.923733, + "range_504_ratio": 2.518675, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.122264, + "hold30_r": -1.0 + }, + { + "symbol": "EQT", + "date": "2025-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.278388, + "strategy_rank": 84.011681, + "production_rank": 85.433916, + "structural_overlay_pass": false, + "structural_overlay_score": 81.162221, + "structural_overlay_rr": 1.814028, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.823832, + "primary_prob": 55.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 1.235748, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 0.728973, + "range_504_ratio": 2.072951, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.047188, + "hold30_r": -1.0 + }, + { + "symbol": "EVRG", + "date": "2025-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.807082, + "strategy_rank": 57.264957, + "production_rank": 65.445665, + "structural_overlay_pass": false, + "structural_overlay_score": 62.173382, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.214405, + "primary_prob": 33.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.821608, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.501456, + "range_504_ratio": 1.651124, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.111466, + "hold30_r": -1.0 + }, + { + "symbol": "EXPD", + "date": "2025-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.952381, + "strategy_rank": 71.392611, + "production_rank": 74.579201, + "structural_overlay_pass": false, + "structural_overlay_score": 70.850241, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.260617, + "primary_prob": 22.49, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.890926, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.433824, + "range_504_ratio": 1.543147, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.183689, + "hold30_r": -1.0 + }, + { + "symbol": "F", + "date": "2025-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.46398, + "strategy_rank": 75.472168, + "production_rank": 77.136105, + "structural_overlay_pass": false, + "structural_overlay_score": 73.2793, + "structural_overlay_rr": 0.784314, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.102687, + "primary_prob": 46.27, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 73, + "primary_distance_atr": 1.654031, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.564946, + "range_504_ratio": 1.759354, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.025824, + "hold30_r": 2.236747 + }, + { + "symbol": "FIX", + "date": "2025-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.290598, + "strategy_rank": 97.04946, + "production_rank": 97.463173, + "structural_overlay_pass": false, + "structural_overlay_score": 92.590014, + "structural_overlay_rr": 0.885097, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.840203, + "primary_prob": 38.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.260304, + "raw_level_count": 181, + "gate_level_count": 181, + "range_504_log": 1.674361, + "range_504_ratio": 5.335383, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.807546, + "hold30_r": 6.088604 + }, + { + "symbol": "FSLR", + "date": "2025-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.894994, + "strategy_rank": 93.789833, + "production_rank": 93.824887, + "structural_overlay_pass": false, + "structural_overlay_score": 89.133642, + "structural_overlay_rr": 0.970938, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.019675, + "primary_prob": 31.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.529513, + "raw_level_count": 124, + "gate_level_count": 124, + "range_504_log": 0.96767, + "range_504_ratio": 2.631806, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.031246, + "hold30_r": -1.0 + }, + { + "symbol": "GILD", + "date": "2025-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.789988, + "strategy_rank": 74.973089, + "production_rank": 79.245389, + "structural_overlay_pass": false, + "structural_overlay_score": 75.283119, + "structural_overlay_rr": 1.10344, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.069957, + "primary_prob": 30.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.604935, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.729221, + "range_504_ratio": 2.073465, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.062163, + "hold30_r": -1.0 + }, + { + "symbol": "GLW", + "date": "2025-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.238095, + "strategy_rank": 89.468128, + "production_rank": 91.391451, + "structural_overlay_pass": false, + "structural_overlay_score": 86.821878, + "structural_overlay_rr": 1.939666, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.924956, + "primary_prob": 46.96, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.387435, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 1.179509, + "range_504_ratio": 3.252777, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.880648, + "hold30_r": -1.0 + }, + { + "symbol": "GOOG", + "date": "2025-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.185592, + "strategy_rank": 80.096297, + "production_rank": 84.126062, + "structural_overlay_pass": false, + "structural_overlay_score": 79.919759, + "structural_overlay_rr": 1.362781, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.801243, + "primary_prob": 37.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.201864, + "raw_level_count": 98, + "gate_level_count": 98, + "range_504_log": 0.915667, + "range_504_ratio": 2.498442, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.741923, + "hold30_r": -0.488442 + }, + { + "symbol": "GOOGL", + "date": "2025-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.673993, + "strategy_rank": 80.840126, + "production_rank": 84.784748, + "structural_overlay_pass": false, + "structural_overlay_score": 80.545511, + "structural_overlay_rr": 1.449169, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.817103, + "primary_prob": 37.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.225654, + "raw_level_count": 97, + "gate_level_count": 97, + "range_504_log": 0.922904, + "range_504_ratio": 2.516588, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.758356, + "hold30_r": -0.453909 + }, + { + "symbol": "GS", + "date": "2025-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.21978, + "strategy_rank": 65.471751, + "production_rank": 70.387761, + "structural_overlay_pass": false, + "structural_overlay_score": 66.868373, + "structural_overlay_rr": 1.122929, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.668222, + "primary_prob": 57.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.002333, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 0.904311, + "range_504_ratio": 2.470229, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.604834, + "hold30_r": 0.721381 + }, + { + "symbol": "HAS", + "date": "2025-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.545788, + "strategy_rank": 68.51713, + "production_rank": 74.860016, + "structural_overlay_pass": false, + "structural_overlay_score": 71.117015, + "structural_overlay_rr": 1.045606, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.078034, + "primary_prob": 46.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 99.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.61705, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.61376, + "range_504_ratio": 1.847364, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.006355, + "hold30_r": 8.193523 + }, + { + "symbol": "HCA", + "date": "2025-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.214896, + "strategy_rank": 78.38575, + "production_rank": 84.328799, + "structural_overlay_pass": false, + "structural_overlay_score": 80.112359, + "structural_overlay_rr": 1.131018, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.233278, + "primary_prob": 24.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.849917, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.659861, + "range_504_ratio": 1.934524, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.171921, + "hold30_r": 4.016478 + }, + { + "symbol": "HII", + "date": "2025-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.604396, + "strategy_rank": 83.512602, + "production_rank": 87.5432, + "structural_overlay_pass": false, + "structural_overlay_score": 83.16604, + "structural_overlay_rr": 1.312067, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.954211, + "primary_prob": 46.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.431316, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.81851, + "range_504_ratio": 2.26712, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.904719, + "hold30_r": 4.687477 + }, + { + "symbol": "IBKR", + "date": "2025-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.661783, + "strategy_rank": 80.445465, + "production_rank": 81.184237, + "structural_overlay_pass": false, + "structural_overlay_score": 77.125025, + "structural_overlay_rr": 1.997941, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.767333, + "primary_prob": 48.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.150999, + "raw_level_count": 129, + "gate_level_count": 129, + "range_504_log": 1.271895, + "range_504_ratio": 3.567607, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.716825, + "hold30_r": 3.131496 + }, + { + "symbol": "IBM", + "date": "2025-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.324786, + "strategy_rank": 75.007131, + "production_rank": 78.779683, + "structural_overlay_pass": false, + "structural_overlay_score": 74.840699, + "structural_overlay_rr": 1.443617, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.443617, + "primary_prob": 20.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.165425, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.721651, + "range_504_ratio": 2.057827, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.065361, + "hold30_r": -1.0 + }, + { + "symbol": "IDXX", + "date": "2025-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.459096, + "strategy_rank": 95.36546, + "production_rank": 95.730006, + "structural_overlay_pass": false, + "structural_overlay_score": 90.943505, + "structural_overlay_rr": 1.675543, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.035522, + "primary_prob": 37.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.553283, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.771041, + "range_504_ratio": 2.162015, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.977631, + "hold30_r": -1.073702 + }, + { + "symbol": "INCY", + "date": "2025-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.941392, + "strategy_rank": 85.625722, + "production_rank": 87.730945, + "structural_overlay_pass": false, + "structural_overlay_score": 83.344398, + "structural_overlay_rr": 1.999206, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.719211, + "primary_prob": 44.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.078816, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.774873, + "range_504_ratio": 2.170316, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.671618, + "hold30_r": 0.44268 + }, + { + "symbol": "INTC", + "date": "2025-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.046398, + "strategy_rank": 97.499714, + "production_rank": 97.681942, + "structural_overlay_pass": false, + "structural_overlay_score": 92.797845, + "structural_overlay_rr": 1.822087, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.928529, + "primary_prob": 30.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 98.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.892793, + "raw_level_count": 110, + "gate_level_count": 110, + "range_504_log": 1.065716, + "range_504_ratio": 2.902915, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.897656, + "hold30_r": 3.799119 + }, + { + "symbol": "JNJ", + "date": "2025-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.208791, + "strategy_rank": 64.978919, + "production_rank": 73.72221, + "structural_overlay_pass": false, + "structural_overlay_score": 70.036099, + "structural_overlay_rr": 1.768956, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.370786, + "primary_prob": 20.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.056179, + "raw_level_count": 26, + "gate_level_count": 26, + "range_504_log": 0.42501, + "range_504_ratio": 1.529606, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.088463, + "hold30_r": -1.0 + }, + { + "symbol": "KLAC", + "date": "2025-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.749695, + "strategy_rank": 90.076309, + "production_rank": 91.634104, + "structural_overlay_pass": false, + "structural_overlay_score": 87.052399, + "structural_overlay_rr": 0.777824, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.777824, + "primary_prob": 52.36, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.166736, + "raw_level_count": 125, + "gate_level_count": 125, + "range_504_log": 0.86391, + "range_504_ratio": 2.372419, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.731704, + "hold30_r": 3.839985 + }, + { + "symbol": "LDOS", + "date": "2025-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.638584, + "strategy_rank": 66.3302, + "production_rank": 72.099661, + "structural_overlay_pass": false, + "structural_overlay_score": 68.494678, + "structural_overlay_rr": 2.325807, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.762824, + "primary_prob": 24.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.644236, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.659741, + "range_504_ratio": 1.934292, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.698261, + "hold30_r": -1.0 + }, + { + "symbol": "LITE", + "date": "2025-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.7558, + "strategy_rank": 99.609815, + "production_rank": 99.658477, + "structural_overlay_pass": false, + "structural_overlay_score": 94.675553, + "structural_overlay_rr": 0.87625, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.896889, + "primary_prob": 47.69, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.345333, + "raw_level_count": 129, + "gate_level_count": 129, + "range_504_log": 2.350398, + "range_504_ratio": 10.489748, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.875001, + "hold30_r": -1.087293 + }, + { + "symbol": "LLY", + "date": "2025-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.522589, + "strategy_rank": 85.49809, + "production_rank": 86.506256, + "structural_overlay_pass": false, + "structural_overlay_score": 82.180943, + "structural_overlay_rr": 0.881123, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 9, + "rr": 0.881123, + "primary_prob": 33.22, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.321685, + "raw_level_count": 112, + "gate_level_count": 112, + "range_504_log": 0.667393, + "range_504_ratio": 1.94915, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.059019, + "hold30_r": -1.0 + }, + { + "symbol": "LRCX", + "date": "2025-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.435897, + "strategy_rank": 94.258721, + "production_rank": 95.31778, + "structural_overlay_pass": false, + "structural_overlay_score": 90.551891, + "structural_overlay_rr": 0.677242, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.667354, + "primary_prob": 56.48, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.001031, + "raw_level_count": 111, + "gate_level_count": 111, + "range_504_log": 1.160795, + "range_504_ratio": 3.192472, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.628825, + "hold30_r": 6.375337 + }, + { + "symbol": "MCK", + "date": "2025-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.139194, + "strategy_rank": 77.809738, + "production_rank": 83.25289, + "structural_overlay_pass": false, + "structural_overlay_score": 79.090246, + "structural_overlay_rr": 1.965001, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.965001, + "primary_prob": 10.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.947501, + "raw_level_count": 123, + "gate_level_count": 123, + "range_504_log": 0.678978, + "range_504_ratio": 1.971861, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.08068, + "hold30_r": -1.0 + }, + { + "symbol": "MDT", + "date": "2025-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.196581, + "strategy_rank": 59.395463, + "production_rank": 66.662502, + "structural_overlay_pass": false, + "structural_overlay_score": 63.329377, + "structural_overlay_rr": 1.239384, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.913148, + "primary_prob": 51.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.369722, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.336341, + "range_504_ratio": 1.399816, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.821372, + "hold30_r": 2.003371 + }, + { + "symbol": "MPC", + "date": "2025-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.813187, + "strategy_rank": 75.202848, + "production_rank": 79.072961, + "structural_overlay_pass": false, + "structural_overlay_score": 75.119313, + "structural_overlay_rr": 1.445307, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.235707, + "primary_prob": 26.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 65, + "primary_distance_atr": 3.35356, + "raw_level_count": 118, + "gate_level_count": 118, + "range_504_log": 0.652859, + "range_504_ratio": 1.921025, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.18586, + "hold30_r": 5.203104 + }, + { + "symbol": "MPWR", + "date": "2025-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.882784, + "strategy_rank": 84.369593, + "production_rank": 84.207323, + "structural_overlay_pass": false, + "structural_overlay_score": 79.996957, + "structural_overlay_rr": 0.792274, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.193723, + "primary_prob": 31.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.790584, + "raw_level_count": 106, + "gate_level_count": 106, + "range_504_log": 0.939917, + "range_504_ratio": 2.559768, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.153897, + "hold30_r": 5.000679 + }, + { + "symbol": "NOC", + "date": "2025-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.173382, + "strategy_rank": 64.135253, + "production_rank": 70.147963, + "structural_overlay_pass": false, + "structural_overlay_score": 66.640565, + "structural_overlay_rr": 1.680162, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.416305, + "primary_prob": 27.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.124457, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.425959, + "range_504_ratio": 1.531058, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.338255, + "hold30_r": 8.183738 + }, + { + "symbol": "NRG", + "date": "2025-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.970696, + "strategy_rank": 92.173397, + "production_rank": 93.439163, + "structural_overlay_pass": false, + "structural_overlay_score": 88.767205, + "structural_overlay_rr": 1.635058, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.372707, + "primary_prob": 37.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 89.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.059061, + "raw_level_count": 120, + "gate_level_count": 120, + "range_504_log": 1.27934, + "range_504_ratio": 3.594266, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.037411, + "hold30_r": -1.0 + }, + { + "symbol": "ORLY", + "date": "2025-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.272283, + "strategy_rank": 62.310087, + "production_rank": 69.297486, + "structural_overlay_pass": false, + "structural_overlay_score": 65.832611, + "structural_overlay_rr": 1.019733, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.84155, + "primary_prob": 26.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 73.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.762325, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 0.578348, + "range_504_ratio": 1.78309, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.765149, + "hold30_r": 1.561945 + }, + { + "symbol": "PLTR", + "date": "2025-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.802198, + "strategy_rank": 95.574815, + "production_rank": 96.317276, + "structural_overlay_pass": false, + "structural_overlay_score": 91.501412, + "structural_overlay_rr": 0.834469, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.694071, + "primary_prob": 49.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.041107, + "raw_level_count": 198, + "gate_level_count": 198, + "range_504_log": 2.583863, + "range_504_ratio": 13.248212, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.034084, + "hold30_r": -1.0 + }, + { + "symbol": "PM", + "date": "2025-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.034188, + "strategy_rank": 74.74208, + "production_rank": 79.172783, + "structural_overlay_pass": false, + "structural_overlay_score": 75.214144, + "structural_overlay_rr": 1.33666, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.411578, + "primary_prob": 50.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 85.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.117368, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.75416, + "range_504_ratio": 2.125826, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.07329, + "hold30_r": -1.0 + }, + { + "symbol": "PWR", + "date": "2025-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.371184, + "strategy_rank": 78.280292, + "production_rank": 80.310589, + "structural_overlay_pass": false, + "structural_overlay_score": 76.29506, + "structural_overlay_rr": 1.722182, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.624331, + "primary_prob": 19.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.436496, + "raw_level_count": 145, + "gate_level_count": 145, + "range_504_log": 0.928635, + "range_504_ratio": 2.531051, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.045945, + "hold30_r": -1.0 + }, + { + "symbol": "RL", + "date": "2025-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.23199, + "strategy_rank": 79.313428, + "production_rank": 82.952949, + "structural_overlay_pass": false, + "structural_overlay_score": 78.805302, + "structural_overlay_rr": 1.584155, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.747537, + "primary_prob": 40.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.121306, + "raw_level_count": 116, + "gate_level_count": 116, + "range_504_log": 1.035637, + "range_504_ratio": 2.816901, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.694288, + "hold30_r": -1.0 + }, + { + "symbol": "STLD", + "date": "2025-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.615385, + "strategy_rank": 78.085824, + "production_rank": 80.262344, + "structural_overlay_pass": false, + "structural_overlay_score": 76.249227, + "structural_overlay_rr": 1.245772, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.245772, + "primary_prob": 22.84, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.868659, + "raw_level_count": 100, + "gate_level_count": 100, + "range_504_log": 0.547426, + "range_504_ratio": 1.728797, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.187637, + "hold30_r": 4.840327 + }, + { + "symbol": "STX", + "date": "2025-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.267399, + "strategy_rank": 97.806303, + "production_rank": 98.293335, + "structural_overlay_pass": false, + "structural_overlay_score": 93.378668, + "structural_overlay_rr": 0.896831, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.857345, + "primary_prob": 35.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.286018, + "raw_level_count": 111, + "gate_level_count": 111, + "range_504_log": 1.586969, + "range_504_ratio": 4.888906, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.830365, + "hold30_r": 7.27736 + }, + { + "symbol": "TEL", + "date": "2025-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.377289, + "strategy_rank": 79.592117, + "production_rank": 82.853841, + "structural_overlay_pass": false, + "structural_overlay_score": 78.711149, + "structural_overlay_rr": 2.231986, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.218878, + "primary_prob": 9.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 11, + "primary_distance_atr": 3.328317, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.767949, + "range_504_ratio": 2.155341, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.061069, + "hold30_r": -1.0 + }, + { + "symbol": "UBER", + "date": "2025-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.080586, + "strategy_rank": 79.257628, + "production_rank": 81.531948, + "structural_overlay_pass": false, + "structural_overlay_score": 77.45535, + "structural_overlay_rr": 2.108211, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.910867, + "primary_prob": 28.84, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 91.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.8663, + "raw_level_count": 132, + "gate_level_count": 132, + "range_504_log": 0.620455, + "range_504_ratio": 1.859774, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.050134, + "hold30_r": -1.0 + }, + { + "symbol": "UHS", + "date": "2025-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.592186, + "strategy_rank": 73.617331, + "production_rank": 77.608949, + "structural_overlay_pass": false, + "structural_overlay_score": 73.728502, + "structural_overlay_rr": 2.205191, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.674678, + "primary_prob": 57.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 82.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.012017, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.495283, + "range_504_ratio": 1.640963, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.065803, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2025-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.74359, + "strategy_rank": 80.981292, + "production_rank": 83.902058, + "structural_overlay_pass": false, + "structural_overlay_score": 79.706955, + "structural_overlay_rr": 1.807282, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.626404, + "primary_prob": 28.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 67.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.439607, + "raw_level_count": 86, + "gate_level_count": 86, + "range_504_log": 0.628582, + "range_504_ratio": 1.874949, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.573933, + "hold30_r": 5.100417 + }, + { + "symbol": "VRT", + "date": "2025-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.47619, + "strategy_rank": 91.031263, + "production_rank": 90.846239, + "structural_overlay_pass": false, + "structural_overlay_score": 86.303927, + "structural_overlay_rr": 1.700624, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.536315, + "primary_prob": 20.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.304472, + "raw_level_count": 192, + "gate_level_count": 192, + "range_504_log": 1.519283, + "range_504_ratio": 4.568946, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.509254, + "hold30_r": 5.941898 + }, + { + "symbol": "VTR", + "date": "2025-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.766789, + "strategy_rank": 63.781088, + "production_rank": 72.109655, + "structural_overlay_pass": false, + "structural_overlay_score": 68.504172, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.088745, + "primary_prob": 31.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.633118, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.680889, + "range_504_ratio": 1.975633, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.087089, + "hold30_r": -1.0 + }, + { + "symbol": "WELL", + "date": "2025-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.482295, + "strategy_rank": 70.564769, + "production_rank": 78.870611, + "structural_overlay_pass": false, + "structural_overlay_score": 74.92708, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.891868, + "primary_prob": 12.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.837803, + "raw_level_count": 91, + "gate_level_count": 91, + "range_504_log": 0.895227, + "range_504_ratio": 2.447892, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.07403, + "hold30_r": -1.0 + }, + { + "symbol": "WRB", + "date": "2025-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.568987, + "strategy_rank": 66.95639, + "production_rank": 73.493923, + "structural_overlay_pass": false, + "structural_overlay_score": 69.819226, + "structural_overlay_rr": 1.849266, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.468701, + "primary_prob": 37.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.203051, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 0.529919, + "range_504_ratio": 1.698795, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.078269, + "hold30_r": -1.0 + }, + { + "symbol": "WYNN", + "date": "2025-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.057387, + "strategy_rank": 82.864653, + "production_rank": 84.262231, + "structural_overlay_pass": false, + "structural_overlay_score": 80.04912, + "structural_overlay_rr": 1.733111, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.590337, + "primary_prob": 23.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.385506, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.724973, + "range_504_ratio": 2.064674, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.047017, + "hold30_r": -1.0 + }, + { + "symbol": "GEV", + "date": "2025-12-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.505495, + "strategy_rank": 94.07102, + "production_rank": 94.215845, + "structural_overlay_pass": false, + "structural_overlay_score": 89.505053, + "structural_overlay_rr": 1.838468, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.516899, + "primary_prob": 32.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.275349, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 1.81529, + "range_504_ratio": 6.142857, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.484986, + "hold30_r": 3.627082 + }, + { + "symbol": "WBD", + "date": "2025-12-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.534799, + "strategy_rank": 98.13392, + "production_rank": 98.267547, + "structural_overlay_pass": false, + "structural_overlay_score": 93.354169, + "structural_overlay_rr": 1.079844, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.079844, + "primary_prob": 42.1, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.619767, + "raw_level_count": 106, + "gate_level_count": 106, + "range_504_log": 1.508085, + "range_504_ratio": 4.518072, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.052748, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2026-01-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.930788, + "strategy_rank": 89.074674, + "production_rank": 89.693379, + "structural_overlay_pass": false, + "structural_overlay_score": 85.20871, + "structural_overlay_rr": 1.072232, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.093325, + "primary_prob": 32.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.639987, + "raw_level_count": 145, + "gate_level_count": 145, + "range_504_log": 1.327344, + "range_504_ratio": 3.771016, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.03064, + "hold30_r": -1.0 + }, + { + "symbol": "HOOD", + "date": "2026-01-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.642005, + "strategy_rank": 99.213051, + "production_rank": 99.356035, + "structural_overlay_pass": false, + "structural_overlay_score": 94.388234, + "structural_overlay_rr": 1.693678, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.500752, + "primary_prob": 20.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.251127, + "raw_level_count": 182, + "gate_level_count": 182, + "range_504_log": 2.696162, + "range_504_ratio": 14.822726, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.026511, + "hold30_r": -1.0 + }, + { + "symbol": "ABBV", + "date": "2026-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.742243, + "strategy_rank": 68.876305, + "production_rank": 73.164951, + "structural_overlay_pass": false, + "structural_overlay_score": 69.506703, + "structural_overlay_rr": 0.737542, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.473661, + "primary_prob": 32.75, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.210492, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.466261, + "range_504_ratio": 1.594023, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.060401, + "hold30_r": -1.0 + }, + { + "symbol": "AEP", + "date": "2026-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.947494, + "strategy_rank": 63.422602, + "production_rank": 71.597566, + "structural_overlay_pass": false, + "structural_overlay_score": 68.017688, + "structural_overlay_rr": 1.121007, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.746531, + "primary_prob": 23.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.619797, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.506295, + "range_504_ratio": 1.659133, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.654808, + "hold30_r": 6.320587 + }, + { + "symbol": "ALB", + "date": "2026-01-07", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.424821, + "strategy_rank": 91.289508, + "production_rank": 90.334612, + "structural_overlay_pass": false, + "structural_overlay_score": 85.817882, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 2.828773, + "primary_prob": 36.45, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 4.24316, + "raw_level_count": 129, + "gate_level_count": 129, + "range_504_log": 1.205261, + "range_504_ratio": 3.337629, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.795567, + "hold30_r": 0.703918 + }, + { + "symbol": "AMD", + "date": "2026-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.033413, + "strategy_rank": 94.857954, + "production_rank": 94.583107, + "structural_overlay_pass": false, + "structural_overlay_score": 89.853952, + "structural_overlay_rr": 1.780365, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.723801, + "primary_prob": 42.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.085702, + "raw_level_count": 115, + "gate_level_count": 115, + "range_504_log": 1.250519, + "range_504_ratio": 3.492154, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.692451, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2026-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.374702, + "strategy_rank": 96.767774, + "production_rank": 96.970083, + "structural_overlay_pass": false, + "structural_overlay_score": 92.121579, + "structural_overlay_rr": 1.845352, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.741324, + "primary_prob": 40.59, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 12.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.111986, + "raw_level_count": 206, + "gate_level_count": 206, + "range_504_log": 2.992532, + "range_504_ratio": 19.936096, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.716145, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2026-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.078759, + "strategy_rank": 92.115799, + "production_rank": 92.436785, + "structural_overlay_pass": false, + "structural_overlay_score": 87.814946, + "structural_overlay_rr": 0.978158, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.096688, + "primary_prob": 30.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.645032, + "raw_level_count": 148, + "gate_level_count": 148, + "range_504_log": 1.381506, + "range_504_ratio": 3.980893, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.229981, + "hold30_r": -1.196027 + }, + { + "symbol": "CAH", + "date": "2026-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.420048, + "strategy_rank": 86.409409, + "production_rank": 89.746288, + "structural_overlay_pass": false, + "structural_overlay_score": 85.258974, + "structural_overlay_rr": 1.495349, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.495349, + "primary_prob": 32.54, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.243023, + "raw_level_count": 114, + "gate_level_count": 114, + "range_504_log": 0.835887, + "range_504_ratio": 2.306858, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.080057, + "hold30_r": -1.0 + }, + { + "symbol": "CAT", + "date": "2026-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.794749, + "strategy_rank": 85.644406, + "production_rank": 88.361187, + "structural_overlay_pass": false, + "structural_overlay_score": 83.943128, + "structural_overlay_rr": 1.223627, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.270873, + "primary_prob": 22.45, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.906309, + "raw_level_count": 105, + "gate_level_count": 105, + "range_504_log": 0.853372, + "range_504_ratio": 2.34755, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.221931, + "hold30_r": 6.695669 + }, + { + "symbol": "CBOE", + "date": "2026-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.692124, + "strategy_rank": 67.167443, + "production_rank": 75.009003, + "structural_overlay_pass": false, + "structural_overlay_score": 71.258553, + "structural_overlay_rr": 0.68419, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.056493, + "primary_prob": 27.76, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.58474, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.459307, + "range_504_ratio": 1.582977, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.987548, + "hold30_r": 4.528659 + }, + { + "symbol": "CME", + "date": "2026-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.787589, + "strategy_rank": 57.981587, + "production_rank": 65.583588, + "structural_overlay_pass": false, + "structural_overlay_score": 62.304408, + "structural_overlay_rr": 1.549646, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.144103, + "primary_prob": 45.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 81, + "primary_distance_atr": 1.716154, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.4219, + "range_504_ratio": 1.524856, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.07771, + "hold30_r": 5.131028 + }, + { + "symbol": "CNP", + "date": "2026-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.548926, + "strategy_rank": 57.099385, + "production_rank": 64.915899, + "structural_overlay_pass": false, + "structural_overlay_score": 61.670104, + "structural_overlay_rr": 1.955724, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.328774, + "primary_prob": 40.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 63, + "primary_distance_atr": 1.993161, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.466159, + "range_504_ratio": 1.593861, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.238181, + "hold30_r": 6.299496 + }, + { + "symbol": "COR", + "date": "2026-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.988067, + "strategy_rank": 73.857559, + "production_rank": 80.901061, + "structural_overlay_pass": false, + "structural_overlay_score": 76.856008, + "structural_overlay_rr": 1.771334, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.772885, + "primary_prob": 13.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.659327, + "raw_level_count": 100, + "gate_level_count": 100, + "range_504_log": 0.597919, + "range_504_ratio": 1.818331, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.702505, + "hold30_r": -1.0 + }, + { + "symbol": "CRWD", + "date": "2026-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.770883, + "strategy_rank": 82.0246, + "production_rank": 82.606695, + "structural_overlay_pass": false, + "structural_overlay_score": 78.47636, + "structural_overlay_rr": 1.681081, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.306609, + "primary_prob": 38.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 86.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.959914, + "raw_level_count": 142, + "gate_level_count": 142, + "range_504_log": 1.037824, + "range_504_ratio": 2.823067, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.042704, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2026-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.090692, + "strategy_rank": 97.447751, + "production_rank": 97.662065, + "structural_overlay_pass": false, + "structural_overlay_score": 92.778962, + "structural_overlay_rr": 0.850473, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.820763, + "primary_prob": 50.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.231145, + "raw_level_count": 206, + "gate_level_count": 206, + "range_504_log": 2.490755, + "range_504_ratio": 12.070381, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.789007, + "hold30_r": -1.0 + }, + { + "symbol": "CVS", + "date": "2026-01-07", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 96.897375, + "strategy_rank": 79.806708, + "production_rank": 85.503597, + "structural_overlay_pass": false, + "structural_overlay_score": 81.228417, + "structural_overlay_rr": 2.155809, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.269166, + "primary_prob": 41.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 3.403749, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.670275, + "range_504_ratio": 1.954775, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.855864, + "hold30_r": -1.790911 + }, + { + "symbol": "DG", + "date": "2026-01-07", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 97.852029, + "strategy_rank": 91.523834, + "production_rank": 93.633232, + "structural_overlay_pass": false, + "structural_overlay_score": 88.95157, + "structural_overlay_rr": 2.49163, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.447888, + "primary_prob": 29.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 21, + "primary_distance_atr": 3.671832, + "raw_level_count": 108, + "gate_level_count": 108, + "range_504_log": 0.928232, + "range_504_ratio": 2.530032, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.048288, + "hold30_r": 1.199549 + }, + { + "symbol": "DLTR", + "date": "2026-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.658711, + "strategy_rank": 90.152159, + "production_rank": 92.321009, + "structural_overlay_pass": false, + "structural_overlay_score": 87.704959, + "structural_overlay_rr": 1.915182, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.507532, + "primary_prob": 52.11, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 109, + "primary_distance_atr": 2.261297, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 0.916225, + "range_504_ratio": 2.499835, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.464498, + "hold30_r": -1.0 + }, + { + "symbol": "EBAY", + "date": "2026-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.140811, + "strategy_rank": 88.3938, + "production_rank": 88.642804, + "structural_overlay_pass": false, + "structural_overlay_score": 84.210664, + "structural_overlay_rr": 3.007983, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.897069, + "primary_prob": 27.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.845603, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 0.923733, + "range_504_ratio": 2.518675, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.841169, + "hold30_r": -1.0 + }, + { + "symbol": "EL", + "date": "2026-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.902148, + "strategy_rank": 86.796462, + "production_rank": 87.498357, + "structural_overlay_pass": false, + "structural_overlay_score": 83.123439, + "structural_overlay_rr": 1.130096, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.510673, + "primary_prob": 17.85, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 4.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.26601, + "raw_level_count": 152, + "gate_level_count": 152, + "range_504_log": 1.194728, + "range_504_ratio": 3.30266, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.461285, + "hold30_r": -1.0 + }, + { + "symbol": "EQT", + "date": "2026-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.21957, + "strategy_rank": 79.93749, + "production_rank": 80.698183, + "structural_overlay_pass": false, + "structural_overlay_score": 76.663274, + "structural_overlay_rr": 1.852772, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.874271, + "primary_prob": 53.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 1.311407, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 0.728973, + "range_504_ratio": 2.072951, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.046534, + "hold30_r": -1.0 + }, + { + "symbol": "F", + "date": "2026-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.458234, + "strategy_rank": 76.564625, + "production_rank": 78.529162, + "structural_overlay_pass": false, + "structural_overlay_score": 74.602704, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.745548, + "primary_prob": 73.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 69, + "primary_distance_atr": 1.118322, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.564946, + "range_504_ratio": 1.759354, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.673051, + "hold30_r": -1.0 + }, + { + "symbol": "FSLR", + "date": "2026-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.76611, + "strategy_rank": 92.448434, + "production_rank": 92.220993, + "structural_overlay_pass": false, + "structural_overlay_score": 87.609943, + "structural_overlay_rr": 1.764951, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.719654, + "primary_prob": 22.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.57948, + "raw_level_count": 124, + "gate_level_count": 124, + "range_504_log": 0.96767, + "range_504_ratio": 2.631806, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.02491, + "hold30_r": -1.0 + }, + { + "symbol": "GD", + "date": "2026-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.264916, + "strategy_rank": 60.282343, + "production_rank": 67.276534, + "structural_overlay_pass": false, + "structural_overlay_score": 63.912707, + "structural_overlay_rr": 0.793721, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.259321, + "primary_prob": 37.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.888982, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.417103, + "range_504_ratio": 1.517559, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.191583, + "hold30_r": 0.566383 + }, + { + "symbol": "GILD", + "date": "2026-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.186158, + "strategy_rank": 76.211836, + "production_rank": 80.203276, + "structural_overlay_pass": false, + "structural_overlay_score": 76.193113, + "structural_overlay_rr": 0.774421, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.742315, + "primary_prob": 41.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.113472, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.729221, + "range_504_ratio": 2.073465, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.060127, + "hold30_r": -1.0 + }, + { + "symbol": "GLW", + "date": "2026-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.346062, + "strategy_rank": 89.984198, + "production_rank": 91.771486, + "structural_overlay_pass": false, + "structural_overlay_score": 87.182912, + "structural_overlay_rr": 1.113087, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.994312, + "primary_prob": 30.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.491468, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 1.179509, + "range_504_ratio": 3.252777, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.956107, + "hold30_r": 11.184925 + }, + { + "symbol": "HAS", + "date": "2026-01-07", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.873508, + "strategy_rank": 68.677964, + "production_rank": 74.743145, + "structural_overlay_pass": false, + "structural_overlay_score": 71.005988, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 2.805479, + "primary_prob": 36.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 4.208219, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.648671, + "range_504_ratio": 1.912996, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.740518, + "hold30_r": 5.389769 + }, + { + "symbol": "HCA", + "date": "2026-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.181384, + "strategy_rank": 78.375837, + "production_rank": 84.311019, + "structural_overlay_pass": false, + "structural_overlay_score": 80.095468, + "structural_overlay_rr": 1.235226, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.337209, + "primary_prob": 21.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.005813, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.651215, + "range_504_ratio": 1.91787, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.279029, + "hold30_r": 3.810424 + }, + { + "symbol": "HII", + "date": "2026-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.704057, + "strategy_rank": 84.907024, + "production_rank": 88.506035, + "structural_overlay_pass": false, + "structural_overlay_score": 84.080733, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.813169, + "primary_prob": 50.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.219753, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.856802, + "range_504_ratio": 2.355614, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.766514, + "hold30_r": 5.308779 + }, + { + "symbol": "IBM", + "date": "2026-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.708831, + "strategy_rank": 76.485574, + "production_rank": 80.226659, + "structural_overlay_pass": false, + "structural_overlay_score": 76.215326, + "structural_overlay_rr": 1.860762, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.025963, + "primary_prob": 40.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.538945, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.721651, + "range_504_ratio": 2.057827, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.966792, + "hold30_r": -1.0 + }, + { + "symbol": "IDXX", + "date": "2026-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.942721, + "strategy_rank": 95.229034, + "production_rank": 95.46693, + "structural_overlay_pass": false, + "structural_overlay_score": 90.693583, + "structural_overlay_rr": 2.238757, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.741993, + "primary_prob": 28.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.612989, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.771041, + "range_504_ratio": 2.162015, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.056442, + "hold30_r": -1.0 + }, + { + "symbol": "INTC", + "date": "2026-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.613365, + "strategy_rank": 97.220893, + "production_rank": 97.351717, + "structural_overlay_pass": true, + "structural_overlay_score": 97.484131, + "structural_overlay_rr": 2.142757, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.877971, + "primary_prob": 46.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.816957, + "raw_level_count": 110, + "gate_level_count": 110, + "range_504_log": 1.04642, + "range_504_ratio": 2.847438, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.848168, + "hold30_r": 0.517338 + }, + { + "symbol": "JBL", + "date": "2026-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.560859, + "strategy_rank": 84.171505, + "production_rank": 84.634623, + "structural_overlay_pass": false, + "structural_overlay_score": 80.402892, + "structural_overlay_rr": 1.771386, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.38508, + "primary_prob": 19.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.07762, + "raw_level_count": 120, + "gate_level_count": 120, + "range_504_log": 0.954721, + "range_504_ratio": 2.597945, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.353268, + "hold30_r": 3.305199 + }, + { + "symbol": "JCI", + "date": "2026-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.322196, + "strategy_rank": 73.241628, + "production_rank": 77.268484, + "structural_overlay_pass": false, + "structural_overlay_score": 73.405059, + "structural_overlay_rr": 2.029224, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.590431, + "primary_prob": 16.8, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 6.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.385647, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.875195, + "range_504_ratio": 2.399342, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.54118, + "hold30_r": 6.874343 + }, + { + "symbol": "JNJ", + "date": "2026-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.4821, + "strategy_rank": 66.096231, + "production_rank": 74.89152, + "structural_overlay_pass": false, + "structural_overlay_score": 71.146944, + "structural_overlay_rr": 1.582796, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.199675, + "primary_prob": 24.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.799513, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.42501, + "range_504_ratio": 1.529606, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.114317, + "hold30_r": 7.199202 + }, + { + "symbol": "LDOS", + "date": "2026-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.174224, + "strategy_rank": 68.805986, + "production_rank": 73.595399, + "structural_overlay_pass": false, + "structural_overlay_score": 69.915629, + "structural_overlay_rr": 1.351182, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.351182, + "primary_prob": 35.26, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.026773, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.650478, + "range_504_ratio": 1.916457, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.058003, + "hold30_r": -1.0 + }, + { + "symbol": "LHX", + "date": "2026-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.470167, + "strategy_rank": 67.057484, + "production_rank": 73.861712, + "structural_overlay_pass": false, + "structural_overlay_score": 70.168626, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.797036, + "primary_prob": 51.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.195554, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.509888, + "range_504_ratio": 1.665104, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.733103, + "hold30_r": 4.786304 + }, + { + "symbol": "MCK", + "date": "2026-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.243437, + "strategy_rank": 74.40354, + "production_rank": 80.350173, + "structural_overlay_pass": false, + "structural_overlay_score": 76.332664, + "structural_overlay_rr": 1.891855, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.891855, + "primary_prob": 11.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.837783, + "raw_level_count": 123, + "gate_level_count": 123, + "range_504_log": 0.656693, + "range_504_ratio": 1.928405, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.820482, + "hold30_r": 5.350294 + }, + { + "symbol": "MDT", + "date": "2026-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.071599, + "strategy_rank": 59.125209, + "production_rank": 66.107339, + "structural_overlay_pass": false, + "structural_overlay_score": 62.801972, + "structural_overlay_rr": 1.183805, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.241022, + "primary_prob": 42.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 1.861533, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.336341, + "range_504_ratio": 1.399816, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.083765, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2026-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.310263, + "strategy_rank": 72.128984, + "production_rank": 74.856077, + "structural_overlay_pass": false, + "structural_overlay_score": 71.113273, + "structural_overlay_rr": 1.548385, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.624792, + "primary_prob": 28.81, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 69.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.437188, + "raw_level_count": 117, + "gate_level_count": 117, + "range_504_log": 0.652859, + "range_504_ratio": 1.921025, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.578977, + "hold30_r": 3.220131 + }, + { + "symbol": "MPWR", + "date": "2026-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.515513, + "strategy_rank": 86.80639, + "production_rank": 86.709431, + "structural_overlay_pass": false, + "structural_overlay_score": 82.373959, + "structural_overlay_rr": 1.566944, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.14806, + "primary_prob": 25.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.722089, + "raw_level_count": 106, + "gate_level_count": 106, + "range_504_log": 0.939917, + "range_504_ratio": 2.559768, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.112304, + "hold30_r": 4.567349 + }, + { + "symbol": "NOC", + "date": "2026-01-07", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.50358, + "strategy_rank": 67.243209, + "production_rank": 71.996666, + "structural_overlay_pass": false, + "structural_overlay_score": 68.396833, + "structural_overlay_rr": 3.069152, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.002685, + "primary_prob": 25.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 8, + "primary_distance_atr": 3.004028, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.425959, + "range_504_ratio": 1.531058, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.947249, + "hold30_r": 7.039869 + }, + { + "symbol": "NRG", + "date": "2026-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.556086, + "strategy_rank": 91.198438, + "production_rank": 91.98432, + "structural_overlay_pass": false, + "structural_overlay_score": 87.385104, + "structural_overlay_rr": 2.557445, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.585732, + "primary_prob": 30.28, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 73.0, + "primary_rejection_count": 60, + "primary_distance_atr": 2.378597, + "raw_level_count": 121, + "gate_level_count": 121, + "range_504_log": 1.27934, + "range_504_ratio": 3.594266, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.554559, + "hold30_r": 3.168323 + }, + { + "symbol": "NUE", + "date": "2026-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.980907, + "strategy_rank": 75.014764, + "production_rank": 77.336811, + "structural_overlay_pass": false, + "structural_overlay_score": 73.469971, + "structural_overlay_rr": 1.853316, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.348997, + "primary_prob": 40.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 92, + "primary_distance_atr": 2.023496, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.732431, + "range_504_ratio": 2.080131, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.294303, + "hold30_r": 2.522173 + }, + { + "symbol": "ORCL", + "date": "2026-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.935561, + "strategy_rank": 87.697324, + "production_rank": 86.11007, + "structural_overlay_pass": false, + "structural_overlay_score": 81.804566, + "structural_overlay_rr": 0.880774, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.527217, + "primary_prob": 21.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.290825, + "raw_level_count": 128, + "gate_level_count": 128, + "range_504_log": 1.219383, + "range_504_ratio": 3.385097, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.033403, + "hold30_r": -1.0 + }, + { + "symbol": "ORLY", + "date": "2026-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.009547, + "strategy_rank": 62.13207, + "production_rank": 69.424562, + "structural_overlay_pass": false, + "structural_overlay_score": 65.953334, + "structural_overlay_rr": 1.35071, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.185278, + "primary_prob": 44.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 1.777917, + "raw_level_count": 91, + "gate_level_count": 91, + "range_504_log": 0.578348, + "range_504_ratio": 1.78309, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.105142, + "hold30_r": 1.16874 + }, + { + "symbol": "PLTR", + "date": "2026-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.448687, + "strategy_rank": 96.268074, + "production_rank": 96.994945, + "structural_overlay_pass": false, + "structural_overlay_score": 92.145198, + "structural_overlay_rr": 0.705453, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.169319, + "primary_prob": 26.32, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 9.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.753978, + "raw_level_count": 199, + "gate_level_count": 199, + "range_504_log": 2.583863, + "range_504_ratio": 13.248212, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.032067, + "hold30_r": -1.0 + }, + { + "symbol": "PM", + "date": "2026-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.24821, + "strategy_rank": 72.168026, + "production_rank": 76.194754, + "structural_overlay_pass": false, + "structural_overlay_score": 72.385016, + "structural_overlay_rr": 2.049377, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.841462, + "primary_prob": 31.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.762193, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.75416, + "range_504_ratio": 2.125826, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.775562, + "hold30_r": 5.999596 + }, + { + "symbol": "PWR", + "date": "2026-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.799523, + "strategy_rank": 79.189582, + "production_rank": 81.392896, + "structural_overlay_pass": false, + "structural_overlay_score": 77.323251, + "structural_overlay_rr": 1.210202, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.118918, + "primary_prob": 30.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.678377, + "raw_level_count": 147, + "gate_level_count": 147, + "range_504_log": 0.928635, + "range_504_ratio": 2.531051, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.043961, + "hold30_r": -1.0 + }, + { + "symbol": "ROL", + "date": "2026-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.663484, + "strategy_rank": 69.609135, + "production_rank": 75.960585, + "structural_overlay_pass": false, + "structural_overlay_score": 72.162556, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.076153, + "primary_prob": 33.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.61423, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.425473, + "range_504_ratio": 1.530314, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.000855, + "hold30_r": -2.40651 + }, + { + "symbol": "RTX", + "date": "2026-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.004773, + "strategy_rank": 72.698931, + "production_rank": 79.134212, + "structural_overlay_pass": false, + "structural_overlay_score": 75.177501, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.919565, + "primary_prob": 46.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.379348, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.830852, + "range_504_ratio": 2.295274, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.850266, + "hold30_r": 3.580057 + }, + { + "symbol": "STE", + "date": "2026-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.696897, + "strategy_rank": 65.575552, + "production_rank": 71.282667, + "structural_overlay_pass": false, + "structural_overlay_score": 67.718534, + "structural_overlay_rr": 0.797664, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.867382, + "primary_prob": 38.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.301073, + "raw_level_count": 30, + "gate_level_count": 30, + "range_504_log": 0.305866, + "range_504_ratio": 1.3578, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.794969, + "hold30_r": -2.655436 + }, + { + "symbol": "STLD", + "date": "2026-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.231504, + "strategy_rank": 80.549538, + "production_rank": 82.77686, + "structural_overlay_pass": false, + "structural_overlay_score": 78.638017, + "structural_overlay_rr": 0.981946, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.757121, + "primary_prob": 40.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.135682, + "raw_level_count": 100, + "gate_level_count": 100, + "range_504_log": 0.547426, + "range_504_ratio": 1.728797, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.707388, + "hold30_r": 3.787087 + }, + { + "symbol": "TEL", + "date": "2026-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.720764, + "strategy_rank": 82.139338, + "production_rank": 85.66648, + "structural_overlay_pass": false, + "structural_overlay_score": 81.383156, + "structural_overlay_rr": 2.200793, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.188447, + "primary_prob": 9.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 11, + "primary_distance_atr": 3.28267, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.767949, + "range_504_ratio": 2.155341, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.05732, + "hold30_r": -1.0 + }, + { + "symbol": "TJX", + "date": "2026-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.026253, + "strategy_rank": 57.540785, + "production_rank": 65.369274, + "structural_overlay_pass": false, + "structural_overlay_score": 62.10081, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.192012, + "primary_prob": 26.35, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 12.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.788018, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 0.547235, + "range_504_ratio": 1.728468, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.093886, + "hold30_r": -1.0 + }, + { + "symbol": "TKO", + "date": "2026-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.379475, + "strategy_rank": 80.908898, + "production_rank": 83.732424, + "structural_overlay_pass": false, + "structural_overlay_score": 79.545803, + "structural_overlay_rr": 1.43141, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.43141, + "primary_prob": 20.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.147116, + "raw_level_count": 123, + "gate_level_count": 123, + "range_504_log": 1.062922, + "range_504_ratio": 2.894817, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.370774, + "hold30_r": -1.0 + }, + { + "symbol": "TTWO", + "date": "2026-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.9642, + "strategy_rank": 71.310459, + "production_rank": 75.861706, + "structural_overlay_pass": false, + "structural_overlay_score": 72.068621, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.672582, + "primary_prob": 47.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.008873, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 0.671867, + "range_504_ratio": 1.95789, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.104848, + "hold30_r": -1.035201 + }, + { + "symbol": "UBER", + "date": "2026-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.038186, + "strategy_rank": 80.00027, + "production_rank": 82.012909, + "structural_overlay_pass": false, + "structural_overlay_score": 77.912263, + "structural_overlay_rr": 2.437772, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.51936, + "primary_prob": 36.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 53, + "primary_distance_atr": 2.279039, + "raw_level_count": 132, + "gate_level_count": 132, + "range_504_log": 0.620455, + "range_504_ratio": 1.859774, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.04833, + "hold30_r": -1.0 + }, + { + "symbol": "UHS", + "date": "2026-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.53222, + "strategy_rank": 74.31284, + "production_rank": 77.385966, + "structural_overlay_pass": false, + "structural_overlay_score": 73.516668, + "structural_overlay_rr": 2.561746, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.501687, + "primary_prob": 20.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 82.0, + "primary_rejection_count": 39, + "primary_distance_atr": 3.75253, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.495283, + "range_504_ratio": 1.640963, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.048985, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2026-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.856802, + "strategy_rank": 91.040405, + "production_rank": 90.645871, + "structural_overlay_pass": false, + "structural_overlay_score": 86.113577, + "structural_overlay_rr": 0.89703, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.880082, + "primary_prob": 39.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.320123, + "raw_level_count": 192, + "gate_level_count": 192, + "range_504_log": 1.501832, + "range_504_ratio": 4.489909, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.854019, + "hold30_r": 5.485602 + }, + { + "symbol": "VTR", + "date": "2026-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.169451, + "strategy_rank": 65.713729, + "production_rank": 74.19897, + "structural_overlay_pass": false, + "structural_overlay_score": 70.489021, + "structural_overlay_rr": 1.474698, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.485432, + "primary_prob": 29.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.228147, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.680889, + "range_504_ratio": 1.975633, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.406173, + "hold30_r": 5.366633 + }, + { + "symbol": "WDC", + "date": "2026-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.28401, + "strategy_rank": 98.676399, + "production_rank": 98.878936, + "structural_overlay_pass": false, + "structural_overlay_score": 93.934989, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.88564, + "primary_prob": 47.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.328461, + "raw_level_count": 121, + "gate_level_count": 121, + "range_504_log": 2.037786, + "range_504_ratio": 7.673604, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.021405, + "hold30_r": -1.0 + }, + { + "symbol": "WELL", + "date": "2026-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.584726, + "strategy_rank": 70.449236, + "production_rank": 78.827733, + "structural_overlay_pass": false, + "structural_overlay_score": 74.886346, + "structural_overlay_rr": 0.886983, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.790417, + "primary_prob": 40.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.185625, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 0.895227, + "range_504_ratio": 2.447892, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.718935, + "hold30_r": 4.33933 + }, + { + "symbol": "WYNN", + "date": "2026-01-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.214797, + "strategy_rank": 85.391121, + "production_rank": 86.999013, + "structural_overlay_pass": false, + "structural_overlay_score": 82.649062, + "structural_overlay_rr": 1.629341, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.998763, + "primary_prob": 49.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 1.498145, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.724973, + "range_504_ratio": 2.064674, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.04643, + "hold30_r": -1.0 + }, + { + "symbol": "GEV", + "date": "2026-01-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.749403, + "strategy_rank": 94.679767, + "production_rank": 94.702979, + "structural_overlay_pass": false, + "structural_overlay_score": 89.96783, + "structural_overlay_rr": 1.672195, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.869094, + "primary_prob": 52.44, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 95.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.303642, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 1.81529, + "range_504_ratio": 6.142857, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.839591, + "hold30_r": 4.772536 + }, + { + "symbol": "WBD", + "date": "2026-01-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.926014, + "strategy_rank": 98.497316, + "production_rank": 98.640216, + "structural_overlay_pass": false, + "structural_overlay_score": 93.708205, + "structural_overlay_rr": 1.741564, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.091588, + "primary_prob": 27.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.637381, + "raw_level_count": 106, + "gate_level_count": 106, + "range_504_log": 1.508085, + "range_504_ratio": 4.518072, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.032872, + "hold30_r": -1.0 + }, + { + "symbol": "HOOD", + "date": "2026-01-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.834499, + "strategy_rank": 98.555511, + "production_rank": 98.648507, + "structural_overlay_pass": false, + "structural_overlay_score": 93.716082, + "structural_overlay_rr": 1.15844, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.945332, + "primary_prob": 34.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.417999, + "raw_level_count": 181, + "gate_level_count": 181, + "range_504_log": 2.696162, + "range_504_ratio": 14.822726, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.028827, + "hold30_r": -1.0 + }, + { + "symbol": "ABBV", + "date": "2026-01-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.032634, + "strategy_rank": 70.208176, + "production_rank": 74.816328, + "structural_overlay_pass": false, + "structural_overlay_score": 71.075512, + "structural_overlay_rr": 1.047122, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.535668, + "primary_prob": 21.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.303503, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.466261, + "range_504_ratio": 1.594023, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.293241, + "hold30_r": -1.239295 + }, + { + "symbol": "AEP", + "date": "2026-01-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.916084, + "strategy_rank": 60.417627, + "production_rank": 68.250446, + "structural_overlay_pass": false, + "structural_overlay_score": 64.837923, + "structural_overlay_rr": 1.888743, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.953557, + "primary_prob": 30.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.930336, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.506295, + "range_504_ratio": 1.659133, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.863707, + "hold30_r": 5.975542 + }, + { + "symbol": "ALB", + "date": "2026-01-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.578089, + "strategy_rank": 91.061705, + "production_rank": 90.233833, + "structural_overlay_pass": false, + "structural_overlay_score": 85.722141, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.905518, + "primary_prob": 45.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.858277, + "raw_level_count": 130, + "gate_level_count": 130, + "range_504_log": 1.287604, + "range_504_ratio": 3.624093, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.146749, + "hold30_r": -1.11196 + }, + { + "symbol": "AMD", + "date": "2026-01-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.939394, + "strategy_rank": 94.605073, + "production_rank": 94.38318, + "structural_overlay_pass": true, + "structural_overlay_score": 94.664021, + "structural_overlay_rr": 2.026784, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.061087, + "primary_prob": 25.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 10, + "primary_distance_atr": 3.091631, + "raw_level_count": 116, + "gate_level_count": 116, + "range_504_log": 1.250519, + "range_504_ratio": 3.492154, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.028316, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2026-01-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.785548, + "strategy_rank": 97.05291, + "production_rank": 97.297123, + "structural_overlay_pass": false, + "structural_overlay_score": 92.432267, + "structural_overlay_rr": 0.98894, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.939611, + "primary_prob": 33.89, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 14.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.409416, + "raw_level_count": 207, + "gate_level_count": 207, + "range_504_log": 2.939676, + "range_504_ratio": 18.909713, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.022142, + "hold30_r": -1.0 + }, + { + "symbol": "ATO", + "date": "2026-01-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.566434, + "strategy_rank": 59.090217, + "production_rank": 67.248956, + "structural_overlay_pass": false, + "structural_overlay_score": 63.886508, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.419874, + "primary_prob": 34.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 76.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.129811, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.491908, + "range_504_ratio": 1.635434, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.093597, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2026-01-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.559441, + "strategy_rank": 90.527813, + "production_rank": 90.538356, + "structural_overlay_pass": false, + "structural_overlay_score": 86.011438, + "structural_overlay_rr": 1.650699, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.25788, + "primary_prob": 26.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.88682, + "raw_level_count": 147, + "gate_level_count": 147, + "range_504_log": 1.350313, + "range_504_ratio": 3.858632, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.037009, + "hold30_r": -1.003866 + }, + { + "symbol": "C", + "date": "2026-01-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.927739, + "strategy_rank": 72.552095, + "production_rank": 78.010643, + "structural_overlay_pass": false, + "structural_overlay_score": 74.110111, + "structural_overlay_rr": 2.301133, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.87368, + "primary_prob": 34.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.310521, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 0.89948, + "range_504_ratio": 2.458325, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.824079, + "hold30_r": -1.0 + }, + { + "symbol": "CIEN", + "date": "2026-01-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.368298, + "strategy_rank": 98.054549, + "production_rank": 98.159132, + "structural_overlay_pass": false, + "structural_overlay_score": 93.251176, + "structural_overlay_rr": 0.991544, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.771123, + "primary_prob": 37.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.156684, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 1.796866, + "range_504_ratio": 6.030716, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.749724, + "hold30_r": 4.951704 + }, + { + "symbol": "CME", + "date": "2026-01-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.965035, + "strategy_rank": 61.047119, + "production_rank": 69.019758, + "structural_overlay_pass": false, + "structural_overlay_score": 65.56877, + "structural_overlay_rr": 1.543295, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.556238, + "primary_prob": 36.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.334358, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.4219, + "range_504_ratio": 1.524856, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.488706, + "hold30_r": 5.431235 + }, + { + "symbol": "CNP", + "date": "2026-01-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.41958, + "strategy_rank": 57.166815, + "production_rank": 64.917737, + "structural_overlay_pass": false, + "structural_overlay_score": 61.67185, + "structural_overlay_rr": 1.665545, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.66519, + "primary_prob": 30.73, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 7.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.497786, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.466159, + "range_504_ratio": 1.593861, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.572932, + "hold30_r": 5.243578 + }, + { + "symbol": "COR", + "date": "2026-01-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.755245, + "strategy_rank": 73.41831, + "production_rank": 80.530622, + "structural_overlay_pass": false, + "structural_overlay_score": 76.504091, + "structural_overlay_rr": 1.594408, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.749097, + "primary_prob": 39.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.123645, + "raw_level_count": 101, + "gate_level_count": 101, + "range_504_log": 0.564115, + "range_504_ratio": 1.757892, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.680386, + "hold30_r": -1.0 + }, + { + "symbol": "CRWD", + "date": "2026-01-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.480186, + "strategy_rank": 83.725886, + "production_rank": 84.643986, + "structural_overlay_pass": false, + "structural_overlay_score": 80.411787, + "structural_overlay_rr": 2.395032, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.036259, + "primary_prob": 26.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 86.0, + "primary_rejection_count": 32, + "primary_distance_atr": 3.054388, + "raw_level_count": 142, + "gate_level_count": 142, + "range_504_log": 1.037824, + "range_504_ratio": 2.823067, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.039486, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2026-01-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.552448, + "strategy_rank": 96.994513, + "production_rank": 97.180491, + "structural_overlay_pass": false, + "structural_overlay_score": 92.321467, + "structural_overlay_rr": 0.920145, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.920145, + "primary_prob": 46.72, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.380218, + "raw_level_count": 206, + "gate_level_count": 206, + "range_504_log": 2.490755, + "range_504_ratio": 12.070381, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.888595, + "hold30_r": -1.0 + }, + { + "symbol": "CVS", + "date": "2026-01-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.988345, + "strategy_rank": 77.947022, + "production_rank": 83.627463, + "structural_overlay_pass": false, + "structural_overlay_score": 79.44609, + "structural_overlay_rr": 1.692724, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.438088, + "primary_prob": 24.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 3.657132, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.670275, + "range_504_ratio": 1.954775, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.655824, + "hold30_r": -1.591726 + }, + { + "symbol": "DASH", + "date": "2026-01-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.885781, + "strategy_rank": 82.708522, + "production_rank": 82.100941, + "structural_overlay_pass": false, + "structural_overlay_score": 77.995894, + "structural_overlay_rr": 2.374256, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.606053, + "primary_prob": 33.53, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 91.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.40908, + "raw_level_count": 160, + "gate_level_count": 160, + "range_504_log": 1.055895, + "range_504_ratio": 2.874547, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.034915, + "hold30_r": -1.0 + }, + { + "symbol": "DG", + "date": "2026-01-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.018648, + "strategy_rank": 91.872658, + "production_rank": 93.921321, + "structural_overlay_pass": false, + "structural_overlay_score": 89.225255, + "structural_overlay_rr": 2.158574, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.993034, + "primary_prob": 44.55, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.989551, + "raw_level_count": 108, + "gate_level_count": 108, + "range_504_log": 0.928232, + "range_504_ratio": 2.530032, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.049482, + "hold30_r": -1.0 + }, + { + "symbol": "DLTR", + "date": "2026-01-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.969697, + "strategy_rank": 90.370057, + "production_rank": 92.569937, + "structural_overlay_pass": false, + "structural_overlay_score": 87.94144, + "structural_overlay_rr": 1.733961, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.530985, + "primary_prob": 51.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 99, + "primary_distance_atr": 2.296477, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 0.916225, + "range_504_ratio": 2.499835, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.047578, + "hold30_r": -1.0 + }, + { + "symbol": "EA", + "date": "2026-01-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.473193, + "strategy_rank": 81.915519, + "production_rank": 85.768077, + "structural_overlay_pass": false, + "structural_overlay_score": 81.479674, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.767403, + "primary_prob": 57.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 1.151105, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.575692, + "range_504_ratio": 1.778361, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.54204, + "hold30_r": -1.0 + }, + { + "symbol": "EBAY", + "date": "2026-01-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.829837, + "strategy_rank": 86.659815, + "production_rank": 86.716489, + "structural_overlay_pass": false, + "structural_overlay_score": 82.380664, + "structural_overlay_rr": 1.748969, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.678134, + "primary_prob": 31.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.517201, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 0.923733, + "range_504_ratio": 2.518675, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.06083, + "hold30_r": -1.0 + }, + { + "symbol": "EL", + "date": "2026-01-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.498834, + "strategy_rank": 83.351745, + "production_rank": 83.734108, + "structural_overlay_pass": false, + "structural_overlay_score": 79.547403, + "structural_overlay_rr": 1.80514, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 5.505627, + "primary_prob": 27.02, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 8.25844, + "raw_level_count": 153, + "gate_level_count": 153, + "range_504_log": 1.194728, + "range_504_ratio": 3.30266, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -2.498226, + "hold30_r": -2.451114 + }, + { + "symbol": "ES", + "date": "2026-01-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.652681, + "strategy_rank": 71.369566, + "production_rank": 74.463937, + "structural_overlay_pass": false, + "structural_overlay_score": 70.74074, + "structural_overlay_rr": 1.576116, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.158663, + "primary_prob": 42.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 3.237994, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.367843, + "range_504_ratio": 1.444615, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.062037, + "hold30_r": -1.0 + }, + { + "symbol": "EVRG", + "date": "2026-01-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.167832, + "strategy_rank": 57.587331, + "production_rank": 65.780832, + "structural_overlay_pass": false, + "structural_overlay_score": 62.49179, + "structural_overlay_rr": 1.455925, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.463049, + "primary_prob": 49.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 83.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.194573, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.501456, + "range_504_ratio": 1.651124, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.369807, + "hold30_r": 5.203494 + }, + { + "symbol": "F", + "date": "2026-01-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.344988, + "strategy_rank": 80.770479, + "production_rank": 83.295315, + "structural_overlay_pass": false, + "structural_overlay_score": 79.13055, + "structural_overlay_rr": 1.553124, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.48841, + "primary_prob": 37.47, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.232616, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.564946, + "range_504_ratio": 1.759354, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.065137, + "hold30_r": -1.0 + }, + { + "symbol": "FOXA", + "date": "2026-01-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.025641, + "strategy_rank": 77.75753, + "production_rank": 82.180233, + "structural_overlay_pass": false, + "structural_overlay_score": 78.071222, + "structural_overlay_rr": 1.520508, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.722034, + "primary_prob": 41.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.08305, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.99352, + "range_504_ratio": 2.700725, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.067559, + "hold30_r": -1.0 + }, + { + "symbol": "FSLR", + "date": "2026-01-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.724942, + "strategy_rank": 92.111999, + "production_rank": 91.98298, + "structural_overlay_pass": false, + "structural_overlay_score": 87.383831, + "structural_overlay_rr": 1.5276, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.701028, + "primary_prob": 59.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 99.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.051541, + "raw_level_count": 124, + "gate_level_count": 124, + "range_504_log": 0.96767, + "range_504_ratio": 2.631806, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.674696, + "hold30_r": -1.0 + }, + { + "symbol": "GE", + "date": "2026-01-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.522145, + "strategy_rank": 77.271438, + "production_rank": 83.021674, + "structural_overlay_pass": false, + "structural_overlay_score": 78.87059, + "structural_overlay_rr": 1.044551, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.171023, + "primary_prob": 39.47, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.756535, + "raw_level_count": 123, + "gate_level_count": 123, + "range_504_log": 0.969723, + "range_504_ratio": 2.637214, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.148946, + "hold30_r": -1.095256 + }, + { + "symbol": "GILD", + "date": "2026-01-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.160839, + "strategy_rank": 75.404438, + "production_rank": 79.989905, + "structural_overlay_pass": false, + "structural_overlay_score": 75.99041, + "structural_overlay_rr": 0.746495, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.718199, + "primary_prob": 42.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.077299, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.729221, + "range_504_ratio": 2.073465, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.665008, + "hold30_r": 5.333333 + }, + { + "symbol": "GLW", + "date": "2026-01-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.270396, + "strategy_rank": 90.71873, + "production_rank": 92.569286, + "structural_overlay_pass": false, + "structural_overlay_score": 87.940821, + "structural_overlay_rr": 1.423338, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.423338, + "primary_prob": 33.75, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.135007, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 1.179509, + "range_504_ratio": 3.252777, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.3834, + "hold30_r": 13.319166 + }, + { + "symbol": "GM", + "date": "2026-01-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.289044, + "strategy_rank": 88.772995, + "production_rank": 90.611678, + "structural_overlay_pass": false, + "structural_overlay_score": 86.081094, + "structural_overlay_rr": 0.808134, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.852516, + "primary_prob": 38.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.278774, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 0.909038, + "range_504_ratio": 2.481935, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.058525, + "hold30_r": -1.0 + }, + { + "symbol": "HAS", + "date": "2026-01-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.547786, + "strategy_rank": 67.95097, + "production_rank": 73.816575, + "structural_overlay_pass": false, + "structural_overlay_score": 70.125747, + "structural_overlay_rr": 1.310044, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.310044, + "primary_prob": 41.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 1.965066, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.660285, + "range_504_ratio": 1.935344, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.250835, + "hold30_r": 4.910931 + }, + { + "symbol": "HCA", + "date": "2026-01-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.687646, + "strategy_rank": 77.144332, + "production_rank": 83.325437, + "structural_overlay_pass": false, + "structural_overlay_score": 79.159165, + "structural_overlay_rr": 0.706937, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.998786, + "primary_prob": 10.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.998179, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.631618, + "range_504_ratio": 1.880651, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.059315, + "hold30_r": -1.0 + }, + { + "symbol": "HSY", + "date": "2026-01-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.235431, + "strategy_rank": 68.634301, + "production_rank": 72.834678, + "structural_overlay_pass": false, + "structural_overlay_score": 69.192944, + "structural_overlay_rr": 1.554983, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.897576, + "primary_prob": 45.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.846364, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.413638, + "range_504_ratio": 1.51231, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.059529, + "hold30_r": -1.0 + }, + { + "symbol": "IBM", + "date": "2026-01-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.62704, + "strategy_rank": 78.315179, + "production_rank": 82.085799, + "structural_overlay_pass": false, + "structural_overlay_score": 77.981509, + "structural_overlay_rr": 1.433723, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.429884, + "primary_prob": 33.62, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.144826, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.706533, + "range_504_ratio": 2.026951, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.055687, + "hold30_r": -1.0 + }, + { + "symbol": "IDXX", + "date": "2026-01-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.221445, + "strategy_rank": 94.6294, + "production_rank": 94.826749, + "structural_overlay_pass": false, + "structural_overlay_score": 90.085411, + "structural_overlay_rr": 0.967407, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.900766, + "primary_prob": 11.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.851149, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.771041, + "range_504_ratio": 2.162015, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.056062, + "hold30_r": -1.0 + }, + { + "symbol": "INCY", + "date": "2026-01-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.412587, + "strategy_rank": 83.226064, + "production_rank": 84.621572, + "structural_overlay_pass": false, + "structural_overlay_score": 80.390493, + "structural_overlay_rr": 0.70839, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.221827, + "primary_prob": 23.21, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.832741, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.80209, + "range_504_ratio": 2.230198, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.040837, + "hold30_r": -1.0 + }, + { + "symbol": "INTC", + "date": "2026-01-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.202797, + "strategy_rank": 97.343471, + "production_rank": 97.29658, + "structural_overlay_pass": false, + "structural_overlay_score": 92.431751, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.870804, + "primary_prob": 46.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.806206, + "raw_level_count": 110, + "gate_level_count": 110, + "range_504_log": 1.04642, + "range_504_ratio": 2.847438, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.029215, + "hold30_r": -1.0 + }, + { + "symbol": "JCI", + "date": "2026-01-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.780886, + "strategy_rank": 73.143244, + "production_rank": 77.355791, + "structural_overlay_pass": false, + "structural_overlay_score": 73.488002, + "structural_overlay_rr": 2.425117, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.814026, + "primary_prob": 13.21, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 6.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.721039, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.875195, + "range_504_ratio": 2.399342, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.760072, + "hold30_r": 7.739685 + }, + { + "symbol": "L", + "date": "2026-01-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.18648, + "strategy_rank": 56.479779, + "production_rank": 64.382013, + "structural_overlay_pass": false, + "structural_overlay_score": 61.162912, + "structural_overlay_rr": 0.760729, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.481183, + "primary_prob": 20.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.221775, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.438273, + "range_504_ratio": 1.550028, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.092719, + "hold30_r": -1.0 + }, + { + "symbol": "LDOS", + "date": "2026-01-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.818182, + "strategy_rank": 68.09927, + "production_rank": 72.67224, + "structural_overlay_pass": false, + "structural_overlay_score": 69.038628, + "structural_overlay_rr": 1.64565, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.987222, + "primary_prob": 33.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.480833, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.647131, + "range_504_ratio": 1.910053, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.044535, + "hold30_r": -1.0 + }, + { + "symbol": "LHX", + "date": "2026-01-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.111888, + "strategy_rank": 69.955388, + "production_rank": 76.007555, + "structural_overlay_pass": false, + "structural_overlay_score": 72.207177, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.96508, + "primary_prob": 45.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.44762, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.627355, + "range_504_ratio": 1.87265, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.9168, + "hold30_r": 1.527201 + }, + { + "symbol": "LITE", + "date": "2026-01-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.7669, + "strategy_rank": 99.662208, + "production_rank": 99.697105, + "structural_overlay_pass": false, + "structural_overlay_score": 94.71225, + "structural_overlay_rr": 1.592066, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.73087, + "primary_prob": 39.61, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 5.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.096306, + "raw_level_count": 129, + "gate_level_count": 129, + "range_504_log": 2.353369, + "range_504_ratio": 10.520959, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.715909, + "hold30_r": 8.330344 + }, + { + "symbol": "LLY", + "date": "2026-01-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.013986, + "strategy_rank": 84.272654, + "production_rank": 84.853098, + "structural_overlay_pass": false, + "structural_overlay_score": 80.610443, + "structural_overlay_rr": 0.86824, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.858328, + "primary_prob": 34.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.287492, + "raw_level_count": 119, + "gate_level_count": 119, + "range_504_log": 0.615587, + "range_504_ratio": 1.850743, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.048159, + "hold30_r": -1.0 + }, + { + "symbol": "LRCX", + "date": "2026-01-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.736597, + "strategy_rank": 95.061369, + "production_rank": 95.619778, + "structural_overlay_pass": false, + "structural_overlay_score": 90.838789, + "structural_overlay_rr": 1.025227, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.727983, + "primary_prob": 53.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.091974, + "raw_level_count": 117, + "gate_level_count": 117, + "range_504_log": 1.374237, + "range_504_ratio": 3.95206, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.69411, + "hold30_r": 2.036032 + }, + { + "symbol": "LVS", + "date": "2026-01-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.247086, + "strategy_rank": 82.619759, + "production_rank": 83.828868, + "structural_overlay_pass": false, + "structural_overlay_score": 79.637425, + "structural_overlay_rr": 1.5114, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.567192, + "primary_prob": 24.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.350788, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.847788, + "range_504_ratio": 2.334476, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -2.038563, + "hold30_r": -1.98453 + }, + { + "symbol": "MCK", + "date": "2026-01-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.191142, + "strategy_rank": 74.312612, + "production_rank": 80.272122, + "structural_overlay_pass": false, + "structural_overlay_score": 76.258516, + "structural_overlay_rr": 1.365941, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.365941, + "primary_prob": 20.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.048912, + "raw_level_count": 123, + "gate_level_count": 123, + "range_504_log": 0.656693, + "range_504_ratio": 1.928405, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.068086, + "hold30_r": -1.0 + }, + { + "symbol": "MO", + "date": "2026-01-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.585082, + "strategy_rank": 62.348207, + "production_rank": 68.760498, + "structural_overlay_pass": false, + "structural_overlay_score": 65.322473, + "structural_overlay_rr": 0.84715, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.841389, + "primary_prob": 53.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.262083, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.558341, + "range_504_ratio": 1.747771, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.763562, + "hold30_r": -1.0 + }, + { + "symbol": "MPWR", + "date": "2026-01-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.645688, + "strategy_rank": 87.370608, + "production_rank": 87.462301, + "structural_overlay_pass": false, + "structural_overlay_score": 83.089186, + "structural_overlay_rr": 2.758871, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.353425, + "primary_prob": 20.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 4, + "primary_distance_atr": 3.530137, + "raw_level_count": 107, + "gate_level_count": 107, + "range_504_log": 0.939917, + "range_504_ratio": 2.559768, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.314598, + "hold30_r": 3.140984 + }, + { + "symbol": "MS", + "date": "2026-01-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.216783, + "strategy_rank": 63.280852, + "production_rank": 69.926162, + "structural_overlay_pass": false, + "structural_overlay_score": 66.429854, + "structural_overlay_rr": 1.249723, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.548193, + "primary_prob": 16.55, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.32229, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 0.82087, + "range_504_ratio": 2.272476, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.478571, + "hold30_r": -1.0 + }, + { + "symbol": "NEE", + "date": "2026-01-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.517483, + "strategy_rank": 65.270969, + "production_rank": 71.019807, + "structural_overlay_pass": false, + "structural_overlay_score": 67.468816, + "structural_overlay_rr": 1.461228, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.869014, + "primary_prob": 68.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 153, + "primary_distance_atr": 1.303521, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.483924, + "range_504_ratio": 1.622428, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.795565, + "hold30_r": 5.281548 + }, + { + "symbol": "NRG", + "date": "2026-01-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.657343, + "strategy_rank": 90.599372, + "production_rank": 91.285362, + "structural_overlay_pass": false, + "structural_overlay_score": 86.721094, + "structural_overlay_rr": 2.629134, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.592417, + "primary_prob": 30.17, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 73.0, + "primary_rejection_count": 60, + "primary_distance_atr": 2.388626, + "raw_level_count": 122, + "gate_level_count": 122, + "range_504_log": 1.27934, + "range_504_ratio": 3.594266, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.033534, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2026-01-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.601399, + "strategy_rank": 96.227033, + "production_rank": 97.018488, + "structural_overlay_pass": false, + "structural_overlay_score": 92.167564, + "structural_overlay_rr": 1.575218, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.892005, + "primary_prob": 44.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.338007, + "raw_level_count": 199, + "gate_level_count": 199, + "range_504_log": 2.560766, + "range_504_ratio": 12.945727, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.032601, + "hold30_r": -1.0 + }, + { + "symbol": "PM", + "date": "2026-01-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.792541, + "strategy_rank": 77.210192, + "production_rank": 81.737641, + "structural_overlay_pass": false, + "structural_overlay_score": 77.650759, + "structural_overlay_rr": 2.029809, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.516942, + "primary_prob": 24.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 14, + "primary_distance_atr": 3.775414, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.75416, + "range_504_ratio": 2.125826, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.066575, + "hold30_r": -1.0 + }, + { + "symbol": "PWR", + "date": "2026-01-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.265734, + "strategy_rank": 79.696142, + "production_rank": 81.219339, + "structural_overlay_pass": false, + "structural_overlay_score": 77.158372, + "structural_overlay_rr": 1.194005, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.004307, + "primary_prob": 33.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.50646, + "raw_level_count": 148, + "gate_level_count": 148, + "range_504_log": 0.928635, + "range_504_ratio": 2.531051, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.964511, + "hold30_r": 5.73675 + }, + { + "symbol": "STLD", + "date": "2026-01-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.983683, + "strategy_rank": 77.087414, + "production_rank": 79.052837, + "structural_overlay_pass": false, + "structural_overlay_score": 75.100195, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.064124, + "primary_prob": 27.94, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 3.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.596185, + "raw_level_count": 100, + "gate_level_count": 100, + "range_504_log": 0.547426, + "range_504_ratio": 1.728797, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.013141, + "hold30_r": 3.332662 + }, + { + "symbol": "STX", + "date": "2026-01-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.5338, + "strategy_rank": 98.800551, + "production_rank": 99.044967, + "structural_overlay_pass": false, + "structural_overlay_score": 94.092719, + "structural_overlay_rr": 0.691134, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.723366, + "primary_prob": 54.11, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.085049, + "raw_level_count": 115, + "gate_level_count": 115, + "range_504_log": 1.658989, + "range_504_ratio": 5.253994, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.700456, + "hold30_r": 3.505335 + }, + { + "symbol": "TEL", + "date": "2026-01-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.958042, + "strategy_rank": 81.762946, + "production_rank": 85.161311, + "structural_overlay_pass": false, + "structural_overlay_score": 80.903246, + "structural_overlay_rr": 1.269744, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.257085, + "primary_prob": 39.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.885627, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.767949, + "range_504_ratio": 2.155341, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.406011, + "hold30_r": -1.345263 + }, + { + "symbol": "TJX", + "date": "2026-01-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.731935, + "strategy_rank": 60.290236, + "production_rank": 68.437469, + "structural_overlay_pass": false, + "structural_overlay_score": 65.015595, + "structural_overlay_rr": 0.728426, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.236885, + "primary_prob": 23.05, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.855327, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 0.546333, + "range_504_ratio": 1.726909, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.08822, + "hold30_r": -1.0 + }, + { + "symbol": "TTWO", + "date": "2026-01-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.878788, + "strategy_rank": 72.481391, + "production_rank": 77.613857, + "structural_overlay_pass": false, + "structural_overlay_score": 73.733164, + "structural_overlay_rr": 1.582756, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.821313, + "primary_prob": 55.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.231969, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 0.671867, + "range_504_ratio": 1.95789, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.062503, + "hold30_r": -1.0 + }, + { + "symbol": "VTR", + "date": "2026-01-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.97669, + "strategy_rank": 64.485429, + "production_rank": 72.982516, + "structural_overlay_pass": false, + "structural_overlay_score": 69.33339, + "structural_overlay_rr": 1.787672, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.76202, + "primary_prob": 48.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.14303, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.680889, + "range_504_ratio": 1.975633, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.689075, + "hold30_r": 4.381223 + }, + { + "symbol": "WELL", + "date": "2026-01-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.589744, + "strategy_rank": 68.132145, + "production_rank": 76.618011, + "structural_overlay_pass": false, + "structural_overlay_score": 72.787111, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.701085, + "primary_prob": 15.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.551627, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 0.895227, + "range_504_ratio": 2.447892, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.072147, + "hold30_r": -1.0 + }, + { + "symbol": "WRB", + "date": "2026-01-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.750583, + "strategy_rank": 64.141939, + "production_rank": 70.34482, + "structural_overlay_pass": false, + "structural_overlay_score": 66.827579, + "structural_overlay_rr": 2.285383, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.981515, + "primary_prob": 29.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.972272, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 0.498574, + "range_504_ratio": 1.646372, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.199148, + "hold30_r": -1.135047 + }, + { + "symbol": "WYNN", + "date": "2026-01-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.32634, + "strategy_rank": 85.33554, + "production_rank": 86.99914, + "structural_overlay_pass": false, + "structural_overlay_score": 82.649183, + "structural_overlay_rr": 1.576439, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.925749, + "primary_prob": 51.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 1.388623, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.724973, + "range_504_ratio": 2.064674, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.048127, + "hold30_r": -1.0 + }, + { + "symbol": "GEV", + "date": "2026-01-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.454545, + "strategy_rank": 95.141814, + "production_rank": 95.246058, + "structural_overlay_pass": false, + "structural_overlay_score": 90.483755, + "structural_overlay_rr": 0.788964, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.09888, + "primary_prob": 28.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.64832, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 1.81529, + "range_504_ratio": 6.142857, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.065956, + "hold30_r": 6.124968 + }, + { + "symbol": "WBD", + "date": "2026-01-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.300699, + "strategy_rank": 98.497684, + "production_rank": 98.765356, + "structural_overlay_pass": false, + "structural_overlay_score": 93.827088, + "structural_overlay_rr": 0.922189, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.941791, + "primary_prob": 33.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.412687, + "raw_level_count": 107, + "gate_level_count": 107, + "range_504_log": 1.508085, + "range_504_ratio": 4.518072, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.056697, + "hold30_r": -1.0 + }, + { + "symbol": "HOOD", + "date": "2026-01-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.484848, + "strategy_rank": 98.240907, + "production_rank": 98.322221, + "structural_overlay_pass": false, + "structural_overlay_score": 93.40611, + "structural_overlay_rr": 1.816538, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.830102, + "primary_prob": 31.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.745153, + "raw_level_count": 181, + "gate_level_count": 181, + "range_504_log": 2.696162, + "range_504_ratio": 14.822726, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.258412, + "hold30_r": -1.232408 + }, + { + "symbol": "ABBV", + "date": "2026-01-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.645688, + "strategy_rank": 72.492843, + "production_rank": 77.543791, + "structural_overlay_pass": false, + "structural_overlay_score": 73.666602, + "structural_overlay_rr": 1.538154, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.659559, + "primary_prob": 26.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 62.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.489339, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.466261, + "range_504_ratio": 1.594023, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.088936, + "hold30_r": -1.03478 + }, + { + "symbol": "ALB", + "date": "2026-01-22", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.638695, + "strategy_rank": 95.199356, + "production_rank": 95.012469, + "structural_overlay_pass": false, + "structural_overlay_score": 90.261846, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 2.66612, + "primary_prob": 37.69, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 85, + "primary_distance_atr": 3.99918, + "raw_level_count": 131, + "gate_level_count": 131, + "range_504_log": 1.342135, + "range_504_ratio": 3.827205, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.78932, + "hold30_r": -1.75766 + }, + { + "symbol": "APP", + "date": "2026-01-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.135198, + "strategy_rank": 97.437363, + "production_rank": 97.669975, + "structural_overlay_pass": false, + "structural_overlay_score": 92.786476, + "structural_overlay_rr": 1.711114, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.712653, + "primary_prob": 22.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.56898, + "raw_level_count": 208, + "gate_level_count": 208, + "range_504_log": 2.907729, + "range_504_ratio": 18.315156, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.018578, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2026-01-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.480186, + "strategy_rank": 87.95173, + "production_rank": 87.461216, + "structural_overlay_pass": false, + "structural_overlay_score": 83.088155, + "structural_overlay_rr": 1.870172, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.76304, + "primary_prob": 56.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 96.0, + "primary_rejection_count": 47, + "primary_distance_atr": 1.14456, + "raw_level_count": 147, + "gate_level_count": 147, + "range_504_log": 1.277202, + "range_504_ratio": 3.586592, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.032203, + "hold30_r": -1.0 + }, + { + "symbol": "BIIB", + "date": "2026-01-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.032634, + "strategy_rank": 80.056837, + "production_rank": 81.382103, + "structural_overlay_pass": false, + "structural_overlay_score": 77.312997, + "structural_overlay_rr": 1.940942, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.65514, + "primary_prob": 31.89, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 87.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.482711, + "raw_level_count": 98, + "gate_level_count": 98, + "range_504_log": 0.829305, + "range_504_ratio": 2.291725, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.612743, + "hold30_r": 1.350214 + }, + { + "symbol": "BK", + "date": "2026-01-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.547786, + "strategy_rank": 61.350272, + "production_rank": 69.41611, + "structural_overlay_pass": false, + "structural_overlay_score": 65.945304, + "structural_overlay_rr": 1.728261, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.728261, + "primary_prob": 13.31, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.592391, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 0.871932, + "range_504_ratio": 2.391527, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.65551, + "hold30_r": -1.0 + }, + { + "symbol": "C", + "date": "2026-01-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.780886, + "strategy_rank": 72.479682, + "production_rank": 76.913416, + "structural_overlay_pass": false, + "structural_overlay_score": 73.067746, + "structural_overlay_rr": 0.812773, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.306022, + "primary_prob": 22.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.959033, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 0.897305, + "range_504_ratio": 2.452983, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.25852, + "hold30_r": -1.209508 + }, + { + "symbol": "CAH", + "date": "2026-01-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.503497, + "strategy_rank": 87.24977, + "production_rank": 90.334346, + "structural_overlay_pass": false, + "structural_overlay_score": 85.817628, + "structural_overlay_rr": 1.368049, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.368049, + "primary_prob": 20.69, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.052073, + "raw_level_count": 116, + "gate_level_count": 116, + "range_504_log": 0.838442, + "range_504_ratio": 2.312762, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.29997, + "hold30_r": 1.791708 + }, + { + "symbol": "CASY", + "date": "2026-01-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.20979, + "strategy_rank": 70.62066, + "production_rank": 77.15037, + "structural_overlay_pass": false, + "structural_overlay_score": 73.292852, + "structural_overlay_rr": 1.397306, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.801432, + "primary_prob": 51.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.202148, + "raw_level_count": 108, + "gate_level_count": 108, + "range_504_log": 0.882627, + "range_504_ratio": 2.417242, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.743935, + "hold30_r": 2.127309 + }, + { + "symbol": "CIEN", + "date": "2026-01-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.717949, + "strategy_rank": 98.299304, + "production_rank": 98.438853, + "structural_overlay_pass": false, + "structural_overlay_score": 93.51691, + "structural_overlay_rr": 0.836685, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.05937, + "primary_prob": 28.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.589056, + "raw_level_count": 103, + "gate_level_count": 103, + "range_504_log": 1.796866, + "range_504_ratio": 6.030716, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.038953, + "hold30_r": 2.846587 + }, + { + "symbol": "CME", + "date": "2026-01-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.333333, + "strategy_rank": 60.463718, + "production_rank": 68.086923, + "structural_overlay_pass": false, + "structural_overlay_score": 64.682577, + "structural_overlay_rr": 0.780399, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.793089, + "primary_prob": 56.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.189633, + "raw_level_count": 31, + "gate_level_count": 31, + "range_504_log": 0.4219, + "range_504_ratio": 1.524856, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.724684, + "hold30_r": 4.34048 + }, + { + "symbol": "COR", + "date": "2026-01-22", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.473193, + "strategy_rank": 72.451026, + "production_rank": 79.458415, + "structural_overlay_pass": false, + "structural_overlay_score": 75.485494, + "structural_overlay_rr": 2.306408, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.369274, + "primary_prob": 20.53, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 3.553911, + "raw_level_count": 101, + "gate_level_count": 101, + "range_504_log": 0.564115, + "range_504_ratio": 1.757892, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.066621, + "hold30_r": -1.0 + }, + { + "symbol": "CRWD", + "date": "2026-01-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.400932, + "strategy_rank": 81.010106, + "production_rank": 81.473714, + "structural_overlay_pass": false, + "structural_overlay_score": 77.400029, + "structural_overlay_rr": 1.602003, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.353479, + "primary_prob": 22.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 86.0, + "primary_rejection_count": 32, + "primary_distance_atr": 3.530218, + "raw_level_count": 142, + "gate_level_count": 142, + "range_504_log": 1.037824, + "range_504_ratio": 2.823067, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.039229, + "hold30_r": -1.0 + }, + { + "symbol": "CSCO", + "date": "2026-01-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.934732, + "strategy_rank": 62.872357, + "production_rank": 69.226482, + "structural_overlay_pass": false, + "structural_overlay_score": 65.765158, + "structural_overlay_rr": 0.758159, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.342876, + "primary_prob": 26.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.014314, + "raw_level_count": 48, + "gate_level_count": 48, + "range_504_log": 0.596673, + "range_504_ratio": 1.816067, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.269751, + "hold30_r": 2.120072 + }, + { + "symbol": "CVS", + "date": "2026-01-22", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.405594, + "strategy_rank": 78.691599, + "production_rank": 83.929598, + "structural_overlay_pass": false, + "structural_overlay_score": 79.733118, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 2.782609, + "primary_prob": 36.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 60, + "primary_distance_atr": 4.173913, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.670275, + "range_504_ratio": 1.954775, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -2.563433, + "hold30_r": -2.506576 + }, + { + "symbol": "DASH", + "date": "2026-01-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.498834, + "strategy_rank": 85.412281, + "production_rank": 85.107799, + "structural_overlay_pass": false, + "structural_overlay_score": 80.852409, + "structural_overlay_rr": 2.604525, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.130329, + "primary_prob": 26.08, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 91.0, + "primary_rejection_count": 26, + "primary_distance_atr": 3.195494, + "raw_level_count": 160, + "gate_level_count": 160, + "range_504_log": 1.055895, + "range_504_ratio": 2.874547, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.035266, + "hold30_r": -1.0 + }, + { + "symbol": "DG", + "date": "2026-01-22", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 97.902098, + "strategy_rank": 91.756148, + "production_rank": 93.804798, + "structural_overlay_pass": false, + "structural_overlay_score": 89.114558, + "structural_overlay_rr": 1.636437, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.984281, + "primary_prob": 20.39, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 4.476421, + "raw_level_count": 109, + "gate_level_count": 109, + "range_504_log": 0.928232, + "range_504_ratio": 2.530032, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.046626, + "hold30_r": 0.275695 + }, + { + "symbol": "DLTR", + "date": "2026-01-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.435897, + "strategy_rank": 91.150413, + "production_rank": 93.245575, + "structural_overlay_pass": false, + "structural_overlay_score": 88.583296, + "structural_overlay_rr": 1.264516, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.108155, + "primary_prob": 28.14, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 112, + "primary_distance_atr": 3.162232, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 0.916225, + "range_504_ratio": 2.499835, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.038219, + "hold30_r": -1.0 + }, + { + "symbol": "EBAY", + "date": "2026-01-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.461538, + "strategy_rank": 87.83693, + "production_rank": 88.045133, + "structural_overlay_pass": false, + "structural_overlay_score": 83.642876, + "structural_overlay_rr": 1.755242, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.69081, + "primary_prob": 31.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.536215, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 0.9153, + "range_504_ratio": 2.497525, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.055215, + "hold30_r": -1.0 + }, + { + "symbol": "EL", + "date": "2026-01-22", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.829837, + "strategy_rank": 85.053296, + "production_rank": 85.645476, + "structural_overlay_pass": true, + "structural_overlay_score": 86.363202, + "structural_overlay_rr": 2.208732, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.222014, + "primary_prob": 27.85, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 30.0, + "primary_rejection_count": 26, + "primary_distance_atr": 3.333022, + "raw_level_count": 153, + "gate_level_count": 153, + "range_504_log": 1.194728, + "range_504_ratio": 3.30266, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.049674, + "hold30_r": -1.0 + }, + { + "symbol": "EW", + "date": "2026-01-22", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.585082, + "strategy_rank": 63.535634, + "production_rank": 69.552116, + "structural_overlay_pass": false, + "structural_overlay_score": 66.074511, + "structural_overlay_rr": 1.238234, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.009026, + "primary_prob": 29.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 109, + "primary_distance_atr": 3.013539, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.489247, + "range_504_ratio": 1.631088, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.060973, + "hold30_r": -1.0 + }, + { + "symbol": "EXPE", + "date": "2026-01-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.939394, + "strategy_rank": 91.496807, + "production_rank": 92.311003, + "structural_overlay_pass": false, + "structural_overlay_score": 87.695453, + "structural_overlay_rr": 0.844346, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.375131, + "primary_prob": 20.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.062697, + "raw_level_count": 101, + "gate_level_count": 101, + "range_504_log": 1.041207, + "range_504_ratio": 2.832634, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.041341, + "hold30_r": -1.0 + }, + { + "symbol": "F", + "date": "2026-01-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.731935, + "strategy_rank": 79.11445, + "production_rank": 80.986945, + "structural_overlay_pass": false, + "structural_overlay_score": 76.937598, + "structural_overlay_rr": 1.803035, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.740272, + "primary_prob": 33.12, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.610407, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.564946, + "range_504_ratio": 1.759354, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.67769, + "hold30_r": -1.0 + }, + { + "symbol": "FOX", + "date": "2026-01-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.694639, + "strategy_rank": 75.951206, + "production_rank": 80.199017, + "structural_overlay_pass": false, + "structural_overlay_score": 76.189066, + "structural_overlay_rr": 1.167146, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.189211, + "primary_prob": 25.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.783817, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 0.971122, + "range_504_ratio": 2.640906, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.075522, + "hold30_r": -1.0 + }, + { + "symbol": "FOXA", + "date": "2026-01-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.074592, + "strategy_rank": 78.910887, + "production_rank": 83.298789, + "structural_overlay_pass": false, + "structural_overlay_score": 79.133849, + "structural_overlay_rr": 1.149444, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.116464, + "primary_prob": 28.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.674695, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.99352, + "range_504_ratio": 2.700725, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.069546, + "hold30_r": -1.0 + }, + { + "symbol": "FSLR", + "date": "2026-01-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.337995, + "strategy_rank": 94.74591, + "production_rank": 94.943272, + "structural_overlay_pass": false, + "structural_overlay_score": 90.196108, + "structural_overlay_rr": 2.088523, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.242358, + "primary_prob": 42.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.863537, + "raw_level_count": 124, + "gate_level_count": 124, + "range_504_log": 0.96767, + "range_504_ratio": 2.631806, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.028125, + "hold30_r": -1.0 + }, + { + "symbol": "GE", + "date": "2026-01-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.871795, + "strategy_rank": 81.218173, + "production_rank": 85.76938, + "structural_overlay_pass": false, + "structural_overlay_score": 81.480911, + "structural_overlay_rr": 1.598921, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.567778, + "primary_prob": 21.0, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 25.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.351666, + "raw_level_count": 124, + "gate_level_count": 124, + "range_504_log": 0.967665, + "range_504_ratio": 2.631791, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.526319, + "hold30_r": 1.975251 + }, + { + "symbol": "GM", + "date": "2026-01-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.172494, + "strategy_rank": 86.141933, + "production_rank": 88.818787, + "structural_overlay_pass": false, + "structural_overlay_score": 84.377848, + "structural_overlay_rr": 0.771015, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.82237, + "primary_prob": 39.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.233554, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 0.908456, + "range_504_ratio": 2.480489, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.768043, + "hold30_r": -1.0 + }, + { + "symbol": "GS", + "date": "2026-01-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.314685, + "strategy_rank": 71.245309, + "production_rank": 75.935101, + "structural_overlay_pass": false, + "structural_overlay_score": 72.138346, + "structural_overlay_rr": 0.869778, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 11, + "rr": 0.869778, + "primary_prob": 48.61, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.304667, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 0.973255, + "range_504_ratio": 2.646545, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.055263, + "hold30_r": -1.0 + }, + { + "symbol": "HAS", + "date": "2026-01-22", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.878788, + "strategy_rank": 70.106537, + "production_rank": 76.030621, + "structural_overlay_pass": false, + "structural_overlay_score": 72.229089, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 2.033706, + "primary_prob": 44.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 3.050559, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.660285, + "range_504_ratio": 1.935344, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.97132, + "hold30_r": 2.017433 + }, + { + "symbol": "HCA", + "date": "2026-01-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.104895, + "strategy_rank": 76.457012, + "production_rank": 82.672973, + "structural_overlay_pass": false, + "structural_overlay_score": 78.539324, + "structural_overlay_rr": 1.519269, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.38967, + "primary_prob": 22.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.084504, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.623765, + "range_504_ratio": 1.865939, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.329413, + "hold30_r": 4.294344 + }, + { + "symbol": "HIG", + "date": "2026-01-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.983683, + "strategy_rank": 59.79987, + "production_rank": 67.527808, + "structural_overlay_pass": false, + "structural_overlay_score": 64.151417, + "structural_overlay_rr": 1.631103, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.104026, + "primary_prob": 45.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 97.0, + "primary_rejection_count": 37, + "primary_distance_atr": 1.656039, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.51761, + "range_504_ratio": 1.678013, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.021573, + "hold30_r": 2.950414 + }, + { + "symbol": "HSY", + "date": "2026-01-22", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.247086, + "strategy_rank": 70.466092, + "production_rank": 75.726423, + "structural_overlay_pass": false, + "structural_overlay_score": 71.940102, + "structural_overlay_rr": 1.355881, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 3.035643, + "primary_prob": 20.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 4.553464, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.413638, + "range_504_ratio": 1.51231, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.980952, + "hold30_r": 4.925416 + }, + { + "symbol": "HWM", + "date": "2026-01-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.706294, + "strategy_rank": 79.878457, + "production_rank": 84.487736, + "structural_overlay_pass": false, + "structural_overlay_score": 80.263349, + "structural_overlay_rr": 0.925714, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.999858, + "primary_prob": 29.61, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.499787, + "raw_level_count": 147, + "gate_level_count": 147, + "range_504_log": 1.418135, + "range_504_ratio": 4.129414, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.047474, + "hold30_r": -1.0 + }, + { + "symbol": "IBM", + "date": "2026-01-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.062937, + "strategy_rank": 79.349178, + "production_rank": 81.920431, + "structural_overlay_pass": false, + "structural_overlay_score": 77.82441, + "structural_overlay_rr": 1.574834, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.986974, + "primary_prob": 46.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 85.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.48046, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.692101, + "range_504_ratio": 1.997909, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.939875, + "hold30_r": -1.0 + }, + { + "symbol": "IDXX", + "date": "2026-01-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.270396, + "strategy_rank": 95.608137, + "production_rank": 95.82889, + "structural_overlay_pass": false, + "structural_overlay_score": 91.037445, + "structural_overlay_rr": 0.784851, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.086065, + "primary_prob": 33.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.629098, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.771041, + "range_504_ratio": 2.162015, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.347604, + "hold30_r": -1.295023 + }, + { + "symbol": "INCY", + "date": "2026-01-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.025641, + "strategy_rank": 86.244142, + "production_rank": 87.837975, + "structural_overlay_pass": false, + "structural_overlay_score": 83.446076, + "structural_overlay_rr": 1.364743, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.072069, + "primary_prob": 27.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.608104, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.80209, + "range_504_ratio": 2.230198, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.039662, + "hold30_r": -1.0 + }, + { + "symbol": "INTC", + "date": "2026-01-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.853147, + "strategy_rank": 97.168565, + "production_rank": 97.063426, + "structural_overlay_pass": false, + "structural_overlay_score": 92.210254, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.674061, + "primary_prob": 57.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.011092, + "raw_level_count": 110, + "gate_level_count": 110, + "range_504_log": 1.128449, + "range_504_ratio": 3.090858, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.963789, + "hold30_r": -1.935601 + }, + { + "symbol": "JBL", + "date": "2026-01-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.566434, + "strategy_rank": 83.327703, + "production_rank": 83.40728, + "structural_overlay_pass": false, + "structural_overlay_score": 79.236916, + "structural_overlay_rr": 0.78032, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.78032, + "primary_prob": 51.86, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.17048, + "raw_level_count": 119, + "gate_level_count": 119, + "range_504_log": 0.990421, + "range_504_ratio": 2.692368, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.033295, + "hold30_r": -1.0 + }, + { + "symbol": "JCI", + "date": "2026-01-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.044289, + "strategy_rank": 75.567324, + "production_rank": 80.059645, + "structural_overlay_pass": false, + "structural_overlay_score": 76.056663, + "structural_overlay_rr": 2.020202, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.353798, + "primary_prob": 21.4, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 6.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.030697, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.869218, + "range_504_ratio": 2.385044, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.293711, + "hold30_r": 4.69369 + }, + { + "symbol": "KLAC", + "date": "2026-01-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.191142, + "strategy_rank": 90.203183, + "production_rank": 90.865836, + "structural_overlay_pass": false, + "structural_overlay_score": 86.322544, + "structural_overlay_rr": 1.037151, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.984166, + "primary_prob": 44.69, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.476249, + "raw_level_count": 129, + "gate_level_count": 129, + "range_504_log": 1.053723, + "range_504_ratio": 2.868311, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.94785, + "hold30_r": -1.0 + }, + { + "symbol": "LITE", + "date": "2026-01-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.7669, + "strategy_rank": 99.662208, + "production_rank": 99.697105, + "structural_overlay_pass": false, + "structural_overlay_score": 94.71225, + "structural_overlay_rr": 1.030315, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.844829, + "primary_prob": 34.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.267244, + "raw_level_count": 130, + "gate_level_count": 130, + "range_504_log": 2.353369, + "range_504_ratio": 10.520959, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.829518, + "hold30_r": 4.404606 + }, + { + "symbol": "LLY", + "date": "2026-01-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.006993, + "strategy_rank": 89.307456, + "production_rank": 90.540635, + "structural_overlay_pass": false, + "structural_overlay_score": 86.013603, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.977608, + "primary_prob": 29.89, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.466411, + "raw_level_count": 120, + "gate_level_count": 120, + "range_504_log": 0.612133, + "range_504_ratio": 1.844361, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.045653, + "hold30_r": -1.0 + }, + { + "symbol": "LVS", + "date": "2026-01-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.491841, + "strategy_rank": 86.71018, + "production_rank": 88.304067, + "structural_overlay_pass": false, + "structural_overlay_score": 83.888864, + "structural_overlay_rr": 2.387363, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.54133, + "primary_prob": 24.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.311995, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.847788, + "range_504_ratio": 2.334476, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -2.046257, + "hold30_r": -1.992461 + }, + { + "symbol": "MCK", + "date": "2026-01-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.657343, + "strategy_rank": 75.02312, + "production_rank": 80.901194, + "structural_overlay_pass": false, + "structural_overlay_score": 76.856135, + "structural_overlay_rr": 2.018956, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.018956, + "primary_prob": 10.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 7, + "primary_distance_atr": 3.028434, + "raw_level_count": 123, + "gate_level_count": 123, + "range_504_log": 0.656693, + "range_504_ratio": 1.928405, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.953729, + "hold30_r": 4.079824 + }, + { + "symbol": "MO", + "date": "2026-01-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.30303, + "strategy_rank": 61.311073, + "production_rank": 67.641726, + "structural_overlay_pass": false, + "structural_overlay_score": 64.259639, + "structural_overlay_rr": 1.506932, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.12249, + "primary_prob": 29.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.683735, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.558341, + "range_504_ratio": 1.747771, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.045043, + "hold30_r": -1.0 + }, + { + "symbol": "NRG", + "date": "2026-01-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.296037, + "strategy_rank": 87.230625, + "production_rank": 87.252429, + "structural_overlay_pass": false, + "structural_overlay_score": 82.889808, + "structural_overlay_rr": 2.391407, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.57854, + "primary_prob": 35.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 60, + "primary_distance_atr": 2.367809, + "raw_level_count": 121, + "gate_level_count": 121, + "range_504_log": 1.265402, + "range_504_ratio": 3.544518, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.032516, + "hold30_r": -1.0 + }, + { + "symbol": "NUE", + "date": "2026-01-22", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.06993, + "strategy_rank": 74.314376, + "production_rank": 76.232894, + "structural_overlay_pass": false, + "structural_overlay_score": 72.421249, + "structural_overlay_rr": 2.168504, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.1872, + "primary_prob": 28.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 16, + "primary_distance_atr": 3.280799, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.732431, + "range_504_ratio": 2.080131, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.254102, + "hold30_r": -1.198898 + }, + { + "symbol": "PLTR", + "date": "2026-01-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.067599, + "strategy_rank": 96.623222, + "production_rank": 97.438014, + "structural_overlay_pass": false, + "structural_overlay_score": 92.566113, + "structural_overlay_rr": 2.208988, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.533198, + "primary_prob": 30.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 71.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.299798, + "raw_level_count": 199, + "gate_level_count": 199, + "range_504_log": 2.560766, + "range_504_ratio": 12.945727, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.030887, + "hold30_r": -1.0 + }, + { + "symbol": "PM", + "date": "2026-01-22", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.277389, + "strategy_rank": 72.971472, + "production_rank": 78.406778, + "structural_overlay_pass": false, + "structural_overlay_score": 74.486439, + "structural_overlay_rr": 1.662713, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.010398, + "primary_prob": 34.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 27, + "primary_distance_atr": 3.015597, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.75416, + "range_504_ratio": 2.125826, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.950761, + "hold30_r": -0.012275 + }, + { + "symbol": "STT", + "date": "2026-01-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.652681, + "strategy_rank": 64.943489, + "production_rank": 70.179886, + "structural_overlay_pass": false, + "structural_overlay_score": 66.670892, + "structural_overlay_rr": 1.323022, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.367655, + "primary_prob": 20.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.051483, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.668997, + "range_504_ratio": 1.952278, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.312919, + "hold30_r": -1.0 + }, + { + "symbol": "TEL", + "date": "2026-01-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.258741, + "strategy_rank": 74.707661, + "production_rank": 80.224688, + "structural_overlay_pass": false, + "structural_overlay_score": 76.213454, + "structural_overlay_rr": 0.832551, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.252037, + "primary_prob": 25.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.878055, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.767949, + "range_504_ratio": 2.155341, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.049599, + "hold30_r": -1.0 + }, + { + "symbol": "TJX", + "date": "2026-01-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.799534, + "strategy_rank": 59.497858, + "production_rank": 67.598416, + "structural_overlay_pass": false, + "structural_overlay_score": 64.218496, + "structural_overlay_rr": 1.75103, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.686707, + "primary_prob": 14.17, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.53006, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 0.546333, + "range_504_ratio": 1.726909, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.085404, + "hold30_r": -1.0 + }, + { + "symbol": "TKO", + "date": "2026-01-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.841492, + "strategy_rank": 83.567275, + "production_rank": 86.325347, + "structural_overlay_pass": false, + "structural_overlay_score": 82.00908, + "structural_overlay_rr": 1.539231, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.539231, + "primary_prob": 19.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.308846, + "raw_level_count": 124, + "gate_level_count": 124, + "range_504_log": 1.05374, + "range_504_ratio": 2.868359, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.490431, + "hold30_r": 0.310894 + }, + { + "symbol": "TPR", + "date": "2026-01-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.920746, + "strategy_rank": 92.29004, + "production_rank": 93.500275, + "structural_overlay_pass": false, + "structural_overlay_score": 88.825262, + "structural_overlay_rr": 1.229302, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.229302, + "primary_prob": 23.43, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.843953, + "raw_level_count": 109, + "gate_level_count": 109, + "range_504_log": 1.351051, + "range_504_ratio": 3.861482, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.180198, + "hold30_r": 2.773276 + }, + { + "symbol": "TRV", + "date": "2026-01-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.750583, + "strategy_rank": 59.741473, + "production_rank": 67.411176, + "structural_overlay_pass": false, + "structural_overlay_score": 64.040618, + "structural_overlay_rr": 1.527703, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.565251, + "primary_prob": 21.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.347877, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.39386, + "range_504_ratio": 1.482693, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.493411, + "hold30_r": 3.589694 + }, + { + "symbol": "TTWO", + "date": "2026-01-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.111888, + "strategy_rank": 72.365167, + "production_rank": 77.614074, + "structural_overlay_pass": false, + "structural_overlay_score": 73.73337, + "structural_overlay_rr": 2.088166, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.342135, + "primary_prob": 40.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.013203, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 0.671867, + "range_504_ratio": 1.95789, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.059693, + "hold30_r": -1.0 + }, + { + "symbol": "UHS", + "date": "2026-01-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.885781, + "strategy_rank": 71.358114, + "production_rank": 74.534003, + "structural_overlay_pass": false, + "structural_overlay_score": 70.807303, + "structural_overlay_rr": 1.794384, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.65987, + "primary_prob": 29.82, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 77.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.489806, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.495283, + "range_504_ratio": 1.640963, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.611116, + "hold30_r": -1.0 + }, + { + "symbol": "VTR", + "date": "2026-01-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.51049, + "strategy_rank": 64.543257, + "production_rank": 72.865668, + "structural_overlay_pass": false, + "structural_overlay_score": 69.222384, + "structural_overlay_rr": 1.049016, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.857489, + "primary_prob": 46.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 62.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.286233, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.680889, + "range_504_ratio": 1.975633, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.790038, + "hold30_r": 3.650857 + }, + { + "symbol": "WELL", + "date": "2026-01-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.792541, + "strategy_rank": 66.87259, + "production_rank": 74.845907, + "structural_overlay_pass": false, + "structural_overlay_score": 71.103612, + "structural_overlay_rr": 1.446171, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.376195, + "primary_prob": 28.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.064292, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 0.895227, + "range_504_ratio": 2.447892, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.312942, + "hold30_r": 3.881183 + }, + { + "symbol": "WRB", + "date": "2026-01-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.235431, + "strategy_rank": 62.836862, + "production_rank": 68.969719, + "structural_overlay_pass": false, + "structural_overlay_score": 65.521233, + "structural_overlay_rr": 2.049498, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.874794, + "primary_prob": 31.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.812191, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 0.462333, + "range_504_ratio": 1.587774, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.063659, + "hold30_r": -1.0 + }, + { + "symbol": "WYNN", + "date": "2026-01-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.559441, + "strategy_rank": 85.98765, + "production_rank": 87.51158, + "structural_overlay_pass": false, + "structural_overlay_score": 83.136001, + "structural_overlay_rr": 1.965422, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.310205, + "primary_prob": 41.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 1.965308, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.724973, + "range_504_ratio": 2.064674, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.317179, + "hold30_r": -1.269446 + }, + { + "symbol": "YUM", + "date": "2026-01-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.265734, + "strategy_rank": 68.31081, + "production_rank": 73.629118, + "structural_overlay_pass": false, + "structural_overlay_score": 69.947662, + "structural_overlay_rr": 1.758347, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.198174, + "primary_prob": 33.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.797262, + "raw_level_count": 27, + "gate_level_count": 27, + "range_504_log": 0.290503, + "range_504_ratio": 1.3371, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.127927, + "hold30_r": 1.48016 + }, + { + "symbol": "GEV", + "date": "2026-01-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.240093, + "strategy_rank": 92.997984, + "production_rank": 93.078687, + "structural_overlay_pass": false, + "structural_overlay_score": 88.424753, + "structural_overlay_rr": 0.994526, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.991228, + "primary_prob": 33.68, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 21.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.486842, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 1.81529, + "range_504_ratio": 6.142857, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.960455, + "hold30_r": 4.030877 + }, + { + "symbol": "WBD", + "date": "2026-01-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.417249, + "strategy_rank": 98.614193, + "production_rank": 98.881879, + "structural_overlay_pass": false, + "structural_overlay_score": 93.937785, + "structural_overlay_rr": 0.923697, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.946461, + "primary_prob": 33.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.419692, + "raw_level_count": 107, + "gate_level_count": 107, + "range_504_log": 1.508085, + "range_504_ratio": 4.518072, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.063164, + "hold30_r": -1.0 + }, + { + "symbol": "HOOD", + "date": "2026-01-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.726852, + "strategy_rank": 98.311108, + "production_rank": 98.44969, + "structural_overlay_pass": false, + "structural_overlay_score": 93.527205, + "structural_overlay_rr": 2.292828, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.31201, + "primary_prob": 25.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 3.468014, + "raw_level_count": 183, + "gate_level_count": 183, + "range_504_log": 2.683715, + "range_504_ratio": 14.639382, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.027432, + "hold30_r": -1.0 + }, + { + "symbol": "ABBV", + "date": "2026-01-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.5, + "strategy_rank": 72.729769, + "production_rank": 77.653179, + "structural_overlay_pass": false, + "structural_overlay_score": 73.77052, + "structural_overlay_rr": 1.237039, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.365431, + "primary_prob": 32.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 62.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.048147, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.466261, + "range_504_ratio": 1.594023, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.371408, + "hold30_r": -1.31692 + }, + { + "symbol": "AEP", + "date": "2026-01-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.671296, + "strategy_rank": 57.753144, + "production_rank": 65.392528, + "structural_overlay_pass": false, + "structural_overlay_score": 62.122902, + "structural_overlay_rr": 1.319576, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.37778, + "primary_prob": 40.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.06667, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.506295, + "range_504_ratio": 1.659133, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.29639, + "hold30_r": 4.915766 + }, + { + "symbol": "AES", + "date": "2026-01-29", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.680556, + "strategy_rank": 82.819163, + "production_rank": 83.106294, + "structural_overlay_pass": false, + "structural_overlay_score": 78.950979, + "structural_overlay_rr": 1.510941, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.745556, + "primary_prob": 37.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 72, + "primary_distance_atr": 4.118334, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 0.85347, + "range_504_ratio": 2.34778, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.702953, + "hold30_r": -1.0 + }, + { + "symbol": "ALB", + "date": "2026-01-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.486111, + "strategy_rank": 95.487677, + "production_rank": 95.487155, + "structural_overlay_pass": false, + "structural_overlay_score": 90.712797, + "structural_overlay_rr": 1.184519, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.653071, + "primary_prob": 49.53, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 56, + "primary_distance_atr": 2.479606, + "raw_level_count": 132, + "gate_level_count": 132, + "range_504_log": 1.375943, + "range_504_ratio": 3.958807, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.079102, + "hold30_r": -1.050535 + }, + { + "symbol": "APH", + "date": "2026-01-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.222222, + "strategy_rank": 92.228966, + "production_rank": 93.893385, + "structural_overlay_pass": false, + "structural_overlay_score": 89.198715, + "structural_overlay_rr": 1.667956, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.667956, + "primary_prob": 29.28, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.501934, + "raw_level_count": 105, + "gate_level_count": 105, + "range_504_log": 1.20661, + "range_504_ratio": 3.342137, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.028579, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2026-01-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.685185, + "strategy_rank": 97.304485, + "production_rank": 97.431385, + "structural_overlay_pass": false, + "structural_overlay_score": 92.559816, + "structural_overlay_rr": 1.655946, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.58356, + "primary_prob": 22.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.37534, + "raw_level_count": 210, + "gate_level_count": 210, + "range_504_log": 2.907729, + "range_504_ratio": 18.315156, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.022421, + "hold30_r": -1.0 + }, + { + "symbol": "ATO", + "date": "2026-01-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.407407, + "strategy_rank": 58.413509, + "production_rank": 66.411475, + "structural_overlay_pass": false, + "structural_overlay_score": 63.090901, + "structural_overlay_rr": 1.517448, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.922313, + "primary_prob": 25.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 74.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.883469, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.491908, + "range_504_ratio": 1.635434, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.840899, + "hold30_r": 5.537164 + }, + { + "symbol": "AVGO", + "date": "2026-01-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.865741, + "strategy_rank": 93.278273, + "production_rank": 93.474095, + "structural_overlay_pass": false, + "structural_overlay_score": 88.800391, + "structural_overlay_rr": 1.650356, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.17337, + "primary_prob": 38.81, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 72.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.760055, + "raw_level_count": 148, + "gate_level_count": 148, + "range_504_log": 1.261496, + "range_504_ratio": 3.530699, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.033526, + "hold30_r": -1.0 + }, + { + "symbol": "BIIB", + "date": "2026-01-29", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.365741, + "strategy_rank": 77.903995, + "production_rank": 79.057911, + "structural_overlay_pass": false, + "structural_overlay_score": 75.105015, + "structural_overlay_rr": 1.81497, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.414377, + "primary_prob": 24.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 56, + "primary_distance_atr": 3.621565, + "raw_level_count": 98, + "gate_level_count": 98, + "range_504_log": 0.828591, + "range_504_ratio": 2.29009, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.367156, + "hold30_r": 0.719641 + }, + { + "symbol": "BK", + "date": "2026-01-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.375, + "strategy_rank": 61.039379, + "production_rank": 68.817919, + "structural_overlay_pass": false, + "structural_overlay_score": 65.377023, + "structural_overlay_rr": 1.38856, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.38856, + "primary_prob": 34.46, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.08284, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 0.871932, + "range_504_ratio": 2.391527, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.07668, + "hold30_r": -1.0 + }, + { + "symbol": "C", + "date": "2026-01-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.425926, + "strategy_rank": 74.314333, + "production_rank": 79.018197, + "structural_overlay_pass": false, + "structural_overlay_score": 75.067288, + "structural_overlay_rr": 1.696929, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.514798, + "primary_prob": 18.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.272197, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 0.865803, + "range_504_ratio": 2.376914, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.463624, + "hold30_r": -1.206064 + }, + { + "symbol": "CASY", + "date": "2026-01-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.814815, + "strategy_rank": 70.188289, + "production_rank": 76.730465, + "structural_overlay_pass": false, + "structural_overlay_score": 72.893941, + "structural_overlay_rr": 1.830669, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.206199, + "primary_prob": 38.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.809298, + "raw_level_count": 108, + "gate_level_count": 108, + "range_504_log": 0.882627, + "range_504_ratio": 2.417242, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.14659, + "hold30_r": 2.415742 + }, + { + "symbol": "CBOE", + "date": "2026-01-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.888889, + "strategy_rank": 65.308927, + "production_rank": 73.168915, + "structural_overlay_pass": false, + "structural_overlay_score": 69.510469, + "structural_overlay_rr": 1.18545, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.08612, + "primary_prob": 27.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.62918, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.519623, + "range_504_ratio": 1.681394, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.024906, + "hold30_r": -1.0 + }, + { + "symbol": "COR", + "date": "2026-01-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.550926, + "strategy_rank": 70.918018, + "production_rank": 77.795654, + "structural_overlay_pass": false, + "structural_overlay_score": 73.905871, + "structural_overlay_rr": 1.304426, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.304426, + "primary_prob": 23.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.95664, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 0.564115, + "range_504_ratio": 1.757892, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.065286, + "hold30_r": -1.0 + }, + { + "symbol": "CRL", + "date": "2026-01-29", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.597222, + "strategy_rank": 81.777015, + "production_rank": 81.717084, + "structural_overlay_pass": false, + "structural_overlay_score": 77.63123, + "structural_overlay_rr": 1.784138, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.311041, + "primary_prob": 25.91, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 69, + "primary_distance_atr": 3.466562, + "raw_level_count": 103, + "gate_level_count": 103, + "range_504_log": 1.096496, + "range_504_ratio": 2.993657, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.04234, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2026-01-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.717593, + "strategy_rank": 96.273991, + "production_rank": 96.088525, + "structural_overlay_pass": false, + "structural_overlay_score": 91.284099, + "structural_overlay_rr": 1.206389, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.20476, + "primary_prob": 26.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.80714, + "raw_level_count": 210, + "gate_level_count": 210, + "range_504_log": 2.493943, + "range_504_ratio": 12.108928, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.021761, + "hold30_r": -1.0 + }, + { + "symbol": "CVS", + "date": "2026-01-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.12963, + "strategy_rank": 83.912706, + "production_rank": 86.651681, + "structural_overlay_pass": false, + "structural_overlay_score": 82.319097, + "structural_overlay_rr": 1.860336, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.561179, + "primary_prob": 23.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 3.841768, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.670275, + "range_504_ratio": 1.954775, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.038314, + "hold30_r": 0.434922 + }, + { + "symbol": "DG", + "date": "2026-01-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.263889, + "strategy_rank": 92.195127, + "production_rank": 94.218048, + "structural_overlay_pass": false, + "structural_overlay_score": 89.507145, + "structural_overlay_rr": 0.672523, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.28082, + "primary_prob": 37.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 78.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.92123, + "raw_level_count": 109, + "gate_level_count": 109, + "range_504_log": 0.928232, + "range_504_ratio": 2.530032, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.236063, + "hold30_r": -1.614698 + }, + { + "symbol": "DLTR", + "date": "2026-01-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.296296, + "strategy_rank": 90.748448, + "production_rank": 92.597731, + "structural_overlay_pass": false, + "structural_overlay_score": 87.967844, + "structural_overlay_rr": 2.04213, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.562531, + "primary_prob": 36.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 61, + "primary_distance_atr": 2.343797, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 0.916225, + "range_504_ratio": 2.499835, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.526718, + "hold30_r": -1.03952 + }, + { + "symbol": "EA", + "date": "2026-01-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.106481, + "strategy_rank": 81.916734, + "production_rank": 86.979983, + "structural_overlay_pass": false, + "structural_overlay_score": 82.630984, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.174847, + "primary_prob": 44.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 1.762271, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.575692, + "range_504_ratio": 1.778361, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.565585, + "hold30_r": -1.0 + }, + { + "symbol": "EBAY", + "date": "2026-01-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.731481, + "strategy_rank": 87.666372, + "production_rank": 87.688075, + "structural_overlay_pass": false, + "structural_overlay_score": 83.303672, + "structural_overlay_rr": 1.606348, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.541069, + "primary_prob": 34.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.311603, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 0.909394, + "range_504_ratio": 2.482818, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.055748, + "hold30_r": -1.0 + }, + { + "symbol": "EL", + "date": "2026-01-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.828704, + "strategy_rank": 81.106682, + "production_rank": 81.347356, + "structural_overlay_pass": false, + "structural_overlay_score": 77.279988, + "structural_overlay_rr": 1.975959, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.89258, + "primary_prob": 38.49, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 63.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.838869, + "raw_level_count": 154, + "gate_level_count": 154, + "range_504_log": 1.194728, + "range_504_ratio": 3.30266, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -2.306116, + "hold30_r": -2.256433 + }, + { + "symbol": "EME", + "date": "2026-01-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.342593, + "strategy_rank": 85.306867, + "production_rank": 85.652109, + "structural_overlay_pass": false, + "structural_overlay_score": 81.369503, + "structural_overlay_rr": 1.465069, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.505321, + "primary_prob": 32.15, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.257981, + "raw_level_count": 129, + "gate_level_count": 129, + "range_504_log": 1.261509, + "range_504_ratio": 3.530744, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.045589, + "hold30_r": -1.0 + }, + { + "symbol": "EXPE", + "date": "2026-01-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.328704, + "strategy_rank": 92.076335, + "production_rank": 92.827125, + "structural_overlay_pass": false, + "structural_overlay_score": 88.185769, + "structural_overlay_rr": 1.408896, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.110595, + "primary_prob": 29.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.665893, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 1.041207, + "range_504_ratio": 2.832634, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.042004, + "hold30_r": -1.0 + }, + { + "symbol": "F", + "date": "2026-01-29", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.606481, + "strategy_rank": 79.132051, + "production_rank": 80.956861, + "structural_overlay_pass": false, + "structural_overlay_score": 76.909018, + "structural_overlay_rr": 1.944635, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.223061, + "primary_prob": 38.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 83.0, + "primary_rejection_count": 43, + "primary_distance_atr": 3.334592, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.564946, + "range_504_ratio": 1.759354, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.064059, + "hold30_r": -1.0 + }, + { + "symbol": "FCX", + "date": "2026-01-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.574074, + "strategy_rank": 86.786823, + "production_rank": 86.715907, + "structural_overlay_pass": false, + "structural_overlay_score": 82.380111, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.876774, + "primary_prob": 48.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.315161, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.920476, + "range_504_ratio": 2.510484, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.035757, + "hold30_r": -1.0 + }, + { + "symbol": "FOX", + "date": "2026-01-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.763889, + "strategy_rank": 74.080965, + "production_rank": 77.975273, + "structural_overlay_pass": false, + "structural_overlay_score": 74.076509, + "structural_overlay_rr": 1.443242, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.466679, + "primary_prob": 19.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.200019, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 0.971122, + "range_504_ratio": 2.640906, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.07981, + "hold30_r": -1.0 + }, + { + "symbol": "FOXA", + "date": "2026-01-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.856481, + "strategy_rank": 78.096647, + "production_rank": 82.349925, + "structural_overlay_pass": false, + "structural_overlay_score": 78.232429, + "structural_overlay_rr": 1.482865, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.447103, + "primary_prob": 20.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.170655, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.99352, + "range_504_ratio": 2.700725, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.073932, + "hold30_r": -1.0 + }, + { + "symbol": "FSLR", + "date": "2026-01-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.759259, + "strategy_rank": 96.170788, + "production_rank": 96.366945, + "structural_overlay_pass": false, + "structural_overlay_score": 91.548598, + "structural_overlay_rr": 2.009724, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.851628, + "primary_prob": 31.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.777443, + "raw_level_count": 124, + "gate_level_count": 124, + "range_504_log": 0.96767, + "range_504_ratio": 2.631806, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.352753, + "hold30_r": -1.330238 + }, + { + "symbol": "GD", + "date": "2026-01-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.143519, + "strategy_rank": 60.946706, + "production_rank": 68.678977, + "structural_overlay_pass": false, + "structural_overlay_score": 65.245028, + "structural_overlay_rr": 1.527813, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.183904, + "primary_prob": 26.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.775856, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.435392, + "range_504_ratio": 1.545569, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.128934, + "hold30_r": 0.123307 + }, + { + "symbol": "GE", + "date": "2026-01-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.171296, + "strategy_rank": 80.271931, + "production_rank": 84.571719, + "structural_overlay_pass": false, + "structural_overlay_score": 80.343133, + "structural_overlay_rr": 2.060428, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.369739, + "primary_prob": 24.66, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 24.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.054608, + "raw_level_count": 125, + "gate_level_count": 125, + "range_504_log": 0.942365, + "range_504_ratio": 2.566042, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.325366, + "hold30_r": 0.061616 + }, + { + "symbol": "GLW", + "date": "2026-01-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.675926, + "strategy_rank": 91.209564, + "production_rank": 92.365018, + "structural_overlay_pass": false, + "structural_overlay_score": 87.746767, + "structural_overlay_rr": 1.565828, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.24977, + "primary_prob": 37.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.874655, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 1.311197, + "range_504_ratio": 3.710612, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.22042, + "hold30_r": 3.721513 + }, + { + "symbol": "GS", + "date": "2026-01-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.986111, + "strategy_rank": 70.853284, + "production_rank": 74.897559, + "structural_overlay_pass": false, + "structural_overlay_score": 71.152681, + "structural_overlay_rr": 1.308306, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.308306, + "primary_prob": 36.4, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.962459, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 0.96744, + "range_504_ratio": 2.631199, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.05518, + "hold30_r": -1.0 + }, + { + "symbol": "HAS", + "date": "2026-01-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.268519, + "strategy_rank": 69.064842, + "production_rank": 75.132734, + "structural_overlay_pass": false, + "structural_overlay_score": 71.376097, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.612301, + "primary_prob": 50.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.418451, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.678091, + "range_504_ratio": 1.970113, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.071559, + "hold30_r": -1.0 + }, + { + "symbol": "HCA", + "date": "2026-01-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.939815, + "strategy_rank": 77.578102, + "production_rank": 82.698673, + "structural_overlay_pass": false, + "structural_overlay_score": 78.563739, + "structural_overlay_rr": 1.772889, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.736877, + "primary_prob": 28.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.605316, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 0.62773, + "range_504_ratio": 1.873353, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.691216, + "hold30_r": 2.386563 + }, + { + "symbol": "HIG", + "date": "2026-01-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.439815, + "strategy_rank": 57.764518, + "production_rank": 65.32295, + "structural_overlay_pass": false, + "structural_overlay_score": 62.056803, + "structural_overlay_rr": 1.929419, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.91894, + "primary_prob": 16.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.87841, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.498564, + "range_504_ratio": 1.646356, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.837343, + "hold30_r": 0.1726 + }, + { + "symbol": "HSY", + "date": "2026-01-29", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.837963, + "strategy_rank": 69.028193, + "production_rank": 74.298116, + "structural_overlay_pass": false, + "structural_overlay_score": 70.58321, + "structural_overlay_rr": 2.004599, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.125632, + "primary_prob": 42.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 112, + "primary_distance_atr": 3.188448, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.413638, + "range_504_ratio": 1.51231, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.068357, + "hold30_r": 3.990351 + }, + { + "symbol": "HWM", + "date": "2026-01-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.097222, + "strategy_rank": 80.399847, + "production_rank": 84.965639, + "structural_overlay_pass": false, + "structural_overlay_score": 80.717357, + "structural_overlay_rr": 1.995962, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.473487, + "primary_prob": 18.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.210231, + "raw_level_count": 148, + "gate_level_count": 148, + "range_504_log": 1.417044, + "range_504_ratio": 4.124909, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.425955, + "hold30_r": 3.164582 + }, + { + "symbol": "IBM", + "date": "2026-01-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.037037, + "strategy_rank": 77.573325, + "production_rank": 80.727896, + "structural_overlay_pass": false, + "structural_overlay_score": 76.691501, + "structural_overlay_rr": 1.207599, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.788786, + "primary_prob": 51.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.18318, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.692101, + "range_504_ratio": 1.997909, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.047568, + "hold30_r": -1.0 + }, + { + "symbol": "IDXX", + "date": "2026-01-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.25463, + "strategy_rank": 95.013501, + "production_rank": 95.093877, + "structural_overlay_pass": false, + "structural_overlay_score": 90.339183, + "structural_overlay_rr": 2.008237, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.734279, + "primary_prob": 20.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.601418, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.771041, + "range_504_ratio": 2.162015, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.054729, + "hold30_r": -1.0 + }, + { + "symbol": "INCY", + "date": "2026-01-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.277778, + "strategy_rank": 83.483462, + "production_rank": 85.748234, + "structural_overlay_pass": false, + "structural_overlay_score": 81.460822, + "structural_overlay_rr": 1.591333, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.718131, + "primary_prob": 51.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.077197, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.80209, + "range_504_ratio": 2.230198, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.679092, + "hold30_r": -1.0 + }, + { + "symbol": "INTC", + "date": "2026-01-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.453704, + "strategy_rank": 97.974818, + "production_rank": 97.801113, + "structural_overlay_pass": false, + "structural_overlay_score": 92.911058, + "structural_overlay_rr": 1.322224, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.962726, + "primary_prob": 50.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 57, + "primary_distance_atr": 1.444089, + "raw_level_count": 110, + "gate_level_count": 110, + "range_504_log": 1.128449, + "range_504_ratio": 3.090858, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.021158, + "hold30_r": -1.0 + }, + { + "symbol": "IVZ", + "date": "2026-01-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.75463, + "strategy_rank": 76.136333, + "production_rank": 78.342432, + "structural_overlay_pass": false, + "structural_overlay_score": 74.42531, + "structural_overlay_rr": 0.995615, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.979419, + "primary_prob": 31.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.469128, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.937107, + "range_504_ratio": 2.552586, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.039211, + "hold30_r": -1.0 + }, + { + "symbol": "JBL", + "date": "2026-01-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.99537, + "strategy_rank": 84.786355, + "production_rank": 85.18936, + "structural_overlay_pass": false, + "structural_overlay_score": 80.929892, + "structural_overlay_rr": 1.017361, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.883915, + "primary_prob": 48.13, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.325872, + "raw_level_count": 120, + "gate_level_count": 120, + "range_504_log": 0.990421, + "range_504_ratio": 2.692368, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.035201, + "hold30_r": -1.0 + }, + { + "symbol": "L", + "date": "2026-01-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.902778, + "strategy_rank": 56.978765, + "production_rank": 64.953436, + "structural_overlay_pass": false, + "structural_overlay_score": 61.705764, + "structural_overlay_rr": 1.678201, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.00873, + "primary_prob": 31.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.513095, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.4229, + "range_504_ratio": 1.526382, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.914027, + "hold30_r": 1.510834 + }, + { + "symbol": "LDOS", + "date": "2026-01-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.532407, + "strategy_rank": 70.936269, + "production_rank": 75.801648, + "structural_overlay_pass": false, + "structural_overlay_score": 72.011566, + "structural_overlay_rr": 1.94486, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.764133, + "primary_prob": 57.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.1462, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.635686, + "range_504_ratio": 1.888318, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.717785, + "hold30_r": -1.0 + }, + { + "symbol": "LLY", + "date": "2026-01-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.657407, + "strategy_rank": 85.956139, + "production_rank": 86.856562, + "structural_overlay_pass": false, + "structural_overlay_score": 82.513734, + "structural_overlay_rr": 1.897191, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.731234, + "primary_prob": 42.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.096851, + "raw_level_count": 121, + "gate_level_count": 121, + "range_504_log": 0.597665, + "range_504_ratio": 1.817868, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.687, + "hold30_r": -1.0 + }, + { + "symbol": "LVS", + "date": "2026-01-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.361111, + "strategy_rank": 89.450466, + "production_rank": 90.420681, + "structural_overlay_pass": false, + "structural_overlay_score": 85.899647, + "structural_overlay_rr": 2.205051, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.553295, + "primary_prob": 36.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 65, + "primary_distance_atr": 2.329943, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.847788, + "range_504_ratio": 2.334476, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.520202, + "hold30_r": 0.3045 + }, + { + "symbol": "MCK", + "date": "2026-01-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.782407, + "strategy_rank": 74.513581, + "production_rank": 80.269857, + "structural_overlay_pass": false, + "structural_overlay_score": 76.256364, + "structural_overlay_rr": 1.720379, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.720379, + "primary_prob": 14.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.580568, + "raw_level_count": 123, + "gate_level_count": 123, + "range_504_log": 0.656693, + "range_504_ratio": 1.928405, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.657962, + "hold30_r": 4.501525 + }, + { + "symbol": "MNST", + "date": "2026-01-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.023148, + "strategy_rank": 75.602909, + "production_rank": 82.076322, + "structural_overlay_pass": false, + "structural_overlay_score": 77.972506, + "structural_overlay_rr": 1.399182, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.881572, + "primary_prob": 33.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.322358, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.653114, + "range_504_ratio": 1.921514, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.811578, + "hold30_r": -1.0 + }, + { + "symbol": "NEM", + "date": "2026-01-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.958333, + "strategy_rank": 94.900891, + "production_rank": 96.253372, + "structural_overlay_pass": false, + "structural_overlay_score": 91.440703, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.780817, + "primary_prob": 51.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.171226, + "raw_level_count": 106, + "gate_level_count": 106, + "range_504_log": 1.522711, + "range_504_ratio": 4.584636, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.349565, + "hold30_r": -1.312261 + }, + { + "symbol": "NRG", + "date": "2026-01-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.708333, + "strategy_rank": 91.427625, + "production_rank": 91.854528, + "structural_overlay_pass": false, + "structural_overlay_score": 87.261802, + "structural_overlay_rr": 2.360793, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.102944, + "primary_prob": 25.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 87.0, + "primary_rejection_count": 27, + "primary_distance_atr": 3.154416, + "raw_level_count": 120, + "gate_level_count": 120, + "range_504_log": 1.259042, + "range_504_ratio": 3.522044, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.034979, + "hold30_r": -1.0 + }, + { + "symbol": "NUE", + "date": "2026-01-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.134259, + "strategy_rank": 74.689935, + "production_rank": 76.838043, + "structural_overlay_pass": false, + "structural_overlay_score": 72.996141, + "structural_overlay_rr": 2.04534, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.939194, + "primary_prob": 31.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.908791, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.732431, + "range_504_ratio": 2.080131, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.891548, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2026-01-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.185185, + "strategy_rank": 80.681653, + "production_rank": 82.18283, + "structural_overlay_pass": true, + "structural_overlay_score": 83.073689, + "structural_overlay_rr": 2.445972, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.880581, + "primary_prob": 26.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.820871, + "raw_level_count": 193, + "gate_level_count": 193, + "range_504_log": 1.253682, + "range_504_ratio": 3.503218, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.04944, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2026-01-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.49537, + "strategy_rank": 96.657742, + "production_rank": 97.270285, + "structural_overlay_pass": false, + "structural_overlay_score": 92.40677, + "structural_overlay_rr": 2.30562, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.907986, + "primary_prob": 30.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.86198, + "raw_level_count": 199, + "gate_level_count": 199, + "range_504_log": 2.560766, + "range_504_ratio": 12.945727, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.028684, + "hold30_r": -1.0 + }, + { + "symbol": "RL", + "date": "2026-01-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.449074, + "strategy_rank": 76.102213, + "production_rank": 78.551167, + "structural_overlay_pass": false, + "structural_overlay_score": 74.623608, + "structural_overlay_rr": 0.962457, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.893824, + "primary_prob": 42.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.340735, + "raw_level_count": 117, + "gate_level_count": 117, + "range_504_log": 0.98773, + "range_504_ratio": 2.685133, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -2.084226, + "hold30_r": -2.035416 + }, + { + "symbol": "SATS", + "date": "2026-01-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.884259, + "strategy_rank": 99.884299, + "production_rank": 99.884286, + "structural_overlay_pass": false, + "structural_overlay_score": 94.890072, + "structural_overlay_rr": 1.543017, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.93997, + "primary_prob": 32.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.409955, + "raw_level_count": 122, + "gate_level_count": 122, + "range_504_log": 2.414047, + "range_504_ratio": 11.179111, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.022251, + "hold30_r": -0.502049 + }, + { + "symbol": "STT", + "date": "2026-01-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.092593, + "strategy_rank": 65.082156, + "production_rank": 70.085635, + "structural_overlay_pass": false, + "structural_overlay_score": 66.581353, + "structural_overlay_rr": 1.298648, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.797111, + "primary_prob": 36.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.195667, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.668997, + "range_504_ratio": 1.952278, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.73637, + "hold30_r": -1.0 + }, + { + "symbol": "TEL", + "date": "2026-01-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.972222, + "strategy_rank": 76.963793, + "production_rank": 81.633269, + "structural_overlay_pass": false, + "structural_overlay_score": 77.551606, + "structural_overlay_rr": 0.840633, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.732324, + "primary_prob": 57.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 95.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.098486, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.767949, + "range_504_ratio": 2.155341, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.046689, + "hold30_r": -1.0 + }, + { + "symbol": "TJX", + "date": "2026-01-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.638889, + "strategy_rank": 58.853003, + "production_rank": 66.781631, + "structural_overlay_pass": false, + "structural_overlay_score": 63.44255, + "structural_overlay_rr": 1.863169, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.860709, + "primary_prob": 24.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 66.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.791063, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 0.546333, + "range_504_ratio": 1.726909, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.782679, + "hold30_r": 2.105904 + }, + { + "symbol": "TKO", + "date": "2026-01-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.805556, + "strategy_rank": 80.77545, + "production_rank": 82.785485, + "structural_overlay_pass": false, + "structural_overlay_score": 78.646211, + "structural_overlay_rr": 1.860163, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.359866, + "primary_prob": 23.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.039798, + "raw_level_count": 124, + "gate_level_count": 124, + "range_504_log": 1.019483, + "range_504_ratio": 2.771763, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.312938, + "hold30_r": -0.761898 + }, + { + "symbol": "TPR", + "date": "2026-01-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.949074, + "strategy_rank": 92.516953, + "production_rank": 93.660993, + "structural_overlay_pass": false, + "structural_overlay_score": 88.977944, + "structural_overlay_rr": 1.657923, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.777819, + "primary_prob": 38.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.166729, + "raw_level_count": 109, + "gate_level_count": 109, + "range_504_log": 1.351051, + "range_504_ratio": 3.861482, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.72915, + "hold30_r": 2.822769 + }, + { + "symbol": "TTWO", + "date": "2026-01-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.12037, + "strategy_rank": 73.517207, + "production_rank": 78.718262, + "structural_overlay_pass": false, + "structural_overlay_score": 74.782349, + "structural_overlay_rr": 2.270822, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.544868, + "primary_prob": 36.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.317302, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 0.671867, + "range_504_ratio": 1.95789, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.058341, + "hold30_r": -1.0 + }, + { + "symbol": "ULTA", + "date": "2026-01-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.319444, + "strategy_rank": 85.599912, + "production_rank": 87.506423, + "structural_overlay_pass": false, + "structural_overlay_score": 83.131101, + "structural_overlay_rr": 1.904399, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.686444, + "primary_prob": 41.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.029666, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.811027, + "range_504_ratio": 2.250218, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.632118, + "hold30_r": -2.789883 + }, + { + "symbol": "VTR", + "date": "2026-01-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.194444, + "strategy_rank": 63.296805, + "production_rank": 71.596018, + "structural_overlay_pass": false, + "structural_overlay_score": 68.016217, + "structural_overlay_rr": 1.010896, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.838923, + "primary_prob": 48.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 69.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.258384, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.680889, + "range_504_ratio": 1.975633, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.766407, + "hold30_r": 4.570539 + }, + { + "symbol": "WELL", + "date": "2026-01-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.625, + "strategy_rank": 65.622471, + "production_rank": 73.956647, + "structural_overlay_pass": false, + "structural_overlay_score": 70.258815, + "structural_overlay_rr": 1.29859, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.786486, + "primary_prob": 45.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.179728, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 0.895227, + "range_504_ratio": 2.447892, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.716739, + "hold30_r": 4.156103 + }, + { + "symbol": "WRB", + "date": "2026-01-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.175926, + "strategy_rank": 63.661876, + "production_rank": 69.833226, + "structural_overlay_pass": false, + "structural_overlay_score": 66.341565, + "structural_overlay_rr": 2.345323, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.098058, + "primary_prob": 28.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 3.147087, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 0.442424, + "range_504_ratio": 1.556475, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.055113, + "hold30_r": 0.201849 + }, + { + "symbol": "WYNN", + "date": "2026-01-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.467593, + "strategy_rank": 85.170667, + "production_rank": 86.602976, + "structural_overlay_pass": false, + "structural_overlay_score": 82.272827, + "structural_overlay_rr": 1.925764, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.670831, + "primary_prob": 34.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.506246, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.724973, + "range_504_ratio": 2.064674, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.626038, + "hold30_r": -1.200942 + }, + { + "symbol": "HOOD", + "date": "2026-02-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.491448, + "strategy_rank": 97.288382, + "production_rank": 97.356071, + "structural_overlay_pass": false, + "structural_overlay_score": 92.488267, + "structural_overlay_rr": 2.760846, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.167822, + "primary_prob": 25.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.751733, + "raw_level_count": 183, + "gate_level_count": 183, + "range_504_log": 2.683715, + "range_504_ratio": 14.639382, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.018681, + "hold30_r": -1.0 + }, + { + "symbol": "ADM", + "date": "2026-02-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.896237, + "strategy_rank": 70.791871, + "production_rank": 74.82666, + "structural_overlay_pass": false, + "structural_overlay_score": 71.085327, + "structural_overlay_rr": 1.485528, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.849616, + "primary_prob": 46.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 78, + "primary_distance_atr": 2.774424, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.531833, + "range_504_ratio": 1.70205, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.805728, + "hold30_r": 0.248181 + }, + { + "symbol": "AES", + "date": "2026-02-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.343216, + "strategy_rank": 85.6795, + "production_rank": 86.234072, + "structural_overlay_pass": false, + "structural_overlay_score": 81.922368, + "structural_overlay_rr": 1.951088, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.745882, + "primary_prob": 48.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 72, + "primary_distance_atr": 2.618823, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 0.85347, + "range_504_ratio": 2.34778, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.706677, + "hold30_r": -1.565447 + }, + { + "symbol": "ALB", + "date": "2026-02-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.123147, + "strategy_rank": 96.057534, + "production_rank": 96.079405, + "structural_overlay_pass": false, + "structural_overlay_score": 91.275435, + "structural_overlay_rr": 1.597997, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.821548, + "primary_prob": 31.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.732321, + "raw_level_count": 132, + "gate_level_count": 132, + "range_504_log": 1.375943, + "range_504_ratio": 3.958807, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.799477, + "hold30_r": 0.015515 + }, + { + "symbol": "AMAT", + "date": "2026-02-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.676169, + "strategy_rank": 91.442943, + "production_rank": 91.520685, + "structural_overlay_pass": false, + "structural_overlay_score": 86.94465, + "structural_overlay_rr": 1.25261, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.910832, + "primary_prob": 33.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.366247, + "raw_level_count": 114, + "gate_level_count": 114, + "range_504_log": 1.02423, + "range_504_ratio": 2.78495, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.88328, + "hold30_r": 2.404987 + }, + { + "symbol": "AMD", + "date": "2026-02-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.070696, + "strategy_rank": 94.962115, + "production_rank": 94.664975, + "structural_overlay_pass": false, + "structural_overlay_score": 89.931726, + "structural_overlay_rr": 1.610289, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.576549, + "primary_prob": 25.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.364824, + "raw_level_count": 115, + "gate_level_count": 115, + "range_504_log": 1.250519, + "range_504_ratio": 3.492154, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.018368, + "hold30_r": 0.421271 + }, + { + "symbol": "APH", + "date": "2026-02-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.895097, + "strategy_rank": 92.41667, + "production_rank": 93.576146, + "structural_overlay_pass": false, + "structural_overlay_score": 88.897339, + "structural_overlay_rr": 1.828721, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.147123, + "primary_prob": 37.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.720685, + "raw_level_count": 105, + "gate_level_count": 105, + "range_504_log": 1.18582, + "range_504_ratio": 3.273369, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.124094, + "hold30_r": -0.080294 + }, + { + "symbol": "APP", + "date": "2026-02-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.982896, + "strategy_rank": 95.839563, + "production_rank": 95.554008, + "structural_overlay_pass": false, + "structural_overlay_score": 90.776307, + "structural_overlay_rr": 2.197073, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.696263, + "primary_prob": 40.84, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 4.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.044394, + "raw_level_count": 211, + "gate_level_count": 211, + "range_504_log": 2.907729, + "range_504_ratio": 18.315156, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.68394, + "hold30_r": 1.102724 + }, + { + "symbol": "AVGO", + "date": "2026-02-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.799316, + "strategy_rank": 88.626757, + "production_rank": 88.350943, + "structural_overlay_pass": false, + "structural_overlay_score": 83.933396, + "structural_overlay_rr": 1.634354, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.910564, + "primary_prob": 25.04, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 72.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.865846, + "raw_level_count": 148, + "gate_level_count": 148, + "range_504_log": 1.241849, + "range_504_ratio": 3.462007, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.027358, + "hold30_r": 0.0 + }, + { + "symbol": "BG", + "date": "2026-02-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.098062, + "strategy_rank": 77.093216, + "production_rank": 78.761498, + "structural_overlay_pass": false, + "structural_overlay_score": 74.823423, + "structural_overlay_rr": 1.089016, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.849357, + "primary_prob": 26.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.774036, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.590421, + "range_504_ratio": 1.804748, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.806724, + "hold30_r": 0.787637 + }, + { + "symbol": "BIIB", + "date": "2026-02-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.870011, + "strategy_rank": 77.684435, + "production_rank": 79.079627, + "structural_overlay_pass": false, + "structural_overlay_score": 75.125646, + "structural_overlay_rr": 1.562488, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.2605, + "primary_prob": 41.44, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 79, + "primary_distance_atr": 3.39075, + "raw_level_count": 98, + "gate_level_count": 98, + "range_504_log": 0.80632, + "range_504_ratio": 2.239651, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.048519, + "hold30_r": -0.510424 + }, + { + "symbol": "BK", + "date": "2026-02-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.378563, + "strategy_rank": 60.942127, + "production_rank": 68.754273, + "structural_overlay_pass": false, + "structural_overlay_score": 65.316559, + "structural_overlay_rr": 1.526371, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.526371, + "primary_prob": 16.76, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.289557, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 0.871932, + "range_504_ratio": 2.391527, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.457991, + "hold30_r": -1.0 + }, + { + "symbol": "C", + "date": "2026-02-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.281642, + "strategy_rank": 72.770187, + "production_rank": 78.274005, + "structural_overlay_pass": false, + "structural_overlay_score": 74.360305, + "structural_overlay_rr": 1.537196, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.359661, + "primary_prob": 21.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.039491, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 0.865803, + "range_504_ratio": 2.376914, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.309544, + "hold30_r": -1.0 + }, + { + "symbol": "CAT", + "date": "2026-02-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.614595, + "strategy_rank": 86.861275, + "production_rank": 89.112382, + "structural_overlay_pass": false, + "structural_overlay_score": 84.656762, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.920982, + "primary_prob": 46.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.381474, + "raw_level_count": 106, + "gate_level_count": 106, + "range_504_log": 0.995259, + "range_504_ratio": 2.705425, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.880398, + "hold30_r": 0.076883 + }, + { + "symbol": "CIEN", + "date": "2026-02-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.631699, + "strategy_rank": 98.018298, + "production_rank": 98.222765, + "structural_overlay_pass": false, + "structural_overlay_score": 93.311627, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.979536, + "primary_prob": 30.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.469303, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 1.887728, + "range_504_ratio": 6.604349, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.961041, + "hold30_r": 4.785221 + }, + { + "symbol": "CMI", + "date": "2026-02-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.431015, + "strategy_rank": 79.000004, + "production_rank": 81.477008, + "structural_overlay_pass": false, + "structural_overlay_score": 77.403157, + "structural_overlay_rr": 1.681031, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.830487, + "primary_prob": 37.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.24573, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 0.962624, + "range_504_ratio": 2.618559, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.79173, + "hold30_r": -0.254843 + }, + { + "symbol": "COHR", + "date": "2026-02-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.035348, + "strategy_rank": 97.515187, + "production_rank": 97.355241, + "structural_overlay_pass": false, + "structural_overlay_score": 92.487479, + "structural_overlay_rr": 1.149505, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.978084, + "primary_prob": 45.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.467126, + "raw_level_count": 145, + "gate_level_count": 145, + "range_504_log": 1.6674, + "range_504_ratio": 5.298376, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.962857, + "hold30_r": 1.615233 + }, + { + "symbol": "COR", + "date": "2026-02-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.904219, + "strategy_rank": 77.814182, + "production_rank": 82.510861, + "structural_overlay_pass": false, + "structural_overlay_score": 78.385318, + "structural_overlay_rr": 1.582998, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.869025, + "primary_prob": 37.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.303538, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 0.564115, + "range_504_ratio": 1.757892, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.825306, + "hold30_r": -1.0 + }, + { + "symbol": "CRL", + "date": "2026-02-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.326112, + "strategy_rank": 81.689712, + "production_rank": 81.901845, + "structural_overlay_pass": false, + "structural_overlay_score": 77.806753, + "structural_overlay_rr": 1.979563, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.906384, + "primary_prob": 30.7, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 134, + "primary_distance_atr": 2.859576, + "raw_level_count": 103, + "gate_level_count": 103, + "range_504_log": 1.096496, + "range_504_ratio": 2.993657, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.03001, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2026-02-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.04447, + "strategy_rank": 93.765941, + "production_rank": 93.525451, + "structural_overlay_pass": false, + "structural_overlay_score": 88.849178, + "structural_overlay_rr": 0.706343, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.706343, + "primary_prob": 40.22, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 3.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.059515, + "raw_level_count": 211, + "gate_level_count": 211, + "range_504_log": 2.488239, + "range_504_ratio": 12.040059, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.688062, + "hold30_r": -1.0 + }, + { + "symbol": "CVS", + "date": "2026-02-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.132269, + "strategy_rank": 83.19566, + "production_rank": 86.17453, + "structural_overlay_pass": false, + "structural_overlay_score": 81.865803, + "structural_overlay_rr": 2.030165, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.709432, + "primary_prob": 33.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.564148, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.670275, + "range_504_ratio": 1.954775, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.041863, + "hold30_r": -1.0 + }, + { + "symbol": "DG", + "date": "2026-02-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.175599, + "strategy_rank": 91.589813, + "production_rank": 93.785075, + "structural_overlay_pass": false, + "structural_overlay_score": 89.095821, + "structural_overlay_rr": 1.508781, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.78933, + "primary_prob": 21.74, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 4.183995, + "raw_level_count": 109, + "gate_level_count": 109, + "range_504_log": 0.928232, + "range_504_ratio": 2.530032, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -2.089286, + "hold30_r": -2.044896 + }, + { + "symbol": "DLTR", + "date": "2026-02-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.351197, + "strategy_rank": 90.51751, + "production_rank": 92.462073, + "structural_overlay_pass": false, + "structural_overlay_score": 87.838969, + "structural_overlay_rr": 1.608596, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.856506, + "primary_prob": 31.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 65, + "primary_distance_atr": 2.784759, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 0.916225, + "range_504_ratio": 2.499835, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.818087, + "hold30_r": -1.0 + }, + { + "symbol": "EBAY", + "date": "2026-02-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.255416, + "strategy_rank": 84.782204, + "production_rank": 85.939942, + "structural_overlay_pass": false, + "structural_overlay_score": 81.642945, + "structural_overlay_rr": 1.795346, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.736329, + "primary_prob": 56.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 91.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.104494, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 0.909394, + "range_504_ratio": 2.482818, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.038063, + "hold30_r": -1.0 + }, + { + "symbol": "EL", + "date": "2026-02-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.307868, + "strategy_rank": 90.314484, + "production_rank": 90.312278, + "structural_overlay_pass": false, + "structural_overlay_score": 85.796664, + "structural_overlay_rr": 1.750961, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.903873, + "primary_prob": 46.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 69.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.35581, + "raw_level_count": 155, + "gate_level_count": 155, + "range_504_log": 1.194728, + "range_504_ratio": 3.30266, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.879435, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2026-02-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.518814, + "strategy_rank": 84.811975, + "production_rank": 85.047588, + "structural_overlay_pass": false, + "structural_overlay_score": 80.795209, + "structural_overlay_rr": 1.657829, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.693667, + "primary_prob": 28.86, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.540501, + "raw_level_count": 131, + "gate_level_count": 131, + "range_504_log": 1.220551, + "range_504_ratio": 3.389053, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.653785, + "hold30_r": 0.201445 + }, + { + "symbol": "EXPD", + "date": "2026-02-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.290764, + "strategy_rank": 71.30763, + "production_rank": 75.968675, + "structural_overlay_pass": false, + "structural_overlay_score": 72.170241, + "structural_overlay_rr": 0.739584, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.739584, + "primary_prob": 53.26, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.109376, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.509272, + "range_504_ratio": 1.664079, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.071043, + "hold30_r": -1.0 + }, + { + "symbol": "EXPE", + "date": "2026-02-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.526796, + "strategy_rank": 93.916197, + "production_rank": 94.11973, + "structural_overlay_pass": false, + "structural_overlay_score": 89.413744, + "structural_overlay_rr": 1.559998, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.218339, + "primary_prob": 24.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.827509, + "raw_level_count": 101, + "gate_level_count": 101, + "range_504_log": 1.041207, + "range_504_ratio": 2.832634, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.076746, + "hold30_r": -1.051542 + }, + { + "symbol": "F", + "date": "2026-02-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.352338, + "strategy_rank": 77.254486, + "production_rank": 79.287103, + "structural_overlay_pass": false, + "structural_overlay_score": 75.322748, + "structural_overlay_rr": 1.803677, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.105446, + "primary_prob": 28.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 3.158169, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.564946, + "range_504_ratio": 1.759354, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.041993, + "hold30_r": -1.0 + }, + { + "symbol": "FCX", + "date": "2026-02-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.711517, + "strategy_rank": 89.060519, + "production_rank": 88.944185, + "structural_overlay_pass": false, + "structural_overlay_score": 84.496976, + "structural_overlay_rr": 2.313997, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.050582, + "primary_prob": 28.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.575873, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.920476, + "range_504_ratio": 2.510484, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.023765, + "hold30_r": -1.526061 + }, + { + "symbol": "FIX", + "date": "2026-02-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.719498, + "strategy_rank": 96.458256, + "production_rank": 96.87867, + "structural_overlay_pass": false, + "structural_overlay_score": 92.034737, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.887635, + "primary_prob": 48.0, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.331453, + "raw_level_count": 186, + "gate_level_count": 186, + "range_504_log": 1.708489, + "range_504_ratio": 5.520612, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.859342, + "hold30_r": 2.572824 + }, + { + "symbol": "FOX", + "date": "2026-02-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.957811, + "strategy_rank": 70.629512, + "production_rank": 74.072278, + "structural_overlay_pass": false, + "structural_overlay_score": 70.368664, + "structural_overlay_rr": 2.919301, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.703797, + "primary_prob": 40.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.055695, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 0.971122, + "range_504_ratio": 2.640906, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.052167, + "hold30_r": -1.0 + }, + { + "symbol": "FOXA", + "date": "2026-02-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.150513, + "strategy_rank": 73.478738, + "production_rank": 77.035996, + "structural_overlay_pass": false, + "structural_overlay_score": 73.184197, + "structural_overlay_rr": 1.567988, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.759717, + "primary_prob": 37.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.139576, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.99352, + "range_504_ratio": 2.700725, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.049971, + "hold30_r": -1.0 + }, + { + "symbol": "FSLR", + "date": "2026-02-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.553022, + "strategy_rank": 95.180631, + "production_rank": 95.304761, + "structural_overlay_pass": false, + "structural_overlay_score": 90.539523, + "structural_overlay_rr": 1.526522, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.759204, + "primary_prob": 57.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.138805, + "raw_level_count": 124, + "gate_level_count": 124, + "range_504_log": 0.96767, + "range_504_ratio": 2.631806, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.024241, + "hold30_r": -1.0 + }, + { + "symbol": "GD", + "date": "2026-02-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.887115, + "strategy_rank": 62.937022, + "production_rank": 70.920386, + "structural_overlay_pass": false, + "structural_overlay_score": 67.374367, + "structural_overlay_rr": 1.361683, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.018575, + "primary_prob": 31.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.527863, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.435392, + "range_504_ratio": 1.545569, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.055278, + "hold30_r": -1.0 + }, + { + "symbol": "GE", + "date": "2026-02-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.702395, + "strategy_rank": 79.192017, + "production_rank": 83.695476, + "structural_overlay_pass": false, + "structural_overlay_score": 79.510703, + "structural_overlay_rr": 1.520688, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.821763, + "primary_prob": 39.92, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 24.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.232645, + "raw_level_count": 124, + "gate_level_count": 124, + "range_504_log": 0.909746, + "range_504_ratio": 2.483693, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.775742, + "hold30_r": -1.0 + }, + { + "symbol": "GOOG", + "date": "2026-02-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.509692, + "strategy_rank": 77.57146, + "production_rank": 81.550871, + "structural_overlay_pass": false, + "structural_overlay_score": 77.473327, + "structural_overlay_rr": 1.244148, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.248586, + "primary_prob": 22.57, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.872879, + "raw_level_count": 100, + "gate_level_count": 100, + "range_504_log": 0.978975, + "range_504_ratio": 2.661726, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.043963, + "hold30_r": -1.0 + }, + { + "symbol": "GOOGL", + "date": "2026-02-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.965792, + "strategy_rank": 78.641584, + "production_rank": 82.41632, + "structural_overlay_pass": false, + "structural_overlay_score": 78.295504, + "structural_overlay_rr": 1.200998, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.171548, + "primary_prob": 24.46, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.757321, + "raw_level_count": 100, + "gate_level_count": 100, + "range_504_log": 0.982435, + "range_504_ratio": 2.670952, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.043727, + "hold30_r": -1.0 + }, + { + "symbol": "GS", + "date": "2026-02-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.606613, + "strategy_rank": 71.101763, + "production_rank": 75.60338, + "structural_overlay_pass": false, + "structural_overlay_score": 71.823211, + "structural_overlay_rr": 1.667486, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.440539, + "primary_prob": 22.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.160809, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 0.964878, + "range_504_ratio": 2.624467, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.39789, + "hold30_r": -1.207275 + }, + { + "symbol": "HAS", + "date": "2026-02-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.737742, + "strategy_rank": 71.485362, + "production_rank": 77.569488, + "structural_overlay_pass": false, + "structural_overlay_score": 73.691014, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.814436, + "primary_prob": 47.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.721653, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.748333, + "range_504_ratio": 2.113474, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.753277, + "hold30_r": -1.0 + }, + { + "symbol": "HII", + "date": "2026-02-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.807298, + "strategy_rank": 87.867497, + "production_rank": 90.847431, + "structural_overlay_pass": false, + "structural_overlay_score": 86.305059, + "structural_overlay_rr": 1.340991, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.720489, + "primary_prob": 39.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.080733, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 1.009824, + "range_504_ratio": 2.745118, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.691312, + "hold30_r": 1.524459 + }, + { + "symbol": "HSY", + "date": "2026-02-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.694413, + "strategy_rank": 73.091208, + "production_rank": 76.62561, + "structural_overlay_pass": false, + "structural_overlay_score": 72.794329, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.502258, + "primary_prob": 52.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 82, + "primary_distance_atr": 2.253387, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.475971, + "range_504_ratio": 1.609577, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.051183, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2026-02-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.386545, + "strategy_rank": 76.565121, + "production_rank": 82.172262, + "structural_overlay_pass": false, + "structural_overlay_score": 78.063649, + "structural_overlay_rr": 1.860195, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.353156, + "primary_prob": 20.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.029733, + "raw_level_count": 148, + "gate_level_count": 148, + "range_504_log": 1.381326, + "range_504_ratio": 3.980175, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.306857, + "hold30_r": 2.383082 + }, + { + "symbol": "IDXX", + "date": "2026-02-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.448119, + "strategy_rank": 83.877164, + "production_rank": 86.400816, + "structural_overlay_pass": false, + "structural_overlay_score": 82.080775, + "structural_overlay_rr": 2.12478, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.864031, + "primary_prob": 31.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.796047, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.771041, + "range_504_ratio": 2.162015, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.046472, + "hold30_r": -1.0 + }, + { + "symbol": "INCY", + "date": "2026-02-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.992018, + "strategy_rank": 82.8753, + "production_rank": 85.580873, + "structural_overlay_pass": false, + "structural_overlay_score": 81.301829, + "structural_overlay_rr": 0.851562, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.145996, + "primary_prob": 26.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.718995, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.80209, + "range_504_ratio": 2.230198, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.105528, + "hold30_r": -1.0 + }, + { + "symbol": "INTC", + "date": "2026-02-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.263398, + "strategy_rank": 97.811341, + "production_rank": 97.628693, + "structural_overlay_pass": false, + "structural_overlay_score": 92.747259, + "structural_overlay_rr": 0.673757, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.799013, + "primary_prob": 29.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.69852, + "raw_level_count": 110, + "gate_level_count": 110, + "range_504_log": 1.128449, + "range_504_ratio": 3.090858, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.020001, + "hold30_r": -1.0 + }, + { + "symbol": "IVZ", + "date": "2026-02-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.659065, + "strategy_rank": 78.852472, + "production_rank": 81.45467, + "structural_overlay_pass": false, + "structural_overlay_score": 77.381936, + "structural_overlay_rr": 1.582131, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.677835, + "primary_prob": 52.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.016752, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.937107, + "range_504_ratio": 2.552586, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.644563, + "hold30_r": -1.181369 + }, + { + "symbol": "JBL", + "date": "2026-02-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.185861, + "strategy_rank": 81.266963, + "production_rank": 81.239929, + "structural_overlay_pass": false, + "structural_overlay_score": 77.177932, + "structural_overlay_rr": 0.781498, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.716244, + "primary_prob": 55.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.074366, + "raw_level_count": 121, + "gate_level_count": 121, + "range_504_log": 0.990421, + "range_504_ratio": 2.692368, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.684977, + "hold30_r": 0.762828 + }, + { + "symbol": "KLAC", + "date": "2026-02-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.298746, + "strategy_rank": 93.620044, + "production_rank": 93.846278, + "structural_overlay_pass": false, + "structural_overlay_score": 89.153964, + "structural_overlay_rr": 1.063568, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.669132, + "primary_prob": 41.8, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 3.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.003698, + "raw_level_count": 133, + "gate_level_count": 133, + "range_504_log": 1.122155, + "range_504_ratio": 3.071467, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.645695, + "hold30_r": 1.476492 + }, + { + "symbol": "LDOS", + "date": "2026-02-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.027366, + "strategy_rank": 67.967279, + "production_rank": 74.653975, + "structural_overlay_pass": false, + "structural_overlay_score": 70.921276, + "structural_overlay_rr": 2.229898, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.965464, + "primary_prob": 50.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.448196, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.635686, + "range_504_ratio": 1.888318, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.916125, + "hold30_r": -1.0 + }, + { + "symbol": "LHX", + "date": "2026-02-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.360319, + "strategy_rank": 74.857002, + "production_rank": 80.691441, + "structural_overlay_pass": false, + "structural_overlay_score": 76.656869, + "structural_overlay_rr": 1.727647, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.731811, + "primary_prob": 54.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.097716, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.649238, + "range_504_ratio": 1.914082, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.688889, + "hold30_r": 0.666616 + }, + { + "symbol": "LLY", + "date": "2026-02-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.124287, + "strategy_rank": 83.579493, + "production_rank": 83.427758, + "structural_overlay_pass": false, + "structural_overlay_score": 79.25637, + "structural_overlay_rr": 0.898783, + "structural_overlay_sources": [ + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.0748, + "primary_prob": 30.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.6122, + "raw_level_count": 122, + "gate_level_count": 122, + "range_504_log": 0.597665, + "range_504_ratio": 1.817868, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.042358, + "hold30_r": -1.0 + }, + { + "symbol": "LRCX", + "date": "2026-02-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.947548, + "strategy_rank": 96.686151, + "production_rank": 97.106617, + "structural_overlay_pass": false, + "structural_overlay_score": 92.251286, + "structural_overlay_rr": 0.875494, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.864841, + "primary_prob": 34.18, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 3.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.297261, + "raw_level_count": 120, + "gate_level_count": 120, + "range_504_log": 1.497863, + "range_504_ratio": 4.472124, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.84215, + "hold30_r": -1.0 + }, + { + "symbol": "LUV", + "date": "2026-02-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.527936, + "strategy_rank": 82.871603, + "production_rank": 82.423714, + "structural_overlay_pass": false, + "structural_overlay_score": 78.302528, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.15108, + "primary_prob": 40.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.72662, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.809327, + "range_504_ratio": 2.246395, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.040846, + "hold30_r": -1.0 + }, + { + "symbol": "LVS", + "date": "2026-02-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.974914, + "strategy_rank": 84.994727, + "production_rank": 85.321456, + "structural_overlay_pass": false, + "structural_overlay_score": 81.055383, + "structural_overlay_rr": 1.947047, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.811235, + "primary_prob": 21.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.716853, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.847788, + "range_504_ratio": 2.334476, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.03581, + "hold30_r": -1.0 + }, + { + "symbol": "MCHP", + "date": "2026-02-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.04561, + "strategy_rank": 82.243531, + "production_rank": 81.510891, + "structural_overlay_pass": false, + "structural_overlay_score": 77.435346, + "structural_overlay_rr": 1.673905, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.839233, + "primary_prob": 31.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 78, + "primary_distance_atr": 2.75885, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 1.080774, + "range_504_ratio": 2.94696, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.05709, + "hold30_r": -1.023664 + }, + { + "symbol": "MU", + "date": "2026-02-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.5439, + "strategy_rank": 98.52032, + "production_rank": 98.861513, + "structural_overlay_pass": false, + "structural_overlay_score": 93.918438, + "structural_overlay_rr": 1.880886, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.090033, + "primary_prob": 27.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.63505, + "raw_level_count": 128, + "gate_level_count": 128, + "range_504_log": 2.001708, + "range_504_ratio": 7.40169, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.070196, + "hold30_r": 1.036417 + }, + { + "symbol": "NEM", + "date": "2026-02-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.403649, + "strategy_rank": 95.571974, + "production_rank": 96.515866, + "structural_overlay_pass": false, + "structural_overlay_score": 91.690072, + "structural_overlay_rr": 0.82579, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.82579, + "primary_prob": 35.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.238684, + "raw_level_count": 108, + "gate_level_count": 108, + "range_504_log": 1.522711, + "range_504_ratio": 4.584636, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.80079, + "hold30_r": -1.420082 + }, + { + "symbol": "NRG", + "date": "2026-02-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.535918, + "strategy_rank": 88.05091, + "production_rank": 88.879246, + "structural_overlay_pass": false, + "structural_overlay_score": 84.435284, + "structural_overlay_rr": 1.965129, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.707576, + "primary_prob": 33.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.561364, + "raw_level_count": 120, + "gate_level_count": 120, + "range_504_log": 1.259042, + "range_504_ratio": 3.522044, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.677133, + "hold30_r": 0.143319 + }, + { + "symbol": "NVDA", + "date": "2026-02-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.115165, + "strategy_rank": 81.560821, + "production_rank": 83.412269, + "structural_overlay_pass": false, + "structural_overlay_score": 79.241655, + "structural_overlay_rr": 1.70737, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.613973, + "primary_prob": 35.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 57, + "primary_distance_atr": 2.420959, + "raw_level_count": 194, + "gate_level_count": 194, + "range_504_log": 1.203454, + "range_504_ratio": 3.331605, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.574453, + "hold30_r": 0.094271 + }, + { + "symbol": "PLTR", + "date": "2026-02-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.842645, + "strategy_rank": 93.505551, + "production_rank": 93.617916, + "structural_overlay_pass": false, + "structural_overlay_score": 88.93702, + "structural_overlay_rr": 1.523593, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.7529, + "primary_prob": 41.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.12935, + "raw_level_count": 199, + "gate_level_count": 199, + "range_504_log": 2.553617, + "range_504_ratio": 12.853515, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.733303, + "hold30_r": 1.557801 + }, + { + "symbol": "RL", + "date": "2026-02-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.922463, + "strategy_rank": 75.708181, + "production_rank": 78.446275, + "structural_overlay_pass": false, + "structural_overlay_score": 74.523961, + "structural_overlay_rr": 1.781016, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.72053, + "primary_prob": 22.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.580795, + "raw_level_count": 117, + "gate_level_count": 117, + "range_504_log": 0.97544, + "range_504_ratio": 2.652335, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.680939, + "hold30_r": -0.513792 + }, + { + "symbol": "ROK", + "date": "2026-02-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.483466, + "strategy_rank": 72.382112, + "production_rank": 77.74923, + "structural_overlay_pass": false, + "structural_overlay_score": 73.861769, + "structural_overlay_rr": 1.16702, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.734897, + "primary_prob": 40.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.102345, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.713223, + "range_504_ratio": 2.040558, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.690194, + "hold30_r": -1.0 + }, + { + "symbol": "RTX", + "date": "2026-02-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.220068, + "strategy_rank": 71.669748, + "production_rank": 78.186521, + "structural_overlay_pass": false, + "structural_overlay_score": 74.277195, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.938651, + "primary_prob": 32.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.407976, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.842691, + "range_504_ratio": 2.32261, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.886548, + "hold30_r": 0.291127 + }, + { + "symbol": "SATS", + "date": "2026-02-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.885975, + "strategy_rank": 99.886053, + "production_rank": 99.886027, + "structural_overlay_pass": false, + "structural_overlay_score": 94.891725, + "structural_overlay_rr": 1.787412, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.912976, + "primary_prob": 33.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.369465, + "raw_level_count": 123, + "gate_level_count": 123, + "range_504_log": 2.414047, + "range_504_ratio": 11.179111, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.893218, + "hold30_r": 0.260323 + }, + { + "symbol": "STT", + "date": "2026-02-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.50171, + "strategy_rank": 64.815361, + "production_rank": 70.044144, + "structural_overlay_pass": false, + "structural_overlay_score": 66.541937, + "structural_overlay_rr": 1.172021, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.296154, + "primary_prob": 22.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.94423, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.668997, + "range_504_ratio": 1.952278, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.241022, + "hold30_r": -1.0 + }, + { + "symbol": "STX", + "date": "2026-02-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.087799, + "strategy_rank": 98.849514, + "production_rank": 98.928943, + "structural_overlay_pass": false, + "structural_overlay_score": 93.982495, + "structural_overlay_rr": 1.246957, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.023865, + "primary_prob": 28.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.535798, + "raw_level_count": 119, + "gate_level_count": 119, + "range_504_log": 1.983797, + "range_504_ratio": 7.270296, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.004849, + "hold30_r": -1.036258 + }, + { + "symbol": "TEL", + "date": "2026-02-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.763968, + "strategy_rank": 77.289044, + "production_rank": 81.780685, + "structural_overlay_pass": false, + "structural_overlay_score": 77.691651, + "structural_overlay_rr": 1.673713, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.31531, + "primary_prob": 24.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 95.0, + "primary_rejection_count": 31, + "primary_distance_atr": 3.472966, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.767949, + "range_504_ratio": 2.155341, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.276152, + "hold30_r": -1.0 + }, + { + "symbol": "TER", + "date": "2026-02-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.579247, + "strategy_rank": 96.103767, + "production_rank": 96.26226, + "structural_overlay_pass": false, + "structural_overlay_score": 91.449147, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.90693, + "primary_prob": 47.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.360395, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 1.502505, + "range_504_ratio": 4.49293, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.880528, + "hold30_r": 0.959184 + }, + { + "symbol": "TTWO", + "date": "2026-02-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.571266, + "strategy_rank": 77.818657, + "production_rank": 81.069527, + "structural_overlay_pass": false, + "structural_overlay_score": 77.01605, + "structural_overlay_rr": 0.66756, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.822614, + "primary_prob": 29.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 86.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.733921, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 0.671867, + "range_504_ratio": 1.95789, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.792341, + "hold30_r": 0.578859 + }, + { + "symbol": "VRT", + "date": "2026-02-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.053592, + "strategy_rank": 90.528641, + "production_rank": 90.036958, + "structural_overlay_pass": false, + "structural_overlay_score": 85.53511, + "structural_overlay_rr": 1.504546, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.77677, + "primary_prob": 40.8, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 20.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.165156, + "raw_level_count": 193, + "gate_level_count": 193, + "range_504_log": 1.328944, + "range_504_ratio": 3.777052, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.753816, + "hold30_r": 5.044811 + }, + { + "symbol": "VTR", + "date": "2026-02-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.554162, + "strategy_rank": 59.392009, + "production_rank": 67.112727, + "structural_overlay_pass": false, + "structural_overlay_score": 63.75709, + "structural_overlay_rr": 0.888484, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.888484, + "primary_prob": 47.97, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.332727, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.680889, + "range_504_ratio": 1.975633, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.819278, + "hold30_r": 1.152863 + }, + { + "symbol": "WDC", + "date": "2026-02-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.315849, + "strategy_rank": 98.804371, + "production_rank": 98.974864, + "structural_overlay_pass": false, + "structural_overlay_score": 94.026121, + "structural_overlay_rr": 0.821911, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.821911, + "primary_prob": 35.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.232867, + "raw_level_count": 130, + "gate_level_count": 130, + "range_504_log": 2.330631, + "range_504_ratio": 10.284426, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.804959, + "hold30_r": 1.0721 + }, + { + "symbol": "WELL", + "date": "2026-02-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.202965, + "strategy_rank": 62.526376, + "production_rank": 70.418572, + "structural_overlay_pass": false, + "structural_overlay_score": 66.897643, + "structural_overlay_rr": 1.586596, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.414449, + "primary_prob": 21.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 8, + "primary_distance_atr": 3.621674, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 0.895227, + "range_504_ratio": 2.447892, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.350069, + "hold30_r": 0.822192 + }, + { + "symbol": "WYNN", + "date": "2026-02-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.062714, + "strategy_rank": 81.796459, + "production_rank": 82.885211, + "structural_overlay_pass": false, + "structural_overlay_score": 78.74095, + "structural_overlay_rr": 2.24759, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.621742, + "primary_prob": 35.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.432613, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.724973, + "range_504_ratio": 2.064674, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.044905, + "hold30_r": -1.0 + }, + { + "symbol": "WBD", + "date": "2026-02-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.859749, + "strategy_rank": 97.904896, + "production_rank": 98.22318, + "structural_overlay_pass": false, + "structural_overlay_score": 93.312021, + "structural_overlay_rr": 0.859701, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.858474, + "primary_prob": 40.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.287712, + "raw_level_count": 107, + "gate_level_count": 107, + "range_504_log": 1.508085, + "range_504_ratio": 4.518072, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.791366, + "hold30_r": 0.049056 + }, + { + "symbol": "HOOD", + "date": "2026-02-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.465222, + "strategy_rank": 96.776507, + "production_rank": 96.672745, + "structural_overlay_pass": false, + "structural_overlay_score": 91.839108, + "structural_overlay_rr": 2.729302, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.095633, + "primary_prob": 26.86, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.64345, + "raw_level_count": 184, + "gate_level_count": 184, + "range_504_log": 2.638147, + "range_504_ratio": 13.987264, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.016073, + "hold30_r": -0.785393 + }, + { + "symbol": "ADM", + "date": "2026-02-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.255416, + "strategy_rank": 72.913865, + "production_rank": 78.027715, + "structural_overlay_pass": false, + "structural_overlay_score": 74.12633, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.629845, + "primary_prob": 49.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 79, + "primary_distance_atr": 2.444768, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.536696, + "range_504_ratio": 1.710347, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.048216, + "hold30_r": -1.0 + }, + { + "symbol": "AES", + "date": "2026-02-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.404789, + "strategy_rank": 84.028528, + "production_rank": 84.487282, + "structural_overlay_pass": false, + "structural_overlay_score": 80.262918, + "structural_overlay_rr": 2.535477, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.819168, + "primary_prob": 46.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.728752, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 0.85347, + "range_504_ratio": 2.34778, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.77782, + "hold30_r": -2.367279 + }, + { + "symbol": "ALB", + "date": "2026-02-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.605473, + "strategy_rank": 96.92769, + "production_rank": 97.153618, + "structural_overlay_pass": false, + "structural_overlay_score": 92.295937, + "structural_overlay_rr": 1.087393, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.552983, + "primary_prob": 36.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.329474, + "raw_level_count": 133, + "gate_level_count": 133, + "range_504_log": 1.375943, + "range_504_ratio": 3.958807, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.531869, + "hold30_r": 1.363011 + }, + { + "symbol": "AMAT", + "date": "2026-02-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.220068, + "strategy_rank": 91.538497, + "production_rank": 91.432354, + "structural_overlay_pass": false, + "structural_overlay_score": 86.860737, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.715725, + "primary_prob": 54.43, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.073588, + "raw_level_count": 115, + "gate_level_count": 115, + "range_504_log": 1.02423, + "range_504_ratio": 2.78495, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.686726, + "hold30_r": 0.387666 + }, + { + "symbol": "AMD", + "date": "2026-02-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.895097, + "strategy_rank": 96.139054, + "production_rank": 96.057735, + "structural_overlay_pass": false, + "structural_overlay_score": 91.254848, + "structural_overlay_rr": 1.764764, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.688753, + "primary_prob": 44.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.033129, + "raw_level_count": 116, + "gate_level_count": 116, + "range_504_log": 1.250519, + "range_504_ratio": 3.492154, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.668162, + "hold30_r": -0.197463 + }, + { + "symbol": "APH", + "date": "2026-02-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.693273, + "strategy_rank": 93.122294, + "production_rank": 94.31262, + "structural_overlay_pass": true, + "structural_overlay_score": 94.596989, + "structural_overlay_rr": 2.096742, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.790461, + "primary_prob": 27.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.685691, + "raw_level_count": 105, + "gate_level_count": 105, + "range_504_log": 1.183666, + "range_504_ratio": 3.266328, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.260875, + "hold30_r": -1.235018 + }, + { + "symbol": "APP", + "date": "2026-02-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.123147, + "strategy_rank": 96.945681, + "production_rank": 96.671503, + "structural_overlay_pass": false, + "structural_overlay_score": 91.837928, + "structural_overlay_rr": 1.408217, + "structural_overlay_sources": [ + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.563314, + "primary_prob": 20.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.344971, + "raw_level_count": 212, + "gate_level_count": 212, + "range_504_log": 2.804793, + "range_504_ratio": 16.523653, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.552144, + "hold30_r": 0.21751 + }, + { + "symbol": "APTV", + "date": "2026-02-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.957811, + "strategy_rank": 75.569446, + "production_rank": 77.365568, + "structural_overlay_pass": false, + "structural_overlay_score": 73.497289, + "structural_overlay_rr": 0.897919, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.752603, + "primary_prob": 47.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 63, + "primary_distance_atr": 2.628904, + "raw_level_count": 109, + "gate_level_count": 109, + "range_504_log": 0.633668, + "range_504_ratio": 1.884509, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.037694, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2026-02-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.31699, + "strategy_rank": 87.902029, + "production_rank": 87.373683, + "structural_overlay_pass": false, + "structural_overlay_score": 83.004998, + "structural_overlay_rr": 1.788279, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.369974, + "primary_prob": 21.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 3.554961, + "raw_level_count": 149, + "gate_level_count": 149, + "range_504_log": 1.241849, + "range_504_ratio": 3.462007, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.028343, + "hold30_r": -1.0 + }, + { + "symbol": "BA", + "date": "2026-02-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.729761, + "strategy_rank": 73.945566, + "production_rank": 76.206964, + "structural_overlay_pass": false, + "structural_overlay_score": 72.396616, + "structural_overlay_rr": 0.860931, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.808003, + "primary_prob": 39.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.212005, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.679828, + "range_504_ratio": 1.973539, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.044497, + "hold30_r": -1.0 + }, + { + "symbol": "BG", + "date": "2026-02-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.992018, + "strategy_rank": 83.002018, + "production_rank": 85.665351, + "structural_overlay_pass": false, + "structural_overlay_score": 81.382084, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.937052, + "primary_prob": 46.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.405579, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.603489, + "range_504_ratio": 1.828487, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.044431, + "hold30_r": -1.0 + }, + { + "symbol": "BIIB", + "date": "2026-02-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.782212, + "strategy_rank": 79.400443, + "production_rank": 80.527699, + "structural_overlay_pass": false, + "structural_overlay_score": 76.501314, + "structural_overlay_rr": 1.579463, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.64856, + "primary_prob": 49.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 75, + "primary_distance_atr": 2.472839, + "raw_level_count": 98, + "gate_level_count": 98, + "range_504_log": 0.800256, + "range_504_ratio": 2.22611, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.041757, + "hold30_r": -1.0 + }, + { + "symbol": "BK", + "date": "2026-02-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.632839, + "strategy_rank": 63.82494, + "production_rank": 71.09424, + "structural_overlay_pass": false, + "structural_overlay_score": 67.539528, + "structural_overlay_rr": 1.4563, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.415857, + "primary_prob": 22.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.123786, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 0.894474, + "range_504_ratio": 2.446049, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.372077, + "hold30_r": -0.047624 + }, + { + "symbol": "C", + "date": "2026-02-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.580388, + "strategy_rank": 71.990948, + "production_rank": 75.854094, + "structural_overlay_pass": false, + "structural_overlay_score": 72.06139, + "structural_overlay_rr": 0.874898, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.872519, + "primary_prob": 38.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.308779, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 0.873744, + "range_504_ratio": 2.395865, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.836299, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2026-02-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.298746, + "strategy_rank": 86.985285, + "production_rank": 89.423106, + "structural_overlay_pass": false, + "structural_overlay_score": 84.95195, + "structural_overlay_rr": 1.540515, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.119581, + "primary_prob": 26.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.679371, + "raw_level_count": 119, + "gate_level_count": 119, + "range_504_log": 0.907169, + "range_504_ratio": 2.4773, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.076299, + "hold30_r": -1.0 + }, + { + "symbol": "CHRW", + "date": "2026-02-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.667047, + "strategy_rank": 91.825049, + "production_rank": 93.105715, + "structural_overlay_pass": false, + "structural_overlay_score": 88.450429, + "structural_overlay_rr": 1.03017, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.948079, + "primary_prob": 32.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.422119, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 1.140492, + "range_504_ratio": 3.128308, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.920051, + "hold30_r": -0.518706 + }, + { + "symbol": "COHR", + "date": "2026-02-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.149373, + "strategy_rank": 97.459726, + "production_rank": 97.356275, + "structural_overlay_pass": false, + "structural_overlay_score": 92.488461, + "structural_overlay_rr": 0.861078, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.886616, + "primary_prob": 48.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.329924, + "raw_level_count": 143, + "gate_level_count": 143, + "range_504_log": 1.690506, + "range_504_ratio": 5.422225, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.871566, + "hold30_r": 0.953411 + }, + { + "symbol": "COR", + "date": "2026-02-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.904219, + "strategy_rank": 77.306847, + "production_rank": 82.172637, + "structural_overlay_pass": false, + "structural_overlay_score": 78.064005, + "structural_overlay_rr": 1.544662, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.926148, + "primary_prob": 36.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.389222, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 0.564115, + "range_504_ratio": 1.757892, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.884624, + "hold30_r": -1.0 + }, + { + "symbol": "CRL", + "date": "2026-02-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.887115, + "strategy_rank": 85.747201, + "production_rank": 86.127172, + "structural_overlay_pass": false, + "structural_overlay_score": 81.820814, + "structural_overlay_rr": 2.336184, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.607541, + "primary_prob": 35.3, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 72, + "primary_distance_atr": 2.411311, + "raw_level_count": 103, + "gate_level_count": 103, + "range_504_log": 1.096496, + "range_504_ratio": 2.993657, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.585191, + "hold30_r": 0.029566 + }, + { + "symbol": "CVNA", + "date": "2026-02-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.50057, + "strategy_rank": 94.190467, + "production_rank": 93.960502, + "structural_overlay_pass": false, + "structural_overlay_score": 89.262476, + "structural_overlay_rr": 1.531448, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.033506, + "primary_prob": 36.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.550259, + "raw_level_count": 213, + "gate_level_count": 213, + "range_504_log": 2.313738, + "range_504_ratio": 10.11215, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.015233, + "hold30_r": -1.0 + }, + { + "symbol": "CVS", + "date": "2026-02-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.132269, + "strategy_rank": 83.051045, + "production_rank": 86.078119, + "structural_overlay_pass": false, + "structural_overlay_score": 81.774214, + "structural_overlay_rr": 0.890184, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.619452, + "primary_prob": 35.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.429178, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.670275, + "range_504_ratio": 1.954775, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.03906, + "hold30_r": -1.0 + }, + { + "symbol": "DG", + "date": "2026-02-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.289624, + "strategy_rank": 91.175041, + "production_rank": 93.546568, + "structural_overlay_pass": false, + "structural_overlay_score": 88.86924, + "structural_overlay_rr": 1.577106, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.535093, + "primary_prob": 26.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.30264, + "raw_level_count": 109, + "gate_level_count": 109, + "range_504_log": 0.928232, + "range_504_ratio": 2.530032, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.487082, + "hold30_r": -1.0 + }, + { + "symbol": "DHI", + "date": "2026-02-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.212087, + "strategy_rank": 79.580243, + "production_rank": 80.457524, + "structural_overlay_pass": false, + "structural_overlay_score": 76.434648, + "structural_overlay_rr": 1.583734, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.684037, + "primary_prob": 41.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 63.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.526056, + "raw_level_count": 98, + "gate_level_count": 98, + "range_504_log": 0.593095, + "range_504_ratio": 1.80958, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.039232, + "hold30_r": -1.0 + }, + { + "symbol": "DLTR", + "date": "2026-02-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.921323, + "strategy_rank": 90.898274, + "production_rank": 92.905957, + "structural_overlay_pass": false, + "structural_overlay_score": 88.260659, + "structural_overlay_rr": 1.114027, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.819346, + "primary_prob": 55.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 77, + "primary_distance_atr": 1.229019, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 0.916225, + "range_504_ratio": 2.499835, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.042392, + "hold30_r": -1.0 + }, + { + "symbol": "EA", + "date": "2026-02-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.04447, + "strategy_rank": 74.086861, + "production_rank": 80.406064, + "structural_overlay_pass": false, + "structural_overlay_score": 76.385761, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.957141, + "primary_prob": 30.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.935711, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.575692, + "range_504_ratio": 1.778361, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.218524, + "hold30_r": -1.037649 + }, + { + "symbol": "EBAY", + "date": "2026-02-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.483466, + "strategy_rank": 84.787462, + "production_rank": 86.019463, + "structural_overlay_pass": false, + "structural_overlay_score": 81.71849, + "structural_overlay_rr": 1.879769, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.207761, + "primary_prob": 25.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 91.0, + "primary_rejection_count": 40, + "primary_distance_atr": 3.311641, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 0.909394, + "range_504_ratio": 2.482818, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.174231, + "hold30_r": 1.809277 + }, + { + "symbol": "EL", + "date": "2026-02-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.676169, + "strategy_rank": 91.006462, + "production_rank": 91.229698, + "structural_overlay_pass": false, + "structural_overlay_score": 86.668213, + "structural_overlay_rr": 1.718815, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.135451, + "primary_prob": 20.42, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 63.0, + "primary_rejection_count": 21, + "primary_distance_atr": 3.203176, + "raw_level_count": 155, + "gate_level_count": 155, + "range_504_log": 1.193413, + "range_504_ratio": 3.298319, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.151489, + "hold30_r": -1.125617 + }, + { + "symbol": "EME", + "date": "2026-02-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.913341, + "strategy_rank": 86.669872, + "production_rank": 87.084362, + "structural_overlay_pass": false, + "structural_overlay_score": 82.730144, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.786703, + "primary_prob": 51.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.180054, + "raw_level_count": 139, + "gate_level_count": 139, + "range_504_log": 1.251219, + "range_504_ratio": 3.494601, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.750025, + "hold30_r": -1.0 + }, + { + "symbol": "EXPD", + "date": "2026-02-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.685291, + "strategy_rank": 80.074369, + "production_rank": 82.611343, + "structural_overlay_pass": false, + "structural_overlay_score": 78.480776, + "structural_overlay_rr": 1.849298, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.319285, + "primary_prob": 27.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.978927, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.509272, + "range_504_ratio": 1.664079, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.283382, + "hold30_r": 0.084291 + }, + { + "symbol": "EXPE", + "date": "2026-02-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.659065, + "strategy_rank": 88.073377, + "production_rank": 87.60194, + "structural_overlay_pass": false, + "structural_overlay_score": 83.221843, + "structural_overlay_rr": 1.670555, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.702109, + "primary_prob": 41.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.053164, + "raw_level_count": 103, + "gate_level_count": 103, + "range_504_log": 1.041207, + "range_504_ratio": 2.832634, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.023224, + "hold30_r": -1.0 + }, + { + "symbol": "F", + "date": "2026-02-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.649943, + "strategy_rank": 81.809103, + "production_rank": 84.75605, + "structural_overlay_pass": false, + "structural_overlay_score": 80.518247, + "structural_overlay_rr": 1.122334, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.536476, + "primary_prob": 23.78, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 3.804714, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.564946, + "range_504_ratio": 1.759354, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.062851, + "hold30_r": -1.0 + }, + { + "symbol": "FCX", + "date": "2026-02-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.623717, + "strategy_rank": 89.740007, + "production_rank": 89.701244, + "structural_overlay_pass": false, + "structural_overlay_score": 85.216182, + "structural_overlay_rr": 1.719009, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.823693, + "primary_prob": 50.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.23554, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.920476, + "range_504_ratio": 2.510484, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.795382, + "hold30_r": -1.090652 + }, + { + "symbol": "FIX", + "date": "2026-02-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.061574, + "strategy_rank": 96.838334, + "production_rank": 97.246081, + "structural_overlay_pass": false, + "structural_overlay_score": 92.383777, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.699767, + "primary_prob": 55.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.049651, + "raw_level_count": 190, + "gate_level_count": 190, + "range_504_log": 1.792088, + "range_504_ratio": 6.001971, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.672076, + "hold30_r": 0.710922 + }, + { + "symbol": "FOX", + "date": "2026-02-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.185861, + "strategy_rank": 71.949285, + "production_rank": 75.028144, + "structural_overlay_pass": false, + "structural_overlay_score": 71.276737, + "structural_overlay_rr": 1.947105, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.791987, + "primary_prob": 56.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.18798, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 0.971122, + "range_504_ratio": 2.640906, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.755154, + "hold30_r": 0.713147 + }, + { + "symbol": "FOXA", + "date": "2026-02-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.150513, + "strategy_rank": 74.773691, + "production_rank": 77.899298, + "structural_overlay_pass": false, + "structural_overlay_score": 74.004333, + "structural_overlay_rr": 0.770344, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.324675, + "primary_prob": 22.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.987013, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.99352, + "range_504_ratio": 2.700725, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.035276, + "hold30_r": -1.0 + }, + { + "symbol": "FSLR", + "date": "2026-02-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.27252, + "strategy_rank": 93.656258, + "production_rank": 93.528345, + "structural_overlay_pass": false, + "structural_overlay_score": 88.851928, + "structural_overlay_rr": 1.734499, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.508723, + "primary_prob": 37.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.263085, + "raw_level_count": 125, + "gate_level_count": 125, + "range_504_log": 0.96767, + "range_504_ratio": 2.631806, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.485456, + "hold30_r": -1.208984 + }, + { + "symbol": "GD", + "date": "2026-02-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.457241, + "strategy_rank": 63.501567, + "production_rank": 71.486791, + "structural_overlay_pass": false, + "structural_overlay_score": 67.912452, + "structural_overlay_rr": 1.083041, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.977394, + "primary_prob": 38.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.46609, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.435392, + "range_504_ratio": 1.545569, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.926116, + "hold30_r": 0.452204 + }, + { + "symbol": "GE", + "date": "2026-02-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.193843, + "strategy_rank": 76.722523, + "production_rank": 81.212963, + "structural_overlay_pass": false, + "structural_overlay_score": 77.152315, + "structural_overlay_rr": 0.944416, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.886017, + "primary_prob": 35.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.329025, + "raw_level_count": 124, + "gate_level_count": 124, + "range_504_log": 0.909746, + "range_504_ratio": 2.483693, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.841083, + "hold30_r": -1.205607 + }, + { + "symbol": "GM", + "date": "2026-02-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.438997, + "strategy_rank": 88.668819, + "production_rank": 90.925545, + "structural_overlay_pass": false, + "structural_overlay_score": 86.379267, + "structural_overlay_rr": 1.412736, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.435485, + "primary_prob": 19.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.153228, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 0.839907, + "range_504_ratio": 2.316151, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.04371, + "hold30_r": -1.0 + }, + { + "symbol": "GOOG", + "date": "2026-02-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.754846, + "strategy_rank": 81.141105, + "production_rank": 85.679019, + "structural_overlay_pass": false, + "structural_overlay_score": 81.395068, + "structural_overlay_rr": 1.262143, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.915871, + "primary_prob": 41.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.373807, + "raw_level_count": 101, + "gate_level_count": 101, + "range_504_log": 0.978975, + "range_504_ratio": 2.661726, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.054396, + "hold30_r": -1.013245 + }, + { + "symbol": "GOOGL", + "date": "2026-02-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.982896, + "strategy_rank": 81.947732, + "production_rank": 86.292787, + "structural_overlay_pass": false, + "structural_overlay_score": 81.978148, + "structural_overlay_rr": 2.017834, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.886938, + "primary_prob": 42.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.330407, + "raw_level_count": 101, + "gate_level_count": 101, + "range_504_log": 0.982435, + "range_504_ratio": 2.670952, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.040505, + "hold30_r": -1.0 + }, + { + "symbol": "GS", + "date": "2026-02-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.238312, + "strategy_rank": 70.389407, + "production_rank": 74.672375, + "structural_overlay_pass": false, + "structural_overlay_score": 70.938756, + "structural_overlay_rr": 1.30998, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.968368, + "primary_prob": 35.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.452551, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 0.964878, + "range_504_ratio": 2.624467, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.038076, + "hold30_r": -1.0 + }, + { + "symbol": "HAS", + "date": "2026-02-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.08894, + "strategy_rank": 72.793472, + "production_rank": 77.225295, + "structural_overlay_pass": false, + "structural_overlay_score": 73.36403, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.819668, + "primary_prob": 52.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.229502, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.842046, + "range_504_ratio": 2.321111, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.045998, + "hold30_r": -1.0 + }, + { + "symbol": "HII", + "date": "2026-02-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.517674, + "strategy_rank": 90.755788, + "production_rank": 93.343083, + "structural_overlay_pass": false, + "structural_overlay_score": 88.675929, + "structural_overlay_rr": 0.970188, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.824428, + "primary_prob": 51.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.236642, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 1.009824, + "range_504_ratio": 2.745118, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.794002, + "hold30_r": -1.0 + }, + { + "symbol": "HSY", + "date": "2026-02-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.922463, + "strategy_rank": 70.800208, + "production_rank": 75.174293, + "structural_overlay_pass": false, + "structural_overlay_score": 71.415578, + "structural_overlay_rr": 0.969562, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 11, + "rr": 3.280295, + "primary_prob": 29.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 79.0, + "primary_rejection_count": 34, + "primary_distance_atr": 4.920442, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.516462, + "range_504_ratio": 1.676086, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.050958, + "hold30_r": -1.0 + }, + { + "symbol": "IDXX", + "date": "2026-02-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.448119, + "strategy_rank": 83.253184, + "production_rank": 85.984829, + "structural_overlay_pass": false, + "structural_overlay_score": 81.685587, + "structural_overlay_rr": 2.215728, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.808525, + "primary_prob": 21.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 4.212787, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.771041, + "range_504_ratio": 2.162015, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.044435, + "hold30_r": -1.0 + }, + { + "symbol": "INCY", + "date": "2026-02-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.81642, + "strategy_rank": 85.675239, + "production_rank": 88.055633, + "structural_overlay_pass": false, + "structural_overlay_score": 83.652851, + "structural_overlay_rr": 1.067443, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.686069, + "primary_prob": 53.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 67.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.029104, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.80209, + "range_504_ratio": 2.230198, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.034145, + "hold30_r": -1.0 + }, + { + "symbol": "INTC", + "date": "2026-02-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.833523, + "strategy_rank": 97.870527, + "production_rank": 97.858192, + "structural_overlay_pass": false, + "structural_overlay_score": 92.965283, + "structural_overlay_rr": 0.788569, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.766702, + "primary_prob": 32.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.650053, + "raw_level_count": 110, + "gate_level_count": 110, + "range_504_log": 1.128449, + "range_504_ratio": 3.090858, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.019378, + "hold30_r": -1.0 + }, + { + "symbol": "IVZ", + "date": "2026-02-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.860889, + "strategy_rank": 77.843826, + "production_rank": 80.51618, + "structural_overlay_pass": false, + "structural_overlay_score": 76.490371, + "structural_overlay_rr": 1.736648, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.99696, + "primary_prob": 34.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.49544, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.937107, + "range_504_ratio": 2.552586, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.031271, + "hold30_r": -1.0 + }, + { + "symbol": "JBL", + "date": "2026-02-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.010262, + "strategy_rank": 82.522621, + "production_rank": 82.685168, + "structural_overlay_pass": false, + "structural_overlay_score": 78.550909, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.747255, + "primary_prob": 53.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.120883, + "raw_level_count": 122, + "gate_level_count": 122, + "range_504_log": 1.032611, + "range_504_ratio": 2.808389, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.717304, + "hold30_r": 0.594546 + }, + { + "symbol": "KLAC", + "date": "2026-02-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.526796, + "strategy_rank": 93.989415, + "production_rank": 94.168542, + "structural_overlay_pass": true, + "structural_overlay_score": 94.460115, + "structural_overlay_rr": 2.262845, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.926199, + "primary_prob": 25.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.889298, + "raw_level_count": 133, + "gate_level_count": 133, + "range_504_log": 1.122155, + "range_504_ratio": 3.071467, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.027076, + "hold30_r": -1.0 + }, + { + "symbol": "LDOS", + "date": "2026-02-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.281642, + "strategy_rank": 76.424505, + "production_rank": 80.710217, + "structural_overlay_pass": false, + "structural_overlay_score": 76.674706, + "structural_overlay_rr": 2.201126, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 2.205462, + "primary_prob": 27.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 3.308193, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.59946, + "range_504_ratio": 1.821135, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.034495, + "hold30_r": -1.0 + }, + { + "symbol": "LHX", + "date": "2026-02-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.95667, + "strategy_rank": 75.134028, + "production_rank": 81.408242, + "structural_overlay_pass": false, + "structural_overlay_score": 77.33783, + "structural_overlay_rr": 0.766074, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.831718, + "primary_prob": 37.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.247577, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.649238, + "range_504_ratio": 1.914082, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.784991, + "hold30_r": 0.213085 + }, + { + "symbol": "LLY", + "date": "2026-02-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.984036, + "strategy_rank": 79.693025, + "production_rank": 80.456696, + "structural_overlay_pass": false, + "structural_overlay_score": 76.433861, + "structural_overlay_rr": 1.510555, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.811675, + "primary_prob": 40.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.217513, + "raw_level_count": 122, + "gate_level_count": 122, + "range_504_log": 0.597665, + "range_504_ratio": 1.817868, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.033569, + "hold30_r": -1.0 + }, + { + "symbol": "LRCX", + "date": "2026-02-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.377423, + "strategy_rank": 96.427533, + "production_rank": 96.744163, + "structural_overlay_pass": false, + "structural_overlay_score": 91.906955, + "structural_overlay_rr": 1.09535, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.817845, + "primary_prob": 50.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.226768, + "raw_level_count": 122, + "gate_level_count": 122, + "range_504_log": 1.497863, + "range_504_ratio": 4.472124, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.792678, + "hold30_r": -1.0 + }, + { + "symbol": "LUV", + "date": "2026-02-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.948689, + "strategy_rank": 84.96919, + "production_rank": 84.962356, + "structural_overlay_pass": false, + "structural_overlay_score": 80.714238, + "structural_overlay_rr": 1.389753, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.637063, + "primary_prob": 30.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.455594, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.841465, + "range_504_ratio": 2.319763, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.03587, + "hold30_r": -1.0 + }, + { + "symbol": "LVS", + "date": "2026-02-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.115165, + "strategy_rank": 85.532262, + "production_rank": 86.059896, + "structural_overlay_pass": false, + "structural_overlay_score": 81.756901, + "structural_overlay_rr": 0.924879, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.997377, + "primary_prob": 49.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 1.496065, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.847788, + "range_504_ratio": 2.334476, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.037506, + "hold30_r": -1.0 + }, + { + "symbol": "MCHP", + "date": "2026-02-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.04561, + "strategy_rank": 82.047818, + "production_rank": 81.380415, + "structural_overlay_pass": true, + "structural_overlay_score": 82.311395, + "structural_overlay_rr": 2.534142, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.512054, + "primary_prob": 52.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 78, + "primary_distance_atr": 2.268081, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 1.080774, + "range_504_ratio": 2.94696, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.030962, + "hold30_r": -1.0 + }, + { + "symbol": "MCK", + "date": "2026-02-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.711517, + "strategy_rank": 82.291024, + "production_rank": 84.431188, + "structural_overlay_pass": false, + "structural_overlay_score": 80.209629, + "structural_overlay_rr": 1.201473, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.764463, + "primary_prob": 52.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.146694, + "raw_level_count": 130, + "gate_level_count": 130, + "range_504_log": 0.738505, + "range_504_ratio": 2.092805, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.725878, + "hold30_r": -1.0 + }, + { + "symbol": "MRK", + "date": "2026-02-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.440137, + "strategy_rank": 72.010025, + "production_rank": 75.486729, + "structural_overlay_pass": false, + "structural_overlay_score": 71.712393, + "structural_overlay_rr": 1.906144, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.301212, + "primary_prob": 41.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 3.451818, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.607833, + "range_504_ratio": 1.836448, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.050697, + "hold30_r": -1.0 + }, + { + "symbol": "MRNA", + "date": "2026-02-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.176739, + "strategy_rank": 88.806464, + "production_rank": 87.596556, + "structural_overlay_pass": false, + "structural_overlay_score": 83.216728, + "structural_overlay_rr": 0.967609, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.913828, + "primary_prob": 35.33, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 17.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.370743, + "raw_level_count": 177, + "gate_level_count": 177, + "range_504_log": 2.03487, + "range_504_ratio": 7.651257, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.89666, + "hold30_r": 2.022407 + }, + { + "symbol": "MU", + "date": "2026-02-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.5439, + "strategy_rank": 98.591059, + "production_rank": 98.908673, + "structural_overlay_pass": false, + "structural_overlay_score": 93.963239, + "structural_overlay_rr": 1.055885, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.797146, + "primary_prob": 51.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.195719, + "raw_level_count": 129, + "gate_level_count": 129, + "range_504_log": 2.001708, + "range_504_ratio": 7.40169, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.02105, + "hold30_r": -1.0 + }, + { + "symbol": "NEM", + "date": "2026-02-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.859749, + "strategy_rank": 96.341438, + "production_rank": 97.180875, + "structural_overlay_pass": false, + "structural_overlay_score": 92.321832, + "structural_overlay_rr": 1.99044, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.677325, + "primary_prob": 29.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.515988, + "raw_level_count": 110, + "gate_level_count": 110, + "range_504_log": 1.522711, + "range_504_ratio": 4.584636, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.028056, + "hold30_r": -1.0 + }, + { + "symbol": "NRG", + "date": "2026-02-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.606613, + "strategy_rank": 83.708171, + "production_rank": 84.007652, + "structural_overlay_pass": false, + "structural_overlay_score": 79.807269, + "structural_overlay_rr": 1.955127, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.97817, + "primary_prob": 24.94, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.967256, + "raw_level_count": 120, + "gate_level_count": 120, + "range_504_log": 1.259042, + "range_504_ratio": 3.522044, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.944012, + "hold30_r": -1.173813 + }, + { + "symbol": "PHM", + "date": "2026-02-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.27366, + "strategy_rank": 75.022436, + "production_rank": 76.772844, + "structural_overlay_pass": false, + "structural_overlay_score": 72.934202, + "structural_overlay_rr": 1.658749, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.629773, + "primary_prob": 30.12, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.44466, + "raw_level_count": 117, + "gate_level_count": 117, + "range_504_log": 0.528964, + "range_504_ratio": 1.697173, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.04279, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2026-02-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.421893, + "strategy_rank": 91.354349, + "production_rank": 91.04353, + "structural_overlay_pass": false, + "structural_overlay_score": 86.491354, + "structural_overlay_rr": 1.608765, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.830059, + "primary_prob": 38.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.245089, + "raw_level_count": 200, + "gate_level_count": 200, + "range_504_log": 2.32313, + "range_504_ratio": 10.207575, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.810338, + "hold30_r": 1.063728 + }, + { + "symbol": "ROK", + "date": "2026-02-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.50171, + "strategy_rank": 67.31601, + "production_rank": 71.711243, + "structural_overlay_pass": false, + "structural_overlay_score": 68.125681, + "structural_overlay_rr": 1.501852, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.1445, + "primary_prob": 32.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.71675, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.713223, + "range_504_ratio": 2.040558, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.110397, + "hold30_r": -1.0 + }, + { + "symbol": "ROL", + "date": "2026-02-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.641961, + "strategy_rank": 67.671507, + "production_rank": 72.328325, + "structural_overlay_pass": false, + "structural_overlay_score": 68.711909, + "structural_overlay_rr": 1.953069, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.092812, + "primary_prob": 36.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.639218, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.492696, + "range_504_ratio": 1.636724, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.046285, + "hold30_r": -1.0 + }, + { + "symbol": "SATS", + "date": "2026-02-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.885975, + "strategy_rank": 99.88613, + "production_rank": 99.886078, + "structural_overlay_pass": false, + "structural_overlay_score": 94.891775, + "structural_overlay_rr": 1.839504, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.260741, + "primary_prob": 24.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.891111, + "raw_level_count": 125, + "gate_level_count": 125, + "range_504_log": 2.414047, + "range_504_ratio": 11.179111, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.238463, + "hold30_r": 0.473735 + }, + { + "symbol": "TEL", + "date": "2026-02-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.965792, + "strategy_rank": 77.141776, + "production_rank": 81.416448, + "structural_overlay_pass": false, + "structural_overlay_score": 77.345625, + "structural_overlay_rr": 0.793577, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.714358, + "primary_prob": 58.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 96.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.071538, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.767949, + "range_504_ratio": 2.155341, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.673733, + "hold30_r": -1.0 + }, + { + "symbol": "ULTA", + "date": "2026-02-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.210946, + "strategy_rank": 86.363894, + "production_rank": 89.312911, + "structural_overlay_pass": false, + "structural_overlay_score": 84.847266, + "structural_overlay_rr": 1.205872, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.913035, + "primary_prob": 33.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.369552, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.818863, + "range_504_ratio": 2.26792, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.86192, + "hold30_r": -1.0 + }, + { + "symbol": "WYNN", + "date": "2026-02-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.053592, + "strategy_rank": 85.050341, + "production_rank": 86.384758, + "structural_overlay_pass": false, + "structural_overlay_score": 82.06552, + "structural_overlay_rr": 2.058696, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.575458, + "primary_prob": 35.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.363187, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.724973, + "range_504_ratio": 2.064674, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.53846, + "hold30_r": -1.0 + }, + { + "symbol": "WBD", + "date": "2026-02-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.087799, + "strategy_rank": 97.795058, + "production_rank": 98.225972, + "structural_overlay_pass": false, + "structural_overlay_score": 93.314673, + "structural_overlay_rr": 1.810684, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.835427, + "primary_prob": 14.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.75314, + "raw_level_count": 108, + "gate_level_count": 108, + "range_504_log": 1.508085, + "range_504_ratio": 4.518072, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.071032, + "hold30_r": -1.0 + }, + { + "symbol": "HOOD", + "date": "2026-02-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.537757, + "strategy_rank": 96.396978, + "production_rank": 96.110571, + "structural_overlay_pass": false, + "structural_overlay_score": 91.305043, + "structural_overlay_rr": 3.219597, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.934708, + "primary_prob": 33.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.402063, + "raw_level_count": 185, + "gate_level_count": 185, + "range_504_log": 2.468021, + "range_504_ratio": 11.799072, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.917794, + "hold30_r": -1.0 + }, + { + "symbol": "SNDK", + "date": "2026-02-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.885584, + "strategy_rank": 99.817169, + "production_rank": 99.839974, + "structural_overlay_pass": false, + "structural_overlay_score": 94.847975, + "structural_overlay_rr": 1.30446, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.085674, + "primary_prob": 42.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.628511, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 3.258083, + "range_504_ratio": 25.999641, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.015594, + "hold30_r": -1.0 + }, + { + "symbol": "ADM", + "date": "2026-02-20", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.762014, + "strategy_rank": 75.500533, + "production_rank": 80.921027, + "structural_overlay_pass": false, + "structural_overlay_score": 76.874975, + "structural_overlay_rr": 0.721866, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.857416, + "primary_prob": 21.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 67, + "primary_distance_atr": 4.286124, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.536696, + "range_504_ratio": 1.710347, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.047161, + "hold30_r": 1.910618 + }, + { + "symbol": "AES", + "date": "2026-02-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.98627, + "strategy_rank": 85.734225, + "production_rank": 86.484906, + "structural_overlay_pass": false, + "structural_overlay_score": 82.160661, + "structural_overlay_rr": 2.245438, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.553838, + "primary_prob": 51.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.330756, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 0.85347, + "range_504_ratio": 2.34778, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.507842, + "hold30_r": -3.01574 + }, + { + "symbol": "ALB", + "date": "2026-02-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.71167, + "strategy_rank": 97.028306, + "production_rank": 97.256094, + "structural_overlay_pass": false, + "structural_overlay_score": 92.39329, + "structural_overlay_rr": 0.801958, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.91053, + "primary_prob": 20.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 69, + "primary_distance_atr": 4.365795, + "raw_level_count": 133, + "gate_level_count": 133, + "range_504_log": 1.375943, + "range_504_ratio": 3.958807, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.024391, + "hold30_r": 0.333811 + }, + { + "symbol": "ALLE", + "date": "2026-02-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.897025, + "strategy_rank": 66.379972, + "production_rank": 72.552323, + "structural_overlay_pass": false, + "structural_overlay_score": 68.924707, + "structural_overlay_rr": 1.843696, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.667596, + "primary_prob": 34.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.501395, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.480313, + "range_504_ratio": 1.61658, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.049839, + "hold30_r": -1.0 + }, + { + "symbol": "AMD", + "date": "2026-02-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.025172, + "strategy_rank": 96.992963, + "production_rank": 97.003699, + "structural_overlay_pass": false, + "structural_overlay_score": 92.153514, + "structural_overlay_rr": 1.959002, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.131147, + "primary_prob": 32.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.69672, + "raw_level_count": 116, + "gate_level_count": 116, + "range_504_log": 1.250519, + "range_504_ratio": 3.492154, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.10812, + "hold30_r": 1.152212 + }, + { + "symbol": "APH", + "date": "2026-02-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.254005, + "strategy_rank": 93.694242, + "production_rank": 94.880829, + "structural_overlay_pass": false, + "structural_overlay_score": 90.136788, + "structural_overlay_rr": 1.575136, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.575136, + "primary_prob": 30.87, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.362705, + "raw_level_count": 105, + "gate_level_count": 105, + "range_504_log": 1.165644, + "range_504_ratio": 3.207989, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.029739, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2026-02-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.956522, + "strategy_rank": 88.198332, + "production_rank": 87.784395, + "structural_overlay_pass": false, + "structural_overlay_score": 83.395176, + "structural_overlay_rr": 1.869767, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.533079, + "primary_prob": 20.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.299619, + "raw_level_count": 149, + "gate_level_count": 149, + "range_504_log": 1.241849, + "range_504_ratio": 3.462007, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.03087, + "hold30_r": -1.0 + }, + { + "symbol": "BA", + "date": "2026-02-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.981693, + "strategy_rank": 75.773487, + "production_rank": 78.509556, + "structural_overlay_pass": false, + "structural_overlay_score": 74.584078, + "structural_overlay_rr": 1.092546, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.89064, + "primary_prob": 52.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.33596, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.679828, + "range_504_ratio": 1.973539, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.044895, + "hold30_r": -1.0 + }, + { + "symbol": "BG", + "date": "2026-02-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.16476, + "strategy_rank": 84.750948, + "production_rank": 87.888885, + "structural_overlay_pass": false, + "structural_overlay_score": 83.494441, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.938524, + "primary_prob": 46.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.407786, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.615907, + "range_504_ratio": 1.851335, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.046478, + "hold30_r": -1.0 + }, + { + "symbol": "BIIB", + "date": "2026-02-20", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.210526, + "strategy_rank": 79.837779, + "production_rank": 81.295362, + "structural_overlay_pass": false, + "structural_overlay_score": 77.230594, + "structural_overlay_rr": 1.769322, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.280691, + "primary_prob": 41.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 75, + "primary_distance_atr": 3.421036, + "raw_level_count": 98, + "gate_level_count": 98, + "range_504_log": 0.771472, + "range_504_ratio": 2.162948, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.046329, + "hold30_r": -1.0 + }, + { + "symbol": "BK", + "date": "2026-02-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.240275, + "strategy_rank": 63.743535, + "production_rank": 70.909115, + "structural_overlay_pass": false, + "structural_overlay_score": 67.363659, + "structural_overlay_rr": 1.514159, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.843855, + "primary_prob": 37.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.265783, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 0.894474, + "range_504_ratio": 2.446049, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.795818, + "hold30_r": -1.0 + }, + { + "symbol": "C", + "date": "2026-02-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.951945, + "strategy_rank": 71.491019, + "production_rank": 75.311328, + "structural_overlay_pass": false, + "structural_overlay_score": 71.545761, + "structural_overlay_rr": 1.355632, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.24612, + "primary_prob": 39.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.86918, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 0.849724, + "range_504_ratio": 2.339002, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.041822, + "hold30_r": -1.0 + }, + { + "symbol": "CAT", + "date": "2026-02-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.308924, + "strategy_rank": 88.257343, + "production_rank": 90.60787, + "structural_overlay_pass": false, + "structural_overlay_score": 86.077477, + "structural_overlay_rr": 0.821716, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.821716, + "primary_prob": 50.12, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.232574, + "raw_level_count": 113, + "gate_level_count": 113, + "range_504_log": 1.083421, + "range_504_ratio": 2.95477, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.041522, + "hold30_r": -1.0 + }, + { + "symbol": "CFG", + "date": "2026-02-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.608696, + "strategy_rank": 70.257594, + "production_rank": 74.374628, + "structural_overlay_pass": false, + "structural_overlay_score": 70.655896, + "structural_overlay_rr": 1.39972, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.939612, + "primary_prob": 31.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.409418, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 0.820076, + "range_504_ratio": 2.270672, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.052222, + "hold30_r": -1.0 + }, + { + "symbol": "CHRW", + "date": "2026-02-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.453089, + "strategy_rank": 92.756888, + "production_rank": 93.988955, + "structural_overlay_pass": false, + "structural_overlay_score": 89.289508, + "structural_overlay_rr": 1.014317, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.841116, + "primary_prob": 51.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.261674, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 1.140492, + "range_504_ratio": 3.128308, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.031835, + "hold30_r": -1.0 + }, + { + "symbol": "CRL", + "date": "2026-02-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.215103, + "strategy_rank": 86.784819, + "production_rank": 87.26158, + "structural_overlay_pass": false, + "structural_overlay_score": 82.898501, + "structural_overlay_rr": 1.585716, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.594575, + "primary_prob": 35.53, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 91, + "primary_distance_atr": 2.391862, + "raw_level_count": 103, + "gate_level_count": 103, + "range_504_log": 1.096496, + "range_504_ratio": 2.993657, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.023254, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2026-02-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.135011, + "strategy_rank": 93.961631, + "production_rank": 93.686091, + "structural_overlay_pass": false, + "structural_overlay_score": 89.001787, + "structural_overlay_rr": 1.745052, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.811705, + "primary_prob": 49.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 69.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.217557, + "raw_level_count": 214, + "gate_level_count": 214, + "range_504_log": 2.313738, + "range_504_ratio": 10.11215, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.015306, + "hold30_r": -1.0 + }, + { + "symbol": "CVS", + "date": "2026-02-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.295195, + "strategy_rank": 76.114855, + "production_rank": 78.508302, + "structural_overlay_pass": false, + "structural_overlay_score": 74.582887, + "structural_overlay_rr": 2.002303, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.669993, + "primary_prob": 34.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.50499, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.670275, + "range_504_ratio": 1.954775, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.043609, + "hold30_r": -1.0 + }, + { + "symbol": "DG", + "date": "2026-02-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.940503, + "strategy_rank": 91.263832, + "production_rank": 93.489389, + "structural_overlay_pass": false, + "structural_overlay_score": 88.81492, + "structural_overlay_rr": 1.953836, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.807443, + "primary_prob": 47.11, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.711164, + "raw_level_count": 108, + "gate_level_count": 108, + "range_504_log": 0.928232, + "range_504_ratio": 2.530032, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.043669, + "hold30_r": -1.0 + }, + { + "symbol": "DHI", + "date": "2026-02-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.697941, + "strategy_rank": 81.76938, + "production_rank": 83.0789, + "structural_overlay_pass": false, + "structural_overlay_score": 78.924955, + "structural_overlay_rr": 1.753166, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.86088, + "primary_prob": 38.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 63.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.79132, + "raw_level_count": 98, + "gate_level_count": 98, + "range_504_log": 0.593095, + "range_504_ratio": 1.80958, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.041837, + "hold30_r": -1.0 + }, + { + "symbol": "DLTR", + "date": "2026-02-20", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 96.224256, + "strategy_rank": 90.473418, + "production_rank": 92.390364, + "structural_overlay_pass": false, + "structural_overlay_score": 87.770846, + "structural_overlay_rr": 1.67754, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.168662, + "primary_prob": 42.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 101, + "primary_distance_atr": 3.252993, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 0.916225, + "range_504_ratio": 2.499835, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.039397, + "hold30_r": -1.0 + }, + { + "symbol": "EBAY", + "date": "2026-02-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.672769, + "strategy_rank": 85.598335, + "production_rank": 86.623147, + "structural_overlay_pass": false, + "structural_overlay_score": 82.291989, + "structural_overlay_rr": 1.859701, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.596965, + "primary_prob": 20.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.395448, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 0.875607, + "range_504_ratio": 2.400332, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.034308, + "hold30_r": -1.0 + }, + { + "symbol": "EL", + "date": "2026-02-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.906178, + "strategy_rank": 91.678161, + "production_rank": 92.0875, + "structural_overlay_pass": false, + "structural_overlay_score": 87.483125, + "structural_overlay_rr": 0.888566, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.764153, + "primary_prob": 43.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.14623, + "raw_level_count": 155, + "gate_level_count": 155, + "range_504_log": 1.193413, + "range_504_ratio": 3.298319, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.08328, + "hold30_r": -1.051174 + }, + { + "symbol": "EXPD", + "date": "2026-02-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.528604, + "strategy_rank": 80.174132, + "production_rank": 82.625623, + "structural_overlay_pass": false, + "structural_overlay_score": 78.494342, + "structural_overlay_rr": 1.014384, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.436401, + "primary_prob": 33.49, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.154601, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.509272, + "range_504_ratio": 1.664079, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.765177, + "hold30_r": -1.723945 + }, + { + "symbol": "EXPE", + "date": "2026-02-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.892449, + "strategy_rank": 84.46718, + "production_rank": 83.275603, + "structural_overlay_pass": false, + "structural_overlay_score": 79.111823, + "structural_overlay_rr": 1.8478, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.111953, + "primary_prob": 33.42, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 37.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.667929, + "raw_level_count": 103, + "gate_level_count": 103, + "range_504_log": 1.041207, + "range_504_ratio": 2.832634, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.091195, + "hold30_r": 1.303739 + }, + { + "symbol": "F", + "date": "2026-02-20", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.045767, + "strategy_rank": 81.319708, + "production_rank": 84.228394, + "structural_overlay_pass": false, + "structural_overlay_score": 80.016974, + "structural_overlay_rr": 0.766535, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.452913, + "primary_prob": 24.53, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 3.679369, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.564946, + "range_504_ratio": 1.759354, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.061367, + "hold30_r": -1.0 + }, + { + "symbol": "FCX", + "date": "2026-02-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.189931, + "strategy_rank": 90.95624, + "production_rank": 91.034137, + "structural_overlay_pass": false, + "structural_overlay_score": 86.48243, + "structural_overlay_rr": 1.219401, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.927666, + "primary_prob": 46.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.391499, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.920476, + "range_504_ratio": 2.510484, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.897703, + "hold30_r": -1.0 + }, + { + "symbol": "FOXA", + "date": "2026-02-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.121281, + "strategy_rank": 72.230103, + "production_rank": 75.193829, + "structural_overlay_pass": false, + "structural_overlay_score": 71.434137, + "structural_overlay_rr": 1.082016, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.264594, + "primary_prob": 23.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.896891, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.99352, + "range_504_ratio": 2.700725, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.190391, + "hold30_r": -1.15086 + }, + { + "symbol": "FSLR", + "date": "2026-02-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.707094, + "strategy_rank": 93.642911, + "production_rank": 93.664305, + "structural_overlay_pass": false, + "structural_overlay_score": 88.98109, + "structural_overlay_rr": 1.739982, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.69424, + "primary_prob": 37.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.54136, + "raw_level_count": 126, + "gate_level_count": 126, + "range_504_log": 0.96767, + "range_504_ratio": 2.631806, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -2.335246, + "hold30_r": -2.310043 + }, + { + "symbol": "GD", + "date": "2026-02-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.617849, + "strategy_rank": 66.240713, + "production_rank": 74.366425, + "structural_overlay_pass": false, + "structural_overlay_score": 70.648104, + "structural_overlay_rr": 1.401107, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.371508, + "primary_prob": 21.62, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 9.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.057261, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.435392, + "range_504_ratio": 1.545569, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.05479, + "hold30_r": -1.0 + }, + { + "symbol": "GILD", + "date": "2026-02-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.350114, + "strategy_rank": 68.383436, + "production_rank": 72.705662, + "structural_overlay_pass": false, + "structural_overlay_score": 69.070379, + "structural_overlay_rr": 0.988786, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.988786, + "primary_prob": 44.75, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.483179, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.929828, + "range_504_ratio": 2.534074, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.050833, + "hold30_r": -1.0 + }, + { + "symbol": "GM", + "date": "2026-02-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.393593, + "strategy_rank": 87.92483, + "production_rank": 90.081084, + "structural_overlay_pass": false, + "structural_overlay_score": 85.57703, + "structural_overlay_rr": 1.715792, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.057424, + "primary_prob": 28.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.586135, + "raw_level_count": 97, + "gate_level_count": 97, + "range_504_log": 0.832139, + "range_504_ratio": 2.29823, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.04697, + "hold30_r": -1.0 + }, + { + "symbol": "GOOG", + "date": "2026-02-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.736842, + "strategy_rank": 81.589762, + "production_rank": 85.972122, + "structural_overlay_pass": false, + "structural_overlay_score": 81.673516, + "structural_overlay_rr": 0.964792, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.890876, + "primary_prob": 11.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.836313, + "raw_level_count": 101, + "gate_level_count": 101, + "range_504_log": 0.978975, + "range_504_ratio": 2.661726, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.230133, + "hold30_r": -1.184853 + }, + { + "symbol": "GOOGL", + "date": "2026-02-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.965675, + "strategy_rank": 82.263644, + "production_rank": 86.497654, + "structural_overlay_pass": false, + "structural_overlay_score": 82.172771, + "structural_overlay_rr": 1.752503, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.802661, + "primary_prob": 13.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.703992, + "raw_level_count": 101, + "gate_level_count": 101, + "range_504_log": 0.982435, + "range_504_ratio": 2.670952, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.202714, + "hold30_r": -1.158197 + }, + { + "symbol": "GS", + "date": "2026-02-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.155606, + "strategy_rank": 72.226733, + "production_rank": 76.869691, + "structural_overlay_pass": false, + "structural_overlay_score": 73.026206, + "structural_overlay_rr": 0.992892, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.384111, + "primary_prob": 19.76, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.076166, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 0.949931, + "range_504_ratio": 2.585532, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.040874, + "hold30_r": -1.0 + }, + { + "symbol": "HAS", + "date": "2026-02-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.757437, + "strategy_rank": 73.724726, + "production_rank": 78.402297, + "structural_overlay_pass": false, + "structural_overlay_score": 74.482182, + "structural_overlay_rr": 1.352146, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.913654, + "primary_prob": 49.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.370481, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.788298, + "range_504_ratio": 2.19965, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.049706, + "hold30_r": -1.0 + }, + { + "symbol": "HSY", + "date": "2026-02-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.75286, + "strategy_rank": 70.681797, + "production_rank": 75.038818, + "structural_overlay_pass": false, + "structural_overlay_score": 71.286877, + "structural_overlay_rr": 1.354675, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.777447, + "primary_prob": 47.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 87, + "primary_distance_atr": 2.666171, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.516462, + "range_504_ratio": 1.676086, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.727495, + "hold30_r": -1.0 + }, + { + "symbol": "IDXX", + "date": "2026-02-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.448513, + "strategy_rank": 83.960534, + "production_rank": 86.78986, + "structural_overlay_pass": false, + "structural_overlay_score": 82.450367, + "structural_overlay_rr": 1.621828, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.242316, + "primary_prob": 26.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 3.363474, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.771041, + "range_504_ratio": 2.162015, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.104635, + "hold30_r": -1.056773 + }, + { + "symbol": "INCY", + "date": "2026-02-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.990847, + "strategy_rank": 84.599072, + "production_rank": 87.062997, + "structural_overlay_pass": false, + "structural_overlay_score": 82.709847, + "structural_overlay_rr": 1.051285, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.329743, + "primary_prob": 22.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.994615, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.80209, + "range_504_ratio": 2.230198, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.037116, + "hold30_r": -1.0 + }, + { + "symbol": "INTC", + "date": "2026-02-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.482838, + "strategy_rank": 97.587301, + "production_rank": 97.55248, + "structural_overlay_pass": false, + "structural_overlay_score": 92.674856, + "structural_overlay_rr": 1.750907, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.764967, + "primary_prob": 32.74, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.647451, + "raw_level_count": 110, + "gate_level_count": 110, + "range_504_log": 1.128449, + "range_504_ratio": 3.090858, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.743764, + "hold30_r": 1.603096 + }, + { + "symbol": "IVZ", + "date": "2026-02-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.846682, + "strategy_rank": 81.126924, + "production_rank": 84.366843, + "structural_overlay_pass": false, + "structural_overlay_score": 80.148501, + "structural_overlay_rr": 1.740017, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.922611, + "primary_prob": 38.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.383916, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.937107, + "range_504_ratio": 2.552586, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.034486, + "hold30_r": -1.0 + }, + { + "symbol": "KLAC", + "date": "2026-02-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.881007, + "strategy_rank": 94.376979, + "production_rank": 94.878321, + "structural_overlay_pass": false, + "structural_overlay_score": 90.134405, + "structural_overlay_rr": 0.964764, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.913735, + "primary_prob": 32.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.370602, + "raw_level_count": 135, + "gate_level_count": 135, + "range_504_log": 1.122155, + "range_504_ratio": 3.071467, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.031358, + "hold30_r": -1.0 + }, + { + "symbol": "L", + "date": "2026-02-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.20595, + "strategy_rank": 56.246904, + "production_rank": 64.233253, + "structural_overlay_pass": false, + "structural_overlay_score": 61.02159, + "structural_overlay_rr": 1.785528, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.215238, + "primary_prob": 38.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.822857, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.454836, + "range_504_ratio": 1.575916, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.076412, + "hold30_r": -1.0 + }, + { + "symbol": "LDOS", + "date": "2026-02-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.389016, + "strategy_rank": 81.833955, + "production_rank": 84.685642, + "structural_overlay_pass": false, + "structural_overlay_score": 80.45136, + "structural_overlay_rr": 1.776362, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 11, + "rr": 1.798226, + "primary_prob": 32.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.69734, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.530638, + "range_504_ratio": 1.700017, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.151323, + "hold30_r": -1.119908 + }, + { + "symbol": "LLY", + "date": "2026-02-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.668192, + "strategy_rank": 81.391022, + "production_rank": 82.483412, + "structural_overlay_pass": false, + "structural_overlay_score": 78.359242, + "structural_overlay_rr": 1.798574, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.882339, + "primary_prob": 40.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.323509, + "raw_level_count": 122, + "gate_level_count": 122, + "range_504_log": 0.597665, + "range_504_ratio": 1.817868, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.845593, + "hold30_r": -1.0 + }, + { + "symbol": "LUV", + "date": "2026-02-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.185355, + "strategy_rank": 86.988652, + "production_rank": 87.05422, + "structural_overlay_pass": false, + "structural_overlay_score": 82.701509, + "structural_overlay_rr": 0.954304, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.134303, + "primary_prob": 40.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.701455, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.848932, + "range_504_ratio": 2.33715, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.034966, + "hold30_r": -1.0 + }, + { + "symbol": "LVS", + "date": "2026-02-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.384439, + "strategy_rank": 85.126642, + "production_rank": 85.545908, + "structural_overlay_pass": false, + "structural_overlay_score": 81.268612, + "structural_overlay_rr": 1.834641, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.680823, + "primary_prob": 23.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.521234, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.847788, + "range_504_ratio": 2.334476, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.04158, + "hold30_r": -1.0 + }, + { + "symbol": "MRK", + "date": "2026-02-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.613272, + "strategy_rank": 74.670387, + "production_rank": 78.651348, + "structural_overlay_pass": false, + "structural_overlay_score": 74.718781, + "structural_overlay_rr": 2.453805, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.800937, + "primary_prob": 47.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.701405, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.607833, + "range_504_ratio": 1.836448, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.056422, + "hold30_r": -1.0 + }, + { + "symbol": "MRNA", + "date": "2026-02-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.533181, + "strategy_rank": 93.354048, + "production_rank": 92.747093, + "structural_overlay_pass": true, + "structural_overlay_score": 93.109738, + "structural_overlay_rr": 2.008838, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.085451, + "primary_prob": 43.74, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 10.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.628177, + "raw_level_count": 178, + "gate_level_count": 178, + "range_504_log": 2.03487, + "range_504_ratio": 7.651257, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.065139, + "hold30_r": -0.224014 + }, + { + "symbol": "MU", + "date": "2026-02-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.313501, + "strategy_rank": 98.389314, + "production_rank": 98.697376, + "structural_overlay_pass": false, + "structural_overlay_score": 93.762507, + "structural_overlay_rr": 0.739073, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.738441, + "primary_prob": 53.3, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.107662, + "raw_level_count": 130, + "gate_level_count": 130, + "range_504_log": 2.001708, + "range_504_ratio": 7.40169, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.147687, + "hold30_r": -1.124549 + }, + { + "symbol": "NEE", + "date": "2026-02-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.379863, + "strategy_rank": 60.611109, + "production_rank": 67.86736, + "structural_overlay_pass": false, + "structural_overlay_score": 64.473992, + "structural_overlay_rr": 1.037169, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.717781, + "primary_prob": 54.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.076671, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.571697, + "range_504_ratio": 1.77127, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.656788, + "hold30_r": 0.18196 + }, + { + "symbol": "NEM", + "date": "2026-02-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.627002, + "strategy_rank": 96.710134, + "production_rank": 97.34909, + "structural_overlay_pass": false, + "structural_overlay_score": 92.481636, + "structural_overlay_rr": 1.455604, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.154608, + "primary_prob": 25.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.731912, + "raw_level_count": 111, + "gate_level_count": 111, + "range_504_log": 1.522711, + "range_504_ratio": 4.584636, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.027886, + "hold30_r": -1.0 + }, + { + "symbol": "NUE", + "date": "2026-02-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.663616, + "strategy_rank": 73.108367, + "production_rank": 75.626783, + "structural_overlay_pass": false, + "structural_overlay_score": 71.845444, + "structural_overlay_rr": 0.865523, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.731593, + "primary_prob": 21.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.597389, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.732431, + "range_504_ratio": 2.080131, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.042862, + "hold30_r": -1.0 + }, + { + "symbol": "PHM", + "date": "2026-02-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.15103, + "strategy_rank": 75.930378, + "production_rank": 78.003929, + "structural_overlay_pass": false, + "structural_overlay_score": 74.103732, + "structural_overlay_rr": 1.526296, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.686889, + "primary_prob": 59.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.030334, + "raw_level_count": 117, + "gate_level_count": 117, + "range_504_log": 0.528964, + "range_504_ratio": 1.697173, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.044347, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2026-02-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.473684, + "strategy_rank": 90.611031, + "production_rank": 90.231915, + "structural_overlay_pass": false, + "structural_overlay_score": 85.72032, + "structural_overlay_rr": 1.251642, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.153411, + "primary_prob": 21.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 19, + "primary_distance_atr": 3.230116, + "raw_level_count": 202, + "gate_level_count": 202, + "range_504_log": 2.32313, + "range_504_ratio": 10.207575, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.130896, + "hold30_r": 1.056312 + }, + { + "symbol": "ROK", + "date": "2026-02-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.926773, + "strategy_rank": 71.655591, + "production_rank": 76.412652, + "structural_overlay_pass": false, + "structural_overlay_score": 72.592019, + "structural_overlay_rr": 0.875818, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.992987, + "primary_prob": 33.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.489481, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.713223, + "range_504_ratio": 2.040558, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.037214, + "hold30_r": -1.0 + }, + { + "symbol": "ROL", + "date": "2026-02-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.439359, + "strategy_rank": 70.237688, + "production_rank": 74.971579, + "structural_overlay_pass": false, + "structural_overlay_score": 71.223, + "structural_overlay_rr": 0.978197, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.86494, + "primary_prob": 36.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.29741, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.492696, + "range_504_ratio": 1.636724, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.050811, + "hold30_r": -1.0 + }, + { + "symbol": "SATS", + "date": "2026-02-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.656751, + "strategy_rank": 99.725479, + "production_rank": 99.702569, + "structural_overlay_pass": false, + "structural_overlay_score": 94.717441, + "structural_overlay_rr": 1.979069, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.688372, + "primary_prob": 44.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.032558, + "raw_level_count": 125, + "gate_level_count": 125, + "range_504_log": 2.414047, + "range_504_ratio": 11.179111, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.664632, + "hold30_r": 1.784389 + }, + { + "symbol": "STLD", + "date": "2026-02-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.693364, + "strategy_rank": 77.459327, + "production_rank": 78.870673, + "structural_overlay_pass": false, + "structural_overlay_score": 74.927139, + "structural_overlay_rr": 1.491258, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.075277, + "primary_prob": 42.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.612916, + "raw_level_count": 107, + "gate_level_count": 107, + "range_504_log": 0.703417, + "range_504_ratio": 2.020646, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.037361, + "hold30_r": -1.0 + }, + { + "symbol": "STX", + "date": "2026-02-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.970252, + "strategy_rank": 98.696984, + "production_rank": 98.788074, + "structural_overlay_pass": false, + "structural_overlay_score": 93.84867, + "structural_overlay_rr": 1.192636, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.952195, + "primary_prob": 46.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.428293, + "raw_level_count": 123, + "gate_level_count": 123, + "range_504_log": 1.984733, + "range_504_ratio": 7.277101, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.255826, + "hold30_r": -1.235449 + }, + { + "symbol": "TEL", + "date": "2026-02-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.443936, + "strategy_rank": 77.047741, + "production_rank": 80.846473, + "structural_overlay_pass": false, + "structural_overlay_score": 76.804149, + "structural_overlay_rr": 1.325708, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.097466, + "primary_prob": 44.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.646198, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.767949, + "range_504_ratio": 2.155341, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.04158, + "hold30_r": -1.0 + }, + { + "symbol": "ULTA", + "date": "2026-02-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.681922, + "strategy_rank": 88.259537, + "production_rank": 91.066999, + "structural_overlay_pass": false, + "structural_overlay_score": 86.513649, + "structural_overlay_rr": 1.108028, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.108028, + "primary_prob": 26.13, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.662042, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.838867, + "range_504_ratio": 2.313744, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.047174, + "hold30_r": -1.0 + }, + { + "symbol": "URI", + "date": "2026-02-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.922197, + "strategy_rank": 79.845538, + "production_rank": 80.537757, + "structural_overlay_pass": false, + "structural_overlay_score": 76.51087, + "structural_overlay_rr": 2.002382, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.872466, + "primary_prob": 49.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 79.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.308699, + "raw_level_count": 124, + "gate_level_count": 124, + "range_504_log": 0.663861, + "range_504_ratio": 1.942277, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.038881, + "hold30_r": -1.0 + }, + { + "symbol": "WELL", + "date": "2026-02-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.524027, + "strategy_rank": 61.206545, + "production_rank": 68.645706, + "structural_overlay_pass": false, + "structural_overlay_score": 65.213421, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.195606, + "primary_prob": 39.06, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.79341, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 0.901409, + "range_504_ratio": 2.46307, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.060416, + "hold30_r": -1.0 + }, + { + "symbol": "WST", + "date": "2026-02-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.469108, + "strategy_rank": 81.540704, + "production_rank": 82.850172, + "structural_overlay_pass": false, + "structural_overlay_score": 78.707663, + "structural_overlay_rr": 1.926821, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.66054, + "primary_prob": 34.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.49081, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.760257, + "range_504_ratio": 2.138825, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.033327, + "hold30_r": 1.087073 + }, + { + "symbol": "WBD", + "date": "2026-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.100559, + "strategy_rank": 97.06504, + "production_rank": 97.410213, + "structural_overlay_pass": false, + "structural_overlay_score": 92.539702, + "structural_overlay_rr": 1.396431, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.396431, + "primary_prob": 34.5, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.094647, + "raw_level_count": 109, + "gate_level_count": 109, + "range_504_log": 1.508085, + "range_504_ratio": 4.518072, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.074787, + "hold30_r": -1.0 + }, + { + "symbol": "HOOD", + "date": "2026-02-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.536313, + "strategy_rank": 97.073747, + "production_rank": 96.894602, + "structural_overlay_pass": false, + "structural_overlay_score": 92.049872, + "structural_overlay_rr": 3.106625, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.13702, + "primary_prob": 25.75, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.70553, + "raw_level_count": 186, + "gate_level_count": 186, + "range_504_log": 2.398415, + "range_504_ratio": 11.005715, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.019746, + "hold30_r": -1.0 + }, + { + "symbol": "SNDK", + "date": "2026-02-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.888268, + "strategy_rank": 99.888343, + "production_rank": 99.888318, + "structural_overlay_pass": false, + "structural_overlay_score": 94.893902, + "structural_overlay_rr": 0.940869, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.716555, + "primary_prob": 54.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.074832, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 3.258083, + "range_504_ratio": 25.999641, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.016781, + "hold30_r": -1.0 + }, + { + "symbol": "ADM", + "date": "2026-02-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.726257, + "strategy_rank": 73.307711, + "production_rank": 79.113893, + "structural_overlay_pass": false, + "structural_overlay_score": 75.158198, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 2.405563, + "primary_prob": 39.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 67, + "primary_distance_atr": 3.608345, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.536696, + "range_504_ratio": 1.710347, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.047012, + "hold30_r": -1.0 + }, + { + "symbol": "AES", + "date": "2026-02-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.039106, + "strategy_rank": 84.773528, + "production_rank": 85.528721, + "structural_overlay_pass": false, + "structural_overlay_score": 81.252285, + "structural_overlay_rr": 1.769711, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.714359, + "primary_prob": 48.53, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.571539, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 0.85347, + "range_504_ratio": 2.34778, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -3.822565, + "hold30_r": -3.778078 + }, + { + "symbol": "ALB", + "date": "2026-02-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.430168, + "strategy_rank": 96.796435, + "production_rank": 97.007679, + "structural_overlay_pass": false, + "structural_overlay_score": 92.157295, + "structural_overlay_rr": 1.791826, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.50417, + "primary_prob": 52.17, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 61, + "primary_distance_atr": 2.256255, + "raw_level_count": 133, + "gate_level_count": 133, + "range_504_log": 1.427313, + "range_504_ratio": 4.167484, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.023428, + "hold30_r": -1.0 + }, + { + "symbol": "ALLE", + "date": "2026-02-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.005587, + "strategy_rank": 63.359429, + "production_rank": 69.241482, + "structural_overlay_pass": false, + "structural_overlay_score": 65.779407, + "structural_overlay_rr": 1.950897, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.779065, + "primary_prob": 32.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.668597, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.480313, + "range_504_ratio": 1.61658, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.048427, + "hold30_r": -1.0 + }, + { + "symbol": "AMAT", + "date": "2026-02-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.52514, + "strategy_rank": 92.455223, + "production_rank": 93.145195, + "structural_overlay_pass": false, + "structural_overlay_score": 88.487936, + "structural_overlay_rr": 1.027488, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.968629, + "primary_prob": 45.17, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.452944, + "raw_level_count": 120, + "gate_level_count": 120, + "range_504_log": 1.163134, + "range_504_ratio": 3.199945, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.030496, + "hold30_r": -1.0 + }, + { + "symbol": "AMD", + "date": "2026-02-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.98324, + "strategy_rank": 96.918368, + "production_rank": 96.939992, + "structural_overlay_pass": false, + "structural_overlay_score": 92.092993, + "structural_overlay_rr": 1.586865, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.548184, + "primary_prob": 26.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.322276, + "raw_level_count": 117, + "gate_level_count": 117, + "range_504_log": 1.250519, + "range_504_ratio": 3.492154, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.523715, + "hold30_r": 2.848867 + }, + { + "symbol": "ANET", + "date": "2026-02-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.72067, + "strategy_rank": 89.96166, + "production_rank": 89.88133, + "structural_overlay_pass": false, + "structural_overlay_score": 85.387264, + "structural_overlay_rr": 1.763251, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.235716, + "primary_prob": 29.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.853574, + "raw_level_count": 167, + "gate_level_count": 167, + "range_504_log": 1.020783, + "range_504_ratio": 2.775366, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.027587, + "hold30_r": -1.0 + }, + { + "symbol": "APH", + "date": "2026-02-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.312849, + "strategy_rank": 92.402272, + "production_rank": 93.705798, + "structural_overlay_pass": false, + "structural_overlay_score": 89.020508, + "structural_overlay_rr": 0.785899, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.786061, + "primary_prob": 39.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.179092, + "raw_level_count": 106, + "gate_level_count": 106, + "range_504_log": 1.135379, + "range_504_ratio": 3.112353, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.029515, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2026-02-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.290503, + "strategy_rank": 94.369238, + "production_rank": 93.676326, + "structural_overlay_pass": false, + "structural_overlay_score": 88.99251, + "structural_overlay_rr": 1.371295, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.872038, + "primary_prob": 36.33, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 15.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.308057, + "raw_level_count": 213, + "gate_level_count": 213, + "range_504_log": 2.564158, + "range_504_ratio": 12.989721, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.855983, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2026-02-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.26257, + "strategy_rank": 88.006876, + "production_rank": 87.758774, + "structural_overlay_pass": false, + "structural_overlay_score": 83.370835, + "structural_overlay_rr": 1.952656, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.554849, + "primary_prob": 33.83, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 88.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.332273, + "raw_level_count": 149, + "gate_level_count": 149, + "range_504_log": 1.241849, + "range_504_ratio": 3.462007, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.029139, + "hold30_r": -1.0 + }, + { + "symbol": "BA", + "date": "2026-02-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.134078, + "strategy_rank": 74.111246, + "production_rank": 77.45219, + "structural_overlay_pass": false, + "structural_overlay_score": 73.579581, + "structural_overlay_rr": 1.62443, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.886039, + "primary_prob": 52.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 58, + "primary_distance_atr": 1.329058, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.679828, + "range_504_ratio": 1.973539, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.046821, + "hold30_r": -1.0 + }, + { + "symbol": "BG", + "date": "2026-02-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.625698, + "strategy_rank": 81.794511, + "production_rank": 85.404906, + "structural_overlay_pass": false, + "structural_overlay_score": 81.134661, + "structural_overlay_rr": 0.789795, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.178642, + "primary_prob": 24.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.767964, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.615907, + "range_504_ratio": 1.851335, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.045688, + "hold30_r": -1.0 + }, + { + "symbol": "BIIB", + "date": "2026-02-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.787709, + "strategy_rank": 77.786514, + "production_rank": 79.120246, + "structural_overlay_pass": false, + "structural_overlay_score": 75.164233, + "structural_overlay_rr": 1.758009, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.258936, + "primary_prob": 41.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 75, + "primary_distance_atr": 3.388404, + "raw_level_count": 98, + "gate_level_count": 98, + "range_504_log": 0.771472, + "range_504_ratio": 2.162948, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.045333, + "hold30_r": -1.0 + }, + { + "symbol": "BK", + "date": "2026-02-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.581006, + "strategy_rank": 63.186637, + "production_rank": 70.318093, + "structural_overlay_pass": false, + "structural_overlay_score": 66.802189, + "structural_overlay_rr": 0.687711, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.343694, + "primary_prob": 21.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.015541, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 0.894474, + "range_504_ratio": 2.446049, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.045282, + "hold30_r": -1.0 + }, + { + "symbol": "C", + "date": "2026-02-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.027933, + "strategy_rank": 74.870724, + "production_rank": 78.25646, + "structural_overlay_pass": false, + "structural_overlay_score": 74.343637, + "structural_overlay_rr": 1.128257, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.055267, + "primary_prob": 37.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.582901, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 0.849724, + "range_504_ratio": 2.339002, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.034795, + "hold30_r": -1.0 + }, + { + "symbol": "CAT", + "date": "2026-02-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.301676, + "strategy_rank": 86.813849, + "production_rank": 89.309791, + "structural_overlay_pass": false, + "structural_overlay_score": 84.844302, + "structural_overlay_rr": 0.901431, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.895684, + "primary_prob": 48.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.343526, + "raw_level_count": 113, + "gate_level_count": 113, + "range_504_log": 1.083421, + "range_504_ratio": 2.95477, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.040312, + "hold30_r": -1.0 + }, + { + "symbol": "CF", + "date": "2026-02-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.564246, + "strategy_rank": 73.382597, + "production_rank": 76.109814, + "structural_overlay_pass": false, + "structural_overlay_score": 72.304323, + "structural_overlay_rr": 1.082635, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 7, + "rr": 1.72868, + "primary_prob": 48.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.59302, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.446774, + "range_504_ratio": 1.563261, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.689394, + "hold30_r": 4.369061 + }, + { + "symbol": "CFG", + "date": "2026-02-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.905028, + "strategy_rank": 71.411446, + "production_rank": 75.24264, + "structural_overlay_pass": false, + "structural_overlay_score": 71.480508, + "structural_overlay_rr": 1.890109, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.689885, + "primary_prob": 43.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.034827, + "raw_level_count": 86, + "gate_level_count": 86, + "range_504_log": 0.820076, + "range_504_ratio": 2.270672, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.042157, + "hold30_r": -1.0 + }, + { + "symbol": "CHRW", + "date": "2026-02-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.418994, + "strategy_rank": 91.943798, + "production_rank": 93.102197, + "structural_overlay_pass": false, + "structural_overlay_score": 88.447087, + "structural_overlay_rr": 1.423841, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.249158, + "primary_prob": 24.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.873737, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 1.140492, + "range_504_ratio": 3.128308, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.031159, + "hold30_r": -1.0 + }, + { + "symbol": "CMI", + "date": "2026-02-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.050279, + "strategy_rank": 80.662955, + "production_rank": 83.45873, + "structural_overlay_pass": false, + "structural_overlay_score": 79.285793, + "structural_overlay_rr": 1.276761, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.90945, + "primary_prob": 33.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.364174, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 0.865702, + "range_504_ratio": 2.376673, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.086902, + "hold30_r": -1.043193 + }, + { + "symbol": "CRL", + "date": "2026-02-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.670391, + "strategy_rank": 81.218438, + "production_rank": 81.035755, + "structural_overlay_pass": false, + "structural_overlay_score": 76.983968, + "structural_overlay_rr": 2.087283, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.933069, + "primary_prob": 20.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 109, + "primary_distance_atr": 4.399604, + "raw_level_count": 103, + "gate_level_count": 103, + "range_504_log": 1.096496, + "range_504_ratio": 2.993657, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.02564, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2026-02-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.955307, + "strategy_rank": 93.131257, + "production_rank": 92.739274, + "structural_overlay_pass": false, + "structural_overlay_score": 88.10231, + "structural_overlay_rr": 0.73708, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.936478, + "primary_prob": 44.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 67.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.404717, + "raw_level_count": 214, + "gate_level_count": 214, + "range_504_log": 1.984113, + "range_504_ratio": 7.272591, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.016405, + "hold30_r": -1.0 + }, + { + "symbol": "DG", + "date": "2026-02-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 97.206704, + "strategy_rank": 89.850713, + "production_rank": 92.30271, + "structural_overlay_pass": false, + "structural_overlay_score": 87.687574, + "structural_overlay_rr": 1.804853, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.034541, + "primary_prob": 35.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 59.0, + "primary_rejection_count": 27, + "primary_distance_atr": 3.051811, + "raw_level_count": 108, + "gate_level_count": 108, + "range_504_log": 0.928232, + "range_504_ratio": 2.530032, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.047674, + "hold30_r": -1.0 + }, + { + "symbol": "DLTR", + "date": "2026-02-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.184358, + "strategy_rank": 87.93808, + "production_rank": 89.686839, + "structural_overlay_pass": false, + "structural_overlay_score": 85.202497, + "structural_overlay_rr": 1.888507, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.583431, + "primary_prob": 35.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 112, + "primary_distance_atr": 2.375147, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 0.916225, + "range_504_ratio": 2.499835, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.351599, + "hold30_r": -1.314204 + }, + { + "symbol": "EBAY", + "date": "2026-02-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.603352, + "strategy_rank": 85.266494, + "production_rank": 86.37878, + "structural_overlay_pass": false, + "structural_overlay_score": 82.059841, + "structural_overlay_rr": 0.747669, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.031386, + "primary_prob": 33.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.54708, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 0.839886, + "range_504_ratio": 2.316103, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.034651, + "hold30_r": -1.0 + }, + { + "symbol": "EL", + "date": "2026-02-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.273743, + "strategy_rank": 88.511687, + "production_rank": 88.765706, + "structural_overlay_pass": false, + "structural_overlay_score": 84.32742, + "structural_overlay_rr": 0.914248, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.090172, + "primary_prob": 20.95, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 63.0, + "primary_rejection_count": 21, + "primary_distance_atr": 3.135258, + "raw_level_count": 156, + "gate_level_count": 156, + "range_504_log": 1.193413, + "range_504_ratio": 3.298319, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.031522, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2026-02-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.731844, + "strategy_rank": 89.262458, + "production_rank": 90.085586, + "structural_overlay_pass": false, + "structural_overlay_score": 85.581307, + "structural_overlay_rr": 2.094341, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.181503, + "primary_prob": 26.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.772255, + "raw_level_count": 141, + "gate_level_count": 141, + "range_504_log": 1.132497, + "range_504_ratio": 3.103397, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.149986, + "hold30_r": 1.904836 + }, + { + "symbol": "EXPD", + "date": "2026-02-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.03352, + "strategy_rank": 80.624801, + "production_rank": 82.427708, + "structural_overlay_pass": false, + "structural_overlay_score": 78.306322, + "structural_overlay_rr": 2.319033, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.688873, + "primary_prob": 48.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.033309, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.509272, + "range_504_ratio": 1.664079, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.034098, + "hold30_r": -0.135188 + }, + { + "symbol": "F", + "date": "2026-02-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.821229, + "strategy_rank": 78.966499, + "production_rank": 81.918076, + "structural_overlay_pass": false, + "structural_overlay_score": 77.822172, + "structural_overlay_rr": 1.383201, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.892802, + "primary_prob": 30.89, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.839203, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.564946, + "range_504_ratio": 1.759354, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.051288, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2026-02-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.324022, + "strategy_rank": 96.887016, + "production_rank": 97.366018, + "structural_overlay_pass": false, + "structural_overlay_score": 92.497717, + "structural_overlay_rr": 0.689436, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.689436, + "primary_prob": 55.33, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.034154, + "raw_level_count": 195, + "gate_level_count": 195, + "range_504_log": 1.704023, + "range_504_ratio": 5.496015, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.027905, + "hold30_r": -1.0 + }, + { + "symbol": "FSLR", + "date": "2026-02-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.407821, + "strategy_rank": 93.512565, + "production_rank": 93.477651, + "structural_overlay_pass": false, + "structural_overlay_score": 88.803768, + "structural_overlay_rr": 2.611753, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.601395, + "primary_prob": 35.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 57, + "primary_distance_atr": 2.402093, + "raw_level_count": 126, + "gate_level_count": 126, + "range_504_log": 0.96767, + "range_504_ratio": 2.631806, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.018368, + "hold30_r": 0.146703 + }, + { + "symbol": "GD", + "date": "2026-02-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.044693, + "strategy_rank": 64.574429, + "production_rank": 72.39785, + "structural_overlay_pass": false, + "structural_overlay_score": 68.777958, + "structural_overlay_rr": 0.934865, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.906166, + "primary_prob": 33.98, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 9.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.359249, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.435392, + "range_504_ratio": 1.545569, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.054088, + "hold30_r": -1.0 + }, + { + "symbol": "GILD", + "date": "2026-02-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.363128, + "strategy_rank": 71.192317, + "production_rank": 75.915921, + "structural_overlay_pass": false, + "structural_overlay_score": 72.120125, + "structural_overlay_rr": 0.689803, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.689803, + "primary_prob": 56.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.034705, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.929828, + "range_504_ratio": 2.534074, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.049161, + "hold30_r": -1.0 + }, + { + "symbol": "GLW", + "date": "2026-02-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.865922, + "strategy_rank": 93.795108, + "production_rank": 94.48538, + "structural_overlay_pass": false, + "structural_overlay_score": 89.761111, + "structural_overlay_rr": 0.992543, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.750539, + "primary_prob": 53.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.125809, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 1.663299, + "range_504_ratio": 5.276689, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.723339, + "hold30_r": -1.286034 + }, + { + "symbol": "GM", + "date": "2026-02-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.854749, + "strategy_rank": 86.902337, + "production_rank": 89.219808, + "structural_overlay_pass": false, + "structural_overlay_score": 84.758817, + "structural_overlay_rr": 1.742836, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.959282, + "primary_prob": 50.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 98.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.438923, + "raw_level_count": 98, + "gate_level_count": 98, + "range_504_log": 0.810859, + "range_504_ratio": 2.24984, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.042962, + "hold30_r": -1.0 + }, + { + "symbol": "GOOG", + "date": "2026-02-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.972067, + "strategy_rank": 80.761383, + "production_rank": 85.498278, + "structural_overlay_pass": false, + "structural_overlay_score": 81.223364, + "structural_overlay_rr": 0.897279, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.883295, + "primary_prob": 42.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.324942, + "raw_level_count": 101, + "gate_level_count": 101, + "range_504_log": 0.978975, + "range_504_ratio": 2.661726, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.046979, + "hold30_r": -1.0 + }, + { + "symbol": "GOOGL", + "date": "2026-02-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.195531, + "strategy_rank": 81.48637, + "production_rank": 86.05609, + "structural_overlay_pass": false, + "structural_overlay_score": 81.753286, + "structural_overlay_rr": 0.833734, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.800204, + "primary_prob": 45.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.200305, + "raw_level_count": 101, + "gate_level_count": 101, + "range_504_log": 0.982435, + "range_504_ratio": 2.670952, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.046316, + "hold30_r": -1.0 + }, + { + "symbol": "GS", + "date": "2026-02-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.703911, + "strategy_rank": 75.341567, + "production_rank": 79.129015, + "structural_overlay_pass": false, + "structural_overlay_score": 75.172564, + "structural_overlay_rr": 2.163632, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.821708, + "primary_prob": 20.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.732562, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 0.948436, + "range_504_ratio": 2.581669, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.034968, + "hold30_r": -1.0 + }, + { + "symbol": "IBKR", + "date": "2026-02-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.687151, + "strategy_rank": 82.159601, + "production_rank": 82.668784, + "structural_overlay_pass": false, + "structural_overlay_score": 78.535345, + "structural_overlay_rr": 1.658676, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.963041, + "primary_prob": 32.74, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 12.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.444562, + "raw_level_count": 135, + "gate_level_count": 135, + "range_504_log": 1.116709, + "range_504_ratio": 3.054784, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.107746, + "hold30_r": -1.076405 + }, + { + "symbol": "IDXX", + "date": "2026-02-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.391061, + "strategy_rank": 82.337288, + "production_rank": 85.021879, + "structural_overlay_pass": false, + "structural_overlay_score": 80.770785, + "structural_overlay_rr": 1.666022, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.402706, + "primary_prob": 39.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.104059, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.771041, + "range_504_ratio": 2.162015, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.047866, + "hold30_r": -1.0 + }, + { + "symbol": "INCY", + "date": "2026-02-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.486034, + "strategy_rank": 80.571327, + "production_rank": 82.876229, + "structural_overlay_pass": false, + "structural_overlay_score": 78.732418, + "structural_overlay_rr": 1.628627, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.69966, + "primary_prob": 52.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 65.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.04949, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.80209, + "range_504_ratio": 2.230198, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.040159, + "hold30_r": -1.0 + }, + { + "symbol": "INTC", + "date": "2026-02-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.759777, + "strategy_rank": 96.962613, + "production_rank": 96.895001, + "structural_overlay_pass": false, + "structural_overlay_score": 92.050251, + "structural_overlay_rr": 1.192071, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.915156, + "primary_prob": 30.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 57, + "primary_distance_atr": 2.872734, + "raw_level_count": 110, + "gate_level_count": 110, + "range_504_log": 1.128449, + "range_504_ratio": 3.090858, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.023361, + "hold30_r": -1.0 + }, + { + "symbol": "IVZ", + "date": "2026-02-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.826816, + "strategy_rank": 79.60352, + "production_rank": 82.677952, + "structural_overlay_pass": false, + "structural_overlay_score": 78.544054, + "structural_overlay_rr": 1.839635, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.03781, + "primary_prob": 34.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.556715, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.937107, + "range_504_ratio": 2.552586, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.033515, + "hold30_r": -1.0 + }, + { + "symbol": "KLAC", + "date": "2026-02-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.642458, + "strategy_rank": 93.805908, + "production_rank": 94.418091, + "structural_overlay_pass": false, + "structural_overlay_score": 89.697187, + "structural_overlay_rr": 1.791885, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.389348, + "primary_prob": 19.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.084022, + "raw_level_count": 135, + "gate_level_count": 135, + "range_504_log": 1.122155, + "range_504_ratio": 3.071467, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.031917, + "hold30_r": -1.0 + }, + { + "symbol": "LDOS", + "date": "2026-02-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.944134, + "strategy_rank": 80.92076, + "production_rank": 83.928551, + "structural_overlay_pass": false, + "structural_overlay_score": 79.732124, + "structural_overlay_rr": 1.843671, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.850013, + "primary_prob": 31.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.775019, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.512747, + "range_504_ratio": 1.669872, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.035476, + "hold30_r": -1.0 + }, + { + "symbol": "LITE", + "date": "2026-02-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.217877, + "strategy_rank": 99.35218, + "production_rank": 99.307412, + "structural_overlay_pass": false, + "structural_overlay_score": 94.342041, + "structural_overlay_rr": 0.919247, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.886861, + "primary_prob": 47.83, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.330292, + "raw_level_count": 138, + "gate_level_count": 138, + "range_504_log": 2.994818, + "range_504_ratio": 19.981716, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.867463, + "hold30_r": -1.0 + }, + { + "symbol": "LRCX", + "date": "2026-02-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.877095, + "strategy_rank": 96.306609, + "production_rank": 96.830104, + "structural_overlay_pass": false, + "structural_overlay_score": 91.988599, + "structural_overlay_rr": 0.983502, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.00735, + "primary_prob": 29.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.511024, + "raw_level_count": 127, + "gate_level_count": 127, + "range_504_log": 1.51678, + "range_504_ratio": 4.557528, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.026848, + "hold30_r": -1.0 + }, + { + "symbol": "LVS", + "date": "2026-02-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.256983, + "strategy_rank": 84.56049, + "production_rank": 85.125988, + "structural_overlay_pass": false, + "structural_overlay_score": 80.869689, + "structural_overlay_rr": 1.614274, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.116964, + "primary_prob": 32.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 18, + "primary_distance_atr": 3.175446, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.847788, + "range_504_ratio": 2.334476, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.040159, + "hold30_r": -1.0 + }, + { + "symbol": "MLM", + "date": "2026-02-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.804469, + "strategy_rank": 66.720988, + "production_rank": 72.748815, + "structural_overlay_pass": false, + "structural_overlay_score": 69.111374, + "structural_overlay_rr": 0.883124, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.886017, + "primary_prob": 33.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.329025, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.475445, + "range_504_ratio": 1.60873, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.048382, + "hold30_r": -1.0 + }, + { + "symbol": "MPWR", + "date": "2026-02-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.167598, + "strategy_rank": 88.702603, + "production_rank": 89.190934, + "structural_overlay_pass": false, + "structural_overlay_score": 84.731388, + "structural_overlay_rr": 0.975169, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.976131, + "primary_prob": 31.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.464196, + "raw_level_count": 116, + "gate_level_count": 116, + "range_504_log": 1.051682, + "range_504_ratio": 2.862462, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.027065, + "hold30_r": -1.0 + }, + { + "symbol": "MRNA", + "date": "2026-02-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.379888, + "strategy_rank": 90.962912, + "production_rank": 90.101904, + "structural_overlay_pass": true, + "structural_overlay_score": 90.596809, + "structural_overlay_rr": 2.092722, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.847851, + "primary_prob": 27.72, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 6.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.771776, + "raw_level_count": 179, + "gate_level_count": 179, + "range_504_log": 2.03487, + "range_504_ratio": 7.651257, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.022047, + "hold30_r": -1.0 + }, + { + "symbol": "MS", + "date": "2026-02-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.0, + "strategy_rank": 68.842809, + "production_rank": 72.561873, + "structural_overlay_pass": false, + "structural_overlay_score": 68.933779, + "structural_overlay_rr": 1.787573, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.675984, + "primary_prob": 22.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.513975, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.825155, + "range_504_ratio": 2.282235, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.035664, + "hold30_r": -1.0 + }, + { + "symbol": "MU", + "date": "2026-02-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.77095, + "strategy_rank": 98.035986, + "production_rank": 98.280974, + "structural_overlay_pass": false, + "structural_overlay_score": 93.366925, + "structural_overlay_rr": 0.740177, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.71257, + "primary_prob": 40.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.068854, + "raw_level_count": 130, + "gate_level_count": 130, + "range_504_log": 2.001708, + "range_504_ratio": 7.40169, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.023083, + "hold30_r": -1.0 + }, + { + "symbol": "NRG", + "date": "2026-02-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.22905, + "strategy_rank": 81.47572, + "production_rank": 81.393497, + "structural_overlay_pass": false, + "structural_overlay_score": 77.323822, + "structural_overlay_rr": 0.940595, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.939075, + "primary_prob": 46.1, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.408613, + "raw_level_count": 119, + "gate_level_count": 119, + "range_504_log": 1.30368, + "range_504_ratio": 3.682823, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.405874, + "hold30_r": -1.375319 + }, + { + "symbol": "NTRS", + "date": "2026-02-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.234637, + "strategy_rank": 65.423778, + "production_rank": 71.027397, + "structural_overlay_pass": false, + "structural_overlay_score": 67.476027, + "structural_overlay_rr": 0.931254, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.468125, + "primary_prob": 19.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.202187, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.686821, + "range_504_ratio": 1.987388, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.043192, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2026-02-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.011173, + "strategy_rank": 78.879393, + "production_rank": 79.92332, + "structural_overlay_pass": false, + "structural_overlay_score": 75.927154, + "structural_overlay_rr": 1.949528, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.905962, + "primary_prob": 52.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 62, + "primary_distance_atr": 1.358943, + "raw_level_count": 193, + "gate_level_count": 193, + "range_504_log": 1.031893, + "range_504_ratio": 2.806373, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.869181, + "hold30_r": -1.0 + }, + { + "symbol": "PH", + "date": "2026-02-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.223464, + "strategy_rank": 60.337027, + "production_rank": 66.965839, + "structural_overlay_pass": false, + "structural_overlay_score": 63.617547, + "structural_overlay_rr": 0.785019, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.785019, + "primary_prob": 51.49, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.177529, + "raw_level_count": 117, + "gate_level_count": 117, + "range_504_log": 0.750881, + "range_504_ratio": 2.118866, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.061461, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2026-02-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.50838, + "strategy_rank": 91.547505, + "production_rank": 91.534463, + "structural_overlay_pass": false, + "structural_overlay_score": 86.95774, + "structural_overlay_rr": 1.203342, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.198843, + "primary_prob": 20.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 19, + "primary_distance_atr": 3.298264, + "raw_level_count": 202, + "gate_level_count": 202, + "range_504_log": 2.32313, + "range_504_ratio": 10.207575, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.17362, + "hold30_r": -1.0 + }, + { + "symbol": "ROK", + "date": "2026-02-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.586592, + "strategy_rank": 71.816969, + "production_rank": 76.406843, + "structural_overlay_pass": false, + "structural_overlay_score": 72.586501, + "structural_overlay_rr": 0.956091, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.47941, + "primary_prob": 17.64, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.219115, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.713223, + "range_504_ratio": 2.040558, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.038554, + "hold30_r": -1.0 + }, + { + "symbol": "ROL", + "date": "2026-02-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.463687, + "strategy_rank": 69.327591, + "production_rank": 74.039623, + "structural_overlay_pass": false, + "structural_overlay_score": 70.337642, + "structural_overlay_rr": 1.246164, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.135253, + "primary_prob": 28.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.70288, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.460793, + "range_504_ratio": 1.585331, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.054244, + "hold30_r": -1.0 + }, + { + "symbol": "SATS", + "date": "2026-02-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.664804, + "strategy_rank": 98.226902, + "production_rank": 98.706203, + "structural_overlay_pass": false, + "structural_overlay_score": 93.770892, + "structural_overlay_rr": 1.804264, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.804264, + "primary_prob": 27.55, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.706397, + "raw_level_count": 125, + "gate_level_count": 125, + "range_504_log": 2.414047, + "range_504_ratio": 11.179111, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.025168, + "hold30_r": -1.0 + }, + { + "symbol": "SCHW", + "date": "2026-02-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.446927, + "strategy_rank": 64.473384, + "production_rank": 69.797899, + "structural_overlay_pass": false, + "structural_overlay_score": 66.308004, + "structural_overlay_rr": 2.390903, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.038042, + "primary_prob": 40.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.557062, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.566453, + "range_504_ratio": 1.762006, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.044368, + "hold30_r": -1.0 + }, + { + "symbol": "STX", + "date": "2026-02-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.994413, + "strategy_rank": 98.727528, + "production_rank": 98.816489, + "structural_overlay_pass": false, + "structural_overlay_score": 93.875665, + "structural_overlay_rr": 0.772166, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.070345, + "primary_prob": 27.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.605518, + "raw_level_count": 124, + "gate_level_count": 124, + "range_504_log": 1.984733, + "range_504_ratio": 7.277101, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.216809, + "hold30_r": -1.195868 + }, + { + "symbol": "TEL", + "date": "2026-02-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.810056, + "strategy_rank": 75.35132, + "production_rank": 78.837565, + "structural_overlay_pass": false, + "structural_overlay_score": 74.895687, + "structural_overlay_rr": 1.635086, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.833114, + "primary_prob": 44.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.249671, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.767949, + "range_504_ratio": 2.155341, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.038471, + "hold30_r": -1.0 + }, + { + "symbol": "TER", + "date": "2026-02-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.089385, + "strategy_rank": 95.790998, + "production_rank": 95.89046, + "structural_overlay_pass": false, + "structural_overlay_score": 91.095937, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.760938, + "primary_prob": 52.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.141407, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 1.657134, + "range_504_ratio": 5.24426, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.0272, + "hold30_r": -1.0 + }, + { + "symbol": "TSLA", + "date": "2026-02-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.357542, + "strategy_rank": 84.568674, + "production_rank": 84.498297, + "structural_overlay_pass": false, + "structural_overlay_score": 80.273382, + "structural_overlay_rr": 2.063729, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.548466, + "primary_prob": 36.35, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 58, + "primary_distance_atr": 2.322699, + "raw_level_count": 115, + "gate_level_count": 115, + "range_504_log": 1.279213, + "range_504_ratio": 3.593811, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.037737, + "hold30_r": -1.0 + }, + { + "symbol": "ULTA", + "date": "2026-02-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.631285, + "strategy_rank": 85.40812, + "production_rank": 88.149175, + "structural_overlay_pass": false, + "structural_overlay_score": 83.741716, + "structural_overlay_rr": 1.067133, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.067133, + "primary_prob": 42.25, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.600699, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.838867, + "range_504_ratio": 2.313744, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.048427, + "hold30_r": -1.0 + }, + { + "symbol": "URI", + "date": "2026-02-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.910615, + "strategy_rank": 80.844454, + "production_rank": 81.866507, + "structural_overlay_pass": false, + "structural_overlay_score": 77.773182, + "structural_overlay_rr": 2.336686, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.959698, + "primary_prob": 28.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 93.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.939546, + "raw_level_count": 124, + "gate_level_count": 124, + "range_504_log": 0.663861, + "range_504_ratio": 1.942277, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.034483, + "hold30_r": -1.0 + }, + { + "symbol": "WDC", + "date": "2026-02-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.441341, + "strategy_rank": 99.174156, + "production_rank": 99.263218, + "structural_overlay_pass": false, + "structural_overlay_score": 94.300057, + "structural_overlay_rr": 0.957603, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.750237, + "primary_prob": 38.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.125355, + "raw_level_count": 134, + "gate_level_count": 134, + "range_504_log": 2.374833, + "range_504_ratio": 10.749216, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.018111, + "hold30_r": -1.0 + }, + { + "symbol": "WELL", + "date": "2026-02-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.681564, + "strategy_rank": 60.385456, + "production_rank": 67.817492, + "structural_overlay_pass": false, + "structural_overlay_score": 64.426618, + "structural_overlay_rr": 0.774814, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.448295, + "primary_prob": 33.45, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.172442, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 0.901409, + "range_504_ratio": 2.46307, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.064441, + "hold30_r": -1.0 + }, + { + "symbol": "XOM", + "date": "2026-02-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.458101, + "strategy_rank": 63.038396, + "production_rank": 69.511631, + "structural_overlay_pass": false, + "structural_overlay_score": 66.036049, + "structural_overlay_rr": 0.806525, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 11, + "rr": 0.806525, + "primary_prob": 50.68, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.209788, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.472875, + "range_504_ratio": 1.604601, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.750997, + "hold30_r": 0.025488 + }, + { + "symbol": "WBD", + "date": "2026-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.346072, + "strategy_rank": 96.521488, + "production_rank": 96.796349, + "structural_overlay_pass": false, + "structural_overlay_score": 91.956532, + "structural_overlay_rr": 1.030541, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.051362, + "primary_prob": 32.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.577042, + "raw_level_count": 109, + "gate_level_count": 109, + "range_504_log": 1.508085, + "range_504_ratio": 4.518072, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.098931, + "hold30_r": -1.020338 + }, + { + "symbol": "HOOD", + "date": "2026-03-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.401274, + "strategy_rank": 93.567756, + "production_rank": 92.845595, + "structural_overlay_pass": false, + "structural_overlay_score": 88.203316, + "structural_overlay_rr": 2.452345, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.942898, + "primary_prob": 31.38, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.414348, + "raw_level_count": 188, + "gate_level_count": 188, + "range_504_log": 2.398415, + "range_504_ratio": 11.005715, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.018895, + "hold30_r": -1.0 + }, + { + "symbol": "SNDK", + "date": "2026-03-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.893843, + "strategy_rank": 99.89391, + "production_rank": 99.893888, + "structural_overlay_pass": false, + "structural_overlay_score": 94.899193, + "structural_overlay_rr": 1.659801, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.9524, + "primary_prob": 34.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.4286, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 3.258083, + "range_504_ratio": 25.999641, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.937493, + "hold30_r": 4.683551 + }, + { + "symbol": "ADM", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.44586, + "strategy_rank": 73.576932, + "production_rank": 79.199908, + "structural_overlay_pass": false, + "structural_overlay_score": 75.239913, + "structural_overlay_rr": 0.911005, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.769651, + "primary_prob": 32.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 79, + "primary_distance_atr": 2.654477, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.542245, + "range_504_ratio": 1.719863, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.724294, + "hold30_r": 0.312736 + }, + { + "symbol": "AES", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.836518, + "strategy_rank": 87.194461, + "production_rank": 87.075147, + "structural_overlay_pass": false, + "structural_overlay_score": 82.721389, + "structural_overlay_rr": 1.52636, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.853179, + "primary_prob": 21.28, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 61, + "primary_distance_atr": 4.279768, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 0.85347, + "range_504_ratio": 2.34778, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.034142, + "hold30_r": 0.398118 + }, + { + "symbol": "ALB", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.70913, + "strategy_rank": 96.329865, + "production_rank": 96.456287, + "structural_overlay_pass": false, + "structural_overlay_score": 91.633472, + "structural_overlay_rr": 0.847408, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.742387, + "primary_prob": 33.09, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.613581, + "raw_level_count": 134, + "gate_level_count": 134, + "range_504_log": 1.427313, + "range_504_ratio": 4.167484, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.721291, + "hold30_r": 2.114978 + }, + { + "symbol": "ALLE", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.802548, + "strategy_rank": 65.334665, + "production_rank": 71.157292, + "structural_overlay_pass": false, + "structural_overlay_score": 67.599428, + "structural_overlay_rr": 1.170241, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.6631, + "primary_prob": 34.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.494649, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.480313, + "range_504_ratio": 1.61658, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.044699, + "hold30_r": -1.0 + }, + { + "symbol": "AMAT", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.205945, + "strategy_rank": 91.811958, + "production_rank": 92.27662, + "structural_overlay_pass": false, + "structural_overlay_score": 87.662789, + "structural_overlay_rr": 0.679729, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.196281, + "primary_prob": 24.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.794422, + "raw_level_count": 120, + "gate_level_count": 120, + "range_504_log": 1.163134, + "range_504_ratio": 3.199945, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.170896, + "hold30_r": 2.614088 + }, + { + "symbol": "AMD", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.055202, + "strategy_rank": 94.853472, + "production_rank": 94.587382, + "structural_overlay_pass": false, + "structural_overlay_score": 89.858013, + "structural_overlay_rr": 1.718807, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.516117, + "primary_prob": 26.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.274175, + "raw_level_count": 117, + "gate_level_count": 117, + "range_504_log": 1.250519, + "range_504_ratio": 3.492154, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.492085, + "hold30_r": 5.152798 + }, + { + "symbol": "ANET", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.970276, + "strategy_rank": 86.141481, + "production_rank": 85.417746, + "structural_overlay_pass": false, + "structural_overlay_score": 81.146859, + "structural_overlay_rr": 1.759617, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.251288, + "primary_prob": 29.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.876932, + "raw_level_count": 168, + "gate_level_count": 168, + "range_504_log": 1.020783, + "range_504_ratio": 2.775366, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.026457, + "hold30_r": -1.0 + }, + { + "symbol": "APA", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.607219, + "strategy_rank": 85.125477, + "production_rank": 84.952724, + "structural_overlay_pass": false, + "structural_overlay_score": 80.705088, + "structural_overlay_rr": 1.624784, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.831683, + "primary_prob": 46.75, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 57, + "primary_distance_atr": 2.747524, + "raw_level_count": 99, + "gate_level_count": 99, + "range_504_log": 0.975876, + "range_504_ratio": 2.653489, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.799478, + "hold30_r": 1.618625 + }, + { + "symbol": "APH", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.116773, + "strategy_rank": 92.069029, + "production_rank": 93.084944, + "structural_overlay_pass": false, + "structural_overlay_score": 88.430696, + "structural_overlay_rr": 1.747403, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.834996, + "primary_prob": 50.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 80.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.252494, + "raw_level_count": 106, + "gate_level_count": 106, + "range_504_log": 1.124262, + "range_504_ratio": 3.077944, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.809011, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.41189, + "strategy_rank": 87.246797, + "production_rank": 86.968495, + "structural_overlay_pass": false, + "structural_overlay_score": 82.62007, + "structural_overlay_rr": 1.955193, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.620616, + "primary_prob": 34.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.430925, + "raw_level_count": 149, + "gate_level_count": 149, + "range_504_log": 1.241849, + "range_504_ratio": 3.462007, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.030422, + "hold30_r": -1.0 + }, + { + "symbol": "BA", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.847134, + "strategy_rank": 74.009095, + "production_rank": 76.621775, + "structural_overlay_pass": false, + "structural_overlay_score": 72.790686, + "structural_overlay_rr": 1.122268, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.414882, + "primary_prob": 24.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.122323, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.679828, + "range_504_ratio": 1.973539, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.042467, + "hold30_r": -1.0 + }, + { + "symbol": "BG", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.993631, + "strategy_rank": 82.637914, + "production_rank": 86.08982, + "structural_overlay_pass": false, + "structural_overlay_score": 81.785329, + "structural_overlay_rr": 1.487098, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.749115, + "primary_prob": 43.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.123672, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.615907, + "range_504_ratio": 1.851335, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.706533, + "hold30_r": 1.056608 + }, + { + "symbol": "BK", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.679406, + "strategy_rank": 60.57516, + "production_rank": 67.276575, + "structural_overlay_pass": false, + "structural_overlay_score": 63.912747, + "structural_overlay_rr": 0.87542, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.354936, + "primary_prob": 25.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.032405, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 0.894474, + "range_504_ratio": 2.446049, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.311033, + "hold30_r": 3.836739 + }, + { + "symbol": "C", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.004246, + "strategy_rank": 77.492803, + "production_rank": 80.996617, + "structural_overlay_pass": false, + "structural_overlay_score": 76.946786, + "structural_overlay_rr": 1.674271, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.608477, + "primary_prob": 26.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.412716, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 0.849724, + "range_504_ratio": 2.339002, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.575578, + "hold30_r": 4.094962 + }, + { + "symbol": "CAH", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.418259, + "strategy_rank": 85.286849, + "production_rank": 87.997319, + "structural_overlay_pass": false, + "structural_overlay_score": 83.597453, + "structural_overlay_rr": 1.453566, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.319364, + "primary_prob": 23.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.979046, + "raw_level_count": 124, + "gate_level_count": 124, + "range_504_log": 0.919184, + "range_504_ratio": 2.507245, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.052092, + "hold30_r": -1.0 + }, + { + "symbol": "CASY", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.569002, + "strategy_rank": 70.486861, + "production_rank": 77.847575, + "structural_overlay_pass": false, + "structural_overlay_score": 73.955196, + "structural_overlay_rr": 1.088044, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.088044, + "primary_prob": 26.87, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.632066, + "raw_level_count": 107, + "gate_level_count": 107, + "range_504_log": 0.866811, + "range_504_ratio": 2.37931, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.056938, + "hold30_r": -1.0 + }, + { + "symbol": "CAT", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.329087, + "strategy_rank": 87.832056, + "production_rank": 90.331066, + "structural_overlay_pass": false, + "structural_overlay_score": 85.814513, + "structural_overlay_rr": 1.628618, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.735288, + "primary_prob": 38.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.102931, + "raw_level_count": 113, + "gate_level_count": 113, + "range_504_log": 1.083421, + "range_504_ratio": 2.95477, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.702196, + "hold30_r": 2.855254 + }, + { + "symbol": "CFG", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.031847, + "strategy_rank": 73.791361, + "production_rank": 77.53819, + "structural_overlay_pass": false, + "structural_overlay_score": 73.66128, + "structural_overlay_rr": 1.852595, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.901719, + "primary_prob": 35.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.352578, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 0.774742, + "range_504_ratio": 2.170032, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.862901, + "hold30_r": 2.581594 + }, + { + "symbol": "CHRW", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.072187, + "strategy_rank": 92.420022, + "production_rank": 93.63741, + "structural_overlay_pass": false, + "structural_overlay_score": 88.95554, + "structural_overlay_rr": 1.865928, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.921522, + "primary_prob": 34.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.382282, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 1.140492, + "range_504_ratio": 3.128308, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.029747, + "hold30_r": -1.0 + }, + { + "symbol": "CIEN", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.619958, + "strategy_rank": 97.540326, + "production_rank": 97.900203, + "structural_overlay_pass": false, + "structural_overlay_score": 93.005193, + "structural_overlay_rr": 0.880661, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.843692, + "primary_prob": 34.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.265538, + "raw_level_count": 110, + "gate_level_count": 110, + "range_504_log": 2.134207, + "range_504_ratio": 8.450346, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.827567, + "hold30_r": 5.730824 + }, + { + "symbol": "CMI", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.18896, + "strategy_rank": 83.408543, + "production_rank": 86.002015, + "structural_overlay_pass": false, + "structural_overlay_score": 81.701914, + "structural_overlay_rr": 1.574031, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.857673, + "primary_prob": 38.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.286509, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 0.865702, + "range_504_ratio": 2.376673, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.820057, + "hold30_r": -1.0 + }, + { + "symbol": "COHR", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.983015, + "strategy_rank": 97.857178, + "production_rank": 97.899124, + "structural_overlay_pass": false, + "structural_overlay_score": 93.004168, + "structural_overlay_rr": 1.206489, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.894698, + "primary_prob": 32.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.342048, + "raw_level_count": 145, + "gate_level_count": 145, + "range_504_log": 1.88498, + "range_504_ratio": 6.586222, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.880751, + "hold30_r": 3.307343 + }, + { + "symbol": "COR", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.216561, + "strategy_rank": 72.747355, + "production_rank": 77.903757, + "structural_overlay_pass": false, + "structural_overlay_score": 74.008569, + "structural_overlay_rr": 0.729773, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.708637, + "primary_prob": 51.12, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.062956, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 0.564115, + "range_504_ratio": 1.757892, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.409332, + "hold30_r": -1.356645 + }, + { + "symbol": "CVNA", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.038217, + "strategy_rank": 93.250904, + "production_rank": 92.846675, + "structural_overlay_pass": false, + "structural_overlay_score": 88.204341, + "structural_overlay_rr": 1.575399, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.034007, + "primary_prob": 48.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 1.55101, + "raw_level_count": 215, + "gate_level_count": 215, + "range_504_log": 1.974451, + "range_504_ratio": 7.202663, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.017276, + "hold30_r": -1.0 + }, + { + "symbol": "DG", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.770701, + "strategy_rank": 90.303897, + "production_rank": 92.792832, + "structural_overlay_pass": false, + "structural_overlay_score": 88.15319, + "structural_overlay_rr": 1.241316, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.720161, + "primary_prob": 25.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 59.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.580242, + "raw_level_count": 108, + "gate_level_count": 108, + "range_504_log": 0.928232, + "range_504_ratio": 2.530032, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -2.183675, + "hold30_r": -2.141225 + }, + { + "symbol": "DLTR", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.904459, + "strategy_rank": 88.10685, + "production_rank": 90.372719, + "structural_overlay_pass": false, + "structural_overlay_score": 85.854083, + "structural_overlay_rr": 2.287739, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.52086, + "primary_prob": 36.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 58, + "primary_distance_atr": 2.28129, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 0.916225, + "range_504_ratio": 2.499835, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.035605, + "hold30_r": -1.0 + }, + { + "symbol": "EBAY", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.63482, + "strategy_rank": 80.089289, + "production_rank": 80.604466, + "structural_overlay_pass": false, + "structural_overlay_score": 76.574243, + "structural_overlay_rr": 1.586946, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.700709, + "primary_prob": 59.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.051063, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 0.744627, + "range_504_ratio": 2.105655, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.036507, + "hold30_r": -1.0 + }, + { + "symbol": "EL", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.915074, + "strategy_rank": 89.285891, + "production_rank": 89.495619, + "structural_overlay_pass": false, + "structural_overlay_score": 85.020838, + "structural_overlay_rr": 1.646195, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.536054, + "primary_prob": 32.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 78.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.30408, + "raw_level_count": 156, + "gate_level_count": 156, + "range_504_log": 1.193413, + "range_504_ratio": 3.298319, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.025685, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.781316, + "strategy_rank": 89.798616, + "production_rank": 90.79285, + "structural_overlay_pass": false, + "structural_overlay_score": 86.253207, + "structural_overlay_rr": 1.626987, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.828517, + "primary_prob": 38.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.242775, + "raw_level_count": 141, + "gate_level_count": 141, + "range_504_log": 0.97968, + "range_504_ratio": 2.663604, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.796728, + "hold30_r": 2.822227 + }, + { + "symbol": "EXPD", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.43949, + "strategy_rank": 78.873745, + "production_rank": 80.39566, + "structural_overlay_pass": false, + "structural_overlay_score": 76.375877, + "structural_overlay_rr": 2.257624, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.35134, + "primary_prob": 23.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.027009, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.509272, + "range_504_ratio": 1.664079, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.038717, + "hold30_r": -1.0 + }, + { + "symbol": "F", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.244161, + "strategy_rank": 79.437862, + "production_rank": 81.373295, + "structural_overlay_pass": false, + "structural_overlay_score": 77.30463, + "structural_overlay_rr": 1.848386, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.904851, + "primary_prob": 30.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 111, + "primary_distance_atr": 2.857277, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.564946, + "range_504_ratio": 1.759354, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.037904, + "hold30_r": -1.0 + }, + { + "symbol": "FCX", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.641189, + "strategy_rank": 88.934425, + "production_rank": 88.83668, + "structural_overlay_pass": false, + "structural_overlay_score": 84.394846, + "structural_overlay_rr": 1.320323, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.997982, + "primary_prob": 30.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.496972, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.92493, + "range_504_ratio": 2.521692, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.463876, + "hold30_r": -1.439045 + }, + { + "symbol": "FDX", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.014862, + "strategy_rank": 65.673963, + "production_rank": 71.454262, + "structural_overlay_pass": false, + "structural_overlay_score": 67.881549, + "structural_overlay_rr": 0.766344, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.791551, + "primary_prob": 37.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.187327, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.704076, + "range_504_ratio": 2.021977, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.048341, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.407643, + "strategy_rank": 96.946791, + "production_rank": 97.433742, + "structural_overlay_pass": false, + "structural_overlay_score": 92.562055, + "structural_overlay_rr": 0.865478, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.865478, + "primary_prob": 35.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.298216, + "raw_level_count": 196, + "gate_level_count": 196, + "range_504_log": 1.704023, + "range_504_ratio": 5.496015, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.842401, + "hold30_r": 3.617703 + }, + { + "symbol": "FSLR", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.753715, + "strategy_rank": 94.898364, + "production_rank": 95.183481, + "structural_overlay_pass": false, + "structural_overlay_score": 90.424307, + "structural_overlay_rr": 1.75367, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.819445, + "primary_prob": 21.52, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 4.229167, + "raw_level_count": 126, + "gate_level_count": 126, + "range_504_log": 0.96767, + "range_504_ratio": 2.631806, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.020645, + "hold30_r": 0.178943 + }, + { + "symbol": "GE", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.774947, + "strategy_rank": 74.565768, + "production_rank": 78.302161, + "structural_overlay_pass": false, + "structural_overlay_score": 74.387053, + "structural_overlay_rr": 1.569855, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.129471, + "primary_prob": 26.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.694206, + "raw_level_count": 125, + "gate_level_count": 125, + "range_504_log": 0.955816, + "range_504_ratio": 2.600791, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.0402, + "hold30_r": -1.0 + }, + { + "symbol": "GILD", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.467091, + "strategy_rank": 68.307896, + "production_rank": 72.360961, + "structural_overlay_pass": false, + "structural_overlay_score": 68.742913, + "structural_overlay_rr": 1.108522, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.007647, + "primary_prob": 31.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.51147, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.929828, + "range_504_ratio": 2.534074, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.049578, + "hold30_r": -1.0 + }, + { + "symbol": "GLW", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.496815, + "strategy_rank": 95.164296, + "production_rank": 95.608469, + "structural_overlay_pass": false, + "structural_overlay_score": 90.828046, + "structural_overlay_rr": 1.009186, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.009186, + "primary_prob": 29.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.513779, + "raw_level_count": 97, + "gate_level_count": 97, + "range_504_log": 1.663299, + "range_504_ratio": 5.276689, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.990801, + "hold30_r": 3.138281 + }, + { + "symbol": "GM", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.842887, + "strategy_rank": 86.918835, + "production_rank": 89.226852, + "structural_overlay_pass": false, + "structural_overlay_score": 84.76551, + "structural_overlay_rr": 2.100304, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.76438, + "primary_prob": 31.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 96.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.646571, + "raw_level_count": 98, + "gate_level_count": 98, + "range_504_log": 0.810859, + "range_504_ratio": 2.24984, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.726547, + "hold30_r": 1.340577 + }, + { + "symbol": "GOOG", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.267516, + "strategy_rank": 75.616498, + "production_rank": 81.833504, + "structural_overlay_pass": false, + "structural_overlay_score": 77.741829, + "structural_overlay_rr": 2.020759, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.073712, + "primary_prob": 42.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 75.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.610568, + "raw_level_count": 101, + "gate_level_count": 101, + "range_504_log": 0.978975, + "range_504_ratio": 2.661726, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.048191, + "hold30_r": -1.0 + }, + { + "symbol": "GOOGL", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.47983, + "strategy_rank": 76.718508, + "production_rank": 82.638949, + "structural_overlay_pass": false, + "structural_overlay_score": 78.507001, + "structural_overlay_rr": 1.949576, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.914323, + "primary_prob": 20.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.871484, + "raw_level_count": 101, + "gate_level_count": 101, + "range_504_log": 0.982435, + "range_504_ratio": 2.670952, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.047597, + "hold30_r": -1.0 + }, + { + "symbol": "GS", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.651805, + "strategy_rank": 73.492704, + "production_rank": 76.879071, + "structural_overlay_pass": false, + "structural_overlay_score": 73.035117, + "structural_overlay_rr": 1.904991, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.906587, + "primary_prob": 24.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 67.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.859881, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 0.948436, + "range_504_ratio": 2.581669, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.874095, + "hold30_r": 2.379674 + }, + { + "symbol": "HAL", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.590234, + "strategy_rank": 80.058926, + "production_rank": 80.902695, + "structural_overlay_pass": false, + "structural_overlay_score": 76.857561, + "structural_overlay_rr": 1.671192, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.532149, + "primary_prob": 23.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 112, + "primary_distance_atr": 3.798224, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.797546, + "range_504_ratio": 2.220085, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.494106, + "hold30_r": 1.469192 + }, + { + "symbol": "HAS", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.199575, + "strategy_rank": 71.685042, + "production_rank": 76.52322, + "structural_overlay_pass": false, + "structural_overlay_score": 72.697059, + "structural_overlay_rr": 1.70749, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.071077, + "primary_prob": 47.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 69, + "primary_distance_atr": 1.606616, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.780822, + "range_504_ratio": 2.183265, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.045448, + "hold30_r": -1.0 + }, + { + "symbol": "HII", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.284501, + "strategy_rank": 89.199998, + "production_rank": 91.561499, + "structural_overlay_pass": false, + "structural_overlay_score": 86.983424, + "structural_overlay_rr": 0.8324, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.882444, + "primary_prob": 48.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.323665, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 1.063077, + "range_504_ratio": 2.895267, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.032847, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.278132, + "strategy_rank": 76.509523, + "production_rank": 80.765726, + "structural_overlay_pass": false, + "structural_overlay_score": 76.727439, + "structural_overlay_rr": 1.539597, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.48517, + "primary_prob": 32.53, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.227755, + "raw_level_count": 154, + "gate_level_count": 154, + "range_504_log": 1.448454, + "range_504_ratio": 4.256529, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.043246, + "hold30_r": -1.0 + }, + { + "symbol": "IDXX", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.048832, + "strategy_rank": 80.764691, + "production_rank": 82.859405, + "structural_overlay_pass": false, + "structural_overlay_score": 78.716435, + "structural_overlay_rr": 1.009468, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.609462, + "primary_prob": 35.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 77, + "primary_distance_atr": 2.414194, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.771041, + "range_504_ratio": 2.162015, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.03944, + "hold30_r": -1.0 + }, + { + "symbol": "INCY", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.70276, + "strategy_rank": 81.955068, + "production_rank": 84.537632, + "structural_overlay_pass": false, + "structural_overlay_score": 80.31075, + "structural_overlay_rr": 1.583448, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.811984, + "primary_prob": 25.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 65.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.717976, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.80209, + "range_504_ratio": 2.230198, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.039248, + "hold30_r": -1.0 + }, + { + "symbol": "INTC", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.558386, + "strategy_rank": 97.496379, + "production_rank": 97.517048, + "structural_overlay_pass": false, + "structural_overlay_score": 92.641196, + "structural_overlay_rr": 1.798872, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.666267, + "primary_prob": 34.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.4994, + "raw_level_count": 110, + "gate_level_count": 110, + "range_504_log": 1.128449, + "range_504_ratio": 3.090858, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.643854, + "hold30_r": 5.750197 + }, + { + "symbol": "IVZ", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.791932, + "strategy_rank": 79.950115, + "production_rank": 82.564054, + "structural_overlay_pass": false, + "structural_overlay_score": 78.435851, + "structural_overlay_rr": 1.64708, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.916058, + "primary_prob": 29.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 95.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.874088, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.937107, + "range_504_ratio": 2.552586, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.028796, + "hold30_r": -1.0 + }, + { + "symbol": "JBHT", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.819533, + "strategy_rank": 84.161809, + "production_rank": 84.38105, + "structural_overlay_pass": false, + "structural_overlay_score": 80.161998, + "structural_overlay_rr": 0.899017, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.798496, + "primary_prob": 39.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.197743, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.653356, + "range_504_ratio": 1.921981, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.036072, + "hold30_r": -1.0 + }, + { + "symbol": "JBL", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.490446, + "strategy_rank": 87.050092, + "production_rank": 87.863543, + "structural_overlay_pass": false, + "structural_overlay_score": 83.470366, + "structural_overlay_rr": 1.66046, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.879318, + "primary_prob": 35.48, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 12.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.318977, + "raw_level_count": 129, + "gate_level_count": 129, + "range_504_log": 1.076938, + "range_504_ratio": 2.935677, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.851202, + "hold30_r": 5.200689 + }, + { + "symbol": "JCI", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.428875, + "strategy_rank": 73.118433, + "production_rank": 78.221913, + "structural_overlay_pass": false, + "structural_overlay_score": 74.310818, + "structural_overlay_rr": 1.603008, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.952058, + "primary_prob": 32.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.428087, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 0.89545, + "range_504_ratio": 2.448437, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.905969, + "hold30_r": -1.0 + }, + { + "symbol": "JNJ", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.658174, + "strategy_rank": 63.969196, + "production_rank": 72.865522, + "structural_overlay_pass": false, + "structural_overlay_score": 69.222246, + "structural_overlay_rr": 0.979893, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.988385, + "primary_prob": 32.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.482578, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.58179, + "range_504_ratio": 1.789238, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.072525, + "hold30_r": -1.0 + }, + { + "symbol": "KLAC", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.719745, + "strategy_rank": 91.280093, + "production_rank": 91.426644, + "structural_overlay_pass": false, + "structural_overlay_score": 86.855311, + "structural_overlay_rr": 1.514156, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.519196, + "primary_prob": 20.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.278793, + "raw_level_count": 136, + "gate_level_count": 136, + "range_504_log": 1.122155, + "range_504_ratio": 3.071467, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.493332, + "hold30_r": 4.432069 + }, + { + "symbol": "LDOS", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.624204, + "strategy_rank": 78.878468, + "production_rank": 81.46038, + "structural_overlay_pass": false, + "structural_overlay_score": 77.387361, + "structural_overlay_rr": 1.74742, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.732816, + "primary_prob": 33.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.599224, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.512747, + "range_504_ratio": 1.669872, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.039845, + "hold30_r": -1.0 + }, + { + "symbol": "LITE", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.681529, + "strategy_rank": 99.681731, + "production_rank": 99.681664, + "structural_overlay_pass": false, + "structural_overlay_score": 94.69758, + "structural_overlay_rr": 1.131202, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.030941, + "primary_prob": 29.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.546411, + "raw_level_count": 140, + "gate_level_count": 140, + "range_504_log": 3.019096, + "range_504_ratio": 20.47277, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.018741, + "hold30_r": 3.6775 + }, + { + "symbol": "LRCX", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.133758, + "strategy_rank": 95.927953, + "production_rank": 96.329888, + "structural_overlay_pass": false, + "structural_overlay_score": 91.513393, + "structural_overlay_rr": 1.637707, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.992584, + "primary_prob": 30.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.488876, + "raw_level_count": 127, + "gate_level_count": 127, + "range_504_log": 1.51678, + "range_504_ratio": 4.557528, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.970195, + "hold30_r": 3.584737 + }, + { + "symbol": "LUV", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.356688, + "strategy_rank": 90.327648, + "production_rank": 91.003994, + "structural_overlay_pass": false, + "structural_overlay_score": 86.453795, + "structural_overlay_rr": 0.67231, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.528878, + "primary_prob": 36.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.293317, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 0.848932, + "range_504_ratio": 2.33715, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.025915, + "hold30_r": -1.0 + }, + { + "symbol": "MCK", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.18259, + "strategy_rank": 78.440525, + "production_rank": 80.354547, + "structural_overlay_pass": false, + "structural_overlay_score": 76.336819, + "structural_overlay_rr": 1.414795, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.370243, + "primary_prob": 22.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.055365, + "raw_level_count": 133, + "gate_level_count": 133, + "range_504_log": 0.765976, + "range_504_ratio": 2.151093, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.048596, + "hold30_r": -1.0 + }, + { + "symbol": "MLM", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.394904, + "strategy_rank": 67.911179, + "production_rank": 73.405754, + "structural_overlay_pass": false, + "structural_overlay_score": 69.735466, + "structural_overlay_rr": 1.932997, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.172784, + "primary_prob": 37.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 66.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.759176, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.475445, + "range_504_ratio": 1.60873, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.038717, + "hold30_r": -1.0 + }, + { + "symbol": "MNST", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.233546, + "strategy_rank": 67.99399, + "production_rank": 75.407176, + "structural_overlay_pass": false, + "structural_overlay_score": 71.636817, + "structural_overlay_rr": 1.541918, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.479691, + "primary_prob": 20.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.219536, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.701652, + "range_504_ratio": 2.017082, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.055386, + "hold30_r": -1.0 + }, + { + "symbol": "MPWR", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.870488, + "strategy_rank": 89.350867, + "production_rank": 89.857408, + "structural_overlay_pass": false, + "structural_overlay_score": 85.364537, + "structural_overlay_rr": 1.838181, + "structural_overlay_sources": [ + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.801932, + "primary_prob": 39.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.202898, + "raw_level_count": 116, + "gate_level_count": 116, + "range_504_log": 1.051682, + "range_504_ratio": 2.862462, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.777075, + "hold30_r": 5.681301 + }, + { + "symbol": "MU", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.832272, + "strategy_rank": 98.133861, + "production_rank": 98.366665, + "structural_overlay_pass": false, + "structural_overlay_score": 93.448332, + "structural_overlay_rr": 1.779953, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.908664, + "primary_prob": 34.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.362997, + "raw_level_count": 131, + "gate_level_count": 131, + "range_504_log": 2.001708, + "range_504_ratio": 7.40169, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.889054, + "hold30_r": -1.0 + }, + { + "symbol": "NEE", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.89172, + "strategy_rank": 59.80217, + "production_rank": 66.83202, + "structural_overlay_pass": false, + "structural_overlay_score": 63.490419, + "structural_overlay_rr": 1.403245, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.832067, + "primary_prob": 36.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.2481, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.575353, + "range_504_ratio": 1.777757, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.776174, + "hold30_r": 0.303965 + }, + { + "symbol": "NEM", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.195329, + "strategy_rank": 96.00368, + "production_rank": 96.734229, + "structural_overlay_pass": false, + "structural_overlay_score": 91.897518, + "structural_overlay_rr": 1.280981, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.259558, + "primary_prob": 23.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.889337, + "raw_level_count": 112, + "gate_level_count": 112, + "range_504_log": 1.449016, + "range_504_ratio": 4.25892, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.112028, + "hold30_r": -1.085066 + }, + { + "symbol": "NRG", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.104034, + "strategy_rank": 81.688078, + "production_rank": 81.493397, + "structural_overlay_pass": false, + "structural_overlay_score": 77.418727, + "structural_overlay_rr": 1.836604, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.953989, + "primary_prob": 50.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 65, + "primary_distance_atr": 1.430984, + "raw_level_count": 119, + "gate_level_count": 119, + "range_504_log": 1.222176, + "range_504_ratio": 3.394568, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.025738, + "hold30_r": -1.0 + }, + { + "symbol": "NTRS", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.14862, + "strategy_rank": 65.097678, + "production_rank": 70.114659, + "structural_overlay_pass": false, + "structural_overlay_score": 66.608926, + "structural_overlay_rr": 1.520798, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.143657, + "primary_prob": 32.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.715486, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.686821, + "range_504_ratio": 1.987388, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.104857, + "hold30_r": 2.855643 + }, + { + "symbol": "NUE", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.316348, + "strategy_rank": 73.129071, + "production_rank": 75.858163, + "structural_overlay_pass": false, + "structural_overlay_score": 72.065255, + "structural_overlay_rr": 1.554692, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.414056, + "primary_prob": 21.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 85.0, + "primary_rejection_count": 29, + "primary_distance_atr": 3.621083, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.732431, + "range_504_ratio": 2.080131, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.38938, + "hold30_r": -1.34754 + }, + { + "symbol": "PH", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.227176, + "strategy_rank": 64.138261, + "production_rank": 70.501233, + "structural_overlay_pass": false, + "structural_overlay_score": 66.976171, + "structural_overlay_rr": 1.069585, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.33061, + "primary_prob": 7.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 13, + "primary_distance_atr": 3.495915, + "raw_level_count": 117, + "gate_level_count": 117, + "range_504_log": 0.750881, + "range_504_ratio": 2.118866, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.047868, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2026-03-06", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 85.562633, + "strategy_rank": 87.446809, + "production_rank": 86.81875, + "structural_overlay_pass": false, + "structural_overlay_score": 82.477813, + "structural_overlay_rr": 1.645369, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.165026, + "primary_prob": 36.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 49, + "primary_distance_atr": 3.24754, + "raw_level_count": 202, + "gate_level_count": 202, + "range_504_log": 2.32313, + "range_504_ratio": 10.207575, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.026994, + "hold30_r": -1.0 + }, + { + "symbol": "PWR", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.630573, + "strategy_rank": 86.833774, + "production_rank": 89.099374, + "structural_overlay_pass": false, + "structural_overlay_score": 84.644405, + "structural_overlay_rr": 1.096198, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.689459, + "primary_prob": 56.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.034188, + "raw_level_count": 154, + "gate_level_count": 154, + "range_504_log": 0.92728, + "range_504_ratio": 2.527626, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.654884, + "hold30_r": 2.073123 + }, + { + "symbol": "ROK", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.261146, + "strategy_rank": 74.843396, + "production_rank": 78.982646, + "structural_overlay_pass": false, + "structural_overlay_score": 75.033514, + "structural_overlay_rr": 2.075775, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.707318, + "primary_prob": 22.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.560976, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.713223, + "range_504_ratio": 2.040558, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.033399, + "hold30_r": -1.0 + }, + { + "symbol": "SATS", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.2569, + "strategy_rank": 97.795508, + "production_rank": 98.282639, + "structural_overlay_pass": false, + "structural_overlay_score": 93.368507, + "structural_overlay_rr": 1.536853, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.128743, + "primary_prob": 32.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.693114, + "raw_level_count": 126, + "gate_level_count": 126, + "range_504_log": 2.370229, + "range_504_ratio": 10.699838, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.106443, + "hold30_r": 3.029921 + }, + { + "symbol": "STLD", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.579618, + "strategy_rank": 81.422258, + "production_rank": 83.474711, + "structural_overlay_pass": false, + "structural_overlay_score": 79.300976, + "structural_overlay_rr": 1.753066, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.357812, + "primary_prob": 23.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.036717, + "raw_level_count": 109, + "gate_level_count": 109, + "range_504_log": 0.703417, + "range_504_ratio": 2.020646, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.033538, + "hold30_r": -1.0 + }, + { + "symbol": "STX", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.044586, + "strategy_rank": 98.854515, + "production_rank": 98.917872, + "structural_overlay_pass": false, + "structural_overlay_score": 93.971979, + "structural_overlay_rr": 1.856098, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.878317, + "primary_prob": 34.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.317476, + "raw_level_count": 125, + "gate_level_count": 125, + "range_504_log": 1.984733, + "range_504_ratio": 7.277101, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.860547, + "hold30_r": 4.708244 + }, + { + "symbol": "TER", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.921444, + "strategy_rank": 96.605604, + "production_rank": 96.710884, + "structural_overlay_pass": false, + "structural_overlay_score": 91.87534, + "structural_overlay_rr": 0.998225, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.845833, + "primary_prob": 35.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.268749, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 1.657134, + "range_504_ratio": 5.24426, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.825762, + "hold30_r": 3.754585 + }, + { + "symbol": "TKO", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.271762, + "strategy_rank": 74.687691, + "production_rank": 77.215715, + "structural_overlay_pass": false, + "structural_overlay_score": 73.354929, + "structural_overlay_rr": 1.088636, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.886364, + "primary_prob": 42.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.329545, + "raw_level_count": 135, + "gate_level_count": 135, + "range_504_log": 1.05917, + "range_504_ratio": 2.883975, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.034506, + "hold30_r": -1.0 + }, + { + "symbol": "TPR", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.065817, + "strategy_rank": 84.782513, + "production_rank": 86.210281, + "structural_overlay_pass": false, + "structural_overlay_score": 81.899767, + "structural_overlay_rr": 1.707212, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.680456, + "primary_prob": 43.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.020684, + "raw_level_count": 113, + "gate_level_count": 113, + "range_504_log": 1.525513, + "range_504_ratio": 4.597502, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.645857, + "hold30_r": 1.135293 + }, + { + "symbol": "ULTA", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.541401, + "strategy_rank": 83.531523, + "production_rank": 87.534816, + "structural_overlay_pass": false, + "structural_overlay_score": 83.158075, + "structural_overlay_rr": 1.876229, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.024088, + "primary_prob": 31.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.536131, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.838867, + "range_504_ratio": 2.313744, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.045166, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.692144, + "strategy_rank": 94.981535, + "production_rank": 94.885071, + "structural_overlay_pass": false, + "structural_overlay_score": 90.140818, + "structural_overlay_rr": 1.092314, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.092314, + "primary_prob": 41.55, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.638471, + "raw_level_count": 199, + "gate_level_count": 199, + "range_504_log": 1.597652, + "range_504_ratio": 4.941418, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.069429, + "hold30_r": 3.437382 + }, + { + "symbol": "VTRS", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.853503, + "strategy_rank": 81.265249, + "production_rank": 83.794667, + "structural_overlay_pass": false, + "structural_overlay_score": 79.604934, + "structural_overlay_rr": 1.821668, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.150527, + "primary_prob": 38.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.725791, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.877292, + "range_504_ratio": 2.40438, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.036203, + "hold30_r": -1.0 + }, + { + "symbol": "WDC", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.469214, + "strategy_rank": 99.278874, + "production_rank": 99.342321, + "structural_overlay_pass": false, + "structural_overlay_score": 94.375205, + "structural_overlay_rr": 1.67371, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.734712, + "primary_prob": 39.65, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 6.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.102068, + "raw_level_count": 135, + "gate_level_count": 135, + "range_504_log": 2.374833, + "range_504_ratio": 10.749216, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.718766, + "hold30_r": 4.189159 + }, + { + "symbol": "WMT", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.059448, + "strategy_rank": 64.496698, + "production_rank": 70.350948, + "structural_overlay_pass": false, + "structural_overlay_score": 66.833401, + "structural_overlay_rr": 1.599724, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.650799, + "primary_prob": 15.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.476199, + "raw_level_count": 86, + "gate_level_count": 86, + "range_504_log": 0.83566, + "range_504_ratio": 2.306336, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.049574, + "hold30_r": -1.0 + }, + { + "symbol": "XOM", + "date": "2026-03-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.987261, + "strategy_rank": 65.466507, + "production_rank": 72.306758, + "structural_overlay_pass": false, + "structural_overlay_score": 68.69142, + "structural_overlay_rr": 0.967237, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.966172, + "primary_prob": 30.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.449258, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.489777, + "range_504_ratio": 1.631953, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.915034, + "hold30_r": -1.073769 + }, + { + "symbol": "GEV", + "date": "2026-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.018104, + "strategy_rank": 95.487141, + "production_rank": 95.997462, + "structural_overlay_pass": false, + "structural_overlay_score": 91.197589, + "structural_overlay_rr": 1.135529, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 11, + "rr": 0.791025, + "primary_prob": 37.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.186538, + "raw_level_count": 100, + "gate_level_count": 100, + "range_504_log": 2.017622, + "range_504_ratio": 7.520419, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.762119, + "hold30_r": 2.806702 + }, + { + "symbol": "HOOD", + "date": "2026-03-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.823216, + "strategy_rank": 94.910294, + "production_rank": 94.547935, + "structural_overlay_pass": false, + "structural_overlay_score": 89.820538, + "structural_overlay_rr": 1.197246, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.045656, + "primary_prob": 30.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.568484, + "raw_level_count": 190, + "gate_level_count": 190, + "range_504_log": 2.398415, + "range_504_ratio": 11.005715, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.024592, + "hold30_r": -1.004419 + }, + { + "symbol": "SNDK", + "date": "2026-03-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.893504, + "strategy_rank": 99.893538, + "production_rank": 99.893526, + "structural_overlay_pass": false, + "structural_overlay_score": 94.89885, + "structural_overlay_rr": 0.696875, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.971496, + "primary_prob": 45.88, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 4.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.457245, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 3.258083, + "range_504_ratio": 25.999641, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.954962, + "hold30_r": 4.95741 + }, + { + "symbol": "ADM", + "date": "2026-03-13", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.072417, + "strategy_rank": 72.884735, + "production_rank": 77.947296, + "structural_overlay_pass": false, + "structural_overlay_score": 74.049931, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 2.868953, + "primary_prob": 36.17, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 68, + "primary_distance_atr": 4.303429, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.58719, + "range_504_ratio": 1.798926, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.043884, + "hold30_r": -1.0 + }, + { + "symbol": "ALB", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.27263, + "strategy_rank": 96.050416, + "production_rank": 96.124487, + "structural_overlay_pass": false, + "structural_overlay_score": 91.318263, + "structural_overlay_rr": 1.146089, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.649383, + "primary_prob": 34.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.474075, + "raw_level_count": 135, + "gate_level_count": 135, + "range_504_log": 1.427313, + "range_504_ratio": 4.167484, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.627935, + "hold30_r": 2.799919 + }, + { + "symbol": "ALLE", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.386581, + "strategy_rank": 65.136564, + "production_rank": 71.219903, + "structural_overlay_pass": false, + "structural_overlay_score": 67.658908, + "structural_overlay_rr": 2.076548, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.610036, + "primary_prob": 23.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 3.915054, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.480313, + "range_504_ratio": 1.61658, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.046808, + "hold30_r": -1.0 + }, + { + "symbol": "AMAT", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.56869, + "strategy_rank": 92.878934, + "production_rank": 93.442186, + "structural_overlay_pass": true, + "structural_overlay_score": 93.770077, + "structural_overlay_rr": 2.202178, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.873563, + "primary_prob": 26.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.810344, + "raw_level_count": 120, + "gate_level_count": 120, + "range_504_log": 1.163134, + "range_504_ratio": 3.199945, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.845922, + "hold30_r": 2.562733 + }, + { + "symbol": "AMD", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.077742, + "strategy_rank": 94.324632, + "production_rank": 93.909002, + "structural_overlay_pass": false, + "structural_overlay_score": 89.213552, + "structural_overlay_rr": 1.507868, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.586184, + "primary_prob": 25.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.379276, + "raw_level_count": 119, + "gate_level_count": 119, + "range_504_log": 1.250519, + "range_504_ratio": 3.492154, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.559876, + "hold30_r": 9.606889 + }, + { + "symbol": "ANET", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.13738, + "strategy_rank": 89.906804, + "production_rank": 89.65033, + "structural_overlay_pass": false, + "structural_overlay_score": 85.167813, + "structural_overlay_rr": 1.795462, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.252812, + "primary_prob": 29.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.879218, + "raw_level_count": 169, + "gate_level_count": 169, + "range_504_log": 1.020783, + "range_504_ratio": 2.775366, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.028148, + "hold30_r": -1.0 + }, + { + "symbol": "APH", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.633653, + "strategy_rank": 92.571217, + "production_rank": 93.592029, + "structural_overlay_pass": false, + "structural_overlay_score": 88.912427, + "structural_overlay_rr": 1.644613, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.09587, + "primary_prob": 28.06, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 8.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.643805, + "raw_level_count": 107, + "gate_level_count": 107, + "range_504_log": 1.124262, + "range_504_ratio": 3.077944, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.028088, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.711395, + "strategy_rank": 91.810743, + "production_rank": 90.777627, + "structural_overlay_pass": false, + "structural_overlay_score": 86.238745, + "structural_overlay_rr": 2.113494, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.988734, + "primary_prob": 31.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.4831, + "raw_level_count": 216, + "gate_level_count": 216, + "range_504_log": 2.531593, + "range_504_ratio": 12.573524, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.01906, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.771033, + "strategy_rank": 84.839723, + "production_rank": 84.816826, + "structural_overlay_pass": false, + "structural_overlay_score": 80.575985, + "structural_overlay_rr": 1.866878, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.861369, + "primary_prob": 53.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 58, + "primary_distance_atr": 1.292053, + "raw_level_count": 149, + "gate_level_count": 149, + "range_504_log": 1.241849, + "range_504_ratio": 3.462007, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.029993, + "hold30_r": -1.0 + }, + { + "symbol": "BK", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.428115, + "strategy_rank": 61.816702, + "production_rank": 68.687173, + "structural_overlay_pass": false, + "structural_overlay_score": 65.252814, + "structural_overlay_rr": 1.336808, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.225375, + "primary_prob": 27.93, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.838063, + "raw_level_count": 91, + "gate_level_count": 91, + "range_504_log": 0.894474, + "range_504_ratio": 2.446049, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.17925, + "hold30_r": 3.633007 + }, + { + "symbol": "C", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.220447, + "strategy_rank": 77.267079, + "production_rank": 80.584868, + "structural_overlay_pass": false, + "structural_overlay_score": 76.555625, + "structural_overlay_rr": 1.897755, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.828963, + "primary_prob": 23.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.743444, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 0.849724, + "range_504_ratio": 2.339002, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.794619, + "hold30_r": 3.810034 + }, + { + "symbol": "CAH", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.249201, + "strategy_rank": 85.953164, + "production_rank": 88.71851, + "structural_overlay_pass": false, + "structural_overlay_score": 84.282584, + "structural_overlay_rr": 1.526804, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.39495, + "primary_prob": 22.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.092425, + "raw_level_count": 124, + "gate_level_count": 124, + "range_504_log": 0.919184, + "range_504_ratio": 2.507245, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.051624, + "hold30_r": -1.0 + }, + { + "symbol": "CASY", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.119276, + "strategy_rank": 69.781365, + "production_rank": 77.227336, + "structural_overlay_pass": false, + "structural_overlay_score": 73.365969, + "structural_overlay_rr": 1.180641, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.993508, + "primary_prob": 30.01, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 3.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.490262, + "raw_level_count": 109, + "gate_level_count": 109, + "range_504_log": 0.876417, + "range_504_ratio": 2.402276, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.948429, + "hold30_r": 4.898645 + }, + { + "symbol": "CAT", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.207668, + "strategy_rank": 88.028346, + "production_rank": 90.421453, + "structural_overlay_pass": false, + "structural_overlay_score": 85.900381, + "structural_overlay_rr": 1.711515, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.903734, + "primary_prob": 35.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.355601, + "raw_level_count": 114, + "gate_level_count": 114, + "range_504_log": 1.083421, + "range_504_ratio": 2.95477, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.869649, + "hold30_r": 3.310335 + }, + { + "symbol": "CBOE", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.261981, + "strategy_rank": 63.894025, + "production_rank": 71.35001, + "structural_overlay_pass": false, + "structural_overlay_score": 67.78251, + "structural_overlay_rr": 1.224549, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.924863, + "primary_prob": 32.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.387295, + "raw_level_count": 80, + "gate_level_count": 80, + "range_504_log": 0.609768, + "range_504_ratio": 1.840005, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.049959, + "hold30_r": -1.0 + }, + { + "symbol": "CCL", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.00213, + "strategy_rank": 83.763193, + "production_rank": 83.176172, + "structural_overlay_pass": false, + "structural_overlay_score": 79.017363, + "structural_overlay_rr": 2.22155, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.601193, + "primary_prob": 35.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.40179, + "raw_level_count": 125, + "gate_level_count": 125, + "range_504_log": 0.904024, + "range_504_ratio": 2.469521, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.58103, + "hold30_r": 1.168264 + }, + { + "symbol": "CFG", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.919063, + "strategy_rank": 73.998663, + "production_rank": 77.305463, + "structural_overlay_pass": false, + "structural_overlay_score": 73.44019, + "structural_overlay_rr": 1.878589, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.9381, + "primary_prob": 43.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 63.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.407149, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 0.763449, + "range_504_ratio": 2.145664, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.901165, + "hold30_r": 3.033622 + }, + { + "symbol": "CHRW", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.846645, + "strategy_rank": 92.241588, + "production_rank": 93.443274, + "structural_overlay_pass": false, + "structural_overlay_score": 88.77111, + "structural_overlay_rr": 1.905664, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.882352, + "primary_prob": 35.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.323527, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 1.140492, + "range_504_ratio": 3.128308, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.851663, + "hold30_r": 1.723396 + }, + { + "symbol": "CMI", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.669862, + "strategy_rank": 82.556137, + "production_rank": 84.927379, + "structural_overlay_pass": false, + "structural_overlay_score": 80.68101, + "structural_overlay_rr": 1.682221, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.577919, + "primary_prob": 21.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.366878, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 0.865702, + "range_504_ratio": 2.376673, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.540868, + "hold30_r": 4.325003 + }, + { + "symbol": "COHR", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.870075, + "strategy_rank": 97.966499, + "production_rank": 97.934358, + "structural_overlay_pass": false, + "structural_overlay_score": 93.03764, + "structural_overlay_rr": 1.880175, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.65603, + "primary_prob": 29.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.484045, + "raw_level_count": 147, + "gate_level_count": 147, + "range_504_log": 1.88498, + "range_504_ratio": 6.586222, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.640138, + "hold30_r": 2.578367 + }, + { + "symbol": "COR", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.054313, + "strategy_rank": 75.450785, + "production_rank": 80.651961, + "structural_overlay_pass": false, + "structural_overlay_score": 76.619363, + "structural_overlay_rr": 2.025344, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.381138, + "primary_prob": 31.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.071707, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 0.564115, + "range_504_ratio": 1.757892, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.053252, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.480298, + "strategy_rank": 93.078762, + "production_rank": 92.545941, + "structural_overlay_pass": false, + "structural_overlay_score": 87.918644, + "structural_overlay_rr": 1.862292, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.600541, + "primary_prob": 35.42, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.400812, + "raw_level_count": 216, + "gate_level_count": 216, + "range_504_log": 1.974451, + "range_504_ratio": 7.202663, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.583255, + "hold30_r": 3.069768 + }, + { + "symbol": "DG", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.698616, + "strategy_rank": 90.220946, + "production_rank": 92.380169, + "structural_overlay_pass": false, + "structural_overlay_score": 87.761161, + "structural_overlay_rr": 2.337636, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.271631, + "primary_prob": 26.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 3.407446, + "raw_level_count": 108, + "gate_level_count": 108, + "range_504_log": 0.928232, + "range_504_ratio": 2.530032, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.03317, + "hold30_r": -1.0 + }, + { + "symbol": "DLTR", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.059638, + "strategy_rank": 89.135364, + "production_rank": 91.443455, + "structural_overlay_pass": false, + "structural_overlay_score": 86.871282, + "structural_overlay_rr": 1.792241, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.655925, + "primary_prob": 22.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 58, + "primary_distance_atr": 3.983887, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 0.913078, + "range_504_ratio": 2.491982, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.031326, + "hold30_r": -1.0 + }, + { + "symbol": "EL", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.404686, + "strategy_rank": 83.155621, + "production_rank": 82.238642, + "structural_overlay_pass": false, + "structural_overlay_score": 78.12671, + "structural_overlay_rr": 1.275595, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.660552, + "primary_prob": 30.6, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 81.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.490828, + "raw_level_count": 154, + "gate_level_count": 154, + "range_504_log": 1.193413, + "range_504_ratio": 3.298319, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.02415, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.036209, + "strategy_rank": 90.655133, + "production_rank": 91.782158, + "structural_overlay_pass": false, + "structural_overlay_score": 87.193051, + "structural_overlay_rr": 1.70235, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.723226, + "primary_prob": 15.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.58484, + "raw_level_count": 142, + "gate_level_count": 142, + "range_504_log": 0.97968, + "range_504_ratio": 2.663604, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.687787, + "hold30_r": 4.380763 + }, + { + "symbol": "F", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.830671, + "strategy_rank": 76.145299, + "production_rank": 77.70709, + "structural_overlay_pass": false, + "structural_overlay_score": 73.821735, + "structural_overlay_rr": 1.421968, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 2.702248, + "primary_prob": 22.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 111, + "primary_distance_atr": 4.053371, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.564946, + "range_504_ratio": 1.759354, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.037074, + "hold30_r": 1.302518 + }, + { + "symbol": "FCX", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.28541, + "strategy_rank": 88.863617, + "production_rank": 88.670881, + "structural_overlay_pass": false, + "structural_overlay_score": 84.237337, + "structural_overlay_rr": 1.970124, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.918097, + "primary_prob": 34.99, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 16.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.377145, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.92493, + "range_504_ratio": 2.521692, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.023542, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.509052, + "strategy_rank": 97.392507, + "production_rank": 97.764689, + "structural_overlay_pass": false, + "structural_overlay_score": 92.876454, + "structural_overlay_rr": 0.668079, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.222317, + "primary_prob": 38.2, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.833476, + "raw_level_count": 196, + "gate_level_count": 196, + "range_504_log": 1.704023, + "range_504_ratio": 5.496015, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.024787, + "hold30_r": -1.0 + }, + { + "symbol": "FSLR", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.290735, + "strategy_rank": 93.612025, + "production_rank": 93.504928, + "structural_overlay_pass": false, + "structural_overlay_score": 88.829682, + "structural_overlay_rr": 1.587716, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.868563, + "primary_prob": 31.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 66, + "primary_distance_atr": 2.802844, + "raw_level_count": 126, + "gate_level_count": 126, + "range_504_log": 0.96767, + "range_504_ratio": 2.631806, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.024558, + "hold30_r": 0.088301 + }, + { + "symbol": "GE", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.132055, + "strategy_rank": 74.977545, + "production_rank": 78.029049, + "structural_overlay_pass": false, + "structural_overlay_score": 74.127596, + "structural_overlay_rr": 1.553946, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.722485, + "primary_prob": 58.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.083727, + "raw_level_count": 124, + "gate_level_count": 124, + "range_504_log": 0.955816, + "range_504_ratio": 2.600791, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.035036, + "hold30_r": -1.0 + }, + { + "symbol": "GILD", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.70607, + "strategy_rank": 70.881483, + "production_rank": 75.156346, + "structural_overlay_pass": false, + "structural_overlay_score": 71.398528, + "structural_overlay_rr": 0.923645, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.823232, + "primary_prob": 39.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.234848, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.929828, + "range_504_ratio": 2.534074, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.052005, + "hold30_r": -1.0 + }, + { + "symbol": "GLW", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.657082, + "strategy_rank": 96.349319, + "production_rank": 96.78524, + "structural_overlay_pass": false, + "structural_overlay_score": 91.945978, + "structural_overlay_rr": 0.848504, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.262031, + "primary_prob": 22.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.893047, + "raw_level_count": 99, + "gate_level_count": 99, + "range_504_log": 1.663299, + "range_504_ratio": 5.276689, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.241501, + "hold30_r": 3.091698 + }, + { + "symbol": "GM", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.308839, + "strategy_rank": 84.662996, + "production_rank": 86.544944, + "structural_overlay_pass": false, + "structural_overlay_score": 82.217697, + "structural_overlay_rr": 2.13318, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.874044, + "primary_prob": 22.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 59.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.811066, + "raw_level_count": 97, + "gate_level_count": 97, + "range_504_log": 0.810859, + "range_504_ratio": 2.24984, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.83587, + "hold30_r": 1.468649 + }, + { + "symbol": "GNRC", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.197018, + "strategy_rank": 87.754934, + "production_rank": 86.902295, + "structural_overlay_pass": false, + "structural_overlay_score": 82.557181, + "structural_overlay_rr": 1.577761, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.650482, + "primary_prob": 30.37, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 79.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.475724, + "raw_level_count": 126, + "gate_level_count": 126, + "range_504_log": 0.885017, + "range_504_ratio": 2.423025, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.024727, + "hold30_r": -1.0 + }, + { + "symbol": "GOOG", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.545261, + "strategy_rank": 75.154023, + "production_rank": 80.951102, + "structural_overlay_pass": false, + "structural_overlay_score": 76.903547, + "structural_overlay_rr": 1.83312, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.81614, + "primary_prob": 21.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.72421, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 0.93787, + "range_504_ratio": 2.554534, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.050505, + "hold30_r": -1.0 + }, + { + "symbol": "GOOGL", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.758253, + "strategy_rank": 76.10099, + "production_rank": 81.653411, + "structural_overlay_pass": false, + "structural_overlay_score": 77.570741, + "structural_overlay_rr": 1.624966, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.676164, + "primary_prob": 23.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.514246, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 0.941462, + "range_504_ratio": 2.563726, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.050035, + "hold30_r": -1.0 + }, + { + "symbol": "GS", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.43344, + "strategy_rank": 76.554472, + "production_rank": 80.180794, + "structural_overlay_pass": false, + "structural_overlay_score": 76.171755, + "structural_overlay_rr": 2.026043, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.645227, + "primary_prob": 21.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.46784, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 0.948436, + "range_504_ratio": 2.581669, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.61256, + "hold30_r": 3.24913 + }, + { + "symbol": "HAS", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.924388, + "strategy_rank": 73.864093, + "production_rank": 78.884191, + "structural_overlay_pass": false, + "structural_overlay_score": 74.939981, + "structural_overlay_rr": 0.862629, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.302898, + "primary_prob": 41.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 69, + "primary_distance_atr": 1.954347, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.780822, + "range_504_ratio": 2.183265, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.043902, + "hold30_r": -1.0 + }, + { + "symbol": "HII", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.42066, + "strategy_rank": 88.815739, + "production_rank": 91.017379, + "structural_overlay_pass": false, + "structural_overlay_score": 86.46651, + "structural_overlay_rr": 0.732036, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.530276, + "primary_prob": 17.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.295414, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 1.063077, + "range_504_ratio": 2.895267, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.0349, + "hold30_r": -1.0 + }, + { + "symbol": "HSY", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.900958, + "strategy_rank": 72.990245, + "production_rank": 77.62715, + "structural_overlay_pass": false, + "structural_overlay_score": 73.745792, + "structural_overlay_rr": 1.958644, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 2.5582, + "primary_prob": 23.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 92, + "primary_distance_atr": 3.8373, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.535899, + "range_504_ratio": 1.708985, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.054281, + "hold30_r": -1.0 + }, + { + "symbol": "HUBB", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.191693, + "strategy_rank": 70.815036, + "production_rank": 73.940589, + "structural_overlay_pass": false, + "structural_overlay_score": 70.243559, + "structural_overlay_rr": 1.863094, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.68742, + "primary_prob": 47.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.031129, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 0.578157, + "range_504_ratio": 1.78275, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.649352, + "hold30_r": 3.582075 + }, + { + "symbol": "HWM", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.521832, + "strategy_rank": 78.429112, + "production_rank": 82.460019, + "structural_overlay_pass": false, + "structural_overlay_score": 78.337018, + "structural_overlay_rr": 1.712569, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.004223, + "primary_prob": 29.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.506335, + "raw_level_count": 155, + "gate_level_count": 155, + "range_504_log": 1.448454, + "range_504_ratio": 4.256529, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.037836, + "hold30_r": -1.0 + }, + { + "symbol": "IBKR", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.984026, + "strategy_rank": 82.339882, + "production_rank": 83.221263, + "structural_overlay_pass": false, + "structural_overlay_score": 79.0602, + "structural_overlay_rr": 1.533889, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.559681, + "primary_prob": 27.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.339521, + "raw_level_count": 136, + "gate_level_count": 136, + "range_504_log": 1.116709, + "range_504_ratio": 3.054784, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.530373, + "hold30_r": 2.523827 + }, + { + "symbol": "IDXX", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.410011, + "strategy_rank": 79.925305, + "production_rank": 81.75354, + "structural_overlay_pass": false, + "structural_overlay_score": 77.665863, + "structural_overlay_rr": 2.222104, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.853393, + "primary_prob": 31.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 96, + "primary_distance_atr": 2.78009, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.771041, + "range_504_ratio": 2.162015, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.038819, + "hold30_r": 0.038222 + }, + { + "symbol": "INCY", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.623003, + "strategy_rank": 79.212698, + "production_rank": 81.349466, + "structural_overlay_pass": false, + "structural_overlay_score": 77.281993, + "structural_overlay_rr": 2.460402, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.001325, + "primary_prob": 29.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 3.001987, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.80209, + "range_504_ratio": 2.230198, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.040869, + "hold30_r": 0.701092 + }, + { + "symbol": "INTC", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.485623, + "strategy_rank": 96.869723, + "production_rank": 96.74169, + "structural_overlay_pass": false, + "structural_overlay_score": 91.904605, + "structural_overlay_rr": 0.826811, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.903502, + "primary_prob": 30.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 57, + "primary_distance_atr": 2.855253, + "raw_level_count": 110, + "gate_level_count": 110, + "range_504_log": 1.128449, + "range_504_ratio": 3.090858, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.02381, + "hold30_r": -1.0 + }, + { + "symbol": "IVZ", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.345048, + "strategy_rank": 78.158555, + "production_rank": 80.220719, + "structural_overlay_pass": false, + "structural_overlay_score": 76.209683, + "structural_overlay_rr": 1.56899, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.817666, + "primary_prob": 31.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.7265, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.937107, + "range_504_ratio": 2.552586, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.028655, + "hold30_r": 1.544883 + }, + { + "symbol": "JBHT", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.173589, + "strategy_rank": 83.178959, + "production_rank": 83.177169, + "structural_overlay_pass": false, + "structural_overlay_score": 79.018311, + "structural_overlay_rr": 1.956528, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.187049, + "primary_prob": 31.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.780574, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.653356, + "range_504_ratio": 1.921981, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.153425, + "hold30_r": 4.190227 + }, + { + "symbol": "JBL", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.332268, + "strategy_rank": 89.111311, + "production_rank": 90.184964, + "structural_overlay_pass": false, + "structural_overlay_score": 85.675715, + "structural_overlay_rr": 1.220306, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.856555, + "primary_prob": 35.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.284832, + "raw_level_count": 129, + "gate_level_count": 129, + "range_504_log": 1.076938, + "range_504_ratio": 2.935677, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.824214, + "hold30_r": 5.815866 + }, + { + "symbol": "JCI", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.734824, + "strategy_rank": 75.865441, + "production_rank": 80.821902, + "structural_overlay_pass": false, + "structural_overlay_score": 76.780807, + "structural_overlay_rr": 1.95546, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.316733, + "primary_prob": 22.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.9751, + "raw_level_count": 91, + "gate_level_count": 91, + "range_504_log": 0.89545, + "range_504_ratio": 2.448437, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.272275, + "hold30_r": 2.257745 + }, + { + "symbol": "JNJ", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.947817, + "strategy_rank": 64.333685, + "production_rank": 73.205062, + "structural_overlay_pass": false, + "structural_overlay_score": 69.544809, + "structural_overlay_rr": 1.612087, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.172963, + "primary_prob": 24.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.759445, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.58179, + "range_504_ratio": 1.789238, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.076418, + "hold30_r": -1.0 + }, + { + "symbol": "KLAC", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.503727, + "strategy_rank": 92.707928, + "production_rank": 92.973195, + "structural_overlay_pass": false, + "structural_overlay_score": 88.324535, + "structural_overlay_rr": 1.626957, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.798807, + "primary_prob": 41.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.19821, + "raw_level_count": 137, + "gate_level_count": 137, + "range_504_log": 1.122155, + "range_504_ratio": 3.071467, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.771193, + "hold30_r": 4.685295 + }, + { + "symbol": "LHX", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.267306, + "strategy_rank": 77.291369, + "production_rank": 81.950015, + "structural_overlay_pass": false, + "structural_overlay_score": 77.852514, + "structural_overlay_rr": 0.776423, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.943203, + "primary_prob": 31.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.414805, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.674986, + "range_504_ratio": 1.964006, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.896432, + "hold30_r": -1.07756 + }, + { + "symbol": "LITE", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.680511, + "strategy_rank": 99.680613, + "production_rank": 99.680579, + "structural_overlay_pass": false, + "structural_overlay_score": 94.69655, + "structural_overlay_rr": 1.612008, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 11, + "rr": 1.612511, + "primary_prob": 30.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.418766, + "raw_level_count": 142, + "gate_level_count": 142, + "range_504_log": 3.019096, + "range_504_ratio": 20.47277, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.598427, + "hold30_r": 2.683061 + }, + { + "symbol": "LMT", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.55804, + "strategy_rank": 68.541692, + "production_rank": 73.880475, + "structural_overlay_pass": false, + "structural_overlay_score": 70.186451, + "structural_overlay_rr": 1.651098, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.651098, + "primary_prob": 14.56, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.476647, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.523161, + "range_504_ratio": 1.687352, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.046374, + "hold30_r": -1.0 + }, + { + "symbol": "LRCX", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.444089, + "strategy_rank": 96.391714, + "production_rank": 96.742506, + "structural_overlay_pass": false, + "structural_overlay_score": 91.90538, + "structural_overlay_rr": 1.070525, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.980264, + "primary_prob": 34.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.470396, + "raw_level_count": 127, + "gate_level_count": 127, + "range_504_log": 1.51678, + "range_504_ratio": 4.557528, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.955633, + "hold30_r": 2.743463 + }, + { + "symbol": "LUV", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.859425, + "strategy_rank": 88.054789, + "production_rank": 87.989668, + "structural_overlay_pass": false, + "structural_overlay_score": 83.590184, + "structural_overlay_rr": 1.758422, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.72004, + "primary_prob": 33.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.580059, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.848932, + "range_504_ratio": 2.33715, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.697436, + "hold30_r": -0.160411 + }, + { + "symbol": "MCK", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.693291, + "strategy_rank": 83.525729, + "production_rank": 86.24825, + "structural_overlay_pass": false, + "structural_overlay_score": 81.935837, + "structural_overlay_rr": 1.584386, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.577892, + "primary_prob": 31.02, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.366837, + "raw_level_count": 134, + "gate_level_count": 134, + "range_504_log": 0.765976, + "range_504_ratio": 2.151093, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.051116, + "hold30_r": -1.0 + }, + { + "symbol": "MLM", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.576145, + "strategy_rank": 66.071386, + "production_rank": 71.239639, + "structural_overlay_pass": false, + "structural_overlay_score": 67.677657, + "structural_overlay_rr": 1.846984, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.519506, + "primary_prob": 36.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 57, + "primary_distance_atr": 2.279259, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.475445, + "range_504_ratio": 1.60873, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.480262, + "hold30_r": 0.873955 + }, + { + "symbol": "MNST", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.350373, + "strategy_rank": 67.396325, + "production_rank": 74.714341, + "structural_overlay_pass": false, + "structural_overlay_score": 70.978624, + "structural_overlay_rr": 1.583955, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.902437, + "primary_prob": 35.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.353656, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.701652, + "range_504_ratio": 2.017082, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.054793, + "hold30_r": -1.0 + }, + { + "symbol": "MPWR", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.882854, + "strategy_rank": 89.024381, + "production_rank": 89.310539, + "structural_overlay_pass": false, + "structural_overlay_score": 84.845012, + "structural_overlay_rr": 1.523982, + "structural_overlay_sources": [ + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.909777, + "primary_prob": 36.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.364665, + "raw_level_count": 116, + "gate_level_count": 116, + "range_504_log": 1.051682, + "range_504_ratio": 2.862462, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.883457, + "hold30_r": 6.688596 + }, + { + "symbol": "MU", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.722045, + "strategy_rank": 98.211814, + "production_rank": 98.381891, + "structural_overlay_pass": false, + "structural_overlay_score": 93.462797, + "structural_overlay_rr": 0.785151, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.784166, + "primary_prob": 51.52, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.176249, + "raw_level_count": 132, + "gate_level_count": 132, + "range_504_log": 2.001708, + "range_504_ratio": 7.40169, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.761411, + "hold30_r": -1.151552 + }, + { + "symbol": "NEM", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.083067, + "strategy_rank": 96.041126, + "production_rank": 96.721773, + "structural_overlay_pass": false, + "structural_overlay_score": 91.885684, + "structural_overlay_rr": 0.736728, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.736728, + "primary_prob": 42.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.105092, + "raw_level_count": 112, + "gate_level_count": 112, + "range_504_log": 1.399128, + "range_504_ratio": 4.051667, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.637072, + "hold30_r": -1.61069 + }, + { + "symbol": "NOC", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.095847, + "strategy_rank": 74.492625, + "production_rank": 79.693699, + "structural_overlay_pass": false, + "structural_overlay_score": 75.709014, + "structural_overlay_rr": 1.052472, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.014365, + "primary_prob": 29.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.521548, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.614656, + "range_504_ratio": 1.849021, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.04846, + "hold30_r": -1.0 + }, + { + "symbol": "NRG", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.687966, + "strategy_rank": 85.415619, + "production_rank": 85.839734, + "structural_overlay_pass": false, + "structural_overlay_score": 81.547748, + "structural_overlay_rr": 2.157306, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.776941, + "primary_prob": 32.56, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.665412, + "raw_level_count": 119, + "gate_level_count": 119, + "range_504_log": 1.160837, + "range_504_ratio": 3.192605, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.028101, + "hold30_r": -1.0 + }, + { + "symbol": "ON", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.043663, + "strategy_rank": 83.219926, + "production_rank": 82.494505, + "structural_overlay_pass": false, + "structural_overlay_score": 78.36978, + "structural_overlay_rr": 1.42446, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.604538, + "primary_prob": 23.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 143, + "primary_distance_atr": 3.906808, + "raw_level_count": 91, + "gate_level_count": 91, + "range_504_log": 0.979338, + "range_504_ratio": 2.662693, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.576568, + "hold30_r": 9.4327 + }, + { + "symbol": "PH", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.960596, + "strategy_rank": 65.827737, + "production_rank": 71.53869, + "structural_overlay_pass": false, + "structural_overlay_score": 67.961755, + "structural_overlay_rr": 1.689548, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.821986, + "primary_prob": 40.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.232979, + "raw_level_count": 117, + "gate_level_count": 117, + "range_504_log": 0.750881, + "range_504_ratio": 2.118866, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.77818, + "hold30_r": 2.079395 + }, + { + "symbol": "RCL", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.789137, + "strategy_rank": 84.571545, + "production_rank": 83.644076, + "structural_overlay_pass": false, + "structural_overlay_score": 79.461872, + "structural_overlay_rr": 2.151513, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.769417, + "primary_prob": 32.68, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.654126, + "raw_level_count": 182, + "gate_level_count": 182, + "range_504_log": 1.075203, + "range_504_ratio": 2.930586, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.023063, + "hold30_r": -0.578382 + }, + { + "symbol": "ROL", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.617678, + "strategy_rank": 67.921737, + "production_rank": 72.153717, + "structural_overlay_pass": false, + "structural_overlay_score": 68.546031, + "structural_overlay_rr": 1.845171, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.943318, + "primary_prob": 21.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.914977, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.460793, + "range_504_ratio": 1.585331, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.048075, + "hold30_r": -1.0 + }, + { + "symbol": "ROST", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.835996, + "strategy_rank": 66.914984, + "production_rank": 73.221988, + "structural_overlay_pass": false, + "structural_overlay_score": 69.560889, + "structural_overlay_rr": 1.360885, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.892753, + "primary_prob": 33.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.33913, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.572005, + "range_504_ratio": 1.771817, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.838831, + "hold30_r": 2.599643 + }, + { + "symbol": "RTX", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.498403, + "strategy_rank": 70.789307, + "production_rank": 76.692339, + "structural_overlay_pass": false, + "structural_overlay_score": 72.857722, + "structural_overlay_rr": 1.119579, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.768868, + "primary_prob": 37.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.153302, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 0.874704, + "range_504_ratio": 2.398165, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.049673, + "hold30_r": -1.0 + }, + { + "symbol": "SATS", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.254526, + "strategy_rank": 96.924977, + "production_rank": 97.701493, + "structural_overlay_pass": false, + "structural_overlay_score": 92.816419, + "structural_overlay_rr": 1.041188, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.959189, + "primary_prob": 37.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.438783, + "raw_level_count": 127, + "gate_level_count": 127, + "range_504_log": 2.370229, + "range_504_ratio": 10.699838, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.935175, + "hold30_r": 1.472862 + }, + { + "symbol": "STLD", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.048988, + "strategy_rank": 80.691739, + "production_rank": 82.477489, + "structural_overlay_pass": false, + "structural_overlay_score": 78.353614, + "structural_overlay_rr": 1.473071, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.68716, + "primary_prob": 43.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.030739, + "raw_level_count": 109, + "gate_level_count": 109, + "range_504_log": 0.703417, + "range_504_ratio": 2.020646, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.655173, + "hold30_r": 5.103543 + }, + { + "symbol": "STX", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.041534, + "strategy_rank": 98.91418, + "production_rank": 98.956631, + "structural_overlay_pass": false, + "structural_overlay_score": 94.0088, + "structural_overlay_rr": 1.143111, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.143111, + "primary_prob": 28.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.714666, + "raw_level_count": 127, + "gate_level_count": 127, + "range_504_log": 1.984733, + "range_504_ratio": 7.277101, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.122609, + "hold30_r": 5.667467 + }, + { + "symbol": "TEL", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.215122, + "strategy_rank": 75.997394, + "production_rank": 78.06997, + "structural_overlay_pass": false, + "structural_overlay_score": 74.166472, + "structural_overlay_rr": 2.210736, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.976566, + "primary_prob": 25.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 77.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.964849, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.767949, + "range_504_ratio": 2.155341, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.945924, + "hold30_r": 0.776775 + }, + { + "symbol": "TER", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.29606, + "strategy_rank": 97.785965, + "production_rank": 97.955997, + "structural_overlay_pass": false, + "structural_overlay_score": 93.058197, + "structural_overlay_rr": 1.543528, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.87636, + "primary_prob": 35.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.31454, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 1.657134, + "range_504_ratio": 5.24426, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.85509, + "hold30_r": 4.291589 + }, + { + "symbol": "TKO", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.641108, + "strategy_rank": 74.699839, + "production_rank": 77.346929, + "structural_overlay_pass": false, + "structural_overlay_score": 73.479582, + "structural_overlay_rr": 1.814157, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.751985, + "primary_prob": 57.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 1.127978, + "raw_level_count": 135, + "gate_level_count": 135, + "range_504_log": 1.051195, + "range_504_ratio": 2.861069, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.717919, + "hold30_r": -1.0 + }, + { + "symbol": "TPR", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.781683, + "strategy_rank": 89.006752, + "production_rank": 90.931729, + "structural_overlay_pass": false, + "structural_overlay_score": 86.385143, + "structural_overlay_rr": 2.003975, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.950008, + "primary_prob": 34.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.425012, + "raw_level_count": 113, + "gate_level_count": 113, + "range_504_log": 1.525513, + "range_504_ratio": 4.597502, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.915035, + "hold30_r": 0.537763 + }, + { + "symbol": "TSLA", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.256656, + "strategy_rank": 81.773276, + "production_rank": 81.601069, + "structural_overlay_pass": false, + "structural_overlay_score": 77.521016, + "structural_overlay_rr": 1.66037, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.118539, + "primary_prob": 28.01, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 58, + "primary_distance_atr": 3.177808, + "raw_level_count": 116, + "gate_level_count": 116, + "range_504_log": 1.279213, + "range_504_ratio": 3.593811, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.03738, + "hold30_r": -1.0 + }, + { + "symbol": "ULTA", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.994675, + "strategy_rank": 88.581379, + "production_rank": 90.719144, + "structural_overlay_pass": false, + "structural_overlay_score": 86.183187, + "structural_overlay_rr": 2.004304, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.983455, + "primary_prob": 31.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.475183, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.838867, + "range_504_ratio": 2.313744, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.955561, + "hold30_r": 0.102576 + }, + { + "symbol": "VRT", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.231097, + "strategy_rank": 96.912832, + "production_rank": 97.01892, + "structural_overlay_pass": false, + "structural_overlay_score": 92.167974, + "structural_overlay_rr": 0.846947, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.843006, + "primary_prob": 49.35, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.264508, + "raw_level_count": 202, + "gate_level_count": 202, + "range_504_log": 1.641674, + "range_504_ratio": 5.163806, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.818621, + "hold30_r": -1.0 + }, + { + "symbol": "VTRS", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.906283, + "strategy_rank": 83.32376, + "production_rank": 86.184601, + "structural_overlay_pass": false, + "structural_overlay_score": 81.875371, + "structural_overlay_rr": 1.360682, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.098565, + "primary_prob": 21.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 30, + "primary_distance_atr": 3.147847, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.877292, + "range_504_ratio": 2.40438, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.061982, + "hold30_r": 1.760087 + }, + { + "symbol": "WDC", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.467519, + "strategy_rank": 99.276199, + "production_rank": 99.339972, + "structural_overlay_pass": false, + "structural_overlay_score": 94.372974, + "structural_overlay_rr": 0.888329, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.82742, + "primary_prob": 51.91, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 10.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.241129, + "raw_level_count": 136, + "gate_level_count": 136, + "range_504_log": 2.374833, + "range_504_ratio": 10.749216, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.808386, + "hold30_r": 4.489088 + }, + { + "symbol": "WELL", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.474973, + "strategy_rank": 63.755886, + "production_rank": 71.328915, + "structural_overlay_pass": false, + "structural_overlay_score": 67.762469, + "structural_overlay_rr": 1.30085, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.30085, + "primary_prob": 21.56, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.951275, + "raw_level_count": 98, + "gate_level_count": 98, + "range_504_log": 0.901409, + "range_504_ratio": 2.46307, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.062797, + "hold30_r": -1.0 + }, + { + "symbol": "WMT", + "date": "2026-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.646432, + "strategy_rank": 68.373779, + "production_rank": 74.797997, + "structural_overlay_pass": false, + "structural_overlay_score": 71.058097, + "structural_overlay_rr": 1.155148, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.211065, + "primary_prob": 24.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.816598, + "raw_level_count": 86, + "gate_level_count": 86, + "range_504_log": 0.833009, + "range_504_ratio": 2.300231, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.055466, + "hold30_r": -1.0 + }, + { + "symbol": "GEV", + "date": "2026-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.166842, + "strategy_rank": 95.501066, + "production_rank": 96.056324, + "structural_overlay_pass": false, + "structural_overlay_score": 91.253508, + "structural_overlay_rr": 1.269884, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.899852, + "primary_prob": 33.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.349778, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 2.017622, + "range_504_ratio": 7.520419, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.868935, + "hold30_r": 4.886981 + }, + { + "symbol": "WBD", + "date": "2026-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.586569, + "strategy_rank": 88.593617, + "production_rank": 91.591268, + "structural_overlay_pass": false, + "structural_overlay_score": 87.011704, + "structural_overlay_rr": 1.309874, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.751102, + "primary_prob": 18.96, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 30.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.626653, + "raw_level_count": 110, + "gate_level_count": 110, + "range_504_log": 1.508085, + "range_504_ratio": 4.518072, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.09154, + "hold30_r": -1.0 + }, + { + "symbol": "HOOD", + "date": "2026-03-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.87723, + "strategy_rank": 91.522237, + "production_rank": 90.640568, + "structural_overlay_pass": false, + "structural_overlay_score": 86.10854, + "structural_overlay_rr": 1.654611, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.814009, + "primary_prob": 37.2, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 9.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.221013, + "raw_level_count": 191, + "gate_level_count": 191, + "range_504_log": 2.398415, + "range_504_ratio": 11.005715, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.022323, + "hold30_r": -1.0 + }, + { + "symbol": "ADI", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.581322, + "strategy_rank": 74.630825, + "production_rank": 77.280991, + "structural_overlay_pass": false, + "structural_overlay_score": 73.416941, + "structural_overlay_rr": 0.951547, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.963057, + "primary_prob": 32.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.444586, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.828253, + "range_504_ratio": 2.289316, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.920606, + "hold30_r": 6.008348 + }, + { + "symbol": "ADM", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.247639, + "strategy_rank": 74.194731, + "production_rank": 78.879034, + "structural_overlay_pass": false, + "structural_overlay_score": 74.935082, + "structural_overlay_rr": 1.182701, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.916645, + "primary_prob": 30.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 81, + "primary_distance_atr": 2.874967, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.58719, + "range_504_ratio": 1.798926, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.877816, + "hold30_r": 2.963354 + }, + { + "symbol": "ALB", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.278069, + "strategy_rank": 95.436787, + "production_rank": 95.383881, + "structural_overlay_pass": false, + "structural_overlay_score": 90.614687, + "structural_overlay_rr": 1.632315, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.8461, + "primary_prob": 31.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.76915, + "raw_level_count": 134, + "gate_level_count": 134, + "range_504_log": 1.427313, + "range_504_ratio": 4.167484, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.823723, + "hold30_r": 2.426956 + }, + { + "symbol": "AMAT", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.117524, + "strategy_rank": 93.854594, + "production_rank": 94.608904, + "structural_overlay_pass": false, + "structural_overlay_score": 89.878458, + "structural_overlay_rr": 0.877773, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.328476, + "primary_prob": 20.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.992714, + "raw_level_count": 120, + "gate_level_count": 120, + "range_504_log": 1.163134, + "range_504_ratio": 3.199945, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.030832, + "hold30_r": -1.0 + }, + { + "symbol": "AMD", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.080797, + "strategy_rank": 92.970395, + "production_rank": 92.340529, + "structural_overlay_pass": false, + "structural_overlay_score": 87.723503, + "structural_overlay_rr": 1.748699, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.748995, + "primary_prob": 37.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.623493, + "raw_level_count": 120, + "gate_level_count": 120, + "range_504_log": 1.250519, + "range_504_ratio": 3.492154, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.719912, + "hold30_r": 10.127012 + }, + { + "symbol": "ANET", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.253935, + "strategy_rank": 87.358887, + "production_rank": 86.990569, + "structural_overlay_pass": false, + "structural_overlay_score": 82.641041, + "structural_overlay_rr": 1.600009, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.600009, + "primary_prob": 22.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.400013, + "raw_level_count": 169, + "gate_level_count": 169, + "range_504_log": 1.020783, + "range_504_ratio": 2.775366, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.139606, + "hold30_r": -1.110119 + }, + { + "symbol": "APH", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.90766, + "strategy_rank": 93.047312, + "production_rank": 94.000761, + "structural_overlay_pass": false, + "structural_overlay_score": 89.300723, + "structural_overlay_rr": 1.666002, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.785361, + "primary_prob": 56.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 1.178041, + "raw_level_count": 107, + "gate_level_count": 107, + "range_504_log": 1.116004, + "range_504_ratio": 3.052632, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.76057, + "hold30_r": 1.39761 + }, + { + "symbol": "AVGO", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.204617, + "strategy_rank": 85.177823, + "production_rank": 85.186754, + "structural_overlay_pass": false, + "structural_overlay_score": 80.927417, + "structural_overlay_rr": 1.499217, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.50345, + "primary_prob": 37.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 58, + "primary_distance_atr": 2.255175, + "raw_level_count": 149, + "gate_level_count": 149, + "range_504_log": 1.241849, + "range_504_ratio": 3.462007, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.030963, + "hold30_r": -1.0 + }, + { + "symbol": "BG", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.339979, + "strategy_rank": 81.965029, + "production_rank": 85.423346, + "structural_overlay_pass": false, + "structural_overlay_score": 81.152179, + "structural_overlay_rr": 1.693714, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.909603, + "primary_prob": 35.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.364405, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.644973, + "range_504_ratio": 1.905935, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.872095, + "hold30_r": 1.503175 + }, + { + "symbol": "BIIB", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.322141, + "strategy_rank": 76.862605, + "production_rank": 78.349117, + "structural_overlay_pass": false, + "structural_overlay_score": 74.431661, + "structural_overlay_rr": 1.165021, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.669235, + "primary_prob": 34.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 63, + "primary_distance_atr": 2.503852, + "raw_level_count": 97, + "gate_level_count": 97, + "range_504_log": 0.771472, + "range_504_ratio": 2.162948, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.047673, + "hold30_r": -1.0 + }, + { + "symbol": "C", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.155299, + "strategy_rank": 75.481036, + "production_rank": 78.372457, + "structural_overlay_pass": false, + "structural_overlay_score": 74.453834, + "structural_overlay_rr": 1.417866, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.339773, + "primary_prob": 32.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.00966, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 0.849724, + "range_504_ratio": 2.339002, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.30026, + "hold30_r": 2.906159 + }, + { + "symbol": "CAH", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.12382, + "strategy_rank": 86.106799, + "production_rank": 88.779139, + "structural_overlay_pass": false, + "structural_overlay_score": 84.340182, + "structural_overlay_rr": 1.501733, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.863839, + "primary_prob": 42.62, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 45.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.295758, + "raw_level_count": 124, + "gate_level_count": 124, + "range_504_log": 0.919184, + "range_504_ratio": 2.507245, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.813651, + "hold30_r": -1.0 + }, + { + "symbol": "CAT", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.697796, + "strategy_rank": 88.529338, + "production_rank": 90.918824, + "structural_overlay_pass": false, + "structural_overlay_score": 86.372883, + "structural_overlay_rr": 1.794747, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.819915, + "primary_prob": 37.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.229873, + "raw_level_count": 114, + "gate_level_count": 114, + "range_504_log": 1.083421, + "range_504_ratio": 2.95477, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.78345, + "hold30_r": 5.192183 + }, + { + "symbol": "CBOE", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.198321, + "strategy_rank": 64.592284, + "production_rank": 72.12763, + "structural_overlay_pass": false, + "structural_overlay_score": 68.521248, + "structural_overlay_rr": 1.854339, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.209245, + "primary_prob": 25.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.813868, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 0.609768, + "range_504_ratio": 1.840005, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.052223, + "hold30_r": -1.0 + }, + { + "symbol": "CF", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.951731, + "strategy_rank": 81.800174, + "production_rank": 81.850693, + "structural_overlay_pass": false, + "structural_overlay_score": 77.758159, + "structural_overlay_rr": 1.219157, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.990064, + "primary_prob": 44.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.485096, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.713433, + "range_504_ratio": 2.040986, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.965778, + "hold30_r": -1.048533 + }, + { + "symbol": "CFG", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.371459, + "strategy_rank": 72.408449, + "production_rank": 75.729452, + "structural_overlay_pass": false, + "structural_overlay_score": 71.942979, + "structural_overlay_rr": 1.585449, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.700117, + "primary_prob": 48.48, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 43.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.050175, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 0.763449, + "range_504_ratio": 2.145664, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.657873, + "hold30_r": 2.422626 + }, + { + "symbol": "CHRW", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.543547, + "strategy_rank": 91.84086, + "production_rank": 92.741756, + "structural_overlay_pass": false, + "structural_overlay_score": 88.104668, + "structural_overlay_rr": 2.135575, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.016612, + "primary_prob": 31.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.524918, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 1.140492, + "range_504_ratio": 3.128308, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.983114, + "hold30_r": -0.757711 + }, + { + "symbol": "CMI", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.66107, + "strategy_rank": 83.085391, + "production_rank": 85.610617, + "structural_overlay_pass": false, + "structural_overlay_score": 81.330086, + "structural_overlay_rr": 1.935616, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.15585, + "primary_prob": 30.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.733775, + "raw_level_count": 86, + "gate_level_count": 86, + "range_504_log": 0.865702, + "range_504_ratio": 2.376673, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.115117, + "hold30_r": 4.702384 + }, + { + "symbol": "COHR", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.006296, + "strategy_rank": 98.101262, + "production_rank": 98.069607, + "structural_overlay_pass": false, + "structural_overlay_score": 93.166127, + "structural_overlay_rr": 1.371029, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.169431, + "primary_prob": 39.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.754147, + "raw_level_count": 147, + "gate_level_count": 147, + "range_504_log": 1.88498, + "range_504_ratio": 6.586222, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.014934, + "hold30_r": -1.0 + }, + { + "symbol": "COR", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.457503, + "strategy_rank": 74.404529, + "production_rank": 79.088853, + "structural_overlay_pass": false, + "structural_overlay_score": 75.134411, + "structural_overlay_rr": 1.719176, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.184567, + "primary_prob": 24.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 84.0, + "primary_rejection_count": 37, + "primary_distance_atr": 3.276851, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 0.564115, + "range_504_ratio": 1.757892, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.045727, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.870934, + "strategy_rank": 92.697704, + "production_rank": 92.088781, + "structural_overlay_pass": false, + "structural_overlay_score": 87.484342, + "structural_overlay_rr": 1.899283, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.832963, + "primary_prob": 31.73, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 65, + "primary_distance_atr": 2.749444, + "raw_level_count": 217, + "gate_level_count": 217, + "range_504_log": 1.974451, + "range_504_ratio": 7.202663, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.815769, + "hold30_r": 2.911041 + }, + { + "symbol": "DG", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.537251, + "strategy_rank": 90.594943, + "production_rank": 92.575713, + "structural_overlay_pass": false, + "structural_overlay_score": 87.946927, + "structural_overlay_rr": 1.536602, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.789294, + "primary_prob": 32.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 54, + "primary_distance_atr": 2.683941, + "raw_level_count": 108, + "gate_level_count": 108, + "range_504_log": 0.904449, + "range_504_ratio": 2.470571, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.034048, + "hold30_r": -1.0 + }, + { + "symbol": "DLTR", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.747114, + "strategy_rank": 90.616062, + "production_rank": 92.659746, + "structural_overlay_pass": false, + "structural_overlay_score": 88.026759, + "structural_overlay_rr": 1.932516, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.505605, + "primary_prob": 37.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 62, + "primary_distance_atr": 2.258407, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 0.856162, + "range_504_ratio": 2.354108, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.03023, + "hold30_r": -1.0 + }, + { + "symbol": "EL", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.883526, + "strategy_rank": 87.673814, + "production_rank": 87.410385, + "structural_overlay_pass": false, + "structural_overlay_score": 83.039865, + "structural_overlay_rr": 1.766045, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.206928, + "primary_prob": 23.21, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 81.0, + "primary_rejection_count": 35, + "primary_distance_atr": 3.310392, + "raw_level_count": 154, + "gate_level_count": 154, + "range_504_log": 1.169242, + "range_504_ratio": 3.219551, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.027002, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.333683, + "strategy_rank": 91.285151, + "production_rank": 92.301328, + "structural_overlay_pass": false, + "structural_overlay_score": 87.686262, + "structural_overlay_rr": 2.374989, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.335742, + "primary_prob": 22.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.003613, + "raw_level_count": 142, + "gate_level_count": 142, + "range_504_log": 0.960706, + "range_504_ratio": 2.61354, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.299891, + "hold30_r": 4.582703 + }, + { + "symbol": "FCX", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.112277, + "strategy_rank": 84.137084, + "production_rank": 83.128815, + "structural_overlay_pass": false, + "structural_overlay_score": 78.972375, + "structural_overlay_rr": 2.20131, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.679609, + "primary_prob": 42.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.019414, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.92493, + "range_504_ratio": 2.521692, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.656756, + "hold30_r": 0.763384 + }, + { + "symbol": "FDX", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.365163, + "strategy_rank": 67.074482, + "production_rank": 72.838042, + "structural_overlay_pass": false, + "structural_overlay_score": 69.19614, + "structural_overlay_rr": 0.681201, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.72944, + "primary_prob": 14.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.59416, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.704076, + "range_504_ratio": 2.021977, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.04475, + "hold30_r": -1.0 + }, + { + "symbol": "FE", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.69255, + "strategy_rank": 56.642018, + "production_rank": 64.658862, + "structural_overlay_pass": false, + "structural_overlay_score": 61.425919, + "structural_overlay_rr": 1.958359, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.796331, + "primary_prob": 43.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.194496, + "raw_level_count": 23, + "gate_level_count": 23, + "range_504_log": 0.345763, + "range_504_ratio": 1.413067, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.729623, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.635887, + "strategy_rank": 97.50424, + "production_rank": 97.881456, + "structural_overlay_pass": false, + "structural_overlay_score": 92.987383, + "structural_overlay_rr": 0.784115, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.761004, + "primary_prob": 40.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.141506, + "raw_level_count": 197, + "gate_level_count": 197, + "range_504_log": 1.704023, + "range_504_ratio": 5.496015, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.735755, + "hold30_r": 4.979999 + }, + { + "symbol": "FSLR", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.068206, + "strategy_rank": 94.755291, + "production_rank": 94.859596, + "structural_overlay_pass": false, + "structural_overlay_score": 90.116616, + "structural_overlay_rr": 2.046983, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.774259, + "primary_prob": 21.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 57, + "primary_distance_atr": 4.161389, + "raw_level_count": 125, + "gate_level_count": 125, + "range_504_log": 0.96767, + "range_504_ratio": 2.631806, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.027599, + "hold30_r": 1.328982 + }, + { + "symbol": "GE", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.408185, + "strategy_rank": 77.475037, + "production_rank": 80.786087, + "structural_overlay_pass": false, + "structural_overlay_score": 76.746782, + "structural_overlay_rr": 1.805291, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.578807, + "primary_prob": 35.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.36821, + "raw_level_count": 124, + "gate_level_count": 124, + "range_504_log": 0.955816, + "range_504_ratio": 2.600791, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.03585, + "hold30_r": -1.0 + }, + { + "symbol": "GILD", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.834208, + "strategy_rank": 72.253757, + "production_rank": 76.780574, + "structural_overlay_pass": false, + "structural_overlay_score": 72.941545, + "structural_overlay_rr": 2.314329, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.353662, + "primary_prob": 22.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.030493, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.929828, + "range_504_ratio": 2.534074, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.049108, + "hold30_r": -1.0 + }, + { + "symbol": "GLW", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.376705, + "strategy_rank": 96.245455, + "production_rank": 96.622538, + "structural_overlay_pass": false, + "structural_overlay_score": 91.791411, + "structural_overlay_rr": 0.928437, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.856661, + "primary_prob": 36.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.284992, + "raw_level_count": 101, + "gate_level_count": 101, + "range_504_log": 1.663299, + "range_504_ratio": 5.276689, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.836713, + "hold30_r": 2.832587 + }, + { + "symbol": "GM", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.451207, + "strategy_rank": 84.982511, + "production_rank": 86.80541, + "structural_overlay_pass": false, + "structural_overlay_score": 82.465139, + "structural_overlay_rr": 2.14069, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.975774, + "primary_prob": 21.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 59.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.963661, + "raw_level_count": 98, + "gate_level_count": 98, + "range_504_log": 0.810474, + "range_504_ratio": 2.248973, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.932751, + "hold30_r": 0.85383 + }, + { + "symbol": "GNRC", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.821616, + "strategy_rank": 91.019785, + "production_rank": 90.620395, + "structural_overlay_pass": false, + "structural_overlay_score": 86.089376, + "structural_overlay_rr": 1.847944, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.9293, + "primary_prob": 26.19, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 79.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.893951, + "raw_level_count": 126, + "gate_level_count": 126, + "range_504_log": 0.885017, + "range_504_ratio": 2.423025, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.027476, + "hold30_r": -1.0 + }, + { + "symbol": "GOOG", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.759706, + "strategy_rank": 74.868901, + "production_rank": 80.832503, + "structural_overlay_pass": false, + "structural_overlay_score": 76.790878, + "structural_overlay_rr": 2.218336, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.162223, + "primary_prob": 44.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.743334, + "raw_level_count": 103, + "gate_level_count": 103, + "range_504_log": 0.897897, + "range_504_ratio": 2.454437, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.054002, + "hold30_r": -1.0 + }, + { + "symbol": "GOOGL", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.179433, + "strategy_rank": 76.07466, + "production_rank": 81.776251, + "structural_overlay_pass": false, + "structural_overlay_score": 77.687439, + "structural_overlay_rr": 1.865422, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.920222, + "primary_prob": 20.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.880332, + "raw_level_count": 103, + "gate_level_count": 103, + "range_504_log": 0.909651, + "range_504_ratio": 2.483455, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.053685, + "hold30_r": -1.0 + }, + { + "symbol": "GS", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.575026, + "strategy_rank": 74.894342, + "production_rank": 78.121237, + "structural_overlay_pass": false, + "structural_overlay_score": 74.215175, + "structural_overlay_rr": 1.511421, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.092413, + "primary_prob": 33.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.63862, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 0.943232, + "range_504_ratio": 2.568269, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.05497, + "hold30_r": 2.065182 + }, + { + "symbol": "HAS", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.667366, + "strategy_rank": 72.790427, + "production_rank": 78.08274, + "structural_overlay_pass": false, + "structural_overlay_score": 74.178603, + "structural_overlay_rr": 1.608932, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.113931, + "primary_prob": 28.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 69, + "primary_distance_atr": 3.170897, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 0.780822, + "range_504_ratio": 2.183265, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.049172, + "hold30_r": -1.0 + }, + { + "symbol": "HCA", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.130115, + "strategy_rank": 76.786678, + "production_rank": 81.901157, + "structural_overlay_pass": false, + "structural_overlay_score": 77.806099, + "structural_overlay_rr": 2.392323, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.124806, + "primary_prob": 33.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.687209, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 0.651891, + "range_504_ratio": 1.919167, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.044522, + "hold30_r": -1.0 + }, + { + "symbol": "HII", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.327387, + "strategy_rank": 89.882001, + "production_rank": 92.030463, + "structural_overlay_pass": false, + "structural_overlay_score": 87.42894, + "structural_overlay_rr": 1.923916, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.895007, + "primary_prob": 39.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.34251, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 1.063077, + "range_504_ratio": 2.895267, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.035776, + "hold30_r": -1.0 + }, + { + "symbol": "HSY", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.78489, + "strategy_rank": 71.01609, + "production_rank": 75.60569, + "structural_overlay_pass": false, + "structural_overlay_score": 71.825405, + "structural_overlay_rr": 1.386418, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.818272, + "primary_prob": 31.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 102, + "primary_distance_atr": 2.727408, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.535899, + "range_504_ratio": 1.708985, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.054817, + "hold30_r": -1.0 + }, + { + "symbol": "HUBB", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.896118, + "strategy_rank": 73.247408, + "production_rank": 76.463645, + "structural_overlay_pass": false, + "structural_overlay_score": 72.640462, + "structural_overlay_rr": 0.827355, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.835709, + "primary_prob": 36.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.253563, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 0.578157, + "range_504_ratio": 1.78275, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.799907, + "hold30_r": 1.514886 + }, + { + "symbol": "HWM", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.704092, + "strategy_rank": 80.687204, + "production_rank": 85.026167, + "structural_overlay_pass": false, + "structural_overlay_score": 80.774859, + "structural_overlay_rr": 1.134684, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.039089, + "primary_prob": 29.86, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 9.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.558634, + "raw_level_count": 156, + "gate_level_count": 156, + "range_504_log": 1.448454, + "range_504_ratio": 4.256529, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.000371, + "hold30_r": 0.710868 + }, + { + "symbol": "IBKR", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.525708, + "strategy_rank": 81.549757, + "production_rank": 82.208407, + "structural_overlay_pass": false, + "structural_overlay_score": 78.097987, + "structural_overlay_rr": 1.896369, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.899206, + "primary_prob": 22.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.848809, + "raw_level_count": 136, + "gate_level_count": 136, + "range_504_log": 1.116709, + "range_504_ratio": 3.054784, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.86718, + "hold30_r": 3.974514 + }, + { + "symbol": "IDXX", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.945435, + "strategy_rank": 79.107717, + "production_rank": 80.72029, + "structural_overlay_pass": false, + "structural_overlay_score": 76.684275, + "structural_overlay_rr": 2.351546, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.940395, + "primary_prob": 30.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 96, + "primary_distance_atr": 2.910592, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.771041, + "range_504_ratio": 2.162015, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.043623, + "hold30_r": -1.0 + }, + { + "symbol": "INCY", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.96957, + "strategy_rank": 84.512661, + "production_rank": 87.331631, + "structural_overlay_pass": false, + "structural_overlay_score": 82.965049, + "structural_overlay_rr": 1.770585, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.657022, + "primary_prob": 34.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.485533, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.80209, + "range_504_ratio": 2.230198, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.614156, + "hold30_r": 1.501576 + }, + { + "symbol": "INTC", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.913956, + "strategy_rank": 94.764926, + "production_rank": 94.48127, + "structural_overlay_pass": false, + "structural_overlay_score": 89.757206, + "structural_overlay_rr": 1.612262, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.753517, + "primary_prob": 32.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.630275, + "raw_level_count": 109, + "gate_level_count": 109, + "range_504_log": 1.128449, + "range_504_ratio": 3.090858, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.731397, + "hold30_r": 13.086775 + }, + { + "symbol": "IVZ", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.414481, + "strategy_rank": 79.035419, + "production_rank": 81.161773, + "structural_overlay_pass": false, + "structural_overlay_score": 77.103684, + "structural_overlay_rr": 1.606042, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.889145, + "primary_prob": 30.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.833717, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.937107, + "range_504_ratio": 2.552586, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.85676, + "hold30_r": 1.974327 + }, + { + "symbol": "JBHT", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.044071, + "strategy_rank": 85.419529, + "production_rank": 85.62771, + "structural_overlay_pass": false, + "structural_overlay_score": 81.346324, + "structural_overlay_rr": 2.06864, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.792363, + "primary_prob": 56.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 90, + "primary_distance_atr": 1.188544, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.653356, + "range_504_ratio": 1.921981, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.757301, + "hold30_r": 3.367969 + }, + { + "symbol": "JBL", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.920252, + "strategy_rank": 89.186944, + "production_rank": 90.098046, + "structural_overlay_pass": false, + "structural_overlay_score": 85.593144, + "structural_overlay_rr": 0.892225, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.227145, + "primary_prob": 23.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.840717, + "raw_level_count": 129, + "gate_level_count": 129, + "range_504_log": 1.076938, + "range_504_ratio": 2.935677, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.198754, + "hold30_r": 4.878759 + }, + { + "symbol": "JCI", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.03148, + "strategy_rank": 75.820778, + "production_rank": 80.557678, + "structural_overlay_pass": false, + "structural_overlay_score": 76.529794, + "structural_overlay_rr": 2.112601, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.739464, + "primary_prob": 40.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.109195, + "raw_level_count": 91, + "gate_level_count": 91, + "range_504_log": 0.89545, + "range_504_ratio": 2.448437, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.693451, + "hold30_r": 2.607493 + }, + { + "symbol": "JNJ", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.710388, + "strategy_rank": 64.700416, + "production_rank": 73.70374, + "structural_overlay_pass": false, + "structural_overlay_score": 70.018553, + "structural_overlay_rr": 0.9319, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.834826, + "primary_prob": 47.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 66.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.252239, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.58179, + "range_504_ratio": 1.789238, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.759865, + "hold30_r": -1.0 + }, + { + "symbol": "KLAC", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.494229, + "strategy_rank": 92.678665, + "production_rank": 92.950519, + "structural_overlay_pass": false, + "structural_overlay_score": 88.302993, + "structural_overlay_rr": 1.943436, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.564037, + "primary_prob": 31.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.346056, + "raw_level_count": 138, + "gate_level_count": 138, + "range_504_log": 1.122155, + "range_504_ratio": 3.071467, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.029573, + "hold30_r": -1.0 + }, + { + "symbol": "LHX", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.549843, + "strategy_rank": 78.904387, + "production_rank": 83.452872, + "structural_overlay_pass": false, + "structural_overlay_score": 79.280228, + "structural_overlay_rr": 1.323223, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.365363, + "primary_prob": 21.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.048045, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.674986, + "range_504_ratio": 1.964006, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.045765, + "hold30_r": -1.0 + }, + { + "symbol": "LITE", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.790136, + "strategy_rank": 99.790202, + "production_rank": 99.79018, + "structural_overlay_pass": false, + "structural_overlay_score": 94.800671, + "structural_overlay_rr": 0.736832, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.736832, + "primary_prob": 53.57, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.105248, + "raw_level_count": 142, + "gate_level_count": 142, + "range_504_log": 3.023742, + "range_504_ratio": 20.568105, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.723392, + "hold30_r": 2.567066 + }, + { + "symbol": "LMT", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.037775, + "strategy_rank": 71.437764, + "production_rank": 76.971101, + "structural_overlay_pass": false, + "structural_overlay_score": 73.122546, + "structural_overlay_rr": 1.303672, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.303672, + "primary_prob": 25.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.955507, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.523161, + "range_504_ratio": 1.687352, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.048732, + "hold30_r": -1.0 + }, + { + "symbol": "LRCX", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.796432, + "strategy_rank": 96.790836, + "production_rank": 97.126035, + "structural_overlay_pass": false, + "structural_overlay_score": 92.269733, + "structural_overlay_rr": 1.637996, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.297786, + "primary_prob": 21.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.946679, + "raw_level_count": 128, + "gate_level_count": 128, + "range_504_log": 1.51678, + "range_504_ratio": 4.557528, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.076853, + "hold30_r": -1.051173 + }, + { + "symbol": "LUV", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.315845, + "strategy_rank": 85.082098, + "production_rank": 84.493347, + "structural_overlay_pass": false, + "structural_overlay_score": 80.268679, + "structural_overlay_rr": 0.762296, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.650282, + "primary_prob": 34.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.475423, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.848932, + "range_504_ratio": 2.33715, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.024835, + "hold30_r": -1.0 + }, + { + "symbol": "MCK", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.506821, + "strategy_rank": 82.528988, + "production_rank": 84.854932, + "structural_overlay_pass": false, + "structural_overlay_score": 80.612186, + "structural_overlay_rr": 1.117043, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.185414, + "primary_prob": 27.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.778121, + "raw_level_count": 135, + "gate_level_count": 135, + "range_504_log": 0.765976, + "range_504_ratio": 2.151093, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.046505, + "hold30_r": -1.0 + }, + { + "symbol": "MLM", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.482686, + "strategy_rank": 65.111465, + "production_rank": 70.235206, + "structural_overlay_pass": false, + "structural_overlay_score": 66.723445, + "structural_overlay_rr": 2.888275, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.831561, + "primary_prob": 31.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 91, + "primary_distance_atr": 2.747341, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.475445, + "range_504_ratio": 1.60873, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.79002, + "hold30_r": 1.578076 + }, + { + "symbol": "MNST", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.827912, + "strategy_rank": 66.794004, + "production_rank": 73.805306, + "structural_overlay_pass": false, + "structural_overlay_score": 70.115041, + "structural_overlay_rr": 1.646452, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.145577, + "primary_prob": 35.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.718365, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.701652, + "range_504_ratio": 2.017082, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.052638, + "hold30_r": -1.0 + }, + { + "symbol": "MPWR", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.618048, + "strategy_rank": 87.18169, + "production_rank": 87.327143, + "structural_overlay_pass": false, + "structural_overlay_score": 82.960786, + "structural_overlay_rr": 0.809937, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.742859, + "primary_prob": 42.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.114289, + "raw_level_count": 117, + "gate_level_count": 117, + "range_504_log": 1.051682, + "range_504_ratio": 2.862462, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.714757, + "hold30_r": 6.631606 + }, + { + "symbol": "MRNA", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.296957, + "strategy_rank": 91.941832, + "production_rank": 91.060207, + "structural_overlay_pass": false, + "structural_overlay_score": 86.507197, + "structural_overlay_rr": 0.768756, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.730436, + "primary_prob": 42.23, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 18.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.095655, + "raw_level_count": 182, + "gate_level_count": 182, + "range_504_log": 2.03487, + "range_504_ratio": 7.651257, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.710787, + "hold30_r": -1.0 + }, + { + "symbol": "MU", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.84575, + "strategy_rank": 98.342969, + "production_rank": 98.510562, + "structural_overlay_pass": false, + "structural_overlay_score": 93.585034, + "structural_overlay_rr": 0.790236, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.840169, + "primary_prob": 35.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.260254, + "raw_level_count": 133, + "gate_level_count": 133, + "range_504_log": 2.035892, + "range_504_ratio": 7.659084, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.050103, + "hold30_r": -1.028305 + }, + { + "symbol": "NEE", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.272823, + "strategy_rank": 59.933114, + "production_rank": 66.713017, + "structural_overlay_pass": false, + "structural_overlay_score": 63.377366, + "structural_overlay_rr": 1.54163, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.256909, + "primary_prob": 25.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.885363, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.478443, + "range_504_ratio": 1.61356, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.20372, + "hold30_r": 1.78582 + }, + { + "symbol": "NEM", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.216159, + "strategy_rank": 96.550054, + "production_rank": 97.105422, + "structural_overlay_pass": false, + "structural_overlay_score": 92.250151, + "structural_overlay_rr": 1.724817, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.014085, + "primary_prob": 30.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.521128, + "raw_level_count": 112, + "gate_level_count": 112, + "range_504_log": 1.399128, + "range_504_ratio": 4.051667, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.991492, + "hold30_r": 1.477499 + }, + { + "symbol": "NOC", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.500525, + "strategy_rank": 75.905713, + "production_rank": 81.103984, + "structural_overlay_pass": false, + "structural_overlay_score": 77.048784, + "structural_overlay_rr": 2.090274, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.977042, + "primary_prob": 33.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.465563, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.614656, + "range_504_ratio": 1.849021, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.050408, + "hold30_r": -1.0 + }, + { + "symbol": "NRG", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.241343, + "strategy_rank": 88.892211, + "production_rank": 89.341921, + "structural_overlay_pass": false, + "structural_overlay_score": 84.874825, + "structural_overlay_rr": 1.642042, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.705174, + "primary_prob": 33.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 65, + "primary_distance_atr": 2.557761, + "raw_level_count": 119, + "gate_level_count": 119, + "range_504_log": 1.090434, + "range_504_ratio": 2.975564, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.680263, + "hold30_r": 0.770575 + }, + { + "symbol": "PH", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.735572, + "strategy_rank": 65.658925, + "production_rank": 71.684474, + "structural_overlay_pass": false, + "structural_overlay_score": 68.100251, + "structural_overlay_rr": 1.545439, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.393298, + "primary_prob": 24.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.089947, + "raw_level_count": 118, + "gate_level_count": 118, + "range_504_log": 0.750881, + "range_504_ratio": 2.118866, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.34763, + "hold30_r": -0.680629 + }, + { + "symbol": "PLTR", + "date": "2026-03-20", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.161595, + "strategy_rank": 85.060286, + "production_rank": 84.094056, + "structural_overlay_pass": true, + "structural_overlay_score": 84.889353, + "structural_overlay_rr": 2.647482, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.218591, + "primary_prob": 41.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 3.327886, + "raw_level_count": 203, + "gate_level_count": 203, + "range_504_log": 2.32313, + "range_504_ratio": 10.207575, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.031268, + "hold30_r": -1.0 + }, + { + "symbol": "RL", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.673662, + "strategy_rank": 76.489174, + "production_rank": 79.884003, + "structural_overlay_pass": false, + "structural_overlay_score": 75.889803, + "structural_overlay_rr": 1.707745, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.073012, + "primary_prob": 27.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 94.0, + "primary_rejection_count": 37, + "primary_distance_atr": 3.109518, + "raw_level_count": 117, + "gate_level_count": 117, + "range_504_log": 0.914365, + "range_504_ratio": 2.495191, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.037204, + "hold30_r": 1.32542 + }, + { + "symbol": "ROK", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.902413, + "strategy_rank": 70.562507, + "production_rank": 74.009142, + "structural_overlay_pass": false, + "structural_overlay_score": 70.308685, + "structural_overlay_rr": 1.683904, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.094602, + "primary_prob": 27.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 96.0, + "primary_rejection_count": 35, + "primary_distance_atr": 3.141903, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.713223, + "range_504_ratio": 2.040558, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.058265, + "hold30_r": 2.312612 + }, + { + "symbol": "RTX", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.087093, + "strategy_rank": 71.574802, + "production_rank": 77.412232, + "structural_overlay_pass": false, + "structural_overlay_score": 73.541621, + "structural_overlay_rr": 0.983895, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.30099, + "primary_prob": 22.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.951485, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 0.842724, + "range_504_ratio": 2.322685, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.048008, + "hold30_r": -1.0 + }, + { + "symbol": "SATS", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.580273, + "strategy_rank": 97.316254, + "production_rank": 98.070927, + "structural_overlay_pass": false, + "structural_overlay_score": 93.167381, + "structural_overlay_rr": 0.88853, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.809518, + "primary_prob": 43.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.214277, + "raw_level_count": 128, + "gate_level_count": 128, + "range_504_log": 2.370229, + "range_504_ratio": 10.699838, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.78459, + "hold30_r": 1.191469 + }, + { + "symbol": "STX", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.160546, + "strategy_rank": 98.97213, + "production_rank": 99.034935, + "structural_overlay_pass": false, + "structural_overlay_score": 94.083189, + "structural_overlay_rr": 0.680011, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.961815, + "primary_prob": 45.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.442722, + "raw_level_count": 127, + "gate_level_count": 127, + "range_504_log": 1.984733, + "range_504_ratio": 7.277101, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.020654, + "hold30_r": -1.0 + }, + { + "symbol": "TEL", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.105981, + "strategy_rank": 77.262237, + "production_rank": 79.210152, + "structural_overlay_pass": false, + "structural_overlay_score": 75.249644, + "structural_overlay_rr": 2.528456, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.756735, + "primary_prob": 32.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.635102, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.767949, + "range_504_ratio": 2.155341, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.726098, + "hold30_r": 0.738377 + }, + { + "symbol": "TER", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.426023, + "strategy_rank": 97.86048, + "production_rank": 98.048995, + "structural_overlay_pass": false, + "structural_overlay_score": 93.146545, + "structural_overlay_rr": 0.760657, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.270519, + "primary_prob": 23.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.905778, + "raw_level_count": 94, + "gate_level_count": 94, + "range_504_log": 1.657134, + "range_504_ratio": 5.24426, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.248225, + "hold30_r": 1.78644 + }, + { + "symbol": "TJX", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.532004, + "strategy_rank": 57.890013, + "production_rank": 65.770677, + "structural_overlay_pass": false, + "structural_overlay_score": 62.482143, + "structural_overlay_rr": 1.583383, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.998514, + "primary_prob": 32.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.497771, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 0.566199, + "range_504_ratio": 1.761558, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.933186, + "hold30_r": -0.07166 + }, + { + "symbol": "TKO", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.741868, + "strategy_rank": 74.82937, + "production_rank": 77.133536, + "structural_overlay_pass": false, + "structural_overlay_score": 73.276859, + "structural_overlay_rr": 2.227272, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.833748, + "primary_prob": 54.68, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 1.250622, + "raw_level_count": 133, + "gate_level_count": 133, + "range_504_log": 1.047044, + "range_504_ratio": 2.849215, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.79959, + "hold30_r": -0.215776 + }, + { + "symbol": "TPR", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.858342, + "strategy_rank": 89.042349, + "production_rank": 90.981013, + "structural_overlay_pass": false, + "structural_overlay_score": 86.431963, + "structural_overlay_rr": 0.784451, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.157259, + "primary_prob": 28.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.735889, + "raw_level_count": 114, + "gate_level_count": 114, + "range_504_log": 1.525513, + "range_504_ratio": 4.597502, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.120786, + "hold30_r": -0.14757 + }, + { + "symbol": "TSLA", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.994753, + "strategy_rank": 84.401988, + "production_rank": 84.599576, + "structural_overlay_pass": false, + "structural_overlay_score": 80.369597, + "structural_overlay_rr": 1.603328, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.619092, + "primary_prob": 35.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.428637, + "raw_level_count": 116, + "gate_level_count": 116, + "range_504_log": 1.279213, + "range_504_ratio": 3.593811, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.036527, + "hold30_r": -1.0 + }, + { + "symbol": "ULTA", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.487933, + "strategy_rank": 89.23149, + "production_rank": 91.316971, + "structural_overlay_pass": false, + "structural_overlay_score": 86.751122, + "structural_overlay_rr": 1.241481, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.724936, + "primary_prob": 49.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.087404, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.838867, + "range_504_ratio": 2.313744, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.694649, + "hold30_r": -0.342037 + }, + { + "symbol": "VRT", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.956978, + "strategy_rank": 96.737809, + "production_rank": 96.810865, + "structural_overlay_pass": false, + "structural_overlay_score": 91.970322, + "structural_overlay_rr": 0.946142, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.902428, + "primary_prob": 32.5, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.353642, + "raw_level_count": 203, + "gate_level_count": 203, + "range_504_log": 1.641674, + "range_504_ratio": 5.163806, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.877928, + "hold30_r": -1.0 + }, + { + "symbol": "VTR", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.062959, + "strategy_rank": 58.528348, + "production_rank": 65.706552, + "structural_overlay_pass": false, + "structural_overlay_score": 62.421224, + "structural_overlay_rr": 1.419151, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.772869, + "primary_prob": 19.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.659304, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.756988, + "range_504_ratio": 2.131846, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.062461, + "hold30_r": -1.0 + }, + { + "symbol": "VTRS", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.290661, + "strategy_rank": 82.519815, + "production_rank": 85.44343, + "structural_overlay_pass": false, + "structural_overlay_score": 81.171259, + "structural_overlay_rr": 1.805699, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.702712, + "primary_prob": 33.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.554068, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.877292, + "range_504_ratio": 2.40438, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.666461, + "hold30_r": 2.74631 + }, + { + "symbol": "WDC", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.370409, + "strategy_rank": 99.181928, + "production_rank": 99.244755, + "structural_overlay_pass": false, + "structural_overlay_score": 94.282517, + "structural_overlay_rr": 0.853762, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.84834, + "primary_prob": 49.36, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.27251, + "raw_level_count": 135, + "gate_level_count": 135, + "range_504_log": 2.405716, + "range_504_ratio": 11.086368, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.018752, + "hold30_r": -1.0 + }, + { + "symbol": "WELL", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.463799, + "strategy_rank": 64.738495, + "production_rank": 71.980263, + "structural_overlay_pass": false, + "structural_overlay_score": 68.38125, + "structural_overlay_rr": 2.127851, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.340834, + "primary_prob": 31.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.011251, + "raw_level_count": 100, + "gate_level_count": 100, + "range_504_log": 0.901409, + "range_504_ratio": 2.46307, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.28825, + "hold30_r": 2.844702 + }, + { + "symbol": "WMT", + "date": "2026-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.624344, + "strategy_rank": 67.57855, + "production_rank": 73.593815, + "structural_overlay_pass": false, + "structural_overlay_score": 69.914124, + "structural_overlay_rr": 1.887443, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.598814, + "primary_prob": 24.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.398221, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 0.833009, + "range_504_ratio": 2.300231, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.546134, + "hold30_r": 2.502988 + }, + { + "symbol": "WBD", + "date": "2026-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.014925, + "strategy_rank": 85.961566, + "production_rank": 89.646019, + "structural_overlay_pass": false, + "structural_overlay_score": 85.163718, + "structural_overlay_rr": 1.079287, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.900441, + "primary_prob": 16.78, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 30.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.850662, + "raw_level_count": 110, + "gate_level_count": 110, + "range_504_log": 1.508085, + "range_504_ratio": 4.518072, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.089586, + "hold30_r": -1.0 + }, + { + "symbol": "HOOD", + "date": "2026-03-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.063966, + "strategy_rank": 85.309952, + "production_rank": 83.56129, + "structural_overlay_pass": false, + "structural_overlay_score": 79.383225, + "structural_overlay_rr": 1.514912, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.978412, + "primary_prob": 38.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.467617, + "raw_level_count": 191, + "gate_level_count": 191, + "range_504_log": 2.398415, + "range_504_ratio": 11.005715, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.021821, + "hold30_r": -1.0 + }, + { + "symbol": "SNDK", + "date": "2026-03-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.89339, + "strategy_rank": 99.893424, + "production_rank": 99.893413, + "structural_overlay_pass": false, + "structural_overlay_score": 94.898742, + "structural_overlay_rr": 0.728666, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.700731, + "primary_prob": 47.65, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 39.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.051097, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 3.328123, + "range_504_ratio": 27.88596, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.686164, + "hold30_r": 11.58229 + }, + { + "symbol": "ADI", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.58209, + "strategy_rank": 75.216728, + "production_rank": 78.005182, + "structural_overlay_pass": false, + "structural_overlay_score": 74.104923, + "structural_overlay_rr": 0.758569, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.119586, + "primary_prob": 28.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.679379, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.828253, + "range_504_ratio": 2.289316, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.076639, + "hold30_r": 8.052468 + }, + { + "symbol": "ADM", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.820896, + "strategy_rank": 73.013924, + "production_rank": 77.282915, + "structural_overlay_pass": false, + "structural_overlay_score": 73.418769, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.847544, + "primary_prob": 46.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.771316, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.593545, + "range_504_ratio": 1.810395, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.041243, + "hold30_r": -1.0 + }, + { + "symbol": "AEP", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.982942, + "strategy_rank": 59.400839, + "production_rank": 66.928207, + "structural_overlay_pass": false, + "structural_overlay_score": 63.581797, + "structural_overlay_rr": 1.234923, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.764048, + "primary_prob": 41.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.146071, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.533804, + "range_504_ratio": 1.705407, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.697103, + "hold30_r": 0.154369 + }, + { + "symbol": "ALB", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.801706, + "strategy_rank": 96.419341, + "production_rank": 96.546796, + "structural_overlay_pass": false, + "structural_overlay_score": 91.719456, + "structural_overlay_rr": 1.863511, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.555558, + "primary_prob": 51.22, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 61, + "primary_distance_atr": 2.333337, + "raw_level_count": 135, + "gate_level_count": 135, + "range_504_log": 1.427313, + "range_504_ratio": 4.167484, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.530367, + "hold30_r": 2.143564 + }, + { + "symbol": "AMAT", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.268657, + "strategy_rank": 94.22512, + "production_rank": 94.906299, + "structural_overlay_pass": false, + "structural_overlay_score": 90.160984, + "structural_overlay_rr": 1.644891, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.725218, + "primary_prob": 40.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.087827, + "raw_level_count": 121, + "gate_level_count": 121, + "range_504_log": 1.163134, + "range_504_ratio": 3.199945, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.698259, + "hold30_r": 4.255617 + }, + { + "symbol": "AMD", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.765458, + "strategy_rank": 92.00515, + "production_rank": 91.258586, + "structural_overlay_pass": false, + "structural_overlay_score": 86.695657, + "structural_overlay_rr": 1.613923, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.614231, + "primary_prob": 24.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.421346, + "raw_level_count": 121, + "gate_level_count": 121, + "range_504_log": 1.250519, + "range_504_ratio": 3.492154, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.586546, + "hold30_r": 17.598503 + }, + { + "symbol": "ANET", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.648188, + "strategy_rank": 86.570025, + "production_rank": 85.929413, + "structural_overlay_pass": false, + "structural_overlay_score": 81.632942, + "structural_overlay_rr": 2.3161, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.706054, + "primary_prob": 33.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.559081, + "raw_level_count": 170, + "gate_level_count": 170, + "range_504_log": 1.020783, + "range_504_ratio": 2.775366, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.680014, + "hold30_r": 1.688255 + }, + { + "symbol": "APH", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.415778, + "strategy_rank": 92.829383, + "production_rank": 93.691515, + "structural_overlay_pass": false, + "structural_overlay_score": 89.006939, + "structural_overlay_rr": 2.091735, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.936975, + "primary_prob": 23.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 66.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.905462, + "raw_level_count": 108, + "gate_level_count": 108, + "range_504_log": 1.116004, + "range_504_ratio": 3.052632, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.911266, + "hold30_r": -0.119582 + }, + { + "symbol": "AVGO", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.379531, + "strategy_rank": 87.61647, + "production_rank": 87.870824, + "structural_overlay_pass": false, + "structural_overlay_score": 83.477283, + "structural_overlay_rr": 2.125951, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.619537, + "primary_prob": 35.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 60, + "primary_distance_atr": 2.429305, + "raw_level_count": 149, + "gate_level_count": 149, + "range_504_log": 1.241849, + "range_504_ratio": 3.462007, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.587426, + "hold30_r": 6.821355 + }, + { + "symbol": "C", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.835821, + "strategy_rank": 74.917982, + "production_rank": 77.557262, + "structural_overlay_pass": false, + "structural_overlay_score": 73.679399, + "structural_overlay_rr": 1.743064, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.668132, + "primary_prob": 28.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 70.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.502199, + "raw_level_count": 91, + "gate_level_count": 91, + "range_504_log": 0.849724, + "range_504_ratio": 2.339002, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.630656, + "hold30_r": 3.223048 + }, + { + "symbol": "CAH", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.923241, + "strategy_rank": 84.723904, + "production_rank": 87.79035, + "structural_overlay_pass": false, + "structural_overlay_score": 83.400832, + "structural_overlay_rr": 1.755082, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.077632, + "primary_prob": 35.96, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 45.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.616448, + "raw_level_count": 124, + "gate_level_count": 124, + "range_504_log": 0.919184, + "range_504_ratio": 2.507245, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.024656, + "hold30_r": -1.0 + }, + { + "symbol": "CAT", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.202559, + "strategy_rank": 88.047542, + "production_rank": 90.432547, + "structural_overlay_pass": false, + "structural_overlay_score": 85.91092, + "structural_overlay_rr": 2.257657, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.968052, + "primary_prob": 33.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.452078, + "raw_level_count": 115, + "gate_level_count": 115, + "range_504_log": 1.083421, + "range_504_ratio": 2.95477, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.929219, + "hold30_r": 6.460773 + }, + { + "symbol": "CBOE", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.166311, + "strategy_rank": 65.486386, + "production_rank": 73.046361, + "structural_overlay_pass": false, + "structural_overlay_score": 69.394043, + "structural_overlay_rr": 1.480669, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.431613, + "primary_prob": 21.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.147419, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 0.609768, + "range_504_ratio": 1.840005, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.380855, + "hold30_r": 7.202685 + }, + { + "symbol": "CHRW", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.136461, + "strategy_rank": 91.518526, + "production_rank": 92.391171, + "structural_overlay_pass": false, + "structural_overlay_score": 87.771612, + "structural_overlay_rr": 1.896298, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.116497, + "primary_prob": 33.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.674746, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 1.140492, + "range_504_ratio": 3.128308, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.08322, + "hold30_r": 0.866068 + }, + { + "symbol": "CIEN", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.040512, + "strategy_rank": 98.369892, + "production_rank": 98.593432, + "structural_overlay_pass": false, + "structural_overlay_score": 93.66376, + "structural_overlay_rr": 1.044411, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.808818, + "primary_prob": 50.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.213227, + "raw_level_count": 116, + "gate_level_count": 116, + "range_504_log": 2.33416, + "range_504_ratio": 10.320783, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.790291, + "hold30_r": 4.148589 + }, + { + "symbol": "CMI", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.978678, + "strategy_rank": 83.080921, + "production_rank": 85.380174, + "structural_overlay_pass": false, + "structural_overlay_score": 81.111165, + "structural_overlay_rr": 1.884666, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.559599, + "primary_prob": 23.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.339399, + "raw_level_count": 86, + "gate_level_count": 86, + "range_504_log": 0.865702, + "range_504_ratio": 2.376673, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.519778, + "hold30_r": 6.82744 + }, + { + "symbol": "COHR", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.974414, + "strategy_rank": 98.038959, + "production_rank": 98.017444, + "structural_overlay_pass": false, + "structural_overlay_score": 93.116571, + "structural_overlay_rr": 1.733722, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.687171, + "primary_prob": 41.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.030756, + "raw_level_count": 148, + "gate_level_count": 148, + "range_504_log": 1.88498, + "range_504_ratio": 6.586222, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.672286, + "hold30_r": 4.163438 + }, + { + "symbol": "COR", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.953092, + "strategy_rank": 72.333937, + "production_rank": 77.540322, + "structural_overlay_pass": false, + "structural_overlay_score": 73.663306, + "structural_overlay_rr": 2.785238, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.22348, + "primary_prob": 26.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 3.335221, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 0.564115, + "range_504_ratio": 1.757892, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -3.202777, + "hold30_r": -3.158355 + }, + { + "symbol": "CSX", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.556503, + "strategy_rank": 60.987316, + "production_rank": 67.843712, + "structural_overlay_pass": false, + "structural_overlay_score": 64.451526, + "structural_overlay_rr": 1.34627, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.114546, + "primary_prob": 28.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.671819, + "raw_level_count": 26, + "gate_level_count": 26, + "range_504_log": 0.50273, + "range_504_ratio": 1.653228, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.054874, + "hold30_r": 3.813177 + }, + { + "symbol": "CVNA", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.886994, + "strategy_rank": 89.798531, + "production_rank": 88.828019, + "structural_overlay_pass": false, + "structural_overlay_score": 84.386618, + "structural_overlay_rr": 1.395024, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.837192, + "primary_prob": 31.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.755788, + "raw_level_count": 217, + "gate_level_count": 217, + "range_504_log": 1.974451, + "range_504_ratio": 7.202663, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.020675, + "hold30_r": -1.0 + }, + { + "symbol": "DG", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.055437, + "strategy_rank": 90.305899, + "production_rank": 92.222411, + "structural_overlay_pass": false, + "structural_overlay_score": 87.611291, + "structural_overlay_rr": 0.731677, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.698375, + "primary_prob": 33.79, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.547563, + "raw_level_count": 108, + "gate_level_count": 108, + "range_504_log": 0.904449, + "range_504_ratio": 2.470571, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.03395, + "hold30_r": -1.0 + }, + { + "symbol": "DGX", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.277186, + "strategy_rank": 62.807448, + "production_rank": 68.630694, + "structural_overlay_pass": false, + "structural_overlay_score": 65.199159, + "structural_overlay_rr": 0.749268, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.870065, + "primary_prob": 39.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.305097, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.531969, + "range_504_ratio": 1.70228, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.811816, + "hold30_r": -1.0 + }, + { + "symbol": "DLTR", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.989339, + "strategy_rank": 89.176243, + "production_rank": 91.113942, + "structural_overlay_pass": false, + "structural_overlay_score": 86.558245, + "structural_overlay_rr": 1.583256, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.878212, + "primary_prob": 21.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 58, + "primary_distance_atr": 4.317318, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 0.856162, + "range_504_ratio": 2.354108, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.03297, + "hold30_r": -1.0 + }, + { + "symbol": "EA", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.287846, + "strategy_rank": 64.525774, + "production_rank": 71.446465, + "structural_overlay_pass": false, + "structural_overlay_score": 67.874141, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.558294, + "primary_prob": 36.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 81, + "primary_distance_atr": 2.337441, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.575692, + "range_504_ratio": 1.778361, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.22581, + "hold30_r": -1.0 + }, + { + "symbol": "EBAY", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.409382, + "strategy_rank": 80.945353, + "production_rank": 81.433363, + "structural_overlay_pass": false, + "structural_overlay_score": 77.361694, + "structural_overlay_rr": 1.61395, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.246311, + "primary_prob": 42.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 1.869467, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 0.73462, + "range_504_ratio": 2.08469, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.205456, + "hold30_r": 4.678485 + }, + { + "symbol": "EL", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.526652, + "strategy_rank": 88.968337, + "production_rank": 88.487776, + "structural_overlay_pass": false, + "structural_overlay_score": 84.063387, + "structural_overlay_rr": 4.139174, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.392718, + "primary_prob": 25.1, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 57, + "primary_distance_atr": 3.589077, + "raw_level_count": 154, + "gate_level_count": 154, + "range_504_log": 1.169242, + "range_504_ratio": 3.219551, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.374118, + "hold30_r": 2.146879 + }, + { + "symbol": "EME", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.283582, + "strategy_rank": 90.506175, + "production_rank": 91.431977, + "structural_overlay_pass": false, + "structural_overlay_score": 86.860379, + "structural_overlay_rr": 2.089492, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.090913, + "primary_prob": 30.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.636369, + "raw_level_count": 143, + "gate_level_count": 143, + "range_504_log": 0.960706, + "range_504_ratio": 2.61354, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.056117, + "hold30_r": 4.714716 + }, + { + "symbol": "FCX", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.434968, + "strategy_rank": 84.248248, + "production_rank": 84.310488, + "structural_overlay_pass": false, + "structural_overlay_score": 80.094963, + "structural_overlay_rr": 1.027903, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.697587, + "primary_prob": 42.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.04638, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.92493, + "range_504_ratio": 2.521692, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.671078, + "hold30_r": 1.916007 + }, + { + "symbol": "FDX", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.394456, + "strategy_rank": 67.795289, + "production_rank": 73.661678, + "structural_overlay_pass": false, + "structural_overlay_score": 69.978594, + "structural_overlay_rr": 1.67388, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.883572, + "primary_prob": 36.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.325357, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.704076, + "range_504_ratio": 2.021977, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.839106, + "hold30_r": 2.257729 + }, + { + "symbol": "FE", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.795309, + "strategy_rank": 58.84841, + "production_rank": 67.164043, + "structural_overlay_pass": false, + "structural_overlay_score": 63.805841, + "structural_overlay_rr": 0.83873, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.83873, + "primary_prob": 35.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.258094, + "raw_level_count": 22, + "gate_level_count": 22, + "range_504_log": 0.351036, + "range_504_ratio": 1.420538, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.777021, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.400853, + "strategy_rank": 97.379, + "production_rank": 97.719617, + "structural_overlay_pass": false, + "structural_overlay_score": 92.833636, + "structural_overlay_rr": 0.786354, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.195402, + "primary_prob": 24.26, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.793103, + "raw_level_count": 198, + "gate_level_count": 198, + "range_504_log": 1.704023, + "range_504_ratio": 5.496015, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.024952, + "hold30_r": -1.0 + }, + { + "symbol": "FSLR", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.217484, + "strategy_rank": 92.635306, + "production_rank": 92.496032, + "structural_overlay_pass": false, + "structural_overlay_score": 87.87123, + "structural_overlay_rr": 2.315051, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.618683, + "primary_prob": 35.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 69, + "primary_distance_atr": 2.428025, + "raw_level_count": 124, + "gate_level_count": 124, + "range_504_log": 0.96767, + "range_504_ratio": 2.631806, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.590296, + "hold30_r": 3.20586 + }, + { + "symbol": "GE", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.313433, + "strategy_rank": 77.221639, + "production_rank": 80.585571, + "structural_overlay_pass": false, + "structural_overlay_score": 76.556292, + "structural_overlay_rr": 1.927762, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.42613, + "primary_prob": 38.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.139194, + "raw_level_count": 124, + "gate_level_count": 124, + "range_504_log": 0.955816, + "range_504_ratio": 2.600791, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.388944, + "hold30_r": 1.180744 + }, + { + "symbol": "GILD", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.130064, + "strategy_rank": 68.132898, + "production_rank": 72.465287, + "structural_overlay_pass": false, + "structural_overlay_score": 68.842022, + "structural_overlay_rr": 1.170828, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.143845, + "primary_prob": 29.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.715767, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.929828, + "range_504_ratio": 2.534074, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.091269, + "hold30_r": -1.067184 + }, + { + "symbol": "GLW", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.761194, + "strategy_rank": 96.835392, + "production_rank": 97.143992, + "structural_overlay_pass": false, + "structural_overlay_score": 92.286793, + "structural_overlay_rr": 0.99687, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.005239, + "primary_prob": 30.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.507859, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 1.663299, + "range_504_ratio": 5.276689, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.984774, + "hold30_r": 5.279003 + }, + { + "symbol": "GM", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.80597, + "strategy_rank": 83.985265, + "production_rank": 85.592167, + "structural_overlay_pass": false, + "structural_overlay_score": 81.312559, + "structural_overlay_rr": 1.990964, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.834649, + "primary_prob": 23.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 59.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.751974, + "raw_level_count": 98, + "gate_level_count": 98, + "range_504_log": 0.810474, + "range_504_ratio": 2.248973, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.793562, + "hold30_r": 0.650255 + }, + { + "symbol": "GNRC", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.405117, + "strategy_rank": 90.919365, + "production_rank": 90.747949, + "structural_overlay_pass": false, + "structural_overlay_score": 86.210552, + "structural_overlay_rr": 1.593116, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.612186, + "primary_prob": 26.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.41828, + "raw_level_count": 128, + "gate_level_count": 128, + "range_504_log": 0.885017, + "range_504_ratio": 2.423025, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.588353, + "hold30_r": 4.720089 + }, + { + "symbol": "GOOG", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.857143, + "strategy_rank": 76.086262, + "production_rank": 81.676556, + "structural_overlay_pass": false, + "structural_overlay_score": 77.592728, + "structural_overlay_rr": 1.68415, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.432444, + "primary_prob": 24.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.148665, + "raw_level_count": 103, + "gate_level_count": 103, + "range_504_log": 0.897897, + "range_504_ratio": 2.454437, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.38457, + "hold30_r": 9.881304 + }, + { + "symbol": "GOOGL", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.496802, + "strategy_rank": 77.300796, + "production_rank": 82.699465, + "structural_overlay_pass": false, + "structural_overlay_score": 78.564492, + "structural_overlay_rr": 1.571156, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.266085, + "primary_prob": 27.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.899127, + "raw_level_count": 103, + "gate_level_count": 103, + "range_504_log": 0.909651, + "range_504_ratio": 2.483455, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.21942, + "hold30_r": 9.721124 + }, + { + "symbol": "GS", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.049041, + "strategy_rank": 73.885127, + "production_rank": 76.939765, + "structural_overlay_pass": false, + "structural_overlay_score": 73.092777, + "structural_overlay_rr": 1.791947, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.21783, + "primary_prob": 26.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.826745, + "raw_level_count": 91, + "gate_level_count": 91, + "range_504_log": 0.933602, + "range_504_ratio": 2.543656, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.180121, + "hold30_r": 3.333885 + }, + { + "symbol": "HAS", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.034115, + "strategy_rank": 71.054552, + "production_rank": 76.047739, + "structural_overlay_pass": false, + "structural_overlay_score": 72.245352, + "structural_overlay_rr": 2.265198, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.905067, + "primary_prob": 30.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 65, + "primary_distance_atr": 2.857601, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.780822, + "range_504_ratio": 2.183265, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.857753, + "hold30_r": 1.762467 + }, + { + "symbol": "HCA", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.471215, + "strategy_rank": 76.010681, + "production_rank": 81.164193, + "structural_overlay_pass": false, + "structural_overlay_score": 77.105983, + "structural_overlay_rr": 1.057979, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.770487, + "primary_prob": 44.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.15573, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 0.651891, + "range_504_ratio": 1.919167, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.725618, + "hold30_r": -1.989773 + }, + { + "symbol": "HII", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.481876, + "strategy_rank": 90.348815, + "production_rank": 92.393169, + "structural_overlay_pass": false, + "structural_overlay_score": 87.77351, + "structural_overlay_rr": 2.292625, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.858306, + "primary_prob": 42.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.28746, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 1.063077, + "range_504_ratio": 2.895267, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.824541, + "hold30_r": -1.0 + }, + { + "symbol": "HSY", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.739872, + "strategy_rank": 73.079252, + "production_rank": 77.966126, + "structural_overlay_pass": false, + "structural_overlay_score": 74.067819, + "structural_overlay_rr": 2.362362, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.957798, + "primary_prob": 20.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 92, + "primary_distance_atr": 4.436697, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.535899, + "range_504_ratio": 1.708985, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.053074, + "hold30_r": -1.0 + }, + { + "symbol": "HUBB", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.343284, + "strategy_rank": 72.882791, + "production_rank": 75.702955, + "structural_overlay_pass": false, + "structural_overlay_score": 71.917807, + "structural_overlay_rr": 1.944259, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.180787, + "primary_prob": 26.83, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 13.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.77118, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 0.578157, + "range_504_ratio": 1.78275, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.145183, + "hold30_r": 0.340144 + }, + { + "symbol": "HWM", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.710021, + "strategy_rank": 81.283916, + "production_rank": 85.425951, + "structural_overlay_pass": false, + "structural_overlay_score": 81.154653, + "structural_overlay_rr": 1.434744, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.344058, + "primary_prob": 22.81, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 12.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.016088, + "raw_level_count": 156, + "gate_level_count": 156, + "range_504_log": 1.448454, + "range_504_ratio": 4.256529, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.305137, + "hold30_r": 3.900673 + }, + { + "symbol": "IBKR", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.861407, + "strategy_rank": 83.077106, + "production_rank": 83.671873, + "structural_overlay_pass": false, + "structural_overlay_score": 79.48828, + "structural_overlay_rr": 2.09891, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.155984, + "primary_prob": 44.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.733975, + "raw_level_count": 134, + "gate_level_count": 134, + "range_504_log": 1.116709, + "range_504_ratio": 3.054784, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.126115, + "hold30_r": 4.817567 + }, + { + "symbol": "IDXX", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.100213, + "strategy_rank": 80.9382, + "production_rank": 82.992205, + "structural_overlay_pass": false, + "structural_overlay_score": 78.842594, + "structural_overlay_rr": 1.556613, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.684597, + "primary_prob": 22.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 96, + "primary_distance_atr": 4.026896, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.771041, + "range_504_ratio": 2.162015, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.042646, + "hold30_r": -1.0 + }, + { + "symbol": "INCY", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.684435, + "strategy_rank": 82.8692, + "production_rank": 85.807612, + "structural_overlay_pass": false, + "structural_overlay_score": 81.517231, + "structural_overlay_rr": 1.811123, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.813179, + "primary_prob": 32.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.719768, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.80209, + "range_504_ratio": 2.230198, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.769508, + "hold30_r": 2.422923 + }, + { + "symbol": "INTC", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.776119, + "strategy_rank": 95.257022, + "production_rank": 95.096721, + "structural_overlay_pass": false, + "structural_overlay_score": 90.341885, + "structural_overlay_rr": 1.563763, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.57011, + "primary_prob": 35.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 62, + "primary_distance_atr": 2.355165, + "raw_level_count": 110, + "gate_level_count": 110, + "range_504_log": 1.128449, + "range_504_ratio": 3.090858, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.547297, + "hold30_r": 22.826087 + }, + { + "symbol": "IVZ", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.673774, + "strategy_rank": 80.128511, + "production_rank": 82.310265, + "structural_overlay_pass": false, + "structural_overlay_score": 78.194752, + "structural_overlay_rr": 1.675147, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.969921, + "primary_prob": 29.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.954881, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.937107, + "range_504_ratio": 2.552586, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.03363, + "hold30_r": -1.0 + }, + { + "symbol": "JBHT", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.221748, + "strategy_rank": 84.035096, + "production_rank": 84.097314, + "structural_overlay_pass": false, + "structural_overlay_score": 79.892448, + "structural_overlay_rr": 1.670633, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.988729, + "primary_prob": 35.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.483093, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.653356, + "range_504_ratio": 1.921981, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.950173, + "hold30_r": 3.296951 + }, + { + "symbol": "JBL", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.897655, + "strategy_rank": 89.024844, + "production_rank": 89.982447, + "structural_overlay_pass": false, + "structural_overlay_score": 85.483325, + "structural_overlay_rr": 0.974191, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.90232, + "primary_prob": 33.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.353479, + "raw_level_count": 129, + "gate_level_count": 129, + "range_504_log": 1.085397, + "range_504_ratio": 2.960613, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.874236, + "hold30_r": 5.600641 + }, + { + "symbol": "JCI", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.191898, + "strategy_rank": 76.968194, + "production_rank": 81.376095, + "structural_overlay_pass": false, + "structural_overlay_score": 77.307291, + "structural_overlay_rr": 1.727254, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.143888, + "primary_prob": 27.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.715831, + "raw_level_count": 91, + "gate_level_count": 91, + "range_504_log": 0.89545, + "range_504_ratio": 2.448437, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.09994, + "hold30_r": 1.755707 + }, + { + "symbol": "JNJ", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.044776, + "strategy_rank": 64.370321, + "production_rank": 73.261806, + "structural_overlay_pass": false, + "structural_overlay_score": 69.598716, + "structural_overlay_rr": 1.016263, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.367487, + "primary_prob": 20.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.051231, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.58179, + "range_504_ratio": 1.789238, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.077511, + "hold30_r": -1.0 + }, + { + "symbol": "KEYS", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.070362, + "strategy_rank": 91.475132, + "production_rank": 92.006876, + "structural_overlay_pass": false, + "structural_overlay_score": 87.406532, + "structural_overlay_rr": 1.60129, + "structural_overlay_sources": [ + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.258168, + "primary_prob": 23.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.887252, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.973746, + "range_504_ratio": 2.647845, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.227629, + "hold30_r": 4.776835 + }, + { + "symbol": "KLAC", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.34968, + "strategy_rank": 93.201326, + "production_rank": 93.58411, + "structural_overlay_pass": false, + "structural_overlay_score": 88.904905, + "structural_overlay_rr": 1.390115, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.358861, + "primary_prob": 22.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.038292, + "raw_level_count": 139, + "gate_level_count": 139, + "range_504_log": 1.122155, + "range_504_ratio": 3.071467, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.330802, + "hold30_r": 3.907902 + }, + { + "symbol": "LHX", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.643923, + "strategy_rank": 79.099948, + "production_rank": 83.614606, + "structural_overlay_pass": false, + "structural_overlay_score": 79.433876, + "structural_overlay_rr": 2.081645, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.332831, + "primary_prob": 26.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.999246, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.674986, + "range_504_ratio": 1.964006, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.285602, + "hold30_r": -1.0 + }, + { + "symbol": "LITE", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.680171, + "strategy_rank": 99.680273, + "production_rank": 99.680239, + "structural_overlay_pass": false, + "structural_overlay_score": 94.696227, + "structural_overlay_rr": 0.798095, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.798095, + "primary_prob": 36.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.197142, + "raw_level_count": 143, + "gate_level_count": 143, + "range_504_log": 3.050493, + "range_504_ratio": 21.125767, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.784259, + "hold30_r": 3.449125 + }, + { + "symbol": "LMT", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.592751, + "strategy_rank": 72.206619, + "production_rank": 77.668663, + "structural_overlay_pass": false, + "structural_overlay_score": 73.785229, + "structural_overlay_rr": 1.80514, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.727292, + "primary_prob": 47.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.090939, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.523161, + "range_504_ratio": 1.687352, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.67806, + "hold30_r": -1.0 + }, + { + "symbol": "LRCX", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.121535, + "strategy_rank": 96.259835, + "production_rank": 96.547068, + "structural_overlay_pass": false, + "structural_overlay_score": 91.719715, + "structural_overlay_rr": 1.092327, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.963742, + "primary_prob": 36.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.445614, + "raw_level_count": 130, + "gate_level_count": 130, + "range_504_log": 1.51678, + "range_504_ratio": 4.557528, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.940694, + "hold30_r": 4.613753 + }, + { + "symbol": "MCK", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.618337, + "strategy_rank": 81.579801, + "production_rank": 84.592646, + "structural_overlay_pass": false, + "structural_overlay_score": 80.363014, + "structural_overlay_rr": 1.937061, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.024535, + "primary_prob": 30.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.536803, + "raw_level_count": 135, + "gate_level_count": 135, + "range_504_log": 0.765976, + "range_504_ratio": 2.151093, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.048813, + "hold30_r": -1.0 + }, + { + "symbol": "MLM", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.769723, + "strategy_rank": 66.919317, + "production_rank": 71.869452, + "structural_overlay_pass": false, + "structural_overlay_score": 68.27598, + "structural_overlay_rr": 2.54974, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 12, + "rr": 2.185258, + "primary_prob": 27.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 57, + "primary_distance_atr": 3.277887, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.475445, + "range_504_ratio": 1.60873, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.142247, + "hold30_r": 0.566514 + }, + { + "symbol": "MNST", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.445629, + "strategy_rank": 67.723761, + "production_rank": 74.964384, + "structural_overlay_pass": false, + "structural_overlay_score": 71.216165, + "structural_overlay_rr": 1.860512, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.897087, + "primary_prob": 21.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.845631, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.701652, + "range_504_ratio": 2.017082, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.843306, + "hold30_r": 5.458221 + }, + { + "symbol": "MPWR", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.232409, + "strategy_rank": 88.628821, + "production_rank": 88.830017, + "structural_overlay_pass": false, + "structural_overlay_score": 84.388516, + "structural_overlay_rr": 1.682079, + "structural_overlay_sources": [ + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.018307, + "primary_prob": 33.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.527461, + "raw_level_count": 118, + "gate_level_count": 118, + "range_504_log": 1.051682, + "range_504_ratio": 2.862462, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.989145, + "hold30_r": 8.420363 + }, + { + "symbol": "MRK", + "date": "2026-03-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.196162, + "strategy_rank": 70.923895, + "production_rank": 74.681317, + "structural_overlay_pass": false, + "structural_overlay_score": 70.947251, + "structural_overlay_rr": 2.039482, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.642683, + "primary_prob": 22.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 3.964025, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.607833, + "range_504_ratio": 1.836448, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.060594, + "hold30_r": -1.0 + }, + { + "symbol": "MRNA", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.430704, + "strategy_rank": 94.030566, + "production_rank": 93.497279, + "structural_overlay_pass": false, + "structural_overlay_score": 88.822415, + "structural_overlay_rr": 1.663763, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.90246, + "primary_prob": 34.5, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 11.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.353689, + "raw_level_count": 183, + "gate_level_count": 183, + "range_504_log": 2.03487, + "range_504_ratio": 7.651257, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.882403, + "hold30_r": -1.0 + }, + { + "symbol": "MU", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.614072, + "strategy_rank": 98.135282, + "production_rank": 98.294879, + "structural_overlay_pass": false, + "structural_overlay_score": 93.380135, + "structural_overlay_rr": 1.896627, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.040129, + "primary_prob": 29.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.560193, + "raw_level_count": 133, + "gate_level_count": 133, + "range_504_log": 2.035892, + "range_504_ratio": 7.659084, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.018526, + "hold30_r": -1.0 + }, + { + "symbol": "NEE", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.703625, + "strategy_rank": 59.84717, + "production_rank": 66.799322, + "structural_overlay_pass": false, + "structural_overlay_score": 63.459355, + "structural_overlay_rr": 1.020134, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.385427, + "primary_prob": 19.93, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.07814, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.44763, + "range_504_ratio": 1.5646, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.327005, + "hold30_r": 1.099393 + }, + { + "symbol": "NEM", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.547974, + "strategy_rank": 96.111058, + "production_rank": 96.59003, + "structural_overlay_pass": false, + "structural_overlay_score": 91.760529, + "structural_overlay_rr": 1.722358, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.752899, + "primary_prob": 41.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.129348, + "raw_level_count": 112, + "gate_level_count": 112, + "range_504_log": 1.382151, + "range_504_ratio": 3.983461, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.727038, + "hold30_r": 2.351779 + }, + { + "symbol": "NOC", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.01919, + "strategy_rank": 74.613752, + "production_rank": 79.415565, + "structural_overlay_pass": false, + "structural_overlay_score": 75.444787, + "structural_overlay_rr": 2.044291, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.352028, + "primary_prob": 21.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.028041, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.614656, + "range_504_ratio": 1.849021, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.490443, + "hold30_r": -1.440292 + }, + { + "symbol": "NRG", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.257996, + "strategy_rank": 89.439702, + "production_rank": 90.0458, + "structural_overlay_pass": false, + "structural_overlay_score": 85.54351, + "structural_overlay_rr": 1.610093, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.676318, + "primary_prob": 34.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 65, + "primary_distance_atr": 2.514477, + "raw_level_count": 119, + "gate_level_count": 119, + "range_504_log": 1.07072, + "range_504_ratio": 2.917479, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.648831, + "hold30_r": -1.0 + }, + { + "symbol": "PH", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.26226, + "strategy_rank": 65.791569, + "production_rank": 71.615133, + "structural_overlay_pass": false, + "structural_overlay_score": 68.034376, + "structural_overlay_rr": 1.719974, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.488752, + "primary_prob": 22.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.233128, + "raw_level_count": 119, + "gate_level_count": 119, + "range_504_log": 0.750881, + "range_504_ratio": 2.118866, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.44506, + "hold30_r": -0.346216 + }, + { + "symbol": "PWR", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.842217, + "strategy_rank": 88.846741, + "production_rank": 91.178566, + "structural_overlay_pass": false, + "structural_overlay_score": 86.619638, + "structural_overlay_rr": 1.016973, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.740846, + "primary_prob": 44.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.111268, + "raw_level_count": 161, + "gate_level_count": 161, + "range_504_log": 0.944136, + "range_504_ratio": 2.570592, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.705876, + "hold30_r": 7.356541 + }, + { + "symbol": "RL", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.074627, + "strategy_rank": 75.366935, + "production_rank": 78.602832, + "structural_overlay_pass": false, + "structural_overlay_score": 74.672691, + "structural_overlay_rr": 1.803298, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.166411, + "primary_prob": 26.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 93.0, + "primary_rejection_count": 37, + "primary_distance_atr": 3.249616, + "raw_level_count": 117, + "gate_level_count": 117, + "range_504_log": 0.914365, + "range_504_ratio": 2.495191, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.131117, + "hold30_r": 0.822553 + }, + { + "symbol": "ROK", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.490405, + "strategy_rank": 69.985456, + "production_rank": 73.487106, + "structural_overlay_pass": false, + "structural_overlay_score": 69.81275, + "structural_overlay_rr": 2.051009, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.505385, + "primary_prob": 23.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 96.0, + "primary_rejection_count": 35, + "primary_distance_atr": 3.758077, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.713223, + "range_504_ratio": 2.040558, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.465849, + "hold30_r": 5.914078 + }, + { + "symbol": "RTX", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.247335, + "strategy_rank": 69.766106, + "production_rank": 75.259849, + "structural_overlay_pass": false, + "structural_overlay_score": 71.496856, + "structural_overlay_rr": 2.222321, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.392436, + "primary_prob": 31.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 59.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.088655, + "raw_level_count": 86, + "gate_level_count": 86, + "range_504_log": 0.811647, + "range_504_ratio": 2.251614, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.341563, + "hold30_r": -1.0 + }, + { + "symbol": "SATS", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.253731, + "strategy_rank": 97.368986, + "production_rank": 97.997234, + "structural_overlay_pass": false, + "structural_overlay_score": 93.097373, + "structural_overlay_rr": 1.699095, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.699095, + "primary_prob": 29.17, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.548642, + "raw_level_count": 129, + "gate_level_count": 129, + "range_504_log": 2.346247, + "range_504_ratio": 10.446288, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.675908, + "hold30_r": 1.401782 + }, + { + "symbol": "STX", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.827292, + "strategy_rank": 98.699871, + "production_rank": 98.742345, + "structural_overlay_pass": false, + "structural_overlay_score": 93.805228, + "structural_overlay_rr": 1.943101, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.692773, + "primary_prob": 42.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.03916, + "raw_level_count": 127, + "gate_level_count": 127, + "range_504_log": 1.984733, + "range_504_ratio": 7.277101, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.674115, + "hold30_r": 11.142284 + }, + { + "symbol": "TEL", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.622601, + "strategy_rank": 77.164894, + "production_rank": 78.98413, + "structural_overlay_pass": false, + "structural_overlay_score": 75.034924, + "structural_overlay_rr": 1.778389, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.942483, + "primary_prob": 25.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 75.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.913725, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.767949, + "range_504_ratio": 2.155341, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.908333, + "hold30_r": 0.336197 + }, + { + "symbol": "TER", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.187633, + "strategy_rank": 97.517286, + "production_rank": 97.740735, + "structural_overlay_pass": false, + "structural_overlay_score": 92.853698, + "structural_overlay_rr": 1.153453, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.042886, + "primary_prob": 29.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.564329, + "raw_level_count": 93, + "gate_level_count": 93, + "range_504_log": 1.657134, + "range_504_ratio": 5.24426, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.021152, + "hold30_r": 2.611157 + }, + { + "symbol": "TJX", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.916844, + "strategy_rank": 57.504411, + "production_rank": 65.308555, + "structural_overlay_pass": false, + "structural_overlay_score": 62.043128, + "structural_overlay_rr": 1.01964, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.957534, + "primary_prob": 34.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.436301, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 0.566199, + "range_504_ratio": 1.761558, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.892921, + "hold30_r": -1.0 + }, + { + "symbol": "TKO", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.008529, + "strategy_rank": 75.994469, + "production_rank": 78.665822, + "structural_overlay_pass": false, + "structural_overlay_score": 74.732531, + "structural_overlay_rr": 1.911302, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.018282, + "primary_prob": 20.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 25, + "primary_distance_atr": 3.027423, + "raw_level_count": 133, + "gate_level_count": 133, + "range_504_log": 0.983447, + "range_504_ratio": 2.673657, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.035259, + "hold30_r": -0.437947 + }, + { + "symbol": "TPR", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.628998, + "strategy_rank": 89.17672, + "production_rank": 91.327479, + "structural_overlay_pass": false, + "structural_overlay_score": 86.761105, + "structural_overlay_rr": 1.50115, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.772623, + "primary_prob": 38.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.158934, + "raw_level_count": 114, + "gate_level_count": 114, + "range_504_log": 1.525513, + "range_504_ratio": 4.597502, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.737638, + "hold30_r": -1.0 + }, + { + "symbol": "ULTA", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.5629, + "strategy_rank": 88.558247, + "production_rank": 90.559798, + "structural_overlay_pass": false, + "structural_overlay_score": 86.031808, + "structural_overlay_rr": 1.986827, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.91837, + "primary_prob": 51.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 1.377556, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.838867, + "range_504_ratio": 2.313744, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.886221, + "hold30_r": 0.051657 + }, + { + "symbol": "VRT", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.334755, + "strategy_rank": 96.984169, + "production_rank": 97.101031, + "structural_overlay_pass": false, + "structural_overlay_score": 92.245979, + "structural_overlay_rr": 1.126189, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.099016, + "primary_prob": 27.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.648524, + "raw_level_count": 206, + "gate_level_count": 206, + "range_504_log": 1.660535, + "range_504_ratio": 5.262127, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.075917, + "hold30_r": 5.375157 + }, + { + "symbol": "VTRS", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.831557, + "strategy_rank": 81.85685, + "production_rank": 84.848419, + "structural_overlay_pass": false, + "structural_overlay_score": 80.605998, + "structural_overlay_rr": 0.83774, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.663218, + "primary_prob": 34.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.494826, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.877292, + "range_504_ratio": 2.40438, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.623208, + "hold30_r": 5.932398 + }, + { + "symbol": "WDC", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.466951, + "strategy_rank": 99.21153, + "production_rank": 99.29667, + "structural_overlay_pass": false, + "structural_overlay_score": 94.331837, + "structural_overlay_rr": 0.709447, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.017092, + "primary_prob": 30.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.525638, + "raw_level_count": 135, + "gate_level_count": 135, + "range_504_log": 2.405716, + "range_504_ratio": 11.086368, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.999676, + "hold30_r": 7.605738 + }, + { + "symbol": "WELL", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.607676, + "strategy_rank": 63.535597, + "production_rank": 70.892956, + "structural_overlay_pass": false, + "structural_overlay_score": 67.348309, + "structural_overlay_rr": 2.289825, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.452772, + "primary_prob": 28.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.179157, + "raw_level_count": 99, + "gate_level_count": 99, + "range_504_log": 0.901409, + "range_504_ratio": 2.46307, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.396799, + "hold30_r": 2.726136 + }, + { + "symbol": "WMT", + "date": "2026-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.460554, + "strategy_rank": 67.934529, + "production_rank": 74.109871, + "structural_overlay_pass": false, + "structural_overlay_score": 70.404377, + "structural_overlay_rr": 1.393952, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.79523, + "primary_prob": 44.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.192845, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 0.833009, + "range_504_ratio": 2.300231, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.736963, + "hold30_r": 1.114233 + }, + { + "symbol": "SNDK", + "date": "2026-04-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.857143, + "strategy_rank": 93.125, + "production_rank": 93.035714, + "structural_overlay_pass": false, + "structural_overlay_score": 88.383929, + "structural_overlay_rr": 0.843874, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.856636, + "primary_prob": 49.67, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 4.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.284953, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 3.328123, + "range_504_ratio": 27.88596, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.840822, + "hold30_r": 7.956872 + }, + { + "symbol": "ADI", + "date": "2026-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.236559, + "strategy_rank": 77.007222, + "production_rank": 80.083668, + "structural_overlay_pass": false, + "structural_overlay_score": 76.079485, + "structural_overlay_rr": 2.2524, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.967182, + "primary_prob": 25.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.950773, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.828253, + "range_504_ratio": 2.289316, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.924389, + "hold30_r": 5.962267 + }, + { + "symbol": "ADM", + "date": "2026-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.096774, + "strategy_rank": 73.489201, + "production_rank": 78.025059, + "structural_overlay_pass": false, + "structural_overlay_score": 74.123806, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.618843, + "primary_prob": 50.11, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.428265, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.593545, + "range_504_ratio": 1.810395, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.431888, + "hold30_r": -1.387241 + }, + { + "symbol": "AEP", + "date": "2026-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.612903, + "strategy_rank": 58.448775, + "production_rank": 66.170151, + "structural_overlay_pass": false, + "structural_overlay_score": 62.861643, + "structural_overlay_rr": 0.704763, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.704735, + "primary_prob": 40.88, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 6.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.057102, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.533804, + "range_504_ratio": 1.705407, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.631284, + "hold30_r": -1.508026 + }, + { + "symbol": "ALB", + "date": "2026-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.419355, + "strategy_rank": 96.970372, + "production_rank": 97.120033, + "structural_overlay_pass": false, + "structural_overlay_score": 92.264032, + "structural_overlay_rr": 1.581716, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.581716, + "primary_prob": 35.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.372574, + "raw_level_count": 135, + "gate_level_count": 135, + "range_504_log": 1.427313, + "range_504_ratio": 4.167484, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.557555, + "hold30_r": 0.189206 + }, + { + "symbol": "AMAT", + "date": "2026-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.989247, + "strategy_rank": 94.737967, + "production_rank": 95.488394, + "structural_overlay_pass": false, + "structural_overlay_score": 90.713974, + "structural_overlay_rr": 1.737711, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.737711, + "primary_prob": 28.16, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.606567, + "raw_level_count": 123, + "gate_level_count": 123, + "range_504_log": 1.163134, + "range_504_ratio": 3.199945, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.709428, + "hold30_r": 2.444346 + }, + { + "symbol": "AMD", + "date": "2026-04-06", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.11828, + "strategy_rank": 94.474641, + "production_rank": 94.022521, + "structural_overlay_pass": true, + "structural_overlay_score": 94.321395, + "structural_overlay_rr": 2.034052, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.050665, + "primary_prob": 28.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 18, + "primary_distance_atr": 3.075997, + "raw_level_count": 121, + "gate_level_count": 121, + "range_504_log": 1.250519, + "range_504_ratio": 3.492154, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.022452, + "hold30_r": 12.865385 + }, + { + "symbol": "ANET", + "date": "2026-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.290323, + "strategy_rank": 91.424685, + "production_rank": 91.379898, + "structural_overlay_pass": false, + "structural_overlay_score": 86.810903, + "structural_overlay_rr": 1.751216, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.703772, + "primary_prob": 31.5, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 89.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.555658, + "raw_level_count": 170, + "gate_level_count": 170, + "range_504_log": 1.020783, + "range_504_ratio": 2.775366, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.67613, + "hold30_r": 1.69242 + }, + { + "symbol": "APA", + "date": "2026-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.806452, + "strategy_rank": 85.429323, + "production_rank": 85.555033, + "structural_overlay_pass": false, + "structural_overlay_score": 81.277281, + "structural_overlay_rr": 0.907001, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.830058, + "primary_prob": 32.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.745087, + "raw_level_count": 100, + "gate_level_count": 100, + "range_504_log": 1.21233, + "range_504_ratio": 3.361307, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -2.235495, + "hold30_r": -2.204098 + }, + { + "symbol": "APH", + "date": "2026-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.591398, + "strategy_rank": 93.180073, + "production_rank": 93.983848, + "structural_overlay_pass": false, + "structural_overlay_score": 89.284655, + "structural_overlay_rr": 1.893403, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.73147, + "primary_prob": 26.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 66.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.597205, + "raw_level_count": 109, + "gate_level_count": 109, + "range_504_log": 1.116004, + "range_504_ratio": 3.052632, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.703672, + "hold30_r": -0.524138 + }, + { + "symbol": "APP", + "date": "2026-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.903226, + "strategy_rank": 94.806936, + "production_rank": 94.172366, + "structural_overlay_pass": false, + "structural_overlay_score": 89.463748, + "structural_overlay_rr": 0.86349, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.826274, + "primary_prob": 40.75, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 29.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.239412, + "raw_level_count": 215, + "gate_level_count": 215, + "range_504_log": 2.508753, + "range_504_ratio": 12.289599, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.806458, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2026-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.688172, + "strategy_rank": 90.697171, + "production_rank": 91.360838, + "structural_overlay_pass": false, + "structural_overlay_score": 86.792796, + "structural_overlay_rr": 1.834984, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.174689, + "primary_prob": 27.37, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 3.262033, + "raw_level_count": 149, + "gate_level_count": 149, + "range_504_log": 1.241849, + "range_504_ratio": 3.462007, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.13991, + "hold30_r": 5.877701 + }, + { + "symbol": "BIIB", + "date": "2026-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.311828, + "strategy_rank": 78.757765, + "production_rank": 81.609119, + "structural_overlay_pass": false, + "structural_overlay_score": 77.528663, + "structural_overlay_rr": 2.193954, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.619424, + "primary_prob": 35.1, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.429137, + "raw_level_count": 97, + "gate_level_count": 97, + "range_504_log": 0.771472, + "range_504_ratio": 2.162948, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.582311, + "hold30_r": 2.10719 + }, + { + "symbol": "C", + "date": "2026-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.795699, + "strategy_rank": 74.823942, + "production_rank": 77.481194, + "structural_overlay_pass": false, + "structural_overlay_score": 73.607135, + "structural_overlay_rr": 1.080628, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.973679, + "primary_prob": 47.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.460519, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 0.849724, + "range_504_ratio": 2.339002, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.93252, + "hold30_r": 0.885545 + }, + { + "symbol": "CAH", + "date": "2026-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.548387, + "strategy_rank": 84.249965, + "production_rank": 87.349439, + "structural_overlay_pass": false, + "structural_overlay_score": 82.981967, + "structural_overlay_rr": 2.391319, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.022449, + "primary_prob": 34.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.533673, + "raw_level_count": 124, + "gate_level_count": 124, + "range_504_log": 0.919184, + "range_504_ratio": 2.507245, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.0588, + "hold30_r": -1.0 + }, + { + "symbol": "CAT", + "date": "2026-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.021505, + "strategy_rank": 89.972564, + "production_rank": 91.988878, + "structural_overlay_pass": false, + "structural_overlay_score": 87.389434, + "structural_overlay_rr": 1.749317, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.39292, + "primary_prob": 35.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.08938, + "raw_level_count": 115, + "gate_level_count": 115, + "range_504_log": 1.083421, + "range_504_ratio": 2.95477, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.356121, + "hold30_r": 3.640733 + }, + { + "symbol": "CF", + "date": "2026-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.172043, + "strategy_rank": 86.183949, + "production_rank": 86.846647, + "structural_overlay_pass": false, + "structural_overlay_score": 82.504315, + "structural_overlay_rr": 1.043857, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.089367, + "primary_prob": 41.64, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.63405, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.745791, + "range_504_ratio": 2.108108, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.69923, + "hold30_r": -1.67324 + }, + { + "symbol": "CHRW", + "date": "2026-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.376344, + "strategy_rank": 92.321381, + "production_rank": 93.339702, + "structural_overlay_pass": false, + "structural_overlay_score": 88.672717, + "structural_overlay_rr": 2.439191, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.154893, + "primary_prob": 27.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.732339, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 1.140492, + "range_504_ratio": 3.128308, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.038573, + "hold30_r": -1.0 + }, + { + "symbol": "CME", + "date": "2026-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.44086, + "strategy_rank": 61.144654, + "production_rank": 68.576723, + "structural_overlay_pass": false, + "structural_overlay_score": 65.147886, + "structural_overlay_rr": 0.843725, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.854751, + "primary_prob": 36.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.282127, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.545842, + "range_504_ratio": 1.726062, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.063655, + "hold30_r": -1.0 + }, + { + "symbol": "CMI", + "date": "2026-04-06", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.892473, + "strategy_rank": 83.300268, + "production_rank": 85.497669, + "structural_overlay_pass": false, + "structural_overlay_score": 81.222786, + "structural_overlay_rr": 1.737208, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.030737, + "primary_prob": 25.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 6, + "primary_distance_atr": 3.046106, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 0.865702, + "range_504_ratio": 2.376673, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.99083, + "hold30_r": 4.550433 + }, + { + "symbol": "COHR", + "date": "2026-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.924731, + "strategy_rank": 98.861046, + "production_rank": 98.882274, + "structural_overlay_pass": false, + "structural_overlay_score": 93.938161, + "structural_overlay_rr": 0.804762, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.197252, + "primary_prob": 39.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.795878, + "raw_level_count": 149, + "gate_level_count": 149, + "range_504_log": 1.88498, + "range_504_ratio": 6.586222, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.182143, + "hold30_r": 3.269954 + }, + { + "symbol": "COR", + "date": "2026-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.849462, + "strategy_rank": 71.795053, + "production_rank": 77.146523, + "structural_overlay_pass": false, + "structural_overlay_score": 73.289197, + "structural_overlay_rr": 2.297181, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.70143, + "primary_prob": 33.74, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.552144, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 0.564115, + "range_504_ratio": 1.757892, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.047969, + "hold30_r": -1.0 + }, + { + "symbol": "CSX", + "date": "2026-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.150538, + "strategy_rank": 60.17705, + "production_rank": 67.501546, + "structural_overlay_pass": false, + "structural_overlay_score": 64.126469, + "structural_overlay_rr": 1.361513, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.04132, + "primary_prob": 43.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.56198, + "raw_level_count": 26, + "gate_level_count": 26, + "range_504_log": 0.50273, + "range_504_ratio": 1.653228, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.980756, + "hold30_r": 3.445759 + }, + { + "symbol": "DELL", + "date": "2026-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.935484, + "strategy_rank": 85.906341, + "production_rank": 84.582722, + "structural_overlay_pass": false, + "structural_overlay_score": 80.353586, + "structural_overlay_rr": 1.087538, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.087538, + "primary_prob": 41.69, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.631307, + "raw_level_count": 135, + "gate_level_count": 135, + "range_504_log": 1.034481, + "range_504_ratio": 2.813646, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.059023, + "hold30_r": 5.338899 + }, + { + "symbol": "DG", + "date": "2026-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.236559, + "strategy_rank": 90.605935, + "production_rank": 92.48281, + "structural_overlay_pass": false, + "structural_overlay_score": 87.858669, + "structural_overlay_rr": 1.614786, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.890312, + "primary_prob": 30.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 54, + "primary_distance_atr": 2.835468, + "raw_level_count": 108, + "gate_level_count": 108, + "range_504_log": 0.904449, + "range_504_ratio": 2.470571, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.037516, + "hold30_r": -1.0 + }, + { + "symbol": "DLTR", + "date": "2026-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.537634, + "strategy_rank": 85.876344, + "production_rank": 87.430108, + "structural_overlay_pass": false, + "structural_overlay_score": 83.058602, + "structural_overlay_rr": 1.979751, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.85046, + "primary_prob": 31.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.775691, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 0.856162, + "range_504_ratio": 2.354108, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.036999, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2026-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.086022, + "strategy_rank": 91.353777, + "production_rank": 92.264525, + "structural_overlay_pass": false, + "structural_overlay_score": 87.651299, + "structural_overlay_rr": 1.399928, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.295371, + "primary_prob": 37.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.943057, + "raw_level_count": 143, + "gate_level_count": 143, + "range_504_log": 0.960706, + "range_504_ratio": 2.61354, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.261904, + "hold30_r": 2.642961 + }, + { + "symbol": "EXPE", + "date": "2026-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.580645, + "strategy_rank": 86.164821, + "production_rank": 84.970096, + "structural_overlay_pass": false, + "structural_overlay_score": 80.721591, + "structural_overlay_rr": 1.822208, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.704325, + "primary_prob": 43.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.056488, + "raw_level_count": 104, + "gate_level_count": 104, + "range_504_log": 1.041207, + "range_504_ratio": 2.832634, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.677304, + "hold30_r": -0.828791 + }, + { + "symbol": "FCX", + "date": "2026-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.634409, + "strategy_rank": 86.644515, + "production_rank": 86.97448, + "structural_overlay_pass": false, + "structural_overlay_score": 82.625756, + "structural_overlay_rr": 1.97189, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.717492, + "primary_prob": 29.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.576238, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.92493, + "range_504_ratio": 2.521692, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.689812, + "hold30_r": -1.0 + }, + { + "symbol": "FDX", + "date": "2026-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.451613, + "strategy_rank": 68.788661, + "production_rank": 74.676312, + "structural_overlay_pass": false, + "structural_overlay_score": 70.942496, + "structural_overlay_rr": 1.528165, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.619105, + "primary_prob": 32.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.428657, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.704076, + "range_504_ratio": 2.021977, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.571364, + "hold30_r": 0.723741 + }, + { + "symbol": "FSLR", + "date": "2026-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.752688, + "strategy_rank": 91.820873, + "production_rank": 91.464811, + "structural_overlay_pass": false, + "structural_overlay_score": 86.891571, + "structural_overlay_rr": 2.023267, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.901145, + "primary_prob": 45.77, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 53, + "primary_distance_atr": 2.851717, + "raw_level_count": 124, + "gate_level_count": 124, + "range_504_log": 0.96767, + "range_504_ratio": 2.631806, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.870523, + "hold30_r": 2.980447 + }, + { + "symbol": "GE", + "date": "2026-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.709677, + "strategy_rank": 79.349993, + "production_rank": 82.469888, + "structural_overlay_pass": false, + "structural_overlay_score": 78.346393, + "structural_overlay_rr": 1.878278, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.760839, + "primary_prob": 20.81, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 40.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.641258, + "raw_level_count": 125, + "gate_level_count": 125, + "range_504_log": 0.955816, + "range_504_ratio": 2.600791, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.725317, + "hold30_r": -1.0 + }, + { + "symbol": "GILD", + "date": "2026-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.010753, + "strategy_rank": 69.309244, + "production_rank": 73.876413, + "structural_overlay_pass": false, + "structural_overlay_score": 70.182593, + "structural_overlay_rr": 2.084229, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.9671, + "primary_prob": 32.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.45065, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.929828, + "range_504_ratio": 2.534074, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.058358, + "hold30_r": -1.0 + }, + { + "symbol": "GLW", + "date": "2026-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.27957, + "strategy_rank": 97.282823, + "production_rank": 97.615072, + "structural_overlay_pass": false, + "structural_overlay_score": 92.734319, + "structural_overlay_rr": 1.036195, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.876186, + "primary_prob": 48.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.314279, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 1.663299, + "range_504_ratio": 5.276689, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.855107, + "hold30_r": 2.305772 + }, + { + "symbol": "GM", + "date": "2026-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.322581, + "strategy_rank": 84.921085, + "production_rank": 86.721584, + "structural_overlay_pass": false, + "structural_overlay_score": 82.385505, + "structural_overlay_rr": 1.938806, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.77568, + "primary_prob": 24.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 59.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.663521, + "raw_level_count": 99, + "gate_level_count": 99, + "range_504_log": 0.810474, + "range_504_ratio": 2.248973, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.732701, + "hold30_r": -0.096576 + }, + { + "symbol": "GNRC", + "date": "2026-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.505376, + "strategy_rank": 92.058055, + "production_rank": 91.873829, + "structural_overlay_pass": false, + "structural_overlay_score": 87.280138, + "structural_overlay_rr": 1.62419, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.644091, + "primary_prob": 25.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.466137, + "raw_level_count": 128, + "gate_level_count": 128, + "range_504_log": 0.885017, + "range_504_ratio": 2.423025, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.618559, + "hold30_r": 3.756338 + }, + { + "symbol": "GOOG", + "date": "2026-04-06", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.946237, + "strategy_rank": 78.726314, + "production_rank": 84.132955, + "structural_overlay_pass": false, + "structural_overlay_score": 79.926307, + "structural_overlay_rr": 2.169042, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.156045, + "primary_prob": 31.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 20, + "primary_distance_atr": 3.234068, + "raw_level_count": 103, + "gate_level_count": 103, + "range_504_log": 0.897897, + "range_504_ratio": 2.454437, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.105673, + "hold30_r": 8.076424 + }, + { + "symbol": "GOOGL", + "date": "2026-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.16129, + "strategy_rank": 79.906895, + "production_rank": 84.991693, + "structural_overlay_pass": false, + "structural_overlay_score": 80.742109, + "structural_overlay_rr": 1.84967, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.817453, + "primary_prob": 36.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.726179, + "raw_level_count": 104, + "gate_level_count": 104, + "range_504_log": 0.909651, + "range_504_ratio": 2.483455, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.76908, + "hold30_r": 7.816437 + }, + { + "symbol": "HAS", + "date": "2026-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.16129, + "strategy_rank": 72.005607, + "production_rank": 76.390835, + "structural_overlay_pass": false, + "structural_overlay_score": 72.571293, + "structural_overlay_rr": 1.714077, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.077153, + "primary_prob": 28.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 69, + "primary_distance_atr": 3.115729, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.780822, + "range_504_ratio": 2.183265, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.033084, + "hold30_r": 0.804182 + }, + { + "symbol": "HCA", + "date": "2026-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.473118, + "strategy_rank": 76.705432, + "production_rank": 81.961327, + "structural_overlay_pass": false, + "structural_overlay_score": 77.863261, + "structural_overlay_rr": 2.022637, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.713737, + "primary_prob": 21.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.570606, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 0.651891, + "range_504_ratio": 1.919167, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -2.694067, + "hold30_r": -2.646562 + }, + { + "symbol": "HII", + "date": "2026-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.204301, + "strategy_rank": 91.090221, + "production_rank": 93.128248, + "structural_overlay_pass": false, + "structural_overlay_score": 88.471835, + "structural_overlay_rr": 1.929015, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.904848, + "primary_prob": 38.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.357271, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 1.063077, + "range_504_ratio": 2.895267, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.035583, + "hold30_r": -1.0 + }, + { + "symbol": "HSY", + "date": "2026-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.032258, + "strategy_rank": 73.910563, + "production_rank": 78.951128, + "structural_overlay_pass": false, + "structural_overlay_score": 75.003572, + "structural_overlay_rr": 1.145972, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.909235, + "primary_prob": 30.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 102, + "primary_distance_atr": 2.863852, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.535899, + "range_504_ratio": 1.708985, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.049292, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2026-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.516129, + "strategy_rank": 81.547556, + "production_rank": 85.870414, + "structural_overlay_pass": false, + "structural_overlay_score": 81.576893, + "structural_overlay_rr": 1.785895, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.05407, + "primary_prob": 28.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.581105, + "raw_level_count": 158, + "gate_level_count": 158, + "range_504_log": 1.448454, + "range_504_ratio": 4.256529, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.014947, + "hold30_r": 1.688496 + }, + { + "symbol": "IBKR", + "date": "2026-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.290323, + "strategy_rank": 80.626402, + "production_rank": 80.847709, + "structural_overlay_pass": false, + "structural_overlay_score": 76.805323, + "structural_overlay_rr": 1.601282, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.654872, + "primary_prob": 31.7, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 11.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.482308, + "raw_level_count": 134, + "gate_level_count": 134, + "range_504_log": 1.116709, + "range_504_ratio": 3.054784, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.62217, + "hold30_r": 4.169943 + }, + { + "symbol": "IDXX", + "date": "2026-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.946237, + "strategy_rank": 78.679104, + "production_rank": 80.768148, + "structural_overlay_pass": false, + "structural_overlay_score": 76.729741, + "structural_overlay_rr": 2.393953, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.975628, + "primary_prob": 29.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 96, + "primary_distance_atr": 2.963442, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.771041, + "range_504_ratio": 2.162015, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.044585, + "hold30_r": -1.0 + }, + { + "symbol": "INCY", + "date": "2026-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.967742, + "strategy_rank": 82.636647, + "production_rank": 85.413679, + "structural_overlay_pass": false, + "structural_overlay_score": 81.142995, + "structural_overlay_rr": 2.164261, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.655448, + "primary_prob": 34.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.483171, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.80209, + "range_504_ratio": 2.230198, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.608872, + "hold30_r": 0.081013 + }, + { + "symbol": "INTC", + "date": "2026-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.55914, + "strategy_rank": 96.561355, + "production_rank": 96.560617, + "structural_overlay_pass": false, + "structural_overlay_score": 91.732586, + "structural_overlay_rr": 0.925753, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.775764, + "primary_prob": 71.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 57, + "primary_distance_atr": 1.163647, + "raw_level_count": 110, + "gate_level_count": 110, + "range_504_log": 1.128449, + "range_504_ratio": 3.090858, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.752033, + "hold30_r": 13.409975 + }, + { + "symbol": "IVZ", + "date": "2026-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.655914, + "strategy_rank": 78.612788, + "production_rank": 80.29383, + "structural_overlay_pass": false, + "structural_overlay_score": 76.279138, + "structural_overlay_rr": 1.840131, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.118037, + "primary_prob": 28.02, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 3.177055, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.937107, + "range_504_ratio": 2.552586, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.086133, + "hold30_r": 3.144391 + }, + { + "symbol": "JBHT", + "date": "2026-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.88172, + "strategy_rank": 85.763556, + "production_rank": 86.136278, + "structural_overlay_pass": false, + "structural_overlay_score": 81.829464, + "structural_overlay_rr": 1.306578, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.843359, + "primary_prob": 26.78, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.765039, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.653356, + "range_504_ratio": 1.921981, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.800343, + "hold30_r": 4.362517 + }, + { + "symbol": "JCI", + "date": "2026-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.247312, + "strategy_rank": 77.054663, + "production_rank": 81.11888, + "structural_overlay_pass": false, + "structural_overlay_score": 77.062936, + "structural_overlay_rr": 1.278673, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.711648, + "primary_prob": 41.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.067472, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 0.89545, + "range_504_ratio": 2.448437, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.668131, + "hold30_r": 0.579144 + }, + { + "symbol": "JNJ", + "date": "2026-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.978495, + "strategy_rank": 66.106835, + "production_rank": 75.397388, + "structural_overlay_pass": false, + "structural_overlay_score": 71.627519, + "structural_overlay_rr": 1.789776, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.327217, + "primary_prob": 20.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.990826, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.58179, + "range_504_ratio": 1.789238, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.080313, + "hold30_r": -1.0 + }, + { + "symbol": "KEYS", + "date": "2026-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.333333, + "strategy_rank": 91.728183, + "production_rank": 92.263233, + "structural_overlay_pass": false, + "structural_overlay_score": 87.650072, + "structural_overlay_rr": 0.819032, + "structural_overlay_sources": [ + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.018176, + "primary_prob": 43.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.527263, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.973746, + "range_504_ratio": 2.647845, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.986977, + "hold30_r": 2.532765 + }, + { + "symbol": "KLAC", + "date": "2026-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.731183, + "strategy_rank": 93.76891, + "production_rank": 94.089667, + "structural_overlay_pass": false, + "structural_overlay_score": 89.385184, + "structural_overlay_rr": 1.502267, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.130951, + "primary_prob": 40.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.696427, + "raw_level_count": 139, + "gate_level_count": 139, + "range_504_log": 1.122155, + "range_504_ratio": 3.071467, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.101208, + "hold30_r": 2.08958 + }, + { + "symbol": "LHX", + "date": "2026-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.301075, + "strategy_rank": 79.111611, + "production_rank": 84.174766, + "structural_overlay_pass": false, + "structural_overlay_score": 79.966028, + "structural_overlay_rr": 0.992792, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.041591, + "primary_prob": 29.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.562387, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.674986, + "range_504_ratio": 1.964006, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.049249, + "hold30_r": -1.0 + }, + { + "symbol": "LMT", + "date": "2026-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.107527, + "strategy_rank": 74.083853, + "production_rank": 79.425077, + "structural_overlay_pass": false, + "structural_overlay_score": 75.453823, + "structural_overlay_rr": 0.932424, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.932424, + "primary_prob": 35.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.398635, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.523161, + "range_504_ratio": 1.687352, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.086043, + "hold30_r": -1.034546 + }, + { + "symbol": "LRCX", + "date": "2026-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.741935, + "strategy_rank": 96.842102, + "production_rank": 97.142046, + "structural_overlay_pass": false, + "structural_overlay_score": 92.284944, + "structural_overlay_rr": 1.669247, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.690494, + "primary_prob": 29.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.535741, + "raw_level_count": 132, + "gate_level_count": 132, + "range_504_log": 1.51678, + "range_504_ratio": 4.557528, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.666266, + "hold30_r": 3.146446 + }, + { + "symbol": "LVS", + "date": "2026-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.860215, + "strategy_rank": 80.872537, + "production_rank": 80.86843, + "structural_overlay_pass": false, + "structural_overlay_score": 76.825008, + "structural_overlay_rr": 2.131859, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.534848, + "primary_prob": 51.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 74, + "primary_distance_atr": 2.302272, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.847788, + "range_504_ratio": 2.334476, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.490803, + "hold30_r": -1.239218 + }, + { + "symbol": "MCK", + "date": "2026-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.494624, + "strategy_rank": 79.714477, + "production_rank": 82.641192, + "structural_overlay_pass": false, + "structural_overlay_score": 78.509133, + "structural_overlay_rr": 2.058886, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.135076, + "primary_prob": 27.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.702614, + "raw_level_count": 135, + "gate_level_count": 135, + "range_504_log": 0.765976, + "range_504_ratio": 2.151093, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.049243, + "hold30_r": -1.0 + }, + { + "symbol": "MNST", + "date": "2026-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.225806, + "strategy_rank": 62.925446, + "production_rank": 69.692233, + "structural_overlay_pass": false, + "structural_overlay_score": 66.207621, + "structural_overlay_rr": 2.917182, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.063892, + "primary_prob": 37.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.595838, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.701652, + "range_504_ratio": 2.017082, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.006249, + "hold30_r": 5.58859 + }, + { + "symbol": "MO", + "date": "2026-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.0, + "strategy_rank": 61.761803, + "production_rank": 67.841202, + "structural_overlay_pass": false, + "structural_overlay_score": 64.449142, + "structural_overlay_rr": 1.772817, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.504396, + "primary_prob": 17.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.256594, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.550756, + "range_504_ratio": 1.734563, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.063088, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2026-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.301075, + "strategy_rank": 78.549379, + "production_rank": 80.466611, + "structural_overlay_pass": false, + "structural_overlay_score": 76.443281, + "structural_overlay_rr": 1.117905, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.718081, + "primary_prob": 54.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.077121, + "raw_level_count": 123, + "gate_level_count": 123, + "range_504_log": 0.798477, + "range_504_ratio": 2.222155, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.037559, + "hold30_r": -1.0 + }, + { + "symbol": "MRK", + "date": "2026-04-06", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.516129, + "strategy_rank": 66.66129, + "production_rank": 72.612903, + "structural_overlay_pass": false, + "structural_overlay_score": 68.982258, + "structural_overlay_rr": 1.741627, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.348703, + "primary_prob": 40.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 3.523054, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.607833, + "range_504_ratio": 1.836448, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.061605, + "hold30_r": -1.0 + }, + { + "symbol": "MRNA", + "date": "2026-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.774194, + "strategy_rank": 97.194725, + "production_rank": 97.054548, + "structural_overlay_pass": false, + "structural_overlay_score": 92.201821, + "structural_overlay_rr": 1.685333, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.750949, + "primary_prob": 44.81, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 35.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.126424, + "raw_level_count": 185, + "gate_level_count": 185, + "range_504_log": 2.03487, + "range_504_ratio": 7.651257, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.729962, + "hold30_r": -1.0 + }, + { + "symbol": "MU", + "date": "2026-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.247312, + "strategy_rank": 98.700586, + "production_rank": 98.882828, + "structural_overlay_pass": false, + "structural_overlay_score": 93.938687, + "structural_overlay_rr": 1.901212, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.901212, + "primary_prob": 26.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.851818, + "raw_level_count": 133, + "gate_level_count": 133, + "range_504_log": 2.035892, + "range_504_ratio": 7.659084, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.882735, + "hold30_r": 7.429255 + }, + { + "symbol": "NEE", + "date": "2026-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.365591, + "strategy_rank": 60.037888, + "production_rank": 67.480456, + "structural_overlay_pass": false, + "structural_overlay_score": 64.106433, + "structural_overlay_rr": 1.003896, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.05483, + "primary_prob": 28.0, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.582245, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.447467, + "range_504_ratio": 1.564345, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.989729, + "hold30_r": -1.0 + }, + { + "symbol": "NEM", + "date": "2026-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.956989, + "strategy_rank": 96.509807, + "production_rank": 96.992201, + "structural_overlay_pass": false, + "structural_overlay_score": 92.142591, + "structural_overlay_rr": 1.852774, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.829177, + "primary_prob": 27.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.743766, + "raw_level_count": 112, + "gate_level_count": 112, + "range_504_log": 1.308718, + "range_504_ratio": 3.701427, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.028814, + "hold30_r": -0.380515 + }, + { + "symbol": "NOC", + "date": "2026-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.827957, + "strategy_rank": 76.189441, + "production_rank": 81.40228, + "structural_overlay_pass": false, + "structural_overlay_score": 77.332166, + "structural_overlay_rr": 1.418608, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.729076, + "primary_prob": 40.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.093614, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.614656, + "range_504_ratio": 1.849021, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.051189, + "hold30_r": -1.0 + }, + { + "symbol": "NRG", + "date": "2026-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.376344, + "strategy_rank": 85.385758, + "production_rank": 85.38262, + "structural_overlay_pass": false, + "structural_overlay_score": 81.113489, + "structural_overlay_rr": 2.363236, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.538261, + "primary_prob": 36.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 65, + "primary_distance_atr": 2.307392, + "raw_level_count": 119, + "gate_level_count": 119, + "range_504_log": 1.07072, + "range_504_ratio": 2.917479, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.509385, + "hold30_r": -1.0 + }, + { + "symbol": "NTRS", + "date": "2026-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.215054, + "strategy_rank": 65.066847, + "production_rank": 70.116249, + "structural_overlay_pass": false, + "structural_overlay_score": 66.610437, + "structural_overlay_rr": 1.575126, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.5783, + "primary_prob": 32.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.36745, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.686569, + "range_504_ratio": 1.986887, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.530666, + "hold30_r": 3.647664 + }, + { + "symbol": "NVDA", + "date": "2026-04-06", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 85.591398, + "strategy_rank": 81.126425, + "production_rank": 82.614749, + "structural_overlay_pass": true, + "structural_overlay_score": 83.484012, + "structural_overlay_rr": 2.171842, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.017951, + "primary_prob": 36.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 63.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.026927, + "raw_level_count": 193, + "gate_level_count": 193, + "range_504_log": 1.031893, + "range_504_ratio": 2.806373, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.974149, + "hold30_r": 5.508603 + }, + { + "symbol": "PH", + "date": "2026-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.086022, + "strategy_rank": 67.905279, + "production_rank": 73.29886, + "structural_overlay_pass": false, + "structural_overlay_score": 69.633917, + "structural_overlay_rr": 1.113156, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.491584, + "primary_prob": 18.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.237376, + "raw_level_count": 119, + "gate_level_count": 119, + "range_504_log": 0.750881, + "range_504_ratio": 2.118866, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.448063, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2026-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.462366, + "strategy_rank": 90.692325, + "production_rank": 90.282339, + "structural_overlay_pass": false, + "structural_overlay_score": 85.768222, + "structural_overlay_rr": 1.623365, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.307115, + "primary_prob": 25.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 3.460673, + "raw_level_count": 202, + "gate_level_count": 202, + "range_504_log": 2.32313, + "range_504_ratio": 10.207575, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.028284, + "hold30_r": -1.0 + }, + { + "symbol": "RL", + "date": "2026-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.075269, + "strategy_rank": 72.847109, + "production_rank": 75.589829, + "structural_overlay_pass": false, + "structural_overlay_score": 71.810337, + "structural_overlay_rr": 1.534528, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.160458, + "primary_prob": 40.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.740687, + "raw_level_count": 118, + "gate_level_count": 118, + "range_504_log": 0.914365, + "range_504_ratio": 2.495191, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.122882, + "hold30_r": -1.014356 + }, + { + "symbol": "RTX", + "date": "2026-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.677419, + "strategy_rank": 72.012391, + "production_rank": 77.900734, + "structural_overlay_pass": false, + "structural_overlay_score": 74.005697, + "structural_overlay_rr": 1.064135, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.418756, + "primary_prob": 20.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.128134, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 0.79329, + "range_504_ratio": 2.210656, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.053669, + "hold30_r": -1.0 + }, + { + "symbol": "STLD", + "date": "2026-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.870968, + "strategy_rank": 78.441437, + "production_rank": 80.251281, + "structural_overlay_pass": false, + "structural_overlay_score": 76.238717, + "structural_overlay_rr": 2.079445, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.942922, + "primary_prob": 34.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.414383, + "raw_level_count": 110, + "gate_level_count": 110, + "range_504_log": 0.703417, + "range_504_ratio": 2.020646, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.905156, + "hold30_r": 5.567679 + }, + { + "symbol": "TEL", + "date": "2026-04-06", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.645161, + "strategy_rank": 76.312128, + "production_rank": 77.756472, + "structural_overlay_pass": false, + "structural_overlay_score": 73.868649, + "structural_overlay_rr": 1.674883, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.030485, + "primary_prob": 44.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 3.045728, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.767949, + "range_504_ratio": 2.155341, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.994454, + "hold30_r": -1.0 + }, + { + "symbol": "TER", + "date": "2026-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.709677, + "strategy_rank": 98.131109, + "production_rank": 98.323965, + "structural_overlay_pass": false, + "structural_overlay_score": 93.407767, + "structural_overlay_rr": 1.005956, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.801253, + "primary_prob": 51.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.20188, + "raw_level_count": 95, + "gate_level_count": 95, + "range_504_log": 1.657134, + "range_504_ratio": 5.24426, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.778794, + "hold30_r": 0.200078 + }, + { + "symbol": "TKO", + "date": "2026-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.430108, + "strategy_rank": 73.10365, + "production_rank": 75.545803, + "structural_overlay_pass": false, + "structural_overlay_score": 71.768513, + "structural_overlay_rr": 1.450237, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.23725, + "primary_prob": 33.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.855875, + "raw_level_count": 133, + "gate_level_count": 133, + "range_504_log": 0.981917, + "range_504_ratio": 2.669568, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.035226, + "hold30_r": -1.0 + }, + { + "symbol": "TPR", + "date": "2026-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.806452, + "strategy_rank": 89.435761, + "production_rank": 91.559324, + "structural_overlay_pass": false, + "structural_overlay_score": 86.981358, + "structural_overlay_rr": 1.867147, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.773592, + "primary_prob": 41.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.160388, + "raw_level_count": 115, + "gate_level_count": 115, + "range_504_log": 1.525513, + "range_504_ratio": 4.597502, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.737099, + "hold30_r": -1.058967 + }, + { + "symbol": "ULTA", + "date": "2026-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.763441, + "strategy_rank": 87.555009, + "production_rank": 89.624487, + "structural_overlay_pass": false, + "structural_overlay_score": 85.143262, + "structural_overlay_rr": 1.389219, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.063287, + "primary_prob": 29.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.594931, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.838867, + "range_504_ratio": 2.313744, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.037412, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2026-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.494624, + "strategy_rank": 97.851816, + "production_rank": 98.066085, + "structural_overlay_pass": false, + "structural_overlay_score": 93.162781, + "structural_overlay_rr": 0.745212, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.71898, + "primary_prob": 55.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.07847, + "raw_level_count": 207, + "gate_level_count": 207, + "range_504_log": 1.660535, + "range_504_ratio": 5.262127, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.696059, + "hold30_r": 3.587945 + }, + { + "symbol": "VTRS", + "date": "2026-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.258065, + "strategy_rank": 82.477641, + "production_rank": 85.737782, + "structural_overlay_pass": false, + "structural_overlay_score": 81.450893, + "structural_overlay_rr": 1.805556, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.257516, + "primary_prob": 26.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 3.386275, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.877292, + "range_504_ratio": 2.40438, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.213693, + "hold30_r": 5.04902 + }, + { + "symbol": "WELL", + "date": "2026-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.666667, + "strategy_rank": 63.62804, + "production_rank": 71.307582, + "structural_overlay_pass": false, + "structural_overlay_score": 67.742203, + "structural_overlay_rr": 1.681198, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.775993, + "primary_prob": 47.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.16399, + "raw_level_count": 99, + "gate_level_count": 99, + "range_504_log": 0.901409, + "range_504_ratio": 2.46307, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.713911, + "hold30_r": 1.80769 + }, + { + "symbol": "WMT", + "date": "2026-04-06", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.021505, + "strategy_rank": 66.845955, + "production_rank": 73.237805, + "structural_overlay_pass": false, + "structural_overlay_score": 69.575915, + "structural_overlay_rr": 2.064388, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.064388, + "primary_prob": 23.86, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 3.096582, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 0.833009, + "range_504_ratio": 2.300231, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.066264, + "hold30_r": -1.0 + }, + { + "symbol": "HOOD", + "date": "2026-04-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.731183, + "strategy_rank": 88.474918, + "production_rank": 87.227006, + "structural_overlay_pass": false, + "structural_overlay_score": 82.865656, + "structural_overlay_rr": 1.748007, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.855347, + "primary_prob": 40.92, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 35.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.28302, + "raw_level_count": 191, + "gate_level_count": 191, + "range_504_log": 2.398415, + "range_504_ratio": 11.005715, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.833014, + "hold30_r": 0.718182 + }, + { + "symbol": "ADM", + "date": "2026-04-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.666667, + "strategy_rank": 77.840946, + "production_rank": 83.44952, + "structural_overlay_pass": false, + "structural_overlay_score": 79.277044, + "structural_overlay_rr": 1.205063, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.824899, + "primary_prob": 31.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 67, + "primary_distance_atr": 2.737349, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.593545, + "range_504_ratio": 1.810395, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.040542, + "hold30_r": -1.0 + }, + { + "symbol": "ALB", + "date": "2026-04-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.777778, + "strategy_rank": 97.313624, + "production_rank": 97.468342, + "structural_overlay_pass": false, + "structural_overlay_score": 92.594925, + "structural_overlay_rr": 0.72215, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.632672, + "primary_prob": 49.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 69, + "primary_distance_atr": 2.449008, + "raw_level_count": 135, + "gate_level_count": 135, + "range_504_log": 1.427313, + "range_504_ratio": 4.167484, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.606556, + "hold30_r": -1.0 + }, + { + "symbol": "AMD", + "date": "2026-04-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.111111, + "strategy_rank": 93.280439, + "production_rank": 92.890663, + "structural_overlay_pass": false, + "structural_overlay_score": 88.24613, + "structural_overlay_rr": 1.003856, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.966944, + "primary_prob": 47.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.450415, + "raw_level_count": 121, + "gate_level_count": 121, + "range_504_log": 1.250519, + "range_504_ratio": 3.492154, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.933606, + "hold30_r": 17.359535 + }, + { + "symbol": "ANET", + "date": "2026-04-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.777778, + "strategy_rank": 87.616507, + "production_rank": 87.003597, + "structural_overlay_pass": false, + "structural_overlay_score": 82.653417, + "structural_overlay_rr": 1.216612, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.969544, + "primary_prob": 45.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.454316, + "raw_level_count": 170, + "gate_level_count": 170, + "range_504_log": 1.020783, + "range_504_ratio": 2.775366, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.937946, + "hold30_r": -1.0 + }, + { + "symbol": "APA", + "date": "2026-04-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.888889, + "strategy_rank": 93.664794, + "production_rank": 94.739492, + "structural_overlay_pass": false, + "structural_overlay_score": 90.002518, + "structural_overlay_rr": 1.559778, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.907716, + "primary_prob": 30.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.861574, + "raw_level_count": 99, + "gate_level_count": 99, + "range_504_log": 1.21233, + "range_504_ratio": 3.361307, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.025718, + "hold30_r": -1.0 + }, + { + "symbol": "APH", + "date": "2026-04-13", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.111111, + "strategy_rank": 91.419463, + "production_rank": 91.983346, + "structural_overlay_pass": true, + "structural_overlay_score": 92.384178, + "structural_overlay_rr": 2.463687, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.078347, + "primary_prob": 23.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 3.11752, + "raw_level_count": 109, + "gate_level_count": 109, + "range_504_log": 1.116004, + "range_504_ratio": 3.052632, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.03288, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2026-04-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.444444, + "strategy_rank": 88.711998, + "production_rank": 87.28948, + "structural_overlay_pass": false, + "structural_overlay_score": 82.925006, + "structural_overlay_rr": 0.724195, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.24299, + "primary_prob": 32.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.864484, + "raw_level_count": 216, + "gate_level_count": 216, + "range_504_log": 2.508753, + "range_504_ratio": 12.289599, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.224229, + "hold30_r": 2.174892 + }, + { + "symbol": "AVGO", + "date": "2026-04-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.222222, + "strategy_rank": 86.464203, + "production_rank": 86.383543, + "structural_overlay_pass": false, + "structural_overlay_score": 82.064366, + "structural_overlay_rr": 1.66939, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.751583, + "primary_prob": 27.95, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.627374, + "raw_level_count": 149, + "gate_level_count": 149, + "range_504_log": 1.241849, + "range_504_ratio": 3.462007, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.713421, + "hold30_r": 2.123405 + }, + { + "symbol": "BALL", + "date": "2026-04-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.888889, + "strategy_rank": 68.563907, + "production_rank": 73.005568, + "structural_overlay_pass": false, + "structural_overlay_score": 69.355289, + "structural_overlay_rr": 1.759311, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.793025, + "primary_prob": 47.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 65, + "primary_distance_atr": 2.689537, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.494186, + "range_504_ratio": 1.639163, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.050157, + "hold30_r": -1.0 + }, + { + "symbol": "BG", + "date": "2026-04-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.888889, + "strategy_rank": 81.721557, + "production_rank": 86.110668, + "structural_overlay_pass": false, + "structural_overlay_score": 81.805134, + "structural_overlay_rr": 0.854344, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.055053, + "primary_prob": 28.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.582579, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.671626, + "range_504_ratio": 1.957418, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.016824, + "hold30_r": -0.526226 + }, + { + "symbol": "BIIB", + "date": "2026-04-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.222222, + "strategy_rank": 77.751786, + "production_rank": 80.908598, + "structural_overlay_pass": false, + "structural_overlay_score": 76.863168, + "structural_overlay_rr": 1.837566, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.974264, + "primary_prob": 20.45, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 79, + "primary_distance_atr": 4.461396, + "raw_level_count": 97, + "gate_level_count": 97, + "range_504_log": 0.771472, + "range_504_ratio": 2.162948, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.934423, + "hold30_r": 1.887965 + }, + { + "symbol": "BKR", + "date": "2026-04-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.444444, + "strategy_rank": 75.137497, + "production_rank": 77.239813, + "structural_overlay_pass": false, + "structural_overlay_score": 73.377822, + "structural_overlay_rr": 1.526324, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.526324, + "primary_prob": 31.76, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.289486, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 0.772966, + "range_504_ratio": 2.166182, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.067437, + "hold30_r": -1.024425 + }, + { + "symbol": "CAH", + "date": "2026-04-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.666667, + "strategy_rank": 84.826977, + "production_rank": 88.440207, + "structural_overlay_pass": false, + "structural_overlay_score": 84.018197, + "structural_overlay_rr": 2.261572, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.209796, + "primary_prob": 26.31, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 14.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.814694, + "raw_level_count": 125, + "gate_level_count": 125, + "range_504_log": 0.919184, + "range_504_ratio": 2.507245, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.061547, + "hold30_r": -1.0 + }, + { + "symbol": "CASY", + "date": "2026-04-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.333333, + "strategy_rank": 71.285218, + "production_rank": 78.301256, + "structural_overlay_pass": false, + "structural_overlay_score": 74.386194, + "structural_overlay_rr": 1.33976, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.81845, + "primary_prob": 50.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.227675, + "raw_level_count": 114, + "gate_level_count": 114, + "range_504_log": 0.926831, + "range_504_ratio": 2.526489, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.76862, + "hold30_r": 2.522317 + }, + { + "symbol": "CF", + "date": "2026-04-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.444444, + "strategy_rank": 93.255457, + "production_rank": 94.651786, + "structural_overlay_pass": false, + "structural_overlay_score": 89.919197, + "structural_overlay_rr": 0.778803, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.68451, + "primary_prob": 41.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.026766, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.745791, + "range_504_ratio": 2.108108, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.020998, + "hold30_r": -1.0 + }, + { + "symbol": "CHRW", + "date": "2026-04-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.444444, + "strategy_rank": 92.28783, + "production_rank": 93.340034, + "structural_overlay_pass": false, + "structural_overlay_score": 88.673033, + "structural_overlay_rr": 1.698634, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.171927, + "primary_prob": 31.25, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 34.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.757891, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 1.140492, + "range_504_ratio": 3.128308, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.135008, + "hold30_r": -1.0 + }, + { + "symbol": "CIEN", + "date": "2026-04-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.222222, + "strategy_rank": 98.823627, + "production_rank": 98.956492, + "structural_overlay_pass": false, + "structural_overlay_score": 94.008667, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.685266, + "primary_prob": 55.5, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.027899, + "raw_level_count": 114, + "gate_level_count": 114, + "range_504_log": 2.473078, + "range_504_ratio": 11.858889, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.665685, + "hold30_r": 2.498914 + }, + { + "symbol": "CME", + "date": "2026-04-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.444444, + "strategy_rank": 61.504237, + "production_rank": 68.81764, + "structural_overlay_pass": false, + "structural_overlay_score": 65.376758, + "structural_overlay_rr": 0.857311, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.21265, + "primary_prob": 27.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.818975, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.545842, + "range_504_ratio": 1.726062, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.0603, + "hold30_r": -1.0 + }, + { + "symbol": "COR", + "date": "2026-04-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.888889, + "strategy_rank": 68.468785, + "production_rank": 73.942153, + "structural_overlay_pass": false, + "structural_overlay_score": 70.245046, + "structural_overlay_rr": 2.579715, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.925473, + "primary_prob": 30.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.888209, + "raw_level_count": 103, + "gate_level_count": 103, + "range_504_log": 0.564115, + "range_504_ratio": 1.757892, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.049938, + "hold30_r": -1.0 + }, + { + "symbol": "CVX", + "date": "2026-04-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.222222, + "strategy_rank": 61.279059, + "production_rank": 67.92678, + "structural_overlay_pass": false, + "structural_overlay_score": 64.530441, + "structural_overlay_rr": 0.829219, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.600717, + "primary_prob": 16.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.401076, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.486183, + "range_504_ratio": 1.626098, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.192423, + "hold30_r": -1.147904 + }, + { + "symbol": "DG", + "date": "2026-04-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.444444, + "strategy_rank": 89.525745, + "production_rank": 91.165312, + "structural_overlay_pass": false, + "structural_overlay_score": 86.607046, + "structural_overlay_rr": 1.071205, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.696486, + "primary_prob": 22.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 54, + "primary_distance_atr": 4.044729, + "raw_level_count": 108, + "gate_level_count": 108, + "range_504_log": 0.867901, + "range_504_ratio": 2.381906, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.127011, + "hold30_r": -1.091957 + }, + { + "symbol": "DLTR", + "date": "2026-04-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.333333, + "strategy_rank": 85.616925, + "production_rank": 87.189061, + "structural_overlay_pass": false, + "structural_overlay_score": 82.829608, + "structural_overlay_rr": 1.559358, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.964858, + "primary_prob": 29.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 64, + "primary_distance_atr": 2.947287, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 0.856162, + "range_504_ratio": 2.354108, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.031789, + "hold30_r": -1.0 + }, + { + "symbol": "DVN", + "date": "2026-04-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.0, + "strategy_rank": 77.729268, + "production_rank": 80.819512, + "structural_overlay_pass": false, + "structural_overlay_score": 76.778537, + "structural_overlay_rr": 1.511144, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.812845, + "primary_prob": 32.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 67, + "primary_distance_atr": 2.719267, + "raw_level_count": 100, + "gate_level_count": 100, + "range_504_log": 0.755111, + "range_504_ratio": 2.127849, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.541261, + "hold30_r": -1.505055 + }, + { + "symbol": "EA", + "date": "2026-04-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.444444, + "strategy_rank": 62.611111, + "production_rank": 71.555556, + "structural_overlay_pass": false, + "structural_overlay_score": 67.977778, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.409114, + "primary_prob": 39.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 81, + "primary_distance_atr": 2.113671, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.575692, + "range_504_ratio": 1.778361, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.254985, + "hold30_r": -1.0 + }, + { + "symbol": "ES", + "date": "2026-04-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.0, + "strategy_rank": 67.808647, + "production_rank": 72.205765, + "structural_overlay_pass": false, + "structural_overlay_score": 68.595477, + "structural_overlay_rr": 2.062191, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.127475, + "primary_prob": 27.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 79, + "primary_distance_atr": 3.191212, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.3795, + "range_504_ratio": 1.461553, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.058996, + "hold30_r": -1.0 + }, + { + "symbol": "FDX", + "date": "2026-04-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.777778, + "strategy_rank": 68.893003, + "production_rank": 74.854595, + "structural_overlay_pass": false, + "structural_overlay_score": 71.111865, + "structural_overlay_rr": 0.682591, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.436882, + "primary_prob": 34.28, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.155323, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.704076, + "range_504_ratio": 2.021977, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.384403, + "hold30_r": -1.0 + }, + { + "symbol": "FSLR", + "date": "2026-04-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.333333, + "strategy_rank": 88.070362, + "production_rank": 87.158019, + "structural_overlay_pass": false, + "structural_overlay_score": 82.800118, + "structural_overlay_rr": 1.681707, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.548381, + "primary_prob": 51.35, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 53, + "primary_distance_atr": 2.322572, + "raw_level_count": 123, + "gate_level_count": 123, + "range_504_log": 0.96767, + "range_504_ratio": 2.631806, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.031811, + "hold30_r": -1.0 + }, + { + "symbol": "GE", + "date": "2026-04-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.0, + "strategy_rank": 80.125499, + "production_rank": 82.750333, + "structural_overlay_pass": false, + "structural_overlay_score": 78.612816, + "structural_overlay_rr": 1.77032, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.803973, + "primary_prob": 29.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.705959, + "raw_level_count": 125, + "gate_level_count": 125, + "range_504_log": 0.864646, + "range_504_ratio": 2.374165, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.153351, + "hold30_r": -1.115382 + }, + { + "symbol": "GILD", + "date": "2026-04-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.666667, + "strategy_rank": 67.711456, + "production_rank": 72.696526, + "structural_overlay_pass": false, + "structural_overlay_score": 69.0617, + "structural_overlay_rr": 1.68936, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.20701, + "primary_prob": 25.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.810514, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.929828, + "range_504_ratio": 2.534074, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.058426, + "hold30_r": -1.0 + }, + { + "symbol": "GM", + "date": "2026-04-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.555556, + "strategy_rank": 83.607514, + "production_rank": 85.256861, + "structural_overlay_pass": false, + "structural_overlay_score": 80.994018, + "structural_overlay_rr": 1.589529, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.60215, + "primary_prob": 48.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 91.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.403225, + "raw_level_count": 100, + "gate_level_count": 100, + "range_504_log": 0.810474, + "range_504_ratio": 2.248973, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.556518, + "hold30_r": -1.0 + }, + { + "symbol": "GNRC", + "date": "2026-04-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.0, + "strategy_rank": 90.904656, + "production_rank": 90.603104, + "structural_overlay_pass": false, + "structural_overlay_score": 86.072949, + "structural_overlay_rr": 2.199966, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.579353, + "primary_prob": 46.4, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 78.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.369029, + "raw_level_count": 128, + "gate_level_count": 128, + "range_504_log": 0.885017, + "range_504_ratio": 2.423025, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.550083, + "hold30_r": 4.969183 + }, + { + "symbol": "GOOG", + "date": "2026-04-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.555556, + "strategy_rank": 77.262725, + "production_rank": 82.693668, + "structural_overlay_pass": false, + "structural_overlay_score": 78.558985, + "structural_overlay_rr": 1.77371, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.829459, + "primary_prob": 27.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.744188, + "raw_level_count": 103, + "gate_level_count": 103, + "range_504_log": 0.897897, + "range_504_ratio": 2.454437, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.776345, + "hold30_r": 5.460089 + }, + { + "symbol": "GOOGL", + "date": "2026-04-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.0, + "strategy_rank": 78.904213, + "production_rank": 83.936142, + "structural_overlay_pass": false, + "structural_overlay_score": 79.739335, + "structural_overlay_rr": 2.229394, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.520991, + "primary_prob": 32.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.281486, + "raw_level_count": 104, + "gate_level_count": 104, + "range_504_log": 0.909651, + "range_504_ratio": 2.483455, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.470031, + "hold30_r": 5.358361 + }, + { + "symbol": "HAL", + "date": "2026-04-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.777778, + "strategy_rank": 84.729145, + "production_rank": 86.412023, + "structural_overlay_pass": false, + "structural_overlay_score": 82.091422, + "structural_overlay_rr": 1.348138, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.944071, + "primary_prob": 32.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.916106, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.797305, + "range_504_ratio": 2.219551, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.32457, + "hold30_r": -1.286077 + }, + { + "symbol": "HAS", + "date": "2026-04-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.777778, + "strategy_rank": 74.41562, + "production_rank": 78.869672, + "structural_overlay_pass": false, + "structural_overlay_score": 74.926189, + "structural_overlay_rr": 1.166508, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.641975, + "primary_prob": 34.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 69, + "primary_distance_atr": 2.462962, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.780822, + "range_504_ratio": 2.183265, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.047063, + "hold30_r": -1.0 + }, + { + "symbol": "HCA", + "date": "2026-04-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.333333, + "strategy_rank": 75.574132, + "production_rank": 80.827199, + "structural_overlay_pass": false, + "structural_overlay_score": 76.785839, + "structural_overlay_rr": 2.470798, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.492113, + "primary_prob": 20.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.23817, + "raw_level_count": 86, + "gate_level_count": 86, + "range_504_log": 0.651891, + "range_504_ratio": 1.919167, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.04962, + "hold30_r": -1.0 + }, + { + "symbol": "HII", + "date": "2026-04-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.222222, + "strategy_rank": 90.87152, + "production_rank": 92.988421, + "structural_overlay_pass": false, + "structural_overlay_score": 88.339, + "structural_overlay_rr": 1.866573, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.605297, + "primary_prob": 21.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.407945, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 1.063077, + "range_504_ratio": 2.895267, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.037322, + "hold30_r": -1.0 + }, + { + "symbol": "HSY", + "date": "2026-04-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.0, + "strategy_rank": 71.707761, + "production_rank": 76.47184, + "structural_overlay_pass": false, + "structural_overlay_score": 72.648248, + "structural_overlay_rr": 1.761285, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.7483, + "primary_prob": 33.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 68, + "primary_distance_atr": 2.62245, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.535899, + "range_504_ratio": 1.708985, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.048644, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2026-04-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.222222, + "strategy_rank": 82.453782, + "production_rank": 86.709929, + "structural_overlay_pass": false, + "structural_overlay_score": 82.374432, + "structural_overlay_rr": 0.970822, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.914487, + "primary_prob": 46.9, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.37173, + "raw_level_count": 158, + "gate_level_count": 158, + "range_504_log": 1.448454, + "range_504_ratio": 4.256529, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.04194, + "hold30_r": -1.0 + }, + { + "symbol": "INCY", + "date": "2026-04-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.555556, + "strategy_rank": 79.413723, + "production_rank": 81.794334, + "structural_overlay_pass": false, + "structural_overlay_score": 77.704617, + "structural_overlay_rr": 2.042498, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.521293, + "primary_prob": 36.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.281939, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.80209, + "range_504_ratio": 2.230198, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.473266, + "hold30_r": 0.38954 + }, + { + "symbol": "IVZ", + "date": "2026-04-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.555556, + "strategy_rank": 77.242547, + "production_rank": 78.346883, + "structural_overlay_pass": false, + "structural_overlay_score": 74.429539, + "structural_overlay_rr": 1.505336, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.746362, + "primary_prob": 47.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 95.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.619543, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.937107, + "range_504_ratio": 2.552586, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.712682, + "hold30_r": 2.349272 + }, + { + "symbol": "JNJ", + "date": "2026-04-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.222222, + "strategy_rank": 66.421187, + "production_rank": 75.688199, + "structural_overlay_pass": false, + "structural_overlay_score": 71.903789, + "structural_overlay_rr": 1.420114, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.742658, + "primary_prob": 13.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.613987, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.58179, + "range_504_ratio": 1.789238, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.075573, + "hold30_r": -1.0 + }, + { + "symbol": "KR", + "date": "2026-04-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.666667, + "strategy_rank": 71.240059, + "production_rank": 75.715595, + "structural_overlay_pass": false, + "structural_overlay_score": 71.929815, + "structural_overlay_rr": 1.919071, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 11, + "rr": 1.824189, + "primary_prob": 29.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 90.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.736284, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.4457, + "range_504_ratio": 1.561582, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.04354, + "hold30_r": -1.0 + }, + { + "symbol": "LHX", + "date": "2026-04-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.777778, + "strategy_rank": 77.950431, + "production_rank": 83.226213, + "structural_overlay_pass": false, + "structural_overlay_score": 79.064903, + "structural_overlay_rr": 1.082899, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.134863, + "primary_prob": 26.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.702294, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.674986, + "range_504_ratio": 1.964006, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.050925, + "hold30_r": -1.0 + }, + { + "symbol": "LITE", + "date": "2026-04-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.777778, + "strategy_rank": 99.777926, + "production_rank": 99.777876, + "structural_overlay_pass": false, + "structural_overlay_score": 94.788983, + "structural_overlay_rr": 0.79814, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.81974, + "primary_prob": 50.19, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.22961, + "raw_level_count": 147, + "gate_level_count": 147, + "range_504_log": 3.221875, + "range_504_ratio": 25.075095, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.803659, + "hold30_r": 0.365754 + }, + { + "symbol": "LMT", + "date": "2026-04-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.555556, + "strategy_rank": 72.799754, + "production_rank": 78.385021, + "structural_overlay_pass": false, + "structural_overlay_score": 74.46577, + "structural_overlay_rr": 1.713902, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.713902, + "primary_prob": 17.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.570852, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.523161, + "range_504_ratio": 1.687352, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.05142, + "hold30_r": -1.0 + }, + { + "symbol": "LVS", + "date": "2026-04-13", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 85.555556, + "strategy_rank": 83.004188, + "production_rank": 83.854644, + "structural_overlay_pass": false, + "structural_overlay_score": 79.661912, + "structural_overlay_rr": 1.990299, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.407554, + "primary_prob": 24.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 3.611331, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.847788, + "range_504_ratio": 2.334476, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.49832, + "hold30_r": -1.453044 + }, + { + "symbol": "MCK", + "date": "2026-04-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.888889, + "strategy_rank": 80.384972, + "production_rank": 83.886277, + "structural_overlay_pass": false, + "structural_overlay_score": 79.691964, + "structural_overlay_rr": 1.984903, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.40554, + "primary_prob": 19.51, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.10831, + "raw_level_count": 137, + "gate_level_count": 137, + "range_504_log": 0.765976, + "range_504_ratio": 2.151093, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.053771, + "hold30_r": -1.0 + }, + { + "symbol": "MNST", + "date": "2026-04-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.222222, + "strategy_rank": 64.410101, + "production_rank": 71.014141, + "structural_overlay_pass": false, + "structural_overlay_score": 67.463434, + "structural_overlay_rr": 1.727719, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.665737, + "primary_prob": 17.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.498606, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.701652, + "range_504_ratio": 2.017082, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.609838, + "hold30_r": 4.55475 + }, + { + "symbol": "MO", + "date": "2026-04-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.444444, + "strategy_rank": 62.467209, + "production_rank": 69.126287, + "structural_overlay_pass": false, + "structural_overlay_score": 65.669973, + "structural_overlay_rr": 1.587289, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.328546, + "primary_prob": 21.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.992819, + "raw_level_count": 39, + "gate_level_count": 39, + "range_504_log": 0.550756, + "range_504_ratio": 1.734563, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.060922, + "hold30_r": -1.0 + }, + { + "symbol": "MOS", + "date": "2026-04-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.777778, + "strategy_rank": 83.085464, + "production_rank": 82.316236, + "structural_overlay_pass": false, + "structural_overlay_score": 78.200424, + "structural_overlay_rr": 1.809706, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.906126, + "primary_prob": 30.7, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 68, + "primary_distance_atr": 2.859189, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 0.536347, + "range_504_ratio": 1.70975, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.024034, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2026-04-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.888889, + "strategy_rank": 85.044395, + "production_rank": 87.659226, + "structural_overlay_pass": false, + "structural_overlay_score": 83.276265, + "structural_overlay_rr": 0.673034, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.104851, + "primary_prob": 27.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.657277, + "raw_level_count": 123, + "gate_level_count": 123, + "range_504_log": 0.798477, + "range_504_ratio": 2.222155, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.033053, + "hold30_r": -1.0 + }, + { + "symbol": "MRK", + "date": "2026-04-13", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.666667, + "strategy_rank": 65.484627, + "production_rank": 71.545307, + "structural_overlay_pass": false, + "structural_overlay_score": 67.968041, + "structural_overlay_rr": 1.118608, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.334923, + "primary_prob": 25.67, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 3.502384, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.607833, + "range_504_ratio": 1.836448, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.05659, + "hold30_r": -1.0 + }, + { + "symbol": "MRNA", + "date": "2026-04-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.888889, + "strategy_rank": 96.556812, + "production_rank": 96.334171, + "structural_overlay_pass": false, + "structural_overlay_score": 91.517462, + "structural_overlay_rr": 1.639344, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.771087, + "primary_prob": 44.62, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 38.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.15663, + "raw_level_count": 185, + "gate_level_count": 185, + "range_504_log": 2.03487, + "range_504_ratio": 7.651257, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.747686, + "hold30_r": -1.0 + }, + { + "symbol": "MU", + "date": "2026-04-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.0, + "strategy_rank": 98.468514, + "production_rank": 98.645676, + "structural_overlay_pass": false, + "structural_overlay_score": 93.713392, + "structural_overlay_rr": 0.757715, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.753052, + "primary_prob": 53.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.129577, + "raw_level_count": 133, + "gate_level_count": 133, + "range_504_log": 2.035892, + "range_504_ratio": 7.659084, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.730852, + "hold30_r": 12.212239 + }, + { + "symbol": "NEE", + "date": "2026-04-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.888889, + "strategy_rank": 60.884085, + "production_rank": 68.552353, + "structural_overlay_pass": false, + "structural_overlay_score": 65.124735, + "structural_overlay_rr": 0.82054, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.305098, + "primary_prob": 22.27, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.957647, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.450538, + "range_504_ratio": 1.569157, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.239452, + "hold30_r": -1.0 + }, + { + "symbol": "NEM", + "date": "2026-04-13", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.111111, + "strategy_rank": 96.449396, + "production_rank": 97.003301, + "structural_overlay_pass": true, + "structural_overlay_score": 97.153136, + "structural_overlay_rr": 2.094028, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.111857, + "primary_prob": 23.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 3.167786, + "raw_level_count": 112, + "gate_level_count": 112, + "range_504_log": 1.304337, + "range_504_ratio": 3.685246, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.031519, + "hold30_r": -1.0 + }, + { + "symbol": "NOC", + "date": "2026-04-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.666667, + "strategy_rank": 76.24139, + "production_rank": 81.716482, + "structural_overlay_pass": false, + "structural_overlay_score": 77.630658, + "structural_overlay_rr": 2.043415, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.321314, + "primary_prob": 22.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.981972, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.614656, + "range_504_ratio": 1.849021, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.052491, + "hold30_r": -1.0 + }, + { + "symbol": "OXY", + "date": "2026-04-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.444444, + "strategy_rank": 80.468317, + "production_rank": 82.793693, + "structural_overlay_pass": false, + "structural_overlay_score": 78.654008, + "structural_overlay_rr": 1.752055, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.627125, + "primary_prob": 34.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 146, + "primary_distance_atr": 2.440688, + "raw_level_count": 86, + "gate_level_count": 86, + "range_504_log": 0.716096, + "range_504_ratio": 2.046428, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.235381, + "hold30_r": -1.203616 + }, + { + "symbol": "PH", + "date": "2026-04-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.333333, + "strategy_rank": 66.144642, + "production_rank": 70.874205, + "structural_overlay_pass": false, + "structural_overlay_score": 67.330495, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.095844, + "primary_prob": 41.46, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.643765, + "raw_level_count": 119, + "gate_level_count": 119, + "range_504_log": 0.750881, + "range_504_ratio": 2.118866, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.047694, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2026-04-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.222222, + "strategy_rank": 86.29325, + "production_rank": 85.269574, + "structural_overlay_pass": false, + "structural_overlay_score": 81.006095, + "structural_overlay_rr": 1.541614, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.461127, + "primary_prob": 21.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 87.0, + "primary_rejection_count": 21, + "primary_distance_atr": 3.691691, + "raw_level_count": 202, + "gate_level_count": 202, + "range_504_log": 2.32313, + "range_504_ratio": 10.207575, + "range_factor_pass": true, + "outcome": "expired", + "net_r": -0.022537, + "hold30_r": 0.360103 + }, + { + "symbol": "PSX", + "date": "2026-04-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.111111, + "strategy_rank": 80.241192, + "production_rank": 83.864499, + "structural_overlay_pass": false, + "structural_overlay_score": 79.671274, + "structural_overlay_rr": 1.515799, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.830931, + "primary_prob": 37.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.246396, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 0.73926, + "range_504_ratio": 2.094385, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.797238, + "hold30_r": 1.41578 + }, + { + "symbol": "RTX", + "date": "2026-04-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.888889, + "strategy_rank": 72.038408, + "production_rank": 78.655235, + "structural_overlay_pass": false, + "structural_overlay_score": 74.722474, + "structural_overlay_rr": 0.697815, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.079593, + "primary_prob": 28.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.619389, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 0.772473, + "range_504_ratio": 2.165114, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.058062, + "hold30_r": -1.0 + }, + { + "symbol": "SRE", + "date": "2026-04-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.111111, + "strategy_rank": 59.440084, + "production_rank": 66.997093, + "structural_overlay_pass": false, + "structural_overlay_score": 63.647238, + "structural_overlay_rr": 1.058835, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.513835, + "primary_prob": 16.99, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.270753, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.489986, + "range_504_ratio": 1.632294, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.060585, + "hold30_r": -1.0 + }, + { + "symbol": "TPR", + "date": "2026-04-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.222222, + "strategy_rank": 90.570633, + "production_rank": 92.454496, + "structural_overlay_pass": false, + "structural_overlay_score": 87.831771, + "structural_overlay_rr": 0.964531, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.014675, + "primary_prob": 45.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.522013, + "raw_level_count": 116, + "gate_level_count": 116, + "range_504_log": 1.525513, + "range_504_ratio": 4.597502, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.978223, + "hold30_r": -1.0 + }, + { + "symbol": "TRGP", + "date": "2026-04-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.666667, + "strategy_rank": 68.208795, + "production_rank": 72.694752, + "structural_overlay_pass": false, + "structural_overlay_score": 69.060015, + "structural_overlay_rr": 0.866299, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.728786, + "primary_prob": 40.89, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.09318, + "raw_level_count": 139, + "gate_level_count": 139, + "range_504_log": 0.835524, + "range_504_ratio": 2.306022, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.684876, + "hold30_r": 2.681966 + }, + { + "symbol": "ULTA", + "date": "2026-04-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.333333, + "strategy_rank": 87.084996, + "production_rank": 89.167775, + "structural_overlay_pass": false, + "structural_overlay_score": 84.709387, + "structural_overlay_rr": 0.702686, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.015306, + "primary_prob": 38.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.522959, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.838867, + "range_504_ratio": 2.313744, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.97788, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2026-04-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.555556, + "strategy_rank": 89.074476, + "production_rank": 91.568169, + "structural_overlay_pass": false, + "structural_overlay_score": 86.989761, + "structural_overlay_rr": 0.86788, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.829267, + "primary_prob": 35.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.243901, + "raw_level_count": 104, + "gate_level_count": 104, + "range_504_log": 0.959505, + "range_504_ratio": 2.610403, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.033696, + "hold30_r": -1.0 + }, + { + "symbol": "VTR", + "date": "2026-04-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.111111, + "strategy_rank": 61.440305, + "production_rank": 69.330574, + "structural_overlay_pass": false, + "structural_overlay_score": 65.864045, + "structural_overlay_rr": 0.794152, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.77951, + "primary_prob": 45.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.169265, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.756988, + "range_504_ratio": 2.131846, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.069628, + "hold30_r": -1.0 + }, + { + "symbol": "VTRS", + "date": "2026-04-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.666667, + "strategy_rank": 82.559128, + "production_rank": 85.594974, + "structural_overlay_pass": false, + "structural_overlay_score": 81.315225, + "structural_overlay_rr": 3.695329, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.607086, + "primary_prob": 50.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.410629, + "raw_level_count": 56, + "gate_level_count": 56, + "range_504_log": 0.877292, + "range_504_ratio": 2.40438, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.560859, + "hold30_r": 4.061168 + }, + { + "symbol": "WELL", + "date": "2026-04-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.666667, + "strategy_rank": 66.460015, + "production_rank": 74.528899, + "structural_overlay_pass": false, + "structural_overlay_score": 70.802454, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.20852, + "primary_prob": 24.14, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.812779, + "raw_level_count": 99, + "gate_level_count": 99, + "range_504_log": 0.901409, + "range_504_ratio": 2.46307, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.142553, + "hold30_r": -1.0 + }, + { + "symbol": "WMB", + "date": "2026-04-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.111111, + "strategy_rank": 61.000172, + "production_rank": 67.370485, + "structural_overlay_pass": false, + "structural_overlay_score": 64.001961, + "structural_overlay_rr": 1.360767, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.416002, + "primary_prob": 25.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.124003, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 0.726277, + "range_504_ratio": 2.06737, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.363525, + "hold30_r": 1.760467 + }, + { + "symbol": "WMT", + "date": "2026-04-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.777778, + "strategy_rank": 70.060187, + "production_rank": 76.299384, + "structural_overlay_pass": false, + "structural_overlay_score": 72.484415, + "structural_overlay_rr": 1.6375, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.161235, + "primary_prob": 26.32, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.741852, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 0.833009, + "range_504_ratio": 2.300231, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.104729, + "hold30_r": -1.0 + }, + { + "symbol": "XOM", + "date": "2026-04-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.333333, + "strategy_rank": 69.216925, + "production_rank": 75.589061, + "structural_overlay_pass": false, + "structural_overlay_score": 71.809608, + "structural_overlay_rr": 1.890133, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.865092, + "primary_prob": 12.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.797639, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.589886, + "range_504_ratio": 1.803783, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.038883, + "hold30_r": -1.0 + }, + { + "symbol": "WBD", + "date": "2026-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.777778, + "strategy_rank": 83.678813, + "production_rank": 88.711801, + "structural_overlay_pass": false, + "structural_overlay_score": 84.276211, + "structural_overlay_rr": 1.785714, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.004658, + "primary_prob": 49.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.506988, + "raw_level_count": 110, + "gate_level_count": 110, + "range_504_log": 1.508085, + "range_504_ratio": 4.518072, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.141667, + "hold30_r": -1.0 + }, + { + "symbol": "ADM", + "date": "2026-04-20", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.964286, + "strategy_rank": 77.303731, + "production_rank": 82.190582, + "structural_overlay_pass": false, + "structural_overlay_score": 78.081053, + "structural_overlay_rr": 1.722025, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.378361, + "primary_prob": 25.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 67, + "primary_distance_atr": 3.567541, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.593545, + "range_504_ratio": 1.810395, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.336319, + "hold30_r": 4.332119 + }, + { + "symbol": "AKAM", + "date": "2026-04-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.821429, + "strategy_rank": 87.771437, + "production_rank": 86.788101, + "structural_overlay_pass": false, + "structural_overlay_score": 82.448696, + "structural_overlay_rr": 1.779849, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.044794, + "primary_prob": 28.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 91, + "primary_distance_atr": 3.067191, + "raw_level_count": 45, + "gate_level_count": 45, + "range_504_log": 0.584506, + "range_504_ratio": 1.794105, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.022324, + "hold30_r": 7.216352 + }, + { + "symbol": "ALB", + "date": "2026-04-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.660714, + "strategy_rank": 98.060273, + "production_rank": 98.26042, + "structural_overlay_pass": false, + "structural_overlay_score": 93.347399, + "structural_overlay_rr": 0.686417, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.704982, + "primary_prob": 48.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 84, + "primary_distance_atr": 2.557473, + "raw_level_count": 135, + "gate_level_count": 135, + "range_504_log": 1.473371, + "range_504_ratio": 4.363923, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.023945, + "hold30_r": -1.0 + }, + { + "symbol": "AMAT", + "date": "2026-04-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.986607, + "strategy_rank": 94.349422, + "production_rank": 95.228484, + "structural_overlay_pass": false, + "structural_overlay_score": 90.46706, + "structural_overlay_rr": 0.745428, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.716428, + "primary_prob": 54.2, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.074642, + "raw_level_count": 126, + "gate_level_count": 126, + "range_504_log": 1.191371, + "range_504_ratio": 3.291591, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.680618, + "hold30_r": 4.500192 + }, + { + "symbol": "APA", + "date": "2026-04-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.102679, + "strategy_rank": 94.596151, + "production_rank": 95.764994, + "structural_overlay_pass": false, + "structural_overlay_score": 90.976744, + "structural_overlay_rr": 1.35768, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.761053, + "primary_prob": 32.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 79, + "primary_distance_atr": 2.641579, + "raw_level_count": 99, + "gate_level_count": 99, + "range_504_log": 1.21233, + "range_504_ratio": 3.361307, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.737858, + "hold30_r": 0.59495 + }, + { + "symbol": "APH", + "date": "2026-04-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.517857, + "strategy_rank": 90.454482, + "production_rank": 90.808941, + "structural_overlay_pass": false, + "structural_overlay_score": 86.268493, + "structural_overlay_rr": 1.824219, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.824219, + "primary_prob": 26.86, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.736328, + "raw_level_count": 110, + "gate_level_count": 110, + "range_504_log": 1.116004, + "range_504_ratio": 3.052632, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.039179, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2026-04-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.379464, + "strategy_rank": 89.464957, + "production_rank": 88.103126, + "structural_overlay_pass": false, + "structural_overlay_score": 83.69797, + "structural_overlay_rr": 1.646101, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.597975, + "primary_prob": 35.07, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 23.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.396962, + "raw_level_count": 217, + "gate_level_count": 217, + "range_504_log": 2.508753, + "range_504_ratio": 12.289599, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.023277, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2026-04-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.254464, + "strategy_rank": 83.068103, + "production_rank": 82.79689, + "structural_overlay_pass": false, + "structural_overlay_score": 78.657045, + "structural_overlay_rr": 0.820772, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.820772, + "primary_prob": 50.15, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.231159, + "raw_level_count": 149, + "gate_level_count": 149, + "range_504_log": 1.241849, + "range_504_ratio": 3.462007, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.77698, + "hold30_r": 4.489592 + }, + { + "symbol": "BG", + "date": "2026-04-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.633929, + "strategy_rank": 73.997425, + "production_rank": 80.209593, + "structural_overlay_pass": false, + "structural_overlay_score": 76.199113, + "structural_overlay_rr": 0.959532, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.740487, + "primary_prob": 42.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.11073, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.671626, + "range_504_ratio": 1.957418, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.701319, + "hold30_r": 1.066679 + }, + { + "symbol": "BIIB", + "date": "2026-04-20", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.732143, + "strategy_rank": 80.084215, + "production_rank": 83.300191, + "structural_overlay_pass": false, + "structural_overlay_score": 79.135181, + "structural_overlay_rr": 2.14733, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.318083, + "primary_prob": 40.84, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 79, + "primary_distance_atr": 3.477125, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 0.771472, + "range_504_ratio": 2.162948, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.274173, + "hold30_r": 0.657434 + }, + { + "symbol": "BKR", + "date": "2026-04-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.611607, + "strategy_rank": 78.666655, + "production_rank": 81.648306, + "structural_overlay_pass": false, + "structural_overlay_score": 77.56589, + "structural_overlay_rr": 1.749199, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.085228, + "primary_prob": 29.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.627842, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 0.772966, + "range_504_ratio": 2.166182, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.043799, + "hold30_r": 1.879956 + }, + { + "symbol": "CAH", + "date": "2026-04-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.642857, + "strategy_rank": 84.223274, + "production_rank": 87.696468, + "structural_overlay_pass": false, + "structural_overlay_score": 83.311645, + "structural_overlay_rr": 1.705228, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.705228, + "primary_prob": 16.48, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 14.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.557843, + "raw_level_count": 125, + "gate_level_count": 125, + "range_504_log": 0.919184, + "range_504_ratio": 2.507245, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.063067, + "hold30_r": -1.0 + }, + { + "symbol": "CF", + "date": "2026-04-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.209821, + "strategy_rank": 93.770706, + "production_rank": 94.917078, + "structural_overlay_pass": false, + "structural_overlay_score": 90.171224, + "structural_overlay_rr": 0.889754, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.798669, + "primary_prob": 38.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.198004, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.745791, + "range_504_ratio": 2.108108, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.777476, + "hold30_r": -0.224833 + }, + { + "symbol": "CHRW", + "date": "2026-04-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.758929, + "strategy_rank": 92.888711, + "production_rank": 93.84545, + "structural_overlay_pass": false, + "structural_overlay_score": 89.153178, + "structural_overlay_rr": 1.714545, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.707095, + "primary_prob": 30.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.560642, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 1.140492, + "range_504_ratio": 3.128308, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.347209, + "hold30_r": -1.308329 + }, + { + "symbol": "CME", + "date": "2026-04-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.477679, + "strategy_rank": 60.941502, + "production_rank": 68.120227, + "structural_overlay_pass": false, + "structural_overlay_score": 64.714216, + "structural_overlay_rr": 2.304604, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.381536, + "primary_prob": 31.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.072304, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.545842, + "range_504_ratio": 1.726062, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.377742, + "hold30_r": -1.316649 + }, + { + "symbol": "COP", + "date": "2026-04-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.053571, + "strategy_rank": 76.171353, + "production_rank": 79.798759, + "structural_overlay_pass": false, + "structural_overlay_score": 75.808821, + "structural_overlay_rr": 1.550743, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.21261, + "primary_prob": 43.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 71, + "primary_distance_atr": 1.818915, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.531173, + "range_504_ratio": 1.700926, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.175899, + "hold30_r": 0.066202 + }, + { + "symbol": "CTVA", + "date": "2026-04-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.133929, + "strategy_rank": 59.067024, + "production_rank": 66.089325, + "structural_overlay_pass": false, + "structural_overlay_score": 62.784859, + "structural_overlay_rr": 1.842949, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.670637, + "primary_prob": 42.53, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.005955, + "raw_level_count": 50, + "gate_level_count": 50, + "range_504_log": 0.537813, + "range_504_ratio": 1.712258, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.61215, + "hold30_r": -1.0 + }, + { + "symbol": "CVX", + "date": "2026-04-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.178571, + "strategy_rank": 68.570434, + "production_rank": 75.773147, + "structural_overlay_pass": false, + "structural_overlay_score": 71.984489, + "structural_overlay_rr": 1.841734, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.755999, + "primary_prob": 40.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.133999, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.486183, + "range_504_ratio": 1.626098, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.712908, + "hold30_r": 0.505567 + }, + { + "symbol": "DG", + "date": "2026-04-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.0625, + "strategy_rank": 85.896089, + "production_rank": 86.951559, + "structural_overlay_pass": false, + "structural_overlay_score": 82.603981, + "structural_overlay_rr": 2.351964, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.764519, + "primary_prob": 47.75, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 54, + "primary_distance_atr": 2.646778, + "raw_level_count": 108, + "gate_level_count": 108, + "range_504_log": 0.867901, + "range_504_ratio": 2.381906, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.040034, + "hold30_r": -1.0 + }, + { + "symbol": "DLTR", + "date": "2026-04-20", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.147321, + "strategy_rank": 80.352345, + "production_rank": 81.284004, + "structural_overlay_pass": false, + "structural_overlay_score": 77.219804, + "structural_overlay_rr": 2.556455, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.99618, + "primary_prob": 35.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 58, + "primary_distance_atr": 4.49427, + "raw_level_count": 83, + "gate_level_count": 83, + "range_504_log": 0.856162, + "range_504_ratio": 2.354108, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.034868, + "hold30_r": -1.0 + }, + { + "symbol": "DVN", + "date": "2026-04-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.638393, + "strategy_rank": 82.350884, + "production_rank": 86.113387, + "structural_overlay_pass": false, + "structural_overlay_score": 81.807718, + "structural_overlay_rr": 1.514522, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.643798, + "primary_prob": 22.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 67, + "primary_distance_atr": 3.965697, + "raw_level_count": 100, + "gate_level_count": 100, + "range_504_log": 0.720202, + "range_504_ratio": 2.054847, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.03364, + "hold30_r": 0.479078 + }, + { + "symbol": "EA", + "date": "2026-04-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.495536, + "strategy_rank": 60.546875, + "production_rank": 69.196429, + "structural_overlay_pass": false, + "structural_overlay_score": 65.736607, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.991216, + "primary_prob": 49.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 81, + "primary_distance_atr": 1.486824, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.575692, + "range_504_ratio": 1.778361, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.280197, + "hold30_r": -1.0 + }, + { + "symbol": "EOG", + "date": "2026-04-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.25, + "strategy_rank": 67.632238, + "production_rank": 72.171492, + "structural_overlay_pass": false, + "structural_overlay_score": 68.562918, + "structural_overlay_rr": 1.257705, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 6, + "rr": 1.152719, + "primary_prob": 44.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 103, + "primary_distance_atr": 1.729079, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.402044, + "range_504_ratio": 1.494878, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.11436, + "hold30_r": 1.398819 + }, + { + "symbol": "FANG", + "date": "2026-04-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.946429, + "strategy_rank": 76.027979, + "production_rank": 80.000795, + "structural_overlay_pass": false, + "structural_overlay_score": 76.000756, + "structural_overlay_rr": 1.570508, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.585584, + "primary_prob": 35.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.378376, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.632111, + "range_504_ratio": 1.881579, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.550796, + "hold30_r": 1.796779 + }, + { + "symbol": "FE", + "date": "2026-04-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.580357, + "strategy_rank": 56.506473, + "production_rank": 64.531101, + "structural_overlay_pass": false, + "structural_overlay_score": 61.304546, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.439133, + "primary_prob": 22.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.158699, + "raw_level_count": 23, + "gate_level_count": 23, + "range_504_log": 0.351991, + "range_504_ratio": 1.421896, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.070988, + "hold30_r": -1.0 + }, + { + "symbol": "FSLR", + "date": "2026-04-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.272321, + "strategy_rank": 88.486393, + "production_rank": 87.748369, + "structural_overlay_pass": false, + "structural_overlay_score": 83.360951, + "structural_overlay_rr": 2.283322, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.518703, + "primary_prob": 36.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 70, + "primary_distance_atr": 2.278054, + "raw_level_count": 123, + "gate_level_count": 123, + "range_504_log": 0.96767, + "range_504_ratio": 2.631806, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.488727, + "hold30_r": 9.228373 + }, + { + "symbol": "GE", + "date": "2026-04-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.59375, + "strategy_rank": 77.892017, + "production_rank": 79.792595, + "structural_overlay_pass": false, + "structural_overlay_score": 75.802965, + "structural_overlay_rr": 1.694957, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.839067, + "primary_prob": 47.09, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 63.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.258601, + "raw_level_count": 126, + "gate_level_count": 126, + "range_504_log": 0.864646, + "range_504_ratio": 2.374165, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.037158, + "hold30_r": -1.0 + }, + { + "symbol": "GILD", + "date": "2026-04-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.357143, + "strategy_rank": 67.207684, + "production_rank": 71.590837, + "structural_overlay_pass": false, + "structural_overlay_score": 68.011295, + "structural_overlay_rr": 3.034481, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.897685, + "primary_prob": 41.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.346528, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.929828, + "range_504_ratio": 2.534074, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.057784, + "hold30_r": -1.0 + }, + { + "symbol": "GLW", + "date": "2026-04-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.4375, + "strategy_rank": 97.703577, + "production_rank": 97.948218, + "structural_overlay_pass": false, + "structural_overlay_score": 93.050807, + "structural_overlay_rr": 0.821798, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.852509, + "primary_prob": 49.02, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.278764, + "raw_level_count": 103, + "gate_level_count": 103, + "range_504_log": 1.749822, + "range_504_ratio": 5.753581, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.827709, + "hold30_r": -1.071447 + }, + { + "symbol": "GM", + "date": "2026-04-20", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.508929, + "strategy_rank": 85.005916, + "production_rank": 86.50692, + "structural_overlay_pass": false, + "structural_overlay_score": 82.181574, + "structural_overlay_rr": 2.031536, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.031536, + "primary_prob": 24.47, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 3.047305, + "raw_level_count": 99, + "gate_level_count": 99, + "range_504_log": 0.810474, + "range_504_ratio": 2.248973, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.047255, + "hold30_r": -1.0 + }, + { + "symbol": "GNRC", + "date": "2026-04-20", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.276786, + "strategy_rank": 88.922258, + "production_rank": 88.373767, + "structural_overlay_pass": false, + "structural_overlay_score": 83.955079, + "structural_overlay_rr": 1.362533, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.536521, + "primary_prob": 26.38, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 38.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.804781, + "raw_level_count": 129, + "gate_level_count": 129, + "range_504_log": 0.885017, + "range_504_ratio": 2.423025, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.504928, + "hold30_r": 4.894647 + }, + { + "symbol": "GOOG", + "date": "2026-04-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.419643, + "strategy_rank": 78.554774, + "production_rank": 83.843064, + "structural_overlay_pass": false, + "structural_overlay_score": 79.650911, + "structural_overlay_rr": 1.276048, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.281416, + "primary_prob": 36.81, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.922125, + "raw_level_count": 103, + "gate_level_count": 103, + "range_504_log": 0.897897, + "range_504_ratio": 2.454437, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.22314, + "hold30_r": 1.997272 + }, + { + "symbol": "GOOGL", + "date": "2026-04-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.866071, + "strategy_rank": 80.003132, + "production_rank": 84.957445, + "structural_overlay_pass": false, + "structural_overlay_score": 80.709573, + "structural_overlay_rr": 1.008596, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.97396, + "primary_prob": 45.0, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.460941, + "raw_level_count": 104, + "gate_level_count": 104, + "range_504_log": 0.909651, + "range_504_ratio": 2.483455, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.917202, + "hold30_r": 2.054737 + }, + { + "symbol": "HAL", + "date": "2026-04-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.415179, + "strategy_rank": 86.738064, + "production_rank": 88.963769, + "structural_overlay_pass": false, + "structural_overlay_score": 84.51558, + "structural_overlay_rr": 0.69412, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.556443, + "primary_prob": 36.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 94, + "primary_distance_atr": 2.334665, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.78836, + "range_504_ratio": 2.199786, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.520924, + "hold30_r": 1.670419 + }, + { + "symbol": "HAS", + "date": "2026-04-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.830357, + "strategy_rank": 73.776796, + "production_rank": 78.127983, + "structural_overlay_pass": false, + "structural_overlay_score": 74.221584, + "structural_overlay_rr": 1.555163, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.88886, + "primary_prob": 29.14, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 16.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.83329, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.780822, + "range_504_ratio": 2.183265, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.047772, + "hold30_r": -1.0 + }, + { + "symbol": "HCA", + "date": "2026-04-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.848214, + "strategy_rank": 75.854329, + "production_rank": 80.852291, + "structural_overlay_pass": false, + "structural_overlay_score": 76.809676, + "structural_overlay_rr": 1.588666, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.445063, + "primary_prob": 25.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.167595, + "raw_level_count": 86, + "gate_level_count": 86, + "range_504_log": 0.651891, + "range_504_ratio": 1.919167, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -2.414017, + "hold30_r": -2.366989 + }, + { + "symbol": "HII", + "date": "2026-04-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.651786, + "strategy_rank": 90.440214, + "production_rank": 92.510738, + "structural_overlay_pass": false, + "structural_overlay_score": 87.885201, + "structural_overlay_rr": 1.397585, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.211068, + "primary_prob": 32.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.816602, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 1.063077, + "range_504_ratio": 2.895267, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.043071, + "hold30_r": -1.0 + }, + { + "symbol": "HSY", + "date": "2026-04-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.044643, + "strategy_rank": 71.524568, + "production_rank": 76.03126, + "structural_overlay_pass": false, + "structural_overlay_score": 72.229697, + "structural_overlay_rr": 2.500795, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.677346, + "primary_prob": 34.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 118, + "primary_distance_atr": 2.516019, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.535899, + "range_504_ratio": 1.708985, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.048534, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2026-04-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.861607, + "strategy_rank": 81.73876, + "production_rank": 85.779709, + "structural_overlay_pass": false, + "structural_overlay_score": 81.490723, + "structural_overlay_rr": 1.058337, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.999504, + "primary_prob": 44.22, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.499256, + "raw_level_count": 160, + "gate_level_count": 160, + "range_504_log": 1.448454, + "range_504_ratio": 4.256529, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.043711, + "hold30_r": -1.0 + }, + { + "symbol": "INCY", + "date": "2026-04-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.392857, + "strategy_rank": 81.050947, + "production_rank": 83.49825, + "structural_overlay_pass": false, + "structural_overlay_score": 79.323338, + "structural_overlay_rr": 1.708979, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.996225, + "primary_prob": 37.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 64.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.994337, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.80209, + "range_504_ratio": 2.230198, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.049113, + "hold30_r": -1.0 + }, + { + "symbol": "INTC", + "date": "2026-04-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.433036, + "strategy_rank": 97.401343, + "production_rank": 97.411907, + "structural_overlay_pass": false, + "structural_overlay_score": 92.541312, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.677, + "primary_prob": 56.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.0155, + "raw_level_count": 114, + "gate_level_count": 114, + "range_504_log": 1.381542, + "range_504_ratio": 3.981036, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.650113, + "hold30_r": 8.641293 + }, + { + "symbol": "IVZ", + "date": "2026-04-20", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.816964, + "strategy_rank": 79.117309, + "production_rank": 80.683861, + "structural_overlay_pass": false, + "structural_overlay_score": 76.649668, + "structural_overlay_rr": 2.199394, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.0925, + "primary_prob": 29.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 15, + "primary_distance_atr": 3.138749, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.937107, + "range_504_ratio": 2.552586, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.056939, + "hold30_r": 1.874221 + }, + { + "symbol": "JCI", + "date": "2026-04-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.513393, + "strategy_rank": 78.15893, + "production_rank": 82.277084, + "structural_overlay_pass": false, + "structural_overlay_score": 78.16323, + "structural_overlay_rr": 0.919606, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.919606, + "primary_prob": 47.14, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.379408, + "raw_level_count": 93, + "gate_level_count": 93, + "range_504_log": 0.89545, + "range_504_ratio": 2.448437, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.871004, + "hold30_r": -1.0 + }, + { + "symbol": "JNJ", + "date": "2026-04-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.084821, + "strategy_rank": 66.393896, + "production_rank": 75.624205, + "structural_overlay_pass": false, + "structural_overlay_score": 71.842994, + "structural_overlay_rr": 1.518763, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.429405, + "primary_prob": 38.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.144107, + "raw_level_count": 37, + "gate_level_count": 37, + "range_504_log": 0.58179, + "range_504_ratio": 1.789238, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.066465, + "hold30_r": -1.0 + }, + { + "symbol": "KR", + "date": "2026-04-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.808036, + "strategy_rank": 69.659834, + "production_rank": 73.709235, + "structural_overlay_pass": false, + "structural_overlay_score": 70.023773, + "structural_overlay_rr": 2.048096, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.950735, + "primary_prob": 28.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 90.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.926102, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.4457, + "range_504_ratio": 1.561582, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.045351, + "hold30_r": -1.0 + }, + { + "symbol": "LHX", + "date": "2026-04-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.191964, + "strategy_rank": 76.927025, + "production_rank": 82.348672, + "structural_overlay_pass": false, + "structural_overlay_score": 78.231238, + "structural_overlay_rr": 2.014188, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.072577, + "primary_prob": 37.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.608865, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.674986, + "range_504_ratio": 1.964006, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.054616, + "hold30_r": -1.0 + }, + { + "symbol": "LMT", + "date": "2026-04-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.049107, + "strategy_rank": 71.659765, + "production_rank": 76.456212, + "structural_overlay_pass": false, + "structural_overlay_score": 72.633402, + "structural_overlay_rr": 1.762091, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.224061, + "primary_prob": 20.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 67.0, + "primary_rejection_count": 20, + "primary_distance_atr": 3.336092, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.523161, + "range_504_ratio": 1.687352, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.049535, + "hold30_r": -1.0 + }, + { + "symbol": "LUV", + "date": "2026-04-20", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.375, + "strategy_rank": 85.788558, + "production_rank": 85.317372, + "structural_overlay_pass": false, + "structural_overlay_score": 81.051503, + "structural_overlay_rr": 2.574152, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.068451, + "primary_prob": 43.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 3.102676, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.848932, + "range_504_ratio": 2.33715, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.178575, + "hold30_r": -1.151594 + }, + { + "symbol": "LVS", + "date": "2026-04-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.839286, + "strategy_rank": 83.735384, + "production_rank": 85.436685, + "structural_overlay_pass": false, + "structural_overlay_score": 81.16485, + "structural_overlay_rr": 1.815841, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.54604, + "primary_prob": 51.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.31906, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.847788, + "range_504_ratio": 2.334476, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -2.65689, + "hold30_r": -2.606109 + }, + { + "symbol": "MCHP", + "date": "2026-04-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.803571, + "strategy_rank": 81.918847, + "production_rank": 81.547089, + "structural_overlay_pass": true, + "structural_overlay_score": 82.469734, + "structural_overlay_rr": 2.283942, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.53215, + "primary_prob": 51.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 78, + "primary_distance_atr": 2.298224, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 1.080774, + "range_504_ratio": 2.94696, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.492661, + "hold30_r": 4.069653 + }, + { + "symbol": "MCK", + "date": "2026-04-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.602679, + "strategy_rank": 76.258178, + "production_rank": 79.373011, + "structural_overlay_pass": false, + "structural_overlay_score": 75.404361, + "structural_overlay_rr": 2.399253, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.754433, + "primary_prob": 13.3, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.63165, + "raw_level_count": 137, + "gate_level_count": 137, + "range_504_log": 0.765976, + "range_504_ratio": 2.151093, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.059419, + "hold30_r": -1.0 + }, + { + "symbol": "MNST", + "date": "2026-04-20", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.473214, + "strategy_rank": 61.875348, + "production_rank": 68.40797, + "structural_overlay_pass": false, + "structural_overlay_score": 64.987572, + "structural_overlay_rr": 2.298965, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.298378, + "primary_prob": 23.04, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 11, + "primary_distance_atr": 3.447566, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.701652, + "range_504_ratio": 2.017082, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.06053, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2026-04-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.535714, + "strategy_rank": 87.65451, + "production_rank": 90.281578, + "structural_overlay_pass": false, + "structural_overlay_score": 85.767499, + "structural_overlay_rr": 1.59235, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.897495, + "primary_prob": 36.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.346242, + "raw_level_count": 124, + "gate_level_count": 124, + "range_504_log": 0.798477, + "range_504_ratio": 2.222155, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.863971, + "hold30_r": 3.831085 + }, + { + "symbol": "MRK", + "date": "2026-04-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.616071, + "strategy_rank": 70.316328, + "production_rank": 76.416242, + "structural_overlay_pass": false, + "structural_overlay_score": 72.59543, + "structural_overlay_rr": 1.787012, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.845375, + "primary_prob": 31.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 59, + "primary_distance_atr": 2.768062, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.607833, + "range_504_ratio": 1.836448, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.053665, + "hold30_r": -1.0 + }, + { + "symbol": "MRNA", + "date": "2026-04-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.982143, + "strategy_rank": 96.652979, + "production_rank": 96.429367, + "structural_overlay_pass": true, + "structural_overlay_score": 96.607899, + "structural_overlay_rr": 2.163197, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.771375, + "primary_prob": 55.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.157062, + "raw_level_count": 185, + "gate_level_count": 185, + "range_504_log": 2.03487, + "range_504_ratio": 7.651257, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.025812, + "hold30_r": -1.0 + }, + { + "symbol": "NEE", + "date": "2026-04-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.607143, + "strategy_rank": 62.729677, + "production_rank": 70.688832, + "structural_overlay_pass": false, + "structural_overlay_score": 67.154391, + "structural_overlay_rr": 1.23566, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.506763, + "primary_prob": 18.12, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.260145, + "raw_level_count": 43, + "gate_level_count": 43, + "range_504_log": 0.450538, + "range_504_ratio": 1.569157, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.436744, + "hold30_r": -1.0 + }, + { + "symbol": "NEM", + "date": "2026-04-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.428571, + "strategy_rank": 95.128062, + "production_rank": 95.561565, + "structural_overlay_pass": false, + "structural_overlay_score": 90.783487, + "structural_overlay_rr": 1.797837, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.771258, + "primary_prob": 28.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.656886, + "raw_level_count": 113, + "gate_level_count": 113, + "range_504_log": 1.304337, + "range_504_ratio": 3.685246, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.033034, + "hold30_r": -1.0 + }, + { + "symbol": "NOC", + "date": "2026-04-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.294643, + "strategy_rank": 75.064379, + "production_rank": 80.474467, + "structural_overlay_pass": false, + "structural_overlay_score": 76.450744, + "structural_overlay_rr": 2.162925, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.815092, + "primary_prob": 41.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.222639, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.614656, + "range_504_ratio": 1.849021, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.055542, + "hold30_r": -1.0 + }, + { + "symbol": "ON", + "date": "2026-04-20", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.8125, + "strategy_rank": 84.494362, + "production_rank": 83.933742, + "structural_overlay_pass": false, + "structural_overlay_score": 79.737055, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 2.205227, + "primary_prob": 37.03, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 75.0, + "primary_rejection_count": 24, + "primary_distance_atr": 3.307841, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 1.014292, + "range_504_ratio": 2.75741, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 2.168538, + "hold30_r": 9.236509 + }, + { + "symbol": "OXY", + "date": "2026-04-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.410714, + "strategy_rank": 84.932489, + "production_rank": 87.425231, + "structural_overlay_pass": false, + "structural_overlay_score": 83.053969, + "structural_overlay_rr": 1.36643, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.634537, + "primary_prob": 22.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 146, + "primary_distance_atr": 3.951806, + "raw_level_count": 86, + "gate_level_count": 86, + "range_504_log": 0.676625, + "range_504_ratio": 1.967227, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.030127, + "hold30_r": 1.27466 + }, + { + "symbol": "PH", + "date": "2026-04-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.040179, + "strategy_rank": 69.318103, + "production_rank": 74.225461, + "structural_overlay_pass": false, + "structural_overlay_score": 70.514188, + "structural_overlay_rr": 0.756161, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.881717, + "primary_prob": 48.0, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.322575, + "raw_level_count": 119, + "gate_level_count": 119, + "range_504_log": 0.750881, + "range_504_ratio": 2.118866, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.045617, + "hold30_r": -1.0 + }, + { + "symbol": "PSX", + "date": "2026-04-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.089286, + "strategy_rank": 83.299694, + "production_rank": 87.229558, + "structural_overlay_pass": false, + "structural_overlay_score": 82.86808, + "structural_overlay_rr": 1.658619, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.051832, + "primary_prob": 30.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.577748, + "raw_level_count": 84, + "gate_level_count": 84, + "range_504_log": 0.73926, + "range_504_ratio": 2.094385, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.016526, + "hold30_r": 3.038752 + }, + { + "symbol": "RTX", + "date": "2026-04-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.741071, + "strategy_rank": 72.136345, + "production_rank": 78.671254, + "structural_overlay_pass": false, + "structural_overlay_score": 74.737691, + "structural_overlay_rr": 1.495916, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.082554, + "primary_prob": 40.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 67.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.623831, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 0.772473, + "range_504_ratio": 2.165114, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.056505, + "hold30_r": -1.0 + }, + { + "symbol": "SRE", + "date": "2026-04-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.026786, + "strategy_rank": 58.622982, + "production_rank": 66.090916, + "structural_overlay_pass": false, + "structural_overlay_score": 62.786371, + "structural_overlay_rr": 2.094082, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.295276, + "primary_prob": 24.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.942913, + "raw_level_count": 33, + "gate_level_count": 33, + "range_504_log": 0.489986, + "range_504_ratio": 1.632294, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.062955, + "hold30_r": -1.0 + }, + { + "symbol": "TPR", + "date": "2026-04-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.205357, + "strategy_rank": 89.559786, + "production_rank": 91.774976, + "structural_overlay_pass": false, + "structural_overlay_score": 87.186227, + "structural_overlay_rr": 1.096616, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.096616, + "primary_prob": 41.44, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.644925, + "raw_level_count": 117, + "gate_level_count": 117, + "range_504_log": 1.525513, + "range_504_ratio": 4.597502, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.040299, + "hold30_r": -1.0 + }, + { + "symbol": "TRGP", + "date": "2026-04-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.03125, + "strategy_rank": 65.807176, + "production_rank": 71.2152, + "structural_overlay_pass": false, + "structural_overlay_score": 67.65444, + "structural_overlay_rr": 1.777944, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.633093, + "primary_prob": 17.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.44964, + "raw_level_count": 139, + "gate_level_count": 139, + "range_504_log": 0.835524, + "range_504_ratio": 2.306022, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.588571, + "hold30_r": 3.056834 + }, + { + "symbol": "ULTA", + "date": "2026-04-20", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.169643, + "strategy_rank": 83.667525, + "production_rank": 85.168231, + "structural_overlay_pass": false, + "structural_overlay_score": 80.909819, + "structural_overlay_rr": 1.549515, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 3.177791, + "primary_prob": 21.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 19, + "primary_distance_atr": 4.766686, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.838867, + "range_504_ratio": 2.313744, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.042209, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2026-04-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.767857, + "strategy_rank": 91.55554, + "production_rank": 93.626312, + "structural_overlay_pass": false, + "structural_overlay_score": 88.944997, + "structural_overlay_rr": 1.886138, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.933395, + "primary_prob": 35.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.400092, + "raw_level_count": 103, + "gate_level_count": 103, + "range_504_log": 0.959505, + "range_504_ratio": 2.610403, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.9032, + "hold30_r": 2.133664 + }, + { + "symbol": "VTR", + "date": "2026-04-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.370536, + "strategy_rank": 60.129976, + "production_rank": 67.876829, + "structural_overlay_pass": false, + "structural_overlay_score": 64.482988, + "structural_overlay_rr": 0.705626, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.705626, + "primary_prob": 48.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.058439, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.756988, + "range_504_ratio": 2.131846, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.072401, + "hold30_r": -1.0 + }, + { + "symbol": "VTRS", + "date": "2026-04-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.857143, + "strategy_rank": 84.109131, + "production_rank": 87.025135, + "structural_overlay_pass": false, + "structural_overlay_score": 82.673878, + "structural_overlay_rr": 1.875278, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.906578, + "primary_prob": 28.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.859867, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.877292, + "range_504_ratio": 2.40438, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.859326, + "hold30_r": 1.302828 + }, + { + "symbol": "WELL", + "date": "2026-04-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.285714, + "strategy_rank": 65.573497, + "production_rank": 73.477569, + "structural_overlay_pass": false, + "structural_overlay_score": 69.803691, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.819764, + "primary_prob": 50.79, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 3.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.229646, + "raw_level_count": 99, + "gate_level_count": 99, + "range_504_log": 0.901409, + "range_504_ratio": 2.46307, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.067288, + "hold30_r": -1.0 + }, + { + "symbol": "WMT", + "date": "2026-04-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.825893, + "strategy_rank": 66.358749, + "production_rank": 72.847797, + "structural_overlay_pass": false, + "structural_overlay_score": 69.205407, + "structural_overlay_rr": 1.593635, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.593635, + "primary_prob": 30.74, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.390452, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 0.833009, + "range_504_ratio": 2.300231, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.533411, + "hold30_r": -1.0 + }, + { + "symbol": "XOM", + "date": "2026-04-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.1875, + "strategy_rank": 73.451072, + "production_rank": 79.696548, + "structural_overlay_pass": false, + "structural_overlay_score": 75.71172, + "structural_overlay_rr": 1.569037, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.179027, + "primary_prob": 27.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.768541, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.589886, + "range_504_ratio": 1.803783, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.14138, + "hold30_r": 0.239629 + }, + { + "symbol": "WBD", + "date": "2026-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.107143, + "strategy_rank": 83.606626, + "production_rank": 88.773465, + "structural_overlay_pass": false, + "structural_overlay_score": 84.334792, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.232165, + "primary_prob": 42.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.848247, + "raw_level_count": 111, + "gate_level_count": 111, + "range_504_log": 1.508085, + "range_504_ratio": 4.518072, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.150158, + "hold30_r": -1.0 + }, + { + "symbol": "ADM", + "date": "2026-04-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.591928, + "strategy_rank": 77.268712, + "production_rank": 82.043118, + "structural_overlay_pass": false, + "structural_overlay_score": 77.940962, + "structural_overlay_rr": 0.777516, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.897092, + "primary_prob": 30.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 67, + "primary_distance_atr": 2.845639, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.593545, + "range_504_ratio": 1.810395, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.849003, + "hold30_r": 3.265501 + }, + { + "symbol": "AKAM", + "date": "2026-04-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.67713, + "strategy_rank": 90.396139, + "production_rank": 89.823136, + "structural_overlay_pass": false, + "structural_overlay_score": 85.331979, + "structural_overlay_rr": 1.903356, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.922819, + "primary_prob": 30.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 88, + "primary_distance_atr": 2.884229, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.584506, + "range_504_ratio": 1.794105, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.897031, + "hold30_r": 5.629259 + }, + { + "symbol": "ALB", + "date": "2026-04-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.206278, + "strategy_rank": 97.637012, + "production_rank": 97.826767, + "structural_overlay_pass": false, + "structural_overlay_score": 92.935429, + "structural_overlay_rr": 1.00329, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.919768, + "primary_prob": 45.52, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 77, + "primary_distance_atr": 2.879652, + "raw_level_count": 135, + "gate_level_count": 135, + "range_504_log": 1.473371, + "range_504_ratio": 4.363923, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.024745, + "hold30_r": -1.0 + }, + { + "symbol": "APA", + "date": "2026-04-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.430493, + "strategy_rank": 94.371144, + "production_rank": 95.72426, + "structural_overlay_pass": false, + "structural_overlay_score": 90.938047, + "structural_overlay_rr": 2.184752, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.702612, + "primary_prob": 33.72, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 74, + "primary_distance_atr": 2.553919, + "raw_level_count": 99, + "gate_level_count": 99, + "range_504_log": 1.21233, + "range_504_ratio": 3.361307, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.028704, + "hold30_r": -1.0 + }, + { + "symbol": "APH", + "date": "2026-04-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.426009, + "strategy_rank": 85.670689, + "production_rank": 85.589129, + "structural_overlay_pass": true, + "structural_overlay_score": 86.309673, + "structural_overlay_rr": 2.436909, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.985948, + "primary_prob": 24.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.978922, + "raw_level_count": 112, + "gate_level_count": 112, + "range_504_log": 1.115091, + "range_504_ratio": 3.049845, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.039372, + "hold30_r": -1.0 + }, + { + "symbol": "BG", + "date": "2026-04-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.264574, + "strategy_rank": 73.24292, + "production_rank": 79.583471, + "structural_overlay_pass": false, + "structural_overlay_score": 75.604298, + "structural_overlay_rr": 0.697794, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.37143, + "primary_prob": 20.22, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.057144, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.671626, + "range_504_ratio": 1.957418, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.327101, + "hold30_r": -1.0 + }, + { + "symbol": "BIIB", + "date": "2026-04-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.919283, + "strategy_rank": 80.354907, + "production_rank": 83.876366, + "structural_overlay_pass": false, + "structural_overlay_score": 79.682547, + "structural_overlay_rr": 1.466221, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.616738, + "primary_prob": 35.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 63, + "primary_distance_atr": 2.425107, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 0.771472, + "range_504_ratio": 2.162948, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.573463, + "hold30_r": 2.207212 + }, + { + "symbol": "C", + "date": "2026-04-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.547085, + "strategy_rank": 76.455443, + "production_rank": 79.819324, + "structural_overlay_pass": false, + "structural_overlay_score": 75.828357, + "structural_overlay_rr": 1.229607, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.744162, + "primary_prob": 53.48, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.116243, + "raw_level_count": 95, + "gate_level_count": 95, + "range_504_log": 0.927552, + "range_504_ratio": 2.528312, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.051639, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2026-04-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.946188, + "strategy_rank": 84.554278, + "production_rank": 87.684915, + "structural_overlay_pass": false, + "structural_overlay_score": 83.300669, + "structural_overlay_rr": 1.707329, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.720024, + "primary_prob": 33.44, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.580035, + "raw_level_count": 125, + "gate_level_count": 125, + "range_504_log": 0.919184, + "range_504_ratio": 2.507245, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.054362, + "hold30_r": -1.0 + }, + { + "symbol": "CF", + "date": "2026-04-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.197309, + "strategy_rank": 93.742815, + "production_rank": 94.894313, + "structural_overlay_pass": false, + "structural_overlay_score": 90.149597, + "structural_overlay_rr": 1.579828, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.802046, + "primary_prob": 36.44, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 3.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.20307, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.745791, + "range_504_ratio": 2.108108, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.025199, + "hold30_r": -1.0 + }, + { + "symbol": "CFG", + "date": "2026-04-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.744395, + "strategy_rank": 69.191546, + "production_rank": 74.042496, + "structural_overlay_pass": false, + "structural_overlay_score": 70.340371, + "structural_overlay_rr": 1.692733, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.207075, + "primary_prob": 39.17, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.810612, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 0.746746, + "range_504_ratio": 2.110123, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.054691, + "hold30_r": -1.0 + }, + { + "symbol": "CHRW", + "date": "2026-04-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.403587, + "strategy_rank": 92.554323, + "production_rank": 93.504078, + "structural_overlay_pass": false, + "structural_overlay_score": 88.828874, + "structural_overlay_rr": 1.364299, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.356085, + "primary_prob": 36.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.034127, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 1.071253, + "range_504_ratio": 2.919035, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.04372, + "hold30_r": -1.0 + }, + { + "symbol": "COHR", + "date": "2026-04-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.878924, + "strategy_rank": 98.812562, + "production_rank": 98.834683, + "structural_overlay_pass": false, + "structural_overlay_score": 93.892949, + "structural_overlay_rr": 1.296625, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.043033, + "primary_prob": 28.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.564549, + "raw_level_count": 156, + "gate_level_count": 156, + "range_504_log": 2.07988, + "range_504_ratio": 8.00351, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.023763, + "hold30_r": 1.031127 + }, + { + "symbol": "COP", + "date": "2026-04-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.349776, + "strategy_rank": 77.813299, + "production_rank": 81.658792, + "structural_overlay_pass": false, + "structural_overlay_score": 77.575852, + "structural_overlay_rr": 0.685649, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.485338, + "primary_prob": 29.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.228007, + "raw_level_count": 57, + "gate_level_count": 57, + "range_504_log": 0.531173, + "range_504_ratio": 1.700926, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.040592, + "hold30_r": -1.0 + }, + { + "symbol": "CRL", + "date": "2026-04-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.044843, + "strategy_rank": 81.064947, + "production_rank": 80.724912, + "structural_overlay_pass": false, + "structural_overlay_score": 76.688667, + "structural_overlay_rr": 1.787628, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.812148, + "primary_prob": 32.04, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 91, + "primary_distance_atr": 2.718222, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 1.017649, + "range_504_ratio": 2.766683, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.782392, + "hold30_r": -1.0 + }, + { + "symbol": "CTVA", + "date": "2026-04-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.529148, + "strategy_rank": 61.989196, + "production_rank": 69.502513, + "structural_overlay_pass": false, + "structural_overlay_score": 66.027387, + "structural_overlay_rr": 2.194266, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.003071, + "primary_prob": 30.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.504606, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.537813, + "range_504_ratio": 1.712258, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.944306, + "hold30_r": -1.0 + }, + { + "symbol": "CVX", + "date": "2026-04-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.367713, + "strategy_rank": 69.729211, + "production_rank": 76.942045, + "structural_overlay_pass": false, + "structural_overlay_score": 73.094943, + "structural_overlay_rr": 1.835921, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.635203, + "primary_prob": 17.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.452804, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.486183, + "range_504_ratio": 1.626098, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.587204, + "hold30_r": 0.257165 + }, + { + "symbol": "DG", + "date": "2026-04-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.96861, + "strategy_rank": 81.932389, + "production_rank": 82.61113, + "structural_overlay_pass": false, + "structural_overlay_score": 78.480573, + "structural_overlay_rr": 1.574471, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.920192, + "primary_prob": 30.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.880289, + "raw_level_count": 108, + "gate_level_count": 108, + "range_504_log": 0.867901, + "range_504_ratio": 2.381906, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.03908, + "hold30_r": -1.0 + }, + { + "symbol": "DVN", + "date": "2026-04-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.730942, + "strategy_rank": 82.855283, + "production_rank": 86.813836, + "structural_overlay_pass": false, + "structural_overlay_score": 82.473144, + "structural_overlay_rr": 1.233099, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.57807, + "primary_prob": 35.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 67, + "primary_distance_atr": 2.367104, + "raw_level_count": 100, + "gate_level_count": 100, + "range_504_log": 0.720202, + "range_504_ratio": 2.054847, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.089634, + "hold30_r": -1.04964 + }, + { + "symbol": "EA", + "date": "2026-04-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.004484, + "strategy_rank": 61.603139, + "production_rank": 70.403587, + "structural_overlay_pass": false, + "structural_overlay_score": 66.883408, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.695395, + "primary_prob": 33.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 81, + "primary_distance_atr": 2.543092, + "raw_level_count": 36, + "gate_level_count": 36, + "range_504_log": 0.575692, + "range_504_ratio": 1.778361, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.292262, + "hold30_r": -1.0 + }, + { + "symbol": "EBAY", + "date": "2026-04-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.286996, + "strategy_rank": 80.956602, + "production_rank": 81.400066, + "structural_overlay_pass": false, + "structural_overlay_score": 77.330063, + "structural_overlay_rr": 1.460444, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.090568, + "primary_prob": 27.2, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.635852, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 0.794017, + "range_504_ratio": 2.212265, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.049017, + "hold30_r": 1.733889 + }, + { + "symbol": "EOG", + "date": "2026-04-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.650224, + "strategy_rank": 70.726969, + "production_rank": 75.701387, + "structural_overlay_pass": false, + "structural_overlay_score": 71.916318, + "structural_overlay_rr": 3.210176, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 8, + "rr": 1.509557, + "primary_prob": 19.27, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 11.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.264336, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.402044, + "range_504_ratio": 1.494878, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.463696, + "hold30_r": 0.707444 + }, + { + "symbol": "EQT", + "date": "2026-04-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.443946, + "strategy_rank": 77.553044, + "production_rank": 80.850012, + "structural_overlay_pass": false, + "structural_overlay_score": 76.807511, + "structural_overlay_rr": 1.25575, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.917782, + "primary_prob": 41.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.376672, + "raw_level_count": 99, + "gate_level_count": 99, + "range_504_log": 0.821167, + "range_504_ratio": 2.273151, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.041023, + "hold30_r": -1.0 + }, + { + "symbol": "EXPE", + "date": "2026-04-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.278027, + "strategy_rank": 85.384552, + "production_rank": 84.01571, + "structural_overlay_pass": false, + "structural_overlay_score": 79.814925, + "structural_overlay_rr": 2.100789, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.851192, + "primary_prob": 35.46, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 7.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.276789, + "raw_level_count": 105, + "gate_level_count": 105, + "range_504_log": 1.041207, + "range_504_ratio": 2.832634, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.028495, + "hold30_r": -1.0 + }, + { + "symbol": "FANG", + "date": "2026-04-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.695067, + "strategy_rank": 77.781849, + "production_rank": 82.086255, + "structural_overlay_pass": false, + "structural_overlay_score": 77.981942, + "structural_overlay_rr": 1.907898, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.299808, + "primary_prob": 42.39, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.949712, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.632111, + "range_504_ratio": 1.881579, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.258353, + "hold30_r": -1.0 + }, + { + "symbol": "FSLR", + "date": "2026-04-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.183857, + "strategy_rank": 86.215277, + "production_rank": 85.204803, + "structural_overlay_pass": false, + "structural_overlay_score": 80.944563, + "structural_overlay_rr": 2.124906, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.762167, + "primary_prob": 47.79, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 53, + "primary_distance_atr": 2.643251, + "raw_level_count": 123, + "gate_level_count": 123, + "range_504_log": 0.96767, + "range_504_ratio": 2.631806, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.73106, + "hold30_r": 5.09658 + }, + { + "symbol": "GE", + "date": "2026-04-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.502242, + "strategy_rank": 77.185798, + "production_rank": 78.624613, + "structural_overlay_pass": false, + "structural_overlay_score": 74.693382, + "structural_overlay_rr": 1.977431, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.9508, + "primary_prob": 22.7, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 63.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.9262, + "raw_level_count": 126, + "gate_level_count": 126, + "range_504_log": 0.841612, + "range_504_ratio": 2.320105, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.916901, + "hold30_r": 2.732807 + }, + { + "symbol": "GM", + "date": "2026-04-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.910314, + "strategy_rank": 78.876817, + "production_rank": 82.554649, + "structural_overlay_pass": false, + "structural_overlay_score": 78.426917, + "structural_overlay_rr": 1.747781, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.330837, + "primary_prob": 40.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.996256, + "raw_level_count": 99, + "gate_level_count": 99, + "range_504_log": 0.810474, + "range_504_ratio": 2.248973, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.048653, + "hold30_r": -1.0 + }, + { + "symbol": "GNRC", + "date": "2026-04-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.470852, + "strategy_rank": 90.745704, + "production_rank": 90.654087, + "structural_overlay_pass": false, + "structural_overlay_score": 86.121382, + "structural_overlay_rr": 1.198766, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.431647, + "primary_prob": 26.93, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 36.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.647471, + "raw_level_count": 129, + "gate_level_count": 129, + "range_504_log": 0.885017, + "range_504_ratio": 2.423025, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.398006, + "hold30_r": 3.106866 + }, + { + "symbol": "HAL", + "date": "2026-04-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.73991, + "strategy_rank": 84.199145, + "production_rank": 88.046067, + "structural_overlay_pass": false, + "structural_overlay_score": 83.643764, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.85921, + "primary_prob": 26.76, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.788815, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.78836, + "range_504_ratio": 2.199786, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.039372, + "hold30_r": -0.250184 + }, + { + "symbol": "HAS", + "date": "2026-04-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.304933, + "strategy_rank": 73.644325, + "production_rank": 77.197861, + "structural_overlay_pass": false, + "structural_overlay_score": 73.337968, + "structural_overlay_rr": 2.435448, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.080713, + "primary_prob": 25.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 7, + "primary_distance_atr": 3.121069, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.780822, + "range_504_ratio": 2.183265, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.163106, + "hold30_r": -1.125577 + }, + { + "symbol": "HCA", + "date": "2026-04-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.452915, + "strategy_rank": 76.91704, + "production_rank": 80.762332, + "structural_overlay_pass": false, + "structural_overlay_score": 76.724215, + "structural_overlay_rr": 1.966332, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.7867, + "primary_prob": 21.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.68005, + "raw_level_count": 86, + "gate_level_count": 86, + "range_504_log": 0.651891, + "range_504_ratio": 1.919167, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.037671, + "hold30_r": -1.0 + }, + { + "symbol": "HII", + "date": "2026-04-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.394619, + "strategy_rank": 88.995696, + "production_rank": 90.795337, + "structural_overlay_pass": false, + "structural_overlay_score": 86.25557, + "structural_overlay_rr": 1.672853, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.983908, + "primary_prob": 32.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.475862, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 1.063077, + "range_504_ratio": 2.895267, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.098823, + "hold30_r": -1.061293 + }, + { + "symbol": "HSY", + "date": "2026-04-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.874439, + "strategy_rank": 72.091973, + "production_rank": 76.686129, + "structural_overlay_pass": false, + "structural_overlay_score": 72.851822, + "structural_overlay_rr": 1.813466, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.461274, + "primary_prob": 24.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 154, + "primary_distance_atr": 3.691911, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.535899, + "range_504_ratio": 1.708985, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.050459, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2026-04-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.713004, + "strategy_rank": 80.536687, + "production_rank": 84.59546, + "structural_overlay_pass": false, + "structural_overlay_score": 80.365687, + "structural_overlay_rr": 1.398943, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.251932, + "primary_prob": 29.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.877899, + "raw_level_count": 160, + "gate_level_count": 160, + "range_504_log": 1.447976, + "range_504_ratio": 4.254496, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.212907, + "hold30_r": 1.248098 + }, + { + "symbol": "INCY", + "date": "2026-04-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.013453, + "strategy_rank": 81.034249, + "production_rank": 83.693984, + "structural_overlay_pass": false, + "structural_overlay_score": 79.509285, + "structural_overlay_rr": 2.088674, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.54251, + "primary_prob": 51.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.313765, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.80209, + "range_504_ratio": 2.230198, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.492363, + "hold30_r": 1.968643 + }, + { + "symbol": "IVZ", + "date": "2026-04-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.107623, + "strategy_rank": 81.545806, + "production_rank": 83.399745, + "structural_overlay_pass": false, + "structural_overlay_score": 79.229758, + "structural_overlay_rr": 1.877431, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.879775, + "primary_prob": 32.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.819663, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.937107, + "range_504_ratio": 2.552586, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.839966, + "hold30_r": 1.898289 + }, + { + "symbol": "JNJ", + "date": "2026-04-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.721973, + "strategy_rank": 66.377193, + "production_rank": 75.49212, + "structural_overlay_pass": false, + "structural_overlay_score": 71.717514, + "structural_overlay_rr": 2.330737, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.239994, + "primary_prob": 26.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 3.35999, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.58179, + "range_504_ratio": 1.789238, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.066101, + "hold30_r": 1.710154 + }, + { + "symbol": "KMI", + "date": "2026-04-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.735426, + "strategy_rank": 59.961778, + "production_rank": 67.552994, + "structural_overlay_pass": false, + "structural_overlay_score": 64.175344, + "structural_overlay_rr": 1.908833, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.917357, + "primary_prob": 42.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.376035, + "raw_level_count": 51, + "gate_level_count": 51, + "range_504_log": 0.649921, + "range_504_ratio": 1.915389, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.867105, + "hold30_r": 0.31661 + }, + { + "symbol": "LHX", + "date": "2026-04-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.497758, + "strategy_rank": 77.931652, + "production_rank": 83.120354, + "structural_overlay_pass": false, + "structural_overlay_score": 78.964336, + "structural_overlay_rr": 2.160923, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.226642, + "primary_prob": 20.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 70.0, + "primary_rejection_count": 35, + "primary_distance_atr": 3.339963, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.674986, + "range_504_ratio": 1.964006, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.04535, + "hold30_r": -1.0 + }, + { + "symbol": "LITE", + "date": "2026-04-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.775785, + "strategy_rank": 99.775935, + "production_rank": 99.775885, + "structural_overlay_pass": false, + "structural_overlay_score": 94.787091, + "structural_overlay_rr": 0.962395, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.985896, + "primary_prob": 44.64, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.478843, + "raw_level_count": 149, + "gate_level_count": 149, + "range_504_log": 3.221875, + "range_504_ratio": 25.075095, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.968999, + "hold30_r": -0.372659 + }, + { + "symbol": "LMT", + "date": "2026-04-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.668161, + "strategy_rank": 74.052277, + "production_rank": 78.590905, + "structural_overlay_pass": false, + "structural_overlay_score": 74.66136, + "structural_overlay_rr": 0.937897, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.88402, + "primary_prob": 23.81, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 64.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.82603, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.523161, + "range_504_ratio": 1.687352, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.038351, + "hold30_r": 0.626799 + }, + { + "symbol": "LUV", + "date": "2026-04-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.977578, + "strategy_rank": 86.296385, + "production_rank": 85.856783, + "structural_overlay_pass": false, + "structural_overlay_score": 81.563944, + "structural_overlay_rr": 1.813476, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.621586, + "primary_prob": 35.06, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 59, + "primary_distance_atr": 2.432378, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.848932, + "range_504_ratio": 2.33715, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.59612, + "hold30_r": 1.656584 + }, + { + "symbol": "LVS", + "date": "2026-04-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.959641, + "strategy_rank": 78.071749, + "production_rank": 79.701046, + "structural_overlay_pass": false, + "structural_overlay_score": 75.715994, + "structural_overlay_rr": 1.892339, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.961695, + "primary_prob": 29.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.942543, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.847788, + "range_504_ratio": 2.334476, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.039704, + "hold30_r": -1.0 + }, + { + "symbol": "LYB", + "date": "2026-04-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.941704, + "strategy_rank": 83.773287, + "production_rank": 82.829426, + "structural_overlay_pass": false, + "structural_overlay_score": 78.687955, + "structural_overlay_rr": 1.506212, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.580601, + "primary_prob": 35.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.370901, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.945396, + "range_504_ratio": 2.573834, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.026515, + "hold30_r": -1.0 + }, + { + "symbol": "MCK", + "date": "2026-04-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.201794, + "strategy_rank": 76.050652, + "production_rank": 79.101032, + "structural_overlay_pass": false, + "structural_overlay_score": 75.145981, + "structural_overlay_rr": 1.315934, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.701491, + "primary_prob": 59.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.052236, + "raw_level_count": 138, + "gate_level_count": 138, + "range_504_log": 0.765976, + "range_504_ratio": 2.151093, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.058886, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2026-04-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.188341, + "strategy_rank": 87.76808, + "production_rank": 90.574834, + "structural_overlay_pass": false, + "structural_overlay_score": 86.046092, + "structural_overlay_rr": 1.370959, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.142451, + "primary_prob": 26.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.713677, + "raw_level_count": 124, + "gate_level_count": 124, + "range_504_log": 0.798477, + "range_504_ratio": 2.222155, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.102946, + "hold30_r": 2.689756 + }, + { + "symbol": "MRK", + "date": "2026-04-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.573991, + "strategy_rank": 72.63468, + "production_rank": 78.281117, + "structural_overlay_pass": false, + "structural_overlay_score": 74.367061, + "structural_overlay_rr": 2.33209, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.366298, + "primary_prob": 25.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 3.549447, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.607833, + "range_504_ratio": 1.836448, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.315987, + "hold30_r": 2.138317 + }, + { + "symbol": "MRNA", + "date": "2026-04-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.524664, + "strategy_rank": 96.862567, + "production_rank": 96.749932, + "structural_overlay_pass": false, + "structural_overlay_score": 91.912436, + "structural_overlay_rr": 1.519408, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.949244, + "primary_prob": 37.18, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 32.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.423866, + "raw_level_count": 186, + "gate_level_count": 186, + "range_504_log": 2.03487, + "range_504_ratio": 7.651257, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.022279, + "hold30_r": -1.0 + }, + { + "symbol": "NEM", + "date": "2026-04-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 96.860987, + "strategy_rank": 95.017456, + "production_rank": 95.631966, + "structural_overlay_pass": false, + "structural_overlay_score": 90.850368, + "structural_overlay_rr": 1.515427, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.157639, + "primary_prob": 22.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 3.236459, + "raw_level_count": 113, + "gate_level_count": 113, + "range_504_log": 1.304337, + "range_504_ratio": 3.685246, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.098504, + "hold30_r": -1.067259 + }, + { + "symbol": "NOC", + "date": "2026-04-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.273543, + "strategy_rank": 79.15054, + "production_rank": 83.858208, + "structural_overlay_pass": false, + "structural_overlay_score": 79.665297, + "structural_overlay_rr": 0.839781, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.92378, + "primary_prob": 37.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.38567, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.614656, + "range_504_ratio": 1.849021, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.041341, + "hold30_r": -1.0 + }, + { + "symbol": "ON", + "date": "2026-04-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.950673, + "strategy_rank": 83.841981, + "production_rank": 83.211545, + "structural_overlay_pass": false, + "structural_overlay_score": 79.050968, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 2.093542, + "primary_prob": 23.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 3.140313, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 1.172889, + "range_504_ratio": 3.231314, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.03632, + "hold30_r": -1.0 + }, + { + "symbol": "OXY", + "date": "2026-04-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.955157, + "strategy_rank": 86.737066, + "production_rank": 89.47643, + "structural_overlay_pass": false, + "structural_overlay_score": 85.002608, + "structural_overlay_rr": 2.130572, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.173999, + "primary_prob": 27.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 146, + "primary_distance_atr": 3.260998, + "raw_level_count": 86, + "gate_level_count": 86, + "range_504_log": 0.676625, + "range_504_ratio": 1.967227, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.122631, + "hold30_r": -1.085676 + }, + { + "symbol": "PH", + "date": "2026-04-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.098655, + "strategy_rank": 70.13483, + "production_rank": 75.456105, + "structural_overlay_pass": false, + "structural_overlay_score": 71.6833, + "structural_overlay_rr": 1.306184, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.274371, + "primary_prob": 37.37, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.911556, + "raw_level_count": 120, + "gate_level_count": 120, + "range_504_log": 0.750881, + "range_504_ratio": 2.118866, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.871891, + "hold30_r": -1.826458 + }, + { + "symbol": "PSX", + "date": "2026-04-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.179372, + "strategy_rank": 82.7665, + "production_rank": 86.904124, + "structural_overlay_pass": false, + "structural_overlay_score": 82.558918, + "structural_overlay_rr": 1.908521, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.877042, + "primary_prob": 37.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.315564, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 0.73926, + "range_504_ratio": 2.094385, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.835326, + "hold30_r": 1.893903 + }, + { + "symbol": "RTX", + "date": "2026-04-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.816143, + "strategy_rank": 70.479354, + "production_rank": 77.591617, + "structural_overlay_pass": false, + "structural_overlay_score": 73.712036, + "structural_overlay_rr": 2.537016, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.358299, + "primary_prob": 23.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.037449, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 0.772473, + "range_504_ratio": 2.165114, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.042857, + "hold30_r": 1.011 + }, + { + "symbol": "SATS", + "date": "2026-04-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.55157, + "strategy_rank": 98.07536, + "production_rank": 98.56743, + "structural_overlay_pass": false, + "structural_overlay_score": 93.639059, + "structural_overlay_rr": 1.507507, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.065628, + "primary_prob": 30.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.598442, + "raw_level_count": 139, + "gate_level_count": 139, + "range_504_log": 2.255959, + "range_504_ratio": 9.544444, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.041247, + "hold30_r": -1.0 + }, + { + "symbol": "SLB", + "date": "2026-04-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.7713, + "strategy_rank": 81.444608, + "production_rank": 83.220172, + "structural_overlay_pass": false, + "structural_overlay_score": 79.059164, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.727697, + "primary_prob": 33.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.591546, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.603678, + "range_504_ratio": 1.828833, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.039855, + "hold30_r": 0.223702 + }, + { + "symbol": "TPR", + "date": "2026-04-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.964126, + "strategy_rank": 89.154754, + "production_rank": 91.424544, + "structural_overlay_pass": false, + "structural_overlay_score": 86.853317, + "structural_overlay_rr": 1.601901, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.06909, + "primary_prob": 29.0, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 9.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.603636, + "raw_level_count": 117, + "gate_level_count": 117, + "range_504_log": 1.525513, + "range_504_ratio": 4.597502, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.521944, + "hold30_r": -1.482846 + }, + { + "symbol": "TRGP", + "date": "2026-04-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.2287, + "strategy_rank": 69.746667, + "production_rank": 75.907344, + "structural_overlay_pass": false, + "structural_overlay_score": 72.111977, + "structural_overlay_rr": 0.958069, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.792371, + "primary_prob": 38.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.188556, + "raw_level_count": 139, + "gate_level_count": 139, + "range_504_log": 0.835524, + "range_504_ratio": 2.306022, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.739289, + "hold30_r": 2.516719 + }, + { + "symbol": "ULTA", + "date": "2026-04-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.408072, + "strategy_rank": 80.130617, + "production_rank": 81.223102, + "structural_overlay_pass": false, + "structural_overlay_score": 77.161947, + "structural_overlay_rr": 2.520882, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.255373, + "primary_prob": 25.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.883059, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.838867, + "range_504_ratio": 2.313744, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.040046, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2026-04-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.64574, + "strategy_rank": 89.895642, + "production_rank": 92.479008, + "structural_overlay_pass": false, + "structural_overlay_score": 87.855058, + "structural_overlay_rr": 0.805007, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.723766, + "primary_prob": 39.5, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 3.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.08565, + "raw_level_count": 104, + "gate_level_count": 104, + "range_504_log": 0.959505, + "range_504_ratio": 2.610403, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.687387, + "hold30_r": 1.185664 + }, + { + "symbol": "VTR", + "date": "2026-04-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.493274, + "strategy_rank": 58.794956, + "production_rank": 66.027728, + "structural_overlay_pass": false, + "structural_overlay_score": 62.726342, + "structural_overlay_rr": 0.866383, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.868727, + "primary_prob": 40.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.303091, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.72307, + "range_504_ratio": 2.060751, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.809466, + "hold30_r": -1.0 + }, + { + "symbol": "VTRS", + "date": "2026-04-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.143498, + "strategy_rank": 82.827294, + "production_rank": 85.599362, + "structural_overlay_pass": false, + "structural_overlay_score": 81.319394, + "structural_overlay_rr": 2.017398, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.04878, + "primary_prob": 27.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 12, + "primary_distance_atr": 3.073171, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.877292, + "range_504_ratio": 2.40438, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.000618, + "hold30_r": 2.260163 + }, + { + "symbol": "VZ", + "date": "2026-04-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.717489, + "strategy_rank": 65.562645, + "production_rank": 70.614259, + "structural_overlay_pass": false, + "structural_overlay_score": 67.083547, + "structural_overlay_rr": 1.835256, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 10, + "rr": 1.997378, + "primary_prob": 29.5, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 67, + "primary_distance_atr": 2.996066, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 1.584226, + "range_504_ratio": 4.875518, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.054895, + "hold30_r": -1.0 + }, + { + "symbol": "WMB", + "date": "2026-04-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.269058, + "strategy_rank": 59.544046, + "production_rank": 66.452383, + "structural_overlay_pass": false, + "structural_overlay_score": 63.129764, + "structural_overlay_rr": 1.504412, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.566867, + "primary_prob": 22.62, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.350301, + "raw_level_count": 91, + "gate_level_count": 91, + "range_504_log": 0.712721, + "range_504_ratio": 2.039533, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.507669, + "hold30_r": -0.008267 + }, + { + "symbol": "WMT", + "date": "2026-04-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.753363, + "strategy_rank": 66.139435, + "production_rank": 72.344078, + "structural_overlay_pass": false, + "structural_overlay_score": 68.726874, + "structural_overlay_rr": 1.759473, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.759473, + "primary_prob": 13.03, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.639209, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 0.833009, + "range_504_ratio": 2.300231, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.696236, + "hold30_r": -1.0 + }, + { + "symbol": "XOM", + "date": "2026-04-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.93722, + "strategy_rank": 73.579544, + "production_rank": 80.032102, + "structural_overlay_pass": false, + "structural_overlay_score": 76.030497, + "structural_overlay_rr": 1.738395, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.287547, + "primary_prob": 25.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.931321, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.589886, + "range_504_ratio": 1.803783, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.243886, + "hold30_r": 0.106068 + }, + { + "symbol": "GEV", + "date": "2026-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.421525, + "strategy_rank": 96.11453, + "production_rank": 96.550195, + "structural_overlay_pass": false, + "structural_overlay_score": 91.722685, + "structural_overlay_rr": 1.294996, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.941509, + "primary_prob": 46.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.412264, + "raw_level_count": 109, + "gate_level_count": 109, + "range_504_log": 2.142806, + "range_504_ratio": 8.523319, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.030859, + "hold30_r": -1.0 + }, + { + "symbol": "ADM", + "date": "2026-05-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.73743, + "strategy_rank": 78.160348, + "production_rank": 83.019376, + "structural_overlay_pass": false, + "structural_overlay_score": 78.868407, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.68048, + "primary_prob": 49.08, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 68, + "primary_distance_atr": 2.520721, + "raw_level_count": 61, + "gate_level_count": 61, + "range_504_log": 0.635515, + "range_504_ratio": 1.887994, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.63043, + "hold30_r": 0.574203 + }, + { + "symbol": "AES", + "date": "2026-05-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.363128, + "strategy_rank": 81.058538, + "production_rank": 82.493401, + "structural_overlay_pass": false, + "structural_overlay_score": 78.368731, + "structural_overlay_rr": 1.534413, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.572874, + "primary_prob": 35.91, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 60, + "primary_distance_atr": 2.359312, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 0.85347, + "range_504_ratio": 2.34778, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.380162, + "hold30_r": 2.42915 + }, + { + "symbol": "AKAM", + "date": "2026-05-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.039106, + "strategy_rank": 89.154799, + "production_rank": 88.449568, + "structural_overlay_pass": false, + "structural_overlay_score": 84.02709, + "structural_overlay_rr": 1.760744, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.827066, + "primary_prob": 31.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 67, + "primary_distance_atr": 2.740599, + "raw_level_count": 44, + "gate_level_count": 44, + "range_504_log": 0.584506, + "range_504_ratio": 1.794105, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.797001, + "hold30_r": 3.77018 + }, + { + "symbol": "ALB", + "date": "2026-05-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.877095, + "strategy_rank": 97.443732, + "production_rank": 97.588187, + "structural_overlay_pass": false, + "structural_overlay_score": 92.708777, + "structural_overlay_rr": 1.609976, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.610684, + "primary_prob": 50.25, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 85, + "primary_distance_atr": 2.416026, + "raw_level_count": 135, + "gate_level_count": 135, + "range_504_log": 1.473371, + "range_504_ratio": 4.363923, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.586143, + "hold30_r": -1.0 + }, + { + "symbol": "AMAT", + "date": "2026-05-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.201117, + "strategy_rank": 93.762187, + "production_rank": 94.575164, + "structural_overlay_pass": false, + "structural_overlay_score": 89.846405, + "structural_overlay_rr": 0.771329, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.716851, + "primary_prob": 54.58, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.075276, + "raw_level_count": 127, + "gate_level_count": 127, + "range_504_log": 1.22329, + "range_504_ratio": 3.39835, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.681582, + "hold30_r": 7.968262 + }, + { + "symbol": "APA", + "date": "2026-05-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.435754, + "strategy_rank": 94.557202, + "production_rank": 95.850053, + "structural_overlay_pass": false, + "structural_overlay_score": 91.05755, + "structural_overlay_rr": 0.853877, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.756872, + "primary_prob": 37.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.635307, + "raw_level_count": 99, + "gate_level_count": 99, + "range_504_log": 1.21233, + "range_504_ratio": 3.361307, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.031752, + "hold30_r": -1.0 + }, + { + "symbol": "APH", + "date": "2026-05-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.692737, + "strategy_rank": 85.338428, + "production_rank": 85.123198, + "structural_overlay_pass": false, + "structural_overlay_score": 80.867038, + "structural_overlay_rr": 1.694235, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.518924, + "primary_prob": 36.29, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.278386, + "raw_level_count": 112, + "gate_level_count": 112, + "range_504_log": 1.115091, + "range_504_ratio": 3.049845, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.033445, + "hold30_r": -1.0 + }, + { + "symbol": "BIIB", + "date": "2026-05-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.26257, + "strategy_rank": 79.946675, + "production_rank": 82.385307, + "structural_overlay_pass": false, + "structural_overlay_score": 78.266041, + "structural_overlay_rr": 1.56779, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.742645, + "primary_prob": 48.09, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 79, + "primary_distance_atr": 2.613968, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 0.771472, + "range_504_ratio": 2.162948, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.700516, + "hold30_r": 0.945164 + }, + { + "symbol": "C", + "date": "2026-05-04", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.815642, + "strategy_rank": 76.824461, + "production_rank": 80.154855, + "structural_overlay_pass": false, + "structural_overlay_score": 76.147112, + "structural_overlay_rr": 2.012374, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.012374, + "primary_prob": 24.31, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 3.018561, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 0.927552, + "range_504_ratio": 2.528312, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.052343, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2026-05-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.178771, + "strategy_rank": 75.394705, + "production_rank": 80.989394, + "structural_overlay_pass": false, + "structural_overlay_score": 76.939924, + "structural_overlay_rr": 1.653956, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.090647, + "primary_prob": 28.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 3.13597, + "raw_level_count": 126, + "gate_level_count": 126, + "range_504_log": 0.919184, + "range_504_ratio": 2.507245, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.045563, + "hold30_r": -1.0 + }, + { + "symbol": "CF", + "date": "2026-05-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.759777, + "strategy_rank": 93.517797, + "production_rank": 94.598457, + "structural_overlay_pass": false, + "structural_overlay_score": 89.868534, + "structural_overlay_rr": 1.451257, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.949738, + "primary_prob": 31.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.424608, + "raw_level_count": 75, + "gate_level_count": 75, + "range_504_log": 0.745791, + "range_504_ratio": 2.108108, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.320327, + "hold30_r": -1.292721 + }, + { + "symbol": "CFG", + "date": "2026-05-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.921788, + "strategy_rank": 70.41281, + "production_rank": 75.582469, + "structural_overlay_pass": false, + "structural_overlay_score": 71.803346, + "structural_overlay_rr": 0.969434, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.804604, + "primary_prob": 44.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.206906, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 0.746746, + "range_504_ratio": 2.110123, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.748004, + "hold30_r": -1.0 + }, + { + "symbol": "CHRW", + "date": "2026-05-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.642458, + "strategy_rank": 90.528316, + "production_rank": 92.23303, + "structural_overlay_pass": false, + "structural_overlay_score": 87.621379, + "structural_overlay_rr": 1.8259, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.918544, + "primary_prob": 37.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.377816, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 1.064101, + "range_504_ratio": 2.898233, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.887495, + "hold30_r": -1.0 + }, + { + "symbol": "COHR", + "date": "2026-05-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.659218, + "strategy_rank": 98.69356, + "production_rank": 98.682112, + "structural_overlay_pass": false, + "structural_overlay_score": 93.748007, + "structural_overlay_rr": 1.004339, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.786739, + "primary_prob": 51.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.180109, + "raw_level_count": 157, + "gate_level_count": 157, + "range_504_log": 2.07988, + "range_504_ratio": 8.00351, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.767112, + "hold30_r": 1.574234 + }, + { + "symbol": "COP", + "date": "2026-05-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.497207, + "strategy_rank": 78.567777, + "production_rank": 82.21092, + "structural_overlay_pass": false, + "structural_overlay_score": 78.100374, + "structural_overlay_rr": 1.878755, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.562469, + "primary_prob": 20.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.343704, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.531173, + "range_504_ratio": 1.700926, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.234188, + "hold30_r": -1.191364 + }, + { + "symbol": "CRL", + "date": "2026-05-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.787709, + "strategy_rank": 82.468788, + "production_rank": 82.241762, + "structural_overlay_pass": false, + "structural_overlay_score": 78.129674, + "structural_overlay_rr": 1.794561, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.830067, + "primary_prob": 31.77, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 91, + "primary_distance_atr": 2.745101, + "raw_level_count": 102, + "gate_level_count": 102, + "range_504_log": 1.017649, + "range_504_ratio": 2.766683, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.798158, + "hold30_r": -1.0 + }, + { + "symbol": "CSX", + "date": "2026-05-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.910615, + "strategy_rank": 62.717363, + "production_rank": 69.78178, + "structural_overlay_pass": false, + "structural_overlay_score": 66.292691, + "structural_overlay_rr": 1.333042, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.955128, + "primary_prob": 45.99, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.432692, + "raw_level_count": 34, + "gate_level_count": 34, + "range_504_log": 0.574066, + "range_504_ratio": 1.775471, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.889977, + "hold30_r": 1.587995 + }, + { + "symbol": "CTVA", + "date": "2026-05-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.139665, + "strategy_rank": 62.808468, + "production_rank": 70.2522, + "structural_overlay_pass": false, + "structural_overlay_score": 66.73959, + "structural_overlay_rr": 1.402241, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.076135, + "primary_prob": 28.0, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.614202, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.537813, + "range_504_ratio": 1.712258, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.062476, + "hold30_r": -1.0 + }, + { + "symbol": "CVX", + "date": "2026-05-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.173184, + "strategy_rank": 69.707517, + "production_rank": 76.862739, + "structural_overlay_pass": false, + "structural_overlay_score": 73.019602, + "structural_overlay_rr": 0.763035, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.735111, + "primary_prob": 14.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.602667, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.486183, + "range_504_ratio": 1.626098, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.050202, + "hold30_r": -1.0 + }, + { + "symbol": "DELL", + "date": "2026-05-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.631285, + "strategy_rank": 94.204107, + "production_rank": 94.013166, + "structural_overlay_pass": false, + "structural_overlay_score": 89.312508, + "structural_overlay_rr": 0.698075, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.747845, + "primary_prob": 52.93, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.121768, + "raw_level_count": 145, + "gate_level_count": 145, + "range_504_log": 1.207063, + "range_504_ratio": 3.343649, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.715741, + "hold30_r": 14.595872 + }, + { + "symbol": "DG", + "date": "2026-05-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.916201, + "strategy_rank": 82.652043, + "production_rank": 83.406762, + "structural_overlay_pass": false, + "structural_overlay_score": 79.236424, + "structural_overlay_rr": 2.105636, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.831308, + "primary_prob": 31.76, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.746962, + "raw_level_count": 109, + "gate_level_count": 109, + "range_504_log": 0.867901, + "range_504_ratio": 2.381906, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.039136, + "hold30_r": -1.0 + }, + { + "symbol": "DOW", + "date": "2026-05-04", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.564246, + "strategy_rank": 82.947815, + "production_rank": 82.486625, + "structural_overlay_pass": true, + "structural_overlay_score": 83.362294, + "structural_overlay_rr": 2.054031, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.152554, + "primary_prob": 41.82, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 96.0, + "primary_rejection_count": 27, + "primary_distance_atr": 3.228831, + "raw_level_count": 93, + "gate_level_count": 93, + "range_504_log": 1.081878, + "range_504_ratio": 2.950215, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.028888, + "hold30_r": -1.0 + }, + { + "symbol": "DVN", + "date": "2026-05-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.96648, + "strategy_rank": 82.833393, + "production_rank": 86.544422, + "structural_overlay_pass": false, + "structural_overlay_score": 82.217201, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.980959, + "primary_prob": 44.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.971439, + "raw_level_count": 100, + "gate_level_count": 100, + "range_504_log": 0.71379, + "range_504_ratio": 2.041715, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.591873, + "hold30_r": -1.549621 + }, + { + "symbol": "EIX", + "date": "2026-05-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.240223, + "strategy_rank": 64.622671, + "production_rank": 70.828522, + "structural_overlay_pass": false, + "structural_overlay_score": 67.287096, + "structural_overlay_rr": 2.124998, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.186449, + "primary_prob": 27.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 3.279673, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.620489, + "range_504_ratio": 1.859837, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.052574, + "hold30_r": -1.0 + }, + { + "symbol": "EOG", + "date": "2026-05-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.687151, + "strategy_rank": 69.918798, + "production_rank": 74.508249, + "structural_overlay_pass": false, + "structural_overlay_score": 70.782837, + "structural_overlay_rr": 1.760391, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 9, + "rr": 1.094668, + "primary_prob": 43.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.642002, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.402044, + "range_504_ratio": 1.494878, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.048594, + "hold30_r": -1.0 + }, + { + "symbol": "FCX", + "date": "2026-05-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.821229, + "strategy_rank": 87.662151, + "production_rank": 87.715177, + "structural_overlay_pass": false, + "structural_overlay_score": 83.329418, + "structural_overlay_rr": 1.819261, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.934327, + "primary_prob": 32.66, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 7.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.40149, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.942199, + "range_504_ratio": 2.565618, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.90572, + "hold30_r": 3.752751 + }, + { + "symbol": "FDX", + "date": "2026-05-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.843575, + "strategy_rank": 78.43766, + "production_rank": 82.906298, + "structural_overlay_pass": false, + "structural_overlay_score": 78.760984, + "structural_overlay_rr": 1.905883, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.715719, + "primary_prob": 41.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.073579, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.732112, + "range_504_ratio": 2.079467, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.677103, + "hold30_r": -1.769453 + }, + { + "symbol": "FSLR", + "date": "2026-05-04", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.167598, + "strategy_rank": 91.210964, + "production_rank": 90.863175, + "structural_overlay_pass": false, + "structural_overlay_score": 86.320016, + "structural_overlay_rr": 1.713182, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.07299, + "primary_prob": 43.56, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 3.109486, + "raw_level_count": 123, + "gate_level_count": 123, + "range_504_log": 0.96767, + "range_504_ratio": 2.631806, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.043281, + "hold30_r": 3.722247 + }, + { + "symbol": "GLW", + "date": "2026-05-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.212291, + "strategy_rank": 97.54459, + "production_rank": 97.767157, + "structural_overlay_pass": false, + "structural_overlay_score": 92.878799, + "structural_overlay_rr": 1.174633, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.0933, + "primary_prob": 42.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.639951, + "raw_level_count": 105, + "gate_level_count": 105, + "range_504_log": 1.696185, + "range_504_ratio": 5.453106, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.070402, + "hold30_r": 1.249732 + }, + { + "symbol": "GM", + "date": "2026-05-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.72067, + "strategy_rank": 78.99176, + "production_rank": 82.568064, + "structural_overlay_pass": false, + "structural_overlay_score": 78.43966, + "structural_overlay_rr": 2.298596, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.907142, + "primary_prob": 30.69, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.860713, + "raw_level_count": 99, + "gate_level_count": 99, + "range_504_log": 0.810474, + "range_504_ratio": 2.248973, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.055548, + "hold30_r": -1.011297 + }, + { + "symbol": "GNRC", + "date": "2026-05-04", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.944134, + "strategy_rank": 91.322098, + "production_rank": 90.862777, + "structural_overlay_pass": false, + "structural_overlay_score": 86.319638, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 2.620386, + "primary_prob": 25.66, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 38.0, + "primary_rejection_count": 20, + "primary_distance_atr": 3.930579, + "raw_level_count": 129, + "gate_level_count": 129, + "range_504_log": 0.967614, + "range_504_ratio": 2.631657, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.033618, + "hold30_r": -1.0 + }, + { + "symbol": "GS", + "date": "2026-05-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.558659, + "strategy_rank": 71.942901, + "production_rank": 74.81482, + "structural_overlay_pass": false, + "structural_overlay_score": 71.074079, + "structural_overlay_rr": 0.693119, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.286465, + "primary_prob": 33.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 59.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.929697, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 0.839801, + "range_504_ratio": 2.315906, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.237017, + "hold30_r": 5.129447 + }, + { + "symbol": "HAL", + "date": "2026-05-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.424581, + "strategy_rank": 84.721287, + "production_rank": 88.622385, + "structural_overlay_pass": false, + "structural_overlay_score": 84.191266, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.034667, + "primary_prob": 43.58, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.552, + "raw_level_count": 65, + "gate_level_count": 65, + "range_504_log": 0.81897, + "range_504_ratio": 2.268162, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.044779, + "hold30_r": -1.0 + }, + { + "symbol": "HAS", + "date": "2026-05-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.340782, + "strategy_rank": 71.687711, + "production_rank": 74.905402, + "structural_overlay_pass": false, + "structural_overlay_score": 71.160132, + "structural_overlay_rr": 1.668473, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.343033, + "primary_prob": 40.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 70, + "primary_distance_atr": 2.01455, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.780822, + "range_504_ratio": 2.183265, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.127192, + "hold30_r": -1.08604 + }, + { + "symbol": "HCA", + "date": "2026-05-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.592179, + "strategy_rank": 75.564358, + "production_rank": 79.240298, + "structural_overlay_pass": false, + "structural_overlay_score": 75.278283, + "structural_overlay_rr": 2.053934, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.603624, + "primary_prob": 35.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.405436, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 0.651891, + "range_504_ratio": 1.919167, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.039163, + "hold30_r": -1.0 + }, + { + "symbol": "HII", + "date": "2026-05-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.189944, + "strategy_rank": 87.471422, + "production_rank": 89.71093, + "structural_overlay_pass": false, + "structural_overlay_score": 85.225383, + "structural_overlay_rr": 2.934518, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.073553, + "primary_prob": 21.15, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 63.0, + "primary_rejection_count": 26, + "primary_distance_atr": 3.110329, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 1.063077, + "range_504_ratio": 2.895267, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.423299, + "hold30_r": -1.383465 + }, + { + "symbol": "HSY", + "date": "2026-05-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.458101, + "strategy_rank": 69.52669, + "production_rank": 73.83716, + "structural_overlay_pass": false, + "structural_overlay_score": 70.145302, + "structural_overlay_rr": 2.011036, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 3.051322, + "primary_prob": 19.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 157, + "primary_distance_atr": 4.576983, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.535899, + "range_504_ratio": 1.708985, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.04899, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2026-05-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.715084, + "strategy_rank": 78.22096, + "production_rank": 81.719001, + "structural_overlay_pass": false, + "structural_overlay_score": 77.633051, + "structural_overlay_rr": 1.670342, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.823995, + "primary_prob": 36.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.235992, + "raw_level_count": 160, + "gate_level_count": 160, + "range_504_log": 1.393164, + "range_504_ratio": 4.027573, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.782921, + "hold30_r": 3.231721 + }, + { + "symbol": "INCY", + "date": "2026-05-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.268156, + "strategy_rank": 80.717475, + "production_rank": 83.234369, + "structural_overlay_pass": false, + "structural_overlay_score": 79.072651, + "structural_overlay_rr": 2.204176, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.464983, + "primary_prob": 37.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.197475, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.80209, + "range_504_ratio": 2.230198, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.043037, + "hold30_r": -1.0 + }, + { + "symbol": "IVZ", + "date": "2026-05-04", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.486034, + "strategy_rank": 81.440892, + "production_rank": 83.455939, + "structural_overlay_pass": false, + "structural_overlay_score": 79.283142, + "structural_overlay_rr": 2.346424, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.325783, + "primary_prob": 22.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 8, + "primary_distance_atr": 3.488674, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.937107, + "range_504_ratio": 2.552586, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.286261, + "hold30_r": 2.398027 + }, + { + "symbol": "JBHT", + "date": "2026-05-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.837989, + "strategy_rank": 79.372545, + "production_rank": 83.19436, + "structural_overlay_pass": false, + "structural_overlay_score": 79.034642, + "structural_overlay_rr": 1.543566, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.677967, + "primary_prob": 56.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.01695, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.735405, + "range_504_ratio": 2.086326, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.636723, + "hold30_r": 3.588965 + }, + { + "symbol": "JNJ", + "date": "2026-05-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.407821, + "strategy_rank": 65.887147, + "production_rank": 75.060705, + "structural_overlay_pass": false, + "structural_overlay_score": 71.30767, + "structural_overlay_rr": 1.120823, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.200753, + "primary_prob": 31.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.801129, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.58179, + "range_504_ratio": 1.789238, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.131882, + "hold30_r": 1.686442 + }, + { + "symbol": "KLAC", + "date": "2026-05-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.865922, + "strategy_rank": 94.229891, + "production_rank": 94.775235, + "structural_overlay_pass": false, + "structural_overlay_score": 90.036473, + "structural_overlay_rr": 0.759073, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.754902, + "primary_prob": 38.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.132353, + "raw_level_count": 144, + "gate_level_count": 144, + "range_504_log": 1.257855, + "range_504_ratio": 3.517867, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.724362, + "hold30_r": 5.882353 + }, + { + "symbol": "KMI", + "date": "2026-05-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.111732, + "strategy_rank": 58.854132, + "production_rank": 65.939999, + "structural_overlay_pass": false, + "structural_overlay_score": 62.642999, + "structural_overlay_rr": 0.713593, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.515549, + "primary_prob": 18.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.273324, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.649921, + "range_504_ratio": 1.915389, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.205285, + "hold30_r": -1.149573 + }, + { + "symbol": "LHX", + "date": "2026-05-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.513966, + "strategy_rank": 77.669476, + "production_rank": 82.617639, + "structural_overlay_pass": false, + "structural_overlay_score": 78.486757, + "structural_overlay_rr": 2.342733, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.316725, + "primary_prob": 23.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.975088, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.674986, + "range_504_ratio": 1.964006, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.044804, + "hold30_r": 0.132834 + }, + { + "symbol": "LMT", + "date": "2026-05-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.469274, + "strategy_rank": 72.17197, + "production_rank": 76.271071, + "structural_overlay_pass": false, + "structural_overlay_score": 72.457518, + "structural_overlay_rr": 0.860278, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.933026, + "primary_prob": 23.14, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 64.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.899539, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.523161, + "range_504_ratio": 1.687352, + "range_factor_pass": false, + "outcome": "expired", + "net_r": -0.043894, + "hold30_r": 0.753947 + }, + { + "symbol": "LVS", + "date": "2026-05-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.463687, + "strategy_rank": 78.257357, + "production_rank": 79.9928, + "structural_overlay_pass": false, + "structural_overlay_score": 75.99316, + "structural_overlay_rr": 1.82998, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.537137, + "primary_prob": 36.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 115, + "primary_distance_atr": 2.305706, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 0.847788, + "range_504_ratio": 2.334476, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.039416, + "hold30_r": -1.0 + }, + { + "symbol": "LYB", + "date": "2026-05-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.698324, + "strategy_rank": 86.911904, + "production_rank": 86.507377, + "structural_overlay_pass": false, + "structural_overlay_score": 82.182008, + "structural_overlay_rr": 1.501858, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.572403, + "primary_prob": 35.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.358605, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.945396, + "range_504_ratio": 2.573834, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.029736, + "hold30_r": -1.0 + }, + { + "symbol": "MCK", + "date": "2026-05-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.01676, + "strategy_rank": 74.800695, + "production_rank": 77.539383, + "structural_overlay_pass": false, + "structural_overlay_score": 73.662414, + "structural_overlay_rr": 1.502166, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.469566, + "primary_prob": 37.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.204349, + "raw_level_count": 138, + "gate_level_count": 138, + "range_504_log": 0.765976, + "range_504_ratio": 2.151093, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.187993, + "hold30_r": -1.128871 + }, + { + "symbol": "MPWR", + "date": "2026-05-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.49162, + "strategy_rank": 88.064535, + "production_rank": 88.206897, + "structural_overlay_pass": false, + "structural_overlay_score": 83.796552, + "structural_overlay_rr": 0.91164, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.940983, + "primary_prob": 46.04, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.411475, + "raw_level_count": 127, + "gate_level_count": 127, + "range_504_log": 1.33147, + "range_504_ratio": 3.786606, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.907523, + "hold30_r": -1.0 + }, + { + "symbol": "MRK", + "date": "2026-05-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.044693, + "strategy_rank": 72.099512, + "production_rank": 77.414572, + "structural_overlay_pass": false, + "structural_overlay_score": 73.543844, + "structural_overlay_rr": 1.539123, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.571009, + "primary_prob": 35.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.356514, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.607833, + "range_504_ratio": 1.836448, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.523554, + "hold30_r": 0.432138 + }, + { + "symbol": "MRNA", + "date": "2026-05-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.52514, + "strategy_rank": 95.431812, + "production_rank": 95.129588, + "structural_overlay_pass": false, + "structural_overlay_score": 90.373108, + "structural_overlay_rr": 1.601527, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.536457, + "primary_prob": 26.77, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 51.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.304685, + "raw_level_count": 186, + "gate_level_count": 186, + "range_504_log": 2.03487, + "range_504_ratio": 7.651257, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.514827, + "hold30_r": 1.851979 + }, + { + "symbol": "NEM", + "date": "2026-05-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.541899, + "strategy_rank": 95.336186, + "production_rank": 96.071424, + "structural_overlay_pass": false, + "structural_overlay_score": 91.267852, + "structural_overlay_rr": 1.869109, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.759611, + "primary_prob": 21.43, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.639417, + "raw_level_count": 114, + "gate_level_count": 114, + "range_504_log": 1.297259, + "range_504_ratio": 3.659251, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.728773, + "hold30_r": -1.0 + }, + { + "symbol": "NOC", + "date": "2026-05-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.50838, + "strategy_rank": 77.90202, + "production_rank": 82.437473, + "structural_overlay_pass": false, + "structural_overlay_score": 78.315599, + "structural_overlay_rr": 0.730672, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.369217, + "primary_prob": 25.27, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.053826, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.614656, + "range_504_ratio": 1.849021, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.045681, + "hold30_r": -1.0 + }, + { + "symbol": "NTRS", + "date": "2026-05-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.005587, + "strategy_rank": 68.309262, + "production_rank": 72.54137, + "structural_overlay_pass": false, + "structural_overlay_score": 68.914302, + "structural_overlay_rr": 1.880451, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.258588, + "primary_prob": 38.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.887881, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.776405, + "range_504_ratio": 2.173643, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.207821, + "hold30_r": 2.140991 + }, + { + "symbol": "ON", + "date": "2026-05-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.011173, + "strategy_rank": 84.197119, + "production_rank": 83.46847, + "structural_overlay_pass": false, + "structural_overlay_score": 79.295047, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.241318, + "primary_prob": 37.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.861977, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 1.218684, + "range_504_ratio": 3.382732, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.034692, + "hold30_r": -1.0 + }, + { + "symbol": "OXY", + "date": "2026-05-04", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.860335, + "strategy_rank": 86.870462, + "production_rank": 89.533753, + "structural_overlay_pass": false, + "structural_overlay_score": 85.057065, + "structural_overlay_rr": 1.788729, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.45361, + "primary_prob": 24.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 85, + "primary_distance_atr": 3.680415, + "raw_level_count": 86, + "gate_level_count": 86, + "range_504_log": 0.672818, + "range_504_ratio": 1.959753, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.581139, + "hold30_r": -1.542008 + }, + { + "symbol": "PH", + "date": "2026-05-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.793296, + "strategy_rank": 70.363334, + "production_rank": 74.506655, + "structural_overlay_pass": false, + "structural_overlay_score": 70.781322, + "structural_overlay_rr": 2.027944, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.598522, + "primary_prob": 26.86, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 57.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.397783, + "raw_level_count": 121, + "gate_level_count": 121, + "range_504_log": 0.750881, + "range_504_ratio": 2.118866, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.038398, + "hold30_r": -1.0 + }, + { + "symbol": "PSX", + "date": "2026-05-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.083799, + "strategy_rank": 83.849629, + "production_rank": 87.594352, + "structural_overlay_pass": false, + "structural_overlay_score": 83.214635, + "structural_overlay_rr": 1.351367, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.018836, + "primary_prob": 44.05, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.528254, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 0.73926, + "range_504_ratio": 2.094385, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.187507, + "hold30_r": -1.146895 + }, + { + "symbol": "RL", + "date": "2026-05-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.782123, + "strategy_rank": 74.139459, + "production_rank": 76.35368, + "structural_overlay_pass": false, + "structural_overlay_score": 72.535996, + "structural_overlay_rr": 1.947132, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.814958, + "primary_prob": 55.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 1.222437, + "raw_level_count": 122, + "gate_level_count": 122, + "range_504_log": 0.925253, + "range_504_ratio": 2.522506, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.773102, + "hold30_r": -1.0 + }, + { + "symbol": "ROST", + "date": "2026-05-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.050279, + "strategy_rank": 67.753256, + "production_rank": 74.852264, + "structural_overlay_pass": false, + "structural_overlay_score": 71.10965, + "structural_overlay_rr": 0.667673, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.706008, + "primary_prob": 39.83, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.059012, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 0.633023, + "range_504_ratio": 1.883295, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.633804, + "hold30_r": -1.0 + }, + { + "symbol": "RTX", + "date": "2026-05-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.502793, + "strategy_rank": 70.375367, + "production_rank": 77.084509, + "structural_overlay_pass": false, + "structural_overlay_score": 73.230283, + "structural_overlay_rr": 2.929365, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.689688, + "primary_prob": 48.52, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.034532, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 0.772473, + "range_504_ratio": 2.165114, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.642274, + "hold30_r": 1.901785 + }, + { + "symbol": "SATS", + "date": "2026-05-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.664804, + "strategy_rank": 98.193457, + "production_rank": 98.683906, + "structural_overlay_pass": false, + "structural_overlay_score": 93.749711, + "structural_overlay_rr": 1.050513, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.845646, + "primary_prob": 37.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.268469, + "raw_level_count": 139, + "gate_level_count": 139, + "range_504_log": 2.255959, + "range_504_ratio": 9.544444, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.818533, + "hold30_r": -1.0 + }, + { + "symbol": "SLB", + "date": "2026-05-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.256983, + "strategy_rank": 81.115674, + "production_rank": 82.829444, + "structural_overlay_pass": false, + "structural_overlay_score": 78.687972, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.670817, + "primary_prob": 34.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.506225, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.609025, + "range_504_ratio": 1.838637, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.042361, + "hold30_r": -1.0 + }, + { + "symbol": "SRE", + "date": "2026-05-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.335196, + "strategy_rank": 58.40855, + "production_rank": 65.717432, + "structural_overlay_pass": false, + "structural_overlay_score": 62.43156, + "structural_overlay_rr": 1.745658, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.745658, + "primary_prob": 13.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.618487, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.489986, + "range_504_ratio": 1.632294, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.067316, + "hold30_r": -1.0 + }, + { + "symbol": "TER", + "date": "2026-05-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.994413, + "strategy_rank": 98.493414, + "production_rank": 98.660414, + "structural_overlay_pass": false, + "structural_overlay_score": 93.727393, + "structural_overlay_rr": 0.990297, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.03094, + "primary_prob": 29.09, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.54641, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 1.859102, + "range_504_ratio": 6.417972, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.011374, + "hold30_r": 2.084783 + }, + { + "symbol": "TPR", + "date": "2026-05-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.307263, + "strategy_rank": 89.156555, + "production_rank": 91.206791, + "structural_overlay_pass": false, + "structural_overlay_score": 86.646452, + "structural_overlay_rr": 1.802645, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.777604, + "primary_prob": 42.57, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.166407, + "raw_level_count": 118, + "gate_level_count": 118, + "range_504_log": 1.525513, + "range_504_ratio": 4.597502, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.736071, + "hold30_r": -1.0 + }, + { + "symbol": "ULTA", + "date": "2026-05-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.234637, + "strategy_rank": 79.403711, + "production_rank": 80.347353, + "structural_overlay_pass": false, + "structural_overlay_score": 76.329985, + "structural_overlay_rr": 1.670729, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.536199, + "primary_prob": 29.37, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 64.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.304298, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.838867, + "range_504_ratio": 2.313744, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.042622, + "hold30_r": -1.0 + }, + { + "symbol": "VTRS", + "date": "2026-05-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.273743, + "strategy_rank": 81.488276, + "production_rank": 84.083431, + "structural_overlay_pass": false, + "structural_overlay_score": 79.87926, + "structural_overlay_rr": 1.435534, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.46724, + "primary_prob": 36.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.20086, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.877292, + "range_504_ratio": 2.40438, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.415971, + "hold30_r": 1.416646 + }, + { + "symbol": "WMT", + "date": "2026-05-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.134078, + "strategy_rank": 66.452383, + "production_rank": 72.346282, + "structural_overlay_pass": false, + "structural_overlay_score": 68.728967, + "structural_overlay_rr": 1.067685, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.067685, + "primary_prob": 42.44, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.601528, + "raw_level_count": 89, + "gate_level_count": 89, + "range_504_log": 0.832583, + "range_504_ratio": 2.299249, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.003854, + "hold30_r": -1.450191 + }, + { + "symbol": "XOM", + "date": "2026-05-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.072626, + "strategy_rank": 74.247828, + "production_rank": 80.522761, + "structural_overlay_pass": false, + "structural_overlay_score": 76.496623, + "structural_overlay_rr": 0.939119, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.025902, + "primary_prob": 9.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 3.038854, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.589886, + "range_504_ratio": 1.803783, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.072667, + "hold30_r": -1.026856 + }, + { + "symbol": "GEV", + "date": "2026-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.98324, + "strategy_rank": 95.881579, + "production_rank": 96.2488, + "structural_overlay_pass": false, + "structural_overlay_score": 91.43636, + "structural_overlay_rr": 1.279144, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.904598, + "primary_prob": 47.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.356897, + "raw_level_count": 109, + "gate_level_count": 109, + "range_504_log": 2.068155, + "range_504_ratio": 7.910216, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.032933, + "hold30_r": -1.0 + }, + { + "symbol": "WBD", + "date": "2026-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.882682, + "strategy_rank": 75.639282, + "production_rank": 83.387082, + "structural_overlay_pass": false, + "structural_overlay_score": 79.217728, + "structural_overlay_rr": 1.014254, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.349837, + "primary_prob": 40.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.024756, + "raw_level_count": 111, + "gate_level_count": 111, + "range_504_log": 1.508085, + "range_504_ratio": 4.518072, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.136134, + "hold30_r": -1.0 + }, + { + "symbol": "ADM", + "date": "2026-05-11", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.857798, + "strategy_rank": 76.197602, + "production_rank": 81.417667, + "structural_overlay_pass": false, + "structural_overlay_score": 77.346784, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 2.143232, + "primary_prob": 42.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 69, + "primary_distance_atr": 3.214849, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.690582, + "range_504_ratio": 1.994876, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.045111, + "hold30_r": -1.0 + }, + { + "symbol": "AEP", + "date": "2026-05-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.43578, + "strategy_rank": 61.039332, + "production_rank": 69.171481, + "structural_overlay_pass": false, + "structural_overlay_score": 65.712907, + "structural_overlay_rr": 1.208983, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.185456, + "primary_prob": 35.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.778183, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.484101, + "range_504_ratio": 1.622716, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.079179, + "hold30_r": -1.009291 + }, + { + "symbol": "ALB", + "date": "2026-05-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.165138, + "strategy_rank": 97.687025, + "production_rank": 97.846396, + "structural_overlay_pass": false, + "structural_overlay_score": 92.954076, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.632813, + "primary_prob": 49.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 74, + "primary_distance_atr": 2.44922, + "raw_level_count": 135, + "gate_level_count": 135, + "range_504_log": 1.497599, + "range_504_ratio": 4.470942, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.023549, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2026-05-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.110092, + "strategy_rank": 85.59135, + "production_rank": 84.430931, + "structural_overlay_pass": false, + "structural_overlay_score": 80.209384, + "structural_overlay_rr": 2.145394, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.016868, + "primary_prob": 36.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.525302, + "raw_level_count": 172, + "gate_level_count": 172, + "range_504_log": 1.107046, + "range_504_ratio": 3.025408, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.994383, + "hold30_r": 2.085651 + }, + { + "symbol": "APA", + "date": "2026-05-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.394495, + "strategy_rank": 94.624718, + "production_rank": 95.881311, + "structural_overlay_pass": false, + "structural_overlay_score": 91.087245, + "structural_overlay_rr": 0.843262, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.731589, + "primary_prob": 33.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 81, + "primary_distance_atr": 2.597384, + "raw_level_count": 99, + "gate_level_count": 99, + "range_504_log": 1.21233, + "range_504_ratio": 3.361307, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.704697, + "hold30_r": -1.044186 + }, + { + "symbol": "APH", + "date": "2026-05-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.270642, + "strategy_rank": 87.523735, + "production_rank": 87.439371, + "structural_overlay_pass": false, + "structural_overlay_score": 83.067402, + "structural_overlay_rr": 2.434334, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.645029, + "primary_prob": 34.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 54, + "primary_distance_atr": 2.467544, + "raw_level_count": 112, + "gate_level_count": 112, + "range_504_log": 1.115091, + "range_504_ratio": 3.049845, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.617906, + "hold30_r": 4.463712 + }, + { + "symbol": "BG", + "date": "2026-05-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.183486, + "strategy_rank": 76.777012, + "production_rank": 82.912503, + "structural_overlay_pass": false, + "structural_overlay_score": 78.766878, + "structural_overlay_rr": 0.833517, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.956522, + "primary_prob": 31.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.434783, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.686672, + "range_504_ratio": 1.987092, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.041243, + "hold30_r": -1.0 + }, + { + "symbol": "BIIB", + "date": "2026-05-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.614679, + "strategy_rank": 79.021704, + "production_rank": 81.886029, + "structural_overlay_pass": false, + "structural_overlay_score": 77.791727, + "structural_overlay_rr": 2.705258, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.569096, + "primary_prob": 50.98, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 75, + "primary_distance_atr": 2.353644, + "raw_level_count": 96, + "gate_level_count": 96, + "range_504_log": 0.771472, + "range_504_ratio": 2.162948, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.047834, + "hold30_r": -1.0 + }, + { + "symbol": "BKR", + "date": "2026-05-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.380734, + "strategy_rank": 83.929371, + "production_rank": 87.413159, + "structural_overlay_pass": false, + "structural_overlay_score": 83.042501, + "structural_overlay_rr": 1.84253, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.500041, + "primary_prob": 18.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.250062, + "raw_level_count": 91, + "gate_level_count": 91, + "range_504_log": 0.822609, + "range_504_ratio": 2.276431, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.042778, + "hold30_r": -1.0 + }, + { + "symbol": "C", + "date": "2026-05-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.582569, + "strategy_rank": 76.687798, + "production_rank": 79.986055, + "structural_overlay_pass": false, + "structural_overlay_score": 75.986752, + "structural_overlay_rr": 0.92977, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.870121, + "primary_prob": 35.4, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.305181, + "raw_level_count": 97, + "gate_level_count": 97, + "range_504_log": 0.927552, + "range_504_ratio": 2.528312, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.047302, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2026-05-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.119266, + "strategy_rank": 76.223486, + "production_rank": 81.855413, + "structural_overlay_pass": false, + "structural_overlay_score": 77.762642, + "structural_overlay_rr": 1.699596, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.101377, + "primary_prob": 28.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 3.152066, + "raw_level_count": 126, + "gate_level_count": 126, + "range_504_log": 0.919184, + "range_504_ratio": 2.507245, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.060391, + "hold30_r": 5.671871 + }, + { + "symbol": "CF", + "date": "2026-05-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.986239, + "strategy_rank": 93.761796, + "production_rank": 94.503277, + "structural_overlay_pass": false, + "structural_overlay_score": 89.778113, + "structural_overlay_rr": 1.549436, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.743282, + "primary_prob": 38.71, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 3.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.114923, + "raw_level_count": 76, + "gate_level_count": 76, + "range_504_log": 0.745791, + "range_504_ratio": 2.108108, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.02636, + "hold30_r": -1.0 + }, + { + "symbol": "CFG", + "date": "2026-05-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.206422, + "strategy_rank": 70.41021, + "production_rank": 75.34228, + "structural_overlay_pass": false, + "structural_overlay_score": 71.575166, + "structural_overlay_rr": 1.569565, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.36018, + "primary_prob": 30.86, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.04027, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 0.746746, + "range_504_ratio": 2.110123, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.052726, + "hold30_r": -1.0 + }, + { + "symbol": "CHRW", + "date": "2026-05-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.527523, + "strategy_rank": 89.87498, + "production_rank": 91.759161, + "structural_overlay_pass": false, + "structural_overlay_score": 87.171203, + "structural_overlay_rr": 1.796534, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.99765, + "primary_prob": 34.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.496476, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.956121, + "range_504_ratio": 2.601586, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.037065, + "hold30_r": -1.0 + }, + { + "symbol": "COP", + "date": "2026-05-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.105505, + "strategy_rank": 78.865282, + "production_rank": 82.278689, + "structural_overlay_pass": false, + "structural_overlay_score": 78.164755, + "structural_overlay_rr": 1.837207, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.548139, + "primary_prob": 36.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 75, + "primary_distance_atr": 2.322208, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.531173, + "range_504_ratio": 1.700926, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.506504, + "hold30_r": -1.026916 + }, + { + "symbol": "CSX", + "date": "2026-05-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.37156, + "strategy_rank": 62.474377, + "production_rank": 69.440105, + "structural_overlay_pass": false, + "structural_overlay_score": 65.9681, + "structural_overlay_rr": 0.724712, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.913706, + "primary_prob": 47.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.37056, + "raw_level_count": 35, + "gate_level_count": 35, + "range_504_log": 0.574066, + "range_504_ratio": 1.775471, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.844455, + "hold30_r": 1.021593 + }, + { + "symbol": "CVX", + "date": "2026-05-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.449541, + "strategy_rank": 68.68325, + "production_rank": 75.605347, + "structural_overlay_pass": false, + "structural_overlay_score": 71.82508, + "structural_overlay_rr": 1.794032, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.692837, + "primary_prob": 16.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.539255, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.486183, + "range_504_ratio": 1.626098, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.643314, + "hold30_r": -1.0 + }, + { + "symbol": "DG", + "date": "2026-05-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.651376, + "strategy_rank": 80.847392, + "production_rank": 81.115387, + "structural_overlay_pass": false, + "structural_overlay_score": 77.059617, + "structural_overlay_rr": 2.03083, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.634805, + "primary_prob": 34.84, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 56, + "primary_distance_atr": 2.452208, + "raw_level_count": 109, + "gate_level_count": 109, + "range_504_log": 0.867901, + "range_504_ratio": 2.381906, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.602337, + "hold30_r": 2.255995 + }, + { + "symbol": "DOW", + "date": "2026-05-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.568807, + "strategy_rank": 83.958165, + "production_rank": 83.495046, + "structural_overlay_pass": false, + "structural_overlay_score": 79.320294, + "structural_overlay_rr": 1.522102, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.849496, + "primary_prob": 20.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 96.0, + "primary_rejection_count": 27, + "primary_distance_atr": 4.274243, + "raw_level_count": 93, + "gate_level_count": 93, + "range_504_log": 1.081878, + "range_504_ratio": 2.950215, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.028076, + "hold30_r": -1.0 + }, + { + "symbol": "DVN", + "date": "2026-05-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.610092, + "strategy_rank": 85.975636, + "production_rank": 88.853788, + "structural_overlay_pass": false, + "structural_overlay_score": 84.411098, + "structural_overlay_rr": 1.599601, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.810743, + "primary_prob": 21.58, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 65, + "primary_distance_atr": 4.216114, + "raw_level_count": 100, + "gate_level_count": 100, + "range_504_log": 0.710948, + "range_504_ratio": 2.035921, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.035203, + "hold30_r": -1.0 + }, + { + "symbol": "EIX", + "date": "2026-05-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.142202, + "strategy_rank": 63.822398, + "production_rank": 70.262333, + "structural_overlay_pass": false, + "structural_overlay_score": 66.749216, + "structural_overlay_rr": 1.614277, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.679325, + "primary_prob": 34.1, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.518987, + "raw_level_count": 42, + "gate_level_count": 42, + "range_504_log": 0.620489, + "range_504_ratio": 1.859837, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.056996, + "hold30_r": -1.0 + }, + { + "symbol": "EOG", + "date": "2026-05-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.715596, + "strategy_rank": 71.732346, + "production_rank": 75.726763, + "structural_overlay_pass": false, + "structural_overlay_score": 71.940425, + "structural_overlay_rr": 1.58091, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 9, + "rr": 1.438396, + "primary_prob": 27.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.157594, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.402044, + "range_504_ratio": 1.494878, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.394213, + "hold30_r": 0.188914 + }, + { + "symbol": "ETR", + "date": "2026-05-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.238532, + "strategy_rank": 64.104115, + "production_rank": 71.482254, + "structural_overlay_pass": false, + "structural_overlay_score": 67.908142, + "structural_overlay_rr": 1.349127, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.749854, + "primary_prob": 41.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.124781, + "raw_level_count": 67, + "gate_level_count": 67, + "range_504_log": 0.82186, + "range_504_ratio": 2.274726, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.059972, + "hold30_r": -1.0 + }, + { + "symbol": "FANG", + "date": "2026-05-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.678899, + "strategy_rank": 79.060944, + "production_rank": 82.600262, + "structural_overlay_pass": false, + "structural_overlay_score": 78.470249, + "structural_overlay_rr": 0.828353, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.210727, + "primary_prob": 31.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.81609, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.632158, + "range_504_ratio": 1.881667, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.172993, + "hold30_r": -1.25425 + }, + { + "symbol": "FCX", + "date": "2026-05-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.252294, + "strategy_rank": 89.473748, + "production_rank": 89.733263, + "structural_overlay_pass": false, + "structural_overlay_score": 85.2466, + "structural_overlay_rr": 1.354373, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.796947, + "primary_prob": 52.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.195421, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.942199, + "range_504_ratio": 2.565618, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.764195, + "hold30_r": -1.0 + }, + { + "symbol": "FDX", + "date": "2026-05-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.169725, + "strategy_rank": 78.184522, + "production_rank": 82.512923, + "structural_overlay_pass": false, + "structural_overlay_score": 78.387277, + "structural_overlay_rr": 0.831142, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.780583, + "primary_prob": 54.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.170875, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.732112, + "range_504_ratio": 2.079467, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.044292, + "hold30_r": -1.0 + }, + { + "symbol": "FE", + "date": "2026-05-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.16055, + "strategy_rank": 56.386671, + "production_rank": 64.311298, + "structural_overlay_pass": false, + "structural_overlay_score": 61.095733, + "structural_overlay_rr": 1.525511, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.524899, + "primary_prob": 36.78, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.287348, + "raw_level_count": 23, + "gate_level_count": 23, + "range_504_log": 0.331289, + "range_504_ratio": 1.392762, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.464175, + "hold30_r": 2.192042 + }, + { + "symbol": "FSLR", + "date": "2026-05-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.417431, + "strategy_rank": 88.94363, + "production_rank": 88.768231, + "structural_overlay_pass": false, + "structural_overlay_score": 84.329819, + "structural_overlay_rr": 2.044762, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.847053, + "primary_prob": 45.73, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 96.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.77058, + "raw_level_count": 123, + "gate_level_count": 123, + "range_504_log": 0.96767, + "range_504_ratio": 2.631806, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.815814, + "hold30_r": 1.010405 + }, + { + "symbol": "GILD", + "date": "2026-05-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.518349, + "strategy_rank": 69.379987, + "production_rank": 74.426107, + "structural_overlay_pass": false, + "structural_overlay_score": 70.704802, + "structural_overlay_rr": 1.636846, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.34502, + "primary_prob": 29.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.01753, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.929828, + "range_504_ratio": 2.534074, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.054656, + "hold30_r": -1.0 + }, + { + "symbol": "GM", + "date": "2026-05-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.761468, + "strategy_rank": 78.761599, + "production_rank": 82.094889, + "structural_overlay_pass": false, + "structural_overlay_score": 77.990144, + "structural_overlay_rr": 1.548106, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.031163, + "primary_prob": 29.07, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 33, + "primary_distance_atr": 3.046745, + "raw_level_count": 99, + "gate_level_count": 99, + "range_504_log": 0.810474, + "range_504_ratio": 2.248973, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.044103, + "hold30_r": -1.0 + }, + { + "symbol": "GNRC", + "date": "2026-05-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.073394, + "strategy_rank": 90.039948, + "production_rank": 89.38443, + "structural_overlay_pass": false, + "structural_overlay_score": 84.915208, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.769106, + "primary_prob": 35.28, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 38.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.653659, + "raw_level_count": 128, + "gate_level_count": 128, + "range_504_log": 1.011382, + "range_504_ratio": 2.749397, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.037299, + "hold30_r": -1.0 + }, + { + "symbol": "GS", + "date": "2026-05-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.33945, + "strategy_rank": 73.066186, + "production_rank": 76.157274, + "structural_overlay_pass": false, + "structural_overlay_score": 72.34941, + "structural_overlay_rr": 1.142493, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.142493, + "primary_prob": 40.41, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.71374, + "raw_level_count": 91, + "gate_level_count": 91, + "range_504_log": 0.811558, + "range_504_ratio": 2.251412, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.088302, + "hold30_r": 3.786803 + }, + { + "symbol": "HAL", + "date": "2026-05-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.444954, + "strategy_rank": 84.928611, + "production_rank": 88.767392, + "structural_overlay_pass": false, + "structural_overlay_score": 84.329022, + "structural_overlay_rr": 1.181367, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.213586, + "primary_prob": 33.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.820379, + "raw_level_count": 64, + "gate_level_count": 64, + "range_504_log": 0.81897, + "range_504_ratio": 2.268162, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.170348, + "hold30_r": -1.0 + }, + { + "symbol": "HAS", + "date": "2026-05-11", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.389908, + "strategy_rank": 71.427221, + "production_rank": 74.414784, + "structural_overlay_pass": false, + "structural_overlay_score": 70.694045, + "structural_overlay_rr": 2.760219, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 2.341129, + "primary_prob": 23.01, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 7, + "primary_distance_atr": 3.511694, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.780822, + "range_504_ratio": 2.183265, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.491403, + "hold30_r": -1.446832 + }, + { + "symbol": "HCA", + "date": "2026-05-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.811927, + "strategy_rank": 75.614063, + "production_rank": 79.346684, + "structural_overlay_pass": false, + "structural_overlay_score": 75.37935, + "structural_overlay_rr": 2.041756, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.834093, + "primary_prob": 31.72, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.751139, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 0.651891, + "range_504_ratio": 1.919167, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.043695, + "hold30_r": -1.0 + }, + { + "symbol": "HII", + "date": "2026-05-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.807339, + "strategy_rank": 88.876566, + "production_rank": 90.520157, + "structural_overlay_pass": false, + "structural_overlay_score": 85.994149, + "structural_overlay_rr": 1.736515, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.415882, + "primary_prob": 21.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.123823, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 1.063077, + "range_504_ratio": 2.895267, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.030678, + "hold30_r": -1.0 + }, + { + "symbol": "INCY", + "date": "2026-05-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.481651, + "strategy_rank": 79.485727, + "production_rank": 83.151035, + "structural_overlay_pass": false, + "structural_overlay_score": 78.993484, + "structural_overlay_rr": 1.512536, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.598996, + "primary_prob": 35.65, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.398494, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.754384, + "range_504_ratio": 2.126302, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.044378, + "hold30_r": -1.0 + }, + { + "symbol": "IVZ", + "date": "2026-05-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.963303, + "strategy_rank": 76.937169, + "production_rank": 78.279214, + "structural_overlay_pass": false, + "structural_overlay_score": 74.365253, + "structural_overlay_rr": 0.889304, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.867211, + "primary_prob": 50.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.300817, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.937107, + "range_504_ratio": 2.552586, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.043547, + "hold30_r": -1.0 + }, + { + "symbol": "JBHT", + "date": "2026-05-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.711009, + "strategy_rank": 79.166278, + "production_rank": 83.014522, + "structural_overlay_pass": false, + "structural_overlay_score": 78.863796, + "structural_overlay_rr": 0.86023, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.143025, + "primary_prob": 41.8, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.714537, + "raw_level_count": 49, + "gate_level_count": 49, + "range_504_log": 0.735405, + "range_504_ratio": 2.086326, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.098881, + "hold30_r": 2.59545 + }, + { + "symbol": "JNJ", + "date": "2026-05-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.151376, + "strategy_rank": 66.591678, + "production_rank": 75.778244, + "structural_overlay_pass": false, + "structural_overlay_score": 71.989332, + "structural_overlay_rr": 1.702732, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.79146, + "primary_prob": 19.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.687191, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.58179, + "range_504_ratio": 1.789238, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.716528, + "hold30_r": 3.311253 + }, + { + "symbol": "KLAC", + "date": "2026-05-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.215596, + "strategy_rank": 94.745203, + "production_rank": 95.235334, + "structural_overlay_pass": false, + "structural_overlay_score": 90.473567, + "structural_overlay_rr": 0.820818, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.820818, + "primary_prob": 50.15, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.231228, + "raw_level_count": 144, + "gate_level_count": 144, + "range_504_log": 1.257855, + "range_504_ratio": 3.517867, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.221559, + "hold30_r": -1.189403 + }, + { + "symbol": "LHX", + "date": "2026-05-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.577982, + "strategy_rank": 77.950301, + "production_rank": 83.159528, + "structural_overlay_pass": false, + "structural_overlay_score": 79.001552, + "structural_overlay_rr": 1.858294, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.975763, + "primary_prob": 30.95, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.463645, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.674986, + "range_504_ratio": 1.964006, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.928179, + "hold30_r": -1.0 + }, + { + "symbol": "LMT", + "date": "2026-05-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.747706, + "strategy_rank": 72.31768, + "production_rank": 76.461022, + "structural_overlay_pass": false, + "structural_overlay_score": 72.637971, + "structural_overlay_rr": 1.199045, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.863017, + "primary_prob": 29.9, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 93.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.794526, + "raw_level_count": 55, + "gate_level_count": 55, + "range_504_log": 0.523161, + "range_504_ratio": 1.687352, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.046864, + "hold30_r": -1.0 + }, + { + "symbol": "LYB", + "date": "2026-05-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.288991, + "strategy_rank": 86.122294, + "production_rank": 85.511193, + "structural_overlay_pass": false, + "structural_overlay_score": 81.235633, + "structural_overlay_rr": 1.69207, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.193513, + "primary_prob": 43.91, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 56, + "primary_distance_atr": 1.790269, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.945396, + "range_504_ratio": 2.573834, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.185451, + "hold30_r": -1.155988 + }, + { + "symbol": "MCK", + "date": "2026-05-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.486239, + "strategy_rank": 76.234653, + "production_rank": 78.651848, + "structural_overlay_pass": false, + "structural_overlay_score": 74.719256, + "structural_overlay_rr": 1.384885, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.917163, + "primary_prob": 24.75, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 71.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.875744, + "raw_level_count": 138, + "gate_level_count": 138, + "range_504_log": 0.765976, + "range_504_ratio": 2.151093, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.876628, + "hold30_r": 1.156518 + }, + { + "symbol": "MPC", + "date": "2026-05-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.62844, + "strategy_rank": 84.60848, + "production_rank": 86.948467, + "structural_overlay_pass": false, + "structural_overlay_score": 82.601043, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 0.671188, + "primary_prob": 56.11, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.006782, + "raw_level_count": 124, + "gate_level_count": 124, + "range_504_log": 0.821054, + "range_504_ratio": 2.272893, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.634066, + "hold30_r": -1.0 + }, + { + "symbol": "MRK", + "date": "2026-05-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.201835, + "strategy_rank": 73.592713, + "production_rank": 79.795754, + "structural_overlay_pass": false, + "structural_overlay_score": 75.805966, + "structural_overlay_rr": 2.154479, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.191494, + "primary_prob": 27.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 3.287241, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.607833, + "range_504_ratio": 1.836448, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.139156, + "hold30_r": 2.191729 + }, + { + "symbol": "MRNA", + "date": "2026-05-11", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 96.674312, + "strategy_rank": 96.952018, + "production_rank": 96.85945, + "structural_overlay_pass": false, + "structural_overlay_score": 92.016477, + "structural_overlay_rr": 1.956334, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 4.417063, + "primary_prob": 21.18, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 60.0, + "primary_rejection_count": 27, + "primary_distance_atr": 6.625594, + "raw_level_count": 188, + "gate_level_count": 188, + "range_504_log": 2.03487, + "range_504_ratio": 7.651257, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.019052, + "hold30_r": -1.0 + }, + { + "symbol": "NEE", + "date": "2026-05-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.041284, + "strategy_rank": 64.906042, + "production_rank": 72.284456, + "structural_overlay_pass": false, + "structural_overlay_score": 68.670233, + "structural_overlay_rr": 1.154567, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.154567, + "primary_prob": 24.9, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.731851, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.469983, + "range_504_ratio": 1.599968, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.155949, + "hold30_r": -1.099939 + }, + { + "symbol": "NEM", + "date": "2026-05-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.591743, + "strategy_rank": 95.571363, + "production_rank": 96.244823, + "structural_overlay_pass": false, + "structural_overlay_score": 91.432582, + "structural_overlay_rr": 1.578991, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.597392, + "primary_prob": 30.88, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.396088, + "raw_level_count": 114, + "gate_level_count": 114, + "range_504_log": 1.297259, + "range_504_ratio": 3.659251, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.212004, + "hold30_r": -1.17831 + }, + { + "symbol": "NOC", + "date": "2026-05-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.940367, + "strategy_rank": 77.372543, + "production_rank": 81.895151, + "structural_overlay_pass": false, + "structural_overlay_score": 77.800393, + "structural_overlay_rr": 1.670947, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.224868, + "primary_prob": 43.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 53, + "primary_distance_atr": 1.837302, + "raw_level_count": 53, + "gate_level_count": 53, + "range_504_log": 0.614656, + "range_504_ratio": 1.849021, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.048376, + "hold30_r": -1.0 + }, + { + "symbol": "NTRS", + "date": "2026-05-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.422018, + "strategy_rank": 68.446841, + "production_rank": 72.7719, + "structural_overlay_pass": false, + "structural_overlay_score": 69.133305, + "structural_overlay_rr": 1.50648, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.476009, + "primary_prob": 33.51, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.214013, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.776405, + "range_504_ratio": 2.173643, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.418293, + "hold30_r": 2.317578 + }, + { + "symbol": "OXY", + "date": "2026-05-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.775229, + "strategy_rank": 86.474089, + "production_rank": 88.574469, + "structural_overlay_pass": false, + "structural_overlay_score": 84.145746, + "structural_overlay_rr": 2.061683, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.79375, + "primary_prob": 21.71, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 147, + "primary_distance_atr": 4.190625, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 0.6622, + "range_504_ratio": 1.939054, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.034742, + "hold30_r": -1.0 + }, + { + "symbol": "PH", + "date": "2026-05-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.944954, + "strategy_rank": 67.881468, + "production_rank": 73.235963, + "structural_overlay_pass": false, + "structural_overlay_score": 69.574165, + "structural_overlay_rr": 2.055249, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.873265, + "primary_prob": 23.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.809898, + "raw_level_count": 121, + "gate_level_count": 121, + "range_504_log": 0.750881, + "range_504_ratio": 2.118866, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.042069, + "hold30_r": -1.0 + }, + { + "symbol": "PSX", + "date": "2026-05-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.908257, + "strategy_rank": 80.901494, + "production_rank": 83.903748, + "structural_overlay_pass": false, + "structural_overlay_score": 79.708561, + "structural_overlay_rr": 1.695927, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.365071, + "primary_prob": 35.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.047607, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 0.73926, + "range_504_ratio": 2.094385, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.325388, + "hold30_r": -1.094139 + }, + { + "symbol": "REGN", + "date": "2026-05-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.798165, + "strategy_rank": 72.735858, + "production_rank": 76.089961, + "structural_overlay_pass": false, + "structural_overlay_score": 72.285463, + "structural_overlay_rr": 1.538611, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.68535, + "primary_prob": 22.54, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 74, + "primary_distance_atr": 4.028025, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.932927, + "range_504_ratio": 2.541937, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -3.245964, + "hold30_r": -3.198874 + }, + { + "symbol": "ROST", + "date": "2026-05-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.894495, + "strategy_rank": 66.606147, + "production_rank": 73.035596, + "structural_overlay_pass": false, + "structural_overlay_score": 69.383817, + "structural_overlay_rr": 2.116242, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.629511, + "primary_prob": 19.13, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.444266, + "raw_level_count": 81, + "gate_level_count": 81, + "range_504_log": 0.636143, + "range_504_ratio": 1.889179, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.572772, + "hold30_r": 1.85648 + }, + { + "symbol": "RTX", + "date": "2026-05-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.399083, + "strategy_rank": 70.905072, + "production_rank": 77.736409, + "structural_overlay_pass": false, + "structural_overlay_score": 73.849588, + "structural_overlay_rr": 2.275606, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.827101, + "primary_prob": 20.82, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 45.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.740652, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 0.772473, + "range_504_ratio": 2.165114, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.051923, + "hold30_r": -1.0 + }, + { + "symbol": "SLB", + "date": "2026-05-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.844037, + "strategy_rank": 82.130826, + "production_rank": 84.035229, + "structural_overlay_pass": false, + "structural_overlay_score": 79.833468, + "structural_overlay_rr": 0.791957, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.971331, + "primary_prob": 30.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.956997, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.609025, + "range_504_ratio": 1.838637, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.042562, + "hold30_r": -1.0 + }, + { + "symbol": "SRE", + "date": "2026-05-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.619266, + "strategy_rank": 58.936343, + "production_rank": 66.163984, + "structural_overlay_pass": false, + "structural_overlay_score": 62.855785, + "structural_overlay_rr": 2.263978, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.097722, + "primary_prob": 41.41, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 75.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.646583, + "raw_level_count": 32, + "gate_level_count": 32, + "range_504_log": 0.489986, + "range_504_ratio": 1.632294, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.062251, + "hold30_r": -1.0 + }, + { + "symbol": "TER", + "date": "2026-05-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.082569, + "strategy_rank": 98.569227, + "production_rank": 98.740341, + "structural_overlay_pass": false, + "structural_overlay_score": 93.803324, + "structural_overlay_rr": 1.607099, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.607099, + "primary_prob": 30.51, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.410649, + "raw_level_count": 97, + "gate_level_count": 97, + "range_504_log": 1.859102, + "range_504_ratio": 6.417972, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.021245, + "hold30_r": -1.0 + }, + { + "symbol": "TPR", + "date": "2026-05-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.83945, + "strategy_rank": 89.9419, + "production_rank": 91.574417, + "structural_overlay_pass": false, + "structural_overlay_score": 86.995696, + "structural_overlay_rr": 1.517813, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.840766, + "primary_prob": 23.22, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.761149, + "raw_level_count": 118, + "gate_level_count": 118, + "range_504_log": 1.525513, + "range_504_ratio": 4.597502, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.810857, + "hold30_r": 1.840419 + }, + { + "symbol": "ULTA", + "date": "2026-05-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.192661, + "strategy_rank": 78.572005, + "production_rank": 79.445557, + "structural_overlay_pass": false, + "structural_overlay_score": 75.473279, + "structural_overlay_rr": 1.516859, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.841412, + "primary_prob": 24.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 63.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.762118, + "raw_level_count": 59, + "gate_level_count": 59, + "range_504_log": 0.838867, + "range_504_ratio": 2.313744, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.043486, + "hold30_r": -1.0 + }, + { + "symbol": "WMT", + "date": "2026-05-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.977064, + "strategy_rank": 66.821088, + "production_rank": 72.87308, + "structural_overlay_pass": false, + "structural_overlay_score": 69.229426, + "structural_overlay_rr": 1.85701, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.85701, + "primary_prob": 11.59, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.785515, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 0.818093, + "range_504_ratio": 2.266173, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.790268, + "hold30_r": -1.0 + }, + { + "symbol": "XOM", + "date": "2026-05-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.348624, + "strategy_rank": 76.178322, + "production_rank": 81.901756, + "structural_overlay_pass": false, + "structural_overlay_score": 77.806668, + "structural_overlay_rr": 1.524205, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.832073, + "primary_prob": 42.94, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.248109, + "raw_level_count": 72, + "gate_level_count": 72, + "range_504_log": 0.589886, + "range_504_ratio": 1.803783, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.787803, + "hold30_r": -1.469947 + }, + { + "symbol": "GEV", + "date": "2026-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.247706, + "strategy_rank": 96.256252, + "production_rank": 96.586737, + "structural_overlay_pass": false, + "structural_overlay_score": 91.7574, + "structural_overlay_rr": 1.560336, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.560336, + "primary_prob": 31.34, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.340504, + "raw_level_count": 110, + "gate_level_count": 110, + "range_504_log": 2.064219, + "range_504_ratio": 7.879141, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.03042, + "hold30_r": -1.0 + }, + { + "symbol": "WBD", + "date": "2026-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.738532, + "strategy_rank": 74.808401, + "production_rank": 82.785111, + "structural_overlay_pass": false, + "structural_overlay_score": 78.645856, + "structural_overlay_rr": 1.151712, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.515225, + "primary_prob": 36.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.272838, + "raw_level_count": 111, + "gate_level_count": 111, + "range_504_log": 1.508085, + "range_504_ratio": 4.518072, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.147246, + "hold30_r": -1.0 + }, + { + "symbol": "SNDK", + "date": "2026-05-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.885321, + "strategy_rank": 99.885439, + "production_rank": 99.8854, + "structural_overlay_pass": false, + "structural_overlay_score": 94.89113, + "structural_overlay_rr": 1.287562, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 11, + "rr": 1.024529, + "primary_prob": 29.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.536794, + "raw_level_count": 79, + "gate_level_count": 79, + "range_504_log": 4.04967, + "range_504_ratio": 57.378519, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.005688, + "hold30_r": 5.796473 + }, + { + "symbol": "ADM", + "date": "2026-05-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.740245, + "strategy_rank": 73.063667, + "production_rank": 78.289193, + "structural_overlay_pass": false, + "structural_overlay_score": 74.374733, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.860181, + "primary_prob": 46.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 69, + "primary_distance_atr": 2.790271, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.706961, + "range_504_ratio": 2.027818, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.046193, + "hold30_r": -1.0 + }, + { + "symbol": "AEP", + "date": "2026-05-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.726867, + "strategy_rank": 60.977328, + "production_rank": 68.893841, + "structural_overlay_pass": false, + "structural_overlay_score": 65.449149, + "structural_overlay_rr": 1.814804, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.81612, + "primary_prob": 23.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.72418, + "raw_level_count": 40, + "gate_level_count": 40, + "range_504_log": 0.484101, + "range_504_ratio": 1.622716, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.753902, + "hold30_r": 1.795678 + }, + { + "symbol": "ALB", + "date": "2026-05-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.327759, + "strategy_rank": 97.561356, + "production_rank": 97.816824, + "structural_overlay_pass": false, + "structural_overlay_score": 92.925982, + "structural_overlay_rr": 1.15754, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.907954, + "primary_prob": 30.68, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 73, + "primary_distance_atr": 2.861931, + "raw_level_count": 135, + "gate_level_count": 135, + "range_504_log": 1.497599, + "range_504_ratio": 4.470942, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.020399, + "hold30_r": -1.0 + }, + { + "symbol": "AMAT", + "date": "2026-05-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.871795, + "strategy_rank": 92.973104, + "production_rank": 93.606001, + "structural_overlay_pass": false, + "structural_overlay_score": 88.925701, + "structural_overlay_rr": 1.239834, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.904524, + "primary_prob": 32.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.356786, + "raw_level_count": 128, + "gate_level_count": 128, + "range_504_log": 1.287643, + "range_504_ratio": 3.624234, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.875123, + "hold30_r": 8.436416 + }, + { + "symbol": "AMD", + "date": "2026-05-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.986622, + "strategy_rank": 96.256264, + "production_rank": 96.166383, + "structural_overlay_pass": false, + "structural_overlay_score": 91.358064, + "structural_overlay_rr": 1.368289, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.074171, + "primary_prob": 27.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.611257, + "raw_level_count": 136, + "gate_level_count": 136, + "range_504_log": 1.814032, + "range_504_ratio": 6.135133, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.050282, + "hold30_r": 3.401641 + }, + { + "symbol": "ANET", + "date": "2026-05-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.943144, + "strategy_rank": 86.091346, + "production_rank": 85.041946, + "structural_overlay_pass": false, + "structural_overlay_score": 80.789848, + "structural_overlay_rr": 1.780003, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.283149, + "primary_prob": 22.77, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 5.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.924724, + "raw_level_count": 173, + "gate_level_count": 173, + "range_504_log": 1.107046, + "range_504_ratio": 3.025408, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.258257, + "hold30_r": 2.187765 + }, + { + "symbol": "APA", + "date": "2026-05-18", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 97.324415, + "strategy_rank": 93.521974, + "production_rank": 94.789454, + "structural_overlay_pass": false, + "structural_overlay_score": 90.049981, + "structural_overlay_rr": 1.609384, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.025758, + "primary_prob": 44.14, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 3.038637, + "raw_level_count": 99, + "gate_level_count": 99, + "range_504_log": 1.21233, + "range_504_ratio": 3.361307, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.031291, + "hold30_r": -1.0 + }, + { + "symbol": "APH", + "date": "2026-05-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.848384, + "strategy_rank": 87.58953, + "production_rank": 87.675815, + "structural_overlay_pass": false, + "structural_overlay_score": 83.292024, + "structural_overlay_rr": 2.573248, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.767959, + "primary_prob": 32.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 54, + "primary_distance_atr": 2.651939, + "raw_level_count": 113, + "gate_level_count": 113, + "range_504_log": 1.115091, + "range_504_ratio": 3.049845, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.74038, + "hold30_r": 5.721148 + }, + { + "symbol": "AVGO", + "date": "2026-05-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.949833, + "strategy_rank": 84.459321, + "production_rank": 84.622825, + "structural_overlay_pass": false, + "structural_overlay_score": 80.391684, + "structural_overlay_rr": 0.814542, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.928242, + "primary_prob": 31.45, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.392364, + "raw_level_count": 158, + "gate_level_count": 158, + "range_504_log": 1.236195, + "range_504_ratio": 3.44249, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.892167, + "hold30_r": -1.0 + }, + { + "symbol": "BG", + "date": "2026-05-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.976589, + "strategy_rank": 74.961254, + "production_rank": 80.966365, + "structural_overlay_pass": false, + "structural_overlay_score": 76.918047, + "structural_overlay_rr": 1.625632, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.286314, + "primary_prob": 22.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.929471, + "raw_level_count": 47, + "gate_level_count": 47, + "range_504_log": 0.686672, + "range_504_ratio": 1.987092, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.043621, + "hold30_r": -1.0 + }, + { + "symbol": "BIIB", + "date": "2026-05-18", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.956522, + "strategy_rank": 79.323403, + "production_rank": 81.867776, + "structural_overlay_pass": false, + "structural_overlay_score": 77.774387, + "structural_overlay_rr": 1.602125, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.090766, + "primary_prob": 28.34, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 81, + "primary_distance_atr": 3.136149, + "raw_level_count": 95, + "gate_level_count": 95, + "range_504_log": 0.771472, + "range_504_ratio": 2.162948, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 2.048589, + "hold30_r": 1.959265 + }, + { + "symbol": "BKR", + "date": "2026-05-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.74359, + "strategy_rank": 79.739311, + "production_rank": 83.074071, + "structural_overlay_pass": false, + "structural_overlay_score": 78.920367, + "structural_overlay_rr": 1.388509, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.02552, + "primary_prob": 44.45, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.53828, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 0.822609, + "range_504_ratio": 2.276431, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.046416, + "hold30_r": -1.0 + }, + { + "symbol": "BMY", + "date": "2026-05-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.497213, + "strategy_rank": 67.425468, + "production_rank": 72.449383, + "structural_overlay_pass": false, + "structural_overlay_score": 68.826914, + "structural_overlay_rr": 2.099899, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.189215, + "primary_prob": 27.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 108, + "primary_distance_atr": 3.283823, + "raw_level_count": 46, + "gate_level_count": 46, + "range_504_log": 0.475863, + "range_504_ratio": 1.609403, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.059176, + "hold30_r": -1.0 + }, + { + "symbol": "C", + "date": "2026-05-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.510591, + "strategy_rank": 75.874433, + "production_rank": 79.419819, + "structural_overlay_pass": false, + "structural_overlay_score": 75.448828, + "structural_overlay_rr": 1.797339, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.899858, + "primary_prob": 34.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.349787, + "raw_level_count": 97, + "gate_level_count": 97, + "range_504_log": 0.927552, + "range_504_ratio": 2.528312, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.850128, + "hold30_r": 3.599431 + }, + { + "symbol": "CAH", + "date": "2026-05-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.635452, + "strategy_rank": 75.257942, + "production_rank": 80.383778, + "structural_overlay_pass": false, + "structural_overlay_score": 76.364589, + "structural_overlay_rr": 2.275872, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.751088, + "primary_prob": 47.96, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.626632, + "raw_level_count": 127, + "gate_level_count": 127, + "range_504_log": 0.919184, + "range_504_ratio": 2.507245, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.705581, + "hold30_r": 4.322422 + }, + { + "symbol": "CASY", + "date": "2026-05-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.648829, + "strategy_rank": 75.09734, + "production_rank": 81.614503, + "structural_overlay_pass": false, + "structural_overlay_score": 77.533778, + "structural_overlay_rr": 1.428643, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.442909, + "primary_prob": 33.36, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.164363, + "raw_level_count": 120, + "gate_level_count": 120, + "range_504_log": 1.054463, + "range_504_ratio": 2.870432, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.054728, + "hold30_r": -1.0 + }, + { + "symbol": "CAT", + "date": "2026-05-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.763657, + "strategy_rank": 88.091289, + "production_rank": 90.648745, + "structural_overlay_pass": false, + "structural_overlay_score": 86.116308, + "structural_overlay_rr": 1.455306, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 1.083932, + "primary_prob": 27.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.625898, + "raw_level_count": 127, + "gate_level_count": 127, + "range_504_log": 1.248264, + "range_504_ratio": 3.484287, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.045019, + "hold30_r": 2.870439 + }, + { + "symbol": "CF", + "date": "2026-05-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.425864, + "strategy_rank": 92.527471, + "production_rank": 93.160269, + "structural_overlay_pass": false, + "structural_overlay_score": 88.502255, + "structural_overlay_rr": 1.5903, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.916604, + "primary_prob": 25.56, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.874906, + "raw_level_count": 77, + "gate_level_count": 77, + "range_504_log": 0.745791, + "range_504_ratio": 2.108108, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.028673, + "hold30_r": -1.0 + }, + { + "symbol": "CFG", + "date": "2026-05-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.382386, + "strategy_rank": 67.245757, + "production_rank": 71.957966, + "structural_overlay_pass": false, + "structural_overlay_score": 68.360068, + "structural_overlay_rr": 1.788574, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.853879, + "primary_prob": 22.23, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.780818, + "raw_level_count": 90, + "gate_level_count": 90, + "range_504_log": 0.746746, + "range_504_ratio": 2.110123, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.799978, + "hold30_r": 4.69738 + }, + { + "symbol": "CHRW", + "date": "2026-05-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.09476, + "strategy_rank": 89.525175, + "production_rank": 91.381704, + "structural_overlay_pass": false, + "structural_overlay_score": 86.812619, + "structural_overlay_rr": 1.638468, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.587324, + "primary_prob": 20.25, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.380986, + "raw_level_count": 71, + "gate_level_count": 71, + "range_504_log": 0.915627, + "range_504_ratio": 2.498341, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.55399, + "hold30_r": 2.116262 + }, + { + "symbol": "CIEN", + "date": "2026-05-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.442586, + "strategy_rank": 99.042513, + "production_rank": 99.175871, + "structural_overlay_pass": false, + "structural_overlay_score": 94.217078, + "structural_overlay_rr": 1.122294, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.132262, + "primary_prob": 26.28, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.698393, + "raw_level_count": 118, + "gate_level_count": 118, + "range_504_log": 2.595245, + "range_504_ratio": 13.399866, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.112389, + "hold30_r": -1.0 + }, + { + "symbol": "CMI", + "date": "2026-05-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.19621, + "strategy_rank": 84.993409, + "production_rank": 87.394343, + "structural_overlay_pass": false, + "structural_overlay_score": 83.024625, + "structural_overlay_rr": 1.299837, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 12, + "rr": 0.842432, + "primary_prob": 35.77, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.263648, + "raw_level_count": 98, + "gate_level_count": 98, + "range_504_log": 1.015827, + "range_504_ratio": 2.761645, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.042513, + "hold30_r": -1.0 + }, + { + "symbol": "COHR", + "date": "2026-05-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.550725, + "strategy_rank": 98.618433, + "production_rank": 98.595863, + "structural_overlay_pass": false, + "structural_overlay_score": 93.66607, + "structural_overlay_rr": 1.228009, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.991373, + "primary_prob": 29.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.48706, + "raw_level_count": 156, + "gate_level_count": 156, + "range_504_log": 2.203979, + "range_504_ratio": 9.060992, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.973611, + "hold30_r": 0.142456 + }, + { + "symbol": "COP", + "date": "2026-05-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.835006, + "strategy_rank": 74.401968, + "production_rank": 77.546314, + "structural_overlay_pass": false, + "structural_overlay_score": 73.668998, + "structural_overlay_rr": 2.123035, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.777297, + "primary_prob": 31.36, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.665945, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.531173, + "range_504_ratio": 1.700926, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.131613, + "hold30_r": -1.08494 + }, + { + "symbol": "CVS", + "date": "2026-05-18", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.166109, + "strategy_rank": 77.737967, + "production_rank": 79.547348, + "structural_overlay_pass": false, + "structural_overlay_score": 75.569981, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 2.060862, + "primary_prob": 43.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 71, + "primary_distance_atr": 3.091294, + "raw_level_count": 63, + "gate_level_count": 63, + "range_504_log": 0.815206, + "range_504_ratio": 2.259642, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.052069, + "hold30_r": -1.0 + }, + { + "symbol": "CVX", + "date": "2026-05-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.402453, + "strategy_rank": 67.021539, + "production_rank": 73.815177, + "structural_overlay_pass": false, + "structural_overlay_score": 70.124418, + "structural_overlay_rr": 1.974275, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.961291, + "primary_prob": 25.56, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.941936, + "raw_level_count": 62, + "gate_level_count": 62, + "range_504_log": 0.486183, + "range_504_ratio": 1.626098, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.056276, + "hold30_r": -1.0 + }, + { + "symbol": "DELL", + "date": "2026-05-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.750279, + "strategy_rank": 93.02386, + "production_rank": 92.599333, + "structural_overlay_pass": false, + "structural_overlay_score": 87.969366, + "structural_overlay_rr": 1.235084, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.060899, + "primary_prob": 42.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.591349, + "raw_level_count": 141, + "gate_level_count": 141, + "range_504_log": 1.382551, + "range_504_ratio": 3.985055, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.035875, + "hold30_r": 9.841227 + }, + { + "symbol": "DG", + "date": "2026-05-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.503902, + "strategy_rank": 82.245056, + "production_rank": 82.998005, + "structural_overlay_pass": false, + "structural_overlay_score": 78.848104, + "structural_overlay_rr": 1.849533, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.440112, + "primary_prob": 38.41, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 56, + "primary_distance_atr": 2.160168, + "raw_level_count": 109, + "gate_level_count": 109, + "range_504_log": 0.867901, + "range_504_ratio": 2.381906, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.034238, + "hold30_r": -1.0 + }, + { + "symbol": "DVN", + "date": "2026-05-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.186176, + "strategy_rank": 81.451458, + "production_rank": 84.029697, + "structural_overlay_pass": false, + "structural_overlay_score": 79.828212, + "structural_overlay_rr": 0.903914, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.796719, + "primary_prob": 47.26, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 65, + "primary_distance_atr": 2.695078, + "raw_level_count": 100, + "gate_level_count": 100, + "range_504_log": 0.710948, + "range_504_ratio": 2.035921, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.039565, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2026-05-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.179487, + "strategy_rank": 81.047888, + "production_rank": 83.091754, + "structural_overlay_pass": false, + "structural_overlay_score": 78.937167, + "structural_overlay_rr": 1.490066, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.124773, + "primary_prob": 27.08, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.68716, + "raw_level_count": 145, + "gate_level_count": 145, + "range_504_log": 1.091797, + "range_504_ratio": 2.979624, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.036979, + "hold30_r": -1.0 + }, + { + "symbol": "ETR", + "date": "2026-05-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.176143, + "strategy_rank": 64.160897, + "production_rank": 71.499312, + "structural_overlay_pass": false, + "structural_overlay_score": 67.924347, + "structural_overlay_rr": 1.155544, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.993442, + "primary_prob": 39.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.490164, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.82186, + "range_504_ratio": 2.274726, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.931496, + "hold30_r": -1.0 + }, + { + "symbol": "EXPE", + "date": "2026-05-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.395764, + "strategy_rank": 87.207513, + "production_rank": 86.603596, + "structural_overlay_pass": false, + "structural_overlay_score": 82.273417, + "structural_overlay_rr": 2.38029, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.666915, + "primary_prob": 61.3, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 1.000372, + "raw_level_count": 106, + "gate_level_count": 106, + "range_504_log": 1.041207, + "range_504_ratio": 2.832634, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.638863, + "hold30_r": 3.232636 + }, + { + "symbol": "FCX", + "date": "2026-05-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.520624, + "strategy_rank": 88.693358, + "production_rank": 88.969113, + "structural_overlay_pass": false, + "structural_overlay_score": 84.520658, + "structural_overlay_rr": 2.050608, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.081858, + "primary_prob": 30.24, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.622788, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.942199, + "range_504_ratio": 2.565618, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.053973, + "hold30_r": 0.006914 + }, + { + "symbol": "FDX", + "date": "2026-05-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.973244, + "strategy_rank": 77.862917, + "production_rank": 82.56636, + "structural_overlay_pass": false, + "structural_overlay_score": 78.438042, + "structural_overlay_rr": 1.851901, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.387004, + "primary_prob": 22.7, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.080506, + "raw_level_count": 69, + "gate_level_count": 69, + "range_504_log": 0.732112, + "range_504_ratio": 2.079467, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.341492, + "hold30_r": -2.75185 + }, + { + "symbol": "FIX", + "date": "2026-05-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.770346, + "strategy_rank": 96.203424, + "production_rank": 96.725731, + "structural_overlay_pass": false, + "structural_overlay_score": 91.889445, + "structural_overlay_rr": 1.622059, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.23017, + "primary_prob": 23.81, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.845256, + "raw_level_count": 203, + "gate_level_count": 203, + "range_504_log": 2.028032, + "range_504_ratio": 7.599114, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.0274, + "hold30_r": -1.0 + }, + { + "symbol": "GILD", + "date": "2026-05-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.61204, + "strategy_rank": 67.071253, + "production_rank": 72.584849, + "structural_overlay_pass": false, + "structural_overlay_score": 68.955607, + "structural_overlay_rr": 1.557869, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.558714, + "primary_prob": 22.96, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 34.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.33807, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.929828, + "range_504_ratio": 2.534074, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.053413, + "hold30_r": -1.0 + }, + { + "symbol": "GLW", + "date": "2026-05-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.993311, + "strategy_rank": 97.527465, + "production_rank": 97.682747, + "structural_overlay_pass": false, + "structural_overlay_score": 92.798609, + "structural_overlay_rr": 1.657988, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.960186, + "primary_prob": 30.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.44028, + "raw_level_count": 111, + "gate_level_count": 111, + "range_504_log": 1.819576, + "range_504_ratio": 6.16924, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.942374, + "hold30_r": 2.098921 + }, + { + "symbol": "GM", + "date": "2026-05-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.51728, + "strategy_rank": 78.51382, + "production_rank": 81.848307, + "structural_overlay_pass": false, + "structural_overlay_score": 77.755891, + "structural_overlay_rr": 2.122008, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.913144, + "primary_prob": 30.61, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.869715, + "raw_level_count": 99, + "gate_level_count": 99, + "range_504_log": 0.810474, + "range_504_ratio": 2.248973, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.871564, + "hold30_r": 0.688253 + }, + { + "symbol": "GNRC", + "date": "2026-05-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.730212, + "strategy_rank": 88.142405, + "production_rank": 87.338341, + "structural_overlay_pass": false, + "structural_overlay_score": 82.971424, + "structural_overlay_rr": 1.51173, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.930311, + "primary_prob": 48.19, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 84.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.395466, + "raw_level_count": 129, + "gate_level_count": 129, + "range_504_log": 1.023138, + "range_504_ratio": 2.78191, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.899566, + "hold30_r": 1.043033 + }, + { + "symbol": "HCA", + "date": "2026-05-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.824972, + "strategy_rank": 70.693165, + "production_rank": 74.070434, + "structural_overlay_pass": false, + "structural_overlay_score": 70.366912, + "structural_overlay_rr": 2.428467, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.189216, + "primary_prob": 27.21, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 3.283823, + "raw_level_count": 88, + "gate_level_count": 88, + "range_504_log": 0.651891, + "range_504_ratio": 1.919167, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.047015, + "hold30_r": -1.0 + }, + { + "symbol": "HII", + "date": "2026-05-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.645485, + "strategy_rank": 88.443942, + "production_rank": 90.17779, + "structural_overlay_pass": false, + "structural_overlay_score": 85.6689, + "structural_overlay_rr": 2.059219, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.919644, + "primary_prob": 34.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.379466, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 1.063077, + "range_504_ratio": 2.895267, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.034166, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2026-05-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.625418, + "strategy_rank": 79.090852, + "production_rank": 81.935707, + "structural_overlay_pass": false, + "structural_overlay_score": 77.838922, + "structural_overlay_rr": 0.754733, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.705113, + "primary_prob": 40.67, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.057669, + "raw_level_count": 163, + "gate_level_count": 163, + "range_504_log": 1.295834, + "range_504_ratio": 3.654041, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.667673, + "hold30_r": 0.759016 + }, + { + "symbol": "INCY", + "date": "2026-05-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.294314, + "strategy_rank": 77.18978, + "production_rank": 80.891291, + "structural_overlay_pass": false, + "structural_overlay_score": 76.846727, + "structural_overlay_rr": 2.5455, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.022307, + "primary_prob": 29.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 3.033461, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.740282, + "range_504_ratio": 2.096527, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.977367, + "hold30_r": 4.395345 + }, + { + "symbol": "INTC", + "date": "2026-05-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.54738, + "strategy_rank": 98.116314, + "production_rank": 97.926669, + "structural_overlay_pass": false, + "structural_overlay_score": 93.030336, + "structural_overlay_rr": 2.045214, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.84824, + "primary_prob": 34.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.27236, + "raw_level_count": 125, + "gate_level_count": 125, + "range_504_log": 2.016882, + "range_504_ratio": 7.51486, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.830239, + "hold30_r": 1.568441 + }, + { + "symbol": "IVZ", + "date": "2026-05-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.605351, + "strategy_rank": 76.712177, + "production_rank": 78.343235, + "structural_overlay_pass": false, + "structural_overlay_score": 74.426074, + "structural_overlay_rr": 1.346455, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.323608, + "primary_prob": 37.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.985412, + "raw_level_count": 74, + "gate_level_count": 74, + "range_504_log": 0.937107, + "range_504_ratio": 2.552586, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.281325, + "hold30_r": -1.0 + }, + { + "symbol": "JBL", + "date": "2026-05-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.530658, + "strategy_rank": 89.498935, + "production_rank": 90.50951, + "structural_overlay_pass": false, + "structural_overlay_score": 85.984034, + "structural_overlay_rr": 1.041599, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.064497, + "primary_prob": 28.33, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.596746, + "raw_level_count": 142, + "gate_level_count": 142, + "range_504_log": 1.357156, + "range_504_ratio": 3.885127, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.032545, + "hold30_r": 1.726683 + }, + { + "symbol": "JCI", + "date": "2026-05-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.828317, + "strategy_rank": 69.593503, + "production_rank": 73.671775, + "structural_overlay_pass": false, + "structural_overlay_score": 69.988186, + "structural_overlay_rr": 0.964408, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.236822, + "primary_prob": 27.85, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.855233, + "raw_level_count": 92, + "gate_level_count": 92, + "range_504_log": 0.828892, + "range_504_ratio": 2.290779, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.191655, + "hold30_r": 1.231888 + }, + { + "symbol": "JNJ", + "date": "2026-05-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.091416, + "strategy_rank": 66.664881, + "production_rank": 75.807059, + "structural_overlay_pass": false, + "structural_overlay_score": 72.016706, + "structural_overlay_rr": 1.936707, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.840006, + "primary_prob": 31.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.760008, + "raw_level_count": 38, + "gate_level_count": 38, + "range_504_log": 0.58179, + "range_504_ratio": 1.789238, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.072049, + "hold30_r": -1.0 + }, + { + "symbol": "KEYS", + "date": "2026-05-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.86845, + "strategy_rank": 91.269651, + "production_rank": 92.135917, + "structural_overlay_pass": false, + "structural_overlay_score": 87.529121, + "structural_overlay_rr": 1.757649, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.697644, + "primary_prob": 42.38, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.046466, + "raw_level_count": 66, + "gate_level_count": 66, + "range_504_log": 1.12882, + "range_504_ratio": 3.092006, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.657233, + "hold30_r": -1.0 + }, + { + "symbol": "KLAC", + "date": "2026-05-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.202899, + "strategy_rank": 93.305766, + "production_rank": 93.60481, + "structural_overlay_pass": false, + "structural_overlay_score": 88.92457, + "structural_overlay_rr": 1.21621, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.171604, + "primary_prob": 25.46, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.757406, + "raw_level_count": 146, + "gate_level_count": 146, + "range_504_log": 1.257855, + "range_504_ratio": 3.517867, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.142379, + "hold30_r": 7.532007 + }, + { + "symbol": "LHX", + "date": "2026-05-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.304348, + "strategy_rank": 74.591575, + "production_rank": 80.162499, + "structural_overlay_pass": false, + "structural_overlay_score": 76.154374, + "structural_overlay_rr": 2.030307, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.246136, + "primary_prob": 24.63, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.869204, + "raw_level_count": 60, + "gate_level_count": 60, + "range_504_log": 0.674986, + "range_504_ratio": 1.964006, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.049711, + "hold30_r": -1.0 + }, + { + "symbol": "LITE", + "date": "2026-05-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.888517, + "strategy_rank": 99.888592, + "production_rank": 99.888567, + "structural_overlay_pass": false, + "structural_overlay_score": 94.894139, + "structural_overlay_rr": 1.607729, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.976696, + "primary_prob": 30.92, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.465043, + "raw_level_count": 153, + "gate_level_count": 153, + "range_504_log": 3.344904, + "range_504_ratio": 28.357842, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.962517, + "hold30_r": -1.0 + }, + { + "symbol": "LMT", + "date": "2026-05-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.389075, + "strategy_rank": 70.619293, + "production_rank": 74.875887, + "structural_overlay_pass": false, + "structural_overlay_score": 71.132093, + "structural_overlay_rr": 2.460147, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.230555, + "primary_prob": 41.6, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 93.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.845832, + "raw_level_count": 54, + "gate_level_count": 54, + "range_504_log": 0.523161, + "range_504_ratio": 1.687352, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.05271, + "hold30_r": -1.0 + }, + { + "symbol": "LRCX", + "date": "2026-05-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.101449, + "strategy_rank": 96.435976, + "production_rank": 96.6578, + "structural_overlay_pass": false, + "structural_overlay_score": 91.82491, + "structural_overlay_rr": 1.098617, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.823888, + "primary_prob": 35.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.235833, + "raw_level_count": 139, + "gate_level_count": 139, + "range_504_log": 1.679377, + "range_504_ratio": 5.362216, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.79732, + "hold30_r": 5.414848 + }, + { + "symbol": "MCK", + "date": "2026-05-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.274247, + "strategy_rank": 74.777735, + "production_rank": 77.276573, + "structural_overlay_pass": false, + "structural_overlay_score": 73.412744, + "structural_overlay_rr": 2.181617, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 2.155168, + "primary_prob": 27.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 3.232753, + "raw_level_count": 138, + "gate_level_count": 138, + "range_504_log": 0.765976, + "range_504_ratio": 2.151093, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.046428, + "hold30_r": -1.0 + }, + { + "symbol": "MPWR", + "date": "2026-05-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.753623, + "strategy_rank": 90.622753, + "production_rank": 91.333043, + "structural_overlay_pass": false, + "structural_overlay_score": 86.766391, + "structural_overlay_rr": 1.676439, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.790456, + "primary_prob": 37.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.185685, + "raw_level_count": 126, + "gate_level_count": 126, + "range_504_log": 1.339639, + "range_504_ratio": 3.817664, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.763153, + "hold30_r": -1.0 + }, + { + "symbol": "MRK", + "date": "2026-05-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.42252, + "strategy_rank": 72.803995, + "production_rank": 79.676837, + "structural_overlay_pass": false, + "structural_overlay_score": 75.692995, + "structural_overlay_rr": 2.008301, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.046953, + "primary_prob": 28.87, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 3.07043, + "raw_level_count": 41, + "gate_level_count": 41, + "range_504_log": 0.607833, + "range_504_ratio": 1.836448, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.989632, + "hold30_r": 3.261783 + }, + { + "symbol": "MRNA", + "date": "2026-05-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.432553, + "strategy_rank": 96.701897, + "production_rank": 96.612116, + "structural_overlay_pass": false, + "structural_overlay_score": 91.78151, + "structural_overlay_rr": 1.640462, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.930753, + "primary_prob": 38.37, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 35.0, + "primary_rejection_count": 44, + "primary_distance_atr": 1.39613, + "raw_level_count": 188, + "gate_level_count": 188, + "range_504_log": 2.03487, + "range_504_ratio": 7.651257, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.911859, + "hold30_r": 4.789255 + }, + { + "symbol": "MU", + "date": "2026-05-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.996656, + "strategy_rank": 98.863844, + "production_rank": 98.908114, + "structural_overlay_pass": false, + "structural_overlay_score": 93.962708, + "structural_overlay_rr": 1.868368, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 12, + "rr": 1.081291, + "primary_prob": 26.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.621936, + "raw_level_count": 139, + "gate_level_count": 139, + "range_504_log": 2.587994, + "range_504_ratio": 13.303055, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.062719, + "hold30_r": 4.778761 + }, + { + "symbol": "NEM", + "date": "2026-05-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.878484, + "strategy_rank": 94.844972, + "production_rank": 95.522809, + "structural_overlay_pass": false, + "structural_overlay_score": 90.746669, + "structural_overlay_rr": 1.677475, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.686652, + "primary_prob": 25.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.529977, + "raw_level_count": 113, + "gate_level_count": 113, + "range_504_log": 1.297259, + "range_504_ratio": 3.659251, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.031162, + "hold30_r": -1.0 + }, + { + "symbol": "NOC", + "date": "2026-05-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.081382, + "strategy_rank": 77.672429, + "production_rank": 82.14208, + "structural_overlay_pass": false, + "structural_overlay_score": 78.034976, + "structural_overlay_rr": 1.680269, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.206479, + "primary_prob": 43.59, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 53, + "primary_distance_atr": 1.809718, + "raw_level_count": 52, + "gate_level_count": 52, + "range_504_log": 0.614656, + "range_504_ratio": 1.849021, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.051101, + "hold30_r": -1.0 + }, + { + "symbol": "NTRS", + "date": "2026-05-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.044593, + "strategy_rank": 66.17582, + "production_rank": 70.798745, + "structural_overlay_pass": false, + "structural_overlay_score": 67.258807, + "structural_overlay_rr": 1.556034, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.779452, + "primary_prob": 52.5, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.169178, + "raw_level_count": 78, + "gate_level_count": 78, + "range_504_log": 0.776405, + "range_504_ratio": 2.173643, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.71447, + "hold30_r": 2.030806 + }, + { + "symbol": "ON", + "date": "2026-05-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.527313, + "strategy_rank": 91.766561, + "production_rank": 91.686812, + "structural_overlay_pass": false, + "structural_overlay_score": 87.102471, + "structural_overlay_rr": 1.165713, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.871536, + "primary_prob": 48.35, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.307305, + "raw_level_count": 97, + "gate_level_count": 97, + "range_504_log": 1.344687, + "range_504_ratio": 3.836985, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.845996, + "hold30_r": -1.299982 + }, + { + "symbol": "OXY", + "date": "2026-05-18", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.071349, + "strategy_rank": 82.906896, + "production_rank": 84.628381, + "structural_overlay_pass": false, + "structural_overlay_score": 80.396962, + "structural_overlay_rr": 2.589808, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 2.716157, + "primary_prob": 37.3, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 85, + "primary_distance_atr": 4.074236, + "raw_level_count": 85, + "gate_level_count": 85, + "range_504_log": 0.6622, + "range_504_ratio": 1.939054, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.075823, + "hold30_r": -1.035923 + }, + { + "symbol": "PEP", + "date": "2026-05-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.490524, + "strategy_rank": 59.04637, + "production_rank": 66.194421, + "structural_overlay_pass": false, + "structural_overlay_score": 62.8847, + "structural_overlay_rr": 1.473416, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 7.490929, + "primary_prob": 10.47, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 202, + "primary_distance_atr": 11.236393, + "raw_level_count": 22, + "gate_level_count": 22, + "range_504_log": 0.362824, + "range_504_ratio": 1.437382, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.062526, + "hold30_r": -1.0 + }, + { + "symbol": "PH", + "date": "2026-05-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.047938, + "strategy_rank": 65.1429, + "production_rank": 70.444579, + "structural_overlay_pass": false, + "structural_overlay_score": 66.92235, + "structural_overlay_rr": 1.93557, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.43545, + "primary_prob": 37.31, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 94.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.153174, + "raw_level_count": 121, + "gate_level_count": 121, + "range_504_log": 0.750881, + "range_504_ratio": 2.118866, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.046953, + "hold30_r": -1.0 + }, + { + "symbol": "PSX", + "date": "2026-05-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.720178, + "strategy_rank": 75.290109, + "production_rank": 77.766799, + "structural_overlay_pass": false, + "structural_overlay_score": 73.878459, + "structural_overlay_rr": 1.243132, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.898533, + "primary_prob": 47.83, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.347799, + "raw_level_count": 86, + "gate_level_count": 86, + "range_504_log": 0.73926, + "range_504_ratio": 2.094385, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.042378, + "hold30_r": -1.0 + }, + { + "symbol": "PWR", + "date": "2026-05-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.412486, + "strategy_rank": 87.181955, + "production_rank": 88.258799, + "structural_overlay_pass": false, + "structural_overlay_score": 83.845859, + "structural_overlay_rr": 1.422684, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.141443, + "primary_prob": 26.84, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.712164, + "raw_level_count": 171, + "gate_level_count": 171, + "range_504_log": 1.245147, + "range_504_ratio": 3.473445, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.034308, + "hold30_r": -1.0 + }, + { + "symbol": "REGN", + "date": "2026-05-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.267559, + "strategy_rank": 72.839126, + "production_rank": 75.31527, + "structural_overlay_pass": false, + "structural_overlay_score": 71.549507, + "structural_overlay_rr": 1.923683, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.566306, + "primary_prob": 36.03, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 100.0, + "primary_rejection_count": 83, + "primary_distance_atr": 2.349458, + "raw_level_count": 68, + "gate_level_count": 68, + "range_504_log": 0.932927, + "range_504_ratio": 2.541937, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.034132, + "hold30_r": -1.0 + }, + { + "symbol": "ROST", + "date": "2026-05-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.169454, + "strategy_rank": 65.692811, + "production_rank": 71.851692, + "structural_overlay_pass": false, + "structural_overlay_score": 68.259107, + "structural_overlay_rr": 1.677652, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 1.014244, + "primary_prob": 34.18, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.521366, + "raw_level_count": 82, + "gate_level_count": 82, + "range_504_log": 0.636143, + "range_504_ratio": 1.889179, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.960507, + "hold30_r": 0.104377 + }, + { + "symbol": "RTX", + "date": "2026-05-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.733556, + "strategy_rank": 67.754646, + "production_rank": 74.08095, + "structural_overlay_pass": false, + "structural_overlay_score": 70.376902, + "structural_overlay_rr": 1.78174, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.245, + "primary_prob": 26.26, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.867501, + "raw_level_count": 87, + "gate_level_count": 87, + "range_504_log": 0.772473, + "range_504_ratio": 2.165114, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.192968, + "hold30_r": 2.34066 + }, + { + "symbol": "SLB", + "date": "2026-05-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.953177, + "strategy_rank": 79.955878, + "production_rank": 81.954978, + "structural_overlay_pass": false, + "structural_overlay_score": 77.857229, + "structural_overlay_rr": null, + "structural_overlay_sources": [], + "structural_overlay_gate_level_count": 0, + "rr": 1.724675, + "primary_prob": 31.97, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.587012, + "raw_level_count": 70, + "gate_level_count": 70, + "range_504_log": 0.61582, + "range_504_ratio": 1.851173, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.047444, + "hold30_r": -1.0 + }, + { + "symbol": "STX", + "date": "2026-05-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.219621, + "strategy_rank": 98.719586, + "production_rank": 98.886264, + "structural_overlay_pass": false, + "structural_overlay_score": 93.941951, + "structural_overlay_rr": 0.819997, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 15, + "rr": 0.763652, + "primary_prob": 37.91, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 3.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.145478, + "raw_level_count": 136, + "gate_level_count": 136, + "range_504_log": 2.588814, + "range_504_ratio": 13.313974, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.74154, + "hold30_r": 2.601969 + }, + { + "symbol": "TER", + "date": "2026-05-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.77369, + "strategy_rank": 98.273952, + "production_rank": 98.440532, + "structural_overlay_pass": false, + "structural_overlay_score": 93.518505, + "structural_overlay_rr": 1.513615, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 0.926181, + "primary_prob": 32.32, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 4.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.389271, + "raw_level_count": 97, + "gate_level_count": 97, + "range_504_log": 1.859102, + "range_504_ratio": 6.417972, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 0.906939, + "hold30_r": 3.185192 + }, + { + "symbol": "TPR", + "date": "2026-05-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.199554, + "strategy_rank": 87.364271, + "production_rank": 89.309365, + "structural_overlay_pass": false, + "structural_overlay_score": 84.843897, + "structural_overlay_rr": 1.895731, + "structural_overlay_sources": [ + "pivot_point", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.667633, + "primary_prob": 20.49, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.50145, + "raw_level_count": 118, + "gate_level_count": 118, + "range_504_log": 1.525513, + "range_504_ratio": 4.597502, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.635937, + "hold30_r": 1.548927 + }, + { + "symbol": "ULTA", + "date": "2026-05-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.051282, + "strategy_rank": 78.826331, + "production_rank": 79.901315, + "structural_overlay_pass": false, + "structural_overlay_score": 75.906249, + "structural_overlay_rr": 1.786225, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.646655, + "primary_prob": 34.64, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 122, + "primary_distance_atr": 2.469983, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.838867, + "range_504_ratio": 2.313744, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 1.606422, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2026-05-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.655518, + "strategy_rank": 96.524269, + "production_rank": 96.568019, + "structural_overlay_pass": false, + "structural_overlay_score": 91.739618, + "structural_overlay_rr": 0.725611, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 0.722915, + "primary_prob": 39.53, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 3.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.084372, + "raw_level_count": 214, + "gate_level_count": 214, + "range_504_log": 1.958451, + "range_504_ratio": 7.08834, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.024425, + "hold30_r": -1.0 + }, + { + "symbol": "VTRS", + "date": "2026-05-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.966555, + "strategy_rank": 79.695165, + "production_rank": 83.118962, + "structural_overlay_pass": false, + "structural_overlay_score": 78.963014, + "structural_overlay_rr": 1.273964, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.943723, + "primary_prob": 47.16, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.415584, + "raw_level_count": 58, + "gate_level_count": 58, + "range_504_log": 0.939665, + "range_504_ratio": 2.559124, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.040816, + "hold30_r": -1.0 + }, + { + "symbol": "WDC", + "date": "2026-05-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.665552, + "strategy_rank": 99.26533, + "production_rank": 99.398737, + "structural_overlay_pass": false, + "structural_overlay_score": 94.4288, + "structural_overlay_rr": 1.489804, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.211701, + "primary_prob": 23.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 0.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.817552, + "raw_level_count": 148, + "gate_level_count": 148, + "range_504_log": 2.902267, + "range_504_ratio": 18.215401, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.191141, + "hold30_r": 3.130897 + }, + { + "symbol": "WELL", + "date": "2026-05-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.963211, + "strategy_rank": 66.045104, + "production_rank": 73.684473, + "structural_overlay_pass": false, + "structural_overlay_score": 70.000249, + "structural_overlay_rr": 0.843702, + "structural_overlay_sources": [ + "pivot_point", + "round_number", + "volume_profile" + ], + "structural_overlay_gate_level_count": 13, + "rr": 0.92554, + "primary_prob": 32.14, + "primary_sources": [ + "pivot_point" + ], + "primary_strength": 3.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.38831, + "raw_level_count": 101, + "gate_level_count": 101, + "range_504_log": 0.809533, + "range_504_ratio": 2.246858, + "range_factor_pass": false, + "outcome": "target_hit", + "net_r": 0.869121, + "hold30_r": -1.005719 + }, + { + "symbol": "XOM", + "date": "2026-05-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.189521, + "strategy_rank": 73.544233, + "production_rank": 79.092662, + "structural_overlay_pass": false, + "structural_overlay_score": 75.138029, + "structural_overlay_rr": 2.39065, + "structural_overlay_sources": [ + "pivot_point", + "round_number" + ], + "structural_overlay_gate_level_count": 14, + "rr": 1.999891, + "primary_prob": 24.66, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.999836, + "raw_level_count": 73, + "gate_level_count": 73, + "range_504_log": 0.589886, + "range_504_ratio": 1.803783, + "range_factor_pass": false, + "outcome": "stop_hit", + "net_r": -1.050102, + "hold30_r": -1.0 + }, + { + "symbol": "GEV", + "date": "2026-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.209588, + "strategy_rank": 95.311116, + "production_rank": 95.610607, + "structural_overlay_pass": false, + "structural_overlay_score": 90.830076, + "structural_overlay_rr": 1.594005, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.106812, + "primary_prob": 29.76, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.660217, + "raw_level_count": 112, + "gate_level_count": 112, + "range_504_log": 2.064219, + "range_504_ratio": 7.879141, + "range_factor_pass": true, + "outcome": "target_hit", + "net_r": 1.078424, + "hold30_r": -1.0 + }, + { + "symbol": "WBD", + "date": "2026-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.216276, + "strategy_rank": 72.855954, + "production_rank": 81.309395, + "structural_overlay_pass": false, + "structural_overlay_score": 77.243925, + "structural_overlay_rr": 1.533133, + "structural_overlay_sources": [ + "pivot_point" + ], + "structural_overlay_gate_level_count": 16, + "rr": 1.917275, + "primary_prob": 30.55, + "primary_sources": [ + "pivot_point", + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.875912, + "raw_level_count": 110, + "gate_level_count": 110, + "range_504_log": 1.508085, + "range_504_ratio": 4.518072, + "range_factor_pass": true, + "outcome": "stop_hit", + "net_r": -1.155088, + "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): +50.0% CAGR, Sharpe 2.03, max drawdown -21.4%." + }, + { + "topic": "exit", + "text": "Legacy exit diagnostic: hold 30 trading days with the initial stop (+0.58R net/trade vs +0.21R for the S/R target exit). The simulated book agrees: +47.9% vs +28.3% CAGR at similar drawdown." + }, + { + "topic": "gate", + "text": "Gate: the confidence floor adds nothing \u2014 dropping it costs +0.01R/trade and adds 7 trades." + }, + { + "topic": "gate", + "text": "Gate: keep the R:R floor (worth +0.28R/trade under the hold exit)." + }, + { + "topic": "gate", + "text": "Gate: keep the NEUTRAL exclusion (worth +0.05R/trade under the hold exit)." + }, + { + "topic": "cutoff", + "text": "Residual-momentum cutoff: 90 has the best per-trade net (+0.23R over 497 setups)." + }, + { + "topic": "benchmark", + "text": "Book vs SPY: beats buy-and-hold by +282.2 points (+376.5% vs +94.3%), max drawdown \u221218.8%." + }, + { + "topic": "robustness", + "text": "Robustness: expectancy survives removing the top 5% of winners (+0.21R 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 1.96 vs 1.96, CAGR +47.9% vs +47.9%, skipped 0 vs 0." + }, + { + "topic": "cutoff_90", + "candidate": false, + "text": "Cutoff 90 stays research-only: Raw 90 / max 10 Sharpe 1.62 vs 1.96, drawdown 16.9% vs 18.8%, CAGR +34.2% vs +47.9%." + }, + { + "topic": "low_vol_overlay", + "candidate": false, + "text": "Low-vol overlay stays research-only: Residual 80 + low-vol blend / max 10 Sharpe 1.74 vs 1.96, drawdown 14.7% vs 18.8%, CAGR +35.6% vs +47.9%." + }, + { + "topic": "high_vol_overlay", + "candidate": false, + "text": "High-vol overlay stays research-only: Residual 80 + high-vol 60/40 blend / max 10 Sharpe 2.03 vs 1.96, drawdown 19.4% vs 18.8%, CAGR +52.4% vs +47.9%." + } + ], + "note": "Residual 12-1 momentum is now the production activation rank. Remaining rows are research comparisons only." + } +}